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GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620AVAE2 2042-04-15 3.5 N/A 27100.00 11959.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618G0UV8 2054-01-20 5 N/A 466300.00 461095.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XVQ6 2053-03-20 4 N/A 65000.00 56341.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WLP1 2051-08-20 2.5 N/A 16575400.00 10784624.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XBS4 2052-07-20 3.5 N/A 1205000.00 969396.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BNC92 2058-09-15 5 N/A 11581300.00 11492018.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W5C8 2052-05-20 3 N/A 24365800.00 18650643.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36183YKH0 2045-07-15 3 N/A 56600.00 10086.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617YLTC8 2064-10-15 4.71 N/A 37000.00 36651.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618G4WA4 2054-02-20 5 N/A 5070600.00 4920161.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622AADS0 2047-02-15 3 N/A 30400.00 14167.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617W1HU7 2048-10-20 4 N/A 179600.00 111968.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AA3K8 2051-03-20 3 N/A 1491800.00 923811.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X2K1 2053-05-20 5 N/A 30407800.00 28466934.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABFH0 2051-09-20 2.5 N/A 191100.00 125677.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FBUQ6 2053-07-20 5.5 N/A 262700.00 246796.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WG93 2051-06-20 5.5 N/A 44000.00 25034.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36194CTV5 2046-07-20 3 N/A 38000.00 10223.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GGDG5 2054-03-20 5 N/A 4237500.00 4143421.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617WNUS9 2047-09-20 4 N/A 55600.00 27278.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WQB7 2051-10-20 3 N/A 21677000.00 14428405.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X5C6 2053-06-20 3 N/A 33500.00 26675.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABDR0 2051-09-20 2.5 N/A 431000.00 287325.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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LLC Morgan Stanley & Co. LLC 5.34000000 N/A 9R7GPTSO7KV3UQJZQ078 BYD6GTW69 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797GL5 2024-09-05 0 N/A 700.00 696.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0 N/A 1615180.00 1409861.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 438600.00 441735.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 N/A 227100.00 187791.68 U.S. Treasuries (including strips) Y Fitch NR Standard & Poor's A-1 Moody's NR 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 2000000.00 2000000.00 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797JR9 254900HROIFWPRGM1V77 US912797JR94 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2025-01-23 2025-01-23 2025-01-23 N N N 0.0509 624061130.16 624061130.16 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LH8 254900HROIFWPRGM1V77 US912797LH84 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2024-09-17 2024-09-17 2024-09-17 N N N 0.0527 45286140.22 45286140.22 0.0003 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.33499840 3130B25E1 2549001DPIFGXC1TOL40 US3130B25E19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Agency Standard & Poor's AA+ 2024-08-01 2025-02-25 2025-02-25 N N N 0.0548 212200205.83 212200205.83 0.0014 N N N N Barclays Capital, Inc. Barclays Capital, Inc. 5.46999840 N/A AC28XWWI3WIBK2824319 BRYAC9P76 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA_18-72C N/A 38380WG60 2048-05-20 0.79039 N/A 77205000.00 819425.20 Agency Collateralized Mortgage Obligation FNMA_24-21A N/A 3136BRUB1 2054-05-25 1.85286 N/A 21980623.00 1777523.04 Agency Collateralized Mortgage Obligation GNMA_19-125B N/A 38382ANW1 2049-10-20 0.59039 N/A 61643345.00 2591584.03 Agency Collateralized Mortgage Obligation FNMA_19-64 N/A 3136B7FB2 2049-11-25 4 N/A 12000000.00 660468.15 Agency Collateralized Mortgage Obligation GNMA_15-165 N/A 38379FF79 2044-08-20 0.74039 N/A 47506714.00 873283.80 Agency Collateralized Mortgage Obligation FHLMC_40-96 N/A 3137ATBJ0 2042-08-15 0.54811 N/A 37174995.00 574484.45 Agency Collateralized Mortgage Obligation GNMA_15-161 N/A 38379FUE7 2045-11-20 3 N/A 325000.00 367112.61 Agency Collateralized Mortgage Obligation FNMA_12-113 N/A 3136A82V1 2042-10-25 0.63838 N/A 36714285.00 306408.26 Agency Collateralized Mortgage Obligation GNMA_20-47J N/A 38382EBX4 2050-01-20 3.5 N/A 14462032.00 258292.34 Agency Collateralized Mortgage Obligation FNMA_21-96 N/A 3136BKXK3 2052-01-25 2.5 N/A 560000.00 375047.26 Agency Collateralized Mortgage Obligation FHLMC_4827E N/A 3137FHP56 2048-09-15 0.74811 N/A 14855948.00 694773.10 Agency Collateralized Mortgage Obligation GNMA_22-209C N/A 38383LQL7 2052-12-20 1.5059 N/A 9000000.00 582758.34 Agency Collateralized Mortgage Obligation GNMA_23-53K N/A 38383XYW8 2048-09-20 0.74039 N/A 22003174.00 2287061.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-134 N/A 38382JFH4 2050-09-20 2.5 N/A 27715031.00 1824452.13 Agency Collateralized Mortgage Obligation FNMA_21-34L N/A 3136BHWJ4 2051-06-25 4 N/A 4438508.00 444270.05 Agency Collateralized Mortgage Obligation FNMA_18-28D N/A 3136B1P57 2048-05-25 0.73838 N/A 30363779.00 292928.74 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4526 N/A 3137BM2Z8 2045-11-15 3.5 N/A 6150000.00 6279280.15 Agency Collateralized Mortgage Obligation GNMA_15-46 N/A 38379KKG2 2045-04-20 4.5 N/A 26500000.00 507982.61 Agency Collateralized Mortgage Obligation GNMA_23-151A N/A 38384DKG1 2053-10-20 6.5 N/A 5929947.00 6573869.61 Agency Collateralized Mortgage Obligation GNMA_11-51 N/A 38377VCE4 2041-04-20 1.14039 N/A 19416000.00 120492.11 Agency Collateralized Mortgage Obligation FHLMC_5437A N/A 3137HF6J9 2054-08-25 0 N/A 51662435.00 1461116.99 Agency Collateralized Mortgage Obligation GNMA_16-146F N/A 38380AT72 2046-10-20 0.64039 N/A 50000000.00 2013319.57 Agency Collateralized Mortgage Obligation FHLMC_4908A N/A 3137FNDY3 2049-08-25 0.58838 N/A 28287714.00 859345.41 Agency Collateralized Mortgage Obligation GNMA_19-59D N/A 38381VL32 2049-05-20 0.64039 N/A 25000000.00 452576.38 Agency Collateralized Mortgage Obligation GNMA_12-96C N/A 38378HAQ9 2042-08-20 0.64039 N/A 28611617.00 280707.38 Agency Collateralized Mortgage Obligation FHLMC_4739B N/A 3137FBVJ2 2038-09-15 5 N/A 12014287.00 420145.68 Agency Collateralized Mortgage Obligation GNMA_20-96A N/A 38382GK35 2050-07-20 0.69039 N/A 62646394.00 2934484.18 Agency Collateralized Mortgage Obligation FNMA_12-88 N/A 3136A7NR9 2042-07-25 1.20838 N/A 58182000.00 266597.65 Agency Collateralized Mortgage Obligation GNMA_20-112 N/A 38382HLM0 2050-08-20 0.84039 N/A 33000000.00 2534130.08 Agency Collateralized Mortgage Obligation FNMA_15-26 N/A 3136ANQZ3 2045-05-25 0.63838 N/A 116303764.00 2085113.71 Agency Collateralized Mortgage Obligation FNMA_20-1 N/A 3136B8NW5 2058-08-25 3.5 N/A 381000.00 127649.64 Agency Collateralized Mortgage Obligation FNMA_13-21 N/A 3136ACQP9 2033-03-25 3.5 N/A 19285714.00 140600.43 Agency Collateralized Mortgage Obligation GNMA_20-61H N/A 38382EU70 2048-01-20 4.5 N/A 39141711.00 2995031.54 Agency Collateralized Mortgage Obligation GNMA_20-167P N/A 38382LDU2 2050-11-20 3.5 N/A 44016000.00 3509215.08 Agency Collateralized Mortgage Obligation FHLMC_42-40 N/A 3137B3VY1 2043-08-15 0.54811 N/A 300300000.00 5353499.51 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHD2 2050-03-25 4 N/A 2164574.00 297083.60 Agency Collateralized Mortgage Obligation GNMA_21-69F N/A 38382RVJ4 2051-04-20 1.21539 N/A 29969276.00 1619418.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-146 N/A 38381AHY5 2048-10-20 3.5 N/A 5209000.00 5794802.51 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-39 N/A 3136AST97 2044-11-25 4 N/A 11884375.00 340094.69 Agency Collateralized Mortgage Obligation GNMA_21-97D N/A 38382VCD9 2051-06-20 0.84039 N/A 31827550.00 3059777.82 Agency Collateralized Mortgage Obligation NMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-148 N/A 38378GNX2 2042-12-20 1.19039 N/A 24000000.00 653523.82 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-13 N/A 3136B05W2 2046-01-25 3.5 N/A 1200000.00 130832.41 Agency Collateralized Mortgage Obligation GNMA_24-117E N/A 38384Q3B2 2054-07-20 0 N/A 300000000.00 7116300.00 Agency Collateralized Mortgage Obligation GNMA_21-98M N/A 38382TH80 2051-06-20 0.84039 N/A 16492111.00 800131.09 Agency Collateralized Mortgage Obligation FHLMC_5437F N/A 3137HF6M2 2054-08-25 0 N/A 100000000.00 2867100.00 Agency Collateralized Mortgage Obligation FNMA_18-65 N/A 3136B2N73 2048-01-25 4 N/A 9500000.00 293373.20 Agency Collateralized Mortgage Obligation FNMA_18-60C N/A 3136B2D82 2048-08-25 0.23838 N/A 23967000.00 499336.93 Agency Collateralized Mortgage Obligation GNMA_22-175B N/A 38383U6T2 2052-10-20 0.2559 N/A 16500000.00 797849.67 Agency Collateralized Mortgage Obligation GNMA_23-155A N/A 38384DTJ6 2053-10-20 0.1559 N/A 50000000.00 1053582.74 Agency Collateralized Mortgage Obligation GNMA_11-99 N/A 38377WZ64 2041-07-16 0.65772 N/A 106436781.00 910379.99 Agency Collateralized Mortgage Obligation GNMA_17-11 N/A 38380CLL5 2047-01-20 0.64039 N/A 25259773.00 855468.55 Agency Collateralized Mortgage Obligation FHLMC_5386E N/A 3137HBYF5 2048-03-15 4.000007 N/A 714142.00 136902.19 Agency Collateralized Mortgage Obligation GNMA_17-133C N/A 38380HAP7 2047-09-16 0.80772 N/A 14015454.00 307604.24 Agency Collateralized Mortgage Obligation GNMA_14-55 N/A 38379BGA0 2044-04-16 0.75772 N/A 100000000.00 770040.85 Agency Collateralized Mortgage Obligation GNMA_15-157 N/A 38379FBW8 2045-10-20 0.24039 N/A 54851266.00 515383.33 Agency Collateralized Mortgage Obligation FNMA_24-10A N/A 3136BQ5P0 2054-03-25 0.35286 N/A 6000000.00 291029.81 Agency Collateralized Mortgage Obligation GNMA_19-72E N/A 38381WKW7 2049-06-20 0.59039 N/A 14443311.00 228953.85 Agency Collateralized Mortgage Obligation GNMA_21-154K N/A 38383AHH0 2051-09-20 3 N/A 44710131.00 4352952.85 Agency Collateralized Mortgage Obligation GNMA_20-189L N/A 38382MFM6 2049-12-20 0.59039 N/A 16878000.00 559882.86 Agency Collateralized Mortgage Obligation FHLMC_4756C N/A 3137FDQQ8 2048-02-15 3.5 N/A 600000.00 496146.72 Agency Collateralized Mortgage Obligation FHLMC_5011C N/A 3137FVT28 2050-09-25 0.78838 N/A 11360856.00 724392.00 Agency Collateralized Mortgage Obligation GNMA_20-65D N/A 38382E8L4 2050-05-20 0.64039 N/A 64682522.00 3530896.65 Agency Collateralized Mortgage Obligation GNMA_19-119A N/A 38381YYQ1 2049-09-20 0.59039 N/A 74202080.00 3228826.81 Agency Collateralized Mortgage Obligation GNMA_10-89 N/A 38377GU64 2040-07-20 0.47039 N/A 34433750.00 168112.97 Agency Collateralized Mortgage Obligation FNMA_14-49 N/A 3136AKWA7 2054-08-25 6 N/A 51114527.00 2053711.12 Agency Collateralized Mortgage Obligation FHLMC_4994C N/A 3137FUBG8 2045-05-25 2 N/A 250000.00 203236.67 Agency Collateralized Mortgage Obligation FNMA_13-51 N/A 3136AECS4 2043-04-25 0 N/A 24400000.00 4548750.33 Agency Collateralized Mortgage Obligation FHLMC_5386E N/A 3137HBYA6 2048-03-15 0.54811 N/A 58537884.00 5926017.25 Agency Collateralized Mortgage Obligation GNMA_15-60A N/A 38379LRC2 2045-04-20 4 N/A 35165143.00 1039032.16 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3972 N/A 3137AJPJ7 2041-12-15 4 N/A 420000.00 298189.91 Agency Collateralized Mortgage Obligation FHLMC_39-33 N/A 3137AFU83 2041-10-15 0.59811 N/A 62969777.00 99554.32 Agency Collateralized Mortgage Obligation GNMA_19-18P N/A 38381B3N2 2049-02-20 0.59039 N/A 56361960.00 1233580.28 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRGY7 2049-10-25 3.5 N/A 40807750.00 5653252.55 Agency Collateralized Mortgage Obligation FHLMC_4897B N/A 3137FMNX6 2049-07-15 0.64811 N/A 65434452.00 2256195.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-124 N/A 38380YW92 2048-09-20 3.5 N/A 4105000.00 4340240.55 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5002 N/A 3137FUAS3 2050-07-25 2 N/A 1355000.00 420867.31 Agency Collateralized Mortgage Obligation GNMA_18-29 N/A 38380WZF9 2042-03-20 1.14039 N/A 33778891.00 999928.23 Agency Collateralized Mortgage Obligation GNMA_24-117A N/A 38384Q2J6 2054-07-20 0 N/A 120000000.00 18600.00 Agency Collateralized Mortgage Obligation GNMA_19-128L N/A 38382AFW0 2045-02-20 0.49039 N/A 52761313.00 729384.46 Agency Collateralized Mortgage Obligation FHLMC_38-1 N/A 3137A6KN1 2031-02-15 0 N/A 6000000.00 1560139.88 Agency Collateralized Mortgage Obligation FNMA_17-16 N/A 3136AVZX0 2047-03-25 3 N/A 389148.00 332986.16 Agency Collateralized Mortgage Obligation GNMA_20-112A N/A 38382HKD1 2050-08-20 0.79039 N/A 56894771.00 3905185.77 Agency Collateralized Mortgage Obligation FNMA_17-84 N/A 3136AYMB6 2053-04-25 3.5 N/A 142452.00 22981.22 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5142 N/A 3137H2EA8 2051-09-25 3 N/A 45523781.00 5728123.31 Agency Collateralized Mortgage Obligation FHLMC_5437E N/A 3137HF5P6 2048-03-15 0.49811 N/A 10401241.00 725885.78 Agency Collateralized Mortgage Obligation GNMA_18-154K N/A 38381AWV4 2048-11-20 0.74039 N/A 38751442.00 709487.18 Agency Collateralized Mortgage Obligation FNMA_10-136 N/A 31398STD5 2040-12-25 0.53838 N/A 50000000.00 347598.59 Agency Collateralized Mortgage Obligation FHLMC_5112A N/A 3137H0R34 2041-06-25 3.5 N/A 28182144.00 1575810.43 Agency Collateralized Mortgage Obligation GNMA_21-66 N/A 38382RXW3 2051-04-20 0 N/A 8000000.00 72040.56 Agency Collateralized Mortgage Obligation GNMA_13-150 N/A 38378UFY8 2043-10-16 2.75 N/A 934098.00 746653.57 Agency Collateralized Mortgage Obligation FNMA_17-35 N/A 3136AWNN3 2053-04-25 3.5 N/A 255000.00 18554.85 Agency Collateralized Mortgage Obligation FNMA_17-1C N/A 3136AVAV1 2047-02-25 0.58838 N/A 52372278.00 1182090.32 Agency Collateralized Mortgage Obligation FNMA_17-99D N/A 3136AY3M3 2047-12-25 0.73838 N/A 20000000.00 346124.15 Agency Collateralized Mortgage Obligation FHLMC_45-41 N/A 3137BMCT1 2045-12-15 3.5 N/A 3242000.00 3702102.79 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-76 N/A 31396KBZ4 2036-08-25 5.86162 N/A 244000.00 6435.14 Agency Collateralized Mortgage Obligation FHLMC_5210J N/A 3137H6ZG3 2050-08-25 3 N/A 125000.00 96429.38 Agency Collateralized Mortgage Obligation GNMA_24-24G N/A 38384JX33 2050-02-20 4 N/A 616740.00 98366.37 Agency Collateralized Mortgage Obligation FHLMC_5432 N/A 3137HDNA4 2054-07-25 1.73286 N/A 51679498.00 4740762.20 Agency Collateralized Mortgage Obligation FHLMC_4975D N/A 3137FT2T3 2050-05-25 0.53838 N/A 16666666.00 946170.25 Agency Collateralized Mortgage Obligation GNMA_24-41A N/A 38384KQN4 2054-03-20 4.5 N/A 3289398.00 2929045.97 Agency Collateralized Mortgage Obligation GNMA_24-24D N/A 38384JV76 2054-02-20 4.5 N/A 1167670.00 1051966.37 Agency Collateralized Mortgage Obligation GNMA_19-85K N/A 38381XSJ6 2049-07-20 0.64039 N/A 23769858.00 337545.17 Agency Collateralized Mortgage Obligation GNMA_18-42E N/A 38380VQM6 2046-11-20 0.64039 N/A 100224619.00 3257737.94 Agency Collateralized Mortgage Obligation GNMA_20-134S N/A 38382JME3 2050-09-20 3 N/A 32166905.00 3417055.52 Agency Collateralized Mortgage Obligation GNMA_24-24D N/A 38384JV84 2054-02-20 0.6059 N/A 50000000.00 2735868.24 Agency Collateralized Mortgage Obligation GNMA_24-59C N/A 38384ME60 2054-04-20 5.5 N/A 17569958.00 17609862.64 Agency Collateralized Mortgage Obligation FHLMC_4923K N/A 3137FPZS7 2049-11-25 0.53838 N/A 24148291.00 1379480.26 Agency Collateralized Mortgage Obligation GNMA_20-181F N/A 38382LWE7 2050-12-20 0.84039 N/A 3481000.00 298916.32 Agency Collateralized Mortgage Obligation GNMA_17-112B N/A 38380TZV1 2047-07-20 0.74039 N/A 50086199.00 1426489.48 Agency Collateralized Mortgage Obligation GNMA_20-30G N/A 38382DZM4 2050-03-20 0.59039 N/A 41545861.00 1671165.45 Agency Collateralized Mortgage Obligation FNMA_11-126 N/A 3136A2WU3 2041-12-25 0.48838 N/A 107252046.00 547991.57 Agency Collateralized Mortgage Obligation GNMA_24-117F N/A 38384Q3D8 2054-07-20 0 N/A 100000000.00 1747200.00 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4548 N/A 3137BMTN6 2046-01-15 3.5 N/A 5200000.00 4667568.77 Agency Collateralized Mortgage Obligation FHLMC_5000AA N/A 3137FVN65 2050-08-25 2 N/A 20000000.00 1536050.18 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_11-131 N/A 3136A2P64 2041-12-25 4.5 N/A 19500000.00 2232002.82 Agency Collateralized Mortgage Obligation GNMA_24-117A N/A 38384Q2H0 2054-07-20 1.10356667 N/A 120000000.00 4387704.12 Agency Collateralized Mortgage Obligation GNMA_20-61 N/A 38382ET80 2046-01-20 0.12342 N/A 63634638.00 106277.21 Agency Collateralized Mortgage Obligation FHLMC_4892D N/A 3137FMT69 2047-02-25 0.53838 N/A 114813627.00 4556085.53 Agency Collateralized Mortgage Obligation FHLMC_5152X N/A 3137H3BN1 2051-10-25 3 N/A 48535516.00 5666669.50 Agency Collateralized Mortgage Obligation FNMA_10-1 N/A 31398GN47 2040-02-25 0 N/A 150000000.00 94965.86 Agency Collateralized Mortgage Obligation GNMA_24-76B N/A 38384NTJ4 2054-05-20 6.5 N/A 11655011.00 1609462.89 Agency Collateralized Mortgage Obligation GNMA_19-128 N/A 38382AGA7 2043-08-20 0.67039 N/A 64086538.00 2031920.75 Agency Collateralized Mortgage Obligation GNMA_18-11E N/A 38380UXH1 2046-07-20 3.5 N/A 50860570.00 640954.75 Agency Collateralized Mortgage Obligation FHSTR_404 N/A 3142G5UU0 2053-04-25 5.141709 N/A 588865.00 99716.40 Agency Collateralized Mortgage Obligation GNMA_20-140B N/A 38382JXC5 2050-09-20 0.89039 N/A 63562423.00 4377328.80 Agency Collateralized Mortgage Obligation FHLMC_4912C N/A 3137FNP61 2045-06-25 4 N/A 17880356.00 956259.35 Agency Collateralized Mortgage Obligation GNMA_15-62 N/A 38379LR73 2045-05-20 4.5 N/A 17715754.00 575523.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147 N/A 38381AGL4 2048-10-20 3.5 N/A 10660000.00 11060116.08 Agency Collateralized Mortgage Obligation FHLMC_5437E N/A 3137HF5Q4 2048-03-15 6 N/A 7459405.00 1419089.64 Agency Collateralized Mortgage Obligation FNMA_16-40 N/A 3136ASF76 2046-07-25 0.38838 N/A 39453154.00 995344.79 Agency Collateralized Mortgage Obligation GNMA_15-35 N/A 38379JR37 2045-03-20 6 N/A 33925144.00 705922.25 Agency Collateralized Mortgage Obligation GNMA_23-175 N/A 38381JD46 2065-05-16 1.29033 N/A 37994480.00 3356203.08 Agency Collateralized Mortgage Obligation FNMA_17-96C N/A 3136B0AK2 2047-12-25 3 N/A 5500000.00 444827.86 Agency Collateralized Mortgage Obligation GNMA_23-123F N/A 38384CSP5 2049-07-20 0.59039 N/A 33283888.00 3571131.70 Agency Collateralized Mortgage Obligation GNMA_12-68 N/A 38378ETA1 2042-05-20 0.04039 N/A 19775642.00 284534.27 Agency Collateralized Mortgage Obligation GNMA_21-8L N/A 38382MUG2 2051-01-20 2.5 N/A 32337000.00 2810178.89 Agency Collateralized Mortgage Obligation FNMA_19-49L N/A 3136B55D3 2049-09-25 0.58838 N/A 34088624.00 1150674.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-153 N/A 38382BUQ4 2049-12-20 4 N/A 5810000.00 476051.43 Agency Collateralized Mortgage Obligation FNMA_16-82C N/A 3136AUAK7 2046-11-25 0.63838 N/A 67082366.00 621622.26 Agency Collateralized Mortgage Obligation GNMA_21-214N N/A 38383FDT7 2051-12-20 3 N/A 26024872.00 3712566.94 Agency Collateralized Mortgage Obligation FHSTR_404 N/A 3142G5US5 2038-04-25 4.499782 N/A 702965.00 76130.50 Agency Collateralized Mortgage Obligation FNMA_24-11B N/A 3136BRAJ6 2054-03-25 1.00286 N/A 4000000.00 244170.58 Agency Collateralized Mortgage Obligation FHLMC_4057A N/A 3137ARM29 2042-06-15 3.5 N/A 4405500.00 3915954.64 Agency Collateralized Mortgage Obligation FNMA_21-12D N/A 3136BFKM4 2051-03-25 2.5 N/A 22431052.00 2605843.85 Agency Collateralized Mortgage Obligation GNMA_19-6E N/A 38381BJ70 2048-12-20 0.64039 N/A 1915098.00 69647.93 Agency Collateralized Mortgage Obligation FHLMC_4906C N/A 3137FNWF3 2049-08-25 0.58838 N/A 75806978.00 3012036.34 Agency Collateralized Mortgage Obligation GNMA_21-78J N/A 38382QK25 2051-05-20 3.5 N/A 3418652.00 281716.07 Agency Collateralized Mortgage Obligation FHLMC_4493 N/A 3137BKLA6 2045-07-15 6 N/A 39759166.00 711691.88 Agency Collateralized Mortgage Obligation GNMA_19-121E N/A 38382ABZ7 2049-08-20 0.64039 N/A 6500000.00 130072.41 Agency Collateralized Mortgage Obligation FNMA_13-107 N/A 3136AGXB3 2043-02-25 0.48838 N/A 123256386.00 2779412.69 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3689 N/A 3137A0AH8 2040-07-15 0 N/A 37686621.00 118661.37 Agency Collateralized Mortgage Obligation GNMA_13-79 N/A 38378THG8 2043-05-20 3 N/A 1875000.00 2282913.92 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-82 N/A 31396KYS5 2036-09-25 6.03162 N/A 18691166.00 29720.09 Agency Collateralized Mortgage Obligation GNMA_19-59A N/A 38381VG20 2048-02-20 0.64039 N/A 96097941.00 2942554.91 Agency Collateralized Mortgage Obligation FNMA_14-52 N/A 3136AKJ95 2034-09-25 4 N/A 22635675.00 492183.37 Agency Collateralized Mortgage Obligation GNMA_15-60 N/A 38379LST4 2045-04-20 0.74039 N/A 22170667.00 412093.80 Agency Collateralized Mortgage Obligation FHLMC_5206 N/A 3137H6QY4 2051-08-25 3.5 N/A 29109570.00 2788130.03 Agency Collateralized Mortgage Obligation FHLMC_4150D N/A 3137AY3V1 2033-01-15 2 N/A 2000000.00 206493.12 Agency Collateralized Mortgage Obligation GNMA_18-122H N/A 38380YS97 2048-09-20 0.74039 N/A 47757526.00 845390.05 Agency Collateralized Mortgage Obligation GNMA_22-218G N/A 38383L7F1 2050-07-20 3 N/A 23550497.00 3098279.47 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-35B N/A 3136ANM46 2045-06-25 0.14976 N/A 53140421.00 598579.09 Agency Collateralized Mortgage Obligation GNMA_04-72D N/A 38374HL24 2034-07-20 5.85961 N/A 17850000.00 301744.98 Agency Collateralized Mortgage Obligation FNMA_19-18D N/A 3136B4PS1 2049-05-25 3.5 N/A 1375929.00 1400898.50 Agency Collateralized Mortgage Obligation FNMA_19-21 N/A 3136B4QP6 2057-09-25 3 N/A 157596.00 42543.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104 N/A 38380X4H7 2044-07-20 0.14039 N/A 56774729.00 1136782.34 Agency Collateralized Mortgage Obligation GNMA_20-160 N/A 38382KL76 2050-10-20 2.5 N/A 4888000.00 487883.55 Agency Collateralized Mortgage Obligation GNMA_20-162C N/A 38382KNC3 2050-10-20 2.5 N/A 39138895.00 2457542.54 Agency Collateralized Mortgage Obligation GNMA_19-18 N/A 38381BX25 2049-02-20 4.5 N/A 17410888.00 80592.80 Agency Collateralized Mortgage Obligation GNMA_19-108A N/A 38381XXE1 2049-07-20 4.5 N/A 5630608.00 317841.51 Agency Collateralized Mortgage Obligation GNMA_22-220 N/A 38381HN49 2064-10-16 3 N/A 200000.00 151004.00 Agency Collateralized Mortgage Obligation GNMA_19-151G N/A 38382BDB6 2049-10-20 3.5 N/A 9371000.00 390051.20 Agency Collateralized Mortgage Obligation FNMA_12-15 N/A 3136A4JZ3 2042-03-25 0.48838 N/A 85000000.00 839901.67 Agency Collateralized Mortgage Obligation GNMA_19-83C N/A 38381XAJ5 2049-07-20 0.64039 N/A 54722125.00 1600347.17 Agency Collateralized Mortgage Obligation GNMA_18-115A N/A 38380XR25 2048-08-20 5.75961 N/A 100000.00 23580.50 Agency Collateralized Mortgage Obligation GNMA_21-146E N/A 38382WZH3 2051-08-20 4.5 N/A 2234261.00 229113.82 Agency Collateralized Mortgage Obligation FHLMC_4933E N/A 3137FQJT1 2049-12-25 0.53838 N/A 40777284.00 1394305.32 Agency Collateralized Mortgage Obligation GNMA_22-205K N/A 38383HBT5 2052-12-20 0.8559 N/A 12000000.00 420308.57 Agency Collateralized Mortgage Obligation GNMA_20-7D N/A 38382DBD0 2050-01-20 0.59039 N/A 16686252.00 506459.19 Agency Collateralized Mortgage Obligation GNMA_16-75 N/A 38379YFD5 2045-08-20 3.5 N/A 25312449.00 191712.54 Agency Collateralized Mortgage Obligation GNMA_20-55C N/A 38382EPG6 2050-03-20 4.5 N/A 60644299.00 4349761.84 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5222 N/A 3137H7AY9 2052-05-25 4 N/A 189000.00 153759.88 Agency Collateralized Mortgage Obligation FNMA_16-31 N/A 3136ASJH0 2045-12-25 3 N/A 330000.00 280393.74 Agency Collateralized Mortgage Obligation GNMA_22-215F N/A 38383LSK7 2047-08-20 0.64039 N/A 16980859.00 1557855.99 Agency Collateralized Mortgage Obligation GNMA_20-98A N/A 38382GRP9 2050-07-20 0.74039 N/A 49592185.00 3124720.82 Agency Collateralized Mortgage Obligation FHLMC_5086K N/A 3137FFHE0 2051-03-25 2.5 N/A 15000000.00 1805390.67 Agency Collateralized Mortgage Obligation GNMA_18-21E N/A 38380K3B9 2048-02-16 0.80772 N/A 11651606.00 374602.47 Agency Collateralized Mortgage Obligation FNMA_12-20D N/A 3136A4GQ6 2042-03-25 0.98838 N/A 91164018.00 745131.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-153 N/A 38382KQK2 2050-10-20 2.5 N/A 13046820.00 866305.99 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_13-41 N/A 3136ADS34 2043-05-25 3.5 N/A 13060000.00 17640753.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-69 N/A 38373MM31 2049-03-16 4.5 N/A 3310000.00 1394421.11 Agency Collateralized Mortgage Obligation FHLMC_4701A N/A 3137F1N46 2047-07-15 0 N/A 100864805.00 969284.58 Agency Collateralized Mortgage Obligation FNMA_21-45B N/A 3136BHV71 2041-07-25 3 N/A 54828428.00 3036208.75 Agency Collateralized Mortgage Obligation GNMA_22-213N N/A 38383LA91 2052-12-20 1.5059 N/A 11000000.00 712260.19 Agency Collateralized Mortgage Obligation FNMA_20-10B N/A 3136B9BW6 2060-03-25 4 N/A 15293881.00 1147883.43 Agency Collateralized Mortgage Obligation FHLMC_37-43 N/A 3137GAHX8 2040-10-15 0 N/A 50000000.00 120069.81 Agency Collateralized Mortgage Obligation GNMA_17-75A N/A 38376UK40 2047-05-20 5 N/A 30000000.00 612080.37 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-117 N/A 31396YBM3 2037-07-25 5.5 N/A 13549843.00 12481.40 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4734 N/A 3137FBXR2 2047-12-15 4 N/A 28494102.00 1522127.29 Agency Collateralized Mortgage Obligation GNMA_23-188A N/A 38384HRA8 2053-12-20 1.7059 N/A 50000000.00 2168411.08 Agency Collateralized Mortgage Obligation FNMA_19-31 N/A 3136B5MY8 2049-07-25 0.58838 N/A 20000000.00 460462.21 Agency Collateralized Mortgage Obligation FNMA_21-25C N/A 3136BHEL9 2051-05-25 3.5 N/A 33200000.00 3201895.14 Agency Collateralized Mortgage Obligation FHLMC_4977 N/A 3137FRZF1 2050-05-25 4.5 N/A 53072318.00 4202707.66 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHE0 2049-11-25 4.5 N/A 979798.00 137621.66 Agency Collateralized Mortgage Obligation GNMA_21-97C N/A 38382VGA1 2049-12-20 3 N/A 25587625.00 2313502.22 Agency Collateralized Mortgage Obligation GNMA_23-88 N/A 38381JLC9 2065-10-16 0.92281 N/A 8840000.00 643654.39 Agency Collateralized Mortgage Obligation GNMA_18-49 N/A 38380WSD2 2048-04-20 4 N/A 8400000.00 366535.97 Agency Collateralized Mortgage Obligation FHLMC_5113B N/A 3137H0HX9 2041-06-25 3.5 N/A 27497232.00 1753811.19 Agency Collateralized Mortgage Obligation FNMA_12-123 N/A 3136A9YT9 2042-11-25 0.15838 N/A 101482346.00 194019.05 Agency Collateralized Mortgage Obligation FNMA_14-6 N/A 3136AH6P0 2044-02-25 1.13838 N/A 28199459.00 325904.11 Agency Collateralized Mortgage Obligation FHR_5040 N/A 3137F6MR5 2050-11-25 2 N/A 42000000.00 4582937.70 Agency Collateralized Mortgage Obligation GNMA_16-173A N/A 38380TPZ3 2045-10-20 3 N/A 4209708.00 28657.91 Agency Collateralized Mortgage Obligation FNMA_18-1A N/A 3136B0XB7 2048-02-25 0.68838 N/A 50000000.00 825622.70 Agency Collateralized Mortgage Obligation FNMA_19-74A N/A 3136B7WD9 2049-12-25 0.53838 N/A 76321911.00 2430474.35 Agency Collateralized Mortgage Obligation FHLMC_4756A N/A 3137FDQ96 2048-02-15 3.5 N/A 300000.00 244941.51 Agency Collateralized Mortgage Obligation FHLMC_4385 N/A 3137BDSS6 2044-09-15 4.5 N/A 54151458.00 1031247.34 Agency Collateralized Mortgage Obligation FNMA_13-104 N/A 3136AGSW3 2033-10-25 3 N/A 135000.00 85265.15 Agency Collateralized Mortgage Obligation FNMA_10-141F N/A 31398SYK3 2040-12-25 4.5 N/A 16600000.00 2541843.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379E2J0 2044-09-16 3 N/A 4900000.00 4925613.42 Agency Collateralized Mortgage Obligation GNMA_20-74B N/A 38382E4X2 2050-05-20 3.5 N/A 29290500.00 2541800.15 Agency Collateralized Mortgage Obligation FHLMC_3842 N/A 3137A9QW9 2041-04-15 1.14811 N/A 74504333.00 236500.15 Agency Collateralized Mortgage Obligation FNMA_21-69 N/A 3136BJJW6 2051-10-25 2 N/A 224000.00 122061.50 Agency Collateralized Mortgage Obligation GNMA_16-126E N/A 38380BAZ8 2046-09-20 0.64039 N/A 20257571.00 687288.89 Agency Collateralized Mortgage Obligation FHLMC_5133C N/A 3137H1N51 2051-08-25 3 N/A 51610000.00 5868107.90 Agency Collateralized Mortgage Obligation FNMA_19-42J N/A 3136B5WL5 2049-08-25 0.58838 N/A 46541818.00 1516423.88 Agency Collateralized Mortgage Obligation GNMA_24-24G N/A 38384JY24 2048-09-20 4.5 N/A 2193835.00 370325.76 Agency Collateralized Mortgage Obligation FHLMC_5139B N/A 3137H2C44 2051-09-25 2 N/A 371000.00 192045.14 Agency Collateralized Mortgage Obligation FNMA_19-72E N/A 3136B7JL6 2049-12-25 4 N/A 16662375.00 301167.51 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9Y54 2050-08-25 3 N/A 39440000.00 4849900.68 Agency Collateralized Mortgage Obligation GNMA_24-60C N/A 38384NHY4 2054-04-20 0 N/A 30000000.00 1102480.86 Agency Collateralized Mortgage Obligation FNMA_21-51A N/A 3136BGUD1 2051-08-25 3 N/A 25750500.00 2797455.15 Agency Collateralized Mortgage Obligation GNMA_16-57A N/A 38379WRN4 2046-04-20 0.59039 N/A 42805266.00 1199433.89 Agency Collateralized Mortgage Obligation GNMA_20-83B N/A 38382GDK5 2039-06-20 5.85961 N/A 10000.00 4368.46 Agency Collateralized Mortgage Obligation FHLMC_4400S N/A 3137BEJS4 2041-02-15 0.64811 N/A 131500000.00 1075136.32 Agency Collateralized Mortgage Obligation FHLMC_5068H N/A 3137F8NS8 2050-11-25 1 N/A 500000.00 149654.47 Agency Collateralized Mortgage Obligation FHLMC_44-25B N/A 3137BG4U0 2045-01-15 0.59811 N/A 52600000.00 983000.22 Agency Collateralized Mortgage Obligation FNMA_15-37 N/A 3136ANZT7 2045-06-25 0.15838 N/A 59885082.00 875739.74 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4825 N/A 3137FH7M9 2048-09-15 3.5 N/A 4735000.00 5183747.71 Agency Collateralized Mortgage Obligation GNMA_24-76C N/A 38384NTL9 2054-05-20 0.5 N/A 47000000.00 2252784.65 Agency Collateralized Mortgage Obligation FREDDIE_MAC FHLMC_4332 N/A 3137BA5S7 2044-04-15 4 N/A 1770000.00 1925473.57 Agency Collateralized Mortgage Obligation FNMA_21-49 N/A 3136BHJ34 2050-11-25 2.5 N/A 301000.00 187973.18 Agency Collateralized Mortgage Obligation FNMA_13-7 N/A 3136ABUG6 2043-02-25 0.63838 N/A 25798149.00 576229.71 Agency Collateralized Mortgage Obligation GNMA_23-120C N/A 38384CTD1 2053-08-20 0.5459 N/A 30000000.00 952180.89 Agency Collateralized Mortgage Obligation GNMA_19-20A N/A 38381RCK3 2049-02-20 5.5 N/A 63392483.00 1920558.84 Agency Collateralized Mortgage Obligation FNMA_16-24 N/A 3136ASHK5 2046-05-25 0.68838 N/A 124428476.00 1900956.21 Agency Collateralized Mortgage Obligation FNMA_13-130 N/A 3136AHZU7 2044-01-25 1.13838 N/A 43960572.00 410975.71 Agency Collateralized Mortgage Obligation FNMA_18-27D N/A 3136B1M68 2047-12-25 0.73838 N/A 23544613.00 400847.52 Agency Collateralized Mortgage Obligation GNMA_20-122L N/A 38382HRV4 2050-08-20 3 N/A 27698155.00 2123456.76 Agency Collateralized Mortgage Obligation GNMA_09-94D N/A 38376K2H3 2039-10-16 6.14228 N/A 11543539.00 307374.47 Agency Collateralized Mortgage Obligation GNMA_21-97C N/A 38382VGL7 2050-07-20 3 N/A 53247092.00 4739253.73 Agency Collateralized Mortgage Obligation GNMA_21-98M N/A 38382TH98 2051-06-20 0.84039 N/A 15458459.00 856114.81 Agency Collateralized Mortgage Obligation FNMA_17-34A N/A 3136AWUD7 2047-05-25 0.63838 N/A 141990914.00 3248793.02 Agency Collateralized Mortgage Obligation GNMA_21-66 N/A 38382RXV5 2051-04-20 0 N/A 9000000.00 76737.97 Agency Collateralized Mortgage Obligation FNMA_21-82D N/A 3136BKFQ0 2051-11-25 3 N/A 21374999.00 2256307.82 Agency Collateralized Mortgage Obligation GNMA_23-123C N/A 38384CRL5 2053-08-20 1.1559 N/A 60000000.00 2470568.24 Agency Collateralized Mortgage Obligation FNMA_19-13E N/A 3136B4HD3 2049-04-25 0.63838 N/A 7185388.00 195736.18 Agency Collateralized Mortgage Obligation GNMA_20-181 N/A 38382LWF4 2050-12-20 0.84039 N/A 17121830.00 1820414.12 Agency Collateralized Mortgage Obligation GNMA_24-117B N/A 38384Q2R8 2054-07-20 1.22 N/A 63682258.00 4797425.07 Agency Collateralized Mortgage Obligation GNMA_20-11B N/A 38382B6A6 2050-01-20 0.64039 N/A 117536636.00 3484855.83 Agency Collateralized Mortgage Obligation GNMA_20-32F N/A 38382DRV3 2050-03-20 0.64039 N/A 66840187.00 2386166.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-137 N/A 38381AQP4 2048-10-20 3.5 N/A 8290000.00 8840186.48 Agency Collateralized Mortgage Obligation GNMA_21-46L N/A 38382P4S8 2051-03-20 0.84039 N/A 36599141.00 1827290.77 Agency Collateralized Mortgage Obligation FNMA_15-30D N/A 3136ANRY5 2045-05-25 0.13838 N/A 41575000.00 455755.48 Agency Collateralized Mortgage Obligation GNMA_10-113 N/A 38377J3E1 2040-09-16 1.15772 N/A 54710960.00 424040.25 Agency Collateralized Mortgage Obligation GNMA_20-189N N/A 38382MFR5 2050-12-20 3 N/A 25055374.00 2709115.17 Agency Collateralized Mortgage Obligation FNMA_13-10 N/A 3136ACEQ0 2043-02-25 0.68838 N/A 26615896.00 318578.41 Agency Collateralized Mortgage Obligation GNMA_16-149C N/A 38380BUY9 2046-11-16 5.5 N/A 20049826.00 803355.20 Agency Collateralized Mortgage Obligation GNMA_15-186C N/A 38379TKW8 2045-12-20 4 N/A 20431000.00 451156.17 Agency Collateralized Mortgage Obligation FHLMC_4903F N/A 3137FN5S5 2049-08-25 0.58838 N/A 44070264.00 1742539.80 Agency Collateralized Mortgage Obligation FHLMC_4999G N/A 3137FV3L4 2048-10-15 0.59811 N/A 14317301.00 649203.07 Agency Collateralized Mortgage Obligation FHLMC_4834 N/A 3137FHR21 2048-10-15 0.69811 N/A 54226997.00 1164132.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379JNL1 2045-02-20 2.5 N/A 4351000.00 4558584.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-72 N/A 38380WF87 2048-05-20 3.5 N/A 5009000.00 5305740.28 Agency Collateralized Mortgage Obligation FNMA_19-45B N/A 3136B5PP4 2049-08-25 0.58838 N/A 104126044.00 4134323.72 Agency Collateralized Mortgage Obligation FNMA_19-12C N/A 3136B4EJ3 2057-11-25 3.5 N/A 152000.00 49322.98 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_4835 N/A 3137FHRM7 2048-10-15 3.5 N/A 5140000.00 5333273.34 Agency Collateralized Mortgage Obligation GNMA_23-155A N/A 38384DTL1 2053-10-20 0 N/A 50000000.00 812603.92 Agency Collateralized Mortgage Obligation GNMA_18-7 N/A 38380UN41 2048-01-20 0.74039 N/A 37000000.00 1174464.51 Agency Collateralized Mortgage Obligation GNMA_21-26 N/A 38382NDK0 2051-02-20 2.5 N/A 52500000.00 4447273.83 Agency Collateralized Mortgage Obligation GNMA_18-12D N/A 38380UQ89 2048-01-20 0.74039 N/A 24520731.00 695675.34 Agency Collateralized Mortgage Obligation FNMA_20-52G N/A 3136BBFJ6 2050-08-25 4.5 N/A 14950008.00 1388614.27 Agency Collateralized Mortgage Obligation FNMA_20-65 N/A 3136BBTV4 2050-09-25 4 N/A 72732422.00 5644816.85 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_19-45 N/A 3136B5PK5 2049-08-25 0 N/A 213145.00 43536.33 Agency Collateralized Mortgage Obligation GNMA_19-38D N/A 38381RX95 2049-02-20 0.59039 N/A 13589393.00 355641.86 Agency Collateralized Mortgage Obligation FNMA_17-90C N/A 3136AYQL0 2047-11-25 6.5 N/A 22956744.00 1319318.42 Agency Collateralized Mortgage Obligation FHLMC_4998F N/A 3137FVDC3 2050-08-25 0.80286 N/A 25942664.00 1945020.02 Agency Collateralized Mortgage Obligation FNMA_21-28D N/A 3136BHGN3 2051-05-25 0 N/A 25000000.00 889802.00 Agency Collateralized Mortgage Obligation FNMA_14-90 N/A 3136AMCR8 2045-01-25 0.68838 N/A 29250000.00 580617.73 Agency Collateralized Mortgage Obligation FNMA_13-72 N/A 3136AFBZ6 2043-07-25 0.68838 N/A 40697000.00 707687.26 Agency Collateralized Mortgage Obligation FHLMC_5105 N/A 3137H0B56 2037-02-25 3 N/A 41666666.00 2263777.96 Agency Collateralized Mortgage Obligation GNMA_20-129 N/A 38382JYJ9 2050-09-20 2.5 N/A 4350000.00 356508.27 Agency Collateralized Mortgage Obligation FNMA_17-12D N/A 3136AVUB3 2047-03-25 0.63838 N/A 76362933.00 1321764.73 Agency Collateralized Mortgage Obligation GNMA_23-70M N/A 38384AEV1 2048-10-20 0.14039 N/A 20573726.00 1579410.08 Agency Collateralized Mortgage Obligation GNMA_21-69G N/A 38382RVK1 2051-04-20 1.21539 N/A 26128166.00 1563108.30 Agency Collateralized Mortgage Obligation GNMA_21-86L N/A 38382QPD6 2051-05-20 4.5 N/A 12569647.00 811475.75 Agency Collateralized Mortgage Obligation GNMA_20-144A N/A 38382JTJ5 2050-09-20 2.5 N/A 25579288.00 1512496.25 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4821 N/A 3137FHHM8 2048-05-15 4 N/A 7000000.00 3595869.26 Agency Collateralized Mortgage Obligation GNMA_20-122D N/A 38382HNJ5 2050-08-20 3 N/A 78768405.00 3444495.28 Agency Collateralized Mortgage Obligation FNMA_19-57E N/A 3136B6QK2 2049-10-25 0.58838 N/A 55888578.00 1490365.25 Agency Collateralized Mortgage Obligation FNMA_12-114 N/A 3136A9LP1 2042-10-25 0.58838 N/A 21000000.00 310165.93 Agency Collateralized Mortgage Obligation FNMA_11-63 N/A 31397UTU3 2041-07-25 1.08838 N/A 330000000.00 975596.38 Agency Collateralized Mortgage Obligation GNMA_21-98 N/A 38382TG81 2051-06-20 3 N/A 3915939.00 282707.33 Agency Collateralized Mortgage Obligation GNMA_22-160A N/A 38383YQY1 2051-11-20 4 N/A 555000.00 433145.18 Agency Collateralized Mortgage Obligation GNMA_20-96F N/A 38382GK92 2046-01-20 0.74039 N/A 66473586.00 2777388.45 Agency Collateralized Mortgage Obligation GNMA_21-46L N/A 38382P4R0 2051-03-20 0.84039 N/A 35803935.00 1848947.32 Agency Collateralized Mortgage Obligation GNMA_15-96C N/A 38379MCJ1 2045-07-20 3.5 N/A 77028571.00 560660.65 Agency Collateralized Mortgage Obligation FNMA_24-9A N/A 3136BRFW2 2054-03-25 0 N/A 85000000.00 481.59 Agency Collateralized Mortgage Obligation FHLMC_4945A N/A 3137FQLN1 2050-01-15 0.54811 N/A 91750028.00 2656124.24 Agency Collateralized Mortgage Obligation FHLMC_4057 N/A 3137ARJP2 2042-06-15 1.09811 N/A 88571428.00 802918.39 Agency Collateralized Mortgage Obligation GNMA_17-38A N/A 38376MVF1 2047-03-20 4 N/A 1884000.00 2128349.55 Agency Collateralized Mortgage Obligation FHLMC_5416A N/A 3137HD6K1 2054-06-25 1.70286 N/A 80601636.00 5417290.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A N/A 38382TBX1 2051-05-20 3 N/A 40803000.00 3514043.80 Agency Collateralized Mortgage Obligation GNMA_19-86F N/A 38381WC71 2049-03-20 2.5 N/A 1475000.00 217261.80 Agency Collateralized Mortgage Obligation FHLMC_4077 N/A 3137ASB37 2042-07-15 0.64811 N/A 110603899.00 596536.28 Agency Collateralized Mortgage Obligation GNMA_23-105 N/A 38381JMD6 2065-07-16 0.97803 N/A 33296039.00 2519964.55 Agency Collateralized Mortgage Obligation GNMA_16-8A N/A 38379TMH9 2046-01-20 0.69039 N/A 17510080.00 536651.85 Agency Collateralized Mortgage Obligation GNMA_13-38 N/A 38378JKM3 2040-12-16 4.5 N/A 30913676.00 228301.13 Agency Collateralized Mortgage Obligation GNMA_18-70A N/A 38380WA66 2048-05-20 0 N/A 60000000.00 381534.37 Agency Collateralized Mortgage Obligation FHLMC_4103D N/A 3137AUBD0 2042-07-15 3.5 N/A 700000.00 841488.65 Agency Collateralized Mortgage Obligation FHLMC_4954B N/A 3137FRE31 2050-02-25 0.58838 N/A 118078268.00 5393598.75 Agency Collateralized Mortgage Obligation FNMA_09-11 N/A 31397NNF8 2049-03-25 7 N/A 335000.00 3559.70 Agency Collateralized Mortgage Obligation FHLMC_4616A N/A 3137BS3L5 2046-09-15 0.54811 N/A 51499650.00 1270191.65 Agency Collateralized Mortgage Obligation FHLMC_5132 N/A 3137H1RR9 2051-08-25 3 N/A 21525173.00 2351988.11 Agency Collateralized Mortgage Obligation GNMA_20-164Q N/A 38382LEZ0 2050-11-20 2.5 N/A 48120146.00 3192269.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-84 N/A 38374CYN5 2033-10-20 5.5 N/A 2000000.00 653194.77 Agency Collateralized Mortgage Obligation FNMA_12-123 N/A 3136A9YQ5 2032-11-25 3.5 N/A 50000000.00 409274.29 Agency Collateralized Mortgage Obligation GNMA_20-185L N/A 38382LS85 2050-07-20 3.5 N/A 37247719.00 3032772.33 Agency Collateralized Mortgage Obligation GNMA_19-78B N/A 38381WSR0 2049-06-20 0.64039 N/A 19160664.00 555436.78 Agency Collateralized Mortgage Obligation GNMA_24-60B N/A 38384NHS7 2054-04-20 0.00393 N/A 150000000.00 1612.89 Agency Collateralized Mortgage Obligation FHLMC_5142H N/A 3137H2CD4 2051-09-25 3.5 N/A 30539367.00 3421926.99 Agency Collateralized Mortgage Obligation GNMA_20-146F N/A 38382KWN9 2050-10-20 2.5 N/A 27282148.00 2495486.78 Agency Collateralized Mortgage Obligation FNMA_16-33D N/A 3136AR6F0 2046-06-25 0.53838 N/A 49314751.00 2034683.88 Agency Collateralized Mortgage Obligation GNMA_22-205A N/A 38383HAE9 2052-12-20 0.8259 N/A 12000000.00 414335.82 Agency Collateralized Mortgage Obligation FNMA_13-18 N/A 3136ACYT2 2043-03-25 0.63838 N/A 42736404.00 673961.53 Agency Collateralized Mortgage Obligation GNMA_24-117C N/A 38384Q2X5 2054-07-20 1.22 N/A 34231517.00 2407631.91 Agency Collateralized Mortgage Obligation FNMA_10-100 N/A 31398NKD5 2040-09-25 1.11838 N/A 122239306.00 595658.83 Agency Collateralized Mortgage Obligation GNMA_21-119A N/A 38382UU66 2051-07-20 0.84039 N/A 126622035.00 9150261.40 Agency Collateralized Mortgage Obligation FHLMC_5437B N/A 3137HF6K6 2054-08-25 0 N/A 100000000.00 2653800.00 Agency Collateralized Mortgage Obligation GNMA_17-179F N/A 38380ULB7 2047-12-20 0.74039 N/A 23428571.00 748802.31 Agency Collateralized Mortgage Obligation FNMA_12-110 N/A 3136A9HT8 2042-10-25 3 N/A 3858000.00 342118.68 Agency Collateralized Mortgage Obligation FHLMC_4882B N/A 3137FLVY7 2049-05-15 0.59811 N/A 9396431.00 264850.14 Agency Collateralized Mortgage Obligation GNMA_18-122J N/A 38380YU45 2048-08-20 0.64039 N/A 24689850.00 1032508.22 Agency Collateralized Mortgage Obligation FNMA_11-123 N/A 3136A2QE6 2041-10-25 1.08838 N/A 71827400.00 111951.51 Agency Collateralized Mortgage Obligation GNMA_21-58C N/A 38382RBB3 2051-04-20 0.84039 N/A 34456356.00 2408658.80 Agency Collateralized Mortgage Obligation FHLMC_5050E N/A 3137F7RY3 2050-10-25 3 N/A 5368180.00 556336.07 Agency Collateralized Mortgage Obligation FHLMC_4738E N/A 3137FC5M2 2047-12-15 0.74811 N/A 45000000.00 1299567.44 Agency Collateralized Mortgage Obligation FNMA_15-16C N/A 3136ANAH0 2045-04-25 4.5 N/A 50000000.00 1171802.53 Agency Collateralized Mortgage Obligation FHLMC_3942 N/A 3137AFV25 2041-10-15 1.06811 N/A 40600000.00 293336.24 Agency Collateralized Mortgage Obligation GNMA_20-7F N/A 38382DBP3 2050-01-20 3.5 N/A 8442765.00 215940.16 Agency Collateralized Mortgage Obligation FNMA_24-21A N/A 3136BRUD7 2054-05-25 5.5 N/A 5084946.00 5096644.41 Agency Collateralized Mortgage Obligation GNMA_20-47R N/A 38382EDK0 2050-04-20 4 N/A 11556689.00 540803.86 Agency Collateralized Mortgage Obligation FHLMC_5386F N/A 3137HBYG3 2041-12-15 5 N/A 1707068.00 361855.99 Agency Collateralized Mortgage Obligation FNMA_17-111C N/A 3136B0KV7 2048-01-25 0.78838 N/A 55174514.00 1275307.05 Agency Collateralized Mortgage Obligation FNMA_18-9D N/A 3136B0P26 2048-02-25 0.73838 N/A 47510177.00 1294191.09 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-134 N/A 31398SND1 2040-12-25 4.5 N/A 33120000.00 1800358.26 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_17-49 N/A 3136AXJT3 2053-07-25 4 N/A 190000.00 20239.91 Agency Collateralized Mortgage Obligation GNMA_23-152B N/A 38384DUU9 2053-10-20 0.2659 N/A 50396561.00 2857790.64 Agency Collateralized Mortgage Obligation FHLMC_5386G N/A 3137HBYH1 2049-06-15 1 N/A 256500.00 12983.10 Agency Collateralized Mortgage Obligation FHLMC_5094C N/A 3137FYPN0 2041-04-25 3 N/A 37666666.00 2385310.90 Agency Collateralized Mortgage Obligation GNMA_21-135F N/A 38382XAQ8 2051-08-20 0 N/A 32416186.00 254349.60 Agency Collateralized Mortgage Obligation GNMA_23-89F N/A 38384BND9 2050-01-20 0.59039 N/A 19489170.00 1844174.02 Agency Collateralized Mortgage Obligation GNMA_21-206A N/A 38383DWN4 2051-11-20 3.5 N/A 9825019.00 1060893.68 Agency Collateralized Mortgage Obligation FNMA_19-81C N/A 3136B8EC9 2050-01-25 0.53838 N/A 33705506.00 925951.54 Agency Collateralized Mortgage Obligation FHSTR_404 N/A 3142G5UT3 2053-04-25 4.986807 N/A 401343.00 70024.24 Agency Collateralized Mortgage Obligation FHLMC_5076D N/A 3137F9M57 2051-02-25 3 N/A 19310978.00 2202812.68 Agency Collateralized Mortgage Obligation FHLMC_5142L N/A 3137H2EQ3 2051-09-25 0.50286 N/A 17311159.00 1392449.08 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5020 N/A 3137FWXZ8 2050-08-25 3 N/A 34667830.00 3418936.50 Agency Collateralized Mortgage Obligation FHLMC_41-20 N/A 3137AVGW1 2042-10-15 0.69811 N/A 44708220.00 561601.77 Agency Collateralized Mortgage Obligation FNMA_13-130 N/A 3136AHB41 2044-01-25 0.58838 N/A 51882666.00 596175.18 Agency Collateralized Mortgage Obligation FNMA_17-89 N/A 3136AYWH2 2043-06-25 3 N/A 1625000.00 201179.85 Agency Collateralized Mortgage Obligation GNMA_23-188D N/A 38384HRN0 2053-12-20 0.5059 N/A 50000000.00 2534388.38 Agency Collateralized Mortgage Obligation FHLMC_41-50 N/A 3137AYAQ4 2043-01-15 0.69811 N/A 73493365.00 1138966.27 Agency Collateralized Mortgage Obligation GNMA_21-107 N/A 38382UEZ0 2051-06-20 3 N/A 3100000.00 378272.92 Agency Collateralized Mortgage Obligation FNMA_19-59H N/A 3136B6NN9 2049-10-25 0.58838 N/A 36516371.00 1116514.13 Agency Collateralized Mortgage Obligation FNMA_19-67J N/A 3136B65N9 2044-04-25 0.483143 N/A 108516201.00 457373.87 Agency Collateralized Mortgage Obligation FHLMC_4956B N/A 3137FRKM2 2040-03-25 3.5 N/A 29399211.00 980762.48 Agency Collateralized Mortgage Obligation GNMA_20-141A N/A 38382JNR3 2050-09-20 2.5 N/A 40600000.00 2202693.37 Agency Collateralized Mortgage Obligation GNMA_21-176P N/A 38383CET3 2051-10-20 3 N/A 31242552.00 2673602.76 Agency Collateralized Mortgage Obligation FHLMC_40-30 N/A 3137APKN9 2042-04-15 0.99811 N/A 62000000.00 304401.49 Agency Collateralized Mortgage Obligation FHLMC_4958A N/A 3137FRPP0 2050-03-25 3.5 N/A 24192432.00 966805.58 Agency Collateralized Mortgage Obligation GNMA_21-159D N/A 38382XH57 2051-09-20 2.5 N/A 34505500.00 2784166.94 Agency Collateralized Mortgage Obligation GNMA_23-1 N/A 38383VAM0 2047-11-20 4 N/A 30811165.00 3919328.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-122 N/A 38380YR80 2048-09-20 3.5 N/A 5600000.00 5898899.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-146 N/A 38382KVX8 2050-10-20 2.5 N/A 15643609.00 1304347.52 Agency Collateralized Mortgage Obligation GNMA_23-89G N/A 38384BPA3 2051-06-20 0.59039 N/A 42604540.00 4324781.08 Agency Collateralized Mortgage Obligation FHLMC_4281 N/A 3137B6N23 2043-12-15 0.54811 N/A 14600000.00 111061.02 Agency Collateralized Mortgage Obligation GNMA_24-107 N/A 38384PH45 2054-06-20 6.5 N/A 7624517.00 1060656.83 Agency Collateralized Mortgage Obligation GNMA_16-136 N/A 38380BTD7 2046-08-20 0.59039 N/A 74114624.00 705098.19 Agency Collateralized Mortgage Obligation FNMA_15-35A N/A 3136ANL88 2045-06-25 0.13838 N/A 160000000.00 1568363.33 Agency Collateralized Mortgage Obligation FHLMC_4938D N/A 3137FQFY4 2049-12-25 0.53838 N/A 46553866.00 2033115.19 Agency Collateralized Mortgage Obligation GNMA_24-117D N/A 38384Q2Z0 2054-07-20 0 N/A 300000000.00 6932100.00 Agency Collateralized Mortgage Obligation FNMA_24-9E N/A 3136BRHJ9 2054-03-25 0.50286 N/A 6000000.00 307634.67 Agency Collateralized Mortgage Obligation FHLMC_5005B N/A 3137FVCJ9 2040-08-25 4 N/A 35713338.00 1520919.72 Agency Collateralized Mortgage Obligation FHLMC-5119 N/A 3137H0SA7 2041-06-25 3 N/A 25777000.00 1443482.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-151 N/A 38382BBF9 2049-12-20 3.5 N/A 8400000.00 459866.49 Agency Collateralized Mortgage Obligation FHLMC_4198 N/A 3137B1LM2 2040-10-15 3 N/A 5366571.00 7020.75 Agency Collateralized Mortgage Obligation FNMA_24-9F N/A 3136BRHY6 2054-03-25 1.65286 N/A 3000000.00 232723.32 Agency Collateralized Mortgage Obligation GNMA_14-19 N/A 38379AGE4 2044-02-16 0.65772 N/A 38181818.00 342641.18 Agency Collateralized Mortgage Obligation FHLMC_5156C N/A 3137H2V92 2050-02-25 3 N/A 38941887.00 5202808.17 Agency Collateralized Mortgage Obligation GNMA_24-24G N/A 38384JX74 2046-05-20 4 N/A 23484380.00 3822120.84 Agency Collateralized Mortgage Obligation GNMA_10-31 N/A 38376XF24 2040-03-20 0.29039 N/A 473125000.00 1533793.83 Agency Collateralized Mortgage Obligation GNMA_19-108A N/A 38381XXG6 2049-08-20 0.59039 N/A 41424000.00 1259956.72 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_14-85 N/A 3136ALD65 2044-12-25 3 N/A 2936000.00 3346412.34 Agency Collateralized Mortgage Obligation FHLMC_5042F N/A 3137F6AG2 2050-11-25 3.5 N/A 27747726.00 2412541.92 Agency Collateralized Mortgage Obligation GNMA_24-31 N/A 38381J7R2 2065-03-16 0.5 N/A 3000000.00 74127.72 Agency Collateralized Mortgage Obligation GNMA_24-117C N/A 38384Q4J4 2054-07-20 5 N/A 177283.00 174686.28 Agency Collateralized Mortgage Obligation GNMA_23-47A N/A 38383WP67 2053-03-20 1.0059 N/A 12500000.00 627951.03 Agency Collateralized Mortgage Obligation FNMA_18-14A N/A 3136B1FN9 2048-03-25 6 N/A 14080263.00 773776.96 Agency Collateralized Mortgage Obligation GNMA_23-188B N/A 38384HRE0 2053-12-20 1.7059 N/A 30000000.00 1443347.60 Agency Collateralized Mortgage Obligation FNMA_12-80 N/A 3136A7TZ5 2042-08-25 5.96162 N/A 150000.00 18141.26 Agency Collateralized Mortgage Obligation FHLMC_4617A N/A 3137BRXR1 2046-05-15 3.5 N/A 33920285.00 404708.30 Agency Collateralized Mortgage Obligation GNMA_20-185M N/A 38382LT35 2050-12-20 0.89039 N/A 32171495.00 2249501.19 Agency Collateralized Mortgage Obligation FNMA_19-14A N/A 3136B4FP8 2049-04-25 3.5 N/A 145683.00 51072.54 Agency Collateralized Mortgage Obligation GNMA_20-146E N/A 38382KVY6 2050-10-20 0.84039 N/A 10000000.00 807764.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-125 N/A 38380Y5T8 2048-09-20 3.5 N/A 11906000.00 12375833.02 Agency Collateralized Mortgage Obligation FNMA_19-28B N/A 3136B4VC9 2049-06-25 0.58838 N/A 25240919.00 731869.02 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_00-32 N/A 31358SNY3 2030-10-18 5.90657 N/A 200000.00 132.45 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-30 N/A 3136B1K60 2048-05-25 4 N/A 4640000.00 5049944.23 Agency Collateralized Mortgage Obligation FHLMC_4473 N/A 3137BJAS2 2045-05-15 0.14811 N/A 36726000.00 415030.20 Agency Collateralized Mortgage Obligation FHLMC_4461 N/A 3137BHL70 2045-04-15 0.74811 N/A 51428571.00 1200794.52 Agency Collateralized Mortgage Obligation FHLMC_4274D N/A 3137B5UM3 2043-09-15 0.69811 N/A 49962285.00 424770.68 Agency Collateralized Mortgage Obligation GNMA_21-96E N/A 38382UUS8 2051-06-20 0.84039 N/A 19218007.00 820876.22 Agency Collateralized Mortgage Obligation FHLMC_4999H N/A 3137FV3U4 2049-12-25 0.58838 N/A 10565204.00 518750.63 Agency Collateralized Mortgage Obligation GNMA_19-23M N/A 38381RVN6 2049-02-20 0.59039 N/A 68614000.00 766065.46 Agency Collateralized Mortgage Obligation FNMA_22-18C N/A 3136BMGW2 2046-07-25 3.5 N/A 67785714.00 5897308.10 Agency Collateralized Mortgage Obligation FNMA_21-41C N/A 3136BHR76 2051-07-25 3.5 N/A 25361907.00 2636431.08 Agency Collateralized Mortgage Obligation GNMA_19-128P N/A 38382AGC3 2043-07-16 0.55772 N/A 39134126.00 1323345.08 Agency Collateralized Mortgage Obligation GNMA_23-118 N/A 38381JMZ7 2065-05-16 0.90486 N/A 20254243.00 1429519.88 Agency Collateralized Mortgage Obligation GNMA_21-122G N/A 38382WBE6 2051-07-20 0.84039 N/A 35525658.00 2391616.72 Agency Collateralized Mortgage Obligation FHLMC_5386G N/A 3137HBYC2 2049-06-15 0.59811 N/A 23750082.00 2417289.47 Agency Collateralized Mortgage Obligation GNMA_21-139R N/A 38382XHX6 2051-08-20 3.5 N/A 40264018.00 4058834.55 Agency Collateralized Mortgage Obligation GNMA_18-126B N/A 38380YM69 2048-09-20 0 N/A 50000000.00 798626.11 Agency Collateralized 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628738.72 Agency Collateralized Mortgage Obligation GNMA_24-61P N/A 38384MGB7 2053-10-20 0 N/A 71381618.00 1573420.46 Agency Collateralized Mortgage Obligation GNMA_15-162 N/A 38379FTL3 2045-11-20 1.29039 N/A 29059825.00 798004.20 Agency Collateralized Mortgage Obligation FNMA_19-69C N/A 3136B7C66 2049-12-25 0.53838 N/A 20217000.00 777075.47 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_12-70 N/A 3136A7FD9 2042-07-25 0.53838 N/A 5900000.00 99830.15 Agency Collateralized Mortgage Obligation FHLMC_4670 N/A 3137BWFL3 2047-03-15 3 N/A 222000.00 178025.80 Agency Collateralized Mortgage Obligation FHLMC_4706A N/A 3137FAP51 2047-08-15 4 N/A 24905135.00 1057314.93 Agency Collateralized Mortgage Obligation FHLMC_4120G N/A 3137AVGN1 2042-10-15 0.74811 N/A 17786009.00 334892.19 Agency Collateralized Mortgage Obligation GNMA_17-155A N/A 38380HF72 2047-10-16 6 N/A 16765698.00 673218.91 Agency Collateralized Mortgage Obligation FHSTR_30-4 N/A 31325UPC4 2042-02-15 3.5 N/A 47477457.00 617142.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 N/A 38382J3W4 2050-10-20 2.5 N/A 50000000.00 3206808.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 N/A 38381YXT6 2049-09-20 0.64039 N/A 34167000.00 990834.83 Agency Collateralized Mortgage Obligation FHLMC_5416C N/A 3137HD6D7 2054-06-25 5.5 N/A 3489699.00 3502301.13 Agency Collateralized Mortgage Obligation FHLMC_4994H N/A 3137FUFL3 2050-04-25 4 N/A 13897710.00 1014114.04 Agency Collateralized Mortgage Obligation GNMA_19-98E N/A 38381YED2 2049-08-20 5.90961 N/A 100000.00 25623.11 Agency Collateralized Mortgage Obligation GNMA_24-107 N/A 38384PE63 2054-06-20 0.3559 N/A 30000000.00 1066389.53 Agency Collateralized Mortgage Obligation FHLMC_5150 N/A 3137H32U5 2051-10-25 2 N/A 560000.00 300248.63 Agency Collateralized Mortgage Obligation FHLMC_5103E N/A 3137H0BF4 2051-05-25 4 N/A 18000000.00 2087565.19 Agency Collateralized Mortgage Obligation GNMA_16-115E N/A 38379YQ68 2046-08-20 0.64039 N/A 77339507.00 2862007.40 Agency Collateralized Mortgage Obligation FNMA_17-39A N/A 3136AWGZ4 2047-05-25 0.68838 N/A 37969077.00 802759.63 Agency Collateralized Mortgage Obligation FNMA_24-9C N/A 3136BRHP5 2054-03-25 1.00286 N/A 6000000.00 365708.40 Agency Collateralized Mortgage Obligation FNMA_16-77A N/A 3136ATT46 2046-10-25 0.53838 N/A 23365799.00 717601.18 Agency Collateralized Mortgage Obligation FHLMC_5386D N/A 3137HBY65 2054-03-25 5 N/A 1964488.00 1892591.82 Agency Collateralized Mortgage Obligation FHLMC_5138A N/A 3137H2JM7 2050-03-25 3.5 N/A 18863683.00 1710559.54 Agency Collateralized Mortgage Obligation GNMA_18-104L N/A 38380X5F0 2048-08-20 0.74039 N/A 64759000.00 1409255.99 Agency Collateralized Mortgage Obligation FNMA_17-94D N/A 3136AYXT5 2047-11-25 0.72838 N/A 46035907.00 902468.90 Agency Collateralized Mortgage Obligation GNMA_15-111 N/A 38379MNM2 2045-08-20 0.74039 N/A 22237939.00 276612.90 Agency Collateralized 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Mortgage Obligation GNMA_15-162A N/A 38379FRN1 2045-11-20 0.74039 N/A 54871344.00 1719322.92 Agency Collateralized Mortgage Obligation GNMA_16-141B N/A 38380CAC7 2046-10-20 2.5 N/A 390000.00 259754.17 Agency Collateralized Mortgage Obligation GNMA_23-167D N/A 38384FAT9 2053-11-20 0.1559 N/A 30000000.00 712838.66 Agency Collateralized Mortgage Obligation GNMA_20-21A N/A 38382DJV2 2050-02-20 0.59039 N/A 6953000.00 308821.17 Agency Collateralized Mortgage Obligation GNMA_16-79 N/A 38379XPB0 2046-06-20 3.5 N/A 60441196.00 544500.60 Agency Collateralized Mortgage Obligation GNMA_24-23L N/A 38384J4A9 2050-10-20 3 N/A 27300757.00 3483293.27 Agency Collateralized Mortgage Obligation GNMA_19-29R N/A 38381TNB7 2049-03-20 0.59039 N/A 79855394.00 863364.58 Agency Collateralized Mortgage Obligation FHLMC_4820C N/A 3137FHHV8 2048-03-15 0.74811 N/A 25941382.00 381570.24 Agency Collateralized Mortgage Obligation FHLMC_5416B N/A 3137HD6M7 2054-06-25 0.45286 N/A 50000000.00 1844332.51 Agency Collateralized Mortgage Obligation FHLMC_2995 N/A 31395VMY2 2035-06-15 1.29811 N/A 71188000.00 165259.20 Agency Collateralized Mortgage Obligation FHLMC_4508 N/A 3137BLDG0 2045-09-15 0.64811 N/A 185693955.00 2423959.04 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-83 N/A 3136AQKE9 2045-11-25 3.5 N/A 18807000.00 22438651.95 Agency Collateralized Mortgage Obligation FNMA_20-95A N/A 3136BDNB0 2047-12-25 4 N/A 40026590.00 4363175.81 Agency Collateralized Mortgage Obligation FHLMC_5191B N/A 3137H5N52 2052-02-25 3 N/A 61709582.00 5820781.18 Agency Collateralized Mortgage Obligation GNMA_19-119F N/A 38381YD92 2049-09-16 0.60772 N/A 6702116.00 511662.82 Agency Collateralized Mortgage Obligation GNMA_22-81F N/A 38383RWU7 2047-03-20 0.64039 N/A 50920532.00 4441915.61 Agency Collateralized Mortgage Obligation GNMA_18-104A N/A 38380X4U8 2048-08-20 0.74039 N/A 13710983.00 420525.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-15 N/A 38382MY37 2051-01-20 3.5 N/A 39654744.00 4761747.14 Agency Collateralized Mortgage Obligation GNMA_21-27G N/A 38382NFX0 2051-02-20 3 N/A 40010996.00 2504419.31 Agency Collateralized Mortgage Obligation FHLMC_5158E N/A 3137H3XV9 2035-05-25 3 N/A 79247133.00 4003589.87 Agency Collateralized Mortgage Obligation GNMA_15-65C N/A 38379L4K9 2045-05-20 4 N/A 46727316.00 1269048.19 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-75 N/A 3136B3CZ1 2048-10-25 4 N/A 7700000.00 4316970.89 Agency Collateralized Mortgage Obligation FNMA_17-67C N/A 3136AXK46 2047-09-25 4 N/A 915275.00 1056742.60 Agency Collateralized Mortgage Obligation FNMA_24-9E N/A 3136BRHG5 2054-03-25 1.00286 N/A 6000000.00 365708.40 Agency Collateralized Mortgage Obligation GNMA_19-43G N/A 38381TR49 2049-02-20 4.5 N/A 18153405.00 69970.22 Agency Collateralized Mortgage Obligation GNMA_19-128A N/A 38382AGG4 2049-10-20 3.5 N/A 50000.00 20786.83 Agency Collateralized Mortgage Obligation GNMA_21-175G N/A 38383CQ60 2051-10-20 3 N/A 3125000.00 403831.50 Agency Collateralized Mortgage Obligation FHLMC_4142 N/A 3137AX4Z3 2032-12-15 3 N/A 68758661.00 747528.94 Agency Collateralized Mortgage Obligation FHLMC_4136 N/A 3137AWH65 2042-11-15 0 N/A 1661735.00 169974.11 Agency Collateralized Mortgage Obligation FHLMC_5437D N/A 3137HF6L4 2054-08-25 0.42 N/A 50000000.00 2093000.00 Agency Collateralized Mortgage Obligation FHLMC_5027H N/A 3137FX5A2 2050-10-25 3.5 N/A 30243535.00 2926882.73 Agency Collateralized Mortgage Obligation Y Standard & Poor's A-1 Moody's NR Fitch F1 2024-08-01 2024-09-04 2024-09-04 Y BARCLAYS CAPITAL INC 1.0000 35 N Fitch A+ Moody's NR Standard & Poor's A+ N N 0.0547 799000000.00 799000000.00 0.0053 N N N Y Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 5.34000000 N/A 549300H47WTHXPU08X20 BYD6GTW85 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 2 3/4 NOTE AN 25 N/A 91282CEQ0 2025-05-15 2.75 N/A 31171900.00 30828886.78 U.S. Treasuries (including strips) 2 1/4 NOTE T 24 N/A 9128283P3 2024-12-31 2.25 N/A 500.00 495.01 U.S. Treasuries (including strips) 1 NOTE AV 24 N/A 91282CDN8 2024-12-15 1 N/A 629500.00 620716.48 U.S. Treasuries (including strips) 1 3/4 NOTE AH 24 N/A 912828YY0 2024-12-31 1.75 N/A 700.00 691.24 U.S. Treasuries (including strips) 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 N/A 412102400.00 417689863.51 U.S. Treasuries (including strips) 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 N/A 2274500.00 2273951.85 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 78995200.00 76784244.99 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 N/A 1856500.00 1882225.52 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.75 N/A 8915300.00 8003449.22 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 N/A 9128286L9 2026-03-31 2.25 N/A 100.00 97.19 U.S. 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1.6559 N/A 57420708.00 5299962.37 Agency Collateralized Mortgage Obligation GNMA_20-191 N/A 38382MHB8 2050-12-20 0 N/A 72135472.00 662571.14 Agency Collateralized Mortgage Obligation FNR_24-7 N/A 3136BQY78 2053-09-25 0.45286 N/A 79000000.00 4007693.72 Agency Collateralized Mortgage Obligation FHLMC_5010D N/A 3137FVRM6 2050-09-25 4 N/A 21791340.00 1801738.99 Agency Collateralized Mortgage Obligation GNMA_23-192F N/A 38384GD72 2053-12-20 7 N/A 10665013.00 1519993.53 Agency Collateralized Mortgage Obligation FHSTR_413 N/A 3142G9J76 2054-05-25 0.45286 N/A 135500000.00 4055434.56 Agency Collateralized Mortgage Obligation GNMA_20-78A N/A 38382FU69 2050-06-20 4.5 N/A 66278947.00 4877584.48 Agency Collateralized Mortgage Obligation GNMA_24-65F N/A 38384NKQ7 2051-06-20 1.7559 N/A 26962927.00 4305145.30 Agency Collateralized Mortgage Obligation FNMA_24-26F N/A 3136BRWN3 2054-05-25 1.10286 N/A 109913370.00 5191242.21 Agency Collateralized Mortgage Obligation GNMA_24-4C N/A 38384HW38 2054-01-20 1.6059 N/A 125000000.00 8125731.26 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4830 N/A 3137FHT60 2048-07-15 4 N/A 2905000.00 3323672.33 Agency Collateralized Mortgage Obligation FNMA_21-68C N/A 3136BJFC4 2051-10-25 0 N/A 141714000.00 1148079.75 Agency Collateralized Mortgage Obligation GNMA_24-65G N/A 38384NKS3 2050-09-20 1.7559 N/A 12935418.00 2056729.92 Agency Collateralized Mortgage Obligation GNMA_24-23C N/A 38384J2G8 2054-02-20 1.2059 N/A 100000000.00 3213188.48 Agency Collateralized Mortgage Obligation GNMA_20-36 N/A 38382DT41 2050-03-20 0.59039 N/A 58333333.00 2855373.43 Agency Collateralized Mortgage Obligation GNMA_21-146E N/A 38382WZH3 2051-08-20 4.5 N/A 8082783.00 828854.53 Agency Collateralized Mortgage Obligation GNMA_21-140K N/A 38382XVB8 2051-08-20 0.84039 N/A 25000000.00 2508660.87 Agency Collateralized Mortgage Obligation FNMA_20-84E N/A 3136BC2V1 2050-12-25 3 N/A 24405333.00 2859729.16 Agency Collateralized Mortgage Obligation GNMA_22-9H N/A 38383FQ63 2052-01-20 3 N/A 133333333.00 8817391.80 Agency Collateralized Mortgage Obligation FNR_24-15 N/A 3136BRMF1 2054-04-25 0.35286 N/A 60000000.00 2825074.05 Agency Collateralized Mortgage Obligation GNMA_21-97C N/A 38382VLQ0 2050-08-20 3 N/A 80286656.00 6553833.21 Agency Collateralized Mortgage Obligation GNMA_21-58D N/A 38382RBL1 2051-04-20 0.84039 N/A 137546682.00 6348424.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-61 N/A 38382EW52 2049-08-20 0.59039 N/A 190426859.00 5389880.87 Agency Collateralized Mortgage Obligation GNMA_22-76B N/A 38383RQK6 2052-04-20 4 N/A 2000000.00 1592344.04 Agency Collateralized Mortgage Obligation FHLMC_5392C N/A 3137HBWS9 2051-05-25 3.5 N/A 26716189.00 4936698.71 Agency Collateralized Mortgage Obligation GNMA_22-22D N/A 38383MSA7 2052-02-20 0 N/A 50000000.00 189626.44 Agency Collateralized Mortgage Obligation GNMA_20-142A N/A 38382JPQ3 2050-09-20 0.84039 N/A 64225682.00 4788379.52 Agency Collateralized Mortgage 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2024-08-01 2024-08-01 2024-08-01 N N N 0.0536 24862500.00 24862500.00 0.0002 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 5.40000000 N/A MBNUM2BPBDO7JBLYG310 BRTBNRY29 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA_14-H06B N/A 38375UER7 2064-02-20 1.68322 N/A 97503133.00 163246.06 Agency Collateralized Mortgage Obligation GNMA_23-H26A N/A 38383KJF0 2073-11-20 0.68297 N/A 134123.00 7538.92 Agency Collateralized Mortgage Obligation GNMA_23-131K N/A 38384EZB4 2053-09-20 0.15 N/A 74660210.00 236964.34 Agency Collateralized Mortgage Obligation FHLMC_5227D N/A 3137H7CB7 2049-01-25 4 N/A 125000.00 12568.50 Agency Collateralized Mortgage Obligation GNMA_19-H14C N/A 38380LYR8 2069-08-20 1.09255 N/A 39264290.00 844381.26 Agency Collateralized Mortgage Obligation GNMA_20-146D N/A 38382KVL4 2041-11-20 3.5 N/A 16429012.00 1170659.10 Agency Collateralized Mortgage Obligation GNMA_19-42K N/A 38381TJ48 2049-04-20 0.59039 N/A 26700910.00 1156127.49 Agency Collateralized Mortgage Obligation GNMA_20-149T N/A 38382KEN9 2050-10-20 0 N/A 45581644.00 212366.17 Agency Collateralized Mortgage Obligation GNMA_20-5M N/A 38382CMZ1 2049-06-20 4.5 N/A 4390123.00 183478.15 Agency Collateralized Mortgage Obligation GNMA_21-187E N/A 38383CWE6 2051-10-20 0 N/A 53855000.00 89851.06 Agency Collateralized Mortgage Obligation GNMA_17-167F N/A 38380H3E0 2047-11-20 0.74039 N/A 30509226.00 599821.93 Agency Collateralized Mortgage Obligation FHLMC_5187 N/A 3137H5AG2 2052-01-25 4 N/A 33919727.00 4464486.21 Agency Collateralized Mortgage Obligation FHLMC_5396B N/A 3137HC5R9 2054-01-25 1.15286 N/A 263623295.00 11151517.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378B2X6 2052-11-16 0.43721 N/A 295000.00 427.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379UPJ9 2057-08-16 0.72584 N/A 153600000.00 774147.61 Agency Collateralized Mortgage Obligation GNMA_22-185 N/A 38381HVL2 2064-01-16 2.5 N/A 5212200.00 522627.05 Agency Collateralized Mortgage Obligation GNMA_23-133C N/A 38384EMK8 2053-09-20 0.2 N/A 50000000.00 110231.45 Agency Collateralized Mortgage Obligation GNMA_19-H18E N/A 38380LL43 2069-11-20 1.00152 N/A 28716935.00 560461.03 Agency Collateralized Mortgage Obligation GNMA_18-112C N/A 38380YBA2 2048-08-20 0.74039 N/A 40000000.00 1008638.91 Agency Collateralized Mortgage Obligation GNMA_15-H28C N/A 38376RKS4 2065-08-20 1.60792 N/A 54517675.00 455739.34 Agency Collateralized Mortgage Obligation GNMA_16-H20E N/A 38376RYN0 2066-08-20 0.84762 N/A 40000000.00 555678.03 Agency Collateralized Mortgage Obligation FHLMC_4975A N/A 3137FT3B1 2050-05-25 4.5 N/A 151666666.00 10364677.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-23 N/A 38378BDB2 2053-06-16 0.24016 N/A 49480000.00 34695.51 Agency Collateralized Mortgage Obligation GNMA_23-H23B N/A 38383KFH0 2068-06-20 0 N/A 24794506.00 195554.53 Agency Collateralized Mortgage Obligation GNMA_13-H20 N/A 38375B6R8 2063-08-20 1.97542 N/A 12900000.00 379.36 Agency Collateralized Mortgage Obligation GNMA_23-112F N/A 38384CX38 2028-11-20 6 N/A 761330.00 63004.81 Agency Collateralized Mortgage Obligation GNMA_10-106 N/A 38377DBX3 2040-08-20 0.54039 N/A 102857142.00 977037.28 Agency Collateralized Mortgage Obligation GNMA_20-H09A N/A 38380QAA0 2070-05-20 0.45172 N/A 48890000.00 1632339.21 Agency Collateralized Mortgage Obligation GNMA_19-15 N/A 38381RKW8 2049-02-20 3.5 N/A 1000000.00 1011043.17 Agency Collateralized Mortgage Obligation GNMA_22-10D N/A 38383GFG1 2051-11-20 2 N/A 1040000.00 105462.18 Agency Collateralized Mortgage Obligation GNMA_08-2 N/A 38374DPK9 2038-01-20 1.05772 N/A 40000000.00 109758.71 Agency Collateralized Mortgage Obligation GNH_15-H15 N/A 38376RDF0 2065-06-20 1.99123 N/A 57090343.00 750528.39 Agency Collateralized Mortgage Obligation GNMA_11-80 N/A 38376LTT6 2041-06-20 1.21039 N/A 150000000.00 432929.06 Agency Collateralized Mortgage Obligation GNMA_20-H08D N/A 38380L7M9 2070-04-20 0.60589 N/A 48471835.00 888722.35 Agency Collateralized Mortgage Obligation GNMA_20-96Q N/A 38382GQ39 2050-07-20 3.5 N/A 4732529.00 427219.16 Agency Collateralized Mortgage Obligation GNMA_23-89B N/A 38384BMG3 2053-06-20 0.1 N/A 25576073.00 54765.42 Agency Collateralized Mortgage Obligation GNMA_18-H08F N/A 38380LDQ3 2068-05-20 0.97855 N/A 53620824.00 1164916.80 Agency Collateralized Mortgage Obligation GNMA_14-H19B N/A 38375UPM6 2064-08-20 1.5246 N/A 50017430.00 436077.92 Agency Collateralized Mortgage Obligation GNMA_24-39D N/A 38384KKV2 2051-04-20 7.5 N/A 612000.00 2175.17 Agency Collateralized Mortgage Obligation GNMA_24-H07B N/A 38383KUU4 2072-09-20 0.21049 N/A 51366432.00 321103.15 Agency Collateralized Mortgage Obligation GNMA_17-125G N/A 38380T3H7 2041-05-20 0 N/A 68437358.00 399128.16 Agency Collateralized Mortgage Obligation GNMA_14-5 N/A 38376MAW7 2043-06-16 0.70772 N/A 1800000.00 3261.38 Agency Collateralized Mortgage Obligation FHLMC_5008E N/A 3137FVXY3 2050-09-25 3.5 N/A 707479.00 44579.45 Agency Collateralized Mortgage Obligation GNMA_24-58B N/A 38384NEG6 2051-09-20 6.5 N/A 384615.00 31321.70 Agency Collateralized Mortgage Obligation GNMA_19-H15H N/A 38380LA94 2069-09-20 0.22086 N/A 22582626.00 673507.49 Agency Collateralized Mortgage Obligation GNMA_21-119B N/A 38382UN23 2051-07-20 3 N/A 4405.00 2525.64 Agency Collateralized Mortgage Obligation GNMA_15-H29A N/A 38376RLS3 2065-11-20 0.40918 N/A 46908363.00 505560.18 Agency Collateralized Mortgage Obligation GNMA_19-H02E N/A 38380LQF3 2069-01-20 0.98962 N/A 35552172.00 751773.98 Agency Collateralized Mortgage Obligation GNMA_14-77 N/A 38378N5W9 2047-12-16 0.56237 N/A 642000.00 502.88 Agency Collateralized Mortgage Obligation GNMA_13-H23B N/A 38375B8K1 2063-09-20 1.49658 N/A 104376410.00 171556.70 Agency Collateralized Mortgage Obligation FHLMC_5117B N/A 3137H0UF3 2051-06-25 4.5 N/A 23272408.00 2311655.33 Agency Collateralized Mortgage Obligation GNMA_21-175C N/A 38383CK66 2051-10-20 0 N/A 30595930.00 497769.78 Agency Collateralized Mortgage Obligation GNMA_12-H20 N/A 38375BVM1 2061-04-20 0.33443 N/A 19250000.00 299.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H24 N/A 38375U2S8 2067-11-20 0.59981 N/A 17713539.00 420507.39 Agency Collateralized Mortgage Obligation GNMA_23-64C N/A 38383X6D1 2053-05-20 0.1359 N/A 50000000.00 1224702.62 Agency Collateralized Mortgage Obligation GNMA_23-133C N/A 38384EMH5 2053-09-20 0.1 N/A 50000000.00 69474.13 Agency Collateralized Mortgage Obligation GNMA_19-6J N/A 38381BW42 2049-01-20 0.59039 N/A 14442000.00 262540.42 Agency Collateralized Mortgage Obligation GNMA_17-H16J N/A 38375UF54 2067-07-20 0.5288 N/A 43404196.00 539149.32 Agency Collateralized Mortgage Obligation GNMA_06-5 N/A 38373MTB6 2046-01-16 0.39838 N/A 35000000.00 3748.40 Agency Collateralized Mortgage Obligation GNMA_17-56A N/A 38376UJY6 2047-04-20 0.69039 N/A 17515097.00 761371.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-14A N/A 38380CMF7 2047-01-20 0.59039 N/A 36487294.00 1200403.71 Agency Collateralized Mortgage Obligation FHLMC_5071M N/A 3137F9T92 2048-04-25 4 N/A 13821186.00 1219607.87 Agency Collateralized Mortgage Obligation GNMA_24-39D N/A 38384KKW0 2054-03-20 7.5 N/A 590171.00 663562.98 Agency Collateralized Mortgage Obligation GNMA_19-8 N/A 38380ME80 2060-11-16 0.2 N/A 164134453.00 88380.84 Agency Collateralized Mortgage Obligation GNMA_21-188C N/A 38383CSA9 2051-10-20 0 N/A 63959920.00 483754.04 Agency Collateralized Mortgage Obligation GNMA_20-154E N/A 38382KTK9 2050-10-20 0.84039 N/A 20513623.00 1536824.19 Agency Collateralized Mortgage Obligation GNMA_20-H05A N/A 38380L4S9 2070-02-20 0.02757 N/A 52840000.00 1719590.01 Agency Collateralized Mortgage Obligation GNMA_18-H15D N/A 38380LJQ7 2068-08-20 0.02627 N/A 50000000.00 1326941.33 Agency Collateralized Mortgage Obligation GNMA_16-37S N/A 38379VZK3 2044-02-20 4 N/A 29074880.00 282590.55 Agency Collateralized Mortgage Obligation GNMA_20-47U N/A 38382EFL6 2050-04-20 3.5 N/A 26643762.00 433678.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20 N/A 38376VHU4 2040-02-20 0.79039 N/A 321777623.00 1312310.96 Agency Collateralized Mortgage Obligation GNMA_23-64G N/A 38383X6X7 2053-05-20 0.1559 N/A 50000000.00 1213855.11 Agency Collateralized Mortgage Obligation GNMA_10-H21 N/A 38375BGD8 2060-02-20 2.5296 N/A 14500000.00 1096.73 Agency Collateralized Mortgage Obligation FHLMC_5231A N/A 3137H7RC9 2049-09-25 4 N/A 13050750.00 1341703.85 Agency Collateralized Mortgage Obligation GNMA_20-46F N/A 38382C4E8 2050-04-20 0 N/A 75000000.00 513892.44 Agency Collateralized Mortgage Obligation GNMA_19-12D N/A 38381BPZ1 2048-03-20 4.5 N/A 14983160.00 912308.74 Agency Collateralized Mortgage Obligation GNMA_17-179D N/A 38380UMS9 2047-12-20 5 N/A 1534000.00 89241.34 Agency Collateralized Mortgage Obligation GNMA_19-H12F N/A 38380LXD0 2069-07-20 0.55822 N/A 27739305.00 913391.07 Agency Collateralized Mortgage Obligation GNMA_12-H06 N/A 38375BPV8 2062-01-20 0.19096 N/A 50048901.00 92.42 Agency Collateralized Mortgage Obligation GNMA_22-51B N/A 38383PLZ2 2051-06-20 2.5 N/A 13552591.00 1360843.04 Agency Collateralized Mortgage Obligation GNMA_22-143 N/A 38381HQP9 2063-03-16 0.5 N/A 20568348.00 427579.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-H13 N/A 38376RCP9 2063-05-20 0.07927 N/A 72100000.00 531.34 Agency Collateralized Mortgage Obligation GNMA_18-H05D N/A 38380LAX1 2068-03-20 1.389 N/A 49447817.00 1076516.27 Agency Collateralized Mortgage Obligation GNMA_20-H12B N/A 38380QDJ8 2070-07-20 0.96273 N/A 50000000.00 1667870.57 Agency Collateralized Mortgage Obligation GNMA_18-21E N/A 38380K3B9 2048-02-16 0.80772 N/A 11000000.00 353653.16 Agency Collateralized Mortgage Obligation GNMA_24-58E N/A 38384NEW1 2054-04-20 0.05 N/A 129000000.00 157241.00 Agency Collateralized Mortgage Obligation GNMA_18-H11D N/A 38380LFR9 2068-07-20 1.28869 N/A 79853362.00 1246132.67 Agency Collateralized Mortgage Obligation GNMA_15-H26B N/A 38376RJS6 2065-10-20 0.61466 N/A 35385683.00 438260.06 Agency Collateralized Mortgage Obligation GNMA_21-136U N/A 38382W2F3 2051-08-20 0 N/A 50000000.00 281364.01 Agency Collateralized Mortgage Obligation GNMA_23-171F N/A 38384FEA6 2053-11-20 7 N/A 805992.00 956755.93 Agency Collateralized Mortgage Obligation GNMA_16-120B N/A 38380ARX7 2046-09-20 4 N/A 1753968.00 481526.19 Agency Collateralized Mortgage Obligation GNMA_19-112G N/A 38381YR89 2049-09-20 3.5 N/A 357584.00 301071.17 Agency Collateralized Mortgage Obligation GNMA_13-79 N/A 38378TJB7 2043-05-20 3.5 N/A 36057142.00 794006.93 Agency Collateralized Mortgage Obligation GNMA_06-28 N/A 38374NGD3 2036-06-20 16.12507 N/A 1265154.00 58569.96 Agency Collateralized Mortgage Obligation GNMA_19-158F N/A 38382BDZ3 2043-09-16 0.70772 N/A 612000.00 20129.45 Agency Collateralized Mortgage Obligation GNMA_21-58A N/A 38382REB0 2051-02-20 3 N/A 416666.00 33906.47 Agency Collateralized Mortgage Obligation GNMA_19-42E N/A 38381TH24 2049-04-20 0.64039 N/A 37820831.00 676198.23 Agency Collateralized Mortgage Obligation GNMA_19-152A N/A 38382BWW9 2049-06-20 4 N/A 5809985.00 299067.29 Agency Collateralized Mortgage Obligation GNMA_11-93 N/A 38377XGB2 2041-07-20 1.20039 N/A 50000000.00 732547.33 Agency Collateralized Mortgage Obligation GNMA_13-111 N/A 38378T5L0 2043-07-20 1.24039 N/A 82446449.00 713316.94 Agency Collateralized Mortgage Obligation GNMA_22-H06D N/A 38382YPW7 2072-03-20 0.89733 N/A 33175328.00 1281450.27 Agency Collateralized Mortgage Obligation GNMA_23-101C N/A 38384CBC2 2053-07-20 0.1 N/A 80000000.00 124057.24 Agency Collateralized Mortgage Obligation GNMA_18-155C N/A 38381A3U8 2048-11-20 0.69039 N/A 70000000.00 1088047.41 Agency Collateralized Mortgage Obligation GNMA_24-25F N/A 38384JN34 2049-10-20 7 N/A 357142.00 2732.17 Agency Collateralized Mortgage Obligation GNMA_15-110 N/A 38379MTQ7 2045-08-20 0.25039 N/A 79321730.00 752813.76 Agency Collateralized Mortgage Obligation GNMA_22-19C N/A 38383GMP3 2052-01-20 0 N/A 150000000.00 309092.81 Agency Collateralized Mortgage Obligation GNMA_15-179D N/A 38379TBA6 2045-02-20 5.5 N/A 2896118.00 36482.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 N/A 38377LKV9 2040-09-16 1.15772 N/A 33333333.00 515592.84 Agency Collateralized Mortgage Obligation GNMA_09-66 N/A 38376FRG9 2039-08-16 0.55772 N/A 153333333.00 186342.93 Agency Collateralized Mortgage Obligation GNMA_21-98M N/A 38382TH98 2051-06-20 0.84039 N/A 26552780.00 1470536.49 Agency Collateralized Mortgage Obligation GNMA_20-122A N/A 38382HMY3 2050-08-20 0 N/A 39514522.00 864785.20 Agency Collateralized Mortgage Obligation GNMA_13-H20 N/A 38375B6P2 2063-02-20 2.19025 N/A 6030000.00 164.77 Agency Collateralized Mortgage Obligation GNMA_23-194 N/A 38381JM87 2065-10-16 0.86334 N/A 22633806.00 1629979.03 Agency Collateralized Mortgage Obligation GNMA_16-17M N/A 38379T5S4 2046-02-20 0.64039 N/A 39655507.00 1446327.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H21 N/A 38375BVZ2 2062-05-20 0.28542 N/A 12000000.00 133.73 Agency Collateralized Mortgage Obligation GNMA_18-148C N/A 38381AHQ2 2046-02-16 0.65772 N/A 34736587.00 1040931.62 Agency Collateralized Mortgage Obligation GNMA_14-048 N/A 38378NQ22 2049-03-16 0.03909 N/A 219029999.00 37873.89 Agency Collateralized Mortgage Obligation GNMA_24-58H N/A 38384NFF7 2054-04-20 5 N/A 620392.00 571695.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376RA63 2066-10-20 0.90086 N/A 58292000.00 984369.47 Agency Collateralized Mortgage Obligation GNMA_21-221K N/A 38383FSM6 2050-01-20 0 N/A 30789653.00 117777.48 Agency Collateralized Mortgage Obligation GNMA_13-H05 N/A 38375BL67 2062-10-20 0.21648 N/A 36000000.00 2096.58 Agency Collateralized Mortgage Obligation GNMA_17-H06 N/A 38376RW85 2067-02-20 0.96976 N/A 34997525.00 671624.35 Agency Collateralized Mortgage Obligation GNMA_14-H13A N/A 38375UKY5 2064-07-20 0.90651 N/A 22500000.00 268704.77 Agency Collateralized Mortgage Obligation GNMA_15-H11 N/A 38376RAY2 2065-05-20 1.6478 N/A 43358045.00 464462.60 Agency Collateralized Mortgage Obligation GNMA_18-120B N/A 38380YVZ5 2048-09-20 0.74039 N/A 74611521.00 1714568.85 Agency Collateralized Mortgage Obligation GNMA_21-87L N/A 38382TMH4 2051-03-20 3 N/A 2500000.00 245009.90 Agency Collateralized Mortgage Obligation GNMA_20-123 N/A 38382HS35 2050-08-20 2.5 N/A 500000.00 41863.96 Agency Collateralized Mortgage Obligation GNMA_19-74B N/A 38381VW89 2049-06-20 0 N/A 207606838.00 965979.02 Agency Collateralized Mortgage Obligation GNMA_15-H03D N/A 38375UTS9 2065-01-20 0.42264 N/A 35890000.00 471169.08 Agency Collateralized Mortgage Obligation FHLMC_5149Q N/A 3137H2T20 2049-12-25 3 N/A 59571986.00 7269268.24 Agency Collateralized Mortgage Obligation GNMA_21-86P N/A 38382QPN4 2051-05-20 0 N/A 35546109.00 205952.57 Agency Collateralized Mortgage Obligation GNMA_23-146E N/A 38384DAN7 2053-10-20 0.2 N/A 50000000.00 116573.23 Agency Collateralized Mortgage Obligation GNMA_21-98M N/A 38382TH80 2051-06-20 0.84039 N/A 27896790.00 1353440.39 Agency Collateralized Mortgage Obligation GNMA_22-H06C N/A 38382YPF4 2072-03-20 0.04569 N/A 49000000.00 1124512.57 Agency Collateralized Mortgage Obligation GNMA_17-H10C N/A 38375UA42 2067-04-20 1.29281 N/A 84305309.00 1238986.20 Agency Collateralized Mortgage Obligation GNH_17-H2 N/A 38375UYG9 2067-01-20 1.02057 N/A 26829000.00 217038.55 Agency Collateralized Mortgage Obligation GNMA_14-H17A N/A 38375UNU0 2064-08-20 1.67302 N/A 120096553.00 1111292.44 Agency Collateralized Mortgage Obligation GNMA_14-H18A N/A 38375UNW6 2064-09-20 1.60234 N/A 68339200.00 1027736.76 Agency Collateralized Mortgage Obligation GNMA_22-215A N/A 38383LRS1 2052-12-20 1.5059 N/A 27500000.00 1768777.43 Agency Collateralized Mortgage Obligation GNMA_13-015 N/A 38378B5P0 2051-08-16 0.58478 N/A 50000000.00 226485.10 Agency Collateralized Mortgage Obligation GNMA_23-42C N/A 38383W5K8 2053-03-20 5.5 N/A 995036.00 1052491.88 Agency Collateralized Mortgage Obligation GNMA_21-H09D N/A 38380Q4P4 2071-06-20 0 N/A 68902380.00 769635.17 Agency Collateralized Mortgage Obligation GNMA_23-137F N/A 38384EVT9 2053-09-20 0.1 N/A 50000000.00 76381.97 Agency Collateralized Mortgage Obligation GNMA_18-124 N/A 38381ABB1 2043-12-16 0.65772 N/A 31416167.00 940874.09 Agency Collateralized Mortgage Obligation GNMA_23-7A N/A 38383VHG6 2051-01-20 6 N/A 2813676.00 216890.25 Agency Collateralized Mortgage Obligation GNMA_23-112D N/A 38384CV97 2053-08-20 7 N/A 411078.00 472033.82 Agency Collateralized Mortgage Obligation GNMA_19-H04G N/A 38380LRX3 2069-03-20 1.53245 N/A 78654050.00 117700.21 Agency Collateralized Mortgage Obligation GNMA_23-67C N/A 38384AMS9 2053-05-20 0.1559 N/A 35546020.00 1293669.01 Agency Collateralized Mortgage Obligation GNMA_21-H05A N/A 38380QJ37 2071-03-20 0.43532 N/A 10732944.00 131410.00 Agency Collateralized Mortgage Obligation GNMA_13-H19A N/A 38375B5Y4 2063-08-20 1.77453 N/A 76308109.00 203859.13 Agency Collateralized Mortgage Obligation GNMA_18-121A N/A 38380YF34 2048-09-20 0.74039 N/A 34948289.00 1555208.61 Agency Collateralized Mortgage Obligation GNMA_20-5C N/A 38382CFT3 2047-06-16 4.5 N/A 2927296.00 143561.30 Agency Collateralized Mortgage Obligation GNMA_05-45B N/A 38374LGS4 2035-06-20 8.88468 N/A 3333334.00 81634.04 Agency Collateralized Mortgage Obligation GNMA_23-84N N/A 38384AN41 2053-06-20 0.1559 N/A 60000000.00 1493300.51 Agency Collateralized Mortgage Obligation GNMA_20-133C N/A 38382JB21 2049-10-20 0 N/A 48426531.00 59250.65 Agency Collateralized Mortgage Obligation GNMA_15-H19C N/A 38376RFX9 2065-07-20 0 N/A 20075033.00 1.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104 N/A 38380X4K0 2044-06-20 0.64039 N/A 35985862.00 1535118.97 Agency Collateralized Mortgage Obligation FHLMC_5357E N/A 3137HAY34 2053-11-25 0.60286 N/A 300000000.00 10953012.41 Agency Collateralized Mortgage Obligation GNMA_18-H06K N/A 38380LBX0 2068-04-20 1.18371 N/A 60523175.00 1099195.46 Agency Collateralized Mortgage Obligation GNMA_22-30F N/A 38383F4F7 2052-02-20 0 N/A 41130613.00 578438.91 Agency Collateralized Mortgage Obligation GNMA_21-162D N/A 38383AB86 2051-09-20 0 N/A 71121037.00 776532.69 Agency Collateralized Mortgage Obligation GNMA_23-112B N/A 38384CV48 2063-08-20 6.5 N/A 111574.00 126984.53 Agency Collateralized Mortgage Obligation FHLMC_5007D N/A 3137FVL91 2050-08-25 1.85 N/A 6614696.00 205436.86 Agency Collateralized Mortgage Obligation GNMA_24-25B N/A 38384JL44 2054-02-20 6 N/A 1250000.00 146496.46 Agency Collateralized Mortgage Obligation GNMA_20-181G N/A 38382LXR7 2050-12-20 2 N/A 500000.00 38380.74 Agency Collateralized Mortgage Obligation GNMA_18-H08C N/A 38380LDH3 2068-05-20 1.4182 N/A 22339168.00 529584.07 Agency Collateralized Mortgage Obligation GNMA_21-105M N/A 38382TYU2 2051-06-20 2.5 N/A 15000000.00 1361033.44 Agency Collateralized Mortgage Obligation GNMA_21-175B N/A 38383CN48 2051-10-20 3 N/A 2291666.00 253703.78 Agency Collateralized Mortgage Obligation FHLMC_5365C N/A 3137HB4N1 2051-07-25 2.5 N/A 156146031.00 22338424.07 Agency Collateralized Mortgage Obligation GNMA_23-H08C N/A 38382Y2Y8 2071-07-20 0 N/A 74657124.00 139928.92 Agency Collateralized Mortgage Obligation FHLMC_5010 N/A 3137FVQ54 2050-09-25 2.5 N/A 100000.00 9300.58 Agency Collateralized Mortgage Obligation GNMA_21-96E N/A 38382UUU3 2051-06-20 0.84039 N/A 5706756.00 333257.09 Agency Collateralized Mortgage Obligation GNMA_23-87 N/A 38384BQH7 2053-06-20 0.7059 N/A 42307692.00 1237971.04 Agency Collateralized Mortgage Obligation GNMA_19-11A N/A 38381BSA3 2049-01-20 0.64039 N/A 22067475.00 607541.50 Agency Collateralized Mortgage Obligation GNMA_20-142E N/A 38382JSD9 2049-08-20 0.64039 N/A 20102791.00 890128.97 Agency Collateralized Mortgage Obligation GNMA_19-H16C N/A 38380LF73 2069-10-20 0.02154 N/A 48960682.00 1514296.45 Agency Collateralized Mortgage Obligation GNMA_12-149 N/A 38378GT57 2042-12-20 0.74039 N/A 130733950.00 829880.23 Agency Collateralized Mortgage Obligation GNMA_21-78C N/A 38382TDE1 2051-05-20 4.5 N/A 13687243.00 1388977.86 Agency Collateralized Mortgage Obligation GNMA_20-5E N/A 38382CNW7 2049-12-20 3.5 N/A 2715715.00 29653.65 Agency Collateralized Mortgage Obligation GNMA_18-H08 N/A 38380LDM2 2068-05-20 1.16636 N/A 38203934.00 589497.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38375KMS8 2037-06-16 3.77173 N/A 10165768.00 397841.83 Agency Collateralized Mortgage Obligation GNMA_20-165F N/A 38382KY72 2050-11-20 0.84039 N/A 17442554.00 1355182.19 Agency Collateralized Mortgage Obligation GNMA_10-H22 N/A 38375BHD7 2060-09-20 2.10956 N/A 15924910.00 53112.65 Agency Collateralized Mortgage Obligation GNMA_23-106D N/A 38384BH95 2053-07-20 0.6559 N/A 45000000.00 1680285.78 Agency Collateralized Mortgage Obligation FHLMC_5158H N/A 3137H3Y89 2049-06-25 3.5 N/A 29259285.00 3785500.89 Agency Collateralized Mortgage Obligation GNMA_19-25 N/A 38380ML74 2060-02-16 0.74805 N/A 60771193.00 963144.95 Agency Collateralized Mortgage Obligation GNMA_17-37A N/A 38376MJW8 2047-03-20 6 N/A 9923513.00 297870.49 Agency Collateralized Mortgage Obligation GNMA_20-071 N/A 38380PHG2 2062-01-16 1.10186 N/A 488000.00 20628.19 Agency Collateralized Mortgage Obligation GNMA_19-H09E N/A 38380LTV5 2069-03-20 1.04695 N/A 48209126.00 854224.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-H17 N/A 38376RXK7 2066-08-20 2.12630008672361 N/A 59781032.00 271.30 Agency Collateralized Mortgage Obligation GNMA_23-39B N/A 38383XGU2 2053-03-20 0.9059 N/A 9000000.00 473726.57 Agency Collateralized Mortgage Obligation GNMA_24-25E N/A 38384JM84 2049-02-20 0.00986 N/A 8530883.00 7445.81 Agency Collateralized Mortgage Obligation GNMA_13-149C N/A 38378UKR7 2043-10-16 3.5 N/A 1055458.00 62583.65 Agency Collateralized Mortgage Obligation GNMA_20-37 N/A 38380PBC7 2062-03-16 0.25 N/A 175000000.00 372370.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38380ABR7 2045-10-20 4 N/A 63265500.00 1343055.38 Agency Collateralized Mortgage Obligation FHLMC_4973C N/A 3137FRZU8 2050-05-25 4.5 N/A 57500000.00 4957872.42 Agency Collateralized Mortgage Obligation GNMA_22-69C N/A 38383PV57 2052-04-20 0 N/A 58619846.00 1087914.74 Agency Collateralized Mortgage Obligation FHLMC_5347A N/A 3137HANK8 2053-10-25 0 N/A 8531436.00 5804414.84 Agency Collateralized Mortgage Obligation GNMA_19-H15B N/A 38380LZW6 2069-08-20 0.72977 N/A 22274101.00 444814.48 Agency Collateralized Mortgage Obligation GNMA_18-63 N/A 38380WTZ2 2048-04-20 0.74039 N/A 46077345.00 840083.95 Agency Collateralized Mortgage Obligation GNMA_10-H22B N/A 38375BHK1 2060-10-20 2.25209 N/A 14600000.00 3149.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_14-47 N/A 38378NK51 2048-02-16 0.15544 N/A 47070000.00 7378.26 Agency Collateralized Mortgage Obligation GNMA_20-H16A N/A 38380QJK9 2070-09-20 0.72043 N/A 25000000.00 1207326.33 Agency Collateralized Mortgage Obligation FHLMC_5038J N/A 3137FXMY1 2050-10-25 2.5 N/A 215000.00 25544.79 Agency Collateralized Mortgage Obligation GNMA_14-H12A N/A 38375UJJ0 2064-05-20 1.79528 N/A 10600000.00 71025.34 Agency Collateralized Mortgage Obligation GNMA_23-24C N/A 38383WDC7 2053-02-20 0.9059 N/A 26096000.00 1410731.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H28 N/A 38375BZM7 2062-01-20 0.30191 N/A 23200000.00 2664.49 Agency Collateralized Mortgage Obligation GNMA_12-76C N/A 38375C5E6 2042-06-16 1.25772 N/A 27991368.00 159349.53 Agency Collateralized Mortgage Obligation GNMA_21-196E N/A 38383DAS7 2051-11-20 0 N/A 30654000.00 109149.83 Agency Collateralized Mortgage Obligation GNMA_23-81D N/A 38384BDD0 2053-06-20 0.7059 N/A 35080408.00 1674227.52 Agency Collateralized Mortgage Obligation GNMA_24-96C N/A 38384PA42 2054-06-20 6.5 N/A 122294.00 136824.64 Agency Collateralized Mortgage Obligation GNMA_19-H20E N/A 38380LQ71 2069-12-20 1.03948 N/A 32221830.00 694632.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376RFK7 2065-08-20 0.72992 N/A 19127000.00 383216.25 Agency Collateralized Mortgage Obligation GNMA_19-H16J N/A 38380LH30 2069-10-20 1.00726 N/A 57500000.00 1140343.11 Agency Collateralized Mortgage Obligation GNMA_19-152 N/A 38382BYX5 2049-12-20 4.5 N/A 11249982.00 68185.57 Agency Collateralized Mortgage Obligation GNMA_18-92D N/A 38380XTF4 2048-07-20 0.74039 N/A 59426791.00 1407620.49 Agency Collateralized Mortgage Obligation GNMA_20-H04F N/A 38380L2J1 2070-01-20 0.06544 N/A 30698430.00 923330.21 Agency Collateralized Mortgage Obligation GNMA_10-20 N/A 38376VBW6 2040-02-20 0.22039 N/A 150000000.00 458352.04 Agency Collateralized Mortgage Obligation GNMA_19-23K N/A 38381RRE1 2041-11-20 0.64039 N/A 15277666.00 599210.33 Agency Collateralized Mortgage Obligation GNMA_14-16 N/A 38378NPT4 2055-06-16 0.41801 N/A 50000000.00 161309.66 Agency Collateralized Mortgage Obligation FHLMC_5158A N/A 3137H3YD8 2049-01-25 4.5 N/A 44628807.00 6461301.60 Agency Collateralized Mortgage Obligation GNMA_23-19A N/A 38383V3W6 2053-02-20 0.8559 N/A 21000000.00 991195.15 Agency Collateralized Mortgage Obligation GNMA_18-H08H N/A 38380LDW0 2068-06-20 1.24102 N/A 2628000.00 71400.81 Agency Collateralized Mortgage Obligation GNMA_16-H24C N/A 38376RE69 2066-11-20 0.73296 N/A 30000000.00 634222.30 Agency Collateralized Mortgage Obligation GNMA_24-9F N/A 38384G6G0 2054-01-20 0 N/A 40000000.00 1304438.84 Agency Collateralized Mortgage Obligation GNMA_14-175 N/A 38378XJ85 2056-04-16 0.46365 N/A 3000000.00 8554.00 Agency Collateralized Mortgage Obligation GNMA_18-161 N/A 38380MXA4 2060-08-16 1.16964 N/A 101553292.00 557739.19 Agency Collateralized Mortgage Obligation GNMA_24-39G N/A 38384KLG4 2064-03-20 0.1 N/A 9000000.00 17261.85 Agency Collateralized Mortgage Obligation GNMA_19-H04C N/A 38380LQV8 2069-02-20 1.04695 N/A 36796905.00 625604.64 Agency Collateralized Mortgage Obligation GNMA_21-221J N/A 38383FSK0 2049-05-20 0 N/A 42724794.00 83118.34 Agency Collateralized Mortgage Obligation GNMA_20-5A N/A 38382CFG1 2047-10-20 5.5 N/A 3700239.00 196637.56 Agency Collateralized Mortgage Obligation GNMA_21-221G N/A 38383FSF1 2049-09-20 0 N/A 56605604.00 89387.47 Agency Collateralized Mortgage Obligation GNMA_21-146H N/A 38382WH26 2051-08-20 3.5 N/A 1390000.00 184397.73 Agency Collateralized Mortgage Obligation FHLMC_5031B N/A 3137FXFB9 2050-10-25 2.5 N/A 320000.00 32647.18 Agency Collateralized Mortgage Obligation GNMA_19-112G N/A 38381YR71 2049-09-20 4 N/A 5995252.00 95020.49 Agency Collateralized Mortgage Obligation GNMA_18-124N N/A 38381ABC9 2037-03-20 0.74039 N/A 18790181.00 362233.24 Agency Collateralized Mortgage Obligation FHLMC_4949K N/A 3137FR6N6 2048-10-25 4 N/A 1691001.00 125283.90 Agency Collateralized Mortgage Obligation GNMA_23-83Q N/A 38384BTJ0 2053-06-20 0.1 N/A 25000000.00 39238.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379B6K9 2040-01-20 0.14039 N/A 42000000.00 278977.91 Agency Collateralized Mortgage Obligation GNMA_11-126 N/A 38376G4P2 2053-04-16 0 N/A 78550000.00 10.15 Agency Collateralized Mortgage Obligation GNMA_18-77D N/A 38380XLP0 2048-06-20 0.74039 N/A 34291573.00 1180945.94 Agency Collateralized Mortgage Obligation GNMA_17-11 N/A 38380CLL5 2047-01-20 0.64039 N/A 30288000.00 1025758.67 Agency Collateralized Mortgage Obligation GNMA_20-H01A N/A 38380LW82 2070-01-20 0.01696 N/A 33500000.00 1200283.84 Agency Collateralized Mortgage Obligation GNMA_22-66A N/A 38383RFT9 2052-04-20 0 N/A 30000000.00 234757.11 Agency Collateralized Mortgage Obligation GNMA_21-98M N/A 38382TH31 2051-06-20 4.5 N/A 16290198.00 1672403.18 Agency Collateralized Mortgage Obligation GNMA_21-136R N/A 38382WZ75 2051-08-20 3 N/A 20000000.00 1455090.28 Agency Collateralized Mortgage Obligation GNMA_22-207E N/A 38383HFY0 2051-08-20 3 N/A 825000.00 114288.54 Agency Collateralized Mortgage Obligation GNMA_18-138E N/A 38381ACY0 2048-10-20 0.74039 N/A 46351320.00 1310026.70 Agency Collateralized Mortgage Obligation GNMA_20-42 N/A 38380PBP8 2062-03-16 0.93762 N/A 1092000.00 42583.64 Agency Collateralized Mortgage Obligation GNMA_23-131K N/A 38384EZC2 2053-09-20 0.2 N/A 84660210.00 382720.09 Agency Collateralized Mortgage Obligation GNMA_15-H26C N/A 38376RJU1 2065-08-20 0.2844 N/A 123033665.00 20771.87 Agency Collateralized Mortgage Obligation FHLMC_5010D N/A 3137FVRM6 2050-09-25 4 N/A 39000000.00 3224575.48 Agency Collateralized Mortgage Obligation GNMA_20-175D N/A 38382LLM1 2050-11-20 2 N/A 300000.00 22912.49 Agency Collateralized Mortgage Obligation GNMA_22-143 N/A 38381HQN4 2050-09-16 0.5 N/A 21918996.00 243922.96 Agency Collateralized Mortgage Obligation GNMA_16-H24D N/A 38376RE85 2066-11-20 0.75335 N/A 52734805.00 906962.98 Agency Collateralized Mortgage Obligation GNMA_21-213A N/A 38383FKL6 2051-12-20 0 N/A 407300000.00 846376.36 Agency Collateralized Mortgage Obligation GNMA_14-155 N/A 38378XWH0 2055-08-16 0.65548 N/A 155038000.00 139237.35 Agency Collateralized Mortgage Obligation GNMA_14-H11 N/A 38375UKX7 2064-06-20 1.63079 N/A 85546863.00 825248.17 Agency Collateralized Mortgage Obligation GNMA_16-H16 N/A 38376RWK8 2066-06-20 2.16587 N/A 50224650.00 707543.40 Agency Collateralized Mortgage Obligation GNMA_15-182A N/A 38379TFH7 2045-12-20 4.5 N/A 41614929.00 1790820.31 Agency Collateralized Mortgage Obligation GNMA_19-29M N/A 38381TGB5 2049-03-20 4.5 N/A 616764.00 677957.51 Agency Collateralized Mortgage Obligation GNMA_13-H22A N/A 38375B7V8 2063-07-20 2.06619 N/A 19015723.00 83136.76 Agency Collateralized Mortgage Obligation GNMA_22-143 N/A 38381HQM6 2064-10-16 2.5 N/A 81404.00 32700.12 Agency Collateralized Mortgage Obligation GNMA_13-184A N/A 38378PJE9 2043-12-20 0.69039 N/A 101033250.00 1061430.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-H19 N/A 38376RFV3 2065-07-20 1.88268 N/A 44208358.00 375174.75 Agency Collateralized Mortgage Obligation FHLMC_5034G N/A 3137F6KC0 2050-11-25 2.5 N/A 500000.00 47340.93 Agency Collateralized Mortgage Obligation GNMA_22-185 N/A 38381HVM0 2064-05-16 2.5 N/A 326043.00 85642.48 Agency Collateralized Mortgage Obligation GNMA_24-51G N/A 38384KTV3 2054-03-20 0.1 N/A 75000000.00 182007.35 Agency Collateralized Mortgage Obligation GNMA_24-H08A N/A 38383KYS5 2074-05-20 0.51295 N/A 15246310.00 432623.25 Agency Collateralized Mortgage Obligation GNMA_23-171F N/A 38384FDZ2 2051-09-20 0.3559 N/A 30000000.00 1548349.46 Agency Collateralized Mortgage Obligation GNMA_14-10 N/A 38378PZQ4 2044-01-16 0.60772 N/A 29437575.00 329744.67 Agency Collateralized Mortgage Obligation GNMA_12-H28 N/A 38375BYF3 2062-09-20 0.04478 N/A 11700000.00 71.55 Agency Collateralized Mortgage Obligation GNMA_18-32B N/A 38380KH32 2048-02-20 0.24039 N/A 31638377.00 1227013.91 Agency Collateralized Mortgage Obligation FHLMC_5149P N/A 3137H2T79 2051-10-25 2.5 N/A 1070000.00 109838.93 Agency Collateralized Mortgage Obligation GNMA_23-42G N/A 38383W5X0 2053-03-20 5.5 N/A 5851562.00 1068478.64 Agency Collateralized Mortgage Obligation GNMA_11-72 N/A 38377WGK4 2041-05-20 0 N/A 154000000.00 427301.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-H26 N/A 38375BGT3 2058-08-20 0.58041 N/A 41204799.00 14690.88 Agency Collateralized Mortgage Obligation GNMA_19-H03C N/A 38381RCV9 2068-11-20 0.98561 N/A 75297944.00 1524491.14 Agency Collateralized Mortgage Obligation GNMA_20-46C N/A 38382C3Y5 2050-04-20 4 N/A 19842652.00 1515062.36 Agency Collateralized Mortgage Obligation GNMA_16-17 N/A 38379T5T2 2046-02-20 0.64039 N/A 25777777.00 389844.64 Agency Collateralized Mortgage Obligation FHLMC_5085B N/A 3137FFYX9 2051-03-25 1.5 N/A 3333333.00 206101.85 Agency Collateralized Mortgage Obligation GNMA_15-82E N/A 38379NMR0 2045-06-20 5.37121 N/A 528007.00 3124.78 Agency Collateralized Mortgage Obligation GNMA_24-57A N/A 38384NAB1 2054-04-20 0.7059 N/A 31113318.00 1107064.39 Agency Collateralized Mortgage Obligation GNMA_20-H03D N/A 38380L4P5 2069-03-20 1.64165 N/A 77287081.00 574475.43 Agency Collateralized Mortgage Obligation GNMA_15-H05B N/A 38375UUS7 2065-02-20 0.49964 N/A 36235679.00 432519.98 Agency Collateralized Mortgage Obligation GNMA_18-H13H N/A 38380LHX4 2068-07-20 1.00522 N/A 30294068.00 576031.72 Agency Collateralized Mortgage Obligation GNMA_24-25K N/A 38384JP40 2054-02-20 6.5 N/A 9230769.00 1132215.89 Agency Collateralized Mortgage Obligation GNMA_15-89 N/A 38379P4V6 2044-12-20 5 N/A 6012000.00 149940.65 Agency Collateralized Mortgage Obligation GNMA_08-25 N/A 38373W7Q5 2038-03-20 1.44039 N/A 92412000.00 33528.62 Agency Collateralized Mortgage Obligation GNMA_17-H14H N/A 38376R5M4 2067-06-20 1.6596 N/A 45839205.00 524375.07 Agency Collateralized Mortgage Obligation FHLMC_5085D N/A 3137FXSR0 2041-03-25 2 N/A 16545067.00 1040281.75 Agency Collateralized Mortgage Obligation GNMA_10-H15A N/A 38375BEQ1 2060-05-20 1.45443 N/A 36500000.00 3614.21 Agency Collateralized Mortgage Obligation GNMA_23-H26C N/A 38383KJN3 2073-09-20 1.63971 N/A 206116.00 4488.83 Agency Collateralized Mortgage Obligation GNMA_23-63J N/A 38384ACC5 2053-05-20 0.8559 N/A 50000000.00 1427995.34 Agency Collateralized Mortgage Obligation GNMA_08-13 N/A 38375PPA3 2038-02-20 0 N/A 30000.00 0.00 Agency Collateralized Mortgage Obligation GNMA_22-H06E N/A 38382YPM9 2072-01-20 1.71427 N/A 110128284.00 1358411.34 Agency Collateralized Mortgage Obligation GNMA_19-H09C N/A 38380LTQ6 2069-05-20 0.84734 N/A 30323658.00 465840.90 Agency Collateralized Mortgage Obligation FHLMC_5152K N/A 3137H3BL5 2051-10-25 3.5 N/A 30391074.00 3600384.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H16 N/A 38375UG46 2067-08-20 1.05565 N/A 4501000.00 117659.61 Agency Collateralized Mortgage Obligation GNMA_23-18E N/A 38383VS33 2053-02-20 5.5 N/A 4587565.00 747050.20 Agency Collateralized Mortgage Obligation GNMA_24-25F N/A 38384JN42 2054-02-20 7 N/A 1188838.00 1308699.39 Agency Collateralized Mortgage Obligation GNMA_21-97G N/A 38382VET2 2051-06-20 0 N/A 2670000.00 19595.25 Agency Collateralized Mortgage Obligation GNMA_21-175C N/A 38383CN63 2051-10-20 0 N/A 13613510.00 190617.53 Agency Collateralized Mortgage Obligation GNMA_24-25M N/A 38384JP99 2058-11-20 6 N/A 11464668.00 1517087.19 Agency Collateralized Mortgage Obligation GNMA_20-5A N/A 38382CFF3 2048-02-20 5 N/A 7600007.00 410043.89 Agency Collateralized Mortgage Obligation GNMA_11-156 N/A 38378A3Y5 2040-04-20 1.14039 N/A 2722000.00 62307.41 Agency Collateralized Mortgage Obligation GNMA_19-H15M N/A 38380LC76 2069-09-20 0.0329 N/A 17816000.00 529911.07 Agency Collateralized Mortgage Obligation GNMA_14-68 N/A 38379CAM8 2041-10-20 0 N/A 53418228.00 104390.32 Agency Collateralized Mortgage Obligation GNMA_21-176K N/A 38383CDJ6 2051-10-20 0 N/A 150000000.00 1079513.18 Agency Collateralized Mortgage Obligation GNMA_08-27 N/A 38374DTE9 2038-03-20 0 N/A 200000.00 0.00 Agency Collateralized Mortgage Obligation GNMA_20-95E N/A 38382GW99 2050-04-20 0 N/A 9244444.00 116569.63 Agency Collateralized Mortgage Obligation GNMA_16-176 N/A 38379U3D6 2058-08-16 0.84348 N/A 100000000.00 1010121.09 Agency Collateralized Mortgage Obligation GNMA_20-185B N/A 38382LQ53 2050-12-20 2 N/A 800000.00 60633.69 Agency Collateralized Mortgage Obligation GNMA_20-H05G N/A 38380L7C1 2070-03-20 0 N/A 32018609.00 640627.36 Agency Collateralized Mortgage Obligation GNMA_19-H10G N/A 38380LWA7 2069-05-20 1.75035 N/A 52459726.00 411334.20 Agency Collateralized Mortgage Obligation GNMA_20-47J N/A 38382EBX4 2050-01-20 3.5 N/A 85717542.00 1530917.96 Agency Collateralized Mortgage Obligation GNMA_19-128G N/A 38382AFJ9 2049-10-20 0 N/A 30000000.00 300419.59 Agency Collateralized Mortgage Obligation GNMA_13-H01 N/A 38375BF49 2063-01-20 1.75764 N/A 35250518.00 114168.92 Agency Collateralized Mortgage Obligation GNMA_23-146E N/A 38384DAM9 2053-10-20 0.45 N/A 50000000.00 261406.96 Agency Collateralized Mortgage Obligation GNMA_18-93D N/A 38380XQV2 2048-07-20 0.74039 N/A 50000000.00 1159836.42 Agency Collateralized Mortgage Obligation GNMA_19-H06B N/A 38381TZZ1 2068-12-20 0.01077 N/A 187879.00 4102.64 Agency Collateralized Mortgage Obligation GNMA_23-1D N/A 38383VBV9 2053-01-20 0 N/A 22426123.00 790699.09 Agency Collateralized Mortgage Obligation GNMA_18-67 N/A 38380W5T2 2048-05-20 0.74039 N/A 62705552.00 1354904.25 Agency Collateralized Mortgage Obligation GNMA_22-128G N/A 38383T7R8 2052-07-20 0 N/A 50915713.00 966432.83 Agency Collateralized Mortgage Obligation GNMA_13-182K N/A 38378PFQ6 2043-12-20 1.24039 N/A 17056000.00 174718.73 Agency Collateralized Mortgage Obligation GNMA_14-H15 N/A 38378U8C4 2064-07-20 1.68311 N/A 72744349.00 617765.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38375BSG8 2062-05-20 2.76441 N/A 12800000.00 1585.32 Agency Collateralized Mortgage Obligation GNMA_22-45F N/A 38383ME79 2052-03-20 0 N/A 30000000.00 344988.34 Agency Collateralized Mortgage Obligation GNMA_24-39F N/A 38384KLD1 2064-03-20 0 N/A 75000000.00 121373.79 Agency Collateralized Mortgage Obligation GNMA_18-H19E N/A 38380LMF7 2068-10-20 0.81071 N/A 33296185.00 680097.78 Agency Collateralized Mortgage Obligation FHLMC_5162A N/A 3137H45A4 2050-11-25 3 N/A 72355128.00 8906534.43 Agency Collateralized Mortgage Obligation GNMA_22-152B N/A 38383YEG3 2052-09-20 0 N/A 50000000.00 861367.86 Agency Collateralized Mortgage Obligation FHLMC_5163H N/A 3137H47K0 2051-11-25 4.5 N/A 14510602.00 1888227.53 Agency Collateralized Mortgage Obligation GNMA_17-H11H N/A 38376R4J2 2067-05-20 1.81264 N/A 56469109.00 831141.27 Agency Collateralized Mortgage Obligation GNMA_17-188C N/A 38380H6Q0 2043-09-20 0 N/A 51268769.00 269156.82 Agency Collateralized Mortgage Obligation FHLMC_5008D N/A 3137FVYR7 2050-09-25 3 N/A 1079309.00 95695.38 Agency Collateralized Mortgage Obligation GNMA_23-133C N/A 38384EMJ1 2053-09-20 0.2 N/A 50000000.00 109879.96 Agency Collateralized Mortgage Obligation GNMA_19-52B N/A 38381VAQ3 2049-04-20 4.5 N/A 23498296.00 119685.87 Agency Collateralized Mortgage Obligation GNMA_20-32E N/A 38382DRR2 2050-03-20 3 N/A 4567890.00 50664.26 Agency Collateralized Mortgage Obligation GNMA_23-184D N/A 38384GWE6 2053-12-20 0.4059 N/A 30000000.00 1394833.20 Agency Collateralized Mortgage Obligation GNMA_24-96C N/A 38384PA67 2054-06-20 6.5 N/A 564095.00 567995.94 Agency Collateralized Mortgage Obligation FHLMC_4986C N/A 3137FTWP8 2050-06-25 5 N/A 80851779.00 5278585.99 Agency Collateralized Mortgage Obligation GNMA_18-H06D N/A 38380LBH5 2068-04-20 1.14043 N/A 52421984.00 1537330.64 Agency Collateralized Mortgage Obligation GNMA_08-4 N/A 38375PEU1 2038-01-20 0 N/A 250000.00 0.00 Agency Collateralized Mortgage Obligation GNMA_13-H02 N/A 38375BH54 2062-11-20 0.15594 N/A 10123194.00 68.99 Agency Collateralized Mortgage Obligation GNMA_13-167 N/A 38378YBH1 2043-11-20 1.24039 N/A 39768995.00 346546.01 Agency Collateralized Mortgage Obligation GNMA_23-118 N/A 38381JNE3 2065-05-16 0.5452 N/A 20397728.00 1001314.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376RJK3 2065-10-20 1.86569 N/A 33366000.00 328406.13 Agency Collateralized Mortgage Obligation GNMA_19-35A N/A 38381RF87 2049-03-20 0.54039 N/A 173295441.00 1549865.98 Agency Collateralized Mortgage Obligation GNMA_23-151E N/A 38384DKM8 2051-08-20 2 N/A 8663299.00 891441.02 Agency Collateralized Mortgage Obligation GNMA_22-66D N/A 38383RGA9 2049-05-20 3.5 N/A 1428571.00 52068.18 Agency Collateralized Mortgage Obligation GNMA_24-9B N/A 38384G5P1 2054-01-20 5 N/A 500000.00 469267.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379U4L7 2057-01-16 0.65833 N/A 132392642.00 1173355.46 Agency Collateralized Mortgage Obligation FHR_5071 N/A 3137F9R37 2051-02-25 2.5 N/A 400000.00 42284.94 Agency Collateralized Mortgage Obligation GNMA_20-33C N/A 38382DWA3 2050-03-20 0.64039 N/A 16705945.00 732607.43 Agency Collateralized Mortgage Obligation GNMA_21-175N N/A 38383CM23 2051-10-20 0 N/A 25000000.00 216244.61 Agency Collateralized Mortgage Obligation GNMA_22-H07A N/A 38382YQT3 2068-02-20 0 N/A 345317551.00 1459862.06 Agency Collateralized Mortgage Obligation GNMA_23-135H N/A 38384EHW8 2053-09-20 0.3559 N/A 60328379.00 1221421.69 Agency Collateralized Mortgage Obligation GNMA_24-H05A N/A 38383KTT9 2071-06-20 0.46164 N/A 23158643.00 431855.43 Agency Collateralized Mortgage Obligation GNMA_23-83N N/A 38384BTE1 2063-06-20 0.15 N/A 20000000.00 49601.07 Agency Collateralized Mortgage Obligation GNH_16-H6 N/A 38376RSD9 2066-02-20 0.53958 N/A 55385800.00 775068.10 Agency Collateralized Mortgage Obligation GNMA_23-151C N/A 38384DKK2 2050-03-20 3.5 N/A 7158854.00 1106838.75 Agency Collateralized Mortgage Obligation FHLMC_5197B N/A 3137H5J99 2052-02-25 3.5 N/A 51428571.00 8297334.18 Agency Collateralized Mortgage Obligation GNMA_19-H19D N/A 38380LS46 2069-12-20 0.08749 N/A 10000000.00 291126.88 Agency Collateralized Mortgage Obligation GNMA_19-H18A N/A 38380LJ87 2069-10-20 0.02029 N/A 51151433.00 1407769.35 Agency Collateralized Mortgage Obligation FHLMC_5115J N/A 3137H0WV6 2049-06-25 3.5 N/A 48853756.00 4861214.44 Agency Collateralized Mortgage Obligation GNMA_24-39G N/A 38384KLH2 2064-03-20 0.05 N/A 19000000.00 18141.75 Agency Collateralized Mortgage Obligation GNH_12-H25 N/A 38375BXZ0 2061-12-20 0.3785 N/A 8300000.00 3858.36 Agency Collateralized Mortgage Obligation GNMA_23-67A N/A 38384AML4 2053-05-20 5.5 N/A 150756.00 141256.83 Agency Collateralized Mortgage Obligation FHLMC_5163F N/A 3137H43Y4 2051-09-25 4 N/A 26000000.00 3393816.61 Agency Collateralized Mortgage Obligation FHLMC_4992 N/A 3137FUHE7 2050-07-25 4 N/A 56760105.00 2712766.36 Agency Collateralized Mortgage Obligation GNMA_22-216B N/A 38381HJ69 2048-10-16 0.5634 N/A 15665691.00 337491.19 Agency Collateralized Mortgage Obligation GNMA_17-77E N/A 38376UUD9 2047-05-20 3.5 N/A 9835714.00 49333.43 Agency Collateralized Mortgage Obligation GNMA_19-H12D N/A 38380LWU3 2069-07-20 0.92199 N/A 36436493.00 608384.67 Agency Collateralized Mortgage Obligation GNMA_22-159D N/A 38383YLL4 2052-09-20 5.5 N/A 3981139.00 477349.49 Agency Collateralized Mortgage Obligation GNMA_21-221N N/A 38383FST1 2051-12-20 0 N/A 43152691.00 1207783.09 Agency Collateralized Mortgage Obligation GNMA_13-H18A N/A 38375B7R7 2063-08-20 1.86882 N/A 26066838.00 51384.84 Agency Collateralized Mortgage Obligation GNMA_21-H03G N/A 38380QZD7 2071-02-20 0.51866 N/A 32671236.00 829743.41 Agency Collateralized Mortgage Obligation FHLMC_5179D N/A 3137H5DJ3 2050-12-25 4.5 N/A 25000000.00 3571680.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379KV54 2057-09-16 0.36512 N/A 1736000.00 625.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-162 N/A 38380HWK4 2047-10-16 0.80772 N/A 48857349.00 1568441.20 Agency Collateralized Mortgage Obligation GNMA_15-H25 N/A 38376RJD9 2065-09-20 1.59955 N/A 7494000.00 54622.82 Agency Collateralized Mortgage Obligation GNMA_15-H30A N/A 38376RKY1 2061-08-20 0.10151 N/A 31000000.00 828.94 Agency Collateralized Mortgage Obligation GNMA_08-43 N/A 38375QNL9 2038-05-20 0 N/A 50078.00 0.01 Agency Collateralized Mortgage Obligation GNMA_24-4C N/A 38384HXV5 2054-01-20 0.1 N/A 100000000.00 269209.06 Agency Collateralized Mortgage Obligation GNMA_12-H08 N/A 38375BQU9 2060-09-20 3.56772 N/A 16140000.00 754.47 Agency Collateralized Mortgage Obligation GNMA_21-107B N/A 38382UAK7 2051-06-20 0 N/A 30000000.00 432808.28 Agency Collateralized Mortgage Obligation GNMA_21-96E N/A 38382UUS8 2051-06-20 0.84039 N/A 17579799.00 750901.95 Agency Collateralized Mortgage Obligation GNMA_19-H04F N/A 38380LRA3 2069-02-20 1.82174 N/A 23673332.00 388930.35 Agency Collateralized Mortgage Obligation GNMA_19-57H N/A 38381VTS9 2049-05-20 0.59039 N/A 67533929.00 987476.59 Agency Collateralized Mortgage Obligation GNMA_17-155D N/A 38380HM41 2047-10-20 4 N/A 17500000.00 33057.10 Agency Collateralized Mortgage Obligation GNMA_19-115 N/A 38381YVS0 2049-09-20 0.64039 N/A 34260625.00 1182951.92 Agency Collateralized Mortgage Obligation GNMA_10-H17D N/A 38375BEH1 2060-04-20 2.06259 N/A 90682680.00 294282.90 Agency Collateralized Mortgage Obligation GNMA_19-64 N/A 38380NBP3 2060-06-16 1.00458 N/A 70000000.00 1063708.60 Agency Collateralized Mortgage Obligation GNMA_24-58E N/A 38384NEV3 2054-04-20 0.05 N/A 29000000.00 35605.06 Agency Collateralized Mortgage Obligation GNMA_23-H05F N/A 38382YW90 2073-01-20 1.40021 N/A 221944.00 4608.74 Agency Collateralized Mortgage Obligation GNMA_24-58J N/A 38384NFK6 2054-04-20 0.0059 N/A 50000000.00 45731.72 Agency Collateralized Mortgage Obligation FHLMC_5425A N/A 3137HCZD7 2054-06-25 0.55286 N/A 128411411.00 6020082.09 Agency Collateralized Mortgage Obligation GNMA_14-H12 N/A 38375UJD3 2064-05-20 1.64961 N/A 29500000.00 34784.36 Agency Collateralized Mortgage Obligation GNMA_13-10 N/A 38378FAV2 2043-01-20 0.84039 N/A 83866385.00 374361.92 Agency Collateralized Mortgage Obligation GNMA_16-68B N/A 38379XAF7 2039-11-20 0 N/A 453085.00 19.80 Agency Collateralized Mortgage Obligation GNMA_19-H12C N/A 38380LWP4 2069-07-20 0.27121 N/A 31851405.00 906042.88 Agency Collateralized Mortgage Obligation FHLMC_4982D N/A 3137FTPE1 2050-06-25 4 N/A 56250000.00 3235318.99 Agency Collateralized Mortgage Obligation GNMA_19-108C N/A 38381XZA7 2032-02-20 4.5 N/A 19275832.00 270549.84 Agency Collateralized Mortgage Obligation GNMA_19-29M N/A 38381TLL7 2048-04-20 4.5 N/A 8553622.00 187818.00 Agency Collateralized Mortgage Obligation FHLMC_5018P N/A 3137FXC89 2050-10-25 2 N/A 1100000.00 116587.22 Agency Collateralized Mortgage Obligation GNMA_22-103F N/A 38383TEN9 2052-06-20 0 N/A 15000000.00 24934.95 Agency Collateralized Mortgage Obligation FHLMC_5238A N/A 3137H8F48 2049-09-25 4.5 N/A 12000000.00 1106563.90 Agency Collateralized Mortgage Obligation GNMA_20-149U N/A 38382KEQ2 2050-10-20 0 N/A 31281637.00 114277.59 Agency Collateralized Mortgage Obligation GNMA_23-18J N/A 38383VT65 2053-02-20 0 N/A 570392.00 345425.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-H09 N/A 38375UWG1 2065-03-20 2.73147 N/A 35980101.00 787.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-30 N/A 38373MVL1 2046-05-16 2.78828 N/A 35000000.00 334.77 Agency Collateralized Mortgage Obligation GNMA_13-H18F N/A 38375B7J5 2063-08-20 1.52842 N/A 26444871.00 51812.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379CDS2 2044-06-20 0 N/A 8000000.00 309074.36 Agency Collateralized Mortgage Obligation GNMA_14-137A N/A 38379GJB4 2044-09-16 0.15772 N/A 55765629.00 397058.82 Agency Collateralized Mortgage Obligation GNMA_23-137F N/A 38384EVV4 2053-09-20 0.25 N/A 50000000.00 134341.72 Agency Collateralized Mortgage Obligation GNMA_19-H18J N/A 38380LM75 2069-11-20 0.04549 N/A 38626641.00 899127.15 Agency Collateralized Mortgage Obligation GNMA_11-135 N/A 38377YXX3 2041-10-16 0.65772 N/A 38948969.00 554988.23 Agency Collateralized Mortgage Obligation GNMA_18-H08 N/A 38380LEE9 2068-06-20 1.1298 N/A 37361377.00 642039.47 Agency Collateralized Mortgage Obligation GNMA_18-160H N/A 38381AP75 2048-01-20 5 N/A 1500000.00 10159.36 Agency Collateralized Mortgage Obligation GNMA_19-H16B N/A 38380LF57 2069-10-20 0.02209 N/A 40110864.00 1108009.16 Agency Collateralized Mortgage Obligation FHLMC_5206D N/A 3137H6PY5 2050-01-25 4 N/A 24858310.00 2981730.88 Agency Collateralized Mortgage Obligation GNMA_19-H04A N/A 38380LQR7 2069-03-20 0.91758 N/A 25712910.00 544021.83 Agency Collateralized Mortgage Obligation GNMA_19-112B N/A 38381YP57 2049-09-20 0.54039 N/A 11871429.00 462369.70 Agency Collateralized Mortgage Obligation GNMA_19-43A N/A 38381TM44 2049-04-20 4 N/A 3660733.00 5001.21 Agency Collateralized Mortgage Obligation GNMA_14-157 N/A 38378XUN9 2055-05-16 0.18786 N/A 2500000.00 1683.31 Agency Mortgage-Backed Securities GNMA_21-H02D N/A 38380QVR0 2070-12-20 0.01747 N/A 33797635.00 972738.59 Agency Collateralized Mortgage Obligation GNMA_24-82B N/A 38381LHS4 2066-02-16 0.74667 N/A 29732894.00 1620598.94 Agency Collateralized Mortgage Obligation GNMA_20-36A N/A 38382DS83 2050-03-20 0 N/A 200000000.00 843341.55 Agency Collateralized Mortgage Obligation GNMA_19-H03E N/A 38381RDB2 2069-02-20 1.13517 N/A 33245608.00 510039.49 Agency Collateralized Mortgage Obligation GNMA_10-H17D N/A 38375BEE8 2060-03-20 2.46186 N/A 46313230.00 188924.76 Agency Collateralized Mortgage Obligation GNMA_19-144 N/A 38380NSY6 2062-01-16 0.4 N/A 194053721.00 1411907.05 Agency Mortgage-Backed Securities GNMA_19-123F N/A 38382AJY2 2049-10-20 3.5 N/A 364296.00 291476.41 Agency Collateralized Mortgage Obligation GNMA_22-H17B N/A 38382YXD0 2071-04-20 0 N/A 50000000.00 7219.51 Agency Collateralized Mortgage Obligation GNMA_12-H31 N/A 38375BD66 2062-12-20 2.03022 N/A 102290309.00 534884.67 Agency Collateralized Mortgage Obligation GNMA_16-H24F N/A 38376RF68 2066-10-20 0.66796 N/A 49580631.00 638876.20 Agency Collateralized Mortgage Obligation GNMA_07-79 N/A 383742BS1 2037-12-20 3.81637 N/A 20000000.00 208531.86 Agency Collateralized Mortgage Obligation GNMA_19-H14 N/A 38380LZC0 2069-08-20 0.05755 N/A 23219446.00 861131.83 Agency Collateralized Mortgage Obligation GNMA_14-8 N/A 38378P8A9 2044-01-16 0 N/A 198453000.00 281545.55 Agency Collateralized Mortgage Obligation GNMA_14-96C N/A 38379C2C9 2044-07-16 0.15772 N/A 42500768.00 553853.37 Agency Collateralized Mortgage Obligation GNMA_13-190 N/A 38378PQH4 2041-05-20 0 N/A 97967676.00 137099.06 Agency Collateralized Mortgage Obligation GNMA_24-9D N/A 38384G6B1 2054-01-20 4.5 N/A 158261.00 138647.30 Agency Collateralized Mortgage Obligation FHLMC_5115H N/A 3137H0Y44 2049-10-25 4.5 N/A 34787121.00 3722042.34 Agency Collateralized Mortgage Obligation GNMA_19-H13B N/A 38380LXU2 2069-08-20 1.63998 N/A 66737811.00 594560.69 Agency Collateralized Mortgage Obligation GNMA_19-31 N/A 38381RXA2 2049-01-20 0.69039 N/A 17269500.00 516510.15 Agency Collateralized Mortgage Obligation GNMA_19-74C N/A 38381VV72 2049-06-20 0.64039 N/A 28862988.00 1021696.15 Agency Collateralized Mortgage Obligation GNMA_20-7F N/A 38382DBP3 2050-01-20 3.5 N/A 9416164.00 240836.74 Agency Collateralized Mortgage Obligation FHLMC_4930F N/A 3137FPT70 2049-11-25 3.5 N/A 4304585.00 125646.59 Agency Collateralized Mortgage Obligation GNMA_14-092IX N/A 38378XAQ4 2054-05-16 0.08547 N/A 56721504.00 45915.84 Agency Mortgage-Backed Securities FHLMC_5222A N/A 3137H7BC6 2052-05-25 4 N/A 12562499.00 1064678.32 Agency Collateralized Mortgage Obligation GNMA_23-173L N/A 38384GDF4 2053-11-20 7 N/A 4056048.00 567132.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379QQS7 2045-09-20 0.79039 N/A 17857142.00 580914.49 Agency Collateralized Mortgage Obligation GNMA_24-25L N/A 38384JP73 2041-04-20 4.5 N/A 532199.00 491649.27 Agency Collateralized Mortgage Obligation GNMA_18-168A N/A 38381BDR2 2048-12-20 3.5 N/A 582011.00 568001.86 Agency Collateralized Mortgage Obligation GNMA_19-31G N/A 38381RXW4 2049-03-20 0.59039 N/A 85616740.00 713792.53 Agency Collateralized Mortgage Obligation GNMA_13-21A N/A 38378KBT5 2054-01-16 0.4266 N/A 2845000.00 5581.07 Agency Collateralized Mortgage Obligation GNMA_11-123 N/A 38377YDX5 2041-09-20 1.24039 N/A 50000000.00 846041.57 Agency Collateralized Mortgage Obligation GNMA_19-H15L N/A 38380LE33 2069-09-20 0.57776 N/A 28261463.00 464696.08 Agency Collateralized Mortgage Obligation GNMA_16-68A N/A 38379XBX7 2040-05-20 5 N/A 16533235.00 463721.00 Agency Collateralized Mortgage Obligation GNMA_14-153 N/A 38378XTL5 2056-04-16 0.34056 N/A 1790000.00 939.43 Agency Collateralized Mortgage Obligation GNMA_17-H20D N/A 38375UN30 2067-09-20 0.76317 N/A 37895333.00 512038.58 Agency Collateralized Mortgage Obligation GNMA_22-22B N/A 38383MPE2 2052-02-20 0 N/A 84088575.00 291975.55 Agency Collateralized Mortgage Obligation GNMA_16-H17 N/A 38376RXP6 2066-03-20 2.3191 N/A 49065098.00 281616.93 Agency Collateralized Mortgage Obligation GNMA_22-132 N/A 38383T8V8 2064-10-16 2.25 N/A 229874.00 87584.54 Agency Collateralized Mortgage Obligation GNMA_24-25J N/A 38384JT38 2052-03-20 6.5 N/A 1538461.00 166127.39 Agency Collateralized Mortgage Obligation FHLMC_5071D N/A 3137FFAH0 2051-02-25 2 N/A 1250000.00 63397.05 Agency Collateralized Mortgage Obligation GNMA_17-71 N/A 38379RVQ3 2058-05-16 0.51926 N/A 10000000.00 45195.96 Agency Collateralized Mortgage Obligation GNMA_21-98K N/A 38382TG73 2051-06-20 4.5 N/A 5712033.00 562783.91 Agency Collateralized Mortgage Obligation GNMA_15-H16B N/A 38376REB8 2065-07-20 1.43112 N/A 19150000.00 328404.73 Agency Collateralized Mortgage Obligation OVERNMENT NATIONAL MORTGAGE ASSO N/A 38378FED8 2042-09-20 0 N/A 50000000.00 100742.30 Agency Collateralized Mortgage Obligation GNMA_23-112D N/A 38384CV89 2050-06-20 7 N/A 428571.00 15436.36 Agency Collateralized Mortgage Obligation GNMA_19-29Q N/A 38381TMY8 2049-03-20 5 N/A 6997919.00 259252.66 Agency Collateralized Mortgage Obligation GNMA_20-95G N/A 38382GX64 2050-04-20 0 N/A 9236502.00 108422.07 Agency Collateralized Mortgage Obligation GNMA_23-42C N/A 38383W5L6 2053-03-20 6 N/A 2582919.00 322052.45 Agency Collateralized Mortgage Obligation GNMA_24-84D N/A 38384NUA1 2054-05-20 5.75 N/A 150753.00 148130.36 Agency Collateralized Mortgage Obligation GNMA_07-25 N/A 38375JV85 2037-05-20 1.34039 N/A 130000000.00 107596.87 Agency Collateralized Mortgage Obligation GNMA_22-206C N/A 38383HKJ7 2052-12-20 0.2059 N/A 50000000.00 1322156.22 Agency Collateralized Mortgage Obligation FHLMC_5013 N/A 3137FW3E8 2050-09-25 2.5 N/A 200000.00 25767.57 Agency Collateralized Mortgage Obligation GNMA_12-H26 N/A 38375BYM8 2062-11-20 1.85471 N/A 39413271.00 83047.20 Agency Collateralized Mortgage Obligation GNMA_05-65 N/A 38374LK59 2035-08-20 2.89377 N/A 7267749.00 237095.85 Agency Collateralized Mortgage Obligation GNMA_17-167A N/A 38380H2J0 2047-11-20 0.74039 N/A 38234932.00 835304.23 Agency Collateralized Mortgage Obligation GNMA_24-9A N/A 38384G5A4 2054-01-20 6 N/A 2499998.00 236911.67 Agency Collateralized Mortgage Obligation GNMA_19-H08 N/A 38380LUN1 2069-05-20 0.02363 N/A 59408569.00 1477692.17 Agency Collateralized Mortgage Obligation GNMA_16-H20C N/A 38376RYK6 2062-12-20 0.01338 N/A 26872903.00 106.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-47 N/A 38380JVR6 2058-02-16 0.59786 N/A 76010424.00 417480.15 Agency Collateralized Mortgage Obligation FHLMC_5036E N/A 3137F6TN7 2050-11-25 3.5 N/A 660000.00 83748.69 Agency Collateralized Mortgage Obligation GNMA_22-51A N/A 38383PLY5 2052-03-20 3 N/A 44480.00 26792.27 Agency Collateralized Mortgage Obligation GNMA_19-H03D N/A 38381RCX5 2069-02-20 0.08935 N/A 28234090.00 843536.78 Agency Collateralized Mortgage Obligation GNMA_24-15A N/A 38381JZ26 2065-10-16 0.75387 N/A 562430.00 37058.28 Agency Collateralized Mortgage Obligation GNMA_13-110 N/A 38378T3B4 2043-07-16 0.65772 N/A 34946592.00 406351.24 Agency Collateralized Mortgage Obligation GNMA_19-H16F N/A 38380LG49 2069-10-20 0.02173 N/A 49903469.00 1153441.73 Agency Collateralized Mortgage Obligation GNMA_19-H20C N/A 38380LQ30 2069-12-20 0.5517 N/A 23351788.00 415975.25 Agency Collateralized Mortgage Obligation GNMA_13-116 N/A 38378VF91 2043-08-20 0.69039 N/A 52410000.00 476939.63 Agency Collateralized Mortgage Obligation GNMA_23-42A N/A 38383W5D4 2053-03-20 6 N/A 31874.00 31484.14 Agency Collateralized Mortgage Obligation GNMA_13-H23 N/A 38375B8H8 2063-09-20 0.86729 N/A 100063974.00 65548.89 Agency Collateralized Mortgage Obligation GNMA_19-34 N/A 38380MU58 2061-03-16 0.72098 N/A 100000000.00 1274101.79 Agency Collateralized Mortgage Obligation GNMA_19-45F N/A 38381TZF5 2043-05-20 3.5 N/A 28214748.00 1681832.70 Agency Collateralized Mortgage Obligation GNMA_13-H18G N/A 38375B7N6 2063-07-20 1.24146 N/A 26625157.00 40058.07 Agency Collateralized Mortgage Obligation GNMA_16-H24A N/A 38376RD86 2066-11-20 0.67923 N/A 70668862.00 1153451.92 Agency Collateralized Mortgage Obligation GNMA_23-H08B N/A 38382Y2V4 2071-08-20 0.39362 N/A 70902317.00 1161858.87 Agency Collateralized Mortgage Obligation GNMA_24-58F N/A 38384NFA8 2054-04-20 0.05 N/A 60000000.00 117751.77 Agency Collateralized Mortgage Obligation GNMA_10-H13A N/A 38375BDA7 2060-04-20 1.5881 N/A 18500000.00 2138.34 Agency Collateralized Mortgage Obligation GNMA_21-226D N/A 38383FAJ2 2051-12-20 0 N/A 100000000.00 181033.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORGAGE ASSOCIATION GNR_18-H02 N/A 38375U6K1 2068-02-20 1.96174 N/A 45869150.00 513165.33 Agency Collateralized Mortgage Obligation GNMA_23-54G N/A 38383XLW2 2053-04-20 5.5 N/A 25126.00 25053.57 Agency Collateralized Mortgage Obligation GNMA_24-58B N/A 38384NEH4 2054-04-20 6.5 N/A 1130364.00 1146714.41 Agency Collateralized Mortgage Obligation FHLMC_5402A N/A 3137HC2X9 2045-01-25 6 N/A 9344801.00 1095036.26 Agency Collateralized Mortgage Obligation GNMA_21-96G N/A 38382UVN8 2051-06-20 0 N/A 102670443.00 491308.01 Agency Collateralized Mortgage Obligation GNMA_06-69 N/A 38375JAU9 2036-12-20 1.34039 N/A 83333333.00 33196.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378HP26 2042-10-16 3.5 N/A 13695000.00 596671.30 Agency Collateralized Mortgage Obligation GNMA_24-39G N/A 38384KLJ8 2064-03-20 0.1 N/A 19000000.00 36459.25 Agency Collateralized Mortgage Obligation GNMA_22-22J N/A 38383MQJ0 2051-01-20 3 N/A 2500000.00 269426.67 Agency Collateralized Mortgage Obligation FHLMC_5409F N/A 3137HCTB8 2051-03-25 2.5 N/A 18558244.00 2498473.19 Agency Collateralized Mortgage Obligation GNMA_20-75 N/A 38380PLB8 2062-02-16 0.86979 N/A 963000.00 32239.96 Agency Collateralized Mortgage Obligation GNMA_14-40 N/A 38378NJ38 2054-01-16 0.19967 N/A 103923000.00 48801.51 Agency Collateralized Mortgage Obligation FHLMC_5040H N/A 3137F6PH4 2050-11-25 3.5 N/A 800000.00 90787.44 Agency Collateralized Mortgage Obligation FHLMC_5386C N/A 3137HBXL3 2054-03-25 0.50286 N/A 95000000.00 4936639.81 Agency Collateralized Mortgage Obligation GNMA_24-51G N/A 38384KTR2 2054-03-20 0.1 N/A 100000000.00 243070.17 Agency Collateralized Mortgage Obligation GNMA_22-H26A N/A 38382YG64 2071-07-20 0.20927 N/A 61561973.00 794247.96 Agency Collateralized Mortgage Obligation GNMA_19-15D N/A 38381RKT5 2049-02-20 4 N/A 6168765.00 17194.38 Agency Collateralized Mortgage Obligation FHLMC_5024C N/A 3137FWJW1 2050-10-25 2 N/A 9375000.00 756753.96 Agency Collateralized Mortgage Obligation GNMA_17-37A N/A 38376MJY4 2047-03-20 6.5 N/A 5553156.00 222672.69 Agency Collateralized Mortgage Obligation GNMA_21-175C N/A 38383CD72 2051-10-20 0 N/A 20750663.00 349328.71 Agency Collateralized Mortgage Obligation GNMA_18-125A N/A 38380Y3P8 2048-09-20 0.74039 N/A 23937761.00 614595.13 Agency Collateralized Mortgage Obligation GNMA_18-160F N/A 38381AL20 2048-11-20 4 N/A 3405284.00 822123.21 Agency Collateralized Mortgage Obligation GNMA_23-56H N/A 38383XP24 2053-04-20 1.5559 N/A 50000000.00 1681020.66 Agency Collateralized Mortgage Obligation GNMA_13-113 N/A 38378WMK6 2043-08-20 1.24039 N/A 138249694.00 1274221.68 Agency Collateralized Mortgage Obligation GNMA_19-H15E N/A 38380LA45 2069-09-20 0.04203 N/A 40349673.00 1183797.27 Agency Collateralized Mortgage Obligation GNMA_17-H02C N/A 38375UYM6 2067-01-20 0.89835 N/A 57142347.00 747162.92 Agency Collateralized Mortgage Obligation GNMA_16-49 N/A 38379WGV8 2046-04-20 0.59039 N/A 60000000.00 1525476.82 Agency 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0.70772 N/A 54226608.00 891843.98 Agency Collateralized Mortgage Obligation GNMA_24-84H N/A 38384NVQ5 2054-05-20 4.5 N/A 961664.00 852090.31 Agency Collateralized Mortgage Obligation GNMA_21-175C N/A 38383CD80 2051-10-20 0 N/A 54906266.00 880875.35 Agency Collateralized Mortgage Obligation GNMA_20-H15B N/A 38380QJB9 2070-07-20 0 N/A 37930060.00 893133.71 Agency Collateralized Mortgage Obligation GNMA_22-78G N/A 38383RWA1 2052-04-20 0 N/A 428017.00 7275.59 Agency Collateralized Mortgage Obligation GNMA_23-42A N/A 38383W6R2 2053-03-20 6.5 N/A 2884614.00 355635.59 Agency Collateralized Mortgage Obligation GNMA_19-69B N/A 38381WPY8 2049-06-20 0.64039 N/A 22804857.00 551069.80 Agency Collateralized Mortgage Obligation GNMA_21-158L N/A 38382XY82 2051-09-20 3 N/A 785000.00 100908.68 Agency Collateralized Mortgage Obligation GNMA_21-96E N/A 38382UUR0 2051-06-20 3.5 N/A 5954893.00 526490.89 Agency Collateralized Mortgage Obligation GNMA_18-H07A N/A 38380LCC5 2068-05-20 1.28741 N/A 50000000.00 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(including strips) 0 7/8 NOTE AA 26 N/A 91282CCJ8 2026-06-30 0.875 N/A 100.00 93.70 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1+ Fitch NR 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 500000000.00 500000000.00 0.0033 N Y Y N Societe Generale SA Societe Generale SA 5.35000000 N/A O2RNE8IBXP4R0TD8PU41 BYD6GTW10 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 02.000 CLCA9047 N/A 3140QHBR5 2051-02-01 2 N/A 76000256.00 44208215.04 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4786 N/A 3140QQJ89 2052-10-01 5 N/A 75110400.00 68308612.19 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7710 N/A 3140QFR84 2045-11-01 2 N/A 67553734.00 41743286.90 Agency Mortgage-Backed Securities FNMS 03.000 CLCA8830 N/A 3140QGY43 2051-02-01 3 N/A 100392800.00 64961198.89 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5134 N/A 3140XLV47 2049-12-01 3.5 N/A 102256008.00 84663983.57 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8853 N/A 3140QGZT7 2051-02-01 2 N/A 81462000.00 49541070.15 Agency Mortgage-Backed Securities FNMS 03.500 CLAK6730 N/A 3138EBPQ2 2042-03-01 3.5 N/A 530848074.00 42933371.26 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7986 N/A 3140QF2U2 2050-12-01 2 N/A 83715682.00 49179096.62 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4786 N/A 3140XLJ82 2053-05-01 5.5 N/A 53352562.00 50482235.77 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6871 N/A 3140QST50 2053-08-01 5.5 N/A 75000000.00 70898859.75 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4686 N/A 3140QQF42 2052-09-01 5 N/A 79163776.00 67177234.48 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5445 N/A 3140QRBP7 2053-01-01 5 N/A 59612595.00 54237412.72 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1654 N/A 3140QLZU3 2051-09-01 2 N/A 116260072.00 77484945.95 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7918 N/A 3140QFYQ6 2050-11-01 2 N/A 84179584.00 48781948.28 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6573 N/A 3140QEJT0 2050-08-01 2.5 N/A 138824575.00 69408097.24 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1628 N/A 3140QLY26 2051-09-01 2.5 N/A 101928251.00 75525449.24 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3911 N/A 3140QPKZ9 2052-06-01 4 N/A 100068355.00 80722830.04 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0817 N/A 3140QK4B1 2051-06-01 2 N/A 72026504.00 46831840.00 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8684 N/A 3140QGUJ4 2051-01-01 2 N/A 67737341.00 42118313.75 Agency Mortgage-Backed Securities FNMS 02.000 CICB1449 N/A 3140QLTF3 2036-08-01 2 N/A 118234229.00 75624117.05 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2032 N/A 3140QMHJ6 2051-11-01 2 N/A 77212160.00 52620487.18 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8596 N/A 3140QGRS8 2051-01-01 2.5 N/A 101923683.00 61233898.99 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7821 N/A 3140QTVP1 2054-01-01 7 N/A 63178600.00 64724526.03 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8177 N/A 3140QUCP9 2054-03-01 6.5 N/A 51549311.00 51834372.98 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8779 N/A 3140QGXH5 2051-02-01 2 N/A 68827392.00 42592477.28 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3588 N/A 3140QN7A4 2052-05-01 3.5 N/A 13862787.00 11024020.19 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2024 N/A 3140QMHA5 2051-11-01 2 N/A 83554944.00 56138098.50 Agency Mortgage-Backed Securities Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 1500000000.00 1500000000.00 0.0099 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 5.45000040 N/A 549300H47WTHXPU08X20 BYD69FEA8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 N/A 78723200.00 79185856.25 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375 N/A 174525000.00 175920183.20 U.S. Treasuries (including strips) 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625 N/A 30996000.00 32046340.06 U.S. Treasuries (including strips) 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 N/A 800.00 808.37 U.S. Treasuries (including strips) 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 N/A 17700000.00 18846855.45 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Fitch NR Moody's P-1 2024-08-01 2024-08-01 2024-08-01 N N N 0.0545 300000000.00 300000000.00 0.0020 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313384E54 2549001DPIFGXC1TOL40 US313384E546 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's Agency Standard & Poor's A-1+ 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 166020505.03 166020505.03 0.0011 N N Y N Nomura Securities International, Inc. Nomura Securities International, Inc. 5.33400000 N/A OXTKY6Q8X53C9ILVV871 BYD6J0L38 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 3/4 NOTE BE 25 N/A 91282CHN4 2025-07-31 4.75 N/A 108329500.00 108281835.02 U.S. Treasuries (including strips) 0 5/8 TRIN A 26 N/A 912828N71 2026-01-15 0.625 N/A 14462800.00 18506644.33 U.S. Treasuries (including strips) 3 7/8 BOND 40 N/A 912810QK7 2040-08-15 3.875 N/A 42334700.00 40834957.66 U.S. Treasuries (including strips) BILL 12/26/24 N/A 912796ZV4 2024-12-26 0 N/A 1240000.00 1214761.04 U.S. Treasuries (including strips) 6 3/8 BOND 27 N/A 912810FA1 2027-08-15 6.375 N/A 230300.00 251795.73 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 N/A 7000000.00 4433897.58 U.S. Treasuries (including strips) 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 N/A 28647500.00 19595561.19 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 N/A 91282CDQ1 2026-12-31 1.25 N/A 3999800.00 3731557.37 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 N/A 28063900.00 26588674.32 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RX8 2047-05-15 3 N/A 7697600.00 6067057.22 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 N/A 1606400.00 1328351.18 U.S. Treasuries (including strips) BILL 10/08/24 N/A 912797LS4 2024-10-08 0 N/A 9362300.00 9269444.71 U.S. Treasuries (including strips) 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 N/A 1912000.00 1242964.50 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SA7 2048-02-15 3 N/A 9734100.00 7702522.62 U.S. Treasuries (including strips) 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 N/A 3961000.00 2809142.53 U.S. Treasuries (including strips) TRFR BF 07/31/26 N/A 91282CLA7 2026-07-31 5.440993614 N/A 3141500.00 3140893.69 U.S. Treasuries (including strips) Y Standard & Poor's NR Moody's NR Fitch NR 2024-08-01 2024-08-01 2024-08-01 N N N 0.0533 250000000.00 250000000.00 0.0017 N Y Y N Fixed Income Clearing Corporation - NOMU Fixed Income Clearing Corporation - NOMU 5.35000000 N/A 549300H47WTHXPU08X20 BYD6GTUY0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 N/A 100.00 83.59 U.S. Treasuries (including strips) 0 3/4 NOTE Y 26 N/A 91282CBW0 2026-04-30 0.75 N/A 179349700.00 168635707.62 U.S. Treasuries (including strips) TRFR AX 01/31/25 N/A 91282CGF2 2025-01-31 5.458993614 N/A 167799500.00 170197735.19 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 N/A 22640900.00 20268752.00 U.S. Treasuries (including strips) BILL 01/02/25 N/A 912797LR6 2025-01-02 0 N/A 635997200.00 622517239.35 U.S. Treasuries (including strips) 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 N/A 3007600.00 2728296.76 U.S. Treasuries (including strips) 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 N/A 43000.00 30030.76 U.S. Treasuries (including strips) 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 N/A 94880000.00 95994238.75 U.S. Treasuries (including strips) BILL 11/05/24 N/A 912797MA2 2024-11-05 0 N/A 327686900.00 323201849.40 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 N/A 14528000.00 11733912.90 U.S. Treasuries (including strips) 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4 N/A 3444100.00 3438486.12 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 N/A 912828ZB9 2027-02-28 1.125 N/A 9000.00 8366.81 U.S. Treasuries (including strips) 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 N/A 147989000.00 130987905.78 U.S. Treasuries (including strips) BILL 10/01/24 N/A 912797LK1 2024-10-01 0 N/A 32125200.00 31841181.11 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 N/A 48532000.00 50791480.06 U.S. Treasuries (including strips) 3 3/4 BOND 41 N/A 912810QS0 2041-08-15 3.75 N/A 23947800.00 22661747.35 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 N/A 2062000.00 2088247.43 U.S. Treasuries (including strips) 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 N/A 22173600.00 20308300.61 U.S. Treasuries (including strips) 4 1/8 NOTE AW 25 N/A 91282CGG0 2025-01-31 4.125 N/A 2883300.00 2869220.85 U.S. Treasuries (including strips) BILL 08/13/24 N/A 912797KX4 2024-08-13 0 N/A 128224700.00 127998768.08 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RX8 2047-05-15 3 N/A 100.00 79.48 U.S. Treasuries (including strips) 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 N/A 101678200.00 103056797.24 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 N/A 91282CEN7 2027-04-30 2.75 N/A 100000000.00 96969600.00 U.S. Treasuries (including strips) 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 N/A 99050000.00 83909239.31 U.S. Treasuries (including strips) 0 3/4 NOTE W 26 N/A 91282CBT7 2026-03-31 0.75 N/A 218419700.00 206010840.00 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 N/A 91282CET4 2027-05-31 2.625 N/A 3129000.00 3014225.15 U.S. Treasuries (including strips) 3 5/8 NOTE AN 26 N/A 91282CHB0 2026-05-15 3.625 N/A 1761400.00 1750419.29 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 N/A 91282CJP7 2026-12-15 4.375 N/A 76130600.00 76730709.65 U.S. Treasuries (including strips) 4 BOND 52 N/A 912810TL2 2052-11-15 4 N/A 11845700.00 11228071.90 U.S. Treasuries (including strips) 4 7/8 NOTE BC 26 N/A 91282CKS9 2026-05-31 4.875 N/A 327475000.00 332693641.60 U.S. Treasuries (including strips) 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.25 N/A 40511600.00 30434294.14 U.S. Treasuries (including strips) 5 NOTE BH 25 N/A 91282CJB8 2025-09-30 5 N/A 300000000.00 305900600.00 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1+ Fitch NR 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 3000000000.00 3000000000.00 0.0198 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 5.46999840 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 Y FRESB_19-SB58 N/A 30308MAA5 2038-11-25 4.63824 N/A 62248000.00 29066359.89 Agency Collateralized Mortgage Obligation GNMA_24-46A N/A 38384MAC1 2052-04-20 0 N/A 17441727.00 130248.86 Agency Collateralized Mortgage Obligation GNMA_24-69B N/A 38384MGY7 2054-04-20 0.05 N/A 24744000.00 36113.21 Agency Collateralized Mortgage Obligation GNMA_23-153C N/A 38384E5U5 2053-10-20 0.1759 N/A 50000000.00 1350715.83 Agency Collateralized Mortgage Obligation GNMA_23-85A N/A 38384BKC4 2053-06-20 6.5 N/A 100000000.00 85330157.35 Agency Collateralized Mortgage Obligation GNMA_23-151F N/A 38384DKT3 2053-10-20 1.1059 N/A 75000000.00 4648916.32 Agency Collateralized Mortgage Obligation GNMA_24-46A N/A 38384MAB3 2052-06-20 0 N/A 26949694.00 65521.74 Agency Collateralized Mortgage Obligation GNMA_22-9B N/A 38383FN58 2052-01-20 2.5 N/A 300000000.00 203020721.29 Agency Collateralized Mortgage Obligation FNMA_20-73D N/A 3136BCEZ9 2043-08-25 1 N/A 17519071.00 1253423.41 Agency Collateralized Mortgage Obligation GNMA_03-41A N/A 38373QNJ6 2033-05-20 2.24039 N/A 25000000.00 233.38 Agency Collateralized Mortgage Obligation GNMA_21-214A N/A 38383FBN2 2051-12-20 2.5 N/A 100000000.00 69613698.41 Agency Collateralized Mortgage Obligation FHLK_11-3 N/A 3137FV5R9 2048-05-25 2.978178 N/A 8643404.00 1226774.02 Agency Collateralized Mortgage Obligation GNMA_10-14 N/A 38376WKM6 2040-02-16 5.89228 N/A 10159299.00 527367.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 N/A 38377LBA5 2040-09-20 1.15039 N/A 43058548.00 747752.00 Agency Collateralized Mortgage Obligation GNMA_21-15K N/A 38382M2J7 2051-01-20 2.5 N/A 78000000.00 7692527.73 Agency Collateralized Mortgage Obligation GNMA_21-225A N/A 38383FTR4 2051-12-20 3 N/A 49456666.00 3570811.56 Agency Collateralized Mortgage Obligation FHMS_KX04 N/A 3137FWHN3 2034-01-25 1.672387 N/A 19940000.00 823374.31 Agency Collateralized Mortgage Obligation GNMA_23-59A N/A 38383XUH5 2053-04-20 0.3059 N/A 26500000.00 950867.88 Agency Collateralized Mortgage Obligation GNMA_24-46E N/A 38384MAK3 2049-02-20 0.59039 N/A 32705658.00 3204916.39 Agency Collateralized Mortgage Obligation GNMA_24-22E N/A 38384JF58 2050-09-20 0.05 N/A 38974879.00 95696.71 Agency Collateralized Mortgage Obligation GNMA_23-122C N/A 38384CR43 2053-08-20 0.05 N/A 40000000.00 32711.63 Agency Collateralized Mortgage Obligation GNMA_24-30H N/A 38384JLU6 2054-02-20 0.5059 N/A 31000000.00 1754997.25 Agency Collateralized Mortgage Obligation GNMA_22-100D N/A 38383THM8 2052-06-20 0 N/A 40112294.00 820067.62 Agency Collateralized Mortgage Obligation GNMA_24-22J N/A 38384JG81 2054-02-20 0.6059 N/A 25000000.00 1336327.09 Agency Collateralized Mortgage Obligation GNMA_20-138C N/A 38382JS31 2050-09-20 0.84039 N/A 30000000.00 2602471.72 Agency Collateralized Mortgage Obligation GNMA_20-18A N/A 38382CYR6 2050-02-20 0.64039 N/A 23527000.00 931663.52 Agency Collateralized Mortgage Obligation GNMA_23-101A N/A 38384CBQ1 2053-07-20 0.617 N/A 27061616.00 1478861.81 Agency Collateralized Mortgage Obligation GNMA_22-75B N/A 38383RJX6 2052-04-20 4 N/A 24387000.00 19001419.83 Agency Collateralized Mortgage Obligation GNMA_24-22E N/A 38384JF41 2051-07-20 0.84039 N/A 132338141.00 16688356.08 Agency Collateralized Mortgage Obligation FHLMC_Q025 N/A 3137HCKT8 2034-02-25 0.36231 N/A 324636000.00 8853922.61 Agency Collateralized Mortgage Obligation GNMA_24-46C N/A 38384MAF4 2052-01-20 0 N/A 98438929.00 97497.05 Agency Collateralized Mortgage Obligation GNMA_24-46G N/A 38384MAQ0 2054-03-20 0.0059 N/A 25000000.00 22421.61 Agency Collateralized Mortgage Obligation GNMA_21-32G N/A 38382NMB0 2047-11-20 6.30526 N/A 2600000.00 1155861.64 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_21-SB92 N/A 30323PAJ0 2041-08-25 0.57798 N/A 101474124.00 1911438.69 Agency Collateralized Mortgage Obligation GINNIE MAE STRIP GNS_1 N/A 37610VAA3 2034-07-20 0 N/A 1671972.00 23392.47 Agency Collateralized Mortgage Obligation GNMA_24-8F N/A 38384HTP3 2054-01-20 1.6759 N/A 37615669.00 2705784.80 Agency Collateralized Mortgage Obligation GNMA_23-168A N/A 38384D8V2 2052-02-20 6 N/A 2108292.00 1876046.96 Agency Collateralized Mortgage Obligation GNMA_14-27 N/A 38379ALS7 2044-02-16 0.65772 N/A 57270053.00 698685.37 Agency Collateralized Mortgage Obligation GNMA_23-122C N/A 38384CT66 2053-08-20 1.3059 N/A 80000000.00 3640484.99 Agency Collateralized Mortgage Obligation GNMA_15-152E N/A 38379FAU3 2045-08-20 0 N/A 26566916.00 19181.44 Agency Collateralized Mortgage Obligation GNMA_21-194A N/A 38383DCN6 2051-11-20 2.5 N/A 55332000.00 38194084.54 Agency Collateralized Mortgage Obligation GNMA_19-38E N/A 38381RW39 2049-03-20 0.59039 N/A 38282717.00 455548.75 Agency Collateralized Mortgage Obligation GNMA_23-192C N/A 38384GC57 2053-12-20 6.6441 N/A 100000000.00 96065616.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26 N/A 38376VQP5 2040-02-20 0.79039 N/A 100000.00 459.56 Agency Collateralized Mortgage Obligation GNMA_24-46B N/A 38384MAE7 2052-04-20 0 N/A 264071553.00 284212.10 Agency Collateralized Mortgage Obligation FREMF_20-KF81 N/A 30317LAG3 2027-06-25 14.46262 N/A 67165464.00 15691520.78 Agency Collateralized Mortgage Obligation GNMA_13-34 N/A 38378JP48 2039-12-16 0.35 N/A 18588118.00 4203.28 Agency Collateralized Mortgage Obligation FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K138 N/A 3137H5XX0 2032-01-25 2.979966 N/A 4493000.00 774801.25 Agency Collateralized Mortgage Obligation GNMA_15-10C N/A 38379JEP2 2039-07-20 6.34764 N/A 6195173.00 968498.66 Agency Collateralized Mortgage Obligation GNMA_21-138F N/A 38382XZF5 2051-08-20 3 N/A 153994830.00 12767788.96 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K114 N/A 3137FVNK4 2048-08-25 2.73538 N/A 10500000.00 1373415.57 Agency Collateralized Mortgage Obligation GNMA_24-34 N/A 38381J3A3 2062-07-16 0.2806 N/A 115942657.00 4134168.44 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST FRESB_21-SB87 N/A 30320VAE1 2041-04-25 0.64549 N/A 209249861.00 5068707.39 Agency Collateralized Mortgage Obligation GNMA_22-135E N/A 38383URM4 2052-08-20 0.7059 N/A 66666666.00 5816647.02 Agency Collateralized Mortgage Obligation FHMS_K053 N/A 3137BN6J8 2044-03-25 1.642373 N/A 31894000.00 767422.08 Agency Collateralized Mortgage Obligation GNMA_16-42 N/A 38379V5V2 2045-11-20 0 N/A 32147304.00 280383.52 Agency Collateralized Mortgage Obligation GNMA_23-59B N/A 38383XUJ1 2052-01-20 0 N/A 819363159.00 1824860.58 Agency Collateralized Mortgage Obligation GNMA_23-192C N/A 38384GC81 2053-12-20 0.1059 N/A 100000000.00 2744453.57 Agency Collateralized Mortgage Obligation GNMA_23-98F N/A 38384BYD7 2053-07-20 0.6559 N/A 25000000.00 1229846.70 Agency Collateralized Mortgage Obligation GNMA_24-22D N/A 38384JF25 2051-08-20 0.59039 N/A 61576308.00 6707576.99 Agency Collateralized Mortgage Obligation GNMA_15-1 N/A 38379HR49 2045-01-20 0.14039 N/A 65131833.00 899384.92 Agency Collateralized Mortgage Obligation GNMA_24-22G N/A 38384JF74 2053-06-20 0.8059 N/A 65532218.00 3064244.80 Agency Collateralized Mortgage Obligation GNMA_24-22H N/A 38384JG24 2054-02-20 0 N/A 50000000.00 18170.97 Agency Collateralized Mortgage Obligation FHMS_KS07 N/A 3137BS6G3 2025-09-25 0.603567 N/A 18401000.00 121273.83 Agency Collateralized Mortgage Obligation GNMA_24-46A N/A 38384MAA5 2052-07-20 0 N/A 80698946.00 824125.98 Agency Collateralized Mortgage Obligation FREMF_20-KF80 N/A 30315FAG8 2030-06-25 14.45091 N/A 30239915.00 12216542.04 Agency Collateralized Mortgage Obligation GNMA_21-34 N/A 38380RWN6 2063-03-16 1.45895 N/A 85977069.00 6002363.70 Agency Collateralized Mortgage Obligation GNMA_22-205G N/A 38383HBD0 2052-12-20 0.917 N/A 41244507.00 3063479.39 Agency Collateralized Mortgage Obligation GNMA_12-84F N/A 38375GNU1 2042-07-16 0.60772 N/A 83772143.00 3732414.04 Agency Collateralized Mortgage Obligation GNMA_20-1E N/A 38382CEN7 2050-01-20 0.59039 N/A 19880943.00 1714927.73 Agency Collateralized Mortgage Obligation FREMF_20-KI06 N/A 357091AA5 2025-03-25 7.56679 N/A 25805286.00 4436731.79 Agency Collateralized Mortgage Obligation GNMA_24-46G N/A 38384MAR8 2054-03-20 0 N/A 50000000.00 92669.75 Agency Collateralized Mortgage Obligation GNMA_23-174A N/A 38381JH59 2062-07-16 0.28214 N/A 101556918.00 3613191.81 Agency Collateralized Mortgage Obligation GNMA_23-111J N/A 38384CJS9 2053-08-20 0.6059 N/A 32006617.00 1537455.14 Agency Collateralized Mortgage Obligation GNMA_24-116A N/A 38384QFH6 2054-07-20 1.26357 N/A 90000000.00 3181238.17 Agency Collateralized Mortgage Obligation GNMA_24-79D N/A 38384PBN9 2064-05-20 0 N/A 480000000.00 10577528.64 Agency Collateralized Mortgage Obligation GNMA_12-134A N/A 38378GBM9 2042-11-20 0 N/A 132412992.00 203882.53 Agency Collateralized Mortgage Obligation GNMA_15-20 N/A 38379JHZ7 2045-02-20 0.14039 N/A 57578855.00 524497.30 Agency Collateralized Mortgage Obligation FREMF_21-KF97 N/A 30318DAA3 2030-12-25 13.83643 N/A 35116000.00 12073546.58 Agency Collateralized Mortgage Obligation GNMA_16-1C N/A 38379TYN3 2046-01-20 0.74039 N/A 64912745.00 1410555.84 Agency Collateralized Mortgage Obligation GNMA_23-183D N/A 38384HKV9 2053-12-20 0.6059 N/A 75000000.00 3558692.70 Agency Collateralized Mortgage Obligation FREMF_K-G05 N/A 3137FFXP7 2034-01-25 2.611775 N/A 1625000.00 215063.03 Agency Collateralized Mortgage Obligation GNMA_21-197D N/A 38383DQB7 2051-11-20 2.5 N/A 77840000.00 50609494.96 Agency Collateralized Mortgage Obligation GNMA_24-69C N/A 38384MHE0 2054-04-20 0.0259 N/A 30000000.00 1038116.23 Agency Collateralized Mortgage Obligation FREMF_21-KHG3 N/A 30323AAS3 2028-09-25 7.63643 N/A 8048000.00 6576879.83 Agency Collateralized Mortgage Obligation GNMA_14-37 N/A 38379BAB4 2044-03-20 0.15039 N/A 90727657.00 391876.20 Agency Collateralized Mortgage Obligation FREMF_21-F108 N/A 30319WAE2 2031-02-25 7.7623 N/A 76047000.00 16197791.33 Agency Collateralized Mortgage Obligation GNMA_15-142C N/A 38379QWE1 2045-10-20 0.22039 N/A 50155160.00 1123401.40 Agency Collateralized Mortgage Obligation GNMA_16-33G N/A 38379VN83 2046-03-20 0.64039 N/A 86172451.00 2533562.91 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_22-K140 N/A 30328BAE7 2029-07-25 7.39596 N/A 70480000.00 62309835.33 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K131 N/A 3137H2N91 2031-09-25 2.946516 N/A 20902000.00 3399949.21 Agency Collateralized Mortgage Obligation GNMA_23-70C N/A 38384ADX8 2053-05-20 6.3441 N/A 120057000.00 85863570.40 Agency Collateralized Mortgage Obligation GNMA_21-225C N/A 38383FTX1 2050-03-20 0 N/A 133302452.00 532194.30 Agency Collateralized Mortgage Obligation GNMA_23-85B N/A 38384BKQ3 2053-06-20 0.7059 N/A 50000000.00 1678930.41 Agency Collateralized Mortgage Obligation FHMS_K748 N/A 3137H5YF8 2050-02-25 2.692147 N/A 14432000.00 1478233.04 Agency Collateralized Mortgage Obligation GNMA_24-30H N/A 38384JLW2 2054-02-20 0.5059 N/A 30000000.00 1698384.43 Agency Collateralized Mortgage Obligation FREMF_17-K62 N/A 302949AU6 2027-01-25 0 N/A 108305106.00 76220927.80 Agency Collateralized Mortgage Obligation GNMA_23-59C N/A 38383XUK8 2051-12-20 0 N/A 33039521.00 700174.02 Agency Collateralized Mortgage Obligation FRESB_21-SB91 N/A 30322XAE5 2041-08-25 0.57217 N/A 72000000.00 1804659.53 Agency Collateralized Mortgage Obligation GNMA_21-137 N/A 38382WXZ5 2051-08-20 4.83591 N/A 2601434.00 1976212.92 Agency Collateralized Mortgage Obligation GNMA_18-112A N/A 38380YAD7 2048-08-20 0.74039 N/A 10100000.00 135654.69 Agency Collateralized Mortgage Obligation GNMA_24-22H N/A 38384JK37 2054-02-20 6.5 N/A 100000000.00 98268539.00 Agency Collateralized Mortgage Obligation GNMA_24-28C N/A 38384JAP9 2054-02-20 5 N/A 1607755.00 1387881.26 Agency Collateralized Mortgage Obligation GNMA_23-154A N/A 38384DBW6 2053-10-20 0.9759 N/A 50000000.00 2051261.28 Agency Collateralized Mortgage Obligation GNMA_21-130E N/A 38382WLX3 2051-07-20 0 N/A 39142904.00 805935.49 Agency Collateralized Mortgage Obligation GNMA_24-89A N/A 38384N2G9 2054-05-20 1.8559 N/A 68104006.00 7238292.78 Agency Collateralized Mortgage Obligation GNMA_23-69D N/A 38384AXT5 2053-05-20 0.11 N/A 25000000.00 46776.24 Agency Collateralized Mortgage Obligation GNMA_16-136H N/A 38380BQL2 2045-03-20 3.5 N/A 29386857.00 6126.37 Agency Collateralized Mortgage Obligation GNMA_23-63A N/A 38384ACW1 2053-05-20 6.3441 N/A 25096000.00 21276512.98 Agency Collateralized Mortgage Obligation GNMA_21-97C N/A 38382VKD0 2051-06-20 3 N/A 164169278.00 15817920.18 Agency Collateralized Mortgage Obligation FHMS_K150 N/A 3137H9CC1 2054-10-25 4.435254 N/A 10500000.00 2888707.97 Agency Collateralized Mortgage Obligation GNMA_24-46J N/A 38384MAY3 2053-11-20 6 N/A 9376708.00 9950010.88 Agency Collateralized Mortgage Obligation GNMA_24-34 N/A 38381J2Y2 2056-03-16 2.5 N/A 98063000.00 81601152.77 Agency Collateralized Mortgage Obligation FHMS_K105 N/A 3137FRUM1 2030-06-25 1.919393 N/A 34625000.00 3199886.49 Agency Collateralized Mortgage Obligation GNMA_11-80 N/A 38376LRR2 2041-06-20 0.62039 N/A 167610000.00 379586.80 Agency Collateralized Mortgage Obligation GNMA_23-146F N/A 38384DAV9 2053-10-20 0.3559 N/A 62979008.00 1900427.43 Agency Collateralized Mortgage Obligation GNMA_24-94B N/A 38384PJ50 2054-06-20 0.05 N/A 50000000.00 60903.78 Agency Collateralized Mortgage Obligation GNMA_08-54A N/A 3837427W7 2038-06-16 6.19228 N/A 10000000.00 579795.91 Agency Collateralized Mortgage Obligation FREMF_20-K109 N/A 3137FTG35 2048-05-25 3.384477 N/A 20000000.00 3243647.95 Agency Collateralized Mortgage Obligation GNMA_24-46B N/A 38384MAD9 2052-04-20 0 N/A 281702770.00 1808814.55 Agency Collateralized Mortgage Obligation GNMA_13-34 N/A 38378JK27 2038-04-20 0.35 N/A 22733674.00 3614.52 Agency Collateralized Mortgage Obligation GNMA_14-41 N/A 38379AX96 2044-03-16 1.30772 N/A 30000000.00 284859.93 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K130 N/A 3137H1YY6 2048-08-25 3.096696 N/A 6942158.00 1188189.07 Agency Collateralized Mortgage Obligation GNMA_24-46E N/A 38384MAL1 2048-12-20 0.1 N/A 17641475.00 78606.97 Agency Collateralized Mortgage Obligation GNMA_11-69 N/A 38377VE77 2041-05-20 0 N/A 2855000.00 8329.28 Agency Collateralized Mortgage Obligation GNMA_24-22D N/A 38384JF33 2051-08-20 0.25 N/A 31792013.00 409711.72 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K110 N/A 3137FTZT7 2053-06-25 3.403859 N/A 9600000.00 1523957.27 Agency Collateralized Mortgage Obligation GNMA_24-69B N/A 38384MHA8 2054-04-20 0.05 N/A 24744000.00 36063.98 Agency Collateralized Mortgage Obligation FHMS_K085 N/A 3137FKJF4 2045-12-25 2.314284 N/A 4265750.00 361665.52 Agency Collateralized Mortgage Obligation FHLMC_K056 N/A 3137BQYW1 2026-06-25 2.116747 N/A 2393000.00 92135.18 Agency Collateralized Mortgage Obligation GNMA_22-9A N/A 38383FN33 2052-01-20 2.5 N/A 100000000.00 69732496.88 Agency Collateralized Mortgage Obligation GNMA_23-122C N/A 38384CT74 2053-08-20 1.1559 N/A 62500000.00 2605665.55 Agency Collateralized Mortgage Obligation GNMA_24-94C N/A 38384PK66 2054-06-20 1.3059 N/A 100000000.00 10309381.57 Agency Collateralized Mortgage Obligation GNMA_08-40 N/A 38375QLD9 2038-05-16 6.09228 N/A 20332466.00 580172.31 Agency Collateralized Mortgage Obligation GNMA_23-168A N/A 38384D7W1 2053-11-20 0.01 N/A 50000000.00 8613.26 Agency Collateralized Mortgage Obligation GNMA_21-86F N/A 38382QPX2 2051-05-20 4.79796 N/A 4900000.00 3051543.23 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K097 N/A 3137FNX88 2046-09-25 2.018256 N/A 17926832.00 1573561.38 Agency Collateralized Mortgage Obligation GNMA_24-22H N/A 38384JG40 2054-02-20 0 N/A 150000000.00 3344588.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-106 N/A 38376JAK0 2039-11-20 0.89039 N/A 142784000.00 448925.99 Agency Collateralized Mortgage Obligation GNMA_20-102D N/A 38382HGF1 2050-07-20 0.74039 N/A 3328000.00 159917.68 Agency Collateralized Mortgage Obligation FRESB_21-SB90 N/A 30322KAJ2 2041-06-25 1.15698 N/A 145462875.00 2969950.90 Agency Collateralized Mortgage Obligation GNMA_21-86J N/A 38382QQF0 2051-05-20 4.77739 N/A 18500000.00 11501247.93 Agency Collateralized Mortgage Obligation GNMA_22-25K N/A 38383G2T7 2052-02-20 0 N/A 14504323.00 884349.00 Agency Collateralized Mortgage Obligation GNMA_24-46G N/A 38384MAS6 2054-03-20 0 N/A 80000000.00 2515558.78 Agency Collateralized Mortgage Obligation GNMA_24-62C N/A 38384MDV6 2054-04-20 6.5 N/A 4769204.00 4538252.82 Agency Collateralized Mortgage Obligation GNMA_23-146G N/A 38384DAY3 2053-10-20 1.0059 N/A 138461541.00 8866963.13 Agency Collateralized Mortgage Obligation GNMA_22-129B N/A 38383UCT5 2052-07-20 5 N/A 20000000.00 16604387.36 Agency 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3136AJCJ3 2044-02-25 6 N/A 21709187.00 370984.41 Agency Collateralized Mortgage Obligation GNMA_21-27B N/A 38382NJZ1 2051-02-20 5.85166 N/A 5040432.00 3692193.68 Agency Collateralized Mortgage Obligation GNMA_22-119A N/A 38383UAT7 2052-07-20 0 N/A 58146967.00 1008148.30 Agency Collateralized Mortgage Obligation GNMA_19-153B N/A 38382BRK1 2049-12-20 0.59039 N/A 11185079.00 518677.04 Agency Collateralized Mortgage Obligation GNMA_24-116A N/A 38384QFG8 2054-07-20 1.26357 N/A 60000000.00 2120825.45 Agency Collateralized Mortgage Obligation FREMF_21-F119 N/A 30323LAE0 2031-07-25 11.73643 N/A 13000000.00 5643239.10 Agency Collateralized Mortgage Obligation GNMA_24-22J N/A 38384JG65 2054-02-20 5 N/A 1000000.00 981309.53 Agency Collateralized Mortgage Obligation GNMA_14-94 N/A 38379CZU3 2038-02-20 0.2 N/A 20173198.00 8532.74 Agency Collateralized Mortgage Obligation GNMA_23-140B N/A 38384ETP0 2053-09-20 0.03 N/A 27598380.00 15672.35 Agency Collateralized Mortgage Obligation FREMF_18-KF53 N/A 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Securities FNMS 05.500 CLBY8872 N/A 3140NR2E5 2053-09-01 5.5 N/A 3001.00 2981.92 Agency Mortgage-Backed Securities FNMS 05.500 CLBY1068 N/A 3140NHFJ2 2053-04-01 5.5 N/A 1000.00 849.15 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4306 N/A 31418DYC0 2051-04-01 2.5 N/A 3550808.00 2143565.33 Agency Mortgage-Backed Securities FNMS 06.500 CLBX6397 N/A 3140NBDB4 2053-01-01 6.5 N/A 1000.00 907.80 Agency Mortgage-Backed Securities 04.000 FGPC Q48678 G N/A 3132WNUC4 2047-06-01 4 N/A 1314138.00 432686.96 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8824 N/A 3133C9YV9 2053-08-01 6 N/A 1000.00 1007.07 Agency Mortgage-Backed Securities FNMS 03.000 CLCA7747 N/A 3140QFTD1 2050-11-01 3 N/A 3000.00 1796.09 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1359 N/A 3140N5QM9 2052-11-01 5.5 N/A 1000.00 988.82 Agency Mortgage-Backed Securities FEPC 05.500 CLQH1440 N/A 3133CDS54 2053-09-01 5.5 N/A 1000.00 908.92 Agency Mortgage-Backed Securities FNMS 06.000 CLBY4521 N/A 3140NMAX5 2053-08-01 6 N/A 5000.00 5121.24 Agency Mortgage-Backed Securities FEPC 06.000 CLQG9236 N/A 3133CAHM5 2053-08-01 6 N/A 1000.00 995.15 Agency Mortgage-Backed Securities FNMS 04.000 CLBC2042 N/A 3140EWHU2 2046-03-01 4 N/A 4465482.00 630670.18 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0922 N/A 3133C1AX8 2053-04-01 5 N/A 3001.00 2930.79 Agency Mortgage-Backed Securities 04.500 FGPC Q48675 G N/A 3132WNT93 2047-06-01 4.5 N/A 2000.00 829.74 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2431 N/A 3140JWVZ0 2049-07-01 3.5 N/A 2002.00 496.73 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8651 N/A 3140N1TH6 2052-08-01 5 N/A 3001.00 2423.94 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8831 N/A 3140QUY59 2054-07-01 5.5 N/A 12738286.00 12905652.65 Agency Mortgage-Backed Securities FNMS 02.500 CJMA3948 N/A 31418DL67 2035-01-01 2.5 N/A 1000.00 178.70 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9388 N/A 3140N2NE7 2052-09-01 5 N/A 1000.00 863.95 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6270 N/A 3140X96G5 2051-03-01 2 N/A 1000.00 592.32 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3972 N/A 3140XKMW7 2051-04-01 3 N/A 1000.00 778.48 Agency Mortgage-Backed Securities FNMS 04.000 CTCA2074 N/A 3140Q9JU8 2038-07-01 4 N/A 1008.00 258.03 Agency Mortgage-Backed Securities FNMS 04.000 CLBH0358 N/A 3140GNMG5 2047-04-01 4 N/A 7812118.00 1529418.28 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8784 N/A 3140N1XN8 2052-09-01 5 N/A 2000.00 1937.12 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8113 N/A 3140K4AP5 2049-11-01 3.5 N/A 1000.00 413.04 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9420 N/A 3133KRPD0 2053-07-01 5 N/A 1024.00 999.29 Agency Mortgage-Backed Securities FNMS 02.500 CTFS0697 N/A 3140XFX30 2042-02-01 2.5 N/A 1000.00 691.37 Agency Mortgage-Backed Securities FNMS 05.500 CKAE0978 N/A 31419BCQ6 2040-06-01 5.5 N/A 1098.00 34.28 Agency Mortgage-Backed Securities FNMS 05.500 CL190367 N/A 31368HMQ3 2036-01-01 5.5 N/A 4369.00 41.47 Agency Mortgage-Backed Securities 03.500 FGPC G67703 G N/A 3132XCRY3 2047-04-01 3.5 N/A 2000.00 524.44 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8632 N/A 3133BJSV5 2052-08-01 5 N/A 1000.00 853.13 Agency Mortgage-Backed Securities FEPC 06.500 CLQF6513 N/A 3133BUGW1 2053-01-01 6.5 N/A 1000.00 701.77 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7983 N/A 3140QF2R9 2050-12-01 2 N/A 2032.00 1218.37 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4653 N/A 31418EE30 2052-07-01 3 N/A 1000.00 787.96 Agency Mortgage-Backed Securities FNMS 05.000 CLBN0714 N/A 3140JGYL3 2048-09-01 5 N/A 1000.00 668.59 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8281 N/A 3140K4FX3 2049-11-01 3.5 N/A 2002.00 802.15 Agency Mortgage-Backed Securities FEPC 06.000 CLQG1936 N/A 3133C2EH7 2053-05-01 6 N/A 1000.00 1020.65 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8799 N/A 3133BJX49 2052-09-01 5 N/A 1000.00 935.30 Agency Mortgage-Backed Securities FNMS 03.000 CLBO1314 N/A 3140JVN81 2049-08-01 3 N/A 1000.00 392.57 Agency Mortgage-Backed Securities FNMS 06.000 CLBX8918 N/A 3140ND4C8 2053-05-01 6 N/A 5001.00 4569.92 Agency Mortgage-Backed Securities FNMS 07.000 CLDB0214 N/A 3140A9GY0 2054-01-01 7 N/A 1276493.00 1354094.84 Agency Mortgage-Backed Securities FNMS 05.000 I4BF0136 N/A 3140FXEJ7 2056-08-01 5 N/A 8252000.00 2299007.42 Agency Mortgage-Backed Securities FNMS 04.000 CTBC3651 N/A 3140EYBV2 2035-12-01 4 N/A 1953928.00 377086.68 Agency Mortgage-Backed Securities FNMS 06.500 CLDB1542 N/A 3140AAWC7 2054-04-01 6.5 N/A 24441.00 24607.67 Agency Mortgage-Backed Securities FNMS 06.500 NP885032 N/A 31410CHH8 2036-05-01 6.5 N/A 1024.00 2.23 Agency Mortgage-Backed Securities FNMS 06.000 CL781592 N/A 31404XKD5 2034-10-01 6 N/A 1008.00 51.14 Agency Mortgage-Backed Securities FNMS 04.000 CLBW3665 N/A 3140MVCB2 2052-07-01 4 N/A 1000.00 846.88 Agency Mortgage-Backed Securities 03.500 FGPC U90887 G N/A 3132H36Y4 2043-02-01 3.5 N/A 1000.00 174.16 Agency Mortgage-Backed Securities FNMS 07.500 CLDA8223 N/A 3140YWD59 2054-01-01 7.5 N/A 1000.00 915.55 Agency Mortgage-Backed Securities FNMS 04.500 CTAD9639 N/A 31418XV96 2030-08-01 4.5 N/A 50441787.00 2367620.50 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6545 N/A 3140XNHX5 2053-12-01 6 N/A 2016.00 1998.99 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7760 N/A 3133BHTR7 2052-07-01 5 N/A 2001.00 1886.70 Agency Mortgage-Backed Securities 04.500 FGPC U99195 G N/A 3132H7GD0 2044-03-01 4.5 N/A 1000.00 556.27 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6177 N/A 3133A02J2 2050-01-01 3.5 N/A 1000.00 480.17 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5777 N/A 3140NAM34 2052-12-01 6 N/A 3000.00 3003.40 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6723 N/A 3140NBPH8 2053-02-01 5.5 N/A 1000.00 833.17 Agency Mortgage-Backed Securities FNMS 04.000 CLAS0315 N/A 3138W9K58 2043-08-01 4 N/A 1000.00 63.24 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3666 N/A 3140QBCC0 2049-06-01 4 N/A 1000.00 287.35 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2685 N/A 3140JW6X3 2049-07-01 3.5 N/A 1001.00 353.63 Agency Mortgage-Backed Securities 04.500 FGPC A97806 G N/A 312946U79 2041-03-01 4.5 N/A 1000.00 155.96 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1004 N/A 3133BNDH3 2052-10-01 5 N/A 1000.00 731.99 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0710 N/A 3142GQYG1 2054-01-01 6.5 N/A 1000.00 1011.85 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8076 N/A 3140N06N0 2052-08-01 5 N/A 2001.00 1927.48 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1882 N/A 3140MTCU5 2053-06-01 4.5 N/A 3001.00 2843.28 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1714 N/A 3140MS3Y9 2052-08-01 5 N/A 3001.00 2906.40 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7956 N/A 3133BVZV0 2053-02-01 6 N/A 1000.00 1018.40 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8729 N/A 3133C9VW0 2053-08-01 6.5 N/A 1000.00 932.73 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7224 N/A 3140XPA25 2054-02-01 6 N/A 45447803.00 44828269.25 Agency Mortgage-Backed Securities FNMS 05.000 CLBV8001 N/A 3140MM3K2 2052-08-01 5 N/A 1000.00 781.18 Agency Mortgage-Backed Securities FNMS 06.000 CLBY0727 N/A 3140NGYZ7 2053-05-01 6 N/A 1000.00 939.27 Agency Mortgage-Backed Securities FEPC 06.500 CLSD3501 N/A 3132DQ3J3 2053-05-01 6.5 N/A 3874847.00 3883214.43 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1778 N/A 3132DN6P3 2052-11-01 5.5 N/A 1000.00 890.35 Agency Mortgage-Backed Securities 04.500 FGPC Q24959 G N/A 3132M5E81 2044-02-01 4.5 N/A 3090.00 275.72 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5388 N/A 31418E7A2 2054-06-01 5.5 N/A 1024.00 1013.58 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9215 N/A 3133BKGY9 2052-09-01 5 N/A 1002.00 883.87 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3676 N/A 3132E0CM2 2053-08-01 6 N/A 1000.00 986.24 Agency Mortgage-Backed Securities 06.000 FGPC G04303 G N/A 3128M6DG0 2038-04-01 6 N/A 3203.00 40.14 Agency Mortgage-Backed Securities FNMS 04.500 CLBD3601 N/A 3140FBAB6 2048-05-01 4.5 N/A 12743768.00 930761.03 Agency Mortgage-Backed Securities 05.500 FGPC L10220 G N/A 3128DHG57 2034-01-01 5.5 N/A 1023.00 5.54 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3206 N/A 3131Y9R39 2049-02-01 4.5 N/A 2000.00 769.43 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9016 N/A 3140NSAS3 2053-08-01 6.5 N/A 1000.00 1037.21 Agency Mortgage-Backed Securities FNMS 04.000 CQMA1169 N/A 31418AJP4 2042-08-01 4 N/A 935000.00 106653.11 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5877 N/A 3133A0Q64 2049-12-01 3.5 N/A 2000.00 842.07 Agency Mortgage-Backed Securities FNMS 07.000 CLDB0983 N/A 3140AACV7 2054-04-01 7 N/A 1050890.00 1104278.07 Agency Mortgage-Backed Securities FNMS 07.000 CLDB2406 N/A 3140ABU86 2054-06-01 7 N/A 1228006.00 1276866.85 Agency Mortgage-Backed Securities FNMS 06.500 CLDB8762 N/A 3140AJWY0 2054-08-01 6.5 N/A 4000.00 4173.54 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2906 N/A 3140XJGQ0 2052-09-01 5 N/A 1000.00 856.08 Agency Mortgage-Backed Securities 05.000 FGPC Q58718 G N/A 3132Y2VL7 2048-09-01 5 N/A 1000.00 352.79 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4355 N/A 31418DZV7 2051-06-01 2 N/A 1000.00 649.54 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0962 N/A 3133BNB77 2052-09-01 5 N/A 2000.00 1729.66 Agency Mortgage-Backed Securities FNMS 04.000 CLAV2874 N/A 3138XEFQ6 2043-12-01 4 N/A 14539261.00 2469052.26 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9307 N/A 3133BKKU2 2052-09-01 5 N/A 1000.00 733.21 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1373 N/A 31418AQ35 2043-03-01 3.5 N/A 1000.00 181.44 Agency Mortgage-Backed Securities FNMS 05.500 CLDB3698 N/A 3140ADDC2 2054-07-01 5.5 N/A 1000.00 1002.54 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9291 N/A 3133BKKC2 2052-09-01 5 N/A 1000.00 769.64 Agency Mortgage-Backed Securities FEPC 03.000 CLQA4352 N/A 31339UZR4 2049-11-01 3 N/A 1000.00 423.99 Agency Mortgage-Backed Securities FNMS 06.000 CL995301 N/A 31416BU22 2038-11-01 6 N/A 1120.00 17.76 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0638 N/A 3131Y6V71 2043-02-01 3.5 N/A 1886240.00 258762.28 Agency Mortgage-Backed Securities 04.500 FGPC D98375 G N/A 3128E5JU4 2030-07-01 4.5 N/A 2079.00 81.80 Agency Mortgage-Backed Securities FEPC 02.000 CLQC9420 N/A 3133AUPD4 2051-10-01 2 N/A 1000.00 612.94 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8015 N/A 3140XP3Z0 2053-07-01 6 N/A 1024.00 1035.44 Agency Mortgage-Backed Securities FNMS 03.500 CLBV5162 N/A 3140MJWY7 2052-03-01 3.5 N/A 3000.00 2443.92 Agency Mortgage-Backed Securities 04.000 FGPC Q63189 G N/A 3132VPRK6 2049-04-01 4 N/A 1000.00 449.17 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6032 N/A 3140HKV21 2048-11-01 4.5 N/A 901482.00 481611.68 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7496 N/A 3133BHKH8 2052-08-01 4.5 N/A 1001.00 778.44 Agency Mortgage-Backed Securities 04.000 FGPC Q48899 G N/A 3132WN3H3 2047-06-01 4 N/A 1000.00 329.07 Agency Mortgage-Backed Securities FNMS 03.500 CRAB7012 N/A 31417DYJ6 2042-11-01 3.5 N/A 2000.00 246.52 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3337 N/A 3140QAV72 2049-03-01 4 N/A 1000.00 678.89 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4486 N/A 3140M56Y6 2054-03-01 6 N/A 1000.00 1010.65 Agency Mortgage-Backed Securities FNMS 06.000 CLBX3442 N/A 3140N7ZG8 2052-11-01 6 N/A 1000.00 739.53 Agency Mortgage-Backed Securities FEPC 06.500 CLQF4791 N/A 3133BSKC5 2052-12-01 6.5 N/A 1000.00 923.51 Agency Mortgage-Backed Securities 04.000 FGPC Q29169 G N/A 3132M92A1 2044-10-01 4 N/A 1000.00 133.14 Agency Mortgage-Backed Securities 2 5/8 NOTE G 26 N/A 9128286A3 2026-01-31 2.625 N/A 100.00 97.22 U.S. Treasuries (including strips) FEPC 06.000 CLQG1280 N/A 3133C1M56 2053-04-01 6 N/A 1255420.00 1161235.17 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7794 N/A 3140K3UU4 2049-12-01 3.5 N/A 1000.00 413.48 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8410 N/A 3131Y3KX3 2048-09-01 4.5 N/A 1000.00 88.92 Agency Mortgage-Backed Securities FEPC 05.500 CISB8261 N/A 3132D6FA3 2038-10-01 5.5 N/A 1008.00 832.50 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0696 N/A 3140JGX26 2048-09-01 4.5 N/A 1000.00 308.58 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2032 N/A 3140QMHJ6 2051-11-01 2 N/A 44129642.00 30074579.72 Agency Mortgage-Backed Securities 04.000 FGPC Q57476 G N/A 3132Y1JW9 2048-07-01 4 N/A 1003.00 394.55 Agency Mortgage-Backed Securities FNMS 06.000 CL982357 N/A 31415BZW2 2038-05-01 6 N/A 1024.00 28.22 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7754 N/A 3133BVTK1 2053-02-01 5.5 N/A 1000.00 752.21 Agency Mortgage-Backed Securities FNMS 04.000 CLBC5201 N/A 3140F0X74 2046-01-01 4 N/A 1466671.00 344292.04 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7250 N/A 3131Y2BT4 2048-07-01 4.5 N/A 3001.00 885.72 Agency Mortgage-Backed Securities FEPC 03.500 CLQA7048 N/A 3133A1ZM7 2050-02-01 3.5 N/A 1000.00 522.40 Agency Mortgage-Backed Securities 05.500 FGPC N31136 G N/A 31281BHM5 2034-09-01 5.5 N/A 1024.00 2.11 Agency Mortgage-Backed Securities FEPC 03.500 CLQA9986 N/A 3133A5CX9 2050-05-01 3.5 N/A 1000.00 527.79 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0512 N/A 3133BMR98 2052-09-01 5 N/A 1000.00 968.47 Agency Mortgage-Backed Securities FNMS 03.500 CRAB6282 N/A 31417C6U4 2042-09-01 3.5 N/A 3000.00 281.23 Agency Mortgage-Backed Securities FEPC 04.000 CLZL2854 N/A 3131XJE32 2042-03-01 4 N/A 1000.00 65.33 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4257 N/A 3131YAWS5 2049-03-01 4.5 N/A 1008.00 230.87 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8272 N/A 3133KQFM3 2053-01-01 6 N/A 34032829.00 32266555.13 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1124 N/A 31334XG94 2049-07-01 3.5 N/A 1000.00 364.92 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7990 N/A 3133C82X2 2053-07-01 6.5 N/A 1000.00 925.29 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1535 N/A 3140N5V50 2052-10-01 5.5 N/A 1000.00 984.78 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2171 N/A 3140X5MV2 2049-07-01 4 N/A 118020199.00 38281710.67 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4800 N/A 3138WEKN8 2045-04-01 3.5 N/A 1024.00 269.60 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4577 N/A 31418ECP3 2052-04-01 2 N/A 1000.00 719.66 Agency Mortgage-Backed Securities FNMS 07.000 CLDA3463 N/A 3140A3Z55 2053-11-01 7 N/A 1000.00 815.67 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7934 N/A 3140N0Y82 2052-08-01 5 N/A 3000.00 2906.39 Agency Mortgage-Backed Securities FNMS 07.000 CLDA1095 N/A 3140A1GD3 2053-12-01 7 N/A 8003.00 8392.56 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6929 N/A 3140XNVX9 2050-11-01 2.5 N/A 5000.00 4073.16 Agency Mortgage-Backed Securities FNMS 03.500 CLBO3076 N/A 3140JXM21 2049-08-01 3.5 N/A 1000.00 548.78 Agency Mortgage-Backed Securities FNMS 04.000 CLAO0210 N/A 3138LQGU2 2042-05-01 4 N/A 1008.00 73.78 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8383 N/A 3140QUJ56 2054-04-01 5.5 N/A 1008.00 1005.14 Agency Mortgage-Backed Securities FNMS 04.500 CLBE8436 N/A 3140FULS5 2047-04-01 4.5 N/A 8418319.00 1338518.31 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5506 N/A 3133BFDK3 2052-07-01 5 N/A 1000.00 908.03 Agency Mortgage-Backed Securities FEPC 04.000 CLRA3586 N/A 3133KJ6X5 2050-09-01 4 N/A 1000.00 287.67 Agency Mortgage-Backed Securities FNMS 02.500 CLBR6304 N/A 3140L5AE6 2051-04-01 2.5 N/A 1000.00 715.01 Agency Mortgage-Backed Securities FNMS 06.500 CLBX9789 N/A 3140NE2X2 2053-04-01 6.5 N/A 3000.00 2759.82 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4633 N/A 3140X8EF0 2050-10-01 2 N/A 2000.00 1200.00 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5341 N/A 31418E5B2 2054-04-01 4 N/A 1000.00 918.13 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6298 N/A 3133BF7K0 2052-07-01 5 N/A 1000.00 847.74 Agency Mortgage-Backed Securities FNMS 03.500 CLAB9774 N/A 31417G2G0 2043-07-01 3.5 N/A 1024.00 140.59 Agency Mortgage-Backed Securities 06.000 FGPC H09062 G N/A 3128UNB76 2037-08-01 6 N/A 1024.00 2.40 Agency Mortgage-Backed Securities FNMS 02.500 CTCB0470 N/A 3140QKQY7 2041-05-01 2.5 N/A 1000.00 662.58 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8141 N/A 3133BWBJ1 2053-02-01 5.5 N/A 1000.00 989.46 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1057 N/A 3140N5E75 2052-12-01 5.5 N/A 4000.00 3885.80 Agency Mortgage-Backed Securities FNMS 07.000 CL928603 N/A 31412LU40 2037-08-01 7 N/A 38249929.00 1328727.47 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4629 N/A 3140J9EB3 2048-10-01 4 N/A 1000.00 283.70 Agency Mortgage-Backed Securities FEPC 07.000 CLQI9133 N/A 3133WGEE1 2054-06-01 7 N/A 1000.00 1057.39 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0740 N/A 3133BMZD0 2052-09-01 5 N/A 2000.00 1739.03 Agency Mortgage-Backed Securities FEPC 03.500 CLQA4356 N/A 31339UZV5 2049-11-01 3.5 N/A 1000.00 560.60 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3548 N/A 3140XJ5J8 2052-12-01 6 N/A 1008.00 865.02 Agency Mortgage-Backed Securities FNMS 04.500 CLBH7778 N/A 3140GWUC5 2047-08-01 4.5 N/A 1000.00 152.67 Agency Mortgage-Backed Securities FNMS 03.500 CLFM9416 N/A 3140XDPA8 2045-07-01 3.5 N/A 59517120.00 35401619.61 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8364 N/A 3140XQJJ7 2054-06-01 6 N/A 41377930.00 42217822.75 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5491 N/A 3140XMC53 2052-07-01 3 N/A 49814823.00 40795023.12 Agency Mortgage-Backed Securities FNMS 06.500 CLBY4322 N/A 3140NLYU7 2053-06-01 6.5 N/A 1000.00 759.63 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8026 N/A 3131Y24K1 2048-09-01 4.5 N/A 2001.00 656.63 Agency Mortgage-Backed Securities FNMS 05.500 CLDB6449 N/A 3140AGEX8 2054-06-01 5.5 N/A 1148123.00 1155640.75 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8943 N/A 3138WJ5D6 2047-03-01 3 N/A 1027.00 241.27 Agency Mortgage-Backed Securities 04.000 FGPC Q57312 G N/A 3132Y1DS4 2048-05-01 4 N/A 1000.00 162.33 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2139 N/A 3140NJLV4 2053-06-01 6.5 N/A 3001.00 3116.72 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4959 N/A 3131XYQL6 2047-11-01 4.5 N/A 1000.00 327.57 Agency Mortgage-Backed Securities 04.000 FGPC Q44618 G N/A 3132WJDY4 2046-11-01 4 N/A 1000.00 265.29 Agency Mortgage-Backed Securities FEPC 03.500 CLZA4212 N/A 31329MVD9 2043-04-01 3.5 N/A 1000.00 287.21 Agency Mortgage-Backed Securities FNMS 03.000 CLBV2674 N/A 3140MF6L2 2052-03-01 3 N/A 268084.00 188072.97 Agency Mortgage-Backed Securities FNMS 03.000 CLCB4106 N/A 3140QPR41 2052-07-01 3 N/A 1000.00 771.05 Agency Mortgage-Backed Securities 04.000 FGPC Q62733 G N/A 3132VPBB3 2049-04-01 4 N/A 1000.00 272.63 Agency Mortgage-Backed Securities FEPC 06.500 CLQH1509 N/A 3133CDVA9 2053-09-01 6.5 N/A 4000.00 4120.95 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8004 N/A 3140XP3N7 2053-10-01 6 N/A 50590359.00 51203415.58 Agency Mortgage-Backed Securities FNMS 03.500 CLBD2440 N/A 3140F9WA9 2047-01-01 3.5 N/A 160981.00 29650.94 Agency Mortgage-Backed Securities FEPC 04.000 3VZA3578 N/A 31329L6P2 2042-06-01 4 N/A 3085.00 81.28 Agency Mortgage-Backed Securities BILL 06/12/25 N/A 912797LN5 2025-06-12 0 N/A 49999800.00 47975258.10 U.S. Treasuries (including strips) FEPC 05.000 CLQE9074 N/A 3133BKCK3 2052-09-01 5 N/A 3001.00 2829.68 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8374 N/A 3140QUJU1 2054-04-01 7 N/A 39627449.00 38495217.85 Agency Mortgage-Backed Securities FEPC 06.000 CLQF8411 N/A 3133BWKY8 2053-02-01 6 N/A 2000.00 1974.52 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4020 N/A 31418DPE6 2050-05-01 3 N/A 1000.00 276.08 Agency Mortgage-Backed Securities FNMS 03.500 CLFM6039 N/A 3140X9V93 2050-06-01 3.5 N/A 1024.00 367.44 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4183 N/A 3131XXUG4 2047-09-01 4.5 N/A 1000.00 285.56 Agency Mortgage-Backed Securities FEPC 04.500 CLSD5182 N/A 3132DSXK3 2054-03-01 4.5 N/A 4096.00 3918.43 Agency Mortgage-Backed Securities FNMS 05.500 CLAC6616 N/A 31417TK64 2039-11-01 5.5 N/A 3108.00 88.12 Agency Mortgage-Backed Securities FEPC 02.500 CLSD5368 N/A 3132DS6D9 2052-07-01 2.5 N/A 102358.00 84826.47 Agency Mortgage-Backed Securities 05.000 FGPC Q58538 G N/A 3132Y2PY6 2048-09-01 5 N/A 1000.00 487.84 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9271 N/A 3133KRJQ8 2053-06-01 5.5 N/A 1000.00 949.79 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5314 N/A 3140QQ3Y9 2052-12-01 6 N/A 1000.00 935.11 Agency Mortgage-Backed Securities FEPC 03.500 CLQA4224 N/A 31339UVR8 2049-11-01 3.5 N/A 1000.00 477.78 Agency Mortgage-Backed Securities 04.000 FGPC Q37989 G N/A 3132QU2X0 2045-12-01 4 N/A 1000.00 150.69 Agency Mortgage-Backed Securities FEPC 05.000 CLQG1633 N/A 3133C1Y61 2053-04-01 5 N/A 1001.00 971.61 Agency Mortgage-Backed Securities FNMS 03.500 CQMA1372 N/A 31418AQ27 2043-02-01 3.5 N/A 2000.00 325.75 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2354 N/A 3140JWTL4 2049-11-01 3.5 N/A 1000.00 635.83 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0108 N/A 3140NGDN7 2053-05-01 5 N/A 1482934.00 1343955.32 Agency Mortgage-Backed Securities FEPC 05.500 CLQG1048 N/A 3133C1EV8 2053-04-01 5.5 N/A 1000.00 872.31 Agency Mortgage-Backed Securities 04.000 FGPC Q46150 G N/A 3132WKZQ4 2047-02-01 4 N/A 1008.00 315.08 Agency Mortgage-Backed Securities FNMS 06.000 CLBX7290 N/A 3140NCC49 2053-06-01 6 N/A 1001.00 1020.04 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1381 N/A 31334XRA9 2049-07-01 3.5 N/A 3000.00 1283.44 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1844 N/A 3140N6BN1 2052-12-01 5.5 N/A 1001.00 943.81 Agency Mortgage-Backed Securities 06.000 FGPC H02223 G N/A 3128MUPG4 2038-01-01 6 N/A 1024.00 4.12 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5192 N/A 31418EXW5 2053-11-01 6.5 N/A 1000.00 925.95 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8165 N/A 3133BJCA8 2052-08-01 5 N/A 3000.00 2595.29 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3248 N/A 3140QNTE2 2052-04-01 3.5 N/A 1008.00 806.41 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6915 N/A 3140QSVH1 2053-08-01 5.5 N/A 1024.00 969.36 Agency Mortgage-Backed Securities FNMS 02.000 CIFM7936 N/A 3140XBZA1 2036-07-01 2 N/A 1000.00 656.66 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2368 N/A 3140JWT26 2049-11-01 3.5 N/A 1000.00 371.93 Agency Mortgage-Backed Securities FEPC 04.500 CLQE9651 N/A 3133BKWL9 2052-09-01 4.5 N/A 2000.00 1332.57 Agency Mortgage-Backed Securities FNMS 05.500 CLDA8127 N/A 3140YWA52 2054-02-01 5.5 N/A 1008.00 971.48 Agency Mortgage-Backed Securities FNMS 05.000 CLBV5072 N/A 3140MJT62 2052-07-01 5 N/A 2001.00 1657.07 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8079 N/A 3140XP6R5 2053-06-01 5 N/A 28381120.00 27379103.61 Agency Mortgage-Backed Securities FNMS 06.500 CLDA3971 N/A 3140A4MV0 2053-11-01 6.5 N/A 3001.00 3116.11 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5192 N/A 3140XLXW3 2053-06-01 5.5 N/A 1000.00 916.91 Agency Mortgage-Backed Securities FEPC 06.500 CLQG9837 N/A 3133CA4W7 2053-08-01 6.5 N/A 1000.00 962.07 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0230 N/A 3133BMHF5 2052-09-01 5 N/A 3001.00 2907.16 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8013 N/A 3140QF3X5 2050-12-01 2 N/A 1000.00 602.82 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8519 N/A 3140QGPD3 2051-01-01 2 N/A 4098.00 2431.62 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4627 N/A 3140QQD93 2052-09-01 5 N/A 1092544.00 876439.94 Agency Mortgage-Backed Securities 05.000 FGPC Q62208 G N/A 3132VNN25 2049-03-01 5 N/A 1000.00 364.23 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2535 N/A 3140XHY92 2052-08-01 2.5 N/A 1000.00 751.26 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0006 N/A 3133BMAF2 2052-08-01 5 N/A 4000.00 3855.97 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8899 N/A 3133BJ3G5 2052-09-01 5 N/A 2002.00 1236.99 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6481 N/A 3140QSFX4 2053-06-01 5.5 N/A 10812896.00 10358967.35 Agency Mortgage-Backed Securities FNMS 07.500 CLDA5606 N/A 3140A6GQ3 2054-01-01 7.5 N/A 1000.00 1042.34 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0714 N/A 3140QKYL6 2051-06-01 2 N/A 46984769.00 30213587.66 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8902 N/A 3133C93K7 2053-08-01 6 N/A 1000.00 1014.66 Agency Mortgage-Backed Securities FNMS 04.500 CLBX2509 N/A 3140N6YF3 2052-11-01 4.5 N/A 2001.00 1882.03 Agency Mortgage-Backed Securities FNMS 03.500 CRAU6940 N/A 3138X6WA9 2043-10-01 3.5 N/A 1008.00 229.21 Agency Mortgage-Backed Securities 06.500 FGPC H09173 G N/A 3128UNFN7 2037-10-01 6.5 N/A 1024.00 6.32 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6043 N/A 3133A0WC4 2050-01-01 3.5 N/A 4002.00 1867.45 Agency Mortgage-Backed Securities FNMS 03.000 CIBV5617 N/A 3140MKG30 2037-06-01 3 N/A 1000.00 719.05 Agency Mortgage-Backed Securities FNMS 03.000 CIBT4423 N/A 3140LS4H6 2036-11-01 3 N/A 1000.00 786.32 Agency Mortgage-Backed Securities FNMS 03.500 U3BF0208 N/A 3140FXGS5 2042-02-01 3.5 N/A 1718184.00 507970.54 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0555 N/A 31334WTL5 2049-06-01 4.5 N/A 1000.00 181.14 Agency Mortgage-Backed Securities 04.500 FGPC Q63996 G N/A 3132VQNN2 2049-05-01 4.5 N/A 2000.00 1303.86 Agency Mortgage-Backed Securities FNMS 07.000 CLDB1399 N/A 3140AARV1 2054-04-01 7 N/A 1151440.00 1207451.67 Agency Mortgage-Backed Securities FEPC 06.500 CLQF9069 N/A 3133BXCE9 2053-03-01 6.5 N/A 2001.00 1699.66 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2199 N/A 3140N6NR9 2052-11-01 5 N/A 1001.00 968.10 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7890 N/A 3138WHXU1 2046-09-01 3 N/A 1000.00 151.67 Agency Mortgage-Backed Securities FNMS 03.000 CLCA7386 N/A 3140QFF46 2050-10-01 3 N/A 5000.00 2972.99 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9568 N/A 3133KRTZ7 2053-08-01 6 N/A 1024.00 964.73 Agency Mortgage-Backed Securities FNMS 05.000 CLBV7941 N/A 3140MMZF8 2052-08-01 5 N/A 1000.00 903.46 Agency Mortgage-Backed Securities FNMS 05.000 CNMA5128 N/A 31418EVW7 2033-08-01 5 N/A 1000.00 760.84 Agency Mortgage-Backed Securities 06.000 FGPC A48686 G N/A 3128K9UK8 2036-05-01 6 N/A 1210.00 12.68 Agency Mortgage-Backed Securities FNMS 06.500 CLDB2623 N/A 3140AB4H5 2054-03-01 6.5 N/A 564191.00 580329.76 Agency Mortgage-Backed Securities FEPC 06.500 CLQF6337 N/A 3133BUBE6 2053-01-01 6.5 N/A 2000.00 1852.08 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8222 N/A 3132DWD34 2052-06-01 4 N/A 5453.00 4464.78 Agency Mortgage-Backed Securities FEPC 03.000 CLZT0028 N/A 3132ACA59 2047-01-01 3 N/A 1024.00 348.51 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8716 N/A 3140QGVJ3 2051-01-01 2 N/A 81815039.00 50727540.89 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6542 N/A 3133BGHT8 2052-07-01 5 N/A 1000.00 775.67 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8064 N/A 3140XP6A2 2053-11-01 5 N/A 5281023.00 5156837.36 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6209 N/A 3140NN3T0 2053-08-01 5.5 N/A 3001.00 3013.95 Agency Mortgage-Backed Securities FNMS 04.000 GLCA0079 N/A 3140Q7CR6 2047-07-01 4 N/A 1000.00 344.27 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1770 N/A 3142GR6G0 2054-06-01 5.5 N/A 9705875.00 9609953.54 Agency Mortgage-Backed Securities FEPC 05.500 CLQG0181 N/A 3133C0FW7 2053-04-01 5.5 N/A 2001.00 1998.99 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4963 N/A 3131XYQQ5 2047-11-01 4.5 N/A 1000.00 403.50 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9859 N/A 3133KR5U4 2053-09-01 6 N/A 1008.00 954.86 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8294 N/A 3133C9GB3 2053-08-01 6.5 N/A 1000.00 863.30 Agency Mortgage-Backed Securities FNMS 03.000 CLFM5172 N/A 3140X8XA0 2048-12-01 3 N/A 1000.00 341.67 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3109 N/A 3140QNN32 2052-03-01 2.5 N/A 1000.00 717.45 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1145 N/A 3140K8HX2 2050-01-01 3.5 N/A 1000.00 511.31 Agency Mortgage-Backed Securities 04.500 FGPC Q59886 G N/A 3132Y36Y5 2048-11-01 4.5 N/A 5001.00 2927.42 Agency Mortgage-Backed Securities FNMS 04.000 CTBA6566 N/A 3140EBJL6 2036-01-01 4 N/A 1519429.00 247402.64 Agency Mortgage-Backed Securities FNMS 06.000 CLDA0260 N/A 3140A0JE0 2053-11-01 6 N/A 1000.00 986.35 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6096 N/A 3131YCXZ4 2049-05-01 4.5 N/A 1000.00 160.16 Agency Mortgage-Backed Securities FNMS 06.000 CLBY1966 N/A 3140NJFG4 2053-05-01 6 N/A 2001.00 1318.61 Agency Mortgage-Backed Securities FEPC 04.000 CNRD5115 N/A 3133LPVG9 2032-08-01 4 N/A 1000.00 623.59 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6787 N/A 3140XNRH9 2054-01-01 6 N/A 1000.00 982.64 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3834 N/A 31418DHL9 2049-11-01 3 N/A 999999.00 171426.96 Agency Mortgage-Backed Securities FNMS 05.500 CLDB0929 N/A 3140AAA72 2054-04-01 5.5 N/A 936218.00 895117.79 Agency Mortgage-Backed Securities FEPC 05.500 CLQF3508 N/A 3133BQ3R5 2052-11-01 5.5 N/A 2000.00 1606.89 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7945 N/A 3133BHZJ8 2052-08-01 5 N/A 3001.00 2889.71 Agency Mortgage-Backed Securities FEPC 05.500 CLQE7859 N/A 3133BHWU6 2052-08-01 5.5 N/A 1000.00 751.14 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8370 N/A 3140N1JQ7 2052-08-01 5 N/A 2000.00 1692.37 Agency Mortgage-Backed Securities FNMS 04.000 CLAU0304 N/A 3138WZKS0 2043-07-01 4 N/A 1000.00 142.24 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4095 N/A 3140XKRR3 2053-02-01 5 N/A 1024.00 920.71 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7988 N/A 3133C82V6 2053-08-01 6.5 N/A 1000.00 1033.94 Agency Mortgage-Backed Securities FNMS 04.000 CLBN3871 N/A 3140JLJR6 2049-04-01 4 N/A 1000.00 130.71 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0624 N/A 3131Y6VR7 2043-02-01 4 N/A 2006.00 552.73 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6470 N/A 3140MYFL1 2052-09-01 5 N/A 1000.00 965.70 Agency Mortgage-Backed Securities 03.500 FGPC U93186 G N/A 3132QDF30 2046-09-01 3.5 N/A 1000.00 352.75 Agency Mortgage-Backed Securities 03.500 FGPC U90024 G N/A 3132H3AZ6 2042-08-01 3.5 N/A 2024.00 247.86 Agency Mortgage-Backed Securities 04.500 FGPC Q56865 G N/A 3132Y0TX8 2048-06-01 4.5 N/A 1000.00 441.26 Agency Mortgage-Backed Securities FEPC 03.000 CLSD1459 N/A 3132DNTQ6 2052-01-01 3 N/A 56801567.00 40761748.37 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4378 N/A 3140N82L1 2053-05-01 6 N/A 1008.00 991.73 Agency Mortgage-Backed Securities FNMS 03.500 CLBQ1041 N/A 3140KLEP3 2050-08-01 3.5 N/A 1000.00 615.53 Agency Mortgage-Backed Securities FNMS 05.000 CLBW5447 N/A 3140MXBR4 2052-07-01 5 N/A 3000.00 2439.05 Agency Mortgage-Backed Securities FNMS 05.000 CQMA1871 N/A 31418BCH7 2044-03-01 5 N/A 1000.00 189.59 Agency Mortgage-Backed Securities FNMS 03.000 CLBV3813 N/A 3140MHGX1 2052-04-01 3 N/A 1000.00 759.48 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1000 N/A 3142GRDE7 2054-03-01 5.5 N/A 1004265.00 957351.60 Agency Mortgage-Backed Securities FNMS 03.500 CRAS5221 N/A 3138WEYT0 2045-06-01 3.5 N/A 3730134.00 1424031.04 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8546 N/A 3133KQP75 2053-02-01 5.5 N/A 1000.00 911.32 Agency Mortgage-Backed Securities 06.500 FGPC A61350 G N/A 3128KRQB3 2036-11-01 6.5 N/A 1060.00 21.86 Agency Mortgage-Backed Securities FNMS 06.500 CLBY7243 N/A 3140NQBM9 2053-07-01 6.5 N/A 3001.00 2980.88 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6083 N/A 3140HKXM5 2048-09-01 4.5 N/A 2000.00 1092.01 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0455 N/A 31334WQG9 2049-06-01 3.5 N/A 1000.00 466.51 Agency Mortgage-Backed Securities FNMS 05.000 CLBW2054 N/A 3140MTH89 2052-09-01 5 N/A 3000.00 2669.52 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7268 N/A 3140QTCE7 2053-10-01 6 N/A 1625408.00 1576450.19 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6730 N/A 3133BGPP7 2052-07-01 5 N/A 3000.00 2873.21 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5286 N/A 3140QQ2U8 2052-12-01 5.5 N/A 48997472.00 41931292.23 Agency Mortgage-Backed Securities 04.000 FGPC Q03146 G N/A 3132GJET2 2041-09-01 4 N/A 1000.00 104.00 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7822 N/A 3133BVVP7 2053-02-01 6 N/A 5891.00 5044.11 Agency Mortgage-Backed Securities 04.500 FGPC Q35715 G N/A 3132QSK56 2045-09-01 4.5 N/A 1000.00 199.10 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7603 N/A 3140QTNV7 2053-12-01 6 N/A 91113718.00 84425081.92 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2735 N/A 3140XJBD4 2051-02-01 3.5 N/A 1000.00 758.12 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7093 N/A 3140XN3B8 2053-12-01 6 N/A 1008.00 1002.34 Agency Mortgage-Backed Securities FNMS 05.500 CLBY0700 N/A 3140NGX62 2053-04-01 5.5 N/A 4000.00 3962.79 Agency Mortgage-Backed Securities FEPC 06.500 CLQG6448 N/A 3133C7EV5 2053-07-01 6.5 N/A 1000.00 1040.10 Agency Mortgage-Backed Securities 04.000 FGPC Q63007 G N/A 3132VPKV9 2049-04-01 4 N/A 1000.00 305.14 Agency Mortgage-Backed Securities 04.000 FGPC Q52072 G N/A 3132XUJS5 2047-11-01 4 N/A 1000.00 212.63 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8280 N/A 3133BJFV9 2052-06-01 5 N/A 1000.00 566.18 Agency Mortgage-Backed Securities FEPC 04.000 3VZA3582 N/A 31329L6T4 2042-06-01 4 N/A 2094.00 208.52 Agency Mortgage-Backed Securities 04.000 FGPC Q62126 G N/A 3132VNLG6 2049-03-01 4 N/A 1000.00 199.55 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4807 N/A 31418EKV1 2052-11-01 5.5 N/A 45873434.00 39749255.91 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9194 N/A 3133BKGB9 2052-09-01 5 N/A 5000.00 4798.62 Agency Mortgage-Backed Securities FEPC 04.500 CLZN5959 N/A 3131YCTQ9 2049-05-01 4.5 N/A 1000.00 434.32 Agency Mortgage-Backed Securities FNMS 05.500 CLBW1859 N/A 3140MTB51 2053-03-01 5.5 N/A 3000.00 2952.21 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8925 N/A 3140N14K6 2052-10-01 5 N/A 1000.00 839.95 Agency Mortgage-Backed Securities FNMS 06.000 CLBY0919 N/A 3140NHAV0 2053-04-01 6 N/A 1000.00 1014.06 Agency Mortgage-Backed Securities FEPC 04.500 CLQE5867 N/A 3133BFQU7 2052-07-01 4.5 N/A 2000.00 1063.60 Agency Mortgage-Backed Securities 05.000 FGPC Q59887 G N/A 3132Y36Z2 2048-11-01 5 N/A 1000.00 412.09 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9013 N/A 3140NSAP9 2053-08-01 6 N/A 1000.00 722.99 Agency Mortgage-Backed Securities FEPC 04.000 3VZA3576 N/A 31329L6M9 2042-06-01 4 N/A 1008.00 121.57 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3713 N/A 3140MVDT2 2052-08-01 5 N/A 3000.00 2891.79 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4099 N/A 31418DRV6 2035-08-01 2.5 N/A 1000.00 384.92 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0721 N/A 31334WYS4 2049-06-01 3.5 N/A 1000.00 482.44 Agency Mortgage-Backed Securities FEPC 06.000 CLQF5318 N/A 3133BS4B5 2052-12-01 6 N/A 3860.00 2954.18 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8871 N/A 3133BJ2C5 2052-08-01 5 N/A 4000.00 3854.12 Agency Mortgage-Backed Securities 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 N/A 100.00 93.76 U.S. Treasuries (including strips) 06.000 FGPC P51360 G N/A 3128C6QM4 2036-09-01 6 N/A 9968823.00 582468.10 Agency Mortgage-Backed Securities FNMS 04.500 CLBW5204 N/A 3140MWYA8 2052-12-01 4.5 N/A 4000.00 3782.48 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7428 N/A 3140XPHE2 2054-03-01 5.5 N/A 1000.00 964.34 Agency Mortgage-Backed Securities FNMS 04.000 CLBV7622 N/A 3140MMPG7 2052-04-01 4 N/A 1000.00 913.68 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5150 N/A 3140XLWL8 2053-06-01 5 N/A 4000.00 3704.13 Agency Mortgage-Backed Securities FEPC 06.000 CLQG6604 N/A 3133C7KR7 2053-07-01 6 N/A 1000.00 1031.75 Agency Mortgage-Backed Securities FNMS 04.000 CLFS6638 N/A 3140XNLU6 2053-07-01 4 N/A 1000.00 901.55 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1135 N/A 3140K8HM6 2050-01-01 3.5 N/A 2000.00 1260.71 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6637 N/A 3140QSLT6 2053-06-01 5.5 N/A 55978380.00 52570205.05 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8415 N/A 3140N1K51 2052-09-01 5 N/A 1000.00 784.96 Agency Mortgage-Backed Securities FEPC 05.000 CLQG6072 N/A 3133C6W96 2053-07-01 5 N/A 1024.00 989.35 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7553 N/A 3133BHMA1 2052-08-01 5 N/A 1000.00 962.05 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 06.500 CLMA5109 N/A 31418EVB3 2053-08-01 6.5 N/A 1000.00 896.88 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6726 N/A 3140NBPL9 2053-02-01 6 N/A 1000.00 913.83 Agency Mortgage-Backed Securities 04.000 FGPC Q46970 G N/A 3132WLW85 2047-03-01 4 N/A 1008.00 319.91 Agency Mortgage-Backed Securities FNMS 06.500 CLBJ1351 N/A 3140H2QD3 2053-06-01 6.5 N/A 1000.00 946.33 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5914 N/A 3140NASC8 2053-01-01 6 N/A 2000.00 1794.34 Agency Mortgage-Backed Securities FNMS 03.000 I4BF0332 N/A 3140FXLN0 2059-01-01 3 N/A 1000.00 396.08 Agency Mortgage-Backed Securities FNMS 05.000 CLBV5097 N/A 3140MJUX1 2052-08-01 5 N/A 1112220.00 946357.86 Agency Mortgage-Backed Securities FNMS 06.000 CL879177 N/A 31409UXE0 2036-01-01 6 N/A 42963816.00 999637.49 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3194 N/A 3131Y9RP0 2049-02-01 4.5 N/A 1000.00 424.31 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8730 N/A 3140QGVY0 2051-01-01 2 N/A 204406744.00 120123973.69 Agency Mortgage-Backed Securities FNMS 04.500 CLAB2479 N/A 31416XXH8 2041-03-01 4.5 N/A 7959730.00 570676.57 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8321 N/A 3140QUG75 2054-04-01 5 N/A 36943250.00 35574232.99 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9294 N/A 3140QHKG9 2051-02-01 2.5 N/A 1008.00 592.41 Agency Mortgage-Backed Securities 03.500 FGPC Q48724 G N/A 3132WNVS8 2047-06-01 3.5 N/A 1000.00 528.25 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0124 N/A 3140Q7D61 2047-08-01 4 N/A 5177.00 1156.19 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7203 N/A 3131Y2AC2 2048-07-01 4.5 N/A 5003.00 1644.53 Agency Mortgage-Backed Securities FNMS 06.500 CLDB1405 N/A 3140AAR33 2054-04-01 6.5 N/A 30969.00 30923.16 Agency Mortgage-Backed Securities FNMS 04.500 CLBE8750 N/A 3140FUWL8 2047-05-01 4.5 N/A 1000.00 372.79 Agency Mortgage-Backed Securities FEPC 06.000 CLQF9924 N/A 3133BYAZ2 2053-03-01 6 N/A 4000.00 4025.83 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9435 N/A 3133KRPU2 2053-07-01 5.5 N/A 35047382.00 33679750.90 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3205 N/A 3131Y9R21 2049-02-01 4.5 N/A 1000.00 200.56 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8242 N/A 3140K4EQ9 2049-11-01 3.5 N/A 1000.00 599.61 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0173 N/A 3140N4FP7 2053-02-01 5.5 N/A 2001.00 1987.15 Agency Mortgage-Backed Securities FNMS 02.500 CLBV7698 N/A 3140MMRU4 2052-04-01 2.5 N/A 1000.00 754.82 Agency Mortgage-Backed Securities 06.000 FGPC P51367 G N/A 3128C6QU6 2036-11-01 6 N/A 1024.00 21.89 Agency Mortgage-Backed Securities FEPC 02.500 CLQD1136 N/A 3133AXHM7 2051-11-01 2.5 N/A 1000.00 634.72 Agency Mortgage-Backed Securities FEPC 06.500 CLQI7123 N/A 3133WD4G4 2054-05-01 6.5 N/A 219409.00 228946.42 Agency Mortgage-Backed Securities FNMS 02.000 CLBT9555 N/A 3140LYTM5 2051-10-01 2 N/A 1000.00 710.46 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2092 N/A 3140Q9KE2 2048-07-01 4.5 N/A 1120.00 248.96 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5511 N/A 3133BFDQ0 2052-07-01 5 N/A 1000.00 859.93 Agency Mortgage-Backed Securities FEPC 05.500 CLQF9810 N/A 3133BX3T6 2053-02-01 5.5 N/A 1000.00 979.65 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8493 N/A 3140XCNK0 2051-08-01 2.5 N/A 1024.00 709.51 Agency Mortgage-Backed Securities 04.500 FGPC G61410 G N/A 31335BR73 2048-05-01 4.5 N/A 1024.00 197.34 Agency Mortgage-Backed Securities FNMS 06.500 NP944054 N/A 31413FH70 2037-07-01 6.5 N/A 1024.00 3.23 Agency Mortgage-Backed Securities FEPC 04.000 CLQA6203 N/A 3133A03L6 2050-01-01 4 N/A 1000.00 674.58 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2180 N/A 3133C2M54 2053-05-01 5.5 N/A 1000.00 901.61 Agency Mortgage-Backed Securities FNMS 02.000 CLBR8518 N/A 3140L7PC0 2051-04-01 2 N/A 1000.00 587.22 Agency Mortgage-Backed Securities FNMS 06.500 CL942487 N/A 31413DRG4 2037-08-01 6.5 N/A 1024.00 6.69 Agency Mortgage-Backed Securities 04.000 FGPC Q53147 G N/A 3132XVP98 2047-12-01 4 N/A 2002.00 755.91 Agency Mortgage-Backed Securities FEPC 04.500 CLQF8888 N/A 3133BW2V4 2053-03-01 4.5 N/A 4001.00 3414.87 Agency Mortgage-Backed Securities FNMS 03.500 CTFS8289 N/A 3140XQF77 2037-12-01 3.5 N/A 1024.00 967.54 Agency Mortgage-Backed Securities FNMS 04.500 CLBN3011 N/A 3140JKKZ8 2048-11-01 4.5 N/A 2007.00 790.42 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1236 N/A 31334XLR8 2049-07-01 3.5 N/A 1000.00 223.76 Agency Mortgage-Backed Securities FNMS 04.000 CLBN1207 N/A 3140JHKV4 2048-11-01 4 N/A 1000.00 313.61 Agency Mortgage-Backed Securities FNMS 02.500 CKBM6912 N/A 3140JBVE3 2052-01-01 2.5 N/A 1000.00 704.09 Agency Mortgage-Backed Securities 04.000 FGPC Q51218 G N/A 3132XTK80 2047-10-01 4 N/A 1000.00 328.23 Agency Mortgage-Backed Securities FEPC 05.000 CLQF2726 N/A 3133BQA30 2052-11-01 5 N/A 2000.00 1937.79 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6303 N/A 3140XNAD6 2053-11-01 6.5 N/A 42998113.00 42683465.57 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8113 N/A 3132DWAN3 2050-12-01 2 N/A 1000.00 581.19 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3903 N/A 3140MVKR8 2052-08-01 5 N/A 1000.00 965.92 Agency Mortgage-Backed Securities 05.500 FGPC A90775 G N/A 3129382G7 2040-01-01 5.5 N/A 2069.00 112.03 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9569 N/A 3133KRT20 2053-08-01 6 N/A 1008.00 949.49 Agency Mortgage-Backed Securities FNMS 04.000 CZAB4026 N/A 31417APL7 2051-12-01 4 N/A 2000.00 551.96 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8645 N/A 3133BJTA0 2052-08-01 5 N/A 2000.00 1413.73 Agency Mortgage-Backed Securities FNMS 04.000 CLCB6504 N/A 3140QSGN5 2053-06-01 4 N/A 4001.00 3494.65 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7030 N/A 3140MYY48 2052-08-01 4.5 N/A 1000.00 654.95 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7555 N/A 3140QFMD8 2050-11-01 2 N/A 1024.00 599.81 Agency Mortgage-Backed Securities FEPC 04.500 CLZN1509 N/A 3131Y7VA2 2048-11-01 4.5 N/A 1000.00 323.49 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8625 N/A 3133BJSN3 2052-08-01 5 N/A 3001.00 2841.19 Agency Mortgage-Backed Securities FNMS 06.000 CL940768 N/A 31413BTZ4 2037-06-01 6 N/A 1024.00 5.64 Agency Mortgage-Backed Securities FEPC 05.500 CLQI6398 N/A 3133WDDB5 2054-06-01 5.5 N/A 1008.00 1014.81 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7680 N/A 3140N0RA5 2052-09-01 5 N/A 3001.00 2859.99 Agency Mortgage-Backed Securities 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 N/A 6414300.00 6688410.83 U.S. Treasuries (including strips) FEPC 05.000 CLQE7424 N/A 3133BHG91 2052-08-01 5 N/A 1046840.00 876619.87 Agency Mortgage-Backed Securities FNMS 07.000 CLDA7447 N/A 3140A8HZ8 2054-01-01 7 N/A 1000.00 1043.58 Agency Mortgage-Backed Securities FEPC 05.000 CLQE3665 N/A 3133BDCA1 2052-06-01 5 N/A 1000.00 786.42 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0676 N/A 3140FXXE7 2062-09-01 3.5 N/A 144427696.00 115962583.35 Agency Mortgage-Backed Securities FNMS 06.500 NP940659 N/A 31413BQL8 2037-09-01 6.5 N/A 1000.00 2.31 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2620 N/A 3138YT4E1 2045-08-01 3.5 N/A 1000.00 206.76 Agency Mortgage-Backed Securities FNMS 04.000 R3BF0570 N/A 3140FXT44 2050-02-01 4 N/A 1008.00 657.19 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1211 N/A 3132DNKY8 2049-06-01 3.5 N/A 39979612.00 29331334.85 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0848 N/A 3133C05H1 2053-04-01 5 N/A 2000.00 1955.24 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1159 N/A 3140N5JD7 2052-11-01 5.5 N/A 1000.00 879.63 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7301 N/A 3131Y2DE5 2048-07-01 4.5 N/A 1386508.00 554686.17 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9168 N/A 3133KRFH2 2053-06-01 5.5 N/A 1000.00 934.69 Agency Mortgage-Backed Securities FNMS 03.000 CIFS7326 N/A 3140XPD89 2038-11-01 3 N/A 32797967.00 29116808.43 Agency Mortgage-Backed Securities FNMS 03.500 CLFS7381 N/A 3140XPFX2 2052-09-01 3.5 N/A 51480387.00 44499921.47 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1655 N/A 3140QLZV1 2051-09-01 2 N/A 1008.00 673.33 Agency Mortgage-Backed Securities FNMS 06.500 CLBY5063 N/A 3140NMTV9 2053-07-01 6.5 N/A 1000.00 899.81 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3922 N/A 3131YALB4 2049-03-01 4.5 N/A 1000.00 475.57 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6062 N/A 3133A0WX8 2050-01-01 3.5 N/A 1000.00 438.70 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ5109 N/A 3140KQVB4 2050-11-01 2 N/A 108130689.00 65126704.42 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7656 N/A 3133BHQH2 2052-08-01 5 N/A 3000.00 2900.81 Agency Mortgage-Backed Securities FNMS 05.500 NP995509 N/A 31416B3S5 2039-01-01 5.5 N/A 3201.00 15.84 Agency Mortgage-Backed Securities FNMS 03.000 CLBU5859 N/A 3140M7QM6 2051-11-01 3 N/A 1000.00 668.46 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3385 N/A 3140XJXP3 2052-12-01 5.5 N/A 1036000.00 887052.68 Agency Mortgage-Backed Securities FNMS 04.500 CLDB1869 N/A 3140ABCF0 2054-04-01 4.5 N/A 1472072.00 1414088.39 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6720 N/A 3133C7PD3 2053-07-01 5.5 N/A 1000.00 976.39 Agency Mortgage-Backed Securities 04.000 FGPC Q06799 G N/A 3132GR3G4 2042-03-01 4 N/A 1008.00 136.66 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7775 N/A 3140N0T96 2052-09-01 5 N/A 4000.00 3387.21 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1250 N/A 31334XL72 2049-07-01 3.5 N/A 1000.00 348.68 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4096 N/A 31418DRS3 2050-08-01 2.5 N/A 2000.00 815.42 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0921 N/A 3133C1AW0 2053-04-01 5 N/A 1000.00 715.22 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7949 N/A 3140XPZP7 2052-05-01 3 N/A 1000.00 873.19 Agency Mortgage-Backed Securities FNMS 04.000 CLBK9601 N/A 3140HPU39 2048-06-01 4 N/A 1000.00 442.22 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0434 N/A 3133BMPT6 2052-09-01 5 N/A 3001.00 2641.92 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9955 N/A 3140N3BZ1 2052-09-01 5 N/A 1000.00 816.82 Agency Mortgage-Backed Securities FEPC 06.000 CLQH7620 N/A 3133CLPD2 2054-01-01 6 N/A 1000.00 1013.60 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3508 N/A 3140XJ3S0 2048-02-01 3.5 N/A 1008.00 794.06 Agency Mortgage-Backed Securities FNMS 06.000 CLAC1509 N/A 31417KVB0 2039-08-01 6 N/A 1000.00 46.69 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2767 N/A 3133C3CC8 2053-05-01 5.5 N/A 1000.00 997.30 Agency Mortgage-Backed Securities FNMS 04.000 CTBA4545 N/A 3140E9BP0 2035-11-01 4 N/A 5247070.00 1349122.34 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2174 N/A 3140NJMY7 2053-07-01 6.5 N/A 1000.00 1031.43 Agency Mortgage-Backed Securities FEPC 06.000 CLQF8332 N/A 3133BWHH9 2053-02-01 6 N/A 2001.00 2014.60 Agency Mortgage-Backed Securities FNMS 05.000 CLBV8831 N/A 3140MNY59 2052-06-01 5 N/A 2000.00 1704.26 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4629 N/A 3140N9EB8 2053-01-01 6 N/A 3001.00 2755.47 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0225 N/A 3133BMHA6 2052-09-01 5 N/A 1000.00 969.30 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7736 N/A 3140QTS26 2054-01-01 6 N/A 1024.00 970.43 Agency Mortgage-Backed Securities FNMS 04.000 CLFS6910 N/A 3140XNVC5 2051-09-01 4 N/A 1000.00 914.21 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6186 N/A 3133BT2T6 2052-12-01 5.5 N/A 1000.00 976.50 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2046 N/A 3140Q9HY2 2048-07-01 4.5 N/A 1000.00 201.80 Agency Mortgage-Backed Securities 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125 N/A 100.00 101.94 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 N/A 7558400.00 7462438.31 U.S. Treasuries (including strips) FEPC 04.500 CLZN6126 N/A 3131YCYX8 2049-05-01 4.5 N/A 1024.00 227.54 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1279 N/A 3142GRM56 2054-04-01 6.5 N/A 2880.00 2808.37 Agency Mortgage-Backed Securities FNMS 05.500 CLBX3658 N/A 3140N8B49 2052-12-01 5.5 N/A 1000.00 990.82 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5745 N/A 3140XML38 2053-08-01 6.5 N/A 1000.00 975.93 Agency Mortgage-Backed Securities FNMS 06.000 CL995076 N/A 31416BMZ8 2038-11-01 6 N/A 1000.00 26.74 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8368 N/A 3133C9JM6 2053-08-01 6.5 N/A 1000.00 1043.17 Agency Mortgage-Backed Securities 06.000 FGPC A61517 G N/A 3128KRVJ0 2036-10-01 6 N/A 2085.00 25.00 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7786 N/A 3140K3UL4 2049-12-01 3.5 N/A 1000.00 479.87 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0312 N/A 31334WKZ3 2049-06-01 4.5 N/A 1000.00 470.53 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5300 N/A 3140QQ3J2 2052-12-01 5.5 N/A 1000.00 900.77 Agency Mortgage-Backed Securities FNMS 06.000 CLDA7355 N/A 3140A8E57 2054-02-01 6 N/A 1000.00 734.73 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3052 N/A 3140QAMA5 2049-02-01 4.5 N/A 1024.00 82.55 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5850 N/A 3140QDQC1 2048-03-01 3.5 N/A 2755593.00 1335601.44 Agency Mortgage-Backed Securities FNMS 06.500 CLBY4515 N/A 3140NMAR8 2053-08-01 6.5 N/A 5001.00 4665.21 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7501 N/A 3133BHKN5 2052-08-01 4.5 N/A 3001.00 2267.31 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8338 N/A 3140QUHQ2 2054-04-01 6 N/A 51853178.00 51635701.85 Agency Mortgage-Backed Securities FEPC 03.500 3VZA3585 N/A 31329L6W7 2042-08-01 3.5 N/A 2029.00 242.24 Agency Mortgage-Backed Securities 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 N/A 10943300.00 10512517.00 U.S. Treasuries (including strips) FNMS 04.000 CLMA3993 N/A 31418DNK4 2050-04-01 4 N/A 1000.00 184.69 Agency Mortgage-Backed Securities FNMS 06.500 CLBY4303 N/A 3140NLX95 2053-06-01 6.5 N/A 1001.00 1033.45 Agency Mortgage-Backed Securities FEPC 03.500 CLZM2976 N/A 3131XWJV6 2047-02-01 3.5 N/A 5735690.00 1598593.74 Agency Mortgage-Backed Securities FNMS 03.500 CLBA3085 N/A 3140E7NB2 2045-12-01 3.5 N/A 3476499.00 1042638.53 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5143 N/A 3140QQWD3 2052-11-01 6 N/A 1000.00 901.70 Agency Mortgage-Backed Securities FNMS 03.000 CLBO9365 N/A 3140K5MP9 2049-12-01 3 N/A 1000.00 357.59 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7022 N/A 3140MYYU0 2052-08-01 5 N/A 2001.00 1262.94 Agency Mortgage-Backed Securities FNMS 07.000 CLDA7446 N/A 3140A8HY1 2054-01-01 7 N/A 958154.00 1006220.98 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3822 N/A 3132E0G71 2053-09-01 5.5 N/A 1000.00 958.10 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9066 N/A 3133KRCB8 2053-05-01 5.5 N/A 1024.00 885.80 Agency Mortgage-Backed Securities 04.500 FGPC Q62283 G N/A 3132VNRD7 2049-03-01 4.5 N/A 3003.00 893.79 Agency Mortgage-Backed Securities FNMS 06.000 CLDB4521 N/A 3140AEAX7 2054-04-01 6 N/A 1453547.00 1475523.58 Agency Mortgage-Backed Securities FEPC 06.000 CLQF2786 N/A 3133BQCX2 2052-11-01 6 N/A 1000.00 512.10 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0495 N/A 3131Y6RQ4 2042-10-01 4 N/A 1000.00 132.59 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3118 N/A 3140MUPC8 2052-06-01 5 N/A 1000.00 757.67 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8965 N/A 3133BJ6A5 2052-08-01 5 N/A 1000.00 970.17 Agency Mortgage-Backed Securities FEPC 02.500 CLQD1527 N/A 3133AXVU3 2051-11-01 2.5 N/A 1000.00 655.47 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4211 N/A 31418DVD1 2050-12-01 3 N/A 1000.00 426.56 Agency Mortgage-Backed Securities FNMS 05.000 CLFM2423 N/A 3140X5VR1 2047-07-01 5 N/A 1000.00 369.04 Agency Mortgage-Backed Securities FNMS 05.500 CLBY7695 N/A 3140NQRR1 2053-07-01 5.5 N/A 3001.00 2975.71 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7104 N/A 3140XN3N2 2054-01-01 5 N/A 67280957.00 64456219.31 Agency Mortgage-Backed Securities FNMS 04.000 CLBC4754 N/A 3140F0H80 2046-10-01 4 N/A 240138.00 66890.51 Agency Mortgage-Backed Securities 04.500 FGPC Q57770 G N/A 3132Y1T40 2048-08-01 4.5 N/A 1000.00 64.56 Agency Mortgage-Backed Securities FEPC 03.500 3SZT1755 N/A 3132AD5Q7 2047-02-01 3.5 N/A 1008.00 365.89 Agency Mortgage-Backed Securities FNMS 06.000 CLBY3475 N/A 3140NK2H3 2053-06-01 6 N/A 3001.00 2682.31 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8028 N/A 3140XP4N6 2054-05-01 5 N/A 1000.00 978.45 Agency Mortgage-Backed Securities 05.000 FGPC Q59602 G N/A 3132Y3U44 2048-11-01 5 N/A 1001.00 401.67 Agency Mortgage-Backed Securities FNMS 03.500 CLBN8599 N/A 3140JRRV5 2049-05-01 3.5 N/A 2018.00 354.47 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1968 N/A 3140MTFJ7 2052-07-01 5 N/A 1000.00 905.67 Agency Mortgage-Backed Securities FNMS 03.500 CLAO7141 N/A 3138LX5B1 2042-07-01 3.5 N/A 1024.00 104.73 Agency Mortgage-Backed Securities 03.500 FGPC Q15748 G N/A 3132J6ZN7 2043-02-01 3.5 N/A 1000.00 230.89 Agency Mortgage-Backed Securities 04.000 FGPC Q20299 G N/A 3132JMKL2 2043-07-01 4 N/A 1000.00 143.03 Agency Mortgage-Backed Securities FNMS 07.000 CLDA0130 N/A 3140A0EC9 2053-09-01 7 N/A 1000.00 966.17 Agency Mortgage-Backed Securities FEPC 05.500 CLQE8006 N/A 3133BH3P9 2052-08-01 5.5 N/A 1000.00 898.37 Agency Mortgage-Backed Securities FNMS 04.000 CLAU7307 N/A 3138X7DM2 2043-08-01 4 N/A 1000.00 114.98 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ7022 N/A 3138MNYU8 2042-12-01 3.5 N/A 1024.00 228.97 Agency Mortgage-Backed Securities FNMS 02.500 CWMA1274 N/A 31418AMY1 2027-10-01 2.5 N/A 1000.00 63.21 Agency Mortgage-Backed Securities FEPC 07.500 CLQJ0306 N/A 3133CQKT1 2054-07-01 7.5 N/A 2000.00 2154.75 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0175 N/A 3140N4FR3 2053-02-01 5.5 N/A 2000.00 1765.25 Agency Mortgage-Backed Securities 04.000 FGPC Q19955 G N/A 3132JBQH9 2043-07-01 4 N/A 1000.00 106.40 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ1099 N/A 3142GRGH7 2054-03-01 5 N/A 1000.00 960.14 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0021 N/A 3133BMAW5 2052-09-01 5 N/A 4000.00 3848.65 Agency Mortgage-Backed Securities 05.500 FGPC A90953 G N/A 312939BW0 2040-02-01 5.5 N/A 1024.00 39.98 Agency Mortgage-Backed Securities 04.500 FGPC Q58621 G N/A 3132Y2SK3 2048-09-01 4.5 N/A 1000.00 313.30 Agency Mortgage-Backed Securities FEPC 03.000 3PQU7440 N/A 3133JLHR3 2050-06-01 3 N/A 1000.00 168.72 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1246 N/A 3140N5L44 2052-10-01 5 N/A 1000.00 739.90 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7352 N/A 3140NCE21 2053-09-01 6.5 N/A 3001.00 2861.69 Agency Mortgage-Backed Securities 06.500 FGPC G03344 G N/A 3128M5BM1 2037-10-01 6.5 N/A 7401.00 92.14 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7075 N/A 3140XA2H4 2049-07-01 4 N/A 1000.00 383.92 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1294 N/A 3133BNNK5 2052-10-01 5 N/A 3000.00 2889.57 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0800 N/A 3133BM3H6 2052-09-01 5 N/A 3001.00 2450.32 Agency Mortgage-Backed Securities FEPC 03.500 CLQE0114 N/A 3133B9DT8 2052-04-01 3.5 N/A 3000.00 2339.68 Agency Mortgage-Backed Securities FEPC 07.000 CLSD5334 N/A 3132DS4T6 2054-05-01 7 N/A 14520428.00 14267457.75 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4873 N/A 3140NMMX2 2053-06-01 5.5 N/A 4000.00 3963.01 Agency Mortgage-Backed Securities 05.000 FGPC Q59262 G N/A 3132Y3JG0 2048-10-01 5 N/A 1000.00 466.41 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6746 N/A 3140QSP88 2053-07-01 5.5 N/A 41579984.00 39068654.44 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6169 N/A 3140HK2B3 2048-09-01 4.5 N/A 2476756.00 1307719.43 Agency Mortgage-Backed Securities FNMS 02.500 CLBU0070 N/A 3140M1CG7 2051-10-01 2.5 N/A 1000.00 694.48 Agency Mortgage-Backed Securities FEPC 05.000 CLQF2885 N/A 3133BQF27 2052-11-01 5 N/A 3000.00 2834.81 Agency Mortgage-Backed Securities FEPC 03.000 CLSD2431 N/A 3132DPVY1 2050-06-01 3 N/A 40099322.00 31784282.67 Agency Mortgage-Backed Securities FEPC 02.500 CLQD6813 N/A 3133B4SA4 2052-02-01 2.5 N/A 1000.00 652.87 Agency Mortgage-Backed Securities FNMS 03.000 CLBQ4234 N/A 3140KPV42 2050-10-01 3 N/A 1001.00 813.73 Agency Mortgage-Backed Securities FEPC 02.500 CTRB5109 N/A 3133KYVA4 2041-04-01 2.5 N/A 747000.00 417815.71 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5869 N/A 3133A0QW7 2049-12-01 3.5 N/A 1000.00 456.62 Agency Mortgage-Backed Securities FEPC 05.000 CLQA0281 N/A 31334WJ28 2049-04-01 5 N/A 1000.00 105.08 Agency Mortgage-Backed Securities FNMS 05.500 CLDA9731 N/A 3140YXY54 2054-03-01 5.5 N/A 1000.00 991.52 Agency Mortgage-Backed Securities FNMS 05.000 CLDB0112 N/A 3140A9DS6 2054-03-01 5 N/A 1017830.00 1002227.96 Agency Mortgage-Backed Securities FNMS 01.500 CLFM8629 N/A 3140XCST6 2051-09-01 1.5 N/A 59863996.00 38570180.55 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1976 N/A 3140MTFS7 2052-07-01 5 N/A 9460.00 8477.13 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8012 N/A 3140QF3W7 2050-12-01 2 N/A 1000.00 592.14 Agency Mortgage-Backed Securities 07.000 FGPC G04887 G N/A 3128M6XQ6 2038-11-01 7 N/A 1024.00 10.07 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7829 N/A 3131Y2VW5 2048-08-01 4.5 N/A 1000.00 460.60 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3962 N/A 3131YAMK3 2049-03-01 4.5 N/A 1000.00 443.54 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4604 N/A 3140N9DJ2 2052-12-01 5.5 N/A 1000.00 800.93 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4032 N/A 3131YAPR5 2049-03-01 4.5 N/A 3388456.00 1157107.60 Agency Mortgage-Backed Securities FNMS 05.500 CLBX3655 N/A 3140N8BZ0 2052-12-01 5.5 N/A 1000.00 989.37 Agency Mortgage-Backed Securities 04.000 FGPC Q62038 G N/A 3132VNHQ9 2049-03-01 4 N/A 1000.00 111.31 Agency Mortgage-Backed Securities 04.500 FGPC Q63742 G N/A 3132VQEQ5 2049-05-01 4.5 N/A 1000.00 63.09 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9232 N/A 3140NEHJ7 2053-04-01 6 N/A 1000.00 934.14 Agency Mortgage-Backed Securities FNMS 03.500 CLBN8289 N/A 3140JRF71 2049-06-01 3.5 N/A 1000.00 565.18 Agency Mortgage-Backed Securities 05.500 FGPC P51363 G N/A 3128C6QQ5 2036-09-01 5.5 N/A 1008.00 27.37 Agency Mortgage-Backed Securities 05.000 FGPC Q58368 G N/A 3132Y2JN7 2048-09-01 5 N/A 1000.00 249.82 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8760 N/A 3133C9WV1 2053-08-01 5.5 N/A 1000.00 952.76 Agency Mortgage-Backed Securities 04.000 FGPC Q17118 G N/A 3132J8K82 2043-04-01 4 N/A 1000.00 196.50 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0730 N/A 3133BMY33 2052-10-01 5 N/A 1000.00 964.93 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6779 N/A 3140NBQ95 2053-03-01 5.5 N/A 1000.00 729.44 Agency Mortgage-Backed Securities FNMS 05.500 CLBY5097 N/A 3140NMUX3 2053-07-01 5.5 N/A 1000.00 991.65 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8000 N/A 3138WH3J9 2046-09-01 3 N/A 100711296.00 29094421.06 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1792 N/A 3140QL7E0 2051-10-01 2 N/A 1000.00 671.55 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4513 N/A 31418EAP5 2052-01-01 3 N/A 1000.00 693.39 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7222 N/A 3140XBAY6 2051-05-01 2.5 N/A 3000.00 2153.15 Agency Mortgage-Backed Securities FNMS 02.000 CLFS6891 N/A 3140XNUR3 2051-03-01 2 N/A 1008.00 786.06 Agency Mortgage-Backed Securities FNMS 06.000 CL880212 N/A 31409V3V3 2036-02-01 6 N/A 1024.00 16.61 Agency Mortgage-Backed Securities 04.000 FGPC Q59980 G N/A 3132Y4CS9 2048-11-01 4 N/A 1000.00 217.65 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0855 N/A 3142GQ5R9 2054-02-01 6.5 N/A 2024.00 2007.19 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1394 N/A 31334XRP6 2049-07-01 3.5 N/A 2058000.00 1064049.61 Agency Mortgage-Backed Securities 04.000 FGPC Q47338 G N/A 3132WMEL4 2047-04-01 4 N/A 3002.00 880.55 Agency Mortgage-Backed Securities FNMS 02.500 CICB3205 N/A 3140QNR38 2037-03-01 2.5 N/A 44218999.00 30713149.75 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4222 N/A 3140NLVQ9 2053-06-01 5 N/A 1000.00 872.31 Agency Mortgage-Backed Securities FEPC 03.000 CLQC8654 N/A 3133ATTK7 2051-10-01 3 N/A 1000.00 546.26 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8787 N/A 3140N1XR9 2052-09-01 5 N/A 3001.00 2901.30 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7909 N/A 3140N0YF6 2052-08-01 5 N/A 2000.00 1920.68 Agency Mortgage-Backed Securities FNMS 07.000 CLDB0435 N/A 3140A9PV6 2054-03-01 7 N/A 1097726.00 1138328.69 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9237 N/A 3140NEHP3 2053-04-01 6 N/A 1000.00 827.09 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3795 N/A 3140XKGD6 2049-12-01 3.5 N/A 68389.00 55001.15 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8173 N/A 3140NDCK1 2053-04-01 5.5 N/A 1384989.00 1259921.76 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2074 N/A 3133C2JT6 2053-05-01 5.5 N/A 1001.00 999.02 Agency Mortgage-Backed Securities 03.500 FGPC U99186 G N/A 3132H7F41 2047-01-01 3.5 N/A 2000.00 447.83 Agency Mortgage-Backed Securities FNMS 03.000 CTFM9473 N/A 3140XDQ33 2041-08-01 3 N/A 1000.00 574.44 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6362 N/A 3140NBB83 2053-02-01 5.5 N/A 4000.00 3965.54 Agency Mortgage-Backed Securities 04.500 FGPC G07630 G N/A 3128M9Y30 2044-02-01 4.5 N/A 1000.00 109.14 Agency Mortgage-Backed Securities FEPC 06.000 CLQF8347 N/A 3133BWHY2 2053-02-01 6 N/A 3000.00 1511.96 Agency Mortgage-Backed Securities FNMS 06.000 CLDB7868 N/A 3140AHW65 2054-07-01 6 N/A 1000.00 1016.74 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ0613 N/A 3140H1VF4 2048-02-01 3.5 N/A 7242990.00 923679.18 Agency Mortgage-Backed Securities FEPC 05.000 CLQE3658 N/A 3133BDB38 2052-06-01 5 N/A 1001.00 878.49 Agency Mortgage-Backed Securities 03.500 FGPC G67710 G N/A 3132XCR72 2048-03-01 3.5 N/A 2840.00 677.48 Agency Mortgage-Backed Securities FNMS 04.000 CLBA6919 N/A 3140EBVM0 2046-02-01 4 N/A 996000.00 164792.47 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0699 N/A 3142GQX56 2054-01-01 6 N/A 3000.00 3058.75 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ0196 N/A 3133CQGD1 2054-07-01 6.5 N/A 1008.00 1042.67 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8143 N/A 3133BJBL5 2052-08-01 5 N/A 2000.00 1713.98 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5868 N/A 3140XMQW9 2052-05-01 3 N/A 2000.00 1654.59 Agency Mortgage-Backed Securities FEPC 05.500 CLQI3800 N/A 3133WAGH5 2054-04-01 5.5 N/A 1024.00 1029.87 Agency Mortgage-Backed Securities FEPC 06.500 CLRA8905 N/A 3133KQ3N4 2053-04-01 6.5 N/A 5090980.00 4398817.06 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7002 N/A 3140XNX82 2054-01-01 6.5 N/A 30346787.00 30300646.83 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6733 N/A 3133BGPS1 2052-07-01 5 N/A 3001.00 2883.43 Agency Mortgage-Backed Securities 05.000 FGPC Q25454 G N/A 3132M5WP3 2044-03-01 5 N/A 4000.00 1101.18 Agency Mortgage-Backed Securities FEPC 07.000 CLQH4331 N/A 3133CGY43 2053-11-01 7 N/A 3000.00 2701.73 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6331 N/A 3131YDA87 2049-05-01 4.5 N/A 1000.00 401.09 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8896 N/A 3133C93D3 2053-08-01 6 N/A 1000.00 1026.12 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5948 N/A 3140NATE3 2053-02-01 6 N/A 1000.00 810.14 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8209 N/A 3133BWDN0 2053-02-01 5.5 N/A 1000.00 722.44 Agency Mortgage-Backed Securities FNMS 04.000 CIFM1007 N/A 3140X4DM5 2034-05-01 4 N/A 1000.00 206.21 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4373 N/A 3132E02E1 2053-11-01 6.5 N/A 1000.00 1006.99 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8286 N/A 3140K4F47 2049-11-01 3.5 N/A 2000.00 1013.49 Agency Mortgage-Backed Securities FEPC 05.500 CLQF4183 N/A 3133BRUG7 2052-12-01 5.5 N/A 2001.00 1655.15 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4518 N/A 31418EAU4 2037-01-01 3 N/A 131491.00 78485.11 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1995 N/A 3140XHGD3 2052-02-01 2.5 N/A 2000.00 1519.50 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8892 N/A 3133BW2Z5 2053-03-01 5.5 N/A 3000.00 2379.04 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3421 N/A 3131XWYS6 2047-06-01 4.5 N/A 1000.00 271.62 Agency Mortgage-Backed Securities FNMS 07.000 CLDA9702 N/A 3140YXX89 2054-02-01 7 N/A 1000.00 994.61 Agency Mortgage-Backed Securities 05.500 FGPC P51366 G N/A 3128C6QT9 2036-11-01 5.5 N/A 3075.00 81.54 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6180 N/A 3133A02M5 2050-01-01 3.5 N/A 1000.00 441.09 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3605 N/A 3140FPAF6 2049-02-01 4.5 N/A 1000.00 820.34 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6907 N/A 3140QEU91 2050-09-01 2 N/A 5373568.00 2948028.85 Agency Mortgage-Backed Securities FNMS 05.000 CLCB7925 N/A 3140QTYX1 2054-01-01 5 N/A 1000.00 963.30 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9102 N/A 3140NEDG7 2053-03-01 6 N/A 2000.00 2007.06 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1111 N/A 3140N5GV0 2052-10-01 5 N/A 1000.00 883.58 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8578 N/A 3140QGQ83 2051-01-01 2 N/A 89081856.00 51247502.57 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0239 N/A 3133BMHQ1 2052-09-01 5 N/A 1000.00 943.61 Agency Mortgage-Backed Securities FEPC 06.000 CLQG4192 N/A 3133C4UR3 2053-06-01 6 N/A 1000.00 1006.40 Agency Mortgage-Backed Securities FEPC 06.500 CLQH7736 N/A 3133CLSZ0 2054-01-01 6.5 N/A 1000.00 880.79 Agency Mortgage-Backed Securities FNMS 04.000 CLBP1134 N/A 3140K8HL8 2050-01-01 4 N/A 1000.00 501.04 Agency Mortgage-Backed Securities FNMS 04.000 CLFM9138 N/A 3140XDEL6 2050-03-01 4 N/A 1000.00 562.58 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4366 N/A 3131XXZ79 2047-10-01 4.5 N/A 1000.00 467.56 Agency Mortgage-Backed Securities FNMS 03.000 U6BF0500 N/A 3140FXRW4 2054-12-01 3 N/A 1000.00 591.21 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7883 N/A 3133BVXL4 2053-02-01 5.5 N/A 1000.00 781.30 Agency Mortgage-Backed Securities FNMS 02.000 CLBR1035 N/A 3140KYEH3 2051-05-01 2 N/A 1024.00 675.25 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5508 N/A 3140JADN5 2049-02-01 5 N/A 1000.00 247.41 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4128 N/A 31418DSS2 2040-09-01 2 N/A 4407.00 2144.57 Agency Mortgage-Backed Securities FNMS 06.500 CLDA7586 N/A 3140A8NC2 2054-04-01 6.5 N/A 1086072.00 1138131.67 Agency Mortgage-Backed Securities 05.500 FGPC K39033 G N/A 31303ABA3 2047-04-01 5.5 N/A 33861846.00 564644.87 Agency Mortgage-Backed Securities FNMS 04.500 CLBN9736 N/A 3140JSZA0 2049-04-01 4.5 N/A 2001.00 1314.16 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6140 N/A 3140MXZE7 2052-08-01 5 N/A 1010.00 614.43 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8749 N/A 3140QGWK9 2051-01-01 2 N/A 64618333.00 39199528.46 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3450 N/A 3131XWZP1 2047-06-01 4.5 N/A 2003.00 528.00 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5631 N/A 3140QRHH9 2053-02-01 4.5 N/A 1000.00 901.29 Agency Mortgage-Backed Securities FNMS 06.000 NP256327 N/A 31371MVU8 2036-06-01 6 N/A 460942.00 875.49 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8512 N/A 3140XQN60 2054-05-01 6 N/A 1024.00 1045.42 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8341 N/A 3140XQHT7 2053-09-01 5 N/A 56452950.00 55584691.16 Agency Mortgage-Backed Securities FEPC 04.500 CLQE2865 N/A 3133BCFE2 2052-06-01 4.5 N/A 2000.00 1733.43 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2160 N/A 3140QMMJ0 2051-11-01 3 N/A 49536219.00 36166496.35 Agency Mortgage-Backed Securities FNMS 04.000 CLAW7429 N/A 3138XXHF6 2042-02-01 4 N/A 1000.00 91.83 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6992 N/A 3140NPXW5 2053-07-01 5.5 N/A 1000.00 1004.89 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0903 N/A 31334XAC3 2049-06-01 4.5 N/A 1000.00 483.86 Agency Mortgage-Backed Securities 05.000 FGPC Q58716 G N/A 3132Y2VJ2 2048-09-01 5 N/A 1298255.00 492446.75 Agency Mortgage-Backed Securities 3 3/4 BOND 41 N/A 912810QS0 2041-08-15 3.75 N/A 6604800.00 6250106.85 U.S. Treasuries (including strips) FEPC 04.000 CLZM0238 N/A 3131XTHP8 2045-10-01 4 N/A 1008.00 225.74 Agency Mortgage-Backed Securities FNMS 04.000 CLFS7386 N/A 3140XPF46 2050-04-01 4 N/A 1000.00 909.93 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8538 N/A 3140QUPY6 2054-05-01 5.5 N/A 55184282.00 54991155.23 Agency Mortgage-Backed Securities FEPC 03.500 CLZL4012 N/A 3131XKN54 2042-10-01 3.5 N/A 1024.00 119.89 Agency Mortgage-Backed Securities FEPC 02.500 CTRB5132 N/A 3133KYVZ9 2041-10-01 2.5 N/A 4460.00 3024.30 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1721 N/A 3140MS4F9 2052-08-01 5 N/A 3000.00 2314.89 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0944 N/A 31418NBN9 2040-04-01 5.5 N/A 3072.00 166.10 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6811 N/A 3133BUR82 2053-01-01 6 N/A 3001.00 2361.25 Agency Mortgage-Backed Securities FNMS 05.500 CLBX7541 N/A 3140NCLX5 2053-02-01 5.5 N/A 1000.00 934.57 Agency Mortgage-Backed Securities FNMS 04.000 CLFS8344 N/A 3140XQHW0 2049-06-01 4 N/A 48378985.00 45643629.89 Agency Mortgage-Backed Securities FNMS 07.000 CL940644 N/A 31413BP54 2037-08-01 7 N/A 20768277.00 107008.23 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7703 N/A 3140QFRZ4 2050-11-01 2 N/A 1024.00 613.40 Agency Mortgage-Backed Securities FNMS 03.500 CLBA6389 N/A 3140EBC33 2045-11-01 3.5 N/A 3950276.00 374280.83 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4685 N/A 3132DSF23 2054-01-01 6 N/A 40698531.00 40322275.65 Agency Mortgage-Backed Securities FEPC 04.500 CLQA1980 N/A 31334YFV4 2049-08-01 4.5 N/A 1000.00 569.98 Agency Mortgage-Backed Securities FNMS 05.500 CLAD3135 N/A 31418QPV9 2040-04-01 5.5 N/A 2071.00 108.48 Agency Mortgage-Backed Securities 04.000 FGPC Q57334 G N/A 3132Y1EG9 2048-05-01 4 N/A 3001.00 982.85 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0722 N/A 3140NGYU8 2053-05-01 5 N/A 3001.00 2918.15 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5296 N/A 31418E3E8 2054-03-01 5.5 N/A 36067199.00 35062966.42 Agency Mortgage-Backed Securities FEPC 06.500 CLQF8910 N/A 3133BW3T8 2053-03-01 6.5 N/A 1000.00 883.44 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9391 N/A 3140NSNH3 2053-08-01 6.5 N/A 1000.00 1028.44 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8225 N/A 3132DWD67 2052-07-01 3 N/A 1000.00 790.52 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3472 N/A 3131Y92D4 2049-02-01 4.5 N/A 1000.00 485.79 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0798 N/A 3133BM3F0 2052-10-01 5 N/A 2001.00 1925.13 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7218 N/A 3140QFAU3 2050-10-01 2 N/A 1000.00 559.02 Agency Mortgage-Backed Securities FNMS 04.500 CLAU8868 N/A 3138X82A8 2043-11-01 4.5 N/A 19998053.00 2270072.81 Agency Mortgage-Backed Securities FEPC 04.000 CLZL3231 N/A 3131XJSU7 2042-06-01 4 N/A 1024.00 213.96 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3098 N/A 3132DQNP7 2053-05-01 5 N/A 24326264.00 21511500.09 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3982 N/A 3140X7M89 2050-05-01 3.5 N/A 1000.00 241.02 Agency Mortgage-Backed Securities FNMS 03.500 CLAK3106 N/A 3138E7NY6 2042-02-01 3.5 N/A 1000.00 173.63 Agency Mortgage-Backed Securities FEPC 06.500 CLQF5227 N/A 3133BSYY2 2052-12-01 6.5 N/A 1000.00 760.80 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0923 N/A 3133C1AY6 2053-04-01 5 N/A 1000.00 861.16 Agency Mortgage-Backed Securities FEPC 06.500 CLQG5015 N/A 3133C5SC6 2053-06-01 6.5 N/A 1000.00 1037.16 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7402 N/A 3131Y2GK8 2048-07-01 4.5 N/A 1000.00 380.93 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6063 N/A 3133A0WY6 2050-01-01 3.5 N/A 1000.00 685.16 Agency Mortgage-Backed Securities FNMS 02.500 CNMA3861 N/A 31418DJF0 2029-12-01 2.5 N/A 1000.00 229.57 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7890 N/A 3140N0XU4 2052-08-01 4.5 N/A 4000.00 3617.04 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6497 N/A 3140MYGF3 2052-09-01 5 N/A 2000.00 1578.96 Agency Mortgage-Backed Securities 04.500 FGPC D98602 G N/A 3128E5RX9 2031-03-01 4.5 N/A 1032.00 46.24 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9274 N/A 3133KRJT2 2053-06-01 5.5 N/A 1024.00 882.50 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5570 N/A 3133A0FK5 2049-12-01 3.5 N/A 1008.00 295.86 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9968 N/A 3140NTCE0 2053-08-01 6 N/A 1000.00 907.76 Agency Mortgage-Backed Securities FNMS 07.000 CLDA9698 N/A 3140YXX48 2054-02-01 7 N/A 1000.00 1058.28 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6331 N/A 3140QSA92 2053-05-01 6 N/A 29367687.00 28324055.72 Agency Mortgage-Backed Securities FEPC 02.500 CLRA7091 N/A 3133KN2Y8 2052-03-01 2.5 N/A 1000.00 743.95 Agency Mortgage-Backed Securities 04.500 FGPC Q62759 G N/A 3132VPB56 2049-04-01 4.5 N/A 3003.00 1031.33 Agency Mortgage-Backed Securities FNMS 04.000 CLBH8165 N/A 3140GXCB5 2047-07-01 4 N/A 1000.00 607.54 Agency Mortgage-Backed Securities FNMS 06.500 CL190371 N/A 31368HMU4 2036-07-01 6.5 N/A 132417.00 1059.93 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3156 N/A 3131Y9QH9 2049-02-01 4.5 N/A 1000.00 236.88 Agency Mortgage-Backed Securities 05.500 FGPC Q57093 G N/A 3132Y03B4 2048-06-01 5.5 N/A 5000.00 1567.18 Agency Mortgage-Backed Securities FNMS 04.000 CIBN5356 N/A 3140JM5S7 2034-03-01 4 N/A 1000.00 283.04 Agency Mortgage-Backed Securities FEPC 05.500 CLQH0444 N/A 3133CCP59 2053-09-01 5.5 N/A 1000.00 995.90 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6326 N/A 3131YDA38 2049-05-01 4.5 N/A 1000.00 222.99 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4529 N/A 3140XLA73 2053-03-01 5.5 N/A 1008.00 942.83 Agency Mortgage-Backed Securities FEPC 06.000 CLQG1643 N/A 3133C1ZG8 2053-04-01 6 N/A 4000.00 4095.08 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7184 N/A 3140AG6W9 2054-07-01 6.5 N/A 1000.00 1035.78 Agency Mortgage-Backed Securities FNMS 04.500 CLBV9710 N/A 3140MPYG0 2052-06-01 4.5 N/A 3000.00 2806.93 Agency Mortgage-Backed Securities FNMS 06.500 CLDB2219 N/A 3140ABPD1 2054-03-01 6.5 N/A 1109903.00 1143278.05 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7227 N/A 3133BVA47 2053-01-01 5.5 N/A 1000.00 975.49 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9852 N/A 3133KR5M2 2053-09-01 6 N/A 38607228.00 37021705.85 Agency Mortgage-Backed Securities FNMS 05.000 CLBX3859 N/A 3140N8JD1 2053-03-01 5 N/A 5000.00 4823.86 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0396 N/A 3140FXNN8 2059-08-01 2.5 N/A 1024.00 474.59 Agency Mortgage-Backed Securities FNMS 01.500 CIBT4381 N/A 3140LS2P0 2036-08-01 1.5 N/A 1000.00 651.68 Agency Mortgage-Backed Securities FNMS 07.000 CLBY7905 N/A 3140NQYB8 2054-07-01 7 N/A 1000.00 1048.35 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1126 N/A 3140QLHC3 2051-07-01 2.5 N/A 2007.00 1296.71 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7097 N/A 3140XN3F9 2054-01-01 6.5 N/A 1024.00 1003.19 Agency Mortgage-Backed Securities 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 N/A 11679400.00 11256449.51 U.S. Treasuries (including strips) FEPC 03.000 CLQD3323 N/A 3133B0VQ3 2051-12-01 3 N/A 4000.00 2832.58 Agency Mortgage-Backed Securities FNMS 06.000 CLBX8917 N/A 3140ND4B0 2053-05-01 6 N/A 1000.00 1016.33 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0933 N/A 31418NBB5 2040-04-01 5.5 N/A 4097.00 252.60 Agency Mortgage-Backed Securities FNMS 04.000 CLCB5414 N/A 3140QRAQ6 2053-01-01 4 N/A 1008.00 889.10 Agency Mortgage-Backed Securities FNMS 05.500 CLDA1212 N/A 3140A1K22 2053-08-01 5.5 N/A 1000.00 993.01 Agency Mortgage-Backed Securities 04.000 FGPC Q48209 G N/A 3132WNDP4 2047-05-01 4 N/A 1000.00 385.25 Agency Mortgage-Backed Securities FEPC 05.500 CLQF2934 N/A 3133BQHK5 2052-11-01 5.5 N/A 2001.00 1775.28 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4905 N/A 3132DSNW8 2053-10-01 6 N/A 1000.00 992.82 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1346 N/A 3140N5P81 2052-11-01 5 N/A 1000.00 805.11 Agency Mortgage-Backed Securities FNMS 02.500 CLBT6823 N/A 3140LVSM2 2051-10-01 2.5 N/A 1000.00 706.40 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1169 N/A 3140N5JP0 2052-11-01 5.5 N/A 4001.00 2727.76 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ7337 N/A 3140H9EK5 2048-10-01 4.5 N/A 1518611.00 1103515.60 Agency Mortgage-Backed Securities FNMS 05.000 CLBV9112 N/A 3140MPDS7 2052-08-01 5 N/A 2001.00 1930.33 Agency Mortgage-Backed Securities FNMS 06.500 CL995378 N/A 31416BXF0 2039-01-01 6.5 N/A 1000.00 11.29 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2319 N/A 3140NJSH8 2053-07-01 6.5 N/A 1000.00 901.55 Agency Mortgage-Backed Securities FEPC 06.500 CLQH1041 N/A 3133CDEN0 2053-09-01 6.5 N/A 1000.00 997.06 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2138 N/A 3140NJLU6 2053-06-01 6.5 N/A 2000.00 1851.55 Agency Mortgage-Backed Securities FNMS 04.000 CLBU8667 N/A 3140MATZ7 2052-05-01 4 N/A 1000.00 793.19 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4129 N/A 3131YASS0 2049-03-01 4.5 N/A 1000.00 347.11 Agency Mortgage-Backed Securities FNMS 03.500 CLBM2001 N/A 3140J6GK7 2046-12-01 3.5 N/A 1024.00 139.78 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2843 N/A 3133C3EQ5 2053-05-01 5.5 N/A 3001.00 2943.24 Agency Mortgage-Backed Securities 06.000 FGPC G03878 G N/A 3128M5UB4 2038-02-01 6 N/A 1120.00 11.89 Agency Mortgage-Backed Securities FNMS 03.500 CLAY8420 N/A 3138YNLA3 2045-08-01 3.5 N/A 1120.00 202.90 Agency Mortgage-Backed Securities FEPC 04.500 CLQA6190 N/A 3133A02X1 2050-01-01 4.5 N/A 1000.00 581.47 Agency Mortgage-Backed Securities 03.500 FGPC Q44496 G N/A 3132WH7J8 2046-11-01 3.5 N/A 1024.00 282.85 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7508 N/A 3133BHKV7 2052-08-01 4.5 N/A 1001.00 824.23 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4154 N/A 3131XXTK7 2047-09-01 4.5 N/A 1000.00 304.58 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8284 N/A 3140K4F21 2049-11-01 3.5 N/A 1000.00 575.09 Agency Mortgage-Backed Securities FNMS 06.000 NP900174 N/A 31410XCK0 2036-08-01 6 N/A 81391616.00 283873.21 Agency Mortgage-Backed Securities FEPC 04.500 CLQE9702 N/A 3133BKX79 2052-09-01 4.5 N/A 1000.00 817.09 Agency Mortgage-Backed Securities 04.000 FGPC Q39568 G N/A 3132QWT25 2046-03-01 4 N/A 3000.00 545.88 Agency Mortgage-Backed Securities 03.500 FGPC U91393 G N/A 3132HBNJ0 2043-05-01 3.5 N/A 1000.00 63.53 Agency Mortgage-Backed Securities FNMS 04.000 CLBH6683 N/A 3140GVM93 2047-07-01 4 N/A 1024.00 42.40 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9380 N/A 3140QHM69 2051-03-01 2 N/A 1000.00 625.73 Agency Mortgage-Backed Securities FNMS 04.000 CLFS6690 N/A 3140XNNG5 2052-05-01 4 N/A 3000.00 2745.39 Agency Mortgage-Backed Securities FNMS 04.500 CLAI2822 N/A 3138AGD47 2041-06-01 4.5 N/A 10088339.00 943883.56 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6195 N/A 3138WF3D6 2045-11-01 3.5 N/A 1040.00 288.04 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4240 N/A 3140XKWA4 2053-03-01 6 N/A 1000.00 899.56 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5746 N/A 3133A0L36 2049-12-01 3.5 N/A 2003.00 889.65 Agency Mortgage-Backed Securities FEPC 06.000 CLQG3147 N/A 3133C3P83 2053-05-01 6 N/A 1000.00 996.52 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1628 N/A 3140QLY26 2051-09-01 2.5 N/A 39509312.00 29275088.20 Agency Mortgage-Backed Securities 04.000 FGPC V83232 G N/A 3132L8SV0 2047-06-01 4 N/A 1024.00 237.94 Agency Mortgage-Backed Securities 04.000 FGPC Q48791 G N/A 3132WNXV9 2047-06-01 4 N/A 1000.00 416.93 Agency Mortgage-Backed Securities FNMS 04.500 CLBW8521 N/A 3140N1PF4 2052-10-01 4.5 N/A 1000.00 740.81 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 N/A 1024.00 331.32 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3182 N/A 31418CRC0 2047-11-01 3.5 N/A 1000.00 144.74 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2122 N/A 3140XHLC9 2052-03-01 3 N/A 1000.00 747.38 Agency Mortgage-Backed Securities FEPC 06.000 CLQG5014 N/A 3133C5SB8 2053-06-01 6 N/A 1000.00 1019.33 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1538 N/A 3140XGV89 2052-04-01 3 N/A 1000.00 738.06 Agency Mortgage-Backed Securities FNMS 02.500 CIFM3940 N/A 3140X7LW7 2035-08-01 2.5 N/A 1000.00 383.95 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4334 N/A 3140QPY84 2052-08-01 4 N/A 1024.00 848.97 Agency Mortgage-Backed Securities 03.500 FGPC Q06248 G N/A 3132GRHZ7 2042-02-01 3.5 N/A 2017.00 222.02 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0299 N/A 3140FXKM3 2058-08-01 3.5 N/A 1000.00 337.65 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8335 N/A 3140QUHM1 2054-04-01 5.5 N/A 31288936.00 31284544.88 Agency Mortgage-Backed Securities FEPC 05.000 CLQE3671 N/A 3133BDCG8 2052-06-01 5 N/A 1000.00 760.73 Agency Mortgage-Backed Securities FNMS 03.500 CRAB7470 N/A 31417EJQ5 2043-01-01 3.5 N/A 1000.00 115.85 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7904 N/A 3140LWYA9 2052-10-01 5 N/A 1000.00 809.68 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6756 N/A 3140QSQJ3 2053-07-01 6 N/A 33718995.00 31917569.40 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8794 N/A 3140N1XY4 2052-09-01 5 N/A 1001.00 815.14 Agency Mortgage-Backed Securities FNMS 05.500 CLBW7479 N/A 3140N0JZ9 2052-11-01 5.5 N/A 1000.00 831.37 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0447 N/A 3140XFP96 2050-09-01 3 N/A 1000.00 617.48 Agency Mortgage-Backed Securities FNMS 06.500 CLBY0243 N/A 3140NGHV5 2053-04-01 6.5 N/A 3000.00 2652.94 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5308 N/A 3131XY3R8 2047-12-01 4.5 N/A 1000.00 332.97 Agency Mortgage-Backed Securities FNMS 05.500 CLBX2837 N/A 3140N7EK2 2052-11-01 5.5 N/A 1000.00 742.17 Agency Mortgage-Backed Securities FNMS 06.000 CLBY3620 N/A 3140NLAW9 2053-06-01 6 N/A 1000.00 1019.03 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8761 N/A 3140XCWX2 2051-09-01 2.5 N/A 1008.00 771.88 Agency Mortgage-Backed Securities FEPC 06.500 CLRA9174 N/A 3133KRFP4 2053-06-01 6.5 N/A 1000.00 879.95 Agency Mortgage-Backed Securities 05.500 FGPC K39025 G N/A 31303AA22 2048-04-01 5.5 N/A 1024.00 16.43 Agency Mortgage-Backed Securities FEPC 06.500 CLRA9672 N/A 3133KRW91 2053-08-01 6.5 N/A 1000.00 1003.16 Agency Mortgage-Backed Securities FNMS 04.000 CLBH2333 N/A 3140GQSX5 2047-05-01 4 N/A 1000.00 265.17 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5696 N/A 3138WFKJ4 2045-08-01 3.5 N/A 1001.00 98.59 Agency Mortgage-Backed Securities FNMS 04.500 CKMA0738 N/A 31417YZC4 2041-04-01 4.5 N/A 1000.00 4.35 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8789 N/A 3133BJXS6 2052-08-01 5 N/A 2001.00 1947.56 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4198 N/A 3133BRUX0 2052-12-01 6 N/A 3000.00 3032.83 Agency Mortgage-Backed Securities 04.000 FGPC V81946 G N/A 3132L7ET2 2045-09-01 4 N/A 1000.00 293.85 Agency Mortgage-Backed Securities 07.000 FGPC G03442 G N/A 3128M5EP1 2037-10-01 7 N/A 2080.00 25.11 Agency Mortgage-Backed Securities 05.000 FGPC Q63082 G N/A 3132VPM88 2049-04-01 5 N/A 1000.00 385.38 Agency Mortgage-Backed Securities FNMS 04.000 CLBD4420 N/A 3140FB4E7 2046-07-01 4 N/A 2880534.00 460640.10 Agency Mortgage-Backed Securities FEPC 05.000 CLQG1183 N/A 3133C1J43 2053-04-01 5 N/A 1000.00 978.66 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7051 N/A 3140QSZR5 2053-09-01 6 N/A 31255795.00 30621642.45 Agency Mortgage-Backed Securities FEPC 04.000 CLQE5591 N/A 3133BFF88 2052-07-01 4 N/A 1000.00 872.24 Agency Mortgage-Backed Securities FEPC 04.000 CLQA6204 N/A 3133A03M4 2050-01-01 4 N/A 1000.00 381.99 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3496 N/A 3140QN3E0 2052-05-01 3 N/A 1000.00 769.17 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0578 N/A 3140QKUC0 2051-05-01 2.5 N/A 1000.00 655.58 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0506 N/A 3140JGR49 2048-09-01 4.5 N/A 1000.00 290.94 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3885 N/A 3140XKJ76 2051-11-01 3 N/A 1000.00 801.55 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1627 N/A 3140QLYZ3 2051-09-01 2.5 N/A 7073239.00 5183687.67 Agency Mortgage-Backed Securities FNMS 04.000 CTCA2073 N/A 3140Q9JT1 2038-07-01 4 N/A 1008.00 266.90 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5724 N/A 3131Y0LD2 2048-02-01 4.5 N/A 1000.00 264.24 Agency Mortgage-Backed Securities FEPC 03.000 CLQE4399 N/A 3133BD3G8 2052-06-01 3 N/A 1000.00 671.26 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1704 N/A 3140Q83N3 2048-05-01 4.5 N/A 1000.00 235.17 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8330 N/A 3133BWHF3 2053-02-01 5.5 N/A 2000.00 1974.57 Agency Mortgage-Backed Securities FNMS 03.500 CIFS1987 N/A 3140XHF51 2037-05-01 3.5 N/A 1000.00 767.43 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ7353 N/A 3140E0E35 2045-11-01 3.5 N/A 6932533.00 845327.11 Agency Mortgage-Backed Securities FNMS 02.000 CLFS7543 N/A 3140XPLZ0 2052-03-01 2 N/A 1000.00 792.91 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3361 N/A 3140XJWX7 2052-12-01 5.5 N/A 1024.00 912.51 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ0654 N/A 3140H1WQ9 2048-03-01 3.5 N/A 2844088.00 667351.46 Agency Mortgage-Backed Securities 05.000 FGPC Q63051 G N/A 3132VPL97 2049-04-01 5 N/A 1000.00 499.57 Agency Mortgage-Backed Securities 05.000 FGPC Q57805 G N/A 3132Y1U71 2048-08-01 5 N/A 1000.00 149.08 Agency Mortgage-Backed Securities 03.500 FGPC U91914 G N/A 3132HCAP8 2043-08-01 3.5 N/A 1000.00 181.75 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0458 N/A 3140QKQL5 2051-05-01 2.5 N/A 1000.00 631.57 Agency Mortgage-Backed Securities 04.000 FGPC Q52358 G N/A 3132XUTQ8 2047-11-01 4 N/A 1000.00 356.15 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8680 N/A 3133C9UD3 2053-08-01 6.5 N/A 1000.00 1035.25 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7454 N/A 3133BVH73 2053-02-01 6 N/A 1000.00 939.29 Agency Mortgage-Backed Securities FNMS 05.500 CLBY7472 N/A 3140NQJS8 2053-08-01 5.5 N/A 3001.00 2720.48 Agency Mortgage-Backed Securities 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CISB8114 N/A 3132D6AP5 2036-08-01 1.5 N/A 16477568.00 10203389.78 Agency Mortgage-Backed Securities FNMS 03.500 CIAH5801 N/A 3138A7NT1 2026-02-01 3.5 N/A 48000.00 408.68 Agency Mortgage-Backed Securities FNMS 03.500 CIBM3257 N/A 3140J7TP0 2032-11-01 3.5 N/A 3000.00 931.91 Agency Mortgage-Backed Securities FNMS 03.500 CLAB4297 N/A 31417AX38 2042-01-01 3.5 N/A 20000.00 1361.98 Agency Mortgage-Backed Securities FNMS 03.500 CIMA2161 N/A 31418BMK9 2029-12-01 3.5 N/A 1960.00 230.66 Agency Mortgage-Backed Securities FNMS 03.500 CLFM6039 N/A 3140X9V93 2050-06-01 3.5 N/A 2000.00 717.66 Agency Mortgage-Backed Securities FNMS 04.500 CIAL1867 N/A 3138EJCD8 2026-06-01 4.5 N/A 1000.00 2.45 Agency Mortgage-Backed Securities FNMS 05.500 CLDA9523 N/A 3140YXSM4 2054-03-01 5.5 N/A 1000.00 953.18 Agency Mortgage-Backed Securities FNMS 07.500 CL914058 N/A 31411SQK5 2037-02-01 7.5 N/A 56376.00 118.91 Agency Mortgage-Backed Securities 06.500 FGPC P20053 G N/A 31283Y5M6 2028-07-01 6.5 N/A 1000.00 0.23 Agency 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CORPORATION S6XOOCT0IEG5ABCC6L87 3133KJ7M8 2050-10-01 2.5 N/A 1000.00 506.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQSF4 2053-05-01 5 N/A 1000.00 919.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFXE6 2049-06-01 3.5 N/A 1000.00 662.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WDTH5 2054-06-01 6.5 N/A 1000.00 1031.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J6GR2 2048-09-01 4 N/A 1000.00 98.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WLBN2 2047-07-01 3.5 N/A 1005.00 256.10 Agency Mortgage-Backed Securities GNMA_23-H03 N/A 38382YR62 2073-02-20 0.97209 N/A 44354560.00 3234737.40 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EA83 2031-01-01 1.5 N/A 3157190.00 1934675.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WGA39 2054-07-01 6.5 N/A 1000.00 1036.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWGY3 2053-04-01 5 N/A 1024.00 933.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGTA2 2054-07-01 6.5 N/A 1000.00 1035.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E6X3 2054-05-01 4 N/A 1008.00 935.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWGQ0 2053-03-01 5 N/A 1024.00 929.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSAW1 2053-05-01 5.5 N/A 1000.00 927.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KL2H9 2051-05-01 2.5 N/A 1000.00 633.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WGKL8 2054-07-01 6.5 N/A 1000.00 1032.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGU85 2054-07-01 6.5 N/A 1024.00 1053.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WFKA4 2054-07-01 6.5 N/A 1000.00 1034.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHKM8 2052-04-01 1.5 N/A 1426080.00 974323.63 Agency Mortgage-Backed Securities GNMA_23-82B N/A 38384AT94 2053-06-20 6.4941 N/A 122323297.00 113194167.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AKGG4 2054-08-01 5.5 N/A 1000.00 1004.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWGG2 2053-02-01 5 N/A 1024.00 930.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KHNK8 2050-02-01 3 N/A 1000.00 404.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ECY4 2042-04-01 2 N/A 1000.00 721.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGAL1 2050-12-01 2 N/A 1000.00 593.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N1P56 2052-09-01 5 N/A 1008.00 907.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ELY4 2052-12-01 5.5 N/A 1024.00 904.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHNC7 2052-06-01 4 N/A 1024.00 823.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGR48 2054-07-01 6.5 N/A 1000.00 1045.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQMR5 2054-07-01 5.5 N/A 1024.00 1028.78 Agency Mortgage-Backed Securities GNMA_23-22J N/A 38383VVP0 2053-02-20 6 N/A 39492016.00 33706000.34 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQP92 2054-07-01 7 N/A 1024.00 1063.04 Agency Mortgage-Backed Securities FHLMC_5359B N/A 3137HATC0 2053-11-25 0 N/A 1688882.00 1257006.02 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTCQ1 2054-06-01 5.5 N/A 1008.00 1011.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HJJS1 2048-08-01 4 N/A 1000.00 96.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUP75 2054-05-01 6 N/A 1120.00 1125.81 Agency Mortgage-Backed Securities GNMA_23-63A N/A 38384ACW1 2053-05-20 6.3441 N/A 34876206.00 29568220.01 Agency Collateralized Mortgage Obligation GNMA_23-1D N/A 38383VCJ5 2053-01-20 6.2941 N/A 1001.00 926.31 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LVKK4 2052-02-01 2 N/A 1000.00 738.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KLGL5 2051-02-01 2 N/A 1000.00 606.58 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K163 N/A 3137HCXK3 2034-03-25 5 N/A 9947440.00 10295945.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGTQ7 2054-07-01 6.5 N/A 1000.00 1031.62 Agency Mortgage-Backed Securities GNMA_22-170D N/A 38381T3E3 2052-09-20 5.5 N/A 77406234.00 63234838.68 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q94S9 2048-11-01 4 N/A 1024.00 255.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406KL57 2035-03-01 6 N/A 1000.00 38.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EMR8 2053-01-01 4.5 N/A 1000.00 896.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCQ76 2051-08-01 3 N/A 1000.00 637.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNZ55 2052-09-01 5 N/A 1008.00 839.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X93X1 2050-12-01 3.5 N/A 1000.00 429.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGL69 2054-06-01 6 N/A 1000.00 1019.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBSV3 2050-09-01 2.5 N/A 1000.00 610.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WCHZ9 2044-07-01 4 N/A 1000.00 132.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AJ5G9 2054-07-01 6.5 N/A 1000.00 1033.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUUF1 2054-06-01 5.5 N/A 1000.00 1005.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Y2N3 2054-07-20 6.5 N/A 59631826.00 61004888.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJA5 2053-07-15 7 N/A 1383190.00 1432625.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N7GY0 2052-12-01 5 N/A 1000.00 825.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132CXKQ4 2036-09-01 1.5 N/A 1024.00 895.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUZJ8 2054-07-01 5.5 N/A 1000.00 1005.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YPH1 2054-01-20 6 N/A 15218400.00 15200507.20 Agency Mortgage-Backed Securities Y Moody's P-1 Standard & Poor's A-1 Fitch F1 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 374000000.00 374000000.00 0.0025 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.33000160 3130B13C9 2549001DPIFGXC1TOL40 US3130B13C98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Agency Standard & Poor's AA+ 2024-08-01 2024-08-27 2024-08-27 N N N 0.0538 68100540.03 68100540.03 0.0005 N N N N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 5.35000000 N/A CYYGQCGNHMHPSMRL3R97 BYD6GTV37 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1 N/A 30543200.00 30011159.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125 N/A 8120000.00 5410753.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 53568800.00 36998140.58 U.S. Treasuries (including strips) Y Moody's NR Fitch NR Standard & Poor's A-1 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 71000000.00 71000000.00 0.0005 N Y Y N Fixed Income Clearing Corporation - WF Fixed Income Clearing Corporation - WF 5.37999840 N/A 549300H47WTHXPU08X20 BYD65RCC4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 4 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254900HROIFWPRGM1V77 US912797KB24 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2024-08-15 2024-08-15 2024-08-15 N N N 0.0500 1482957221.82 1482957221.82 0.0098 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KM8 254900HROIFWPRGM1V77 US912797KM88 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's Govt 2024-09-26 2024-09-26 2024-09-26 N N N 0.0528 13885476.08 13885476.08 0.0001 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 5.42000000 N/A RUC0QBLBRPRCU4W1NE59 BYD6EJDX5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA_20-73D N/A 3136BCFT2 2049-11-25 0.827647 N/A 1312.00 494.63 Agency Collateralized Mortgage Obligation GNMA_14-H16A N/A 38375UMW7 2064-07-20 1.58409 N/A 100744.00 233.06 Agency Collateralized Mortgage Obligation FNMA_21-75G N/A 3136BJW68 2053-04-25 2 N/A 16745500.00 1050901.30 Agency Collateralized Mortgage Obligation GNMA_22-18H N/A 38383GE31 2052-01-20 2.5 N/A 350000.00 25657.10 Agency Collateralized Mortgage Obligation GNMA_22-197P N/A 38383LFQ8 2052-11-20 1.4559 N/A 577332.00 48935.90 Agency Collateralized Mortgage Obligation FNMA_21-28B N/A 3136BHKD0 2051-04-25 1.5 N/A 9875259.00 355728.92 Agency Collateralized Mortgage Obligation GNMA_23-113J N/A 38384CWD7 2053-08-20 0.4559 N/A 113819457.00 2345975.38 Agency Collateralized Mortgage Obligation FNMA_21-76A N/A 3136BJYG4 2051-11-25 2.5 N/A 33431625.00 3197875.91 Agency Collateralized Mortgage Obligation GNMA_24-30V N/A 38384JPN8 2054-02-20 1.6559 N/A 380434.00 38019.39 Agency Collateralized Mortgage Obligation GNMA_20-H09F N/A 38380QAT9 2070-05-20 1.03097 N/A 25931192.00 672279.07 Agency Collateralized Mortgage Obligation GNMA_24-79M N/A 38384PKF6 2054-05-20 4.30298 N/A 9990592.00 9763924.76 Agency Collateralized Mortgage Obligation GNMA_22-H24C N/A 38382YF32 2072-11-20 0.54778 N/A 64311453.00 3011575.90 Agency Collateralized Mortgage Obligation GNMA_18-H07E N/A 38380LDA8 2068-04-20 2.75141 N/A 50590001.00 1269758.12 Agency Collateralized Mortgage Obligation GNMA_24-51G N/A 38384KTS0 2054-03-20 0.05 N/A 20000000.00 23352.28 Agency Collateralized Mortgage Obligation GNMA_24-97V N/A 38384PTM2 2054-06-20 0 N/A 10183792.00 266311.66 Agency Collateralized Mortgage Obligation GNMA_20-46H N/A 38382C5A5 2050-04-20 4 N/A 13145000.00 793594.25 Agency Collateralized Mortgage Obligation FNMA_24-11D N/A 3136BRFR3 2054-03-25 0.30286 N/A 48168619.00 1961820.69 Agency Collateralized Mortgage Obligation GNMA_24-79E N/A 38384PBQ2 2054-05-20 0 N/A 50000000.00 1158413.25 Agency Collateralized Mortgage Obligation GNMA_24-90 N/A 38381LFW7 2066-07-16 0 N/A 66500000.00 4005967.46 Agency Collateralized Mortgage Obligation GNMA_22-H20C N/A 38382YZE6 2072-08-20 0.62047 N/A 65706334.00 3196880.36 Agency Collateralized Mortgage Obligation GNMA_24-51H N/A 38384KUB5 2054-03-20 0.1559 N/A 10000000.00 114091.98 Agency Collateralized Mortgage Obligation FNMA_20-M26B N/A 3136BARC0 2029-09-25 0.859 N/A 113130000.00 1365680.36 Agency Collateralized Mortgage Obligation GNMA_21-H09K N/A 38380Q5D0 2071-06-20 0.02564 N/A 44177162.00 855603.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSICATION GNMA_15-048 N/A 38379KHJ0 2050-02-16 0.74123 N/A 102166.00 68.31 Agency Collateralized Mortgage Obligation GNMA_22-112E N/A 38383TTH6 2052-06-20 0 N/A 65000000.00 1139243.53 Agency Collateralized Mortgage Obligation GNMA_22-213U N/A 38383LC81 2052-02-20 5.5 N/A 5151659.00 625500.71 Agency Collateralized Mortgage Obligation GNMA_21-66M N/A 38382RC48 2051-04-20 4 N/A 13335146.00 1008900.07 Agency Collateralized Mortgage Obligation FHLMC_4624C N/A 3137BSMP5 2038-12-15 0.451007 N/A 17536230.00 150953.50 Agency Collateralized Mortgage Obligation GNMA_24-79T N/A 38384PEJ5 2051-11-20 3 N/A 18345184.00 3884777.69 Agency Collateralized Mortgage Obligation FHLMC_5389H N/A 3137HBWF7 2054-03-25 1.00286 N/A 30254955.00 1496454.05 Agency Collateralized Mortgage Obligation FHLMC_5389B N/A 3137HBWC4 2054-03-25 0.35286 N/A 59474698.00 2716023.38 Agency Collateralized Mortgage Obligation FNMA_18-25B N/A 3136B1VC5 2048-04-25 5.76162 N/A 3132.00 1097.02 Agency Collateralized Mortgage Obligation GNMA_21-225G N/A 38383FZP1 2051-12-20 2.5 N/A 14432200.00 1103554.10 Agency Collateralized Mortgage Obligation FNMA_21-87D N/A 3136BKPF3 2051-11-25 2 N/A 4153750.00 190550.87 Agency Collateralized Mortgage Obligation FNMA_21-75J N/A 3136BJ4T9 2051-11-25 2 N/A 253750.00 18623.92 Agency Collateralized Mortgage Obligation FNMA_21-24D N/A 3136BF2A0 2051-04-25 4 N/A 10755965.00 1658956.27 Agency Collateralized Mortgage Obligation GNMA_14-H24 N/A 38375URJ1 2064-11-20 1.61878 N/A 44720085.00 355238.18 Agency Collateralized Mortgage Obligation GNMA_21-59E N/A 38382RPZ5 2051-04-20 0.84039 N/A 19736000.00 931050.26 Agency Collateralized Mortgage Obligation GNMA_24-51G N/A 38384KTW1 2054-03-20 0.1 N/A 1728211.00 4200.77 Agency Collateralized Mortgage Obligation FNMA_21-12G N/A 3136BFJR5 2051-01-25 3 N/A 574833.00 57079.54 Agency Collateralized Mortgage Obligation GNMA_24-30F N/A 38384JKR4 2054-02-20 1.1059 N/A 11597737.00 980130.08 Agency Collateralized Mortgage Obligation GNMA_19-42D N/A 38381TG58 2049-04-20 5 N/A 67500450.00 1710808.18 Agency Collateralized Mortgage Obligation FHLMC_5103L N/A 3137H0BU1 2051-05-25 1.5 N/A 1433333.00 41590.09 Agency Collateralized Mortgage Obligation FNR_24-11 N/A 3136BRBA4 2054-03-25 2.75286 N/A 6405971.00 452412.14 Agency Collateralized Mortgage Obligation FHLMC_5138H N/A 3137H2JH8 2051-07-25 2 N/A 16469599.00 1057162.87 Agency Collateralized Mortgage Obligation GNMA_20-H15D N/A 38380QJF0 2069-06-20 3.13975 N/A 19478385.00 461332.35 Agency Collateralized Mortgage Obligation GNMA_20-185 N/A 38382LS51 2050-12-20 2 N/A 41473586.00 3346567.19 Agency Collateralized Mortgage Obligation GNMA_19-78L N/A 38381WUN6 2049-06-20 0.59039 N/A 46600275.00 807114.26 Agency Collateralized Mortgage Obligation GNMA_22-67 N/A 38381E5T1 2063-08-16 0.89304 N/A 15000000.00 1018539.21 Agency Collateralized Mortgage Obligation GNMA_20-H16C N/A 38380QJP8 2069-08-20 0 N/A 58468927.00 720119.12 Agency Collateralized Mortgage Obligation GNMA_20-H10D N/A 38380QBW1 2070-05-20 0.29622 N/A 30602794.00 39781.69 Agency Collateralized Mortgage Obligation FNMA_21-M23 N/A 3136BKAW2 2031-11-01 0.5 N/A 158235.00 117907.69 Agency Collateralized Mortgage Obligation GNMA_24-79S N/A 38384PKQ2 2048-10-20 0.74039 N/A 32859206.00 3225244.24 Agency Collateralized Mortgage Obligation FNMA_22-22E N/A 3136BMH84 2054-07-25 2 N/A 23485876.00 1312369.46 Agency Collateralized Mortgage Obligation GNMA_21-66M N/A 38382RF52 2051-04-20 2 N/A 15440000.00 728450.13 Agency Collateralized Mortgage Obligation GNMA_21-H09J N/A 38380Q5B4 2071-06-20 0.01753 N/A 56804590.00 1124277.03 Agency Collateralized Mortgage Obligation GNMA_21-214N N/A 38383FGK3 2051-12-20 2.5 N/A 9434144.00 1225686.27 Agency Collateralized Mortgage Obligation GNMA_23-183C N/A 38384HBU1 2053-12-20 7 N/A 716488.00 128205.06 Agency Collateralized Mortgage Obligation GNMA_24-121 N/A 38381LKX9 2056-05-16 4 N/A 824260.00 785745.90 Agency Collateralized Mortgage Obligation FNMA_21-24C N/A 3136BFW90 2051-04-25 4.5 N/A 10123253.00 779852.49 Agency Collateralized Mortgage Obligation FNMA_21-75J N/A 3136BJ5A9 2051-11-25 2 N/A 378125.00 28084.78 Agency Collateralized Mortgage Obligation GNMA_21-H16F N/A 38382YGH0 2071-09-20 1.39225 N/A 36183479.00 1276059.82 Agency Collateralized Mortgage Obligation GNMA_24-30Q N/A 38384JNB6 2054-02-20 1.0559 N/A 28511350.00 1984758.08 Agency Collateralized Mortgage Obligation FHLMC_4900H N/A 3137FMZA3 2049-07-25 0.58838 N/A 38732096.00 828142.84 Agency Collateralized Mortgage Obligation GNMA_21-H05H N/A 38380QF80 2071-01-20 0.0345 N/A 17157604.00 810312.25 Agency Collateralized Mortgage Obligation FHLMC_5385C N/A 3137HBJA3 2046-12-15 0.110324 N/A 10879751.00 381933.94 Agency Collateralized Mortgage Obligation GNMA_20-108 N/A 38380PWY6 2062-06-16 0.84699 N/A 2131000.00 93505.49 Agency Collateralized Mortgage Obligation GNMA_21-H12E N/A 38382YCJ0 2071-08-20 0.0372 N/A 227388936.00 4126884.68 Agency Collateralized Mortgage Obligation GNMA_20-165L N/A 38382K2M4 2050-01-20 4.5 N/A 21421581.00 1356847.36 Agency Collateralized Mortgage Obligation GNMA_16-H23A N/A 38376RA48 2066-10-20 1.05063 N/A 18638988.00 182594.77 Agency Collateralized Mortgage Obligation GNMA_12-114 N/A 38378BE47 2053-01-16 0.62524 N/A 15200000.00 49301.24 Agency Collateralized Mortgage Obligation GNMA_24-30D N/A 38384JJH8 2064-02-20 1.5059 N/A 60398016.00 3795344.14 Agency Collateralized Mortgage Obligation FHLMC_5335C N/A 3137HALE4 2053-09-25 0.35286 N/A 20266828.00 803803.20 Agency Collateralized Mortgage Obligation FNMA_19-83E N/A 3136B8BZ1 2050-01-25 4.5 N/A 13450555.00 780328.87 Agency Collateralized Mortgage Obligation GNMA_23-H10C N/A 38382Y4B6 2073-04-20 0.72849 N/A 58133135.00 2181294.34 Agency Collateralized Mortgage Obligation GNMA_21-2 N/A 38380RNM8 2063-06-16 0.87659 N/A 3439000.00 188042.71 Agency Collateralized Mortgage Obligation GNMA_22-93K N/A 38383R3U9 2051-09-20 4.5 N/A 7222222.00 602009.23 Agency Collateralized Mortgage Obligation GNMA_22-213U N/A 38383LC99 2051-09-20 6 N/A 2094767.00 238874.40 Agency Collateralized Mortgage Obligation GNMA_22-H26B N/A 38382YJ79 2072-11-20 0.4704 N/A 8429400.00 300959.74 Agency Collateralized Mortgage Obligation GNMA_24-79X N/A 38384PLC2 2064-05-20 1.3059 N/A 82236891.00 3040355.25 Agency Collateralized Mortgage Obligation FHLMC_5389G N/A 3137HBWD2 2054-03-25 0 N/A 25000000.00 873868.55 Agency Collateralized Mortgage Obligation FNMA_21-94E N/A 3136BK2P6 2052-01-25 2 N/A 2562500.00 158428.13 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-M10 N/A 3136B9EN3 2027-12-25 0.764 N/A 63466602.00 383097.34 Agency Collateralized Mortgage Obligation FNMA_20-87C N/A 3136BC3S7 2050-12-25 3.5 N/A 15318176.00 2192532.92 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-7 N/A 31396PSZ5 2037-02-25 0.93838 N/A 147878.00 37.02 Agency Collateralized Mortgage Obligation GNMA_23-56C N/A 38383XM68 2053-04-20 0.1059 N/A 15000000.00 445878.33 Agency Collateralized Mortgage Obligation GNMA_14-41 N/A 38379AU24 2044-03-16 0.65772 N/A 25593175.00 537291.19 Agency Collateralized Mortgage Obligation GNMA_17-H22D N/A 38375UU99 2067-10-20 0.52162 N/A 21963420.00 930995.88 Agency Collateralized Mortgage Obligation GNMA_24-51E N/A 38384KSV4 2064-03-20 0.05 N/A 20000000.00 22774.07 Agency Collateralized Mortgage Obligation FNMA_20-M39C N/A 3136BBTJ1 2030-07-25 0.434 N/A 1701358.00 19850.86 Agency Collateralized Mortgage Obligation GNMA_24-4S N/A 38384HZX9 2053-02-20 5 N/A 3069364.00 493001.51 Agency Collateralized Mortgage Obligation GNMA_23-24P N/A 38383WCS3 2052-01-20 0.1559 N/A 46613082.00 3960284.28 Agency Collateralized Mortgage Obligation FHLMC_4763E N/A 3137F3MN1 2047-08-15 0.74811 N/A 11188391.00 186596.05 Agency Collateralized Mortgage Obligation FNMA_22-4B N/A 3136BLB82 2052-02-25 2 N/A 5514000.00 251157.46 Agency Collateralized Mortgage Obligation GNMA_18-65H N/A 38380WP78 2048-05-20 5.5 N/A 2186345.00 55001.43 Agency Collateralized Mortgage Obligation GNMA_24-30J N/A 38384JME1 2064-02-20 1.5059 N/A 34370265.00 1199889.94 Agency Collateralized Mortgage Obligation GNMA_24-51F N/A 38384KTJ0 2054-03-20 0.15 N/A 24679500.00 97950.81 Agency Collateralized Mortgage Obligation FNMA_20-M36 N/A 3136BBBW1 2034-09-25 1.446 N/A 600000.00 30564.63 Agency Collateralized Mortgage Obligation GNMA_23-H22C N/A 38383KEJ7 2073-09-20 1.12804 N/A 29579901.00 2558307.71 Agency Collateralized Mortgage Obligation GNMA_19-128H N/A 38382AFP5 2049-10-20 0.54039 N/A 15292399.00 623443.26 Agency Collateralized Mortgage Obligation GNMA_20-190 N/A 38380RJM3 2062-11-16 1.04998 N/A 43435136.00 2774415.45 Agency Collateralized Mortgage Obligation GNMA_17-70 N/A 38379RYS6 2059-02-16 0.38278 N/A 42180154.00 273388.16 Agency Collateralized Mortgage Obligation GNMA_20-107B N/A 38382GVM1 2050-07-20 3.5 N/A 26428571.00 1831282.54 Agency Collateralized Mortgage Obligation FNMA_20-87D N/A 3136BC3U2 2050-12-25 4.5 N/A 18231129.00 2841956.60 Agency Collateralized Mortgage Obligation GNMA_21-136C N/A 38382WR58 2051-08-20 0.84039 N/A 5000000.00 523256.14 Agency Collateralized Mortgage Obligation GNMA_24-56 N/A 38381LBK7 2065-06-16 4.5 N/A 988610.00 883199.46 Agency Collateralized Mortgage Obligation GNMA_24-79G N/A 38384PCD0 2054-05-20 0 N/A 70000000.00 3173454.02 Agency Collateralized Mortgage Obligation FHLMC_5103J N/A 3137H0DK1 2050-01-25 2 N/A 8669750.00 251251.06 Agency Collateralized Mortgage Obligation FNMA_15-56C N/A 3136APTN2 2045-08-25 0.68838 N/A 2100000.00 72176.43 Agency Collateralized Mortgage Obligation GNMA_24-H11B N/A 38383KZP0 2074-07-20 0.93349 N/A 100000.00 7800.49 Agency Collateralized Mortgage Obligation GNMA_24-51F N/A 38384KTA9 2054-03-20 0 N/A 50000000.00 145310.87 Agency Collateralized Mortgage Obligation GNMA_24-4U N/A 38384HA65 2054-01-20 1.6059 N/A 18747106.00 1035942.39 Agency Collateralized Mortgage Obligation GNMA_15-H05B N/A 38375UUS7 2065-02-20 0.49964 N/A 41833825.00 499341.13 Agency Collateralized Mortgage Obligation GNMA_23-173K N/A 38384GDB3 2053-11-20 0 N/A 31000000.00 1706636.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSICATION GNMA_16-026 N/A 38379UEH5 2058-02-16 0.53952 N/A 54321299.00 268754.94 Agency Collateralized Mortgage Obligation GNMA_22-93L N/A 38383R3X3 2052-05-20 0 N/A 50000000.00 1143306.35 Agency Collateralized Mortgage Obligation GNMA_20-H11E N/A 38380QCY6 2069-05-20 2.18956 N/A 28607880.00 1062095.14 Agency Collateralized Mortgage Obligation GNMA_12-123 N/A 38378BQ77 2051-12-16 0.6181 N/A 30180000.00 76580.84 Agency Collateralized Mortgage Obligation GNMA_22-179F N/A 38383Y5Y4 2052-10-20 0 N/A 44842711.00 1358558.21 Agency Collateralized Mortgage Obligation GNMA_24-51J N/A 38384KUL3 2054-03-20 0.2059 N/A 10000000.00 555099.46 Agency Collateralized Mortgage Obligation GNMA_24-64K N/A 38384MMH7 2054-04-20 0 N/A 101761586.00 5228081.77 Agency Collateralized Mortgage Obligation GNMA_24-4B N/A 38384HD54 2054-01-20 7 N/A 602992.00 105749.71 Agency Collateralized Mortgage Obligation FNMA_19-13F N/A 3136B4JX7 2049-03-25 4.5 N/A 16641110.00 319584.86 Agency Collateralized Mortgage Obligation GNMA_24-51A N/A 38384KRV5 2054-03-20 6.5 N/A 1615384.00 183587.69 Agency Collateralized Mortgage Obligation FNMA_21-94E N/A 3136BK2Y7 2052-01-25 2 N/A 437500.00 27480.09 Agency Collateralized Mortgage Obligation FNMA_20-M17A N/A 3136B9NC7 2028-01-25 1.358 N/A 10664342.00 181374.69 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_14-50 N/A 3136AKXK4 2044-08-25 0.765133 N/A 2050071.00 8240.72 Agency Collateralized Mortgage Obligation FNMA_24-17A N/A 3136BRMT1 2054-04-25 1.75286 N/A 35002434.00 2743347.67 Agency Collateralized Mortgage Obligation GNMA_24-79C N/A 38384PBF6 2054-05-20 1.9059 N/A 36325800.00 2805847.63 Agency Collateralized Mortgage Obligation GNMA_20-137 N/A 38380P4X9 2062-09-16 0.79624 N/A 2604000.00 116766.48 Agency Collateralized Mortgage Obligation FHLMC_5074K N/A 3137F9AJ0 2051-02-25 4 N/A 9711366.00 646733.50 Agency Collateralized Mortgage Obligation FHLMC_5420B N/A 3137HDA42 2054-06-25 0.40286 N/A 70000000.00 3514400.46 Agency Collateralized Mortgage Obligation GNMA_21-203 N/A 38381EEL8 2063-07-16 0.86941 N/A 1500000.00 90814.87 Agency Collateralized Mortgage Obligation GNMA_19-H15D N/A 38380LZZ9 2069-07-20 0.42776 N/A 33141814.00 745648.31 Agency Collateralized Mortgage Obligation GNMA_24-51F N/A 38384KTF8 2054-03-20 0.08 N/A 20000000.00 46082.77 Agency Collateralized Mortgage Obligation GNMA_22-H14B N/A 38382YWH2 2072-07-20 0.67708 N/A 67087314.00 3535517.10 Agency Collateralized Mortgage Obligation FNMA_12-154 N/A 3136AA6Z3 2042-10-25 3 N/A 242000.00 179525.09 Agency Collateralized Mortgage Obligation GNMA_24-4G N/A 38384HYS1 2054-01-20 0.4859 N/A 71982556.00 3506987.70 Agency Collateralized Mortgage Obligation FNMA_19-34E N/A 3136B5KK0 2049-07-25 0.63838 N/A 222071.00 6243.00 Agency Collateralized Mortgage Obligation GNMA_20-56 N/A 38380PGL2 2061-11-16 0.96915 N/A 15000000.00 482114.45 Agency Collateralized Mortgage Obligation GNMA_23-136A N/A 38384EU86 2063-09-20 0.2059 N/A 30000000.00 1289367.36 Agency Collateralized Mortgage Obligation FNMA_24-11A N/A 3136BRDE4 2054-03-25 6.5 N/A 2307692.00 494004.41 Agency Collateralized Mortgage Obligation GNMA_20-146D N/A 38382KVM2 2043-08-20 3.5 N/A 27293726.00 2045563.43 Agency Collateralized Mortgage Obligation FNMA_17-M7 N/A 3136AV7H6 2027-02-25 0.039 N/A 630831895.00 615271.27 Agency Collateralized Mortgage Obligation FHLMC_5250B N/A 3137H8RF0 2052-08-25 3.25 N/A 3909409.00 827865.57 Agency Collateralized Mortgage Obligation GNMA_23-183A N/A 38384HAN8 2053-12-20 7 N/A 964285.00 172483.59 Agency Collateralized Mortgage Obligation GNMA_24-51R N/A 38384KWC1 2054-03-20 0 N/A 50000000.00 165542.92 Agency Collateralized Mortgage Obligation GNMA_22-H24B N/A 38382YC43 2072-11-20 0.88956 N/A 4812351.00 138847.16 Agency Collateralized Mortgage Obligation GNMA_21-225G N/A 38383FXU2 2051-12-20 2 N/A 16896000.00 1228676.29 Agency Collateralized Mortgage Obligation GNMA_24-51R N/A 38384KVW8 2054-03-20 0.0559 N/A 28199647.00 76989.92 Agency Collateralized Mortgage Obligation GNMA_19-H15G N/A 38380LA86 2069-09-20 0.03959 N/A 40629121.00 1167894.43 Agency Collateralized Mortgage Obligation GNMA_21-209F N/A 38383DU30 2051-11-20 2 N/A 18539500.00 694514.18 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_21-M3 N/A 3136BDXR4 2033-11-25 1.915 N/A 4675000.00 279904.77 Agency Collateralized Mortgage Obligation FHLMC_5397J N/A 3137HCK35 2054-04-25 0.15286 N/A 15000000.00 60803.60 Agency Collateralized Mortgage Obligation GNMA_20-H02C N/A 38380LT86 2070-01-20 0.79333 N/A 34503909.00 643115.96 Agency Collateralized Mortgage Obligation GNMA_19-99 N/A 38381XTX4 2049-08-20 0.59039 N/A 27108294.00 783785.22 Agency Collateralized Mortgage Obligation GNMA_23-100A N/A 38384B3V1 2053-07-20 0.6559 N/A 48302739.00 3024185.12 Agency Collateralized Mortgage Obligation GNMA_23-183B N/A 38384HBD9 2053-12-20 0.0559 N/A 200002.00 5260.16 Agency Collateralized Mortgage Obligation GNMA_24-64BB N/A 38384MRE9 2054-04-20 1.8059 N/A 12416192.00 1218608.53 Agency Collateralized Mortgage Obligation GNMA_21-33 N/A 38380RVE7 2062-10-16 0.84183 N/A 3075954.00 146908.81 Agency Collateralized Mortgage Obligation GNMA_22-159S N/A 38383YQV7 2052-09-20 5.5 N/A 9234390.00 594933.75 Agency Collateralized Mortgage Obligation FNR_24-3 N/A 3136BQM48 2050-03-25 0.197326 N/A 4141121.00 127662.85 Agency Collateralized Mortgage Obligation FHLMC_5240C N/A 3137H8ET4 2050-07-25 0.53838 N/A 18122987.00 1549745.32 Agency Collateralized Mortgage Obligation FHLMC_5376C N/A 3137HBE67 2054-01-25 7.5 N/A 100777.00 12148.30 Agency Collateralized Mortgage Obligation GNMA_24-97F N/A 38384PQV5 2054-06-20 1.9559 N/A 29346654.00 1901886.58 Agency Collateralized Mortgage Obligation FHLMC_5397E N/A 3137HCGB2 2054-04-25 0.05 N/A 5000000.00 4363.62 Agency Collateralized Mortgage Obligation FNMA_22-43A N/A 3136BNUA2 2052-06-25 4.5 N/A 100000.00 9406.76 Agency Collateralized Mortgage Obligation GNMA_19-130 N/A 38380NNM7 2062-01-16 0.67959 N/A 100000000.00 1884904.03 Agency Collateralized Mortgage Obligation GNMA_24-79S N/A 38384PEB2 2049-11-20 0.59039 N/A 45100020.00 3986261.26 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_21-SB84 N/A 30320WAR0 2041-01-25 0.49423 N/A 12248938.00 185378.67 Agency Collateralized Mortgage Obligation GNMA_22-137P N/A 38383UB25 2052-08-20 0 N/A 3298432.00 2528410.29 Agency Collateralized Mortgage Obligation GNMA_21-178 N/A 38381D5A4 2061-10-16 0.09988 N/A 75000000.00 279584.55 Agency Collateralized Mortgage Obligation GNMA_21-117 N/A 38382WDX2 2051-07-20 3.5 N/A 21428571.00 1479420.17 Agency Collateralized Mortgage Obligation FHLMC_4572 N/A 3137BNZ56 2046-04-15 0.59811 N/A 54849381.00 1419296.97 Agency Collateralized Mortgage Obligation FHLMC_4867A N/A 3137FL2J2 2037-04-15 0.59186 N/A 33568823.00 637799.91 Agency Collateralized Mortgage Obligation FNMA_24-26D N/A 3136BRWG8 2054-05-25 0 N/A 103436416.00 3805425.92 Agency Collateralized Mortgage Obligation GNMA_21-40 N/A 38380RE71 2063-02-16 0.82133 N/A 1975000.00 108023.05 Agency Collateralized Mortgage Obligation FNMA_21-87D N/A 3136BKNV0 2051-11-25 2 N/A 6818750.00 315474.09 Agency Collateralized Mortgage Obligation GNMA_24-51U N/A 38384KWQ0 2054-03-20 1.8359 N/A 34427353.00 2170564.27 Agency Collateralized Mortgage Obligation FHLMC_5330B N/A 3137HAG59 2053-08-25 0.60286 N/A 2624352.00 129103.51 Agency Collateralized Mortgage Obligation GNMA_16-H07D N/A 38376RRM0 2066-03-20 0.52239 N/A 110462842.00 1122212.07 Agency Collateralized Mortgage Obligation FHLMC_5151C N/A 3137H3G48 2051-04-25 1.5 N/A 1941667.00 78031.54 Agency Collateralized Mortgage Obligation GNMA_21-189 N/A 38381D7S3 2061-06-16 0.88372 N/A 5000000.00 296339.98 Agency Collateralized Mortgage Obligation GNMA_24-64T N/A 38384MPR2 2054-04-20 0.1059 N/A 75170816.00 3076372.23 Agency Collateralized Mortgage Obligation GNMA_23-83D N/A 38384BRM5 2063-06-20 0.5059 N/A 31554728.00 1377015.03 Agency Collateralized Mortgage Obligation GNMA_24-51P N/A 38384KVA6 2054-03-20 0.0559 N/A 149425000.00 405162.13 Agency Collateralized Mortgage Obligation GNMA_24-79C N/A 38384PBE9 2054-05-20 1.9059 N/A 50000000.00 3928989.20 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-98 N/A 38380MCB5 2060-08-16 0.4543 N/A 234696340.00 2525959.72 Agency Collateralized Mortgage Obligation FNMA_20-45T N/A 3136BA7J7 2050-06-25 4 N/A 3735101.00 275376.53 Agency Collateralized Mortgage Obligation GNMA_19-32 N/A 38380M2B6 2061-05-16 0.60468 N/A 240957365.00 4334572.36 Agency Collateralized Mortgage Obligation FNMA_16-M01B N/A 3136AQV98 2026-01-25 0.055 N/A 100000000.00 34457.53 Agency Collateralized Mortgage Obligation GNMA_24-H09A N/A 38384PNM8 2074-06-20 0.94346 N/A 15594782.00 1188029.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-16 N/A 38380JNU8 2059-03-16 0.58746 N/A 20000000.00 398416.16 Agency Collateralized Mortgage Obligation GNMA_19-136L N/A 38382A7M1 2045-09-20 4 N/A 157992.00 7070.33 Agency Collateralized Mortgage Obligation FNMA_16-4 N/A 3136AQ3B4 2046-02-25 0.63838 N/A 7503664.00 266330.16 Agency Collateralized Mortgage Obligation FNMA_19-1L N/A 3136B3D23 2049-02-25 4.5 N/A 14913324.00 272766.41 Agency Collateralized Mortgage Obligation GNMA_24-79F N/A 38384PBS8 2054-05-20 1.9059 N/A 2320073.00 266644.91 Agency Collateralized Mortgage Obligation FHLMC_4663 N/A 3137BWU51 2047-03-15 4 N/A 16768000.00 323354.21 Agency Collateralized Mortgage Obligation GNMA_24-51G N/A 38384KTX9 2054-03-20 0.5559 N/A 27714656.00 1597159.23 Agency Collateralized Mortgage Obligation FANNIE MAE ACES FNMA_18-M15 N/A 3136B3YT1 2036-01-25 0.652 N/A 18861507.00 365307.21 Agency Collateralized Mortgage Obligation GNMA_22-H11D N/A 38382YTY9 2072-05-20 0.70567 N/A 82606745.00 4119917.11 Agency Collateralized Mortgage Obligation GNMA_19-H18F N/A 38380LL68 2069-11-20 0.52434 N/A 27618610.00 494726.56 Agency Collateralized Mortgage Obligation GNMA_20-183M N/A 38382LVA6 2037-01-20 6 N/A 9274880.00 573842.80 Agency Collateralized Mortgage Obligation GNMA_23-183C N/A 38384HBM9 2053-12-20 7 N/A 212856.00 36307.02 Agency Collateralized Mortgage Obligation GNMA_19-23E N/A 38381RVB2 2049-02-20 0.59039 N/A 68102992.00 1160390.76 Agency Collateralized Mortgage Obligation GNMA_22-51R N/A 38383PNQ0 2050-12-20 0 N/A 10000000.00 14796.88 Agency Collateralized Mortgage Obligation FNMA_21-24B N/A 3136BFU50 2051-04-25 4 N/A 6950958.00 862553.29 Agency Collateralized Mortgage Obligation GNMA_23-183D N/A 38384HCB2 2053-12-20 0.3559 N/A 100080.00 4903.66 Agency Collateralized Mortgage Obligation GNMA_24-64A N/A 38384MTC1 2054-04-20 0 N/A 50000000.00 2081211.85 Agency Collateralized Mortgage Obligation GNMA_24-51H N/A 38384KUF6 2054-03-20 0 N/A 25000000.00 123319.76 Agency Collateralized Mortgage Obligation GNMA_12-H12 N/A 38375BSB9 2062-05-20 1.03393 N/A 143015.00 198.19 Agency Collateralized Mortgage Obligation FHLMC_4322 N/A 3137B8PR2 2044-03-15 0.54811 N/A 57500000.00 587605.94 Agency Collateralized Mortgage Obligation FHLMC_3355 N/A 31397KCA7 2037-08-15 0.59811 N/A 133901.00 406.00 Agency Collateralized Mortgage Obligation GNMA_20-H13F N/A 38380QGT3 2070-07-20 0.63231 N/A 13978053.00 438422.77 Agency Collateralized Mortgage Obligation FNMA_12-47Q N/A 3136A6FB5 2042-05-25 4.5 N/A 231367.00 216702.50 Agency Collateralized Mortgage Obligation FHLMC_4196A N/A 3137B1BL5 2043-03-15 0 N/A 10401776.00 1017020.09 Agency Collateralized Mortgage Obligation FHLMC_4645 N/A 3137BUHC5 2044-03-15 4.5 N/A 35033489.00 1448534.94 Agency Collateralized Mortgage Obligation GNMA_18-155D N/A 38381A3Z7 2048-11-20 0.64039 N/A 678000.00 11620.41 Agency Collateralized Mortgage Obligation GNMA_23-5F N/A 38383HRQ4 2053-01-20 0.9059 N/A 50000000.00 1275232.18 Agency Collateralized Mortgage Obligation GNMA_21-H11D N/A 38380Q7E6 2071-07-20 0.00292 N/A 60510129.00 952534.06 Agency Collateralized Mortgage Obligation GNMA_21-116N N/A 38382WSD0 2051-06-20 3.5 N/A 11705062.00 1177309.85 Agency Collateralized Mortgage Obligation GNMA_23-H16B N/A 38383KAP7 2072-04-20 0.32933 N/A 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27740513.00 1311198.81 Agency Collateralized Mortgage Obligation GNMA_20-94 N/A 38380PNV2 2062-03-16 0.96962 N/A 13000000.00 524974.19 Agency Collateralized Mortgage Obligation GNMA_24-79G N/A 38384PCS7 2054-05-20 0 N/A 100000000.00 4413347.19 Agency Collateralized Mortgage Obligation FHLMC_5389F N/A 3137HBWE0 2054-03-25 1.65286 N/A 58137982.00 3275795.72 Agency Collateralized Mortgage Obligation FHLMC_5420J N/A 3137HDJB7 2054-06-25 1.70286 N/A 46170123.00 4572609.04 Agency Collateralized Mortgage Obligation Y Standard & Poor's A-1 Moody's NR Fitch NR 2024-08-06 2024-08-06 2024-08-06 N N N 0.0542 250000000.00 250000000.00 0.0017 N N Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.33000160 3130B0RZ4 2549001DPIFGXC1TOL40 US3130B0RZ47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Agency 2024-08-01 2024-09-09 2024-09-09 N N N 0.0551 213903773.20 213903773.20 0.0014 N N N N Federal 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500000000.00 0.0033 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 5.35000000 N/A 7TK5RJIZDFROZCA6XF66 BYD6GTVB9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X4TF3 2049-09-01 3.5 N/A 2000.00 327.45 Agency Mortgage-Backed Securities FNSTR_440 N/A 31424U7P5 2053-11-25 7 N/A 7378736.00 1399489.24 Agency Collateralized Mortgage Obligation FHLMC_4301 N/A 3137B8CC9 2037-07-15 0.64811 N/A 77000000.00 547400.69 Agency Collateralized Mortgage Obligation FNMA_24-6C N/A 3136BQ2T5 2042-07-25 0.5 N/A 15645496.00 313190.55 Agency Collateralized Mortgage Obligation FHLMC_4710 N/A 3137FAD21 2047-08-15 3.5 N/A 455000.00 526576.54 Agency Collateralized Mortgage Obligation FNMA_13-23 N/A 3136ADAK5 2033-03-25 0 N/A 7025000.00 1928846.76 Agency Collateralized Mortgage Obligation GNMA_14-100 N/A 38379DKJ2 2044-07-20 0 N/A 2626210.00 174276.89 Agency Collateralized Mortgage Obligation FNSTR_437 N/A 31424UPB6 2052-10-25 2 N/A 220553255.00 27860394.93 Agency Collateralized Mortgage Obligation FHSTR_390 N/A 31325YYR3 2052-11-15 4.567659 N/A 2624331.00 405373.73 Agency Collateralized Mortgage Obligation FNSTR_440 N/A 31424U8T6 2053-11-25 5.911824 N/A 1240574.00 231930.76 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-80 N/A 3136BCZH6 2050-11-25 4 N/A 64192200.00 6740452.72 Agency Collateralized Mortgage Obligation GNMA_20-102A N/A 38382HAA8 2049-05-20 3.5 N/A 4609293.00 42059.66 Agency Collateralized Mortgage Obligation GNMA_23-140E N/A 38384ETT2 2051-05-20 2.5 N/A 12773427.00 1649916.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXE40 2046-11-01 3.5 N/A 1600000.00 313490.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ACY64 2054-05-01 6.5 N/A 2874596.00 2973809.36 Agency Mortgage-Backed Securities FHLMC_4935G N/A 3137FQ6G3 2041-08-15 0.53 N/A 8997993.00 62204.06 Agency Collateralized Mortgage Obligation FNMA_12-24D N/A 3136A4DV8 2042-03-25 0.98838 N/A 13150872.00 244488.68 Agency Collateralized Mortgage Obligation GNMA_15-43C N/A 38379JY39 2045-03-20 2.5 N/A 70000.00 49268.06 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8S55 2048-03-01 3.5 N/A 70000.00 8195.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5053 N/A 3137F7CY9 2050-12-25 2 N/A 35188783.00 3718093.36 Agency Collateralized Mortgage Obligation FHLMC_5384B N/A 3137HBL93 2053-11-25 6.5 N/A 21987884.00 3772786.42 Agency Collateralized Mortgage Obligation FNSTR_427 N/A 31423XPH8 2037-02-25 1.5 N/A 196645703.00 9059675.39 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138 N/A 3137H2JD7 2050-02-25 3.5 N/A 28341313.00 3994344.23 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4989 N/A 3137FUMA9 2050-07-25 6 N/A 23045957.00 1852450.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138A5G48 2041-02-01 4.5 N/A 11795875.00 1466977.82 Agency Mortgage-Backed Securities FHLMC_4161B N/A 3137AYNW7 2043-02-15 0.69811 N/A 20500000.00 520259.51 Agency Collateralized Mortgage Obligation FHLMC_5192C N/A 3137H5ED5 2051-11-25 3 N/A 38179206.00 3372605.10 Agency Collateralized Mortgage Obligation FNMA_10-35 N/A 31398PKX6 2040-04-25 0.98838 N/A 12600000.00 2573.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QA3B4 2049-05-01 4 N/A 18044000.00 3253749.92 Agency Mortgage-Backed Securities GNMA_24-116F N/A 38384QFS2 2051-10-20 5.5 N/A 21042000.00 21045941.87 Agency Collateralized Mortgage Obligation FNMA_21-75B N/A 3136BJS89 2051-11-25 3.5 N/A 24439250.00 2969876.25 Agency Collateralized Mortgage Obligation GNMA_21-125C N/A 38382WGN1 2051-07-20 2.5 N/A 35173200.00 2897924.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-55 N/A 38382EQP5 2050-04-20 3.5 N/A 104889981.00 7168692.27 Agency Collateralized Mortgage Obligation GNMA_23-154A N/A 38384DDE4 2034-08-20 6 N/A 8909000.00 8690774.45 Agency Collateralized Mortgage Obligation FHLMC_08-3451 N/A 31397TP71 2037-02-15 0.57811 N/A 2000000.00 543.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NH5V6 2053-06-01 5 N/A 15306521.00 12338716.93 Agency Mortgage-Backed Securities FNSTR_440 N/A 31424U6H4 2038-11-25 5.5 N/A 1658684.00 190072.88 Agency Collateralized Mortgage Obligation FNMA_16-26 N/A 3136AR4T2 2043-01-25 0 N/A 5220322.00 26823.24 Agency Collateralized Mortgage Obligation GNMA_20-67A N/A 38382FRN6 2050-01-20 3.5 N/A 7915951.00 3129069.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHCC9 2052-05-01 3.5 N/A 2500000.00 2046007.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L7PC0 2051-04-01 2 N/A 300000.00 176165.10 Agency Mortgage-Backed Securities FNMA_21-22D N/A 3136BFSG9 2051-04-25 0 N/A 10000000.00 21212.02 Agency Collateralized Mortgage Obligation FHLMC_5331D N/A 3137HAEJ1 2044-08-15 0.05 N/A 11538316.00 21300.43 Agency Collateralized Mortgage Obligation FNMA_23-50B N/A 3136BQLQ0 2049-05-25 2.5 N/A 49992207.00 6574937.23 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5007 N/A 3137FVL83 2050-08-25 5 N/A 80082979.00 5277723.07 Agency Collateralized Mortgage Obligation GNMA_24-89B N/A 38384N4C6 2054-05-20 6 N/A 18276398.00 18824982.36 Agency Collateralized Mortgage Obligation FNMA_24-6B N/A 3136BQ2Q1 2054-03-25 1.67286 N/A 63668669.00 5112579.20 Agency Collateralized Mortgage Obligation FNW_07-W3 N/A 31396VPT9 2037-04-25 0 N/A 8074073.00 73487.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGG60 2052-03-01 3 N/A 200000.00 149300.49 Agency Mortgage-Backed Securities FHLMC_4642 N/A 3137BTC82 2046-12-15 3 N/A 2797067.00 1533514.24 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGTN9 2048-12-01 3 N/A 285000.00 203543.56 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_5052 N/A 3137F7HN8 2050-12-25 4 N/A 220582205.00 20160351.65 Agency Collateralized Mortgage Obligation GNMA_24-116B N/A 38384QFJ2 2045-04-20 2 N/A 35613096.00 29457502.94 Agency Collateralized Mortgage Obligation FNSTR_440 N/A 31424U8R0 2053-06-25 3.192273 N/A 2664945.00 431850.15 Agency Collateralized Mortgage Obligation FHLMC_5352E N/A 3137HAWW2 2046-10-15 0.113 N/A 14260417.00 1223578.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFS34 2050-11-01 2.5 N/A 592000.00 303485.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5134 N/A 3137H1WU6 2051-08-25 4.5 N/A 30804477.00 3752961.86 Agency Collateralized Mortgage Obligation FHLMC_4701E N/A 3137F1K49 2040-04-15 5 N/A 25803798.00 900639.65 Agency Collateralized Mortgage Obligation FHLMC_4472F N/A 3137BJ3M3 2045-05-15 5 N/A 45430594.00 787190.91 Agency Collateralized Mortgage Obligation FHLMC_4564F N/A 3137BNGB4 2043-04-15 0 N/A 26456473.00 69898.90 Agency Collateralized Mortgage Obligation GNMA_24-46D N/A 38384MBW6 2050-02-20 4 N/A 41856841.00 9016160.85 Agency Collateralized Mortgage Obligation GNMA_24-22B N/A 38384JJ88 2051-12-20 3 N/A 136052542.00 13955110.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFUJ8 2052-02-01 2 N/A 300000.00 200329.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EKF6 2032-10-01 3.5 N/A 1060536.00 722690.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KXQQ2 2051-04-01 2.5 N/A 242000.00 140636.01 Agency Mortgage-Backed Securities FNSTR_428 N/A 31423YKB4 2037-11-25 1.5 N/A 150699597.00 6954803.00 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418AUQ9 2033-07-01 3 N/A 40000.00 5702.52 Agency Mortgage-Backed Securities GNMA_23-192E N/A 38384GD23 2049-09-20 4.5 N/A 29145142.00 5348071.28 Agency Collateralized Mortgage Obligation FNMA_23-50C N/A 3136BQLR8 2049-07-25 0.53838 N/A 32330526.00 2861109.52 Agency Collateralized Mortgage Obligation GNMA_20-116G N/A 38382HZW3 2050-08-20 3 N/A 74181817.00 7116953.88 Agency Collateralized Mortgage Obligation GNMA_24-116A N/A 38384QFD5 2054-07-20 5.5 N/A 4466611.00 4498437.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-78 N/A 38383P6D8 2051-08-20 3 N/A 233633880.00 28488665.05 Agency Collateralized Mortgage Obligation FHLMC_5384A N/A 3137HBL77 2053-09-25 6 N/A 23572840.00 4974125.30 Agency Collateralized Mortgage Obligation FNMA_21-76C N/A 3136BJYH2 2051-11-25 4.5 N/A 67974494.00 9557703.52 Agency Collateralized Mortgage Obligation GNMA_19-159 N/A 38382BGM9 2049-12-20 3.5 N/A 66989714.00 4510190.44 Agency Collateralized Mortgage Obligation GNMA_24-8F N/A 38384HTL2 2054-01-20 5 N/A 4353958.00 4240353.07 Agency Collateralized Mortgage Obligation GNMA_21-193M N/A 38383DRM2 2050-09-20 2.5 N/A 6609621.00 684380.54 Agency Collateralized Mortgage Obligation GNMA_23-168C N/A 38384D8G5 2051-06-20 2.5 N/A 94219428.00 9202893.51 Agency Collateralized Mortgage Obligation FHLMC_4795G N/A 3137F5S67 2048-03-15 0.69811 N/A 21176438.00 307474.75 Agency Collateralized Mortgage Obligation GNMA_20-102A N/A 38382HAD2 2049-07-20 3.5 N/A 13482428.00 296379.88 Agency Collateralized Mortgage Obligation GNMA_18-122A N/A 38380YN68 2043-05-20 3.5 N/A 46259539.00 2559587.14 Agency Collateralized Mortgage Obligation FNMA_13-35 N/A 3136ADRQ4 2033-04-25 3 N/A 24015467.00 310518.89 Agency Collateralized Mortgage Obligation GNMA_23-168E N/A 38384D8J9 2051-10-20 3 N/A 125328801.00 19241604.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKP38 2053-03-01 5.5 N/A 7385000.00 6831898.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPCW7 2053-12-01 4.5 N/A 3588880.00 3344870.94 Agency Mortgage-Backed Securities FNMA_19-62A N/A 3136B6Z89 2059-11-25 0.53838 N/A 10012996.00 676155.50 Agency Collateralized Mortgage Obligation GNMA_21-138F N/A 38382XZF5 2051-08-20 3 N/A 46005170.00 3814311.82 Agency Collateralized Mortgage Obligation GNMA_24-94C N/A 38384PK33 2053-03-20 5.5 N/A 1708491.00 1720960.13 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXF98 2057-06-01 4 N/A 100000.00 31247.73 Agency Mortgage-Backed Securities FHLMC_4833D N/A 3137FJBD0 2044-04-15 0.05 N/A 34129268.00 14691.56 Agency Collateralized Mortgage Obligation GNMA_21-187E N/A 38383CWN6 2051-10-20 3 N/A 1000.00 792.06 Agency Collateralized Mortgage Obligation GNMA_24-94C N/A 38384PR36 2052-02-20 5.5 N/A 7446509.00 7492026.71 Agency Collateralized Mortgage Obligation GNMA_23-25G N/A 38383V7C6 2051-08-20 3 N/A 22124287.00 2652172.99 Agency Collateralized Mortgage Obligation FNMA_24-6E N/A 3136BQ2X6 2045-04-25 0 N/A 10816174.00 7333897.93 Agency Collateralized Mortgage Obligation FHLMC_4783B N/A 3137F4Y48 2033-07-15 3.5 N/A 124269272.00 627917.08 Agency Collateralized Mortgage Obligation FNMA_12-99J N/A 3136A8WB2 2042-09-25 4 N/A 23159229.00 223835.45 Agency Collateralized Mortgage Obligation FNSTR_440 N/A 31424U8L3 2053-11-25 5.5 N/A 189204201.00 40543315.59 Agency Collateralized Mortgage Obligation FNMA_23-50C N/A 3136BQLT4 2049-07-25 0.1 N/A 20341106.00 87507.25 Agency Collateralized Mortgage Obligation FNMA_12-103 N/A 3136A8A42 2042-09-25 0.58838 N/A 82285920.00 1281285.11 Agency Collateralized Mortgage Obligation GNMA_08-69 N/A 38375XQU1 2038-08-20 5.75 N/A 100000.00 26227.38 Agency Collateralized Mortgage Obligation FNW_07-2 N/A 31396VAQ1 2037-03-25 0 N/A 19777901.00 250056.77 Agency Collateralized Mortgage Obligation GNMA_24-46F N/A 38384MBX4 2049-06-20 4.5 N/A 30005441.00 7682451.08 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D5B4 2036-10-01 1.5 N/A 273000.00 179664.12 Agency Mortgage-Backed Securities FNMA_17-78B N/A 3136AX6Z3 2047-10-25 3.5 N/A 13304714.00 191285.41 Agency Collateralized Mortgage Obligation GNMA_21-103E N/A 38382T2W3 2051-06-20 3 N/A 95899999.00 8941434.01 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQRL3 2054-07-01 6 N/A 79675925.00 81449431.42 Agency Mortgage-Backed Securities GNMA_19-111T N/A 38381YRC0 2048-05-20 4.5 N/A 666667.00 34828.90 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M8LC1 2051-12-01 3.5 N/A 1260722.00 1014083.98 Agency Mortgage-Backed Securities FANNIE MAE FNMA_19-25 N/A 3136B4ZB7 2049-06-25 0.58838 N/A 117145000.00 4885944.50 Agency Collateralized Mortgage Obligation GNMA_23-140G N/A 38384ETV7 2049-09-20 4 N/A 16491955.00 2857063.15 Agency Collateralized Mortgage Obligation FHLMC_3996 N/A 3137ALVP1 2041-06-15 1.14811 N/A 53899574.00 6331.24 Agency Collateralized Mortgage Obligation FNMA_13-15 N/A 3136ACN49 2033-03-25 0 N/A 18391622.00 3408120.00 Agency Collateralized Mortgage Obligation GNMA_24-89A N/A 38384N3U7 2048-09-20 5.5 N/A 48063660.00 47768854.00 Agency Collateralized Mortgage Obligation FNMA_22-6A N/A 3136BK7M8 2052-02-25 3 N/A 38712820.00 4630949.24 Agency Collateralized Mortgage Obligation FHLS_32-6 N/A 31325VB94 2044-03-15 0.49811 N/A 225125000.00 3261148.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGFR0 2054-06-01 6.5 N/A 6086498.00 6277341.04 Agency Mortgage-Backed Securities FNMA_17-96A N/A 3136B0AB2 2057-12-25 0.63838 N/A 48519741.00 1673536.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AFX68 2054-06-01 7 N/A 1360460.00 1431535.90 Agency Mortgage-Backed Securities FHLMC_4860D N/A 3137FKW85 2049-02-15 3.5 N/A 3936559.00 3200927.41 Agency Collateralized Mortgage Obligation FHLMC_42-99 N/A 3137B74T3 2043-07-15 4 N/A 28735375.00 39377.79 Agency Collateralized Mortgage Obligation GNMA_23-140D N/A 38384ETS4 2051-02-20 2 N/A 44698503.00 4326299.44 Agency Collateralized Mortgage Obligation GNMA_20-146 N/A 38382KWF6 2050-10-20 1 N/A 38367420.00 16437382.20 Agency Collateralized Mortgage Obligation GNMA_20-167H N/A 38382LCV1 2050-11-20 2.5 N/A 88686154.00 7613530.15 Agency Collateralized Mortgage Obligation FNSTR_438 N/A 31424UVK9 2052-07-25 2 N/A 120509562.00 14945169.42 Agency Collateralized Mortgage Obligation FHLMC_4701D N/A 3137F1JS8 2036-01-15 5 N/A 30122470.00 959674.18 Agency Collateralized Mortgage Obligation FHLMC_2 N/A 31395VUJ6 2035-06-15 5.5 N/A 15000000.00 1660470.09 Agency Collateralized Mortgage Obligation FNSTR_440 N/A 31424U6E1 2038-05-25 2.5 N/A 10215045.00 829244.29 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417DVE0 2042-11-01 3.5 N/A 596000.00 76099.30 Agency Mortgage-Backed Securities FHLMC_5444D N/A 3137HFDA0 2048-11-15 0.1 N/A 6237243.00 7574.78 Agency Collateralized Mortgage Obligation FHLMC_4935F N/A 3137FQ6B4 2043-03-15 0.06 N/A 13906717.00 6584.47 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AYV71 2026-11-01 3.5 N/A 18000.00 365.84 Agency Mortgage-Backed Securities GNMA_20-14 N/A 38380NH93 2062-02-16 2.6 N/A 4000000.00 1874288.32 Agency Collateralized Mortgage Obligation GNMA_24-22C N/A 38384JJ96 2052-01-20 3.5 N/A 113658120.00 19512915.10 Agency Collateralized Mortgage Obligation GNMA_23-192C N/A 38384GC73 2051-12-20 5.5 N/A 1259812.00 1252477.80 Agency Collateralized Mortgage Obligation GNMA_23-168F N/A 38384D8K6 2051-11-20 3 N/A 110178523.00 16863914.54 Agency Collateralized Mortgage Obligation FHLMC_4351 N/A 3137BBPE4 2044-06-15 0.74811 N/A 50000000.00 285298.75 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AJPK8 2054-06-01 6 N/A 1172286.00 1193802.14 Agency Mortgage-Backed Securities GNMA_19-151C N/A 38382BAQ6 2049-12-20 3 N/A 12823568.00 949429.79 Agency Collateralized Mortgage Obligation FNSTR_431 N/A 31423YP60 2037-06-25 1.5 N/A 100663230.00 4617754.87 Agency Collateralized Mortgage Obligation FNMA FNRA CL003TS R23F003 N/A BRYD8NT39 2052-12-25 0 N/A 65864250.00 4589275.41 Agency Mortgage-Backed Securities FNMA_23-69C N/A 3136BQA82 2057-07-25 0.53838 N/A 148729837.00 11275258.34 Agency Collateralized Mortgage Obligation FNMA_23-64C N/A 3136BQZQ5 2048-07-25 0.68838 N/A 19429077.00 1595805.68 Agency Collateralized Mortgage Obligation FNMA_12-52E N/A 3136A6AM6 2042-05-25 1.11838 N/A 104663303.00 1134795.60 Agency Collateralized Mortgage Obligation GNMA_21-136G N/A 38382WT56 2051-08-20 3 N/A 33333333.00 3091615.94 Agency Collateralized Mortgage Obligation FHLMC_5444D N/A 3137HFDJ1 2044-08-15 0.05 N/A 29762511.00 72954.53 Agency Collateralized Mortgage Obligation GNMA_21-142F N/A 38382XSD8 2051-08-20 3.5 N/A 53146829.00 5151189.84 Agency Collateralized Mortgage Obligation FNMA_22-41D N/A 3136BNJG2 2049-05-25 0.05 N/A 7193861.00 10508.13 Agency Collateralized Mortgage Obligation GNMA_24-22H N/A 38384JG32 2054-02-20 6.5 N/A 4615384.00 551610.32 Agency Collateralized Mortgage Obligation FNSTR_440 N/A 31424U6D3 2037-06-25 1.5 N/A 15554957.00 832778.86 Agency Collateralized Mortgage Obligation GNMA_16-75H N/A 38379YET1 2040-09-20 6 N/A 25825640.00 450927.61 Agency Collateralized Mortgage Obligation FNMA_15-24A N/A 3136AM6F1 2045-04-25 3 N/A 3000000.00 909757.89 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5113 N/A 3137H0J58 2051-06-25 3.5 N/A 52578858.00 5775912.57 Agency Collateralized Mortgage Obligation FHLMC_45-44 N/A 3137BMQA7 2044-11-15 4 N/A 10062114.00 2163945.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ADZN4 2054-05-01 4.5 N/A 2973185.00 2858875.09 Agency Mortgage-Backed Securities FHLMC_4584 N/A 3137BPUR8 2044-05-15 0 N/A 4814646.00 40286.23 Agency Collateralized Mortgage Obligation GNMA_21-78R N/A 38382QM98 2051-05-20 3 N/A 50850916.00 4544834.44 Agency Collateralized Mortgage Obligation FHLMC_4935H N/A 3137FQ6J7 2042-06-15 0.65 N/A 5451206.00 47119.79 Agency Collateralized Mortgage Obligation FHLMC_5297B N/A 3137H9RS0 2053-03-25 6 N/A 9044966.00 1408304.73 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X63P4 2050-06-01 2.5 N/A 250000.00 124847.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140YWAS2 2054-02-01 5.5 N/A 1278950.00 1227420.42 Agency Mortgage-Backed Securities FHLMC_5155 N/A 3137H36X5 2051-10-25 3 N/A 35923500.00 3683640.15 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MGNF4 2052-02-01 2.5 N/A 200000.00 135499.13 Agency Mortgage-Backed Securities GNMA_21-177C N/A 38383CFT2 2051-10-20 3 N/A 119166666.00 10770512.17 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417CNG6 2042-08-01 3.5 N/A 25221175.00 5183616.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DVT6 2031-01-01 1.5 N/A 4855.00 2078.18 Agency Mortgage-Backed Securities GNMA_21-64L N/A 38382QHP8 2051-04-20 5.5 N/A 4101190.00 2502452.82 Agency Collateralized Mortgage Obligation FNMA_24-6D N/A 3136BQ2Z1 2051-11-25 3.5 N/A 50155650.00 8924088.16 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJ2X0 2037-01-01 2 N/A 7000.00 5156.06 Agency Mortgage-Backed Securities FNMA_20-38A N/A 3136BABX1 2050-06-25 2.5 N/A 21151655.00 1779893.11 Agency Collateralized Mortgage Obligation FNMA_24-37 N/A 3136BR7B7 2054-06-25 1.67286 N/A 50000000.00 4704801.64 Agency Collateralized Mortgage Obligation GNMA_21-142G N/A 38382XPC3 2051-04-20 3.5 N/A 92999240.00 11020166.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-76 N/A 38382RNJ3 2050-08-20 3 N/A 103125000.00 9583743.97 Agency Collateralized Mortgage Obligation FNMA_23-39H N/A 3136BQFV6 2052-07-25 2 N/A 100000000.00 11840348.32 Agency Collateralized Mortgage Obligation FNMA_01-51 N/A 313921RM2 2031-10-25 6.5 N/A 500000.00 7021.38 Agency Collateralized Mortgage Obligation GNMA_21-83G N/A 38382QRK8 2051-05-20 5.5 N/A 3325000.00 1983637.32 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DGF3 2034-10-01 2.5 N/A 14000.00 2466.38 Agency Mortgage-Backed Securities FHLMC_5394A N/A 3137HBQN7 2043-02-15 0 N/A 5454332.00 4044106.48 Agency Collateralized Mortgage Obligation FHLMC_4104C N/A 3137ATU42 2042-09-15 0.64811 N/A 21428571.00 525613.27 Agency Collateralized Mortgage Obligation FNMA_20-77K N/A 3136BCVE7 2050-11-25 2.5 N/A 45000000.00 4925960.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418B4P8 2026-05-01 3 N/A 16000.00 623.05 Agency Mortgage-Backed Securities FHLMC_40-91 N/A 3137ATDJ8 2042-08-15 1.09811 N/A 22372053.00 469128.06 Agency Collateralized Mortgage Obligation FNMA_22-42B N/A 3136BNRW8 2050-06-25 0.65286 N/A 26210120.00 1665576.92 Agency Collateralized Mortgage Obligation GNMA_24-22F N/A 38384JF66 2050-08-20 4 N/A 30879976.00 5911407.50 Agency Collateralized Mortgage Obligation FNMA_24-31 N/A 3136BR4G9 2054-05-25 5.5 N/A 3369177.00 2547952.42 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE 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Agency Collateralized Mortgage Obligation FHLMC_4733E N/A 3137FBSK3 2038-07-15 5.5 N/A 6761737.00 279097.08 Agency Collateralized Mortgage Obligation FNMA_21-72H N/A 3136BJAX3 2051-10-25 2.5 N/A 616000.00 304193.24 Agency Collateralized Mortgage Obligation GNMA_14-94 N/A 38379CYN0 2043-12-20 4.5 N/A 1477415.00 3000.13 Agency Collateralized Mortgage Obligation GNMA_21-91C N/A 38382TPY4 2051-05-20 3 N/A 66375000.00 5507791.73 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NQNW4 2053-09-01 6 N/A 1126422.00 1097904.98 Agency Mortgage-Backed Securities FNMA_24-9A N/A 3136BRFV4 2054-03-25 0.75874 N/A 85000000.00 4583698.46 Agency Collateralized Mortgage Obligation FHLMC_2909B N/A 31395K3S0 2034-12-15 5 N/A 200000.00 25879.47 Agency Collateralized Mortgage Obligation FHLMC_4524 N/A 3137BM5V4 2041-05-15 5 N/A 33500000.00 688219.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQR58 2054-07-01 6.5 N/A 43169143.00 44431782.88 Agency Mortgage-Backed Securities FNMA_16-80D N/A 3136AUFL0 2046-11-25 3.5 N/A 3000000.00 3387920.20 Agency Collateralized Mortgage Obligation FNMA_21-61C N/A 3136BGVN8 2051-09-25 0 N/A 46500000.00 123261.32 Agency Collateralized Mortgage Obligation FNMA_21-66K N/A 3136BJRA5 2051-10-25 3 N/A 25000000.00 3911825.46 Agency Collateralized Mortgage Obligation FHLMC_5121B N/A 3137H0N20 2044-03-15 0.02 N/A 9834426.00 2555.58 Agency Collateralized Mortgage Obligation FNMA_13-6 N/A 3136ABY49 2033-02-25 3 N/A 27672262.00 258417.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417DU68 2042-11-01 3 N/A 975000.00 205979.18 Agency Mortgage-Backed Securities GNMA_24-94C N/A 38384PK41 2054-06-20 5.5 N/A 10845000.00 10894261.61 Agency Collateralized Mortgage Obligation GNMA_24-116A N/A 38384QHU5 2054-07-20 5.5 N/A 35000000.00 35015621.67 Agency Collateralized Mortgage Obligation GNMA_24-116A N/A 38384QGN2 2052-08-20 5.5 N/A 25000000.00 24961408.33 Agency Collateralized Mortgage Obligation GNMA_20-176C N/A 38382LJX0 2050-11-20 2.5 N/A 131875000.00 11563049.95 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-39 N/A 3136BQFT1 2052-10-25 3 N/A 100000000.00 15746433.72 Agency Collateralized Mortgage Obligation FNSTR_440 N/A 31424U8Q2 2038-11-25 3.370693 N/A 744037.00 64218.52 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJGQ0 2052-09-01 5 N/A 39000.00 33387.09 Agency Mortgage-Backed Securities GNMA_22-140B N/A 38383M4R6 2050-06-20 4 N/A 46845778.00 7446303.64 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNNS9 2052-01-01 2.5 N/A 88000.00 71482.06 Agency Mortgage-Backed Securities FNMA_18-55A N/A 3136B2TM4 2048-08-25 0.78838 N/A 58135875.00 1269529.79 Agency Collateralized Mortgage Obligation GNMA_20-23 N/A 38380NX38 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5.46162 N/A 7000000.00 17593.71 Agency Collateralized Mortgage Obligation GNMA_20-79H N/A 38382FYR9 2050-06-16 4 N/A 70586435.00 3272868.09 Agency Collateralized Mortgage Obligation FNMA_24-6C N/A 3136BQ2S7 2047-09-25 0.1 N/A 17892014.00 86624.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QCKG0 2049-12-01 3 N/A 50000.00 15200.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384VYZ9 2030-08-01 8 N/A 417449.00 109.93 Agency Mortgage-Backed Securities GNMA_23-192C N/A 38384GC65 2053-12-20 5.5 N/A 2578986.00 2559025.51 Agency Collateralized Mortgage Obligation FNMA_17-96F N/A 3136B0AW6 2041-08-25 4.5 N/A 44518053.00 796491.10 Agency Collateralized Mortgage Obligation GNMA_24-46J N/A 38384MAX5 2035-01-20 6 N/A 8515000.00 8563147.35 Agency Collateralized Mortgage Obligation FHLMC_3667B N/A 31398QG35 2040-05-15 0.99811 N/A 5000000.00 2137.91 Agency Collateralized Mortgage Obligation FNMA_21-55C N/A 3136BGGM7 2061-08-25 0 N/A 184283299.00 2608462.37 Agency Collateralized Mortgage Obligation FNMA_23-50C N/A 3136BQLS6 2044-04-25 0.05 N/A 1254090.00 2921.47 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5069 N/A 3137F9C25 2041-02-25 3.5 N/A 11377822.00 926287.49 Agency Collateralized Mortgage Obligation FNMA_19-66E N/A 3136B6YT4 2049-11-25 3 N/A 559080.00 346403.87 Agency Collateralized Mortgage Obligation FNMA_19-61A N/A 3136B66Q1 2059-11-25 0.58838 N/A 14507222.00 724986.23 Agency Collateralized Mortgage Obligation GNMA_21-83E N/A 38382QRD4 2051-05-20 5.5 N/A 3200000.00 2483436.82 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X2R63 2043-07-01 3 N/A 93000.00 18621.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDDN1 2050-04-01 3 N/A 218235.00 57725.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CTG9 2028-01-01 3 N/A 5000.00 485.87 Agency Mortgage-Backed Securities FNMA_23-69B N/A 3136BQA66 2057-12-25 0.53838 N/A 136978538.00 14413307.10 Agency Collateralized Mortgage Obligation FNMA_23-64C N/A 3136BQZR3 2048-07-25 0.05 N/A 5118934.00 9478.03 Agency Collateralized Mortgage Obligation GNMA_17-57B N/A 38380B7X7 2047-04-20 5 N/A 25000000.00 664867.03 Agency Collateralized Mortgage Obligation GNMA_21-154B N/A 38383AEG5 2051-09-20 2.5 N/A 33659165.00 2719571.50 Agency Collateralized Mortgage Obligation FNMA_21-67M N/A 3136BJGV1 2051-10-25 3 N/A 75425232.00 8658687.78 Agency Collateralized Mortgage Obligation FHLMC_5121B N/A 3137H0N38 2044-08-15 0.05 N/A 14302766.00 12487.71 Agency Collateralized Mortgage Obligation FNMA_21-10 N/A 3136BFMR1 2051-03-25 2 N/A 24177000.00 2583076.02 Agency Collateralized Mortgage Obligation FHLMC_5395A N/A 3137HCDA7 2054-03-25 6 N/A 10410354.00 2180443.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQDK0 2054-06-01 5.5 N/A 24654133.00 24822282.09 Agency Mortgage-Backed Securities GNMA_21-154H N/A 38383AGD0 2051-09-20 3 N/A 133283250.00 11113560.94 Agency Collateralized Mortgage Obligation FHLMC_5343E N/A 3137HAQA7 2042-10-15 3.5 N/A 13993688.00 1276856.66 Agency Collateralized Mortgage Obligation FHLMC_32-21 N/A 31397BBV2 2036-01-15 5 N/A 1007661.00 258596.77 Agency Collateralized Mortgage Obligation GNMA_21-77C N/A 38382Q3F5 2050-08-20 3 N/A 100000000.00 9031787.23 Agency Collateralized Mortgage Obligation FNMA_12-131A N/A 3136AABL8 2041-05-25 0.18838 N/A 59814291.00 2204.94 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNZ49 2052-06-01 3 N/A 137234.00 115711.81 Agency Mortgage-Backed Securities GNMA_19-71F N/A 38381WJF6 2049-06-20 4.5 N/A 3059686.00 250542.86 Agency Collateralized Mortgage Obligation FNSTR_440 N/A 31424U8S8 2053-11-25 4.512286 N/A 4016787.00 803768.16 Agency Collateralized 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31418D2M3 2051-07-01 2.5 N/A 70000.00 44881.67 Agency Mortgage-Backed Securities FHLMC_40-10 N/A 3137AMUR6 2042-01-15 4.5 N/A 92501111.00 428890.60 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJ4K6 2052-10-01 4 N/A 21526.00 18177.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AD2D2 2054-06-01 4.5 N/A 5413401.00 5209329.67 Agency Mortgage-Backed Securities FNSTR_440 N/A 31424U6F8 2038-07-25 3.5 N/A 11771783.00 1235549.90 Agency Collateralized Mortgage Obligation FNSTR_440 N/A 31424U6G6 2038-10-25 4.5 N/A 8038683.00 856358.75 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHRV6 2054-07-01 7 N/A 1082269.00 1152703.43 Agency Mortgage-Backed Securities GNMA_24-116A N/A 38384QHC5 2053-08-20 5.5 N/A 23236864.00 23215214.99 Agency Collateralized Mortgage Obligation GNMA_23-140F N/A 38384ETU9 2050-02-20 3 N/A 16044480.00 1960783.32 Agency Collateralized Mortgage Obligation FNMA_20-59C N/A 3136BBKV3 2044-01-25 0.6 N/A 10176126.00 78769.04 Agency Collateralized Mortgage Obligation FHLMC_5352D N/A 3137HAWZ5 2053-11-25 0 N/A 7142858.00 5191455.16 Agency Collateralized Mortgage Obligation FNMA_10-109 N/A 31398NTR5 2040-10-25 0 N/A 18305750.00 515893.18 Agency Collateralized Mortgage Obligation GNMA_21-87H N/A 38382TKQ6 2051-05-20 3 N/A 50000000.00 4149165.55 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGNF2 2052-03-01 3 N/A 1400000.00 1000506.68 Agency Mortgage-Backed Securities GNMA_24-22A N/A 38384JE59 2051-05-20 3 N/A 67674541.00 10519816.88 Agency Collateralized Mortgage Obligation FNMA_20-91C N/A 3136BCX47 2043-11-25 4 N/A 22639231.00 928222.16 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CPE8 2047-09-01 3.5 N/A 15742000.00 2164846.91 Agency Mortgage-Backed Securities FEDERAL 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FNMA_24-6E N/A 3136BQ2W8 2043-07-25 1.045923 N/A 6098639.00 871890.82 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ADZZ7 2054-06-01 4.5 N/A 1211257.00 1167457.12 Agency Mortgage-Backed Securities FNSTR_427 N/A 31423XQW4 2062-01-07 4.5 N/A 60741444.00 11824334.82 Agency Collateralized Mortgage Obligation GNMA_24-69B N/A 38384MHB6 2054-04-20 5.5 N/A 7372000.00 7413884.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFLM1 2052-01-01 3 N/A 40000.00 28664.13 Agency Mortgage-Backed Securities GNMA_13-76 N/A 38378TNU0 2043-05-20 3.5 N/A 195884000.00 1409791.09 Agency Collateralized Mortgage Obligation FHLMC_5035S N/A 3137F6G35 2050-11-25 2.5 N/A 76567500.00 6254712.90 Agency Collateralized Mortgage Obligation FHLMC_4215 N/A 3137B33X4 2032-07-15 3 N/A 62500000.00 219649.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A8AE2 2054-02-01 6 N/A 1528720.00 1558089.64 Agency Mortgage-Backed Securities FANNIE MAE FNMA_16-70 N/A 3136ATZA5 2046-10-25 0.63838 N/A 176880174.00 3184363.72 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9Z38 2048-01-01 4 N/A 1823000.00 298220.11 Agency Mortgage-Backed Securities FHLMC_5444D N/A 3137HFDH5 2048-11-15 0.54811 N/A 58554444.00 5576760.64 Agency Collateralized Mortgage Obligation Y Standard & Poor's A-1 Fitch NR Moody's P-1 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 1423000000.00 1423000000.00 0.0094 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 5.34000000 N/A 549300H47WTHXPU08X20 BYD6GTVQ6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 N/A 27369000.00 20861243.65 U.S. Treasuries (including strips) BILL 12/26/24 N/A 912796ZV4 2024-12-26 0 N/A 100.00 97.99 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 N/A 91282CFL0 2029-09-30 3.875 N/A 3040000.00 3057402.99 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 N/A 44930000.00 46322210.50 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 N/A 455300.00 412793.65 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 50000000.00 48600576.36 U.S. Treasuries (including strips) 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 N/A 44676500.00 47155389.44 U.S. Treasuries (including strips) 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 N/A 4435000.00 4023140.09 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 N/A 151160400.00 153255029.66 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 N/A 9128283V0 2025-01-31 2.5 N/A 100.00 98.72 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 N/A 46348000.00 35022962.42 U.S. Treasuries (including strips) 1 7/8 NOTE P 24 N/A 9128282U3 2024-08-31 1.875 N/A 500.00 502.49 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 N/A 69040000.00 61806493.47 U.S. Treasuries (including strips) 1 1/8 NOTE AJ 25 N/A 91282CDS7 2025-01-15 1.125 N/A 164800.00 161960.02 U.S. Treasuries (including strips) 2 1/4 NOTE F 24 N/A 912828G38 2024-11-15 2.25 N/A 214700.00 213860.07 U.S. Treasuries (including strips) 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 N/A 9415000.00 9403523.12 U.S. Treasuries (including strips) 0 5/8 NOTE AB 26 N/A 91282CCP4 2026-07-31 0.625 N/A 39444900.00 36648651.04 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 N/A 91282CDQ1 2026-12-31 1.25 N/A 47955600.00 44756433.45 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 N/A 156580600.00 162459183.76 U.S. Treasuries (including strips) 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 N/A 1549000.00 1324764.78 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 N/A 230233600.00 234096496.88 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 N/A 14800.00 11901.39 U.S. Treasuries (including strips) 2 1/4 NOTE T 24 N/A 9128283P3 2024-12-31 2.25 N/A 100.00 99.00 U.S. Treasuries (including strips) BILL 08/08/24 N/A 912797GK7 2024-08-08 0 N/A 3008000.00 3004913.79 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 N/A 100.00 102.62 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 N/A 49697500.00 49066538.92 U.S. Treasuries (including strips) 1 1/8 NOTE V 25 N/A 912828ZC7 2025-02-28 1.125 N/A 100.00 98.24 U.S. Treasuries (including strips) BILL 07/10/25 N/A 912797LW5 2025-07-10 0 N/A 470200.00 449670.13 U.S. Treasuries (including strips) 4 1/2 NOTE AQ 26 N/A 91282CHM6 2026-07-15 4.5 N/A 9375200.00 9415030.74 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RV2 2047-02-15 3 N/A 100.00 80.36 U.S. Treasuries (including strips) 2 NOTE F 26 N/A 912828U24 2026-11-15 2 N/A 600.00 572.86 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 N/A 912828YG9 2026-09-30 1.625 N/A 40500.00 38483.94 U.S. Treasuries (including strips) 3 BOND 49 N/A 912810SF6 2049-02-15 3 N/A 439800.00 349296.08 U.S. Treasuries (including strips) 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 N/A 154400.00 117617.18 U.S. Treasuries (including strips) 2 7/8 NOTE N 25 N/A 912828Y79 2025-07-31 2.875 N/A 682300.00 669695.87 U.S. Treasuries (including strips) 4 7/8 NOTE BA 26 N/A 91282CKK6 2026-04-30 4.875 N/A 67764000.00 69065848.09 U.S. Treasuries (including strips) 3 BOND 44 N/A 912810RJ9 2044-11-15 3 N/A 34594500.00 28024837.49 U.S. Treasuries (including strips) 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 N/A 304747600.00 308879500.46 U.S. Treasuries (including strips) 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 N/A 26102400.00 22112393.02 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 N/A 912828P46 2026-02-15 1.625 N/A 100.00 96.47 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 N/A 91282CAL5 2027-09-30 0.375 N/A 5133400.00 4573643.80 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 100.00 93.33 U.S. Treasuries (including strips) BILL 08/22/24 N/A 912797KC0 2024-08-22 0 N/A 2106000.00 2099498.78 U.S. Treasuries (including strips) 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 N/A 2619000.00 2318127.19 U.S. Treasuries (including strips) 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 N/A 70950000.00 49002741.78 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 N/A 200.00 187.09 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 N/A 11309500.00 10715040.55 U.S. Treasuries (including strips) 2 BOND 50 N/A 912810SL3 2050-02-15 2 N/A 47658000.00 30324252.78 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 N/A 33754000.00 30176892.22 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 1500000000.00 1500000000.00 0.0099 N Y Y N Natixis SA Natixis SA 5.35000000 N/A KX1WK48MPD4Y2NCUIZ63 BYD6GTVC7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 N/A 35199200.00 35665237.41 U.S. Treasuries (including strips) FNMS 04.000 I4BF0736 N/A 3140FXZA3 2063-06-01 4 N/A 1000.00 899.04 Agency Mortgage-Backed Securities FEPC 03.500 CLSD4755 N/A 3132DSH88 2049-09-01 3.5 N/A 640720.00 562087.91 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7786 N/A 3140N0UL7 2052-10-01 4.5 N/A 1000.00 876.41 Agency Mortgage-Backed Securities 0 3/8 NOTE AH 25 N/A 91282CBC4 2025-12-31 0.375 N/A 300.00 282.87 U.S. Treasuries (including strips) FNAR XX.XXX HYAN9043 N/A 3138LNBM2 2030-05-01 3.44 N/A 1003.00 921.60 Agency Mortgage-Backed Securities 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 N/A 400.00 388.91 U.S. Treasuries (including strips) TINT 02/15/29 N/A 912833XN5 2029-02-15 0 N/A 66.56 55.26 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 N/A 3999900.00 4161369.30 U.S. Treasuries (including strips) GNII SF MA8147 M N/A 36179XBQ8 2052-02-20 2.5 N/A 6478100.00 4664756.48 Agency Mortgage-Backed Securities GNMI SF BG9700 X N/A 3617GUX58 2048-07-15 4.5 N/A 1276.00 766.61 Agency Mortgage-Backed Securities 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 N/A 200.00 183.42 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.25 N/A 18659600.00 17962678.91 U.S. Treasuries (including strips) TINT 08/15/29 N/A 912833XP0 2029-08-15 0 N/A 13610472.14 11065381.90 U.S. Treasuries (including strips) 1 TRIB 48 N/A 912810SB5 2048-02-15 1 N/A 902800.00 903387.55 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 N/A 91282CDL2 2028-11-30 1.5 N/A 100.00 90.11 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 N/A 33122400.00 30622143.22 U.S. Treasuries (including strips) FEPC 05.000 CLQA7272 N/A 3133A2CH1 2050-02-01 5 N/A 5379500.00 2226192.56 Agency Mortgage-Backed Securities BILL 09/24/24 N/A 912797LJ4 2024-09-24 0 N/A 100.00 99.20 U.S. Treasuries (including strips) GNMI SF CX5745 X N/A 3618FSL22 2053-10-15 7 N/A 1024.00 1063.17 Agency Mortgage-Backed Securities 2 1/8 NOTE Q 24 N/A 9128282Y5 2024-09-30 2.125 N/A 40032700.00 40097446.22 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 N/A 9128287D6 2029-07-15 0.25 N/A 72202000.00 82210870.28 U.S. Treasuries (including strips) 1 1/2 TRIB 53 N/A 912810TP3 2053-02-15 1.5 N/A 24999700.00 22873132.28 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 N/A 8910800.00 9070506.86 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 N/A 10738400.00 10692550.61 U.S. Treasuries (including strips) FEPC 04.000 CLZS3547 N/A 3132A35G1 2041-12-01 4 N/A 17457772.00 2230730.62 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4696 N/A 3132DSGD8 2054-02-01 6 N/A 472792.00 469642.80 Agency Mortgage-Backed Securities 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 N/A 30963100.00 26610311.61 U.S. Treasuries (including strips) 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 N/A 24904600.00 21317622.13 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 N/A 751300.00 758722.93 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 N/A 100.00 99.54 U.S. Treasuries (including strips) 2 3/8 TRIB 27 N/A 912810PS1 2027-01-15 2.375 N/A 600.00 937.05 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 N/A 2402900.00 2511839.48 U.S. Treasuries (including strips) 0 1/8 TRIN X 27 N/A 91282CEJ6 2027-04-15 0.125 N/A 4192100.00 4407128.02 U.S. Treasuries (including strips) FEPC 05.500 CLRA9622 N/A 3133KRVP6 2053-08-01 5.5 N/A 908263.00 854579.14 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8569 N/A 3140QUQX7 2054-05-01 5 N/A 7044992.00 6897391.37 Agency Mortgage-Backed Securities FEPC 04.500 CLQG8964 N/A 3133C95Z2 2053-08-01 4.5 N/A 1044.00 995.53 Agency Mortgage-Backed Securities 1 3/4 TRIN A 34 N/A 91282CJY8 2034-01-15 1.75 N/A 6447900.00 6484810.88 U.S. Treasuries (including strips) 3 NOTE Q 25 N/A 9128285C0 2025-09-30 3 N/A 600.00 594.33 U.S. Treasuries (including strips) MNAR XX.XXX HYBL1016 N/A 3140HSDW8 2028-12-01 3.955 N/A 1000.00 985.04 Agency Mortgage-Backed Securities 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 N/A 10000000.00 6716198.02 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 N/A 18258800.00 16800958.22 U.S. Treasuries (including strips) FEPC 06.000 CLQI8931 N/A 3133WF4Q7 2054-07-01 6 N/A 1140106.00 1169915.21 Agency Mortgage-Backed Securities 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 N/A 40583200.00 40493030.60 U.S. Treasuries (including strips) GNMI SF CX5744 X N/A 3618FSLZ9 2053-10-15 7.5 N/A 1000.00 1051.41 Agency Mortgage-Backed Securities FKAR 03.260 WEWE6088 N/A 3132YBXR2 2040-02-01 3.26 N/A 1075.00 967.32 Agency Mortgage-Backed Securities 0 5/8 NOTE AB 26 N/A 91282CCP4 2026-07-31 0.625 N/A 1000.00 928.86 U.S. Treasuries (including strips) 2 3/4 TPRN B 28 N/A 9128204M6 2028-02-15 0 N/A 700.00 604.66 U.S. Treasuries (including strips) FNMS 06.500 CLCB7807 N/A 3140QTU98 2054-01-01 6.5 N/A 1129559.00 1153652.11 Agency Mortgage-Backed Securities GNII SF 737682 C N/A 3620ARRB9 2040-11-20 3.5 N/A 1000.00 49.66 Agency Mortgage-Backed Securities 1 1/2 NOTE E 26 N/A 9128282A7 2026-08-15 1.5 N/A 100.00 95.12 U.S. Treasuries (including strips) BILL 09/05/24 N/A 912797GL5 2024-09-05 0 N/A 400.00 397.89 U.S. Treasuries (including strips) MNAR XX.XXX HYAN9673 N/A 3138LNXB2 2033-08-01 3.85 N/A 770853.00 726427.46 Agency Mortgage-Backed Securities 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.5 N/A 100.00 93.47 U.S. Treasuries (including strips) 2 5/8 NOTE T 25 N/A 9128285T3 2025-12-31 2.625 N/A 16998200.00 16578298.18 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.25 N/A 200.00 203.32 U.S. Treasuries (including strips) FNMS 03.500 CRBM7359 N/A 3140JCE91 2046-12-01 3.5 N/A 1832.00 1600.37 Agency Mortgage-Backed Securities FEPC 06.500 CLQI8933 N/A 3133WF4S3 2054-07-01 6.5 N/A 1000.00 1041.89 Agency Mortgage-Backed Securities 0 1/4 TRIN A 25 N/A 912828H45 2025-01-15 0.25 N/A 13536800.00 17561208.64 U.S. Treasuries (including strips) FEPC 06.500 CLQG8131 N/A 3133C9A86 2053-08-01 6.5 N/A 1000.00 1031.57 Agency Mortgage-Backed Securities 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 N/A 13002400.00 11734161.26 U.S. Treasuries (including strips) FNMS 04.500 CLBV6684 N/A 3140MLNA4 2052-04-01 4.5 N/A 1000.00 827.84 Agency Mortgage-Backed Securities 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 N/A 100.00 93.64 U.S. Treasuries (including strips) MNAR XX.XXX HYAN9883 N/A 3138LN6V8 2033-07-01 3.85 N/A 1000.00 950.19 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5849 N/A 3140QRQB2 2053-03-01 5.5 N/A 1031.00 942.53 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2277 N/A 3132DPQ68 2053-01-01 6 N/A 5569800.00 4598363.87 Agency Mortgage-Backed Securities 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625 N/A 400.00 355.91 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 N/A 9128282L3 2027-07-15 0.375 N/A 1528600.00 1872375.47 U.S. Treasuries (including strips) FNMS 04.000 CLMA3495 N/A 31418C3D4 2048-10-01 4 N/A 9281007.00 783221.82 Agency Mortgage-Backed Securities GNII SF MA6474 M N/A 36179VFP0 2050-02-20 3 N/A 255000000.00 47369849.60 Agency Mortgage-Backed Securities 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.5 N/A 600.00 543.56 U.S. Treasuries (including strips) GNII SF MA9301 M N/A 36179YKN3 2053-11-20 3.5 N/A 1024.00 896.93 Agency Mortgage-Backed Securities 3 5/8 TRIB 28 N/A 912810FD5 2028-04-15 3.625 N/A 18359900.00 37996834.75 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RV2 2047-02-15 3 N/A 6843700.00 5455569.99 U.S. Treasuries (including strips) FEPC 05.500 CLQI4396 N/A 3133WA3D8 2054-04-01 5.5 N/A 1000.00 1006.46 Agency Mortgage-Backed Securities 5 NOTE BH 25 N/A 91282CJB8 2025-09-30 5 N/A 15825100.00 16136485.22 U.S. Treasuries (including strips) 2 NOTE E 25 N/A 912828K74 2025-08-15 2 N/A 4460000.00 4377248.38 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 N/A 74999500.00 67841172.72 U.S. Treasuries (including strips) 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4 N/A 24971100.00 24972337.70 U.S. Treasuries (including strips) FNMS 04.000 CLBM5437 N/A 3140JABF4 2044-05-01 4 N/A 3157.00 854.19 Agency Mortgage-Backed Securities FEPC 03.000 CLRA2055 N/A 3133KHH82 2050-01-02 3 N/A 4302976.00 917135.11 Agency Mortgage-Backed Securities 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 N/A 49999900.00 51387107.82 U.S. Treasuries (including strips) FKAR 02.920 WNWN1142 N/A 3132XFHU5 2038-01-01 2.92 N/A 1902.00 1532.72 Agency Mortgage-Backed Securities 0 3/4 TRIN D 28 N/A 912828Y38 2028-07-15 0.75 N/A 29999800.00 35973218.28 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.75 N/A 200.00 178.20 U.S. Treasuries (including strips) FEPC 06.000 CLQI8479 N/A 3133WFM46 2054-07-01 6 N/A 4490032.00 4570046.90 Agency Mortgage-Backed Securities 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 N/A 200.00 173.04 U.S. Treasuries (including strips) FNMS 06.000 CLFS8164 N/A 3140XQCA3 2054-06-01 6 N/A 3962900.00 4030071.90 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8922 N/A 3133WF4F1 2054-07-01 6 N/A 2473551.00 2529325.31 Agency Mortgage-Backed Securities GNII SF MA5595 M N/A 36179UGC0 2048-11-20 4 N/A 2136255.00 221931.62 Agency Mortgage-Backed Securities 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875 N/A 2808500.00 2966563.78 U.S. Treasuries (including strips) MNAR XX.XXX HYBL0126 N/A 3140HRD83 2028-10-01 3.51 N/A 1000.00 954.46 Agency Mortgage-Backed Securities MNAR XX.XXX HXBS9079 N/A 3140LLCR0 2028-07-01 4.7 N/A 3974002.00 4001254.38 Agency Mortgage-Backed Securities 2 1/8 TRIB 40 N/A 912810QF8 2040-02-15 2.125 N/A 6768700.00 10009297.01 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 N/A 91282CJP7 2026-12-15 4.375 N/A 200.00 201.51 U.S. Treasuries (including strips) 4 BOND 42 N/A 912810TM0 2042-11-15 4 N/A 200.00 189.93 U.S. Treasuries (including strips) 0 3/8 NOTE U 26 N/A 91282CBH3 2026-01-31 0.375 N/A 280100.00 263229.58 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 N/A 2051000.00 1857546.21 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 N/A 300.00 285.17 U.S. Treasuries (including strips) FEPC 06.500 CLQG5149 N/A 3133C5WJ6 2053-06-01 6.5 N/A 1004.00 1001.41 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8157 N/A 3140QUB39 2054-03-01 6 N/A 861358.00 865959.10 Agency Mortgage-Backed Securities 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 N/A 200.00 165.38 U.S. Treasuries (including strips) FEPC 05.500 CLQI6377 N/A 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800000000.00 800000000.00 0.0053 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.33999880 3130B13B1 2549001DPIFGXC1TOL40 US3130B13B16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Standard & Poor's AA+ Fitch AA+ 2024-08-01 2024-11-21 2024-11-21 N N N 0.0544 85010414.20 85010414.20 0.0006 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.33000160 3130B12W6 2549001DPIFGXC1TOL40 US3130B12W61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Agency 2024-08-01 2024-09-23 2024-09-23 N N N 0.0546 257607753.76 257607753.76 0.0017 N N N N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.36000000 N/A X574KRZ6V5A7UBU45C31 BYD6GQ9B0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912833XP0 2029-08-15 0 N/A 50000000.00 40678436.94 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-08-01 2024-08-01 2024-08-01 N N N 0.0536 39875000.00 39875000.00 0.0003 N Y Y N Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 5.35000000 N/A 9R7GPTSO7KV3UQJZQ078 BYD6GTVS2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 06.500 CL545819 N/A 31385JK80 2032-08-01 6.5 N/A 119000.00 178.75 Agency Mortgage-Backed Securities GNII SF MA2223 M N/A 36179QPG0 2044-09-20 3.5 N/A 149900.00 12881.59 Agency Mortgage-Backed Securities GNMI SP 784617 X N/A 3622AAAS3 2047-12-15 4.5 N/A 29120380.00 7666737.14 Agency Mortgage-Backed Securities GNII SF 004096 M N/A 36202ERR2 2038-03-20 4.5 N/A 61000.00 1194.40 Agency Mortgage-Backed Securities FEPC 06.000 CLQG6274 N/A 3133C66K0 2053-07-01 6 N/A 1510620.00 1492103.57 Agency Mortgage-Backed Securities FNMS 04.500 CLAS8979 N/A 3138WJ6R4 2047-03-01 4.5 N/A 66810.00 11938.55 Agency Mortgage-Backed Securities GNMI SF 604471 X N/A 36200MQY2 2033-07-15 5.5 N/A 25000.00 185.11 Agency Mortgage-Backed Securities GNII SF 003735 M N/A 36202EEG0 2035-07-20 5 N/A 1018100.00 17778.50 Agency Mortgage-Backed Securities GNII JM MA0081 M N/A 36179MCS7 2042-05-20 3 N/A 50000.00 2706.45 Agency Mortgage-Backed Securities GNII SF MA2960 M N/A 36179RJD2 2045-07-20 3 N/A 3099380.00 383203.11 Agency Mortgage-Backed Securities GNMI SF 627354 X N/A 36291F5P9 2034-06-15 5 N/A 25000.00 457.10 Agency Mortgage-Backed Securities GNII SF 004597 M N/A 36202FDA1 2039-12-20 4 N/A 80000.00 4623.88 Agency Mortgage-Backed Securities GNII SF MA7454 M N/A 36179WH76 2036-11-20 6 N/A 2606110.00 1556604.02 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4284 N/A 3132E0XM9 2053-11-01 5.5 N/A 2111660.00 2058546.51 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4635 N/A 3140X8EH6 2050-11-01 2 N/A 95000.00 57056.38 Agency Mortgage-Backed Securities 1.15 FCSB 29 CC N/A 3133ELL28 2029-06-18 1.15 N/A 590000.00 513443.73 Agency Debentures and Agency Strips FNMS 03.500 CLAQ8506 N/A 3138MQNY5 2043-01-01 3.5 N/A 2000.00 184.28 Agency Mortgage-Backed Securities GNII SF MA4840 M N/A 36179TLV5 2047-11-20 5 N/A 1713000.00 219242.72 Agency Mortgage-Backed Securities GNII SF MA3735 M N/A 36179SEG8 2046-06-20 3 N/A 64941750.00 8439688.52 Agency Mortgage-Backed Securities GNII SF MA3937 M N/A 36179SLS4 2046-09-20 3.5 N/A 24481250.00 3307797.97 Agency Mortgage-Backed Securities GNII SF 003568 M N/A 36202D6D8 2034-06-20 5 N/A 512400.00 9557.94 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2855 N/A 3140QNE57 2052-02-01 2.5 N/A 111240.00 79706.51 Agency Mortgage-Backed Securities FEPC 04.000 CISB8324 N/A 3132D6G95 2039-07-01 4 N/A 4091440.00 3969530.16 Agency Mortgage-Backed Securities GNII SF CZ1943 C N/A 3618GDEQ9 2054-02-20 5.5 N/A 1256510.00 1254632.89 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8439 N/A 3132DWLU5 2054-06-01 6 N/A 2847620.00 2838457.95 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7599 N/A 3140QFNR6 2050-11-01 2.5 N/A 1000.00 609.42 Agency Mortgage-Backed Securities GNMI SF 722471 X N/A 3620A8T45 2039-09-15 4 N/A 40000.00 4897.26 Agency Mortgage-Backed Securities GNII SF MA5820 M N/A 36179UPD8 2049-03-20 5.5 N/A 578000.00 56029.03 Agency Mortgage-Backed Securities GNII SF CS4362 C N/A 3618AWZ31 2053-07-20 6 N/A 2394000.00 2292864.54 Agency Mortgage-Backed Securities GNMI SF BB3385 X N/A 3617ATXN8 2047-08-15 3 N/A 2842370.00 649946.55 Agency Mortgage-Backed Securities GNII SF 004923 M N/A 36202FPG5 2041-01-20 4.5 N/A 1234200.00 70800.38 Agency Mortgage-Backed Securities FNMS 02.500 CLCB5013 N/A 3140QQSB2 2052-03-01 2.5 N/A 1817140.00 1347712.51 Agency Mortgage-Backed Securities FNMS 03.000 CIAQ4720 N/A 3138MLG65 2027-11-01 3 N/A 600000.00 30489.63 Agency Mortgage-Backed Securities FNMS 05.000 CLDB5982 N/A 3140AFUG9 2054-06-01 5 N/A 1876970.00 1854199.91 Agency Mortgage-Backed Securities GNII JM 005237 M N/A 36202FZA7 2041-11-20 3.5 N/A 453000.00 7006.76 Agency Mortgage-Backed Securities FNMS 04.500 CIAL3136 N/A 3138EKPW9 2027-03-01 4.5 N/A 6300.00 93.07 Agency Mortgage-Backed Securities BILL 06/12/25 N/A 912797LN5 2025-06-12 0 N/A 7136200.00 6846020.70 U.S. Treasuries (including strips) GNII SF MA9164 M N/A 36179YFD1 2053-09-20 2 N/A 2375000.00 1919993.21 Agency Mortgage-Backed Securities GNII SF MA5987 M N/A 36179UUL4 2049-06-20 4.5 N/A 257000.00 31181.22 Agency Mortgage-Backed Securities FNMS 04.500 CLAS2074 N/A 3138WBJU0 2044-03-01 4.5 N/A 2900.00 105.81 Agency Mortgage-Backed Securities GNII SF MA6710 M N/A 36179VN30 2050-06-20 3 N/A 5617160.00 1595424.11 Agency Mortgage-Backed Securities GNII SF 003710 M N/A 36202EDP1 2035-05-20 5 N/A 401800.00 6971.33 Agency Mortgage-Backed Securities GNMI SF 731286 X N/A 3620AJNB1 2040-01-15 4.5 N/A 50000.00 4961.38 Agency Mortgage-Backed Securities GNMI SF 604622 X N/A 36200MVP5 2033-09-15 5 N/A 471900.00 4835.54 Agency Mortgage-Backed Securities GNII SF 002897 M N/A 36202DGE5 2030-03-20 8 N/A 30000.00 25.93 Agency Mortgage-Backed Securities GNII SF MA9171 M N/A 36179YFL3 2053-09-20 5.5 N/A 2714350.00 2621900.98 Agency Mortgage-Backed Securities FNMS 04.000 CLCA6106 N/A 3140QDYC2 2050-06-01 4 N/A 1646000.00 419010.22 Agency Mortgage-Backed Securities GNMI SF 629461 X N/A 36291JJE1 2034-04-15 5 N/A 1000000.00 52492.41 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4715 N/A 3132A5GY5 2047-04-01 4.5 N/A 525000.00 51883.32 Agency Mortgage-Backed Securities FNMS 05.500 CLDA0866 N/A 3140A06C8 2053-09-01 5.5 N/A 434840.00 404681.04 Agency Mortgage-Backed Securities GNII SF MA3873 M N/A 36179SJS7 2046-08-20 3 N/A 41220000.00 5680465.68 Agency Mortgage-Backed Securities GNMI SP 785794 X N/A 3622ABKF8 2049-02-15 4.5 N/A 13100020.00 7134063.86 Agency Mortgage-Backed Securities GNII SF 004946 M N/A 36202FP75 2041-02-20 4.5 N/A 13793800.00 627385.10 Agency Mortgage-Backed Securities GNII SF MA3034 M N/A 36179RLP2 2045-08-20 3.5 N/A 1020890.00 106471.65 Agency Mortgage-Backed Securities GNII SF MA4381 M N/A 36179S2N6 2047-04-20 3 N/A 2411140.00 412217.92 Agency Mortgage-Backed Securities GNII SF MA6604 M N/A 36179VKR0 2039-08-20 5.5 N/A 10000.00 1671.92 Agency Mortgage-Backed Securities GNII JM 004932 M N/A 36202FPR1 2041-01-20 3.5 N/A 417000.00 4051.74 Agency Mortgage-Backed Securities GNII SF 003041 M N/A 36202DLW9 2031-02-20 7.5 N/A 160000.00 135.60 Agency Mortgage-Backed Securities GNII SF 003294 M N/A 36202DUT6 2032-10-20 5 N/A 185800.00 2285.57 Agency Mortgage-Backed Securities GNII SF MA4654 M N/A 36179TE35 2047-08-20 4.5 N/A 464600.00 46580.04 Agency Mortgage-Backed Securities GNII SF MA9243 M N/A 36179YHU1 2053-10-20 6.5 N/A 1736400.00 1590254.69 Agency Mortgage-Backed Securities GNII SF MA6656 M N/A 36179VMD9 2050-05-20 3 N/A 4477090.00 1221736.60 Agency Mortgage-Backed Securities FNMS 03.000 CLBV2256 N/A 3140MFQJ5 2052-02-01 3 N/A 3588230.00 2855233.64 Agency Mortgage-Backed Securities GNII SF CY6468 C N/A 3618G6FH3 2053-11-20 7.5 N/A 2000.00 2065.23 Agency Mortgage-Backed Securities GNII SF CS4379 C N/A 3618AW2L7 2053-07-20 6.5 N/A 2281360.00 2089488.79 Agency Mortgage-Backed Securities GNII SF BD6203 C N/A 3617BM3L9 2048-02-20 4.5 N/A 1508420.00 172198.70 Agency Mortgage-Backed Securities GNII SF 002910 M N/A 36202DGT2 2030-04-20 8.5 N/A 30000.00 11.57 Agency Mortgage-Backed Securities FNMS 04.000 CIMA3490 N/A 31418C2Y9 2033-10-01 4 N/A 3350.00 363.55 Agency Mortgage-Backed Securities GNII SF MA4779 M N/A 36179TJY2 2047-10-20 4 N/A 550000.00 67349.98 Agency Mortgage-Backed Securities FNMS 01.500 CIFM7659 N/A 3140XBQM5 2036-05-01 1.5 N/A 1000.00 610.56 Agency Mortgage-Backed Securities GNII SF CX9778 C N/A 3618FW2K4 2054-03-20 5 N/A 1075140.00 1060485.17 Agency Mortgage-Backed Securities GNII SF MA1012 M N/A 36179NDR6 2043-05-20 3.5 N/A 2232350.00 253512.94 Agency Mortgage-Backed Securities GNII SF CI6670 C N/A 3617XBMT1 2051-10-20 3 N/A 2227860.00 669295.41 Agency Mortgage-Backed Securities FNMS 03.000 CIFS2502 N/A 3140XHX85 2035-06-01 3 N/A 2000.00 1198.67 Agency Mortgage-Backed Securities GNII SF MA8266 M N/A 36179XFF8 2052-09-20 3.5 N/A 1664630.00 1366063.70 Agency Mortgage-Backed Securities FNMS 02.500 CIFS7813 N/A 3140XPVF3 2035-02-01 2.5 N/A 1010.00 916.04 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2176 N/A 3132DPMZ8 2053-01-01 6 N/A 1990.00 1798.69 Agency Mortgage-Backed Securities GNII SF 004369 M N/A 36202E2A6 2039-02-20 5 N/A 205000.00 3514.30 Agency Mortgage-Backed Securities FEPC 01.500 CISB8073 N/A 3132D56J6 2035-11-01 1.5 N/A 33900.00 16638.86 Agency Mortgage-Backed Securities 0 3/4 NOTE AU 24 N/A 91282CDH1 2024-11-15 0.75 N/A 186300.00 184170.46 U.S. Treasuries (including strips) FNMS 03.500 CLFS1092 N/A 3140XGGA1 2052-04-01 3.5 N/A 564000.00 425308.06 Agency Mortgage-Backed Securities GNII SF MA9426 M N/A 36179YPK4 2053-12-20 7 N/A 55695860.00 55680502.63 Agency Mortgage-Backed Securities FNMS 03.000 CIAL9248 N/A 3138ERH29 2031-06-01 3 N/A 4090.00 665.82 Agency Mortgage-Backed Securities 6.23 FHOR 25-44 BT N/A 3130B1WE3 2044-07-22 6.23 N/A 60000.00 60328.05 Agency Debentures and Agency Strips FCFR 03SF DF 25/07 N/A 3133EPA21 2025-07-30 5.475 N/A 958000.00 959122.86 Agency Debentures and Agency Strips GNII SF 003040 M N/A 36202DLV1 2031-02-20 7 N/A 25000.00 30.02 Agency Mortgage-Backed Securities 0.50 FNNT D 21-24 N/A 3136G4Q22 2024-11-26 0.5 N/A 25000.00 24614.07 Agency Debentures and Agency Strips GNII SF 609187 C N/A 36202TXQ4 2044-09-20 3.5 N/A 43000.00 18146.33 Agency Mortgage-Backed Securities 3.43 FCSB 28 CG N/A 3133EJ2D0 2028-12-06 3.43 N/A 75000.00 73229.72 Agency Debentures and Agency Strips GNII SF MA5400 M N/A 36179T7M1 2048-08-20 5 N/A 315000.00 24752.33 Agency Mortgage-Backed Securities GNII SF MA9572 M N/A 36179YT53 2039-03-20 4 N/A 2114900.00 2033035.07 Agency Mortgage-Backed Securities GNII SP 786916 C N/A 3622ACSD3 2053-08-20 5.5 N/A 300000.00 291717.55 Agency Mortgage-Backed Securities GNII SF MA7726 M N/A 36179WSP4 2051-08-20 1 N/A 365820.00 245387.86 Agency Mortgage-Backed Securities GNII SF MA9605 M N/A 36179YU69 2054-04-20 5.5 N/A 2010.00 2006.85 Agency Mortgage-Backed Securities GNII SF MA9106 M N/A 36179YDK7 2053-06-20 5.5 N/A 3044380.00 2929753.93 Agency Mortgage-Backed Securities FNMS 01.500 CIFM4701 N/A 3140X8GK7 2035-12-01 1.5 N/A 10985040.00 5715954.81 Agency Mortgage-Backed Securities GNII SF 004618 M N/A 36202FDX1 2040-01-20 5 N/A 2000000.00 79292.71 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3835 N/A 31418DHM7 2049-11-01 3.5 N/A 4160.00 581.44 Agency Mortgage-Backed Securities GNMI SF 510402 X N/A 36211EAB4 2035-01-15 4.5 N/A 231000.00 1259.94 Agency Mortgage-Backed Securities FEPC 03.000 CLQE3540 N/A 3133BC4Z7 2052-06-01 3 N/A 2000.00 1669.02 Agency Mortgage-Backed Securities GNII SF 003054 M N/A 36202DMB4 2031-03-20 7 N/A 35000.00 51.13 Agency Mortgage-Backed Securities GNMI SF BK2579 X N/A 3617J22L6 2048-11-15 4.5 N/A 23000.00 3721.59 Agency Mortgage-Backed Securities GNMI SF AT8381 X N/A 36194HJ29 2046-11-15 4 N/A 1919520.00 252654.03 Agency Mortgage-Backed Securities GNMI SF BP1218 X N/A 3617L7K73 2049-09-15 4 N/A 3061000.00 269525.00 Agency Mortgage-Backed Securities GNII SF MA7342 M N/A 36179WEP9 2036-05-20 3.5 N/A 47630.00 21431.55 Agency Mortgage-Backed Securities 04.000 FGPC Q29877 G N/A 3132MAUA7 2044-11-01 4 N/A 39460.00 5613.31 Agency Mortgage-Backed Securities GNMI SF 717070 X N/A 3620A2T30 2039-05-15 5 N/A 1771300.00 66029.48 Agency Mortgage-Backed Securities GNII SF MA5653 M N/A 36179UH62 2048-11-20 5 N/A 274500.00 19456.75 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3955 N/A 3138WDMD0 2044-12-01 4 N/A 1000.00 70.74 Agency Mortgage-Backed Securities GNII SF CY9099 C N/A 3618G9DC0 2054-03-20 5.5 N/A 4376001.00 4411760.78 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8212 N/A 3132DWDR1 2052-05-01 2.5 N/A 23464580.00 17575287.50 Agency Mortgage-Backed Securities FNMS 05.500 CLAL9903 N/A 3138ESAD0 2044-05-01 5.5 N/A 7000.00 1511.91 Agency Mortgage-Backed Securities GNMI SF 638359 X N/A 36291UE84 2035-02-15 5.5 N/A 50000.00 646.53 Agency Mortgage-Backed Securities GNII SF BD6210 C N/A 3617BM3T2 2048-03-20 5.5 N/A 2336800.00 216696.97 Agency Mortgage-Backed Securities FNMS 04.000 CIFM6304 N/A 3140XAAE2 2034-10-01 4 N/A 19000.00 5734.30 Agency Mortgage-Backed Securities FEPC 03.000 CLSD1041 N/A 3132DNEN9 2052-06-01 3 N/A 1726890.00 1278060.48 Agency Mortgage-Backed Securities GNII SF MA9416 M N/A 36179YN91 2052-06-20 2 N/A 4798130.00 3905898.25 Agency Mortgage-Backed Securities GNII SF MA9663 M N/A 36179YWY6 2050-06-20 3 N/A 218580.00 192877.50 Agency Mortgage-Backed Securities GNII SP 783590 M N/A 36241L7B6 2041-06-20 4.5 N/A 15873400.00 873374.75 Agency Mortgage-Backed Securities GNII SF 003910 M N/A 36202EKX6 2036-10-20 6 N/A 361100.00 4041.91 Agency Mortgage-Backed Securities GNMI SF 708581 X N/A 36297DFW2 2039-04-15 4.5 N/A 805000.00 5249.08 Agency Mortgage-Backed Securities FNMS 04.500 CIAL1379 N/A 3138EHQ96 2026-10-01 4.5 N/A 225000.00 3128.17 Agency Mortgage-Backed Securities FEPC 07.500 CLRJ0546 N/A 3142GQTC6 2053-12-01 7.5 N/A 71770.00 72251.60 Agency Mortgage-Backed Securities GNMI SF 628113 X N/A 36291GYJ9 2034-05-15 5 N/A 25000.00 394.21 Agency Mortgage-Backed Securities GNII SP 787198 M N/A 3622AC3F5 2053-09-20 5.5 N/A 76510.00 74357.03 Agency Mortgage-Backed Securities FNMS 05.500 CLDB0961 N/A 3140AAB71 2054-04-01 5.5 N/A 6980.00 6975.64 Agency Mortgage-Backed Securities FEPC 01.500 CLQC3130 N/A 3133AMPP5 2051-06-01 1.5 N/A 8307760.00 5231686.04 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ0561 N/A 3140KKTT1 2050-10-01 2.5 N/A 40000.00 20915.25 Agency Mortgage-Backed Securities FNMS 03.000 CLAT6971 N/A 3138WUW90 2043-05-01 3 N/A 1000.00 169.94 Agency Mortgage-Backed Securities FNMS 04.000 CLAL8468 N/A 3138ETMS2 2046-04-01 4 N/A 1000.00 192.43 Agency Mortgage-Backed Securities FNMS 03.000 CLFM3241 N/A 3140X6S77 2050-03-01 3 N/A 9000.00 3146.73 Agency Mortgage-Backed Securities GNMI SP 781330 X N/A 36225BPP7 2031-09-15 6 N/A 25000.00 74.66 Agency Mortgage-Backed Securities GNII SF 004947 M N/A 36202FP83 2041-02-20 5 N/A 30600.00 1209.36 Agency Mortgage-Backed Securities 3.05 FCOR 22-39 L N/A 3133EKWW2 2039-07-26 3.05 N/A 5000.00 4011.41 Agency Debentures and Agency Strips GNII SF CV1565 C N/A 3618BWW25 2053-06-20 6.5 N/A 3183950.00 3124715.60 Agency Mortgage-Backed Securities GNII SF MA1450 M N/A 36179NTF5 2043-11-20 4.5 N/A 624000.00 41295.60 Agency Mortgage-Backed Securities GNII SP 783584 M N/A 36241L6V3 2041-07-20 4.5 N/A 7969000.00 461914.25 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4598 N/A 31418EDC1 2052-05-01 2.5 N/A 6000.00 4502.17 Agency Mortgage-Backed Securities FNMS 03.500 CLBD7883 N/A 3140FFXM8 2046-09-01 3.5 N/A 1000.00 156.81 Agency Mortgage-Backed Securities GNII SF 003964 M N/A 36202EMM8 2037-03-20 5 N/A 20153600.00 234552.95 Agency Mortgage-Backed Securities GNMI SF 762955 X N/A 36176DMC4 2040-12-15 4.25 N/A 142830.00 99960.37 Agency Mortgage-Backed Securities GNII SF BS1742 C N/A 3617MB5B1 2050-02-20 4 N/A 700000.00 202092.48 Agency Mortgage-Backed Securities GNMI SP 784665 X N/A 3622AACA0 2047-02-15 4 N/A 13331070.00 4067132.39 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Agency Mortgage-Backed Securities FNMS 01.500 CLMA4181 N/A 31418DUF7 2050-11-01 1.5 N/A 1002.00 592.72 Agency Mortgage-Backed Securities FNMS 02.500 CIFS4759 N/A 3140XLJD1 2037-04-01 2.5 N/A 50000.00 39264.90 Agency Mortgage-Backed Securities FNMS 03.500 CLBU8845 N/A 3140MAZK3 2052-05-01 3.5 N/A 110000.00 86227.27 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8310 N/A 3131Y3GT7 2048-09-01 4.5 N/A 1001.00 306.84 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8274 N/A 3132DWFP3 2052-12-01 4 N/A 57000.00 49187.91 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2847 N/A 3140XJEV1 2052-08-01 4 N/A 50000.00 41047.46 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8005 N/A 3140QT3P2 2054-02-01 6 N/A 27869858.00 27838480.23 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7519 N/A 3140QFK99 2050-11-01 2 N/A 30328980.00 17518887.93 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8384 N/A 3132DWJ53 2053-12-01 6 N/A 7879006.00 7491952.68 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1092 N/A 3140XGGA1 2052-04-01 3.5 N/A 170000.00 128195.69 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2886 N/A 3132DQF35 2053-05-01 6 N/A 51134.00 46693.76 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3087 N/A 31418CND2 2047-08-01 3.5 N/A 1733000.00 215725.47 Agency Mortgage-Backed Securities FEPC 02.000 3JRE0019 N/A 3133LWAU6 2050-11-01 2 N/A 98999.00 54603.24 Agency Mortgage-Backed Securities FEPC 04.500 CIQO2090 N/A 3133WLKB9 2039-05-01 4.5 N/A 1052796.00 1007746.60 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8341 N/A 3132DWHS5 2053-07-01 5 N/A 33126.00 30524.09 Agency Mortgage-Backed Securities FNMS 05.000 GL930845 N/A 31412PES6 2038-02-01 5 N/A 1065738.00 30530.84 Agency Mortgage-Backed Securities FNMS 04.500 CLBD9278 N/A 3140FHJY4 2046-11-01 4.5 N/A 165000.00 45086.72 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1241 N/A 3142GRLX6 2054-04-01 6.5 N/A 13689263.00 13524634.27 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8340 N/A 3132DWHR7 2053-07-01 4.5 N/A 69024.00 63157.74 Agency Mortgage-Backed Securities FNMS 02.500 CLMA2276 N/A 31418BQ66 2045-04-01 2.5 N/A 1000.00 186.49 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3104 N/A 3140QNNW8 2052-03-01 2.5 N/A 93000.00 66065.10 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1070 N/A 3142GRFL9 2054-03-01 6 N/A 1024.00 1024.52 Agency Mortgage-Backed Securities FNMS 04.500 CIMA4823 N/A 31418ELD0 2037-10-01 4.5 N/A 44000.00 31759.04 Agency Mortgage-Backed Securities FEPC 06.000 CLQI9521 N/A 3133WGSJ5 2054-07-01 6 N/A 1000.00 1018.33 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2610 N/A 3140QM3U6 2052-01-01 2 N/A 1466698.00 1030980.25 Agency Mortgage-Backed Securities FNMS 02.000 CLBR7022 N/A 3140L5YU4 2051-03-01 2 N/A 60000.00 37936.97 Agency Mortgage-Backed Securities FEPC 04.000 CLQC9480 N/A 3133AUQ92 2051-10-01 4 N/A 66000.00 45534.80 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6075 N/A 3140QRXD0 2053-04-01 5.5 N/A 82550142.00 75441352.10 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1779 N/A 3132DN6Q1 2052-10-01 5.5 N/A 2608853.00 2298377.86 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8694 N/A 3133KQUT1 2053-04-01 5 N/A 270103.00 247811.24 Agency Mortgage-Backed Securities FNMS 02.000 CLFS5805 N/A 3140XMNX0 2052-02-01 2 N/A 56000.00 42941.36 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ1125 N/A 3133CRHA4 2054-08-01 5.5 N/A 2824295.00 2849042.41 Agency Mortgage-Backed Securities FEPC 04.500 CLQG6305 N/A 3133C7AE7 2053-07-01 4.5 N/A 37000.00 33343.28 Agency Mortgage-Backed Securities FNMS 02.000 CICB0420 N/A 3140QKPE2 2036-05-01 2 N/A 11728386.00 7139077.76 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6184 N/A 3140X92S3 2051-03-01 2 N/A 1000.00 562.65 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8454 N/A 3132DWMB6 2054-07-01 6 N/A 46739684.00 47513599.69 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4413 N/A 31418D3X8 2051-09-01 2 N/A 527233.00 353239.15 Agency Mortgage-Backed Securities FEPC 05.500 CLQI6839 N/A 3133WDS45 2054-06-01 5.5 N/A 4629080.00 4648958.23 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3871 N/A 31418DJR4 2049-12-01 3 N/A 55000.00 10201.65 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8528 N/A 3133KQPM2 2053-02-01 5 N/A 125000.00 116900.61 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1691 N/A 3140Q82Z7 2048-05-01 4 N/A 25386095.00 6166063.78 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8300 N/A 3132DWGH0 2053-02-01 5.5 N/A 405324.00 360206.91 Agency Mortgage-Backed Securities FNMS 02.500 CICA8387 N/A 3140QGJ99 2035-12-01 2.5 N/A 398250.00 222136.82 Agency Mortgage-Backed Securities FEPC 02.000 CIZS7140 N/A 3132A74Z1 2029-01-01 2 N/A 700000.00 76000.86 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4730 N/A 3132A5HF5 2047-08-01 3.5 N/A 2320.00 277.08 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3754 N/A 3132E0E32 2053-09-01 5 N/A 482000.00 444492.83 Agency Mortgage-Backed Securities FNMS 03.000 CLCA8871 N/A 3140QG2D8 2051-02-01 3 N/A 48697.00 34760.43 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1394 N/A 3140QLRQ1 2051-08-01 2.5 N/A 3000.00 2221.81 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4338 N/A 3138WDZC8 2045-01-01 3.5 N/A 24698752.00 4391392.26 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8227 N/A 3132DWD83 2052-07-01 4 N/A 95000.00 79064.26 Agency Mortgage-Backed Securities FNMS 07.000 CLBY7488 N/A 3140NQKA5 2053-11-01 7 N/A 1076231.00 891543.55 Agency Mortgage-Backed Securities 04.000 FGPC Q52158 G N/A 3132XUMG7 2047-11-01 4 N/A 2027.00 698.45 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2078 N/A 3138YTJY1 2045-09-01 3.5 N/A 29364704.00 10576847.63 Agency Mortgage-Backed Securities FNMS 02.500 CLBU3058 N/A 3140M4MG0 2051-12-01 2.5 N/A 1000.00 728.45 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0982 N/A 3140XGCU1 2052-03-01 3 N/A 83000.00 62485.76 Agency Mortgage-Backed Securities FEPC 06.000 CLQI4725 N/A 3133WBHA7 2054-04-01 6 N/A 2669296.00 2714168.15 Agency Mortgage-Backed Securities FNMS 06.500 CLDA0598 N/A 3140A0UY3 2053-11-01 6.5 N/A 3882674.00 3694912.24 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4498 N/A 31418D7L0 2036-12-01 2.5 N/A 164001.00 103807.53 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4152 N/A 31418DTJ1 2040-10-01 2 N/A 110000.00 58753.21 Agency Mortgage-Backed Securities FEPC 07.000 CLQI4770 N/A 3133WBJP2 2054-04-01 7 N/A 122900.00 127859.32 Agency Mortgage-Backed Securities FNMS 02.000 CIFM6013 N/A 3140X9VF9 2036-01-01 2 N/A 1000.00 571.72 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4131 N/A 3140QPSV0 2052-07-01 4.5 N/A 71846.00 64598.52 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5108 N/A 31418EVA5 2053-08-01 6 N/A 70390585.00 65049700.20 Agency Mortgage-Backed Securities FEPC 01.500 3PQU7709 N/A 3133JLR68 2051-01-01 1.5 N/A 105000.00 65949.04 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6475 N/A 3140QSFR7 2053-06-01 5 N/A 30000.00 28210.07 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4924 N/A 3133BSPH9 2052-12-01 6 N/A 103000.00 77581.86 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2477 N/A 3140Q9XF5 2048-10-01 4.5 N/A 89732714.00 27099035.15 Agency Mortgage-Backed Securities FNMS 02.000 CLCB3559 N/A 3140QN5V0 2052-04-01 2 N/A 225969.00 166613.59 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6330 N/A 3140NBA84 2053-02-01 5.5 N/A 1200.00 1034.47 Agency Mortgage-Backed Securities FNMS 07.000 CLDA5760 N/A 3140A6MJ2 2053-12-01 7 N/A 5181144.00 5181219.35 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ7006 N/A 3140KSYC5 2052-01-01 2 N/A 848000.00 601102.31 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3361 N/A 3140QNWX6 2052-04-01 3 N/A 36000.00 27844.91 Agency Mortgage-Backed Securities FNMS 02.500 CICB3205 N/A 3140QNR38 2037-03-01 2.5 N/A 117000.00 81264.58 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7960 N/A 3140XPZ28 2054-05-01 5.5 N/A 624252.00 624976.17 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1772 N/A 3142GR6J4 2054-06-01 5.5 N/A 1024.00 1028.40 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7351 N/A 3140QFEZ8 2050-10-01 2 N/A 28757974.00 16893683.71 Agency Mortgage-Backed Securities FNMS 04.000 CLAL2277 N/A 3138EJQ76 2042-07-01 4 N/A 508000.00 58828.79 Agency Mortgage-Backed Securities FEPC 03.000 CLSD2283 N/A 3132DPRC4 2052-04-01 3 N/A 23254893.00 16490890.92 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5497 N/A 3140QRDB6 2053-01-01 6.5 N/A 100000.00 87599.15 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8029 N/A 3133BH4N3 2052-08-01 5 N/A 24047867.00 19866124.48 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 N/A 146379.00 47361.59 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3664 N/A 3140X7CA5 2049-03-01 4 N/A 1000.00 171.57 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4819 N/A 3140J9K91 2044-12-01 3.5 N/A 196000.00 70558.42 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9242 N/A 3140XDHU3 2051-10-01 3 N/A 1070.00 727.66 Agency Mortgage-Backed Securities FEPC 03.000 CLQE3333 N/A 3133BCV20 2052-05-01 3 N/A 9607201.00 7448126.24 Agency Mortgage-Backed Securities FNMS 06.500 CIMA5269 N/A 31418E2B5 2039-02-01 6.5 N/A 277069.00 242682.88 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6701 N/A 3133WDNS7 2054-06-01 6 N/A 1003.00 1030.51 Agency Mortgage-Backed Securities FNMS 04.500 CLBN5411 N/A 3140JNAM2 2049-04-01 4.5 N/A 17913316.00 4789969.19 Agency Mortgage-Backed Securities FEPC 03.500 CLRA6416 N/A 3133KNDV2 2052-05-01 3.5 N/A 1211579.00 973526.39 Agency Mortgage-Backed Securities FNMS 04.500 CLBD2377 N/A 3140F9UB9 2046-12-01 4.5 N/A 1400000.00 152012.02 Agency Mortgage-Backed Securities FNMS 07.500 CLCB7833 N/A 3140QTV30 2054-01-01 7.5 N/A 16935196.00 17525769.12 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5673 N/A 3133BTJS0 2053-01-01 5.5 N/A 3371712.00 3065334.69 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5901 N/A 3133KMRW7 2051-09-01 3 N/A 100000.00 60475.14 Agency Mortgage-Backed Securities FNMS 02.500 CWAQ7008 N/A 3138MNYE4 2027-12-01 2.5 N/A 1334765.00 96949.87 Agency Mortgage-Backed Securities FEPC 04.500 CLZT1321 N/A 3132ADPE2 2048-11-01 4.5 N/A 1550000.00 143228.76 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5550 N/A 3133KMEX9 2051-07-01 3 N/A 1000.00 738.53 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6165 N/A 3133KMZ65 2051-11-01 2.5 N/A 1000.00 657.83 Agency Mortgage-Backed Securities FEPC 02.000 CLQC0161 N/A 3133AJFA6 2051-03-01 2 N/A 300000.00 180496.54 Agency Mortgage-Backed Securities FNMS 07.500 CLBX4678 N/A 3140N9FU5 2053-01-01 7.5 N/A 1233394.00 1273048.98 Agency Mortgage-Backed Securities FNMS 04.500 CLBN4334 N/A 3140JLY81 2049-02-01 4.5 N/A 1056710.00 73369.12 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4261 N/A 3132E0WW8 2053-11-01 6.5 N/A 21436669.00 21318174.65 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1232 N/A 3142GRLN8 2054-04-01 6 N/A 10048240.00 10221306.42 Agency Mortgage-Backed Securities FNMS 05.000 CNMA5100 N/A 31418EU24 2033-07-01 5 N/A 105994.00 88115.85 Agency Mortgage-Backed Securities FNMS 03.000 CLBT9390 N/A 3140LYNG4 2051-11-01 3 N/A 1442025.00 1047783.17 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4503 N/A 3140J9AD3 2048-09-01 4 N/A 740000.00 132016.81 Agency Mortgage-Backed Securities FNMS 02.500 CLFS4624 N/A 3140XLD62 2051-11-01 2.5 N/A 50000.00 38963.02 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5704 N/A 3140JAKS6 2048-12-01 5 N/A 1387000.00 174627.42 Agency Mortgage-Backed Securities FEPC 06.000 CLQF5828 N/A 3133BTPM6 2053-01-01 6 N/A 221562.00 194039.31 Agency Mortgage-Backed Securities FNMS 06.500 CL924945 N/A 31412GTA9 2037-08-01 6.5 N/A 1726523.00 31809.61 Agency Mortgage-Backed Securities FNMS 02.500 CLBR4654 N/A 3140L3E49 2051-03-01 2.5 N/A 77602.00 52363.44 Agency Mortgage-Backed Securities FEPC 03.500 CLSD5856 N/A 3132DTQH6 2054-01-01 3.5 N/A 30488999.00 27565947.52 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7909 N/A 3133KPYE2 2052-10-01 4 N/A 110000.00 91187.17 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7683 N/A 3140QFRD3 2050-11-01 2 N/A 24816128.00 14519354.78 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5339 N/A 31418E4Z0 2044-04-01 5.5 N/A 81564.00 77603.76 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4035 N/A 3140L2PV9 2051-02-01 2 N/A 100000.00 61753.99 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3277 N/A 3140X6UB5 2048-05-01 3.5 N/A 177000.00 36079.77 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3278 N/A 3140X6UC3 2048-11-01 3.5 N/A 37999.00 7888.84 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7558 N/A 3132DVMF9 2053-02-01 5 N/A 30729631.00 27037801.19 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6132 N/A 3140QRY64 2053-04-01 4.5 N/A 2718870.00 2379532.27 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6925 N/A 3140QEVT6 2050-09-01 2 N/A 1000.00 574.03 Agency Mortgage-Backed Securities FEPC 02.000 3PSE9060 N/A 3133SKB59 2052-02-01 2 N/A 71881.00 52086.26 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6522 N/A 3133BUG76 2053-01-01 5.5 N/A 6206696.00 4776868.57 Agency Mortgage-Backed Securities FNMS 03.000 CTMA4643 N/A 31418EER7 2042-05-01 3 N/A 126702.00 97264.04 Agency Mortgage-Backed Securities FNMS 04.500 CLFS8335 N/A 3140XQHM2 2051-01-01 4.5 N/A 1000.00 970.21 Agency Mortgage-Backed Securities FNMS 02.500 CLBU1215 N/A 3140M2K50 2052-03-01 2.5 N/A 14718626.00 10697714.01 Agency Mortgage-Backed Securities FEPC 04.500 CLSD3772 N/A 3132E0FM9 2053-06-01 4.5 N/A 50000.00 46550.31 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2408 N/A 3140QMVA9 2051-12-01 2.5 N/A 44000.00 32490.83 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8893 N/A 3133KQ3A2 2053-04-01 6 N/A 24403223.00 22695080.38 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4767 N/A 3140X8JM0 2050-11-01 2 N/A 65000.00 36695.51 Agency Mortgage-Backed Securities FNMS 03.000 CIAU0522 N/A 3138WZSL7 2028-08-01 3 N/A 825000.00 70610.06 Agency Mortgage-Backed Securities FNMS 06.000 CLBX7636 N/A 3140NCPW3 2053-06-01 6 N/A 5624400.00 5138187.97 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8290 N/A 3140XQF85 2053-09-01 5.5 N/A 8462405.00 8469348.01 Agency Mortgage-Backed Securities FEPC 04.000 CTSC0341 N/A 3132D9LW2 2043-01-01 4 N/A 80000.00 67690.97 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2011 N/A 3140Q9GV9 2048-07-01 4.5 N/A 8644569.00 2489906.20 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4842 N/A 31418ELY4 2052-12-01 5.5 N/A 3000.00 2648.45 Agency Mortgage-Backed Securities FNMS 03.000 CICB1732 N/A 3140QL4S2 2036-09-01 3 N/A 46000.00 28105.72 Agency Mortgage-Backed Securities FEPC 07.000 CLQJ0342 N/A 3133CQLX1 2054-07-01 7 N/A 7554865.00 7881872.29 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5457 N/A 3132DTB25 2054-05-01 5.5 N/A 150898.00 147951.81 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5951 N/A 3140AFTH9 2054-06-01 6 N/A 2006.00 2041.41 Agency Mortgage-Backed Securities FNMS 03.000 CIBE3641 N/A 3140FPBK4 2032-05-01 3 N/A 325000.00 48737.93 Agency Mortgage-Backed Securities FEPC 02.000 CLQB9087 N/A 3133AGCY3 2051-02-01 2 N/A 100000.00 54493.36 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2609 N/A 3132DP3S5 2052-12-01 3.5 N/A 65000.00 54565.97 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4517 N/A 3140J9AT8 2048-09-01 4 N/A 14588656.00 1863698.40 Agency Mortgage-Backed Securities 05.500 FGPC G03202 G N/A 3128M43K7 2037-09-01 5.5 N/A 3651.00 28.87 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5386 N/A 31418E6Y1 2054-06-01 4.5 N/A 35776454.00 34081310.00 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4717 N/A 3132A5G25 2047-05-01 3.5 N/A 1024.00 117.70 Agency Mortgage-Backed Securities FNMS 03.500 CIBM3460 N/A 3140J7Z24 2033-01-01 3.5 N/A 1857855.00 463448.77 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4186 N/A 3140NLUL1 2053-07-01 5.5 N/A 1119149.00 1058262.32 Agency Mortgage-Backed Securities FNMS 05.000 CLBO0498 N/A 3140JURU0 2049-04-01 5 N/A 1020542.00 175921.43 Agency Mortgage-Backed Securities 03.500 FGPC G61281 G N/A 31335BM60 2048-01-01 3.5 N/A 205000.00 40002.79 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5632 N/A 3140QRHJ5 2053-01-01 4.5 N/A 119278.00 98688.50 Agency Mortgage-Backed Securities FEPC 05.500 CLQH9416 N/A 3133CNN99 2054-02-01 5.5 N/A 38595.00 38453.33 Agency Mortgage-Backed Securities FNMS 06.500 CLAL0886 N/A 3138EG6Y5 2038-10-01 6.5 N/A 3926340.00 208732.86 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4281 N/A 31418DXK3 2051-03-01 2 N/A 11578668.00 7050391.04 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2751 N/A 3140XJBV4 2052-09-01 4.5 N/A 200000.00 175532.11 Agency Mortgage-Backed Securities FNMS 06.500 CLBY8307 N/A 3140NRGR1 2053-08-01 6.5 N/A 1001.00 944.36 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ1080 N/A 3133CRFV0 2054-08-01 6.5 N/A 1501357.00 1566767.62 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4857 N/A 3140J9MF5 2048-03-01 4 N/A 2040000.00 779657.29 Agency Mortgage-Backed Securities FEPC 02.000 CLQB4985 N/A 3133ABRE2 2050-11-01 2 N/A 100000.00 56463.18 Agency Mortgage-Backed Securities FEPC 03.000 CTQK1512 N/A 3133D4VD2 2042-05-01 3 N/A 100000.00 69363.35 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2988 N/A 3132DQJ98 2052-05-01 3.5 N/A 85000.00 69490.32 Agency Mortgage-Backed Securities FEPC 05.500 CLQH2319 N/A 3133CESG8 2053-10-01 5.5 N/A 2618560.00 2496770.32 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2548 N/A 3140QMZN7 2052-01-01 2.5 N/A 1000.00 712.44 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5040 N/A 31418ES68 2053-06-01 6 N/A 10634624.00 9421243.37 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7553 N/A 3133KPMA3 2052-06-01 4 N/A 1024.00 817.99 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0609 N/A 3140QKVB1 2051-05-01 2.5 N/A 44000.00 28143.89 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7278 N/A 3140QTCQ0 2053-10-01 6.5 N/A 136970088.00 130720669.28 Agency Mortgage-Backed Securities FNMS 03.500 CLBV8546 N/A 3140MNP83 2052-05-01 3.5 N/A 200000.00 146660.50 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3043 N/A 3140XJLZ4 2052-10-01 4.5 N/A 116600.00 99878.32 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7838 N/A 3140XPV89 2050-01-01 4.5 N/A 12331.00 11845.87 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4414 N/A 31418D3Y6 2051-09-01 2.5 N/A 44000.00 29272.28 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5555 N/A 3140XME51 2052-07-01 3.5 N/A 60000.00 50810.13 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5592 N/A 3140XMGA8 2053-08-01 6 N/A 7000000.00 6662317.27 Agency Mortgage-Backed Securities FNMS 03.000 CLCA7605 N/A 3140QFNX3 2050-11-01 3 N/A 1000000.00 613853.24 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7559 N/A 3132DVMG7 2053-03-01 5.5 N/A 1000.00 900.64 Agency Mortgage-Backed Securities FNMS 02.500 CRAT4191 N/A 3138WRUR9 2033-05-01 2.5 N/A 1467999.00 324950.08 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8194 N/A 3132DWC76 2052-02-01 2.5 N/A 298706.00 214883.14 Agency Mortgage-Backed Securities FNMS 05.290 CZ918572 N/A 31411YQZ9 2047-04-01 5.29 N/A 299691.00 71311.92 Agency Mortgage-Backed Securities FNMS 04.000 CTFS1594 N/A 3140XGXY0 2040-04-01 4 N/A 300000.00 199432.09 Agency Mortgage-Backed Securities FEPC 04.000 CLSD0744 N/A 3132DMZH1 2051-11-01 4 N/A 23626688.00 14210858.52 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5126 N/A 3140QQVU6 2052-11-01 5 N/A 37975619.00 33851689.24 Agency Mortgage-Backed Securities FNMS 03.000 CLBM4806 N/A 3140J9KU4 2047-12-01 3 N/A 1105000.00 230575.24 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1051 N/A 3132DNEY5 2052-07-01 4 N/A 1000.00 825.67 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4624 N/A 31418ED64 2052-06-01 3 N/A 1000.00 782.64 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8276 N/A 3132DWFR9 2052-12-01 5 N/A 4873845.00 4324550.15 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7312 N/A 3140N0DS1 2052-08-01 4.5 N/A 548229.00 451825.17 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8006 N/A 3132DV3P8 2049-08-01 4 N/A 3003.00 352.14 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4371 N/A 3140XK2D1 2052-02-01 3.5 N/A 194000.00 164674.16 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6601 N/A 3140XNKP8 2053-12-01 3.5 N/A 39280.00 34433.26 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1081 N/A 3140XGFX2 2052-03-01 2.5 N/A 132239.00 93768.17 Agency Mortgage-Backed Securities FNMS 03.500 CIMA4640 N/A 31418EEN6 2037-06-01 3.5 N/A 40000.00 27962.43 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8499 N/A 3140QUNR3 2054-05-01 6 N/A 79043902.00 78642876.29 Agency Mortgage-Backed Securities FNMS 03.500 CLAL9546 N/A 3138ERTC4 2046-11-01 3.5 N/A 395000.00 64920.08 Agency Mortgage-Backed Securities FEPC 03.000 CLQA5529 N/A 3133A0EA8 2049-12-01 3 N/A 22517472.00 9604900.50 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7562 N/A 3132DVMK8 2053-04-01 5.5 N/A 1147871.00 1049452.43 Agency Mortgage-Backed Securities FNMS 03.500 CKMA3704 N/A 31418DDJ8 2049-06-01 3.5 N/A 995050.00 46499.83 Agency Mortgage-Backed Securities FEPC 02.500 CISB8035 N/A 3132D54U3 2035-03-01 2.5 N/A 1000.00 222.99 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4699 N/A 31418EGH7 2052-08-01 3.5 N/A 38000.00 31375.64 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1090 N/A 3140X4F84 2049-05-01 4 N/A 376000.00 69849.14 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2685 N/A 3140XH6X0 2052-08-01 4 N/A 214000.00 175798.95 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9400 N/A 3140NSNS9 2053-09-01 6 N/A 2376331.00 2273041.21 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7612 N/A 3140QTN62 2053-12-01 6 N/A 33000.00 33413.12 Agency Mortgage-Backed Securities FEPC 03.500 CLQE2057 N/A 3133BBJA8 2052-05-01 3.5 N/A 60000.00 48539.32 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2967 N/A 3140XJJM6 2052-09-01 5 N/A 155000.00 134982.23 Agency Mortgage-Backed Securities FEPC 02.500 CISB0813 N/A 3132CW3W2 2037-06-01 2.5 N/A 190000.00 148593.83 Agency Mortgage-Backed Securities FEPC 04.500 CIQO1735 N/A 3133WK4U7 2038-11-01 4.5 N/A 370286.00 327493.94 Agency Mortgage-Backed Securities FNMS 02.000 CLBR5487 N/A 3140L4CZ0 2051-03-01 2 N/A 200000.00 122541.97 Agency Mortgage-Backed Securities FNMS 06.000 CLDA1329 N/A 3140A1PP6 2053-09-01 6 N/A 1746201.00 1761770.29 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1447 N/A 3140MSTD7 2052-06-01 5 N/A 1008.00 730.08 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7529 N/A 3140QFLK3 2050-10-01 2.5 N/A 3024.00 2009.17 Agency Mortgage-Backed Securities FNMS 04.500 CIAL1245 N/A 3138EHL34 2026-12-01 4.5 N/A 8880224.00 82969.44 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4251 N/A 3140M5WM3 2053-11-01 6.5 N/A 1004.00 941.92 Agency Mortgage-Backed Securities FNMS 03.500 CLBD2440 N/A 3140F9WA9 2047-01-01 3.5 N/A 4002.00 737.12 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9452 N/A 3133KRQD9 2053-07-01 6 N/A 423948.00 403674.82 Agency Mortgage-Backed Securities FEPC 06.500 CLSD7566 N/A 3132DVMP7 2054-01-01 6.5 N/A 78184675.00 77810987.99 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7918 N/A 3140QFYQ6 2050-11-01 2 N/A 1024.00 593.41 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0858 N/A 3140QK5U8 2051-06-01 3 N/A 264672.00 198343.95 Agency Mortgage-Backed Securities FNMS 06.500 CT256946 N/A 31371NL37 2027-10-01 6.5 N/A 13583264.00 88018.79 Agency Mortgage-Backed Securities FNMS 03.500 CLAS1078 N/A 3138WAFU6 2043-11-01 3.5 N/A 34000000.00 5750943.89 Agency Mortgage-Backed Securities 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 N/A 5732700.00 5812603.31 U.S. Treasuries (including strips) FEPC 04.500 CLZN4257 N/A 3131YAWS5 2049-03-01 4.5 N/A 1853.00 424.41 Agency Mortgage-Backed Securities FNMS 05.000 CLBX4662 N/A 3140N9FC5 2052-12-01 5 N/A 72000.00 69377.78 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8167 N/A 3132DWCC5 2051-09-01 2.5 N/A 2000.00 1342.78 Agency Mortgage-Backed Securities FNMS 03.000 CL890673 N/A 31410LQ21 2047-08-01 3 N/A 443000.00 107609.88 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8455 N/A 3132DWMC4 2054-07-01 6.5 N/A 30381719.00 31265725.75 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4804 N/A 31418EKS8 2052-11-01 4 N/A 1984.00 1708.88 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4018 N/A 3140XKPC8 2052-07-01 3 N/A 280000.00 223324.21 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7967 N/A 3140QFZ93 2050-12-01 2 N/A 1024.00 608.27 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4783 N/A 31418EJ50 2052-10-01 4 N/A 39000.00 32986.84 Agency Mortgage-Backed Securities 03.000 FGPC U79020 G N/A 3132G5AW9 2028-08-01 3 N/A 1750000.00 125705.82 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 N/A 16941324.00 5134283.81 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7713 N/A 3140QFSB6 2050-11-01 2 N/A 13571903.00 7727702.37 Agency Mortgage-Backed Securities FNMS 03.000 CICA9553 N/A 3140QHTK1 2033-04-01 3 N/A 2315284.00 2038438.28 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8499 N/A 3140QGNR4 2051-01-01 2 N/A 324116638.00 195976546.87 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4305 N/A 31418DYB2 2051-04-01 2 N/A 19892496.00 12470864.66 Agency Mortgage-Backed Securities FNMS 05.500 CLDA4990 N/A 3140A5RL4 2053-11-01 5.5 N/A 389816.00 378669.99 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3044 N/A 3140QNL26 2052-03-01 2.5 N/A 2499000.00 1842133.66 Agency Mortgage-Backed Securities FNMS 03.000 CLAL6134 N/A 3138ENY86 2043-09-01 3 N/A 169000.00 29614.37 Agency Mortgage-Backed Securities FNMS 05.500 CA991216 N/A 31415WDV2 2038-09-01 5.5 N/A 142955.00 33766.89 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4156 N/A 31418DTN2 2035-10-01 2.5 N/A 496000.00 190090.66 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3686 N/A 3140XKCY4 2053-01-01 5 N/A 36000.00 30909.01 Agency Mortgage-Backed Securities FEPC 03.000 CIZT0716 N/A 3132ACYM6 2033-10-01 3 N/A 1375000.00 156995.25 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1630 N/A 3140XGY45 2051-09-01 2.5 N/A 96000.00 71629.78 Agency Mortgage-Backed Securities FNMS 04.000 CLBE3702 N/A 3140FPDG1 2047-06-01 4 N/A 110765296.00 13678582.92 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2662 N/A 3140XH5Y9 2052-07-01 4.5 N/A 78695.00 67435.71 Agency Mortgage-Backed Securities FNMS 06.500 CLDB5944 N/A 3140AFTA4 2054-06-01 6.5 N/A 1317402.00 1370571.09 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2473 N/A 3140XHXB8 2052-07-01 5 N/A 84041.00 69224.61 Agency Mortgage-Backed Securities FNMS 03.500 CLBE2103 N/A 3140FMKR6 2046-12-01 3.5 N/A 135000.00 51208.34 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2511 N/A 3132DPYG7 2053-04-01 5.5 N/A 100000.00 89372.97 Agency Mortgage-Backed Securities FNMS 02.500 CIFM4413 N/A 3140X73X5 2035-09-01 2.5 N/A 112568.00 57247.38 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5438 N/A 31329PBF9 2048-06-01 4.5 N/A 1006.00 205.21 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3010 N/A 3132DQKX3 2053-06-01 5.5 N/A 30000.00 27591.70 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9277 N/A 3140QHJX4 2051-02-01 2 N/A 146438144.00 93590326.60 Agency Mortgage-Backed Securities FNMS 04.500 CLBV2615 N/A 3140MF3Z4 2052-07-01 4.5 N/A 50000.00 37319.63 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0202 N/A 3142GQGL0 2053-11-01 6.5 N/A 1024.00 963.17 Agency Mortgage-Backed Securities FNMS 02.000 CLBT0121 N/A 3140LND38 2051-06-01 2 N/A 176000.00 111465.54 Agency Mortgage-Backed Securities FNMS 03.500 GLAB3658 N/A 31417AB40 2041-10-01 3.5 N/A 185000.00 35094.85 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0240 N/A 3140XFHS3 2052-01-01 3 N/A 100000.00 69185.25 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4287 N/A 31418DXR8 2041-03-01 2 N/A 50000.00 30572.06 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2183 N/A 3140Q9M91 2048-08-01 4 N/A 1024.00 291.42 Agency Mortgage-Backed Securities FNMS 05.500 CLFS2857 N/A 3140XJE74 2050-04-01 5.5 N/A 111000.00 87205.72 Agency Mortgage-Backed Securities FEPC 01.500 CLRA4537 N/A 3133KLBE6 2051-02-01 1.5 N/A 100000.00 60573.86 Agency Mortgage-Backed Securities FEPC 02.500 CISB0646 N/A 3132CWWF7 2037-03-01 2.5 N/A 139000.00 100615.82 Agency Mortgage-Backed Securities FEPC 07.500 CLSD8412 N/A 3132DWKZ5 2054-03-01 7.5 N/A 293311.00 264597.36 Agency Mortgage-Backed Securities FNMS 04.000 CLBE3619 N/A 3140FPAV1 2047-05-01 4 N/A 850000.00 96365.90 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8431 N/A 3132DWLL5 2054-05-01 5.5 N/A 853000.00 836586.68 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4081 N/A 3140XKRB8 2053-01-01 5 N/A 135000.00 117530.38 Agency Mortgage-Backed Securities FNMS 06.000 K2947122 N/A 31413JVP6 2037-10-01 6 N/A 996000.00 27409.70 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4390 N/A 3140L22Y8 2051-03-01 2 N/A 7800000.00 4841108.04 Agency Mortgage-Backed Securities FEPC 02.500 CISB8138 N/A 3132D6BF6 2037-01-01 2.5 N/A 42728.00 28099.55 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1873 N/A 3132DPCJ5 2052-11-01 5.5 N/A 1008.00 893.75 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ1363 N/A 3140KLQR6 2050-09-01 2 N/A 55000.00 31805.05 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4016 N/A 3140QBPA0 2049-08-01 3 N/A 222000.00 58857.05 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8141 N/A 3132DWBJ1 2051-04-01 2.5 N/A 106000.00 63708.39 Agency Mortgage-Backed Securities FNMS 07.000 CLDB9390 N/A 3140AKNG6 2054-08-01 7 N/A 1531573.00 1601270.80 Agency Mortgage-Backed Securities FEPC 07.000 CLQI4329 N/A 3133WAY28 2054-04-01 7 N/A 658310.00 689498.69 Agency Mortgage-Backed Securities FNMS 06.500 CLDB8493 N/A 3140AJNK0 2054-07-01 6.5 N/A 2145958.00 2208612.82 Agency Mortgage-Backed Securities FNMS 02.000 CLFM5733 N/A 3140X9LP8 2051-01-01 2 N/A 44000.00 26836.52 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7661 N/A 3133KPQN1 2052-07-01 4 N/A 111939584.00 92035791.71 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8090 N/A 3132DV7B5 2050-09-01 2 N/A 64000.00 33188.41 Agency Mortgage-Backed Securities FEPC 03.500 CISB0979 N/A 3132CXCQ3 2038-01-01 3.5 N/A 54000.00 46639.31 Agency Mortgage-Backed Securities FNMS 01.500 CTMA4445 N/A 31418D5F5 2041-10-01 1.5 N/A 2684140.00 1785915.64 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4346 N/A 3140XKZL7 2052-04-01 3.5 N/A 147270.00 120018.77 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7548 N/A 3132DVL52 2051-11-01 2.5 N/A 1091920.00 748617.06 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7161 N/A 3140XN5X8 2054-02-01 6.5 N/A 3820068.00 3774765.88 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7702 N/A 3140NCRY7 2053-02-01 6.5 N/A 100000.00 82281.90 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4254 N/A 31418DWQ1 2051-02-01 1.5 N/A 132923.00 81030.60 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6635 N/A 3140QELR1 2050-08-01 2.5 N/A 2802001.00 1617229.45 Agency Mortgage-Backed Securities 04.000 FGPC U90067 G N/A 3132H3CC5 2042-08-01 4 N/A 1100000.00 144770.03 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5209 N/A 3140XLYF9 2053-07-01 6 N/A 64000.00 61860.54 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3582 N/A 3140QN6U1 2052-05-01 3 N/A 38000.00 29086.82 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7307 N/A 3140AHDM1 2054-07-01 6.5 N/A 1384560.00 1441188.50 Agency Mortgage-Backed Securities FEPC 03.000 CISB8021 N/A 3132D54E9 2034-12-01 3 N/A 1288000.00 240134.50 Agency Mortgage-Backed Securities FNMS 05.500 CLDA5999 N/A 3140A6UZ7 2054-03-01 5.5 N/A 586085.00 547864.97 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8769 N/A 3133KQW69 2053-03-01 5 N/A 7536240.00 6806127.94 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4785 N/A 31418EJ76 2052-10-01 5 N/A 1000.00 849.22 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8319 N/A 3140XQG50 2054-06-01 5.5 N/A 14738846.00 14943647.16 Agency Mortgage-Backed Securities FNMS 06.500 CLDA6448 N/A 3140A7EW0 2054-02-01 6.5 N/A 1150502.00 1189018.02 Agency Mortgage-Backed Securities 04.000 FGPC U95137 G N/A 3132H5EK0 2043-08-01 4 N/A 596000.00 87714.83 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ0538 N/A 3140KKS47 2050-09-01 2.5 N/A 335000.00 182288.29 Agency Mortgage-Backed Securities FNMS 04.000 CLAB5388 N/A 31417B7A9 2042-06-01 4 N/A 725000.00 30744.36 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 N/A 37979912.00 21079355.34 Agency Mortgage-Backed Securities FEPC 03.000 CLRA4919 N/A 3133KLPC5 2051-03-01 3 N/A 1000.00 479.78 Agency Mortgage-Backed Securities FNMS 05.500 CLBW8764 N/A 3140N1W25 2052-10-01 5.5 N/A 3575416.00 3268424.11 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7313 N/A 3140AHDT6 2054-07-01 6.5 N/A 2168812.00 2246057.02 Agency Mortgage-Backed Securities FNMS 05.500 CLBY5407 N/A 3140NNAH8 2053-07-01 5.5 N/A 3036.00 2733.37 Agency Mortgage-Backed Securities 03.000 FGPC T65134 G N/A 31322YV32 2043-06-01 3 N/A 1500000.00 161560.00 Agency Mortgage-Backed Securities FNMS 03.000 CLBW7780 N/A 3140N0UE3 2052-09-01 3 N/A 55742.00 46650.74 Agency Mortgage-Backed Securities FNMS 03.000 CLBW9776 N/A 3140N22J9 2048-06-01 3 N/A 139000.00 115588.15 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8325 N/A 3132DWHA4 2053-05-01 6 N/A 7513877.00 6765022.30 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8394 N/A 3132DWKF9 2054-01-01 5 N/A 110000.00 105674.97 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7378 N/A 3133KPFT0 2052-05-01 3.5 N/A 100000.00 81873.42 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1581 N/A 3132DNXJ7 2052-09-01 2.5 N/A 42000.00 31639.82 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7100 N/A 3140XA3J9 2050-06-01 3.5 N/A 1000.00 488.19 Agency Mortgage-Backed Securities FNMS 07.000 CLDB7314 N/A 3140AHDU3 2054-07-01 7 N/A 2313944.00 2422109.31 Agency Mortgage-Backed Securities 07.000 FGPC G60552 G N/A 31335ATH1 2031-12-01 7 N/A 3750000.00 470003.44 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3866 N/A 3140QBJL3 2049-07-01 3.5 N/A 48001.00 6177.30 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7779 N/A 3133KPUC0 2052-08-01 4.5 N/A 175300.00 143129.38 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8363 N/A 3132DWJG9 2053-09-01 6 N/A 785465.00 736590.43 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7480 N/A 3140QTJ26 2053-11-01 6 N/A 125000.00 123742.77 Agency Mortgage-Backed Securities FNMS 04.500 CTBM5440 N/A 3140JABJ6 2038-11-01 4.5 N/A 8000.00 1701.12 Agency Mortgage-Backed Securities 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 N/A 100.00 63.59 U.S. Treasuries (including strips) FNMS 03.000 CLFS1289 N/A 3140XGNF2 2052-03-01 3 N/A 200000.00 142929.53 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8162 N/A 3132DWB77 2051-08-01 3 N/A 8000.00 4655.56 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4868 N/A 31418EMS6 2053-01-01 5 N/A 13550463.00 12152918.73 Agency Mortgage-Backed Securities FEPC 04.000 CTRB5175 N/A 3133KYXC8 2042-08-01 4 N/A 100000.00 78066.11 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8537 N/A 3133BJPW6 2052-08-01 5 N/A 999000.00 819651.82 Agency Mortgage-Backed Securities FNMS 04.500 CLAS8336 N/A 3138WJHN1 2046-11-01 4.5 N/A 7734492.00 2410675.94 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0348 N/A 3140XFL66 2052-01-01 2 N/A 190000.00 129119.61 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5120 N/A 3140AEVN6 2054-07-01 6 N/A 2577848.00 2632446.82 Agency Mortgage-Backed Securities FNMS 04.000 CLAB3026 N/A 31416YLG1 2041-05-01 4 N/A 1150000.00 84621.11 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4598 N/A 3140QQDC6 2052-09-01 3.5 N/A 98000.00 78299.67 Agency Mortgage-Backed Securities FEPC 03.000 CLQD5189 N/A 3133B2XS3 2052-01-01 3 N/A 341596.00 266484.06 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ0378 N/A 3133CQM36 2054-08-01 6.5 N/A 3000.00 3130.15 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6427 N/A 3140QED90 2050-07-01 3 N/A 345000.00 134394.80 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7388 N/A 3133KPF52 2052-05-19 4 N/A 2231746.00 1807183.22 Agency Mortgage-Backed Securities FNMS 07.000 CLDA4275 N/A 3140A4XD8 2054-01-01 7 N/A 1000.00 740.36 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7554 N/A 3133KPMB1 2052-06-01 4 N/A 235000.00 183999.69 Agency Mortgage-Backed Securities FNMS 05.500 CLDA7801 N/A 3140A8U34 2054-01-01 5.5 N/A 73983.00 73539.07 Agency Mortgage-Backed Securities FNMS 04.500 CLBM3362 N/A 3140J7WY7 2044-01-01 4.5 N/A 91000.00 25766.36 Agency Mortgage-Backed Securities FEPC 03.500 CLRA6945 N/A 3133KNWE9 2052-03-01 3.5 N/A 91000.00 70236.72 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4465 N/A 31418D6B3 2051-11-01 2 N/A 206650.00 141504.25 Agency Mortgage-Backed Securities FEPC 05.500 CLQF0486 N/A 3133BMRF4 2052-09-01 5.5 N/A 4558889.00 3614677.61 Agency Mortgage-Backed Securities FEPC 03.500 CIZT1962 N/A 3132AEFB7 2033-02-01 3.5 N/A 2406000.00 610125.36 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7294 N/A 3140AHC83 2054-07-01 6.5 N/A 2882644.00 2971290.11 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8349 N/A 3132DWH22 2053-08-01 5.5 N/A 1728060.00 1610674.98 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4573 N/A 3140XLCK2 2053-05-01 6 N/A 100006.00 91055.14 Agency Mortgage-Backed Securities FNMS 02.500 CLFS3819 N/A 3140XKG53 2052-06-01 2.5 N/A 130000.00 98377.72 Agency Mortgage-Backed Securities 04.500 FGPC U99076 G N/A 3132H7CN2 2043-12-01 4.5 N/A 1100000.00 225713.95 Agency Mortgage-Backed Securities FNMS 02.000 CLBT1268 N/A 3140LPMS8 2051-07-01 2 N/A 118000.00 72121.47 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8173 N/A 3132DWCJ0 2051-10-01 2.5 N/A 116000.00 78664.96 Agency Mortgage-Backed Securities FEPC 03.000 CLQA7075 N/A 3133A12G6 2050-02-01 3 N/A 92999.00 35010.17 Agency Mortgage-Backed Securities FNMS 06.500 CL890680 N/A 31410LQ96 2039-04-01 6.5 N/A 662870.00 113148.66 Agency Mortgage-Backed Securities 03.500 FGPC Q08394 G N/A 3132GTUT2 2042-05-01 3.5 N/A 1000.00 166.80 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6509 N/A 3140QSGT2 2053-06-01 4.5 N/A 571060.00 529695.29 Agency Mortgage-Backed Securities FNMS 02.000 CIFM6519 N/A 3140XAG55 2036-03-01 2 N/A 650000.00 335396.24 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8257 N/A 3132DWE66 2052-10-01 4.5 N/A 1125960.00 967474.54 Agency Mortgage-Backed Securities FNMS 05.000 CLBX3200 N/A 3140N7RW2 2052-12-01 5 N/A 3284532.00 2681471.48 Agency Mortgage-Backed Securities FNMS 06.000 CLDA1723 N/A 3140A14H7 2053-10-01 6 N/A 7834712.00 7993445.75 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9070 N/A 3133KRCF9 2053-05-01 6 N/A 135000.00 125877.52 Agency Mortgage-Backed Securities 03.500 FGPC U90157 G N/A 3132H3E66 2042-09-01 3.5 N/A 20290876.00 2279386.63 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8148 N/A 3132DWBR3 2051-05-01 3 N/A 128000.00 65826.16 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1356 N/A 3142GRQJ2 2054-04-01 6.5 N/A 38870454.00 38955432.98 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4684 N/A 31418EF21 2052-06-01 4.5 N/A 256001.00 209994.33 Agency Mortgage-Backed Securities 03.500 FGPC G67710 G N/A 3132XCR72 2048-03-01 3.5 N/A 5360000.00 1278620.77 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1716 N/A 31418A4A3 2033-12-01 3 N/A 245000.00 45503.81 Agency Mortgage-Backed Securities FNMS 05.000 CKBV2554 N/A 3140MFZU0 2052-06-01 5 N/A 50000.00 41905.14 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8340 N/A 3140QUHS8 2054-04-01 6 N/A 27863682.00 27026785.92 Agency Mortgage-Backed Securities 04.500 FGPC Q02014 G N/A 3132GFGX9 2041-07-01 4.5 N/A 19614892.00 1961996.59 Agency Mortgage-Backed Securities FEPC 03.500 3PQU8070 N/A 3133JL6F1 2052-02-01 3.5 N/A 1000.00 844.61 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1046 N/A 3132DNET6 2052-07-01 4 N/A 140000.00 116292.86 Agency Mortgage-Backed Securities FNMS 03.500 CLFS0838 N/A 3140XF4Y4 2052-01-01 3.5 N/A 55000.00 40556.06 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9265 N/A 3133KRJJ4 2053-06-01 5.5 N/A 13328872.00 12549238.41 Agency Mortgage-Backed Securities FNMS 05.000 CKMA4718 N/A 31418EG46 2052-07-01 5 N/A 122000.00 104259.98 Agency Mortgage-Backed Securities FNMS 04.500 CLBY0825 N/A 3140NG4K3 2053-04-01 4.5 N/A 1470950.00 1405053.52 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6053 N/A 3140X9WP6 2051-02-01 2 N/A 11333912.00 7450609.46 Agency Mortgage-Backed Securities FNMS 01.500 CLCA8005 N/A 3140QF3P2 2050-12-01 1.5 N/A 58000.00 35086.77 Agency Mortgage-Backed Securities FNMS 03.000 CLBV5657 N/A 3140MKJB9 2052-04-01 3 N/A 549671.00 417504.62 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2483 N/A 3132DPXL7 2053-03-01 5.5 N/A 1024.00 930.11 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5150 N/A 3140XLWL8 2053-06-01 5 N/A 3000.00 2778.10 Agency Mortgage-Backed Securities FEPC 05.500 CLQI6618 N/A 3133WDK76 2054-05-01 5.5 N/A 1000.00 1006.00 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0139 N/A 3140LNEM5 2051-06-01 2.5 N/A 2393721.00 1450407.34 Agency Mortgage-Backed Securities FEPC 05.500 CLQF1972 N/A 3133BPFM5 2052-10-01 5.5 N/A 17978.00 15654.39 Agency Mortgage-Backed Securities FNMS 07.000 CLDB6488 N/A 3140AGF66 2054-06-01 7 N/A 1206967.00 1267339.30 Agency Mortgage-Backed Securities 04.000 FGPC U90490 G N/A 3132H3RK1 2042-06-01 4 N/A 1080000.00 110832.76 Agency Mortgage-Backed Securities FNMS 02.500 CLBU5890 N/A 3140M7RL7 2051-12-01 2.5 N/A 84547.00 53856.33 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1182 N/A 3140Q8J48 2048-02-01 3.5 N/A 352000.00 91479.90 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4517 N/A 31418EAT7 2037-01-01 2.5 N/A 82000.00 52996.16 Agency Mortgage-Backed Securities FNMS 02.000 CLFS3744 N/A 3140XKES5 2051-07-01 2 N/A 200000.00 147770.04 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9491 N/A 3140XDRM0 2051-11-01 2.5 N/A 47000.00 32107.11 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3642 N/A 3132E0BK7 2053-09-01 6 N/A 200000.00 189421.89 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5071 N/A 31418ET59 2053-07-01 5 N/A 174000.00 160616.30 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5328 N/A 31418E4N7 2054-04-01 6 N/A 1918055.00 1880115.11 Agency Mortgage-Backed Securities FNMS 03.500 CRAL3532 N/A 3138EK4S1 2042-09-01 3.5 N/A 92608113.00 13508972.95 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3537 N/A 31418C4X9 2048-12-01 4.5 N/A 613000.00 51569.17 Agency Mortgage-Backed Securities FNMS 06.500 CLBX4356 N/A 3140N8ZW1 2053-04-01 6.5 N/A 3922674.00 4085463.11 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3154 N/A 3140XJQG1 2052-07-01 4.5 N/A 225030.00 195928.14 Agency Mortgage-Backed Securities FEPC 02.500 CIQN1767 N/A 3133G76C2 2035-04-01 2.5 N/A 117000.00 33415.64 Agency Mortgage-Backed Securities FNMS 05.000 CLCB3656 N/A 3140QPB22 2052-05-01 5 N/A 3154538.00 2205681.71 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6634 N/A 3140QSLQ2 2053-06-01 5.5 N/A 8712574.00 8467422.90 Agency Mortgage-Backed Securities FNMS 02.000 CIMA2845 N/A 31418CET7 2031-12-01 2 N/A 510000.00 106828.88 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8113 N/A 3132DWAN3 2050-12-01 2 N/A 1000.00 581.19 Agency Mortgage-Backed Securities FNMS 04.000 CLBV7630 N/A 3140MMPQ5 2052-04-01 4 N/A 5047270.00 4606068.60 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7295 N/A 3140AHC91 2054-07-01 6.5 N/A 1324173.00 1368409.80 Agency Mortgage-Backed Securities FEPC 07.000 CLQI1827 N/A 3133W8A45 2054-02-01 7 N/A 1405178.00 1459364.10 Agency Mortgage-Backed Securities FNMS 04.500 CRBM7232 N/A 3140JCBA1 2047-06-01 4.5 N/A 2620096.00 2329139.34 Agency Mortgage-Backed Securities FNMS 04.500 CLBP3230 N/A 3140KASU1 2050-04-01 4.5 N/A 225000.00 57135.10 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8121 N/A 3132DWAW3 2050-12-01 2 N/A 53000.00 31251.04 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8383 N/A 3132DWJ46 2053-12-01 5.5 N/A 252000.00 243308.39 Agency Mortgage-Backed Securities FEPC 02.000 CLQB9290 N/A 3133AGKB4 2051-03-01 2 N/A 100000.00 62831.15 Agency Mortgage-Backed Securities FNMS 01.500 CTMA4473 N/A 31418D6K3 2041-11-01 1.5 N/A 100000.00 67341.35 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6300 N/A 3140MYAA0 2052-08-01 5 N/A 19238416.00 15563530.00 Agency Mortgage-Backed Securities FEPC 02.500 CLQC5978 N/A 3133AQUB1 2051-08-01 2.5 N/A 75000.00 49912.66 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2259 N/A 3132DPQL5 2053-01-01 5.5 N/A 1977631.00 1818452.27 Agency Mortgage-Backed Securities FNMS 01.500 CLCA7587 N/A 3140QFND7 2050-11-01 1.5 N/A 195000.00 115313.10 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4770 N/A 3138WEJQ3 2045-04-01 3.5 N/A 16467939.00 1554805.37 Agency Mortgage-Backed Securities FEPC 04.000 CLSD3806 N/A 3132E0GP1 2051-08-01 4 N/A 153000.00 131401.68 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7866 N/A 3140XPW47 2054-04-01 5.5 N/A 3888787.00 3877406.97 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5446 N/A 31418FBQ9 2054-07-01 6.5 N/A 1000.00 1029.10 Agency Mortgage-Backed Securities FNMS 04.000 CLBU8948 N/A 3140MA5J9 2052-04-01 4 N/A 200000.00 149308.28 Agency Mortgage-Backed Securities 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 N/A 100.00 85.52 U.S. Treasuries (including strips) FEPC 03.000 CLQC6768 N/A 3133ARQV0 2051-09-01 3 N/A 330000.00 209894.49 Agency Mortgage-Backed Securities FNMS 07.000 CLDB2824 N/A 3140ACD67 2054-04-01 7 N/A 1090785.00 1149560.20 Agency Mortgage-Backed Securities FEPC 06.000 CLSD1881 N/A 3132DPCS5 2052-10-01 6 N/A 1024.00 867.42 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0419 N/A 3132DMPC3 2048-02-01 3.5 N/A 536748.00 240800.64 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7338 N/A 3140QTEL9 2053-10-01 6 N/A 8105860.00 7991463.46 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1603 N/A 3140XGX95 2052-05-01 3.5 N/A 1000.00 774.01 Agency Mortgage-Backed Securities FEPC 04.500 CNRD5149 N/A 3133LPWJ2 2033-06-25 4.5 N/A 136490.00 98996.54 Agency Mortgage-Backed Securities FNMS 06.000 CLDA4263 N/A 3140A4WZ0 2054-01-01 6 N/A 224667.00 203149.44 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3251 N/A 3140XJTH6 2052-11-01 6 N/A 36000.00 30134.61 Agency Mortgage-Backed Securities FNMS 06.500 CLDB8762 N/A 3140AJWY0 2054-08-01 6.5 N/A 3000.00 3130.15 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1514 N/A 3132DNVF7 2052-08-01 5 N/A 1024.00 844.78 Agency Mortgage-Backed Securities FNMS 05.000 CLBX6155 N/A 3140NAZV8 2053-02-01 5 N/A 61000.00 47111.47 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1274 N/A 3140QLMY9 2051-08-01 2.5 N/A 47000.00 31281.82 Agency Mortgage-Backed Securities FNMS 03.000 CLFM4443 N/A 3140X75D7 2050-09-01 3 N/A 66184.00 31486.88 Agency Mortgage-Backed Securities FNMS 03.000 CLAY6089 N/A 3138YKXT5 2045-06-01 3 N/A 1267529.00 258069.03 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0660 N/A 3140Q7WW3 2047-11-01 4 N/A 1115882.00 281582.71 Agency Mortgage-Backed Securities FNMS 04.000 CLCB2454 N/A 3140QMWQ3 2051-12-01 4 N/A 2473612.00 1848620.04 Agency Mortgage-Backed Securities FNMS 04.000 CLBH1207 N/A 3140GPKV9 2047-06-01 4 N/A 2593000.00 423590.58 Agency Mortgage-Backed Securities FNMS 02.500 CIBO4725 N/A 3140K0HB7 2034-11-01 2.5 N/A 438984.00 144741.02 Agency Mortgage-Backed Securities FEPC 03.000 CISB0385 N/A 3132CWNA8 2035-07-01 3 N/A 1000.00 364.88 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4812 N/A 3140QQK20 2052-10-01 5 N/A 4148848.00 3501171.46 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5589 N/A 3140XMF76 2053-07-01 5.5 N/A 88260.00 79342.02 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3925 N/A 3140XKLF5 2053-03-01 5.5 N/A 70000.00 65740.06 Agency Mortgage-Backed Securities FNMS 03.500 CIFS0566 N/A 3140XFTY7 2036-12-01 3.5 N/A 49000.00 26977.23 Agency Mortgage-Backed Securities FEPC 04.000 CLQE5860 N/A 3133BFQM5 2052-07-01 4 N/A 9677968.00 8023592.29 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4139 N/A 3140QPS57 2052-07-01 5 N/A 268946.00 227420.55 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5421 N/A 31418FAX5 2054-07-01 6 N/A 1783970.00 1805044.62 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8210 N/A 3140XCDQ8 2050-04-01 3 N/A 65000.00 35680.47 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2920 N/A 31418CG65 2047-03-01 3 N/A 37000.00 8894.59 Agency Mortgage-Backed Securities FNMS 07.500 CL995003 N/A 31416BKQ0 2035-01-01 7.5 N/A 1347778.00 33691.72 Agency Mortgage-Backed Securities 03.500 FGPC G61430 G N/A 31335BST4 2044-02-01 3.5 N/A 69330000.00 22621666.27 Agency Mortgage-Backed Securities FNMS 02.000 REBQ5447 N/A 3140KRBR9 2050-10-01 2 N/A 100000.00 58589.95 Agency Mortgage-Backed Securities FNMS 02.500 CTFM8134 N/A 3140XCBC1 2041-07-01 2.5 N/A 200000.00 136307.89 Agency Mortgage-Backed Securities FNMS 01.500 CLFS6868 N/A 3140XNT20 2052-04-01 1.5 N/A 44526.00 33089.19 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1684 N/A 3132DN2R3 2052-09-01 4.5 N/A 288000.00 243507.11 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8142 N/A 3132DWBK8 2051-04-01 3 N/A 80000.00 40931.33 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2023 N/A 3140XHG92 2052-05-01 4 N/A 100000.00 83193.27 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ6238 N/A 3138MM4Y5 2042-12-01 3.5 N/A 60000000.00 9718186.67 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6117 N/A 3140NAYP2 2053-01-01 6 N/A 1084.00 844.48 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8196 N/A 3132DWC92 2052-02-01 3.5 N/A 37000.00 25740.16 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4732 N/A 31418EHJ2 2052-09-01 4 N/A 395992.00 333278.73 Agency Mortgage-Backed Securities FNMS 02.000 CLBR1341 N/A 3140KYP32 2051-02-01 2 N/A 3716312.00 2000335.45 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3575 N/A 3140XJ6M0 2052-09-01 4.5 N/A 29700.00 26247.48 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ2937 N/A 3138YUHP9 2045-09-01 4 N/A 1033.00 196.30 Agency Mortgage-Backed Securities FNMS 03.025 CLAP8394 N/A 3138MCKG8 2042-08-01 3.025 N/A 120863.00 66689.52 Agency Mortgage-Backed Securities FNMS 07.000 CLDA4443 N/A 3140A45D9 2053-11-01 7 N/A 1388136.00 1291658.54 Agency Mortgage-Backed Securities FNMS 03.000 CIFS4061 N/A 3140XKQP8 2037-10-01 3 N/A 50000.00 39723.36 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4616 N/A 3140X8DW4 2049-05-01 3.5 N/A 1112007.00 316459.12 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8396 N/A 3132DWKH5 2054-01-01 6 N/A 2028.00 1946.60 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3000 N/A 3132DQKM7 2053-06-01 5.5 N/A 1000.00 920.43 Agency Mortgage-Backed Securities FEPC 04.000 CLQE6074 N/A 3133BFXB1 2052-07-01 4 N/A 161000.00 135644.11 Agency Mortgage-Backed Securities FEPC 02.000 CTSC0188 N/A 3132D9F58 2041-09-01 2 N/A 100000.00 65262.98 Agency Mortgage-Backed Securities FNMS 03.500 CLAL2866 N/A 3138EKFG5 2042-11-01 3.5 N/A 1000.00 150.62 Agency Mortgage-Backed Securities FNMS 03.500 CRAL6348 N/A 3138EPBS2 2045-02-01 3.5 N/A 1605376.00 313844.09 Agency Mortgage-Backed Securities FEPC 04.000 CIQO0803 N/A 3133WJ3L1 2037-09-01 4 N/A 43488.00 36751.46 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4327 N/A 31418DYZ9 2051-05-01 3 N/A 140000.00 71840.32 Agency Mortgage-Backed Securities FNMS 03.500 CLBE3665 N/A 3140FPCB3 2047-06-01 3.5 N/A 2234540.00 773317.60 Agency Mortgage-Backed Securities FNMS 05.000 CTAL1768 N/A 3138EH6E7 2031-05-01 5 N/A 658562.00 29227.23 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1818 N/A 3132DPAT5 2052-10-01 4 N/A 59000.00 46704.48 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7724 N/A 3140XPSN0 2048-02-01 3 N/A 9929247.00 8612679.00 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5246 N/A 31418EZL7 2054-01-01 5.5 N/A 184000.00 177927.74 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4316 N/A 31418DYN6 2036-04-01 2.5 N/A 130001.00 70071.20 Agency Mortgage-Backed Securities FNMS 06.000 CLBY6420 N/A 3140NPD23 2053-07-01 6 N/A 163206.00 144782.03 Agency Mortgage-Backed Securities FNMS 05.000 REBX9387 N/A 3140NEND3 2053-04-01 5 N/A 124878.00 105084.26 Agency Mortgage-Backed Securities FEPC 02.000 CISB0950 N/A 3132CXBT8 2037-02-01 2 N/A 261000.00 209502.29 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4918 N/A 31418EPC8 2053-02-01 5 N/A 144001.00 128064.90 Agency Mortgage-Backed Securities FNMS 04.500 CLMA2594 N/A 31418B3C8 2046-03-01 4.5 N/A 495000.00 31718.80 Agency Mortgage-Backed Securities 03.500 FGPC G07416 G N/A 3128M9SD5 2043-07-01 3.5 N/A 989015.00 141109.51 Agency Mortgage-Backed Securities FNMS 03.500 CIAL9063 N/A 3138ERB90 2031-02-01 3.5 N/A 514000.00 79199.67 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2474 N/A 3132DPXB9 2053-01-01 5.5 N/A 100000.00 85806.06 Agency Mortgage-Backed Securities FNMS 03.000 CRAL5166 N/A 3138EMW49 2033-11-01 3 N/A 2370.00 404.91 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9814 N/A 31417G3Y0 2043-07-01 3 N/A 170588.00 36433.39 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2961 N/A 3132DQJE7 2052-11-01 5 N/A 1000.00 877.35 Agency Mortgage-Backed Securities FNMS 04.500 CLBX0898 N/A 3140N47L5 2052-10-01 4.5 N/A 467458.00 408814.72 Agency Mortgage-Backed Securities FNMS 04.500 CLBO0639 N/A 3140JUV92 2049-05-01 4.5 N/A 514000.00 337629.65 Agency Mortgage-Backed Securities FNMS 05.000 CLBK7618 N/A 3140HMPC2 2048-09-01 5 N/A 19000.00 4384.20 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7293 N/A 3140AHC75 2054-07-01 6.5 N/A 1310730.00 1366212.64 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4481 N/A 31418D6T4 2051-10-01 4 N/A 89000.00 41286.52 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8648 N/A 3140XCTE8 2051-09-01 3 N/A 100000.00 63764.06 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8372 N/A 3132DWJR5 2053-11-01 5.5 N/A 62905.00 60015.98 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8012 N/A 3140QT3W7 2054-02-01 6.5 N/A 21498729.00 21619544.55 Agency Mortgage-Backed Securities FEPC 03.500 CTSC0321 N/A 3132D9LA0 2042-10-01 3.5 N/A 90000.00 72155.97 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8684 N/A 3138WJUJ5 2047-01-01 3.5 N/A 447000.00 111986.01 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3895 N/A 3131XXKG5 2047-08-01 4.5 N/A 1095510.00 56529.32 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4600 N/A 31418EDE7 2052-05-01 3.5 N/A 1000.00 786.52 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6119 N/A 3140NAYR8 2053-01-01 6 N/A 1000.00 764.18 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0952 N/A 3132DNBV4 2052-04-01 3 N/A 100000.00 75526.25 Agency Mortgage-Backed Securities FNMS 04.500 CIAL0720 N/A 3138EGYS7 2026-07-01 4.5 N/A 1526017.00 25021.70 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7909 N/A 3140LWYF8 2052-10-01 5 N/A 9859523.00 9441364.38 Agency Mortgage-Backed Securities FEPC 05.500 CLQH8790 N/A 3133CMXT6 2054-02-01 5.5 N/A 1128030.00 1119670.17 Agency Mortgage-Backed Securities FNMS 03.000 CIAL6144 N/A 3138ENZJ1 2030-01-01 3 N/A 301000.00 38057.57 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5127 N/A 31418EVV9 2053-08-01 4 N/A 41000.00 36799.45 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1230 N/A 3140XGLL1 2052-04-01 3.5 N/A 150000.00 116117.19 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8188 N/A 3132DWCZ4 2052-01-01 2 N/A 126000.00 87434.66 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8307 N/A 3132DWGQ0 2053-03-01 5 N/A 227635.00 206626.59 Agency Mortgage-Backed Securities FNMS 06.500 CLBY0436 N/A 3140NGPW4 2053-04-01 6.5 N/A 147871.00 151846.70 Agency Mortgage-Backed Securities FNMS 06.000 CL888560 N/A 31410GE90 2035-11-01 6 N/A 1414719.00 27992.65 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3126 N/A 3140QNPL0 2052-03-01 3.5 N/A 200000.00 147836.80 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4036 N/A 3140QPPW1 2052-07-01 5 N/A 60912.00 50935.46 Agency Mortgage-Backed Securities FEPC 03.500 CLZS9449 N/A 3132AAQA5 2045-08-01 3.5 N/A 560000.00 97417.52 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3497 N/A 3140XJ3F8 2052-08-01 3.5 N/A 154382.00 128285.04 Agency Mortgage-Backed Securities FEPC 03.500 CLZS3619 N/A 3132A4AU2 2042-11-01 3.5 N/A 2113.00 293.95 Agency Mortgage-Backed Securities FEPC 06.000 CLQG7982 N/A 3133C82P9 2053-07-01 6 N/A 1588662.00 1602894.48 Agency Mortgage-Backed Securities FNMS 03.500 CICB4243 N/A 3140QPWD5 2037-07-01 3.5 N/A 34000.00 26976.40 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1085 N/A 3142GRF39 2054-03-01 6.5 N/A 1008.00 1035.41 Agency Mortgage-Backed Securities FEPC 03.000 CLSD3152 N/A 3132DQQD1 2052-02-01 3 N/A 65000.00 51961.25 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8511 N/A 3140XQN52 2054-04-01 6 N/A 1227.00 1248.98 Agency Mortgage-Backed Securities FNMS 03.000 CIBH7709 N/A 3140GWR70 2033-01-01 3 N/A 916743.00 196123.68 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0427 N/A 3140N4PM3 2052-11-01 5.5 N/A 18994749.00 17367966.73 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8191 N/A 3132DWC43 2052-01-01 3.5 N/A 47000.00 31830.49 Agency Mortgage-Backed Securities FEPC 03.000 CLSD1457 N/A 3132DNTN3 2051-12-01 3 N/A 5100000.00 3750256.09 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4157 N/A 3140QPTP2 2052-07-01 4 N/A 1412817.00 1217625.93 Agency Mortgage-Backed Securities FNMS 07.000 CLDB8891 N/A 3140AJ2Z0 2054-07-01 7 N/A 1122175.00 1171068.54 Agency Mortgage-Backed Securities FEPC 06.000 CLQI4840 N/A 3133WBLV6 2054-05-01 6 N/A 2314382.00 2313757.40 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6520 N/A 3133BUG50 2053-01-01 5.5 N/A 1008.00 894.04 Agency Mortgage-Backed Securities FNMS 04.500 CLFM5375 N/A 3140X86M4 2047-06-01 4.5 N/A 72143.00 33859.06 Agency Mortgage-Backed Securities FNMS 03.000 CIFS1278 N/A 3140XGM48 2037-04-01 3 N/A 129447.00 86083.61 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5602 N/A 3140QRGL1 2053-02-01 6 N/A 31692520.00 28048751.19 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6962 N/A 3133KNWX7 2052-03-01 2.5 N/A 195000.00 141424.67 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4127 N/A 3140NLSR1 2053-07-01 5 N/A 22164352.00 19852116.83 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5042 N/A 31418ES84 2038-06-01 4.5 N/A 138000.00 112735.49 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3524 N/A 3131XW4H3 2047-06-01 4.5 N/A 477698.00 144851.50 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6867 N/A 3140QSTZ4 2053-08-01 5.5 N/A 225000.00 212403.36 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7338 N/A 3140QFEL9 2050-10-01 2 N/A 9202016.00 5268932.32 Agency Mortgage-Backed Securities FNMS 05.500 CLBY1555 N/A 3140NHWR5 2053-07-01 5.5 N/A 1584640.00 1344598.49 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8868 N/A 3140N12A0 2052-10-01 5 N/A 2409104.00 2007967.52 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0699 N/A 3142GQX56 2054-01-01 6 N/A 1581092.00 1612053.63 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2225 N/A 3133C2PJ1 2053-05-01 5.5 N/A 861463.00 803272.71 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1820 N/A 3140XHAW7 2051-08-01 3 N/A 103240.00 75940.17 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8313 N/A 3132DWGW7 2053-04-01 4 N/A 125000.00 110631.25 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3173 N/A 3132DQQ25 2053-07-01 5.5 N/A 153371.00 146818.26 Agency Mortgage-Backed Securities FEPC 04.000 CLQE2601 N/A 3133BB3J6 2052-05-01 4 N/A 100000.00 82132.78 Agency Mortgage-Backed Securities FNMS 02.500 CLFS7879 N/A 3140XPXH7 2052-07-01 2.5 N/A 57249850.00 47394298.77 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4805 N/A 31418EKT6 2052-11-01 4.5 N/A 30000.00 26115.09 Agency Mortgage-Backed Securities FNMS 03.500 CLBA3100 N/A 3140E7NS5 2046-01-01 3.5 N/A 5843539.00 870179.86 Agency Mortgage-Backed Securities FEPC 02.000 CLSD2903 N/A 3132DQGL4 2051-03-01 2 N/A 1000.00 746.08 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8285 N/A 3132DWF24 2053-01-01 3.5 N/A 146000.00 122421.21 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4940 N/A 31418EP20 2053-03-01 5 N/A 1000.00 891.67 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7023 N/A 3140XNYV0 2053-04-01 6 N/A 222683.00 225057.00 Agency Mortgage-Backed Securities FNMS 05.000 GLAB0459 N/A 31416VQM9 2039-02-01 5 N/A 46209728.00 1961133.07 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8299 N/A 3132DWGG2 2053-02-01 5 N/A 98956.00 89913.85 Agency Mortgage-Backed Securities FNMS 04.000 CRAS9144 N/A 3138WKES0 2043-06-01 4 N/A 5183560.00 404968.72 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7810 N/A 3140QTVC0 2054-01-01 6.5 N/A 105729832.00 97716686.88 Agency Mortgage-Backed Securities FNMS 07.000 CLBY7158 N/A 3140NP5U0 2053-08-01 7 N/A 1000.00 1032.30 Agency Mortgage-Backed Securities FNMS 03.500 CIAH9377 N/A 3138ABM30 2026-04-01 3.5 N/A 2499000.00 44843.80 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8433 N/A 3132DWLN1 2054-05-01 6.5 N/A 10135269.00 10003209.03 Agency Mortgage-Backed Securities FNMS 05.000 CLFM5900 N/A 3140X9RW7 2050-06-01 5 N/A 6725722.00 1915599.84 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6685 N/A 3133WDNA6 2054-05-01 6 N/A 1000.00 1024.78 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3515 N/A 3132DQ3Y0 2053-07-01 6 N/A 30000.00 29037.87 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0764 N/A 3140XFZ61 2047-02-01 2 N/A 235000.00 166982.50 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3255 N/A 3140QNTM4 2052-04-01 3.5 N/A 385001.00 295886.95 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8183 N/A 3132DWCU5 2051-12-01 2.5 N/A 79004.00 55312.84 Agency Mortgage-Backed Securities FNMS 04.500 CLBK5338 N/A 3140HJ4Y4 2048-07-01 4.5 N/A 1069.00 238.64 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1719 N/A 3142GR4D9 2054-06-01 6 N/A 5105875.00 5101102.94 Agency Mortgage-Backed Securities FNMS 04.500 CLBT8185 N/A 3140LXCX1 2052-06-01 4.5 N/A 112334.00 95225.96 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7441 N/A 3133KPHS0 2052-06-01 5 N/A 29175.00 26371.83 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8289 N/A 3132DWF65 2053-01-01 5.5 N/A 20971045.00 18787011.08 Agency Mortgage-Backed Securities FNMS 06.000 CLAE0616 N/A 31419AVJ3 2040-03-01 6 N/A 1798000.00 51973.04 Agency Mortgage-Backed Securities FNMS 06.500 CLDA3496 N/A 3140A33E1 2053-10-01 6.5 N/A 10105074.00 9367971.03 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0054 N/A 3140QKBY3 2046-04-01 2 N/A 44376576.00 28746851.12 Agency Mortgage-Backed Securities FEPC 05.500 CLRA7944 N/A 3133KPZH4 2052-09-01 5.5 N/A 182000.00 163791.75 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2429 N/A 3140Q9VX8 2048-10-01 4 N/A 100107145.00 24864046.73 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0131 N/A 3140FXED0 2056-08-01 3.5 N/A 90000.00 28422.19 Agency Mortgage-Backed Securities FEPC 07.000 CLSD8441 N/A 3132DWLW1 2054-06-01 7 N/A 1037697.00 1032129.07 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4604 N/A 31418EDJ6 2037-05-01 3 N/A 5261764.00 3738262.64 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6024 N/A 3140X9VS1 2051-02-01 2.5 N/A 1000.00 462.63 Agency Mortgage-Backed Securities FNMS 03.000 CLBV7200 N/A 3140MMAA6 2052-04-01 3 N/A 3000.00 2312.61 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8272 N/A 3133KQFM3 2053-01-01 6 N/A 14673494.00 13911952.58 Agency Mortgage-Backed Securities FEPC 04.000 CLSD5776 N/A 3132DTMZ0 2050-07-01 4 N/A 8819910.00 8423043.45 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8343 N/A 3132DWHU0 2053-07-01 6 N/A 30427095.00 28158917.88 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5391 N/A 3133KL7C5 2051-06-01 3 N/A 165999.00 123365.61 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8233 N/A 3132DWEE9 2052-07-01 5 N/A 1044.00 868.85 Agency Mortgage-Backed Securities FNMS 03.000 CIFS4568 N/A 3140XLCE6 2037-09-01 3 N/A 46021.00 36878.33 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8360 N/A 3132DWJD6 2053-09-01 4.5 N/A 143000.00 132634.85 Agency Mortgage-Backed Securities BILL 11/21/24 N/A 912797LE5 2024-11-21 0 N/A 100.00 98.41 U.S. Treasuries (including strips) FNMS 02.500 CLCA7033 N/A 3140QEY71 2050-09-01 2.5 N/A 119881607.00 65923271.56 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1352 N/A 3132DNQD8 2052-07-01 3.5 N/A 2000.00 1559.16 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8315 N/A 3132DWGY3 2053-04-01 5 N/A 248213.00 226269.87 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4075 N/A 3140XKQ52 2053-04-01 5 N/A 75000.00 67047.21 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4099 N/A 3140QPRV1 2052-07-01 4.5 N/A 150000.00 128239.56 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1374 N/A 3140MSQ40 2052-11-01 4.5 N/A 45318.00 39833.25 Agency Mortgage-Backed Securities FNMS 04.500 CLBM1920 N/A 3140J6D20 2046-07-01 4.5 N/A 98000.00 27019.42 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4437 N/A 31418D4X7 2051-10-01 2 N/A 1018712.00 689868.50 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6254 N/A 3140QR5Q2 2053-05-01 5.5 N/A 250000.00 230774.37 Agency Mortgage-Backed Securities FNMS 04.000 CLBN0962 N/A 3140JHB85 2048-12-01 4 N/A 510000.00 44029.40 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ4495 N/A 3140KP7H0 2051-02-01 2 N/A 216000.00 137297.45 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6341 N/A 3133BGBJ6 2052-08-01 5 N/A 1008.00 836.46 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1240 N/A 3140XGLW7 2051-12-01 3.5 N/A 1100000.00 806039.56 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2043 N/A 3140XHHV2 2052-04-01 2.5 N/A 1000.00 719.14 Agency Mortgage-Backed Securities 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 N/A 1576200.00 1605427.23 U.S. Treasuries (including strips) FNMS 02.000 CIFS0427 N/A 3140XFPM7 2037-02-01 2 N/A 49000.00 33255.34 Agency Mortgage-Backed Securities FNMS 04.500 REAL8405 N/A 3138ETKT2 2041-05-01 4.5 N/A 6030475.00 569131.34 Agency Mortgage-Backed Securities FNMS 02.500 CIFM4091 N/A 3140X7RM3 2035-08-01 2.5 N/A 112000.00 56342.85 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7151 N/A 3140QS5M9 2053-09-01 7 N/A 349840.00 304973.61 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9344 N/A 3140NSL28 2053-08-01 6 N/A 1918992.00 1765399.63 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7544 N/A 3132DVLZ6 2051-07-01 3 N/A 206749.00 133699.34 Agency Mortgage-Backed Securities FNMS 06.500 CLDA5013 N/A 3140A5SB5 2053-11-01 6.5 N/A 76000.00 73068.65 Agency Mortgage-Backed Securities FEPC 04.000 CISB0368 N/A 3132CWMR2 2034-03-01 4 N/A 115000.00 41306.64 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2959 N/A 31418CJD7 2047-04-01 3.5 N/A 607000.00 91057.70 Agency Mortgage-Backed Securities FNMS 05.500 CLDB3458 N/A 3140ACZY2 2054-06-01 5.5 N/A 1720268.00 1733096.92 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5344 N/A 3140AE5E5 2054-05-01 6 N/A 1000.00 1017.61 Agency Mortgage-Backed Securities FNMS 03.000 CTFM8772 N/A 3140XCXA1 2040-07-01 3 N/A 215000.00 114890.37 Agency Mortgage-Backed Securities FEPC 03.000 CISB8155 N/A 3132D6BY5 2037-05-01 3 N/A 56000.00 40623.77 Agency Mortgage-Backed Securities 04.000 FGPC V83231 G N/A 3132L8SU2 2047-06-01 4 N/A 269852.00 74385.65 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7479 N/A 3140QTJZ3 2053-11-01 6 N/A 1185.00 1144.41 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7671 N/A 3133KPQY7 2052-07-01 4.5 N/A 59097446.00 49581387.97 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8289 N/A 3140QUF76 2054-04-01 5 N/A 17999552.00 17608533.34 Agency Mortgage-Backed Securities FEPC 02.000 CLQD4153 N/A 3133B1TJ0 2052-01-01 2 N/A 78000.00 51458.62 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5460 N/A 3140QRB69 2053-01-01 5.5 N/A 33829712.00 30369734.43 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2213 N/A 3133W8N66 2054-03-01 5 N/A 55620.00 54669.02 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5273 N/A 31418E2F6 2054-02-01 6.5 N/A 8084276.00 7620559.28 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4113 N/A 3132E0SA1 2053-11-01 6 N/A 2000.00 1956.97 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8146 N/A 3132DWBP7 2051-05-01 2 N/A 805455.00 509089.77 Agency Mortgage-Backed Securities FEPC 05.000 CLQG4797 N/A 3133C5KJ9 2053-06-01 5 N/A 5867928.00 5466260.53 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2094 N/A 3140QMKG8 2051-11-01 3 N/A 100000.00 69416.71 Agency Mortgage-Backed Securities FNMS 02.500 CTFS2994 N/A 3140XJKG7 2042-09-01 2.5 N/A 260000.00 199498.53 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0059 N/A 3140QKB56 2051-04-01 2 N/A 6770189.00 4205570.08 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5235 N/A 3140XLY93 2053-07-01 5.5 N/A 130000.00 121890.43 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3905 N/A 31418DKT8 2050-01-01 3 N/A 209000.00 40435.44 Agency Mortgage-Backed Securities FEPC 04.000 CLQF0691 N/A 3133BMXU4 2052-10-01 4 N/A 155000.00 134164.24 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ0319 N/A 3133CQK87 2054-07-01 6.5 N/A 3000.00 3092.47 Agency Mortgage-Backed Securities FEPC 03.500 CLQH8426 N/A 3133CMLF9 2054-01-01 3.5 N/A 39512.00 35396.18 Agency Mortgage-Backed Securities FNMS 02.500 CTCA9358 N/A 3140QHMG7 2041-03-01 2.5 N/A 200000.00 126912.28 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5160 N/A 3140QQWW1 2052-11-01 6.5 N/A 32242756.00 27017432.36 Agency Mortgage-Backed Securities FNMS 04.500 CIFM2995 N/A 3140X6KH3 2027-01-01 4.5 N/A 1610.00 56.63 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3906 N/A 31418DKU5 2050-01-01 3.5 N/A 191000.00 29679.99 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4928 N/A 3140XLPN2 2050-06-01 3.5 N/A 287000.00 242614.73 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8287 N/A 3140XQF51 2054-05-01 5 N/A 5790345.00 5738507.65 Agency Mortgage-Backed Securities FEPC 03.500 CLZA1224 N/A 31329JLD7 2042-06-01 3.5 N/A 40405692.00 4928300.83 Agency Mortgage-Backed Securities FNMS 02.500 RIBH9343 N/A 3140GYLZ0 2032-09-01 2.5 N/A 1500000.00 151234.39 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8189 N/A 3132DWC27 2052-01-01 2.5 N/A 76000.00 53778.97 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7987 N/A 3140QF2V0 2050-12-01 2 N/A 1325372.00 754581.47 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5951 N/A 3140QRTH6 2053-03-01 5 N/A 150000.00 141292.77 Agency Mortgage-Backed Securities FNMS 03.500 CLBH8215 N/A 3140GXDV0 2047-08-01 3.5 N/A 6026955.00 1862155.50 Agency Mortgage-Backed Securities FNMS 06.000 CLDB7122 N/A 3140AG4G6 2054-07-01 6 N/A 17061.00 17343.50 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7231 N/A 3140K3A93 2050-01-01 3.5 N/A 3000000.00 1494076.63 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1131 N/A 3132DNHG1 2052-07-01 4 N/A 214000.00 177548.35 Agency Mortgage-Backed Securities 04.500 FGPC Q58645 G N/A 3132Y2TB2 2048-09-01 4.5 N/A 2152244.00 382020.72 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8342 N/A 3132DWHT3 2053-07-01 5.5 N/A 141044.00 130668.35 Agency Mortgage-Backed Securities FNMS 04.000 CLFM9681 N/A 3140XDXK7 2051-08-01 4 N/A 66000.00 34165.90 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4179 N/A 31418DUD2 2035-11-01 2 N/A 308875.00 151847.42 Agency Mortgage-Backed Securities FNMS 04.000 CLBC1516 N/A 3140EVVJ3 2046-08-01 4 N/A 3662336.00 648421.51 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2374 N/A 3132DPT73 2053-01-01 5 N/A 100000.00 86195.40 Agency Mortgage-Backed Securities FNMS 02.000 CLBR8478 N/A 3140L7M41 2051-04-01 2 N/A 100000.00 62960.44 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5133 N/A 3140XLV39 2051-09-01 3 N/A 154000.00 125304.68 Agency Mortgage-Backed Securities FNMS 03.000 U3BF0307 N/A 3140FXKV3 2043-01-01 3 N/A 112000.00 41166.55 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5127 N/A 3140X8VV6 2050-09-01 3.5 N/A 104744.00 27386.51 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6203 N/A 3140NA3M3 2053-02-01 6 N/A 1024.00 883.23 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3960 N/A 31418DMJ8 2050-03-01 3 N/A 139000.00 27733.00 Agency Mortgage-Backed Securities FNMS 03.000 CVMA1162 N/A 31418AJG4 2027-07-01 3 N/A 884238.00 39416.24 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1722 N/A 3132DN4F7 2052-10-01 4 N/A 2024.00 1729.15 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0727 N/A 3140QKYZ5 2051-06-01 2.5 N/A 162000.00 103953.07 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2760 N/A 3132DQB54 2053-04-01 6 N/A 270971.00 219182.22 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7624 N/A 3140XPPJ2 2054-03-01 6.5 N/A 160352.00 158305.28 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7665 N/A 3133KPQS0 2052-07-01 4 N/A 1000.00 808.92 Agency Mortgage-Backed Securities FNMS 02.500 CICB1476 N/A 3140QLUA2 2036-08-01 2.5 N/A 974418.00 624768.74 Agency Mortgage-Backed Securities FNMS 06.000 CL919128 N/A 31412AD92 2037-05-01 6 N/A 1695000.00 34213.20 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7449 N/A 3140QFH36 2050-10-01 2 N/A 1119.00 651.83 Agency Mortgage-Backed Securities FNMS 02.000 CIFS3312 N/A 3140XJVE0 2037-03-01 2 N/A 205863.00 146460.92 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5138 N/A 31418EV80 2053-09-01 5.5 N/A 2743419.00 2578307.25 Agency Mortgage-Backed Securities FEPC 02.000 CLQC5139 N/A 3133APV89 2051-08-01 2 N/A 99824.00 66053.87 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5995 N/A 3140QRUV3 2053-03-01 4.5 N/A 11246950.00 10435039.37 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2939 N/A 3140XJHR7 2052-09-01 4.5 N/A 75000.00 64103.90 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5354 N/A 31418E5Q9 2054-05-01 6 N/A 5000000.00 4937197.62 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8222 N/A 3132DWD34 2052-06-01 4 N/A 45000.00 36844.89 Agency Mortgage-Backed Securities FNMS 02.000 CICB4541 N/A 3140QQBK0 2037-06-01 2 N/A 247808.00 191039.81 Agency Mortgage-Backed Securities FNMS 02.500 CIFS0507 N/A 3140XFR52 2037-01-01 2.5 N/A 145000.00 94693.77 Agency Mortgage-Backed Securities FNMS 04.000 CICA9555 N/A 3140QHTM7 2036-01-01 4 N/A 1167738.00 1090469.55 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9082 N/A 3133BKCT4 2052-08-01 5 N/A 1003.00 892.17 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1671 N/A 3140XG2D0 2052-05-01 4 N/A 92000.00 71643.46 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3682 N/A 3140X7CU1 2049-10-01 4 N/A 3270200.00 596718.16 Agency Mortgage-Backed Securities 05.500 FGPC G04013 G N/A 3128M5YJ3 2038-01-01 5.5 N/A 3161544.00 85183.24 Agency Mortgage-Backed Securities FNMS 03.500 CRAB6825 N/A 31417DSP9 2042-11-01 3.5 N/A 25000000.00 2788023.25 Agency Mortgage-Backed Securities FEPC 07.000 CLQH6807 N/A 3133CKR42 2053-12-01 7 N/A 656801.00 328610.29 Agency Mortgage-Backed Securities FEPC 04.000 CLZA4896 N/A 31329NNM6 2047-05-01 4 N/A 1000.00 298.25 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4919 N/A 31418EPD6 2053-02-01 5.5 N/A 522134.00 459729.58 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ9453 N/A 3140KVQF0 2051-03-01 2 N/A 100000.00 62022.90 Agency Mortgage-Backed Securities FNMS 04.500 CL888606 N/A 31410GGP2 2035-01-01 4.5 N/A 4948000.00 103454.19 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7065 N/A 3140XNZ72 2053-03-01 3 N/A 104000.00 88037.72 Agency Mortgage-Backed Securities FNMS 03.500 CIFM5575 N/A 3140X9FR1 2036-01-01 3.5 N/A 74360.00 39371.22 Agency Mortgage-Backed Securities 04.500 FGPC V84771 G N/A 3132LAJQ6 2048-10-01 4.5 N/A 2968288.00 590079.60 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4214 N/A 3140M5VG7 2053-10-01 6.5 N/A 1000.00 935.86 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8328 N/A 3132DWHD8 2053-06-01 4.5 N/A 1056.00 953.24 Agency Mortgage-Backed Securities FNMS 05.000 CLBT8293 N/A 3140LXGB5 2052-08-01 5 N/A 4400426.00 3913070.56 Agency Mortgage-Backed Securities FNMS 03.500 CLBY1300 N/A 3140NHNS3 2053-12-01 3.5 N/A 394120.00 351872.72 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8752 N/A 3140QGWN3 2051-01-01 2 N/A 12258133.00 7292190.10 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7258 N/A 3133KPB31 2052-06-01 3.5 N/A 70000.00 58730.29 Agency Mortgage-Backed Securities FNMS 04.000 CLAL3693 N/A 3138ELC76 2042-11-01 4 N/A 310000.00 50881.35 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8552 N/A 3140QUQE9 2054-05-01 6.5 N/A 1000.00 1027.73 Agency Mortgage-Backed Securities FEPC 03.000 CLSD3631 N/A 3132E0A85 2052-07-01 3 N/A 66000.00 54073.30 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2902 N/A 3132DQGK6 2053-05-01 5.5 N/A 100000.00 89002.75 Agency Mortgage-Backed Securities FNMS 04.000 CLBO0611 N/A 3140JUVD3 2049-05-01 4 N/A 1562090.00 635061.66 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4374 N/A 3140XK2G4 2050-04-01 4.5 N/A 242000.00 204700.64 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4103 N/A 3140QPRZ2 2052-07-01 5 N/A 200000.00 169382.72 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5125 N/A 3140XLVT2 2051-10-01 2.5 N/A 67000.00 52015.29 Agency Mortgage-Backed Securities FNMS 03.500 CIAL8561 N/A 3138ETQP4 2031-06-01 3.5 N/A 311403.00 44518.62 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1368 N/A 3140X4QW9 2046-11-01 3 N/A 518668.00 99312.20 Agency Mortgage-Backed Securities FNMS 08.000 CLBY9934 N/A 3140NTBC5 2053-12-01 8 N/A 1133741.00 1035264.59 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7999 N/A 3140QT3H0 2054-02-01 6 N/A 35518618.00 34654694.83 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9401 N/A 3140QHNT8 2051-03-01 2 N/A 3247104.00 2042741.30 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8350 N/A 3132DWH30 2053-08-01 6 N/A 420036.00 389364.00 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3183 N/A 31418CRD8 2047-11-01 4 N/A 1496000.00 197432.80 Agency Mortgage-Backed Securities FNMS 04.000 CLFM5601 N/A 3140X9GK5 2049-01-01 4 N/A 1000.00 393.60 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1300 N/A 3132DNNR0 2052-07-01 5 N/A 141986.00 120519.47 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ0234 N/A 3133CQHK4 2054-07-01 6 N/A 1024.00 1051.15 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9045 N/A 3140XDBP0 2051-09-01 3 N/A 1000.00 688.94 Agency Mortgage-Backed Securities FNMS 02.500 CTCB1597 N/A 3140QLX35 2041-09-01 2.5 N/A 75000.00 52261.40 Agency Mortgage-Backed Securities FNMS 03.500 CLBC9077 N/A 3140F5CP6 2046-12-01 3.5 N/A 100000.00 26470.43 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0923 N/A 3132DNAY9 2052-01-01 2.5 N/A 1000.00 704.67 Agency Mortgage-Backed Securities FNMS 03.000 CLFM2725 N/A 3140X6A35 2050-02-01 3 N/A 22664124.00 10291298.27 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8332 N/A 3132DWHH9 2053-06-01 6 N/A 1042240.00 949417.68 Agency Mortgage-Backed Securities FNMS 06.000 CLDB3789 N/A 3140ADF71 2054-05-01 6 N/A 328168.00 333110.61 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5622 N/A 31329PG72 2048-08-01 4.5 N/A 1083.00 306.88 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7452 N/A 3140QFH69 2050-10-01 2 N/A 138023733.00 80619454.59 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1867 N/A 3140J6CD7 2047-10-01 3.5 N/A 3815318.00 991813.92 Agency Mortgage-Backed Securities FEPC 03.000 CLRA3078 N/A 3133KJM33 2050-07-01 3 N/A 517901.00 261828.19 Agency Mortgage-Backed Securities FNMS 02.525 CLAU0627 N/A 3138WZVV1 2043-05-01 2.525 N/A 238128.00 50773.93 Agency Mortgage-Backed Securities FNMS 03.000 CLBC0330 N/A 3140EULL1 2045-12-01 3 N/A 6795000.00 1047042.43 Agency Mortgage-Backed Securities FEPC 04.500 CLZT1857 N/A 3132AEB21 2049-03-01 4.5 N/A 2064.00 637.06 Agency Mortgage-Backed Securities FNMS 07.000 CLDA7172 N/A 3140A76J8 2053-12-01 7 N/A 1033700.00 209630.08 Agency Mortgage-Backed Securities FNMS 02.500 CIMA2898 N/A 31418CGG3 2032-02-01 2.5 N/A 165000.00 34422.01 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6778 N/A 3133BUQ75 2053-02-01 5.5 N/A 1008.00 943.07 Agency Mortgage-Backed Securities FEPC 02.000 CLQC5170 N/A 3133APW70 2051-08-01 2 N/A 65000.00 42745.85 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5673 N/A 3140XMJT4 2053-02-01 4 N/A 170000.00 150757.26 Agency Mortgage-Backed Securities 04.500 FGPC Q49641 G N/A 3132WPWB9 2047-06-01 4.5 N/A 8184585.00 2200065.78 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1925 N/A 3140MTD75 2052-06-01 4.5 N/A 316656.00 254807.46 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1561 N/A 3132DNWW9 2052-09-01 5 N/A 1000.00 834.56 Agency Mortgage-Backed Securities FNMS 03.000 CKAS8184 N/A 3138WJCW6 2046-10-01 3 N/A 2381000.00 319083.71 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1598 N/A 3140X4X43 2049-02-01 4 N/A 97043.00 9749.97 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2482 N/A 3132DPXK9 2053-03-01 5.5 N/A 1024.00 920.97 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9957 N/A 3140N3B32 2052-09-01 5 N/A 1979320.00 1758096.91 Agency Mortgage-Backed Securities FEPC 04.000 CLZL7657 N/A 3131XPQJ0 2044-01-01 4 N/A 1200000.00 201505.68 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4786 N/A 31418EJ84 2052-10-01 5.5 N/A 60643.00 50279.79 Agency Mortgage-Backed Securities FNMS 06.500 K0923305 N/A 31412EYA8 2037-03-01 6.5 N/A 706000.00 25008.27 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4152 N/A 3140M5TJ4 2053-08-01 5.5 N/A 2093656.00 1789182.67 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7597 N/A 3140QFNP0 2050-11-01 2.5 N/A 114382.00 69824.38 Agency Mortgage-Backed Securities FEPC 02.000 CLQD4228 N/A 3133B1VV0 2052-01-01 2 N/A 3009534.00 2133139.71 Agency Mortgage-Backed Securities 04.500 FGPC Q22339 G N/A 3132JPS45 2043-10-01 4.5 N/A 24724985.00 1944929.80 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5425 N/A 31418FA31 2039-07-01 5.5 N/A 29370131.00 29100026.17 Agency Mortgage-Backed Securities FNMS 03.500 CLBH9215 N/A 3140GYGZ6 2048-01-01 3.5 N/A 168000.00 28356.55 Agency Mortgage-Backed Securities FNMS 01.500 CICB2016 N/A 3140QMG24 2036-10-01 1.5 N/A 55215.00 36023.77 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3834 N/A 31418DHL9 2049-11-01 3 N/A 443003.00 75942.73 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7737 N/A 3140QFS34 2050-11-01 2.5 N/A 1000.00 512.64 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8259 N/A 3132DWE82 2052-10-01 5.5 N/A 2023.00 1746.66 Agency Mortgage-Backed Securities FNMS 03.000 I4BF0189 N/A 3140FXF72 2057-06-01 3 N/A 200000.00 75085.59 Agency Mortgage-Backed Securities FNMS 02.000 CIMA3983 N/A 31418DM90 2035-04-01 2 N/A 211606.00 46016.60 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0794 N/A 3132AC3B4 2048-10-01 4.5 N/A 42025100.00 10184163.80 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1207 N/A 3140XGKV0 2052-03-01 3.5 N/A 100000.00 73575.76 Agency Mortgage-Backed Securities FNMS 07.000 CLFS5897 N/A 3140XMRT5 2053-09-01 7 N/A 21676128.00 20313643.61 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4838 N/A 31418ELU2 2052-12-01 3.5 N/A 81246.00 68121.85 Agency Mortgage-Backed Securities FNMS 05.500 CLDA1488 N/A 3140A1UN5 2053-10-01 5.5 N/A 39977.00 39747.85 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2245 N/A 3132DPP69 2052-12-01 5.5 N/A 100000.00 89915.88 Agency Mortgage-Backed Securities FNMS 04.000 CLBW1377 N/A 3140MSQ73 2052-12-01 4 N/A 2158728.00 1955921.63 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4682 N/A 3140J9FY2 2045-01-01 4 N/A 36100941.00 9283039.25 Agency Mortgage-Backed Securities FNMS 06.000 CLBY8470 N/A 3140NRMU7 2053-08-01 6 N/A 88000.00 75240.09 Agency Mortgage-Backed Securities FNMS 04.500 CIFS4267 N/A 3140XKW55 2038-03-01 4.5 N/A 100000.00 81943.33 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4496 N/A 31418D7J5 2036-12-01 1.5 N/A 75110.00 50329.60 Agency Mortgage-Backed Securities FEPC 06.500 CLQI6899 N/A 3133WDUY6 2054-06-01 6.5 N/A 840359.00 834902.75 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8432 N/A 3132DWLM3 2054-05-01 6 N/A 18911330.00 18663056.50 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8264 N/A 3132DWFD0 2052-11-01 3.5 N/A 72175.00 59634.60 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1098 N/A 3132DNGF4 2052-01-01 2.5 N/A 35000.00 25206.30 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3415 N/A 31418CYM0 2048-07-01 4 N/A 1221000.00 115000.69 Agency Mortgage-Backed Securities FNMS 04.000 CLCB2689 N/A 3140QM7B4 2052-01-01 4 N/A 1000.00 760.36 Agency Mortgage-Backed Securities FNMS 02.500 CICB2247 N/A 3140QMP99 2036-11-01 2.5 N/A 1000.00 711.88 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5011 N/A 31418ER93 2053-05-01 6 N/A 4988924.00 4523676.10 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0181 N/A 3140FXFX5 2057-02-01 3.5 N/A 5969311.00 1919268.56 Agency Mortgage-Backed Securities FEPC 02.000 CLQB8602 N/A 3133AFRX1 2051-02-01 2 N/A 200000.00 116011.59 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ0517 N/A 3133CQSE6 2054-08-01 6 N/A 1649184.00 1704392.08 Agency Mortgage-Backed Securities FNMS 04.000 CLBN8876 N/A 3140JR2J9 2049-05-01 4 N/A 21614806.00 4958588.69 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4618 N/A 3140XLDY1 2051-02-01 4.5 N/A 100000.00 89954.56 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4329 N/A 31418DY30 2036-05-01 2 N/A 2014999.00 1193008.16 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0777 N/A 3132DM2J3 2051-11-01 2.5 N/A 100000.00 69051.93 Agency Mortgage-Backed Securities FNMS 04.000 CIFS4802 N/A 3140XLKQ0 2038-05-01 4 N/A 89000.00 73641.74 Agency Mortgage-Backed Securities FNMS 06.000 CLDA9689 N/A 3140YXXT3 2054-02-01 6 N/A 28842069.00 28799732.37 Agency Mortgage-Backed Securities FNMS 04.000 CLAL5376 N/A 3138EM6N6 2044-05-01 4 N/A 300000.00 49056.83 Agency Mortgage-Backed Securities FNMS 03.500 CLBU8932 N/A 3140MA4S0 2052-04-01 3.5 N/A 1000.00 781.74 Agency Mortgage-Backed Securities FNMS 04.500 I3BF0328 N/A 3140FXLJ9 2048-07-01 4.5 N/A 312000.00 140782.39 Agency Mortgage-Backed Securities FNMS 04.500 CLBY7077 N/A 3140NP2K5 2053-08-01 4.5 N/A 1909370.00 1813004.02 Agency Mortgage-Backed Securities FNMS 03.000 CIBN6666 N/A 3140JPMQ5 2034-05-01 3 N/A 731000.00 127816.84 Agency Mortgage-Backed Securities FNMS 04.000 CLAU5883 N/A 3138X5RD1 2043-09-01 4 N/A 13793671.00 2370124.32 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3432 N/A 3132DQY59 2053-07-01 6 N/A 100000.00 91783.85 Agency Mortgage-Backed Securities FEPC 05.000 CLQF5465 N/A 3133BTCA6 2052-12-01 5 N/A 100000.00 88204.69 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8220 N/A 3132DWDZ3 2052-06-01 3 N/A 100000.00 77991.53 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0184 N/A 3140NGF21 2053-05-01 5 N/A 2000.00 1806.80 Agency Mortgage-Backed Securities FNMS 03.500 CIAD5132 N/A 31418SV22 2026-02-01 3.5 N/A 15158432.00 206414.58 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5105 N/A 31418EU73 2053-08-01 4.5 N/A 8832320.00 8135952.40 Agency Mortgage-Backed Securities FNMS 02.000 CIFM5798 N/A 3140X9NQ4 2036-01-01 2 N/A 80000.00 41774.07 Agency Mortgage-Backed Securities FEPC 02.500 CIRC2555 N/A 3133L8ZU2 2037-03-01 2.5 N/A 1170363.00 891999.97 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3383 N/A 3132DQXL5 2053-07-01 5.5 N/A 804657.00 756067.38 Agency Mortgage-Backed Securities FEPC 05.000 CLQH0480 N/A 3133CCQ90 2053-09-01 5 N/A 29971.00 29324.71 Agency Mortgage-Backed Securities FNMS 06.000 R3BF0138 N/A 3140FXEL2 2041-07-01 6 N/A 2848.00 698.76 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0048 N/A 3140MRBS5 2052-07-01 5 N/A 100000.00 78078.82 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4161 N/A 3140M5TT2 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Bank of America Securities, Inc. 5.34000000 N/A 549300HN4UKV1E2R3U73 BYD6GTU38 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 N/A 75637033.58 45650277.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DS9 2041-05-15 0 N/A 510600.00 249723.23 U.S. Treasuries (including strips) Y Moody's NR Fitch F1+ Standard & Poor's A-1 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 45000000.00 45000000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.36000000 N/A X574KRZ6V5A7UBU45C31 BYD6GQ9F1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912833WR7 2028-11-15 0 N/A 6700000.00 5621785.49 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-08-01 2024-08-01 2024-08-01 N N N 0.0536 5510750.00 5510750.00 0.0000 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.33000160 3130B1W86 2549001DPIFGXC1TOL40 US3130B1W866 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Standard & Poor's AA+ Fitch AA+ 2024-08-01 2024-12-11 2024-12-11 N N N 0.0542 173668314.87 173668314.87 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.33000160 3130B0XS3 2549001DPIFGXC1TOL40 US3130B0XS30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Agency 2024-08-01 2024-09-17 2024-09-17 N N N 0.0548 127303079.39 127303079.39 0.0008 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.33000160 3130B0UD9 2549001DPIFGXC1TOL40 US3130B0UD97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Agency Fitch AA+ 2024-08-01 2024-08-26 2024-08-26 N N N 0.0538 167600923.48 167600923.48 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.33000160 3130B0UG2 2549001DPIFGXC1TOL40 US3130B0UG29 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Standard & Poor's AA+ Fitch AA+ 2024-08-01 2024-08-27 2024-08-27 N N N 0.0538 644605111.68 644605111.68 0.0043 N N N N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.36000000 N/A X574KRZ6V5A7UBU45C31 BYD6GQ9K0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912803EA7 2043-02-15 0 N/A 40000000.00 17342531.11 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2024-08-01 2024-08-01 2024-08-01 N N N 0.0536 17000000.00 17000000.00 0.0001 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313384M89 2549001DPIFGXC1TOL40 US313384M895 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Standard & Poor's A-1+ Moody's Agency 2024-11-01 2024-11-01 2024-11-01 N N N 0.0517 162248953.36 162248953.36 0.0011 N N N N Bank of America Securities, Inc. 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securities, U.S. Treasuries, and cash Y N N Y FHLMC_5326B N/A 3137HAFS0 2050-09-25 0 N/A 34498688.00 21182760.62 Agency Collateralized Mortgage Obligation FNMA_23-18B N/A 3136BP2K6 2053-05-25 0.15286 N/A 48859712.00 1658120.18 Agency Collateralized Mortgage Obligation FHLMC_5123C N/A 3137H15R3 2050-05-25 3.5 N/A 75076096.00 7933458.09 Agency Collateralized Mortgage Obligation GNMA_12-121 N/A 38375G4W8 2042-10-16 2.5 N/A 21603200.00 18043032.51 Agency Collateralized Mortgage Obligation GNMA_22-63A N/A 38383RFD4 2052-03-20 3.5 N/A 38340100.00 34235415.82 Agency Collateralized Mortgage Obligation GNMA_10-42 N/A 38377EEW0 2039-06-20 0 N/A 1200000.00 219772.23 Agency Collateralized Mortgage Obligation FNMA_24-33D N/A 3136BSEN1 2053-12-25 5 N/A 7418976.00 7192956.17 Agency Collateralized Mortgage Obligation GNMA_17-93E N/A 38380FGX8 2047-06-20 0.44248 N/A 14301500.00 162778.55 Agency Collateralized Mortgage Obligation FNMA_20-35M N/A 3136BANQ3 2050-06-25 0.83574 N/A 86065664.00 993387.28 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-23 N/A 31398MZX7 2040-03-25 5 N/A 1164604.00 253745.16 Agency Collateralized Mortgage Obligation FRESB_19-SB65 N/A 30298LAF8 2039-06-25 0.98918 N/A 45000000.00 589922.00 Agency Collateralized Mortgage Obligation GNMA_20-104F N/A 38382HHC7 2043-07-20 0.20515 N/A 16952032.00 55098.43 Agency Collateralized Mortgage Obligation GNMA_20-146D N/A 38382KVR1 2046-09-20 5.5 N/A 31599392.00 2743556.36 Agency Collateralized Mortgage Obligation GNMA_17-180E N/A 38380UEH2 2047-12-20 0.44248 N/A 15679616.00 231056.55 Agency Collateralized Mortgage Obligation GNMA_24-95L N/A 38384QBG2 2054-06-20 5.5 N/A 20572544.00 20742275.59 Agency Collateralized Mortgage Obligation GNMA_09-33H N/A 38374UKS9 2038-02-20 5.5 N/A 40000000.00 3214466.92 Agency Collateralized Mortgage Obligation FHLMC_5393A N/A 3137HBQG2 2053-12-25 0.45286 N/A 65696896.00 3309698.69 Agency Collateralized Mortgage Obligation FHLMC_26-64 N/A 31394HAG6 2033-08-15 5.5 N/A 22500000.00 2287944.08 Agency Collateralized Mortgage Obligation GNMA_19-151B N/A 38382BAB9 2045-03-20 3 N/A 497262.00 8727.62 Agency Collateralized Mortgage Obligation FHLMC_4860A N/A 3137FKUW4 2036-01-15 6 N/A 26603424.00 1497324.82 Agency Collateralized Mortgage Obligation FHLMC_4791 N/A 3137F53A5 2048-03-15 4 N/A 5082000.00 4867168.23 Agency Collateralized Mortgage Obligation GNMA_24-95N N/A 38384P7G9 2064-05-20 0.0559 N/A 65351680.00 1965776.38 Agency Collateralized Mortgage Obligation GNMA_21-140F N/A 38382XUE3 2050-06-20 0 N/A 102236160.00 40211.22 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K118 N/A 3137F62Q9 2048-10-25 2.692427 N/A 10819696.00 1436527.67 Agency Collateralized Mortgage Obligation FHLMC_5417A N/A 3137HDG61 2054-06-25 0.05 N/A 25000000.00 35197.44 Agency Collateralized Mortgage Obligation GNMA_21-84 N/A 38381DFX3 2061-04-16 0.78849 N/A 12200000.00 649175.17 Agency Collateralized Mortgage Obligation GNMA_15-97 N/A 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Securities GNII SF MA7137 M N/A 36179V4W7 2051-01-20 3 N/A 6000.00 2499.18 Agency Mortgage-Backed Securities GNII SF DB8051 C N/A 3618HA5L5 2054-07-20 5.5 N/A 1798649.00 1809304.80 Agency Mortgage-Backed Securities GNII SF BG5109 C N/A 3617GPVA0 2048-08-20 4.5 N/A 19893670.00 1995647.80 Agency Mortgage-Backed Securities GNII SF DA7641 C N/A 3618GXP26 2054-02-20 6.5 N/A 1541183.00 1623054.45 Agency Mortgage-Backed Securities GNII SF MA8942 M N/A 36179X5B8 2053-01-20 2.5 N/A 200000.00 155281.96 Agency Mortgage-Backed Securities GNII SF BF8811 C N/A 3617GFYG6 2048-05-20 5 N/A 4880627.00 683851.92 Agency Mortgage-Backed Securities GNCL CL CN0548 N/A 3617YXTD0 2066-07-15 5.59 N/A 2065214.00 2174431.47 Agency Mortgage-Backed Securities GNII SF CZ6292 C N/A 3618GH7D7 2054-02-20 6 N/A 2063763.00 2126050.23 Agency Mortgage-Backed Securities GNCL CL CS6533 N/A 3618B0HJ5 2065-02-15 5.23 N/A 4078462.00 4145023.86 Agency Mortgage-Backed Securities GNII SF 005289 M N/A 36202F2W5 2026-12-20 2.5 N/A 123682.00 4919.57 Agency Mortgage-Backed Securities GNII SF CY9135 C N/A 3618G9EG0 2054-04-20 6 N/A 5057457.00 5147612.13 Agency Mortgage-Backed Securities GNPL PN DA0297 N/A 3618GPKJ1 2059-06-15 5.98 N/A 9840000.00 10428899.54 Agency Mortgage-Backed Securities GNPL PN CU2417 N/A 3618BKVJ5 2058-09-15 5.73 N/A 1145100.00 1185133.87 Agency Mortgage-Backed Securities GNCL CL CU4605 N/A 3618BNDJ9 2065-12-15 5.5 N/A 4968663.00 4923415.04 Agency Mortgage-Backed Securities GNII SF DB7559 C N/A 3618HAMG7 2054-07-20 5.5 N/A 9464621.00 9548291.40 Agency Mortgage-Backed Securities GNII SF CB4720 C N/A 3617UQG50 2051-02-20 2 N/A 1055147.00 789645.34 Agency Mortgage-Backed Securities GNII SF DC2961 C N/A 3618HHJE1 2054-05-20 7 N/A 1119912.00 1147776.27 Agency Mortgage-Backed Securities GNII SF DB1641 C N/A 3618H3ZE4 2054-04-20 6 N/A 1347172.00 1386462.62 Agency Mortgage-Backed Securities GNII SF CZ9853 C N/A 3618GM5N6 2054-04-20 5.5 N/A 3249402.00 3255179.50 Agency Mortgage-Backed Securities GNII SF CZ1878 C N/A 3618GDCP3 2054-01-20 6.5 N/A 2073961.00 2104427.93 Agency Mortgage-Backed Securities GNII SF BS1728 C N/A 3617MB4M8 2050-01-20 4 N/A 13100000.00 4041688.85 Agency Mortgage-Backed Securities GNII SF CY2882 C N/A 3618G2FX7 2054-04-20 6.5 N/A 2024842.00 2065315.35 Agency Mortgage-Backed Securities GNPL PN CY1381 N/A 3618G0RA8 2059-03-15 5.34 N/A 2260000.00 2316743.55 Agency Mortgage-Backed Securities GNII SF DC3020 C N/A 3618HHK90 2054-06-20 6 N/A 1002808.00 1032796.68 Agency Mortgage-Backed Securities GNII SF AM2467 C N/A 36184MW41 2040-08-20 5 N/A 1586966.00 257822.40 Agency Mortgage-Backed Securities GNCL CL CP3713 N/A 3617FTDS4 2065-09-15 5.25 N/A 5942383.00 5883012.65 Agency Mortgage-Backed Securities GNCL CL CV9244 N/A 3618F6HV1 2065-11-15 6.04 N/A 1522796.00 1608896.92 Agency Mortgage-Backed Securities GNII SF CZ6806 C N/A 3618GJR33 2054-02-20 5.5 N/A 1231597.00 1245276.46 Agency Mortgage-Backed Securities GNII SF BL5572 C N/A 3617JJFM3 2049-02-20 4 N/A 3714897.00 767968.52 Agency Mortgage-Backed Securities GNII SF DA1375 C N/A 3618GQQ46 2054-03-20 7 N/A 1598437.00 1661847.37 Agency Mortgage-Backed Securities GNII SF BK7169 C N/A 3617J76E7 2048-12-20 5 N/A 530000.00 89437.03 Agency Mortgage-Backed Securities GNII SF BL2015 C N/A 3617JEGY7 2049-02-20 4.5 N/A 8071366.00 2325653.65 Agency Mortgage-Backed Securities GNCL CL CX6390 N/A 3618FTC38 2066-10-15 5.64 N/A 192253.00 192449.10 Agency Mortgage-Backed Securities GNII SF MA2521 M N/A 36179QYS4 2045-01-20 3.5 N/A 628000.00 49633.31 Agency Mortgage-Backed Securities GNII SF DA7168 C N/A 3618GW6D5 2054-05-20 7 N/A 1329774.00 1375710.89 Agency Mortgage-Backed Securities GNII SF CY9085 C N/A 3618G9CW7 2054-03-20 6 N/A 4129961.00 4212510.26 Agency Mortgage-Backed Securities GNII SF CB4531 C N/A 3617UQA80 2051-03-20 2.5 N/A 1071076.00 594324.61 Agency Mortgage-Backed Securities GNII SF MA7829 M N/A 36179WVW5 2052-01-20 3.5 N/A 2136644.00 1615501.96 Agency Mortgage-Backed Securities GNCL CL CK0472 N/A 3617XUQZ1 2062-10-15 4.87 N/A 364751.00 348878.98 Agency Mortgage-Backed Securities GNII SF DB0063 C N/A 3618H2B85 2054-04-20 6.5 N/A 1874697.00 1906683.21 Agency Mortgage-Backed Securities GNII SF MA6090 M N/A 36179UXT4 2049-08-20 3.5 N/A 3216000.00 433290.60 Agency Mortgage-Backed Securities GNPL PN CR4173 N/A 3618AJT60 2059-08-15 5.55 N/A 6107900.00 6370197.66 Agency Mortgage-Backed Securities GNII SF MA6474 M N/A 36179VFP0 2050-02-20 3 N/A 1028000.00 190965.51 Agency Mortgage-Backed Securities GNII SF MA9780 M N/A 36179Y2M5 2054-06-20 6 N/A 224863476.00 228233504.91 Agency Mortgage-Backed Securities GNII SF MA2070 M N/A 36179QJP7 2044-02-20 2 N/A 490928.00 79043.88 Agency Mortgage-Backed Securities GNII SF BN4773 C N/A 3617K8JS8 2049-07-20 4.5 N/A 1769152.00 277639.47 Agency Mortgage-Backed Securities GNII SF 005332 M N/A 36202F4R4 2042-03-20 4 N/A 13000000.00 777767.66 Agency Mortgage-Backed Securities GNII SF CY9137 C N/A 3618G9EJ4 2054-04-20 6 N/A 6116840.00 6240347.82 Agency Mortgage-Backed Securities GNPL PN CO7700 N/A 3617FKRV1 2064-02-15 3.49 N/A 274925.00 259526.54 Agency Mortgage-Backed Securities GNII SF MA5988 M N/A 36179UUM2 2049-06-20 5 N/A 56201.00 5386.86 Agency Mortgage-Backed Securities GNCL CL CP3649 N/A 3617FTBS6 2065-01-15 4.35 N/A 2476168.00 2309048.95 Agency Mortgage-Backed Securities GNII SF DA7285 C N/A 3618GXCW4 2054-06-20 6.5 N/A 5094107.00 5243438.73 Agency Mortgage-Backed Securities GNII SF CZ3607 C N/A 3618GFAG0 2053-12-20 7.5 N/A 1111742.00 1141441.69 Agency Mortgage-Backed Securities GNII SF MA7508 M N/A 36179WKV9 2036-08-20 2.5 N/A 382817.00 220427.25 Agency Mortgage-Backed Securities GNII SF BJ9829 C N/A 3617HX4N4 2049-03-20 5 N/A 1164818.00 644479.60 Agency Mortgage-Backed Securities GNCL CL CS2706 N/A 3618AVAF3 2065-06-15 5.54 N/A 3484586.00 3587310.43 Agency Mortgage-Backed Securities GNII SF CZ6758 C N/A 3618GJQK6 2054-01-20 7.5 N/A 5069031.00 5089468.57 Agency Mortgage-Backed Securities GNII SF BD9057 C N/A 3617BRB21 2037-11-20 3 N/A 2468788.00 360764.56 Agency Mortgage-Backed Securities GNII SF AO8829 C N/A 3617A9Y27 2045-11-20 4 N/A 475000.00 77198.68 Agency Mortgage-Backed Securities GNII SF CS7664 C N/A 3618B1QR5 2053-03-20 7 N/A 1236536.00 1125832.93 Agency Mortgage-Backed Securities GNII SF CY0896 C N/A 3618FY7H2 2053-12-20 7 N/A 2179583.00 2147190.20 Agency Mortgage-Backed Securities GNII SF 003920 M N/A 36202EK99 2036-11-20 6 N/A 100000000.00 1239793.99 Agency Mortgage-Backed Securities GNII SF 003040 M N/A 36202DLV1 2031-02-20 7 N/A 28305134.00 33992.99 Agency Mortgage-Backed Securities GNII SF MA5465 M N/A 36179UCA8 2048-09-20 3.5 N/A 157000.00 19132.75 Agency Mortgage-Backed Securities GNPL PN CV1032 N/A 3618BWED1 2058-08-15 5.47 N/A 1012519.00 1033240.81 Agency Mortgage-Backed Securities GNII SF MA3939 M N/A 36179SLU9 2046-09-20 4.5 N/A 1972329.00 222468.61 Agency Mortgage-Backed Securities GNPL PN DA8487 N/A 3618GYNC4 2059-06-15 6.05 N/A 13000000.00 13747237.49 Agency Mortgage-Backed Securities GNPL PN CJ3158 N/A 3617XKQK6 2057-03-15 1.94 N/A 10440000.00 8039505.57 Agency Mortgage-Backed Securities GNII SF MA3376 M N/A 36179RXD6 2046-01-20 3.5 N/A 40405500.00 4473916.94 Agency Mortgage-Backed Securities GNPL PN DA4281 N/A 3618GTXJ9 2059-08-15 6.1 N/A 9715300.00 10353987.06 Agency Mortgage-Backed Securities GNII SF 757211 C N/A 36230SAL8 2040-12-20 4.5 N/A 12550000.00 988695.60 Agency Mortgage-Backed Securities GNII SF MA8043 M N/A 36179W5C8 2052-05-20 3 N/A 130405183.00 99817801.07 Agency Mortgage-Backed Securities GNII SF MA8200 M N/A 36179XDD5 2052-08-20 4 N/A 1595000.00 1345050.27 Agency Mortgage-Backed Securities GNII SF DB1418 C N/A 3618H3SF9 2054-03-20 7 N/A 1007370.00 1061279.64 Agency Mortgage-Backed Securities GNII SF CI6113 C N/A 3617XAYJ2 2051-11-20 3 N/A 2929893.00 2070549.52 Agency Mortgage-Backed Securities GNII SF MA4513 M N/A 36179TAN5 2047-06-20 5 N/A 95000.00 9649.75 Agency Mortgage-Backed Securities GNCL CS CQ7222 N/A 3618AAAX0 2064-12-15 6.35 N/A 2625765.00 2416976.42 Agency Mortgage-Backed Securities GNII SF DA7214 C N/A 3618GXAP1 2054-05-20 7 N/A 2590693.00 2688443.20 Agency Mortgage-Backed Securities GNII SF MA4005 M N/A 36179SNW3 2046-10-20 4 N/A 69670000.00 7727491.01 Agency Mortgage-Backed Securities GNII SF DD5049 C N/A 3618HXTE5 2054-07-20 6.5 N/A 7421365.00 7538471.67 Agency Mortgage-Backed Securities GNII SF AD1585 C N/A 36180CXN4 2043-01-20 3.5 N/A 4360753.00 401049.63 Agency Mortgage-Backed Securities GNII SF MA8239 M N/A 36179XEL6 2036-03-20 2 N/A 29824.00 22738.31 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Moody's NR Fitch NR 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 625000000.00 625000000.00 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LJ4 254900HROIFWPRGM1V77 US912797LJ41 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2024-09-24 2024-09-24 2024-09-24 N N N 0.0527 128975275.00 128975275.00 0.0009 N Y Y N Fixed Income Clearing Corporation - WF Fixed Income Clearing Corporation - WF 5.35000000 N/A 549300H47WTHXPU08X20 BYD6HV0U5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 2 NOTE E 25 N/A 912828K74 2025-08-15 2 N/A 83000000.00 81464485.41 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 N/A 38136800.00 36916718.27 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 N/A 600.00 595.02 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 N/A 64673000.00 53161946.19 U.S. Treasuries (including strips) 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 N/A 499700.00 338608.61 U.S. Treasuries (including strips) BILL 01/02/25 N/A 912797LR6 2025-01-02 0 N/A 39131700.00 38302303.62 U.S. Treasuries (including strips) 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 N/A 341600.00 343440.43 U.S. Treasuries (including strips) 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 N/A 9087200.00 5958522.82 U.S. Treasuries (including strips) 4 1/4 NOTE BM 25 N/A 91282CJS1 2025-12-31 4.25 N/A 6747000.00 6740024.70 U.S. Treasuries (including strips) BILL 09/26/24 N/A 912797KM8 2024-09-26 0 N/A 9263700.00 9188043.36 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 N/A 16415000.00 15220835.42 U.S. Treasuries (including strips) 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 N/A 174574500.00 150578933.26 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 N/A 62700600.00 39874220.92 U.S. Treasuries (including strips) 4 7/8 NOTE BL 25 N/A 91282CJL6 2025-11-30 4.875 N/A 47761600.00 48294571.69 U.S. Treasuries (including strips) 4 1/4 NOTE BH 24 N/A 91282CFN6 2024-09-30 4.25 N/A 2000000.00 2024237.33 U.S. Treasuries (including strips) 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 N/A 51933000.00 26772733.29 U.S. Treasuries (including strips) 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 N/A 3126800.00 3166885.94 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 N/A 400.00 367.34 U.S. Treasuries (including strips) 0 3/8 NOTE Y 25 N/A 912828ZL7 2025-04-30 0.375 N/A 4274500.00 4135995.51 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 N/A 912828X88 2027-05-15 2.375 N/A 3119000.00 2986322.20 U.S. Treasuries (including strips) 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 N/A 96179400.00 73266513.37 U.S. Treasuries (including strips) 2 1/8 NOTE L 26 N/A 9128286X3 2026-05-31 2.125 N/A 50988500.00 49132654.57 U.S. Treasuries (including strips) 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 N/A 15829100.00 14497516.02 U.S. Treasuries (including strips) 4 5/8 NOTE AY 26 N/A 91282CKB6 2026-02-28 4.625 N/A 7132000.00 7280067.03 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.5 N/A 3000000.00 2646563.60 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 N/A 4300300.00 4461748.31 U.S. Treasuries (including strips) 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 N/A 400.00 391.74 U.S. Treasuries (including strips) 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4 N/A 1000.00 998.37 U.S. Treasuries (including strips) 0 1/2 NOTE V 26 N/A 91282CBQ3 2026-02-28 0.5 N/A 56473100.00 53154560.18 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 N/A 912828YD6 2026-08-31 1.375 N/A 200.00 189.38 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 N/A 100000000.00 80414775.82 U.S. Treasuries (including strips) 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 N/A 2998800.00 2069878.01 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 32211000.00 33119208.61 U.S. Treasuries (including strips) TRFR BF 07/31/25 N/A 91282CHS3 2025-07-31 5.383993614 N/A 9400.00 9524.35 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 N/A 17999700.00 16319266.01 U.S. Treasuries (including strips) 0 3/8 NOTE AH 25 N/A 91282CBC4 2025-12-31 0.375 N/A 100000.00 94312.29 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375 N/A 26000.00 26207.85 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 N/A 6340800.00 5706507.58 U.S. Treasuries (including strips) 3 1/8 NOTE AR 25 N/A 91282CFE6 2025-08-15 3.125 N/A 56999300.00 56882407.28 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 N/A 77788600.00 79399731.55 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 N/A 9700000.00 9913304.32 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375 N/A 68999900.00 61698419.46 U.S. Treasuries (including strips) 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 N/A 169962000.00 182893194.83 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 N/A 912828ZE3 2027-03-31 0.625 N/A 64724000.00 59080736.01 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 N/A 1999000.00 1926609.46 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 N/A 43952200.00 41641947.51 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625 N/A 700.00 668.73 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 N/A 60000000.00 50468424.07 U.S. Treasuries (including strips) 5 BOND 37 N/A 912810PU6 2037-05-15 5 N/A 1118800.00 1227513.75 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 N/A 13000000.00 10772031.95 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 N/A 423000.00 441076.62 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 N/A 129000.00 132997.22 U.S. Treasuries (including strips) 0 3/4 NOTE AU 24 N/A 91282CDH1 2024-11-15 0.75 N/A 1999700.00 1977023.99 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 N/A 19981000.00 19071960.82 U.S. Treasuries (including strips) 3 BOND 52 N/A 912810TJ7 2052-08-15 3 N/A 89532700.00 70718901.54 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 N/A 13850000.00 14082377.56 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Fitch NR Moody's P-1 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 1500000000.00 1500000000.00 0.0099 N Y Y N Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 5.35000000 N/A 9R7GPTSO7KV3UQJZQ078 BYD6GTW44 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618G0FZ6 2053-11-20 7.5 N/A 2637218.00 2659627.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36177TB30 2042-04-15 3.5 N/A 92000.00 322.11 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797KK2 2024-09-12 0 N/A 100.00 99.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 100.00 104.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797LN5 2025-06-12 0 N/A 100.00 95.93 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31400HJ53 2033-03-01 5.5 N/A 5420000.00 26588.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RZS1 2046-02-20 3 N/A 1000000.00 137957.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418RRK9 2025-05-01 4.5 N/A 39000.00 187.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DDP3 2029-09-20 7.5 N/A 30000.00 43.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200FMD7 2033-02-15 5.5 N/A 30000.00 145.44 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133EHNR0 2027-06-15 2.58 N/A 150000.00 143636.80 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133ENN48 2032-09-21 5.18 N/A 100000.00 100498.26 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 100.00 82.02 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EE88 2035-09-20 5 N/A 253000.00 4482.77 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 N/A 200.00 135.61 U.S. Treasuries (including strips) FREDDIE MAC GOLD N/A 3128PYP57 2027-04-01 3.5 N/A 3325800.00 184542.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36207DZ25 2026-10-15 7.5 N/A 25000.00 47.57 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 N/A 100.00 63.35 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36184BAH0 2045-02-20 3.5 N/A 40000.00 8474.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHV82 2046-08-01 3 N/A 11000.00 2887.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EDF3 2035-04-20 5.5 N/A 100000.00 2154.70 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YY0 2024-12-31 1.75 N/A 200.00 197.49 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408AFU9 2036-01-01 5 N/A 479000.00 1679.95 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 N/A 100.00 73.21 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617KRSN7 2050-03-15 2.5 N/A 331270.00 257033.32 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828XZ8 2025-06-30 2.75 N/A 200.00 196.77 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N2RJ2 2052-11-01 5 N/A 2040.00 1966.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617VDTN5 2051-06-15 2.5 N/A 541600.00 408247.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3134GYGK2 2025-02-10 5.05 N/A 7000.00 7155.85 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DY21 2033-08-20 5.5 N/A 108100.00 1654.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617BLLY3 2047-11-20 4.5 N/A 9883720.00 1285165.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179N2K3 2044-02-20 4 N/A 3130900.00 205830.70 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFQ9 2024-10-31 4.375 N/A 200.00 201.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 N/A 100.00 72.41 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DWG2 2033-02-20 6 N/A 124000.00 956.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GSRX2 2047-10-01 3.5 N/A 2000.00 328.46 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 100.00 79.85 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CHJF3 2053-11-01 5 N/A 1031640.00 1014949.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X9L86 2050-08-01 4 N/A 18000.00 4895.19 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797KV8 2024-10-24 0 N/A 100.00 98.78 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FM60 2040-12-20 3.5 N/A 801000.00 56124.58 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 100.00 88.65 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410LCA8 2025-11-01 4.5 N/A 1525000.00 8211.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FTKM7 2053-10-20 7.5 N/A 1623546.00 1686133.60 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797MC8 2024-11-19 0 N/A 100.00 98.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 N/A 100.00 78.32 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A1ZJ9 2053-10-01 6.5 N/A 3736440.00 3634466.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0YN6 2052-03-01 1.5 N/A 6944230.00 5099215.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VZQ6 2050-12-20 2 N/A 5804060.00 3149371.90 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125 N/A 100.00 85.25 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UPC0 2049-03-20 5 N/A 10000.00 783.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WJV22 2037-08-01 5 N/A 197340.00 128173.55 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31335BYC4 2048-09-01 4.5 N/A 38000.00 10183.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A5VR6 2038-12-01 6 N/A 1668010.00 1645443.39 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 N/A 100.00 83.66 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DX63 2033-06-20 4.5 N/A 50100.00 573.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DQ96 2050-07-01 3 N/A 2000.00 626.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133ALLD8 2051-05-01 3.5 N/A 200000.00 99411.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ADL82 2054-06-01 5 N/A 1894170.00 1876242.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JACX4 2049-02-01 3.5 N/A 2000.00 194.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UPB2 2049-03-20 4.5 N/A 34341500.00 2918872.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418NYK0 2025-02-01 4.5 N/A 1280000.00 1238.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DX55 2033-05-20 4 N/A 140000.00 5736.67 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 N/A 100.00 96.68 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DRG8 2032-01-20 6 N/A 756000.00 2773.98 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128P7B69 2026-01-01 4.5 N/A 1246000.00 1460.85 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 N/A 100.00 79.13 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKYF2 2053-06-01 5 N/A 2668980.00 2542642.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DMQ1 2031-04-20 6 N/A 100000.00 215.31 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MJXW5 2046-02-01 3 N/A 21000.00 3280.91 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 600.00 602.66 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617HGD84 2048-12-20 4 N/A 3028800.00 1255447.18 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MMWC3 2032-04-01 3.5 N/A 8730.00 1159.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FCX3 2034-07-01 4.5 N/A 65090.00 65077.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DTQ5 2050-10-01 2 N/A 1980.00 1095.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HK3E1 2054-07-20 5.5 N/A 1123249.00 1137120.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133ASX99 2051-09-01 2.5 N/A 1000.00 662.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3620ASY37 2038-12-20 5 N/A 2012100.00 49878.11 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 100.00 106.72 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X2L9 2053-05-20 5.5 N/A 2485170.00 2325954.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SUU9 2047-01-20 3 N/A 362910.00 57018.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DHK1 2049-11-01 2.5 N/A 8000000.00 1765124.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36179BNJ9 2043-03-15 4 N/A 432400.00 22615.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UCC4 2048-09-20 4.5 N/A 29194800.00 2552220.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KYW39 2042-07-01 3 N/A 2000.00 1564.20 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128M8RW6 2041-04-01 4 N/A 54000.00 5388.75 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGN5 2025-02-28 4.625 N/A 100.00 101.68 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416WTY8 2040-09-01 4.5 N/A 21000.00 1338.32 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 146300.00 125733.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797LQ8 2024-12-19 0 N/A 100.00 98.06 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130AAUF3 2026-03-13 2.75 N/A 35000.00 34408.81 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A8XC1 2054-02-01 6.402 N/A 4683270.00 4318673.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DY22 2036-05-01 1.5 N/A 3487710.00 2095894.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36211FSY2 2030-12-15 7.5 N/A 134000.00 771.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241LT97 2041-03-15 4.5 N/A 19100.00 814.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ELXW8 2028-11-01 4.5 N/A 160000.00 2361.02 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31335BEE2 2041-05-01 5 N/A 6000.00 1450.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DZF1 2033-09-20 5 N/A 2852900.00 48004.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202ELU1 2037-01-20 5 N/A 2588000.00 25565.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DZX3 2051-06-01 3 N/A 29000.00 16234.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BAS85 2052-05-01 4 N/A 691460.00 458803.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DKU5 2050-01-01 3.5 N/A 5000.00 776.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202C5U3 2028-10-20 7 N/A 749000.00 984.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296LNN6 2039-05-15 4 N/A 111190.00 24560.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SKZ9 2031-09-20 2.5 N/A 16000.00 2200.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617BTGM8 2048-01-15 4 N/A 285000.00 149288.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EHS1 2036-04-20 5.5 N/A 100000.00 1410.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DV32 2033-01-20 6 N/A 25000.00 190.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620A9WW7 2024-12-15 4.5 N/A 75000.00 194.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36178UKM4 2042-11-20 3.5 N/A 1464900.00 73845.54 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 100.00 70.70 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EJWS3 2026-10-01 4.5 N/A 292000.00 378.03 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 2011000.00 1844273.05 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618AWXK5 2053-06-20 7 N/A 2638080.00 2391145.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EMN6 2037-03-20 5.5 N/A 25100.00 295.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202E4L0 2039-04-20 6.5 N/A 50000.00 1218.28 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132GK2F2 2041-12-01 4 N/A 1022000.00 61741.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179T7J8 2048-08-20 3.5 N/A 114417580.00 14988830.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YQK3 2039-02-20 5.5 N/A 7367610.00 7278753.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WBQZ2 2054-05-01 6.5 N/A 7603120.00 7566102.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FPG5 2041-01-20 4.5 N/A 3967600.00 227602.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402DC40 2034-07-01 5 N/A 273000.00 3040.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418BPP5 2045-04-01 3.5 N/A 750000.00 103360.36 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DZ3 2042-11-15 0 N/A 136000.00 59620.22 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J5FG9 2047-02-01 4 N/A 9000.00 1293.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202CMP5 2026-02-20 6 N/A 410000.00 225.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620C0YW2 2040-06-15 4 N/A 102000.00 5070.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPG9 2032-12-01 4.5 N/A 30840.00 20401.04 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDZ1 2025-02-15 1.5 N/A 100.00 98.80 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419A2Z9 2025-12-01 4.5 N/A 1001000.00 5066.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGZP7 2037-05-01 3 N/A 286600.00 211076.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FMVQ1 2053-10-20 7 N/A 1132520.00 1175482.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XGGX0 2037-07-01 6 N/A 17600.00 193.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MJNF8 2037-04-01 3 N/A 3000.00 2414.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DPE6 2050-05-01 3 N/A 35000.00 9662.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36192SX96 2046-04-15 4 N/A 1342470.00 307115.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TSG1 2048-02-20 3.5 N/A 1394000.00 195330.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMJM7 2051-11-01 3 N/A 7380740.00 5694906.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ADFS5 2054-05-01 5 N/A 3735020.00 3671346.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TQQ1 2048-01-20 4 N/A 17000000.00 1960356.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNUC4 2052-04-01 3 N/A 8544970.00 6517356.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617W1VM9 2041-09-20 4.5 N/A 1352500.00 529250.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176BCU9 2041-02-15 3.5 N/A 15000.00 918.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FBH8 2039-09-20 4.5 N/A 245500.00 9801.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TJX4 2047-10-20 3.5 N/A 31205720.00 4237921.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617UQWV5 2050-12-20 4.5 N/A 1357950.00 214542.59 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3 N/A 100.00 78.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125 N/A 6522600.00 9645373.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.5 N/A 100.00 107.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 200.00 151.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 N/A 1000.00 662.04 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A9JB7 2054-03-01 5.5 N/A 1007.00 1013.28 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.75 N/A 100.00 107.05 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GPJS8 2047-05-01 4.5 N/A 1000.00 226.40 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YD6 2026-08-31 1.375 N/A 200.00 189.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797LV7 2024-10-29 0 N/A 100.00 98.71 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DRW3 2032-02-20 6.5 N/A 30000.00 78.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618G6FG5 2053-11-20 7.5 N/A 1453360.00 1340734.75 Agency Mortgage-Backed Securities Y Fitch NR Standard & Poor's A-1 Moody's NR 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 113500000.00 113500000.00 0.0008 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 5.42999880 3133ERHZ7 254900C5LP6DN9OP9V83 US3133ERHZ74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Agency Standard & Poor's AA+ 2024-08-01 2026-06-24 2026-06-24 N N N 0.0552 95326685.91 95326685.91 0.0006 N N N N BNP Paribas SA BNP Paribas SA 5.38999920 N/A R0MUWSFPU8MPRO8K5P83 BRT5BLUX4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA_15-80 N/A 38379NAW2 2043-02-20 0 N/A 67553541.00 171700.72 Agency Collateralized Mortgage Obligation FNMA_19-65 N/A 3136B7AY7 2059-11-25 0.551962 N/A 32166333.00 447745.24 Agency Collateralized Mortgage Obligation FHLMC_5351F N/A 3137HAZQ2 2053-10-25 0 N/A 7783985.00 5604347.30 Agency Collateralized Mortgage Obligation FNMA_22-43F N/A 3136BNTN6 2040-04-25 0.265054 N/A 12686333.00 48359.85 Agency Collateralized Mortgage Obligation FNMA_16-85G N/A 3136AUCT6 2046-11-25 0.63838 N/A 102398.00 1272.91 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4056 N/A 3137AQEB0 2027-05-15 3 N/A 30835000.00 40350.30 Agency Collateralized Mortgage Obligation GNMA_23-76E N/A 38383X5U4 2053-05-20 0 N/A 943836.00 635688.03 Agency Collateralized Mortgage Obligation GNMA_23-38G N/A 38383WHM1 2053-03-20 0.9559 N/A 100000.00 5260.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179USV5 2049-05-20 4.5 N/A 1025.00 112.85 Agency Mortgage-Backed Securities FNMA_23-40E N/A 3136BQGW3 2053-09-25 0 N/A 6082176.00 4434029.51 Agency Collateralized Mortgage Obligation GNMA_23-H11 N/A 38382Y5H2 2073-05-20 0.65037 N/A 207415158.00 11947937.58 Agency Collateralized Mortgage Obligation GNMA_23-134F N/A 38384EKV6 2053-09-20 3.4677 N/A 2484320.00 2128003.48 Agency Collateralized Mortgage Obligation GNMA_24-11B N/A 38384G2V1 2054-01-20 0.8059 N/A 8504553.00 385397.10 Agency Collateralized Mortgage Obligation FHLMC_5098B N/A 3137FYGB6 2051-04-25 2.5 N/A 11328400.00 1040297.72 Agency Collateralized Mortgage Obligation GNMA_15-63C N/A 38379PBY2 2040-01-20 0 N/A 41565066.00 142944.44 Agency Collateralized Mortgage Obligation GNMA_23-H21 N/A 38383KDZ2 2073-09-20 0.81901 N/A 18780072.00 1316492.75 Agency Collateralized Mortgage Obligation GNMA_19-3G N/A 38381BJX3 2049-01-20 5 N/A 7885348.00 220674.91 Agency Collateralized Mortgage Obligation GNMA_14-100A N/A 38379DJC9 2041-04-20 0 N/A 42674465.00 143898.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TJX4 2047-10-20 3.5 N/A 2847980.00 386772.55 Agency Mortgage-Backed Securities GNMA_21-64G N/A 38382QKL3 2051-04-20 3.5 N/A 31116000.00 2342132.86 Agency Collateralized Mortgage Obligation GNMA_15-121 N/A 38379MQT4 2045-08-20 5.5 N/A 45617045.00 1045176.25 Agency Collateralized Mortgage Obligation FNMA_23-35C N/A 3136BQEY1 2053-07-25 0 N/A 18952660.00 895090.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QPH8 2044-09-20 4 N/A 1024.00 77.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138E9JM3 2027-02-01 3.5 N/A 1007.00 19.74 Agency Mortgage-Backed Securities FNMA_23-43C N/A 3136BQJT7 2053-04-25 5.5 N/A 19060575.00 3889561.67 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTLL1 2053-11-01 7 N/A 140598.00 137771.10 Agency Mortgage-Backed Securities GNMA_24-4C N/A 38384HW38 2054-01-20 1.6059 N/A 2089128.00 135805.54 Agency Collateralized Mortgage Obligation GNMA_23-123B N/A 38384CRD3 2053-08-20 0 N/A 100002.00 64688.77 Agency Collateralized Mortgage Obligation GNMA_21-146F N/A 38382WZL4 2051-08-20 2.5 N/A 9058640.00 875909.40 Agency Collateralized Mortgage Obligation GNMA_21-97D N/A 38382VEJ4 2051-06-20 3.5 N/A 85798623.00 5464217.91 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E4P2 2054-03-01 6.5 N/A 1000.00 982.65 Agency Mortgage-Backed Securities GNMA_24-66D N/A 38383KUL4 2052-01-20 3.5 N/A 29787122.00 6686059.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJ98 2053-06-15 7 N/A 5159.00 5339.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36178NF95 2042-09-15 3 N/A 1777.00 156.21 Agency Mortgage-Backed Securities GNMA_16-29H N/A 38379T4H9 2038-11-20 0 N/A 22783027.00 154651.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 N/A 38381YWG5 2049-09-20 0.59039 N/A 29250000.00 1394347.72 Agency Collateralized Mortgage Obligation GNMA_23-181A N/A 38384FBM3 2053-11-20 0.8759 N/A 55000000.00 4473052.69 Agency Collateralized Mortgage Obligation GNMA_22-170D N/A 38381T3E3 2052-09-20 5.5 N/A 9964214.00 8139983.47 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 3128M7QT6 2038-12-01 5.5 N/A 2999.00 84.33 Agency Mortgage-Backed Securities FNMA_22-69B N/A 3136BPFC0 2052-10-25 4.5 N/A 1493.00 1462.98 Agency Collateralized Mortgage Obligation GNMA_23-98D N/A 38384BYY1 2053-07-20 2.40715 N/A 811047.00 657954.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QBH3 2044-04-20 4.5 N/A 1259.00 102.18 Agency Mortgage-Backed Securities GNMA_22-45A N/A 38383MC97 2050-06-20 4.5 N/A 1001.00 504.75 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DRP9 2040-08-01 2 N/A 204763.00 97340.15 Agency Mortgage-Backed Securities FNMA_21-85B N/A 3136BKHY1 2051-12-25 1.5 N/A 5567.00 1905.30 Agency Collateralized Mortgage Obligation GNMA_18-92A N/A 38380XSU2 2046-08-20 0 N/A 68850447.00 402654.88 Agency Collateralized Mortgage Obligation GNMA_24-25C N/A 38384JM27 2054-02-20 0.4559 N/A 100000000.00 3332142.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179S2R7 2047-04-20 4.5 N/A 4247.00 385.96 Agency Mortgage-Backed Securities FNMA_23-49E N/A 3136BQKN8 2061-09-25 5.5 N/A 71176176.00 13393572.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ELY4 2052-12-01 5.5 N/A 1000.00 882.82 Agency Mortgage-Backed Securities FNMA_17-30H N/A 3136AWRD1 2047-05-25 0.673282 N/A 119344842.00 838300.10 Agency Collateralized Mortgage Obligation GNMA_21-83B N/A 38382QQL7 2051-05-20 1 N/A 4900000.00 1979814.85 Agency Collateralized Mortgage Obligation GNMA_18-48D N/A 38380WPK9 2048-04-20 0 N/A 185306711.00 1578495.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VDS6 2050-01-20 5 N/A 256070.00 43408.70 Agency Mortgage-Backed Securities FHSTR_375 N/A 3133Q5AA4 2051-01-25 2.5 N/A 48280227.00 4340437.99 Agency Collateralized Mortgage Obligation GNMA_16-107F N/A 38379YH27 2045-06-20 4 N/A 22421223.00 243247.94 Agency Collateralized Mortgage Obligation FNSTR_426 N/A 31422MZM1 2052-01-25 2 N/A 7999227.00 969534.10 Agency Collateralized Mortgage Obligation GNMA_20-196B N/A 38382L4G3 2050-12-20 2.5 N/A 12000000.00 1064783.82 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HTX46 2034-06-01 3.4 N/A 90941.00 82512.08 Agency Mortgage-Backed Securities GNMA_24-7B N/A 38384GL99 2054-01-20 0.7659 N/A 46224065.00 1991869.05 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HWQB1 2029-11-01 2.475 N/A 90521.00 81714.19 Agency Mortgage-Backed Securities GNMA_22-133D N/A 38383TYR8 2052-07-20 2.08633 N/A 11538462.00 10165795.75 Agency Collateralized Mortgage Obligation GNMA_17-91A N/A 38376M4J3 2038-11-20 0 N/A 36294701.00 171140.39 Agency Collateralized Mortgage Obligation FNMA_24-29A N/A 3136BRB30 2054-05-25 0.65286 N/A 48991808.00 2293532.64 Agency Collateralized Mortgage Obligation FNMA_21-82C N/A 3136BKEP3 2051-12-25 0.749937 N/A 21791680.00 665078.68 Agency Collateralized Mortgage Obligation FNMA_21-82F N/A 3136BKFD9 2051-11-25 3.5 N/A 2815809.00 681057.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LJXW1 2033-03-01 4.47 N/A 1010.00 1007.97 Agency Mortgage-Backed Securities GNMA_24-48E N/A 38384KHH7 2051-07-20 3 N/A 24369421.00 3912932.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EGA2 2037-08-01 2.5 N/A 1008.00 755.39 Agency Mortgage-Backed Securities GNMA_24-48B N/A 38384KHD6 2064-03-20 0 N/A 100000000.00 2242595.35 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 0.64039 N/A 31245111.00 1384710.15 Agency Collateralized Mortgage Obligation FHLMC_5362G N/A 3137HB6F6 2053-12-25 0.20286 N/A 21849200.00 740378.64 Agency Collateralized Mortgage Obligation GNMA_23-48H N/A 38383WUB0 2053-03-20 6.3441 N/A 8329518.00 5913962.79 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HWKW1 2039-11-01 2.8 N/A 640580.00 514094.49 Agency Mortgage-Backed Securities FREDDIE FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5057 N/A 3137F7LN3 2050-11-25 3 N/A 100000.00 11809.97 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WCQ50 2033-08-01 5.5 N/A 1198.00 13.15 Agency Mortgage-Backed Securities GNMA_17-59D N/A 38376MR33 2042-06-20 0 N/A 23468606.00 118135.68 Agency Collateralized Mortgage Obligation FHMS_18-K157 N/A 3137FHQ63 2033-05-25 3.99 N/A 1763.00 1718.90 Agency Collateralized Mortgage Obligation FNMA_18-76A N/A 3136B3EZ9 2045-06-25 0.63838 N/A 23002308.00 739423.89 Agency Collateralized Mortgage Obligation GNMA_24-66A N/A 38383KUF7 2054-04-20 0.6259 N/A 30000000.00 1472952.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378ARN3 2040-08-20 5 N/A 63035038.00 13177.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WFJ2 2051-05-20 3.5 N/A 332795.00 175845.35 Agency Mortgage-Backed Securities GNMA_19-97B N/A 38381YHN7 2049-08-20 0.64039 N/A 102637180.00 4015884.22 Agency Collateralized Mortgage Obligation FNMA_12-93E N/A 3136A8FN5 2042-09-25 0.58838 N/A 32564675.00 351055.80 Agency Collateralized Mortgage Obligation GNMA_22-114B N/A 38383TGW7 2052-06-20 2.453 N/A 12885811.00 11915653.28 Agency Collateralized Mortgage Obligation GNMA_19-129F N/A 38381Y7U2 2046-02-20 0 N/A 73811077.00 497707.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QR29 2044-10-20 4.5 N/A 1025.00 75.82 Agency Mortgage-Backed Securities GNMA_19-69G N/A 38381WQR2 2044-07-20 0 N/A 39767332.00 422173.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TSH9 2048-02-20 4 N/A 2027460.00 231100.70 Agency Mortgage-Backed Securities GNMA_14-69 N/A 38379BG44 2036-06-20 0 N/A 52040339.00 220213.00 Agency Collateralized Mortgage Obligation GNMA_18-18A N/A 38380KL78 2043-11-20 0 N/A 84926629.00 495162.02 Agency Collateralized Mortgage Obligation GNMA_22-213F N/A 38383LYW4 2052-12-20 6 N/A 4843023.00 3963754.31 Agency Collateralized Mortgage Obligation GNMA_16-121J N/A 38380AC88 2040-12-20 0 N/A 94316353.00 431649.06 Agency Collateralized Mortgage Obligation FNMA_11-146 N/A 3136A3KT7 2042-01-25 0 N/A 12000000.00 1072592.77 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DCY6 2049-06-01 3.5 N/A 1156.00 111.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LGWG3 2052-07-01 4.57 N/A 5804.00 5392.92 Agency Mortgage-Backed Securities GNMA_24-27B N/A 38384JES9 2054-02-20 5.5 N/A 47232942.00 9140238.54 Agency Collateralized Mortgage Obligation GNMA_23-123D N/A 38384CRT8 2053-08-20 0.03 N/A 20000000.00 11685.88 Agency Collateralized Mortgage Obligation FHLMC_5266B N/A 3137H9AK5 2052-09-25 4.5 N/A 792219.00 771857.23 Agency Collateralized Mortgage Obligation GNMA_19-96D N/A 38381XJ23 2049-08-20 4 N/A 4178375.00 193095.83 Agency Collateralized Mortgage Obligation GNMA_24-48D N/A 38384KHG9 2051-10-20 2.5 N/A 35220126.00 4802508.05 Agency Collateralized Mortgage Obligation GNMA_15-117D N/A 38379MN67 2039-11-16 3.5 N/A 53546982.00 94830.56 Agency Collateralized Mortgage Obligation FHLMC_5255A N/A 3137H8VL2 2052-09-25 5.5 N/A 2015.00 1006.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RLP2 2045-08-20 3.5 N/A 1000.00 104.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2SJ2 2029-08-15 7 N/A 2625001.00 271242.78 Agency Mortgage-Backed Securities GNMA_15-95B N/A 38379NPC0 2045-07-16 4.5 N/A 21045010.00 552205.61 Agency Collateralized Mortgage Obligation GNMA_24-H03A N/A 38383KQR6 2074-02-20 0.7264 N/A 4571878.00 329849.52 Agency Collateralized Mortgage Obligation FHLMC_5403A N/A 3137HCA44 2054-04-25 0.60286 N/A 40620668.00 2151731.08 Agency Collateralized Mortgage Obligation FNMA_20-27G N/A 3136B87M5 2050-05-25 0.58838 N/A 22318291.00 1513875.83 Agency Collateralized Mortgage Obligation FNMA_23-39H N/A 3136BQFV6 2052-07-25 2 N/A 61246866.00 7251842.27 Agency Collateralized Mortgage Obligation GNMA_21-135D N/A 38382XAJ4 2051-08-20 0.84039 N/A 66565610.00 6682924.05 Agency Collateralized Mortgage Obligation GNMA_23-1D N/A 38383VCJ5 2053-01-20 6.2941 N/A 39996999.00 37012579.11 Agency Collateralized Mortgage Obligation FNMA_24-29A N/A 3136BRA98 2054-05-25 0 N/A 3801477.00 3099283.82 Agency Collateralized Mortgage Obligation GNMA_20-16C N/A 38382CQ87 2049-11-20 4.5 N/A 24545218.00 1051835.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHH90 2053-07-15 6.5 N/A 1610738.00 1631805.15 Agency Mortgage-Backed Securities FANNIEMAE-ACES FNA_18-M13 N/A 3136B3DE7 2030-09-25 3.739 N/A 2710310.00 2012885.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LGJW3 2037-05-01 3.87 N/A 1184.00 1096.97 Agency Mortgage-Backed Securities GNMA_17-66A N/A 38376UFR5 2041-04-20 0 N/A 63354203.00 237052.58 Agency Collateralized Mortgage Obligation GNMA_22-175D N/A 38383U7L8 2052-10-20 3.1383 N/A 12623840.00 10558179.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LDYP8 2041-10-01 2.265 N/A 1000.00 708.80 Agency Mortgage-Backed Securities FNMA_19-82A N/A 3136B7V24 2050-01-25 3 N/A 1559.00 702.71 Agency Collateralized Mortgage Obligation GNMA_23-187F N/A 38384GNF3 2053-12-20 6.5 N/A 79755.00 76422.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QBG5 2044-04-20 4 N/A 1024.00 70.83 Agency Mortgage-Backed Securities GNMA_24-21A N/A 38384JBJ2 2054-02-20 6.5 N/A 6037.00 5922.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LNEG2 2033-06-01 3.8 N/A 182664.00 171385.35 Agency Mortgage-Backed Securities FHLMC_5413J N/A 3137HCVH2 2054-05-25 1.75286 N/A 38869164.00 3265378.02 Agency Collateralized Mortgage Obligation FHLMC_3147A N/A 31396NLR5 2036-04-15 6.10189 N/A 101400.00 5028.16 Agency Collateralized Mortgage Obligation GNMA_24-48A N/A 38384KHA2 2064-03-20 0.4259 N/A 57504386.00 1202877.12 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LDHD4 2033-09-01 1.82 N/A 744165.00 597826.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140E4KX4 2045-11-01 3.5 N/A 14366.00 1016.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142BAUF7 2053-04-01 4.259 N/A 1013.00 938.35 Agency Mortgage-Backed Securities FNMA_19-35J N/A 3136B5HS7 2059-07-25 0.603243 N/A 57174809.00 521126.88 Agency Collateralized Mortgage Obligation FHLMC_5196A N/A 3137H5WH6 2051-07-25 2.5 N/A 11000000.00 1099038.15 Agency Collateralized Mortgage Obligation GNMA_23-60D N/A 38383XPD0 2053-04-20 0.2559 N/A 36928915.00 1202085.63 Agency Collateralized Mortgage Obligation GNMA_18-H09A N/A 38380LER0 2068-06-20 1.17587 N/A 132698597.00 2951559.69 Agency Collateralized Mortgage Obligation GNMA_14-99 N/A 38379DDR2 2036-11-20 0 N/A 72459294.00 393636.09 Agency Collateralized Mortgage Obligation GNMA_22-197M N/A 38383LFZ8 2052-11-20 3.3108 N/A 2085228.00 2594010.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XNG7 2052-12-20 5.5 N/A 640193.00 562008.20 Agency Mortgage-Backed Securities FNMA_20-M12 N/A 3136B87D5 2029-07-25 1.285 N/A 1461000.00 53397.56 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FBS5 2039-07-01 5 N/A 1002.00 1005.49 Agency Mortgage-Backed Securities GNMA_22-218A N/A 38383L6P0 2052-12-20 1.5059 N/A 31487488.00 2484572.54 Agency Collateralized Mortgage Obligation GNMA_24-27B N/A 38384JFC3 2054-02-20 0.6459 N/A 14328810.00 1076405.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LFGN8 2037-03-01 2.61 N/A 5342.00 4283.27 Agency Mortgage-Backed Securities GNMA_23-187C N/A 38384GMT4 2053-12-20 6.6441 N/A 9327040.00 8981969.07 Agency Collateralized Mortgage Obligation GNMA_22-45A N/A 38383MC89 2050-06-20 0.4559 N/A 74330812.00 3914237.39 Agency Collateralized Mortgage Obligation GNMA_14-132 N/A 38379EX49 2044-06-20 5 N/A 16881450.00 183104.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Q6R7 2045-03-20 4.5 N/A 1190.00 86.28 Agency Mortgage-Backed Securities GNMA_17-132C N/A 38380GZA5 2040-02-20 0 N/A 60685062.00 498192.17 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Z4 2053-10-20 0.01 N/A 11394395.00 1538.94 Agency Collateralized Mortgage Obligation GNMA_14-90M N/A 38379CWZ5 2038-10-20 0 N/A 61239231.00 244552.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LDUJ6 2038-10-01 2.15 N/A 108226.00 78115.86 Agency Mortgage-Backed Securities GNMA_16-29G N/A 38379T4F3 2042-05-20 0 N/A 40317194.00 135508.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LDYN3 2036-10-01 2.09 N/A 1491.00 1162.84 Agency Mortgage-Backed Securities GNMA_20-74C N/A 38382E5R4 2035-05-20 3 N/A 27346166.00 342841.07 Agency Collateralized Mortgage Obligation GNMA_23-84S N/A 38384AL50 2053-06-20 0 N/A 3846154.00 2347291.23 Agency Collateralized Mortgage Obligation GNMA_16-163 N/A 38380TBH8 2046-11-20 3 N/A 3930780.00 4110064.02 Agency Collateralized Mortgage Obligation GNMA_23-H24 N/A 38383KGN6 2073-10-20 0.78813 N/A 100000051.00 6894881.01 Agency Collateralized Mortgage Obligation GNMA_23-17A N/A 38383VA32 2053-02-20 0.2559 N/A 17781833.00 748363.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BHPP5 2053-04-20 6.5 N/A 15134.00 15235.54 Agency Mortgage-Backed Securities 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254900HROIFWPRGM1V77 912834NF1 2044-02-15 0 N/A 26965523.00 10716098.84 U.S. Treasuries (including strips) TN VLY AUTHORITY 549300HE1ISW43LNKM54 88059E6A7 2040-03-15 0 N/A 85000.00 37810.55 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABGJ5 2051-10-20 2.5 N/A 1024.00 679.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TNU5 2047-12-20 5 N/A 299000.00 38605.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HKLT8 2054-07-20 6.5 N/A 1000.00 1019.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FKG0 2040-09-20 4 N/A 1001.00 25.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620A2AP1 2039-07-15 5 N/A 1000.00 26.19 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 819400.00 417538.38 U.S. Treasuries (including strips) GNMA GNII SP 785472 C N/A 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549300HE1ISW43LNKM54 88059E6R0 2047-09-15 0 N/A 85000.00 25852.75 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0 N/A 9367399.00 3678905.45 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AAWA8 2050-12-20 3.5 N/A 25692.00 11987.86 Agency Mortgage-Backed Securities TN VLY AUTHORITY 549300HE1ISW43LNKM54 88059E7C2 2053-03-15 0 N/A 85000.00 18966.05 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FWYX1 2054-03-20 5.5 N/A 1013.00 1010.76 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 N/A 8229000.00 3157631.88 U.S. Treasuries (including strips) TN VLY AUTHORITY 549300HE1ISW43LNKM54 88059E5Z3 2039-09-15 0 N/A 85000.00 39149.05 Agency Debentures and Agency Strips TN VLY AUTHORITY 549300HE1ISW43LNKM54 88059E6D1 2041-09-15 0 N/A 80000.00 32944.80 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 4023140.00 1636118.51 U.S. Treasuries (including strips) TN VLY AUTHORITY 549300HE1ISW43LNKM54 88059E7E8 2054-03-15 0 N/A 83000.00 17660.74 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACPC8 2053-06-20 5.5 N/A 1000.00 966.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HFE67 2054-06-20 6.5 N/A 1002.00 1043.61 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 35130173.00 17724893.66 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HBHN6 2054-04-20 5 N/A 1017.00 992.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3135G0ZR7 2024-09-06 2.625 N/A 36000.00 36270.10 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DX8 2042-05-15 0 N/A 1089500.00 491086.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DJ9 2039-11-15 0 N/A 410900.00 214245.31 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36241LL79 2040-07-20 5 N/A 1020211.00 38515.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABD74 2051-07-20 3 N/A 1024.00 588.76 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834A65 2051-11-15 0 N/A 31479935.00 9192046.58 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AATR5 2050-10-20 3 N/A 10033.00 5581.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HG6N7 2054-05-20 6 N/A 1000.00 1020.22 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834VE5 2049-11-15 0 N/A 451970.00 140267.53 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HBVM2 2054-05-20 6.5 N/A 1000.00 1028.44 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 29845700.00 29947951.37 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130AFEC7 2028-12-08 3.5 N/A 20000.00 19588.84 Agency Debentures and Agency Strips GNMA GNII SP 785535 C N/A BRWP6X6C9 2051-06-20 0 N/A 1024.00 653.10 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0 N/A 29460714.00 9784816.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FJ7 2049-05-15 0 N/A 16786400.00 5509363.63 U.S. Treasuries (including strips) GNMA GNII SP 785541 C N/A BRWPX0GF3 2024-08-01 0 N/A 2003.00 1234.08 Agency Debentures and Agency Strips TN VLY AUTHORITY 549300HE1ISW43LNKM54 88059E7T5 2060-09-15 0 N/A 83000.00 12938.04 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0 N/A 1327903.93 398507.95 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617MFSQ4 2050-02-15 3.5 N/A 1008.00 161.55 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0 N/A 58700.00 25080.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 N/A 6348537.13 2552264.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 N/A 5961300.00 2524527.09 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H7JC7 2054-04-20 7.5 N/A 1138047.00 1190537.62 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133ENPG9 2025-02-14 1.75 N/A 1000.00 989.40 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FLN4 2040-10-20 4 N/A 497000.00 27563.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XX68 2053-04-20 5.5 N/A 1000.00 915.23 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834VV7 2050-05-15 0 N/A 561467.00 171765.67 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AAWK6 2045-12-20 3.5 N/A 1058.00 402.68 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0 N/A 11749933.00 3743669.65 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XNF9 2052-12-20 5 N/A 12368384.00 10995736.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GUZN5 2054-06-20 6 N/A 1000.00 1016.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABN24 2051-10-20 3 N/A 1024.00 798.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BPZH4 2053-06-20 6 N/A 1000.00 1052.58 Agency Mortgage-Backed Securities TN VLY AUTHORITY 549300HE1ISW43LNKM54 88059E5Q3 2035-03-15 0 N/A 83000.00 49375.04 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GTBU8 2054-02-20 5 N/A 1000.00 982.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620AMDZ2 2040-06-15 4.5 N/A 2001.00 134.81 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834NV6 2044-08-15 0 N/A 4284218.93 1660653.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GJ6 2042-05-15 0 N/A 346000.00 155445.34 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HHTL4 2054-05-20 7 N/A 2036.00 2086.66 Agency Mortgage-Backed Securities TN VLY AUTHORITY 549300HE1ISW43LNKM54 88059E5T7 2036-09-15 0 N/A 85000.00 47448.70 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0 N/A 961800.00 415946.76 U.S. Treasuries (including strips) TN VLY AUTHORITY 549300HE1ISW43LNKM54 88059E7F5 2054-09-15 0 N/A 85000.00 17667.25 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABLX8 2052-01-20 2.5 N/A 1000.00 685.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABDW9 2051-09-20 3 N/A 1074.00 785.85 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FV0 2051-02-15 0 N/A 15826200.00 4889773.54 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HTTC8 2054-07-20 6.5 N/A 2000.00 2080.36 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FU2 2040-11-15 0 N/A 4352000.00 2118971.39 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FXAS6 2054-04-20 5.5 N/A 1000.00 999.57 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 23689797.00 13675006.39 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AAWD2 2050-12-20 3.5 N/A 1025.00 435.11 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 62655594.74 34356568.82 U.S. Treasuries (including strips) TN VLY AUTHORITY 549300HE1ISW43LNKM54 88059E5Y6 2039-03-15 0 N/A 85000.00 40787.25 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AA4F8 2047-07-20 3 N/A 1024.00 430.11 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 19484200.00 7167457.81 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VQT0 2050-07-20 3 N/A 16549.00 5029.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AA5V2 2051-05-20 2.5 N/A 1024.00 638.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3135G0W66 2024-10-15 1.625 N/A 2000.00 1993.60 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AAX66 2051-02-20 3 N/A 1056.00 582.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABE32 2051-09-20 2.5 N/A 1037.00 669.41 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0 N/A 32436400.00 18020366.38 U.S. Treasuries (including strips) TN VLY AUTHORITY 549300HE1ISW43LNKM54 88059GBC2 2062-09-15 0 N/A 85000.00 11983.30 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0 N/A 3939900.00 2482341.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FY4 2051-05-15 0 N/A 88400.00 27061.63 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H3RJ2 2054-03-20 5.5 N/A 1000.00 1000.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36177PAW5 2042-07-15 3.5 N/A 1002.00 134.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AAX58 2051-02-20 3 N/A 1024.00 628.05 Agency Mortgage-Backed Securities TN VLY AUTHORITY 549300HE1ISW43LNKM54 88059E7N8 2058-03-15 0 N/A 2000.00 354.76 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36297GSD3 2041-12-15 3.5 N/A 100000.00 35477.55 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GK3 2052-08-15 0 N/A 14435500.00 4253535.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834F94 2053-02-15 0 N/A 3029000.00 865276.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 0 N/A 3040233.00 1106319.51 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36195LPZ9 2046-11-20 3 N/A 1000.00 274.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FM78 2040-12-20 4 N/A 819000.00 47799.68 Agency Mortgage-Backed Securities TN VLY AUTHORITY 549300HE1ISW43LNKM54 88059E5W0 2038-03-15 0 N/A 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2.75 N/A 50000.00 47854.29 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834FB9 2040-02-15 0 N/A 11856098.67 5837836.28 U.S. Treasuries (including strips) TN VLY AUTHORITY 549300HE1ISW43LNKM54 88059E6N9 2046-03-15 0 N/A 85000.00 27882.55 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617F7NL6 2064-12-15 4.39 N/A 1002.00 1023.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Q6P1 2045-03-20 3.5 N/A 1002.00 84.32 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DU4 2041-11-15 0 N/A 14052400.00 6530937.21 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WQB7 2051-10-20 3 N/A 17000.00 11315.35 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0 N/A 7496000.00 2521579.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834QP6 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912803FG3 2049-02-15 0 N/A 2052700.00 678801.20 U.S. Treasuries (including strips) TN VLY AUTHORITY 549300HE1ISW43LNKM54 88059E6F6 2042-09-15 0 N/A 83000.00 32482.05 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833X88 2035-05-15 0 N/A 35175167.00 22136471.27 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31359MGK3 2030-11-15 6.625 N/A 8000.00 9170.45 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DY6 2042-08-15 0 N/A 64591900.00 28723049.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0 N/A 3046818.24 1381022.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GH0 2052-05-15 0 N/A 134264200.00 39850017.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FZ1 2041-05-15 0 N/A 842400.00 398970.75 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch F1 Moody's P-1 2024-08-06 2024-08-06 2024-08-06 N N N 0.0535 1000000000.00 1000000000.00 0.0066 N N Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.36000000 N/A X574KRZ6V5A7UBU45C31 BYD6GQ920 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 912833PB0 2026-11-15 0 N/A 62000000.00 56449938.77 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2024-08-01 2024-08-01 2024-08-01 N N N 0.0536 55335000.00 55335000.00 0.0004 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 0.0515 3274277806.14 3274277806.14 0.0216 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.33000160 3130B22D6 2549001DPIFGXC1TOL40 US3130B22D62 U.S. 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NR 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 1150000000.00 1150000000.00 0.0076 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.52999960 3130AYES1 2549001DPIFGXC1TOL40 US3130AYES17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Agency Fitch AA+ 2024-08-01 2026-01-08 2026-01-08 N N N 0.0561 500336190.00 500336190.00 0.0033 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp. 5.35000000 N/A RUC0QBLBRPRCU4W1NE59 BYD6GTV29 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNPL PN CM3806 N/A 3617YPGP4 2059-07-15 5.6 N/A 530310.00 554166.88 Agency Mortgage-Backed Securities GNCL CL CP1217 N/A 3617FQK60 2065-04-15 6.33 N/A 328859.00 351452.93 Agency Mortgage-Backed Securities GNPL PN DC4399 N/A 3618HJ3G9 2059-06-15 5.72 N/A 569872.00 597879.87 Agency Mortgage-Backed Securities GNPL PN CZ7785 N/A 3618GKUJ1 2059-06-15 6.2 N/A 3810666.00 4056401.48 Agency Mortgage-Backed Securities 2 1/8 TRIB 54 N/A 912810TY4 2054-02-15 2.125 N/A 24240600.00 25040167.34 U.S. Treasuries (including strips) Y Fitch NR Standard & Poor's A-1 Moody's NR 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 30000000.00 30000000.00 0.0002 N Y Y N BNP Paribas SA BNP Paribas SA 5.51999880 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 Y GNMA_21-215B N/A 38383D2X5 2051-12-20 3 N/A 39646357.00 3603674.76 Agency Collateralized Mortgage Obligation FHLMC_5130A N/A 3137H1NH5 2051-08-25 0 N/A 35000000.00 219322.26 Agency Collateralized Mortgage Obligation GNMA_24-58F N/A 38384NEZ4 2054-04-20 0.0059 N/A 110000000.00 6087936.02 Agency Collateralized Mortgage Obligation FNMA_06-44H N/A 31395NBF3 2036-06-25 1.13838 N/A 42412200.00 48237.06 Agency Collateralized Mortgage Obligation FHLMC_5351F N/A 3137HB2B9 2053-10-25 0.58286 N/A 108971934.00 4267886.41 Agency Collateralized Mortgage Obligation GNMA_15-57 N/A 38379LKS4 2045-04-20 0.14039 N/A 136500000.00 1256797.05 Agency Collateralized Mortgage Obligation FNMA_14-24 N/A 3136AJZ25 2044-05-25 0.58838 N/A 33000000.00 158458.88 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3238 N/A 31397C7G8 2036-11-15 1.03811 N/A 30000000.00 91045.22 Agency Collateralized Mortgage Obligation GNMA_23-17D N/A 38383VB49 2053-02-20 5.5 N/A 3990392.00 3336471.63 Agency Collateralized Mortgage Obligation GNMA_24-64A N/A 38384MKG1 2054-04-20 5 N/A 19740731.00 18831859.87 Agency Collateralized Mortgage Obligation FHLMC_5426B N/A 3137HCYA4 2054-06-25 0.45286 N/A 18461972.00 543338.85 Agency Collateralized Mortgage Obligation GNMA_19-85A N/A 38381XPG5 2049-07-20 0.64039 N/A 28514769.00 1078166.73 Agency Collateralized Mortgage Obligation FHLMC_4551A N/A 3137BMXG6 2046-02-15 3.5 N/A 2397.00 1958.76 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3549 N/A 31398EPV0 2039-07-15 0.34811 N/A 56066666.00 8201.24 Agency Collateralized Mortgage Obligation FNMA_23-40E N/A 3136BQGW3 2053-09-25 0 N/A 18022888.00 13139050.44 Agency Collateralized Mortgage Obligation FHLMC_5266B N/A 3137H9AK5 2052-09-25 4.5 N/A 1072.00 1044.45 Agency Collateralized Mortgage Obligation FHLMC_5426A N/A 3137HCY97 2054-06-25 0.40286 N/A 73328863.00 3253535.67 Agency Collateralized Mortgage Obligation GNMA_02-32 N/A 38373WU97 2032-05-20 6 N/A 8959142.00 327201.26 Agency Collateralized Mortgage Obligation GNMA_22-208C N/A 38383LZ86 2052-12-20 0.9259 N/A 32384320.00 2056677.70 Agency Collateralized Mortgage Obligation FNSTR_429 N/A 31423YVP1 2053-02-25 6 N/A 8851414.00 1831499.97 Agency Collateralized Mortgage Obligation FHLMC_45-50 N/A 3137BN3A0 2046-02-15 0.59811 N/A 13250000.00 342312.77 Agency Collateralized Mortgage Obligation FHLMC_5426F N/A 3137HCYD8 2054-06-25 5 N/A 2818281.00 2687790.50 Agency Collateralized Mortgage Obligation GNMA_20-61X N/A 38382EQ91 2048-05-20 3.1511 N/A 22279518.00 1133301.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-47 N/A 38374NLX3 2036-08-16 1.35772 N/A 207160131.00 391830.09 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2924 N/A 31395LAV3 2035-01-15 1.24811 N/A 128670867.00 71772.59 Agency Collateralized Mortgage Obligation GNMA_23-123D N/A 38384CRQ4 2053-08-20 0 N/A 1804202.00 1262341.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132XFLZ9 2032-11-01 1.22 N/A 25814.00 19714.84 Agency Mortgage-Backed Securities GNMA_20-76A N/A 38382EWB9 2050-05-20 0.64039 N/A 15622546.00 692354.65 Agency Collateralized Mortgage Obligation FNMA_17-23A N/A 3136AV5K1 2047-04-25 0.63838 N/A 38000000.00 481645.82 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3287 N/A 31397G7A2 2037-03-15 1.24811 N/A 27000000.00 69835.38 Agency Collateralized Mortgage Obligation GNMA_24-1F N/A 38384H8S0 2054-01-20 1.1559 N/A 6251760.00 452574.56 Agency Collateralized Mortgage Obligation FNMA_23-43C N/A 3136BQJT7 2053-04-25 5.5 N/A 38732078.00 7903791.24 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2586 N/A 31393MWB3 2033-03-15 6.5 N/A 429254.00 120.97 Agency Collateralized Mortgage Obligation GNMA_22-128L N/A 38383UAR1 2052-07-20 2.11967 N/A 12578868.00 11162877.95 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 3128KRV68 2036-10-01 5.5 N/A 1920.00 76.49 Agency Mortgage-Backed Securities GNMA_24-64E N/A 38384MLJ4 2054-04-20 4.5 N/A 3564720.00 3145530.59 Agency Collateralized Mortgage Obligation GNMA_14-118F N/A 38379EHH8 2044-08-16 0.15772 N/A 35501323.00 734949.39 Agency Collateralized Mortgage Obligation FNMA_13-110 N/A 3136AGV82 2039-12-25 0 N/A 5039779.00 187669.96 Agency Collateralized Mortgage Obligation GNMA_22-197F N/A 38383LEU0 2048-03-20 0.69039 N/A 4587781.00 461342.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E2D1 2054-02-01 5.5 N/A 6749.00 6537.72 Agency Mortgage-Backed Securities GNMA_12-106C N/A 38378HKR6 2042-09-20 5.12583 N/A 1000.00 28.73 Agency Collateralized Mortgage Obligation GNMA_23-135G N/A 38384EHS7 2053-09-20 0 N/A 4642858.00 3130601.68 Agency Collateralized Mortgage Obligation FHLMC_4990B N/A 3137FURR7 2050-07-25 0.63838 N/A 16295769.00 995131.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15 N/A 38381RLG2 2049-02-20 0.59039 N/A 70798857.00 1186409.50 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3110 N/A 31396HMW6 2036-02-15 5.5 N/A 48708.00 10310.04 Agency Collateralized Mortgage Obligation GNMA_09-106 N/A 38376JCQ5 2036-04-20 0.64039 N/A 161210059.00 264897.64 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 3128LXJE1 2036-01-01 7 N/A 2539.00 35.45 Agency Mortgage-Backed Securities GNMA_23-122D N/A 38384CR92 2053-08-20 5.5 N/A 5551000.00 5874364.60 Agency Collateralized Mortgage Obligation GNMA_23-H19 N/A 38383KCR1 2073-08-20 0.90152 N/A 153062227.00 11265728.12 Agency Collateralized Mortgage Obligation FNMA_21-82F N/A 3136BKFD9 2051-11-25 3.5 N/A 7834592.00 1894945.69 Agency Collateralized Mortgage Obligation FHLMC_37-61 N/A 3137A2LT6 2040-11-15 0 N/A 25000000.00 60546.75 Agency Collateralized Mortgage Obligation FNMA_20-75 N/A 3136BCJC5 2050-11-25 2.5 N/A 2079055.00 226336.44 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3575 N/A 31398JUG6 2039-04-15 1.14811 N/A 20000000.00 22343.07 Agency Collateralized Mortgage Obligation FHLMC_5265A N/A 3137H94G1 2052-10-25 5.5 N/A 827508.00 614250.95 Agency Collateralized Mortgage Obligation FHSTR_375 N/A 3133Q5AA4 2051-01-25 2.5 N/A 49999487.00 4495001.09 Agency Collateralized Mortgage Obligation GNMA_21-137P N/A 38382WXU6 2051-07-20 0 N/A 89365000.00 489106.42 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Z4 2053-10-20 0.01 N/A 129551.00 17.50 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_30437 N/A 31394FH24 2035-02-25 1.22838 N/A 14545453.00 18012.33 Agency Collateralized Mortgage Obligation FHLMC_4904E N/A 3137FNA91 2049-08-25 0.58838 N/A 25680348.00 522126.64 Agency Collateralized Mortgage Obligation GNMA_24-21B N/A 38384JBL7 2053-10-20 0.6559 N/A 21093585.00 1411209.20 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ELY4 2052-12-01 5.5 N/A 1000.00 882.82 Agency Mortgage-Backed Securities FNMA_23-53F N/A 3136BQTW9 2053-11-25 0 N/A 100001.00 71989.35 Agency Collateralized Mortgage Obligation GNMA_24-62A N/A 38384MDM6 2054-04-20 0.1059 N/A 70000000.00 3064901.53 Agency Collateralized Mortgage Obligation GNMA_10-42 N/A 38377ELA0 2040-04-20 0.24039 N/A 273000000.00 879428.01 Agency Collateralized Mortgage Obligation GNMA_22-61D N/A 38383PQM6 2049-09-20 0.22015 N/A 73163244.00 182300.80 Agency Collateralized Mortgage Obligation FNMA_14-90 N/A 3136AMCR8 2045-01-25 0.68838 N/A 20750000.00 411891.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-17 N/A 38375JSQ9 2037-04-16 1.10772 N/A 40000000.00 123001.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACH86 2048-02-20 3.937 N/A 42868.00 35389.04 Agency Mortgage-Backed Securities GNMA_24-80B N/A 38384NMR3 2054-05-20 0 N/A 100000000.00 3262531.52 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2084 N/A 3133TG4V8 2028-08-15 3.29811 N/A 37354665.00 4637.68 Agency Collateralized Mortgage Obligation GNMA_19-84E N/A 38381XCQ7 2049-07-20 0.64039 N/A 74239973.00 1287927.03 Agency Collateralized Mortgage Obligation FHLMC_4178 N/A 3137B06L3 2043-03-15 3.5 N/A 8468.00 1847.42 Agency Collateralized Mortgage Obligation FNMA_07-30 N/A 31396VJN9 2037-04-25 1.27838 N/A 48672317.00 452830.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-12 N/A 38376TAG7 2040-01-16 0.95772 N/A 24000000.00 41077.77 Agency Collateralized Mortgage Obligation GNMA_11-5 N/A 38377TQK0 2041-01-20 0.54039 N/A 40125851.00 302932.62 Agency Collateralized Mortgage Obligation FHLMC_4395 N/A 3137BEX58 2026-05-15 4 N/A 198638.00 13.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EMFH9 2044-01-01 6.134 N/A 2340.00 17.71 Agency Mortgage-Backed Securities FANNIE MAE FNMA_09-87 N/A 31398FM65 2039-11-25 0.78838 N/A 103151785.00 155873.73 Agency Collateralized Mortgage Obligation GNMA_14-56 N/A 38379BCZ9 2039-12-16 0.65772 N/A 6000000.00 42002.68 Agency Collateralized Mortgage Obligation GNMA_17-60A N/A 38376UEJ4 2038-10-20 1.04039 N/A 13891689.00 102483.12 Agency Collateralized Mortgage Obligation FNMA_10-150 N/A 31397QAX6 2041-01-25 1.02838 N/A 27857143.00 384159.64 Agency Collateralized Mortgage Obligation FHLMC_3747 N/A 31398QUP0 2040-10-15 1.04811 N/A 48956061.00 173409.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-39 N/A 38374LNT4 2035-06-20 0.74039 N/A 50000000.00 35329.33 Agency Collateralized Mortgage Obligation GNMA_22-127F N/A 38383UNN6 2052-07-20 4.5 N/A 3426596.00 2753547.43 Agency Collateralized Mortgage Obligation FNMA_16-65A N/A 3136ATST2 2046-09-25 0.63838 N/A 31164258.00 594878.70 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-42 N/A 31398PRP6 2040-05-25 0.93838 N/A 42500000.00 10875.42 Agency Collateralized Mortgage Obligation FHLMC_3988 N/A 3137AKWP2 2042-01-15 1.02315 N/A 60000000.00 496048.56 Agency Collateralized Mortgage Obligation FNMA_15-26 N/A 3136ANQT7 2045-05-25 0.98838 N/A 15000000.00 328991.12 Agency Collateralized Mortgage Obligation FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K149 N/A 3137H93C1 2032-08-25 3.53 N/A 1000.00 935.10 Agency Collateralized Mortgage Obligation GNMA_23-48H N/A 38383WUB0 2053-03-20 6.3441 N/A 5449016.00 3868804.64 Agency Collateralized Mortgage Obligation GNMA_23-76E N/A 38383X5K6 2053-05-20 0.1559 N/A 38548200.00 1373713.71 Agency Collateralized Mortgage Obligation GNMA_24-21F N/A 38384JCT9 2053-07-20 0 N/A 126914879.00 4677761.48 Agency Collateralized Mortgage Obligation GNMA_21-155N N/A 38383AJY1 2051-07-20 0.84039 N/A 7000000.00 673073.74 Agency Collateralized Mortgage Obligation GNMA_19-65K N/A 38381VKS8 2049-05-20 4.5 N/A 1000.00 228.03 Agency Collateralized Mortgage Obligation GNMA_23-17A N/A 38383VA32 2053-02-20 0.2559 N/A 52612866.00 2214256.12 Agency Collateralized Mortgage Obligation FNMA_24-8A N/A 3136BQU72 2054-03-25 1.65286 N/A 71993363.00 5459443.38 Agency Collateralized Mortgage Obligation GNMA_23-76E N/A 38383X5B6 2053-05-20 6.3441 N/A 8097536.00 6734093.84 Agency Collateralized Mortgage Obligation FHLMC_4942G N/A 3137FQW90 2050-01-25 0.53838 N/A 23332918.00 1104968.92 Agency Collateralized Mortgage Obligation FNMA_24-38A N/A 3136BR4R5 2054-06-25 0.60286 N/A 19793856.00 859984.44 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2322 N/A 3133TUK64 2029-06-15 3.14811 N/A 36910350.00 4063.61 Agency Collateralized Mortgage Obligation FNMA_18-76A N/A 3136B3EZ9 2045-06-25 0.63838 N/A 100000.00 3214.56 Agency Collateralized Mortgage Obligation GNMA_23-83E N/A 38384BVY4 2053-06-20 0.7559 N/A 34478208.00 2924596.17 Agency Collateralized Mortgage Obligation GNMA_23-4C N/A 38383VKR8 2053-01-20 1.5059 N/A 7582674.00 707223.38 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5W1 2053-10-20 0 N/A 14285714.00 10219722.06 Agency Collateralized Mortgage Obligation FNMA_23-20B N/A 3136BP3E9 2061-03-25 0.683722 N/A 1987966.00 76455.72 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 31292GXD3 2028-11-01 6.5 N/A 3369.00 3.00 Agency Mortgage-Backed Securities GNMA_24-91A N/A 38384NME2 2054-05-20 0.6059 N/A 54540073.00 2921010.78 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LDZS1 2051-10-01 2.435 N/A 2186.00 1420.11 Agency Mortgage-Backed Securities GNMA_22-171D N/A 38383YH39 2052-07-20 0.6459 N/A 45357917.00 3504233.72 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XN6B5 2054-02-01 7 N/A 168617.00 161975.35 Agency Mortgage-Backed Securities GNMA_18-48D N/A 38380WPK9 2048-04-20 0 N/A 239166.00 2037.28 Agency Collateralized Mortgage Obligation GNMA_19-128G N/A 38382AFJ9 2049-10-20 0 N/A 20000000.00 200279.73 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ADQE4 2054-06-01 5.733 N/A 292416.00 294002.63 Agency Mortgage-Backed Securities GNMA_14-131 N/A 38379E3D2 2044-09-20 0.74039 N/A 57430828.00 1093556.27 Agency Collateralized Mortgage Obligation GNMA_23-135D N/A 38384EHN8 2053-09-20 0.2 N/A 50000000.00 111598.48 Agency Collateralized Mortgage Obligation GNMA_20-11C N/A 38382B5H2 2048-10-20 0 N/A 100000.00 726.26 Agency Collateralized Mortgage Obligation GNMA_23-H11 N/A 38382Y5H2 2073-05-20 0.65037 N/A 92459030.00 5326007.65 Agency Collateralized Mortgage Obligation FNMA_12-128 N/A 3136A9RC4 2042-11-25 0.68838 N/A 30000000.00 393899.26 Agency Collateralized Mortgage Obligation GNMA_22-81E N/A 38383RWT0 2052-05-20 4.5 N/A 10241568.00 8092809.57 Agency Collateralized Mortgage Obligation GNMA_20-30A N/A 38382DYS2 2050-03-20 0.59039 N/A 10560142.00 684013.92 Agency Collateralized Mortgage Obligation GNMA_24-91B N/A 38384NMJ1 2064-05-20 0 N/A 106613707.00 2165286.08 Agency Collateralized Mortgage Obligation GNMA_20-149K N/A 38382KGM9 2050-10-20 0 N/A 12844115.00 54010.31 Agency Collateralized Mortgage Obligation FHLMC_5426G N/A 3137HCYQ9 2054-06-25 0 N/A 43124993.00 1303372.32 Agency Collateralized Mortgage Obligation GNMA_24-30F N/A 38384JSM7 2054-02-20 6.4941 N/A 1696029.00 1668832.94 Agency Collateralized Mortgage Obligation GNMA_23-53G N/A 38383XH64 2053-04-20 6.1941 N/A 1388313.00 1158939.10 Agency Collateralized Mortgage Obligation GNMA_15-156 N/A 38379QVF9 2045-10-20 0.19039 N/A 18160000.00 154653.32 Agency Collateralized Mortgage Obligation GNMA_23-98G N/A 38384BYF2 2053-07-20 0 N/A 2877172.00 2093493.03 Agency Collateralized Mortgage Obligation GNMA_19-128 N/A 38382AFS9 2049-10-20 0.59039 N/A 23561122.00 855516.69 Agency Collateralized Mortgage Obligation GNMA_22-197L N/A 38383LFD7 2052-11-20 0 N/A 1193337.00 795910.66 Agency Collateralized Mortgage Obligation GNMA_13-188 N/A 38378PKQ0 2043-12-16 0.10772 N/A 88000000.00 823874.30 Agency Collateralized Mortgage Obligation FHLMC_2450 N/A 31392KMK9 2032-03-15 2.54811 N/A 55.00 0.01 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409YUJ4 2036-06-01 6 N/A 5627.00 15.26 Agency Mortgage-Backed Securities GNMA_14-152 N/A 38379GYJ0 2044-10-20 0.14039 N/A 57000000.00 441586.79 Agency Collateralized Mortgage Obligation FNMA_19-59F N/A 3136B6LD3 2049-10-25 0.667504 N/A 63684502.00 581106.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-14 N/A 38376WKR5 2040-02-16 1.10772 N/A 25000000.00 66393.01 Agency Collateralized Mortgage Obligation FHLMC_5431A N/A 3137HDPS3 2054-07-25 0 N/A 7948853.00 6120391.69 Agency Collateralized Mortgage Obligation GNMA_23-79F N/A 38384AY98 2053-06-20 0.7059 N/A 51000000.00 1721309.17 Agency Collateralized Mortgage Obligation FHLMC_3990 N/A 3137AL6H7 2027-01-15 1.19811 N/A 20833333.00 11117.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WBZ0 2051-03-20 3 N/A 202988.00 91681.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LGJW3 2037-05-01 3.87 N/A 2098.00 1943.79 Agency Mortgage-Backed Securities GNMA_16-61 N/A 38379WE24 2046-05-20 0.59039 N/A 7000000.00 263686.96 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132V8BT2 2032-11-01 6.232 N/A 2070792.00 2077540.71 Agency Mortgage-Backed Securities FNMA_12-14 N/A 3136A4WV7 2042-03-25 1.03838 N/A 40407579.00 407577.94 Agency Collateralized Mortgage Obligation FNMA_23-35C N/A 3136BQEY1 2053-07-25 0 N/A 22824865.00 1077965.88 Agency Collateralized Mortgage Obligation GNMA_24-27B N/A 38384JFC3 2054-02-20 0.6459 N/A 13719532.00 1030635.45 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LNJX0 2038-05-01 3.56 N/A 1000.00 880.00 Agency Mortgage-Backed Securities GNMA_22-197M N/A 38383LFZ8 2052-11-20 3.3108 N/A 100000.00 124399.38 Agency Collateralized Mortgage Obligation FHLMC_5354A N/A 3137HAT97 2053-10-25 0.88286 N/A 50948708.00 2072111.07 Agency Collateralized Mortgage Obligation GNMA_23-60D N/A 38383XPD0 2053-04-20 0.2559 N/A 42069197.00 1369408.70 Agency Collateralized Mortgage Obligation GNMA_23-114N N/A 38384EBR5 2053-08-20 0 N/A 115000.00 75505.08 Agency Collateralized Mortgage Obligation FNMA_19-82A N/A 3136B7V24 2050-01-25 3 N/A 2336.00 1052.93 Agency Collateralized Mortgage Obligation FHLMC_5196D N/A 3137H5XH5 2052-02-25 0 N/A 200000000.00 171169.93 Agency Collateralized Mortgage Obligation GNMA_23-176B N/A 38384DQ34 2053-11-20 0 N/A 2332272.00 1838399.76 Agency Collateralized Mortgage Obligation GNMA_09-13E N/A 38374TMZ4 2039-03-16 0.55772 N/A 50000000.00 149563.19 Agency Collateralized Mortgage Obligation GNMA_24-44J N/A 38384K2M2 2054-03-20 0.0559 N/A 13487328.00 739124.74 Agency Collateralized Mortgage Obligation FNMA_07-22E N/A 31396PW31 2037-03-25 1.28838 N/A 94696183.00 333433.67 Agency Collateralized Mortgage Obligation FNMA_16-85G N/A 3136AUCT6 2046-11-25 0.63838 N/A 34264196.00 425936.38 Agency Collateralized Mortgage Obligation GNMA_19-70L N/A 38381V2Z2 2049-06-20 0.64039 N/A 30227653.00 339356.54 Agency Collateralized Mortgage Obligation FNMA_02-8 N/A 31392BYZ3 2032-03-25 2.88229 N/A 54995528.00 3938.79 Agency Collateralized Mortgage Obligation FNMA_19-59C N/A 3136B6KT9 2049-10-25 0.60838 N/A 6405661.00 323461.38 Agency Collateralized Mortgage Obligation GNMA_12-96 N/A 38378HBF2 2042-08-20 0.64039 N/A 50739057.00 940934.49 Agency Collateralized Mortgage Obligation GNMA_23-176C N/A 38384DQ75 2053-11-20 6.8441 N/A 39042040.00 37236032.45 Agency Collateralized Mortgage Obligation GNMA_23-134F N/A 38384EKV6 2053-09-20 3.4677 N/A 1261834.00 1080853.98 Agency Collateralized Mortgage Obligation GNMA_24-21A N/A 38384JBJ2 2054-02-20 6.5 N/A 1003.00 983.96 Agency Collateralized Mortgage Obligation FHLMC_5255A N/A 3137H8VL2 2052-09-25 5.5 N/A 9467407.00 4726910.38 Agency Collateralized Mortgage Obligation FNMA_15-34A N/A 3136AN4B0 2045-06-25 0 N/A 134205856.00 16391.71 Agency Collateralized Mortgage Obligation GNMA_20-175F N/A 38382LNR8 2050-11-20 2.5 N/A 3888284.00 392191.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5 N/A 38374BAG8 2033-06-20 1.24039 N/A 79814838.00 6489.14 Agency Collateralized Mortgage Obligation FHLMC_5426F N/A 3137HCYR7 2054-06-25 0 N/A 64979240.00 2271636.40 Agency Collateralized Mortgage Obligation FNMA_11-41 N/A 31397SQ23 2041-05-25 1.11838 N/A 31387088.00 101628.33 Agency Collateralized Mortgage Obligation GNMA_23-117B N/A 38384CFG9 2053-08-20 5.5 N/A 19302.00 20299.81 Agency Collateralized Mortgage Obligation FNMA_11-110 N/A 3136A2CR2 2041-04-25 1.18838 N/A 50000043.00 48156.68 Agency Collateralized Mortgage Obligation GNMA_22-105C N/A 38383TKF9 2052-06-20 0.7059 N/A 18710291.00 983458.61 Agency Collateralized Mortgage Obligation FHLMC_5149R N/A 3137H2SY1 2051-10-25 3 N/A 6967517.00 720585.38 Agency Collateralized Mortgage Obligation FNMA_12-2 N/A 3136A3XL0 2042-02-25 1.03838 N/A 15333333.00 196916.91 Agency Collateralized Mortgage Obligation GNMA_23-48K N/A 38383WUJ3 2053-03-20 0.9559 N/A 31165067.00 1765348.66 Agency Collateralized Mortgage Obligation FHLMC_4908E N/A 3137FNE63 2042-12-15 0.677483 N/A 43734086.00 922835.47 Agency Collateralized Mortgage Obligation GNMA_15-110 N/A 38379MTQ7 2045-08-20 0.25039 N/A 108701237.00 1031644.00 Agency Collateralized Mortgage Obligation GNMA_23-187F N/A 38384GNF3 2053-12-20 6.5 N/A 287232.00 275231.91 Agency Collateralized Mortgage Obligation GNMA_23-98H N/A 38384BYL9 2053-03-20 5 N/A 2414575.00 2381070.51 Agency Collateralized Mortgage Obligation FNMA_03-123 N/A 31393UBC6 2033-12-25 6 N/A 1000.00 300.32 Agency Collateralized Mortgage Obligation FHLMC_4657 N/A 3137BVPF7 2047-02-15 0.54811 N/A 36091396.00 1149661.99 Agency Collateralized Mortgage Obligation FNMA_24-26A N/A 3136BRVJ3 2054-05-25 5 N/A 6950552.00 6559012.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-116 N/A 38382WPN1 2051-06-20 2.5 N/A 3200000.00 315544.14 Agency Collateralized Mortgage Obligation GNMA_24-71D N/A 38384K6V8 2054-04-20 0 N/A 50000000.00 1957008.09 Agency Collateralized Mortgage Obligation FHLMC_4770C N/A 3137F35M2 2043-08-15 0.702467 N/A 76400829.00 984671.54 Agency Collateralized Mortgage Obligation GNMA_20-129N N/A 38382JZD1 2050-09-20 3 N/A 95597556.00 9211055.74 Agency Collateralized Mortgage Obligation GNMA_16-108 N/A 38379YWT1 2046-08-20 0.64039 N/A 20000000.00 490864.31 Agency Collateralized Mortgage Obligation FHLMC_433 N/A 3137B83U9 2044-02-15 1.19811 N/A 100003.00 958.73 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_05-89 N/A 31394FUZ6 2035-10-25 1.23838 N/A 31962174.00 39273.90 Agency Collateralized Mortgage Obligation GNMA_23-135C N/A 38384EHH1 2053-09-20 0.3559 N/A 15000000.00 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41500.00 45003.50 U.S. Treasuries (including strips) 4 7/8 NOTE BC 26 N/A 91282CKS9 2026-05-31 4.875 N/A 38764100.00 39381844.70 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 N/A 100.00 93.58 U.S. Treasuries (including strips) BILL 08/20/24 N/A 912797KY2 2024-08-20 0 N/A 120400.00 120063.60 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 N/A 9128286S4 2026-04-30 2.375 N/A 1000000.00 971213.50 U.S. Treasuries (including strips) 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 N/A 200.00 202.35 U.S. Treasuries (including strips) 4 1/4 NOTE BC 25 N/A 91282CHD6 2025-05-31 4.25 N/A 100.00 100.18 U.S. Treasuries (including strips) BILL 08/27/24 N/A 912797KZ9 2024-08-27 0 N/A 71076000.00 70804347.53 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 N/A 4000000.00 3872031.03 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 N/A 34023600.00 31827257.54 U.S. Treasuries (including strips) 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 N/A 700.00 703.77 U.S. Treasuries (including strips) 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 N/A 37919400.00 28307013.36 U.S. Treasuries (including strips) 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 N/A 100.00 69.07 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 N/A 138744000.00 120397511.15 U.S. Treasuries (including strips) 4 7/8 NOTE BA 26 N/A 91282CKK6 2026-04-30 4.875 N/A 100.00 101.92 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SA7 2048-02-15 3 N/A 50440400.00 40245574.81 U.S. Treasuries (including strips) 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 N/A 300.00 272.14 U.S. Treasuries (including strips) 6 1/4 BOND 30 N/A 912810FM5 2030-05-15 6.25 N/A 14960400.00 16853720.09 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 N/A 400.00 370.90 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 N/A 100.00 92.28 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 N/A 724700.00 718644.41 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 N/A 9860700.00 8495418.40 U.S. Treasuries (including strips) 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 N/A 200.00 202.09 U.S. Treasuries (including strips) 3 BOND 44 N/A 912810RJ9 2044-11-15 3 N/A 63000.00 51036.00 U.S. Treasuries (including strips) 3 BOND 52 N/A 912810TJ7 2052-08-15 3 N/A 161576900.00 127624218.66 U.S. Treasuries (including strips) 0 1/4 NOTE AB 25 N/A 91282CAB7 2025-07-31 0.25 N/A 112400000.00 107481376.00 U.S. Treasuries (including strips) 6 3/4 BOND 26 N/A 912810EX2 2026-08-15 6.75 N/A 248000.00 267986.42 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 N/A 88243500.00 85593876.21 U.S. Treasuries (including strips) 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 N/A 56249000.00 38488346.15 U.S. Treasuries (including strips) 5 BOND 37 N/A 912810PU6 2037-05-15 5 N/A 3300.00 3620.66 U.S. Treasuries (including strips) BILL 08/08/24 N/A 912797GK7 2024-08-08 0 N/A 25000.00 24974.35 U.S. Treasuries (including strips) 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 N/A 17300.00 14655.53 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 N/A 2390300.00 2240215.45 U.S. Treasuries (including strips) 3 3/4 BOND 41 N/A 912810QS0 2041-08-15 3.75 N/A 967300.00 915353.74 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 N/A 15689000.00 15979918.64 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 N/A 400000.00 417624.60 U.S. Treasuries (including strips) 1 1/2 NOTE AD 24 N/A 912828YH7 2024-09-30 1.5 N/A 75399000.00 75291028.63 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 N/A 46000.00 43993.01 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3 N/A 49893600.00 40255412.50 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 N/A 62600.00 51457.92 U.S. Treasuries (including strips) 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.5 N/A 16607500.00 17346247.45 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 N/A 5635100.00 5875912.24 U.S. Treasuries (including strips) 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 N/A 12688300.00 9738595.39 U.S. Treasuries (including strips) 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 N/A 35684800.00 32682904.25 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 N/A 2632600.00 2510606.02 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 N/A 30899900.00 28972570.24 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 N/A 1000.00 936.19 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 N/A 20352500.00 15379408.88 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.25 N/A 116023000.00 117993476.62 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 N/A 59998900.00 56926016.34 U.S. Treasuries (including strips) 4 1/4 NOTE AW 26 N/A 91282CJV4 2026-01-31 4.25 N/A 100000.00 99572.40 U.S. Treasuries (including strips) 4 1/4 NOTE BM 24 N/A 91282CGD7 2024-12-31 4.25 N/A 65100.00 65096.56 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 N/A 50300000.00 45684203.73 U.S. Treasuries (including strips) TRFR BK 10/31/24 N/A 91282CFS5 2024-10-31 5.398993614 N/A 200.00 202.78 U.S. Treasuries (including strips) 3 1/2 NOTE AS 25 N/A 91282CFK2 2025-09-15 3.5 N/A 2840400.00 2839306.45 U.S. Treasuries (including strips) 3 BOND 49 N/A 912810SF6 2049-02-15 3 N/A 79275100.00 62961531.91 U.S. Treasuries (including strips) 2 7/8 NOTE K 25 N/A 9128284M9 2025-04-30 2.875 N/A 9059500.00 8986865.46 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 N/A 285800.00 273631.35 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 N/A 1900400.00 1970712.27 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 N/A 912828ZW3 2025-06-30 0.25 N/A 2487000.00 2386633.63 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 N/A 91282CCZ2 2026-09-30 0.875 N/A 3000000.00 2798720.00 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625 N/A 2000100.00 1786714.66 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 N/A 91282CDQ1 2026-12-31 1.25 N/A 245059000.00 228710866.39 U.S. Treasuries (including strips) 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 N/A 61446700.00 48860710.53 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 N/A 62972000.00 56845223.22 U.S. Treasuries (including strips) 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 N/A 1000.00 1015.26 U.S. Treasuries (including strips) BILL 08/13/24 N/A 912797KX4 2024-08-13 0 N/A 100.00 99.82 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 N/A 2000000.00 1980399.33 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 N/A 3000000.00 2907204.74 U.S. Treasuries (including strips) 0 1/2 NOTE V 26 N/A 91282CBQ3 2026-02-28 0.5 N/A 100.00 94.12 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 N/A 912828P46 2026-02-15 1.625 N/A 52872800.00 51006726.28 U.S. Treasuries (including strips) 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 N/A 1000.00 1012.82 U.S. Treasuries (including strips) BILL 09/24/24 N/A 912797LJ4 2024-09-24 0 N/A 471446000.00 467723933.83 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 N/A 2600.00 2657.17 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 N/A 100.00 94.74 U.S. Treasuries (including strips) 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 N/A 100795000.00 98714705.84 U.S. Treasuries (including strips) BILL 08/06/24 N/A 912797KW6 2024-08-06 0 N/A 685400.00 684896.92 U.S. Treasuries (including strips) 2 NOTE F 26 N/A 912828U24 2026-11-15 2 N/A 3387000.00 3233771.38 U.S. Treasuries (including strips) BILL 01/09/25 N/A 912797LX3 2025-01-09 0 N/A 3999800.00 3911384.42 U.S. Treasuries (including strips) 5 1/2 BOND 28 N/A 912810FE3 2028-08-15 5.5 N/A 3427500.00 3708567.05 U.S. Treasuries (including strips) 4 1/2 NOTE AQ 26 N/A 91282CHM6 2026-07-15 4.5 N/A 179500000.00 180262609.65 U.S. Treasuries (including strips) 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 N/A 15477900.00 14073159.56 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RV2 2047-02-15 3 N/A 15307900.00 12301256.02 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 N/A 50000000.00 45326615.49 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 N/A 188161400.00 184500343.64 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 N/A 47666100.00 42614646.03 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 N/A 100.00 63.59 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 N/A 26999600.00 26904624.41 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 N/A 99998900.00 89995660.04 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 N/A 8839000.00 8890946.80 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 N/A 196041600.00 119916948.05 U.S. Treasuries (including strips) 1 1/4 NOTE AC 24 N/A 912828YE4 2024-08-31 1.25 N/A 4400000.00 4406771.65 U.S. Treasuries (including strips) 3 7/8 BOND 40 N/A 912810QK7 2040-08-15 3.875 N/A 1900.00 1845.99 U.S. Treasuries (including strips) 1 3/4 NOTE AH 24 N/A 912828YY0 2024-12-31 1.75 N/A 100.00 98.75 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 N/A 50000000.00 51158037.50 U.S. Treasuries (including strips) 2 1/4 NOTE T 24 N/A 9128283P3 2024-12-31 2.25 N/A 6500000.00 6435145.47 U.S. Treasuries (including strips) 3 NOTE Q 25 N/A 9128285C0 2025-09-30 3 N/A 100.00 99.07 U.S. Treasuries (including strips) 6 1/2 BOND 26 N/A 912810EY0 2026-11-15 6.5 N/A 1214900.00 1301130.62 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 N/A 91282CEN7 2027-04-30 2.75 N/A 3122500.00 3027875.76 U.S. Treasuries (including strips) 4 BOND 42 N/A 912810TM0 2042-11-15 4 N/A 81702900.00 78151566.23 U.S. Treasuries (including strips) 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 N/A 6044600.00 4714580.22 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 N/A 3000000.00 3062135.00 U.S. Treasuries (including strips) 1 7/8 NOTE P 24 N/A 9128282U3 2024-08-31 1.875 N/A 1129000.00 1134632.03 U.S. Treasuries (including strips) 5 NOTE BG 25 N/A 91282CHV6 2025-08-31 5 N/A 50000000.00 51153352.17 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 N/A 234400.00 210910.07 U.S. Treasuries (including strips) BILL 10/15/24 N/A 912797LT2 2024-10-15 0 N/A 141000.00 139484.39 U.S. Treasuries (including strips) 5 3/8 BOND 31 N/A 912810FP8 2031-02-15 5.375 N/A 500.00 552.58 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 N/A 4982500.00 4891569.38 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 N/A 91282CFL0 2029-09-30 3.875 N/A 92763000.00 93294037.25 U.S. Treasuries (including strips) 2 5/8 NOTE T 25 N/A 9128285T3 2025-12-31 2.625 N/A 915000.00 892528.77 U.S. Treasuries (including strips) 2 BOND 50 N/A 912810SL3 2050-02-15 2 N/A 100.00 63.63 U.S. Treasuries (including strips) 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 N/A 50056000.00 50043936.50 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 N/A 600.00 476.49 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375 N/A 16893000.00 17028045.58 U.S. Treasuries (including strips) 4 5/8 NOTE AY 26 N/A 91282CKB6 2026-02-28 4.625 N/A 22399900.00 22864942.98 U.S. Treasuries (including strips) 0 1/2 NOTE W 25 N/A 912828ZF0 2025-03-31 0.5 N/A 5098000.00 4958889.17 U.S. Treasuries (including strips) 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 N/A 7400.00 5289.79 U.S. Treasuries (including strips) 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 N/A 132227400.00 113085992.70 U.S. Treasuries (including strips) TRFR BK 10/31/25 N/A 91282CJD4 2025-10-31 5.428993614 N/A 19546100.00 19816844.75 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 N/A 1000.00 1047.38 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 N/A 28711900.00 29601573.02 U.S. Treasuries (including strips) 2 7/8 NOTE AP 25 N/A 91282CEU1 2025-06-15 2.875 N/A 155000.00 152923.22 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 400.00 388.80 U.S. Treasuries (including strips) 4 7/8 NOTE BL 25 N/A 91282CJL6 2025-11-30 4.875 N/A 3289300.00 3326005.30 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SD1 2048-08-15 3 N/A 216000800.00 171903099.71 U.S. Treasuries (including strips) 7 5/8 BOND 25 N/A 912810ET1 2025-02-15 7.625 N/A 557100.00 583908.67 U.S. Treasuries (including strips) 5 1/4 BOND 28 N/A 912810FF0 2028-11-15 5.25 N/A 402900.00 426787.16 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 N/A 50484900.00 44694176.88 U.S. Treasuries (including strips) 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 N/A 4200.00 4433.04 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 N/A 9128283V0 2025-01-31 2.5 N/A 11482000.00 11335351.90 U.S. Treasuries (including strips) 2 7/8 NOTE S 25 N/A 9128285N6 2025-11-30 2.875 N/A 450000.00 441947.55 U.S. Treasuries (including strips) 0 5/8 NOTE AT 24 N/A 91282CDB4 2024-10-15 0.625 N/A 927000.00 919860.42 U.S. Treasuries (including strips) 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 N/A 100.00 69.02 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 N/A 91282CJC6 2026-10-15 4.625 N/A 3000000.00 3060216.52 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 N/A 3000100.00 2891456.25 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 N/A 68636300.00 68769771.96 U.S. Treasuries (including strips) 4 1/2 NOTE AZ 26 N/A 91282CKH3 2026-03-31 4.5 N/A 2680000.00 2720781.56 U.S. Treasuries (including strips) 4 3/8 NOTE AR 26 N/A 91282CHU8 2026-08-15 4.375 N/A 5227000.00 5332951.89 U.S. Treasuries (including strips) BILL 09/05/24 N/A 912797GL5 2024-09-05 0 N/A 14965400.00 14888447.91 U.S. Treasuries (including strips) BILL 12/19/24 N/A 912797LQ8 2024-12-19 0 N/A 3137000.00 3076738.23 U.S. Treasuries (including strips) 2 1/8 NOTE Q 24 N/A 9128282Y5 2024-09-30 2.125 N/A 9000100.00 9015628.17 U.S. Treasuries (including strips) 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625 N/A 600.00 620.33 U.S. Treasuries (including strips) 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 N/A 67353200.00 38300002.21 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RQ3 2046-02-15 2.5 N/A 1200.00 886.03 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 N/A 91282CET4 2027-05-31 2.625 N/A 6244800.00 6015734.49 U.S. Treasuries (including strips) 4 NOTE AJ 27 N/A 91282CJT9 2027-01-15 4 N/A 3000000.00 2987532.39 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 N/A 13998000.00 12691160.72 U.S. Treasuries (including strips) 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 N/A 53300.00 34949.08 U.S. Treasuries (including strips) BILL 11/07/24 N/A 912797LC9 2024-11-07 0 N/A 475100.00 468470.45 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 700.00 719.74 U.S. Treasuries (including strips) 0 5/8 NOTE AB 26 N/A 91282CCP4 2026-07-31 0.625 N/A 156100000.00 145034071.00 U.S. Treasuries (including strips) BILL 10/03/24 N/A 912797GW1 2024-10-03 0 N/A 261400.00 259026.75 U.S. Treasuries (including strips) 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 N/A 4200.00 3379.45 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 N/A 912828YU8 2026-11-30 1.625 N/A 100000.00 94417.63 U.S. Treasuries (including strips) 2 1/4 NOTE F 24 N/A 912828G38 2024-11-15 2.25 N/A 474100.00 472245.26 U.S. Treasuries (including strips) 4 1/2 NOTE BL 24 N/A 91282CFX4 2024-11-30 4.5 N/A 617900.00 620894.34 U.S. Treasuries (including strips) 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 N/A 600.00 638.88 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1+ Fitch NR 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 4000000000.00 4000000000.00 0.0264 N Y Y N BlackRock Liquidity Funds 2024-08-07 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer