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HOME LOAN BANKS 3.735000% 3130B9LD0 2549001DPIFGXC1TOL40 US3130B9LD08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-02 2028-03-02 N N N 0.0374 223132173.25 223132173.25 0.0025 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.500000% 3130B9PD6 2549001DPIFGXC1TOL40 US3130B9PD61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-19 2027-03-19 2027-03-19 N N N 0.0411 148951041.18 148951041.18 0.0017 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.810000% 3130B9UF5 2549001DPIFGXC1TOL40 US3130B9UF54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-09 2027-04-09 2027-04-09 N N N 0.0419 146970209.61 146970209.61 0.0017 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.730000% 3130B9UK4 2549001DPIFGXC1TOL40 US3130B9UK40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-10 2026-09-10 2026-09-10 N N N 0.0388 244822347.11 244822347.11 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.830000% 3130B9UN8 2549001DPIFGXC1TOL40 US3130B9UN88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-09 2027-04-09 2027-04-09 N N N 0.0434 148120248.44 148120248.44 0.0017 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.730000% 3130B9W48 2549001DPIFGXC1TOL40 US3130B9W489 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-17 2028-03-17 N N N 0.0374 123917944.44 123917944.44 0.0014 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.735000% 3130BA3X3 2549001DPIFGXC1TOL40 US3130BA3X38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-30 2028-03-30 N N N 0.0374 489878745.14 489878745.14 0.0055 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.735000% 3130BA7D3 2549001DPIFGXC1TOL40 US3130BA7D38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-04-06 2028-04-06 N N N 0.0374 241739498.61 241739498.61 0.0027 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.700000% 3130BAGB7 2549001DPIFGXC1TOL40 US3130BAGB78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-21 2027-05-21 2027-05-21 N N N 0.0399 147619965.60 147619965.60 0.0017 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.920000% 3130BAHW0 2549001DPIFGXC1TOL40 US3130BAHW07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-26 2027-05-26 2027-05-26 N N N 0.0420 244188758.88 244188758.88 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.930000% 3130BAJU2 2549001DPIFGXC1TOL40 US3130BAJU23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-28 2027-05-28 2027-05-28 N N N 0.0433 118373467.61 118373467.61 0.0013 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.000000% 3130BALQ8 2549001DPIFGXC1TOL40 US3130BALQ82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-01 2027-06-01 2027-06-01 N N N 0.0414 232099025.73 232099025.73 0.0026 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.000000% 3130BAMP9 2549001DPIFGXC1TOL40 US3130BAMP90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-04 2027-06-04 2027-06-04 N N N 0.0421 136330179.48 136330179.48 0.0015 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.000000% 3130BAQY6 2549001DPIFGXC1TOL40 US3130BAQY61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-11 2027-06-11 2027-06-11 N N N 0.0418 148144060.46 148144060.46 0.0017 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.735000% 3130BARS8 2549001DPIFGXC1TOL40 US3130BARS84 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-05-18 2028-05-18 N N N 0.0374 206416741.11 206416741.11 0.0023 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.980000% 3130BARW9 2549001DPIFGXC1TOL40 US3130BARW96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-10 2027-06-10 2027-06-10 N N N 0.0415 147865377.02 147865377.02 0.0017 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.045000% 3130BATL1 2549001DPIFGXC1TOL40 US3130BATL14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-17 2027-06-17 2027-06-17 N N N 0.0436 195202157.99 195202157.99 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.887000% 3130BAUE5 2549001DPIFGXC1TOL40 US3130BAUE51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-23 2027-02-23 2027-02-23 N N N 0.0410 244575588.32 244575588.32 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.740000% 3130BAVS3 2549001DPIFGXC1TOL40 US3130BAVS39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-05-24 2028-05-24 N N N 0.0375 74205944.16 74205944.16 0.0008 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.720000% 3130BB5N1 2549001DPIFGXC1TOL40 US3130BB5N10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-06-15 2028-06-15 N N N 0.0373 146924288.45 146924288.45 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312DT4 254900C5LP6DN9OP9V83 US313312DT46 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0382 12039476.94 12039476.94 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312FE5 254900C5LP6DN9OP9V83 US313312FE58 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-05-05 2027-05-05 2027-05-05 N N N 0.0384 54930309.86 54930309.86 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312FL9 254900C5LP6DN9OP9V83 US313312FL91 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-05-11 2027-05-11 2027-05-11 N N N 0.0384 18845653.13 18845653.13 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313H92 254900C5LP6DN9OP9V83 US313313H928 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-02 2026-10-02 2026-10-02 N N N 0.0370 186678880.77 186678880.77 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313V39 254900C5LP6DN9OP9V83 US313313V390 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0378 42660691.86 42660691.86 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313ZW1 254900C5LP6DN9OP9V83 US313313ZW10 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-27 2026-07-27 2026-07-27 N N N 0.0360 33708740.00 33708740.00 0.0004 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384AU3 2549001DPIFGXC1TOL40 US313384AU31 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-19 2027-01-19 2027-01-19 N N N 0.0380 242007883.87 242007883.87 0.0027 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385B88 2549001DPIFGXC1TOL40 US313385B887 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-14 2026-08-14 2026-08-14 N N N 0.0365 246768956.25 246768956.25 0.0028 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385C53 2549001DPIFGXC1TOL40 US313385C539 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-19 2026-08-19 2026-08-19 N N N 0.0365 26763632.06 26763632.06 0.0003 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385C61 2549001DPIFGXC1TOL40 US313385C612 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-20 2026-08-20 2026-08-20 N N N 0.0365 98488087.83 98488087.83 0.0011 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385D94 2549001DPIFGXC1TOL40 US313385D941 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0365 246341673.33 246341673.33 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385F84 2549001DPIFGXC1TOL40 US313385F847 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0368 245852187.92 245852187.92 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385G34 2549001DPIFGXC1TOL40 US313385G340 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-18 2026-09-18 2026-09-18 N N N 0.0368 196779732.67 196779732.67 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385H25 2549001DPIFGXC1TOL40 US313385H256 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-25 2026-09-25 2026-09-25 N N N 0.0368 48564818.75 48564818.75 0.0005 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385H82 2549001DPIFGXC1TOL40 US313385H827 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0370 245431445.83 245431445.83 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385H90 2549001DPIFGXC1TOL40 US313385H900 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-02 2026-10-02 2026-10-02 N N N 0.0370 147461460.72 147461460.72 0.0017 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385J72 2549001DPIFGXC1TOL40 US313385J724 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-08 2026-10-08 2026-10-08 N N N 0.0370 97685583.11 97685583.11 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385J80 2549001DPIFGXC1TOL40 US313385J807 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-09 2026-10-09 2026-10-09 N N N 0.0370 147849144.34 147849144.34 0.0017 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385K62 2549001DPIFGXC1TOL40 US313385K623 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0370 147559214.78 147559214.78 0.0017 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385T55 2549001DPIFGXC1TOL40 US313385T558 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-17 2026-12-17 2026-12-17 N N N 0.0378 242989751.11 242989751.11 0.0027 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385U46 2549001DPIFGXC1TOL40 US313385U465 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-24 2026-12-24 2026-12-24 N N N 0.0378 98143958.00 98143958.00 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385ZB5 2549001DPIFGXC1TOL40 US313385ZB59 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-08 2026-07-08 2026-07-08 N N N 0.0360 173461120.00 173461120.00 0.0020 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385ZC3 2549001DPIFGXC1TOL40 US313385ZC33 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-09 2026-07-09 2026-07-09 N N N 0.0360 246078330.00 246078330.00 0.0028 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385ZD1 2549001DPIFGXC1TOL40 US313385ZD16 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-10 2026-07-10 2026-07-10 N N N 0.0360 247752000.00 247752000.00 0.0028 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385ZJ8 2549001DPIFGXC1TOL40 US313385ZJ85 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-15 2026-07-15 2026-07-15 N N N 0.0360 222965050.00 222965050.00 0.0025 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385ZL3 2549001DPIFGXC1TOL40 US313385ZL32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-17 2026-07-17 2026-07-17 N N N 0.0360 148547040.00 148547040.00 0.0017 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385ZR0 2549001DPIFGXC1TOL40 US313385ZR02 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-22 2026-07-22 2026-07-22 N N N 0.0360 247454400.00 247454400.00 0.0028 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385ZT6 2549001DPIFGXC1TOL40 US313385ZT67 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-24 2026-07-24 2026-07-24 N N N 0.0360 123702400.00 123702400.00 0.0014 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.150000% 3133ENB66 254900C5LP6DN9OP9V83 US3133ENB665 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-20 2026-07-20 2026-07-20 N N N 0.0381 18892879.61 18892879.61 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.375000% 3133EPPE9 254900C5LP6DN9OP9V83 US3133EPPE97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-06 2026-07-06 2026-07-06 N N N 0.0381 44330968.20 44330968.20 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.625000% 3133EPQC2 254900C5LP6DN9OP9V83 US3133EPQC23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-17 2026-07-17 2026-07-17 N N N 0.0381 38734595.49 38734595.49 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.000000% 3133EPZY4 254900C5LP6DN9OP9V83 US3133EPZY42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-30 2026-07-30 2026-07-30 N N N 0.0381 23707085.75 23707085.75 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000% 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-03 2027-02-03 N N N 0.0369 196187841.03 196187841.03 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000% 3133ER3G4 254900C5LP6DN9OP9V83 US3133ER3G49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-10 2027-02-10 N N N 0.0372 24903999.19 24903999.19 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000% 3133ER4C2 254900C5LP6DN9OP9V83 US3133ER4C26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-18 2027-02-18 N N N 0.0372 77503144.95 77503144.95 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000% 3133ER4E8 254900C5LP6DN9OP9V83 US3133ER4E81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-12 2027-02-12 N N N 0.0369 87203330.17 87203330.17 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000% 3133ER4W8 254900C5LP6DN9OP9V83 US3133ER4W89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-25 2027-01-25 N N N 0.0370 169616295.17 169616295.17 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000% 3133ER6L0 254900C5LP6DN9OP9V83 US3133ER6L07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-03-11 2027-03-11 N N N 0.0372 43700423.89 43700423.89 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000% 3133ER6W6 254900C5LP6DN9OP9V83 US3133ER6W61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-03-10 2027-03-10 N N N 0.0369 174283009.92 174283009.92 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000% 3133ERB83 254900C5LP6DN9OP9V83 US3133ERB831 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-18 2026-11-18 N N N 0.0366 72630532.66 72630532.66 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133ERKS9 254900C5LP6DN9OP9V83 US3133ERKS94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-10 2026-07-10 N N N 0.0366 48901043.53 48901043.53 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.500000% 3133ERML2 254900C5LP6DN9OP9V83 US3133ERML24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-24 2026-07-24 2026-07-24 N N N 0.0381 39815565.38 39815565.38 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000% 3133ERP21 254900C5LP6DN9OP9V83 US3133ERP211 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-23 2026-12-23 N N N 0.0369 19007540.91 19007540.91 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000% 3133ERQ95 254900C5LP6DN9OP9V83 US3133ERQ953 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-02 2026-11-02 N N N 0.0371 144127208.96 144127208.96 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000% 3133ERR86 254900C5LP6DN9OP9V83 US3133ERR860 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-06 2026-10-06 N N N 0.0371 40005872.80 40005872.80 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000% 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-08 2027-01-08 N N N 0.0360 40035836.00 40035836.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000% 3133ERRM5 254900C5LP6DN9OP9V83 US3133ERRM51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-03 2026-09-03 N N N 0.0370 17402373.19 17402373.19 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000% 3133ERV99 254900C5LP6DN9OP9V83 US3133ERV995 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-21 2027-01-21 N N N 0.0375 58200603.54 58200603.54 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000% 3133ERVE8 254900C5LP6DN9OP9V83 US3133ERVE89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-26 2026-08-26 N N N 0.0370 200023508.00 200023508.00 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.500000% 3133ERVU2 254900C5LP6DN9OP9V83 US3133ERVU22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-02 2026-10-02 2026-10-02 N N N 0.0379 3296613.01 3296613.01 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.500000% 3133ET5B9 254900C5LP6DN9OP9V83 US3133ET5B97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-22 2026-12-22 2026-12-22 N N N 0.0401 48168941.81 48168941.81 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.670000% 3133ET6W2 254900C5LP6DN9OP9V83 US3133ET6W26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-07-12 2027-07-12 N N N 0.0368 84607403.35 84607403.35 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.820000% 3133ETA23 254900C5LP6DN9OP9V83 US3133ETA235 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-09-29 2027-09-29 N N N 0.0381 63007615.44 63007615.44 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000% 3133ETBC0 254900C5LP6DN9OP9V83 US3133ETBC00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-04-01 2027-04-01 N N N 0.0371 145202157.68 145202157.68 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.665000% 3133ETBN6 254900C5LP6DN9OP9V83 US3133ETBN64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-02 2026-10-02 N N N 0.0365 116107941.24 116107941.24 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000% 3133ETBP1 254900C5LP6DN9OP9V83 US3133ETBP13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-04-01 2027-04-01 N N N 0.0368 280750492.31 280750492.31 0.0032 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000% 3133ETDD6 254900C5LP6DN9OP9V83 US3133ETDD64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-04-16 2027-04-16 N N N 0.0376 96801225.49 96801225.49 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000% 3133ETEG8 254900C5LP6DN9OP9V83 US3133ETEG86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-04-23 2027-04-23 N N N 0.0369 241953274.60 241953274.60 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133ETG92 254900C5LP6DN9OP9V83 US3133ETG927 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-15 2026-10-15 N N N 0.0367 69705273.50 69705273.50 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.935700% 3133ETHD2 254900C5LP6DN9OP9V83 US3133ETHD29 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-07 2027-05-19 2027-05-19 N N N 0.0398 62903947.60 62903947.60 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.685000% 3133ETMS3 254900C5LP6DN9OP9V83 US3133ETMS33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-27 2026-11-27 N N N 0.0366 115018519.60 115018519.60 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.650000% 3133ETN60 254900C5LP6DN9OP9V83 US3133ETN600 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-28 2026-07-28 N N N 0.0365 14500050.75 14500050.75 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000% 3133ETPK7 254900C5LP6DN9OP9V83 US3133ETPK79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-07-09 2027-07-09 N N N 0.0374 96759168.03 96759168.03 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000% 3133ETSR9 254900C5LP6DN9OP9V83 US3133ETSR95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-11 2026-08-11 N N N 0.0369 231697539.35 231697539.35 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000% 3133ETT56 254900C5LP6DN9OP9V83 US3133ETT565 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-11-12 2027-11-12 N N N 0.0374 96717815.04 96717815.04 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000% 3133ETU96 254900C5LP6DN9OP9V83 US3133ETU969 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-12 2026-11-12 N N N 0.0365 63509552.94 63509552.94 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000% 3133ETUK1 254900C5LP6DN9OP9V83 US3133ETUK15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-08-25 2027-08-25 N N N 0.0376 48355071.43 48355071.43 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133ETWY9 254900C5LP6DN9OP9V83 US3133ETWY90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-08 2026-09-08 N N N 0.0368 433863471.04 433863471.04 0.0049 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000% 3133ETX69 254900C5LP6DN9OP9V83 US3133ETX690 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-11-19 2027-11-19 N N N 0.0373 24106052.96 24106052.96 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000% 3133ETY27 254900C5LP6DN9OP9V83 US3133ETY276 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-24 2027-05-24 N N N 0.0371 120509483.35 120509483.35 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000% 3133ETYK7 254900C5LP6DN9OP9V83 US3133ETYK78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-07-19 2027-07-19 N N N 0.0371 144218121.65 144218121.65 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.810000% 3133ETZD2 254900C5LP6DN9OP9V83 US3133ETZD27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-09-23 2027-09-23 N N N 0.0374 144921962.14 144921962.14 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000% 3133EWAN0 254900C5LP6DN9OP9V83 US3133EWAN03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-21 2028-01-21 N N N 0.0373 20909294.65 20909294.65 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000% 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-17 2028-02-17 N N N 0.0370 21910656.32 21910656.32 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.665000% 3133EWDP2 254900C5LP6DN9OP9V83 US3133EWDP24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-17 2027-02-17 N N N 0.0367 160607927.22 160607927.22 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000% 3133EWHH6 254900C5LP6DN9OP9V83 US3133EWHH61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-17 2028-02-17 N N N 0.0374 123916956.95 123916956.95 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000% 3133EWKE9 254900C5LP6DN9OP9V83 US3133EWKE93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-28 2028-02-28 N N N 0.0374 148520980.08 148520980.08 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000% 3133EWKL3 254900C5LP6DN9OP9V83 US3133EWKL37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-04-06 2028-04-06 N N N 0.0373 113499102.22 113499102.22 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133EWNA4 254900C5LP6DN9OP9V83 US3133EWNA45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-04-24 2028-04-24 N N N 0.0373 146923913.85 146923913.85 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133EWNV8 254900C5LP6DN9OP9V83 US3133EWNV81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-07 2027-05-07 N N N 0.0369 146809295.38 146809295.38 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000% 3133EWPE4 254900C5LP6DN9OP9V83 US3133EWPE49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-05-08 2028-05-08 N N N 0.0372 122420776.18 122420776.18 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.680000% 3133EWPF1 254900C5LP6DN9OP9V83 US3133EWPF14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-09-13 2027-09-13 N N N 0.0369 63606738.42 63606738.42 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.685000% 3133EWPW4 254900C5LP6DN9OP9V83 US3133EWPW47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-19 2027-05-19 N N N 0.0368 97906448.67 97906448.67 0.0011 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.760000% 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-04 2026-09-04 N N N 0.0369 61009043.86 61009043.86 0.0007 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.760000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-23 2026-09-23 N N N 0.0370 130622831.49 130622831.49 0.0015 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.760000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-16 2026-10-16 N N N 0.0370 68615078.28 68615078.28 0.0008 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HB2E0 S6XOOCT0IEG5ABCC6L87 US3134HB2E05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N 0.0389 168560800.27 168560800.27 0.0019 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HB3N9 S6XOOCT0IEG5ABCC6L87 US3134HB3N94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0399 239976252.38 239976252.38 0.0027 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.715000% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-05 2027-05-05 N N N 0.0371 100319215.47 100319215.47 0.0011 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HB6V8 S6XOOCT0IEG5ABCC6L87 US3134HB6V83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-16 2026-12-16 2026-12-16 N N N 0.0404 240555157.40 240555157.40 0.0027 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.745000% 3134HBMJ7 S6XOOCT0IEG5ABCC6L87 US3134HBMJ71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-04-23 2027-04-23 N N N 0.0373 169344122.97 169344122.97 0.0019 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.735000% 3134HBPD7 S6XOOCT0IEG5ABCC6L87 US3134HBPD74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-05 2027-05-05 N N N 0.0369 120662733.71 120662733.71 0.0014 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.760000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-09-22 2027-09-22 N N N 0.0372 144905014.75 144905014.75 0.0016 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.760000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-10-06 2027-10-06 N N N 0.0370 143941591.23 143941591.23 0.0016 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.700000% 3134HBXW6 S6XOOCT0IEG5ABCC6L87 US3134HBXW63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-08 2027-01-08 N N N 0.0367 72568223.83 72568223.83 0.0008 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HCAE9 S6XOOCT0IEG5ABCC6L87 US3134HCAE95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-18 2026-12-18 2026-12-18 N N N 0.0377 240844096.46 240844096.46 0.0027 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HCAN9 S6XOOCT0IEG5ABCC6L87 US3134HCAN94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-18 2026-12-18 2026-12-18 N N N 0.0375 240873838.56 240873838.56 0.0027 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.550000% 3134HCLY3 S6XOOCT0IEG5ABCC6L87 US3134HCLY31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-22 2027-01-22 2027-01-22 N N N 0.0380 124376865.07 124376865.07 0.0014 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000% 3134HCQB8 S6XOOCT0IEG5ABCC6L87 US3134HCQB82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-16 2027-02-16 2027-02-16 N N N 0.0398 123647261.35 123647261.35 0.0014 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.655000% 3134HCQY8 S6XOOCT0IEG5ABCC6L87 US3134HCQY85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-19 2027-02-19 2027-02-19 N N N 0.0395 246338525.96 246338525.96 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000% 3134HCRH4 S6XOOCT0IEG5ABCC6L87 US3134HCRH44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-22 2027-02-22 2027-02-22 N N N 0.0389 148572835.97 148572835.97 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.655000% 3134HCTN9 S6XOOCT0IEG5ABCC6L87 US3134HCTN93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-05 2027-03-05 2027-03-05 N N N 0.0391 148540718.98 148540718.98 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.680000% 3134HCTQ2 S6XOOCT0IEG5ABCC6L87 US3134HCTQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-08 2027-03-08 2027-03-08 N N N 0.0399 148490211.79 148490211.79 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.660000% 3134HCTV1 S6XOOCT0IEG5ABCC6L87 US3134HCTV10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-05 2027-03-05 2027-03-05 N N N 0.0391 148547532.53 148547532.53 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.500000% 3134HCUQ0 S6XOOCT0IEG5ABCC6L87 US3134HCUQ06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-12 2027-03-12 2027-03-12 N N N 0.0407 248308942.75 248308942.75 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.680000% 3134HCUU1 S6XOOCT0IEG5ABCC6L87 US3134HCUU18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-12 2027-03-12 2027-03-12 N N N 0.0430 246841724.82 246841724.82 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.655000% 3134HCVJ5 S6XOOCT0IEG5ABCC6L87 US3134HCVJ53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-18 2027-03-18 2027-03-18 N N N 0.0399 123702480.60 123702480.60 0.0014 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.685000% 3134HCVQ9 S6XOOCT0IEG5ABCC6L87 US3134HCVQ96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-19 2027-03-19 2027-03-19 N N N 0.0404 148315317.56 148315317.56 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.710000% 3134HCWL9 S6XOOCT0IEG5ABCC6L87 US3134HCWL90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-29 2027-03-29 2027-03-29 N N N 0.0402 247344614.76 247344614.76 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.745000% 3134HCXE4 S6XOOCT0IEG5ABCC6L87 US3134HCXE49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-30 2027-03-30 2027-03-30 N N N 0.0391 198044317.93 198044317.93 0.0022 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.780000% 3134HCXQ7 S6XOOCT0IEG5ABCC6L87 US3134HCXQ78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-02 2027-04-02 2027-04-02 N N N 0.0400 244481749.98 244481749.98 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.070000% 3134HCZ28 S6XOOCT0IEG5ABCC6L87 US3134HCZ288 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-21 2027-06-21 2027-06-21 N N N 0.0417 122281461.72 122281461.72 0.0014 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.080000% 3134HCZ36 S6XOOCT0IEG5ABCC6L87 US3134HCZ361 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-22 2027-06-22 2027-06-22 N N N 0.0419 122263530.12 122263530.12 0.0014 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.740000% 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-29 2026-07-29 N N N 0.0368 42502164.53 42502164.53 0.0005 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.755000% 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-21 2026-08-21 N N N 0.0357 239165202.57 239165202.57 0.0027 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.760000% 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-11 2026-09-11 N N N 0.0369 113018841.62 113018841.62 0.0013 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.760000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-23 2026-10-23 N N N 0.0370 100622998.15 100622998.15 0.0011 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.760000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-20 2026-11-20 N N N 0.0367 140657076.59 140657076.59 0.0016 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.760000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-11 2026-12-11 N N N 0.0370 52918043.66 52918043.66 0.0006 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.700000% 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-07 2028-01-07 N N N 0.0373 59390706.27 59390706.27 0.0007 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.710000% 3135G1AE1 B1V7KEBTPIMZEU4LTD58 US3135G1AE14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-02 2028-02-02 N N N 0.0374 91983747.26 91983747.26 0.0010 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.705000% 3135G1AH4 B1V7KEBTPIMZEU4LTD58 US3135G1AH45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-04-06 2028-04-06 N N N 0.0372 93299417.82 93299417.82 0.0011 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.633000% 3136GCDP7 B1V7KEBTPIMZEU4LTD58 US3136GCDP72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-05 2027-02-05 2027-02-05 N N N 0.0403 148950608.14 148950608.14 0.0017 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.630000% 3136GCFZ3 B1V7KEBTPIMZEU4LTD58 US3136GCFZ37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-12 2027-02-12 2027-02-12 N N N 0.0388 148566317.04 148566317.04 0.0017 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.670000% 3136GCJM8 B1V7KEBTPIMZEU4LTD58 US3136GCJM87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-23 2027-02-23 2027-02-23 N N N 0.0424 148271743.63 148271743.63 0.0017 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.950000% 3136GD2N2 B1V7KEBTPIMZEU4LTD58 US3136GD2N23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-07 2027-05-07 2027-05-07 N N N 0.0420 146587011.92 146587011.92 0.0017 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.000000% 3136GD3A9 B1V7KEBTPIMZEU4LTD58 US3136GD3A92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-07 2027-05-07 2027-05-07 N N N 0.0421 246849711.21 246849711.21 0.0028 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.900000% 3136GD5Q2 B1V7KEBTPIMZEU4LTD58 US3136GD5Q27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-21 2027-05-21 2027-05-21 N N N 0.0414 244178600.58 244178600.58 0.0028 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.050000% 3136GDE90 B1V7KEBTPIMZEU4LTD58 US3136GDE908 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-21 2027-06-21 2027-06-21 N N N 0.0415 244663500.07 244663500.07 0.0028 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.090000% 3136GDH30 B1V7KEBTPIMZEU4LTD58 US3136GDH307 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-07-14 2027-07-14 2027-07-14 N N N 0.0413 146834871.89 146834871.89 0.0017 N N N N RIVERSIDE HOME LENDING TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 3.720000% 769141AA0 N/A US769141AA08 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2061-09-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 77300000.00 77300000.00 0.0009 N N Y N AVENTURA BORROWERS TAXABLE M/F HOUSING RB (AVENTURA SR LIVING) SERIES 2025A 3.720000% 78437YAA2 N/A US78437YAA29 Variable Rate Demand Note Y 2026-07-07 2026-07-07 2065-07-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0372 48300000.00 48300000.00 0.0005 N N Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.250000% 912828V98 254900HROIFWPRGM1V77 US912828V988 U.S. Treasury Debt Y 2027-02-15 2027-02-15 2027-02-15 N N N 0.0400 142653788.10 142653788.10 0.0016 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.375000% 912828X88 254900HROIFWPRGM1V77 US912828X885 U.S. Treasury Debt Y 2027-05-15 2027-05-15 2027-05-15 N N N 0.0407 130783878.35 130783878.35 0.0015 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.875000% 912828Y95 254900HROIFWPRGM1V77 US912828Y958 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0360 32751312.66 32751312.66 0.0004 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.375000% 912828YD6 254900HROIFWPRGM1V77 US912828YD60 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0363 43232163.96 43232163.96 0.0005 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.625000% 912828YU8 254900HROIFWPRGM1V77 US912828YU85 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0385 67974481.88 67974481.88 0.0008 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.500000% 912828Z78 254900HROIFWPRGM1V77 US912828Z781 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N 0.0395 127843161.62 127843161.62 0.0014 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.625000% 912828ZE3 254900HROIFWPRGM1V77 US912828ZE35 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0401 16482009.77 16482009.77 0.0002 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.500000% 912828ZN3 254900HROIFWPRGM1V77 US912828ZN34 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0406 8934790.13 8934790.13 0.0001 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.625000% 91282CCP4 254900HROIFWPRGM1V77 US91282CCP41 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0351 141248765.46 141248765.46 0.0016 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.750000% 91282CCW9 254900HROIFWPRGM1V77 US91282CCW91 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0360 412854219.78 412854219.78 0.0047 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.875000% 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0369 176036044.26 176036044.26 0.0020 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.250000% 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0386 51811962.82 51811962.82 0.0006 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.875000% 91282CEC1 254900HROIFWPRGM1V77 US91282CEC10 U.S. Treasury Debt Y 2027-02-28 2027-02-28 2027-02-28 N N N 0.0399 83825926.45 83825926.45 0.0009 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.500000% 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0398 344490468.75 344490468.75 0.0039 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.750000% 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0406 49568581.28 49568581.28 0.0006 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.625000% 91282CET4 254900HROIFWPRGM1V77 US91282CET45 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N 0.0410 71350087.18 71350087.18 0.0008 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.500000% 91282CHM6 254900HROIFWPRGM1V77 US91282CHM64 U.S. Treasury Debt Y 2026-07-15 2026-07-15 2026-07-15 N N N 0.0368 55115928.86 55115928.86 0.0006 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.625000% 91282CHY0 254900HROIFWPRGM1V77 US91282CHY03 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0375 57807060.62 57807060.62 0.0007 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.625000% 91282CJK8 254900HROIFWPRGM1V77 US91282CJK80 U.S. Treasury Debt Y 2026-11-15 2026-11-15 2026-11-15 N N N 0.0388 119917424.39 119917424.39 0.0014 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.125000% 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 U.S. Treasury Debt Y 2027-02-15 2027-02-15 2027-02-15 N N N 0.0401 386239385.68 386239385.68 0.0044 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.250000% 91282CKE0 254900HROIFWPRGM1V77 US91282CKE02 U.S. Treasury Debt Y 2027-03-15 2027-03-15 2027-03-15 N N N 0.0400 37365566.31 37365566.31 0.0004 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.500000% 91282CKJ9 254900HROIFWPRGM1V77 US91282CKJ98 U.S. Treasury Debt Y 2027-04-15 2027-04-15 2027-04-15 N N N 0.0401 49482428.73 49482428.73 0.0006 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.625000% 91282CKV2 254900HROIFWPRGM1V77 US91282CKV27 U.S. Treasury Debt Y 2027-06-15 2027-06-15 2027-06-15 N N N 0.0409 40698682.47 40698682.47 0.0005 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.957700% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y 2026-07-01 2026-07-31 2026-07-31 N N N 0.0376 117405760.82 117405760.82 0.0013 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.375000% 91282CLB5 254900HROIFWPRGM1V77 US91282CLB53 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0374 182499750.91 182499750.91 0.0021 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.500000% 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0381 63750156.26 63750156.26 0.0007 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.125000% 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N 0.0390 85254948.89 85254948.89 0.0010 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.980700% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-07-01 2026-10-31 2026-10-31 N N N 0.0377 438549966.86 438549966.86 0.0050 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.250000% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0391 244848603.22 244848603.22 0.0028 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.250000% 91282CME8 254900HROIFWPRGM1V77 US91282CME83 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0397 136992375.00 136992375.00 0.0015 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.125000% 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N 0.0400 584772286.37 584772286.37 0.0066 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.873700% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-07-01 2027-01-31 2027-01-31 N N N 0.0380 420634379.18 420634379.18 0.0048 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.125000% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y 2027-02-28 2027-02-28 2027-02-28 N N N 0.0400 493363863.58 493363863.58 0.0056 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.875000% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0400 287924183.95 287924183.95 0.0033 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.935700% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-07-01 2027-04-30 2027-04-30 N N N 0.0379 560092901.00 560092901.00 0.0063 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.750000% 91282CMY4 254900HROIFWPRGM1V77 US91282CMY48 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0406 284266022.41 284266022.41 0.0032 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.875000% 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N 0.0409 171560733.00 171560733.00 0.0019 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.750000% 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N 0.0411 83209707.24 83209707.24 0.0009 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.934700% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y 2026-07-01 2027-07-31 2027-07-31 N N N 0.0381 566054880.22 566054880.22 0.0064 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.965700% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y 2026-07-01 2027-10-31 2027-10-31 N N N 0.0384 184570126.67 184570126.67 0.0021 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.874700% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y 2026-07-01 2028-01-31 2028-01-31 N N N 0.0385 178547725.54 178547725.54 0.0020 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.878700% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y 2026-07-01 2028-04-30 2028-04-30 N N N 0.0387 168305249.28 168305249.28 0.0019 N Y Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.670000% ARP1HF1C3 ES7IP3U3RHIGC71XBU11 0000352613 ARP1HF1C3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRA 2025-171 FA 549300M8ZYFG0OCMTT87 38385HXB8 2055-10-20 4.608700 0.00 2572996.00 2450655.16 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BS5X9 2054-10-25 4.877800 0.00 26308642.00 16665851.16 Agency Collateralized Mortgage Obligation MNRA CL0491A1 R20M04 B1V7KEBTPIMZEU4LTD58 3136BCC73 2030-11-25 1.297100 0.00 26886793.00 17430510.78 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HH6R7 2054-11-25 4.577800 0.00 23631399.00 17781681.34 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BSVA0 2054-08-25 4.927800 0.00 52880000.00 32174703.04 Agency Collateralized Mortgage Obligation MNRM CL0022A1 R26M00 B1V7KEBTPIMZEU4LTD58 3136BYQZ8 2033-03-25 4.200000 0.00 30000000.00 28828428.55 Agency Collateralized Mortgage Obligation MNRM CL0022A2 R26M00 B1V7KEBTPIMZEU4LTD58 3136BYRA2 2033-03-25 4.300000 0.00 30000000.00 29582426.67 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HAQG4 2047-01-15 4.007500 0.00 35053805.00 25426288.12 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HL4A7 2055-05-25 5.027800 0.00 47660000.00 30219211.79 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTR70 2054-12-25 5.027800 0.00 50000000.00 30451032.48 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BU3N8 2053-07-25 4.927800 0.00 30081000.00 21404780.28 Agency Collateralized Mortgage Obligation FNMS 04.500 CLCB4095 B1V7KEBTPIMZEU4LTD58 3140QPRR0 2052-07-01 4.500000 0.00 30657272.00 20433287.93 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BQ3P2 2054-03-25 4.477800 0.00 32430344.00 21566855.37 Agency Collateralized Mortgage Obligation MNRA CL003A2 R22M003 B1V7KEBTPIMZEU4LTD58 3136BLW22 2031-11-25 1.764100 0.00 30700000.00 26718394.20 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HMKM1 2055-08-25 4.677800 0.00 35693853.00 29397127.01 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HL6G2 2055-05-25 4.477800 0.00 37500000.00 23524295.95 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HBXU3 2054-03-25 4.477800 0.00 27035232.00 15903559.45 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HHQ95 2054-12-25 4.777800 0.00 35000000.00 23897449.75 Agency Collateralized Mortgage Obligation FEPC 05.000 CLSD4977 S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 5.000000 0.00 111927.00 91419.94 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HFEA9 2054-08-25 4.727800 0.00 31700000.00 24490715.31 Agency Collateralized Mortgage Obligation FNMS 05.500 CLFA3567 B1V7KEBTPIMZEU4LTD58 3140W36D6 2055-11-01 5.500000 0.00 28510920.00 27923869.72 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4785 B1V7KEBTPIMZEU4LTD58 3140QQJ71 2052-10-01 5.000000 0.00 30372918.00 21977255.56 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4786 B1V7KEBTPIMZEU4LTD58 3140QQJ89 2052-10-01 5.000000 0.00 37086496.00 27518377.58 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G5DQ0 2055-02-25 4.627800 0.00 30049857.00 28010809.56 Agency Collateralized Mortgage Obligation GNRA 2025-023 FK 549300M8ZYFG0OCMTT87 38385DZT6 2051-04-20 6.358700 0.00 30178334.00 28963888.60 Agency Collateralized Mortgage Obligation FNMS 02.500 CLCB2285 B1V7KEBTPIMZEU4LTD58 3140QMRF3 2051-12-01 2.500000 0.00 44590047.00 25315832.89 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2736 B1V7KEBTPIMZEU4LTD58 3140Y9BE3 2056-05-01 5.000000 0.00 31999152.00 30821669.22 Agency Mortgage-Backed Securities GNRA 2025-169 MF 549300M8ZYFG0OCMTT87 38385HPM3 2055-10-20 4.728700 0.00 22316980.00 21934336.71 Agency Collateralized Mortgage Obligation FEPC 02.000 CTSC0672 S6XOOCT0IEG5ABCC6L87 3132D9W91 2042-08-01 2.000000 0.00 33090251.00 26000347.68 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1586 S6XOOCT0IEG5ABCC6L87 31427NXQ7 2053-05-01 6.000000 0.00 43000000.00 32846971.23 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8848 B1V7KEBTPIMZEU4LTD58 3140QUZN9 2054-07-01 6.000000 0.00 28376087.00 22535398.62 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4918 B1V7KEBTPIMZEU4LTD58 31418EPC8 2053-02-01 5.000000 0.00 25956098.00 18992453.05 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTXD0 2053-11-25 4.877800 0.00 35572385.00 23671841.04 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BSM36 2054-09-25 4.727800 0.00 25036552.00 18918388.29 Agency Collateralized Mortgage Obligation FEPC 06.500 CLSL2661 S6XOOCT0IEG5ABCC6L87 31427P5X8 2054-06-01 6.500000 0.00 28677567.00 23618074.19 Agency Mortgage-Backed Securities FNMS 03.500 CLFA3656 B1V7KEBTPIMZEU4LTD58 3140W4B22 2050-08-01 3.500000 0.00 10500000.00 9287154.63 Agency Mortgage-Backed Securities GNRA 2022-064 FA 549300M8ZYFG0OCMTT87 38383PR86 2052-04-20 4.308700 0.00 50000000.00 26091398.45 Agency Collateralized Mortgage Obligation GNRA 2025-205 FP 549300M8ZYFG0OCMTT87 38385K4F4 2055-11-20 4.658700 0.00 475007.00 466444.34 Agency Collateralized Mortgage Obligation FNRM RC061BA R13F061 B1V7KEBTPIMZEU4LTD58 3136AETK3 2043-01-25 3.000000 0.00 218639000.00 18910827.82 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HHNS6 2054-12-25 4.827800 0.00 35400000.00 21508709.47 Agency Collateralized Mortgage Obligation FNMS 04.500 CLBX3199 B1V7KEBTPIMZEU4LTD58 3140N7RV4 2052-12-01 4.500000 0.00 21065321.00 15888909.42 Agency Mortgage-Backed Securities FNMS 02.000 CTBR1092 B1V7KEBTPIMZEU4LTD58 3140KYGA6 2041-06-01 2.000000 0.00 43999000.00 25367322.62 Agency Mortgage-Backed Securities MNRM CL001A2 R20M001 B1V7KEBTPIMZEU4LTD58 3136B75M9 2029-10-25 2.444000 0.00 20302000.00 19164271.41 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BVB98 2055-05-25 4.677800 0.00 24327387.00 20574255.63 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTRJ4 2054-11-25 4.227800 0.00 50000000.00 31286949.00 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BQJM2 2053-10-25 5.027800 0.00 50043784.00 21566475.33 Agency Collateralized Mortgage Obligation Y 2026-07-07 2026-07-07 2026-07-29 Y Royal Bank of Canada 1.0000 7 N N N 0.0367 989000000.00 989000000.00 0.0112 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.670000% ARP1HGOB8 ES7IP3U3RHIGC71XBU11 0000352613 ARP1HGOB8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G5EH9 2055-02-25 4.877800 0.00 3436126.00 3067680.49 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BWVR4 2055-07-25 4.777800 0.00 42059818.00 40376521.01 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HCN24 2053-12-25 5.027800 0.00 60000000.00 35474717.65 Agency Collateralized Mortgage Obligation FNMS 05.000 CLMA4841 B1V7KEBTPIMZEU4LTD58 31418ELX6 2052-12-01 5.000000 0.00 52425522.00 38717110.65 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 9682700.00 5783462.80 U.S. Treasuries (including strips) FNMS 04.000 CLCB4334 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2027-07-15 4.375000 0.00 166726300.00 170533020.67 U.S. Treasuries (including strips) GNRA 2025-207 FM 549300M8ZYFG0OCMTT87 38385KMM9 2055-12-20 4.408700 0.00 45000000.00 44223477.81 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HKT61 2054-12-25 4.677800 0.00 43996737.00 35946335.37 Agency Collateralized Mortgage Obligation FNMS 05.000 CLCB4407 B1V7KEBTPIMZEU4LTD58 3140QP3R6 2052-08-01 5.000000 0.00 2788304.00 1811865.14 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4039 B1V7KEBTPIMZEU4LTD58 3140QPPZ4 2052-07-01 5.000000 0.00 31550708.00 22206749.25 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5910 B1V7KEBTPIMZEU4LTD58 3140QRR88 2053-03-01 5.500000 0.00 61988298.00 45457005.85 Agency Mortgage-Backed Securities FNMS 05.000 CLFA3530 B1V7KEBTPIMZEU4LTD58 3140W34Q9 2055-11-01 5.000000 0.00 46804839.00 45718133.81 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HHSF9 2054-11-25 4.777800 0.00 45000000.00 28584866.35 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HJGS0 2055-02-25 4.977800 0.00 87617691.00 45528180.36 Agency Collateralized Mortgage Obligation FNMS 04.500 CLFA5006 B1V7KEBTPIMZEU4LTD58 3140W5R48 2056-04-01 4.500000 0.00 45057262.00 42787632.49 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HMN71 2055-08-25 4.827800 0.00 33000000.00 28845519.86 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BWXA9 2055-07-25 4.977800 0.00 50000000.00 43633106.78 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HMUB4 2055-09-25 4.857800 0.00 50000000.00 44921217.82 Agency Collateralized Mortgage Obligation Y 2026-07-07 2026-07-07 2026-07-27 Y Royal Bank of Canada 1.0000 7 N N N 0.0367 990000000.00 990000000.00 0.0112 N N Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.740000% ARP1HNUQ3 ZBUT11V806EZRVTWT807 0000782124 ARP1HNUQ3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y MNRA CL006A2 R23M006 B1V7KEBTPIMZEU4LTD58 3136BQDE6 2028-07-25 4.190000 0.00 3336330.00 3049692.10 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137H9FU8 2047-10-25 5.500000 0.00 3229000.00 1605991.84 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HQZA2 2056-02-25 5.000000 0.00 16230304.00 15619391.75 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137GCBW2 2055-11-25 4.727800 0.00 125000000.00 125657079.25 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HJAV9 2054-10-25 4.827800 0.00 462000.00 293509.72 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137F64V6 2040-11-25 1.500000 0.00 9312500.00 4285861.43 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137FCBP8 2047-12-15 3.000000 0.00 9916000.00 8662495.31 Agency Collateralized Mortgage Obligation GNRA 2019-05 YF 549300M8ZYFG0OCMTT87 38381BC69 2049-01-20 4.453500 0.00 99999999.00 12803227.35 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HQZZ7 2037-04-25 4.500000 0.00 12023472.00 11533081.65 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HLP63 2052-08-25 5.000000 0.00 7565800.00 7541723.94 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HQZ46 2055-10-25 4.500000 0.00 17581480.00 17095237.72 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HC4D1 2054-04-25 0.125000 0.00 99663299.00 45621904.77 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HKVS0 2055-04-25 4.827800 0.00 22565000.00 14568193.29 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HPAT0 2037-01-25 4.000000 0.00 4998820.00 4628858.04 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HDMH0 2036-11-25 6.000000 0.00 5558455.00 5639443.54 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-096 A-2 20290725 2.5 S6XOOCT0IEG5ABCC6L87 3137FNB82 2029-07-25 2.519000 0.00 500000.00 474909.60 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HKGA6 2035-12-25 5.000000 0.00 5000000.00 4558740.99 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HQXY2 2055-02-25 4.000000 0.00 19924500.00 18788211.96 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TR 2021-K-F127 CS 20281226 FLT N/A 30324EAC9 2028-12-26 9.991700 0.00 61175296.00 22807690.33 Agency Collateralized Mortgage Obligation MNRA CL014A2 R18M014 B1V7KEBTPIMZEU4LTD58 3136B27L0 2028-08-25 3.696700 0.00 3520000.00 3125690.41 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AX7E9 2027-06-25 3.167000 0.00 12815000.00 6044241.17 Agency Collateralized Mortgage Obligation GNRA 2024-160 GF 549300M8ZYFG0OCMTT87 38384YPZ8 2054-10-20 4.808700 0.00 100000000.00 78285885.48 Agency Collateralized Mortgage Obligation GNRA 2024-196 DF 549300M8ZYFG0OCMTT87 38385BNU0 2054-12-20 4.808700 0.00 40000000.00 35574152.09 Agency Collateralized Mortgage Obligation GNRA 2022-188 F 549300M8ZYFG0OCMTT87 38383LHA1 2052-11-20 4.868700 0.00 30000000.00 20364620.26 Agency Collateralized Mortgage Obligation GNRM 2022-181 A 549300M8ZYFG0OCMTT87 38383Y2V3 2054-08-16 3.250000 0.00 5000000.00 4367290.10 Agency Collateralized Mortgage Obligation GNRM 2026-080 EL 549300M8ZYFG0OCMTT87 38385SN58 2055-04-20 5.000000 0.00 11238064.00 10624047.40 Agency Collateralized Mortgage Obligation GNRA 2026-026 FC 549300M8ZYFG0OCMTT87 38385NDY7 2056-02-20 4.408700 0.00 25000000.00 24511405.80 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137H4UK4 2051-12-25 2.000000 0.00 5000000.00 3222203.44 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137H2G65 2051-08-25 2.000000 0.00 1960000.00 1129444.34 Agency Collateralized Mortgage Obligation Y 2026-07-01 2026-10-05 2026-11-17 Y JP MORGAN SECURITIES LLC 1.0000 97 N N N 0.0372 495000000.00 495000000.00 0.0056 N N N Y RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 3.630000% ARP1I1ZG7 549300QJJX6CVVUXLE15 0001317808 ARP1I1ZG7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 04.500 CTRB5399 S6XOOCT0IEG5ABCC6L87 3133KY7L7 2046-05-01 4.500000 0.00 1008.00 980.96 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1064 S6XOOCT0IEG5ABCC6L87 3142GRFE5 2054-03-01 5.500000 0.00 561159.00 435361.83 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3483 S6XOOCT0IEG5ABCC6L87 31427Q2R2 2055-09-01 5.500000 0.00 780224.00 763806.12 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1598 S6XOOCT0IEG5ABCC6L87 31427NX46 2055-05-01 5.000000 0.00 1000.00 949.28 Agency Mortgage-Backed Securities FNMS 05.500 CLDG0542 B1V7KEBTPIMZEU4LTD58 3140U3S85 2056-01-01 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Agency Mortgage-Backed Securities FNMS 06.500 ZL310048 B1V7KEBTPIMZEU4LTD58 31374CL53 2038-02-01 6.500000 0.00 178614.00 2100.80 Agency Mortgage-Backed Securities FNMS 05.500 NP256219 B1V7KEBTPIMZEU4LTD58 31371MSG3 2036-04-01 5.500000 0.00 235000.00 192.62 Agency Mortgage-Backed Securities FNMS 06.000 CL255900 B1V7KEBTPIMZEU4LTD58 31371MGH4 2035-09-01 6.000000 0.00 144025.00 1331.57 Agency Mortgage-Backed Securities FNMS 07.500 CL253515 B1V7KEBTPIMZEU4LTD58 31371JSC9 2030-11-01 7.500000 0.00 2946581.00 690.07 Agency Mortgage-Backed Securities FNAR XX.XXX AS052597 B1V7KEBTPIMZEU4LTD58 313617NN8 2027-07-01 3.980000 0.00 19660000.00 1049.36 Agency Mortgage-Backed Securities FNMS 05.000 CT257575 B1V7KEBTPIMZEU4LTD58 31371PCL2 2029-01-01 5.000000 0.00 1550000.00 2994.93 Agency Mortgage-Backed Securities FNMS 06.000 NQ256182 B1V7KEBTPIMZEU4LTD58 31371MRB5 2036-02-01 6.000000 0.00 300000.00 1664.35 Agency Mortgage-Backed Securities FNMS 06.500 CL484754 B1V7KEBTPIMZEU4LTD58 31382KQF8 2029-03-01 6.500000 0.00 4796842.00 2166.08 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1K86 2028-03-25 3.130100 0.00 25020000.00 20240166.88 Agency Collateralized Mortgage Obligation FNMS 05.000 CLAH6276 B1V7KEBTPIMZEU4LTD58 3138A76N3 2041-04-01 5.000000 0.00 123000.00 1764.26 Agency Mortgage-Backed Securities FNMS 07.000 CL613142 B1V7KEBTPIMZEU4LTD58 31388SEP6 2031-11-01 7.000000 0.00 775000.00 2183.28 Agency Mortgage-Backed Securities FNAR XX.XXX LB820607 B1V7KEBTPIMZEU4LTD58 31406UU89 2035-03-01 5.637000 0.00 183492.00 2457.43 Agency Mortgage-Backed Securities FNMS 07.000 K2545191 B1V7KEBTPIMZEU4LTD58 31385HUQ3 2031-09-01 7.000000 0.00 485000.00 303.62 Agency Mortgage-Backed Securities FNMS 04.500 CIAL1204 B1V7KEBTPIMZEU4LTD58 3138EHKS0 2026-09-01 4.500000 0.00 68000.00 0.65 Agency Mortgage-Backed Securities FNMS 05.000 CT257163 B1V7KEBTPIMZEU4LTD58 31371NTU9 2028-04-01 5.000000 0.00 555000.00 683.49 Agency Mortgage-Backed Securities FNMS 07.000 CL620611 B1V7KEBTPIMZEU4LTD58 31389BN49 2032-01-01 7.000000 0.00 242395.00 172.15 Agency Mortgage-Backed Securities FNMS 06.000 CL555528 B1V7KEBTPIMZEU4LTD58 31385XD95 2033-04-01 6.000000 0.00 150000.00 323.32 Agency Mortgage-Backed Securities FNMS 07.500 CL366111 B1V7KEBTPIMZEU4LTD58 31376UVC5 2026-12-01 7.500000 0.00 3512712.00 182.81 Agency Mortgage-Backed Securities FNMS 06.000 CL545993 B1V7KEBTPIMZEU4LTD58 31385JRN0 2032-11-01 6.000000 0.00 191761.00 355.21 Agency Mortgage-Backed Securities FMAR 782785 G S6XOOCT0IEG5ABCC6L87 31349UCW6 2034-10-01 6.106000 0.00 140000.00 1310.72 Agency Mortgage-Backed Securities FNMS 06.500 CL252093 B1V7KEBTPIMZEU4LTD58 31371G7E4 2028-11-01 6.500000 0.00 2000000.00 573.41 Agency Mortgage-Backed Securities FNMS 05.000 CT257371 B1V7KEBTPIMZEU4LTD58 31371N2C8 2028-09-01 5.000000 0.00 50000.00 82.43 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G5WV8 2055-03-25 4.407800 0.00 73903360.00 71955895.35 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 313602AQ7 2027-08-25 1.912400 0.00 191238721.00 4537.78 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AY6X6 2027-09-25 3.064500 0.00 45876672.00 31886988.82 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-1518 A-2 20351025 1.8 S6XOOCT0IEG5ABCC6L87 3137FXQW1 2035-10-25 1.860000 0.00 500000.00 398145.17 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137GCGG2 2055-07-25 5.000000 0.00 9285984.00 9018666.32 Agency Collateralized Mortgage Obligation FNMS 07.000 CT256915 B1V7KEBTPIMZEU4LTD58 31371NK46 2027-08-01 7.000000 0.00 522292.00 1097.81 Agency Mortgage-Backed Securities FNMS 06.000 CT256852 B1V7KEBTPIMZEU4LTD58 31371NH57 2027-08-01 6.000000 0.00 700000.00 1091.22 Agency Mortgage-Backed Securities FNMS 07.000 CT256469 B1V7KEBTPIMZEU4LTD58 31371M2A4 2026-09-01 7.000000 0.00 170852.00 74.03 Agency Mortgage-Backed Securities FNMS 07.500 CL323832 B1V7KEBTPIMZEU4LTD58 31374TVZ9 2029-07-01 7.500000 0.00 11000000.00 2833.99 Agency Mortgage-Backed Securities FNMS 05.500 CT256555 B1V7KEBTPIMZEU4LTD58 31371M5Q6 2027-01-01 5.500000 0.00 2000000.00 1146.76 Agency Mortgage-Backed Securities FNMS 07.000 CL252244 B1V7KEBTPIMZEU4LTD58 31371HER5 2028-12-01 7.000000 0.00 206655.00 33.81 Agency Mortgage-Backed Securities FEPC 03.000 CLQC0717 S6XOOCT0IEG5ABCC6L87 3133AJYN7 2051-04-01 3.000000 0.00 2000.00 1027.98 Agency Mortgage-Backed Securities FEPC 03.500 CLQE2363 S6XOOCT0IEG5ABCC6L87 3133BBTU3 2052-05-01 3.500000 0.00 4000.00 2771.80 Agency Mortgage-Backed Securities FEPC 07.000 CLZS0625 S6XOOCT0IEG5ABCC6L87 3132A0VS2 2032-04-01 7.000000 0.00 3836.00 2.56 Agency Mortgage-Backed Securities FMAR 848739 G S6XOOCT0IEG5ABCC6L87 31300LV85 2035-09-01 6.415000 0.00 124000.00 3888.12 Agency Mortgage-Backed Securities FMAR 789192 G S6XOOCT0IEG5ABCC6L87 31295NF94 2032-04-01 5.729000 0.00 2000000.00 1813.08 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4791 S6XOOCT0IEG5ABCC6L87 3132A5KC8 2048-09-01 4.500000 0.00 26000.00 1982.95 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4665 S6XOOCT0IEG5ABCC6L87 3132A5FE0 2046-05-01 4.500000 0.00 2000.00 209.87 Agency Mortgage-Backed Securities FNAR XX.XXX LBAD4526 B1V7KEBTPIMZEU4LTD58 31418SA41 2040-04-01 6.060000 0.00 832000.00 3523.13 Agency Mortgage-Backed Securities FEPC 06.500 CLRQ0042 S6XOOCT0IEG5ABCC6L87 3142J6BL6 2055-08-01 6.500000 0.00 4389.00 2886.91 Agency Mortgage-Backed Securities FNMS 04.500 CIFM6002 B1V7KEBTPIMZEU4LTD58 3140X9U45 2034-12-01 4.500000 0.00 6000.00 1606.83 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2548 B1V7KEBTPIMZEU4LTD58 3140QMZN7 2052-01-01 2.500000 0.00 5000.00 3091.66 Agency Mortgage-Backed Securities FNMS 03.000 CVMA1557 B1V7KEBTPIMZEU4LTD58 31418AWT1 2028-07-01 3.000000 0.00 107000.00 2703.93 Agency Mortgage-Backed Securities FNMS 03.500 CIMA1658 B1V7KEBTPIMZEU4LTD58 31418AZY7 2028-10-01 3.500000 0.00 1000.00 28.30 Agency Mortgage-Backed Securities GNRM 2026-080 HA 549300M8ZYFG0OCMTT87 38385SK44 2053-02-20 3.000000 0.00 74181120.00 68124533.91 Agency Collateralized Mortgage Obligation GNRM 2026-080 LA 549300M8ZYFG0OCMTT87 38385SM59 2056-05-20 5.000000 0.00 37500000.00 36062954.17 Agency Collateralized Mortgage Obligation GNRM 2023-149 QN 549300M8ZYFG0OCMTT87 38384DDW4 2050-06-20 6.000000 0.00 7495591.00 7904830.29 Agency Collateralized Mortgage Obligation FEPC 05.000 CIRR0017 S6XOOCT0IEG5ABCC6L87 3142JCAT7 2040-08-01 5.000000 0.00 1000.00 753.42 Agency Mortgage-Backed Securities FNMS 04.500 CIAL1900 B1V7KEBTPIMZEU4LTD58 3138EJDE5 2026-08-01 4.500000 0.00 1168000.00 15.02 Agency Mortgage-Backed Securities FNMS 06.000 GL252290 B1V7KEBTPIMZEU4LTD58 31371HF78 2028-11-01 6.000000 0.00 50000.00 109.84 Agency Mortgage-Backed Securities FNMS 04.500 CIAL0720 B1V7KEBTPIMZEU4LTD58 3138EGYS7 2026-07-25 4.500000 0.00 655000.00 83.64 Agency Mortgage-Backed Securities FNMS 04.500 CLAJ3142 B1V7KEBTPIMZEU4LTD58 3138AUP43 2041-10-01 4.500000 0.00 19000.00 576.57 Agency Mortgage-Backed Securities FNMS 04.500 CIAL1245 B1V7KEBTPIMZEU4LTD58 3138EHL34 2026-12-01 4.500000 0.00 125000.00 33.92 Agency Mortgage-Backed Securities FNAR XX.XXX WS573676 B1V7KEBTPIMZEU4LTD58 31386UJV5 2027-12-01 3.150000 0.00 11200202.00 1019.12 Agency Mortgage-Backed Securities FNAR XX.XXX WS555921 B1V7KEBTPIMZEU4LTD58 31385XSJ7 2035-09-01 4.425000 0.00 250000.00 371.96 Agency Mortgage-Backed Securities FNMS 07.000 CL625666 B1V7KEBTPIMZEU4LTD58 31389HCB2 2032-01-01 7.000000 0.00 1885000.00 4182.44 Agency Mortgage-Backed Securities FNMS 04.500 CIAL4148 B1V7KEBTPIMZEU4LTD58 3138ELTE3 2027-01-01 4.500000 0.00 135000.00 0.01 Agency Mortgage-Backed Securities FNMS 07.000 CL444673 B1V7KEBTPIMZEU4LTD58 31380M6J0 2027-07-01 7.000000 0.00 5000000.00 4488.30 Agency Mortgage-Backed Securities FNAR XX.XXX WS551026 B1V7KEBTPIMZEU4LTD58 31385SD70 2028-09-01 5.277000 0.00 1922808.00 1780.52 Agency Mortgage-Backed Securities FNMS 04.500 CIAL2942 B1V7KEBTPIMZEU4LTD58 3138EKHU2 2027-03-01 4.500000 0.00 2200000.00 1399.45 Agency Mortgage-Backed Securities FNMS 04.500 CLAL0160 B1V7KEBTPIMZEU4LTD58 3138EGFA7 2041-05-01 4.500000 0.00 4000.00 142.12 Agency Mortgage-Backed Securities FNMS 04.500 CLAH5583 B1V7KEBTPIMZEU4LTD58 3138A7FZ6 2041-02-01 4.500000 0.00 12000.00 357.47 Agency Mortgage-Backed Securities FEPC 06.500 CLZS2817 S6XOOCT0IEG5ABCC6L87 3132A3DW7 2035-12-01 6.500000 0.00 100000.00 2991.49 Agency Mortgage-Backed Securities FEPC 04.000 CLZS3250 S6XOOCT0IEG5ABCC6L87 3132A3TF7 2041-06-01 4.000000 0.00 45000.00 4531.60 Agency Mortgage-Backed Securities FEPC 04.000 CLZT1952 S6XOOCT0IEG5ABCC6L87 3132AEEZ5 2049-05-01 4.000000 0.00 1000.00 77.64 Agency Mortgage-Backed Securities FEPC 06.000 CLZS2417 S6XOOCT0IEG5ABCC6L87 3132A2VJ8 2038-10-01 6.000000 0.00 7000.00 113.01 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2191 S6XOOCT0IEG5ABCC6L87 3132A2NG3 2038-07-01 5.500000 0.00 90000.00 1779.27 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2324 S6XOOCT0IEG5ABCC6L87 3132A2SM5 2035-02-01 5.500000 0.00 250000.00 4492.05 Agency Mortgage-Backed Securities FEPC 05.500 CLZS3000 S6XOOCT0IEG5ABCC6L87 3132A3KM1 2040-03-01 5.500000 0.00 10000.00 122.90 Agency Mortgage-Backed Securities FEPC 04.500 CLZA7009 S6XOOCT0IEG5ABCC6L87 31329QYE5 2049-05-01 4.500000 0.00 29000.00 3069.92 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2586 S6XOOCT0IEG5ABCC6L87 3132A22T8 2038-12-01 5.500000 0.00 3000.00 18.70 Agency Mortgage-Backed Securities FMAR 1Q0379 G S6XOOCT0IEG5ABCC6L87 3128S4M46 2037-11-01 6.468000 0.00 1094000.00 2057.70 Agency Mortgage-Backed Securities FEPC 06.500 CLZS4267 S6XOOCT0IEG5ABCC6L87 3132A4W46 2036-11-01 6.500000 0.00 253235.00 2188.82 Agency Mortgage-Backed Securities FEPC 05.000 CTZT0799 S6XOOCT0IEG5ABCC6L87 3132AC3G3 2031-09-01 5.000000 0.00 2467362.00 1196.77 Agency Mortgage-Backed Securities FEPC 04.000 CLZT2087 S6XOOCT0IEG5ABCC6L87 3132AEJ80 2049-06-01 4.000000 0.00 2000.00 179.65 Agency Mortgage-Backed Securities FEPC 04.000 CLZS9472 S6XOOCT0IEG5ABCC6L87 3132AAQZ0 2044-02-01 4.000000 0.00 2000.00 286.88 Agency Mortgage-Backed Securities FEPC 03.500 CISB0096 S6XOOCT0IEG5ABCC6L87 3132CWC93 2034-05-01 3.500000 0.00 21000.00 2333.98 Agency Mortgage-Backed Securities FEPC 05.500 CLZS1425 S6XOOCT0IEG5ABCC6L87 3132A1SN5 2037-04-01 5.500000 0.00 825000.00 4500.71 Agency Mortgage-Backed Securities FMAR 848592 G S6XOOCT0IEG5ABCC6L87 31300LRM9 2036-05-01 6.158000 0.00 175000.00 4771.42 Agency Mortgage-Backed Securities FEPC 06.000 CLZS2283 S6XOOCT0IEG5ABCC6L87 3132A2RC8 2036-06-01 6.000000 0.00 89469.00 1325.92 Agency Mortgage-Backed Securities FEPC 05.500 CLZS3729 S6XOOCT0IEG5ABCC6L87 3132A4EA2 2040-08-01 5.500000 0.00 3000.00 123.18 Agency Mortgage-Backed Securities FNMS 03.500 CLCA4074 B1V7KEBTPIMZEU4LTD58 3140QBQ43 2049-08-01 3.500000 0.00 1000.00 127.02 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2078 B1V7KEBTPIMZEU4LTD58 3140QMJY1 2051-11-01 3.000000 0.00 5000.00 3046.20 Agency Mortgage-Backed Securities FNMS 04.500 CLBH3707 B1V7KEBTPIMZEU4LTD58 3140GSDM1 2047-07-01 4.500000 0.00 30046.00 4333.42 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0738 B1V7KEBTPIMZEU4LTD58 3140QKZC5 2051-06-01 3.000000 0.00 3000.00 1816.72 Agency Mortgage-Backed Securities FNMS 03.500 CLBV7920 B1V7KEBTPIMZEU4LTD58 3140MMYS1 2052-08-01 3.500000 0.00 5000.00 4238.52 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7328 B1V7KEBTPIMZEU4LTD58 3140QFEA3 2050-10-01 2.000000 0.00 2500.00 1252.34 Agency Mortgage-Backed Securities FNMS 08.000 CL745955 B1V7KEBTPIMZEU4LTD58 31403DWQ8 2028-04-01 8.000000 0.00 1100000.00 520.34 Agency Mortgage-Backed Securities FNMS 04.000 CLAX3195 B1V7KEBTPIMZEU4LTD58 3138Y4RR2 2044-09-01 4.000000 0.00 1000.00 45.21 Agency Mortgage-Backed Securities FNMS 02.000 CIAY8790 B1V7KEBTPIMZEU4LTD58 3138YNXU6 2030-04-01 2.000000 0.00 50000.00 3393.90 Agency Mortgage-Backed Securities FNAR XX.XXX LB806721 B1V7KEBTPIMZEU4LTD58 31406DG67 2034-11-01 6.215000 0.00 260000.00 1643.96 Agency Mortgage-Backed Securities FNMS 05.500 CL769481 B1V7KEBTPIMZEU4LTD58 31404H2N8 2034-02-01 5.500000 0.00 73438.00 1543.26 Agency Mortgage-Backed Securities FNMS 06.000 CL745869 B1V7KEBTPIMZEU4LTD58 31403DT25 2036-03-01 6.000000 0.00 492853.00 4949.53 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31393BX75 2042-09-25 4.076600 0.00 100000.00 1462.18 Agency Collateralized Mortgage Obligation FNMS 03.500 CIAS9701 B1V7KEBTPIMZEU4LTD58 3138WKX75 2032-05-01 3.500000 0.00 29000.00 3029.47 Agency Mortgage-Backed Securities FNMS 06.500 CL669662 B1V7KEBTPIMZEU4LTD58 31391K5X1 2032-05-01 6.500000 0.00 1500000.00 672.02 Agency Mortgage-Backed Securities FNMS 05.500 CL808077 B1V7KEBTPIMZEU4LTD58 31406EXE9 2035-02-01 5.500000 0.00 128551.00 718.63 Agency Mortgage-Backed Securities FNMS 06.500 CL571953 B1V7KEBTPIMZEU4LTD58 31386SMA2 2031-07-01 6.500000 0.00 6158392.00 3650.32 Agency Mortgage-Backed Securities FNMS 07.000 CL535041 B1V7KEBTPIMZEU4LTD58 31384VLW0 2029-12-01 7.000000 0.00 405300.00 203.22 Agency Mortgage-Backed Securities FNMS 04.500 CLAI4291 B1V7KEBTPIMZEU4LTD58 3138AHXV3 2041-06-01 4.500000 0.00 4000.00 237.67 Agency Mortgage-Backed Securities FNMS 06.000 CTAL1318 B1V7KEBTPIMZEU4LTD58 3138EHPC0 2027-10-01 6.000000 0.00 200000.00 309.20 Agency Mortgage-Backed Securities FNMS 06.500 CL613024 B1V7KEBTPIMZEU4LTD58 31388SAZ8 2031-07-01 6.500000 0.00 750000.00 1761.92 Agency Mortgage-Backed Securities FNMS 05.500 CL578569 B1V7KEBTPIMZEU4LTD58 31387AW68 2031-04-01 5.500000 0.00 499999.00 375.46 Agency Mortgage-Backed Securities FNMS 06.500 CL394854 B1V7KEBTPIMZEU4LTD58 31378CTK8 2027-05-01 6.500000 0.00 1300000.00 189.47 Agency Mortgage-Backed Securities FNMS 08.000 CL535916 B1V7KEBTPIMZEU4LTD58 31384WK58 2031-05-01 8.000000 0.00 3818000.00 1045.52 Agency Mortgage-Backed Securities FNMS 05.500 CLAL6289 B1V7KEBTPIMZEU4LTD58 3138EN7B9 2042-02-01 5.500000 0.00 1000.00 89.76 Agency Mortgage-Backed Securities FNMS 06.500 CL252497 B1V7KEBTPIMZEU4LTD58 31371HNN4 2029-06-01 6.500000 0.00 5918000.00 2248.54 Agency Mortgage-Backed Securities FNMS 05.500 NP256576 B1V7KEBTPIMZEU4LTD58 31371M6M4 2037-01-01 5.500000 0.00 1250000.00 2759.55 Agency Mortgage-Backed Securities FNMS 03.000 CIAL4693 B1V7KEBTPIMZEU4LTD58 3138EMGB1 2028-08-01 3.000000 0.00 545000.00 4274.36 Agency Mortgage-Backed Securities FNMS 04.500 CIAL4432 B1V7KEBTPIMZEU4LTD58 3138EL4S9 2026-10-01 4.500000 0.00 175000.00 17.44 Agency Mortgage-Backed Securities FNRM CL012GB R26F012 B1V7KEBTPIMZEU4LTD58 3136BYY48 2051-10-25 2.500000 0.00 28084224.00 23948820.58 Agency Collateralized Mortgage Obligation FEPC 03.500 CLSD2253 S6XOOCT0IEG5ABCC6L87 3132DPQE1 2052-12-01 3.500000 0.00 1000.00 727.37 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8057 S6XOOCT0IEG5ABCC6L87 3132DV5S0 2050-04-01 3.500000 0.00 16000.00 3022.94 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8157 S6XOOCT0IEG5ABCC6L87 3132DWB28 2051-07-01 3.000000 0.00 9000.00 4377.22 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8267 S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5.000000 0.00 3000.00 2252.30 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8435 S6XOOCT0IEG5ABCC6L87 3132DWLQ4 2054-06-01 4.000000 0.00 2000.00 1724.20 Agency Mortgage-Backed Securities FEPC 05.500 CLZS0895 S6XOOCT0IEG5ABCC6L87 3132A07G5 2035-07-01 5.500000 0.00 2208.00 15.36 Agency Mortgage-Backed Securities FMAR 847498 G S6XOOCT0IEG5ABCC6L87 3128JRKK1 2034-06-01 6.119000 0.00 318536.00 1967.58 Agency Mortgage-Backed Securities FMAR 2B1638 G S6XOOCT0IEG5ABCC6L87 31326FZB7 2043-08-01 6.370000 0.00 14000.00 477.21 Agency Mortgage-Backed Securities FEPC 07.500 CLZS0643 S6XOOCT0IEG5ABCC6L87 3132A0WC6 2032-05-01 7.500000 0.00 3972.00 3.95 Agency Mortgage-Backed Securities FEPC 06.000 CLZS1693 S6XOOCT0IEG5ABCC6L87 3132A13A0 2037-09-01 6.000000 0.00 261785.00 902.52 Agency Mortgage-Backed Securities FNMS 07.000 CL535164 B1V7KEBTPIMZEU4LTD58 31384VQR6 2030-02-01 7.000000 0.00 1480000.00 530.29 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137GCB93 2055-07-25 4.500000 0.00 7704272.00 7185682.04 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HHFY2 2054-11-25 5.077800 0.00 8147500.00 5649453.91 Agency Collateralized Mortgage Obligation FNMS 05.500 CT257282 B1V7KEBTPIMZEU4LTD58 31371NXK6 2028-07-01 5.500000 0.00 500000.00 857.50 Agency Mortgage-Backed Securities FNMS 05.000 CL257572 B1V7KEBTPIMZEU4LTD58 31371PCH1 2039-01-01 5.000000 0.00 118137.00 533.15 Agency Mortgage-Backed Securities FMAR 781773 G S6XOOCT0IEG5ABCC6L87 31349S6J7 2034-07-01 6.250000 0.00 675000.00 4175.08 Agency Mortgage-Backed Securities FNAR XX.XXX LBAH1204 B1V7KEBTPIMZEU4LTD58 3138A2KS7 2041-01-01 6.065000 0.00 125000.00 906.69 Agency Mortgage-Backed Securities FNMS 07.000 CL581979 B1V7KEBTPIMZEU4LTD58 31387EQ83 2031-08-01 7.000000 0.00 47858.00 25.27 Agency Mortgage-Backed Securities FNAR XX.XXX LBAI3571 B1V7KEBTPIMZEU4LTD58 3138AG6H6 2041-06-01 6.190000 0.00 100000.00 1838.09 Agency Mortgage-Backed Securities FNMS 07.500 CL560457 B1V7KEBTPIMZEU4LTD58 31386DTN0 2030-12-01 7.500000 0.00 6000000.00 848.77 Agency Mortgage-Backed Securities FNMS 04.000 CLAH3256 B1V7KEBTPIMZEU4LTD58 3138A4TN5 2041-01-01 4.000000 0.00 61046.00 4667.36 Agency Mortgage-Backed Securities FNMS 07.000 CL545120 B1V7KEBTPIMZEU4LTD58 31385HSH6 2031-08-01 7.000000 0.00 87301.00 49.22 Agency Mortgage-Backed Securities FNMS 06.500 K2596676 B1V7KEBTPIMZEU4LTD58 31387W2H9 2031-08-01 6.500000 0.00 309000.00 384.58 Agency Mortgage-Backed Securities FNMS 07.500 CL545562 B1V7KEBTPIMZEU4LTD58 31385JB72 2032-03-01 7.500000 0.00 2675199.00 2690.09 Agency Mortgage-Backed Securities FNMS 03.000 CIAJ5614 B1V7KEBTPIMZEU4LTD58 3138AXGY1 2027-02-01 3.000000 0.00 27250.00 155.63 Agency Mortgage-Backed Securities FMAR 782707 G S6XOOCT0IEG5ABCC6L87 31349UAG3 2036-06-01 6.250000 0.00 1100000.00 4764.89 Agency Mortgage-Backed Securities FNMS 06.500 CL580402 B1V7KEBTPIMZEU4LTD58 31387CX71 2031-06-01 6.500000 0.00 2750000.00 4215.57 Agency Mortgage-Backed Securities FNMS 05.500 ZL310151 B1V7KEBTPIMZEU4LTD58 31374CQC3 2044-09-01 5.500000 0.00 40000.00 3352.79 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7746 S6XOOCT0IEG5ABCC6L87 3133KPTB4 2052-08-01 3.500000 0.00 2000.00 1350.09 Agency Mortgage-Backed Securities FNMS 07.000 CL545868 B1V7KEBTPIMZEU4LTD58 31385JMR6 2032-08-01 7.000000 0.00 1451000.00 4484.06 Agency Mortgage-Backed Securities FEPC 04.000 CLRA1037 S6XOOCT0IEG5ABCC6L87 3133KGEJ3 2049-07-01 4.000000 0.00 8000.00 1377.82 Agency Mortgage-Backed Securities FNMS 06.500 CL545879 B1V7KEBTPIMZEU4LTD58 31385JM47 2032-09-01 6.500000 0.00 2000000.00 1929.85 Agency Mortgage-Backed Securities FEPC 03.500 CLSL0012 S6XOOCT0IEG5ABCC6L87 31427MAN1 2052-07-01 3.500000 0.00 1000.00 828.97 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ4937 S6XOOCT0IEG5ABCC6L87 31427CPX5 2055-10-01 6.500000 0.00 2188.00 1540.41 Agency Mortgage-Backed Securities FNMS 03.500 CICB4243 B1V7KEBTPIMZEU4LTD58 3140QPWD5 2037-07-01 3.500000 0.00 5000.00 2814.74 Agency Mortgage-Backed Securities FNAR XX.XXX LBAE0762 B1V7KEBTPIMZEU4LTD58 31419AZ42 2040-12-01 6.380000 0.00 257000.00 2942.26 Agency Mortgage-Backed Securities FNMS 04.000 CLBW9888 B1V7KEBTPIMZEU4LTD58 3140N27A3 2052-10-01 4.000000 0.00 5000.00 3724.39 Agency Mortgage-Backed Securities FNMS 03.000 CLBX4573 B1V7KEBTPIMZEU4LTD58 3140N9CK0 2053-08-01 3.000000 0.00 3000.00 2075.83 Agency Mortgage-Backed Securities FNMS 04.500 CIFM2876 B1V7KEBTPIMZEU4LTD58 3140X6FS5 2033-09-01 4.500000 0.00 15000.00 28.06 Agency Mortgage-Backed Securities FNMS 06.500 CL623613 B1V7KEBTPIMZEU4LTD58 31389EYJ8 2032-03-01 6.500000 0.00 400413.00 286.33 Agency Mortgage-Backed Securities FNMS 07.000 CL535347 B1V7KEBTPIMZEU4LTD58 31384VWG3 2030-05-01 7.000000 0.00 500000.00 212.98 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137AFZS4 2034-10-15 4.500000 0.00 4790.00 338.50 Agency Collateralized Mortgage Obligation FNMS 06.000 CZ257092 B1V7KEBTPIMZEU4LTD58 31371NRM9 2048-01-01 6.000000 0.00 1300736.00 1773.22 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC0442 B1V7KEBTPIMZEU4LTD58 3140EUP45 2045-12-01 6.067000 0.00 143000.00 3591.74 Agency Mortgage-Backed Securities FNMS 06.500 GO254484 B1V7KEBTPIMZEU4LTD58 31371KUH2 2031-12-01 6.500000 0.00 275000.00 268.35 Agency Mortgage-Backed Securities FNMS 06.000 CT256928 B1V7KEBTPIMZEU4LTD58 31371NLH6 2027-10-01 6.000000 0.00 282424.00 369.63 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5876 B1V7KEBTPIMZEU4LTD58 3138ENQ69 2042-01-01 4.500000 0.00 2000.00 130.02 Agency Mortgage-Backed Securities FNMS 06.500 CZ256882 B1V7KEBTPIMZEU4LTD58 31371NJ30 2047-08-01 6.500000 0.00 135000.00 863.07 Agency Mortgage-Backed Securities FNMS 05.500 K2255221 B1V7KEBTPIMZEU4LTD58 31371LPE3 2034-03-01 5.500000 0.00 70000.00 443.87 Agency Mortgage-Backed Securities FNMS 07.000 CL252924 B1V7KEBTPIMZEU4LTD58 31371H4H8 2029-12-01 7.000000 0.00 306852.00 119.09 Agency Mortgage-Backed Securities FNMS 05.500 CT256640 B1V7KEBTPIMZEU4LTD58 31371NBH7 2027-03-01 5.500000 0.00 89635.00 46.02 Agency Mortgage-Backed Securities FNAR XX.XXX LBAO5135 B1V7KEBTPIMZEU4LTD58 3138LVV59 2042-06-01 5.896000 0.00 1114598.00 4731.41 Agency Mortgage-Backed Securities FNMS 06.500 CT256628 B1V7KEBTPIMZEU4LTD58 31371NA54 2027-01-01 6.500000 0.00 2689853.00 1603.49 Agency Mortgage-Backed Securities FNMS 03.500 CTAO1130 B1V7KEBTPIMZEU4LTD58 3138LRHG0 2032-05-01 3.500000 0.00 8840.00 964.60 Agency Mortgage-Backed Securities FNMS 06.000 CL800468 B1V7KEBTPIMZEU4LTD58 31405VJM0 2034-10-01 6.000000 0.00 169983.00 908.75 Agency Mortgage-Backed Securities FNMS 05.500 CL811131 B1V7KEBTPIMZEU4LTD58 31406JEC3 2035-03-01 5.500000 0.00 1000100.00 2015.44 Agency Mortgage-Backed Securities FNMS 05.000 CLBN4718 B1V7KEBTPIMZEU4LTD58 3140JMG48 2049-02-01 5.000000 0.00 28000.00 2627.90 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3110 B1V7KEBTPIMZEU4LTD58 3140QNN40 2047-03-01 2.500000 0.00 2000.00 1311.51 Agency Mortgage-Backed Securities FNAR XX.XXX LB784365 B1V7KEBTPIMZEU4LTD58 31405BMN8 2034-05-01 5.618000 0.00 300000.00 3240.10 Agency Mortgage-Backed Securities FNAR XX.XXX LB809867 B1V7KEBTPIMZEU4LTD58 31406GW47 2035-03-01 5.875000 0.00 5000000.00 4726.99 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3914 B1V7KEBTPIMZEU4LTD58 3140QPK48 2052-06-01 4.000000 0.00 1000.00 686.51 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0340 B1V7KEBTPIMZEU4LTD58 3140JGLW3 2048-12-01 4.500000 0.00 6000.00 443.04 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8265 S6XOOCT0IEG5ABCC6L87 3132DWFE8 2052-11-01 4.000000 0.00 2000.00 1491.26 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8320 S6XOOCT0IEG5ABCC6L87 3132DWG56 2053-02-01 3.000000 0.00 2000.00 1512.52 Agency Mortgage-Backed Securities FEPC 02.000 CISB8501 S6XOOCT0IEG5ABCC6L87 3132D6NS5 2035-08-01 2.000000 0.00 12000.00 4328.93 Agency Mortgage-Backed Securities FEPC 03.500 CISB0355 S6XOOCT0IEG5ABCC6L87 3132CWMC5 2035-06-01 3.500000 0.00 14000.00 2518.19 Agency Mortgage-Backed Securities FMAR 2B1056 G S6XOOCT0IEG5ABCC6L87 31326FE53 2042-12-01 5.900000 0.00 25000.00 670.85 Agency Mortgage-Backed Securities FEPC 04.500 CLZT1953 S6XOOCT0IEG5ABCC6L87 3132AEE28 2049-05-01 4.500000 0.00 54000.00 4760.12 Agency Mortgage-Backed Securities FEPC 02.000 CISB0424 S6XOOCT0IEG5ABCC6L87 3132CWPH1 2035-10-01 2.000000 0.00 4000.00 1498.88 Agency Mortgage-Backed Securities FEPC 03.500 CISB8196 S6XOOCT0IEG5ABCC6L87 3132D6C99 2037-12-01 3.500000 0.00 1000.00 548.33 Agency Mortgage-Backed Securities FEPC 03.500 CIZS8716 S6XOOCT0IEG5ABCC6L87 3132A9VH7 2033-09-01 3.500000 0.00 1000.00 70.23 Agency Mortgage-Backed Securities FNMS 04.000 CLFA3077 B1V7KEBTPIMZEU4LTD58 3140W3M30 2054-03-01 4.000000 0.00 5000.00 4526.66 Agency Mortgage-Backed Securities FNMS 03.000 CLFA1404 B1V7KEBTPIMZEU4LTD58 3140W1R21 2052-09-01 3.000000 0.00 1000.00 808.20 Agency Mortgage-Backed Securities FNMS 05.000 CT932349 B1V7KEBTPIMZEU4LTD58 31412QZN2 2030-01-01 5.000000 0.00 691314.00 4783.29 Agency Mortgage-Backed Securities FNAR XX.XXX LB920961 B1V7KEBTPIMZEU4LTD58 31412CFA3 2037-01-01 5.541000 0.00 1055000.00 4273.94 Agency Mortgage-Backed Securities FNMS 05.500 CL976853 B1V7KEBTPIMZEU4LTD58 31414UWN4 2029-11-01 5.500000 0.00 1046282.00 3028.13 Agency Mortgage-Backed Securities FNAR XX.XXX WS888507 B1V7KEBTPIMZEU4LTD58 31410GDL4 2035-02-01 5.835000 0.00 251000.00 2322.35 Agency Mortgage-Backed Securities FNAR XX.XXX WD888527 B1V7KEBTPIMZEU4LTD58 31410GD83 2034-04-01 6.095000 0.00 20000.00 143.08 Agency Mortgage-Backed Securities FNAR XX.XXX WS888509 B1V7KEBTPIMZEU4LTD58 31410GDN0 2033-06-01 5.742000 0.00 460000.00 4726.80 Agency Mortgage-Backed Securities FNAR XX.XXX LB888502 B1V7KEBTPIMZEU4LTD58 31410GDF7 2033-06-01 5.478000 0.00 66000.00 685.99 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5127 B1V7KEBTPIMZEU4LTD58 3140X8VV6 2050-09-01 3.500000 0.00 5000.00 1110.50 Agency Mortgage-Backed Securities FNMS 04.000 CLCB6455 B1V7KEBTPIMZEU4LTD58 3140QSE56 2053-06-01 4.000000 0.00 3000.00 2244.80 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3897 B1V7KEBTPIMZEU4LTD58 3140QPKK2 2052-06-01 3.500000 0.00 2000.00 1407.33 Agency Mortgage-Backed Securities FNAR XX.XXX LB888375 B1V7KEBTPIMZEU4LTD58 31410F6L4 2037-11-01 5.697000 0.00 1076000.00 2361.03 Agency Mortgage-Backed Securities FNMS 06.500 CL535895 B1V7KEBTPIMZEU4LTD58 31384WKG4 2031-02-01 6.500000 0.00 2000000.00 1209.79 Agency Mortgage-Backed Securities FNAR XX.XXX WC573667 B1V7KEBTPIMZEU4LTD58 31386UJL7 2030-06-01 5.150000 0.00 9050012.00 2660.39 Agency Mortgage-Backed Securities FNMS 02.000 CIAS1382 B1V7KEBTPIMZEU4LTD58 3138WARC3 2028-07-01 2.000000 0.00 47321.00 1577.47 Agency Mortgage-Backed Securities FNMS 07.500 CL535425 B1V7KEBTPIMZEU4LTD58 31384VYW6 2030-08-01 7.500000 0.00 23145311.00 1957.63 Agency Mortgage-Backed Securities FNMS 04.000 CLAJ4016 B1V7KEBTPIMZEU4LTD58 3138AVPA7 2041-10-01 4.000000 0.00 28000.00 2358.53 Agency Mortgage-Backed Securities FNMS 08.000 CL535290 B1V7KEBTPIMZEU4LTD58 31384VUP5 2030-05-01 8.000000 0.00 7712357.00 2574.35 Agency Mortgage-Backed Securities FNMS 07.000 CL535345 B1V7KEBTPIMZEU4LTD58 31384VWE8 2030-06-01 7.000000 0.00 100000.00 35.00 Agency Mortgage-Backed Securities FNAR XX.XXX WS555715 B1V7KEBTPIMZEU4LTD58 31385XK48 2033-07-01 5.615000 0.00 130000.00 266.29 Agency Mortgage-Backed Securities FNMS 04.000 CLAS5942 B1V7KEBTPIMZEU4LTD58 3138WFS80 2045-10-01 4.000000 0.00 2000.00 182.66 Agency Mortgage-Backed Securities FEPC 03.000 CLQG5124 S6XOOCT0IEG5ABCC6L87 3133C5VR9 2053-06-01 3.000000 0.00 1000.00 708.68 Agency Mortgage-Backed Securities FEPC 05.500 CLRA7800 S6XOOCT0IEG5ABCC6L87 3133KPUZ9 2052-08-01 5.500000 0.00 5000.00 3298.54 Agency Mortgage-Backed Securities FNMS 04.500 CLAL0393 B1V7KEBTPIMZEU4LTD58 3138EGNK6 2041-06-01 4.500000 0.00 9000.00 461.64 Agency Mortgage-Backed Securities FNMS 05.500 CLAL8113 B1V7KEBTPIMZEU4LTD58 3138ETAP1 2042-02-01 5.500000 0.00 4000.00 491.94 Agency Mortgage-Backed Securities FNMS 04.500 CLAL7767 B1V7KEBTPIMZEU4LTD58 3138EQTZ5 2044-06-01 4.500000 0.00 41452.00 4250.23 Agency Mortgage-Backed Securities FNMS 03.500 CIAL6206 B1V7KEBTPIMZEU4LTD58 3138EN3Q0 2028-06-01 3.500000 0.00 14000.00 29.14 Agency Mortgage-Backed Securities FNMS 03.500 CIAL8238 B1V7KEBTPIMZEU4LTD58 3138ETEL6 2030-08-01 3.500000 0.00 4000.00 197.00 Agency Mortgage-Backed Securities FNMS 04.000 CIAL3909 B1V7KEBTPIMZEU4LTD58 3138ELKX0 2027-05-01 4.000000 0.00 9757221.00 4883.70 Agency Mortgage-Backed Securities FNMS 04.500 CLAL2616 B1V7KEBTPIMZEU4LTD58 3138EJ4A3 2041-11-01 4.500000 0.00 13000.00 699.35 Agency Mortgage-Backed Securities FNMS 04.500 CIAL0792 B1V7KEBTPIMZEU4LTD58 3138EG3A0 2026-09-01 4.500000 0.00 1150000.00 383.05 Agency Mortgage-Backed Securities FNMS 04.500 CLAL4301 B1V7KEBTPIMZEU4LTD58 3138ELX73 2042-04-01 4.500000 0.00 4000.00 314.84 Agency Mortgage-Backed Securities FNMS 04.000 CLAL6715 B1V7KEBTPIMZEU4LTD58 3138EPN91 2045-02-01 4.000000 0.00 1000.00 67.98 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7189 S6XOOCT0IEG5ABCC6L87 3133KN7A5 2052-04-01 3.500000 0.00 7000.00 4750.23 Agency Mortgage-Backed Securities FNMS 02.000 CIAS2673 B1V7KEBTPIMZEU4LTD58 3138WB6K6 2029-05-01 2.000000 0.00 25000.00 768.39 Agency Mortgage-Backed Securities FEPC 05.000 CTRB5333 S6XOOCT0IEG5ABCC6L87 3133KY4S5 2045-02-01 5.000000 0.00 2965.00 2305.66 Agency Mortgage-Backed Securities FNMS 03.500 CTAS1406 B1V7KEBTPIMZEU4LTD58 3138WAR41 2034-01-01 3.500000 0.00 31018.00 2771.64 Agency Mortgage-Backed Securities FNMS 02.000 CIAS4858 B1V7KEBTPIMZEU4LTD58 3138WEMG1 2030-04-01 2.000000 0.00 50000.00 3532.70 Agency Mortgage-Backed Securities FNAR XX.XXX LB708664 B1V7KEBTPIMZEU4LTD58 31401HJH6 2033-05-01 5.825000 0.00 2000000.00 4692.11 Agency Mortgage-Backed Securities FNMS 02.000 CIAS3595 B1V7KEBTPIMZEU4LTD58 3138WC7H0 2029-09-01 2.000000 0.00 42291.00 1928.11 Agency Mortgage-Backed Securities FNMS 02.500 CIAS5090 B1V7KEBTPIMZEU4LTD58 3138WEUQ0 2030-06-01 2.500000 0.00 25000.00 1976.07 Agency Mortgage-Backed Securities FNMS 04.000 CLBN3009 B1V7KEBTPIMZEU4LTD58 3140JKKX3 2048-11-01 4.000000 0.00 8000.00 755.24 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3528 B1V7KEBTPIMZEU4LTD58 3140QN4N9 2052-05-01 4.000000 0.00 4000.00 2785.44 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9944 B1V7KEBTPIMZEU4LTD58 3140MQBN8 2052-06-01 3.500000 0.00 1000.00 672.20 Agency Mortgage-Backed Securities FNMS 03.000 CLBW4879 B1V7KEBTPIMZEU4LTD58 3140MWM52 2053-04-01 3.000000 0.00 3000.00 2156.91 Agency Mortgage-Backed Securities FNMS 04.000 CLBX3198 B1V7KEBTPIMZEU4LTD58 3140N7RU6 2052-12-01 4.000000 0.00 2000.00 1399.68 Agency Mortgage-Backed Securities FNMS 04.000 CLAS4168 B1V7KEBTPIMZEU4LTD58 3138WDT27 2044-12-01 4.000000 0.00 10000.00 1127.14 Agency Mortgage-Backed Securities FNMS 03.000 CKAS7661 B1V7KEBTPIMZEU4LTD58 3138WHQP0 2046-08-01 3.000000 0.00 20000.00 1963.68 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH5968 B1V7KEBTPIMZEU4LTD58 3140GUT23 2047-08-01 6.350000 0.00 30000.00 1582.25 Agency Mortgage-Backed Securities FNAR XX.XXX LBAX5591 B1V7KEBTPIMZEU4LTD58 3138Y7F98 2045-01-01 5.840000 0.00 126000.00 1542.58 Agency Mortgage-Backed Securities GNRA 2022-208 YF 549300M8ZYFG0OCMTT87 38383LY61 2052-12-20 4.608700 0.00 99999500.00 28788117.38 Agency Collateralized Mortgage Obligation FNMS 06.000 CLFS4849 B1V7KEBTPIMZEU4LTD58 3140XLL71 2042-01-01 6.000000 0.00 2000.00 1292.71 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6601 B1V7KEBTPIMZEU4LTD58 3140XNKP8 2053-12-01 3.500000 0.00 2000.00 1572.97 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2325 S6XOOCT0IEG5ABCC6L87 3132A2SN3 2032-07-01 5.500000 0.00 316560.00 3478.22 Agency Mortgage-Backed Securities FEPC 04.000 CLZA6946 S6XOOCT0IEG5ABCC6L87 31329QWF4 2049-05-01 4.000000 0.00 8000.00 594.09 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4657 S6XOOCT0IEG5ABCC6L87 3132A5E68 2046-03-01 4.500000 0.00 2000.00 164.70 Agency Mortgage-Backed Securities FEPC 06.500 CLZS4228 S6XOOCT0IEG5ABCC6L87 3132A4VV7 2036-02-01 6.500000 0.00 50000.00 524.86 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8424 S6XOOCT0IEG5ABCC6L87 3132DWLD3 2054-03-01 4.000000 0.00 4000.00 3506.14 Agency Mortgage-Backed Securities FEPC 04.000 CLSD5580 S6XOOCT0IEG5ABCC6L87 3132DTFV7 2052-10-01 4.000000 0.00 4000.00 3403.20 Agency Mortgage-Backed Securities 04.500 FGPC Q57426 G S6XOOCT0IEG5ABCC6L87 3132Y1HC5 2048-07-01 4.500000 0.00 5000.00 314.75 Agency Mortgage-Backed Securities FEPC 03.000 CLQA8805 S6XOOCT0IEG5ABCC6L87 3133A3YA0 2050-04-01 3.000000 0.00 5000.00 1343.58 Agency Mortgage-Backed Securities FNMS 04.500 CLAS1626 B1V7KEBTPIMZEU4LTD58 3138WAYY7 2044-02-01 4.500000 0.00 3000.00 170.44 Agency Mortgage-Backed Securities FEPC 06.500 CLRA8631 S6XOOCT0IEG5ABCC6L87 3133KQSU1 2053-01-01 6.500000 0.00 4116.00 1741.78 Agency Mortgage-Backed Securities FNMS 03.500 CIAS0012 B1V7KEBTPIMZEU4LTD58 3138W9AN0 2028-07-01 3.500000 0.00 1000.00 20.64 Agency Mortgage-Backed Securities FEPC 03.000 3PRE6019 S6XOOCT0IEG5ABCC6L87 3133N3VL5 2049-12-01 3.000000 0.00 46000.00 4475.50 Agency Mortgage-Backed Securities FNMS 03.500 CIAV2326 B1V7KEBTPIMZEU4LTD58 3138XDSQ4 2028-12-01 3.500000 0.00 5000.00 138.05 Agency Mortgage-Backed Securities FNMS 03.500 CIAV6368 B1V7KEBTPIMZEU4LTD58 3138XJCE5 2029-01-01 3.500000 0.00 12000.00 190.30 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 31396UVU1 2036-07-15 6.000000 0.00 12085000.00 2234646.09 Agency Collateralized Mortgage Obligation FNMS 07.000 GO725851 B1V7KEBTPIMZEU4LTD58 31402DL81 2034-07-01 7.000000 0.00 299056.00 180.37 Agency Mortgage-Backed Securities FNMS 05.500 CL780371 B1V7KEBTPIMZEU4LTD58 31404V6G8 2034-06-01 5.500000 0.00 43416.00 626.06 Agency Mortgage-Backed Securities FNMS 07.500 CL882043 B1V7KEBTPIMZEU4LTD58 31409X5C9 2036-05-01 7.500000 0.00 1421790.00 2345.62 Agency Mortgage-Backed Securities FNAR XX.XXX LB844000 B1V7KEBTPIMZEU4LTD58 31407XUZ2 2035-11-01 5.927000 0.00 368000.00 2785.97 Agency Mortgage-Backed Securities FNAR XX.XXX WS781460 B1V7KEBTPIMZEU4LTD58 31404XE91 2034-08-01 6.118000 0.00 600000.00 3654.65 Agency Mortgage-Backed Securities FNMS 07.000 CL643859 B1V7KEBTPIMZEU4LTD58 31390EJC7 2032-05-01 7.000000 0.00 4128337.00 3295.54 Agency Mortgage-Backed Securities FNMS 07.500 CL640996 B1V7KEBTPIMZEU4LTD58 31390BC97 2032-05-01 7.500000 0.00 378000.00 684.37 Agency Mortgage-Backed Securities FNAR XX.XXX WS725245 B1V7KEBTPIMZEU4LTD58 31402CWE8 2034-02-01 5.947000 0.00 170000.00 669.44 Agency Mortgage-Backed Securities FMAR 1B7789 G S6XOOCT0IEG5ABCC6L87 3128UGBH9 2040-11-01 6.274000 0.00 125000.00 552.23 Agency Mortgage-Backed Securities FMAR 1G3589 G S6XOOCT0IEG5ABCC6L87 3128QT7A6 2037-04-01 5.669000 0.00 100000.00 2675.02 Agency Mortgage-Backed Securities FEPC 05.000 CISB8371 S6XOOCT0IEG5ABCC6L87 3132D6JQ4 2040-03-01 5.000000 0.00 1000.00 644.02 Agency Mortgage-Backed Securities FEPC 06.000 CLZS2440 S6XOOCT0IEG5ABCC6L87 3132A2V90 2038-07-01 6.000000 0.00 230000.00 2979.84 Agency Mortgage-Backed Securities FEPC 03.500 CISB8203 S6XOOCT0IEG5ABCC6L87 3132D6DG2 2038-01-01 3.500000 0.00 8000.00 4632.11 Agency Mortgage-Backed Securities FEPC 05.500 CLZS3881 S6XOOCT0IEG5ABCC6L87 3132A4J25 2041-06-01 5.500000 0.00 2000.00 117.96 Agency Mortgage-Backed Securities FNMS 04.000 CLFM5750 B1V7KEBTPIMZEU4LTD58 3140X9L86 2050-08-01 4.000000 0.00 2000.00 448.33 Agency Mortgage-Backed Securities FNMS 03.500 CTFM3463 B1V7KEBTPIMZEU4LTD58 3140X6Z53 2036-12-01 3.500000 0.00 9000.00 2155.58 Agency Mortgage-Backed Securities FNMS 05.000 CI890400 B1V7KEBTPIMZEU4LTD58 31410LGH9 2026-08-01 5.000000 0.00 165000.00 22.12 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7890 B1V7KEBTPIMZEU4LTD58 3140XPXU8 2047-07-01 5.000000 0.00 5000.00 3838.03 Agency Mortgage-Backed Securities FNMS 05.500 CLFM3712 B1V7KEBTPIMZEU4LTD58 3140X7DS5 2049-09-01 5.500000 0.00 26401.00 3377.51 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7340 B1V7KEBTPIMZEU4LTD58 3140XBEN6 2049-07-01 4.000000 0.00 1000.00 281.37 Agency Mortgage-Backed Securities FNMS 03.500 CIFM3098 B1V7KEBTPIMZEU4LTD58 3140X6NQ0 2030-08-01 3.500000 0.00 9000.00 2.39 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7556 B1V7KEBTPIMZEU4LTD58 3140XBME7 2051-05-01 3.500000 0.00 12000.00 4187.62 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3093 B1V7KEBTPIMZEU4LTD58 3140X6NK3 2048-11-01 4.000000 0.00 1000.00 132.78 Agency Mortgage-Backed Securities FNMS 04.500 CIFM1507 B1V7KEBTPIMZEU4LTD58 3140X4U95 2028-12-01 4.500000 0.00 25000.00 1.73 Agency Mortgage-Backed Securities FNMS 04.500 CIFM2672 B1V7KEBTPIMZEU4LTD58 3140X56J7 2028-12-01 4.500000 0.00 50000.00 23.12 Agency Mortgage-Backed Securities FNMS 03.000 CLBY1455 B1V7KEBTPIMZEU4LTD58 3140NHTM0 2053-12-01 3.000000 0.00 2000.00 1647.25 Agency Mortgage-Backed Securities FNMS 03.500 CIFS3563 B1V7KEBTPIMZEU4LTD58 3140XJ5Z2 2038-06-01 3.500000 0.00 1000.00 615.42 Agency Mortgage-Backed Securities FNMS 05.000 CIFM3464 B1V7KEBTPIMZEU4LTD58 3140X6Z61 2027-03-01 5.000000 0.00 95000.00 0.02 Agency Mortgage-Backed Securities FNMS 02.500 CLFS9366 B1V7KEBTPIMZEU4LTD58 3140XRMQ5 2052-04-01 2.500000 0.00 6000.00 4410.10 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5425 B1V7KEBTPIMZEU4LTD58 3140X9A39 2049-06-01 3.500000 0.00 17000.00 4417.41 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3569 B1V7KEBTPIMZEU4LTD58 3140XJ6F5 2052-02-01 3.000000 0.00 1000.00 701.33 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3275 B1V7KEBTPIMZEU4LTD58 3140XJT94 2052-04-01 3.000000 0.00 5000.00 3400.10 Agency Mortgage-Backed Securities FNMS 04.500 CIFM2235 B1V7KEBTPIMZEU4LTD58 3140X5PV9 2028-12-01 4.500000 0.00 10000.00 0.31 Agency Mortgage-Backed Securities FNMS 02.000 CLBR6514 B1V7KEBTPIMZEU4LTD58 3140L5GY6 2051-04-01 2.000000 0.00 1208.00 770.35 Agency Mortgage-Backed Securities FNMS 03.000 CLBP9638 B1V7KEBTPIMZEU4LTD58 3140KHV81 2050-06-01 3.000000 0.00 2000.00 569.15 Agency Mortgage-Backed Securities FNMS 05.000 CLFM8543 B1V7KEBTPIMZEU4LTD58 3140XCP51 2044-11-01 5.000000 0.00 4000.00 1860.12 Agency Mortgage-Backed Securities FNMS 06.000 CT928776 B1V7KEBTPIMZEU4LTD58 31412L2H2 2027-10-01 6.000000 0.00 6000000.00 4969.00 Agency Mortgage-Backed Securities FNMS 05.500 CL821507 B1V7KEBTPIMZEU4LTD58 31406VU87 2035-06-01 5.500000 0.00 208871.00 1123.93 Agency Mortgage-Backed Securities FNAR XX.XXX LB689306 B1V7KEBTPIMZEU4LTD58 31400JYB9 2033-02-01 5.312000 0.00 4600000.00 3581.39 Agency Mortgage-Backed Securities FMAR 420192 G S6XOOCT0IEG5ABCC6L87 31346AF91 2029-06-01 4.227000 0.00 4000000.00 1263.43 Agency Mortgage-Backed Securities FMAR 780870 G S6XOOCT0IEG5ABCC6L87 31342A6F1 2033-09-01 6.357000 0.00 440000.00 1429.42 Agency Mortgage-Backed Securities FNMS 06.500 CL641519 B1V7KEBTPIMZEU4LTD58 31390BVL9 2032-04-01 6.500000 0.00 402847.00 2023.29 Agency Mortgage-Backed Securities FNAR XX.XXX LB827871 B1V7KEBTPIMZEU4LTD58 31407DW84 2035-03-01 5.705000 0.00 2000000.00 1222.51 Agency Mortgage-Backed Securities FNAR XX.XXX LB816308 B1V7KEBTPIMZEU4LTD58 31406P3R8 2035-02-01 5.858000 0.00 100000.00 1951.98 Agency Mortgage-Backed Securities FNAR XX.XXX LB813174 B1V7KEBTPIMZEU4LTD58 31406LMX3 2035-02-01 6.010000 0.00 115000.00 135.37 Agency Mortgage-Backed Securities FNMS 06.000 CL190391 B1V7KEBTPIMZEU4LTD58 31368HNG4 2038-09-01 6.000000 0.00 14000.00 74.19 Agency Mortgage-Backed Securities FNMS 05.000 CL797806 B1V7KEBTPIMZEU4LTD58 31405SKT0 2035-04-01 5.000000 0.00 348216.00 4942.96 Agency Mortgage-Backed Securities FNAR XX.XXX LB813844 B1V7KEBTPIMZEU4LTD58 31406MER3 2035-01-01 5.743000 0.00 350000.00 2646.16 Agency Mortgage-Backed Securities FNAR XX.XXX LB675490 B1V7KEBTPIMZEU4LTD58 31391SNF3 2033-03-01 6.289000 0.00 325000.00 415.75 Agency Mortgage-Backed Securities FNRM RC021VN R26F021 B1V7KEBTPIMZEU4LTD58 3136G5GN4 2037-05-25 4.500000 0.00 5000000.00 4882126.10 Agency Collateralized Mortgage Obligation FMAR 782837 G S6XOOCT0IEG5ABCC6L87 31349UEJ3 2034-11-01 5.892000 0.00 220000.00 1989.71 Agency Mortgage-Backed Securities FNAR XX.XXX WS795297 B1V7KEBTPIMZEU4LTD58 31405PRS1 2044-07-01 4.967000 0.00 1000000.00 4438.41 Agency Mortgage-Backed Securities FMAR 783022 G S6XOOCT0IEG5ABCC6L87 31349ULB2 2035-02-01 5.875000 0.00 220000.00 1626.57 Agency Mortgage-Backed Securities FNMS 06.000 CL745154 B1V7KEBTPIMZEU4LTD58 31403CZT1 2036-01-01 6.000000 0.00 225000.00 1686.84 Agency Mortgage-Backed Securities FNRM RC045BD R26F045 B1V7KEBTPIMZEU4LTD58 3136G56J4 2054-09-25 4.500000 0.00 21754112.00 19904751.43 Agency Collateralized Mortgage Obligation FNMS 05.000 CL745355 B1V7KEBTPIMZEU4LTD58 31403DBY4 2036-03-01 5.000000 0.00 528750.00 4588.24 Agency Mortgage-Backed Securities FNMS 05.500 CL803851 B1V7KEBTPIMZEU4LTD58 31406ABU5 2034-12-01 5.500000 0.00 129327.00 460.83 Agency Mortgage-Backed Securities FNMS 07.000 CT256868 B1V7KEBTPIMZEU4LTD58 31371NJM8 2027-07-01 7.000000 0.00 791116.00 540.68 Agency Mortgage-Backed Securities FNMS 05.500 CL808413 B1V7KEBTPIMZEU4LTD58 31406FDS7 2035-01-01 5.500000 0.00 497908.00 3298.48 Agency Mortgage-Backed Securities FNAR XX.XXX LB735648 B1V7KEBTPIMZEU4LTD58 31402RHZ5 2034-02-01 6.240000 0.00 170000.00 1183.78 Agency Mortgage-Backed Securities FNMS 05.000 CIAL5588 B1V7KEBTPIMZEU4LTD58 3138ENF61 2027-03-01 5.000000 0.00 691450.00 0.06 Agency Mortgage-Backed Securities FNAR XX.XXX LB817330 B1V7KEBTPIMZEU4LTD58 31406RA70 2035-07-01 5.498000 0.00 160000.00 894.11 Agency Mortgage-Backed Securities FNAR XX.XXX WS843997 B1V7KEBTPIMZEU4LTD58 31407XUW9 2035-11-01 5.608000 0.00 200000.00 1490.99 Agency Mortgage-Backed Securities FNMS 05.000 CL771019 B1V7KEBTPIMZEU4LTD58 31404KSG8 2034-04-01 5.000000 0.00 249291.00 3530.01 Agency Mortgage-Backed Securities FNMS 05.500 CL803467 B1V7KEBTPIMZEU4LTD58 31405YTY7 2035-01-01 5.500000 0.00 175335.00 4325.88 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7523 S6XOOCT0IEG5ABCC6L87 3132DVLC7 2050-08-01 2.500000 0.00 1002.00 447.68 Agency Mortgage-Backed Securities 03.000 FGPC U59041 G S6XOOCT0IEG5ABCC6L87 3132HWAS8 2033-12-01 3.000000 0.00 25000.00 4479.90 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8243 S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.500000 0.00 1000.00 723.96 Agency Mortgage-Backed Securities FEPC 04.000 CLQA3399 S6XOOCT0IEG5ABCC6L87 31339SX42 2049-10-01 4.000000 0.00 1000.00 143.66 Agency Mortgage-Backed Securities FEPC 04.500 CLZT1546 S6XOOCT0IEG5ABCC6L87 3132ADWF1 2048-12-01 4.500000 0.00 29000.00 1893.12 Agency Mortgage-Backed Securities FEPC 03.000 CLSD2864 S6XOOCT0IEG5ABCC6L87 3132DQFD3 2052-03-01 3.000000 0.00 1000.00 658.01 Agency Mortgage-Backed Securities FMAR 1G1227 G S6XOOCT0IEG5ABCC6L87 3128QJLG9 2036-10-01 7.146000 0.00 2000000.00 4884.02 Agency Mortgage-Backed Securities FEPC 03.000 CTZA2281 S6XOOCT0IEG5ABCC6L87 31329KRA4 2032-11-01 3.000000 0.00 27365.00 2235.51 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4781 S6XOOCT0IEG5ABCC6L87 3132A5J22 2048-07-01 4.500000 0.00 1000.00 82.51 Agency Mortgage-Backed Securities FEPC 04.500 CLZT1595 S6XOOCT0IEG5ABCC6L87 3132ADXY9 2049-01-01 4.500000 0.00 18000.00 985.44 Agency Mortgage-Backed Securities FEPC 03.500 CIZT1799 S6XOOCT0IEG5ABCC6L87 3132AD7L6 2034-03-01 3.500000 0.00 2000.00 145.31 Agency Mortgage-Backed Securities FEPC 03.500 CISB0360 S6XOOCT0IEG5ABCC6L87 3132CWMH4 2035-04-01 3.500000 0.00 5000.00 1319.39 Agency Mortgage-Backed Securities FMAR 848661 G S6XOOCT0IEG5ABCC6L87 31300LTS4 2041-12-01 6.245000 0.00 104847.00 1352.58 Agency Mortgage-Backed Securities FMAR 1Q1467 G S6XOOCT0IEG5ABCC6L87 3128S5TY0 2039-11-01 6.136000 0.00 333000.00 3816.70 Agency Mortgage-Backed Securities FMAR 786921 G S6XOOCT0IEG5ABCC6L87 31295KVN1 2029-11-01 6.282000 0.00 1350000.00 754.38 Agency Mortgage-Backed Securities FMAR 849254 G S6XOOCT0IEG5ABCC6L87 31300MH71 2042-01-01 6.424000 0.00 161000.00 3216.78 Agency Mortgage-Backed Securities FMAR 849169 G S6XOOCT0IEG5ABCC6L87 31300MFJ7 2043-04-01 6.214000 0.00 196000.00 660.59 Agency Mortgage-Backed Securities FMAR 786590 G S6XOOCT0IEG5ABCC6L87 31295KKB9 2027-11-01 6.400000 0.00 76086274.00 522.38 Agency Mortgage-Backed Securities FNMS 04.000 CTMA0587 B1V7KEBTPIMZEU4LTD58 31417YUM7 2030-12-01 4.000000 0.00 3000.00 58.00 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6598 B1V7KEBTPIMZEU4LTD58 3140XNKL7 2052-08-01 3.500000 0.00 2000.00 1487.88 Agency Mortgage-Backed Securities FNMS 04.000 CICB7910 B1V7KEBTPIMZEU4LTD58 3140QTYG8 2038-11-01 4.000000 0.00 2133.00 1193.31 Agency Mortgage-Backed Securities FNMS 05.000 CLFM0036 B1V7KEBTPIMZEU4LTD58 3140X3BE7 2049-08-01 5.000000 0.00 3000.00 619.68 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1367 B1V7KEBTPIMZEU4LTD58 3140X4QV1 2049-08-01 3.500000 0.00 23000.00 2027.31 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7599 B1V7KEBTPIMZEU4LTD58 3140XBNR7 2051-01-01 3.500000 0.00 3000.00 943.87 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1598 B1V7KEBTPIMZEU4LTD58 3140X4X43 2049-02-01 4.000000 0.00 12000.00 960.42 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1030 B1V7KEBTPIMZEU4LTD58 3140XGEC9 2052-03-01 3.000000 0.00 2000.00 1383.09 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3686 B1V7KEBTPIMZEU4LTD58 3140XKCY4 2053-01-01 5.000000 0.00 5000.00 3596.55 Agency Mortgage-Backed Securities FNMS 04.000 CLCB5664 B1V7KEBTPIMZEU4LTD58 3140QRJJ3 2053-02-01 4.000000 0.00 3000.00 2421.26 Agency Mortgage-Backed Securities FNMS 04.000 CLCB7316 B1V7KEBTPIMZEU4LTD58 3140QTDW6 2053-10-01 4.000000 0.00 2000.00 1642.72 Agency Mortgage-Backed Securities FNMS 05.500 CLBM4422 B1V7KEBTPIMZEU4LTD58 3140J84G5 2048-08-01 5.500000 0.00 6000.00 555.83 Agency Mortgage-Backed Securities FNMS 07.500 CL592488 B1V7KEBTPIMZEU4LTD58 31387SF50 2031-06-01 7.500000 0.00 1000000.00 2676.29 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH5928 B1V7KEBTPIMZEU4LTD58 3140GUSS7 2047-07-01 6.288000 0.00 10000.00 481.46 Agency Mortgage-Backed Securities FNMS 04.500 CLAH9708 B1V7KEBTPIMZEU4LTD58 3138ABYE3 2041-04-01 4.500000 0.00 8000.00 1032.25 Agency Mortgage-Backed Securities FNMS 07.500 CL535996 B1V7KEBTPIMZEU4LTD58 31384WNM8 2031-06-01 7.500000 0.00 9635798.00 3487.41 Agency Mortgage-Backed Securities FNMS 04.500 CLAS6627 B1V7KEBTPIMZEU4LTD58 3138WGLH5 2046-02-01 4.500000 0.00 4000.00 304.14 Agency Mortgage-Backed Securities FNMS 06.000 CLAL0045 B1V7KEBTPIMZEU4LTD58 3138EGBP8 2032-02-01 6.000000 0.00 150000.00 3864.61 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6578 B1V7KEBTPIMZEU4LTD58 3140HLJY3 2048-08-01 4.500000 0.00 7000.00 369.87 Agency Mortgage-Backed Securities FNMS 04.000 CLBA2889 B1V7KEBTPIMZEU4LTD58 3140E7F70 2045-11-01 4.000000 0.00 1000.00 52.71 Agency Mortgage-Backed Securities FNMS 04.500 CIAL4898 B1V7KEBTPIMZEU4LTD58 3138EMNQ0 2027-01-01 4.500000 0.00 7000.00 0.07 Agency Mortgage-Backed Securities GNRM 2014-003 GL 549300M8ZYFG0OCMTT87 38378YZU6 2044-01-16 2.500000 0.00 1000.00 820.81 Agency Collateralized Mortgage Obligation GNRA 2025-098 NF 549300M8ZYFG0OCMTT87 38381NNR5 2055-06-20 5.308700 0.00 95578000.00 62047091.04 Agency Collateralized Mortgage Obligation FEPC 04.000 CLQE1600 S6XOOCT0IEG5ABCC6L87 3133BAX55 2052-05-01 4.000000 0.00 1000.00 743.02 Agency Mortgage-Backed Securities FEPC 03.000 CLQA1033 S6XOOCT0IEG5ABCC6L87 31334XEE5 2049-07-01 3.000000 0.00 5000.00 660.86 Agency Mortgage-Backed Securities FEPC 05.500 CLZS3486 S6XOOCT0IEG5ABCC6L87 3132A32T6 2040-08-01 5.500000 0.00 30742.00 593.71 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0713 S6XOOCT0IEG5ABCC6L87 3132ACYJ3 2048-10-01 4.500000 0.00 27000.00 2299.18 Agency Mortgage-Backed Securities FEPC 07.000 CLZS4263 S6XOOCT0IEG5ABCC6L87 3132A4WY0 2036-10-01 7.000000 0.00 41467.00 410.87 Agency Mortgage-Backed Securities FEPC 03.500 CIZS8705 S6XOOCT0IEG5ABCC6L87 3132A9U62 2033-07-01 3.500000 0.00 34055.00 2430.31 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4708 S6XOOCT0IEG5ABCC6L87 3132DSGR7 2053-12-01 5.500000 0.00 4297.00 3215.22 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0962 S6XOOCT0IEG5ABCC6L87 3132DNB77 2052-04-01 3.500000 0.00 3000.00 2028.50 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4636 S6XOOCT0IEG5ABCC6L87 3132A5EH4 2045-10-01 4.500000 0.00 1000.00 132.08 Agency Mortgage-Backed Securities FEPC 03.500 CIZS8670 S6XOOCT0IEG5ABCC6L87 3132A9T31 2032-09-01 3.500000 0.00 9000.00 961.13 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2897 S6XOOCT0IEG5ABCC6L87 3132A3GE4 2039-03-01 5.500000 0.00 72516.00 681.88 Agency Mortgage-Backed Securities FMAR 1J1380 G S6XOOCT0IEG5ABCC6L87 3128NHQ97 2036-03-01 6.843000 0.00 175000.00 144.30 Agency Mortgage-Backed Securities FMAR 847512 G S6XOOCT0IEG5ABCC6L87 3128JRKZ8 2036-01-01 6.213000 0.00 110000.00 626.96 Agency Mortgage-Backed Securities FMAR 846988 G S6XOOCT0IEG5ABCC6L87 3128HDXR5 2032-02-01 5.970000 0.00 1000000.00 1022.20 Agency Mortgage-Backed Securities FMAR 2B0180 G S6XOOCT0IEG5ABCC6L87 3128LLFV3 2042-01-01 6.120000 0.00 101025.00 713.44 Agency Mortgage-Backed Securities FNMS 03.500 CIMA2161 B1V7KEBTPIMZEU4LTD58 31418BMK9 2029-12-01 3.500000 0.00 5000.00 312.29 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC9053 B1V7KEBTPIMZEU4LTD58 3140F5BX0 2046-12-01 5.945000 0.00 20000.00 1447.56 Agency Mortgage-Backed Securities FEPC 02.500 CLQB0061 S6XOOCT0IEG5ABCC6L87 3133A6B67 2050-06-01 2.500000 0.00 7581.00 2633.67 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8019 S6XOOCT0IEG5ABCC6L87 3132DV4C6 2049-10-01 4.500000 0.00 36000.00 4255.84 Agency Mortgage-Backed Securities FNMS 05.500 CL745405 B1V7KEBTPIMZEU4LTD58 31403DDJ5 2035-12-01 5.500000 0.00 110000.00 967.30 Agency Mortgage-Backed Securities FNMS 05.500 CL800105 B1V7KEBTPIMZEU4LTD58 31405U3N7 2034-12-01 5.500000 0.00 25375.00 108.21 Agency Mortgage-Backed Securities FNMS 05.500 CL741592 B1V7KEBTPIMZEU4LTD58 31402X2Z8 2033-10-01 5.500000 0.00 638753.00 2269.77 Agency Mortgage-Backed Securities FNMS 05.500 CL756293 B1V7KEBTPIMZEU4LTD58 31403SGA8 2033-12-01 5.500000 0.00 2649390.00 3872.05 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423995.00 4563.23 Agency Mortgage-Backed Securities FNMS 04.000 CQAL7167 B1V7KEBTPIMZEU4LTD58 3138EP6D1 2041-01-01 4.000000 0.00 44026.00 2513.04 Agency Mortgage-Backed Securities FNMS 05.000 NP745593 B1V7KEBTPIMZEU4LTD58 31403DKE8 2036-05-01 5.000000 0.00 2000000.00 1934.76 Agency Mortgage-Backed Securities FMAR 420191 G S6XOOCT0IEG5ABCC6L87 31346AF83 2030-06-01 4.632000 0.00 10000000.00 1923.88 Agency Mortgage-Backed Securities FNMS 03.500 CIAX2187 B1V7KEBTPIMZEU4LTD58 3138Y3ND9 2029-11-01 3.500000 0.00 2000.00 140.29 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL1845 B1V7KEBTPIMZEU4LTD58 3138EJBP2 2039-06-01 5.923000 0.00 156000.00 1588.38 Agency Mortgage-Backed Securities FNAR XX.XXX WS746335 B1V7KEBTPIMZEU4LTD58 31403EEG8 2033-09-01 6.375000 0.00 2000000.00 1704.66 Agency Mortgage-Backed Securities FNMS 05.500 CLBM4681 B1V7KEBTPIMZEU4LTD58 3140J9FX4 2044-05-01 5.500000 0.00 1000.00 233.94 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5213 B1V7KEBTPIMZEU4LTD58 3138EMYK1 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2054-05-01 6.500000 0.00 1024.00 705.10 Agency Mortgage-Backed Securities FNMS 06.000 CTCB9751 B1V7KEBTPIMZEU4LTD58 3140QVZR8 2045-01-01 6.000000 0.00 2261252.00 1991055.02 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5400 S6XOOCT0IEG5ABCC6L87 31427TAA4 2056-01-01 5.500000 0.00 1100.00 1108.84 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8390 S6XOOCT0IEG5ABCC6L87 3132DWKB8 2053-11-01 4.000000 0.00 2000.00 1631.86 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8304 S6XOOCT0IEG5ABCC6L87 3132DWGM9 2053-03-01 3.500000 0.00 4000.00 2973.01 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8043 S6XOOCT0IEG5ABCC6L87 3132DV5C5 2050-02-01 2.500000 0.00 5000.00 1161.90 Agency Mortgage-Backed Securities FEPC 03.000 CLSD6203 S6XOOCT0IEG5ABCC6L87 3132DT3L2 2052-06-01 3.000000 0.00 1000.00 783.73 Agency Mortgage-Backed Securities FEPC 02.500 CLSD3478 S6XOOCT0IEG5ABCC6L87 3132DQ2K1 2052-04-01 2.500000 0.00 1000.00 707.66 Agency Mortgage-Backed Securities FEPC 05.000 CISB1947 S6XOOCT0IEG5ABCC6L87 3132CYEU0 2041-07-01 5.000000 0.00 36725632.00 37213046.43 Agency Mortgage-Backed Securities FEPC 03.000 CLZM2156 S6XOOCT0IEG5ABCC6L87 3131XVMD4 2046-12-01 3.000000 0.00 15544.00 4515.77 Agency Mortgage-Backed Securities FEPC 05.500 CLRQ0040 S6XOOCT0IEG5ABCC6L87 3142J6BJ1 2055-08-01 5.500000 0.00 3000.00 2548.41 Agency Mortgage-Backed Securities GNRA 2026-083 GF 549300M8ZYFG0OCMTT87 38385SXW8 2056-05-20 4.358700 0.00 60160640.00 60088187.80 Agency Collateralized Mortgage Obligation GNII SF CK9592 C 549300M8ZYFG0OCMTT87 3617Y5UR8 2052-06-20 4.000000 0.00 1000.00 655.77 Agency Mortgage-Backed Securities GNPL PN CO1754 549300M8ZYFG0OCMTT87 3617FC5P6 2058-05-15 4.790000 0.00 1024.00 988.37 Agency Mortgage-Backed Securities GNPL PN DO7373 549300M8ZYFG0OCMTT87 3618V4FN8 2061-05-15 4.950000 0.00 1000.00 1012.00 Agency Mortgage-Backed Securities GNII SF DJ9493 C 549300M8ZYFG0OCMTT87 3618KWRN5 2055-11-20 6.000000 0.00 299564.00 314159.51 Agency Mortgage-Backed Securities 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Securities Freddie Mac 2549001DPIFGXC1TOL40 3133TGPD5 2028-11-15 6.000000 0.00 15000.00 61.23 Agency Collateralized Mortgage Obligation FNMS 03.500 CLAO4133 B1V7KEBTPIMZEU4LTD58 3138LUSX4 2042-06-01 3.500000 0.00 1000.00 120.45 Agency Mortgage-Backed Securities FNRM CL061PL R98F061 B1V7KEBTPIMZEU4LTD58 31359UT21 2028-11-25 6.000000 0.00 52000.00 224.65 Agency Collateralized Mortgage Obligation FEPC 05.500 CLQH6699 S6XOOCT0IEG5ABCC6L87 3133CKNQ7 2053-12-01 5.500000 0.00 8959040.00 5649195.56 Agency Mortgage-Backed Securities FNRM CL051MB R21F051 B1V7KEBTPIMZEU4LTD58 3136BGSF9 2051-08-25 3.000000 0.00 2700.00 1601.65 Agency Collateralized Mortgage Obligation FNMS 06.000 CLDF7743 B1V7KEBTPIMZEU4LTD58 3140BYS96 2055-11-01 6.000000 0.00 1000.00 1035.49 Agency Mortgage-Backed Securities FNMS 03.000 CIBO3223 B1V7KEBTPIMZEU4LTD58 3140JXSM1 2034-10-01 3.000000 0.00 1000.00 147.17 Agency Mortgage-Backed Securities FNMS 06.000 CLDF6838 B1V7KEBTPIMZEU4LTD58 3140BXS49 2055-12-01 6.000000 0.00 2000.00 2062.35 Agency Mortgage-Backed Securities FEPC 06.000 CLSL5099 S6XOOCT0IEG5ABCC6L87 31427SUZ9 2055-08-01 6.000000 0.00 1024.00 1043.50 Agency Mortgage-Backed Securities FEPC 06.500 CLSL3071 S6XOOCT0IEG5ABCC6L87 31427QMV1 2055-01-01 6.500000 0.00 1000.00 699.04 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5077 S6XOOCT0IEG5ABCC6L87 31427SUB2 2056-04-01 5.500000 0.00 1024.00 1032.81 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1030 B1V7KEBTPIMZEU4LTD58 3140Y7EC8 2055-09-01 6.000000 0.00 2000.00 1943.71 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1468 B1V7KEBTPIMZEU4LTD58 3140Y7T24 2055-11-01 6.500000 0.00 2048.00 1999.34 Agency Mortgage-Backed Securities GNPL PN CI4289 549300M8ZYFG0OCMTT87 3617X8XS8 2065-04-15 5.580000 0.00 1000.00 1030.74 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0265 S6XOOCT0IEG5ABCC6L87 3142GQJK9 2053-11-01 6.500000 0.00 1000.00 464.18 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1274 S6XOOCT0IEG5ABCC6L87 3142GRMY3 2054-04-01 6.000000 0.00 2000.00 1350.70 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1412 S6XOOCT0IEG5ABCC6L87 3142GRSA9 2054-05-01 5.500000 0.00 1024.00 875.05 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3503 S6XOOCT0IEG5ABCC6L87 3142GT3M6 2055-02-01 6.000000 0.00 1000.00 895.91 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2303 S6XOOCT0IEG5ABCC6L87 3142GSRZ3 2054-09-01 5.500000 0.00 5000.00 4612.33 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ2859 S6XOOCT0IEG5ABCC6L87 3142GTE93 2054-11-01 5.000000 0.00 2000.00 1712.50 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5590 B1V7KEBTPIMZEU4LTD58 31418FF85 2040-01-01 5.000000 0.00 7000.00 4709.53 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2894 B1V7KEBTPIMZEU4LTD58 3140Y9GC2 2056-06-01 5.500000 0.00 2048.00 2084.04 Agency Mortgage-Backed Securities FNMS 07.000 CLDA8506 B1V7KEBTPIMZEU4LTD58 3140YWNY5 2054-01-01 7.000000 0.00 1000.00 573.32 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3104 B1V7KEBTPIMZEU4LTD58 3140QNNW8 2052-03-01 2.500000 0.00 2000.00 1241.82 Agency Mortgage-Backed Securities FNMS 03.500 CIMA4640 B1V7KEBTPIMZEU4LTD58 31418EEN6 2037-06-01 3.500000 0.00 1000.00 506.70 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3280 S6XOOCT0IEG5ABCC6L87 31427QUE0 2053-07-01 5.000000 0.00 1000.00 927.79 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0836 S6XOOCT0IEG5ABCC6L87 31427M4W8 2054-05-01 5.000000 0.00 2027.00 1648.39 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1152 B1V7KEBTPIMZEU4LTD58 3140QLH66 2051-07-01 3.000000 0.00 2000.00 1324.70 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1029 B1V7KEBTPIMZEU4LTD58 3140Y7EB0 2055-09-01 6.000000 0.00 1000.00 985.59 Agency Mortgage-Backed Securities FNMS 05.500 CLDG8174 B1V7KEBTPIMZEU4LTD58 3140UCCL3 2056-05-01 5.500000 0.00 1000.00 1013.65 Agency Mortgage-Backed Securities FNMS 05.000 CLBT8386 B1V7KEBTPIMZEU4LTD58 3140LXJ89 2052-09-01 5.000000 0.00 2000.00 1250.49 Agency Mortgage-Backed Securities FNMS 04.500 CLFS5865 B1V7KEBTPIMZEU4LTD58 3140XMQT6 2053-01-01 4.500000 0.00 1000.00 803.46 Agency Mortgage-Backed Securities FNMS 02.500 CIFS0160 B1V7KEBTPIMZEU4LTD58 3140XFFA4 2033-06-01 2.500000 0.00 1000.00 333.14 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS9946 B1V7KEBTPIMZEU4LTD58 3140LMBQ1 2033-11-01 6.070000 0.00 1000.00 1071.65 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1014 B1V7KEBTPIMZEU4LTD58 3140Y7DU9 2055-09-01 5.500000 0.00 2000.00 1881.55 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1131 S6XOOCT0IEG5ABCC6L87 31427NHH5 2055-05-01 5.000000 0.00 1024.00 966.03 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1346 S6XOOCT0IEG5ABCC6L87 31427NP86 2055-05-01 6.000000 0.00 4000.00 3752.90 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4375 S6XOOCT0IEG5ABCC6L87 31427R2H2 2053-11-01 5.000000 0.00 2048.00 1928.98 Agency Mortgage-Backed Securities FNMS 07.000 CTCB7266 B1V7KEBTPIMZEU4LTD58 3140QTCC1 2043-10-01 7.000000 0.00 1070256.00 989729.94 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2061 S6XOOCT0IEG5ABCC6L87 31427PJF2 2055-08-01 5.500000 0.00 1000.00 863.72 Agency Mortgage-Backed Securities FEPC 05.500 CLTB0794 S6XOOCT0IEG5ABCC6L87 3142K13C4 2056-04-01 5.500000 0.00 4426410.00 4494078.65 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0728 B1V7KEBTPIMZEU4LTD58 3140Y6Y20 2055-07-01 6.000000 0.00 1024.00 820.88 Agency Mortgage-Backed Securities FNMS 06.000 CLMA4942 B1V7KEBTPIMZEU4LTD58 31418EP46 2053-03-01 6.000000 0.00 2000.00 1053.16 Agency Mortgage-Backed Securities FNMS 06.500 CLCC2419 B1V7KEBTPIMZEU4LTD58 3140Y8VM5 2056-04-01 6.500000 0.00 1024.00 983.72 Agency Mortgage-Backed Securities FEPC 05.500 CLTA9041 S6XOOCT0IEG5ABCC6L87 3142JYBK7 2056-04-01 5.500000 0.00 7290048.00 7406273.43 Agency Mortgage-Backed Securities FEPC 06.000 CLTB6409 S6XOOCT0IEG5ABCC6L87 3142K8DP9 2056-06-01 6.000000 0.00 2283380.00 2367644.33 Agency Mortgage-Backed Securities FNMS 06.500 CLFS8607 B1V7KEBTPIMZEU4LTD58 3140XQR58 2054-07-01 6.500000 0.00 1000.00 736.72 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4761 B1V7KEBTPIMZEU4LTD58 31418EJF8 2052-09-01 5.000000 0.00 1235.00 859.78 Agency Mortgage-Backed Securities GNII SF MA8046 M 549300M8ZYFG0OCMTT87 36179W5F1 2052-05-20 4.500000 0.00 100000000.00 68060649.87 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4653 S6XOOCT0IEG5ABCC6L87 31427SE38 2056-02-01 5.500000 0.00 1085.00 1088.10 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5188 S6XOOCT0IEG5ABCC6L87 31427SXS2 2054-12-01 5.500000 0.00 2048.00 2009.17 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ0828 S6XOOCT0IEG5ABCC6L87 3142GQ4N9 2054-02-01 5.000000 0.00 2000.00 1783.33 Agency Mortgage-Backed Securities GNII SF DM3454 C 549300M8ZYFG0OCMTT87 3618LSZT1 2055-09-20 6.000000 0.00 2037672.00 1995699.21 Agency Mortgage-Backed Securities GNRA 2026-083 BF 549300M8ZYFG0OCMTT87 38385SZX4 2055-06-20 4.408700 0.00 92098688.00 89172752.41 Agency Collateralized Mortgage Obligation GNRM 2022-123 AN 549300M8ZYFG0OCMTT87 38381HMK4 2063-11-16 1.500000 0.00 63649728.00 44361111.73 Agency Collateralized Mortgage Obligation GNRM 2021-002 AH 549300M8ZYFG0OCMTT87 38380RNG1 2063-06-16 1.500000 0.00 1223000.00 721034.85 Agency Collateralized Mortgage Obligation GNRA 2022-096 EP 549300M8ZYFG0OCMTT87 38381HBU4 2057-05-16 2.250000 0.00 154136320.00 113930412.71 Agency Collateralized Mortgage Obligation GNRA 2026-083 FA 549300M8ZYFG0OCMTT87 38385SVS9 2056-05-20 4.558700 0.00 187650048.00 184130142.28 Agency Collateralized Mortgage Obligation GNRM 2023-156 PT 549300M8ZYFG0OCMTT87 38381JWJ2 2039-10-16 2.000000 0.00 118442880.00 93854965.04 Agency Collateralized Mortgage Obligation GNRA 2026-032 FL 549300M8ZYFG0OCMTT87 38385MVY9 2056-02-20 4.508700 0.00 25000000.00 24522753.44 Agency Collateralized Mortgage Obligation GNRM 2026-083 HB 549300M8ZYFG0OCMTT87 38385SXZ1 2056-05-20 5.000000 0.00 20481920.00 19279708.68 Agency Collateralized Mortgage Obligation FEPC 06.000 CLSL0497 S6XOOCT0IEG5ABCC6L87 31427MRT0 2055-02-01 6.000000 0.00 1024.00 767.52 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0328 S6XOOCT0IEG5ABCC6L87 31427MLJ8 2055-02-01 6.000000 0.00 1000.00 862.28 Agency Mortgage-Backed Securities GNII SF AV7468 C 549300M8ZYFG0OCMTT87 36195JJM0 2046-09-20 3.500000 0.00 1000.00 112.43 Agency Mortgage-Backed Securities FEPC 05.500 CTRB1190 S6XOOCT0IEG5ABCC6L87 3133KUKB2 2045-06-01 5.500000 0.00 4955544.00 4574823.90 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9578 S6XOOCT0IEG5ABCC6L87 3133KRUB8 2053-08-01 6.000000 0.00 29511872.00 17985726.77 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3133TJA60 2029-02-15 6.000000 0.00 74000.00 321.96 Agency Collateralized Mortgage Obligation FEPC 03.000 CLRA9734 S6XOOCT0IEG5ABCC6L87 3133KRY73 2053-08-01 3.000000 0.00 4841.00 3726.80 Agency Mortgage-Backed Securities FEPC 04.000 CLQC2074 S6XOOCT0IEG5ABCC6L87 3133ALJT6 2051-04-01 4.000000 0.00 2000.00 703.91 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8006 S6XOOCT0IEG5ABCC6L87 3132DV3P8 2049-08-01 4.000000 0.00 2000.00 187.26 Agency Mortgage-Backed Securities 09.000 FRPC G80102 G S6XOOCT0IEG5ABCC6L87 31335PDF9 2027-11-25 9.000000 0.00 1000000.00 253.53 Agency Mortgage-Backed Securities FEPC 03.000 CLQD3009 S6XOOCT0IEG5ABCC6L87 3133B0KW2 2051-12-01 3.000000 0.00 7897.00 2810.57 Agency Mortgage-Backed Securities 03.000 FGPC Q61246 G S6XOOCT0IEG5ABCC6L87 3132VML45 2049-01-01 3.000000 0.00 2000.00 177.83 Agency Mortgage-Backed Securities 03.500 FGPC U90690 G S6XOOCT0IEG5ABCC6L87 3132H3XT5 2042-06-01 3.500000 0.00 5735000.00 659389.17 Agency Mortgage-Backed Securities FNMS 03.500 CLAU0954 B1V7KEBTPIMZEU4LTD58 3138X0BY3 2043-08-01 3.500000 0.00 32807.00 3416.83 Agency Mortgage-Backed Securities FNMS 06.000 CL735503 B1V7KEBTPIMZEU4LTD58 31402RDG1 2035-04-01 6.000000 0.00 449987072.00 3479877.16 Agency Mortgage-Backed Securities FNMS 03.000 CLAR6313 B1V7KEBTPIMZEU4LTD58 3138W4AP6 2043-04-01 3.000000 0.00 30456.00 4620.53 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6408 B1V7KEBTPIMZEU4LTD58 3138WGDN1 2046-01-01 3.500000 0.00 2000.00 206.34 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4783 B1V7KEBTPIMZEU4LTD58 3138WEJ59 2045-04-01 3.500000 0.00 8000.00 1416.04 Agency Mortgage-Backed Securities FNMS 03.000 CLAT0442 B1V7KEBTPIMZEU4LTD58 3138WMP47 2043-03-01 3.000000 0.00 25639.00 3110.47 Agency Mortgage-Backed Securities FNMS 03.000 CLAT3434 B1V7KEBTPIMZEU4LTD58 3138WQY89 2043-10-01 3.000000 0.00 28463.00 1142.65 Agency Mortgage-Backed Securities FNMS 03.500 CLAU7258 B1V7KEBTPIMZEU4LTD58 3138X7B44 2043-10-01 3.500000 0.00 1000.00 159.35 Agency Mortgage-Backed Securities FNMS 03.000 CLAX3613 B1V7KEBTPIMZEU4LTD58 3138Y5AP1 2045-01-01 3.000000 0.00 2000.00 308.19 Agency Mortgage-Backed Securities FEPC 05.500 CLQI8872 S6XOOCT0IEG5ABCC6L87 3133WF2D8 2054-07-01 5.500000 0.00 10476704.00 9009486.22 Agency Mortgage-Backed Securities FNMS 02.500 CLAU3194 B1V7KEBTPIMZEU4LTD58 3138X2RQ9 2043-07-01 2.500000 0.00 13647.00 3002.14 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4343 B1V7KEBTPIMZEU4LTD58 3140J8ZH9 2048-05-01 4.500000 0.00 1001.00 204.62 Agency Mortgage-Backed Securities FNMS 06.500 CLDF4597 B1V7KEBTPIMZEU4LTD58 3140BVDB3 2055-11-01 6.500000 0.00 1000.00 1062.88 Agency Mortgage-Backed Securities FNRM RC064QH R01F064 B1V7KEBTPIMZEU4LTD58 31392AHX9 2031-11-25 6.000000 0.00 337000.00 3834.33 Agency Collateralized Mortgage Obligation FNMS 05.000 CLBK7618 B1V7KEBTPIMZEU4LTD58 3140HMPC2 2048-09-01 5.000000 0.00 839000.00 139741.41 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL3335 B1V7KEBTPIMZEU4LTD58 3140HUV52 2029-09-01 2.920000 0.00 1000.00 960.96 Agency Mortgage-Backed Securities FNMS 05.500 CLDF4747 B1V7KEBTPIMZEU4LTD58 3140BVHZ6 2055-12-01 5.500000 0.00 1008.00 1024.83 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2308 B1V7KEBTPIMZEU4LTD58 3140X5R62 2049-07-01 4.000000 0.00 6765000.00 745598.80 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7622 B1V7KEBTPIMZEU4LTD58 3140XPPG8 2054-04-01 5.500000 0.00 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2064-01-16 3.250000 0.00 97515392.00 82859334.31 Agency Collateralized Mortgage Obligation GNMI SF AL9282 X 549300M8ZYFG0OCMTT87 36184HJ39 2045-03-15 3.000000 0.00 1000.00 84.89 Agency Mortgage-Backed Securities FEPC 07.000 CLQY0514 S6XOOCT0IEG5ABCC6L87 31426JSC4 2055-04-01 7.000000 0.00 2012.00 1639.56 Agency Mortgage-Backed Securities GNPL PN DF5008 549300M8ZYFG0OCMTT87 3618JNR56 2061-07-15 5.550000 0.00 1000.00 1039.57 Agency Mortgage-Backed Securities GNII SF CA2286 C 549300M8ZYFG0OCMTT87 3617U9RF4 2051-02-20 2.000000 0.00 1000.00 465.73 Agency Mortgage-Backed Securities GNPL PN BX7841 549300M8ZYFG0OCMTT87 3617QCWA7 2062-01-15 3.250000 0.00 1000.00 723.59 Agency Mortgage-Backed Securities GNII SF CK8464 C 549300M8ZYFG0OCMTT87 3617Y4MM1 2052-04-20 3.000000 0.00 1000.00 612.62 Agency Mortgage-Backed Securities GNII SF CD7215 C 549300M8ZYFG0OCMTT87 3617VJAQ5 2051-05-20 2.500000 0.00 1000.00 530.91 Agency Mortgage-Backed Securities FEPC 04.000 CLSL1697 S6XOOCT0IEG5ABCC6L87 31427N3F4 2050-02-01 4.000000 0.00 2006.00 1733.84 Agency Mortgage-Backed Securities FEPC 04.500 CLRQ0083 S6XOOCT0IEG5ABCC6L87 3142J6CV3 2056-01-01 4.500000 0.00 5000.00 4733.79 Agency Mortgage-Backed Securities GNII SF MB0253 M 549300M8ZYFG0OCMTT87 3618N5H77 2051-11-20 2.500000 0.00 1000.00 767.92 Agency Mortgage-Backed Securities FEPC 06.000 CLSL5670 S6XOOCT0IEG5ABCC6L87 31427TJQ0 2056-06-01 6.000000 0.00 1060.00 1095.96 Agency Mortgage-Backed Securities FEPC 04.500 CLSL5024 S6XOOCT0IEG5ABCC6L87 31427SSN9 2056-04-01 4.500000 0.00 1000.00 963.09 Agency Mortgage-Backed Securities FEPC 06.000 CLQY7296 S6XOOCT0IEG5ABCC6L87 31426SDA4 2055-06-01 6.000000 0.00 1024.00 756.47 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8284 S6XOOCT0IEG5ABCC6L87 3132DWFZ1 2053-01-01 3.000000 0.00 61773184.00 45000944.55 Agency Mortgage-Backed Securities FEPC 02.000 CLQC4441 S6XOOCT0IEG5ABCC6L87 3133AN5A8 2051-07-01 2.000000 0.00 7127120.00 4202957.60 Agency Mortgage-Backed Securities FEPC 03.000 CLRA3384 S6XOOCT0IEG5ABCC6L87 3133KJXM9 2050-08-01 3.000000 0.00 8000.00 2418.06 Agency Mortgage-Backed Securities FNMS 03.500 CLAL1489 B1V7KEBTPIMZEU4LTD58 3138EHUP5 2042-02-01 3.500000 0.00 20000.00 2191.57 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7746 S6XOOCT0IEG5ABCC6L87 3133KPTB4 2052-08-01 3.500000 0.00 2000.00 1350.09 Agency Mortgage-Backed Securities FNMS 06.000 CLDF6637 B1V7KEBTPIMZEU4LTD58 3140BXLT1 2055-11-01 6.000000 0.00 1000.00 1029.87 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4599 S6XOOCT0IEG5ABCC6L87 3132A5DC6 2045-01-01 3.500000 0.00 18000.00 1440.70 Agency Mortgage-Backed Securities FEPC 03.500 CLZM2727 S6XOOCT0IEG5ABCC6L87 3131XWA45 2047-02-01 3.500000 0.00 29506.00 3845.49 Agency Mortgage-Backed Securities FEPC 03.500 CLZM3904 S6XOOCT0IEG5ABCC6L87 3131XXKR1 2047-08-01 3.500000 0.00 19118.00 2709.38 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4626 S6XOOCT0IEG5ABCC6L87 3132A5D77 2045-08-01 3.500000 0.00 34000.00 3093.12 Agency Mortgage-Backed Securities FEPC 02.500 CISB1362 S6XOOCT0IEG5ABCC6L87 3132CXQP0 2036-07-01 2.500000 0.00 1000.00 719.15 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4754 S6XOOCT0IEG5ABCC6L87 3132A5H73 2048-02-01 3.000000 0.00 24000.00 3125.54 Agency Mortgage-Backed Securities FEPC 03.500 CLZL3106 S6XOOCT0IEG5ABCC6L87 3131XJNX6 2042-05-01 3.500000 0.00 8000.00 941.64 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3588 B1V7KEBTPIMZEU4LTD58 3140W37A1 2055-11-01 6.000000 0.00 70806144.00 68130066.16 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ5819 B1V7KEBTPIMZEU4LTD58 3140Q1PD6 2035-12-01 4.550000 0.00 2024.00 2019.92 Agency Mortgage-Backed Securities FNMS 05.500 CLDF4736 B1V7KEBTPIMZEU4LTD58 3140BVHN3 2055-11-01 5.500000 0.00 1000.00 1021.05 Agency Mortgage-Backed Securities FNMS 05.000 CLDF6468 B1V7KEBTPIMZEU4LTD58 3140BXFJ0 2056-04-01 5.000000 0.00 1000.00 995.69 Agency Mortgage-Backed Securities FNMS 06.000 CLDE0939 B1V7KEBTPIMZEU4LTD58 3140BDBH2 2055-06-01 6.000000 0.00 1000.00 951.56 Agency 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1000.00 721.73 Agency Mortgage-Backed Securities FNMS 03.500 CLAX7732 B1V7KEBTPIMZEU4LTD58 3138Y9SW9 2045-03-01 3.500000 0.00 11000.00 868.43 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS9931 B1V7KEBTPIMZEU4LTD58 3140LMA90 2033-11-01 5.850000 0.00 2000.00 2148.26 Agency Mortgage-Backed Securities FNMS 06.000 CLDF4666 B1V7KEBTPIMZEU4LTD58 3140BVFG0 2055-10-01 6.000000 0.00 1000.00 1039.05 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8191 S6XOOCT0IEG5ABCC6L87 3132DWC43 2052-01-01 3.500000 0.00 7000.00 3902.81 Agency Mortgage-Backed Securities FEPC 04.000 CLSD5185 S6XOOCT0IEG5ABCC6L87 3132DSXN7 2052-09-01 4.000000 0.00 1000.00 756.83 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8010 S6XOOCT0IEG5ABCC6L87 3132DV3T0 2049-09-01 3.000000 0.00 1000.00 125.98 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8190 S6XOOCT0IEG5ABCC6L87 3132DWC35 2052-01-01 3.000000 0.00 5000.00 2941.10 Agency Mortgage-Backed Securities FEPC 03.500 CLZM6457 S6XOOCT0IEG5ABCC6L87 3131Y1E63 2048-05-01 3.500000 0.00 83823.00 3953.24 Agency Mortgage-Backed Securities FEPC 03.500 CLZA5235 S6XOOCT0IEG5ABCC6L87 31329NY85 2048-01-01 3.500000 0.00 25000.00 2419.09 Agency Mortgage-Backed Securities 03.000 FGPC G08799 G S6XOOCT0IEG5ABCC6L87 3128MJ3H1 2048-02-01 3.000000 0.00 1000.00 130.39 Agency Mortgage-Backed Securities FEPC 03.500 CLZL8070 S6XOOCT0IEG5ABCC6L87 3131XP6F0 2044-05-01 3.500000 0.00 46572.00 4425.43 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0717 B1V7KEBTPIMZEU4LTD58 3140Y6YP9 2055-07-01 6.000000 0.00 1070.00 1036.83 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0046 B1V7KEBTPIMZEU4LTD58 3140QKBQ0 2051-04-01 3.000000 0.00 3000.00 1758.99 Agency Mortgage-Backed Securities FNMS 06.500 CLFS8996 B1V7KEBTPIMZEU4LTD58 3140XQ7J0 2054-07-01 6.500000 0.00 2048.00 1469.18 Agency Mortgage-Backed Securities FNMS 02.000 CICA9183 B1V7KEBTPIMZEU4LTD58 3140QHFZ3 2036-02-01 2.000000 0.00 20000000.00 8492847.97 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6809 B1V7KEBTPIMZEU4LTD58 3140XNR71 2054-02-01 5.500000 0.00 5002.00 3712.89 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0998 B1V7KEBTPIMZEU4LTD58 3140QLDC7 2051-07-01 3.000000 0.00 2000.00 1299.64 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1467 B1V7KEBTPIMZEU4LTD58 3140Y7TZ1 2055-11-01 6.500000 0.00 2048.00 2034.32 Agency Mortgage-Backed Securities FEPC 04.500 CLSL4558 S6XOOCT0IEG5ABCC6L87 31427SB49 2053-10-01 4.500000 0.00 2240.00 2122.15 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0052 S6XOOCT0IEG5ABCC6L87 3142GQBW1 2053-10-01 6.500000 0.00 1000.00 471.40 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1231 S6XOOCT0IEG5ABCC6L87 3142GRLM0 2054-04-01 6.000000 0.00 1000.00 769.45 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ2469 S6XOOCT0IEG5ABCC6L87 3142GSW79 2054-09-01 6.500000 0.00 7168.00 4704.47 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0267 S6XOOCT0IEG5ABCC6L87 3142GQJM5 2053-11-01 6.000000 0.00 2004.00 1820.11 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0933 S6XOOCT0IEG5ABCC6L87 3142GRBB5 2054-02-01 6.000000 0.00 1024.00 706.85 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2245 S6XOOCT0IEG5ABCC6L87 3142GSP77 2054-08-01 6.000000 0.00 1024.00 774.05 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1266 S6XOOCT0IEG5ABCC6L87 3142GRMQ0 2054-04-01 5.500000 0.00 2048.00 1769.75 Agency Mortgage-Backed Securities FEPC 05.000 CLSL2455 S6XOOCT0IEG5ABCC6L87 31427PWR1 2055-06-01 5.000000 0.00 1034.00 915.35 Agency Mortgage-Backed Securities FEPC 07.000 CLSL1618 S6XOOCT0IEG5ABCC6L87 31427NYQ6 2054-12-01 7.000000 0.00 1000.00 804.60 Agency Mortgage-Backed Securities FEPC 06.000 CLSL3601 S6XOOCT0IEG5ABCC6L87 31427RAB6 2056-01-01 6.000000 0.00 1024.00 1013.11 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4400 S6XOOCT0IEG5ABCC6L87 31427R3J7 2054-10-01 5.500000 0.00 1664.00 1570.66 Agency Mortgage-Backed Securities GNRA 2024-051 FV 549300M8ZYFG0OCMTT87 38384KXW6 2054-03-20 4.608700 0.00 130000000.00 75190208.24 Agency Collateralized 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2037-02-01 6.440000 0.00 12107628.00 260523.74 Agency Mortgage-Backed Securities FMAR 1N1582 G S6XOOCT0IEG5ABCC6L87 3128QHXK1 2037-05-01 5.355000 0.00 3570000.00 24389.03 Agency Mortgage-Backed Securities FMAR 1G1850 G S6XOOCT0IEG5ABCC6L87 3128QSBT2 2036-04-01 5.620000 0.00 70334541.00 145573.07 Agency Mortgage-Backed Securities FMAR 782758 G S6XOOCT0IEG5ABCC6L87 31349UB31 2036-11-01 6.197000 0.00 6250000.00 30066.65 Agency Mortgage-Backed Securities FNAR XX.XXX WE238575 B1V7KEBTPIMZEU4LTD58 31370Q6L8 2033-03-01 4.010000 0.00 4211814.00 8073.74 Agency Mortgage-Backed Securities FMAR 840291 G S6XOOCT0IEG5ABCC6L87 31347AKC7 2041-11-01 6.478000 0.00 3000000.00 172889.90 Agency Mortgage-Backed Securities FMAR 781995 G S6XOOCT0IEG5ABCC6L87 31349TGC9 2034-10-01 6.219000 0.00 1500000.00 10798.19 Agency Mortgage-Backed Securities MNAR XX.XXX HLBS2299 B1V7KEBTPIMZEU4LTD58 3140LCRV5 2051-06-01 2.570000 0.00 15200000.00 10538294.71 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS8987 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0.00 6821000.00 7254632.19 Agency Mortgage-Backed Securities FNMS 06.000 CLCC2899 B1V7KEBTPIMZEU4LTD58 3140Y9GH1 2056-06-01 6.000000 0.00 173135872.00 179399829.56 Agency Mortgage-Backed Securities GNII SF MA8268 M 549300M8ZYFG0OCMTT87 36179XFH4 2052-09-20 4.500000 0.00 50043712.00 35148802.16 Agency Mortgage-Backed Securities GNII SF MA8726 M 549300M8ZYFG0OCMTT87 36179XVT0 2053-03-20 5.500000 0.00 1000.00 607.74 Agency Mortgage-Backed Securities GNMI SF BE0143 X 549300M8ZYFG0OCMTT87 3617BTEQ1 2048-01-15 4.000000 0.00 584000.00 250490.04 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5191 B1V7KEBTPIMZEU4LTD58 31418EXV7 2053-11-01 6.000000 0.00 12269000.00 7308262.12 Agency Mortgage-Backed Securities GNII SF DS1367 C 549300M8ZYFG0OCMTT87 3618VMQU0 2056-06-20 6.000000 0.00 1000.00 1051.75 Agency Mortgage-Backed Securities GNII SF DS3344 C 549300M8ZYFG0OCMTT87 3618VPWD4 2056-05-20 5.500000 0.00 1001.00 1022.14 Agency Mortgage-Backed Securities GNII SF DR3770 C 549300M8ZYFG0OCMTT87 3618VCFK6 2056-04-20 6.000000 0.00 336240.00 351973.38 Agency Mortgage-Backed Securities GNII SF DR2224 C 549300M8ZYFG0OCMTT87 3618VAPH6 2056-06-20 5.500000 0.00 1117586.00 1144674.67 Agency Mortgage-Backed Securities GNII SF DR4112 C 549300M8ZYFG0OCMTT87 3618VCR98 2056-05-20 5.500000 0.00 5853944.00 5974982.15 Agency Mortgage-Backed Securities GNII SF DS4979 C 549300M8ZYFG0OCMTT87 3618VRQ88 2056-06-20 5.500000 0.00 2005132.00 2084923.33 Agency Mortgage-Backed Securities GNII SF DS9723 C 549300M8ZYFG0OCMTT87 3618VWYU9 2056-06-20 5.500000 0.00 9544144.00 9738983.46 Agency Mortgage-Backed Securities GNII SF DS8738 C 549300M8ZYFG0OCMTT87 3618VVV75 2056-06-20 5.500000 0.00 12789824.00 13075901.10 Agency Mortgage-Backed Securities GNII SF DS9739 C 549300M8ZYFG0OCMTT87 3618VWZC8 2056-06-20 5.000000 0.00 6034776.00 6057393.00 Agency Mortgage-Backed Securities GNII SF DR5910 C 549300M8ZYFG0OCMTT87 3618VER78 2056-06-20 6.000000 0.00 1000.00 1057.51 Agency Mortgage-Backed Securities GNII SF DS3965 C 549300M8ZYFG0OCMTT87 3618VQMN1 2056-05-20 5.500000 0.00 9302800.00 9479499.26 Agency Mortgage-Backed Securities GNII SF MA5652 M 549300M8ZYFG0OCMTT87 36179UH54 2048-12-20 4.500000 0.00 1040.00 65.46 Agency Mortgage-Backed Securities FMAR 783015 G S6XOOCT0IEG5ABCC6L87 31349UK49 2035-02-01 5.858000 0.00 4780000.00 44968.75 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1185 B1V7KEBTPIMZEU4LTD58 3140HSJ77 2034-02-01 3.900000 0.00 8500000.00 8190741.67 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM7920 B1V7KEBTPIMZEU4LTD58 3140JCYS7 2056-01-01 4.783000 0.00 49029166.00 48011707.28 Agency Mortgage-Backed Securities MNAR XX.XXX HXBL3670 B1V7KEBTPIMZEU4LTD58 3140HVCG7 2026-10-01 2.080000 0.00 100000.00 99434.56 Agency Mortgage-Backed Securities FNAR XX.XXX LBAP7557 B1V7KEBTPIMZEU4LTD58 3138MBMF0 2042-09-01 6.415000 0.00 130000.00 1532.60 Agency Mortgage-Backed Securities FNAR XX.XXX WD804420 B1V7KEBTPIMZEU4LTD58 31406AVM1 2034-12-01 5.791000 0.00 7500000.00 30370.72 Agency Mortgage-Backed Securities FNMS 05.500 CLDB0868 B1V7KEBTPIMZEU4LTD58 3140A96E5 2054-02-01 5.500000 0.00 519739.00 512462.85 Agency Mortgage-Backed Securities FNAR XX.XXX LB849264 B1V7KEBTPIMZEU4LTD58 31408EQR6 2036-01-01 5.955000 0.00 5089993.00 110595.24 Agency Mortgage-Backed Securities FNAR XX.XXX LBAW8685 B1V7KEBTPIMZEU4LTD58 3138XYUK8 2044-07-01 6.216000 0.00 575000.00 11386.41 Agency Mortgage-Backed Securities FMAR 1L0132 G S6XOOCT0IEG5ABCC6L87 3128Q2ED1 2035-07-01 6.250000 0.00 42316866.00 283501.14 Agency Mortgage-Backed Securities FMAR 2B1701 G S6XOOCT0IEG5ABCC6L87 31326F3J5 2043-09-01 6.370000 0.00 24912280.00 400781.86 Agency Mortgage-Backed Securities FMAR 1Q0789 G S6XOOCT0IEG5ABCC6L87 3128S42W6 2038-05-01 6.097000 0.00 254700.00 530.78 Agency Mortgage-Backed Securities FMAR 1J1378 G S6XOOCT0IEG5ABCC6L87 3128NHQ71 2036-11-01 6.015000 0.00 2454700.00 21810.52 Agency Mortgage-Backed Securities FMAR 848645 G S6XOOCT0IEG5ABCC6L87 31300LTA3 2036-01-01 6.003000 0.00 336320.00 16671.90 Agency Mortgage-Backed Securities FMAR 1J0358 G S6XOOCT0IEG5ABCC6L87 3128LUMF0 2037-04-01 6.050000 0.00 1850000.00 5172.21 Agency Mortgage-Backed Securities FMAR 1J0453 G S6XOOCT0IEG5ABCC6L87 3128LUQE9 2037-06-01 6.120000 0.00 360000.00 4624.48 Agency Mortgage-Backed Securities FMAR 1B2321 G S6XOOCT0IEG5ABCC6L87 3128JMPF8 2035-09-01 6.517000 0.00 4475000.00 177443.45 Agency Mortgage-Backed Securities FMAR 1J1732 G S6XOOCT0IEG5ABCC6L87 3128NH4R1 2037-06-01 6.136000 0.00 5190000.00 31148.46 Agency Mortgage-Backed Securities FMAR 841938 G S6XOOCT0IEG5ABCC6L87 31288REK0 2050-07-01 3.171000 0.00 5994124.00 5042210.01 Agency Mortgage-Backed Securities FMAR 1N0169 G S6XOOCT0IEG5ABCC6L87 3128QGFJ6 2036-07-01 5.762000 0.00 4800000.00 34958.45 Agency Mortgage-Backed Securities FMAR 1G2127 G S6XOOCT0IEG5ABCC6L87 3128QSLG9 2037-08-01 6.461000 0.00 20408134.00 116479.49 Agency Mortgage-Backed Securities FMAR 1G1649 G S6XOOCT0IEG5ABCC6L87 3128QJZN9 2037-03-01 6.025000 0.00 18320000.00 48656.71 Agency Mortgage-Backed Securities FMAR 848568 G S6XOOCT0IEG5ABCC6L87 31300LQV0 2038-09-01 6.026000 0.00 1590000.00 47028.36 Agency Mortgage-Backed Securities FMAR 1Q1467 G S6XOOCT0IEG5ABCC6L87 3128S5TY0 2039-11-01 6.136000 0.00 795000.00 9111.93 Agency Mortgage-Backed Securities FMAR 848777 G S6XOOCT0IEG5ABCC6L87 31300LXE0 2037-06-01 5.925000 0.00 12088248.00 127381.46 Agency Mortgage-Backed Securities GNII SF DR4499 C 549300M8ZYFG0OCMTT87 3618VC7L3 2056-03-20 5.500000 0.00 10840640.00 10872225.87 Agency Mortgage-Backed Securities GNII SF DR1288 C 549300M8ZYFG0OCMTT87 3618V9ND0 2056-06-20 6.000000 0.00 1000.00 1042.20 Agency Mortgage-Backed Securities GNII SP 784981 C 549300M8ZYFG0OCMTT87 3622AAM68 2050-04-20 3.500000 0.00 2000.00 145.34 Agency Mortgage-Backed Securities GNII SP 784612 M 549300M8ZYFG0OCMTT87 3622AAAM6 2038-10-20 7.000000 0.00 1000.00 179.60 Agency Mortgage-Backed Securities GNPL PN DO6583 549300M8ZYFG0OCMTT87 3618V3J48 2061-04-15 4.920000 0.00 1144000.00 1127084.81 Agency Mortgage-Backed Securities GNII SP 785562 C 549300M8ZYFG0OCMTT87 3622ABB76 2051-07-20 3.000000 0.00 99999000.00 56387053.66 Agency Mortgage-Backed Securities GNII SP 785785 C 549300M8ZYFG0OCMTT87 3622ABJ60 2051-11-20 3.000000 0.00 1024.00 687.34 Agency Mortgage-Backed Securities GNII SP 785561 C 549300M8ZYFG0OCMTT87 3622ABB68 2051-07-20 3.000000 0.00 109204526.00 57391014.70 Agency Mortgage-Backed Securities GNII SP 785522 C 549300M8ZYFG0OCMTT87 3622ABAX0 2051-06-20 3.000000 0.00 1000.00 620.97 Agency Mortgage-Backed Securities GNII SP 785695 C 549300M8ZYFG0OCMTT87 3622ABGC0 2051-10-20 3.000000 0.00 49999000.00 28928572.12 Agency Mortgage-Backed Securities GNPL PN DO7386 549300M8ZYFG0OCMTT87 3618V4F32 2061-04-15 5.160000 0.00 5005.00 5021.73 Agency Mortgage-Backed Securities GNII SF DS1682 C 549300M8ZYFG0OCMTT87 3618VM2P7 2056-05-20 5.000000 0.00 1247008.00 1250283.64 Agency Mortgage-Backed Securities GNII SF MB0092 M 549300M8ZYFG0OCMTT87 3618N5C64 2054-12-20 5.500000 0.00 1000.00 747.55 Agency Mortgage-Backed Securities GNII SF MB0308 M 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 208739143.00 155752792.64 Agency Mortgage-Backed Securities GNII SP 785583 C 549300M8ZYFG0OCMTT87 3622ABCU4 2051-08-20 3.000000 0.00 110000000.00 69133150.19 Agency Mortgage-Backed Securities GNII SP 785225 C 549300M8ZYFG0OCMTT87 3622AAVS0 2050-12-20 3.000000 0.00 53967040.00 23044066.74 Agency Mortgage-Backed Securities GNII SP 786134 C 549300M8ZYFG0OCMTT87 3622ABV33 2052-04-20 3.000000 0.00 1000.00 498.14 Agency Mortgage-Backed Securities GNII SF AH5884 C 549300M8ZYFG0OCMTT87 36182NRD7 2044-07-20 4.250000 0.00 1000.00 251.73 Agency Mortgage-Backed Securities GNII SF DS1227 C 549300M8ZYFG0OCMTT87 3618VMLG6 2056-06-20 5.500000 0.00 1240.00 1267.86 Agency Mortgage-Backed Securities GNII SF DO6848 C 549300M8ZYFG0OCMTT87 3618V3TD7 2056-06-20 6.000000 0.00 1000.00 1057.52 Agency Mortgage-Backed Securities GNII SF DO5510 C 549300M8ZYFG0OCMTT87 3618V2DP9 2055-11-20 6.500000 0.00 1354278.00 1416346.44 Agency Mortgage-Backed Securities GNII JM MA6210 M 549300M8ZYFG0OCMTT87 36179U3T7 2049-10-20 3.500000 0.00 4978976.00 293905.93 Agency Mortgage-Backed Securities GNII SF CK9592 C 549300M8ZYFG0OCMTT87 3617Y5UR8 2052-06-20 4.000000 0.00 1000.00 655.77 Agency Mortgage-Backed Securities GNII SF MA4588 M 549300M8ZYFG0OCMTT87 36179TCZ6 2047-07-20 4.500000 0.00 1019.00 85.56 Agency Mortgage-Backed Securities GNII SF MA6933 M 549300M8ZYFG0OCMTT87 36179VV23 2050-10-20 3.500000 0.00 798000.00 235104.72 Agency Mortgage-Backed Securities GNII SF DS1751 C 549300M8ZYFG0OCMTT87 3618VM5L3 2056-05-20 5.500000 0.00 1000.00 1021.80 Agency Mortgage-Backed Securities GNII SF DS7214 C 549300M8ZYFG0OCMTT87 3618VUAP0 2056-06-20 6.000000 0.00 1000.00 1053.05 Agency Mortgage-Backed Securities GNII SF DT2879 C 549300M8ZYFG0OCMTT87 3618W2FU5 2056-06-20 5.500000 0.00 11262176.00 11497325.23 Agency Mortgage-Backed Securities GNII SF DT0952 C 549300M8ZYFG0OCMTT87 3618W0BV1 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2055-07-01 6.500000 0.00 1460802.00 1520962.79 Agency Mortgage-Backed Securities FNMS 06.500 CLDE5745 B1V7KEBTPIMZEU4LTD58 3140BJL39 2055-07-01 6.500000 0.00 2506460.00 2598603.81 Agency Mortgage-Backed Securities FNMS 04.500 CIDF0646 B1V7KEBTPIMZEU4LTD58 3140BQWG2 2040-09-01 4.500000 0.00 42190.00 27063.29 Agency Mortgage-Backed Securities FNMS 05.000 CLDE3208 B1V7KEBTPIMZEU4LTD58 3140BFR64 2055-07-01 5.000000 0.00 1740000.00 1604880.72 Agency Mortgage-Backed Securities FNMS 02.000 CLBK8506 B1V7KEBTPIMZEU4LTD58 3140HNNY4 2050-12-01 2.000000 0.00 512280.00 277688.96 Agency Mortgage-Backed Securities FNMS 06.000 CLDE5918 B1V7KEBTPIMZEU4LTD58 3140BJSG3 2055-08-01 6.000000 0.00 1392285.00 1393949.40 Agency Mortgage-Backed Securities FNMS 03.500 CICA1100 B1V7KEBTPIMZEU4LTD58 3140Q8GJ8 2033-02-01 3.500000 0.00 39039591.00 6111388.50 Agency Mortgage-Backed Securities FNMS 05.000 CLDG0246 B1V7KEBTPIMZEU4LTD58 3140U3HY0 2056-04-01 5.000000 0.00 1445864.00 1429049.17 Agency Mortgage-Backed 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4.000000 0.00 5000000.00 3174823.76 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7737 B1V7KEBTPIMZEU4LTD58 3140XBS35 2051-02-01 2.500000 0.00 100000.00 50211.46 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0633 B1V7KEBTPIMZEU4LTD58 3140XFV32 2052-02-01 3.000000 0.00 992000.00 625435.71 Agency Mortgage-Backed Securities FNMS 02.000 CLFM7751 B1V7KEBTPIMZEU4LTD58 3140XBTH3 2051-05-01 2.000000 0.00 2671843.00 1666132.04 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3275 B1V7KEBTPIMZEU4LTD58 3140XJT94 2052-04-01 3.000000 0.00 301000.00 204685.83 Agency Mortgage-Backed Securities FNMS 03.500 CLFM9147 B1V7KEBTPIMZEU4LTD58 3140XDEV4 2051-05-01 3.500000 0.00 99990.00 63784.18 Agency Mortgage-Backed Securities FNMS 06.000 CLBY1365 B1V7KEBTPIMZEU4LTD58 3140NHQT8 2054-02-01 6.000000 0.00 31000000.00 20963424.68 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1782 B1V7KEBTPIMZEU4LTD58 3140XG6U8 2052-05-01 3.000000 0.00 497000.00 275444.35 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5056 B1V7KEBTPIMZEU4LTD58 31418ETN0 2053-05-01 3.500000 0.00 8000.00 6154.65 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4783 B1V7KEBTPIMZEU4LTD58 31418EJ50 2052-10-01 4.000000 0.00 13000.00 9496.29 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4343 B1V7KEBTPIMZEU4LTD58 31418DZH8 2051-05-01 1.500000 0.00 493950.00 281551.05 Agency Mortgage-Backed Securities FNMS 03.500 CICB0960 B1V7KEBTPIMZEU4LTD58 3140QLB62 2036-06-01 3.500000 0.00 2460325.00 1258804.37 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4501 B1V7KEBTPIMZEU4LTD58 31418EAB6 2041-12-01 2.000000 0.00 13824000.00 8160842.90 Agency Mortgage-Backed Securities FNMS 03.000 CLMA5036 B1V7KEBTPIMZEU4LTD58 31418ES27 2053-04-01 3.000000 0.00 59853.00 44768.62 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5107 B1V7KEBTPIMZEU4LTD58 31418EU99 2053-08-01 5.500000 0.00 10004000.00 7096106.12 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1104 B1V7KEBTPIMZEU4LTD58 3140X4GN0 2049-05-01 3.500000 0.00 294000.00 63325.85 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7056 B1V7KEBTPIMZEU4LTD58 3140QSZW4 2053-09-01 6.000000 0.00 16133498.00 13316508.87 Agency Mortgage-Backed Securities FNMS 02.500 CIFM1162 B1V7KEBTPIMZEU4LTD58 3140X4JG2 2032-07-01 2.500000 0.00 10195889.00 1481495.37 Agency Mortgage-Backed Securities FNMS 06.000 CL887651 B1V7KEBTPIMZEU4LTD58 31410FEY7 2036-07-01 6.000000 0.00 6120400.00 33763.90 Agency Mortgage-Backed Securities FNMS 03.000 CTFM5721 B1V7KEBTPIMZEU4LTD58 3140X9LB9 2040-12-01 3.000000 0.00 136000.00 65787.63 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4454 B1V7KEBTPIMZEU4LTD58 3140XK5Q9 2053-04-01 6.000000 0.00 140000.00 84259.25 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1596 B1V7KEBTPIMZEU4LTD58 3140XGX20 2047-07-01 3.500000 0.00 240385.00 143900.78 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0074 B1V7KEBTPIMZEU4LTD58 3140Y6CL2 2055-03-01 5.500000 0.00 103641733.00 92000299.75 Agency Mortgage-Backed Securities FNMS 06.500 ZLFP0145 B1V7KEBTPIMZEU4LTD58 3140XTET4 2055-02-25 6.500000 0.00 4571942.00 3708770.73 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1175 B1V7KEBTPIMZEU4LTD58 3140Y7JV1 2055-07-01 6.500000 0.00 1943697.00 1212617.25 Agency Mortgage-Backed Securities FNMS 05.000 CLFM4212 B1V7KEBTPIMZEU4LTD58 3140X7VE6 2047-12-01 5.000000 0.00 805000.00 247952.99 Agency Mortgage-Backed Securities FNMS 05.500 CLDF8977 B1V7KEBTPIMZEU4LTD58 3140U06P7 2056-01-01 5.500000 0.00 5223011.00 5323751.49 Agency Mortgage-Backed Securities FNMS 03.500 CIFM1646 B1V7KEBTPIMZEU4LTD58 3140X4ZL3 2034-06-01 3.500000 0.00 12800000.00 1106955.89 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0748 B1V7KEBTPIMZEU4LTD58 3140Y6ZN3 2055-07-01 6.500000 0.00 72741415.00 62986484.03 Agency Mortgage-Backed Securities FNMS 03.500 CIFM1579 B1V7KEBTPIMZEU4LTD58 3140X4XH4 2034-10-01 3.500000 0.00 372279.00 51308.39 Agency Mortgage-Backed Securities FNMS 02.000 CTFM8393 B1V7KEBTPIMZEU4LTD58 3140XCKF4 2041-08-01 2.000000 0.00 13084875.00 8088683.76 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0139 B1V7KEBTPIMZEU4LTD58 3140XFEM9 2052-01-01 2.500000 0.00 575000.00 351831.44 Agency Mortgage-Backed Securities FNMS 01.500 CIFM7423 B1V7KEBTPIMZEU4LTD58 3140XBG95 2036-06-01 1.500000 0.00 235150.00 101681.09 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5422 B1V7KEBTPIMZEU4LTD58 31418FAY3 2054-07-01 6.500000 0.00 29668361.00 12978417.67 Agency Mortgage-Backed Securities FNMS 06.000 CTMA5807 B1V7KEBTPIMZEU4LTD58 31418FNZ6 2045-08-01 6.000000 0.00 10241148.00 8783814.79 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5789 B1V7KEBTPIMZEU4LTD58 31418FNF0 2055-08-01 4.000000 0.00 2000.00 1799.17 Agency Mortgage-Backed Securities FNMS 02.500 CNMA4648 B1V7KEBTPIMZEU4LTD58 31418EEW6 2032-05-01 2.500000 0.00 72000.00 28530.32 Agency Mortgage-Backed Securities FNMS 05.000 CL930757 B1V7KEBTPIMZEU4LTD58 31412PB26 2039-03-01 5.000000 0.00 1115000.00 26690.79 Agency Mortgage-Backed Securities FNMS 05.000 CNMA5868 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1795.91 Agency Mortgage-Backed Securities FNMS 05.500 CL773066 B1V7KEBTPIMZEU4LTD58 31404MZ76 2034-03-01 5.500000 0.00 1260071.00 4821.84 Agency Mortgage-Backed Securities FNMS 06.000 CL736997 B1V7KEBTPIMZEU4LTD58 31402SX28 2033-11-01 6.000000 0.00 56795.00 653.85 Agency Mortgage-Backed Securities FNMS 05.000 CL832198 B1V7KEBTPIMZEU4LTD58 31407JRT1 2035-07-01 5.000000 0.00 1284261.00 4647.51 Agency Mortgage-Backed Securities FNMS 02.500 CNAS8431 B1V7KEBTPIMZEU4LTD58 3138WJLM8 2026-12-01 2.500000 0.00 68682035.00 484279.70 Agency Mortgage-Backed Securities FNMS 06.500 CLDA5748 B1V7KEBTPIMZEU4LTD58 3140A6L61 2053-12-01 6.500000 0.00 510586.00 209272.71 Agency Mortgage-Backed Securities FNMS 06.500 CLDA6660 B1V7KEBTPIMZEU4LTD58 3140A7MJ0 2053-11-01 6.500000 0.00 1314921.00 840501.02 Agency Mortgage-Backed Securities FNMS 05.000 CL745355 B1V7KEBTPIMZEU4LTD58 31403DBY4 2036-03-01 5.000000 0.00 1311250.00 11378.41 Agency Mortgage-Backed Securities FNMS 06.000 CL821536 B1V7KEBTPIMZEU4LTD58 31406VV52 2035-06-01 6.000000 0.00 476149.00 4676.36 Agency Mortgage-Backed Securities FNMS 03.500 CLBE3224 B1V7KEBTPIMZEU4LTD58 3140FNSN5 2047-03-01 3.500000 0.00 170000.00 48394.27 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ2751 B1V7KEBTPIMZEU4LTD58 3140H4BV5 2048-05-01 4.500000 0.00 7493698.00 742934.12 Agency Mortgage-Backed Securities FNMS 02.500 CJBJ6649 B1V7KEBTPIMZEU4LTD58 3140H8L78 2032-11-01 2.500000 0.00 2230591.00 198720.49 Agency Mortgage-Backed Securities FNMS 03.500 CIBM1494 B1V7KEBTPIMZEU4LTD58 3140J5UU1 2032-01-01 3.500000 0.00 10000000.00 1082128.29 Agency Mortgage-Backed Securities FNMS 06.000 CLDA5003 B1V7KEBTPIMZEU4LTD58 3140A5RZ3 2053-11-01 6.000000 0.00 399441.00 185139.63 Agency Mortgage-Backed Securities FNMS 05.000 CL848646 B1V7KEBTPIMZEU4LTD58 31408DZK3 2036-01-01 5.000000 0.00 194997.00 1204.77 Agency Mortgage-Backed Securities FNMS 06.000 CL865810 B1V7KEBTPIMZEU4LTD58 31409A3T4 2036-03-01 6.000000 0.00 872684.00 6654.70 Agency Mortgage-Backed 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2052-02-01 2.500000 0.00 1040000.00 649667.92 Agency Mortgage-Backed Securities FNMS 06.000 CLFA4043 B1V7KEBTPIMZEU4LTD58 3140W4P50 2054-03-01 6.000000 0.00 74834297.00 68711640.92 Agency Mortgage-Backed Securities FNMS 02.500 CLFA2839 B1V7KEBTPIMZEU4LTD58 3140W3EM7 2052-07-01 2.500000 0.00 16872810.00 13604168.12 Agency Mortgage-Backed Securities FNMS 06.000 CLAE0028 B1V7KEBTPIMZEU4LTD58 31419AA64 2039-10-01 6.000000 0.00 6015000.00 81847.35 Agency Mortgage-Backed Securities FNMS 07.000 CLMA6138 B1V7KEBTPIMZEU4LTD58 31418FZC4 2056-06-01 7.000000 0.00 50834508.00 54013692.49 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7445 B1V7KEBTPIMZEU4LTD58 3140QTHX0 2053-11-01 6.500000 0.00 2542399.00 1597070.54 Agency Mortgage-Backed Securities FNMS 06.000 CL923749 B1V7KEBTPIMZEU4LTD58 31412FH22 2037-05-01 6.000000 0.00 1000000.00 15260.32 Agency Mortgage-Backed Securities FNMS 03.000 CIMA6057 B1V7KEBTPIMZEU4LTD58 31418FWT0 2041-05-01 3.000000 0.00 3430732.00 3224527.48 Agency Mortgage-Backed Securities FNMS 06.000 CL889218 B1V7KEBTPIMZEU4LTD58 31410G4B6 2038-02-01 6.000000 0.00 5100000.00 49200.50 Agency Mortgage-Backed Securities FNMS 05.500 CL970645 B1V7KEBTPIMZEU4LTD58 31414MZJ8 2038-11-01 5.500000 0.00 3212395.00 125143.48 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3385 B1V7KEBTPIMZEU4LTD58 31418CXP4 2048-06-01 4.500000 0.00 191000.00 16608.78 Agency Mortgage-Backed Securities FNMS 03.000 CLMA6165 B1V7KEBTPIMZEU4LTD58 31418FZ75 2056-06-01 3.000000 0.00 137906.00 121434.05 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8251 B1V7KEBTPIMZEU4LTD58 3140QGEZ6 2050-12-01 2.500000 0.00 300000.00 168156.79 Agency Mortgage-Backed Securities FNMS 03.500 CIAB5823 B1V7KEBTPIMZEU4LTD58 31417CPH2 2027-08-01 3.500000 0.00 794000.00 8314.71 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3521 B1V7KEBTPIMZEU4LTD58 31418C4F8 2048-11-01 4.000000 0.00 193990.00 14110.90 Agency Mortgage-Backed Securities FNMS 03.500 CLFS7430 B1V7KEBTPIMZEU4LTD58 3140XPHG7 2052-09-01 3.500000 0.00 7000.00 5259.69 Agency Mortgage-Backed Securities FNMS 05.500 CL888129 B1V7KEBTPIMZEU4LTD58 31410FVW2 2037-02-01 5.500000 0.00 128802.00 748.33 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5011 B1V7KEBTPIMZEU4LTD58 31418ER93 2053-05-01 6.000000 0.00 3055000.00 1787350.94 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4869 B1V7KEBTPIMZEU4LTD58 31418EMT4 2053-01-01 5.500000 0.00 386206.00 254658.76 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4626 B1V7KEBTPIMZEU4LTD58 31418ED80 2052-06-01 4.000000 0.00 10551000.00 7370815.30 Agency Mortgage-Backed Securities FNMS 06.500 CLCC2074 B1V7KEBTPIMZEU4LTD58 3140Y8JU1 2056-02-01 6.500000 0.00 20933135.00 18570284.65 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4080 B1V7KEBTPIMZEU4LTD58 31418DRA2 2050-07-01 3.500000 0.00 7000.00 1567.80 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3736 B1V7KEBTPIMZEU4LTD58 31418DEJ7 2029-07-01 3.500000 0.00 151439.00 8958.39 Agency Mortgage-Backed Securities FNMS 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3140ULA35 2056-07-01 5.500000 0.00 6548098.00 6649629.90 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1125 B1V7KEBTPIMZEU4LTD58 3140XGHB8 2050-07-01 3.500000 0.00 45691.00 25705.09 Agency Mortgage-Backed Securities FNMS 05.500 CLDH3333 B1V7KEBTPIMZEU4LTD58 3140UJV37 2056-06-01 5.500000 0.00 4502400.00 4552824.88 Agency Mortgage-Backed Securities FNMS 06.500 CIMA6025 B1V7KEBTPIMZEU4LTD58 31418FVT1 2041-02-01 6.500000 0.00 2830110.00 2378805.05 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0252 B1V7KEBTPIMZEU4LTD58 3140UFH64 2056-06-01 5.000000 0.00 1154213.00 1149052.26 Agency Mortgage-Backed Securities FNMS 07.000 CLDH2189 B1V7KEBTPIMZEU4LTD58 3140UHNF3 2056-05-01 7.000000 0.00 3451735.00 3681583.03 Agency Mortgage-Backed Securities FNMS 05.500 CLDG9795 B1V7KEBTPIMZEU4LTD58 3140UD3D9 2056-05-01 5.500000 0.00 5838813.00 5940737.99 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4552 B1V7KEBTPIMZEU4LTD58 3140QQBW4 2052-09-01 4.500000 0.00 2367300.00 1651816.49 Agency 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2036-06-01 2.500000 0.00 8000.00 3834.61 Agency Mortgage-Backed Securities FNMS 04.500 CLCC1811 B1V7KEBTPIMZEU4LTD58 3140Y8AM8 2056-01-01 4.500000 0.00 310000.00 295862.58 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3842 B1V7KEBTPIMZEU4LTD58 3140QPHU4 2052-06-01 3.500000 0.00 4300000.00 2990322.84 Agency Mortgage-Backed Securities FNMS 06.500 CLMA6121 B1V7KEBTPIMZEU4LTD58 31418FYT8 2056-06-01 6.500000 0.00 32225959.00 33573394.37 Agency Mortgage-Backed Securities FNMS 05.000 CLDH2008 B1V7KEBTPIMZEU4LTD58 3140UHGS3 2056-06-01 5.000000 0.00 6935974.00 6867538.65 Agency Mortgage-Backed Securities FNMS 04.500 CLDH0291 B1V7KEBTPIMZEU4LTD58 3140UFKD5 2056-06-01 4.500000 0.00 1888941.00 1831628.64 Agency Mortgage-Backed Securities FNMS 04.500 CLDH3404 B1V7KEBTPIMZEU4LTD58 3140UJYA8 2056-06-01 4.500000 0.00 1084574.00 1048830.78 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5849 B1V7KEBTPIMZEU4LTD58 31418FQB6 2055-10-01 3.500000 0.00 1000.00 881.09 Agency Mortgage-Backed Securities 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31418AG51 2042-07-01 4.000000 0.00 600000.00 45815.07 Agency Mortgage-Backed Securities FNMS 02.000 CTFS6129 B1V7KEBTPIMZEU4LTD58 3140XMY34 2042-06-01 2.000000 0.00 100000.00 69770.37 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3978 B1V7KEBTPIMZEU4LTD58 3140XKM49 2053-01-01 5.000000 0.00 100000.00 71060.36 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4860 B1V7KEBTPIMZEU4LTD58 3140QCMJ2 2049-12-01 3.000000 0.00 1584505.00 503718.88 Agency Mortgage-Backed Securities FNMS 02.000 CNMA2779 B1V7KEBTPIMZEU4LTD58 31418CCR3 2026-10-01 2.000000 0.00 481135.00 1900.98 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6939 B1V7KEBTPIMZEU4LTD58 3140XNV92 2048-08-01 3.500000 0.00 1400000.00 1014503.08 Agency Mortgage-Backed Securities FNMS 02.500 CICA6620 B1V7KEBTPIMZEU4LTD58 3140QELA8 2035-08-01 2.500000 0.00 55000.00 20643.69 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7042 B1V7KEBTPIMZEU4LTD58 3140XNZG2 2054-01-01 6.500000 0.00 13219000.00 9194608.01 Agency Mortgage-Backed 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0.00 1076718.00 1042363.16 Agency Mortgage-Backed Securities FNMS 06.500 CLBV6404 B1V7KEBTPIMZEU4LTD58 3140MLDJ6 2055-09-01 6.500000 0.00 893912.00 926363.63 Agency Mortgage-Backed Securities FNMS 04.500 CLDG5165 B1V7KEBTPIMZEU4LTD58 3140U8W30 2056-04-01 4.500000 0.00 9869625.00 9517184.64 Agency Mortgage-Backed Securities FNMS 04.000 CIDG5143 B1V7KEBTPIMZEU4LTD58 3140U8WD8 2041-03-01 4.000000 0.00 1326343.00 1281071.29 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0363 B1V7KEBTPIMZEU4LTD58 3140W0MM4 2054-11-01 6.000000 0.00 940000.00 830959.15 Agency Mortgage-Backed Securities FNMS 05.500 CLDG5689 B1V7KEBTPIMZEU4LTD58 3140U9KB3 2056-04-01 5.500000 0.00 1020694.00 1035774.34 Agency Mortgage-Backed Securities FNMS 05.500 CLDG5859 B1V7KEBTPIMZEU4LTD58 3140U9QM3 2056-04-01 5.500000 0.00 9040000.00 9148834.38 Agency Mortgage-Backed Securities FNMS 04.000 CIDH0046 B1V7KEBTPIMZEU4LTD58 3140UFBQ6 2041-05-01 4.000000 0.00 3294111.00 3208325.16 Agency Mortgage-Backed Securities FNMS 06.000 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372672.43 Agency Mortgage-Backed Securities FNMS 05.000 CLDF6409 B1V7KEBTPIMZEU4LTD58 3140BXDP8 2055-12-01 5.000000 0.00 2482664.00 2456510.60 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0833 B1V7KEBTPIMZEU4LTD58 3140Q74T1 2047-12-01 3.500000 0.00 430000.00 86320.47 Agency Mortgage-Backed Securities FNMS 05.500 CLDF7536 B1V7KEBTPIMZEU4LTD58 3140BYLS1 2056-01-01 5.500000 0.00 1024709.00 975013.30 Agency Mortgage-Backed Securities FNMS 06.000 CLDF3090 B1V7KEBTPIMZEU4LTD58 3140BTNG6 2055-11-01 6.000000 0.00 2559489.00 2623624.68 Agency Mortgage-Backed Securities FNMS 06.500 CLBV1865 B1V7KEBTPIMZEU4LTD58 3140MFCB7 2055-06-01 6.500000 0.00 5923953.00 3125124.65 Agency Mortgage-Backed Securities FNMS 03.500 CLFA0472 B1V7KEBTPIMZEU4LTD58 3140W0Q24 2047-02-01 3.500000 0.00 7879881.00 6257615.93 Agency Mortgage-Backed Securities FNMS 06.500 CLBU7271 B1V7KEBTPIMZEU4LTD58 3140M9CH8 2053-02-01 6.500000 0.00 845926.00 587274.24 Agency Mortgage-Backed Securities FNMS 05.500 CLDH1177 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Securities FEPC 05.000 CLQZ4672 S6XOOCT0IEG5ABCC6L87 31427CFN8 2055-09-01 5.000000 0.00 2010540.00 1978662.85 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6001 S6XOOCT0IEG5ABCC6L87 3142GWU31 2056-03-01 5.000000 0.00 196361895.00 192999973.98 Agency Mortgage-Backed Securities FEPC 05.000 CLRQ0118 S6XOOCT0IEG5ABCC6L87 3142J6DY6 2056-05-01 5.000000 0.00 7159507.00 7007053.43 Agency Mortgage-Backed Securities FNMS 04.500 CLAH5580 B1V7KEBTPIMZEU4LTD58 3138A7FW3 2041-02-01 4.500000 0.00 3276639.00 222186.84 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9171 S6XOOCT0IEG5ABCC6L87 3133KRFL3 2053-06-01 6.000000 0.00 1088.00 770.22 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7669 S6XOOCT0IEG5ABCC6L87 3133KPQW1 2052-07-01 4.500000 0.00 2016.00 1374.93 Agency Mortgage-Backed Securities FNMS 03.500 CRAR9224 B1V7KEBTPIMZEU4LTD58 3138W7HA5 2043-03-01 3.500000 0.00 11298827.00 1302964.72 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9064 S6XOOCT0IEG5ABCC6L87 3133KRB94 2053-05-01 5.500000 0.00 4429.00 3335.15 Agency Mortgage-Backed Securities FNMS 04.000 CLAO0210 B1V7KEBTPIMZEU4LTD58 3138LQGU2 2042-05-01 4.000000 0.00 12055619.00 825643.95 Agency Mortgage-Backed Securities FEPC 04.500 CNRD5291 S6XOOCT0IEG5ABCC6L87 3133LP2Y2 2036-04-01 4.500000 0.00 1000.00 948.75 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ3308 B1V7KEBTPIMZEU4LTD58 3138MJVA4 2042-11-01 3.500000 0.00 5046000.00 920023.80 Agency Mortgage-Backed Securities FNMS 03.500 CRAO6522 B1V7KEBTPIMZEU4LTD58 3138LXG86 2042-06-01 3.500000 0.00 2048.00 259.24 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ7047 B1V7KEBTPIMZEU4LTD58 3138MNZM5 2042-12-01 3.500000 0.00 1000.00 227.46 Agency Mortgage-Backed Securities FNMS 04.000 CLAV8875 B1V7KEBTPIMZEU4LTD58 3138XL2H4 2044-12-01 4.000000 0.00 1000.00 228.32 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9841 S6XOOCT0IEG5ABCC6L87 3133KR5A8 2053-09-01 5.500000 0.00 1000.00 787.10 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7160 B1V7KEBTPIMZEU4LTD58 3138WG5W0 2046-05-01 3.500000 0.00 1008.00 225.49 Agency Mortgage-Backed Securities FEPC 05.000 CLQG4683 S6XOOCT0IEG5ABCC6L87 3133C5FY2 2053-06-01 5.000000 0.00 1000.00 773.51 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0021 S6XOOCT0IEG5ABCC6L87 3133BMAW5 2052-09-01 5.000000 0.00 1158478.00 1092494.03 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7860 S6XOOCT0IEG5ABCC6L87 3133BVWV3 2053-02-01 6.000000 0.00 1724844.00 895142.17 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0862 S6XOOCT0IEG5ABCC6L87 3133BM5X9 2052-10-01 5.000000 0.00 1000.00 573.51 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0731 S6XOOCT0IEG5ABCC6L87 3133BMY41 2052-10-01 5.000000 0.00 1000.00 579.16 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6811 S6XOOCT0IEG5ABCC6L87 3133BUR82 2053-01-01 6.000000 0.00 1301686.00 694278.17 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9586 S6XOOCT0IEG5ABCC6L87 3133KRUK8 2053-08-01 5.500000 0.00 1000.00 800.54 Agency Mortgage-Backed Securities FEPC 01.500 CLRA3653 S6XOOCT0IEG5ABCC6L87 3133KKBW8 2050-10-01 1.500000 0.00 1000.00 457.99 Agency Mortgage-Backed Securities FNMS 03.500 CLAK3106 B1V7KEBTPIMZEU4LTD58 3138E7NY6 2042-02-01 3.500000 0.00 5322200.00 749179.51 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1000 S6XOOCT0IEG5ABCC6L87 3133BNDD2 2052-10-01 5.000000 0.00 2000.00 1311.66 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7654 S6XOOCT0IEG5ABCC6L87 3133BVQF5 2053-02-01 5.500000 0.00 2235037.00 1896139.67 Agency Mortgage-Backed Securities FEPC 05.500 CLQG0748 S6XOOCT0IEG5ABCC6L87 3133C0ZM7 2053-04-01 5.500000 0.00 5771468.00 4789434.77 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1101 S6XOOCT0IEG5ABCC6L87 3133BNGJ6 2052-10-01 5.000000 0.00 2000.00 1278.09 Agency Mortgage-Backed Securities FNMS 04.000 CRAQ6972 B1V7KEBTPIMZEU4LTD58 3138MNXA3 2043-01-01 4.000000 0.00 1000.00 198.42 Agency Mortgage-Backed Securities FNMS 05.000 I4BF0566 B1V7KEBTPIMZEU4LTD58 3140FXTY8 2061-09-01 5.000000 0.00 16616541.00 10076056.09 Agency Mortgage-Backed Securities FNMS 03.500 U4BF0241 B1V7KEBTPIMZEU4LTD58 3140FXHT2 2052-05-01 3.500000 0.00 5000.00 1737.45 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7385 B1V7KEBTPIMZEU4LTD58 3138WHF31 2046-06-01 3.500000 0.00 1024.00 261.59 Agency Mortgage-Backed Securities FNMS 04.000 CRAQ6286 B1V7KEBTPIMZEU4LTD58 3138MM6Y3 2042-12-01 4.000000 0.00 2048.00 260.59 Agency Mortgage-Backed Securities FNMS 03.500 CLBC5622 B1V7KEBTPIMZEU4LTD58 3140F1G89 2046-05-01 3.500000 0.00 1000.00 56.81 Agency Mortgage-Backed Securities FNMS 04.500 CLAI8465 B1V7KEBTPIMZEU4LTD58 3138ANMP5 2041-08-01 4.500000 0.00 38881343.00 3906747.08 Agency Mortgage-Backed Securities FNMS 03.500 CLBA3149 B1V7KEBTPIMZEU4LTD58 3140E7QB9 2046-04-01 3.500000 0.00 9255031.00 1395335.40 Agency Mortgage-Backed Securities FNMS 03.000 U6BF0500 B1V7KEBTPIMZEU4LTD58 3140FXRW4 2054-12-01 3.000000 0.00 1004.00 533.15 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ2383 B1V7KEBTPIMZEU4LTD58 3140H3UH7 2047-11-01 3.500000 0.00 2000.00 815.98 Agency Mortgage-Backed Securities FNMS 04.500 CLBW5204 B1V7KEBTPIMZEU4LTD58 3140MWYA8 2052-12-01 4.500000 0.00 1016386.00 936521.33 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3598 B1V7KEBTPIMZEU4LTD58 3140MU7L8 2052-07-01 5.000000 0.00 1000.00 522.26 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3118 B1V7KEBTPIMZEU4LTD58 3140MUPC8 2052-06-01 5.000000 0.00 1009922.00 474266.51 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2319 B1V7KEBTPIMZEU4LTD58 3140NJSH8 2053-07-01 6.500000 0.00 1000.00 559.11 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0108 B1V7KEBTPIMZEU4LTD58 3140NGDN7 2053-05-01 5.000000 0.00 1000.00 543.72 Agency Mortgage-Backed Securities FNMS 06.000 CLDB3841 B1V7KEBTPIMZEU4LTD58 3140ADHT1 2054-06-01 6.000000 0.00 1000.00 856.06 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3616 B1V7KEBTPIMZEU4LTD58 3140QPAS6 2052-05-01 4.000000 0.00 2000.00 1407.88 Agency Mortgage-Backed Securities FNMS 05.000 CLBN0714 B1V7KEBTPIMZEU4LTD58 3140JGYL3 2048-09-01 5.000000 0.00 1319474.00 835734.55 Agency Mortgage-Backed Securities FNMS 03.500 CLBN9557 B1V7KEBTPIMZEU4LTD58 3140JSTP4 2049-07-01 3.500000 0.00 2025464.00 547064.55 Agency Mortgage-Backed Securities FNMS 04.500 CLBK9008 B1V7KEBTPIMZEU4LTD58 3140HPAJ6 2048-09-01 4.500000 0.00 1000.00 284.15 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3828 B1V7KEBTPIMZEU4LTD58 3140QPHE0 2052-06-01 3.000000 0.00 2000.00 1283.07 Agency Mortgage-Backed Securities FNMS 05.000 CLBN1028 B1V7KEBTPIMZEU4LTD58 3140JHEA7 2049-03-01 5.000000 0.00 1000.00 92.51 Agency Mortgage-Backed Securities FNMS 04.500 CLBN2981 B1V7KEBTPIMZEU4LTD58 3140JKJ31 2048-11-01 4.500000 0.00 134627.00 54395.35 Agency Mortgage-Backed Securities FNMS 04.500 CLBN7874 B1V7KEBTPIMZEU4LTD58 3140JQXC2 2049-05-01 4.500000 0.00 1190.00 260.31 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4629 B1V7KEBTPIMZEU4LTD58 3140QQEB7 2052-09-01 5.500000 0.00 81356900.00 55040896.85 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5631 B1V7KEBTPIMZEU4LTD58 3140QRHH9 2053-02-01 4.500000 0.00 3395.00 2556.31 Agency Mortgage-Backed Securities FNMS 03.500 CLBN6683 B1V7KEBTPIMZEU4LTD58 3140JPM93 2049-06-01 3.500000 0.00 1000.00 115.46 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6429 B1V7KEBTPIMZEU4LTD58 3140QSEB3 2053-05-01 5.000000 0.00 3072.00 2618.59 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8141 B1V7KEBTPIMZEU4LTD58 3140QUBK1 2054-03-01 5.500000 0.00 1024.00 860.74 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7120 B1V7KEBTPIMZEU4LTD58 3140QS4E8 2053-09-01 6.000000 0.00 2000.00 1364.12 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0697 B1V7KEBTPIMZEU4LTD58 3140JGX34 2048-09-01 4.500000 0.00 1000.00 295.27 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5464 B1V7KEBTPIMZEU4LTD58 3140QRCA9 2053-01-01 5.500000 0.00 2016.00 1640.05 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4914 B1V7KEBTPIMZEU4LTD58 3140QQN84 2052-10-01 5.500000 0.00 2000.00 1575.40 Agency Mortgage-Backed Securities FNMS 02.500 CLBD8428 B1V7KEBTPIMZEU4LTD58 3140FGLJ6 2046-09-01 2.500000 0.00 1000.00 269.64 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ4618 B1V7KEBTPIMZEU4LTD58 3140H6DY2 2048-02-01 4.000000 0.00 26602957.00 4247041.48 Agency Mortgage-Backed Securities FNMS 06.000 NP745962 B1V7KEBTPIMZEU4LTD58 31403DWX3 2036-09-01 6.000000 0.00 162155595.00 304748.70 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6726 B1V7KEBTPIMZEU4LTD58 3140NBPL9 2053-02-01 6.000000 0.00 3000.00 1781.41 Agency Mortgage-Backed Securities FNMS 02.000 CLBT7046 B1V7KEBTPIMZEU4LTD58 3140LVZL6 2051-07-01 2.000000 0.00 2027.00 1082.99 Agency Mortgage-Backed Securities FNMS 05.500 CLBX5440 B1V7KEBTPIMZEU4LTD58 3140NABJ1 2053-03-01 5.500000 0.00 2000.00 1348.89 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8578 B1V7KEBTPIMZEU4LTD58 3140N1Q89 2052-10-01 5.000000 0.00 2000.00 1133.74 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4253 B1V7KEBTPIMZEU4LTD58 3140M5WP6 2053-11-01 6.500000 0.00 2612876.00 1863109.02 Agency Mortgage-Backed Securities FNMS 04.000 CLBV6878 B1V7KEBTPIMZEU4LTD58 3140MLUC2 2052-04-01 4.000000 0.00 1000.00 796.13 Agency Mortgage-Backed Securities FNMS 03.000 CLBV3813 B1V7KEBTPIMZEU4LTD58 3140MHGX1 2052-04-01 3.000000 0.00 1001.00 731.97 Agency Mortgage-Backed Securities FNMS 06.000 CLBW1412 B1V7KEBTPIMZEU4LTD58 3140MSSA4 2052-12-01 6.000000 0.00 2003.00 1058.74 Agency Mortgage-Backed Securities FNMS 05.000 CLBX4138 B1V7KEBTPIMZEU4LTD58 3140N8S41 2052-12-01 5.000000 0.00 2028.00 1301.89 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9931 B1V7KEBTPIMZEU4LTD58 3140N3A90 2052-09-01 5.000000 0.00 1736819.00 1020992.35 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9614 B1V7KEBTPIMZEU4LTD58 3140MPVG3 2052-04-01 3.500000 0.00 2010.00 1262.31 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1330 B1V7KEBTPIMZEU4LTD58 3140MSPQ2 2052-11-01 5.000000 0.00 1000.00 739.17 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6196 B1V7KEBTPIMZEU4LTD58 3140MX3E2 2052-08-01 5.000000 0.00 1167608.00 744240.53 Agency Mortgage-Backed Securities FNMS 06.500 CLDA5463 B1V7KEBTPIMZEU4LTD58 3140A6B96 2053-11-01 6.500000 0.00 1149340.00 1026678.39 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9886 B1V7KEBTPIMZEU4LTD58 3140MP6Y2 2052-05-01 3.500000 0.00 4739978.00 2833828.46 Agency Mortgage-Backed Securities FNMS 04.000 CLBV7937 B1V7KEBTPIMZEU4LTD58 3140MMZB7 2052-08-01 4.000000 0.00 1000.00 703.22 Agency Mortgage-Backed Securities FNMS 05.000 CLBV7110 B1V7KEBTPIMZEU4LTD58 3140ML3U2 2052-06-01 5.000000 0.00 1000.00 727.83 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3694 B1V7KEBTPIMZEU4LTD58 3140MVC89 2052-07-01 5.000000 0.00 1000.00 633.19 Agency Mortgage-Backed Securities FNMS 05.000 CLBW4160 B1V7KEBTPIMZEU4LTD58 3140MVTS7 2052-08-01 5.000000 0.00 1000.00 297.41 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9892 B1V7KEBTPIMZEU4LTD58 3140MP7E5 2052-05-01 3.500000 0.00 1024.00 705.83 Agency Mortgage-Backed Securities FNMS 05.500 CLBX3655 B1V7KEBTPIMZEU4LTD58 3140N8BZ0 2052-12-01 5.500000 0.00 1026788.00 994666.59 Agency Mortgage-Backed Securities FNMS 06.500 CLDA7162 B1V7KEBTPIMZEU4LTD58 3140A75Y6 2054-01-01 6.500000 0.00 1000.00 641.26 Agency Mortgage-Backed Securities FNMS 05.000 CLBX8625 B1V7KEBTPIMZEU4LTD58 3140NDSP3 2053-04-01 5.000000 0.00 1024.00 765.20 Agency Mortgage-Backed Securities FNMS 05.500 CLDB0283 B1V7KEBTPIMZEU4LTD58 3140A9J50 2054-03-01 5.500000 0.00 1008.00 735.69 Agency Mortgage-Backed Securities FNMS 05.500 CLDB5434 B1V7KEBTPIMZEU4LTD58 3140AFBC9 2054-07-01 5.500000 0.00 1010.00 730.03 Agency Mortgage-Backed Securities FNMS 05.500 CLDE2085 B1V7KEBTPIMZEU4LTD58 3140BEJ74 2055-06-01 5.500000 0.00 3000.00 2801.21 Agency Mortgage-Backed Securities FNMS 04.500 CLBV8017 B1V7KEBTPIMZEU4LTD58 3140MM4B1 2052-08-01 4.500000 0.00 1024.00 725.95 Agency Mortgage-Backed Securities FNMS 04.000 CLBV9898 B1V7KEBTPIMZEU4LTD58 3140MP7L9 2052-05-01 4.000000 0.00 3488252.00 1908922.40 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0684 S6XOOCT0IEG5ABCC6L87 31427MXN6 2054-11-01 5.000000 0.00 3288638.00 2880369.46 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4548 B1V7KEBTPIMZEU4LTD58 31418EBS8 2052-02-01 2.500000 0.00 1193.00 745.24 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0897 B1V7KEBTPIMZEU4LTD58 31418M7K2 2040-04-01 5.500000 0.00 1000.00 29.94 Agency Mortgage-Backed Securities FNMS 04.500 CZAE0512 B1V7KEBTPIMZEU4LTD58 31419ASA6 2050-07-01 4.500000 0.00 10999.00 1492.06 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4686 B1V7KEBTPIMZEU4LTD58 3140QQF42 2052-09-01 5.000000 0.00 89569302.00 59587996.38 Agency Mortgage-Backed Securities FNMS 05.500 CLDH2297 B1V7KEBTPIMZEU4LTD58 3140UHRT9 2056-06-01 5.500000 0.00 1000.00 1017.73 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6192 B1V7KEBTPIMZEU4LTD58 3140QR3A9 2053-05-01 6.000000 0.00 2000.00 1506.90 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4663 B1V7KEBTPIMZEU4LTD58 3140QQFD2 2052-09-01 4.000000 0.00 1000.00 678.11 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5866 B1V7KEBTPIMZEU4LTD58 3140QRQU0 2053-03-01 6.500000 0.00 1024.00 626.84 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5134 B1V7KEBTPIMZEU4LTD58 3140J9V40 2048-11-01 4.000000 0.00 1170.00 206.07 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4736 B1V7KEBTPIMZEU4LTD58 3140J9HN4 2047-02-01 3.500000 0.00 1000.00 270.30 Agency Mortgage-Backed Securities FNMS 03.500 CLBN8599 B1V7KEBTPIMZEU4LTD58 3140JRRV5 2049-05-01 3.500000 0.00 8433218.00 1018968.34 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5765 B1V7KEBTPIMZEU4LTD58 3140QRMP5 2053-02-01 6.500000 0.00 1024.00 492.23 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4125 B1V7KEBTPIMZEU4LTD58 3140QPSP3 2052-07-01 4.000000 0.00 2000.00 1504.05 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3272 B1V7KEBTPIMZEU4LTD58 3140QNT69 2052-04-01 4.000000 0.00 2000.00 1328.64 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4688 B1V7KEBTPIMZEU4LTD58 3140QQF67 2052-09-01 5.000000 0.00 1000.00 647.28 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6177 B1V7KEBTPIMZEU4LTD58 3140QR2K8 2053-05-01 5.000000 0.00 1008.00 808.07 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ2948 B1V7KEBTPIMZEU4LTD58 3140H4H23 2047-11-01 4.000000 0.00 1000.00 260.69 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ1081 B1V7KEBTPIMZEU4LTD58 3140H2FX1 2048-01-01 4.500000 0.00 2000.00 674.34 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5647 B1V7KEBTPIMZEU4LTD58 3140QRHZ9 2053-02-01 5.500000 0.00 3360.00 2673.44 Agency Mortgage-Backed Securities FNMS 03.000 CIBM1008 B1V7KEBTPIMZEU4LTD58 3140J5DN6 2032-03-01 3.000000 0.00 1000.00 143.58 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7940 B1V7KEBTPIMZEU4LTD58 3140N0ZE8 2052-08-01 5.000000 0.00 784359.00 740068.35 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1536 B1V7KEBTPIMZEU4LTD58 3140N5V68 2052-10-01 5.500000 0.00 1000.00 595.44 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8751 B1V7KEBTPIMZEU4LTD58 3140N1WM1 2052-10-01 5.000000 0.00 6903072.00 4944963.07 Agency Mortgage-Backed Securities FNMS 03.500 CLFA0442 B1V7KEBTPIMZEU4LTD58 3140W0P41 2054-11-01 3.500000 0.00 1000.00 829.31 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7890 B1V7KEBTPIMZEU4LTD58 3140N0XU4 2052-08-01 4.500000 0.00 1000.00 760.61 Agency Mortgage-Backed Securities FNMS 05.000 CLBW4827 B1V7KEBTPIMZEU4LTD58 3140MWLH7 2052-07-01 5.000000 0.00 1145929.00 1005890.64 Agency Mortgage-Backed Securities FNMS 04.500 CLBW5792 B1V7KEBTPIMZEU4LTD58 3140MXNJ9 2052-08-01 4.500000 0.00 1024.00 661.15 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0552 B1V7KEBTPIMZEU4LTD58 3140N4TJ6 2052-10-01 5.000000 0.00 21179664.00 15433732.57 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2295 B1V7KEBTPIMZEU4LTD58 3140W2RR4 2055-07-01 5.500000 0.00 1000.00 942.62 Agency Mortgage-Backed Securities FNMS 04.500 CLBX2374 B1V7KEBTPIMZEU4LTD58 3140N6T85 2053-02-01 4.500000 0.00 1216454.00 919804.38 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1169 B1V7KEBTPIMZEU4LTD58 3140N5JP0 2052-11-01 5.500000 0.00 1754498.00 908792.62 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7935 B1V7KEBTPIMZEU4LTD58 3140N0Y90 2052-08-01 5.000000 0.00 1665281.00 1429037.97 Agency Mortgage-Backed Securities FNMS 05.000 CIBX6070 B1V7KEBTPIMZEU4LTD58 3140NAW82 2038-02-01 5.000000 0.00 2000.00 1047.23 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4818 B1V7KEBTPIMZEU4LTD58 3140QQK87 2052-10-01 4.000000 0.00 1000.00 714.90 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4627 B1V7KEBTPIMZEU4LTD58 3140QQD93 2052-09-01 5.000000 0.00 2409.00 1568.98 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4578 B1V7KEBTPIMZEU4LTD58 31418ECQ1 2052-04-01 2.500000 0.00 6026.00 3901.49 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5138 B1V7KEBTPIMZEU4LTD58 31418EV80 2053-09-01 5.500000 0.00 5119.00 3544.89 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4912 B1V7KEBTPIMZEU4LTD58 3140QQN68 2052-10-01 5.500000 0.00 1029.00 762.32 Agency Mortgage-Backed Securities FNMS 05.500 CLBX5245 B1V7KEBTPIMZEU4LTD58 3140N9ZK5 2053-01-01 5.500000 0.00 1000.00 583.29 Agency Mortgage-Backed Securities FNMS 05.500 CLBY0687 B1V7KEBTPIMZEU4LTD58 3140NGXR6 2053-04-01 5.500000 0.00 1000.00 577.48 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3701 B1V7KEBTPIMZEU4LTD58 3140FPDF3 2047-06-01 4.500000 0.00 1023.00 201.12 Agency Mortgage-Backed Securities FNMS 03.500 CIBC4932 B1V7KEBTPIMZEU4LTD58 3140F0PS7 2031-03-01 3.500000 0.00 2000.00 193.76 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8940 B1V7KEBTPIMZEU4LTD58 3140N15A7 2052-09-01 5.000000 0.00 1006.00 706.41 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8372 B1V7KEBTPIMZEU4LTD58 3140N1JS3 2052-08-01 5.000000 0.00 1658082.00 1223856.44 Agency Mortgage-Backed Securities FNMS 06.000 CLBT7959 B1V7KEBTPIMZEU4LTD58 3140LWZZ3 2052-11-01 6.000000 0.00 1000.00 649.90 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8651 B1V7KEBTPIMZEU4LTD58 3140N1TH6 2052-08-01 5.000000 0.00 1745024.00 1065053.99 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1000.00 460.43 Agency Mortgage-Backed Securities FEPC 05.500 CLQX0371 S6XOOCT0IEG5ABCC6L87 31425UMV4 2054-11-01 5.500000 0.00 1000.00 987.92 Agency Mortgage-Backed Securities FEPC 05.000 CLTA3985 S6XOOCT0IEG5ABCC6L87 3142JSNB7 2056-01-01 5.000000 0.00 16283524.00 15649772.65 Agency Mortgage-Backed Securities FEPC 02.000 CLSL4121 S6XOOCT0IEG5ABCC6L87 31427RSK7 2051-12-01 2.000000 0.00 3381484.00 2686736.87 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8784 B1V7KEBTPIMZEU4LTD58 3140N1XN8 2052-09-01 5.000000 0.00 1000.00 902.92 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8370 B1V7KEBTPIMZEU4LTD58 3140N1JQ7 2052-08-01 5.000000 0.00 1548620.00 1237216.53 Agency Mortgage-Backed Securities 06.000 FGPC A48686 G S6XOOCT0IEG5ABCC6L87 3128K9UK8 2036-05-01 6.000000 0.00 102070074.00 810660.74 Agency Mortgage-Backed Securities FEPC 03.500 ZLZT2387 S6XOOCT0IEG5ABCC6L87 3132AEUL8 2046-06-01 3.500000 0.00 79695233.00 55102793.38 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4963 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Mortgage-Backed Securities FEPC 05.000 CLQE7202 S6XOOCT0IEG5ABCC6L87 3133BHAB2 2052-08-01 5.000000 0.00 2000.00 1785.63 Agency Mortgage-Backed Securities FEPC 04.500 CLQC5851 S6XOOCT0IEG5ABCC6L87 3133AQQC4 2051-08-01 4.500000 0.00 1989.00 882.76 Agency Mortgage-Backed Securities FEPC 05.000 CLQG6313 S6XOOCT0IEG5ABCC6L87 3133C7AN7 2053-07-01 5.000000 0.00 247812.00 199318.05 Agency Mortgage-Backed Securities FEPC 05.000 CLQG2058 S6XOOCT0IEG5ABCC6L87 3133C2JB5 2053-03-01 5.000000 0.00 1000.00 635.58 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6320 S6XOOCT0IEG5ABCC6L87 3133BUAV9 2053-01-01 5.500000 0.00 6635426.00 4843640.09 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7559 S6XOOCT0IEG5ABCC6L87 3132DVMG7 2053-03-01 5.500000 0.00 3214.00 2278.28 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3785 S6XOOCT0IEG5ABCC6L87 3132E0F23 2053-08-01 5.000000 0.00 1008.00 766.09 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2609 S6XOOCT0IEG5ABCC6L87 3132DP3S5 2052-12-01 3.500000 0.00 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3140M4EW4 2051-12-01 2.500000 0.00 1000.00 541.53 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1846 B1V7KEBTPIMZEU4LTD58 3140MTBQ5 2053-03-01 4.500000 0.00 1330742.00 884844.24 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7139 B1V7KEBTPIMZEU4LTD58 3140MY4Z2 2052-07-01 5.000000 0.00 4001.00 2565.67 Agency Mortgage-Backed Securities FNMS 06.000 CL872293 B1V7KEBTPIMZEU4LTD58 31409JC65 2036-05-01 6.000000 0.00 1013.00 8.48 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7943 B1V7KEBTPIMZEU4LTD58 3140N0ZH1 2052-08-01 5.000000 0.00 1000.00 739.59 Agency Mortgage-Backed Securities FNMS 04.000 CLBV9899 B1V7KEBTPIMZEU4LTD58 3140MP7M7 2052-05-01 4.000000 0.00 9449563.00 5299312.13 Agency Mortgage-Backed Securities FNMS 05.000 CLDE0299 B1V7KEBTPIMZEU4LTD58 3140BCKM3 2055-06-01 5.000000 0.00 12113261.00 11884574.59 Agency Mortgage-Backed Securities FEPC 05.000 CLQA5229 S6XOOCT0IEG5ABCC6L87 31346YY23 2049-11-01 5.000000 0.00 1457.00 668.65 Agency Mortgage-Backed Securities FNMS 03.500 CLAO5942 B1V7KEBTPIMZEU4LTD58 3138LWS85 2042-06-01 3.500000 0.00 12467501.00 1435608.91 Agency Mortgage-Backed Securities FNMS 05.500 CLDF0776 B1V7KEBTPIMZEU4LTD58 3140BQ2J9 2055-10-01 5.500000 0.00 4017381.00 4043070.68 Agency Mortgage-Backed Securities FNMS 05.000 CLDF6468 B1V7KEBTPIMZEU4LTD58 3140BXFJ0 2056-04-01 5.000000 0.00 1000.00 995.69 Agency Mortgage-Backed Securities FNMS 05.000 CLDE1023 B1V7KEBTPIMZEU4LTD58 3140BDD56 2055-06-01 5.000000 0.00 1028.00 1008.60 Agency Mortgage-Backed Securities FNMS 06.000 CLDE3467 B1V7KEBTPIMZEU4LTD58 3140BFZ99 2055-07-01 6.000000 0.00 1024.00 933.95 Agency Mortgage-Backed Securities FNMS 06.500 CLDD6138 B1V7KEBTPIMZEU4LTD58 3140B6ZC2 2055-03-01 6.500000 0.00 2168948.00 1618603.03 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7047 B1V7KEBTPIMZEU4LTD58 3138EPZM9 2045-02-01 3.500000 0.00 7996000.00 1322214.50 Agency Mortgage-Backed Securities FNMS 05.500 CLDD8031 B1V7KEBTPIMZEU4LTD58 3140B84R9 2055-05-01 5.500000 0.00 3995.00 4035.54 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8910 B1V7KEBTPIMZEU4LTD58 3140N13U5 2052-09-01 5.000000 0.00 1000.00 868.84 Agency Mortgage-Backed Securities FNMS 02.500 CICB1216 B1V7KEBTPIMZEU4LTD58 3140QLK62 2036-07-01 2.500000 0.00 77772.00 36448.99 Agency Mortgage-Backed Securities FNMS 04.000 CLBH6683 B1V7KEBTPIMZEU4LTD58 3140GVM93 2047-07-01 4.000000 0.00 18913184.00 586013.61 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ8218 B1V7KEBTPIMZEU4LTD58 3140E1DY6 2045-08-01 4.000000 0.00 1000.00 159.72 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4792 B1V7KEBTPIMZEU4LTD58 3140QCKE5 2049-12-01 3.000000 0.00 1000.00 224.14 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7272 B1V7KEBTPIMZEU4LTD58 3140N0CJ2 2052-08-01 5.000000 0.00 1803000.00 1150653.05 Agency Mortgage-Backed Securities FNMS 03.500 CLFA4690 B1V7KEBTPIMZEU4LTD58 3140W5F82 2052-09-01 3.500000 0.00 1000.00 890.85 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1687 B1V7KEBTPIMZEU4LTD58 3140MS2V6 2052-07-01 5.000000 0.00 1000.00 555.68 Agency Mortgage-Backed Securities FNMS 05.500 CLBW7380 B1V7KEBTPIMZEU4LTD58 3140N0FW0 2052-12-01 5.500000 0.00 1024.00 912.51 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0891 B1V7KEBTPIMZEU4LTD58 3140JG7D1 2048-11-01 4.500000 0.00 3004.00 380.67 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5555 B1V7KEBTPIMZEU4LTD58 3140QDE59 2050-04-01 3.500000 0.00 2366000.00 723724.98 Agency Mortgage-Backed Securities FNMS 05.000 CQCA4693 B1V7KEBTPIMZEU4LTD58 3140QCGB6 2049-03-01 5.000000 0.00 3000.00 938.54 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1278 B1V7KEBTPIMZEU4LTD58 3140JHM42 2049-03-01 4.500000 0.00 4207548.00 1088787.09 Agency Mortgage-Backed Securities FNMS 04.000 CLBN3871 B1V7KEBTPIMZEU4LTD58 3140JLJR6 2049-04-01 4.000000 0.00 7163756.00 887097.76 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4736 B1V7KEBTPIMZEU4LTD58 3140QCHN9 2049-11-01 3.000000 0.00 1000.00 210.21 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7026 B1V7KEBTPIMZEU4LTD58 3140QEYY2 2050-09-01 2.500000 0.00 2000.00 979.13 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2404 B1V7KEBTPIMZEU4LTD58 3140QMU69 2051-12-01 2.500000 0.00 1992.00 1298.55 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ8365 B1V7KEBTPIMZEU4LTD58 3140HAJK7 2049-07-01 3.500000 0.00 2053712.00 771250.73 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4423 B1V7KEBTPIMZEU4LTD58 3140QP4H7 2052-08-01 5.500000 0.00 1024.00 677.31 Agency Mortgage-Backed Securities FNMS 03.500 CLBD3032 B1V7KEBTPIMZEU4LTD58 3140FALN0 2046-09-01 3.500000 0.00 1000.00 284.56 Agency Mortgage-Backed Securities FNMS 02.500 CICA7253 B1V7KEBTPIMZEU4LTD58 3140QFBX6 2035-10-01 2.500000 0.00 3000.00 1155.77 Agency Mortgage-Backed Securities FNMS 04.500 CTCA2080 B1V7KEBTPIMZEU4LTD58 3140Q9J20 2038-07-01 4.500000 0.00 1024.00 171.73 Agency Mortgage-Backed Securities FNMS 04.500 CLBN4852 B1V7KEBTPIMZEU4LTD58 3140JMMA7 2049-01-01 4.500000 0.00 2036772.00 739675.65 Agency Mortgage-Backed Securities FNMS 03.500 CLCB1155 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Agency Mortgage-Backed Securities FNMS 04.000 CLCA1545 B1V7KEBTPIMZEU4LTD58 3140Q8WF8 2048-04-01 4.000000 0.00 2000.00 325.04 Agency Mortgage-Backed Securities FNMS 05.000 CLCA3229 B1V7KEBTPIMZEU4LTD58 3140QAST8 2049-03-01 5.000000 0.00 1024.00 238.02 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3052 B1V7KEBTPIMZEU4LTD58 3140QAMA5 2049-02-01 4.500000 0.00 100265480.00 6329560.04 Agency Mortgage-Backed Securities FNMS 05.500 CLBW1844 B1V7KEBTPIMZEU4LTD58 3140MTBN2 2053-01-01 5.500000 0.00 1010.00 718.15 Agency Mortgage-Backed Securities FNMS 02.500 CLBV8166 B1V7KEBTPIMZEU4LTD58 3140MNCC8 2052-04-01 2.500000 0.00 1000.00 641.82 Agency Mortgage-Backed Securities FNMS 02.500 CTCA6351 B1V7KEBTPIMZEU4LTD58 3140QEBV3 2040-07-01 2.500000 0.00 2000.00 824.24 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0699 B1V7KEBTPIMZEU4LTD58 3140UFX58 2056-06-01 5.000000 0.00 1001.00 996.01 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0712 B1V7KEBTPIMZEU4LTD58 3140MRYJ0 2052-06-01 5.000000 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Agency Mortgage-Backed Securities FNMS 03.500 CLBN9502 B1V7KEBTPIMZEU4LTD58 3140JSRY7 2049-06-01 3.500000 0.00 1966430.00 621214.68 Agency Mortgage-Backed Securities FNMS 03.500 CLBO0569 B1V7KEBTPIMZEU4LTD58 3140JUT38 2049-06-01 3.500000 0.00 2003.00 468.05 Agency Mortgage-Backed Securities FNMS 04.000 CLBN1207 B1V7KEBTPIMZEU4LTD58 3140JHKV4 2048-11-01 4.000000 0.00 1000.00 255.38 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9955 B1V7KEBTPIMZEU4LTD58 3140N3BZ1 2052-09-01 5.000000 0.00 1000.00 599.81 Agency Mortgage-Backed Securities FNMS 05.000 CLBX8252 B1V7KEBTPIMZEU4LTD58 3140NDE29 2053-05-01 5.000000 0.00 1248788.00 890899.23 Agency Mortgage-Backed Securities FNMS 04.500 CLBH3067 B1V7KEBTPIMZEU4LTD58 3140GRMR2 2047-05-01 4.500000 0.00 2000.00 653.14 Agency Mortgage-Backed Securities FNMS 04.500 CLDD7784 B1V7KEBTPIMZEU4LTD58 3140B8UJ8 2055-05-01 4.500000 0.00 1000.00 956.06 Agency Mortgage-Backed Securities FNMS 03.000 CLBC4729 B1V7KEBTPIMZEU4LTD58 3140F0HF4 2046-10-01 3.000000 0.00 1000.00 188.09 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ7762 B1V7KEBTPIMZEU4LTD58 3140H9TU7 2049-04-01 4.500000 0.00 1580917.00 500100.77 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5134 B1V7KEBTPIMZEU4LTD58 3140N9V45 2053-01-01 6.000000 0.00 1000.00 451.24 Agency Mortgage-Backed Securities FNMS 05.000 CLBJ7541 B1V7KEBTPIMZEU4LTD58 3140H9LX9 2048-12-01 5.000000 0.00 1501520.00 693602.74 Agency Mortgage-Backed Securities FNMS 05.500 CLDD9232 B1V7KEBTPIMZEU4LTD58 3140BAHJ8 2055-05-01 5.500000 0.00 1000.00 930.76 Agency Mortgage-Backed Securities FNMS 04.500 R3BF0725 B1V7KEBTPIMZEU4LTD58 3140FXYX4 2052-07-01 4.500000 0.00 1000.00 754.55 Agency Mortgage-Backed Securities FNMS 05.500 CLDD9294 B1V7KEBTPIMZEU4LTD58 3140BAKG0 2055-04-01 5.500000 0.00 1000.00 956.80 Agency Mortgage-Backed Securities FNMS 08.000 CLBY9934 B1V7KEBTPIMZEU4LTD58 3140NTBC5 2053-12-01 8.000000 0.00 1998.00 1813.30 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ4492 B1V7KEBTPIMZEU4LTD58 3140H57E5 2047-11-01 4.000000 0.00 1000.00 181.94 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6727 B1V7KEBTPIMZEU4LTD58 3140NBPM7 2053-02-01 6.000000 0.00 1666950.00 1067471.76 Agency Mortgage-Backed Securities FNMS 06.000 CL872316 B1V7KEBTPIMZEU4LTD58 31409JDV9 2036-05-01 6.000000 0.00 1150.00 6.39 Agency Mortgage-Backed Securities FNMS 07.000 CLDB4196 B1V7KEBTPIMZEU4LTD58 3140ADUW9 2054-06-01 7.000000 0.00 1000.00 831.54 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5334 B1V7KEBTPIMZEU4LTD58 3140J94U2 2049-01-01 3.500000 0.00 3000.00 631.83 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6557 B1V7KEBTPIMZEU4LTD58 3140JPJB2 2049-04-01 4.500000 0.00 5759206.00 1210072.56 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ7117 B1V7KEBTPIMZEU4LTD58 3140H84B8 2048-08-01 4.500000 0.00 1000.00 154.97 Agency Mortgage-Backed Securities FNMS 04.000 CLBK9601 B1V7KEBTPIMZEU4LTD58 3140HPU39 2048-06-01 4.000000 0.00 1000.00 353.53 Agency Mortgage-Backed Securities FNMS 03.500 CLBN7662 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04.500 CLBK6169 B1V7KEBTPIMZEU4LTD58 3140HK2B3 2048-09-01 4.500000 0.00 2477756.00 881349.04 Agency Mortgage-Backed Securities FNMS 04.500 CLBO2171 B1V7KEBTPIMZEU4LTD58 3140JWMV9 2049-07-01 4.500000 0.00 3004.00 139.39 Agency Mortgage-Backed Securities FNMS 04.500 CLBN5471 B1V7KEBTPIMZEU4LTD58 3140JNCH1 2049-01-01 4.500000 0.00 1000.00 172.00 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3775 B1V7KEBTPIMZEU4LTD58 3140H5FR7 2048-01-01 3.500000 0.00 1000.00 141.26 Agency Mortgage-Backed Securities FNMS 03.500 CLBN7933 B1V7KEBTPIMZEU4LTD58 3140JQY72 2049-06-01 3.500000 0.00 1000.00 400.07 Agency Mortgage-Backed Securities FNMS 05.500 CLDB5584 B1V7KEBTPIMZEU4LTD58 3140AFF27 2054-06-01 5.500000 0.00 1000.00 944.16 Agency Mortgage-Backed Securities FNMS 05.500 CLDB2743 B1V7KEBTPIMZEU4LTD58 3140ACBM4 2054-04-01 5.500000 0.00 1000.00 679.63 Agency Mortgage-Backed Securities FNMS 06.000 CL878096 B1V7KEBTPIMZEU4LTD58 31409TRR1 2036-04-01 6.000000 0.00 1024.00 8.00 Agency Mortgage-Backed 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2000.00 1616.46 Agency Mortgage-Backed Securities 04.000 FGPC V81252 G S6XOOCT0IEG5ABCC6L87 3132L6L90 2044-07-01 4.000000 0.00 13870840.00 1427701.91 Agency Mortgage-Backed Securities 04.500 FGPC Q48714 G S6XOOCT0IEG5ABCC6L87 3132WNVG4 2047-06-01 4.500000 0.00 4222024.00 945236.94 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7656 S6XOOCT0IEG5ABCC6L87 3133BHQH2 2052-08-01 5.000000 0.00 1000.00 687.56 Agency Mortgage-Backed Securities FEPC 03.000 CLQE4399 S6XOOCT0IEG5ABCC6L87 3133BD3G8 2052-06-01 3.000000 0.00 1000.00 482.07 Agency Mortgage-Backed Securities 05.000 FGPC Q63082 G S6XOOCT0IEG5ABCC6L87 3132VPM88 2049-04-01 5.000000 0.00 1001.00 307.96 Agency Mortgage-Backed Securities 04.000 FGPC U99151 G S6XOOCT0IEG5ABCC6L87 3132H7EZ3 2046-12-01 4.000000 0.00 1000.00 268.82 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5807 S6XOOCT0IEG5ABCC6L87 3133BFNY2 2052-07-01 5.000000 0.00 1971958.00 1633607.99 Agency Mortgage-Backed Securities 04.000 FGPC V83149 G S6XOOCT0IEG5ABCC6L87 3132L8QA8 2047-04-01 4.000000 0.00 1000.00 230.13 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0809 S6XOOCT0IEG5ABCC6L87 3133BM3S2 2052-10-01 5.000000 0.00 3000.00 2067.25 Agency Mortgage-Backed Securities 04.000 FGPC V81353 G S6XOOCT0IEG5ABCC6L87 3132L6QE4 2044-09-01 4.000000 0.00 27895198.00 5432025.78 Agency Mortgage-Backed Securities 04.000 FGPC Q44618 G S6XOOCT0IEG5ABCC6L87 3132WJDY4 2046-11-01 4.000000 0.00 3362676.00 764789.39 Agency Mortgage-Backed Securities 04.000 FGPC C91738 G S6XOOCT0IEG5ABCC6L87 3128P74X8 2033-11-01 4.000000 0.00 1000.00 76.22 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3987 S6XOOCT0IEG5ABCC6L87 3131YANC0 2049-03-01 4.500000 0.00 1000.00 254.11 Agency Mortgage-Backed Securities 07.000 FGPC G03442 G S6XOOCT0IEG5ABCC6L87 3128M5EP1 2037-10-01 7.000000 0.00 2048.00 21.77 Agency Mortgage-Backed Securities FEPC 02.000 CISB1509 S6XOOCT0IEG5ABCC6L87 3132CXVA7 2037-04-01 2.000000 0.00 1024.00 774.64 Agency Mortgage-Backed Securities FEPC 03.000 CLSD3108 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Agency Mortgage-Backed Securities FNMS 04.500 CLCA2634 B1V7KEBTPIMZEU4LTD58 3140Q94U4 2048-11-01 4.500000 0.00 1024.00 220.68 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2138 B1V7KEBTPIMZEU4LTD58 3140NJLU6 2053-06-01 6.500000 0.00 1069036.00 836973.55 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0226 B1V7KEBTPIMZEU4LTD58 3140FXHC9 2058-01-01 3.500000 0.00 2000.00 775.73 Agency Mortgage-Backed Securities FNMS 06.000 CLBY4208 B1V7KEBTPIMZEU4LTD58 3140NLVA4 2053-07-01 6.000000 0.00 1000.00 301.64 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2208 B1V7KEBTPIMZEU4LTD58 3140NJN26 2053-08-01 6.500000 0.00 1063604.00 1093358.61 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2663 B1V7KEBTPIMZEU4LTD58 3140NJ5Z3 2053-05-01 6.500000 0.00 1265684.00 1001880.48 Agency Mortgage-Backed Securities FNMS 05.500 CLBX5016 B1V7KEBTPIMZEU4LTD58 3140N9SE7 2053-01-01 5.500000 0.00 1638500.00 787353.27 Agency Mortgage-Backed Securities FNMS 04.500 CLBX9742 B1V7KEBTPIMZEU4LTD58 3140NEZG3 2053-04-01 4.500000 0.00 3464856.00 3198173.49 Agency Mortgage-Backed Securities FNMS 06.000 CLBY8509 B1V7KEBTPIMZEU4LTD58 3140NRN36 2053-08-01 6.000000 0.00 3000.00 1514.25 Agency Mortgage-Backed Securities FNMS 05.500 CLBY0758 B1V7KEBTPIMZEU4LTD58 3140NGZY9 2053-05-01 5.500000 0.00 1000.00 767.05 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0864 B1V7KEBTPIMZEU4LTD58 3140Q76A0 2047-12-01 4.000000 0.00 2048.00 527.47 Agency Mortgage-Backed Securities FNMS 04.000 CTBJ5121 B1V7KEBTPIMZEU4LTD58 3140H6VP1 2038-04-01 4.000000 0.00 1003.00 309.22 Agency Mortgage-Backed Securities FNMS 05.000 CLBX7764 B1V7KEBTPIMZEU4LTD58 3140NCTW9 2053-03-01 5.000000 0.00 1024.00 599.16 Agency Mortgage-Backed Securities FNMS 02.500 CLBR3006 B1V7KEBTPIMZEU4LTD58 3140L1KU8 2051-03-01 2.500000 0.00 2345000.00 1278883.37 Agency Mortgage-Backed Securities FNMS 04.500 CLDG4268 B1V7KEBTPIMZEU4LTD58 3140U7W65 2056-04-01 4.500000 0.00 1000.00 968.00 Agency Mortgage-Backed Securities FNMS 02.000 CLBR7021 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1040.00 727.25 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7338 B1V7KEBTPIMZEU4LTD58 3140QTEL9 2053-10-01 6.000000 0.00 1000.00 722.74 Agency Mortgage-Backed Securities FNMS 03.000 CLBO9217 B1V7KEBTPIMZEU4LTD58 3140K5G35 2049-12-01 3.000000 0.00 288000.00 59430.34 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7786 B1V7KEBTPIMZEU4LTD58 3140K3UL4 2049-12-01 3.500000 0.00 1859212.00 741019.74 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7434 B1V7KEBTPIMZEU4LTD58 3140QTHL6 2053-11-01 5.500000 0.00 4291.00 3528.75 Agency Mortgage-Backed Securities FNMS 04.500 CLBO0296 B1V7KEBTPIMZEU4LTD58 3140JUKJ2 2049-05-01 4.500000 0.00 1505470.00 525667.59 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5773 B1V7KEBTPIMZEU4LTD58 3140QRMX8 2053-02-01 5.500000 0.00 1040.00 832.62 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5853 B1V7KEBTPIMZEU4LTD58 3140QRQF3 2053-03-01 6.000000 0.00 3000.00 2173.79 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4119 B1V7KEBTPIMZEU4LTD58 3140NLSH3 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0.00 3769850.00 1131057.97 Agency Mortgage-Backed Securities FNMS 05.000 CLBN0507 B1V7KEBTPIMZEU4LTD58 3140JGR56 2048-09-01 5.000000 0.00 1000.00 91.84 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5313 B1V7KEBTPIMZEU4LTD58 3140J93X7 2048-03-01 3.500000 0.00 2048.00 522.17 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ5332 B1V7KEBTPIMZEU4LTD58 3140H64S5 2048-05-01 4.000000 0.00 1000.00 433.84 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6711 B1V7KEBTPIMZEU4LTD58 3140JPN50 2049-06-01 4.500000 0.00 2016.00 444.08 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0716 B1V7KEBTPIMZEU4LTD58 3140JGYN9 2048-09-01 4.500000 0.00 2057464.00 615182.88 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6270 B1V7KEBTPIMZEU4LTD58 3140JN6G0 2049-04-01 4.500000 0.00 1008.00 248.04 Agency Mortgage-Backed Securities FEPC 05.500 CLQI6398 S6XOOCT0IEG5ABCC6L87 3133WDDB5 2054-06-01 5.500000 0.00 1024.00 819.71 Agency Mortgage-Backed Securities FNMS 06.500 CLDA1473 B1V7KEBTPIMZEU4LTD58 3140A1T72 2053-09-01 6.500000 0.00 1023.00 459.74 Agency Mortgage-Backed Securities FNMS 06.500 CLDA5014 B1V7KEBTPIMZEU4LTD58 3140A5SC3 2053-11-01 6.500000 0.00 4009.00 1521.18 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8126 B1V7KEBTPIMZEU4LTD58 3138WJA40 2046-10-01 3.500000 0.00 1000.00 138.13 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ4788 B1V7KEBTPIMZEU4LTD58 3138YWKA4 2045-10-01 4.000000 0.00 2000.00 167.28 Agency Mortgage-Backed Securities FNMS 04.000 CLBE8609 B1V7KEBTPIMZEU4LTD58 3140FUR75 2047-03-01 4.000000 0.00 2000.00 300.22 Agency Mortgage-Backed Securities FNMS 05.000 CLDF7568 B1V7KEBTPIMZEU4LTD58 3140BYMS0 2056-02-01 5.000000 0.00 3000.00 2960.19 Agency Mortgage-Backed Securities FNMS 04.500 CLBN2084 B1V7KEBTPIMZEU4LTD58 3140JJJ67 2048-10-01 4.500000 0.00 1000.00 274.35 Agency Mortgage-Backed Securities FNMS 05.000 CLBN4303 B1V7KEBTPIMZEU4LTD58 3140JLX90 2048-12-01 5.000000 0.00 1000.00 156.20 Agency Mortgage-Backed Securities FNMS 04.000 CLBC1516 B1V7KEBTPIMZEU4LTD58 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04.500 CLBW7030 B1V7KEBTPIMZEU4LTD58 3140MYY48 2052-08-01 4.500000 0.00 2000.00 1009.52 Agency Mortgage-Backed Securities FNMS 05.500 CLDE8729 B1V7KEBTPIMZEU4LTD58 3140BMVX5 2055-09-01 5.500000 0.00 1024.00 954.28 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6996 B1V7KEBTPIMZEU4LTD58 3140MYX23 2052-08-01 5.000000 0.00 1003.00 266.37 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4518 B1V7KEBTPIMZEU4LTD58 3140J9AU5 2048-10-01 4.500000 0.00 1000.00 248.18 Agency Mortgage-Backed Securities FNMS 04.000 CLAX1190 B1V7KEBTPIMZEU4LTD58 3138Y2KC6 2044-10-01 4.000000 0.00 2000.00 675.91 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0179 B1V7KEBTPIMZEU4LTD58 3140FXFV9 2057-01-01 3.500000 0.00 2120.00 683.95 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9478 B1V7KEBTPIMZEU4LTD58 3138WKQ81 2047-04-01 4.000000 0.00 1008.00 221.78 Agency Mortgage-Backed Securities FNMS 04.500 CLBK9051 B1V7KEBTPIMZEU4LTD58 3140HPBV8 2048-11-01 4.500000 0.00 4000.00 1480.14 Agency Mortgage-Backed 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3.000000 0.00 4000.00 2711.51 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9785 B1V7KEBTPIMZEU4LTD58 3140XR2T1 2054-11-01 5.500000 0.00 1000.00 884.14 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7498 B1V7KEBTPIMZEU4LTD58 3140QTKL2 2053-11-01 6.000000 0.00 4667.00 3527.48 Agency Mortgage-Backed Securities FNMS 04.000 CQMA1169 B1V7KEBTPIMZEU4LTD58 31418AJP4 2042-08-01 4.000000 0.00 1000.00 89.27 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5286 B1V7KEBTPIMZEU4LTD58 3140QQ2U8 2052-12-01 5.500000 0.00 1024.00 696.47 Agency Mortgage-Backed Securities FNMS 03.500 CLCA7390 B1V7KEBTPIMZEU4LTD58 3140QFF87 2050-10-01 3.500000 0.00 2000.00 966.76 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8362 B1V7KEBTPIMZEU4LTD58 3140QUJG2 2054-04-01 6.500000 0.00 23795129.00 15625703.49 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5767 B1V7KEBTPIMZEU4LTD58 31418FMR5 2045-07-01 5.500000 0.00 3000.00 2358.22 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6700 B1V7KEBTPIMZEU4LTD58 3140QSNS6 2053-07-01 6.000000 0.00 1028.00 742.29 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6323 B1V7KEBTPIMZEU4LTD58 3140QSAZ4 2053-05-01 5.500000 0.00 2048.00 1517.16 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5914 B1V7KEBTPIMZEU4LTD58 3140QRSC8 2053-03-01 6.000000 0.00 1000.00 632.39 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ0312 S6XOOCT0IEG5ABCC6L87 31426WK25 2055-08-01 5.500000 0.00 68256.00 68478.91 Agency Mortgage-Backed Securities FNMS 04.000 CLCB6012 B1V7KEBTPIMZEU4LTD58 3140QRVE0 2053-04-01 4.000000 0.00 3000.00 2355.68 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5989 B1V7KEBTPIMZEU4LTD58 3140QRUP6 2053-03-01 5.500000 0.00 1000.00 737.09 Agency Mortgage-Backed Securities 06.000 FGPC P50529 G S6XOOCT0IEG5ABCC6L87 31288LSS1 2036-11-01 6.000000 0.00 2339.00 53.95 Agency Mortgage-Backed Securities 04.500 FGPC G07630 G S6XOOCT0IEG5ABCC6L87 3128M9Y30 2044-02-01 4.500000 0.00 2000.00 176.32 Agency Mortgage-Backed Securities 03.500 FGPC G07175 G S6XOOCT0IEG5ABCC6L87 3128M9JU7 2041-12-01 3.500000 0.00 1000.00 129.31 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0665 S6XOOCT0IEG5ABCC6L87 3131Y6W21 2043-03-01 3.500000 0.00 1000.00 368.69 Agency Mortgage-Backed Securities FEPC 04.000 3VZA3582 S6XOOCT0IEG5ABCC6L87 31329L6T4 2042-06-01 4.000000 0.00 2048.00 187.46 Agency Mortgage-Backed Securities 05.500 FGPC A90775 G S6XOOCT0IEG5ABCC6L87 3129382G7 2040-01-01 5.500000 0.00 2048.00 103.26 Agency Mortgage-Backed Securities 05.500 FGPC N31313 G S6XOOCT0IEG5ABCC6L87 31281BN63 2036-09-01 5.500000 0.00 9314.00 92.55 Agency Mortgage-Backed Securities 05.000 FGPC Q58368 G S6XOOCT0IEG5ABCC6L87 3132Y2JN7 2048-09-01 5.000000 0.00 2000.00 481.95 Agency Mortgage-Backed Securities FEPC 03.000 CLQD9289 S6XOOCT0IEG5ABCC6L87 3133B7KA5 2047-04-01 3.000000 0.00 7309560.00 5341967.89 Agency Mortgage-Backed Securities FEPC 02.500 CLQC6820 S6XOOCT0IEG5ABCC6L87 3133ARSH9 2051-08-01 2.500000 0.00 1000.00 630.62 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5746 S6XOOCT0IEG5ABCC6L87 3133A0L36 2049-12-01 3.500000 0.00 1000.00 370.17 Agency Mortgage-Backed Securities 04.000 FGPC Q51218 G S6XOOCT0IEG5ABCC6L87 3132XTK80 2047-10-01 4.000000 0.00 3220616.00 899102.90 Agency Mortgage-Backed Securities FEPC 03.500 CLQB0734 S6XOOCT0IEG5ABCC6L87 3133A6Y70 2050-07-01 3.500000 0.00 1000.00 633.28 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3818 S6XOOCT0IEG5ABCC6L87 3132E0G30 2053-08-01 5.500000 0.00 17007832.00 11665653.46 Agency Mortgage-Backed Securities 04.000 FGPC Q57334 G S6XOOCT0IEG5ABCC6L87 3132Y1EG9 2048-05-01 4.000000 0.00 3341597.00 905018.47 Agency Mortgage-Backed Securities FEPC 02.000 CLQE0312 S6XOOCT0IEG5ABCC6L87 3133B9KZ6 2052-04-01 2.000000 0.00 1000.00 626.21 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5511 S6XOOCT0IEG5ABCC6L87 3133BFDQ0 2052-07-01 5.000000 0.00 1000.00 729.66 Agency Mortgage-Backed Securities FEPC 02.000 CISB1796 S6XOOCT0IEG5ABCC6L87 3132CX7H9 2036-09-01 2.000000 0.00 1040.00 891.39 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1584 S6XOOCT0IEG5ABCC6L87 3132DNXM0 2052-09-01 4.500000 0.00 1000.00 691.22 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1608 S6XOOCT0IEG5ABCC6L87 3132DNYD9 2052-09-01 4.500000 0.00 2000.00 1458.99 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7186 S6XOOCT0IEG5ABCC6L87 3131Y16X3 2048-07-01 4.500000 0.00 1000.00 316.56 Agency Mortgage-Backed Securities FEPC 04.000 CLZS9595 S6XOOCT0IEG5ABCC6L87 3132AAUU6 2045-12-01 4.000000 0.00 1000.00 94.82 Agency Mortgage-Backed Securities 04.500 FGPC A94284 G S6XOOCT0IEG5ABCC6L87 312942XM2 2040-10-01 4.500000 0.00 1044.00 25.34 Agency Mortgage-Backed Securities 05.500 FGPC P51366 G S6XOOCT0IEG5ABCC6L87 3128C6QT9 2036-11-01 5.500000 0.00 56039899.00 1063375.62 Agency Mortgage-Backed Securities FNMS 04.000 CLCA4030 B1V7KEBTPIMZEU4LTD58 3140QBPQ5 2049-08-01 4.000000 0.00 2186.00 226.10 Agency Mortgage-Backed Securities FNMS 06.500 CL889711 B1V7KEBTPIMZEU4LTD58 31410KN42 2038-07-01 6.500000 0.00 1000.00 7.48 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2369 B1V7KEBTPIMZEU4LTD58 3140NJT38 2053-05-01 6.500000 0.00 1052540.00 894647.99 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3282 B1V7KEBTPIMZEU4LTD58 3140QNUG5 2052-04-01 3.500000 0.00 3000.00 1870.50 Agency Mortgage-Backed Securities FNMS 05.000 CLCB3883 B1V7KEBTPIMZEU4LTD58 3140QPJ57 2052-06-01 5.000000 0.00 1008.00 622.54 Agency Mortgage-Backed Securities FNMS 05.000 CLDF8770 B1V7KEBTPIMZEU4LTD58 3140U0W86 2056-02-01 5.000000 0.00 6879392.00 6804027.61 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8030 B1V7KEBTPIMZEU4LTD58 3140QT4Q9 2054-02-01 7.000000 0.00 2048.00 1313.30 Agency Mortgage-Backed Securities FEPC 06.500 CLSL2770 S6XOOCT0IEG5ABCC6L87 31427QCG5 2055-05-01 6.500000 0.00 1000.00 914.78 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4521 S6XOOCT0IEG5ABCC6L87 31427SAX6 2056-03-01 5.000000 0.00 15753262.00 15550817.65 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5640 S6XOOCT0IEG5ABCC6L87 31427THS8 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CKMA2828 B1V7KEBTPIMZEU4LTD58 31418CEA8 2046-11-01 2.500000 0.00 25000.00 8511.49 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4866 B1V7KEBTPIMZEU4LTD58 31418EMQ0 2053-01-01 4.000000 0.00 4900000.00 3626021.47 Agency Mortgage-Backed Securities FNMS 03.500 CLCB2912 B1V7KEBTPIMZEU4LTD58 3140QNGW6 2052-02-01 3.500000 0.00 7575000.00 4466895.10 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2044 B1V7KEBTPIMZEU4LTD58 3140Q9HW6 2048-07-01 4.500000 0.00 23000.00 4678.40 Agency Mortgage-Backed Securities FNMS 04.500 CICB5181 B1V7KEBTPIMZEU4LTD58 3140QQXK6 2037-11-01 4.500000 0.00 56337.00 32107.63 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2556 B1V7KEBTPIMZEU4LTD58 3140QMZW7 2052-01-01 3.000000 0.00 1000.00 680.43 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2555 B1V7KEBTPIMZEU4LTD58 3140QMZV9 2052-01-01 2.500000 0.00 387571.00 262705.01 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5821 B1V7KEBTPIMZEU4LTD58 31418FPF8 2055-09-01 5.000000 0.00 1180000.00 1101537.64 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3140J9SN2 2048-11-01 3.000000 0.00 36012589.00 5893340.40 Agency Mortgage-Backed Securities FNMS 02.500 CICA8335 B1V7KEBTPIMZEU4LTD58 3140QGHM2 2035-12-01 2.500000 0.00 5000000.00 2307751.07 Agency Mortgage-Backed Securities FNMS 03.500 CLBV8546 B1V7KEBTPIMZEU4LTD58 3140MNP83 2052-05-01 3.500000 0.00 400000.00 239620.53 Agency Mortgage-Backed Securities FNMS 06.500 CLFA2980 B1V7KEBTPIMZEU4LTD58 3140W3J26 2055-04-01 6.500000 0.00 46638297.00 36343226.12 Agency Mortgage-Backed Securities FNMS 05.500 CLDH5450 B1V7KEBTPIMZEU4LTD58 3140UMBU2 2056-07-01 5.500000 0.00 3074950.00 3120353.35 Agency Mortgage-Backed Securities FNMS 04.500 CLBW9886 B1V7KEBTPIMZEU4LTD58 3140N26Y2 2052-10-01 4.500000 0.00 1802229.00 1333235.22 Agency Mortgage-Backed Securities FNMS 02.000 CIBT8129 B1V7KEBTPIMZEU4LTD58 3140LXA70 2037-04-01 2.000000 0.00 398926.00 192996.10 Agency Mortgage-Backed Securities FNMS 06.000 CL735649 B1V7KEBTPIMZEU4LTD58 31402RH28 2032-12-01 6.000000 0.00 2448265.00 13532.09 Agency 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Agency Mortgage-Backed Securities FNAR XX.XXX SOBM7030 B1V7KEBTPIMZEU4LTD58 3140JBY42 2052-06-01 2.468000 0.00 330000.00 204299.92 Agency Mortgage-Backed Securities FNMS 05.000 CL735676 B1V7KEBTPIMZEU4LTD58 31402RJV2 2035-07-01 5.000000 0.00 3330000.00 28256.40 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC4799 B1V7KEBTPIMZEU4LTD58 3140F0KM5 2046-11-01 6.095000 0.00 580000.00 22370.32 Agency Mortgage-Backed Securities FNAR XX.XXX LBAY4068 B1V7KEBTPIMZEU4LTD58 3138YHQW3 2044-04-01 5.860000 0.00 9000000.00 245275.52 Agency Mortgage-Backed Securities FNAR XX.XXX WS745445 B1V7KEBTPIMZEU4LTD58 31403DES4 2036-01-01 5.891000 0.00 500562.00 3625.58 Agency Mortgage-Backed Securities FNAR XX.XXX LB881959 B1V7KEBTPIMZEU4LTD58 31409XZY8 2036-02-01 5.835000 0.00 130000.00 5997.56 Agency Mortgage-Backed Securities FNAR XX.XXX WZ735653 B1V7KEBTPIMZEU4LTD58 31402RH69 2044-10-01 4.967000 0.00 699999.00 3986.13 Agency Mortgage-Backed Securities FNAR XX.XXX LB828480 B1V7KEBTPIMZEU4LTD58 31407EM59 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XX.XXX LBAL1845 B1V7KEBTPIMZEU4LTD58 3138EJBP2 2039-06-01 5.923000 0.00 2144000.00 21830.04 Agency Mortgage-Backed Securities FNMS 06.500 CL745092 B1V7KEBTPIMZEU4LTD58 31403CXV8 2035-07-01 6.500000 0.00 1728425.00 18217.01 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL6236 B1V7KEBTPIMZEU4LTD58 3138EN4W6 2044-02-01 6.015000 0.00 8500000.00 159349.79 Agency Mortgage-Backed Securities FNAR XX.XXX WS813714 B1V7KEBTPIMZEU4LTD58 31406MAP1 2035-01-01 5.569000 0.00 470000.00 2092.42 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL3850 B1V7KEBTPIMZEU4LTD58 3138ELH48 2037-10-01 6.341000 0.00 1110609.00 30097.68 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4774 B1V7KEBTPIMZEU4LTD58 3140J9JU6 2048-07-01 4.000000 0.00 39938492.00 10713727.09 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6064 B1V7KEBTPIMZEU4LTD58 3140JAW20 2043-10-01 6.031000 0.00 6974000.00 542614.62 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN2522 B1V7KEBTPIMZEU4LTD58 3138LEYU9 2026-10-01 2.260000 0.00 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3974090.63 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4857 B1V7KEBTPIMZEU4LTD58 3140W5MF8 2056-03-01 5.500000 0.00 43559581.00 43184680.41 Agency Mortgage-Backed Securities FNMS 03.000 CIFM3770 B1V7KEBTPIMZEU4LTD58 3140X7FL8 2035-07-01 3.000000 0.00 965000.00 265395.12 Agency Mortgage-Backed Securities FNMS 05.500 CLFM5905 B1V7KEBTPIMZEU4LTD58 3140X9R31 2049-07-01 5.500000 0.00 2007622.00 670789.37 Agency Mortgage-Backed Securities FNAR XX.XXX LBBO3236 B1V7KEBTPIMZEU4LTD58 3140JXS25 2049-11-01 2.771000 0.00 620000.00 129643.45 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9472 B1V7KEBTPIMZEU4LTD58 3140QVQ23 2054-11-01 5.000000 0.00 618750.00 559724.85 Agency Mortgage-Backed Securities FNAR XX.XXX LBBO2240 B1V7KEBTPIMZEU4LTD58 3140JWP20 2049-09-01 3.482000 0.00 620000.00 94432.39 Agency Mortgage-Backed Securities FNMS 05.500 CIDE3996 B1V7KEBTPIMZEU4LTD58 3140BGNN9 2040-09-01 5.500000 0.00 1017966.00 904005.24 Agency Mortgage-Backed Securities FNMS 07.000 CLDB4941 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Agency Mortgage-Backed Securities GNII SF MA7369 M 549300M8ZYFG0OCMTT87 36179WFJ2 2051-05-20 3.500000 0.00 10000.00 4353.42 Agency Mortgage-Backed Securities GNMI SF AM8641 X 549300M8ZYFG0OCMTT87 36185BS64 2045-05-15 3.000000 0.00 55243.00 4582.61 Agency Mortgage-Backed Securities GNMI SP 781811 X 549300M8ZYFG0OCMTT87 36241KAL2 2034-10-15 5.000000 0.00 225000.00 2843.80 Agency Mortgage-Backed Securities GNAR AR 080137 M 549300M8ZYFG0OCMTT87 36225CEK8 2027-11-20 5.125000 0.00 22626740.00 4272.32 Agency Mortgage-Backed Securities GNMI SF 723438 X 549300M8ZYFG0OCMTT87 3620A9V73 2039-11-15 5.500000 0.00 45582.00 1828.98 Agency Mortgage-Backed Securities GNAR AR 080011 M 549300M8ZYFG0OCMTT87 36225CAM8 2026-11-20 5.125000 0.00 3000000.00 127.82 Agency Mortgage-Backed Securities GNMI SF 511460 X 549300M8ZYFG0OCMTT87 36211FE92 2035-04-15 5.000000 0.00 150564.00 4268.15 Agency Mortgage-Backed Securities GNII SF 778108 C 549300M8ZYFG0OCMTT87 36176WGR6 2026-12-20 3.500000 0.00 905000.00 2179.87 Agency Mortgage-Backed Securities GNMI SF 544405 X 549300M8ZYFG0OCMTT87 36212UYA3 2031-06-15 6.500000 0.00 322723.00 4520.35 Agency Mortgage-Backed Securities GNAR AR 080312 M 549300M8ZYFG0OCMTT87 36225CK21 2029-08-20 5.375000 0.00 5476665.00 3936.27 Agency Mortgage-Backed Securities GNMI SF 568466 X 549300M8ZYFG0OCMTT87 36213YQT2 2032-08-15 6.500000 0.00 2765753.00 4144.53 Agency Mortgage-Backed Securities GNMI SP 782958 X 549300M8ZYFG0OCMTT87 36241LJB3 2040-05-15 5.000000 0.00 125000.00 3038.98 Agency Mortgage-Backed Securities GNMI SF 618961 X 549300M8ZYFG0OCMTT87 36290VTS3 2034-05-15 5.000000 0.00 67.00 0.67 Agency Mortgage-Backed Securities GNMI SP 782072 X 549300M8ZYFG0OCMTT87 36241KJR0 2033-07-15 7.000000 0.00 229821.00 1592.41 Agency Mortgage-Backed Securities GNII SF MA2340 M 549300M8ZYFG0OCMTT87 36179QS51 2029-11-20 3.000000 0.00 124999.00 3802.38 Agency Mortgage-Backed Securities GNII SF MA8150 M 549300M8ZYFG0OCMTT87 36179XBT2 2052-07-20 4.000000 0.00 1000.00 685.05 Agency 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Mortgage-Backed Securities GNMI SF 693631 X 549300M8ZYFG0OCMTT87 36296KSU7 2038-07-15 5.500000 0.00 756137.00 3538.06 Agency Mortgage-Backed Securities GNMI SP 784284 X 549300M8ZYFG0OCMTT87 3622A2XM9 2039-01-15 6.000000 0.00 13500000.00 3036394.41 Agency Mortgage-Backed Securities GNMI SF 564648 X 549300M8ZYFG0OCMTT87 36213UHZ6 2031-06-15 6.500000 0.00 30935.00 62.29 Agency Mortgage-Backed Securities GNII JM MA0002 M 549300M8ZYFG0OCMTT87 36179MAB6 2026-11-20 3.000000 0.00 250000.00 1025.62 Agency Mortgage-Backed Securities GNMI SF 755948 X 549300M8ZYFG0OCMTT87 36230QTD0 2041-01-15 3.500000 0.00 39947.00 3325.36 Agency Mortgage-Backed Securities GNII SP 786247 C 549300M8ZYFG0OCMTT87 3622ABZL9 2052-07-20 4.000000 0.00 1348000.00 855095.33 Agency Mortgage-Backed Securities GNMI SF 663893 X 549300M8ZYFG0OCMTT87 36294YRN6 2037-03-15 5.000000 0.00 1.00 0.03 Agency Mortgage-Backed Securities GNMI SF 563338 X 549300M8ZYFG0OCMTT87 36213SZB4 2031-09-15 6.500000 0.00 420870.00 481.24 Agency Mortgage-Backed Securities GNMI SF 554033 X 549300M8ZYFG0OCMTT87 36213GPS4 2031-12-15 6.500000 0.00 40340.00 899.07 Agency Mortgage-Backed Securities GNMI SF 796410 X 549300M8ZYFG0OCMTT87 36177RDQ1 2043-04-15 3.500000 0.00 25000.00 4009.28 Agency Mortgage-Backed Securities GNII SF 003172 M 549300M8ZYFG0OCMTT87 36202DQZ7 2031-12-20 6.000000 0.00 150000.00 379.59 Agency Mortgage-Backed Securities GNII SF 002644 M 549300M8ZYFG0OCMTT87 36202C5D1 2028-09-20 6.500000 0.00 2990000.00 1322.81 Agency Mortgage-Backed Securities GNII SF 003429 M 549300M8ZYFG0OCMTT87 36202DY21 2033-08-20 5.500000 0.00 25000.00 251.79 Agency Mortgage-Backed Securities GNII SF 003377 M 549300M8ZYFG0OCMTT87 36202DXE6 2033-04-20 6.500000 0.00 992353.00 4564.55 Agency Mortgage-Backed Securities GNII SF 003941 M 549300M8ZYFG0OCMTT87 36202ELW7 2037-01-20 6.000000 0.00 200570.00 1948.94 Agency Mortgage-Backed Securities GNMI SF 584308 X 549300M8ZYFG0OCMTT87 36201JDM8 2032-04-15 6.500000 0.00 227725.00 490.39 Agency Mortgage-Backed Securities GNII SF 003080 M 549300M8ZYFG0OCMTT87 36202DM57 2031-05-20 6.500000 0.00 1500000.00 2148.93 Agency Mortgage-Backed Securities GNMI SF 593723 X 549300M8ZYFG0OCMTT87 36201USL9 2033-08-15 5.000000 0.00 92000.00 3424.39 Agency Mortgage-Backed Securities Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EMC26 2030-06-03 1.740000 0.00 4000.00 3635.74 Agency Debentures and Agency Strips GNMI SF 689414 X 549300M8ZYFG0OCMTT87 36296E3X2 2038-06-15 5.000000 0.00 74280.00 734.88 Agency Mortgage-Backed Securities GNMI SF 648970 X 549300M8ZYFG0OCMTT87 36292G6F7 2035-11-15 5.000000 0.00 350000.00 4385.14 Agency Mortgage-Backed Securities GNMI SF 662442 X 549300M8ZYFG0OCMTT87 36294W5B0 2037-06-15 5.500000 0.00 226066.00 2189.78 Agency Mortgage-Backed Securities GNMI SF 486470 X 549300M8ZYFG0OCMTT87 36210AMT1 2028-08-15 6.500000 0.00 1540000.00 225.34 Agency Mortgage-Backed Securities GNAR AR 080136 M 549300M8ZYFG0OCMTT87 36225CEJ1 2027-11-20 5.125000 0.00 24851436.00 4503.42 Agency Mortgage-Backed Securities GNMI SF 755071 X 549300M8ZYFG0OCMTT87 36230PT42 2042-09-15 3.000000 0.00 58810.00 4785.71 Agency Mortgage-Backed Securities GNMI SF 736057 X 549300M8ZYFG0OCMTT87 3620APWS0 2040-06-15 5.000000 0.00 247017.00 2622.25 Agency Mortgage-Backed Securities GNII SF 002603 M 549300M8ZYFG0OCMTT87 36202C3L5 2028-06-20 6.500000 0.00 5000000.00 2021.65 Agency Mortgage-Backed Securities GNAR AR 008949 M 549300M8ZYFG0OCMTT87 36202K5J0 2026-08-20 5.375000 0.00 25100000.00 313.51 Agency Mortgage-Backed Securities GNMI SF 736667 X 549300M8ZYFG0OCMTT87 3620AQMQ3 2040-03-15 5.000000 0.00 54832.00 1551.35 Agency Mortgage-Backed Securities GNMI SF 745045 X 549300M8ZYFG0OCMTT87 3620C0WE4 2039-11-15 5.000000 0.00 266714.00 2001.13 Agency Mortgage-Backed Securities GNII SF 003296 M 549300M8ZYFG0OCMTT87 36202DUV1 2032-10-20 6.000000 0.00 118000.00 401.25 Agency Mortgage-Backed Securities GNAR AR 080095 M 549300M8ZYFG0OCMTT87 36225CC95 2027-07-20 5.375000 0.00 25010315.00 3610.12 Agency Mortgage-Backed Securities GNMI SF 506607 X 549300M8ZYFG0OCMTT87 36210YYC3 2029-03-15 6.500000 0.00 27681.00 38.58 Agency Mortgage-Backed Securities GNII SF 003569 M 549300M8ZYFG0OCMTT87 36202D6E6 2034-06-20 5.500000 0.00 25152.00 313.25 Agency Mortgage-Backed Securities GNMI SF 477023 X 549300M8ZYFG0OCMTT87 36209N4G4 2030-01-15 6.500000 0.00 505184.00 4441.81 Agency Mortgage-Backed Securities GNMI SF 738603 X 549300M8ZYFG0OCMTT87 3620ASRY7 2026-08-15 4.000000 0.00 3490000.00 449.98 Agency Mortgage-Backed Securities GNII SF 003376 M 549300M8ZYFG0OCMTT87 36202DXD8 2033-04-20 6.000000 0.00 468000.00 3008.13 Agency Mortgage-Backed Securities GNMI SF AF0383 X 549300M8ZYFG0OCMTT87 36181FM81 2043-07-15 3.500000 0.00 25000.00 1421.34 Agency Mortgage-Backed Securities GNMI SP 781210 X 549300M8ZYFG0OCMTT87 36225BKX5 2029-09-15 6.500000 0.00 6872000.00 4883.06 Agency Mortgage-Backed Securities GNAR AR 080023 M 549300M8ZYFG0OCMTT87 36225CAZ9 2026-12-20 5.125000 0.00 19035907.00 1267.83 Agency Mortgage-Backed Securities GNMI SF 662537 X 549300M8ZYFG0OCMTT87 36294XBE5 2037-08-15 6.500000 0.00 253128.00 1452.54 Agency Mortgage-Backed Securities GNMI SP 782612 X 549300M8ZYFG0OCMTT87 36241K3V8 2039-04-15 5.500000 0.00 599382997.00 4796582.54 Agency Mortgage-Backed Securities GNMI SF 532558 X 549300M8ZYFG0OCMTT87 36212FTP9 2030-08-15 8.500000 0.00 983809.00 4145.94 Agency Mortgage-Backed Securities GNMI SP 782085 X 549300M8ZYFG0OCMTT87 36241KJ66 2033-11-15 7.000000 0.00 62005.00 739.22 Agency Mortgage-Backed Securities GNMI SF 552766 X 549300M8ZYFG0OCMTT87 36213FCB7 2032-09-15 6.500000 0.00 700478.00 3189.37 Agency Mortgage-Backed Securities GNII JM MA6209 M 549300M8ZYFG0OCMTT87 36179U3S9 2049-10-20 3.000000 0.00 25000.00 1655.53 Agency Mortgage-Backed Securities GNII SF MA5082 M 549300M8ZYFG0OCMTT87 36179TUF0 2048-03-20 6.000000 0.00 46000.00 4962.25 Agency Mortgage-Backed Securities GNII SF 004371 M 549300M8ZYFG0OCMTT87 36202E2C2 2039-02-20 6.000000 0.00 125000.00 1924.85 Agency Mortgage-Backed Securities GNII SF 003388 M 549300M8ZYFG0OCMTT87 36202DXR7 2033-05-20 4.500000 0.00 25000.00 262.00 Agency Mortgage-Backed Securities GNMI SF 587282 X 549300M8ZYFG0OCMTT87 36201MM74 2032-09-15 6.500000 0.00 595960.00 2764.30 Agency Mortgage-Backed Securities GNMI SF 599357 X 549300M8ZYFG0OCMTT87 36200EZW4 2033-01-15 5.500000 0.00 860663.00 1635.05 Agency Mortgage-Backed Securities GNII SF 003248 M 549300M8ZYFG0OCMTT87 36202DTD3 2032-06-20 5.500000 0.00 70000.00 351.25 Agency Mortgage-Backed Securities GNII SF MA7458 M 549300M8ZYFG0OCMTT87 36179WJB5 2030-02-20 8.000000 0.00 53407.00 3099.52 Agency Mortgage-Backed Securities GNMI SF BB6967 X 549300M8ZYFG0OCMTT87 3617AXW42 2047-06-15 4.000000 0.00 28000.00 4408.28 Agency Mortgage-Backed Securities GNMI SF 797250 X 549300M8ZYFG0OCMTT87 36177SBU2 2042-03-15 3.500000 0.00 2219.00 94.18 Agency Mortgage-Backed Securities GNII SF MA0300 M 549300M8ZYFG0OCMTT87 36179MKM1 2027-08-20 3.000000 0.00 30000.00 272.86 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Agency Mortgage-Backed Securities FHDN 09/02/26 N/A 313385E36 2026-09-02 0.00 0.00 100000.00 99335.00 Agency Debentures and Agency Strips Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 47000000.00 47000000.00 0.0005 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 3.650000% ARP1JF6P7 ZBUT11V806EZRVTWT807 0000782124 ARP1JF6P7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 02.000 CISB1620 S6XOOCT0IEG5ABCC6L87 3132CXYR7 2038-07-01 2.000000 0.00 8518240.00 6951161.76 Agency Mortgage-Backed Securities GNII ET DP4084 C 549300M8ZYFG0OCMTT87 3618MJRD4 2065-12-20 2.500000 0.00 191740.00 158370.80 Agency Mortgage-Backed Securities GNII SF MA9642 M 549300M8ZYFG0OCMTT87 36179YWB6 2039-09-20 7.500000 0.00 90221.00 87785.09 Agency Mortgage-Backed Securities GNII SF MA5398 M 549300M8ZYFG0OCMTT87 36179T7K5 2048-08-20 4.000000 0.00 499995.00 43731.31 Agency Mortgage-Backed Securities FNMS 06.500 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