| US TREASURY N/B |
25,670,000 |
23,140,000 |
-2,530,000 |
4.89% |
-$2.45M |
| US TREASURY N/B |
30,000,000 |
20,000,000 |
-10,000,000 |
4.14% |
-$10.06M |
| FHMS K061 A2 |
12,890,799 |
12,807,703 |
-83,095 |
2.63% |
-$33.49K |
| FHMS K739 A2 |
5,982,818 |
5,963,448 |
-19,370 |
1.19% |
$24.03K |
| Fidelity Cash Central Fund |
9,911,936 |
5,641,542 |
-4,270,394 |
1.16% |
-$4.27M |
| US TREASURY N/B |
5,600,000 |
2,980,000 |
-2,620,000 |
0.61% |
-$2.55M |
| FEDERAL HOME LOAN MORTGAGE CORP |
2,297,497 |
2,296,742 |
-755 |
0.47% |
-$3.00K |
| FHMS K056 A2 |
1,766,744 |
1,642,071 |
-124,673 |
0.34% |
-$118.55K |
| FHMS K057 A2 |
1,830,999 |
1,623,363 |
-207,636 |
0.33% |
-$200.76K |
| Federal Home Loan Mortgage Corporation |
1,404,775 |
1,310,169 |
-94,606 |
0.27% |
-$86.86K |
| Federal Home Loan Mortgage Corporation |
1,258,975 |
1,181,196 |
-77,779 |
0.25% |
-$69.43K |
| FEDERAL NAT MTG ASN GTD REM PA 2.55% 09/25/2046 |
1,201,062 |
1,155,068 |
-45,994 |
0.22% |
-$31.99K |
| FHLG 20YR 2.5% 11/01/2041#SC0210 |
1,164,320 |
1,136,806 |
-27,515 |
0.22% |
-$7.94K |
| FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 |
1,099,114 |
1,064,478 |
-34,636 |
0.20% |
-$20.96K |
| FNMA 20YR 3% 10/01/2040#FM7397 |
1,054,958 |
1,012,859 |
-42,099 |
0.20% |
-$22.38K |
| Federal Home Loan Mortgage Corporation |
1,017,935 |
923,254 |
-94,680 |
0.19% |
-$91.62K |
| Freddie Mac Multifamily Structured Pass Through Certificates 2.28 |
885,297 |
870,290 |
-15,007 |
0.18% |
-$11.13K |
| FHMS K735 A2 |
843,371 |
798,782 |
-44,589 |
0.16% |
-$42.33K |
| FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055 |
811,511 |
681,665 |
-129,845 |
0.14% |
-$127.92K |
| FNMA, Series 2023-54, Class FD |
729,023 |
671,411 |
-57,612 |
0.14% |
-$56.75K |
| FEDERAL HOME LN MTG MLT CTF GT 3.5% 09/25/2051 |
597,120 |
573,491 |
-23,629 |
0.12% |
-$20.74K |
| FNMA 30YR 6% 07/01/2053#FS5067 |
525,769 |
507,161 |
-18,609 |
0.11% |
-$16.94K |
| FNMA GTD MTG PASS THRU CTF SOFR30A+120 06/25/2054 |
593,475 |
516,144 |
-77,332 |
0.11% |
-$75.78K |
| FHMS K063 A2 |
500,000 |
497,760 |
-2,240 |
0.10% |
-$1.55K |
| FEDERAL NAT MTG ASN GTD REM PA 3% 05/25/2044 |
528,616 |
505,107 |
-23,509 |
0.10% |
-$17.97K |
| FHMS K055 A2 |
2,056,067 |
486,922 |
-1,569,145 |
0.10% |
-$1.56M |
| FNMA 30YR 2.5% 12/01/2051#CB2320 |
545,666 |
538,042 |
-7,624 |
0.10% |
$1.07K |
| FHMS K059 A2 |
497,823 |
471,509 |
-26,314 |
0.10% |
-$25.17K |
| Freddie Mac REMICS |
503,294 |
462,595 |
-40,699 |
0.10% |
-$39.10K |
| G2 MA7135 |
550,792 |
540,065 |
-10,727 |
0.09% |
-$1.53K |
| Federal Home Loan Mortgage Corporation |
519,037 |
504,914 |
-14,123 |
0.09% |
-$7.22K |
| Federal Home Loan Mortgage Corporation |
499,554 |
444,170 |
-55,385 |
0.09% |
-$53.80K |
| Federal Home Loan Mortgage Corporation |
455,695 |
435,901 |
-19,795 |
0.09% |
-$16.91K |
| FNMA GTD MTG PASS THRU CTF 2025-7 DF SOFR30A+140 09/25/2054 |
484,338 |
428,812 |
-55,526 |
0.09% |
-$53.67K |
| FHLG 20YR 2.5% 05/01/2041#SC0237 |
467,143 |
449,341 |
-17,802 |
0.09% |
-$8.76K |
| FNMA 30YR 6% 06/01/2055#CC0577 |
388,222 |
378,804 |
-9,418 |
0.08% |
-$8.27K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION |
453,156 |
444,808 |
-8,348 |
0.08% |
$701 |
| FNMA GTD MTG PASS THRU CTF SOFR30A+140 02/25/2055 |
460,928 |
370,608 |
-90,320 |
0.08% |
-$89.46K |
| FNMA 20YR 3% 09/01/2041#FM9587 |
376,530 |
370,435 |
-6,095 |
0.07% |
$651 |
| FEDERAL HOME LN MTG MLT CTF GT 1.5% 06/25/2051 |
417,163 |
403,240 |
-13,922 |
0.07% |
-$2.20K |
| FREDDIE MAC POOL |
351,610 |
327,808 |
-23,802 |
0.07% |
-$22.99K |
| Federal Home Loan Mortgage Corporation |
364,495 |
355,689 |
-8,806 |
0.07% |
-$3.82K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION |
385,424 |
376,875 |
-8,549 |
0.07% |
-$919 |
| FHLM 30YR 6.5% 01/01/2055#RJ3308 |
338,869 |
309,156 |
-29,713 |
0.07% |
-$29.41K |
| FEDERAL HOME LN MTG MLT CTF GT 3.75% 08/25/2044 |
344,160 |
327,167 |
-16,994 |
0.07% |
-$15.11K |
| FNMA 30YR 6% 06/01/2053#CB6538 |
300,222 |
282,979 |
-17,243 |
0.06% |
-$16.49K |
| GOVERNMENT NATIONAL MORTGAGE CORPORATION |
340,788 |
333,974 |
-6,814 |
0.06% |
$56 |
| FNMA GTD MTG PASS THRU CTF SOFR30A+ 09/25/2054 |
326,767 |
290,177 |
-36,590 |
0.06% |
-$35.51K |
| FNMA GTD MTG PASS THRU CTF SOFR30A+115 02/25/2055 |
303,361 |
287,522 |
-15,839 |
0.06% |
-$13.95K |
| RFR USD SOFR/3.67800 12/29/25-7Y LCH |
12,980,000 |
8,660,000 |
-4,320,000 |
0.06% |
-$156.56K |
| FNMA 20YR 2% 11/01/2041#CB2110 |
327,768 |
318,814 |
-8,954 |
0.06% |
-$3.18K |
| FHLG 30YR 6.5% 10/01/2053#RJ0002 |
287,642 |
266,872 |
-20,770 |
0.06% |
-$20.16K |
| FHLG 30YR 6.5% 10/01/2053#RJ0001 |
289,772 |
263,939 |
-25,833 |
0.06% |
-$25.45K |
| FHR 5220 PK |
296,506 |
286,497 |
-10,009 |
0.06% |
-$6.21K |
| FNMA 30YR 6% 06/01/2053#CB6539 |
235,430 |
229,412 |
-6,018 |
0.05% |
-$5.31K |
| Federal Home Loan Mortgage Corporation |
248,162 |
218,464 |
-29,698 |
0.05% |
-$28.34K |
| FHLG 30YR 5.5% 09/01/2052#SD1579 |
213,831 |
209,896 |
-3,935 |
0.04% |
-$2.66K |
| Federal Home Loan Mortgage Corporation |
226,638 |
217,660 |
-8,978 |
0.04% |
-$5.80K |
| FHLG 20YR 2.5% 02/01/2042#SC0248 |
217,884 |
212,482 |
-5,403 |
0.04% |
-$1.22K |
| FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048 |
201,249 |
194,915 |
-6,334 |
0.04% |
-$3.30K |
| FNMA 30YR 6.5% 01/01/2055#CB9828 |
178,331 |
170,185 |
-8,146 |
0.04% |
-$7.82K |
| Freddie Mac Gold Pool |
183,077 |
171,042 |
-12,035 |
0.04% |
-$10.85K |
| G2 MB0092 |
179,546 |
165,172 |
-14,373 |
0.03% |
-$13.89K |
| FNMA 30YR 6% 11/01/2053#FS6498 |
160,180 |
152,025 |
-8,156 |
0.03% |
-$7.77K |
| FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048 |
142,286 |
137,894 |
-4,392 |
0.03% |
-$2.25K |
| FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050 |
142,718 |
139,721 |
-2,996 |
0.03% |
-$1.03K |
| FNMA 30YR 5% 11/01/2052#FS3295 |
121,080 |
118,334 |
-2,745 |
0.02% |
-$1.79K |
| FNMA 30YR 6.5% 03/01/2054#CB8113 |
119,101 |
103,602 |
-15,499 |
0.02% |
-$15.59K |
| FNMA 15YR 3% 09/01/2035#FS0112 |
116,955 |
108,181 |
-8,775 |
0.02% |
-$8.18K |
| Federal Home Loan Mortgage Corporation |
121,009 |
117,699 |
-3,310 |
0.02% |
-$1.29K |
| Federal Home Loan Mortgage Corporation |
106,918 |
104,106 |
-2,812 |
0.02% |
-$1.25K |
| G2 MA7935 |
115,891 |
113,656 |
-2,235 |
0.02% |
-$303 |
| FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049 |
108,060 |
105,635 |
-2,426 |
0.02% |
-$680 |
| FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048 |
108,989 |
107,457 |
-1,532 |
0.02% |
$1.37K |
| FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049 |
103,436 |
101,428 |
-2,007 |
0.02% |
-$386 |
| Federal Home Loan Mortgage Corporation |
102,105 |
99,406 |
-2,699 |
0.02% |
-$1.18K |
| FNMA 30YR 5.5% 06/01/2053#CB6642 |
90,897 |
88,367 |
-2,530 |
0.02% |
-$2.08K |
| FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048 |
102,557 |
101,115 |
-1,442 |
0.02% |
$1.29K |
| FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048 |
89,853 |
88,820 |
-1,034 |
0.02% |
$430 |
| G2 MA6864 |
94,685 |
92,936 |
-1,749 |
0.02% |
-$156 |
| Federal Home Loan Mortgage Corporation |
81,091 |
78,945 |
-2,147 |
0.02% |
-$974 |
| Federal Home Loan Mortgage Corporation |
81,762 |
79,683 |
-2,079 |
0.01% |
-$746 |
| FN BM5109 |
73,546 |
68,710 |
-4,837 |
0.01% |
-$4.47K |
| FNMA 15YR 3% 07/01/2034#FM8940 |
53,920 |
49,268 |
-4,652 |
0.01% |
-$4.40K |
| ZSCALER INC |
6,720,000 |
2,720,000 |
-4,000,000 |
0.01% |
-$83.59K |
| FR SD8106 |
51,526 |
50,771 |
-755 |
0.01% |
$173 |
| FNMA 15YR 3% 02/01/2031#FS1234 |
46,477 |
41,895 |
-4,582 |
0.01% |
-$4.37K |
| FHLM 30YR 6% 09/01/2053#RA9856 |
40,860 |
38,648 |
-2,213 |
0.01% |
-$2.09K |
| FNMA 30YR 6% 03/01/2054#CB8112 |
42,965 |
38,839 |
-4,126 |
0.01% |
-$4.17K |
| FNMA 15YR 2% 02/01/2028#FS3865 |
44,980 |
37,791 |
-7,189 |
0.01% |
-$6.95K |
| FNMA 20YR 2.5% 05/01/2042#RB0710 |
36,512 |
35,457 |
-1,054 |
0.01% |
-$363 |
| FNMA 15YR 3% 11/01/2034#FS1799 |
26,989 |
24,606 |
-2,383 |
0.01% |
-$2.25K |
| FNMA 15YR 3% 02/01/2035# |
18,561 |
17,067 |
-1,493 |
0.00% |
-$1.40K |
| FNMA 20YR 2.5% 05/01/2042#RB0806 |
17,301 |
17,065 |
-236 |
0.00% |
$45 |
| FHLG 15YR 3% 12/01/2030#ZS8591 |
14,244 |
13,194 |
-1,050 |
0.00% |
-$978 |
| FHLG 15YR 3% 02/01/2033#SB0621 |
13,067 |
11,953 |
-1,114 |
0.00% |
-$1.05K |
| SWP: IFS 3.185000 15-NOV-2027 UKR |
-45,038,000 |
-56,011,000 |
-10,973,000 |
-0.03% |
-$332.82K |