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U.S. Treasury Debt Y Moody's Govt Fitch F1+ Standard & Poor's A-1+ 2025-10-30 2025-10-30 2025-10-30 N N N 0.0412 553423786.30 553423786.30 0.0032 N Y Y N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 4.50000000 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Agency 2025-03-03 2026-12-11 2026-12-11 N N N 0.0459 569917142.38 569917142.38 0.0033 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.37000040 3130B3NW9 2549001DPIFGXC1TOL40 US3130B3NW90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Fitch AA+ Standard & Poor's AA+ 2025-03-03 2025-04-21 2025-04-21 N N N 0.0432 500004615.00 500004615.00 0.0029 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.35499920 3130B56G8 2549001DPIFGXC1TOL40 US3130B56G84 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Agency 2025-03-03 2025-08-20 2025-08-20 N N N 0.0443 249998327.50 249998327.50 0.0014 N N N N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 4.37000000 N/A 549300H47WTHXPU08X20 BYDFCLZM2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y BILL 08/07/25 N/A 912797MG9 2025-08-07 0 N/A 2147000.00 2107967.54 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 N/A 350300.00 222592.22 U.S. Treasuries (including strips) 3 7/8 NOTE BA 25 N/A 91282CGX3 2025-04-30 3.875 N/A 10000.00 10119.07 U.S. Treasuries (including strips) 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 N/A 75346300.00 63722568.06 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 N/A 128106300.00 111291630.47 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 N/A 1000.00 977.33 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 N/A 78139000.00 74597108.06 U.S. Treasuries (including strips) 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 N/A 384182900.00 384686534.20 U.S. Treasuries (including strips) BILL 10/02/25 N/A 912797MS3 2025-10-02 0 N/A 84167600.00 82148335.11 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3 N/A 25308900.00 20132158.30 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 N/A 50000000.00 49438609.10 U.S. Treasuries (including strips) 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 N/A 39385400.00 39445105.23 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 N/A 94680000.00 95339351.52 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 N/A 1000.00 1019.89 U.S. Treasuries (including strips) 2 BOND 41 N/A 912810TC2 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N/A 114813627.00 3655399.33 Agency Collateralized Mortgage Obligation FNRM RC084PI R20F084 N/A 3136BC3B4 2050-04-25 2 N/A 18750000.00 1495614.74 Agency Collateralized Mortgage Obligation GNRM 2024-076 KI N/A 38384NTJ4 2054-05-20 6.5 N/A 11655011.00 1251597.86 Agency Collateralized Mortgage Obligation GNRA 2024-128 SE N/A 38384UNC9 2054-08-20 2.30402 N/A 19500000.00 1497924.37 Agency Collateralized Mortgage Obligation GNRM 2018-11 MI N/A 38380UXH1 2046-07-20 3.5 N/A 50860570.00 589694.71 Agency Collateralized Mortgage Obligation GNRA 2015-112 SB N/A 38379MRS5 2045-08-20 1.31372 N/A 161020746.00 1554445.25 Agency Collateralized Mortgage Obligation GNRA 2018-47 SA N/A 38381AHF6 2048-10-20 1.77372 N/A 63301674.00 1792734.24 Agency Collateralized Mortgage Obligation GNRA 2016-002 IO N/A 38379UCK0 2057-04-16 0.50785 N/A 60000000.00 314931.75 Agency Collateralized Mortgage Obligation FERA 5007SK 08/25/50 N/A 3137FVLY6 2050-08-25 1.63351 N/A 4500000.00 284173.96 Agency Collateralized Mortgage 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120000000.00 2084817.76 Agency Collateralized Mortgage Obligation GNRM 2021-097 IW N/A 38382VGA1 2049-12-20 3 N/A 25587625.00 2299580.05 Agency Collateralized Mortgage Obligation GNRA 2025-004 SY N/A 38385CCJ5 2055-01-20 0.05402 N/A 100000000.00 1514785.06 Agency Collateralized Mortgage Obligation GNRA 2023-088 IO N/A 38381JLC9 2065-10-16 0.92346 N/A 8840000.00 616337.64 Agency Collateralized Mortgage Obligation FNRM CL042Z R24F042 N/A 3136BSHG3 2051-12-25 5.5 N/A 10295210.00 293884.61 Agency Collateralized Mortgage Obligation FNRA CL009SG R24F009 N/A 3136BRHB6 2048-05-25 1.63351 N/A 82712887.00 7909672.07 Agency Collateralized Mortgage Obligation FERM 5293KI 02/25/51 N/A 3137H9QH5 2051-02-25 2 N/A 2000000.00 240120.12 Agency Collateralized Mortgage Obligation FERM 4972IO 05/25/50 N/A 3137FRZM6 2050-05-25 6 N/A 42289376.00 3427253.04 Agency Collateralized Mortgage Obligation GNRM 2018-49 IO N/A 38380WSD2 2048-04-20 4 N/A 8400000.00 360713.13 Agency Collateralized Mortgage Obligation FERM 5113BI 06/25/41 N/A 3137H0HX9 2041-06-25 3.5 N/A 27497232.00 1606906.38 Agency Collateralized Mortgage Obligation FERA 4937MS 12/25/49 N/A 3137FQAD5 2049-12-25 1.58351 N/A 345612857.00 10917509.74 Agency Collateralized Mortgage Obligation FNRA CL001MS R18F001 N/A 3136B0XB7 2048-02-25 1.68351 N/A 50000000.00 731722.08 Agency Collateralized Mortgage Obligation FNRA RC074S R19F074 N/A 3136B7WD9 2049-12-25 1.53351 N/A 76321911.00 1994918.04 Agency Collateralized Mortgage Obligation GNRA 2025-001 SN N/A 38385CEK0 2055-01-20 0.00402 N/A 100000000.00 3038853.64 Agency Collateralized Mortgage Obligation FGRM 4385IA 09/15/44 N/A 3137BDSS6 2044-09-15 4.5 N/A 54151458.00 950309.20 Agency Collateralized Mortgage Obligation FNRA CL053AS R16F053 N/A 3136AS4Y9 2046-08-25 1.53351 N/A 38400349.00 1346769.58 Agency Collateralized Mortgage Obligation FNRM CL014HZ R25F014 N/A 3136BU6X3 2055-03-25 5.5 N/A 11275527.00 11193069.07 Agency Collateralized Mortgage Obligation GNRM 2020-074 BI N/A 38382E4X2 2050-05-20 3.5 N/A 29290500.00 2421247.49 Agency Collateralized Mortgage Obligation FGRA 3842PS 04/15/41 N/A 3137A9QW9 2041-04-15 2.14688 N/A 74504333.00 221469.73 Agency Collateralized Mortgage Obligation GNRA 2019-28 SH N/A 38382AFP5 2049-10-20 1.57372 N/A 15292399.00 567120.41 Agency Collateralized Mortgage Obligation FGRA 3780SM 12/15/40 N/A 3137A4T98 2040-12-15 2.04688 N/A 46000000.00 264663.62 Agency Collateralized Mortgage Obligation FNRA CL119CS R06F119 N/A 31396LM56 2036-12-25 2.73351 N/A 125000000.00 221285.65 Agency Collateralized Mortgage Obligation GNRM 2013-018 CI N/A 38378FT34 2043-02-20 3.5 N/A 85714285.00 2080184.37 Agency Collateralized Mortgage Obligation FNRA CL042SD R19F042 N/A 3136B5WL5 2049-08-25 1.58351 N/A 46541818.00 1409990.43 Agency Collateralized Mortgage Obligation FNRA CL082SA R12F082 N/A 3136A7NM0 2042-08-25 1.60351 N/A 68500000.00 294883.56 Agency Collateralized Mortgage Obligation FNRM CL072KI R19F072 N/A 3136B7JL6 2049-12-25 4 N/A 16662375.00 314785.25 Agency Collateralized Mortgage Obligation FERM 5070PI 08/25/50 N/A 3137F9Y54 2050-08-25 3 N/A 39440000.00 4548143.31 Agency Collateralized Mortgage Obligation FNRA CL132HS R12F132 N/A 3136AANQ4 2042-12-25 1.68351 N/A 38500000.00 494050.77 Agency Collateralized Mortgage Obligation GNRA 2024-060 SA N/A 38384NHY4 2054-04-20 0.97402 N/A 30000000.00 1293697.65 Agency Collateralized Mortgage Obligation FNRM RC051MI R21F051 N/A 3136BGUD1 2051-08-25 3 N/A 25750500.00 2598313.76 Agency Collateralized Mortgage Obligation FERA 5512MS 03/25/55 N/A 3137HK5P5 2055-03-25 0 N/A 50845313.00 15914.58 Agency Collateralized Mortgage Obligation FNRM RC068IE R17F068 N/A 3136AXQ81 2047-09-25 4.5 N/A 39712487.00 1306028.83 Agency Collateralized Mortgage Obligation GNRA 2016-057 ST N/A 38379WRN4 2046-04-20 1.62372 N/A 42805266.00 1206512.31 Agency Collateralized Mortgage Obligation FNRA CL025SA R19F025 N/A 3136B4ZB7 2049-06-25 1.58351 N/A 118240000.00 4214788.11 Agency Collateralized Mortgage Obligation FGRA 4425SA 01/15/45 N/A 3137BG4U0 2045-01-15 1.59688 N/A 52600000.00 1010799.28 Agency Collateralized Mortgage Obligation FNRA CL037ST R15F037 N/A 3136ANZT7 2045-06-25 1.15351 N/A 59885082.00 881078.49 Agency Collateralized Mortgage Obligation GNRA 2019-65 BS N/A 38381VKZ2 2049-05-20 1.67372 N/A 8141610.00 241315.70 Agency Collateralized Mortgage Obligation FGRA 4825ZE 09/15/48 N/A 3137FH7M9 2048-09-15 3.5 N/A 4735000.00 5322872.68 Agency Collateralized Mortgage Obligation FERM 5056PI 12/25/50 N/A 3137F74L6 2050-12-25 2.5 N/A 11099121.00 1023522.17 Agency Collateralized Mortgage Obligation GNRA 2024-076 SA N/A 38384NTL9 2054-05-20 1.40402 N/A 47000000.00 1925751.38 Agency Collateralized Mortgage Obligation GNRA 2019-12 GS N/A 38381Y4K7 2049-09-20 1.64372 N/A 9390125.00 297863.54 Agency Collateralized Mortgage Obligation FGRM 4601IC 12/15/45 N/A 3137BQUE5 2045-12-15 4 N/A 11966000.00 216163.86 Agency Collateralized Mortgage Obligation FERM 5128IE 07/25/51 N/A 3137H1C79 2051-07-25 4.5 N/A 13509000.00 1651204.20 Agency Collateralized Mortgage Obligation GNRA 2023-120 SB N/A 38384CTD1 2053-08-20 1.54402 N/A 30000000.00 945661.63 Agency Collateralized Mortgage Obligation FNRA RC024SE R16F024 N/A 3136ASHK5 2046-05-25 1.68351 N/A 124428476.00 1750715.84 Agency Collateralized Mortgage Obligation GNRA 2017-01 SL N/A 38380FH25 2047-07-20 1.77372 N/A 17800000.00 502913.73 Agency Collateralized Mortgage Obligation FERA 05004S 07/25/50 N/A 3137FVBE1 2050-07-25 1.68351 N/A 57228320.00 4455194.34 Agency Collateralized Mortgage Obligation FNRA CL130SM R13F130 N/A 3136AHZU7 2044-01-25 2.13351 N/A 43960572.00 394045.32 Agency Collateralized Mortgage Obligation FNRM RC015JI R21F015 N/A 3136BFWT6 2051-04-25 4.5 N/A 2794000.00 375336.05 Agency Collateralized Mortgage Obligation FNRA CL038SP R18F038 N/A 3136B1R63 2048-06-25 1.73351 N/A 80378666.00 1469990.59 Agency Collateralized Mortgage Obligation FERA 5502BS 02/25/55 N/A 3137HJSD0 2055-02-25 0.523095 N/A 59750000.00 1602225.32 Agency Collateralized Mortgage Obligation GNRA 2024-178 IO N/A 38381LYP1 2066-07-16 0.67543 N/A 70425770.00 4457280.92 Agency Collateralized Mortgage Obligation GNRA 2019-15 SC N/A 38381RKY4 2049-02-20 1.62372 N/A 3356000.00 86515.63 Agency Collateralized Mortgage Obligation GNRA 2020-061 SW N/A 38382EW52 2049-08-20 1.62372 N/A 502014.00 13128.30 Agency Collateralized Mortgage Obligation GNRM 2020-122 IC N/A 38382HRV4 2050-08-20 3 N/A 27698155.00 2028121.95 Agency Collateralized Mortgage Obligation FNRM RC053NI R21F053 N/A 3136BGNB3 2050-06-25 3 N/A 69974000.00 7918493.72 Agency Collateralized Mortgage Obligation FERA 5512SM 03/25/55 N/A 3137HK5S9 2055-03-25 0 N/A 595000000.00 185640.00 Agency Collateralized Mortgage Obligation GNRA 2021-098 SQ N/A 38382TH98 2051-06-20 1.87372 N/A 15458459.00 836628.96 Agency Collateralized Mortgage Obligation FNRA RC034PS R17F034 N/A 3136AWUD7 2047-05-25 1.63351 N/A 141990914.00 2698484.58 Agency Collateralized Mortgage Obligation FGRA 4754QS 02/15/48 N/A 3137FDU42 2048-02-15 1.69688 N/A 11000000.00 295981.17 Agency Collateralized Mortgage Obligation FNRM RC082AI R21F082 N/A 3136BKFQ0 2051-11-25 3 N/A 21374999.00 2068774.23 Agency Collateralized Mortgage Obligation FNRA CL013SG R19F013 N/A 3136B4HD3 2049-04-25 1.63351 N/A 7185388.00 191175.78 Agency Collateralized Mortgage Obligation FERA 4941WZ 11/25/49 N/A 3137FQV42 2049-11-25 3 N/A 7550000.00 5620545.61 Agency Collateralized Mortgage Obligation GNRA 2020-181 SB N/A 38382LWF4 2050-12-20 1.87372 N/A 17121830.00 1802876.27 Agency Collateralized Mortgage Obligation GNRA 2021-214 DI N/A 38383FHC0 2051-12-20 3.5 N/A 6405000.00 684242.52 Agency Collateralized Mortgage Obligation GNRA 2020-011 SY N/A 38382B6A6 2050-01-20 1.67372 N/A 2254000.00 66499.87 Agency Collateralized Mortgage Obligation GNRM 2018-37 ZN N/A 38381AQP4 2048-10-20 3.5 N/A 8290000.00 8994304.60 Agency Collateralized Mortgage Obligation GNRA 2024-079 YS N/A 38384PBH2 2054-05-20 1.65402 N/A 50000000.00 2394978.43 Agency Collateralized Mortgage Obligation GNRA 2016-133 IO N/A 38379UR65 2057-12-16 0.71395 N/A 22500000.00 191023.76 Agency Collateralized Mortgage Obligation FNRA CL030SJ R15F030 N/A 3136ANRY5 2045-05-25 1.13351 N/A 41575000.00 380263.80 Agency Collateralized Mortgage Obligation FNRA RC010JS R13F010 N/A 3136ACEQ0 2043-02-25 1.68351 N/A 26615896.00 289043.58 Agency Collateralized Mortgage Obligation GNRM 2015-186 AI N/A 38379TKW8 2045-12-20 4 N/A 20431000.00 508454.90 Agency Collateralized Mortgage Obligation FERA 4903SG 08/25/49 N/A 3137FN5S5 2049-08-25 1.58351 N/A 44070264.00 1711856.94 Agency Collateralized Mortgage Obligation FGRA 4999HS 10/15/48 N/A 3137FV3L4 2048-10-15 1.59688 N/A 14317301.00 635675.59 Agency Collateralized Mortgage Obligation FGRA 4834SA 10/15/48 N/A 3137FHR21 2048-10-15 1.69688 N/A 54226997.00 998168.11 Agency Collateralized Mortgage Obligation FNRA CL088CS R16F088 N/A 3136AUTH4 2046-12-25 1.58351 N/A 83467352.00 1399737.58 Agency Collateralized Mortgage Obligation FERM 5326UO 10/25/50 N/A 3137HAFL5 2050-10-25 0 N/A 1637000.00 955778.49 Agency Collateralized Mortgage Obligation GNRA 2018-072 BZ N/A 38380WF87 2048-05-20 3.5 N/A 5009000.00 5342839.47 Agency Collateralized Mortgage Obligation FNRA CL045SE R19F045 N/A 3136B5PP4 2049-08-25 1.58351 N/A 104126044.00 3687416.62 Agency Collateralized Mortgage Obligation FGRA 4835LZ 10/15/48 N/A 3137FHRM7 2048-10-15 3.5 N/A 5140000.00 5420691.66 Agency Collateralized Mortgage Obligation GNRA 2023-137 SW N/A 38384EVL6 2051-08-20 1.90402 N/A 21391519.00 2554455.29 Agency Collateralized Mortgage Obligation GNRA 2016-77 SD N/A 38379YLB2 2046-06-20 1.67372 N/A 66122517.00 1590847.01 Agency Collateralized Mortgage Obligation FNRM CL052GI R20F052 N/A 3136BBFJ6 2050-08-25 4.5 N/A 14950008.00 1351322.94 Agency Collateralized Mortgage Obligation GNRM 2019-65 IE N/A 38381VKL3 2046-05-20 3.5 N/A 30926454.00 890035.19 Agency Collateralized Mortgage Obligation FNRM CL027CZ R24F027 N/A 3136BRZ67 2054-05-25 5.5 N/A 8459732.00 8692614.06 Agency Collateralized Mortgage Obligation GNRA 2020-098 ES N/A 38382GWB4 2050-07-20 1.77372 N/A 2722000.00 161662.68 Agency Collateralized Mortgage Obligation GNRA 2019-27 IO N/A 38380NQG7 2058-09-16 0.68296 N/A 10000000.00 280306.76 Agency Mortgage-Backed Securities FNRM CL062KI R22F062 N/A 3136BN2D7 2052-09-25 4.5 N/A 12871051.00 1899370.64 Agency Collateralized Mortgage Obligation FERA 4998KS 08/25/50 N/A 3137FVDC3 2050-08-25 1.79799 N/A 25942664.00 1616753.07 Agency Collateralized Mortgage Obligation FNRA CL028HS R21F028 N/A 3136BHGN3 2051-05-25 0 N/A 25000000.00 663136.64 Agency Collateralized Mortgage Obligation FNRA CL090SA R14F090 N/A 3136AMCR8 2045-01-25 1.68351 N/A 188839821.00 2706843.12 Agency Collateralized Mortgage Obligation FNRA CL072SY R13F072 N/A 3136AFBZ6 2043-07-25 1.68351 N/A 40697000.00 635113.85 Agency Collateralized Mortgage Obligation FERM 5105NI 02/25/37 N/A 3137H0B56 2037-02-25 3 N/A 41666666.00 2045585.33 Agency Collateralized Mortgage Obligation FERA 4929SA 10/25/49 N/A 3137FPL29 2049-10-25 1.48351 N/A 50404811.00 3094051.35 Agency Collateralized Mortgage Obligation GNRA 2022-138 SE N/A 38383YBZ4 2052-08-20 1.70402 N/A 30018231.00 1807290.41 Agency Collateralized Mortgage Obligation GNRA 2023-070 ST N/A 38384AEV1 2048-10-20 1.17372 N/A 20573726.00 1634225.80 Agency Collateralized Mortgage Obligation GNRM 2016-060 IK N/A 38379WB35 2045-12-20 3.5 N/A 16818861.00 525892.61 Agency Collateralized Mortgage Obligation FNRA RC012SK R20F012 N/A 3136B8H51 2050-03-25 1.58351 N/A 110398000.00 4346748.99 Agency Collateralized Mortgage Obligation GNRM 2021-086 CI N/A 38382QPD6 2051-05-20 4.5 N/A 12569647.00 812805.33 Agency Collateralized Mortgage Obligation FGRA 4821ZK 05/15/48 N/A 3137FHHM8 2048-05-15 4 N/A 7000000.00 3418935.23 Agency Collateralized Mortgage Obligation FNRA CL057SG R19F057 N/A 3136B6QK2 2049-10-25 1.58351 N/A 55888578.00 1222300.60 Agency Collateralized Mortgage Obligation FNRA CL114SB R12F114 N/A 3136A9LP1 2042-10-25 1.58351 N/A 21000000.00 238510.70 Agency Collateralized Mortgage Obligation FERM 5071QI 04/25/48 N/A 3137F9T92 2048-04-25 4 N/A 35952899.00 3105108.14 Agency Collateralized Mortgage Obligation FGRA 4481BZ 06/15/45 N/A 3137BJSF1 2045-06-15 3 N/A 800000.00 892819.88 Agency Collateralized Mortgage Obligation GNRA 2020-096 GS N/A 38382GK92 2046-01-20 1.77372 N/A 66473586.00 2646381.50 Agency Collateralized Mortgage Obligation GNRM 2015-096 GI N/A 38379MCJ1 2045-07-20 3.5 N/A 77028571.00 542256.04 Agency Collateralized Mortgage Obligation GNRA 2024-151 SC N/A 38384WDB8 2054-09-20 0.35402 N/A 80000000.00 3031252.66 Agency Collateralized Mortgage Obligation FGRA 4945SA 01/15/50 N/A 3137FQLN1 2050-01-15 1.54688 N/A 91750028.00 2508753.26 Agency Collateralized Mortgage Obligation FGRA 4057LS 06/15/42 N/A 3137ARJP2 2042-06-15 2.09688 N/A 88571428.00 798444.01 Agency Collateralized Mortgage Obligation FERM 5129CI 08/25/50 N/A 3137H1NP7 2050-08-25 3 N/A 116831333.00 10393459.97 Agency Collateralized Mortgage Obligation FGRA 4077HS 07/15/42 N/A 3137ASB37 2042-07-15 1.64688 N/A 110603899.00 585164.43 Agency Collateralized Mortgage Obligation GNRA 2023-105 AI N/A 38381JMD6 2065-07-16 0.97873 N/A 33296039.00 2413422.89 Agency Collateralized Mortgage Obligation FERA 5502SQ 02/25/55 N/A 3137HJTF4 2055-02-25 0 N/A 495000000.00 3921.12 Agency Collateralized Mortgage Obligation GNRM 2013-038 NI N/A 38378JKM3 2040-12-16 4.5 N/A 30913676.00 188241.45 Agency Collateralized Mortgage Obligation GNRA 2019-98 SC N/A 38381YEC4 2049-08-20 1.62372 N/A 36174000.00 991367.20 Agency Collateralized Mortgage Obligation FGRM 4194GI 04/15/43 N/A 3137B1JS2 2043-04-15 4 N/A 53867746.00 1227800.65 Agency Collateralized Mortgage Obligation FNRA CL079SE R15F079 N/A 3136AQKZ2 2045-11-25 1.78351 N/A 24418550.00 361598.31 Agency Collateralized Mortgage Obligation FNRA CL009SH R24F009 N/A 3136BRHC4 2049-11-25 1.53351 N/A 69606673.00 6560742.49 Agency Collateralized Mortgage Obligation GNRA 2024-174 CS N/A 38384VSA6 2054-10-20 0 N/A 170000000.00 21542.06 Agency Collateralized Mortgage Obligation FERA 4901CS 07/25/49 N/A 3137FMKD3 2049-07-25 1.63351 N/A 84449463.00 2342863.86 Agency Collateralized Mortgage Obligation FERA 4954SY 02/25/50 N/A 3137FRE31 2050-02-25 1.58351 N/A 118078268.00 4637266.41 Agency Collateralized Mortgage Obligation FGRA 4616HS 09/15/46 N/A 3137BS3L5 2046-09-15 1.54688 N/A 51499650.00 1149708.09 Agency Collateralized Mortgage Obligation FERM 5132GI 08/25/51 N/A 3137H1RR9 2051-08-25 3 N/A 21525173.00 2199265.13 Agency Collateralized Mortgage Obligation GNRA 2024-061 SV N/A 38384MFZ5 2054-02-20 0.85402 N/A 99346744.00 1653869.11 Agency Collateralized Mortgage Obligation FGRA 4853SA 02/15/49 N/A 3137FKT48 2049-02-15 2.14688 N/A 26168899.00 776184.36 Agency Collateralized Mortgage Obligation GNRA 2019-078 SB N/A 38381WSR0 2049-06-20 1.67372 N/A 19160664.00 525645.12 Agency Collateralized Mortgage Obligation FERM 5142AI 09/25/51 N/A 3137H2CD4 2051-09-25 3.5 N/A 30539367.00 3276363.68 Agency Collateralized Mortgage Obligation FERM 5159PI 11/25/51 N/A 3137H3UB6 2051-11-25 3 N/A 36942166.00 3637284.79 Agency Collateralized Mortgage Obligation FERA 5502SG 02/25/55 N/A 3137HJTE7 2055-02-25 1.184803 N/A 182000000.00 6269138.07 Agency Collateralized Mortgage Obligation GNRA 2022-205 SA N/A 38383HAE9 2052-12-20 1.82402 N/A 12000000.00 333383.23 Agency Collateralized Mortgage Obligation FNRA CL018PS R13F018 N/A 3136ACYT2 2043-03-25 1.63351 N/A 42736404.00 586269.73 Agency Collateralized Mortgage Obligation FGRM 5305IO 07/15/49 N/A 3137H9XZ7 2049-07-15 4 N/A 26101907.00 4252311.30 Agency Collateralized Mortgage Obligation GNRA 2024-129 SA N/A 38384U2S7 2054-08-20 0.85402 N/A 45000000.00 1419862.91 Agency Collateralized Mortgage Obligation FGRA 4882SA 05/15/49 N/A 3137FLVY7 2049-05-15 1.59688 N/A 9396431.00 238580.50 Agency Collateralized Mortgage Obligation GNRA 2018-22 SK N/A 38380YU45 2048-08-20 1.67372 N/A 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Mortgage Obligation GNRA 2020-096 CS N/A 38382GK68 2049-08-20 1.67372 N/A 8144000.00 302981.44 Agency Collateralized Mortgage Obligation GNRM 2020-007 KI N/A 38382DBP3 2050-01-20 3.5 N/A 8442765.00 202385.82 Agency Collateralized Mortgage Obligation GNRA 2024-057 SB N/A 38384NCY9 2054-04-20 1.05402 N/A 50000000.00 2257717.98 Agency Collateralized Mortgage Obligation GNRA 2019-152 ES N/A 38382BH89 2049-12-20 1.62372 N/A 6268000.00 171755.42 Agency Collateralized Mortgage Obligation FERA 4999PS 03/25/44 N/A 3137FV4P4 2044-03-25 1.48351 N/A 43898226.00 1232123.14 Agency Collateralized Mortgage Obligation FERM 5036IK 04/25/50 N/A 3137F6TK3 2050-04-25 4 N/A 3251000.00 274500.70 Agency Collateralized Mortgage Obligation GNRM 2020-047 IL N/A 38382EDK0 2050-04-20 4 N/A 11556689.00 528184.37 Agency Collateralized Mortgage Obligation GNRA 2018-93 DS N/A 38380XQV2 2048-07-20 1.77372 N/A 50000000.00 1191450.83 Agency Collateralized Mortgage Obligation FNRM CL134KZ R10F134 N/A 31398SND1 2040-12-25 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N/A 126561.00 42745.40 Agency Mortgage-Backed Securities GNII SF MA8490 M N/A 36179XNF9 2052-12-20 5 N/A 3485272.00 2891646.90 Agency Mortgage-Backed Securities GNII SF BI3329 C N/A 3617HCVW0 2048-09-20 4.5 N/A 24449790.00 3425860.78 Agency Mortgage-Backed Securities GNII SF MA9722 M N/A 36179YYT5 2054-05-20 4 N/A 381923.00 350928.19 Agency Mortgage-Backed Securities GNII SF MB0118 M N/A 3618N5DY2 2040-01-20 3.5 N/A 875079.00 829944.70 Agency Mortgage-Backed Securities GNII SF DE3757 C N/A 3618J9E69 2054-09-20 7 N/A 1571470.00 1643335.66 Agency Mortgage-Backed Securities GNII SF MA8099 M N/A 36179W7L6 2052-06-20 3.5 N/A 1234094.00 927284.89 Agency Mortgage-Backed Securities GNII SF CA8472 C N/A 3617UGMV8 2051-05-20 3 N/A 7925314.00 4468844.54 Agency Mortgage-Backed Securities GNII SF MA7736 M N/A 36179WSZ2 2036-12-20 1.5 N/A 112198.00 64993.72 Agency Mortgage-Backed Securities GNII SF MA7057 M N/A 36179VZW3 2050-12-20 5 N/A 50000.00 14458.95 Agency Mortgage-Backed Securities GNII SF 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N/A 3618N5FT1 2039-12-20 4 N/A 338412.00 329717.52 Agency Mortgage-Backed Securities GNII SF MA7704 M N/A 36179WRZ3 2051-11-20 2 N/A 252918.00 160067.57 Agency Mortgage-Backed Securities GNII SF MA8268 M N/A 36179XFH4 2052-09-20 4.5 N/A 761034.00 617315.00 Agency Mortgage-Backed Securities GNII SF MA6342 M N/A 36179VBK5 2049-11-20 5 N/A 13000000.00 1791392.70 Agency Mortgage-Backed Securities GNII SF DD3166 C N/A 3618HVQT9 2054-09-20 6.5 N/A 2356509.00 2450775.81 Agency Mortgage-Backed Securities GNII SF MA8154 M N/A 36179XBX3 2052-06-20 6 N/A 299783.00 231439.18 Agency Mortgage-Backed Securities GNII SF CB4372 C N/A 3617UP2D0 2051-09-20 3.5 N/A 7383029.00 4298237.69 Agency Mortgage-Backed Securities GNII SF MA8430 M N/A 36179XLK0 2052-11-20 6 N/A 257745.00 173465.15 Agency Mortgage-Backed Securities GNII SF MA8271 M N/A 36179XFL5 2052-08-20 6 N/A 2696534.00 1824855.40 Agency Mortgage-Backed Securities GNII SF MA7473 M N/A 36179WJS8 2051-07-20 3 N/A 5102642.00 2900225.39 Agency Mortgage-Backed Securities GNII SF MA8918 M N/A 36179X4B9 2038-12-20 5.5 N/A 1609088.00 1348492.97 Agency Mortgage-Backed Securities GNII SF MA6996 M N/A 36179VXZ8 2050-11-20 3 N/A 1251279.00 445599.09 Agency Mortgage-Backed Securities GNII SF MA9853 M N/A 36179Y5N0 2054-08-20 6.5 N/A 2256409.00 2269634.72 Agency Mortgage-Backed Securities GNII SF DF5671 C N/A 3618JPJQ4 2055-02-20 5.5 N/A 1739332.00 1771575.74 Agency Mortgage-Backed Securities GNII SF MA6220 M N/A 36179U4D1 2049-10-20 4 N/A 1000000.00 127394.92 Agency Mortgage-Backed Securities GNII SF MA8494 M N/A 36179XNK8 2052-12-20 7 N/A 143000.00 58130.99 Agency Mortgage-Backed Securities GNII SF MA5932 M N/A 36179USV5 2049-05-20 4.5 N/A 20065860.00 2072119.25 Agency Mortgage-Backed Securities GNII SF DG2881 C N/A 3618JYFW6 2054-12-20 5.5 N/A 2090545.00 2114455.59 Agency Mortgage-Backed Securities GNII SF MA7825 M N/A 36179WVS4 2052-01-20 1.5 N/A 1612312.00 1066262.33 Agency Mortgage-Backed Securities GNII SF MA3039 M N/A 36179RLU1 2045-07-20 6 N/A 125000.00 12224.84 Agency Mortgage-Backed Securities GNII SF MA7774 M N/A 36179WT73 2051-11-20 6 N/A 30000.00 18908.18 Agency Mortgage-Backed Securities GNII SF MA7417 M N/A 36179WG28 2051-06-20 2 N/A 3088207.00 1763825.26 Agency Mortgage-Backed Securities GNII SF BA8386 C N/A 3617AMJ74 2047-11-20 3.5 N/A 2379474.00 1221098.64 Agency Mortgage-Backed Securities GNII SF MA8044 M N/A 36179W5D6 2052-05-20 3.5 N/A 3121120.00 2338367.62 Agency Mortgage-Backed Securities GNII SF DG8317 C N/A 3618K5G22 2055-01-20 5.5 N/A 6690687.00 6754257.11 Agency Mortgage-Backed Securities GNII SF MA7471 M N/A 36179WJQ2 2051-07-20 2 N/A 5460532.00 3222472.43 Agency Mortgage-Backed Securities GNII SF MA8645 M N/A 36179XTA4 2053-01-20 4 N/A 899994.00 744564.92 Agency Mortgage-Backed Securities GNII SF DA7258 C N/A 3618GXB39 2054-06-20 6 N/A 5048794.00 5004930.67 Agency Mortgage-Backed Securities GNII SF DD5058 C N/A 3618HXTP0 2054-08-20 6 N/A 7799139.00 7955333.04 Agency Mortgage-Backed Securities GNII SF MA4720 M N/A 36179TG58 2047-09-20 4 N/A 12798245.00 1451260.57 Agency Mortgage-Backed Securities GNII SF MA8871 M N/A 36179X2C9 2051-09-20 1.5 N/A 209873.00 156854.40 Agency Mortgage-Backed Securities GNII SF MA9391 M N/A 36179YNG5 2038-12-20 6.5 N/A 2836827.00 2104028.17 Agency Mortgage-Backed Securities GNII SF MA8614 M N/A 36179XSB3 2038-02-20 4 N/A 3011060.00 2278224.25 Agency Mortgage-Backed Securities GNII SF DE6795 C N/A 3618JCRQ4 2054-11-20 6.5 N/A 1228587.00 1274597.16 Agency Mortgage-Backed Securities GNII SF MA7424 M N/A 36179WG93 2049-02-20 5.5 N/A 1100000.00 562685.06 Agency Mortgage-Backed Securities GNII SF CZ3712 C N/A 3618GFDR3 2054-01-20 7.5 N/A 1034461.00 1087048.43 Agency Mortgage-Backed Securities GNII SF MB0067 M N/A 3618N5CD9 2039-12-20 5.5 N/A 2307243.00 2307450.23 Agency Mortgage-Backed Securities GNII SF MA8042 M N/A 36179W5B0 2052-05-20 2.5 N/A 86064256.00 59380490.02 Agency Mortgage-Backed Securities GNII SF MA5653 M N/A 36179UH62 2048-11-20 5 N/A 60641918.00 4002771.44 Agency Mortgage-Backed Securities GNII SF CY0036 C N/A 3618FYBD6 2054-01-20 7.5 N/A 1284261.00 993726.98 Agency Mortgage-Backed Securities GNII SF MA6937 M N/A 36179VV64 2050-10-20 5.5 N/A 100000.00 37368.79 Agency Mortgage-Backed Securities GNII SF MA6038 M N/A 36179UV74 2049-07-20 3 N/A 1818403.00 247827.27 Agency Mortgage-Backed Securities GNII SF DB1417 C N/A 3618H3SE2 2054-03-20 7 N/A 1292024.00 1241148.39 Agency Mortgage-Backed Securities GNII SF DH3464 C N/A 3618KBZ51 2055-02-20 7 N/A 2191255.00 2306304.65 Agency Mortgage-Backed Securities GNII SF 618834 C N/A 36290VPT5 2033-07-20 5.5 N/A 235753.00 3858.36 Agency Mortgage-Backed Securities GNII SF CN5359 C N/A 3617F45U3 2052-09-20 5.5 N/A 2221670.00 1924151.53 Agency Mortgage-Backed Securities GNII SF MA7054 M N/A 36179VZT0 2050-12-20 3.5 N/A 335508.00 122844.11 Agency Mortgage-Backed Securities GNII SF MA8126 M N/A 36179XA30 2037-07-20 4 N/A 364841.00 222373.58 Agency Mortgage-Backed Securities GNII SF MA7768 M N/A 36179WTZ1 2051-12-20 3 N/A 301713.00 199854.29 Agency Mortgage-Backed Securities GNII SF MA4624 M N/A 36179TD51 2032-08-20 3 N/A 5300000.00 661378.48 Agency Mortgage-Backed Securities GNII SF DH3975 C N/A 3618KCMY0 2055-02-20 5.5 N/A 1010628.00 1029735.94 Agency Mortgage-Backed Securities GNII SF MA4450 M N/A 36179S5K9 2047-05-20 3 N/A 250000.00 37998.84 Agency Mortgage-Backed Securities GNII SF BZ1139 C N/A 3617QVHQ7 2050-11-20 2.5 N/A 1018454.00 698407.33 Agency Mortgage-Backed Securities GNII SF MA8879 M N/A 36179X2L9 2053-05-20 5.5 N/A 297990385.00 252248242.87 Agency Mortgage-Backed Securities GNII SF MA8101 M N/A 36179XAA4 2052-06-20 4.5 N/A 7393139.00 5886941.53 Agency Mortgage-Backed Securities GNII SF DD3181 C N/A 3618HVRA9 2054-09-20 6 N/A 1774360.00 1818617.07 Agency Mortgage-Backed Securities GNII SF BJ9846 C N/A 3617HX5F0 2049-07-20 4.5 N/A 2559344.00 919522.54 Agency Mortgage-Backed Securities GNII SF DD4808 C N/A 3618HXKV6 2054-10-20 6 N/A 2303726.00 2370000.15 Agency Mortgage-Backed Securities GNII SF MA0624 M N/A 36179MVR8 2042-12-20 3 N/A 230400000.00 26346042.09 Agency Mortgage-Backed Securities GNII SF MA9779 M N/A 36179Y2L7 2054-07-20 5.5 N/A 100000.00 98967.95 Agency Mortgage-Backed Securities GNII SF MA8269 M N/A 36179XFJ0 2052-09-20 5 N/A 6774667.00 5489599.25 Agency Mortgage-Backed Securities GNII SF CI6310 C N/A 3617XBAK3 2052-01-20 3 N/A 5111815.00 3853635.71 Agency Mortgage-Backed Securities GNII SF 609170 C N/A 36202TW77 2032-07-20 4 N/A 225000.00 76090.54 Agency Mortgage-Backed Securities GNII SF MA5762 M N/A 36179UMK5 2048-10-20 3.5 N/A 198700000.00 21698622.45 Agency Mortgage-Backed Securities GNII SF 004028 M N/A 36202EPM5 2037-09-20 6 N/A 210000.00 2076.33 Agency Mortgage-Backed Securities GNII SF MA4590 M N/A 36179TC37 2047-07-20 5.5 N/A 6842961.00 707737.05 Agency Mortgage-Backed Securities GNII SF MA7596 M N/A 36179WNM6 2037-12-20 6 N/A 165246.00 66914.34 Agency Mortgage-Backed Securities GNII SF BD1738 C N/A 3617BG4X5 2048-02-20 3.5 N/A 1259747.00 613673.50 Agency Mortgage-Backed Securities GNII SF 003346 M N/A 36202DWF4 2033-02-20 5.5 N/A 356000.00 2537.76 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1 2025-03-03 2025-03-03 2025-03-03 N N N 0.0437 687000000.00 687000000.00 0.0039 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.35999960 3130B4BP5 2549001DPIFGXC1TOL40 US3130B4BP50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Standard & Poor's AA+ Fitch AA+ 2025-03-03 2025-05-28 2025-05-28 N N N 0.0434 104999567.40 104999567.40 0.0006 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.37500080 3130B4H20 2549001DPIFGXC1TOL40 US3130B4H200 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Fitch AA+ Standard & Poor's AA+ 2025-03-03 2025-09-04 2025-09-04 N N N 0.0444 100000863.00 100000863.00 0.0006 N N N N Barclays Capital, Inc. Barclays Capital, Inc. 4.37000000 N/A AC28XWWI3WIBK2824319 BYDFCLZC4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875 N/A 96950100.00 102000058.23 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2025-03-03 2025-03-03 2025-03-03 N N N 0.0437 100000000.00 100000000.00 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797NR4 254900HROIFWPRGM1V77 US912797NR49 U.S. Treasury Debt Y Moody's Govt Fitch F1+ Standard & Poor's A-1+ 2025-03-18 2025-03-18 2025-03-18 N N N 0.0361 2094606696.42 2094606696.42 0.0120 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.40996040 91282CJD4 254900HROIFWPRGM1V77 US91282CJD48 U.S. Treasury Debt Y Moody's Govt Standard & Poor's AA+ Fitch AA+ 2025-03-03 2025-10-31 2025-10-31 N N N 0.0425 2247891773.31 2247891773.31 0.0129 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797NW3 254900HROIFWPRGM1V77 US912797NW34 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2025-06-26 2025-06-26 2025-06-26 N N N 0.0419 2658619599.01 2658619599.01 0.0152 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 4.37000000 N/A FOR8UP27PHTHYVLBNG30 BYDFCLZY6 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 3618JY3Z2 2054-11-20 6.5 N/A 1161730.00 1203511.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618JV5T0 2055-01-20 5.5 N/A 1781214.00 1790192.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HSRU2 2054-11-20 5.5 N/A 8093344.00 8148139.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5A25 2054-11-20 4.5 N/A 88550331.00 85055182.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617BN6C4 2047-11-15 5 N/A 928001.00 109020.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HXTV7 2054-08-20 6.5 N/A 1034258.00 1074579.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TKW4 2032-11-20 3.5 N/A 938700.00 129093.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618K9DU5 2054-12-20 6 N/A 5661664.00 5859549.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618J2UC3 2054-09-20 5 N/A 1906748.00 1885008.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618K2X61 2054-12-20 6.5 N/A 130468.00 134672.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176KRB5 2041-05-15 4.29 N/A 70000.00 12701.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36176AFV6 2035-08-20 5 N/A 1829852.00 80035.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QT76 2044-11-20 5 N/A 3428360.00 164560.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618JNZA6 2054-11-20 5.5 N/A 1506560.00 1523598.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618JNE50 2054-10-20 5.5 N/A 5682424.00 5709430.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618JNEM3 2054-10-20 6.5 N/A 5311664.00 5319021.55 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Moody's NR Fitch F1 2025-03-03 2025-03-03 2025-03-03 N N N 0.0437 128500000.00 128500000.00 0.0007 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 4.36000000 N/A 254900BN8XS34XZDJ223 BYDFCLZJ9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 N/A 95922808.33 95488278.01 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 N/A 91282CME8 2026-12-31 4.25 N/A 76286275.00 77011513.05 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 N/A 32475066.67 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Mortgage Obligation FNRA CL072SQ R12F072 N/A 3136A63N2 2042-07-25 2.03351 N/A 13206431.00 91220.49 Agency Collateralized Mortgage Obligation FNRM CL022NI R15F022 N/A 3136ANEE3 2045-04-25 3 N/A 21128415.00 310049.92 Agency Collateralized Mortgage Obligation FNRA RC014SG R23F014 N/A 3136BPL25 2053-04-25 1.54799 N/A 10999040.00 733277.12 Agency Collateralized Mortgage Obligation FERA 5326SA 08/25/53 N/A 3137HAFF8 2053-08-25 1.54799 N/A 44342208.00 1801197.27 Agency Collateralized Mortgage Obligation FNRA CL023SB R24F023 N/A 3136BRSV0 2054-05-25 2.84799 N/A 55928256.00 5065432.62 Agency Collateralized Mortgage Obligation FNRA CL005SM R24F005 N/A 3136BQ6J3 2053-12-25 2.64799 N/A 16606304.00 1370551.19 Agency Collateralized Mortgage Obligation GNRM 2023-184 HI N/A 38384GXW5 2053-12-20 7 N/A 7880060.00 1808538.22 Agency Collateralized Mortgage Obligation FNRM CL088NI R15F088 N/A 3136AQA67 2044-09-25 4 N/A 50000000.00 487703.68 Agency Collateralized Mortgage Obligation FERM 5183PI 11/25/51 N/A 3137H52G1 2051-11-25 2.5 N/A 39672128.00 3353835.21 Agency Collateralized Mortgage Obligation FERA RP3951 09/25/53 N/A 3142G5BV9 2053-09-25 1.29799 N/A 100000000.00 3298668.51 Agency Collateralized Mortgage Obligation GNRA 2024-043 SE N/A 38384KNG2 2054-03-20 0.97402 N/A 75000000.00 2297496.47 Agency Collateralized Mortgage Obligation Y Fitch F1 Standard & Poor's A-1 Moody's NR 2025-03-03 2025-03-03 2025-03-03 N N N 0.0437 113000000.00 113000000.00 0.0007 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 4.36000000 N/A VYVVCKR63DVZZN70PB21 BYDFCM0Z9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 3/4 NOTE Y 26 N/A 91282CBW0 2026-04-30 0.75 N/A 5495200.00 5295873.64 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.25 N/A 37159504.76 36693040.05 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 N/A 91282CMC2 2031-12-31 4.5 N/A 21540190.48 22085248.93 U.S. Treasuries (including 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91282CHT1 2033-08-15 3.875 N/A 6374800.00 6212596.88 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch NR Moody's NR 2025-03-03 2025-03-03 2025-03-03 N N N 0.0436 200000000.00 200000000.00 0.0012 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.35999960 3130B52Y3 2549001DPIFGXC1TOL40 US3130B52Y37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Agency Fitch AA+ 2025-03-03 2025-08-14 2025-08-14 N N N 0.0447 1087988663.04 1087988663.04 0.0062 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.35999960 3130B54M7 2549001DPIFGXC1TOL40 US3130B54M70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Fitch AA+ Standard & Poor's AA+ 2025-03-03 2025-09-18 2025-09-18 N N N 0.0443 500000990.00 500000990.00 0.0029 N N N N TD Securities USA LLC TD Securities USA LLC 4.37000000 N/A SUVUFHICNZMP2WKHG940 BYDFCM0W6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 3/4 NOTE P 25 N/A 9128284Z0 2025-08-31 2.75 N/A 5141000.00 5100036.51 U.S. Treasuries (including strips) Y Fitch NR Standard & Poor's A-1 Moody's NR 2025-03-03 2025-03-03 2025-03-03 N N N 0.0437 5000000.00 5000000.00 0.0000 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 4.47500160 3133ER3G4 254900C5LP6DN9OP9V83 US3133ER3G49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Standard & Poor's AA+ Fitch AA+ 2025-03-03 2027-02-10 2027-02-10 N N N 0.0456 429995437.70 429995437.70 0.0025 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 4.36000000 N/A FOR8UP27PHTHYVLBNG30 BYDFCLZV2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 N/A 5975900.00 3060024.05 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch F1 Moody's NR 2025-03-03 2025-03-03 2025-03-03 N N N 0.0436 3000000.00 3000000.00 0.0000 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 4.50000000 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 FHLMC_5121B N/A 3137H0N20 2044-03-15 0.02 N/A 9834426.00 3083.87 Agency Collateralized Mortgage Obligation FRESB_19-SB58 N/A 30308MAA5 2038-11-25 4.71167 N/A 62248000.00 27302629.21 Agency Collateralized Mortgage Obligation FHLMC_4952D N/A 3137FR3F6 2048-12-15 4.5 N/A 55907927.00 4596088.62 Agency Collateralized Mortgage Obligation FNMA_22-42B N/A 3136BNRW8 2050-06-25 1.64799 N/A 26210120.00 1606878.07 Agency Collateralized Mortgage Obligation FHLMC_5331D N/A 3137HAEJ1 2044-08-15 0.05 N/A 11538316.00 19209.56 Agency Collateralized Mortgage Obligation FRESB_18-SB52 N/A 30297CAM4 2038-07-25 0.57339 N/A 96789390.00 102303.15 Agency Collateralized Mortgage Obligation FHLMC_4783B N/A 3137F4Y48 2033-07-15 3.5 N/A 124269272.00 442860.29 Agency Collateralized Mortgage Obligation FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K753 N/A 3137HB2M5 2030-11-25 4.4 N/A 14923000.00 14865859.83 Agency Collateralized Mortgage Obligation FHLMC_4161B N/A 3137AYNW7 2043-02-15 1.69688 N/A 20500000.00 519998.60 Agency Collateralized Mortgage Obligation FRESB_20-SB70 N/A 302987AJ1 2039-10-25 3.96019 N/A 41272141.00 25666790.25 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BJP64 2025-03-25 3.205 N/A 7104606.00 2608900.96 Agency Collateralized Mortgage Obligation FHMS_K143 N/A 3137H74D2 2032-04-25 3.140052 N/A 7000000.00 1229956.27 Agency Collateralized Mortgage Obligation FNMA_23-69B N/A 3136BQA66 2057-12-25 1.53351 N/A 143640538.00 12247714.69 Agency Collateralized Mortgage Obligation FNSTR_427 N/A 31423XPH8 2037-02-25 1.5 N/A 163645703.00 6843264.02 Agency Collateralized Mortgage Obligation FNMA_24-5C N/A 3136BQ4W6 2054-03-25 2.04799 N/A 112217640.00 8272271.20 Agency Collateralized Mortgage Obligation FHLK_11-3 N/A 3137FV5R9 2048-05-25 2.976205 N/A 108643404.00 14762917.04 Agency Collateralized Mortgage Obligation FNMA_20-91C N/A 3136BCX47 2043-11-25 4 N/A 22639231.00 837580.90 Agency Collateralized Mortgage Obligation FHLMC_40-91 N/A 3137ATDJ8 2042-08-15 2.09688 N/A 22372053.00 465796.88 Agency Collateralized Mortgage Obligation FRESB_20-SB75 N/A 30314WAJ6 2040-04-25 1.43593 N/A 444201323.00 15595858.93 Agency Collateralized Mortgage Obligation FHLMC_4351 N/A 3137BBPE4 2044-06-15 1.74688 N/A 50000000.00 289044.16 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K078 N/A 3137FGR31 2028-06-25 3.854 N/A 28300000.00 27912870.15 Agency Collateralized Mortgage Obligation GNMA_25-27A N/A 38385DQU3 2055-02-20 6 N/A 50292917.00 51111350.40 Agency Collateralized Mortgage Obligation FNMA_12-43 N/A 3136A5YL4 2041-07-25 4.46649 N/A 7000000.00 12803.01 Agency Collateralized Mortgage Obligation FHMS_KX04 N/A 3137FWHN3 2034-01-25 1.664904 N/A 19940000.00 730875.69 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K088 N/A 3137FKZZ2 2029-01-25 3.69 N/A 23409000.00 22873905.38 Agency Collateralized Mortgage Obligation FNMA_24-64A N/A 3136BSL52 2054-09-25 0.84799 N/A 51000000.00 1229871.15 Agency Collateralized Mortgage Obligation FNMA_24-6E N/A 3136BQ2W8 2043-07-25 2.098808 N/A 6098639.00 839039.85 Agency Collateralized Mortgage Obligation FHLMC STRUCTURED PASS THROUGH SECURITIES FSPC_T-42 N/A 31392MH47 2042-02-25 9.5 N/A 128000.00 3858.27 Agency Collateralized Mortgage Obligation FHLMC_40-10 N/A 3137AMUR6 2042-01-15 4.5 N/A 92501111.00 372100.66 Agency Collateralized Mortgage Obligation FREMF_18-SB56 N/A 302966AQ9 2038-11-25 0.19295 N/A 143846917.00 458679.94 Agency Collateralized Mortgage Obligation FNMA_24-99A N/A 3136BUKB5 2055-01-25 0.07 N/A 41742981.00 54238.06 Agency Collateralized Mortgage Obligation FNMA_20-96D N/A 3136BDKK3 2051-01-25 2.5 N/A 27963530.00 5029394.31 Agency Collateralized Mortgage Obligation FHLMC_4733E N/A 3137FBSK3 2038-07-15 5.5 N/A 6761737.00 247044.11 Agency Collateralized Mortgage Obligation FNMA_23-64C N/A 3136BQZR3 2048-07-25 0.05 N/A 5118934.00 10097.60 Agency Collateralized Mortgage Obligation FREMF_18-SB45 N/A 30308AAK9 2037-08-25 0.50656 N/A 66534907.00 178887.09 Agency Collateralized Mortgage Obligation FREMF_16-K59 N/A 30295RAW1 2026-11-25 0 N/A 16609000.00 10728384.24 Agency Collateralized Mortgage Obligation FREMF_18-SB45 N/A 30308AAJ2 2037-11-25 1.07516 N/A 108859383.00 136068.87 Agency Collateralized Mortgage Obligation FHLMC_Q025 N/A 3137HCKT8 2034-02-25 0.36125 N/A 324636000.00 8001337.25 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BVZ82 2027-01-25 3.43 N/A 8300000.00 8176715.95 Agency Collateralized Mortgage Obligation FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K749 N/A 3137H74Q3 2029-04-25 2.12 N/A 7412000.00 6769216.54 Agency Collateralized Mortgage Obligation FHLMC_3996 N/A 3137ALVP1 2041-06-15 2.14688 N/A 53899574.00 5478.41 Agency Collateralized Mortgage Obligation FNMA_17-78B N/A 3136AX6Z3 2047-10-25 3.5 N/A 13304714.00 184534.53 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_21-SB92 N/A 30323PAJ0 2041-08-25 0.578769 N/A 101474124.00 2312469.08 Agency Collateralized Mortgage Obligation GINNIE MAE STRIP GNS_1 N/A 37610VAA3 2034-07-20 0 N/A 1671972.00 21067.74 Agency Collateralized Mortgage Obligation FRESB_20-SB79 N/A 30316VAF4 2040-07-25 1.58154 N/A 23692000.00 831932.07 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB49 N/A 302961AF4 2038-03-25 0.96765 N/A 168448788.00 737450.01 Agency Collateralized Mortgage Obligation FHLMC_4698B N/A 3137F1XH6 2047-07-15 0 N/A 50000000.00 280046.83 Agency Collateralized Mortgage Obligation FRESB_16SB11 N/A 302616AC1 2035-11-25 4.75473 N/A 4242000.00 952720.30 Agency Collateralized Mortgage Obligation FHLMC_4046 N/A 3137AQGR3 2042-05-15 4.5 N/A 33346994.00 328004.28 Agency Collateralized Mortgage Obligation GNMA_25-5D N/A 38385CUY2 2055-01-20 1.60402 N/A 83109805.00 4857212.04 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137F2LJ3 2027-06-25 3.117 N/A 21463861.00 20938119.82 Agency Collateralized Mortgage Obligation FNMA_16-26 N/A 3136AR4T2 2043-01-25 0 N/A 5220322.00 17865.25 Agency Collateralized Mortgage Obligation FRESB_19-SB67 N/A 30314KAX1 2039-07-25 0.70614 N/A 529411508.00 6532184.62 Agency Collateralized Mortgage Obligation FREMF_19-60 N/A 30308HAJ7 2026-02-25 10.43874 N/A 75693532.00 12961988.63 Agency Collateralized Mortgage Obligation FREMF_20-KF81 N/A 30317LAG3 2027-06-25 13.46748 N/A 67165464.00 15814035.36 Agency Collateralized Mortgage Obligation FNMA_24-6C N/A 3136BQ2T5 2042-07-25 0.5 N/A 15645496.00 280189.77 Agency Collateralized Mortgage Obligation FNMA_20-77 N/A 3136BCUU2 2050-11-25 2.5 N/A 117856800.00 10892387.35 Agency Collateralized Mortgage Obligation FNMA_12-24D N/A 3136A4DV8 2042-03-25 1.98351 N/A 13150872.00 232844.56 Agency Collateralized Mortgage Obligation FHLMC_42-99 N/A 3137B74T3 2043-07-15 4 N/A 28735375.00 30532.71 Agency Collateralized Mortgage Obligation FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K138 N/A 3137H5XX0 2032-01-25 2.979969 N/A 4493000.00 725709.26 Agency Collateralized Mortgage Obligation FNMA_12-103 N/A 3136A8A42 2042-09-25 1.58351 N/A 82285920.00 1114462.90 Agency Collateralized Mortgage Obligation FNMA_24-42B N/A 3136BSHD0 2054-07-25 2.72799 N/A 30000000.00 2028538.87 Agency Collateralized Mortgage Obligation FNMA_24-99D N/A 3136BULK4 2055-01-25 0.69799 N/A 92000000.00 2896903.65 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K114 N/A 3137FVNK4 2048-08-25 2.735302 N/A 10500000.00 1255826.00 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST FRESB_21-SB87 N/A 30320VAE1 2041-04-25 0.6238 N/A 209249861.00 4797706.65 Agency Collateralized Mortgage Obligation FNMA_19-61A N/A 3136B66Q1 2059-11-25 1.58351 N/A 14507222.00 702925.85 Agency Collateralized Mortgage Obligation FHMS_K053 N/A 3137BN6J8 2044-03-25 1.642264 N/A 24717000.00 372724.90 Agency Collateralized Mortgage Obligation FNMA_17-32B N/A 3136AWLE5 2047-05-25 1.68351 N/A 114000000.00 2284023.39 Agency Collateralized Mortgage Obligation FNMA_24-6E N/A 3136BQ2X6 2045-04-25 0 N/A 10816174.00 6649895.13 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BLMZ8 2025-07-25 3.01 N/A 375000.00 365822.77 Agency Collateralized Mortgage Obligation FNMA_24-99A N/A 3136BUKR0 2055-01-25 1.56799 N/A 58257019.00 4231175.45 Agency Collateralized Mortgage Obligation FNMA_24-24A N/A 3136BRRQ2 2054-05-25 6.5 N/A 69000000.00 10859179.27 Agency Collateralized Mortgage Obligation FREMF_15-K51 N/A 30293XAN0 2048-10-25 0 N/A 89686280.00 87000172.98 Agency Collateralized Mortgage Obligation FHLMC_4215 N/A 3137B33X4 2032-07-15 3 N/A 62500000.00 145426.51 Agency Collateralized Mortgage Obligation FNMA_24-62C N/A 3136BSZX6 2054-09-25 0.02 N/A 92941546.00 61923.85 Agency Collateralized Mortgage Obligation FHLMC_4584 N/A 3137BPUR8 2044-05-15 0.04688 N/A 4814646.00 36230.63 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-80 N/A 3136BCZH6 2050-11-25 4 N/A 64192200.00 6357505.94 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PA N/A 3137FQKP7 2029-11-25 2.359 N/A 15935000.00 14537010.50 Agency Collateralized Mortgage Obligation FHLMC_4472F N/A 3137BJ3M3 2045-05-15 5 N/A 45430594.00 674424.52 Agency Collateralized Mortgage Obligation FRESB_18-SB52 N/A 30297CAL6 2038-06-25 0.40868 N/A 148083821.00 496435.60 Agency Collateralized Mortgage Obligation FHLMC_5352E N/A 3137HAWW2 2046-10-15 0.855063 N/A 14260417.00 1323860.24 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137H9M97 2032-01-25 3.78 N/A 100000000.00 94799500.00 Agency Collateralized Mortgage Obligation FHMS_KS07 N/A 3137BS6G3 2025-09-25 0.594465 N/A 13609000.00 46828.05 Agency Collateralized Mortgage Obligation FNMA_21-55C N/A 3136BGGM7 2061-08-25 0 N/A 184283299.00 1669294.16 Agency Collateralized Mortgage Obligation FREMF_20-KF80 N/A 30315FAG8 2030-06-25 13.43874 N/A 75910000.00 15405599.28 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB49 N/A 302961AG2 2038-04-25 0.29553 N/A 79334227.00 438144.56 Agency Collateralized Mortgage Obligation FNMA_20-35L N/A 3136BALS1 2050-02-25 4.5 N/A 40857782.00 1446044.83 Agency Collateralized Mortgage Obligation 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Collateralized Mortgage Obligation FNMA_21-75F N/A 3136BJ3N3 2051-11-25 3 N/A 78463000.00 8015217.31 Agency Collateralized Mortgage Obligation FNMA_13-35 N/A 3136ADRQ4 2033-04-25 3 N/A 24015467.00 267308.47 Agency Collateralized Mortgage Obligation FHLMC_5343E N/A 3137HAQA7 2042-10-15 3.5 N/A 13993688.00 1329734.11 Agency Collateralized Mortgage Obligation FHLMC_4104C N/A 3137ATU42 2042-09-15 1.64688 N/A 21428571.00 371272.86 Agency Collateralized Mortgage Obligation FREMF_21-KHG3 N/A 30323AAS3 2028-09-25 6.62859 N/A 8048000.00 6744055.17 Agency Collateralized Mortgage Obligation FREMF_21-F108 N/A 30319WAE2 2031-02-25 6.96556 N/A 76047000.00 16322942.81 Agency Collateralized Mortgage Obligation FREMF_19-KF72 N/A 30314JAC0 2026-11-25 10.43874 N/A 58664060.00 28084478.96 Agency Collateralized Mortgage Obligation FNMA_21-22D N/A 3136BFSG9 2051-04-25 0 N/A 10000000.00 6514.06 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K084 N/A 3137FJZ93 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1780883.76 Agency Collateralized Mortgage Obligation FRESB_18-SB53 N/A 30297DAQ3 2038-06-25 0.17578 N/A 256952913.00 478711.60 Agency Collateralized Mortgage Obligation FNMA_20-59C N/A 3136BBKV3 2044-01-25 0.6 N/A 10176126.00 77503.91 Agency Collateralized Mortgage Obligation FNMA_13-23 N/A 3136ADAK5 2033-03-25 0.12832 N/A 7025000.00 1904858.97 Agency Collateralized Mortgage Obligation FNMA_23-64C N/A 3136BQZQ5 2048-07-25 1.68351 N/A 19429077.00 1705064.93 Agency Collateralized Mortgage Obligation FREMF_K-164 N/A 3137HDUY4 2062-05-25 5.67375 N/A 15000000.00 5913874.70 Agency Collateralized Mortgage Obligation FHMS_K748 N/A 3137H5YF8 2050-02-25 2.692004 N/A 14432000.00 1319676.55 Agency Collateralized Mortgage Obligation FRESB_19-SB64 N/A 30298DAA7 2039-06-25 5.51329 N/A 44262383.00 30306486.95 Agency Collateralized Mortgage Obligation FREMF_17-K62 N/A 302949AU6 2027-01-25 0 N/A 108305106.00 80464689.64 Agency Collateralized Mortgage Obligation FNMA_12-52E N/A 3136A6AM6 2042-05-25 2.11351 N/A 104663303.00 1116947.12 Agency Collateralized Mortgage Obligation FHLMC_4795G N/A 3137F5S67 2048-03-15 1.69688 N/A 21176438.00 363394.13 Agency Collateralized Mortgage Obligation FRESB_18-SB55 N/A 30297PAL7 2038-08-25 0.50243 N/A 177390777.00 896214.77 Agency Collateralized Mortgage Obligation FRESB_21-SB91 N/A 30322XAE5 2041-08-25 1.07444 N/A 72000000.00 1773700.22 Agency Collateralized Mortgage Obligation FNMA_20-59C N/A 3136BBKT8 2042-09-25 0.1 N/A 10240264.00 13045.84 Agency Collateralized Mortgage Obligation FREMF_19-KLU2 N/A 302974AW0 2029-08-25 0 N/A 28913000.00 20172166.54 Agency Collateralized Mortgage Obligation FNMA_25-7E N/A 3136BUVZ0 2054-06-25 1.54799 N/A 93671087.00 4717575.41 Agency Collateralized Mortgage Obligation FRESB_18-SB57 N/A 30308LAF6 2038-09-25 0.3002 N/A 251299455.00 961955.20 Agency Collateralized Mortgage Obligation FHMS_K150 N/A 3137H9CC1 2054-10-25 4.435185 N/A 15000000.00 3895025.84 Agency Collateralized Mortgage Obligation FRESB_19-SB64 N/A 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3136BMDC9 2045-05-25 4 N/A 22088980.00 2864168.20 Agency Collateralized Mortgage Obligation FHLMC_4686 N/A 3137BY2A7 2047-03-15 4 N/A 11500000.00 11086620.76 Agency Collateralized Mortgage Obligation FNMA_20-39F N/A 3136BAKG8 2050-06-25 4.5 N/A 26089220.00 1696145.75 Agency Collateralized Mortgage Obligation FHLMC_5121B N/A 3137H0N38 2044-08-15 0.05 N/A 14302766.00 14696.37 Agency Collateralized Mortgage Obligation FREMF_19-SB58 N/A 30308MAJ6 2038-11-25 0.51099 N/A 271423788.00 2311410.79 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB76 N/A 30315EAE6 2030-05-25 1.64711 N/A 72733000.00 2452134.74 Agency Collateralized Mortgage Obligation FNMA FNRA CL003TS R23F003 N/A BRYD8NT39 2052-12-25 0 N/A 65864250.00 4693201.66 Agency Mortgage-Backed Securities FREMF_21-KF125 N/A 30323QAE9 2028-10-25 10.72859 N/A 29769602.00 21270639.66 Agency Collateralized Mortgage Obligation FNW_07-W3 N/A 31396VPT9 2037-04-25 0 N/A 8074073.00 71715.91 Agency 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N/A 50000000.00 3817625.17 Agency Collateralized Mortgage Obligation Y Fitch NR Moody's P-1 Standard & Poor's A-1 2025-03-03 2025-03-03 2025-03-03 N N N 0.0437 1418000000.00 1418000000.00 0.0081 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.37500000 91282CBH3 254900HROIFWPRGM1V77 US91282CBH34 U.S. Treasury Debt Y Standard & Poor's AA+ Moody's Govt Fitch AA+ 2026-01-31 2026-01-31 2026-01-31 N N N 0.0415 203807477.64 203807477.64 0.0012 N Y Y N Fixed Income Clearing Corporation - WF Fixed Income Clearing Corporation - WF 4.36000000 N/A 549300H47WTHXPU08X20 BYDFCLZZ3 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 131143200.00 131494612.37 U.S. Treasuries (including strips) 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 N/A 1600.00 1084.04 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 N/A 7300.00 6953.92 U.S. 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N/A 91282CEB3 2029-02-28 1.875 N/A 100.00 92.05 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 N/A 7338900.00 7089183.43 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RV2 2047-02-15 3 N/A 25033000.00 19372721.98 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 N/A 78000000.00 65916162.47 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 N/A 1737500.00 1445241.12 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 21500.00 21313.04 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 N/A 9128286F2 2026-02-28 2.5 N/A 14999900.00 14755401.63 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Fitch NR Moody's P-1 2025-03-03 2025-03-03 2025-03-03 N N N 0.0436 1900000000.00 1900000000.00 0.0109 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 4.43000160 3133ERES6 254900C5LP6DN9OP9V83 US3133ERES68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Agency 2025-03-03 2025-11-17 2025-11-17 N N N 0.0442 219227890.86 219227890.86 0.0013 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 4.41000000 3133ERBW0 254900C5LP6DN9OP9V83 US3133ERBW08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Agency 2025-03-03 2025-06-20 2025-06-20 N N N 0.0444 57546417.05 57546417.05 0.0003 N N N N BNP Paribas SA BNP Paribas SA 4.36000000 N/A R0MUWSFPU8MPRO8K5P83 BYDFCLYY7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 02/15/39 N/A 912834AU2 2039-02-15 0 N/A 33.14 17.36 U.S. Treasuries (including strips) BILL 05/27/25 N/A 912797PK7 2025-05-27 0 N/A 8390000.00 8303918.60 U.S. Treasuries (including strips) TINT 11/15/29 N/A 912833XT2 2029-11-15 0 N/A 16.87 13.83 U.S. 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N/A 912810RR1 2046-02-15 1 N/A 1689300.00 1776972.03 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 N/A 30961300.00 30924038.66 U.S. Treasuries (including strips) BILL 04/22/25 N/A 912797PA9 2025-04-22 0 N/A 3900000.00 3875687.40 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch F1 Moody's P-1 2025-03-03 2025-03-03 2025-03-03 N N N 0.0436 60000000.00 60000000.00 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797NS2 254900HROIFWPRGM1V77 US912797NS22 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's Govt 2025-03-25 2025-03-25 2025-03-25 N N N 0.0378 2923423365.00 2923423365.00 0.0167 N Y Y N Barclays Bank plc Barclays Bank plc 4.37000000 N/A G5GSEF7VJP5I7OUK5573 BYDFCLZF7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMI SF BB7223 X N/A 3617AYAY8 2047-08-15 5 N/A 2759264.00 175073.79 Agency Mortgage-Backed Securities GNRA 2024-024 SA N/A 38384JU28 2054-02-20 2.65402 N/A 57420708.00 3857562.01 Agency Collateralized Mortgage Obligation GNRA 2019-152 SA N/A 38382BXF5 2049-12-20 1.57372 N/A 33948102.00 1086701.06 Agency Collateralized Mortgage Obligation GNRM 2021-158 NI N/A 38382XY82 2051-09-20 3 N/A 18758179.00 2863710.10 Agency Collateralized Mortgage Obligation GNRM 2020-173 EI N/A 38382LNZ0 2050-11-20 2.5 N/A 44954644.00 4533067.04 Agency Collateralized Mortgage Obligation GNII SF MA7880 M N/A 36179WXH6 2052-02-20 2 N/A 222480325.00 146629174.73 Agency Mortgage-Backed Securities GNRA 2016-067 IO N/A 38379USK3 2057-07-16 0.76021 N/A 36000000.00 111797.01 Agency Collateralized Mortgage Obligation GNRA 2023-166 SB N/A 38384GAE0 2053-11-20 1.65402 N/A 150000000.00 3277058.92 Agency Collateralized Mortgage Obligation GNII SF BL2178 C N/A 3617JEM38 2049-02-20 4.5 N/A 1731947.00 166858.13 Agency Mortgage-Backed Securities FNRA CL026KS R24F026 N/A 3136BRWN3 2054-05-25 2.09799 N/A 109913370.00 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Treasuries (including strips) FEPC 02.500 CLSD0644 N/A 3132DMWD3 2051-07-01 2.5 N/A 35000000.00 21856855.52 Agency Mortgage-Backed Securities FNMS 02.500 CLBR9308 N/A 3140L8KW9 2051-05-01 2.5 N/A 1000.00 602.46 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ8635 N/A 3133D0SY8 2054-10-01 5.5 N/A 1401317.00 1417356.98 Agency Mortgage-Backed Securities FEPC 06.500 CLQX6077 N/A 31426BXF8 2055-01-01 6.5 N/A 1166130.00 1211143.78 Agency Mortgage-Backed Securities 0 1/8 TRIN D 31 N/A 91282CCM1 2031-07-15 0.125 N/A 900.00 961.77 U.S. Treasuries (including strips) FEPC 07.000 CLQJ8919 N/A 3133D04C2 2054-11-01 7 N/A 342560.00 348092.71 Agency Mortgage-Backed Securities GNII SF DH8140 C N/A 3618KHBH8 2054-12-20 6.5 N/A 1048719.00 1091396.71 Agency Mortgage-Backed Securities FNMS 03.000 CRAL3699 N/A 3138ELDD2 2043-06-01 3 N/A 8359.00 1657.34 Agency Mortgage-Backed Securities FNMS 04.500 CLFM2457 N/A 3140X5WT6 2050-02-01 4.5 N/A 1679264.00 350972.67 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7252 N/A 3140XPBW8 2053-11-01 5 N/A 24258619.00 22386623.38 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3299 N/A 3140NKUZ2 2053-06-01 5.5 N/A 1696550.00 1088342.25 Agency Mortgage-Backed Securities 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 N/A 400.00 379.39 U.S. Treasuries (including strips) FNMS 05.500 CLDC5623 N/A 3140ATG91 2054-12-01 5.5 N/A 1007.00 1009.56 Agency Mortgage-Backed Securities FNMS 04.500 CLDC2350 N/A 3140APTG9 2054-09-01 4.5 N/A 1000.00 960.03 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2118 N/A 3140XHK89 2052-06-01 4.5 N/A 1013.00 732.28 Agency Mortgage-Backed Securities FNMS 05.500 CLDC5030 N/A 3140ASSU3 2054-10-01 5.5 N/A 1000.00 901.96 Agency Mortgage-Backed Securities FMAR 841648 G N/A 31288QZM5 2053-09-01 4.807 N/A 487750.00 440511.74 Agency Mortgage-Backed Securities FEPC 06.500 CLQX7002 N/A 31426CX82 2055-02-01 6.5 N/A 1341920.00 1395933.62 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ8639 N/A 3133D0S44 2054-11-01 5 N/A 1000.00 900.42 Agency Mortgage-Backed Securities GNII SF MA6474 M N/A 36179VFP0 2050-02-20 3 N/A 146587393.00 25738663.14 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9033 N/A 3140QHBB0 2051-02-01 2 N/A 1024.00 622.12 Agency Mortgage-Backed Securities FEPC 06.500 CLQX6557 N/A 31426CJB1 2055-02-01 6.5 N/A 3278122.00 3401549.85 Agency Mortgage-Backed Securities BILL 05/20/25 N/A 912797PJ0 2025-05-20 0 N/A 200.00 198.11 U.S. Treasuries (including strips) FNMS 06.000 CLMB0303 N/A 3138MTKR7 2055-02-01 6 N/A 35594240.00 36452488.31 Agency Mortgage-Backed Securities BILL 06/10/25 N/A 912797PR2 2025-06-10 0 N/A 100.00 98.81 U.S. Treasuries (including strips) GNII SF 004422 M N/A 36202E4F3 2039-04-20 4 N/A 14329793.00 496932.26 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8084 N/A 3132DV6V2 2050-08-01 3 N/A 34000.00 10381.12 Agency Mortgage-Backed Securities FNMS 04.000 CLBX0521 N/A 3140N4SK4 2052-10-01 4 N/A 2047928.00 1689737.03 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9611 N/A 3133KRVC5 2053-08-01 5 N/A 1067016.00 958963.50 Agency Mortgage-Backed Securities GNII SF MA8147 M N/A 36179XBQ8 2052-02-20 2.5 N/A 15887900.00 10700511.05 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ4750 N/A 3138YWH42 2045-10-01 3.5 N/A 16609103.00 2786192.27 Agency Mortgage-Backed Securities 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 N/A 21318200.00 18348923.14 U.S. Treasuries (including strips) FNMS 04.000 CLCA3496 N/A 3140QA3E8 2049-05-01 4 N/A 1025.00 185.06 Agency Mortgage-Backed Securities FNMS 06.500 CLDC2737 N/A 3140AQBF8 2055-01-01 6.5 N/A 1085452.00 1127234.30 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8246 N/A 3140NDEU7 2053-06-01 5.5 N/A 4039776.00 3987396.02 Agency Mortgage-Backed Securities FNMS 06.000 CLDC9938 N/A 3140AYBG9 2055-02-01 6 N/A 3693037.00 3781954.25 Agency Mortgage-Backed Securities 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 N/A 3559600.00 2253376.74 U.S. Treasuries (including strips) FNMS 03.500 CLFS6178 N/A 3140XM2L9 2047-02-01 3.5 N/A 4807456.00 3916420.88 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7715 N/A 3133C8SC0 2053-08-01 5.5 N/A 1000.00 667.13 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7335 N/A 3140QFEH8 2050-10-01 2 N/A 1280.00 732.83 Agency Mortgage-Backed Securities 0 1/8 TRIN D 26 N/A 912828S50 2026-07-15 0.125 N/A 3291300.00 4290674.80 U.S. Treasuries (including strips) 0 5/8 NOTE AB 26 N/A 91282CCP4 2026-07-31 0.625 N/A 2094800.00 1995195.25 U.S. Treasuries (including strips) FEPC 04.500 CLQG5805 N/A 3133C6NW5 2053-06-01 4.5 N/A 1000.00 822.17 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3917 N/A 3132E0K68 2053-10-01 6 N/A 1000.00 899.05 Agency Mortgage-Backed Securities FNMS 04.000 CLBW2962 N/A 3140MUJG6 2052-07-01 4 N/A 1086819.00 727029.63 Agency Mortgage-Backed Securities 3 BOND 52 N/A 912810TJ7 2052-08-15 3 N/A 1398800.00 1048145.11 U.S. Treasuries (including strips) FEPC 01.500 CLSD8104 N/A 3132DWAD5 2050-11-01 1.5 N/A 217000.00 121888.90 Agency Mortgage-Backed Securities 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 N/A 100.00 85.28 U.S. Treasuries (including strips) FNMS 06.000 CLFS3673 N/A 3140XKCK4 2053-01-01 6 N/A 1000.00 865.89 Agency Mortgage-Backed Securities GNMI SF CX5744 X N/A 3618FSLZ9 2053-10-15 7.5 N/A 1239630.00 1306098.87 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0018 N/A 3132DMAT2 2049-06-01 3 N/A 206709000.00 36678139.37 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4078 N/A 3132A4Q76 2045-01-01 3.5 N/A 18580000.00 2832201.89 Agency Mortgage-Backed Securities FNMS 03.500 CTCA0511 N/A 3140Q7R90 2037-10-01 3.5 N/A 14626782.00 3852767.13 Agency Mortgage-Backed Securities 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 N/A 155066800.00 154351942.05 U.S. Treasuries (including strips) FEPC 05.500 CLQJ8632 N/A 3133D0SV4 2054-10-01 5.5 N/A 631390.00 632407.11 Agency Mortgage-Backed Securities FEPC 06.500 CLQX6496 N/A 31426CGE8 2055-02-01 6.5 N/A 6585737.00 6834315.64 Agency Mortgage-Backed Securities FNMS 06.500 CLDD2591 N/A 3140B22Z6 2055-02-01 6.5 N/A 1130779.00 1181936.57 Agency Mortgage-Backed Securities 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 N/A 100.00 99.44 U.S. Treasuries (including strips) FEPC 06.500 CLQX6786 N/A 31426CRG1 2055-02-01 6.5 N/A 5038760.00 5233412.34 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1182 N/A 3140Q8J48 2048-02-01 3.5 N/A 1000.00 243.50 Agency Mortgage-Backed Securities FEPC 06.500 CLQX6080 N/A 31426BXJ0 2055-02-01 6.5 N/A 1568758.00 1637799.04 Agency Mortgage-Backed Securities FNMS 06.000 CLDB9731 N/A 3140AKY58 2054-08-01 6 N/A 1000.00 1021.44 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9665 N/A 3140QVW34 2054-12-01 5.5 N/A 4685100.00 4631506.13 Agency Mortgage-Backed Securities 0 3/8 NOTE AH 25 N/A 91282CBC4 2025-12-31 0.375 N/A 900.00 872.32 U.S. Treasuries (including strips) FEPC 05.500 CLQI0005 N/A 3133W6AE7 2054-02-01 5.5 N/A 1000.00 999.50 Agency Mortgage-Backed Securities FNMS 04.000 CLCA4819 N/A 3140QCK96 2049-12-01 4 N/A 93000.00 27560.36 Agency Mortgage-Backed Securities 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 N/A 100.00 70.00 U.S. Treasuries (including strips) FNMS 04.000 CLMA3495 N/A 31418C3D4 2048-10-01 4 N/A 9998.00 783.97 Agency Mortgage-Backed Securities 2 3/4 TPRN B 28 N/A 9128204M6 2028-02-15 0 N/A 300.00 266.04 U.S. Treasuries (including strips) FEPC 05.000 CLQJ8637 N/A 3133D0S28 2054-11-01 5 N/A 14515.00 13919.31 Agency Mortgage-Backed Securities 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 N/A 1800000.00 1810502.60 U.S. Treasuries (including strips) FEPC 04.500 CLQE5964 N/A 3133BFTV2 2052-07-01 4.5 N/A 1501764.00 1157683.35 Agency Mortgage-Backed Securities FNMS 05.500 CLDD2948 N/A 3140B3H21 2055-02-01 5.5 N/A 4039580.00 4106447.17 Agency Mortgage-Backed Securities FEPC 06.500 CLQX5939 N/A 31426BS56 2055-02-01 6.5 N/A 1563844.00 1622757.13 Agency Mortgage-Backed Securities 0 3/4 NOTE W 26 N/A 91282CBT7 2026-03-31 0.75 N/A 3418500.00 3305184.46 U.S. Treasuries (including strips) FNMS 05.000 CLBW7379 N/A 3140N0FV2 2052-12-01 5 N/A 41430068.00 37571986.82 Agency Mortgage-Backed Securities 0 7/8 NOTE AD 26 N/A 91282CCZ2 2026-09-30 0.875 N/A 20960400.00 20001646.32 U.S. Treasuries (including strips) FEPC 02.500 CLSD1581 N/A 3132DNXJ7 2052-09-01 2.5 N/A 1000.00 714.94 Agency Mortgage-Backed Securities 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 N/A 724600.00 732613.48 U.S. Treasuries (including strips) GNMI SF CX5745 X N/A 3618FSL22 2053-10-15 7 N/A 1074343.00 1117361.80 Agency Mortgage-Backed Securities TINT 11/15/28 N/A 912833WR7 2028-11-15 0 N/A 139.74 119.66 U.S. Treasuries (including strips) FEPC 03.500 CLZS4717 N/A 3132A5G25 2047-05-01 3.5 N/A 149956.00 16248.77 Agency Mortgage-Backed Securities GNII SP 787010 C N/A 3622ACVB3 2052-04-20 3.5 N/A 116984.00 93914.87 Agency Mortgage-Backed Securities FEPC 06.500 CLQX7020 N/A 31426CYS7 2055-02-01 6.5 N/A 924050.00 958843.25 Agency Mortgage-Backed Securities 4 1/4 NOTE AW 26 N/A 91282CJV4 2026-01-31 4.25 N/A 1000.00 1003.43 U.S. Treasuries (including strips) FEPC 03.500 CLRA7382 N/A 3133KPFX1 2052-05-01 3.5 N/A 1024.00 732.05 Agency Mortgage-Backed Securities FNMS 05.000 CLDC5277 N/A 3140AS2K3 2054-11-01 5 N/A 1000.00 990.66 Agency Mortgage-Backed Securities 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 N/A 200.00 173.20 U.S. Treasuries (including strips) FEPC 06.000 CLSD6903 N/A 3132DUU47 2054-05-01 6 N/A 1000.00 969.16 Agency Mortgage-Backed Securities FNAR XX.XXX SOCB6962 N/A 3140QSWY3 2053-08-01 5.198 N/A 5805.00 5170.14 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ8629 N/A 3133D0SS1 2054-11-01 5.5 N/A 36840.00 37235.89 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0222 N/A 3140HRG80 2029-06-01 3.76 N/A 1987.00 1937.13 Agency Mortgage-Backed Securities FEPC 06.500 CLQX6837 N/A 31426CS39 2055-02-01 6.5 N/A 1000.00 1038.59 Agency Mortgage-Backed Securities FNMS 06.500 CLDC2741 N/A 3140AQBK7 2055-02-01 6.5 N/A 1133637.00 1177313.77 Agency Mortgage-Backed Securities GNII SF 760278 C N/A 36176AM30 2041-03-20 4.5 N/A 7144.00 548.32 Agency Mortgage-Backed Securities 3 5/8 TRIB 28 N/A 912810FD5 2028-04-15 3.625 N/A 1970800.00 4152678.88 U.S. Treasuries (including strips) FNMS 06.000 CLDD0459 N/A 3140B0QM3 2055-03-01 6 N/A 1053.00 1077.11 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8583 N/A 3140QGRD1 2051-01-01 2 N/A 1024.00 596.83 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Fitch F1 Moody's P-1 2025-03-03 2025-03-03 2025-03-03 N N N 0.0437 800000000.00 800000000.00 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797PQ4 254900HROIFWPRGM1V77 US912797PQ48 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2025-08-28 2025-08-28 2025-08-28 N N N 0.0421 331772043.92 331772043.92 0.0019 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 4.49499960 3133ERP21 254900C5LP6DN9OP9V83 US3133ERP211 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Standard & Poor's AA+ Fitch AA+ 2025-03-03 2026-12-23 2026-12-23 N N N 0.0458 114895417.79 114895417.79 0.0007 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797PH4 254900HROIFWPRGM1V77 US912797PH49 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's Govt 2025-05-13 2025-05-13 2025-05-13 N N N 0.0412 508311963.86 508311963.86 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797PL5 254900HROIFWPRGM1V77 US912797PL50 U.S. Treasury Debt Y Moody's Govt Standard & Poor's A-1+ Fitch F1+ 2025-06-03 2025-06-03 2025-06-03 N N N 0.0417 113172107.05 113172107.05 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KS5 254900HROIFWPRGM1V77 US912797KS58 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2025-04-17 2025-04-17 2025-04-17 N N N 0.0404 1669961034.95 1669961034.95 0.0096 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385DG8 2549001DPIFGXC1TOL40 US313385DG84 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Standard & Poor's A-1+ Moody's Agency 2025-03-20 2025-03-20 2025-03-20 N N N 0.0427 147650676.49 147650676.49 0.0009 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 4.44000000 N/A RUC0QBLBRPRCU4W1NE59 BYD952M08 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRA 2019-46 IO N/A 38380M5L1 2060-11-16 0.99401 N/A 150000000.00 813846.68 Agency Collateralized Mortgage Obligation GNRA 2021-106 IO N/A 38381DMB3 2063-04-16 0.8601 N/A 216100.00 11394.69 Agency Mortgage-Backed Securities GNRM 2024-151 JY N/A 38384WEU5 2054-09-20 4.5 N/A 514304.00 469238.63 Agency Collateralized Mortgage Obligation GNRA 2024-064 SK N/A 38384MPW1 2054-04-20 1.55402 N/A 200000.00 12268.82 Agency Collateralized Mortgage Obligation GNRA 2019-20 SB N/A 38381RBC2 2049-02-20 1.67372 N/A 44782130.00 1608391.05 Agency Collateralized Mortgage Obligation GNRA 2023-040 SC N/A 38383WRY4 2053-03-20 1.95402 N/A 100000.00 2472.56 Agency Collateralized Mortgage Obligation FNRA RC006SG R25F006 N/A 3136BUVE7 2055-02-25 0.69799 N/A 101300000.00 2602775.04 Agency Collateralized Mortgage Obligation GNRA 2017-050 IO N/A 38379RVF7 2057-01-16 0.59202 N/A 17000000.00 197460.97 Agency Collateralized Mortgage Obligation GNRA 2024-064 VS N/A 38384MRE9 2054-04-20 2.80402 N/A 21605608.00 2060160.68 Agency Collateralized Mortgage Obligation GNRA 2025-001 SP N/A 38385CSC3 2055-01-20 2.25402 N/A 16640575.00 807764.61 Agency Collateralized Mortgage Obligation GNRA 2012-112 IO N/A 38378BF61 2053-02-16 0.10771 N/A 2550000.00 1099.31 Agency Collateralized Mortgage Obligation GNRA 2024-064 SE N/A 38384MJU2 2054-04-20 1.35402 N/A 50000000.00 2651164.43 Agency Collateralized Mortgage Obligation GNRA 2024-126 SA N/A 38384UUQ0 2054-08-20 2.90402 N/A 37333333.00 3568876.42 Agency Collateralized Mortgage Obligation GNRA 2024-20O EI N/A 38383K2D3 2074-11-20 1.17166 N/A 100000.00 7935.17 Agency Collateralized Mortgage Obligation GNRA 2013-101 IO N/A 38378KZQ5 2054-10-16 0.22332 N/A 2150000.00 6624.04 Agency Collateralized Mortgage Obligation GNRA 2023-170 KS N/A 38384DV79 2053-11-20 1.25402 N/A 50000000.00 2169739.79 Agency Collateralized Mortgage Obligation GNRA 2024-079 NS N/A 38384PLC2 2064-05-20 2.30402 N/A 82236891.00 3377621.46 Agency Collateralized Mortgage Obligation GNRA 2017-016 IO N/A 38379U4T0 2058-09-16 0.37835 N/A 100096.00 588.98 Agency Collateralized Mortgage Obligation GNRA 2024-097 SH N/A 38384PQV5 2054-06-20 2.95402 N/A 40621592.00 4686449.71 Agency Collateralized Mortgage Obligation GNRA 2020-038 IO N/A 38380PCQ5 2062-04-16 0.81916 N/A 52669056.00 2313633.98 Agency Collateralized Mortgage Obligation GNRA 2016-52 IO N/A 38379UY67 2058-08-16 0.76619 N/A 25250000.00 340691.37 Agency Collateralized Mortgage Obligation GNRA 2021-058 SG N/A 38382RBG2 2051-04-20 1.87372 N/A 43783865.00 1690843.77 Agency Collateralized Mortgage Obligation GNRA 2023-173 SE N/A 38384GDA5 2053-11-20 2.53402 N/A 25000000.00 1720947.70 Agency Collateralized Mortgage Obligation GNRA 2024-110 TS N/A 38384QC71 2064-07-20 1.70402 N/A 100032.00 3469.63 Agency Collateralized Mortgage Obligation GNRA 2012-142 IO N/A 38378BR92 2054-04-16 0.17093 N/A 3950000.00 2276.19 Agency Collateralized Mortgage Obligation GNRA 2019-039 IO N/A 38380MV40 2061-11-16 0.8617 N/A 110694583.00 1785036.61 Agency Collateralized Mortgage Obligation FERA 5410DS 05/25/54 N/A 3137HCU67 2054-05-25 0.94799 N/A 60000000.00 2437270.62 Agency Collateralized Mortgage Obligation GNRA 2024-110 SE N/A 38384QVB1 2054-07-20 2.30402 N/A 32926136.00 2732837.71 Agency Collateralized Mortgage Obligation GNRA 2022-102 CB N/A 38381HFN6 2064-06-16 2.25 N/A 1500000.00 888390.75 Agency Collateralized Mortgage Obligation FNRA RC006LS R25F006 N/A 3136BUUH1 2055-02-25 0 N/A 7896891.00 124023.65 Agency Collateralized Mortgage Obligation GNRA 2022-003 IO N/A 38381ETV0 2061-02-16 0.63992 N/A 100000.00 4218.37 Agency Collateralized Mortgage Obligation GNRA 2020-068 IO N/A 38380PHX5 2060-05-16 1.61471 N/A 3000000.00 267800.72 Agency Collateralized Mortgage Obligation GNRA 2023-086 SB N/A 38384A2S1 2053-06-20 1.73402 N/A 331178.00 6934.38 Agency Collateralized Mortgage Obligation GNRA 2003-73 IO N/A 38374B6S7 2043-08-16 0 N/A 328097.00 0.03 Agency Collateralized Mortgage Obligation GNRA 2018-150 IO N/A 38380MUL3 2060-02-16 0.60169 N/A 75015040.00 1220869.12 Agency Collateralized Mortgage Obligation FNRM CL056IL R21F056 N/A 3136BGH53 2051-03-25 3 N/A 22852995.00 2712276.81 Agency Collateralized Mortgage Obligation FGRA 4196HS 03/15/43 N/A 3137B1BL5 2043-03-15 0.056256 N/A 27000000.00 2568430.89 Agency Collateralized Mortgage Obligation GNRA 2024-011 S N/A 38384G3V0 2054-01-20 2.05402 N/A 100000.00 3821.96 Agency Collateralized Mortgage Obligation GNRA 2024-097 AS N/A 38384PSD3 2054-06-20 2.90402 N/A 40000000.00 3350026.15 Agency Collateralized Mortgage Obligation GNRA 2024-102 IA N/A 38384QAG3 2066-09-16 0.95408 N/A 100032.00 8197.41 Agency Collateralized Mortgage Obligation FERA 5495SC 01/25/55 N/A 3137HJ3S4 2055-01-25 1.59799 N/A 40013021.00 3017572.60 Agency Collateralized Mortgage Obligation GNRA 2024-079 CS N/A 38384PCD0 2054-05-20 0.90402 N/A 70000000.00 2922468.40 Agency Collateralized Mortgage Obligation GNRA 2014-047 IA N/A 38378NK51 2048-02-16 0.1591 N/A 400000.00 73.90 Agency Collateralized Mortgage Obligation FNRA CL073SA R24F073 N/A 3136BTBJ1 2054-10-25 0.89799 N/A 55425000.00 2596124.36 Agency Collateralized Mortgage Obligation GNRA 2016-051 NS N/A 38379WWN8 2046-04-20 1.62372 N/A 800000.00 18103.80 Agency Collateralized Mortgage Obligation GNRA 2017-76 IO N/A 38379RWL3 2056-12-16 0.77153 N/A 100002.00 1231.40 Agency Collateralized Mortgage Obligation GNRA 2021-070 IO N/A 38381DAX8 2063-04-16 0.70535 N/A 32074683.00 1355709.01 Agency Collateralized Mortgage Obligation GNRA 2021-134 HI N/A 38381DWD8 2061-06-16 1.43215 N/A 20000000.00 1267574.30 Agency Collateralized Mortgage Obligation GNRA 2022-112 SG N/A 38383TMY6 2052-06-20 1.77402 N/A 34256500.00 1811508.03 Agency Collateralized Mortgage Obligation GNRA 2020-02O FA N/A 38380LT52 2070-01-20 5.14004 N/A 1775000.00 870365.05 Agency Collateralized Mortgage Obligation FNRA CL095SE R24F095 N/A 3136BTR62 2054-12-25 1.54799 N/A 37750000.00 2705666.37 Agency Collateralized Mortgage Obligation GNRA 2015-075 IO N/A 38379KLQ9 2055-05-16 0 N/A 2720000.00 12.00 Agency Collateralized Mortgage Obligation GNRA 2014-92 IX N/A 38378XAQ4 2054-05-16 0.08365 N/A 4920000.00 3001.02 Agency Mortgage-Backed Securities GNRA 2024-126 PZ N/A 38384UYU7 2054-08-20 6 N/A 101768.00 110144.79 Agency Collateralized Mortgage Obligation GNRA 2024-110 IS N/A 38384QVW5 2054-07-20 2.30402 N/A 50000000.00 2709153.08 Agency Collateralized Mortgage Obligation GNRA 2018-069 IO N/A 38380JQ50 2060-04-16 0.60702 N/A 55026781.00 699926.05 Agency Collateralized Mortgage Obligation GNRA 2024-126 SB N/A 38384UUU1 2054-08-20 2.30402 N/A 50000000.00 3546472.31 Agency Collateralized Mortgage Obligation GNRA 2024-151 DS N/A 38384WDN2 2054-09-20 0.98402 N/A 35000000.00 2078516.01 Agency Collateralized Mortgage Obligation GNRA 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302860.12 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 N/A 91282CEN7 2027-04-30 2.75 N/A 50511200.00 49655591.89 U.S. Treasuries (including strips) 2 NOTE E 25 N/A 912828K74 2025-08-15 2 N/A 23698700.00 23465605.08 U.S. Treasuries (including strips) 4 NOTE AJ 27 N/A 91282CJT9 2027-01-15 4 N/A 2425000.00 2435046.48 U.S. Treasuries (including strips) BILL 01/22/26 N/A 912797PD3 2026-01-22 0 N/A 11656200.00 11242136.81 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 N/A 91282CAL5 2027-09-30 0.375 N/A 379700.00 346825.05 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 N/A 500.00 472.42 U.S. Treasuries (including strips) 0 1/2 NOTE V 26 N/A 91282CBQ3 2026-02-28 0.5 N/A 1496300.00 1443027.23 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RP5 2045-11-15 3 N/A 9982300.00 7907395.66 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 N/A 9128286S4 2026-04-30 2.375 N/A 3228300.00 3189883.00 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 N/A 912828ZW3 2025-06-30 0.25 N/A 40100.00 39592.91 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.25 N/A 1066000.00 1031333.69 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 N/A 2000.00 1987.26 U.S. Treasuries (including strips) 2 NOTE F 26 N/A 912828U24 2026-11-15 2 N/A 1123000.00 1091936.81 U.S. Treasuries (including strips) 3 1/8 BOND 44 N/A 912810RH3 2044-08-15 3.125 N/A 41073400.00 33240178.44 U.S. Treasuries (including strips) 5 NOTE BJ 25 N/A 91282CJE2 2025-10-31 5 N/A 200.00 204.26 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 N/A 400800.00 234105.01 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 N/A 100.00 91.94 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 N/A 91282CFL0 2029-09-30 3.875 N/A 3176900.00 3204039.82 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 N/A 200500.00 205088.75 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 N/A 100.00 99.62 U.S. Treasuries (including strips) 0 1/4 NOTE Z 25 N/A 912828ZT0 2025-05-31 0.25 N/A 100.00 99.07 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 N/A 912828Y95 2026-07-31 1.875 N/A 100500.00 97633.06 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625 N/A 7049700.00 6445782.73 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 N/A 91282CLR0 2029-10-31 4.125 N/A 2724900.00 2769964.49 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SD1 2048-08-15 3 N/A 7912800.00 6037049.78 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 N/A 91282CEF4 2027-03-31 2.5 N/A 100.00 98.05 U.S. Treasuries (including strips) 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 N/A 147531300.00 99663591.09 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RV2 2047-02-15 3 N/A 13962300.00 10805247.32 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 N/A 912828YD6 2026-08-31 1.375 N/A 28200.00 27112.83 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 N/A 100.00 91.73 U.S. Treasuries (including strips) 3 7/8 BOND 40 N/A 912810QK7 2040-08-15 3.875 N/A 100.00 93.60 U.S. Treasuries (including strips) 4 NOTE R 29 N/A 91282CFT3 2029-10-31 4 N/A 3121400.00 3154688.70 U.S. Treasuries (including strips) 0 3/4 NOTE Y 26 N/A 91282CBW0 2026-04-30 0.75 N/A 4711900.00 4544553.05 U.S. Treasuries (including strips) BILL 04/01/25 N/A 912797NT0 2025-04-01 0 N/A 100.00 99.66 U.S. Treasuries (including strips) BILL 05/29/25 N/A 912797NN3 2025-05-29 0 N/A 100.00 98.98 U.S. Treasuries (including strips) 4 5/8 NOTE BD 25 N/A 91282CHL8 2025-06-30 4.625 N/A 224000.00 225912.51 U.S. Treasuries (including strips) 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.5 N/A 15500.00 15973.72 U.S. Treasuries (including strips) 4 3/8 BOND 38 N/A 912810PW2 2038-02-15 4.375 N/A 1141300.00 1148522.30 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 N/A 12999800.00 13042404.95 U.S. Treasuries (including strips) 3 NOTE Q 25 N/A 9128285C0 2025-09-30 3 N/A 2066300.00 2076964.29 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 N/A 4800.00 4631.90 U.S. Treasuries (including strips) 3 7/8 NOTE BA 25 N/A 91282CGX3 2025-04-30 3.875 N/A 77000.00 77916.86 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 N/A 1303700.00 1244876.04 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 N/A 200.00 201.70 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625 N/A 15000.00 14636.81 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875 N/A 36401000.00 36808437.19 U.S. Treasuries (including strips) 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 N/A 2600100.00 2070998.08 U.S. Treasuries (including strips) BILL 07/10/25 N/A 912797LW5 2025-07-10 0 N/A 200.00 197.00 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 N/A 200.00 173.75 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125 N/A 300.00 305.14 U.S. Treasuries (including strips) 3 BOND 44 N/A 912810RJ9 2044-11-15 3 N/A 678700.00 542055.74 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 N/A 700.00 694.19 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.25 N/A 61680000.00 59316930.83 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 N/A 912828ZS2 2027-05-31 0.5 N/A 1788400.00 1656681.24 U.S. Treasuries (including strips) 3 3/4 BOND 41 N/A 912810QS0 2041-08-15 3.75 N/A 100.00 91.44 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 N/A 100.00 100.05 U.S. Treasuries (including strips) 2 1/8 NOTE L 26 N/A 9128286X3 2026-05-31 2.125 N/A 502300.00 492977.37 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 N/A 91282CCJ8 2026-06-30 0.875 N/A 375100.00 360203.69 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 N/A 788000.00 785542.16 U.S. Treasuries (including strips) 4 BOND 52 N/A 912810TL2 2052-11-15 4 N/A 1062000.00 976149.21 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 N/A 9128282A7 2026-08-15 1.5 N/A 1269300.00 1224481.87 U.S. Treasuries (including strips) 4 5/8 NOTE BD 26 N/A 91282CKY6 2026-06-30 4.625 N/A 1321800.00 1340968.72 U.S. Treasuries (including strips) 4 3/8 BOND 41 N/A 912810QQ4 2041-05-15 4.375 N/A 5575300.00 5571463.73 U.S. Treasuries (including strips) 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 N/A 49999900.00 49972650.05 U.S. Treasuries (including strips) 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 N/A 100.00 67.75 U.S. Treasuries (including strips) 0 3/8 NOTE Y 25 N/A 912828ZL7 2025-04-30 0.375 N/A 1900.00 1890.15 U.S. Treasuries (including strips) 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 N/A 100.00 98.70 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 N/A 21524100.00 22355729.36 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 N/A 1000.00 1007.30 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 N/A 1100.00 1044.38 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 N/A 100.00 91.48 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 N/A 912828YU8 2026-11-30 1.625 N/A 693400.00 668200.36 U.S. Treasuries (including strips) 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 N/A 18417700.00 18340702.01 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 N/A 9128286F2 2026-02-28 2.5 N/A 2225000.00 2188732.50 U.S. Treasuries (including strips) 4 7/8 NOTE BC 26 N/A 91282CKS9 2026-05-31 4.875 N/A 54000.00 55141.27 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 N/A 400.00 401.07 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 N/A 100.00 79.00 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 N/A 44532000.00 44032002.81 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 N/A 91282CMK4 2032-01-31 4.375 N/A 15926300.00 16193638.52 U.S. Treasuries (including strips) 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 N/A 19458400.00 12623695.59 U.S. Treasuries (including strips) 2 5/8 NOTE T 25 N/A 9128285T3 2025-12-31 2.625 N/A 4100.00 4065.53 U.S. Treasuries (including strips) 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 N/A 38186400.00 32295354.55 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 N/A 100.00 97.42 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 N/A 912828ZV5 2027-06-30 0.5 N/A 900.00 831.11 U.S. Treasuries (including strips) 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 N/A 46892500.00 47361379.14 U.S. Treasuries (including strips) BILL 03/25/25 N/A 912797NS2 2025-03-25 0 N/A 100.00 99.74 U.S. Treasuries (including strips) 4 NOTE AV 27 N/A 91282CMB4 2027-12-15 4 N/A 279000.00 281259.55 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 N/A 9771800.00 9834472.49 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3 N/A 64519800.00 51322768.94 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 N/A 100.00 84.00 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 N/A 14646800.00 13513000.67 U.S. Treasuries (including strips) 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 N/A 100.00 98.41 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RQ3 2046-02-15 2.5 N/A 72600.00 51872.54 U.S. Treasuries (including strips) 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 N/A 5658800.00 4651874.47 U.S. Treasuries (including strips) 4 NOTE AK 26 N/A 91282CGL9 2026-02-15 4 N/A 1824200.00 1823542.31 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 N/A 300.00 293.31 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 200.00 198.26 U.S. Treasuries (including strips) 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.5 N/A 100.00 91.11 U.S. Treasuries (including strips) 0 1/4 NOTE AB 25 N/A 91282CAB7 2025-07-31 0.25 N/A 500.00 491.79 U.S. Treasuries (including strips) 4 1/2 NOTE AU 25 N/A 91282CFW6 2025-11-15 4.5 N/A 2486500.00 2522935.89 U.S. Treasuries (including strips) 1 3/4 NOTE AL 25 N/A 91282CED9 2025-03-15 1.75 N/A 273300.00 275188.47 U.S. Treasuries (including strips) 0 3/4 NOTE Z 26 N/A 91282CCF6 2026-05-31 0.75 N/A 100.00 96.14 U.S. Treasuries (including strips) 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 N/A 1725400.00 1321699.69 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 N/A 100.00 95.47 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 100.00 94.28 U.S. Treasuries (including strips) 2 7/8 NOTE K 25 N/A 9128284M9 2025-04-30 2.875 N/A 150100.00 151160.96 U.S. Treasuries (including strips) BILL 06/03/25 N/A 912797PL5 2025-06-03 0 N/A 100.00 98.93 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 N/A 1000.00 972.85 U.S. Treasuries (including strips) 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 N/A 64500.00 54985.11 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 N/A 912828XB1 2025-05-15 2.125 N/A 21000.00 21037.50 U.S. Treasuries (including strips) 0 1/2 NOTE W 25 N/A 912828ZF0 2025-03-31 0.5 N/A 127600.00 127468.08 U.S. Treasuries (including strips) 3 1/8 NOTE AR 25 N/A 91282CFE6 2025-08-15 3.125 N/A 65200.00 64924.42 U.S. Treasuries (including strips) 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 N/A 5393000.00 4444734.60 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 N/A 235568600.00 238475053.16 U.S. Treasuries (including strips) 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 N/A 2514100.00 1670779.88 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 N/A 6306900.00 5805804.18 U.S. Treasuries (including strips) 3 NOTE R 25 N/A 9128285J5 2025-10-31 3 N/A 300.00 300.53 U.S. Treasuries (including strips) 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 N/A 3443700.00 2650948.07 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 N/A 91282CLX7 2027-11-15 4.125 N/A 4188600.00 4250829.10 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 N/A 21360500.00 20235556.42 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 N/A 100.00 74.00 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 N/A 2000.00 2088.50 U.S. Treasuries (including strips) 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 N/A 100.00 74.31 U.S. Treasuries (including strips) 4 1/8 NOTE AP 26 N/A 91282CHH7 2026-06-15 4.125 N/A 2026400.00 2044840.87 U.S. Treasuries (including strips) 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4 N/A 1197400.00 1195982.19 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 N/A 3000100.00 2777928.91 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875 N/A 400.00 421.94 U.S. Treasuries (including strips) 2 BOND 50 N/A 912810SL3 2050-02-15 2 N/A 711300.00 433081.57 U.S. Treasuries (including strips) 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 N/A 438200.00 454307.19 U.S. Treasuries (including strips) 4 3/8 NOTE AR 26 N/A 91282CHU8 2026-08-15 4.375 N/A 8211400.00 8258986.16 U.S. Treasuries (including strips) 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 N/A 24930300.00 24856653.97 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.75 N/A 1000.00 908.35 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 N/A 9128286L9 2026-03-31 2.25 N/A 100.00 98.94 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 N/A 56472400.00 46973372.31 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 N/A 54371800.00 34047675.86 U.S. Treasuries (including strips) 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125 N/A 100.00 83.48 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 N/A 57100.00 51978.16 U.S. Treasuries (including strips) 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 N/A 7740000.00 5792345.78 U.S. Treasuries (including strips) 0 3/8 NOTE U 26 N/A 91282CBH3 2026-01-31 0.375 N/A 188645900.00 182275149.69 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 N/A 1834100.00 1760844.23 U.S. Treasuries (including strips) 5 BOND 37 N/A 912810PU6 2037-05-15 5 N/A 3379500.00 3658301.19 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 N/A 100.00 73.51 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 N/A 25003400.00 22649979.98 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Moody's P-1 Fitch NR 2025-03-03 2025-03-03 2025-03-03 N N N 0.0437 1500000000.00 1500000000.00 0.0086 N Y Y N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 4.50000000 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Standard & Poor's AA+ Fitch AA+ 2025-03-03 2026-09-23 2026-09-23 N N N 0.0458 418289308.25 418289308.25 0.0024 N N N N Barclays Bank plc Barclays Bank plc 4.37000000 N/A G5GSEF7VJP5I7OUK5573 BYDFCLYX9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 05/15/33 N/A 9128337T1 2033-05-15 0 N/A 21781250.76 15300000.00 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2025-03-03 2025-03-03 2025-03-03 N N N 0.0437 15000000.00 15000000.00 0.0001 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 4.34000000 N/A 549300H47WTHXPU08X20 BYDEBBFZ1 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 5/8 NOTE Z 27 N/A 91282CET4 2027-05-31 2.625 N/A 8600.00 8400.49 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.25 N/A 88470400.00 84615183.68 U.S. Treasuries (including strips) 2 NOTE F 26 N/A 912828U24 2026-11-15 2 N/A 927500.00 901844.52 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125 N/A 100.00 101.71 U.S. Treasuries (including strips) 2 BOND 51 N/A 912810SZ2 2051-08-15 2 N/A 1400.00 839.92 U.S. Treasuries (including strips) 4 BOND 52 N/A 912810TL2 2052-11-15 4 N/A 4000.00 3676.64 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 N/A 26524000.00 26851253.99 U.S. Treasuries (including strips) 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 N/A 100641800.00 93527064.22 U.S. Treasuries (including strips) 3 5/8 NOTE AN 26 N/A 91282CHB0 2026-05-15 3.625 N/A 490600.00 492976.22 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 N/A 3000.00 3062.90 U.S. Treasuries (including strips) 4 3/8 BOND 38 N/A 912810PW2 2038-02-15 4.375 N/A 664400.00 668604.41 U.S. Treasuries (including strips) 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 N/A 57855800.00 31931275.46 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 N/A 1074200.00 1098889.93 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 N/A 100.00 99.81 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 N/A 3200.00 3159.84 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 N/A 100.00 100.05 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 N/A 91282CLB5 2026-07-31 4.375 N/A 100.00 100.75 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 N/A 91282CMK4 2032-01-31 4.375 N/A 5029600.00 5114026.75 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.75 N/A 561800.00 512189.19 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 N/A 18883500.00 18370729.42 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 N/A 300.00 285.78 U.S. Treasuries (including strips) 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 N/A 100.00 74.31 U.S. Treasuries (including strips) 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 N/A 3702900.00 3260998.86 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 N/A 91282CMP3 2027-02-28 4.125 N/A 24400.00 24449.58 U.S. Treasuries (including strips) 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 N/A 27583200.00 19366918.93 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 N/A 91282CME8 2026-12-31 4.25 N/A 100.00 101.06 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 N/A 100.00 100.18 U.S. Treasuries (including strips) BILL 03/25/25 N/A 912797NS2 2025-03-25 0 N/A 1702700.00 1698296.82 U.S. Treasuries (including strips) BILL 07/10/25 N/A 912797LW5 2025-07-10 0 N/A 15500.00 15267.21 U.S. Treasuries (including strips) 4 1/4 NOTE BC 25 N/A 91282CHD6 2025-05-31 4.25 N/A 500.00 505.01 U.S. Treasuries (including strips) BILL 04/10/25 N/A 912797NB9 2025-04-10 0 N/A 100.00 99.55 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 N/A 91495800.00 89421459.83 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 N/A 30510400.00 25705874.22 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 N/A 259800.00 259368.47 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 N/A 261400.00 269119.29 U.S. Treasuries (including strips) 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 N/A 3783400.00 3423916.74 U.S. Treasuries (including strips) 2 BOND 50 N/A 912810SL3 2050-02-15 2 N/A 8387000.00 5106502.38 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 N/A 912828ZV5 2027-06-30 0.5 N/A 1000000.00 923460.92 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 N/A 42286900.00 41936182.22 U.S. Treasuries (including strips) BILL 05/27/25 N/A 912797PK7 2025-05-27 0 N/A 800.00 792.10 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3 N/A 68492400.00 54482804.03 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2025-03-17 2025-03-17 2025-03-17 N N N 0.0434 500000000.00 500000000.00 0.0029 N N N Y U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797NU7 254900HROIFWPRGM1V77 US912797NU77 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's Govt 2025-12-26 2025-12-26 2025-12-26 N N N 0.0405 2708707092.00 2708707092.00 0.0155 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.37500000 91282CBC4 254900HROIFWPRGM1V77 US91282CBC47 U.S. Treasury Debt Y Moody's Govt Standard & Poor's AA+ Fitch AA+ 2025-12-31 2025-12-31 2025-12-31 N N N 0.0412 391988678.58 391988678.58 0.0022 N Y Y N Fixed Income Clearing Corporation - BNY Fixed Income Clearing Corporation - BNY 4.36000000 N/A 549300H47WTHXPU08X20 BYDFCLZN0 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 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 N/A 3470857000.00 2197198680.44 U.S. Treasuries (including strips) 1 1/8 TRIN A 33 N/A 91282CGK1 2033-01-15 1.125 N/A 48036800.00 48342628.18 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 N/A 304518000.00 307885718.16 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 N/A 20242600.00 19737344.70 U.S. Treasuries (including strips) 0 1/8 TRIN X 26 N/A 91282CCA7 2026-04-15 0.125 N/A 1694000000.00 2016835638.18 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Fitch NR Moody's P-1 2025-03-03 2025-03-03 2025-03-03 N N N 0.0436 4500000000.00 4500000000.00 0.0258 N Y Y N BNP Paribas SA BNP Paribas SA 4.37000000 N/A R0MUWSFPU8MPRO8K5P83 BYDFCLYP6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FERM 5483PO 12/25/54 N/A 3137HHNK3 2054-12-25 0 N/A 10350331.00 7621090.49 Agency Collateralized Mortgage Obligation GNII SF MA8491 M N/A 36179XNG7 2052-12-20 5.5 N/A 2024.00 1568.08 Agency Mortgage-Backed Securities GNII SF DF7248 C N/A 3618JRBR6 2055-02-20 6.5 N/A 1000.00 1045.52 Agency Mortgage-Backed Securities GNII SF MA7419 M N/A 36179WG44 2051-06-20 3 N/A 7000.00 3741.49 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9854 N/A 3133KR5P5 2053-09-01 6 N/A 1000.00 918.45 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ3321 N/A 3142GTVP8 2055-01-01 4.5 N/A 1000.00 965.11 Agency Mortgage-Backed Securities FNRM RC074EI R20F074 N/A 3136BCAY6 2050-10-25 2.5 N/A 200006.00 23088.10 Agency Collateralized Mortgage Obligation GNRM 2020-160 VI N/A 38382KS87 2050-10-20 2.5 N/A 200000.00 20093.81 Agency Collateralized Mortgage Obligation FNMS 03.000 CLMA3082 N/A 31418CM84 2047-07-01 3 N/A 1000.00 180.60 Agency Mortgage-Backed Securities GNII SF MA6342 M N/A 36179VBK5 2049-11-20 5 N/A 1005.00 138.49 Agency Mortgage-Backed Securities FEPC 06.000 CLQX2227 N/A 31425WPM7 2054-12-01 6 N/A 4000.00 4104.72 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4079 N/A 31418DQ96 2050-07-01 3 N/A 8000.00 2374.18 Agency Mortgage-Backed Securities FNRM RC056DI R20F056 N/A 3136BBMQ2 2050-08-25 2.5 N/A 200001.00 23217.74 Agency Collateralized Mortgage Obligation FNMS 03.500 CLMA5458 N/A 31418FB48 2054-06-01 3.5 N/A 3000.00 2685.20 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4119 N/A 31418DSH6 2050-09-01 2 N/A 1000.00 501.99 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3637 N/A 31418DBF8 2049-04-01 3.5 N/A 4000.00 322.32 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1490 N/A 31418AUQ9 2033-07-01 3 N/A 8000.00 1028.75 Agency Mortgage-Backed Securities GNII SF MA7704 M N/A 36179WRZ3 2051-11-20 2 N/A 1000.00 632.88 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS7415 N/A 3140LJGZ3 2033-01-01 4.84 N/A 1026.00 1041.87 Agency Mortgage-Backed Securities FNMS 05.500 CLDB6544 N/A 3140AGHW7 2054-08-01 5.5 N/A 1999.00 1997.18 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1909 N/A 3140J6DP9 2045-02-01 4 N/A 2046.00 455.21 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8515 N/A 3132DWN82 2055-02-01 5.5 N/A 12813886.00 12867589.00 Agency Mortgage-Backed Securities GNRM 2020-148 AI N/A 38382KYS6 2050-10-20 2.5 N/A 100000.00 8899.72 Agency Collateralized Mortgage Obligation FNMS 06.500 CLDB5206 N/A 3140AEYC7 2054-06-01 6.5 N/A 2000.00 2024.49 Agency Mortgage-Backed Securities FNMS 04.000 CLAB1845 N/A 31416XBP4 2040-11-01 4 N/A 90000.00 3529.48 Agency Mortgage-Backed Securities GNII SF DF7931 C N/A 3618JRY42 2054-12-20 6.5 N/A 1000.00 1044.71 Agency Mortgage-Backed Securities GNRA 2023-101 LF N/A 38384CBM0 2053-07-20 5.36598 N/A 2168.00 1937.20 Agency Collateralized Mortgage Obligation FGRA 4454BZ 03/15/45 N/A 3137BGZV4 2045-03-15 3 N/A 1100.00 674.72 Agency Collateralized Mortgage Obligation FNMS 02.000 CIMA4627 N/A 31418ED98 2037-06-01 2 N/A 7000.00 4874.71 Agency Mortgage-Backed Securities GNRA 2024-08O BI N/A 38383KYT3 2074-05-20 1.01823 N/A 100000.00 6235.82 Agency Collateralized Mortgage Obligation FNMS 03.500 CLMA3442 N/A 31418CZG2 2048-08-01 3.5 N/A 1000.00 100.19 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7587 N/A 3133KPNC8 2052-06-01 3.5 N/A 1000.00 735.88 Agency Mortgage-Backed Securities FERM 5418PO 06/25/54 N/A 3137HD5G1 2054-06-25 0 N/A 1940493.00 1220279.24 Agency Collateralized Mortgage Obligation GNRM 2024-157 BO N/A 38384WBY0 2053-08-20 0 N/A 393981.00 264177.70 Agency Collateralized Mortgage Obligation GNII SF MA9423 M N/A 36179YPG3 2054-01-20 5.5 N/A 399936.00 352768.68 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4084 N/A 31418DRE4 2050-07-01 4 N/A 2000.00 505.28 Agency Mortgage-Backed Securities FNMS 04.500 CLAA7681 N/A 31416RRB1 2039-06-01 4.5 N/A 8000.00 103.49 Agency Mortgage-Backed Securities GNII SF MA3038 M N/A 36179RLT4 2045-08-20 5.5 N/A 1000.00 70.07 Agency Mortgage-Backed Securities FNMS 06.000 CLMA4980 N/A 31418ERA0 2053-04-01 6 N/A 2000.00 1594.83 Agency Mortgage-Backed Securities FNMS 06.000 CLDC8893 N/A 3140AW3B3 2054-12-01 6 N/A 1000.00 1024.51 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2539 N/A 31418BZD1 2046-02-01 4 N/A 1000.00 112.03 Agency Mortgage-Backed Securities FNMS 04.500 CL995672 N/A 31416CCH7 2039-04-01 4.5 N/A 6369.00 89.96 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3686 N/A 31418DCY6 2049-06-01 3.5 N/A 14000.00 1274.91 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6599 N/A 3140QSKM2 2053-04-01 5 N/A 5005.00 4513.37 Agency Mortgage-Backed Securities FNMS 04.000 CIMA4713 N/A 31418EGX2 2037-07-01 4 N/A 2000.00 1284.76 Agency Mortgage-Backed Securities FGRA 2322SW 06/15/29 N/A 3133TUK64 2029-06-15 4.14688 N/A 1.00 0.00 Agency Collateralized Mortgage Obligation GNII SF MA9907 M N/A 36180AAG8 2054-09-20 6 N/A 1000.00 1003.57 Agency Mortgage-Backed Securities FEPC 02.500 CLRA4414 N/A 3133KK3X5 2051-01-01 2.5 N/A 1000.00 552.78 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ5275 N/A 3133CV2G8 2054-10-01 5 N/A 1000.00 978.33 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2971 N/A 3140X6JR3 2045-08-01 4 N/A 2000.00 671.34 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3746 N/A 31418DEU2 2049-08-01 4 N/A 1000.00 113.88 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3960 N/A 31418DMJ8 2050-03-01 3 N/A 8000.00 1518.58 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6691 N/A 3133C7NG8 2053-06-01 5.5 N/A 1024.00 925.82 Agency Mortgage-Backed Securities FERM 5389IB 10/25/51 N/A 3137HBW34 2051-10-25 2.5 N/A 129300.00 16019.51 Agency Collateralized Mortgage Obligation FNMS 02.500 CLMA3990 N/A 31418DNG3 2050-04-01 2.5 N/A 2000.00 458.47 Agency Mortgage-Backed Securities FEPC 05.000 CLRA1877 N/A 3133KHCN4 2049-11-01 5 N/A 1006.00 232.78 Agency Mortgage-Backed Securities GNRA 2024-134 FC N/A 38384VAQ0 2054-08-20 5.40598 N/A 1000.00 976.21 Agency Collateralized Mortgage Obligation FEPC 06.000 CLQX5709 N/A 31426BKX3 2055-02-01 6 N/A 1008.00 1032.32 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2879 N/A 31418CFV1 2047-01-01 4 N/A 2000.00 276.37 Agency Mortgage-Backed Securities FNMS 02.500 CIMA3797 N/A 31418DGF3 2034-10-01 2.5 N/A 7000.00 1125.95 Agency Mortgage-Backed Securities FEPC 02.500 CISB8181 N/A 3132D6CS7 2037-09-01 2.5 N/A 1000.00 641.97 Agency Mortgage-Backed Securities GNRM 2022-178 PO N/A 38383UU99 2052-10-20 0 N/A 11927799.00 7309472.13 Agency Collateralized Mortgage Obligation GNII SF MA6994 M N/A 36179VXX3 2050-11-20 2 N/A 2000.00 1002.17 Agency Mortgage-Backed Securities FMAR 1B1438 G N/A 3128JLPY9 2034-01-01 6.75 N/A 4571.00 14.23 Agency Mortgage-Backed Securities FEPC 05.500 CLQX6177 N/A 31426B2K1 2055-01-01 5.5 N/A 1000.00 1006.12 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3775 N/A 31418DFR8 2049-09-01 3.5 N/A 8000.00 960.68 Agency Mortgage-Backed Securities GNRM 2022-177 HO N/A 38383UE48 2052-10-20 0 N/A 11773272.00 7332482.15 Agency Collateralized Mortgage Obligation FNMS 06.500 CLDD1010 N/A 3140B1DQ6 2055-02-01 6.5 N/A 203806.00 211695.73 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8794 N/A 3133C9XX6 2053-08-01 6.5 N/A 1000.00 996.96 Agency Mortgage-Backed Securities FNMS 04.500 CLAS2266 N/A 3138WBQU2 2044-04-01 4.5 N/A 1007.00 160.25 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3866 N/A 31418DJL7 2034-12-01 3.5 N/A 1000.00 148.11 Agency Mortgage-Backed Securities FERM 5344PO 10/25/53 N/A 3137HAN28 2053-10-25 0 N/A 199213.00 125286.39 Agency Collateralized Mortgage Obligation FNMS 06.000 CLCB6753 N/A 3140QSQF1 2053-07-01 6 N/A 1000.00 882.52 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4147 N/A 3140MHTD1 2052-03-01 3 N/A 6000.00 3966.33 Agency Mortgage-Backed Securities FNMS 06.000 CLDD3785 N/A 3140B4F39 2055-03-01 6 N/A 1000.00 1023.64 Agency Mortgage-Backed Securities FNAR XX.XXX WN374720 N/A 31377EG52 2027-04-01 6.625 N/A 2318.00 3.13 Agency Mortgage-Backed Securities FNMS 04.500 CLMA1770 N/A 31418A6G8 2044-01-01 4.5 N/A 1000.00 97.99 Agency Mortgage-Backed Securities FEPC 02.000 CLRA3404 N/A 3133KJX98 2050-08-01 2 N/A 1000.00 521.09 Agency Mortgage-Backed Securities FGRA 4604SB 08/15/46 N/A 3137BRPF6 2046-08-15 1.64688 N/A 292000000.00 4924035.51 Agency Collateralized Mortgage Obligation MNRA CL01SA2 R22M01S N/A 3136BNET9 2032-04-25 2.083229 N/A 785000.00 668192.20 Agency Collateralized Mortgage Obligation FGRA 2450SW 03/15/32 N/A 31392KMK9 2032-03-15 3.54688 N/A 193.00 0.03 Agency Collateralized Mortgage Obligation FNMS 03.000 CIMA3631 N/A 31418DA93 2034-04-01 3 N/A 40000.00 3343.81 Agency Mortgage-Backed Securities FERM 5059IB 01/25/51 N/A 3137F86B4 2051-01-25 2.5 N/A 2599936.00 339377.87 Agency Collateralized Mortgage Obligation GNII SF MA6818 M N/A 36179VSF8 2050-08-20 2 N/A 1000.00 456.78 Agency Mortgage-Backed Securities GNII SF MB0026 M N/A 3618N5A41 2054-11-20 5.5 N/A 1000.00 999.91 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3149 N/A 31418CQB3 2047-10-01 4 N/A 1000.00 125.89 Agency Mortgage-Backed Securities GNRM 2020-160 IH N/A 38382KG64 2050-10-20 2.5 N/A 400000.00 41628.93 Agency Collateralized Mortgage Obligation FNMS 03.000 CLMA3331 N/A 31418CVZ4 2048-04-01 3 N/A 1000.00 153.73 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3905 N/A 31418DKT8 2050-01-01 3 N/A 16000.00 2941.39 Agency Mortgage-Backed Securities FNMS 06.000 CLDD0267 N/A 3140B0JM1 2055-01-01 6 N/A 1000.00 1013.37 Agency Mortgage-Backed Securities GNRM 2024-157 PO N/A 38384WBX2 2053-06-20 0 N/A 46906249.00 32200051.91 Agency Collateralized Mortgage Obligation FNRM CL046BI R21F046 N/A 3136BH3Z0 2048-12-25 2.5 N/A 14048631.00 1647386.47 Agency Collateralized Mortgage Obligation FERM 5431PO 07/25/54 N/A 3137HDPS3 2054-07-25 0 N/A 3906155.00 2701948.77 Agency Collateralized Mortgage Obligation FNMS 04.000 CLMA3687 N/A 31418DCZ3 2049-06-01 4 N/A 33000.00 3233.17 Agency Mortgage-Backed Securities GNII RG CF1394 C N/A 3617W2RP5 2039-12-20 5.5 N/A 1085.00 587.57 Agency Mortgage-Backed Securities FEPC 05.500 CLQX0130 N/A 31425UEC5 2054-12-01 5.5 N/A 2000.00 1970.07 Agency Mortgage-Backed Securities FNMS 06.000 CLDC7768 N/A 3140AVT27 2054-12-01 6 N/A 2000.00 2053.48 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3521 N/A 31418C4F8 2048-11-01 4 N/A 38000.00 3141.90 Agency Mortgage-Backed Securities GNRM 2020-165 QI N/A 38382K2N2 2050-08-20 3 N/A 27694635.00 2031585.99 Agency Collateralized Mortgage Obligation FEPC 06.500 CLQJ7877 N/A 3133CYXE3 2054-11-01 6.5 N/A 1000.00 1041.94 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5107 N/A 31418EU99 2053-08-01 5.5 N/A 1000.00 872.61 Agency Mortgage-Backed Securities GNRA 2024-065 SV N/A 38384NLH6 2053-12-20 1.45402 N/A 136451552.00 3663354.00 Agency Collateralized Mortgage Obligation MNRM CL001A2 R20M001 N/A 3136B75M9 2029-10-25 2.444 N/A 100000.00 91759.00 Agency Collateralized Mortgage Obligation FNMS 03.000 CLMA2705 N/A 31418CAF1 2046-08-01 3 N/A 7000.00 1136.69 Agency Mortgage-Backed Securities GNRM 2020-126 GI N/A 38382HWQ9 2050-08-20 3 N/A 18485964.00 1641643.31 Agency Collateralized Mortgage Obligation FNMS 03.500 CLMA3745 N/A 31418DET5 2049-08-01 3.5 N/A 2000.00 212.83 Agency Mortgage-Backed Securities GNII SF MA4513 M N/A 36179TAN5 2047-06-20 5 N/A 27681.00 2657.82 Agency Mortgage-Backed Securities FNMS 04.000 CLMA0583 N/A 31417YUH8 2040-12-01 4 N/A 100000.00 4021.44 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2806 N/A 31418CDL5 2046-11-01 3 N/A 16999.00 3092.17 Agency Mortgage-Backed Securities GNII SF MA4384 M N/A 36179S2R7 2047-04-20 4.5 N/A 2003.00 169.44 Agency Mortgage-Backed Securities FNMS 04.500 CLMA2129 N/A 31418BLK0 2044-11-01 4.5 N/A 1000.00 69.56 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4540 N/A 31418EBJ8 2042-02-01 2 N/A 1000.00 663.96 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3239 N/A 31418CS54 2048-01-01 4 N/A 1000.00 134.25 Agency Mortgage-Backed Securities GNRM 2014-108 PA N/A 38379DHE7 2039-12-20 2.625 N/A 2920000.00 168607.84 Agency Collateralized Mortgage Obligation FNMS 06.000 CIMA5560 N/A 31418FFA0 2039-12-01 6 N/A 3319.00 3357.93 Agency Mortgage-Backed Securities FEPC 05.500 CLQI3903 N/A 3133WAKQ0 2054-03-01 5.5 N/A 1000.00 1005.65 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4781 N/A 3140J9J36 2048-10-01 4.5 N/A 434851.00 94629.62 Agency Mortgage-Backed Securities FEPC 06.000 CLQX5403 N/A 31426BAD8 2055-02-01 6 N/A 3004.00 3075.56 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9817 N/A 3140QV4B7 2055-01-01 6 N/A 125781.00 128492.49 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3443 N/A 31418CZH0 2048-08-01 4 N/A 9000.00 709.34 Agency Mortgage-Backed Securities GNRM 2023-122 HL N/A 38384CQ51 2053-08-20 5.5 N/A 1468000.00 1481891.68 Agency Collateralized Mortgage Obligation GNII SF MA5530 M N/A 36179UEB4 2048-10-20 5 N/A 1023.00 74.75 Agency Mortgage-Backed Securities FNMS 02.000 CLBR1035 N/A 3140KYEH3 2051-05-01 2 N/A 6001.00 3818.19 Agency Mortgage-Backed Securities GNII SF MA2525 M N/A 36179QYW5 2039-01-20 5.5 N/A 1000.00 71.60 Agency Mortgage-Backed Securities GNMI SF CU0277 X N/A 3618BHJW7 2053-09-15 7 N/A 1000.00 1039.19 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4358 N/A 31418DZY1 2051-06-01 3.5 N/A 11000.00 4650.13 Agency Mortgage-Backed Securities GNII SF MA7937 M N/A 36179WZA9 2052-03-20 3 N/A 1024.00 712.07 Agency Mortgage-Backed Securities GNMI SP 781553 X N/A 36225BWN4 2032-11-15 6.5 N/A 6121.00 23.23 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4080 N/A 31418DRA2 2050-07-01 3.5 N/A 1000.00 248.59 Agency Mortgage-Backed Securities GNII SF MA8102 M N/A 36179XAB2 2052-06-20 5 N/A 1000.00 781.44 Agency Mortgage-Backed Securities FNRA CL091GF R24F091 N/A 3136BTZL0 2054-12-25 5.65201 N/A 50000000.00 48362534.32 Agency Collateralized Mortgage Obligation FNMS 05.000 CLMA5164 N/A 31418EW22 2053-10-01 5 N/A 1000.00 911.15 Agency Mortgage-Backed Securities FEPC 04.500 CLQX4129 N/A 31425YST5 2055-01-01 4.5 N/A 1000.00 965.09 Agency Mortgage-Backed Securities FNMS 06.000 CLDC8841 N/A 3140AWZF9 2054-12-01 6 N/A 4032.00 4115.85 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2578 N/A 31418B2L9 2046-04-01 3.5 N/A 25000.00 2980.48 Agency Mortgage-Backed Securities GNRA 2012-133 CS N/A 38377X3Y6 2042-10-20 0 N/A 70077907.00 35117.03 Agency Collateralized Mortgage Obligation GNII SF MA7051 M N/A 36179VZQ6 2050-12-20 2 N/A 2000.00 1023.42 Agency Mortgage-Backed Securities FNRM CL049IE R23F049 N/A 3136BQKN8 2061-09-25 5.5 N/A 51867504.00 8771444.74 Agency Collateralized Mortgage Obligation MNAR XX.XXX HYBZ3052 N/A 3140NXMA8 2035-02-01 5.05 N/A 36547.00 37641.53 Agency Mortgage-Backed Securities GNII SF MA9106 M N/A 36179YDK7 2053-06-20 5.5 N/A 1010.00 864.49 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5498 N/A 31418FDC8 2054-10-01 6 N/A 1100.00 1060.79 Agency Mortgage-Backed Securities GNRA 2023-187 FE N/A 38384GNF3 2053-12-20 5.59598 N/A 51631873.00 32651841.62 Agency Collateralized Mortgage Obligation FNMS 05.000 CLMA4868 N/A 31418EMS6 2053-01-01 5 N/A 2000.00 1710.96 Agency Mortgage-Backed Securities GNRA 2025-026 FG N/A 38385CG28 2055-02-20 5.98763 N/A 1024.00 1044.23 Agency Collateralized Mortgage Obligation TINT 05/15/30 N/A 912833XU9 2030-05-15 0 N/A 43.47 34.86 U.S. Treasuries (including strips) FNMS 04.000 CLFS3024 N/A 3140XJLE1 2052-09-01 4 N/A 1000.00 810.10 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6815 N/A 3133KNSC8 2052-02-01 2.5 N/A 2000.00 1316.03 Agency Mortgage-Backed Securities GNII SF MA9305 M N/A 36179YKS2 2053-11-20 5.5 N/A 1000.00 872.44 Agency Mortgage-Backed Securities GNMI SF BS8482 X N/A 3617MKM71 2050-08-15 3 N/A 1008.00 446.18 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3073 N/A 31418CMX9 2047-07-01 4.5 N/A 8198.00 828.67 Agency Mortgage-Backed Securities FERM 5159TI 10/25/51 N/A 3137H3UQ3 2051-10-25 3 N/A 200000.00 17337.99 Agency Collateralized Mortgage Obligation FNMS 04.500 CLMA4195 N/A 31418DUV2 2050-10-01 4.5 N/A 8000.00 2069.78 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3466 N/A 31418CZ80 2048-09-01 3.5 N/A 11000.00 1084.37 Agency Mortgage-Backed Securities FERM 5426BO 06/25/54 N/A 3137HCXY3 2054-06-25 0 N/A 1527815.00 948665.93 Agency Collateralized Mortgage Obligation FNMS 04.500 CLBM1396 N/A 3140J5RS0 2047-03-01 4.5 N/A 16731993.00 3364650.32 Agency Mortgage-Backed Securities GNRA 2022-178 FC N/A 38383US76 2052-10-20 5.64598 N/A 13041013.00 10669303.97 Agency Collateralized Mortgage Obligation GNII SF MA7368 M N/A 36179WFH6 2051-05-20 3 N/A 7000.00 3614.83 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8402 N/A 3132DWKP7 2054-02-01 6 N/A 2000.00 1715.33 Agency Mortgage-Backed Securities FNMS 05.000 CL555425 N/A 31385XA23 2033-04-01 5 N/A 1468.00 15.15 Agency Mortgage-Backed Securities FNRM RC057NI R20F057 N/A 3136BBEL2 2050-08-25 2.5 N/A 2000000.00 248975.15 Agency Collateralized Mortgage Obligation FEPC 06.000 CLQX5433 N/A 31426BBB1 2055-02-01 6 N/A 2000.00 2057.26 Agency Mortgage-Backed Securities FNRA CL002SK R15F002 N/A 3136AMQB8 2045-02-25 1.63351 N/A 56835041.00 735863.34 Agency Collateralized Mortgage Obligation FNMS 02.500 CLMA4578 N/A 31418ECQ1 2052-04-01 2.5 N/A 7000.00 4947.47 Agency Mortgage-Backed Securities 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 N/A 300.00 294.15 U.S. Treasuries (including strips) 2.31 FCOR 22-36 AV N/A 3133EMR95 2036-07-14 2.31 N/A 3000.00 2340.28 Agency Debentures and Agency Strips FNMS 06.500 CLBU5561 N/A 3140M7FB2 2055-01-01 6.5 N/A 1000.00 1037.82 Agency Mortgage-Backed Securities 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.25 N/A 1300.00 1241.85 U.S. Treasuries (including strips) GNMI SP 782690 X N/A 36241K7B8 2039-06-15 5 N/A 8505.00 188.56 Agency Mortgage-Backed Securities GNII SF MA4724 M N/A 36179TG90 2047-09-20 6 N/A 35000.00 4489.83 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3897 N/A 31418DKK7 2035-01-01 3 N/A 25000.00 4367.56 Agency Mortgage-Backed Securities GNII SF MA3457 M N/A 36179RZW2 2046-01-20 5 N/A 25000.00 2440.30 Agency Mortgage-Backed Securities MNRA CL005A1 R22M005 N/A 3136BLN63 2034-01-25 2.34753 N/A 249000.00 180921.76 Agency Collateralized Mortgage Obligation GNAR WK 786837 M N/A 3622ACPW4 2049-08-20 4.701 N/A 23402.00 19353.93 Agency Mortgage-Backed Securities 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.5 N/A 100.00 88.37 U.S. Treasuries (including strips) FNRM CL034EI R21F034 N/A 3136BHVN6 2041-06-25 3 N/A 10831627.00 594816.90 Agency Collateralized Mortgage Obligation FEPC 05.000 CLRJ3011 N/A 3142GTKZ8 2054-12-01 5 N/A 1000.00 965.29 Agency Mortgage-Backed Securities FNMS 05.500 CLBT8060 N/A 3140LW5W3 2053-03-01 5.5 N/A 1794.00 1753.58 Agency Mortgage-Backed Securities MNRA CL053A2 R20M053 N/A 3136BC7H7 2032-11-25 1.689833 N/A 25000.00 20511.59 Agency Collateralized Mortgage Obligation FNMS 03.500 CLMA3494 N/A 31418C3C6 2048-10-01 3.5 N/A 6000.00 538.04 Agency Mortgage-Backed Securities FNRM RC001IG R21F001 N/A 3136BDY93 2051-02-25 2.5 N/A 400000.00 52102.97 Agency Collateralized Mortgage Obligation FEPC 06.500 CLRJ1358 N/A 3142GRQL7 2054-04-01 6.5 N/A 1000.00 951.17 Agency Mortgage-Backed Securities FNMS 04.500 CLAD3808 N/A 31418RGS4 2040-04-01 4.5 N/A 11000.00 249.97 Agency Mortgage-Backed Securities FERM 5085NI 03/25/51 N/A 3137FFZS9 2051-03-25 2 N/A 100000.00 9697.88 Agency Collateralized Mortgage Obligation GNII SF MA4264 M N/A 36179SWZ6 2047-02-20 4.5 N/A 1072.00 108.54 Agency Mortgage-Backed Securities FNMS 03.000 CTMA4017 N/A 31418DPB2 2040-05-01 3 N/A 10000.00 2868.45 Agency Mortgage-Backed Securities GNRM 2020-123 IL N/A 38382HS35 2050-08-20 2.5 N/A 300000.00 24322.53 Agency Collateralized Mortgage Obligation FGRA 3147TF 04/15/36 N/A 31396NLR5 2036-04-15 5.10312 N/A 20606566.00 925249.41 Agency Collateralized Mortgage Obligation FNMS 03.500 CLMA3614 N/A 31418DAQ5 2049-03-01 3.5 N/A 1000.00 77.40 Agency Mortgage-Backed Securities GNII SP 784064 M N/A 3622A2QR6 2039-03-20 7 N/A 2100.00 303.81 Agency Mortgage-Backed Securities FEPC 06.500 CLQX4524 N/A 31426AA24 2055-01-01 6.5 N/A 1000.00 1040.15 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3305 N/A 31418CU77 2048-03-01 3.5 N/A 1000.00 136.63 Agency Mortgage-Backed Securities GNII SF DF2122 C N/A 3618JKLB5 2055-01-20 6 N/A 4001.00 4162.39 Agency Mortgage-Backed Securities FNMS 03.500 CLBU8845 N/A 3140MAZK3 2052-05-01 3.5 N/A 1205.00 902.45 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ8260 N/A 3133D0E98 2054-10-01 6 N/A 1000.00 1023.49 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5826 N/A 3133KMPK5 2051-09-01 2.5 N/A 1000.00 654.41 Agency Mortgage-Backed Securities GNII SF DF8573 C N/A 3618JSQ23 2055-01-20 6 N/A 1008.00 1034.19 Agency Mortgage-Backed Securities FEPC 06.500 CLQX6181 N/A 31426B2P0 2055-02-01 6.5 N/A 1000.00 1042.33 Agency Mortgage-Backed Securities FNMS 05.000 CLCB3651 N/A 3140QPBV8 2052-05-01 5 N/A 1050245.00 772452.17 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3588 N/A 31418C7A6 2034-02-01 3.5 N/A 53000.00 4247.37 Agency Mortgage-Backed Securities FEPC 06.500 CLQF9453 N/A 3133BXQE4 2053-03-01 6.5 N/A 2000.00 1641.36 Agency Mortgage-Backed Securities GNRA 2020-065 NI N/A 38382E6V4 2046-04-20 0 N/A 78776162.00 679634.97 Agency Collateralized Mortgage Obligation FNMS 03.500 CIAD5093 N/A 31418SUT4 2025-10-01 3.5 N/A 3000.00 9.24 Agency Mortgage-Backed Securities GNII SF MA8268 M N/A 36179XFH4 2052-09-20 4.5 N/A 1000.00 811.15 Agency Mortgage-Backed Securities FERM 5364PO 12/25/53 N/A 3137HBAY0 2053-12-25 0 N/A 2069731.00 1208106.15 Agency Collateralized Mortgage Obligation FNMS 03.500 CLMA3148 N/A 31418CQA5 2047-10-01 3.5 N/A 2000.00 250.75 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3092 N/A 3142GTNJ1 2054-12-01 6 N/A 1000.00 974.91 Agency Mortgage-Backed Securities FEPC 05.500 CLQX6276 N/A 31426B6N1 2055-02-01 5.5 N/A 2000.00 2012.09 Agency Mortgage-Backed Securities FNMS 03.000 CLAB6670 N/A 31417DMU4 2042-10-01 3 N/A 3000.00 565.56 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8267 N/A 3132DWFG3 2052-11-01 5 N/A 1024.00 859.51 Agency Mortgage-Backed Securities FNMS 04.500 CLAE5471 N/A 31419GCH5 2040-10-01 4.5 N/A 15000.00 589.90 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7574 N/A 3133KPMX3 2052-06-01 5 N/A 2000.00 1571.50 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4118 N/A 31418DSG8 2050-08-01 4.5 N/A 1000.00 164.20 Agency Mortgage-Backed Securities FNRA RC040PS R16F040 N/A 3136ASM78 2046-07-25 1.625873 N/A 157677272.00 645872.23 Agency Collateralized Mortgage Obligation GNII SF DG0448 C N/A 3618JVP92 2054-12-20 6 N/A 1000.00 1024.93 Agency Mortgage-Backed Securities FNMS 06.000 CLDC8847 N/A 3140AWZM4 2054-12-01 6 N/A 1000.00 990.75 Agency Mortgage-Backed Securities FNIN 02/06/35 N/A 31358C5M4 2035-02-06 0 N/A 1000.00 628.06 Agency Debentures and Agency Strips GNII SF MA7473 M N/A 36179WJS8 2051-07-20 3 N/A 2000.00 1136.75 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4377 N/A 31418D2K7 2051-07-01 1.5 N/A 1024.00 638.11 Agency Mortgage-Backed Securities GNII SF MA9852 M N/A 36179Y5M2 2054-08-20 6 N/A 1984.00 1988.00 Agency Mortgage-Backed Securities FEPC 06.000 CLQH2151 N/A 3133CEL83 2053-09-01 6 N/A 2009.00 1803.96 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1805 N/A 3132DPAE8 2052-11-01 5 N/A 1000.00 815.91 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4806 N/A 31418EKU3 2052-11-01 5 N/A 1572.00 1306.19 Agency Mortgage-Backed Securities FNRM RC049GI R21F049 N/A 3136BHK40 2048-10-25 2.5 N/A 400005.00 39794.28 Agency Collateralized Mortgage Obligation FNMS 03.500 CNMA3656 N/A 31418DB27 2029-05-01 3.5 N/A 2000.00 171.91 Agency Mortgage-Backed Securities FEPC 02.000 CLRA4703 N/A 3133KLGL5 2051-02-01 2 N/A 3007.00 1719.44 Agency Mortgage-Backed Securities TINT 08/15/34 N/A 9128334Y3 2034-08-15 0 N/A 0.64 0.42 U.S. Treasuries (including strips) FNMS 05.000 CLAA0916 N/A 31416JAS0 2037-08-01 5 N/A 100000.00 4096.61 Agency Mortgage-Backed Securities GNII SF MA3937 M N/A 36179SLS4 2046-09-20 3.5 N/A 1000.00 126.89 Agency Mortgage-Backed Securities GNMI SP 783236 X N/A 36241LSZ0 2033-12-15 6.5 N/A 1506.00 50.11 Agency Mortgage-Backed Securities FERM 5359DO 11/25/53 N/A 3137HATC0 2053-11-25 0 N/A 3571429.00 2038844.29 Agency Collateralized Mortgage Obligation FERM 5010JI 09/25/50 N/A 3137FVQG0 2050-09-25 2.5 N/A 100007.00 12148.81 Agency Collateralized Mortgage Obligation FNMS 06.000 CLDC7266 N/A 3140AVCC3 2054-12-01 6 N/A 1540.00 1587.80 Agency Mortgage-Backed Securities GNRM 2020-127 IN N/A 38382HY87 2050-08-20 2.5 N/A 11306646.00 1064957.62 Agency Collateralized Mortgage Obligation MNAR XX.XXX HYBS6985 N/A 3140LHXP0 2032-11-01 4.92 N/A 1855.00 1892.15 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9345 N/A 3140QVL36 2054-10-01 6 N/A 19927.00 19637.83 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5536 N/A 31418FEJ2 2039-11-01 5.5 N/A 2000.00 1822.61 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2762 N/A 3140QNB84 2052-02-01 2 N/A 10616000.00 7164458.48 Agency Mortgage-Backed Securities GNRM 2020-123 NI N/A 38382HM98 2050-08-20 2.5 N/A 315983.00 30784.09 Agency Collateralized Mortgage Obligation GNII SF MA3247 M N/A 36179RTC3 2045-11-20 5 N/A 1000.00 70.48 Agency Mortgage-Backed Securities MNRM CL042A2 R20M042 N/A 3136BBN73 2030-07-25 1.27 N/A 150000.00 127261.88 Agency Collateralized Mortgage Obligation FNMS 02.000 CLMA4547 N/A 31418EBR0 2052-02-01 2 N/A 4000.00 2717.26 Agency Mortgage-Backed Securities FNRA CL040GA R16F040 N/A 3136ASH58 2046-07-25 7.048691 N/A 1100000.00 114894.00 Agency Collateralized Mortgage Obligation GNII SF MA9172 M N/A 36179YFM1 2053-08-20 6 N/A 17813736.00 13340696.13 Agency Mortgage-Backed Securities GNII SF MA7254 M N/A 36179WBX5 2051-03-20 2 N/A 1000.00 538.14 Agency Mortgage-Backed Securities FEPC 07.000 CLSD8398 N/A 3132DWKK8 2054-01-01 7 N/A 1680565.00 1122147.00 Agency Mortgage-Backed Securities GNRA 2024-200 CS N/A 38385BQT0 2054-12-20 1.70402 N/A 36303995.00 2655933.62 Agency Collateralized Mortgage Obligation GNRA 2023-164 CS N/A 38384D7N1 2053-11-20 2.75402 N/A 10446874.00 904238.18 Agency Collateralized Mortgage Obligation TINT 08/15/37 N/A 912833Z52 2037-08-15 0 N/A 2.40 1.36 U.S. Treasuries (including strips) FNRM CL043IO R21F043 N/A 3136BH7G8 2051-06-25 2.5 N/A 800000.00 91396.19 Agency Collateralized Mortgage Obligation FNMS 05.000 CLBM5538 N/A 3140JAEL8 2048-11-01 5 N/A 2001.00 453.11 Agency Mortgage-Backed Securities FEPC 06.500 CLQX0434 N/A 31425UPU3 2054-12-01 6.5 N/A 3001.00 3141.97 Agency Mortgage-Backed Securities FERM 5377IO 12/25/51 N/A 3137HBDW1 2051-12-25 2.5 N/A 2138500.00 254932.74 Agency Collateralized Mortgage Obligation FNMS 04.500 CLAC8512 N/A 31417VN66 2039-12-01 4.5 N/A 12000.00 264.84 Agency Mortgage-Backed Securities FERM 5293CI 04/25/51 N/A 3137H9QF9 2051-04-25 2.5 N/A 3939853.00 553679.11 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-144 A-2 20320425 FLT N/A 3137H7M91 2032-04-25 2.45 N/A 3732646.00 3261774.57 Agency Collateralized Mortgage Obligation FNMS 04.500 CLMA3334 N/A 31418CV43 2048-04-01 4.5 N/A 2000.00 232.33 Agency Mortgage-Backed Securities FEPC 06.500 CLSD6290 N/A 3132DT7B0 2054-07-01 6.5 N/A 1032.00 981.89 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4020 N/A 31418DPE6 2050-05-01 3 N/A 6000.00 1569.74 Agency Mortgage-Backed Securities GNII SF MA3316 M N/A 36179RVH9 2038-10-20 6.5 N/A 31000.00 3292.44 Agency Mortgage-Backed Securities GNII SF MA4967 M N/A 36179TQU2 2048-01-20 6 N/A 25000.00 3332.77 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3489 N/A 31418C2X1 2033-10-01 3.5 N/A 45000.00 3755.21 Agency Mortgage-Backed Securities FEPC 06.500 CLQI8014 N/A 3133WE3X6 2054-06-01 6.5 N/A 1008.00 919.36 Agency Mortgage-Backed Securities FNRM RC061HI R20F061 N/A 3136BBK68 2050-09-25 4 N/A 49998132.00 4081550.52 Agency Collateralized Mortgage Obligation FNMS 04.000 CLFS4385 N/A 3140XK2T6 2050-08-01 4 N/A 6058.00 4731.55 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2671 N/A 31418B6H4 2046-07-01 3.5 N/A 6000.00 760.12 Agency Mortgage-Backed Securities FEPC 06.500 CLQI7907 N/A 3133WEYC8 2054-06-01 6.5 N/A 1001.00 999.13 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4655 N/A 31418EE55 2052-07-01 4 N/A 2000.00 1596.47 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3986 N/A 31418DNC2 2035-04-01 3.5 N/A 22000.00 3592.82 Agency Mortgage-Backed Securities FNMS 06.000 CLDA6271 N/A 3140A66H4 2054-02-01 6 N/A 2000.00 1782.99 Agency Mortgage-Backed Securities GNMI SF 747570 X N/A 3620C3QX3 2040-07-15 5 N/A 7999.00 532.57 Agency Mortgage-Backed Securities FNRM CL040PO R23F040 N/A 3136BQGW3 2053-09-25 0 N/A 2214514.00 1479226.48 Agency Collateralized Mortgage Obligation GNII SF MA9242 M N/A 36179YHT4 2053-09-20 6 N/A 1000.00 761.36 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8362 N/A 3132DWJF1 2053-09-01 5.5 N/A 1008.00 900.39 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0475 N/A 3140W0Q57 2054-12-01 5.5 N/A 1000.00 1003.15 Agency Mortgage-Backed Securities FNRM CL033AI R21F033 N/A 3136BHUP2 2047-05-25 2.5 N/A 10800000.00 1162630.61 Agency Collateralized Mortgage Obligation GNRM 2021-096 VI N/A 38382UG39 2051-06-20 2.5 N/A 9499984.00 1078509.98 Agency Collateralized Mortgage Obligation GNII SF MA7986 M N/A 36179W2T4 2052-03-20 2 N/A 1000.00 669.61 Agency Mortgage-Backed Securities FNMS 04.500 CLAB1389 N/A 31416WRK0 2040-08-01 4.5 N/A 87000.00 2224.20 Agency Mortgage-Backed Securities FNMS 06.000 CLDC7373 N/A 3140AVFP1 2054-12-01 6 N/A 1000.00 1022.05 Agency Mortgage-Backed Securities FGRA 3930KF 09/15/41 N/A 3137AFBC5 2041-09-15 4.95312 N/A 1008.00 88.50 Agency Collateralized Mortgage Obligation FERM 5018MI 10/25/50 N/A 3137FXC89 2050-10-25 2 N/A 600000.00 60381.81 Agency Collateralized Mortgage Obligation GNII SF MA5194 M N/A 36179TXX8 2048-04-20 5 N/A 1018.00 81.84 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4644 N/A 31418EES5 2052-05-01 4 N/A 2000.00 1511.97 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4047 N/A 3140M5P90 2053-07-01 5.5 N/A 1000.00 840.83 Agency Mortgage-Backed Securities GNII SF MA7471 M N/A 36179WJQ2 2051-07-20 2 N/A 1000.00 590.14 Agency Mortgage-Backed Securities FEPC 02.000 CTRB5138 N/A 3133KYV71 2041-12-01 2 N/A 1000.00 656.71 Agency Mortgage-Backed Securities FEPC 06.000 CLQX0402 N/A 31425UNU5 2054-12-01 6 N/A 3000.00 3061.92 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4468 N/A 31418D6E7 2051-11-01 3.5 N/A 5000.00 2735.77 Agency Mortgage-Backed Securities GNII SF MA5878 M N/A 36179UQ70 2049-03-20 5 N/A 3000.00 239.78 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4121 N/A 31418DSK9 2050-09-01 3 N/A 4000.00 1296.69 Agency Mortgage-Backed Securities FEPC 03.500 CLRA2114 N/A 3133KHK39 2050-02-01 3.5 N/A 1000.00 267.22 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4782 N/A 31418EJ43 2052-10-01 3.5 N/A 1000.00 801.89 Agency Mortgage-Backed Securities GNII SF MA7769 M N/A 36179WT24 2051-12-20 3.5 N/A 1000.00 694.91 Agency Mortgage-Backed Securities GNII SF MA3380 M N/A 36179RXH7 2046-01-20 5.5 N/A 2075.00 173.28 Agency Mortgage-Backed Securities GNII SF MA5266 M N/A 36179TZ73 2048-06-20 5 N/A 1000.00 81.54 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2995 N/A 31418CKH6 2047-05-01 4 N/A 8000.00 842.44 Agency Mortgage-Backed Securities FEPC 06.000 CLQI5469 N/A 3133WCCE2 2054-05-01 6 N/A 2000.00 1990.10 Agency Mortgage-Backed Securities FEPC 06.500 CLQX0558 N/A 31425UTQ8 2054-12-01 6.5 N/A 2000.00 1974.64 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ9382 N/A 3133D1M71 2054-11-01 6.5 N/A 2000.00 2079.79 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5026 N/A 31418ESQ4 2053-04-01 3.5 N/A 5000.00 4136.64 Agency Mortgage-Backed Securities FNMS 02.500 CLMA2781 N/A 31418CCT9 2046-10-01 2.5 N/A 2000.00 406.58 Agency Mortgage-Backed Securities FEPC 06.000 CLQI7360 N/A 3133WEE97 2054-06-01 6 N/A 2000.00 2016.78 Agency Mortgage-Backed Securities FNRA CL030IE R07F030 N/A 31396VJN9 2037-04-25 2.27351 N/A 100002.00 897.99 Agency Collateralized Mortgage Obligation FEPC 06.500 CLSD4617 N/A 3132DSDW9 2054-01-01 6.5 N/A 2993.00 2852.62 Agency Mortgage-Backed Securities GNII SF MA9964 M N/A 36180AB93 2054-10-20 5 N/A 1000.00 981.54 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4549 N/A 31418EBT6 2052-02-01 3 N/A 6000.00 4069.05 Agency Mortgage-Backed Securities FNMS 06.500 CLDC7468 N/A 3140AVJN2 2054-10-01 6.5 N/A 2000.00 2088.67 Agency Mortgage-Backed Securities FEPC 06.500 CLQH5807 N/A 3133CJNY3 2053-11-01 6.5 N/A 1000.00 767.50 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5286 N/A 3133KL2T3 2051-05-01 2.5 N/A 1000.00 605.99 Agency Mortgage-Backed Securities FNRA CL015A2 R15M015 N/A 3136AQSZ4 2025-10-25 2.92261 N/A 550000.00 247933.10 Agency Collateralized Mortgage Obligation FNMS 06.500 CLBW5095 N/A 3140MWUV6 2053-01-01 6.5 N/A 2016.00 1587.01 Agency Mortgage-Backed Securities GNII SF DG1620 C N/A 3618JWYR0 2055-02-20 6 N/A 1000.00 1035.92 Agency Mortgage-Backed Securities FNRA CL076SG R18F076 N/A 3136B3EZ9 2045-06-25 1.63351 N/A 29392770.00 780342.58 Agency Collateralized Mortgage Obligation GNII SF MA5268 M N/A 36179TZ99 2048-06-20 6 N/A 1000.00 124.31 Agency Mortgage-Backed Securities FNMS 05.500 CLAE0392 N/A 31419ANJ2 2039-12-01 5.5 N/A 73000.00 1000.32 Agency Mortgage-Backed Securities FNRM RC101CD R24F101 N/A 3136BUFU9 2051-05-25 5 N/A 22656660.00 22268501.65 Agency Collateralized Mortgage Obligation FERM 5123IG 08/25/48 N/A 3137H15T9 2048-08-25 2.5 N/A 5923200.00 620896.73 Agency Collateralized Mortgage Obligation GNII SF MA8950 M N/A 36179X5K8 2053-06-20 6.5 N/A 1000.00 577.56 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4210 N/A 31418DVC3 2050-12-01 2.5 N/A 8000.00 3777.83 Agency Mortgage-Backed Securities GNMI SP 783099 X N/A 36241LNQ5 2040-07-15 4.5 N/A 1299.00 25.41 Agency Mortgage-Backed Securities FNRA CL003A2 R18M003 N/A 3136B1LF9 2030-02-25 3.063374 N/A 1105091.00 797609.27 Agency Collateralized Mortgage Obligation GNII SF MA6338 M N/A 36179VBF6 2049-12-20 3 N/A 1000.00 182.40 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5392 N/A 3140XL7E2 2053-07-01 6.5 N/A 296033.00 254249.71 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2924 N/A 3140XJHA4 2052-01-01 3 N/A 1000.00 709.18 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5441 N/A 3138ENBK4 2041-09-01 4.5 N/A 1000.00 134.64 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5127 N/A 31418EVV9 2053-08-01 4 N/A 1000.00 865.33 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5153 N/A 3140QQWP6 2052-11-01 6.5 N/A 2000.00 1689.24 Agency Mortgage-Backed Securities FGRA 3747SA 10/15/40 N/A 31398QUP0 2040-10-15 2.04688 N/A 48956061.00 169923.64 Agency Collateralized Mortgage Obligation FNMS 04.000 CLMA4618 N/A 31418EDY3 2052-04-01 4 N/A 3000.00 2109.18 Agency Mortgage-Backed Securities GNII SF MA7135 M N/A 36179V4U1 2051-01-20 2 N/A 2000.00 1040.02 Agency Mortgage-Backed Securities FEPC 04.000 CLSD7560 N/A 3132DVMH5 2053-02-01 4 N/A 4950.00 3921.43 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8299 N/A 3132DWGG2 2053-02-01 5 N/A 1000.00 868.47 Agency Mortgage-Backed Securities FNRA CL053AS R18F053 N/A 3136B2PA4 2048-07-25 1.947752 N/A 4368420.00 38272.16 Agency Collateralized Mortgage Obligation GNRA 2007-078 FA N/A 38374DHQ5 2037-12-16 4.89634 N/A 1406.00 44.12 Agency Collateralized Mortgage Obligation GNII SF 004751 M N/A 36202FH41 2038-12-20 7 N/A 1000.00 29.68 Agency Mortgage-Backed Securities FNRM CL002EI R23F002 N/A 3136BPVA6 2051-04-25 2.5 N/A 5150000.00 723644.65 Agency Collateralized Mortgage Obligation FNMS 04.000 CLMA2371 N/A 31418BT55 2045-08-01 4 N/A 1000.00 110.53 Agency Mortgage-Backed Securities FNRM RC097AI R20F097 N/A 3136BDEF1 2051-01-25 2 N/A 200000.00 22412.30 Agency Collateralized Mortgage Obligation FNMS 04.000 CLMA4839 N/A 31418ELV0 2052-12-01 4 N/A 2000.00 1681.68 Agency Mortgage-Backed Securities FERM 5140NI 05/25/49 N/A 3137H24R2 2049-05-25 2.5 N/A 600000.00 71381.88 Agency Collateralized Mortgage Obligation FNMS 03.500 CIMA2161 N/A 31418BMK9 2029-12-01 3.5 N/A 12000.00 1227.94 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4803 N/A 31418EKR0 2052-11-01 3.5 N/A 5000.00 4044.53 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3237 N/A 31418CS39 2048-01-01 3 N/A 2000.00 330.12 Agency Mortgage-Backed Securities GNII SF DF7622 C N/A 3618JRPF7 2055-02-20 7 N/A 1000.00 1060.65 Agency Mortgage-Backed Securities GNMI SP 784121 X N/A 3622A2SJ2 2029-08-15 7 N/A 16008.00 1345.31 Agency Mortgage-Backed Securities GNII SF MA8045 M N/A 36179W5E4 2052-05-20 4 N/A 1024.00 792.05 Agency Mortgage-Backed Securities GNII SF MA8799 M N/A 36179XX43 2053-04-20 4.5 N/A 3000.00 2611.05 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2586 N/A 3142GS2U1 2054-10-01 6 N/A 1025.00 1020.16 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3991 N/A 31418DNH1 2050-04-01 3 N/A 11000.00 2240.57 Agency Mortgage-Backed Securities MNRM CL02S2A1 R21M02 N/A 3136BJD69 2036-10-25 1.942 N/A 15000.00 5058.12 Agency Collateralized Mortgage Obligation FNMS 04.000 CLMA3615 N/A 31418DAR3 2049-03-01 4 N/A 3000.00 213.28 Agency Mortgage-Backed Securities FNMS 04.500 CLAE4103 N/A 31419ERZ4 2040-09-01 4.5 N/A 1000.00 49.88 Agency Mortgage-Backed Securities GNII SF MA9422 M N/A 36179YPF5 2054-01-20 5 N/A 1000.00 933.95 Agency Mortgage-Backed Securities GNRA 2023-054 S N/A 38383XNQ3 2053-04-20 1.85402 N/A 30299593.00 2300395.58 Agency Collateralized Mortgage Obligation FEPC 06.500 CLQX3181 N/A 31425XRB7 2055-01-01 6.5 N/A 1000.00 1040.36 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3517 N/A 31418C4B7 2033-11-01 3.5 N/A 8000.00 674.02 Agency Mortgage-Backed Securities FEPC 02.000 CTRB5131 N/A 3133KYVY2 2041-10-01 2 N/A 2000.00 1289.51 Agency Mortgage-Backed Securities FERM 04948E 10/25/48 N/A 3137FQZF3 2048-10-25 2.5 N/A 7544000.00 193016.74 Agency Collateralized Mortgage Obligation GNII SF MA5531 M N/A 36179UEC2 2048-10-20 5.5 N/A 1000.00 88.36 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3663 N/A 31418DB92 2049-05-01 3.5 N/A 2000.00 156.55 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3394 N/A 3140MUXY1 2052-07-01 5 N/A 1000.00 639.68 Agency Mortgage-Backed Securities GNRA 2020-036 SA N/A 38382DS83 2050-03-20 0 N/A 200000000.00 459175.30 Agency Collateralized Mortgage Obligation GNII SF MA5019 M N/A 36179TSG1 2048-02-20 3.5 N/A 2000.00 263.42 Agency Mortgage-Backed Securities FERA 5312SB 05/25/53 N/A 3137HA3V6 2053-05-25 1.74799 N/A 27289562.00 1893051.79 Agency Collateralized Mortgage Obligation FERM 5118NI 02/25/51 N/A 3137H0TS7 2051-02-25 2 N/A 7002241.00 730375.91 Agency Collateralized Mortgage Obligation GNMI SF 723240 X N/A 3620A9PZ8 2039-10-15 5 N/A 6800.00 117.90 Agency Mortgage-Backed Securities MNRA CL02SA2 R21M02S N/A 3136BJZQ1 2031-10-25 1.807027 N/A 2028263.00 1721780.80 Agency Collateralized Mortgage Obligation FNMS 04.500 CLAB3314 N/A 31416YVG0 2041-07-01 4.5 N/A 24000.00 561.31 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5526 N/A 31418FD87 2054-10-01 3.5 N/A 3000.00 2670.38 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3592 N/A 31418C7E8 2049-02-01 4 N/A 5000.00 301.84 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3835 N/A 31418DHM7 2049-11-01 3.5 N/A 29000.00 3843.06 Agency Mortgage-Backed Securities GNII SF MA4385 M N/A 36179S2S5 2047-04-20 5 N/A 37848.00 3726.95 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3610 N/A 31418DAL6 2034-03-01 3.5 N/A 2000.00 170.44 Agency Mortgage-Backed Securities FMAR 1J0522 G N/A 3128LUSK3 2037-07-01 7.605 N/A 3158.00 24.75 Agency Mortgage-Backed Securities GNII SF MA2150 M N/A 36179QL74 2044-08-20 4.5 N/A 6211.00 431.54 Agency Mortgage-Backed Securities MNRM CL004A2 R19M004 N/A 3136B35Z9 2031-02-25 3.61 N/A 50000.00 43431.79 Agency Collateralized Mortgage Obligation GNII SF MA7137 M N/A 36179V4W7 2051-01-20 3 N/A 2000.00 787.00 Agency Mortgage-Backed Securities GNRM 2022-197 BO N/A 38383LFF2 2052-11-20 0 N/A 3754644.00 2176675.56 Agency Collateralized Mortgage Obligation FERM 5293IO 03/25/51 N/A 3137H9QG7 2051-03-25 2 N/A 1900000.00 211609.50 Agency Collateralized Mortgage Obligation FNMS 04.000 CLMA5054 N/A 31418ETL4 2053-06-01 4 N/A 5000.00 4294.28 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4192 N/A 3140M5US2 2053-10-01 6 N/A 1003.00 913.41 Agency Mortgage-Backed Securities FNRA CL095SL R24F095 N/A 3136BTT45 2054-12-25 0.69799 N/A 200000000.00 4888270.99 Agency Collateralized Mortgage Obligation GNRA 2024-021 CS N/A 38384JBL7 2053-10-20 1.65402 N/A 197202983.00 11519665.50 Agency Collateralized Mortgage Obligation FEPC 04.500 CLRA7672 N/A 3133KPQZ4 2052-07-01 4.5 N/A 1000.00 826.13 Agency Mortgage-Backed Securities FGRA 3762SA 11/15/40 N/A 3137A3QU6 2040-11-15 2.14688 N/A 6819344.00 40307.39 Agency Collateralized Mortgage Obligation FNMS 03.000 CLFM9978 N/A 3140XECQ5 2051-12-01 3 N/A 1000.00 572.80 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3275 N/A 31418CT95 2048-01-01 3 N/A 3000.00 487.49 Agency Mortgage-Backed Securities FGRA 3153EF 05/15/36 N/A 31396RKK2 2036-05-15 4.86312 N/A 8800000.00 108303.29 Agency Collateralized Mortgage Obligation MNRA CL005A3 R22M005 N/A 3136BLN89 2034-01-25 2.34753 N/A 1206000.00 1008812.97 Agency Collateralized Mortgage Obligation FNMS 03.000 CLCB3996 N/A 3140QPNN3 2052-06-01 3 N/A 1000.00 735.61 Agency Mortgage-Backed Securities FNMS 05.000 CLAC5118 N/A 31417QVL5 2039-11-01 5 N/A 40000.00 2215.04 Agency Mortgage-Backed Securities GNRM 2020-129 IE N/A 38382JZK5 2050-09-20 2.5 N/A 13046944.00 1252661.15 Agency Collateralized Mortgage Obligation FEPC 06.500 CLQX2251 N/A 31425WQD6 2054-12-01 6.5 N/A 1000.00 1037.28 Agency Mortgage-Backed Securities FNMS 03.500 CIMA1658 N/A 31418AZY7 2028-10-01 3.5 N/A 1000.00 56.17 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5040 N/A 31418ES68 2053-06-01 6 N/A 1000.00 793.80 Agency Mortgage-Backed Securities FEPC 06.500 CLSD5969 N/A 3132DTT26 2054-07-01 6.5 N/A 2000.00 1993.82 Agency Mortgage-Backed Securities FEPC 02.000 CLRA7142 N/A 3133KN5B5 2052-04-01 2 N/A 2001.00 1249.00 Agency Mortgage-Backed Securities TINT 02/15/36 N/A 9128335B2 2036-02-15 0 N/A 7.34 4.49 U.S. Treasuries (including strips) FERM 5134KI 07/25/48 N/A 3137H1X92 2048-07-25 2.5 N/A 100297.00 10720.67 Agency Collateralized Mortgage Obligation FNMS 03.000 CLMA3685 N/A 31418DCX8 2049-06-01 3 N/A 12000.00 1242.98 Agency Mortgage-Backed Securities GNII RG CC3456 C N/A 3617V1ZV6 2040-06-20 5 N/A 2391.00 981.37 Agency Mortgage-Backed Securities FNRA RC058VS R23F058 N/A 3136BQYF0 2053-12-25 17.523867 N/A 2804969.00 3635179.28 Agency Collateralized Mortgage Obligation FEPC 06.000 CLQX4215 N/A 31425YVH7 2055-01-01 6 N/A 1000.00 1026.82 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ0378 N/A 3140NUM48 2039-01-01 4.89 N/A 1975.00 1985.19 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2863 N/A 31418CFD1 2047-01-01 3 N/A 1000.00 202.60 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3277 N/A 31418CUB8 2048-01-01 4 N/A 1000.00 127.23 Agency Mortgage-Backed Securities GNII SF MA8948 M N/A 36179X5H5 2053-06-20 5.5 N/A 5444.00 4613.73 Agency Mortgage-Backed Securities FNRA CL091AS R15F091 N/A 3136AQTM2 2045-12-25 1.975552 N/A 82366191.00 447097.62 Agency Collateralized Mortgage Obligation FEPC 05.500 CLQX5242 N/A 31426AZG6 2055-02-01 5.5 N/A 2016.00 2028.19 Agency Mortgage-Backed Securities FEPC 02.000 CLSD0838 N/A 3132DM4X0 2052-01-01 2 N/A 1000.00 710.54 Agency Mortgage-Backed Securities FNMS 04.500 CLAB0035 N/A 31416VBD5 2039-04-01 4.5 N/A 8000.00 177.52 Agency Mortgage-Backed Securities FEPC 03.000 CTSC0050 N/A 3132D9BT0 2040-02-01 3 N/A 1000.00 363.75 Agency Mortgage-Backed Securities FNMS 02.000 CLBV4128 N/A 3140MHSS9 2052-03-01 2 N/A 5040.00 3352.78 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4579 N/A 31418ECR9 2052-04-01 3 N/A 1000.00 723.18 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2956 N/A 31418CJA3 2047-04-01 3 N/A 6000.00 1421.78 Agency Mortgage-Backed Securities GNRA 2022-128 HS N/A 38383UAR1 2052-07-20 5.44673 N/A 5181096.00 4316505.46 Agency Collateralized Mortgage Obligation GNII SF DG1622 C N/A 3618JWYT6 2055-02-20 6 N/A 1000.00 1032.85 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4565 N/A 31418ECB4 2052-03-01 3.5 N/A 2000.00 1373.42 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3332 N/A 31418CV27 2048-04-01 3.5 N/A 9000.00 1208.71 Agency Mortgage-Backed Securities FNMS 04.000 CLAB2333 N/A 31416XSX9 2041-02-01 4 N/A 45000.00 2228.48 Agency Mortgage-Backed Securities FNMS 04.500 CLAA4463 N/A 31416M5Z3 2039-04-01 4.5 N/A 1608.00 12.90 Agency Mortgage-Backed Securities GNRA 2023-098 SP N/A 38384BYY1 2053-07-20 6.07025 N/A 7692308.00 4648420.61 Agency Collateralized Mortgage Obligation FEPC 07.000 CLQX3859 N/A 31425YJD0 2055-01-01 7 N/A 1000.00 1055.16 Agency Mortgage-Backed Securities FNRM CL022IO R22F022 N/A 3136BMZX9 2051-10-25 2.5 N/A 6589380.00 967236.21 Agency Collateralized Mortgage Obligation FNMS 03.500 CLMA3906 N/A 31418DKU5 2050-01-01 3.5 N/A 8000.00 1169.36 Agency Mortgage-Backed Securities FNRA CL136SA R10F136 N/A 31398STD5 2040-12-25 1.53351 N/A 118886400.00 724943.34 Agency Collateralized Mortgage Obligation FNRM CL075WI R20F075 N/A 3136BCJC5 2050-11-25 2.5 N/A 405440.00 42068.72 Agency Collateralized Mortgage Obligation FNRM CL027EZ R23F027 N/A 3136BP3R0 2050-08-25 4 N/A 11428143.00 10679618.51 Agency Collateralized Mortgage Obligation GNII SF MA7880 M N/A 36179WXH6 2052-02-20 2 N/A 1000.00 659.07 Agency Mortgage-Backed Securities FNRA CL111AF R10F111 N/A 31398NWJ9 2040-10-25 4.86649 N/A 1015.00 34.27 Agency Collateralized Mortgage Obligation FERM 5010IK 09/25/50 N/A 3137FVQ54 2050-09-25 2.5 N/A 1400000.00 132268.80 Agency Collateralized Mortgage Obligation FNRA CL029IE R20F029 N/A 3136B9TH0 2050-05-25 1.702526 N/A 4124584.00 59857.69 Agency Collateralized Mortgage Obligation GNMI SP 782310 X N/A 36241KR75 2038-04-15 5 N/A 55908.00 1029.89 Agency Mortgage-Backed Securities FNMS 06.000 CL995876 N/A 31416CJV9 2038-11-01 6 N/A 7000.00 83.37 Agency Mortgage-Backed Securities FEPC 06.000 CLQX6180 N/A 31426B2N5 2055-02-01 6 N/A 2000.00 2058.48 Agency Mortgage-Backed Securities FNMS 06.000 CLDC7409 N/A 3140AVGT2 2054-12-01 6 N/A 1000.00 1026.12 Agency Mortgage-Backed Securities FNMS 07.500 CLMA5606 N/A 31418FGQ4 2055-01-01 7.5 N/A 1000.00 1065.77 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2776 N/A 3132DQCM6 2053-04-01 5 N/A 1000.00 851.48 Agency Mortgage-Backed Securities FNRA CL106PF R05F106 N/A 31394UK92 2035-12-25 4.81649 N/A 88000000.00 359445.66 Agency Collateralized Mortgage Obligation GNII SF MA8267 M N/A 36179XFG6 2052-09-20 4 N/A 8942751.00 7184639.88 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3692 N/A 31418DC67 2049-07-01 3.5 N/A 11000.00 1055.34 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3276 N/A 31418CUA0 2048-02-01 3.5 N/A 1000.00 134.16 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9385 N/A 3133KRNA8 2053-07-01 6 N/A 1000.00 895.48 Agency Mortgage-Backed Securities FEPC 06.000 CLQX3489 N/A 31425X2X6 2055-01-01 6 N/A 2000.00 2055.70 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4867 N/A 31418EMR8 2053-01-01 4.5 N/A 3000.00 2603.30 Agency Mortgage-Backed Securities FGRA 2084PS 08/15/28 N/A 3133TG4V8 2028-08-15 4.29688 N/A 24910.00 2.51 Agency Collateralized Mortgage Obligation GNRM 2024-066 BI N/A 38383KUK6 2051-12-20 3 N/A 25801024.00 5084419.79 Agency Collateralized Mortgage Obligation FEPC 06.000 CLQX5019 N/A 31426ASH2 2055-02-01 6 N/A 1000.00 1024.70 Agency Mortgage-Backed Securities GNII SF MA5141 M N/A 36179TWA9 2048-04-20 6 N/A 6008.00 622.51 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5546 N/A 31418FEU7 2054-11-01 6.5 N/A 5000.00 4860.71 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3026 N/A 31418CLG7 2047-06-01 3.5 N/A 27000.00 3010.14 Agency Mortgage-Backed Securities GNII SF MA6710 M N/A 36179VN30 2050-06-20 3 N/A 19794.00 5317.82 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2921 N/A 3142GTG75 2054-11-01 6 N/A 1000.00 1002.36 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8259 N/A 3132DWE82 2052-10-01 5.5 N/A 1000.00 813.35 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8248 N/A 3133KQEV4 2052-11-01 5 N/A 1000.00 858.02 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ2604 N/A 3133CS3M1 2054-08-01 5.5 N/A 1000.00 996.68 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3495 N/A 31418C3D4 2048-10-01 4 N/A 3000.00 235.24 Agency Mortgage-Backed Securities FNMS 03.500 CIMA4640 N/A 31418EEN6 2037-06-01 3.5 N/A 3000.00 1925.02 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5506 N/A 3140JADL9 2049-02-01 5 N/A 7000.00 2340.99 Agency Mortgage-Backed Securities GNRA 2018-51 WI N/A 38380WGF0 2046-11-20 0.05977 N/A 2029948.00 9347.74 Agency Collateralized Mortgage Obligation FNMS 02.000 CLBV5323 N/A 3140MJ4H5 2052-03-01 2 N/A 2031.00 1433.05 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4967 N/A 3132DSQU9 2054-02-01 5.5 N/A 2000.00 1775.41 Agency Mortgage-Backed Securities FEPC 06.000 CLQX4108 N/A 31425YR66 2055-01-01 6 N/A 2000.00 2046.14 Agency Mortgage-Backed Securities GNII SF MA7057 M N/A 36179VZW3 2050-12-20 5 N/A 1000.00 289.18 Agency 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(including strips) 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 N/A 690300.00 639180.14 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 N/A 900.00 857.33 U.S. Treasuries (including strips) 4 1/4 NOTE AW 26 N/A 91282CJV4 2026-01-31 4.25 N/A 300.00 301.08 U.S. Treasuries (including strips) 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.5 N/A 495000.00 510128.43 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.25 N/A 1875000.00 1793294.36 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 N/A 90373300.00 93733062.26 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RX8 2047-05-15 3 N/A 390000.00 304057.52 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 N/A 17500000.00 16109590.00 U.S. Treasuries (including strips) 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 N/A 47560300.00 39197647.13 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 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200.00 209.04 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 N/A 9128282A7 2026-08-15 1.5 N/A 11400.00 10985.82 U.S. Treasuries (including strips) 1 TRIB 48 N/A 912810SB5 2048-02-15 1 N/A 64800.00 64006.94 U.S. Treasuries (including strips) 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 N/A 14900.00 9984.03 U.S. Treasuries (including strips) 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 N/A 2000.00 1589.27 U.S. Treasuries (including strips) 1 5/8 TRIN AE 29 N/A 91282CLV1 2029-10-15 1.625 N/A 400.00 406.06 U.S. Treasuries (including strips) 5 BOND 37 N/A 912810PU6 2037-05-15 5 N/A 100.00 107.95 U.S. Treasuries (including strips) 0 1/4 TRIB 50 N/A 912810SM1 2050-02-15 0.25 N/A 2100.00 1581.62 U.S. Treasuries (including strips) 5 1/4 BOND 28 N/A 912810FF0 2028-11-15 5.25 N/A 600.00 632.54 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 N/A 91282CEF4 2027-03-31 2.5 N/A 1426500.00 1396870.00 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625 N/A 913000.00 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172466.09 Agency Mortgage-Backed Securities GNCL CL CT8126 N/A 3618BEA37 2060-04-15 7 N/A 1656123.00 1826552.96 Agency Mortgage-Backed Securities 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 N/A 5000.00 5111.60 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.25 N/A 100.00 98.89 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 N/A 91282CEN7 2027-04-30 2.75 N/A 2801400.00 2753947.15 U.S. Treasuries (including strips) GNCL CL CW9045 N/A 3618FJBN7 2066-09-15 5.7 N/A 4686767.00 4925660.89 Agency Mortgage-Backed Securities 5 NOTE BH 25 N/A 91282CJB8 2025-09-30 5 N/A 44000.00 45086.31 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 N/A 91282CCJ8 2026-06-30 0.875 N/A 70000.00 67220.10 U.S. Treasuries (including strips) 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 N/A 900000.00 898166.70 U.S. Treasuries (including strips) GNCL CL CT8128 N/A 3618BEA52 2066-09-15 6.09 N/A 1662319.00 1721538.28 Agency Mortgage-Backed Securities 4 1/4 NOTE BL 26 N/A 91282CLY5 2026-11-30 4.25 N/A 100000.00 101394.72 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 N/A 256900.00 259730.52 U.S. Treasuries (including strips) 0 3/8 NOTE AG 25 N/A 91282CAZ4 2025-11-30 0.375 N/A 4000.00 3891.53 U.S. Treasuries (including strips) 2 1/8 TRIN X 29 N/A 91282CKL4 2029-04-15 2.125 N/A 50000000.00 52680635.78 U.S. Treasuries (including strips) TINT 02/15/29 N/A 912833XN5 2029-02-15 0 N/A 0.64 0.54 U.S. Treasuries (including strips) 4 NOTE AJ 27 N/A 91282CJT9 2027-01-15 4 N/A 100.00 100.41 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 N/A 9128286S4 2026-04-30 2.375 N/A 5100.00 5039.31 U.S. Treasuries (including strips) 2 3/8 TRIB 55 N/A 912810UH9 2055-02-15 2.375 N/A 25000000.00 25515949.33 U.S. Treasuries (including strips) GNHA AL CW3885 H N/A 3618FCJ61 2073-08-20 6.903 N/A 4480385.00 4559836.90 Agency Mortgage-Backed Securities 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 N/A 75000.00 74377.97 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 N/A 91282CMC2 2031-12-31 4.5 N/A 36000.00 37009.81 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 N/A 198000.00 198765.42 U.S. Treasuries (including strips) 4 1/2 NOTE AQ 26 N/A 91282CHM6 2026-07-15 4.5 N/A 100.00 101.10 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.25 N/A 9005600.00 9220139.96 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 N/A 912828YG9 2026-09-30 1.625 N/A 900.00 873.15 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 N/A 55000.00 55332.04 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 N/A 9128287D6 2029-07-15 0.25 N/A 100000.00 117460.46 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.25 N/A 1794000.00 1815225.34 U.S. Treasuries (including strips) GNCL CL CU4684 N/A 3618BNFZ1 2066-10-15 5.72 N/A 2060639.00 2141360.41 Agency Mortgage-Backed Securities GNCL CL CZ6011 N/A 3618GHVC2 2066-07-15 5.9 N/A 1593458.00 1649425.03 Agency Mortgage-Backed Securities 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 N/A 1500000.00 1512775.86 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 N/A 250000.00 252916.69 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 N/A 912828P46 2026-02-15 1.625 N/A 37000.00 36136.37 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 N/A 51000.00 51611.71 U.S. Treasuries (including strips) GNHA AL CZ2266 H N/A 3618GDQT0 2073-11-20 6.809 N/A 4357399.00 4590182.35 Agency Mortgage-Backed Securities 2 5/8 NOTE AM 25 N/A 91282CEH0 2025-04-15 2.625 N/A 800.00 806.17 U.S. Treasuries (including strips) GNCL CL CS8943 N/A 3618B25C9 2066-02-15 5.89 N/A 1775911.00 1883739.88 Agency Mortgage-Backed Securities 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 N/A 1100000.00 1098172.90 U.S. Treasuries (including strips) GNCL CL CO1738 N/A 3617FC4X0 2064-06-15 4.61 N/A 770449.00 735628.17 Agency Mortgage-Backed Securities GNHA AL CY1793 H N/A 3618G07E2 2073-09-20 6.891 N/A 5169320.00 5375391.50 Agency Mortgage-Backed Securities GNCL CL CM3803 N/A 3617YPGL3 2066-07-15 5.59 N/A 2610109.00 2731569.12 Agency Mortgage-Backed Securities 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 N/A 130000.00 117663.97 U.S. Treasuries (including strips) GNCL CL CX6378 N/A 3618FTCP9 2065-04-15 6.05 N/A 139426.00 142990.22 Agency Mortgage-Backed Securities 0 3/4 NOTE AC 26 N/A 91282CCW9 2026-08-31 0.75 N/A 126000.00 119984.38 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch NR Moody's NR 2025-03-03 2025-03-03 2025-03-03 N N N 0.0437 150000000.00 150000000.00 0.0009 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797PC5 254900HROIFWPRGM1V77 US912797PC51 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's Govt 2025-05-06 2025-05-06 2025-05-06 N N N 0.0411 83569210.65 83569210.65 0.0005 N Y Y N Barclays Bank plc Barclays Bank plc 4.37000000 N/A G5GSEF7VJP5I7OUK5573 BYDFCLYV3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 N/A 200.00 200.30 U.S. Treasuries (including strips) 2 1/4 NOTE F 25 N/A 912828M56 2025-11-15 2.25 N/A 19085000.00 18944176.42 U.S. Treasuries (including strips) BILL 05/15/25 N/A 912797LB1 2025-05-15 0 N/A 672000.00 666276.58 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 N/A 119900.00 119954.62 U.S. Treasuries (including strips) 3 1/2 NOTE AS 25 N/A 91282CFK2 2025-09-15 3.5 N/A 5600.00 5665.88 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 N/A 6315200.00 4673383.90 U.S. Treasuries (including strips) 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 N/A 800.00 798.37 U.S. Treasuries (including strips) 3 3/4 BOND 41 N/A 912810QS0 2041-08-15 3.75 N/A 43085500.00 39399392.65 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625 N/A 100.00 99.46 U.S. Treasuries (including strips) 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22730000.00 16708540.44 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 N/A 100.00 100.39 U.S. Treasuries (including strips) 3 BOND 44 N/A 912810RJ9 2044-11-15 3 N/A 100.00 79.87 U.S. Treasuries (including strips) 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 N/A 104528000.00 107093305.37 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1 Fitch F1 2025-03-03 2025-03-03 2025-03-03 N N N 0.0437 852000000.00 852000000.00 0.0049 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 4.44999960 3133ER4V0 254900C5LP6DN9OP9V83 US3133ER4V07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Fitch AA+ Standard & Poor's AA+ 2025-03-03 2027-02-24 2027-02-24 N N N 0.0454 79999831.20 79999831.20 0.0005 N N N N U.S. Treasury Notes U.S. Treasury Notes 4.48496280 91282CJU6 254900HROIFWPRGM1V77 US91282CJU62 U.S. Treasury Debt Y Moody's Govt Fitch AA+ Standard & Poor's AA+ 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2025-07-22 N N N 0.0439 744996133.45 744996133.45 0.0043 N N N N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 4.38000000 N/A CYYGQCGNHMHPSMRL3R97 BRTT4RJY8 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 36180AB77 2054-10-20 4 N/A 191412.00 178435.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VHR4 2050-03-20 2.5 N/A 54001.00 11763.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W7M4 2052-06-20 4 N/A 1600000.00 1243148.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KJHH8 2055-01-20 6.5 N/A 1166654.00 1205641.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5A25 2054-11-20 4.5 N/A 42091776.00 40430381.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617F2VU8 2052-12-15 7 N/A 4497592.00 3825464.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KJHJ4 2055-01-20 6.5 N/A 1634840.00 1689150.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABZT2 2051-12-20 4 N/A 7214000.00 5296459.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617MB5B1 2050-02-20 4 N/A 293000.00 74605.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACKB5 2053-05-20 5.5 N/A 196040.00 173579.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617FXLC1 2052-09-20 5.5 N/A 5733704.00 5613245.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KJMG4 2055-02-20 6 N/A 4333270.00 4446446.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KBAK5 2055-01-20 5.5 N/A 3444148.00 3477166.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KJHG0 2055-01-20 6.5 N/A 1626414.00 1680708.66 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 N/A 41676472.24 25909012.50 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XBU9 2052-07-20 4.5 N/A 2310290.00 1854588.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36177P3J2 2042-11-20 3 N/A 665000.00 114657.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KEHE6 2055-01-20 5.5 N/A 2726576.00 2755522.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VBE9 2049-12-20 2.5 N/A 360638.00 71094.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AACC6 2049-02-20 4.5 N/A 331699.00 61078.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618FSLR7 2053-11-15 7.5 N/A 4534264.00 4670985.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 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0.70 U.S. Treasuries (including strips) 1 3/8 TRIB 44 N/A 912810RF7 2044-02-15 1.375 N/A 1963000.00 2319844.68 U.S. Treasuries (including strips) 3 7/8 NOTE AJ 26 N/A 91282CGE5 2026-01-15 3.875 N/A 181100.00 181500.40 U.S. Treasuries (including strips) TINT 02/15/41 N/A 912834JP4 2041-02-15 0 N/A 231000.00 109018.14 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 N/A 13900.00 13344.82 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 N/A 7000000.00 6892915.47 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 N/A 91282CFH9 2027-08-31 3.125 N/A 25000000.00 24474675.00 U.S. Treasuries (including strips) TINT 05/15/38 N/A 912834AE8 2038-05-15 0 N/A 141000.00 77046.63 U.S. Treasuries (including strips) 3 3/4 TPRN 41 N/A 912803DT7 2041-08-15 0 N/A 400.00 191.37 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 N/A 912828Y95 2026-07-31 1.875 N/A 924000.00 897641.31 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 N/A 912828XB1 2025-05-15 2.125 N/A 2427900.00 2432235.44 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 N/A 34000000.00 33871079.14 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 N/A 11732700.00 10129019.92 U.S. Treasuries (including strips) TINT 02/15/45 N/A 912834PH5 2045-02-15 0 N/A 7468720.00 2878915.22 U.S. Treasuries (including strips) TINT 02/15/47 N/A 912834RB6 2047-02-15 0 N/A 915000.00 321003.04 U.S. Treasuries (including strips) TINT 02/15/33 N/A 9128334V9 2033-02-15 0 N/A 13.70 9.73 U.S. Treasuries (including strips) TINT 05/15/29 N/A 912833XS4 2029-05-15 0 N/A 386000.00 324441.11 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 N/A 912828ZW3 2025-06-30 0.25 N/A 9624000.00 9502299.31 U.S. Treasuries (including strips) 3 TPRN 44 N/A 912803EK5 2044-11-15 0 N/A 132000.00 52993.91 U.S. Treasuries (including strips) 5 1/4 TPRN 28 N/A 912803BV4 2028-11-15 0 N/A 100.00 86.21 U.S. Treasuries (including strips) 0 1/2 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2.625 N/A 48276100.00 45835244.94 U.S. Treasuries (including strips) TINT 08/15/33 N/A 9128334W7 2033-08-15 0 N/A 35481.01 24622.15 U.S. Treasuries (including strips) 2 1/8 TRIB 41 N/A 912810QP6 2041-02-15 2.125 N/A 18954600.00 27533645.45 U.S. Treasuries (including strips) TINT 11/15/42 N/A 912834LX4 2042-11-15 0 N/A 1445534.62 621776.48 U.S. Treasuries (including strips) TINT 02/15/48 N/A 912834TF5 2048-02-15 0 N/A 117000.00 39087.01 U.S. Treasuries (including strips) TINT 11/15/41 N/A 912834KV9 2041-11-15 0 N/A 20.00 9.06 U.S. Treasuries (including strips) TINT 08/15/41 N/A 912834KP2 2041-08-15 0 N/A 3.71 1.70 U.S. Treasuries (including strips) TINT 05/15/46 N/A 912834QH4 2046-05-15 0 N/A 40000.00 14531.84 U.S. Treasuries (including strips) TINT 08/15/29 N/A 912833XP0 2029-08-15 0 N/A 60.00 49.87 U.S. Treasuries (including strips) TINT 08/15/46 N/A 912834QP6 2046-08-15 0 N/A 1.00 0.36 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 N/A 75940300.00 68792495.20 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2025-03-03 2025-03-03 2025-03-03 N N N 0.0436 992000000.00 992000000.00 0.0057 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 4.37000000 N/A 549300HN4UKV1E2R3U73 BYDFCLZ34 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FERA 5421SA 06/25/54 N/A 3137HCZX3 2054-06-25 0.79799 N/A 170226688.00 5380612.69 Agency Collateralized Mortgage Obligation FERA 5473SB 11/25/54 N/A 3137HHGJ4 2054-11-25 0.34799 N/A 236500000.00 5661095.80 Agency Collateralized Mortgage Obligation FNRA CL091SG R20F091 N/A 3136BCV64 2050-12-25 0 N/A 93000000.00 1091483.84 Agency Collateralized Mortgage Obligation FERA 5499TD 02/25/55 N/A 3137HJLY1 2055-02-25 1 N/A 4350000.00 104987.32 Agency Collateralized Mortgage Obligation GNRA 2015-11O CI N/A 38376RAY2 2065-05-20 2.40829 N/A 10094000.00 75993.45 Agency Collateralized Mortgage Obligation GNRA 2022-050 SA N/A 38383PHB0 2052-03-20 0 N/A 109150000.00 1989842.33 Agency Collateralized Mortgage Obligation GNRA 2024-042 SA N/A 38384KJL6 2054-03-20 0.90402 N/A 115000000.00 3079187.61 Agency Collateralized Mortgage Obligation FERA 5499TX 02/25/55 N/A 3137HJZQ3 2055-02-25 1 N/A 3850000.00 92497.63 Agency Collateralized Mortgage Obligation GNRA 2022-120 SH N/A 38383TB77 2052-07-20 1.70402 N/A 138750000.00 9163371.18 Agency Collateralized Mortgage Obligation GNRA 2022-019 SG N/A 38383GMT5 2052-01-20 0 N/A 263070000.00 1484335.23 Agency Collateralized Mortgage Obligation GNRM 2020-185 TI N/A 38382LR94 2050-12-20 2.5 N/A 89061120.00 9830267.98 Agency Collateralized Mortgage Obligation GNRA 2018-3O IC N/A 38380LJB0 2068-08-20 1.45096 N/A 22383296.00 418674.40 Agency Collateralized Mortgage Obligation GNRA 2024-180 SD N/A 38384YT76 2054-11-20 0.95402 N/A 106926336.00 3035992.02 Agency Collateralized Mortgage Obligation GNRM 2021-089 IH N/A 38382QYE4 2051-05-20 4 N/A 53820224.00 5049924.39 Agency Collateralized Mortgage Obligation FERA 5473SJ 11/25/54 N/A 3137HHGK1 2054-11-25 0.09799 N/A 293016000.00 4700288.48 Agency Collateralized Mortgage Obligation GNRA 2024-108 SD N/A 38384UFF1 2054-07-20 2.25402 N/A 200000000.00 6042448.58 Agency Collateralized Mortgage Obligation GNRM 2020-013 IQ N/A 38382CCN9 2045-06-20 4 N/A 64208128.00 1324633.09 Agency Collateralized Mortgage Obligation FERA 5266SB 09/25/52 N/A 3137H9AH2 2052-09-25 0.82799 N/A 84743808.00 3789833.51 Agency Collateralized Mortgage Obligation GNRA 2022-137 SB N/A 38383UWE6 2052-08-20 1.65402 N/A 102078336.00 4981938.92 Agency Collateralized Mortgage Obligation FERA 5473SK 11/25/54 N/A 3137HHGL9 2054-11-25 0.153734 N/A 261135040.00 5292070.01 Agency Collateralized Mortgage Obligation FNRA CL013SA R25F013 N/A 3136BU2E9 2055-03-25 0.85 N/A 323948000.00 11358534.73 Agency Collateralized Mortgage Obligation FERA 5080ES 03/25/51 N/A 3137FXU71 2051-03-25 0 N/A 63745408.00 1030937.06 Agency Collateralized Mortgage Obligation GNRA 2024-180 SH N/A 38384YU58 2054-11-20 0 N/A 250000000.00 4554747.72 Agency Collateralized Mortgage Obligation GNRA 2023-019 QS N/A 38383V4N5 2053-02-20 1.95402 N/A 86000000.00 3818095.94 Agency Collateralized Mortgage Obligation FERA 5268SB 10/25/52 N/A 3137H94T3 2052-10-25 0.84799 N/A 150000000.00 7474287.23 Agency Collateralized Mortgage Obligation GNRA 2013-030 IO N/A 38378KBK4 2053-09-16 0.5325 N/A 1903106.00 3389.77 Agency Collateralized Mortgage Obligation GNRA 2011-H05 BI N/A 38375BKC5 2060-12-20 1.46979 N/A 52005919.00 167799.37 Agency Collateralized Mortgage Obligation GNRA 2018-1O JI N/A 38380LFR9 2068-07-20 1.53744 N/A 25125000.00 313854.11 Agency Collateralized Mortgage Obligation GNRA 2018-0O VI N/A 38380LFW8 2068-07-20 1.3641 N/A 41074320.00 1052052.93 Agency Collateralized Mortgage Obligation FNRA RC097SD R11F097 N/A 3136A1TN5 2041-10-25 2.13351 N/A 162365440.00 134225.96 Agency Collateralized Mortgage Obligation GNRA 2024-02O NI N/A 38383KNG3 2073-12-20 1.00552 N/A 105282688.00 6994948.49 Agency Collateralized Mortgage Obligation FERM 5154QI 10/25/51 N/A 3137H2YQ1 2051-10-25 2.5 N/A 43020000.00 3493271.15 Agency Collateralized Mortgage Obligation GNRA 2022-084 S N/A 38383RW86 2052-05-20 1.70402 N/A 50000000.00 2502283.73 Agency Collateralized Mortgage Obligation GNRA 2024-007 SB N/A 38384GL32 2054-01-20 1.05402 N/A 100000000.00 2165577.83 Agency Collateralized Mortgage Obligation GNRA 2023-195 SB N/A 38384HQU5 2053-12-20 2.70402 N/A 105300000.00 5827814.39 Agency Collateralized Mortgage Obligation GNRA 2020-11O HI N/A 38380QDC3 2070-06-20 2.1915 N/A 4003000.00 152653.26 Agency Collateralized Mortgage Obligation GNRA 2020-17O AI N/A 38380QLT7 2070-10-20 1.23005 N/A 12495872.00 360429.01 Agency Collateralized Mortgage Obligation GNRA 2023-112 SD N/A 38384CX79 2053-08-20 1.35402 N/A 80558208.00 2756722.56 Agency Collateralized Mortgage Obligation FNRA CL078SA R22F078 N/A 3136BPHF1 2052-11-25 0.39799 N/A 101314944.00 2580043.85 Agency Collateralized Mortgage Obligation GNRM 2021-136 IO N/A 38382W5H6 2051-08-20 2.5 N/A 80000000.00 5789596.39 Agency Collateralized Mortgage Obligation FNRA CL082SH R24F082 N/A 3136BTER0 2054-11-25 0.862276 N/A 175000000.00 5077237.73 Agency Collateralized Mortgage Obligation FNRA CL022SL R24F022 N/A 3136BRP27 2054-05-25 2.665443 N/A 212000000.00 16716007.47 Agency Collateralized Mortgage Obligation GNRA 2016-142 IO N/A 38379RJC8 2058-09-16 0.98963 N/A 160000000.00 1184576.92 Agency Collateralized Mortgage Obligation GNRA 2024-082 AI N/A 38381LHP0 2065-10-16 0.74098 N/A 1264200.00 82034.81 Agency Collateralized Mortgage Obligation GNRA 2014-23O BI N/A 38375UQZ6 2064-11-20 1.63312 N/A 51705152.00 464035.17 Agency Collateralized Mortgage Obligation GNRA 2024-159 SA N/A 38384YBB6 2054-10-20 1.15402 N/A 31631520.00 2147553.41 Agency Collateralized Mortgage Obligation FERA 5449PS 07/25/54 N/A 3137HFJD8 2054-07-25 2.74799 N/A 68344100.00 5624520.83 Agency Collateralized Mortgage Obligation GNRM 2022-155 IA N/A 38381T3Y9 2050-10-20 2.5 N/A 36727680.00 4327898.98 Agency Collateralized Mortgage Obligation FERA 5452CS 09/25/54 N/A 3137HFGA7 2054-09-25 1.54799 N/A 100000000.00 4852143.89 Agency Collateralized Mortgage Obligation FERA 5499SE 02/25/55 N/A 3137HJYU5 2055-02-25 1.14799 N/A 100000000.00 3905838.30 Agency Collateralized Mortgage Obligation FNRA CL049KS R20F049 N/A 3136BAC36 2050-07-25 1.63351 N/A 44997376.00 1784108.89 Agency Collateralized Mortgage Obligation GNRA 2018-2O HI N/A 38380LGS6 2068-08-20 1.40787 N/A 47852992.00 342855.98 Agency Collateralized Mortgage Obligation GNRM 2024-083 AO N/A 38384NMV4 2053-08-20 0 N/A 14446687.00 10093874.79 Agency Collateralized Mortgage Obligation GNRA 2020-06O IC N/A 38380L6R9 2069-04-20 0.31738 N/A 31463392.00 564360.03 Agency Collateralized Mortgage Obligation GNRA 2024-059 SN N/A 38384MN29 2054-04-20 1.10402 N/A 200000000.00 7763819.82 Agency Collateralized Mortgage Obligation GNRA 2023-127 IO N/A 38381JMQ7 2057-07-16 0.40959 N/A 200000000.00 3236975.29 Agency Collateralized Mortgage Obligation GNRA 2023-053 SA N/A 38383XXH2 2053-04-20 1.80402 N/A 70087808.00 3023397.68 Agency Collateralized Mortgage Obligation GNRA 2024-103 AS N/A 38384N4K8 2054-06-20 0.85402 N/A 150000000.00 4908730.91 Agency Collateralized Mortgage Obligation GNRA 2012-H30 SI N/A 38375BB27 2062-12-20 1.92 N/A 18252992.00 144521.90 Agency Collateralized Mortgage Obligation GNRA 2024-105 SB N/A 38384MU39 2054-06-20 2.30402 N/A 200000000.00 9870520.49 Agency Collateralized Mortgage Obligation GNRA 2022-063 YS N/A 38383RBF3 2050-04-20 0 N/A 123290368.00 1124396.58 Agency Collateralized Mortgage Obligation GNRA 2021-198 IO N/A 38381ECT3 2061-11-16 0.81075 N/A 58469000.00 3066489.74 Agency Collateralized Mortgage Obligation FNRA CL067SA R22F067 N/A 3136BPBQ3 2052-10-25 0.84799 N/A 185989000.00 8146716.28 Agency Collateralized Mortgage Obligation GNRA 2016-4O DI N/A 38376RE36 2066-11-20 2.97272 N/A 743000.00 7994.29 Agency Collateralized Mortgage Obligation GNRA 2019-1O PI N/A 38380LPE7 2068-12-20 0.92972 N/A 47945040.00 993701.89 Agency Collateralized Mortgage Obligation FNRA CL103SB R24F103 N/A 3136BUPA2 2055-01-25 2.19799 N/A 74500000.00 5226947.87 Agency Collateralized Mortgage Obligation FERA 5473TC 11/25/54 N/A 3137HHGS4 2054-11-25 1 N/A 100000.00 2168.72 Agency Collateralized Mortgage Obligation GNRA 2024-15O BI N/A 38383KC83 2074-07-20 1.1549 N/A 30000000.00 1999034.27 Agency Collateralized Mortgage Obligation FERA 5355SA 11/25/53 N/A 3137HATS5 2053-11-25 1.69799 N/A 62182000.00 2952350.19 Agency Collateralized Mortgage Obligation GNRM 2021-001 IW N/A 38382MV48 2050-11-20 4.5 N/A 13286640.00 838579.69 Agency Collateralized Mortgage Obligation GNRA 2024-105 SA N/A 38384MS73 2054-06-20 1.00402 N/A 60000000.00 2054188.64 Agency Collateralized Mortgage Obligation GNRA 2019-3O FI N/A 38380LYB3 2068-07-20 1.91049 N/A 61899776.00 499286.28 Agency Collateralized Mortgage Obligation FNRA CL079SA R22F079 N/A 3136BPLL3 2052-11-25 0.64799 N/A 50000000.00 1465778.50 Agency Collateralized Mortgage Obligation FERM 5040TI 11/25/50 N/A 3137F6QQ3 2050-11-25 2.5 N/A 52642100.00 4796381.63 Agency Collateralized Mortgage Obligation GNRA 2015-3O DI N/A 38375UTS9 2065-01-20 1.80711 N/A 4110000.00 48472.97 Agency Collateralized Mortgage Obligation GNRA 2023-176 SB N/A 38384DQ83 2053-11-20 1.15402 N/A 100000000.00 1710790.07 Agency Collateralized Mortgage Obligation GNRA 2011-H08 GI N/A 38375BLB6 2061-03-20 1.30239 N/A 62113600.00 111173.16 Agency Collateralized Mortgage Obligation FERA 5499SL 02/25/55 N/A 3137HJLS4 2055-02-25 0.59799 N/A 252000000.00 6558733.72 Agency Collateralized Mortgage Obligation GNRA 2020-044 IO N/A 38380N7S2 2062-02-16 1.02499 N/A 120000000.00 4308018.45 Agency Collateralized Mortgage Obligation GNRA 2024-164 SH N/A 38384XRZ8 2054-10-20 0.45402 N/A 52735000.00 1381058.31 Agency Collateralized Mortgage Obligation GNRA 2016-110 IO N/A 38379UE85 2058-05-16 0.8979 N/A 62696384.00 656657.89 Agency Collateralized Mortgage Obligation GNRM 2013-014 IO N/A 38378FVC1 2042-12-20 3.5 N/A 22012512.00 166843.28 Agency Collateralized Mortgage Obligation FNRA CL035MS 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03.500 CLAB7126 N/A 31417D4L4 2042-12-01 3.5 N/A 50142364.00 6972401.92 Agency Mortgage-Backed Securities FNMS 04.500 CLBN3155 N/A 3140JKQH2 2049-05-01 4.5 N/A 1484810.00 231259.35 Agency Mortgage-Backed Securities FNMS 06.500 CLBY7596 N/A 3140NQNN4 2053-08-01 6.5 N/A 1007560.00 794770.21 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0168 N/A 3140FXFJ6 2057-02-01 3.5 N/A 248000.00 80704.63 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6872 N/A 3140NBT68 2053-02-01 5.5 N/A 1377452.00 1178251.10 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0021 N/A 3133BMAW5 2052-09-01 5 N/A 1159478.00 1107364.53 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0092 N/A 3140FXC67 2056-06-01 3.5 N/A 2827496.00 1075623.38 Agency Mortgage-Backed Securities FNMS 07.000 CL940644 N/A 31413BP54 2037-08-01 7 N/A 20763136.00 105492.07 Agency Mortgage-Backed Securities FNMS 04.500 CLBK9762 N/A 3140HPZ42 2048-08-01 4.5 N/A 2663184.00 240055.95 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2688 N/A 3140JW7A2 2049-07-01 3.5 N/A 1014714.00 386263.75 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7903 N/A 3140N0X91 2052-08-01 5 N/A 1146808.00 1096352.03 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6081 N/A 3140HKXK9 2048-09-01 4.5 N/A 2462372.00 679601.78 Agency Mortgage-Backed Securities FNMS 02.000 CLBR1017 N/A 3140KYDX9 2051-05-01 2 N/A 206911170.00 128393624.90 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5768 N/A 3138ENMS5 2042-10-01 4.5 N/A 76825088.00 10363282.77 Agency Mortgage-Backed Securities FNMS 03.500 CLAK3106 N/A 3138E7NY6 2042-02-01 3.5 N/A 5326206.00 889416.06 Agency Mortgage-Backed Securities FNMS 04.000 CLAV8835 N/A 3138XLY97 2044-09-01 4 N/A 3035963.00 419739.95 Agency Mortgage-Backed Securities FNMS 04.500 CLBN7822 N/A 3140JQVQ3 2049-03-01 4.5 N/A 2735071.00 545847.12 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1848 N/A 3140MTBS1 2053-03-01 5 N/A 1175749.00 1056270.86 Agency Mortgage-Backed Securities FNMS 06.000 CLBY6707 N/A 3140NPNZ9 2053-08-01 6 N/A 1395250.00 539813.56 Agency Mortgage-Backed Securities FNMS 03.500 CLFS0483 N/A 3140XFRD5 2052-01-01 3.5 N/A 84000.00 61427.07 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0337 N/A 3140FXLT7 2059-01-01 4.5 N/A 265000.00 115022.76 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9998 N/A 3140QWDC3 2055-02-01 6 N/A 108822284.00 111785041.17 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7360 N/A 3140NCFA2 2053-09-01 6.5 N/A 1069494.00 888041.75 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0735 N/A 3140XFY96 2052-01-01 3 N/A 283000.00 162026.37 Agency Mortgage-Backed Securities FNMS 04.500 CLBN9736 N/A 3140JSZA0 2049-04-01 4.5 N/A 1516170.00 895489.78 Agency Mortgage-Backed Securities FNMS 04.000 CLBE3697 N/A 3140FPDB2 2047-06-01 4 N/A 47091904.00 12166652.43 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8896 N/A 3133C93D3 2053-08-01 6 N/A 1020254.00 1041065.52 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0153 N/A 3140QKE38 2051-04-01 2 N/A 303179.00 202756.27 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2634 N/A 3140Q94U4 2048-11-01 4.5 N/A 64998272.00 15985137.77 Agency Mortgage-Backed Securities FNMS 06.000 NP880456 N/A 31409WE56 2036-04-01 6 N/A 31000448.00 143649.54 Agency Mortgage-Backed Securities FNMS 05.000 CLBN0507 N/A 3140JGR56 2048-09-01 5 N/A 2187332.00 446134.66 Agency Mortgage-Backed Securities FNMS 03.500 CLAS9006 N/A 3138WKAG0 2043-08-01 3.5 N/A 3270033.00 449556.45 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0735 N/A 3140FXY97 2063-06-01 3.5 N/A 10092140.00 8412512.94 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4258 N/A 31418DWU2 2050-01-01 3.5 N/A 24494720.00 9523273.18 Agency Mortgage-Backed Securities FNMS 02.500 I6BF0680 N/A 3140FXXJ6 2062-09-01 2.5 N/A 9641720.00 6778015.47 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6369 N/A 3140MYCF7 2052-08-01 5 N/A 1134146.00 989647.10 Agency Mortgage-Backed Securities FNMS 06.500 CLBY1604 N/A 3140NHYA0 2053-05-01 6.5 N/A 1000.00 1020.84 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8749 N/A 3140QGWK9 2051-01-01 2 N/A 250715990.00 144673203.99 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9102 N/A 3140NEDG7 2053-03-01 6 N/A 1138200.00 856439.84 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6022 N/A 3140X9VQ5 2051-02-01 2 N/A 195933193.00 126522793.04 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4727 N/A 3132A5HC2 2047-07-01 4 N/A 1383000.00 152263.04 Agency Mortgage-Backed Securities FNMS 06.500 NP944054 N/A 31413FH70 2037-07-01 6.5 N/A 117278336.00 257857.73 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8243 N/A 3140K4ER7 2049-11-01 3.5 N/A 1161506.00 539101.39 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4048 N/A 31418DQA3 2050-06-01 3 N/A 20024.00 5558.73 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7569 N/A 3132DVMS1 2054-04-01 6 N/A 1039.00 994.50 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3375 N/A 3140QAXD7 2049-04-01 4 N/A 47370215.00 9007811.02 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8853 N/A 3140QGZT7 2051-02-01 2 N/A 1000.00 585.39 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ7117 N/A 3140H84B8 2048-08-01 4.5 N/A 2772297.00 533189.40 Agency Mortgage-Backed Securities 04.000 FGPC V81321 G N/A 3132L6PE5 2044-08-01 4 N/A 30193779.00 4916617.20 Agency Mortgage-Backed Securities FNMS 05.500 CLBX5245 N/A 3140N9ZK5 2053-01-01 5.5 N/A 1000032.00 664939.90 Agency Mortgage-Backed Securities FNMS 06.000 NP887038 N/A 31410EPX0 2036-08-01 6 N/A 38822381.00 235586.66 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9275 N/A 3140NSJV7 2053-10-01 6 N/A 12001.00 6291.78 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0738 N/A 3140FXZC9 2063-06-01 4.5 N/A 1002.00 864.73 Agency Mortgage-Backed Securities FNMS 04.000 CLAV8875 N/A 3138XL2H4 2044-12-01 4 N/A 2554666.00 707847.08 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4475 N/A 31418D6M9 2041-11-01 2.5 N/A 285000.00 182083.93 Agency Mortgage-Backed Securities FNMS 04.500 CLBN3154 N/A 3140JKQG4 2049-05-01 4.5 N/A 1158622.00 273721.57 Agency Mortgage-Backed Securities FNMS 06.500 NP878663 N/A 31409UFC4 2036-02-01 6.5 N/A 28323440.00 283181.28 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ9977 N/A 3140HCCP9 2048-05-01 4 N/A 1053000.00 214186.29 Agency Mortgage-Backed Securities FNMS 04.500 CLBO0299 N/A 3140JUKM5 2049-05-01 4.5 N/A 1708142.00 342038.62 Agency Mortgage-Backed Securities FNMS 06.000 CL831395 N/A 31407HUU8 2036-04-01 6 N/A 44809024.00 711777.27 Agency Mortgage-Backed Securities FNMS 07.000 CLFS9778 N/A 3140XR2L8 2054-10-01 7 N/A 110322346.00 109645781.73 Agency Mortgage-Backed Securities FNMS 05.000 CLBX7625 N/A 3140NCPK9 2053-05-01 5 N/A 1239428.00 1177440.37 Agency Mortgage-Backed Securities FEPC 06.500 CLQH0184 N/A 3133CCFZ4 2053-09-01 6.5 N/A 1498418.00 1255638.29 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1148 N/A 31418AH27 2042-08-01 3.5 N/A 5044000.00 592565.82 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5353 N/A 31418E5P1 2054-05-01 5.5 N/A 4661040.00 4276423.39 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8903 N/A 3140HN3M2 2048-10-01 4.5 N/A 24481300.00 3644118.67 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2843 N/A 3133C3EQ5 2053-05-01 5.5 N/A 1226125.00 1070679.29 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5293 N/A 3140QQ3B9 2052-12-01 5.5 N/A 1336448.00 1053924.92 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0126 N/A 3140FXD82 2056-07-01 3.5 N/A 500000.00 156843.21 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8371 N/A 3140N1JR5 2052-09-01 5 N/A 1634408.00 1105406.17 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1169 N/A 3140N5JP0 2052-11-01 5.5 N/A 1755498.00 1061520.24 Agency Mortgage-Backed Securities FNMS 05.500 NP995509 N/A 31416B3S5 2039-01-01 5.5 N/A 225549055.00 1046790.31 Agency Mortgage-Backed Securities FNMS 04.500 CZAE0512 N/A 31419ASA6 2050-07-01 4.5 N/A 1012.00 144.22 Agency Mortgage-Backed Securities FNMS 04.500 CLAI2822 N/A 3138AGD47 2041-06-01 4.5 N/A 10093204.00 745761.03 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2443 N/A 3140XHWD5 2052-08-01 4 N/A 88749.00 71049.32 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9973 N/A 3140XECK8 2051-08-01 3 N/A 3162283.00 2087658.87 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9388 N/A 3140N2NE7 2052-09-01 5 N/A 1072992.00 917237.32 Agency Mortgage-Backed Securities FNMS 06.000 CLAD0223 N/A 31418MG97 2039-05-01 6 N/A 1083.00 11.55 Agency Mortgage-Backed Securities FNMS 04.500 CLBN8279 N/A 3140JRFV8 2049-05-01 4.5 N/A 1278808.00 279221.48 Agency Mortgage-Backed Securities FNMS 06.000 CL870158 N/A 31409FWT1 2036-03-01 6 N/A 40321600.00 175939.13 Agency Mortgage-Backed Securities FNMS 04.000 CLBC4421 N/A 3140EY4F5 2046-03-01 4 N/A 92999.00 16335.66 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6032 N/A 3140HKV21 2048-11-01 4.5 N/A 2144380.00 1010927.68 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7934 N/A 3140N0Y82 2052-08-01 5 N/A 1104580.00 943768.40 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6700 N/A 3140QSNS6 2053-07-01 6 N/A 11890304.00 10447294.74 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5821 N/A 3140QDPF5 2048-05-01 3.5 N/A 3490872.00 1586542.29 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1057 N/A 3140N5E75 2052-12-01 5.5 N/A 998972.00 810746.89 Agency Mortgage-Backed Securities FNMS 04.500 CLBN4845 N/A 3140JML34 2049-03-01 4.5 N/A 2214956.00 582804.96 Agency Mortgage-Backed Securities FNMS 03.500 CLBO5233 N/A 3140K0Y77 2050-01-01 3.5 N/A 1408206.00 470659.81 Agency Mortgage-Backed Securities FNMS 05.000 CLMB0291 N/A 3138MTKD8 2054-12-01 5 N/A 7117352.00 6846598.47 Agency Mortgage-Backed Securities FNMS 06.000 CLBY4521 N/A 3140NMAX5 2053-08-01 6 N/A 1087594.00 1073287.73 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8410 N/A 3140N1KY8 2052-09-01 5 N/A 1024656.00 617744.80 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4328 N/A 31418DY22 2036-05-01 1.5 N/A 816200.00 460506.00 Agency Mortgage-Backed Securities FNMS 05.500 CLBY7272 N/A 3140NQCJ5 2053-08-01 5.5 N/A 1017918.00 930634.29 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ7047 N/A 3138MNZM5 2042-12-01 3.5 N/A 2553424.00 630801.71 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0696 N/A 3140JGX26 2048-09-01 4.5 N/A 2867992.00 863687.39 Agency Mortgage-Backed Securities FNMS 04.000 CQAK0765 N/A 3138E4Z79 2042-03-01 4 N/A 4760000.00 466482.56 Agency Mortgage-Backed Securities FNMS 02.000 CICB0476 N/A 3140QKQ68 2036-05-01 2 N/A 6841285.00 3937089.86 Agency Mortgage-Backed Securities FNMS 06.000 CL872247 N/A 31409JBQ2 2036-05-01 6 N/A 103789184.00 255562.09 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7998 N/A 3140QT3G2 2054-02-01 6 N/A 81639976.00 76401047.31 Agency Mortgage-Backed Securities FNMS 03.500 CRAB7012 N/A 31417DYJ6 2042-11-01 3.5 N/A 1000.00 119.25 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9638 N/A 3133KRV76 2053-08-01 6 N/A 187124480.00 167179352.74 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6873 N/A 3140QST76 2053-08-01 6 N/A 128225280.00 115416486.29 Agency Mortgage-Backed Securities FEPC 05.500 CLQH4318 N/A 3133CGYP6 2053-10-01 5.5 N/A 650000.00 640667.95 Agency Mortgage-Backed Securities FEPC 07.000 CLQJ1152 N/A 3133CRH55 2054-08-01 7 N/A 1148725.00 861479.28 Agency Mortgage-Backed Securities FNMS 04.000 CLBK4764 N/A 3140HJJJ1 2048-08-01 4 N/A 1581000.00 141815.55 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7347 N/A 3140NCEV7 2053-09-01 6.5 N/A 1092622.00 996579.31 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1370 N/A 3140Q8QY4 2048-03-01 4 N/A 597000.00 126790.71 Agency Mortgage-Backed Securities FNMS 06.000 CL880316 N/A 31409WAR2 2036-04-01 6 N/A 23416000.00 100559.29 Agency Mortgage-Backed Securities FNMS 06.000 CLBY4344 N/A 3140NLZJ1 2053-07-01 6 N/A 1320364.00 1077010.48 Agency Mortgage-Backed Securities FNMS 04.000 CLAL2932 N/A 3138EKHJ7 2042-07-01 4 N/A 156000000.00 18503680.55 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6691 N/A 3140HLNH5 2048-11-01 4.5 N/A 1391052.00 539445.47 Agency Mortgage-Backed Securities FEPC 06.000 CLQG4952 N/A 3133C5QD6 2053-06-01 6 N/A 1107444.00 967699.83 Agency Mortgage-Backed Securities FNMS 06.500 CLBY6827 N/A 3140NPSR2 2053-09-01 6.5 N/A 1048694.00 953025.32 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7287 N/A 3140K3CZ3 2050-02-01 3.5 N/A 435852.00 152259.28 Agency Mortgage-Backed Securities FNMS 06.000 NP880413 N/A 31409WDS7 2036-10-01 6 N/A 72713831.00 190519.61 Agency Mortgage-Backed Securities FNMS 04.500 CLBK9008 N/A 3140HPAJ6 2048-09-01 4.5 N/A 2123716.00 641270.19 Agency Mortgage-Backed Securities FEPC 04.500 3VZT1132 N/A 3132ADHH4 2043-12-01 4.5 N/A 3784000.00 729554.66 Agency Mortgage-Backed Securities 04.500 FGPC Q02402 G N/A 3132GFU39 2041-07-01 4.5 N/A 32273856.00 2457481.81 Agency Mortgage-Backed Securities FNMS 04.000 CLAW5818 N/A 3138XVPC8 2044-08-01 4 N/A 1000.00 165.98 Agency Mortgage-Backed Securities FNMS 04.000 CLAR9386 N/A 3138W7NC4 2043-04-01 4 N/A 1159179.00 462349.69 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9776 N/A 3140NE2J3 2053-04-01 6 N/A 1305201.00 1205370.36 Agency Mortgage-Backed Securities FNMS 04.500 CLBX5100 N/A 3140N9U20 2053-02-01 4.5 N/A 1027154.00 718538.54 Agency Mortgage-Backed Securities FNMS 06.000 CLBX8917 N/A 3140ND4B0 2053-05-01 6 N/A 1327386.00 1055384.65 Agency Mortgage-Backed Securities FNMS 03.500 CLBV5162 N/A 3140MJWY7 2052-03-01 3.5 N/A 1145638.00 919096.50 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2043 N/A 3140QMHV9 2051-11-01 2 N/A 190997861.00 122637335.13 Agency Mortgage-Backed Securities FNMS 07.000 CL928603 N/A 31412LU40 2037-08-01 7 N/A 38253184.00 1191752.89 Agency Mortgage-Backed Securities FNMS 05.000 CLBW4160 N/A 3140MVTS7 2052-08-01 5 N/A 1040102.00 597293.55 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8272 N/A 3133KQFM3 2053-01-01 6 N/A 1000.00 890.89 Agency Mortgage-Backed Securities FEPC 05.000 CLQX1526 N/A 31425VVU4 2054-12-01 5 N/A 1024.00 960.89 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2074 N/A 3133C2JT6 2053-05-01 5.5 N/A 447795.00 394449.68 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8477 N/A 3140XQM38 2054-07-01 5.5 N/A 83962148.00 80746734.79 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2175 N/A 3140NJMZ4 2053-07-01 6.5 N/A 1128650.00 1091106.81 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4358 N/A 31418DZY1 2051-06-01 3.5 N/A 207000.00 87507.06 Agency Mortgage-Backed Securities FEPC 06.500 CLQH4111 N/A 3133CGR82 2053-11-01 6.5 N/A 2059023.00 1759430.46 Agency Mortgage-Backed Securities FNMS 06.000 CL850088 N/A 31408FND7 2035-11-01 6 N/A 37218297.00 362490.56 Agency Mortgage-Backed Securities FNMS 05.000 CLBV5067 N/A 3140MJTZ8 2052-07-01 5 N/A 1112420.00 1070196.33 Agency Mortgage-Backed Securities FNMS 06.000 NP897064 N/A 31410TTV7 2036-07-01 6 N/A 42199872.00 156458.51 Agency Mortgage-Backed Securities FNMS 03.500 CRAB6825 N/A 31417DSP9 2042-11-01 3.5 N/A 24994000.00 2640713.83 Agency Mortgage-Backed Securities FNMS 05.000 I4BF0136 N/A 3140FXEJ7 2056-08-01 5 N/A 1000.00 269.16 Agency Mortgage-Backed Securities FNMS 06.000 CL878096 N/A 31409TRR1 2036-04-01 6 N/A 70035440.00 707978.64 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5948 N/A 3140NATE3 2053-02-01 6 N/A 8001.00 5196.20 Agency Mortgage-Backed Securities FNMS 06.500 CLBY6746 N/A 3140NPP87 2053-07-01 6.5 N/A 126660.00 73534.47 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6697 N/A 3140QSNP2 2053-07-01 5.5 N/A 378009.00 319815.68 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7030 N/A 3140MYY48 2052-08-01 4.5 N/A 1280406.00 776482.01 Agency Mortgage-Backed Securities FNMS 04.500 CLBN7874 N/A 3140JQXC2 2049-05-01 4.5 N/A 1811774.00 564028.07 Agency Mortgage-Backed Securities FNMS 04.500 CLBN2995 N/A 3140JKKH8 2048-11-01 4.5 N/A 2074512.00 637472.43 Agency Mortgage-Backed Securities FNMS 04.500 CLBN5408 N/A 3140JNAJ9 2049-04-01 4.5 N/A 5163408.00 638633.31 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8910 N/A 3140ND3U9 2053-05-01 5.5 N/A 1431416.00 1015813.76 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7199 N/A 3140HL7M2 2048-09-01 4.5 N/A 1992028.00 975459.73 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2507 N/A 3133C2YC6 2053-05-01 5.5 N/A 1449234.00 915516.35 Agency Mortgage-Backed Securities 04.000 FGPC V81756 G N/A 3132L65R8 2045-05-01 4 N/A 10053040.00 3638141.78 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9955 N/A 3140N3BZ1 2052-09-01 5 N/A 1093028.00 772705.61 Agency Mortgage-Backed Securities FNMS 06.500 CL745932 N/A 31403DVZ9 2036-11-01 6.5 N/A 79977472.00 503214.79 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2351 N/A 3140QMTH7 2051-12-01 2 N/A 216690357.00 142995209.69 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8578 N/A 3140N1Q89 2052-10-01 5 N/A 1023750.00 785940.62 Agency Mortgage-Backed Securities FEPC 03.000 CLQD9192 N/A 3133B7F94 2052-03-01 3 N/A 362254.00 243420.67 Agency Mortgage-Backed Securities 04.000 FGPC Q33608 G N/A 3132QQAJ1 2045-05-01 4 N/A 17585788.00 2649868.35 Agency Mortgage-Backed Securities FEPC 05.000 CLQE4327 N/A 3133BDYY5 2052-06-01 5 N/A 1430714.00 1098522.63 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8652 N/A 3133C9TH6 2053-08-01 6 N/A 1115098.00 983911.82 Agency Mortgage-Backed Securities FNMS 04.000 CLBD5369 N/A 3140FC6F0 2047-06-01 4 N/A 1478996.00 669230.29 Agency Mortgage-Backed Securities FNMS 03.500 CLAK6732 N/A 3138EBPS8 2042-03-01 3.5 N/A 1596773255.00 132644184.67 Agency Mortgage-Backed Securities FNMS 02.500 I6BF0540 N/A 3140FXS60 2061-03-01 2.5 N/A 14742509.00 8500490.18 Agency Mortgage-Backed Securities FNMS 04.500 CLBO0315 N/A 3140JUK52 2049-05-01 4.5 N/A 1085989.00 371509.41 Agency Mortgage-Backed Securities FNMS 02.000 CICB1196 N/A 3140QLKJ4 2036-07-01 2 N/A 137313507.00 80650335.62 Agency Mortgage-Backed Securities FNMS 05.000 CLBV9112 N/A 3140MPDS7 2052-08-01 5 N/A 1139021.00 1090573.14 Agency Mortgage-Backed Securities FNMS 06.500 CLBX6442 N/A 3140NBEQ0 2053-02-01 6.5 N/A 691892.00 655453.91 Agency Mortgage-Backed Securities FEPC 03.500 CLRA1218 N/A 3133KGK72 2049-08-01 3.5 N/A 2279000.00 231436.58 Agency Mortgage-Backed Securities FNMS 02.500 CLFS7879 N/A 3140XPXH7 2052-07-01 2.5 N/A 3418436.00 2717415.53 Agency Mortgage-Backed Securities FEPC 06.500 CLQG6773 N/A 3133C7Q26 2053-07-01 6.5 N/A 1053381.00 798508.14 Agency Mortgage-Backed Securities FNMS 05.000 CLDA1016 N/A 3140A1DW4 2053-08-01 5 N/A 498007.00 258684.88 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8794 N/A 3140N1XY4 2052-09-01 5 N/A 1193857.00 856317.12 Agency Mortgage-Backed Securities FNMS 05.500 CLBY7695 N/A 3140NQRR1 2053-07-01 5.5 N/A 1000.00 949.15 Agency Mortgage-Backed Securities FEPC 04.500 3VZT1179 N/A 3132ADJY5 2045-09-01 4.5 N/A 893236.00 174190.11 Agency Mortgage-Backed Securities FNMS 06.500 CLBY3440 N/A 3140NKZE4 2053-06-01 6.5 N/A 1183937.00 1034079.22 Agency Mortgage-Backed Securities FNMS 03.500 CLBD4331 N/A 3140FBY53 2046-09-01 3.5 N/A 6752127.00 1597233.64 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0933 N/A 31418NBB5 2040-04-01 5.5 N/A 20407424.00 1222352.39 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5220 N/A 31346YYR8 2049-12-01 3.5 N/A 1582662.00 769349.93 Agency Mortgage-Backed Securities FEPC 06.000 CLQF2786 N/A 3133BQCX2 2052-11-01 6 N/A 1330649.00 324957.40 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5331 N/A 31418E4R8 2054-04-01 5.5 N/A 84801582.00 77916470.17 Agency Mortgage-Backed Securities FEPC 04.000 CLZS9993 N/A 3132ABC67 2047-04-01 4 N/A 983000.00 167137.21 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6063 N/A 3133A0WY6 2050-01-01 3.5 N/A 1633176.00 1102571.05 Agency Mortgage-Backed Securities FNMS 03.000 CLBV3813 N/A 3140MHGX1 2052-04-01 3 N/A 1051042.00 787567.75 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8782 N/A 3140N1XL2 2052-09-01 5 N/A 1252912.00 892800.22 Agency Mortgage-Backed Securities FNMS 06.500 CL889711 N/A 31410KN42 2038-07-01 6.5 N/A 11094000.00 94555.43 Agency Mortgage-Backed Securities FNMS 05.500 CLDD3656 N/A 3140B4B25 2055-03-01 5.5 N/A 1379732.00 1402367.88 Agency Mortgage-Backed Securities FNMS 06.500 NP944132 N/A 31413FLM2 2037-07-01 6.5 N/A 47218752.00 143931.06 Agency Mortgage-Backed Securities FNMS 04.500 CLBV7623 N/A 3140MMPH5 2052-04-01 4.5 N/A 995900.00 813699.99 Agency Mortgage-Backed Securities FNMS 06.000 CLBX8393 N/A 3140NDKF3 2053-04-01 6 N/A 1413382.00 1086329.01 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7775 N/A 3140N0T96 2052-09-01 5 N/A 1280304.00 920676.82 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6150 N/A 3140HKZQ4 2048-08-01 4.5 N/A 3753688.00 391749.16 Agency Mortgage-Backed Securities FNMS 01.500 CLCB0131 N/A 3140QKED6 2051-04-01 1.5 N/A 125758903.00 72293800.72 Agency Mortgage-Backed Securities FNMS 04.500 CLBK1971 N/A 3140HFFM6 2048-03-01 4.5 N/A 1862000.00 449643.74 Agency Mortgage-Backed Securities FNMS 04.500 CLBN5465 N/A 3140JNCB4 2049-01-01 4.5 N/A 1482186.00 541922.31 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0974 N/A 3140N5CL6 2052-10-01 5 N/A 1251006.00 918228.46 Agency Mortgage-Backed Securities FNMS 03.500 CRMA2734 N/A 31418CBC7 2046-08-01 3.5 N/A 1000000.00 308752.05 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9022 N/A 3140XRAY1 2054-08-01 5.5 N/A 86479058.00 84606906.43 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4604 N/A 3140N9DJ2 2052-12-01 5.5 N/A 1069778.00 850278.21 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8394 N/A 3140NDKG1 2053-04-01 5.5 N/A 1220052.00 1205341.36 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7243 N/A 3140HMBM5 2048-10-01 4.5 N/A 1261088.00 561647.04 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6098 N/A 3140QRX40 2053-03-01 6 N/A 1432166.00 972894.04 Agency Mortgage-Backed Securities FNMS 05.000 CTMA0295 N/A 31417YKH9 2030-01-01 5 N/A 1000.00 22.48 Agency Mortgage-Backed Securities FEPC 03.000 3SZM9438 N/A 3131Y4PX6 2046-12-01 3 N/A 1019506.00 327143.31 Agency Mortgage-Backed Securities FNMS 03.000 CLBU6230 N/A 3140M74Q1 2052-01-01 3 N/A 1488690.00 1058027.06 Agency Mortgage-Backed Securities FNMS 05.000 CLBJ7541 N/A 3140H9LX9 2048-12-01 5 N/A 1501520.00 711599.33 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2319 N/A 3140NJSH8 2053-07-01 6.5 N/A 1091154.00 795799.77 Agency Mortgage-Backed Securities FNMS 04.500 CLBN8266 N/A 3140JRFG1 2049-05-01 4.5 N/A 1821586.00 446197.91 Agency Mortgage-Backed Securities FEPC 06.500 CLQG9200 N/A 3133CAGH7 2053-08-01 6.5 N/A 1705003.00 1563472.13 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9715 N/A 3140XRYM1 2054-11-01 5.5 N/A 22779.00 22647.80 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9974 N/A 3140XSCL5 2054-12-01 6 N/A 6065552.00 6147726.03 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5658 N/A 3140QRJC8 2053-02-01 6.5 N/A 8862585.00 8056418.18 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0186 N/A 3140FXF49 2057-02-01 4.5 N/A 999000.00 295570.27 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7747 N/A 3133BHTC0 2052-08-01 4.5 N/A 3592900.00 2914425.12 Agency Mortgage-Backed Securities FNMS 06.000 CL869016 N/A 31409EN98 2036-05-01 6 N/A 69860736.00 102033.95 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7619 N/A 3133C8PC3 2053-07-01 6.5 N/A 1085533.00 968741.08 Agency Mortgage-Backed Securities FNMS 04.000 R3BF0570 N/A 3140FXT44 2050-02-01 4 N/A 14428224.00 8910586.04 Agency Mortgage-Backed Securities FNMS 04.000 CLAU9237 N/A 3138X9HP7 2038-10-01 4 N/A 4195471.00 649169.70 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9846 N/A 3140N25G2 2052-09-01 5 N/A 143475.00 100962.07 Agency Mortgage-Backed Securities FNMS 03.500 CLAL9442 N/A 3138ERP46 2046-11-01 3.5 N/A 1000.00 241.58 Agency Mortgage-Backed Securities FNMS 01.500 CKMA4244 N/A 31418DWE8 2051-01-01 1.5 N/A 78000.00 46165.35 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2925 N/A 3140NKHB0 2053-06-01 6.5 N/A 1133066.00 1041588.13 Agency Mortgage-Backed Securities FNMS 06.500 CLDA1347 N/A 3140A1P92 2053-09-01 6.5 N/A 1434039.00 1048811.12 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1356 N/A 31418AQJ0 2043-02-01 3.5 N/A 303906.00 46457.77 Agency Mortgage-Backed Securities FEPC 04.000 CLZM5917 N/A 3131Y0SE3 2048-03-01 4 N/A 1483553.00 189367.71 Agency Mortgage-Backed Securities FNMS 06.000 NP887760 N/A 31410FJD8 2036-07-01 6 N/A 56787838.00 108060.85 Agency Mortgage-Backed Securities FNMS 05.000 CLBV5097 N/A 3140MJUX1 2052-08-01 5 N/A 1112230.00 879229.58 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1060 N/A 3140K8FA4 2050-02-01 3.5 N/A 1054438.00 470801.86 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5330 N/A 31418E4Q0 2039-04-01 5.5 N/A 78000.00 62032.56 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7776 N/A 3140N0UA1 2052-09-01 5 N/A 1173064.00 917594.57 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5134 N/A 3140N9V45 2053-01-01 6 N/A 1152762.00 534019.94 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8690 N/A 3140HNUQ3 2048-07-01 4.5 N/A 1830579.00 620360.19 Agency Mortgage-Backed Securities FNMS 04.500 CLBH4277 N/A 3140GSXF4 2047-04-01 4.5 N/A 1776513.00 675524.98 Agency Mortgage-Backed Securities FNMS 04.500 CLBN4839 N/A 3140JMLV2 2049-02-01 4.5 N/A 1714682.00 396655.22 Agency Mortgage-Backed Securities FNMS 06.500 NP943997 N/A 31413FGE6 2037-08-01 6.5 N/A 79087488.00 199009.91 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1479 N/A 3140MSUD5 2052-06-01 5 N/A 1453560.00 1065336.33 Agency Mortgage-Backed Securities FNMS 05.500 CLBX2159 N/A 3140N6MH2 2053-01-01 5.5 N/A 1468686.00 1072485.97 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9961 N/A 3140N3B73 2052-09-01 5 N/A 1475254.00 1060637.51 Agency Mortgage-Backed Securities 03.500 FGPC Q43258 G N/A 3132WGTQ0 2046-09-01 3.5 N/A 26122024.00 8740205.56 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6134 N/A 3140HKY85 2048-07-01 4.5 N/A 2756272.00 857776.49 Agency Mortgage-Backed Securities FNMS 04.500 CLAI6963 N/A 3138ALWZ6 2041-07-01 4.5 N/A 2464000.00 366989.85 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9852 N/A 3133KR5M2 2053-09-01 6 N/A 91658680.00 83052886.89 Agency Mortgage-Backed Securities FNMS 04.500 CLBN4887 N/A 3140JMND0 2049-04-01 4.5 N/A 1000498.00 183542.44 Agency Mortgage-Backed Securities FEPC 06.500 CLQH1041 N/A 3133CDEN0 2053-09-01 6.5 N/A 1071855.00 1062705.64 Agency Mortgage-Backed Securities FNMS 03.500 CLAL2151 N/A 3138EJL97 2042-03-01 3.5 N/A 215000.00 33495.43 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5882 N/A 3132DTRB8 2054-07-01 6 N/A 6567184.00 6480218.82 Agency Mortgage-Backed Securities FNMS 06.000 CL880212 N/A 31409V3V3 2036-02-01 6 N/A 60325296.00 953628.98 Agency Mortgage-Backed Securities Y Fitch NR Standard & Poor's A-1+ Moody's P-1 2025-03-03 2025-03-03 2025-03-03 N N N 0.0437 2500000000.00 2500000000.00 0.0143 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797ND5 254900HROIFWPRGM1V77 US912797ND52 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's Govt 2025-05-01 2025-05-01 2025-05-01 N N N 0.0413 2090945992.58 2090945992.58 0.0120 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797NE3 254900HROIFWPRGM1V77 US912797NE36 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2025-05-08 2025-05-08 2025-05-08 N N N 0.0413 4891313969.15 4891313969.15 0.0280 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.25000000 912828M56 254900HROIFWPRGM1V77 US912828M565 U.S. Treasury Debt Y Moody's Govt Standard & Poor's AA+ Fitch AA+ 2025-11-15 2025-11-15 2025-11-15 N N N 0.0422 139275047.23 139275047.23 0.0008 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797NZ6 254900HROIFWPRGM1V77 US912797NZ64 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2025-04-15 2025-04-15 2025-04-15 N N N 0.0404 186745214.50 186745214.50 0.0011 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.35499920 3130B53M8 2549001DPIFGXC1TOL40 US3130B53M89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Agency Fitch AA+ 2025-03-03 2025-07-21 2025-07-21 N N N 0.0438 317334197.14 317334197.14 0.0018 N N N N BNP Paribas SA BNP Paribas SA 4.30000000 N/A R0MUWSFPU8MPRO8K5P83 BYDFCSF98 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF MA8492 M N/A 36179XNH5 2052-12-20 6 N/A 3387725.00 2248855.61 Agency Mortgage-Backed Securities GNII SF MA9174 M N/A 36179YFP4 2053-08-20 7 N/A 18223281.00 9463926.32 Agency Mortgage-Backed Securities GNII SF CU6030 C N/A 3618BPVX3 2053-05-20 7.5 N/A 1507484.00 591153.27 Agency Mortgage-Backed Securities GNII SF 004923 M N/A 36202FPG5 2041-01-20 4.5 N/A 127281397.00 6784269.17 Agency Mortgage-Backed Securities GNII SF BT3675 C N/A 3617MSCL4 2050-04-20 4 N/A 628574.00 230610.24 Agency Mortgage-Backed Securities GNII SF MA8802 M N/A 36179XX76 2053-04-20 6 N/A 6722419.00 4734287.63 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8397 N/A 3132DWKJ1 2054-01-01 6.5 N/A 21480384.00 15745772.40 Agency Mortgage-Backed Securities FERA 5518SD 03/25/55 N/A 3137HK4F8 2055-03-25 0 N/A 57037852.00 854141.83 Agency Collateralized Mortgage Obligation GNII ET DH3783 C N/A 3618KCFY8 2052-10-20 4 N/A 155131.00 149532.17 Agency Mortgage-Backed Securities GNII SF CZ1174 C N/A 3618GCJT0 2054-03-20 6 N/A 442984.00 456451.46 Agency Mortgage-Backed Securities GNII SF CV0798 C N/A 3618BV3F0 2053-10-20 7 N/A 1298964.00 1369634.45 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8889 N/A 3133KQ2W5 2053-04-01 6 N/A 19283488.00 18541171.13 Agency Mortgage-Backed Securities GNII RG DH3729 C N/A 3618KCEA1 2054-02-20 7 N/A 2640930.00 2789218.22 Agency Mortgage-Backed Securities GNII ET DH3734 C N/A 3618KCEF0 2065-01-20 4 N/A 173356.00 162695.99 Agency Mortgage-Backed Securities GNII SF MA8427 M N/A 36179XLG9 2052-11-20 4.5 N/A 26000.00 21639.74 Agency Mortgage-Backed Securities FERA 5518SC 03/25/55 N/A 3137HK4E1 2055-03-25 0.86 N/A 149799291.00 5428676.37 Agency Collateralized Mortgage Obligation GNRA 2025-026 SB N/A 38385CE87 2055-02-20 1.66 N/A 251875157.00 14260387.78 Agency Collateralized Mortgage Obligation GNII SF MA8149 M N/A 36179XBS4 2052-07-20 3.5 N/A 1595000.00 1217514.17 Agency Mortgage-Backed Securities GNII SF MA6656 M N/A 36179VMD9 2050-05-20 3 N/A 1633166.00 419859.07 Agency Mortgage-Backed Securities GNII SF MA8269 M N/A 36179XFJ0 2052-09-20 5 N/A 30000000.00 24309383.42 Agency Mortgage-Backed Securities GNII SF CV6857 C N/A 3618F3TN3 2053-07-20 6 N/A 876031.00 739111.25 Agency Mortgage-Backed Securities GNII SF MA7255 M N/A 36179WBY3 2051-03-20 2.5 N/A 66000.00 33680.04 Agency Mortgage-Backed Securities GNII RG DH3785 C N/A 3618KCF28 2053-10-20 6.5 N/A 1010741.00 1058987.71 Agency Mortgage-Backed Securities GNII SF DI1036 C N/A 3618NJEH8 2055-01-20 7 N/A 2325949.00 2500927.82 Agency Mortgage-Backed Securities GNII SF MA7589 M N/A 36179WNE4 2051-09-20 2.5 N/A 33628054.00 21029292.85 Agency Mortgage-Backed Securities GNII SF MA8726 M N/A 36179XVT0 2053-03-20 5.5 N/A 7333688.00 5900118.04 Agency Mortgage-Backed Securities GNII SF CJ2164 C N/A 3617XJMM9 2052-04-20 3.5 N/A 4772632.00 3773216.88 Agency Mortgage-Backed Securities GNII SF MA8490 M N/A 36179XNF9 2052-12-20 5 N/A 20861661.00 17308421.66 Agency Mortgage-Backed Securities GNMI SP 786677 X N/A 3622ACJW1 2053-04-15 6 N/A 2979952.00 2975175.13 Agency Mortgage-Backed Securities GNII SF MA8801 M N/A 36179XX68 2053-04-20 5.5 N/A 2635890.00 2149813.53 Agency Mortgage-Backed Securities GNII ET DH3730 C N/A 3618KCEB9 2064-12-20 3.5 N/A 61707.00 56243.89 Agency Mortgage-Backed Securities GNII SF MA5710 M N/A 36179UKX9 2049-01-20 4 N/A 91103239.00 7720226.04 Agency Mortgage-Backed Securities GNII SF DH6274 C N/A 3618KE6K4 2055-02-20 6.5 N/A 2005125.00 2100185.97 Agency Mortgage-Backed Securities GNII SF CZ1150 C N/A 3618GCH39 2054-02-20 7.5 N/A 467457.00 493804.42 Agency Mortgage-Backed Securities GNII SF MA5077 M N/A 36179TUA1 2048-03-20 3.5 N/A 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Agency Mortgage-Backed Securities FEPC 05.500 CLSD1873 N/A 3132DPCJ5 2052-11-01 5.5 N/A 1008.00 849.17 Agency Mortgage-Backed Securities FEPC 04.000 CLQD1761 N/A 3133AX5W8 2051-11-01 4 N/A 1001.00 502.62 Agency Mortgage-Backed Securities 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 N/A 1915500.00 1653680.54 U.S. Treasuries (including strips) FNMS 03.500 CLAS4791 N/A 3138WEKD0 2045-04-01 3.5 N/A 1000.00 193.30 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1581 N/A 3132DNXJ7 2052-09-01 2.5 N/A 52000.00 37177.00 Agency Mortgage-Backed Securities FEPC 04.500 3VSF5027 N/A 3133SSSQ8 2044-05-01 4.5 N/A 162017.00 151831.24 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5673 N/A 3133BTJS0 2053-01-01 5.5 N/A 3371712.00 2910192.43 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7341 N/A 3140QFEP0 2050-10-01 2 N/A 1024.00 558.18 Agency Mortgage-Backed Securities FNMS 06.000 CLBY7282 N/A 3140NQCU0 2053-08-01 6 N/A 1081330.00 971369.97 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0115 N/A 3140NGDV9 2053-05-01 5 N/A 1000.00 900.86 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9478 N/A 3140XDQ82 2051-11-01 2.5 N/A 48743392.00 31779473.38 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0048 N/A 3140MRBS5 2052-07-01 5 N/A 15001.00 10918.14 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3369 N/A 3140QNW73 2052-04-01 3.5 N/A 100000.00 69282.59 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2171 N/A 3140X5MV2 2049-07-01 4 N/A 6847949.00 2062262.76 Agency Mortgage-Backed Securities FNMS 03.500 CLBH7055 N/A 3140GVZV0 2047-12-01 3.5 N/A 186705250.00 44830864.62 Agency Mortgage-Backed Securities FNMS 02.500 CTCB0100 N/A 3140QKDE5 2041-04-01 2.5 N/A 100000.00 61695.88 Agency Mortgage-Backed Securities FEPC 01.500 CISB8122 N/A 3132D6AX8 2036-10-01 1.5 N/A 204670127.00 124051313.30 Agency Mortgage-Backed Securities FEPC 03.000 CLZM1931 N/A 3131XVEC5 2046-10-01 3 N/A 16626998.00 4184410.49 Agency Mortgage-Backed Securities FEPC 05.500 CLQF0486 N/A 3133BMRF4 2052-09-01 5.5 N/A 4558889.00 3354391.96 Agency Mortgage-Backed Securities FNMS 04.500 CLBV2615 N/A 3140MF3Z4 2052-07-01 4.5 N/A 49000.00 34961.59 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4251 N/A 3140M5WM3 2053-11-01 6.5 N/A 1004.00 899.08 Agency Mortgage-Backed Securities FNMS 02.500 RIBH9343 N/A 3140GYLZ0 2032-09-01 2.5 N/A 1500000.00 117058.47 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2390 N/A 3132DPUP1 2053-03-01 5 N/A 11000.00 9435.28 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1775 N/A 3132DN6L2 2052-11-01 4.5 N/A 200000.00 167099.81 Agency Mortgage-Backed Securities FNMS 06.500 CLDC0134 N/A 3140AMEG2 2054-09-01 6.5 N/A 1000.00 1052.93 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3582 N/A 3140QN6U1 2052-05-01 3 N/A 98000.00 72240.82 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8277 N/A 3132DWFS7 2052-12-01 5.5 N/A 213000.00 177924.48 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6998 N/A 3140QEX49 2050-09-01 3 N/A 8127996.00 3082415.54 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ6682 N/A 3140KSM87 2051-08-01 2 N/A 1000.00 739.58 Agency Mortgage-Backed Securities 03.500 FGPC Q53694 G N/A 3132XWC82 2048-01-01 3.5 N/A 70000000.00 17325912.03 Agency Mortgage-Backed Securities 03.000 FGPC U80234 G N/A 3132G7HK4 2033-03-01 3 N/A 1000.00 109.30 Agency Mortgage-Backed Securities 03.500 FGPC G67710 G N/A 3132XCR72 2048-03-01 3.5 N/A 5360000.00 1205848.70 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4756 N/A 3140L3JA0 2051-03-01 2 N/A 300000.00 156282.78 Agency Mortgage-Backed Securities FNMS 04.000 CLBW0022 N/A 3140MRAY3 2052-07-01 4 N/A 1035000.00 664271.54 Agency Mortgage-Backed Securities FEPC 05.500 CLQH8790 N/A 3133CMXT6 2054-02-01 5.5 N/A 1128030.00 1105742.65 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4066 N/A 3140QPQU4 2052-07-01 4.5 N/A 49000.00 41843.12 Agency Mortgage-Backed Securities FNMS 02.000 CLBU2785 N/A 3140M4CX4 2051-11-01 2 N/A 904240.00 583281.62 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7509 N/A 3132DVKW4 2049-11-01 3 N/A 1000.00 360.18 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7380 N/A 3133KPFV5 2052-05-01 3.5 N/A 51000.00 36566.75 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6738 N/A 3140QEPY2 2050-08-01 3 N/A 171858.00 69776.29 Agency Mortgage-Backed Securities FEPC 02.000 CLQD3960 N/A 3133B1MH1 2052-01-01 2 N/A 1000.00 645.33 Agency Mortgage-Backed Securities FNMS 02.000 CLBT1268 N/A 3140LPMS8 2051-07-01 2 N/A 118000.00 70587.46 Agency Mortgage-Backed Securities FEPC 02.000 3PSE9060 N/A 3133SKB59 2052-02-01 2 N/A 50000.00 34877.60 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8578 N/A 3140QGQ83 2051-01-01 2 N/A 1157.00 628.86 Agency Mortgage-Backed Securities FEPC 04.000 CLSD5830 N/A 3132DTPP9 2052-11-01 4 N/A 2318520.00 2047913.33 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9453 N/A 3138WKQF5 2047-04-01 4 N/A 2001.00 332.43 Agency Mortgage-Backed Securities FEPC 03.500 CISB8170 N/A 3132D6CF5 2037-08-01 3.5 N/A 43000.00 29149.85 Agency Mortgage-Backed Securities 03.500 FGPC G07919 G N/A 3128MADY2 2043-12-01 3.5 N/A 575000000.00 110740519.26 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5622 N/A 31329PG72 2048-08-01 4.5 N/A 1081.00 285.26 Agency Mortgage-Backed Securities FNMS 03.500 CRAL3532 N/A 3138EK4S1 2042-09-01 3.5 N/A 92608113.00 12337784.42 Agency Mortgage-Backed Securities FNMS 04.500 U4BF0247 N/A 3140FXHZ8 2051-06-01 4.5 N/A 3000.00 917.75 Agency Mortgage-Backed Securities FNMS 02.500 CKBM6623 N/A 3140JBLD6 2050-10-01 2.5 N/A 200000.00 139282.75 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2913 N/A 3132DQGW0 2053-05-01 5.5 N/A 125000.00 105878.86 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4161 N/A 3140M5TT2 2053-09-01 5.5 N/A 8392647.00 7825625.62 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8360 N/A 3132DWJD6 2053-09-01 4.5 N/A 9000.00 8064.70 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4121 N/A 3140QPSK4 2052-07-01 4 N/A 85000.00 67859.52 Agency Mortgage-Backed Securities FNMS 03.000 CLBV5391 N/A 3140MJ7D1 2047-04-01 3 N/A 7935088.00 5145920.79 Agency Mortgage-Backed Securities FNMS 06.500 CLDA5013 N/A 3140A5SB5 2053-11-01 6.5 N/A 76000.00 61352.99 Agency Mortgage-Backed Securities FNMS 05.000 REBX9387 N/A 3140NEND3 2053-04-01 5 N/A 124878.00 89875.25 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3173 N/A 3132DQQ25 2053-07-01 5.5 N/A 11401794.00 10425350.88 Agency Mortgage-Backed Securities FEPC 05.000 CLQX0507 N/A 31425UR56 2054-12-01 5 N/A 30613920.00 29932496.38 Agency Mortgage-Backed Securities 04.000 FGPC Q49353 G N/A 3132WPMB0 2047-07-01 4 N/A 57799815.00 10514152.99 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1897 N/A 3140Q9DB6 2048-06-01 4.5 N/A 1024.00 259.18 Agency Mortgage-Backed Securities FNMS 06.000 CLBW5091 N/A 3140MWUR5 2053-01-01 6 N/A 1000.00 807.36 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7568 N/A 3132DVMR3 2054-02-01 5.5 N/A 563000.00 523210.21 Agency Mortgage-Backed Securities FNMS 04.500 CLBH9328 N/A 3140GYLJ6 2047-09-01 4.5 N/A 17596544.00 3801427.34 Agency Mortgage-Backed Securities FNMS 04.000 CRAS9144 N/A 3138WKES0 2043-06-01 4 N/A 5183560.00 393981.59 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8928 N/A 3140QG4N4 2051-02-01 2 N/A 12080000.00 7122201.16 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2472 N/A 3140Q9XA6 2048-10-01 4 N/A 490000.00 116316.00 Agency Mortgage-Backed Securities FNMS 04.500 CLBW3918 N/A 3140MVK80 2052-08-01 4.5 N/A 3916736.00 3112149.40 Agency Mortgage-Backed Securities FNMS 03.000 CKAS8184 N/A 3138WJCW6 2046-10-01 3 N/A 2381000.00 312609.45 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0106 N/A 3140NGDL1 2053-04-01 5 N/A 1000.00 959.33 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2429 N/A 3140Q9VX8 2048-10-01 4 N/A 19839081.00 4677348.92 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7128 N/A 3133KN4M2 2052-04-01 3.5 N/A 135000.00 100947.02 Agency Mortgage-Backed Securities FNMS 03.500 CLBE2103 N/A 3140FMKR6 2046-12-01 3.5 N/A 134000.00 44746.90 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8135 N/A 3133KQBC9 2052-10-01 5.5 N/A 41000.00 32816.95 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8189 N/A 3132DWC27 2052-01-01 2.5 N/A 1002.00 672.41 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4119 N/A 3140NLSH3 2053-07-01 5 N/A 1008.00 866.19 Agency Mortgage-Backed Securities 03.500 FGPC G61430 G N/A 31335BST4 2044-02-01 3.5 N/A 69330000.00 21225754.42 Agency Mortgage-Backed Securities 03.500 FGPC Q50701 G N/A 3132XSX70 2047-09-01 3.5 N/A 1065.00 259.48 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2760 N/A 3132DQB54 2053-04-01 6 N/A 270971.00 207493.89 Agency Mortgage-Backed Securities FNMS 06.500 CLBX4379 N/A 3140N82M9 2053-04-01 6.5 N/A 5643.00 5873.77 Agency Mortgage-Backed Securities FNMS 05.000 CLBK7618 N/A 3140HMPC2 2048-09-01 5 N/A 19000.00 4092.71 Agency Mortgage-Backed Securities FNMS 03.000 CRAL3160 N/A 3138EKQN8 2043-02-01 3 N/A 60386304.00 14515547.76 Agency Mortgage-Backed Securities FNMS 04.000 CLBN8876 N/A 3140JR2J9 2049-05-01 4 N/A 21614806.00 4570057.76 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2213 N/A 3133W8N66 2054-03-01 5 N/A 55620.00 54380.89 Agency Mortgage-Backed Securities FEPC 03.500 CLQA2848 N/A 31339SEV3 2049-09-01 3.5 N/A 31376199.00 9566809.02 Agency Mortgage-Backed Securities FEPC 01.500 CTQK0761 N/A 3133D3Z24 2041-05-01 1.5 N/A 91315612.00 54809862.63 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3524 N/A 3131XW4H3 2047-06-01 4.5 N/A 478049.00 135778.02 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1872 N/A 3132DPCH9 2052-11-01 5.5 N/A 4072912.00 3445053.03 Agency Mortgage-Backed Securities FEPC 05.500 CTRB5260 N/A 3133KYZZ5 2043-10-01 5.5 N/A 1000.00 772.07 Agency Mortgage-Backed Securities FNMS 02.000 CLBT1897 N/A 3140LQDB3 2052-02-01 2 N/A 68190.00 48776.84 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0542 N/A 3132ACS76 2048-07-01 4 N/A 1000.00 229.16 Agency Mortgage-Backed Securities FEPC 06.000 CLSD1881 N/A 3132DPCS5 2052-10-01 6 N/A 1024.00 797.56 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4920 N/A 3138WEPE3 2045-05-01 3.5 N/A 1024.00 96.26 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8325 N/A 3132DWHA4 2053-05-01 6 N/A 23566943.00 19417487.21 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1138 N/A 3140N5HQ0 2052-11-01 5 N/A 1000.00 820.79 Agency Mortgage-Backed Securities 03.500 FGPC G15612 G N/A 3128MEN56 2029-12-01 3.5 N/A 602976.00 21498.58 Agency Mortgage-Backed Securities FEPC 03.500 CLZA1224 N/A 31329JLD7 2042-06-01 3.5 N/A 40405689.00 4540166.64 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4142 N/A 3140MHS83 2052-03-01 3 N/A 1000.00 616.20 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0419 N/A 3132DMPC3 2048-02-01 3.5 N/A 536749.00 227689.01 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7917 N/A 3138WHYP1 2046-09-01 3.5 N/A 12985380.00 3646145.90 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4427 N/A 3140J84M2 2048-04-01 3.5 N/A 230000.00 57271.28 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4946 N/A 3133BSP71 2052-12-01 6 N/A 1000.00 835.01 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0483 N/A 3140Q7RD1 2047-10-01 3.5 N/A 800000.00 186439.13 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0660 N/A 3140Q7WW3 2047-11-01 4 N/A 1113918.00 266307.74 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 N/A 16941324.00 4759726.96 Agency Mortgage-Backed Securities FNMS 03.000 CLBO2084 N/A 3140JWJ68 2049-08-01 3 N/A 33987265.00 9102756.27 Agency Mortgage-Backed Securities FNMS 06.000 CLDD1769 N/A 3140B16F8 2055-02-01 6 N/A 1009.00 1034.45 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1524 N/A 3132DNVR1 2052-08-01 4 N/A 2000.00 1578.45 Agency Mortgage-Backed Securities FEPC 03.500 CLZS3619 N/A 3132A4AU2 2042-11-01 3.5 N/A 2112.00 279.07 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7449 N/A 3140QFH36 2050-10-01 2 N/A 1119.00 621.39 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9611 N/A 3133KRVC5 2053-08-01 5 N/A 1000.00 898.73 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5762 N/A 3138WFML7 2045-09-01 3.5 N/A 28324640.00 5692194.16 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8272 N/A 3133KQFM3 2053-01-01 6 N/A 14673494.00 13072529.81 Agency Mortgage-Backed Securities FNMS 02.000 CLBT9030 N/A 3140LYA86 2051-08-01 2 N/A 1000.00 661.98 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3909 N/A 3140QPKX4 2052-06-01 4 N/A 45000.00 36288.88 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ0122 N/A 3140H1D49 2047-10-01 3.5 N/A 59308694.00 16301729.01 Agency Mortgage-Backed Securities 03.500 FGPC Q08394 G N/A 3132GTUT2 2042-05-01 3.5 N/A 1000.00 153.13 Agency Mortgage-Backed Securities 04.500 FGPC Q58645 G N/A 3132Y2TB2 2048-09-01 4.5 N/A 16535864.00 2513752.99 Agency Mortgage-Backed Securities FNMS 03.500 CLBC1500 N/A 3140EVU21 2046-08-01 3.5 N/A 1000.00 226.21 Agency Mortgage-Backed Securities FNMS 03.500 CLAY8124 N/A 3138YNA23 2045-06-01 3.5 N/A 11749536.00 3414139.21 Agency Mortgage-Backed Securities 04.000 FGPC G67713 G N/A 3132XCSA4 2048-06-01 4 N/A 1010.00 206.84 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7338 N/A 3140QFEL9 2050-10-01 2 N/A 9202109.00 5037622.89 Agency Mortgage-Backed Securities FNMS 05.500 CLDA8026 N/A 3140A84L3 2054-02-01 5.5 N/A 12429915.00 11931343.26 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4155 N/A 3140N8TM0 2052-12-01 6 N/A 17394426.00 13515124.33 Agency Mortgage-Backed Securities FEPC 06.500 CLSD5969 N/A 3132DTT26 2054-07-01 6.5 N/A 100000.00 99690.94 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3171 N/A 3132DQQY5 2053-06-01 5.5 N/A 100000.00 89808.88 Agency Mortgage-Backed Securities FNMS 03.000 U3BF0307 N/A 3140FXKV3 2043-01-01 3 N/A 112000.00 36309.67 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7332 N/A 3140QFEE5 2050-10-01 2 N/A 34169017.00 19738218.32 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1779 N/A 3132DN6Q1 2052-10-01 5.5 N/A 15437597.00 12698856.40 Agency Mortgage-Backed Securities FNMS 04.000 CLBC1516 N/A 3140EVVJ3 2046-08-01 4 N/A 3662336.00 604601.97 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6911 N/A 3140QEVD1 2050-09-01 2.5 N/A 2568167.00 1315815.36 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ2087 N/A 3133CSJ85 2054-08-01 5.5 N/A 1024.00 962.27 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8269 N/A 3138WJFK9 2046-11-01 3 N/A 799000.00 145512.47 Agency Mortgage-Backed Securities FNMS 02.500 CLBR6496 N/A 3140L5GE0 2051-04-01 2.5 N/A 84000.00 44543.20 Agency Mortgage-Backed Securities 03.000 FGPC T65134 G N/A 31322YV32 2043-06-01 3 N/A 1500000.00 153146.39 Agency Mortgage-Backed Securities FNMS 04.000 CLAU5883 N/A 3138X5RD1 2043-09-01 4 N/A 13793671.00 2319345.12 Agency Mortgage-Backed Securities FNMS 04.500 CLAS3651 N/A 3138WDBV2 2044-10-01 4.5 N/A 20128.00 2085.22 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8276 N/A 3132DWFR9 2052-12-01 5 N/A 37875.00 32193.08 Agency Mortgage-Backed Securities FNMS 03.500 CLBV8546 N/A 3140MNP83 2052-05-01 3.5 N/A 128900.00 89354.47 Agency Mortgage-Backed Securities FEPC 05.500 CTSC0503 N/A 3132D9RY2 2043-11-01 5.5 N/A 389129.00 328216.10 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5552 N/A 3133KMEZ4 2051-07-01 3 N/A 41000.00 25965.01 Agency Mortgage-Backed Securities FNMS 06.000 R3BF0138 N/A 3140FXEL2 2041-07-01 6 N/A 2869.00 638.92 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8121 N/A 3132DWAW3 2050-12-01 2 N/A 3635004.00 2053127.64 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0306 N/A 31427MKU4 2055-02-01 5 N/A 356404.00 353288.67 Agency Mortgage-Backed Securities FNMS 03.000 CLAY2259 N/A 3138YFQM9 2045-04-01 3 N/A 10997900.00 1980494.47 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7544 N/A 3132DVLZ6 2051-07-01 3 N/A 206749.00 126715.44 Agency Mortgage-Backed Securities FEPC 03.000 CLRA7318 N/A 3133KPDX3 2052-05-01 3 N/A 128815.00 95563.45 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9888 N/A 3140MP7A3 2052-05-01 3.5 N/A 10891840.00 7534643.60 Agency Mortgage-Backed Securities 03.500 FGPC Q51765 G N/A 3132XT6B9 2047-11-01 3.5 N/A 46095285.00 9660789.06 Agency Mortgage-Backed Securities FEPC 02.000 CLQC0885 N/A 3133AJ6W8 2051-04-01 2 N/A 69000.00 38558.58 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8689 N/A 3138WJUP1 2047-01-01 3.5 N/A 21510849.00 5115284.64 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8955 N/A 3138WJ5R5 2047-03-01 4 N/A 8552051.00 2148680.85 Agency Mortgage-Backed Securities FNMS 02.500 CTCA9358 N/A 3140QHMG7 2041-03-01 2.5 N/A 100000.00 58820.17 Agency Mortgage-Backed Securities FEPC 04.000 CLQE5860 N/A 3133BFQM5 2052-07-01 4 N/A 9677968.00 7291460.55 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5576 N/A 3133KMFR1 2051-07-01 2.5 N/A 1000.00 625.14 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2107 N/A 3132DPKU1 2052-12-01 3.5 N/A 43000.00 33785.49 Agency Mortgage-Backed Securities FNMS 02.500 CICB1476 N/A 3140QLUA2 2036-08-01 2.5 N/A 83772.00 50611.49 Agency Mortgage-Backed Securities FNMS 03.500 CRAL6348 N/A 3138EPBS2 2045-02-01 3.5 N/A 1605376.00 291777.21 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ7905 N/A 3140H9YB3 2048-03-01 3.5 N/A 44893601.00 11815478.67 Agency Mortgage-Backed Securities FNMS 06.000 CLDC6436 N/A 3140AUEJ8 2054-11-01 6 N/A 5370304.00 5482937.59 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1382 N/A 3140QLRC2 2051-08-01 2.5 N/A 314027.00 197511.61 Agency Mortgage-Backed Securities FNMS 02.000 CLBR2644 N/A 3140L05E3 2051-02-01 2 N/A 200000.00 99559.77 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2259 N/A 3132DPQL5 2053-01-01 5.5 N/A 1977631.00 1708909.36 Agency Mortgage-Backed Securities FNMS 04.000 CLBM2007 N/A 3140J6GR2 2048-09-01 4 N/A 1240997.00 114895.21 Agency Mortgage-Backed Securities FEPC 05.500 CLQF1972 N/A 3133BPFM5 2052-10-01 5.5 N/A 17978.00 14171.21 Agency Mortgage-Backed Securities FNMS 04.500 CLBK5338 N/A 3140HJ4Y4 2048-07-01 4.5 N/A 1069.00 218.19 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7672 N/A 3133KPQZ4 2052-07-01 4.5 N/A 37000.00 30566.85 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 N/A 146379.00 45422.19 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4016 N/A 3140QBPA0 2049-08-01 3 N/A 222000.00 54952.94 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8504 N/A 3140QGNW3 2051-01-01 2 N/A 30533344.00 19654819.51 Agency Mortgage-Backed Securities FEPC 02.500 CLQB1226 N/A 3133A7LF4 2050-07-01 2.5 N/A 2000.00 807.11 Agency Mortgage-Backed Securities 03.500 FGPC G60028 G N/A 31335AA57 2043-12-01 3.5 N/A 1236313869.00 235640920.92 Agency Mortgage-Backed Securities FNMS 05.500 CLBW1146 N/A 3140MSHY4 2052-09-01 5.5 N/A 5304456.00 3620019.29 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2961 N/A 3132DQJE7 2052-11-01 5 N/A 2004.00 1586.06 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7909 N/A 3140LWYF8 2052-10-01 5 N/A 9859523.00 9352750.38 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6520 N/A 3133BUG50 2053-01-01 5.5 N/A 1008.00 805.51 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8804 N/A 3140QGYA9 2051-02-01 2 N/A 9204590.00 5199499.41 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8019 N/A 3140QF4D8 2050-12-01 2 N/A 29214739.00 18532767.25 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8226 N/A 3132DWD75 2052-07-01 3.5 N/A 1000.00 777.42 Agency Mortgage-Backed Securities FEPC 02.500 CLQB5092 N/A 3133ABUR9 2050-11-01 2.5 N/A 1000.00 551.38 Agency Mortgage-Backed Securities FEPC 05.000 CLSD5388 N/A 3132DS6Z0 2054-04-01 5 N/A 10764192.00 9897752.95 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4418 N/A 3140QP4C8 2052-08-01 5.5 N/A 200000.00 149923.66 Agency Mortgage-Backed Securities 03.500 FGPC U90157 G N/A 3132H3E66 2042-09-01 3.5 N/A 20290876.00 2109934.80 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1352 N/A 3132DNQD8 2052-07-01 3.5 N/A 2004.00 1488.41 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8202 N/A 3132DWDF7 2052-03-01 3.5 N/A 200000.00 142811.52 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7632 N/A 3140QFPS2 2050-11-01 2 N/A 17056000.00 9285997.75 Agency Mortgage-Backed Securities FNMS 03.000 CLBV5381 N/A 3140MJ6T7 2052-04-01 3 N/A 365000.00 245532.50 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2078 N/A 3138YTJY1 2045-09-01 3.5 N/A 29364704.00 9858270.43 Agency Mortgage-Backed Securities FNMS 02.500 CIBO4725 N/A 3140K0HB7 2034-11-01 2.5 N/A 92344.00 28029.36 Agency Mortgage-Backed Securities FNMS 03.500 CLBD2440 N/A 3140F9WA9 2047-01-01 3.5 N/A 4003.00 704.02 Agency Mortgage-Backed Securities FNMS 03.000 CLBU1421 N/A 3140M2SK9 2052-01-01 3 N/A 1600000.00 1122631.41 Agency Mortgage-Backed Securities FNMS 03.000 CLBP5487 N/A 3140KDCZ1 2050-06-01 3 N/A 1099000.00 314050.56 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1812 N/A 3140XHAN7 2052-05-01 4 N/A 14695894.00 11203041.32 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7562 N/A 3132DVMK8 2053-04-01 5.5 N/A 13235929.00 11341574.05 Agency Mortgage-Backed Securities FNMS 04.000 CLBH4014 N/A 3140GSN81 2047-09-01 4 N/A 1000.00 313.81 Agency Mortgage-Backed Securities FEPC 04.000 CLQE7123 N/A 3133BG4G0 2052-08-01 4 N/A 1590603.00 1372684.24 Agency Mortgage-Backed Securities FNMS 03.500 CLAT3487 N/A 3138WQ2V3 2043-04-01 3.5 N/A 6491000.00 794253.53 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1051 N/A 3132DNEY5 2052-07-01 4 N/A 1000.00 787.11 Agency Mortgage-Backed Securities FNMS 03.000 CRAL5166 N/A 3138EMW49 2033-11-01 3 N/A 59254854.00 8799622.94 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5072 N/A 31418ET67 2053-07-01 5.5 N/A 1804.00 1572.33 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ9089 N/A 3138MRC33 2042-12-01 3.5 N/A 50046239.00 7861808.28 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5438 N/A 31329PBF9 2048-06-01 4.5 N/A 1207.00 231.84 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2629 N/A 3140QM4P6 2052-01-01 2.5 N/A 200000.00 132784.81 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7702 N/A 3140NCRY7 2053-02-01 6.5 N/A 100000.00 69456.89 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6937 N/A 3140QEV74 2050-09-01 3 N/A 111083.00 58271.14 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0543 N/A 3132ACS84 2048-08-01 4.5 N/A 944294.00 216873.65 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8011 N/A 3133WE3U2 2054-06-01 6 N/A 20003803.00 18484924.11 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7351 N/A 3140QFEZ8 2050-10-01 2 N/A 17934194.00 10052842.10 Agency Mortgage-Backed Securities 04.000 FGPC Q47959 G N/A 3132WMZZ0 2047-05-01 4 N/A 36667663.00 6597289.44 Agency Mortgage-Backed Securities 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 N/A 5924200.00 5499719.74 U.S. Treasuries (including strips) FNMS 03.000 CLCA0525 N/A 3140Q7SP3 2047-10-01 3 N/A 14851200.00 3117168.88 Agency Mortgage-Backed Securities FEPC 05.850 6GZM9113 N/A 3131Y4DS0 2037-11-01 5.85 N/A 2809956.00 71943.59 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8284 N/A 3132DWFZ1 2053-01-01 3 N/A 85000.00 66300.13 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2548 N/A 3140QMZN7 2052-01-01 2.5 N/A 85000.00 57797.26 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7918 N/A 3140QFYQ6 2050-11-01 2 N/A 1024.00 570.71 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2886 N/A 3132DQF35 2053-05-01 6 N/A 51134.00 44217.40 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2482 N/A 3132DPXK9 2053-03-01 5.5 N/A 1024.00 851.15 Agency Mortgage-Backed Securities FNMS 03.000 CICB1732 N/A 3140QL4S2 2036-09-01 3 N/A 46000.00 26044.34 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4722 N/A 3140L3G88 2051-03-01 2 N/A 100000.00 52423.15 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6580 N/A 3140QEJ29 2050-08-01 2 N/A 22536272.00 12155149.80 Agency Mortgage-Backed Securities FNMS 02.000 CLBU0720 N/A 3140M1YS7 2051-10-01 2 N/A 520000.00 340951.44 Agency Mortgage-Backed Securities FEPC 01.500 CIRC1875 N/A 3133L8CL7 2036-03-01 1.5 N/A 100000000.00 52332733.17 Agency Mortgage-Backed Securities FNMS 05.500 CLDC5147 N/A 3140ASWH7 2054-11-01 5.5 N/A 1266692.00 1275679.30 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9452 N/A 3133KRQD9 2053-07-01 6 N/A 423948.00 380106.49 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8233 N/A 3132DWEE9 2052-07-01 5 N/A 1080.00 852.76 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4924 N/A 3133BSPH9 2052-12-01 6 N/A 99000.00 64401.53 Agency Mortgage-Backed Securities FNMS 04.000 CLBH1207 N/A 3140GPKV9 2047-06-01 4 N/A 2593000.00 396279.41 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8268 N/A 3132DWFH1 2052-11-01 5.5 N/A 50000.00 40982.65 Agency Mortgage-Backed Securities 04.000 FGPC Q53692 G N/A 3132XWC66 2048-01-01 4 N/A 79755075.00 9609194.01 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0131 N/A 3140FXED0 2056-08-01 3.5 N/A 90000.00 27303.59 Agency Mortgage-Backed Securities FNMS 06.500 CLBX4356 N/A 3140N8ZW1 2053-04-01 6.5 N/A 3922674.00 4087253.23 Agency Mortgage-Backed Securities FEPC 03.500 CLZM5074 N/A 3131XYT74 2047-12-01 3.5 N/A 1003.00 203.21 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1305 N/A 3132DNNW9 2052-07-01 5 N/A 330008.00 262900.03 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7967 N/A 3140QFZ93 2050-12-01 2 N/A 1024.00 575.62 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ0858 N/A 3138YR5U8 2045-07-01 3.5 N/A 82513876.00 16767374.18 Agency Mortgage-Backed Securities FNMS 03.500 CLAS9404 N/A 3138WKNW1 2047-04-01 3.5 N/A 15022496.00 4702428.23 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5986 N/A 3140QRUL5 2053-03-01 5 N/A 163484.00 148427.11 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8161 N/A 3132DWB69 2051-08-01 2.5 N/A 28999.00 18049.45 Agency Mortgage-Backed Securities FEPC 07.500 CLSD8412 N/A 3132DWKZ5 2054-03-01 7.5 N/A 209447.00 140127.14 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5012 N/A 3140J9SA0 2048-03-01 3.5 N/A 18059478.00 5562132.31 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9082 N/A 3133BKCT4 2052-08-01 5 N/A 1003.00 881.22 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8289 N/A 3132DWF65 2053-01-01 5.5 N/A 11552284.00 9692041.45 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5252 N/A 3132DSZR6 2054-04-01 5.5 N/A 1000.00 919.84 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4186 N/A 3140NLUL1 2053-07-01 5.5 N/A 1024.00 911.80 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5313 N/A 3140QQ3X1 2052-12-01 6 N/A 34052.00 30128.64 Agency Mortgage-Backed Securities FNMS 02.000 CKBM7053 N/A 3140JBZT6 2052-03-01 2 N/A 50000.00 36021.02 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0181 N/A 3140FXFX5 2057-02-01 3.5 N/A 5969342.00 1847272.05 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8016 N/A 3132DV3Z6 2049-10-01 3 N/A 1000.00 155.92 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8172 N/A 3132DWCH4 2051-10-01 2 N/A 70000.00 45620.28 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8922 N/A 3138WJ4G0 2047-03-01 3.5 N/A 2975872.00 648141.71 Agency Mortgage-Backed Securities 03.500 FGPC Q51762 G N/A 3132XT5Y0 2047-11-01 3.5 N/A 1024.00 304.95 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5892 N/A 3140QRRN5 2053-03-01 4.5 N/A 147000.00 127337.89 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8310 N/A 3131Y3GT7 2048-09-01 4.5 N/A 1224.00 354.00 Agency Mortgage-Backed Securities FNMS 03.000 CLBN7658 N/A 3140JQQL0 2049-07-01 3 N/A 64001279.00 11394919.59 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8367 N/A 3132DWJL8 2053-10-01 5.5 N/A 12760977.00 11364525.46 Agency Mortgage-Backed Securities 04.000 FGPC U90133 G N/A 3132H3EE9 2042-08-01 4 N/A 13669991.00 2024962.09 Agency Mortgage-Backed Securities FEPC 03.000 CLRA6664 N/A 3133KNMM2 2052-02-01 3 N/A 82000.00 57851.65 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6139 N/A 3131YCZC3 2049-05-01 4.5 N/A 18207544.00 5692630.45 Agency Mortgage-Backed Securities FNMS 03.500 CLAS1078 N/A 3138WAFU6 2043-11-01 3.5 N/A 34000000.00 5434021.62 Agency Mortgage-Backed Securities FEPC 03.000 CLQA5529 N/A 3133A0EA8 2049-12-01 3 N/A 22517472.00 8984670.72 Agency Mortgage-Backed Securities FEPC 01.500 3PQU7709 N/A 3133JLR68 2051-01-01 1.5 N/A 105000.00 64970.82 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8752 N/A 3140QGWN3 2051-01-01 2 N/A 14446543.00 8242275.77 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2050 N/A 3140QMH49 2051-11-01 2.5 N/A 3232716.00 2073465.06 Agency Mortgage-Backed Securities FNMS 02.500 CLBR0999 N/A 3140KYDD3 2051-05-01 2.5 N/A 1000.00 666.09 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8301 N/A 3132DWGJ6 2053-02-01 6 N/A 39362.00 30418.97 Agency Mortgage-Backed Securities FEPC 03.500 CLQE2057 N/A 3133BBJA8 2052-05-01 3.5 N/A 58999.00 45955.76 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6341 N/A 3133BGBJ6 2052-08-01 5 N/A 1008.00 720.14 Agency Mortgage-Backed Securities 03.500 FGPC Q51458 G N/A 3132XTTQ1 2047-10-01 3.5 N/A 71278017.00 18900081.73 Agency Mortgage-Backed Securities FNMS 01.500 CIBR0954 N/A 3140KYBY9 2036-04-01 1.5 N/A 9370.00 5039.54 Agency Mortgage-Backed Securities FNMS 05.500 CLBW8764 N/A 3140N1W25 2052-10-01 5.5 N/A 3575416.00 3231786.66 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0952 N/A 3132DNBV4 2052-04-01 3 N/A 98500.00 70878.99 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8340 N/A 3132DWHR7 2053-07-01 4.5 N/A 1000.00 884.06 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6254 N/A 3140QR5Q2 2053-05-01 5.5 N/A 250000.00 217154.39 Agency Mortgage-Backed Securities FNMS 04.000 CLBE3702 N/A 3140FPDG1 2047-06-01 4 N/A 110765298.00 12964346.63 Agency Mortgage-Backed Securities 03.500 FGPC Q45742 G N/A 3132WKLY2 2047-01-01 3.5 N/A 40727956.00 5989872.97 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8209 N/A 3132DWDN0 2052-03-01 1.5 N/A 228583.00 153020.16 Agency Mortgage-Backed Securities 07.000 FGPC G60552 G N/A 31335ATH1 2031-12-01 7 N/A 3750010.00 385051.90 Agency Mortgage-Backed Securities FEPC 02.000 3JRE0019 N/A 3133LWAU6 2050-11-01 2 N/A 98999.00 52590.56 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1125 N/A 3140QLHB5 2051-07-01 2.5 N/A 26528767.00 16615814.61 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7559 N/A 3132DVMG7 2053-03-01 5.5 N/A 1000.00 838.62 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5901 N/A 3133KMRW7 2051-09-01 3 N/A 100000.00 57734.09 Agency Mortgage-Backed Securities FNMS 03.000 CLBV2451 N/A 3140MFWM1 2052-06-01 3 N/A 3316800.00 2570127.60 Agency Mortgage-Backed Securities FNMS 02.000 CLBT3166 N/A 3140LRQU5 2051-06-01 2 N/A 1022.00 617.69 Agency Mortgage-Backed Securities 04.000 FGPC Q51379 G N/A 3132XTQ92 2047-10-01 4 N/A 40638626.00 9163934.31 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7683 N/A 3140QFRD3 2050-11-01 2 N/A 24816128.00 13836693.14 Agency Mortgage-Backed Securities FNMS 04.000 CLBD7082 N/A 3140FE2Q6 2047-03-01 4 N/A 1040.00 209.63 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1218 N/A 3140Q8K87 2048-02-01 4.5 N/A 1108378.00 127592.51 Agency Mortgage-Backed Securities FNMS 04.500 CLBN5411 N/A 3140JNAM2 2049-04-01 4.5 N/A 17913316.00 4469555.03 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1182 N/A 3140Q8J48 2048-02-01 3.5 N/A 392015.00 95455.20 Agency Mortgage-Backed Securities FNMS 03.000 CLBM1181 N/A 3140J5J34 2043-08-01 3 N/A 69331904.00 19623974.86 Agency Mortgage-Backed Securities FEPC 06.000 CLQF5828 N/A 3133BTPM6 2053-01-01 6 N/A 8924669.00 7404541.11 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0139 N/A 3140LNEM5 2051-06-01 2.5 N/A 2393721.00 1331551.80 Agency Mortgage-Backed Securities 03.500 FGPC G61595 G N/A 31335BXY7 2048-07-01 3.5 N/A 16849442.00 3649456.69 Agency Mortgage-Backed Securities FEPC 04.500 CLQF3213 N/A 3133BQSA5 2052-11-01 4.5 N/A 200000.00 167199.46 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7378 N/A 3133KPFT0 2052-05-01 3.5 N/A 98999.00 77821.53 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9300 N/A 3140N2KN0 2052-09-01 5 N/A 2551508.00 2352786.61 Agency Mortgage-Backed Securities FEPC 02.500 CLQC7411 N/A 3133ASGU1 2051-09-01 2.5 N/A 201000.00 135012.80 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4141 N/A 3140QBS74 2049-09-01 3 N/A 600000.00 187946.44 Agency Mortgage-Backed Securities FEPC 03.000 CLSD1463 N/A 3132DNTU7 2051-12-01 3 N/A 1000.00 718.82 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0923 N/A 3132DNAY9 2052-01-01 2.5 N/A 1000.00 669.69 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2047 N/A 3140QMHZ0 2051-11-01 2.5 N/A 28203858.00 18667196.16 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4682 N/A 3140J9FY2 2045-01-01 4 N/A 36100941.00 8440698.61 Agency Mortgage-Backed Securities FEPC 04.500 CLSD6901 N/A 3132DUU21 2054-12-01 4.5 N/A 1000.00 964.20 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4996 N/A 3138WERS0 2045-05-01 3.5 N/A 11432446.00 1014805.19 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0222 N/A 3140FXG89 2057-09-01 4.5 N/A 600000.00 183409.66 Agency Mortgage-Backed Securities FNMS 02.000 CLBU1842 N/A 3140M3BL3 2052-01-01 2 N/A 425000.00 266262.11 Agency Mortgage-Backed Securities FNMS 02.000 CLBR5633 N/A 3140L4HK8 2051-03-01 2 N/A 99000.00 57544.54 Agency Mortgage-Backed Securities FNMS 05.000 CKBV2554 N/A 3140MFZU0 2052-06-01 5 N/A 50000.00 41700.87 Agency Mortgage-Backed Securities FEPC 01.500 CIQN6029 N/A 3133GCVW9 2036-04-01 1.5 N/A 9301.00 5045.05 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7334 N/A 3140QFEG0 2050-10-01 2 N/A 39303415.00 22022758.86 Agency Mortgage-Backed Securities 03.500 FGPC Q50882 G N/A 3132XS6U9 2047-09-01 3.5 N/A 1024.00 303.88 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2914 N/A 3140N7GY0 2052-12-01 5 N/A 100000.00 81414.51 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8037 N/A 3132DV4W2 2050-01-01 2.5 N/A 2002.00 508.68 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6522 N/A 3133BUG76 2053-01-01 5.5 N/A 6206696.00 4236257.61 Agency Mortgage-Backed Securities 04.500 FGPC Q54960 G N/A 3132XXQN2 2048-03-01 4.5 N/A 11419635.00 3180045.49 Agency Mortgage-Backed Securities FEPC 02.500 CLQD7065 N/A 3133B4Z65 2052-02-01 2.5 N/A 9231.00 6203.55 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4730 N/A 3132A5HF5 2047-08-01 3.5 N/A 2320.00 262.33 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7779 N/A 3133KPUC0 2052-08-01 4.5 N/A 150600.00 116353.07 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8001 N/A 3132DV3J2 2049-07-01 3.5 N/A 2000.00 191.51 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9957 N/A 3140N3B32 2052-09-01 5 N/A 1979320.00 1724307.08 Agency Mortgage-Backed Securities FNMS 01.500 CLCA7587 N/A 3140QFND7 2050-11-01 1.5 N/A 195000.00 109521.76 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4717 N/A 3132A5G25 2047-05-01 3.5 N/A 1013.00 109.77 Agency Mortgage-Backed Securities FNMS 03.000 CIAU8774 N/A 3138X8XC0 2028-10-01 3 N/A 1000.00 90.51 Agency Mortgage-Backed Securities FEPC 03.500 CLQA3869 N/A 31339UJN1 2049-10-01 3.5 N/A 1425.00 368.44 Agency Mortgage-Backed Securities 04.500 FGPC Q22339 G N/A 3132JPS45 2043-10-01 4.5 N/A 24724985.00 1758491.93 Agency Mortgage-Backed Securities FNMS 03.500 CLBH9215 N/A 3140GYGZ6 2048-01-01 3.5 N/A 168001.00 26866.36 Agency Mortgage-Backed Securities FEPC 03.500 ZLSI2061 N/A 3133USJE2 2050-09-01 3.5 N/A 105000.00 82958.89 Agency Mortgage-Backed Securities FNMS 06.500 CLDA0598 N/A 3140A0UY3 2053-11-01 6.5 N/A 3882674.00 3533427.20 Agency Mortgage-Backed Securities FNMS 03.500 CLAR8582 N/A 3138W6RC2 2043-06-01 3.5 N/A 1024.00 198.83 Agency Mortgage-Backed Securities FNMS 03.000 CLBU5925 N/A 3140M7SP7 2051-12-01 3 N/A 197000.00 120379.17 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1272 N/A 3132DNMV2 2052-07-01 4.5 N/A 498000.00 384696.62 Agency Mortgage-Backed Securities FEPC 06.500 CLRA8904 N/A 3133KQ3M6 2053-04-01 6.5 N/A 200000.00 151288.65 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7928 N/A 3133KPYZ5 2052-09-01 4.5 N/A 285000.00 235920.06 Agency Mortgage-Backed Securities FNMS 03.500 CLBU8931 N/A 3140MA4R2 2052-04-01 3.5 N/A 67603.00 50647.19 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4148 N/A 3140MHTE9 2052-03-01 3 N/A 1414.00 924.84 Agency Mortgage-Backed Securities FNMS 02.500 CKBM6912 N/A 3140JBVE3 2052-01-01 2.5 N/A 100000.00 70234.20 Agency Mortgage-Backed Securities FNMS 01.500 CIBQ7784 N/A 3140KTUJ2 2036-03-01 1.5 N/A 34276363.00 18481870.27 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8618 N/A 3133C9SF1 2053-08-01 6 N/A 1025.00 860.19 Agency Mortgage-Backed Securities FNMS 05.000 CT257536 N/A 31371PBD1 2029-01-01 5 N/A 27959.00 121.03 Agency Mortgage-Backed Securities FNMS 06.000 CLDA1723 N/A 3140A14H7 2053-10-01 6 N/A 7834712.00 8005766.30 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1447 N/A 3140MSTD7 2052-06-01 5 N/A 1008.00 699.42 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0794 N/A 3132AC3B4 2048-10-01 4.5 N/A 536000.00 121866.02 Agency Mortgage-Backed Securities FNMS 05.500 CLDC6413 N/A 3140AUDT7 2054-11-01 5.5 N/A 1000.00 1008.73 Agency Mortgage-Backed Securities 04.000 FGPC Q38680 G N/A 3132QVUE9 2046-02-01 4 N/A 16775267.00 3410175.65 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9621 N/A 3133KRVN1 2053-08-01 5.5 N/A 7125798.00 6511279.45 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8664 N/A 3133KQTV8 2053-03-01 5.5 N/A 1000.00 873.23 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ1321 N/A 3140H2PF9 2047-11-01 3.5 N/A 1754296.00 450196.43 Agency Mortgage-Backed Securities FNMS 03.500 CLBH5760 N/A 3140GUMJ3 2047-11-01 3.5 N/A 9332.00 2623.31 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6699 N/A 3140QSNR8 2053-07-01 6 N/A 17608.00 15600.28 Agency Mortgage-Backed Securities FNMS 03.000 CLBO3106 N/A 3140JXNY0 2049-10-01 3 N/A 1029.00 233.03 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6307 N/A 3140MYAH5 2052-08-01 5 N/A 291000.00 211002.50 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1750 N/A 3132DN5K5 2052-04-01 2.5 N/A 1388533.00 986627.37 Agency Mortgage-Backed Securities FNMS 07.000 CLDA3197 N/A 3140A3RT2 2053-11-01 7 N/A 1000.00 848.09 Agency Mortgage-Backed Securities FNMS 05.500 CLDD1128 N/A 3140B1HE9 2055-02-01 5.5 N/A 1003.00 1017.76 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6096 N/A 3133BTXZ8 2053-01-01 6 N/A 35000.00 33345.50 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4348 N/A 3132E0ZM7 2053-12-01 6.5 N/A 443182.00 384639.74 Agency Mortgage-Backed Securities FNMS 02.000 REBQ5447 N/A 3140KRBR9 2050-10-01 2 N/A 100000.00 57407.18 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8382 N/A 3132DWJ38 2053-12-01 5 N/A 45171.00 41945.92 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7185 N/A 3133KN6W8 2052-04-01 4 N/A 4101000.00 3048819.19 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8475 N/A 3132DWMY6 2054-11-01 5.5 N/A 1323.00 1284.16 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5881 N/A 3132DTRA0 2054-07-01 6 N/A 3116450.00 3064068.77 Agency Mortgage-Backed Securities 03.000 FGPC G08773 G N/A 3128MJ2F6 2047-08-01 3 N/A 1000.00 179.87 Agency Mortgage-Backed Securities FNMS 04.000 CLAL8313 N/A 3138ETGX8 2045-12-01 4 N/A 756845.00 113581.05 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5391 N/A 3133KL7C5 2051-06-01 3 N/A 12000.00 8631.85 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4257 N/A 3131YAWS5 2049-03-01 4.5 N/A 1843.00 413.40 Agency Mortgage-Backed Securities FNMS 02.500 CLBV3089 N/A 3140MGNF4 2052-02-01 2.5 N/A 300000.00 189874.58 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7289 N/A 3140QFC31 2050-10-01 2 N/A 9995577.00 5320953.40 Agency Mortgage-Backed Securities FNMS 06.000 CLDD1383 N/A 3140B1RD0 2055-02-01 6 N/A 2000.00 2068.52 Agency Mortgage-Backed Securities FEPC 05.000 CLQF5465 N/A 3133BTCA6 2052-12-01 5 N/A 100000.00 80419.09 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1390 N/A 3140Q8RL1 2048-03-01 4.5 N/A 18509376.00 2429395.97 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4770 N/A 3138WEJQ3 2045-04-01 3.5 N/A 16468394.00 1493485.96 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0968 N/A 3132DNCD3 2052-04-01 3.5 N/A 948460.00 681888.26 Agency Mortgage-Backed Securities FEPC 02.000 CLRA6302 N/A 3133KNAB9 2051-11-01 2 N/A 4163076.00 2658164.05 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7670 N/A 3133KPQX9 2052-07-01 4.5 N/A 1000.00 799.34 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7987 N/A 3140QF2V0 2050-12-01 2 N/A 1325372.00 713309.52 Agency Mortgage-Backed Securities FNMS 04.500 I3BF0328 N/A 3140FXLJ9 2048-07-01 4.5 N/A 225000.00 96023.31 Agency Mortgage-Backed Securities FNMS 03.000 CLAY1106 N/A 3138YEGQ4 2045-04-01 3 N/A 87899008.00 14679468.39 Agency Mortgage-Backed Securities 04.000 FGPC V83231 G N/A 3132L8SU2 2047-06-01 4 N/A 269852.00 71176.60 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8350 N/A 3132DWH30 2053-08-01 6 N/A 420042.00 353601.32 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0962 N/A 3132DNB77 2052-04-01 3.5 N/A 940352.00 699221.90 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6203 N/A 3140NA3M3 2053-02-01 6 N/A 1024.00 760.82 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1087 N/A 3132DNF40 2052-06-01 3.5 N/A 23656.00 18515.20 Agency Mortgage-Backed Securities FNMS 02.500 CLBP3574 N/A 3140KA6L5 2051-07-01 2.5 N/A 1000.00 694.55 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2225 N/A 3133C2PJ1 2053-05-01 5.5 N/A 861463.00 800274.70 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7452 N/A 3140QFH69 2050-10-01 2 N/A 44256053.00 24742793.08 Agency Mortgage-Backed Securities FNMS 02.500 CLBU6891 N/A 3140M8UR8 2052-03-01 2.5 N/A 300000.00 197305.62 Agency Mortgage-Backed Securities FEPC 03.000 CTSC0340 N/A 3132D9LV4 2042-09-01 3 N/A 100000.00 74622.10 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0184 N/A 3140NGF21 2053-05-01 5 N/A 2000.00 1611.21 Agency Mortgage-Backed Securities FEPC 03.000 CLQC6768 N/A 3133ARQV0 2051-09-01 3 N/A 100000.00 62708.80 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7343 N/A 3138WHER9 2046-06-01 3 N/A 36130663.00 5445545.18 Agency Mortgage-Backed Securities FNMS 04.000 CLAT9653 N/A 3138WXWP8 2043-07-01 4 N/A 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Securities FNMS 02.000 CLCA9249 N/A 3140QHH32 2051-02-01 2 N/A 18888480.00 10728746.22 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7333 N/A 3140QFEF2 2050-10-01 2 N/A 33529189.00 19095588.61 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1442 N/A 3140MSS89 2052-06-01 4.5 N/A 7777408.00 5722172.21 Agency Mortgage-Backed Securities FEPC 02.000 CLSD7537 N/A 3132DVLS2 2051-03-01 2 N/A 2663200.00 1572475.24 Agency Mortgage-Backed Securities FEPC 03.500 CLRA2572 N/A 3133KH2D7 2050-05-01 3.5 N/A 1000.00 265.89 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1751 N/A 3132DN5L3 2051-10-01 2.5 N/A 100000.00 69316.07 Agency Mortgage-Backed Securities FNMS 04.000 CTAL6035 N/A 3138ENV55 2034-05-01 4 N/A 1000.00 146.79 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7713 N/A 3140QFSB6 2050-11-01 2 N/A 13571903.00 7375612.85 Agency Mortgage-Backed Securities Y Standard & Poor's A-1+ Fitch NR Moody's P-1 2025-03-03 2025-03-03 2025-03-03 N N N 0.0437 2000000000.00 2000000000.00 0.0115 N Y Y N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 4.50000000 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Agency Standard & Poor's AA+ 2025-03-03 2026-10-16 2026-10-16 N N N 0.0451 344985845.17 344985845.17 0.0020 N N N N BNP Paribas SA BNP Paribas SA 4.55000000 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 FERA 5130SD 08/25/51 N/A 3137H1NH5 2051-08-25 0 N/A 35000000.00 53026.11 Agency Collateralized Mortgage Obligation FEPC 04.500 CLSD8287 N/A 3132DWF40 2053-01-01 4.5 N/A 1000.00 866.00 Agency Mortgage-Backed Securities FNAR XX.XXX HL469625 N/A 31381SVS8 2041-11-01 4.68 N/A 649000.00 490131.39 Agency Mortgage-Backed Securities FEPC 03.000 CLSD2320 N/A 3132DPSH2 2052-03-01 3 N/A 1279217.00 960636.10 Agency Mortgage-Backed Securities FKAR 04.100 WAWA2531 N/A 3132WWA93 2052-05-01 4.1 N/A 1341.00 1169.10 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3137HCYA4 2054-06-25 1.44799 N/A 18461956.00 560959.70 Agency Collateralized Mortgage Obligation GNRA 2019-085 SA N/A 38381XPG5 2049-07-20 1.67372 N/A 28514769.00 1074815.20 Agency Collateralized Mortgage Obligation GNRM 2022-045 ZA N/A 38383MC97 2050-06-20 4.5 N/A 1000.00 518.39 Agency Collateralized Mortgage Obligation FGRA 3549SA 07/15/39 N/A 31398EPV0 2039-07-15 1.34688 N/A 56066666.00 7960.68 Agency Collateralized Mortgage Obligation FNRM CL040PO R23F040 N/A 3136BQGW3 2053-09-25 0 N/A 849262.00 567280.61 Agency Collateralized Mortgage Obligation FERA 5420SL 06/25/54 N/A 3137HDCY4 2054-06-25 1.59799 N/A 12301440.00 843092.78 Agency Collateralized Mortgage Obligation FERA 5426SA 06/25/54 N/A 3137HCY97 2054-06-25 1.39799 N/A 73328879.00 2753282.60 Agency Collateralized Mortgage Obligation FERM 5056IO 12/25/50 N/A 3137F73Z6 2050-12-25 2.5 N/A 15378983.00 1166859.94 Agency Collateralized Mortgage Obligation GNRA 2024-132 CS N/A 38384UQL6 2054-08-20 9.01608 N/A 587639.00 633159.66 Agency Collateralized Mortgage Obligation GNRA 2022-208 SB N/A 38383LZ86 2052-12-20 1.92402 N/A 32384320.00 1844221.80 Agency Collateralized Mortgage Obligation FERM 5293IO 03/25/51 N/A 3137H9QG7 2051-03-25 2 N/A 900002.00 100236.30 Agency Collateralized Mortgage Obligation FNST TR0429 C7 RC N/A 31423YVP1 2053-02-01 6 N/A 8851414.00 1701932.21 Agency Collateralized Mortgage Obligation FGRA 4550SD 02/15/46 N/A 3137BN3A0 2046-02-15 1.59688 N/A 13250000.00 337844.98 Agency Collateralized Mortgage Obligation GNRA 2023-106 ST N/A 38384BH38 2053-07-20 1.60402 N/A 39064000.00 1241191.90 Agency Collateralized Mortgage Obligation FERM 5152IY 10/25/51 N/A 3137H3C59 2051-10-25 4 N/A 11267072.00 1354377.10 Agency Collateralized Mortgage Obligation GNRA 2006-47 SA N/A 38374NLX3 2036-08-16 2.37366 N/A 207160131.00 351724.84 Agency Collateralized Mortgage Obligation FGRA 2924SA 01/15/35 N/A 31395LAV3 2035-01-15 2.24688 N/A 128670867.00 68011.91 Agency Collateralized Mortgage Obligation FERM 5155JI 10/25/51 N/A 3137H35W8 2051-10-25 3 N/A 53971468.00 5931133.34 Agency Collateralized Mortgage Obligation GNMI SP 783099 X N/A 36241LNQ5 2040-07-15 4.5 N/A 894805.00 17502.82 Agency Mortgage-Backed Securities GNRA 2020-076 KS N/A 38382EWB9 2050-05-20 1.67372 N/A 15622546.00 693827.36 Agency Collateralized Mortgage Obligation FNRA CL023SA R17F023 N/A 3136AV5K1 2047-04-25 1.63351 N/A 38000000.00 476818.86 Agency Collateralized Mortgage Obligation GNRA 2015-161 GS N/A 38379FUD9 2045-11-20 1.77372 N/A 625238.00 15554.19 Agency Collateralized Mortgage Obligation FGRA 3287SE 03/15/37 N/A 31397G7A2 2037-03-15 2.24688 N/A 27000000.00 67505.75 Agency Collateralized Mortgage Obligation GNRA 2024-204 PS N/A 38385BRZ5 2054-12-20 1.70402 N/A 52255055.00 3451151.47 Agency Collateralized Mortgage Obligation FERM 5173LI 05/25/50 N/A 3137H4D49 2050-05-25 2.5 N/A 4802095.00 626036.70 Agency Collateralized Mortgage Obligation GNRA 2014-118 KS N/A 38379EHH8 2044-08-16 1.17366 N/A 35501323.00 727139.13 Agency Collateralized Mortgage Obligation FERM 5070IE 09/25/50 N/A 3137F9XF3 2050-09-25 3 N/A 7028533.00 835278.82 Agency Collateralized Mortgage Obligation MNRM CL042A2 R20M042 N/A 3136BBN73 2030-07-25 1.27 N/A 350000.00 296944.38 Agency Collateralized Mortgage Obligation FNRM RC061HI R20F061 N/A 3136BBK68 2050-09-25 4 N/A 4109167.00 335447.99 Agency Collateralized Mortgage Obligation GNRA 2022-197 SE N/A 38383LEU0 2048-03-20 1.72372 N/A 4587781.00 463297.36 Agency Collateralized Mortgage Obligation MNRA CL013A2 R22M013 N/A 3136BNX43 2032-05-25 2.593671 N/A 2495811.00 2199422.21 Agency Collateralized Mortgage Obligation FNRM CL003NI R21F003 N/A 3136BDQ84 2051-02-25 2.5 N/A 26000006.00 2612172.15 Agency Collateralized Mortgage Obligation GNMI SP 782310 X N/A 36241KR75 2038-04-15 5 N/A 1025367.00 18888.44 Agency Mortgage-Backed Securities GNRA 2009-106 SL N/A 38376JCQ5 2036-04-20 1.67372 N/A 161210059.00 249250.86 Agency Collateralized Mortgage Obligation GNRM 2021-116 IY N/A 38382WSD0 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06/25/54 N/A 3137HCYQ9 2054-06-25 0.79799 N/A 43124993.00 1263282.38 Agency Collateralized Mortgage Obligation FNMS 04.500 CLAV3471 N/A 3138XE2D9 2044-02-01 4.5 N/A 1000.00 86.81 Agency Mortgage-Backed Securities FERM 5013IN 09/25/50 N/A 3137FW3E8 2050-09-25 2.5 N/A 500000.00 62951.33 Agency Collateralized Mortgage Obligation FNRA CL081WI R21F081 N/A 3136BKAQ5 2061-12-25 2.137473 N/A 31347966.00 853587.03 Agency Collateralized Mortgage Obligation GNRA 2019-28 SG N/A 38382AFS9 2049-10-20 1.62372 N/A 23561122.00 768922.34 Agency Collateralized Mortgage Obligation FNMS 05.000 CLMA5189 N/A 31418EXT2 2053-11-01 5 N/A 495099.00 456566.23 Agency Mortgage-Backed Securities GNRM 2020-123 NI N/A 38382HM98 2050-08-20 2.5 N/A 1284004.00 125091.85 Agency Collateralized Mortgage Obligation GNRA 2013-188 MS N/A 38378PKQ0 2043-12-16 1.12366 N/A 88104086.00 833076.41 Agency Collateralized Mortgage Obligation FGRA 2450SW 03/15/32 N/A 31392KMK9 2032-03-15 3.54688 N/A 165.00 0.02 Agency Collateralized 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Obligation FNMS 07.000 CLBY9939 N/A 3140NTBH4 2053-12-01 7 N/A 1001.00 1049.76 Agency Mortgage-Backed Securities FMAR 841831 G N/A 31288RA81 2050-02-01 6.942 N/A 398546.00 323103.42 Agency Mortgage-Backed Securities FERA 5437CS 08/25/54 N/A 3137HF5U5 2054-08-25 2.74799 N/A 28974766.00 1959831.51 Agency Collateralized Mortgage Obligation FERM 5018MI 10/25/50 N/A 3137FXC89 2050-10-25 2 N/A 600000.00 60381.81 Agency Collateralized Mortgage Obligation GNRA 2019-97 SB N/A 38381YHY3 2049-08-20 1.62372 N/A 33952064.00 1150246.22 Agency Collateralized Mortgage Obligation FNRM CL082HZ R19F082 N/A 3136B7V24 2050-01-25 3 N/A 1727.00 761.85 Agency Collateralized Mortgage Obligation FNRM RC056DI R20F056 N/A 3136BBMQ2 2050-08-25 2.5 N/A 200000.00 23217.62 Agency Collateralized Mortgage Obligation GNII SF MA9172 M N/A 36179YFM1 2053-08-20 6 N/A 7680704.00 5752074.58 Agency Mortgage-Backed Securities GNRM 2022-160 Z N/A 38383YRC8 2052-09-20 5 N/A 5993805.00 1036828.68 Agency Collateralized Mortgage Obligation FNMS 05.500 CLCB9980 N/A 3140QWCS9 2055-02-01 5.5 N/A 11966003.00 11991635.88 Agency Mortgage-Backed Securities FERA 5196SA 02/25/52 N/A 3137H5XH5 2052-02-25 0 N/A 214514.00 56.29 Agency Collateralized Mortgage Obligation GNRA 2009-013 SE N/A 38374TMZ4 2039-03-16 1.57366 N/A 50000000.00 158490.77 Agency Collateralized Mortgage Obligation GNII SF MA7937 M N/A 36179WZA9 2052-03-20 3 N/A 7762618.00 5397962.47 Agency Mortgage-Backed Securities FNRM CL094PO R24F094 N/A 3136BTK69 2054-08-25 0 N/A 13893116.00 10285828.70 Agency Collateralized Mortgage Obligation FNRA CL022S R07F022 N/A 31396PW31 2037-03-25 2.28351 N/A 94696183.00 320645.30 Agency Collateralized Mortgage Obligation GNRA 2024-08O BI N/A 38383KYT3 2074-05-20 1.01823 N/A 7083016.00 441684.44 Agency Collateralized Mortgage Obligation FNRA CL008SM R02F008 N/A 31392BYZ3 2032-03-25 3.63351 N/A 55000000.00 3303.10 Agency Collateralized Mortgage Obligation FEPC 02.500 CLZS4692 N/A 3132A5F91 2046-12-01 2.5 N/A 1000.00 263.04 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2054-08-20 5.40598 N/A 1420.00 1386.22 Agency Collateralized Mortgage Obligation FNRM CL089DI R20F089 N/A 3136BCD80 2050-12-25 2.5 N/A 300109.00 32403.75 Agency Collateralized Mortgage Obligation GNRM 2020-129 IQ N/A 38382JZD1 2050-09-20 3 N/A 95597556.00 9371476.69 Agency Collateralized Mortgage Obligation GNRA 2024-14O IH N/A 38383KL83 2074-08-20 1.09489 N/A 43705762.00 3044988.09 Agency Collateralized Mortgage Obligation FGRA 4303SA 02/15/44 N/A 3137B83U9 2044-02-15 2.19688 N/A 100005.00 940.13 Agency Collateralized Mortgage Obligation FNRA CL089S R05F089 N/A 31394FUZ6 2035-10-25 2.23351 N/A 31962174.00 36429.32 Agency Collateralized Mortgage Obligation Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2025-03-03 2025-04-04 2025-04-04 Y BNP PARIBAS SA 1.0000 35 N Standard & Poor's A+ Moody's A1 Fitch A+ N N 0.0455 300000000.00 300000000.00 0.0017 N N N Y HSBC Securities USA, Inc. HSBC Securities USA, Inc. 4.37000000 N/A CYYGQCGNHMHPSMRL3R97 BYDFCM048 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 3140XGY29 2052-04-01 2.5 N/A 2700000.00 1829693.12 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 579300.00 547465.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 N/A 7961300.00 8134975.06 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425VRX3 2054-12-01 6.5 N/A 1746932.00 1811142.55 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 N/A 2946900.00 3019222.23 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XN3W2 2054-03-01 3.5 N/A 2091308.00 1758590.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EXF2 2053-10-01 4 N/A 1063580.00 927287.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133L7QX8 2032-01-01 2 N/A 4400000.00 1176507.72 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375 N/A 5805900.00 5833123.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.25 N/A 202300.00 201454.25 U.S. Treasuries (including strips) FREDDIE MAC GOLD N/A 31335BC20 2046-12-01 3 N/A 1920000.00 472616.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425UMV4 2054-11-01 5.5 N/A 2507964.00 2515106.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVWF7 2054-12-01 5 N/A 2903116.00 2845373.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C3EZ5 2053-05-01 6.5 N/A 2140416.00 1728648.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618A5BJ1 2042-07-20 4 N/A 372510.00 320858.24 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GP2 2053-02-15 0 N/A 54436800.00 15325537.87 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUJB3 2054-04-01 6.5 N/A 2962316.00 2725117.46 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Moody's NR Fitch NR 2025-03-03 2025-03-03 2025-03-03 N N N 0.0437 50000000.00 50000000.00 0.0003 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.37000040 3130B3MY6 2549001DPIFGXC1TOL40 US3130B3MY65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Agency Fitch AA+ 2025-03-03 2025-04-17 2025-04-17 N N N 0.0431 350003206.00 350003206.00 0.0020 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.36500000 3130B4GT2 2549001DPIFGXC1TOL40 US3130B4GT28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Agency Fitch AA+ 2025-03-03 2025-07-09 2025-07-09 N N N 0.0450 448793016.67 448793016.67 0.0026 N N N N U.S. Treasury Notes U.S. Treasury Notes 4.38996240 91282CKM2 254900HROIFWPRGM1V77 US91282CKM28 U.S. Treasury Debt Y Moody's Govt Fitch AA+ Standard & Poor's AA+ 2025-03-03 2026-04-30 2026-04-30 N N N 0.0429 3295222211.88 3295222211.88 0.0189 N Y Y N ING Financial Markets LLC ING Financial Markets LLC 4.37000000 N/A KBVRJ5K57JZ3E2AVWX40 BYDFCM0A4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 05.500 CLCB6838 N/A 3140QSS44 2053-08-01 5.5 N/A 103333385.00 97275755.13 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4098 N/A 3140QPRU3 2052-07-01 4.5 N/A 135035863.00 108724245.17 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Moody's P-1 Fitch F1+ 2025-03-03 2025-03-03 2025-03-03 N N N 0.0437 200000000.00 200000000.00 0.0012 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 4.36000000 N/A 7TK5RJIZDFROZCA6XF66 BYDFCLK30 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 N/A 138568900.00 137794289.18 U.S. Treasuries (including strips) 0 3/4 NOTE Z 26 N/A 91282CCF6 2026-05-31 0.75 N/A 50599000.00 48605014.65 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 N/A 19042100.00 16044778.36 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 N/A 32901100.00 29979661.30 U.S. Treasuries (including strips) 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 N/A 12459600.00 12452110.82 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 N/A 91282CJP7 2026-12-15 4.375 N/A 7000.00 7095.06 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 N/A 94535000.00 96584753.81 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 N/A 13330800.00 13070982.71 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 N/A 2329000.00 2396193.77 U.S. Treasuries (including strips) 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 N/A 65300.00 65162.22 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Moody's P-1 Fitch NR 2025-03-07 2025-03-07 2025-03-07 N N N 0.0436 350000000.00 350000000.00 0.0020 N N Y N BNP Paribas SA BNP Paribas SA 4.48000000 N/A R0MUWSFPU8MPRO8K5P83 BYD0XXGU9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/8 TRIN AE 26 N/A 91282CDC2 2026-10-15 0.125 N/A 2355500.00 2686085.51 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 N/A 14597600.00 14867079.36 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 N/A 91282CCW9 2026-08-31 0.75 N/A 100.00 95.12 U.S. Treasuries (including strips) 2 3/4 TPRN 47 N/A 912803EZ2 2047-08-15 0 N/A 9190300.00 3215924.92 U.S. Treasuries (including strips) BILL 08/21/25 N/A 912797PP6 2025-08-21 0 N/A 3695700.00 3621083.82 U.S. Treasuries (including strips) 2 3/4 TPRN 42 N/A 912803DZ3 2042-11-15 0 N/A 3570000.00 1581070.89 U.S. Treasuries (including strips) 1 1/8 TPRN 40 N/A 912803FS7 2040-08-15 0 N/A 2100100.00 1047756.69 U.S. Treasuries (including strips) 1 5/8 TPRN 50 N/A 912803FT5 2050-11-15 0 N/A 17290400.00 5246495.23 U.S. Treasuries (including strips) TRFR AX 01/31/26 N/A 91282CJU6 2026-01-31 4.484960661 N/A 63582300.00 63913512.15 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 N/A 180000.00 185414.85 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.5 N/A 5174400.00 4572755.30 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 N/A 264500.00 266287.03 U.S. Treasuries (including strips) 2 1/8 TRIN X 29 N/A 91282CKL4 2029-04-15 2.125 N/A 31564700.00 33171622.30 U.S. Treasuries (including strips) 1 3/8 TPRN 50 N/A 912803FR9 2050-08-15 0 N/A 5130700.00 1575289.08 U.S. Treasuries (including strips) 0 1/8 TRIN A 31 N/A 91282CBF7 2031-01-15 0.125 N/A 282000300.00 312217687.72 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 N/A 100000000.00 100957403.30 U.S. Treasuries (including strips) 3 TPRN 45 N/A 912803EN9 2045-05-15 0 N/A 4372900.00 1713144.80 U.S. Treasuries (including strips) 1 5/8 TRIN AE 29 N/A 91282CLV1 2029-10-15 1.625 N/A 447310700.00 454081929.19 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 N/A 91282CMK4 2032-01-31 4.375 N/A 579000.00 587114.09 U.S. Treasuries (including strips) 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 N/A 1605500.00 1626485.35 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 N/A 152570600.00 159028947.22 U.S. Treasuries (including strips) 4 3/8 TPRN 39 N/A 912803DJ9 2039-11-15 0 N/A 15986800.00 8351728.14 U.S. Treasuries (including strips) 0 1/2 TRIN A 28 N/A 9128283R9 2028-01-15 0.5 N/A 39681100.00 49514783.61 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 N/A 900.00 830.94 U.S. Treasuries (including strips) 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 N/A 4045900.00 4123827.72 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 N/A 1643500.00 1650435.57 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 N/A 800.00 663.43 U.S. Treasuries (including strips) 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 N/A 73600.00 69051.62 U.S. Treasuries (including strips) 4 BOND 42 N/A 912810TM0 2042-11-15 4 N/A 17326000.00 16335996.00 U.S. Treasuries (including strips) 3 1/8 TPRN 43 N/A 912803EA7 2043-02-15 0 N/A 105280900.00 46065341.95 U.S. Treasuries (including strips) 3 3/8 TPRN 48 N/A 912803FF5 2048-11-15 0 N/A 100.00 32.95 U.S. Treasuries (including strips) 4 5/8 TPRN 40 N/A 912803DK6 2040-02-15 0 N/A 200.00 103.18 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875 N/A 4746300.00 4791665.24 U.S. Treasuries (including strips) 0 1/8 TRIN X 26 N/A 91282CCA7 2026-04-15 0.125 N/A 141546000.00 168521261.65 U.S. Treasuries (including strips) 2 1/2 TPRN 45 N/A 912803EL3 2045-02-15 0 N/A 15576900.00 6167611.25 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 N/A 91282CET4 2027-05-31 2.625 N/A 50115000.00 48876276.72 U.S. Treasuries (including strips) 1 3/8 TRIN D 33 N/A 91282CHP9 2033-07-15 1.375 N/A 19044800.00 19149022.08 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 N/A 912828Z37 2030-01-15 0.125 N/A 995100.00 1136954.74 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 N/A 34609300.00 35041113.18 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 N/A 9128282A7 2026-08-15 1.5 N/A 1326600.00 1278402.86 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 N/A 91282CCM1 2031-07-15 0.125 N/A 22999200.00 24577587.43 U.S. Treasuries (including strips) 2 3/4 TPRN 42 N/A 912803DY6 2042-08-15 0 N/A 900.00 404.63 U.S. Treasuries (including strips) 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 N/A 9449000.00 8038948.08 U.S. Treasuries (including strips) 4 3/8 TPRN 40 N/A 912803DM2 2040-05-15 0 N/A 3034000.00 1546372.15 U.S. Treasuries (including strips) 2 7/8 TPRN 45 N/A 912803EP4 2045-08-15 0 N/A 48230700.00 18686695.33 U.S. Treasuries (including strips) 0 7/8 TRIN A 29 N/A 9128285W6 2029-01-15 0.875 N/A 133094000.00 162508398.51 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 N/A 36621900.00 31383558.47 U.S. Treasuries (including strips) TINT 02/15/40 N/A 912834FB9 2040-02-15 0 N/A 1471.92 730.01 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 N/A 912828Y38 2028-07-15 0.75 N/A 2344700.00 2892439.35 U.S. Treasuries (including strips) 3 TPRN 45 N/A 912803EQ2 2045-11-15 0 N/A 27900.00 10679.79 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 N/A 9297100.00 9115899.52 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2025-03-03 2025-03-07 2025-05-01 Y BNP PARIBAS SA 1.0000 7 N Moody's A1 Standard & Poor's A+ Fitch A+ N N 0.0448 1800000000.00 1800000000.00 0.0103 N N Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797NV5 254900HROIFWPRGM1V77 US912797NV50 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's Govt 2025-06-20 2025-06-20 2025-06-20 N N N 0.0419 2902741535.87 2902741535.87 0.0166 N Y Y N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 4.36000000 N/A L3I9ZG2KFGXZ61BMYR72 BYDFCLZ59 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.25 N/A 50659700.00 37740070.34 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3 N/A 25031200.00 19868281.13 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 1000.00 989.16 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 N/A 134300.00 122946.76 U.S. Treasuries (including strips) BILL 08/21/25 N/A 912797PP6 2025-08-21 0 N/A 100.00 97.98 U.S. Treasuries (including strips) 0 3/8 TRIN D 25 N/A 912828XL9 2025-07-15 0.375 N/A 5800.00 7753.59 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 N/A 100.00 100.96 U.S. Treasuries (including strips) 4 BOND 42 N/A 912810TM0 2042-11-15 4 N/A 31829900.00 30011146.20 U.S. Treasuries (including strips) 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 N/A 200.00 187.64 U.S. Treasuries (including strips) 3 BOND 49 N/A 912810SF6 2049-02-15 3 N/A 400.00 303.69 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch F1+ Moody's P-1 2025-03-03 2025-03-03 2025-03-03 N N N 0.0436 86000000.00 86000000.00 0.0005 N Y Y N BlackRock Liquidity Funds 2025-03-06 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer