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Securities GNII SF DP8597 C N/A 3618MPRS7 2056-05-20 6.5 N/A 2503222.00 2622168.24 Agency Mortgage-Backed Securities GNII SF DT3823 C N/A 3618W3G81 2056-07-20 6.5 N/A 3569648.00 3788319.88 Agency Mortgage-Backed Securities FNMS 04.000 GL931532 N/A 31412P4R9 2039-05-01 4 N/A 1000.00 51.17 Agency Mortgage-Backed Securities GNII SF MA7255 M N/A 36179WBY3 2051-03-20 2.5 N/A 3999.00 1764.51 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4092 N/A 3132E0RM6 2053-11-01 6.5 N/A 1044.00 656.70 Agency Mortgage-Backed Securities GNMI SF 552566 X N/A 36213EZ74 2032-05-15 6.5 N/A 50000.00 25.90 Agency Mortgage-Backed Securities GNII SF MA8647 M N/A 36179XTC0 2053-02-20 5 N/A 871670.00 594024.61 Agency Mortgage-Backed Securities GNII SF 003864 M N/A 36202EJH3 2036-06-20 5.5 N/A 564662.00 5093.52 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ7076 N/A 3142GX2J5 2056-07-01 6.5 N/A 6590769.00 7090155.96 Agency Mortgage-Backed Securities 2.80 FCSB 29 BN N/A 3133EKKG0 2029-05-03 2.8 N/A 166000.00 160396.58 Agency Debentures and Agency Strips GNII SF 003724 M N/A 36202ED55 2035-06-20 5.5 N/A 25000.00 320.76 Agency Mortgage-Backed Securities GNMI SF 607161 X N/A 36201YQN9 2033-10-15 5 N/A 50000.00 532.55 Agency Mortgage-Backed Securities GNII SF DU3788 C N/A 3618WFF51 2056-07-20 5.5 N/A 1208543.00 1226250.97 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1117 N/A 3132DNG23 2052-06-01 4.5 N/A 225000.00 132769.02 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ0789 N/A 31426W2X7 2055-08-01 5 N/A 1024.00 968.06 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3149 N/A 3140XJQB2 2052-11-01 5 N/A 103417347.00 70685417.85 Agency Mortgage-Backed Securities FNMS 05.500 CLDA8158 N/A 3140YWB44 2054-03-01 5.5 N/A 1024.00 767.03 Agency Mortgage-Backed Securities FNMS 03.500 CLFS0838 N/A 3140XF4Y4 2052-01-01 3.5 N/A 34000.00 20049.93 Agency Mortgage-Backed Securities GNII SF DQ4969 C N/A 3618MXQW2 2056-05-20 5.5 N/A 20492232.00 20848389.67 Agency Mortgage-Backed Securities 03.500 FGPC G60582 G N/A 31335AUF3 2046-05-01 3.5 N/A 31964.00 5269.87 Agency Mortgage-Backed Securities GNII SF MA7534 M N/A 36179WLP1 2051-08-20 2.5 N/A 573800.00 304020.51 Agency Mortgage-Backed Securities 3 7/8 FCSB 28 DL N/A 3133EPBB0 2028-08-15 3.875 N/A 100000.00 101004.01 Agency Debentures and Agency Strips GNII SF DP5360 C N/A 3618MK5V5 2056-07-20 6.5 N/A 1436762.00 1536390.91 Agency Mortgage-Backed Securities GNMI SF 555719 X N/A 36213JK87 2032-02-15 6.5 N/A 84000.00 18.81 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1125 N/A 3140XGHB8 2050-07-01 3.5 N/A 25000.00 13634.65 Agency Mortgage-Backed Securities GNII JM 004532 M N/A 36202FA97 2039-09-20 4.5 N/A 12500.00 162.84 Agency Mortgage-Backed Securities FEPC 06.000 CNRD5283 N/A 3133LP2Q9 2035-12-01 6 N/A 1870225.00 1647071.34 Agency Mortgage-Backed Securities GNII SF DT1584 C N/A 3618W0XM7 2056-07-20 6 N/A 564326.00 592238.13 Agency Mortgage-Backed Securities GNII SF DT2942 C N/A 3618W2HT6 2056-06-20 6 N/A 1000.00 1035.35 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4437 N/A 31418D4X7 2051-10-01 2 N/A 12625000.00 7349664.48 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5421 N/A 3140W6AX0 2056-02-01 5 N/A 18685000.00 18189049.48 Agency Mortgage-Backed Securities GNII SF DQ5301 C N/A 3618MX3J6 2056-07-20 5.5 N/A 25551936.00 25834932.20 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4925 N/A 3140XLPK8 2052-04-01 3.5 N/A 598000.00 398233.52 Agency Mortgage-Backed Securities GNII SF MA1676 M 549300M8ZYFG0OCMTT87 36179N2H0 2044-02-20 3 N/A 15000.00 1892.57 Agency Mortgage-Backed Securities FNMS 02.000 CLFA1274 N/A 3140W1MY6 2052-02-01 2 N/A 2048.00 1489.87 Agency Mortgage-Backed Securities GNII SF MA5140 M 549300M8ZYFG0OCMTT87 36179TV93 2048-04-20 5.5 N/A 14000.00 1282.13 Agency Mortgage-Backed Securities GNMI SF 707962 X N/A 36297CQP7 2039-11-15 4 N/A 70000.00 11302.70 Agency Mortgage-Backed Securities GNII SF 002753 M N/A 36202DBW0 2029-05-20 6 N/A 141000.00 118.03 Agency Mortgage-Backed Securities GNII JM 004592 M N/A 36202FC53 2039-12-20 4.5 N/A 487000.00 5055.13 Agency Mortgage-Backed Securities FNMS 05.000 CLFA6062 N/A 3140W6WY4 2056-06-01 5 N/A 2166.00 2113.98 Agency Mortgage-Backed Securities FNMS 07.000 CL934648 N/A 31412TZM8 2038-11-01 7 N/A 4030.00 13.12 Agency Mortgage-Backed Securities GNMI SF 705983 X N/A 36297AJ46 2039-01-15 6.5 N/A 47548.00 569.76 Agency Mortgage-Backed Securities FEPC 05.000 CLTA5123 N/A 3142JTVR1 2056-02-01 5 N/A 3506000.00 3307253.96 Agency Mortgage-Backed Securities GNII SF 002921 M N/A 36202DG62 2030-05-20 7.5 N/A 797259.00 339.57 Agency Mortgage-Backed Securities FEPC 06.500 CLQI5580 N/A 3133WCFV1 2054-05-01 6.5 N/A 1857297.00 1554617.73 Agency Mortgage-Backed Securities GNII SF DS8858 C N/A 3618VVZX4 2056-07-20 5.5 N/A 5011400.00 5069228.21 Agency Mortgage-Backed Securities FNMS 03.000 CIAB6887 N/A 31417DUM3 2027-11-01 3 N/A 277048.00 3415.86 Agency Mortgage-Backed Securities FEPC 05.000 CLTB8484 N/A 3142KANA6 2056-06-01 5 N/A 2006.00 1959.43 Agency Mortgage-Backed Securities FNMS 02.500 CIFM3873 N/A 3140X7JT7 2035-08-01 2.5 N/A 1000.00 272.08 Agency Mortgage-Backed Securities GNII SF DS5995 C N/A 3618VSUU2 2056-06-20 6.5 N/A 4996.00 5413.96 Agency Mortgage-Backed Securities GNII SP 783286 C N/A 36241LUK0 2040-12-20 6 N/A 14600.00 292.32 Agency Mortgage-Backed Securities 04.000 FGPC Q29092 G N/A 3132M9XV1 2044-10-01 4 N/A 1017.00 124.79 Agency Mortgage-Backed Securities GNII SF DT0954 C N/A 3618W0BX7 2056-06-20 5.5 N/A 4972520.00 5023970.15 Agency Mortgage-Backed Securities FNMS 03.000 CWBM3440 N/A 3140J7ZE8 2032-12-01 3 N/A 100000.00 7549.10 Agency Mortgage-Backed Securities FEPC 03.500 CLSD4234 N/A 3132E0V33 2046-09-01 3.5 N/A 49816728.00 32985772.07 Agency Mortgage-Backed Securities GNMI SF 458872 X N/A 36208RW91 2028-03-15 7 N/A 66500.00 25.59 Agency Mortgage-Backed Securities FNMS 07.500 CL545144 N/A 31385HS94 2031-06-01 7.5 N/A 1230866.00 312.52 Agency Mortgage-Backed Securities FNMS 03.500 CLAB8725 N/A 31417FVT2 2043-03-01 3.5 N/A 1024.00 182.52 Agency Mortgage-Backed Securities FNMS 02.500 CLFA3697 N/A 3140W4DB0 2052-06-01 2.5 N/A 1164.00 935.41 Agency Mortgage-Backed Securities FEPC 06.000 CLZA0971 N/A 31329JCG0 2036-06-01 6 N/A 2000.00 22.28 Agency Mortgage-Backed Securities 4.60 FCOR 27-31 FI N/A 3133ETQG5 2031-07-16 4.6 N/A 3223000.00 3200038.27 Agency Debentures and Agency Strips GNII SF 003261 M N/A 36202DTS0 2032-07-20 6.5 N/A 105000.00 259.04 Agency Mortgage-Backed Securities GNMI SF 550648 X N/A 36213CWH9 2035-09-15 5 N/A 1265273.00 29759.18 Agency Mortgage-Backed Securities GNII SF MA5874 M N/A 36179UQ39 2049-04-20 3 N/A 2557000.00 309416.95 Agency Mortgage-Backed Securities FNMS 04.500 CTFS6853 N/A 3140XNTK0 2039-07-01 4.5 N/A 2500.00 1642.42 Agency Mortgage-Backed Securities GNPL PN CR4162 N/A 3618AJTT0 2058-04-15 4.73 N/A 197160.00 186977.31 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5969 N/A 3140AFT30 2054-06-01 6 N/A 6986230.00 6311960.49 Agency Mortgage-Backed Securities GNMI SF 616835 X N/A 36290THL6 2035-01-15 5.5 N/A 25000.00 153.97 Agency Mortgage-Backed Securities GNII SF MA9783 M N/A 36179Y2Q6 2054-06-20 7.5 N/A 126091.00 31991.42 Agency Mortgage-Backed Securities GNII SF DS3865 C N/A 3618VQJJ4 2056-06-20 6 N/A 2170155.00 2270717.81 Agency Mortgage-Backed Securities FNMS 03.500 CLBE9375 N/A 3140FVMZ6 2047-05-01 3.5 N/A 170000.00 52845.98 Agency Mortgage-Backed Securities GNII SF MA9103 M N/A 36179YDG6 2053-07-20 4 N/A 1070.00 822.30 Agency Mortgage-Backed Securities GNII SF DP4764 C N/A 3618MKJH1 2056-03-20 6.5 N/A 1196488.00 1292817.27 Agency Mortgage-Backed Securities GNMI SF 591686 X N/A 36201SJ75 2032-10-15 6 N/A 65539.00 692.99 Agency Mortgage-Backed Securities FNMS 04.500 CLAI2572 N/A 3138AF2E9 2041-05-01 4.5 N/A 2000.00 178.04 Agency Mortgage-Backed Securities GNII SF MB0480 M N/A 3618N5RA9 2055-07-20 3 N/A 10622.00 8992.81 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9304 N/A 3140QVKS2 2054-10-01 5 N/A 1000.00 863.56 Agency Mortgage-Backed Securities FNMS 07.000 CL968252 N/A 31414KEZ9 2038-02-01 7 N/A 100000.00 931.89 Agency Mortgage-Backed Securities FNMS 04.000 CTMA3071 N/A 31418CMV3 2037-07-01 4 N/A 11000.00 1343.78 Agency Mortgage-Backed Securities GNII SF DT1603 C N/A 3618W0X88 2056-06-20 7 N/A 741755.00 796775.67 Agency Mortgage-Backed Securities GNMI SF AB9109 X N/A 36178WDN6 2042-10-15 3 N/A 1000.00 96.34 Agency Mortgage-Backed Securities GNII SF DS1284 C N/A 3618VMM91 2056-06-20 6 N/A 2514798.00 2605187.94 Agency Mortgage-Backed Securities GNII SF 003026 M N/A 36202DLF6 2031-01-20 7 N/A 45702.00 34.50 Agency Mortgage-Backed Securities GNII JM MA2294 M N/A 36179QRP8 2044-10-20 4 N/A 52500.00 386.14 Agency Mortgage-Backed Securities GNII SF MA4511 M 549300M8ZYFG0OCMTT87 36179TAL9 2047-06-20 4 N/A 27700.00 2424.88 Agency Mortgage-Backed Securities FEPC 04.500 CTQK1908 N/A 3133D5DM9 2046-06-01 4.5 N/A 2001.00 1924.37 Agency Mortgage-Backed Securities GNMI SF 590407 X N/A 36201Q3Q4 2032-07-15 7 N/A 25000.00 175.03 Agency Mortgage-Backed Securities GNMI SF 569239 X N/A 36200QLU6 2032-03-15 6 N/A 25000.00 149.82 Agency Mortgage-Backed Securities FMAR 8B6053 G N/A 3142B3WN4 2056-04-01 4.595 N/A 460393.00 451831.02 Agency Mortgage-Backed Securities FNMS 06.000 CLDB1369 N/A 3140AAQX8 2054-03-01 6 N/A 8294658.00 5880760.74 Agency Mortgage-Backed Securities GNII SF DQ9987 C N/A 3618N4CY6 2056-04-20 6 N/A 1489885.00 1541002.26 Agency Mortgage-Backed Securities FNMS 05.000 CLDH1515 N/A 3140UGVH2 2056-07-01 5 N/A 6564186.00 6434363.91 Agency Mortgage-Backed Securities GNII SF DS2566 C N/A 3618VNZ79 2056-06-20 6.5 N/A 2595660.00 2721519.71 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2468 N/A 31427PW67 2055-09-01 5.5 N/A 3000.00 2773.15 Agency Mortgage-Backed Securities GNII SF MB0939 M 549300M8ZYFG0OCMTT87 3618N6BH9 2056-01-20 6.5 N/A 431667.00 440440.63 Agency Mortgage-Backed Securities GNMI SF 726431 X N/A 3620ADA85 2039-10-15 4 N/A 61321.00 2379.29 Agency Mortgage-Backed Securities FMAR 8B0682 G N/A 3142AWXK6 2056-07-01 5.28 N/A 62318.00 62813.55 Agency Mortgage-Backed Securities FEPC 05.500 CLRQ0146 N/A 3142J6EU3 2056-07-01 5.5 N/A 1429235.00 1427696.19 Agency Mortgage-Backed Securities 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 100.00 98.66 U.S. Treasuries (including strips) FNMS 03.500 I4BF0334 N/A 3140FXLQ3 2059-01-01 3.5 N/A 1002.00 298.60 Agency Mortgage-Backed Securities FEPC 06.000 CLQX4397 N/A 31425Y3F2 2055-02-01 6 N/A 2000.00 1466.31 Agency Mortgage-Backed Securities GNMI SF 587073 X N/A 36201MFN7 2032-05-15 6 N/A 45000.00 58.45 Agency Mortgage-Backed Securities GNII SF DT3188 C N/A 3618W2RH1 2056-07-20 6 N/A 1000.00 1040.91 Agency Mortgage-Backed Securities GNII SF MA9015 M N/A 36179YAQ7 2053-07-20 4.5 N/A 126910.00 97987.41 Agency Mortgage-Backed Securities FNMS 04.000 CKMA0960 N/A 31418AB64 2042-01-01 4 N/A 3101.00 50.91 Agency Mortgage-Backed Securities GNII SF 005175 M N/A 36202FXC5 2041-09-20 4.5 N/A 377000000.00 16214422.48 Agency Mortgage-Backed Securities FNMS 06.000 GL594206 N/A 31387UDK4 2030-07-01 6 N/A 1476.00 8.61 Agency Mortgage-Backed Securities GNII SF DT3189 C N/A 3618W2RJ7 2056-07-20 6 N/A 1000.00 1040.44 Agency Mortgage-Backed Securities GNII SF MA9105 M 549300M8ZYFG0OCMTT87 36179YDJ0 2053-07-20 5 N/A 2000.00 1521.68 Agency Mortgage-Backed Securities FEPC 03.000 CLRA3175 N/A 3133KJQ47 2050-07-01 3 N/A 1931.00 768.98 Agency Mortgage-Backed Securities 05.000 FGPC A41894 G N/A 3128K2C72 2036-01-01 5 N/A 100000.00 449.33 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8548 N/A 3133WFP92 2054-06-01 6 N/A 1219256.00 872745.72 Agency Mortgage-Backed Securities 4.64 FHOR 26-33 KU N/A 3130B9UT5 2033-03-23 4.64 N/A 3820000.00 3830954.91 Agency Debentures and Agency Strips FNMS 04.500 CLCB4339 N/A 3140QPZD2 2052-08-01 4.5 N/A 480360.00 324620.19 Agency Mortgage-Backed Securities FEPC 06.000 CLQF9575 N/A 3133BXT84 2053-03-01 6 N/A 10630180.00 9473901.44 Agency Mortgage-Backed Securities FEPC 05.000 CLTA6764 N/A 3142JVQS0 2056-02-01 5 N/A 2029161.00 1980440.13 Agency Mortgage-Backed Securities FEPC 05.000 CTQK1725 N/A 3133D44J9 2045-02-01 5 N/A 4000.00 3677.38 Agency Mortgage-Backed Securities GNII SF MB1140 M N/A 3618N6HS9 2047-08-20 4 N/A 1768.00 1608.19 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4507 N/A 3132DSAG7 2053-12-01 5.5 N/A 665727.00 502538.08 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1231 N/A 3142GRLM0 2054-04-01 6 N/A 4000.00 2953.93 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6909 N/A 3132DUVA2 2054-12-01 5 N/A 17096032.00 15737866.34 Agency Mortgage-Backed Securities FNMS 05.500 CLDB0817 N/A 3140A94B3 2054-04-01 5.5 N/A 1000.00 638.51 Agency Mortgage-Backed Securities FEPC 02.000 CLRA6973 N/A 3133KNXA6 2052-03-01 2 N/A 364772.00 231193.14 Agency Mortgage-Backed Securities FNMS 06.000 CLDG5513 N/A 3140U9DT2 2056-03-01 6 N/A 18303.00 17839.07 Agency Mortgage-Backed Securities FEPC 04.000 CLQE9573 N/A 3133BKT66 2052-09-01 4 N/A 5000.00 3793.44 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5701 N/A 31418FKP1 2055-05-01 6 N/A 38465271.00 25155665.84 Agency Mortgage-Backed Securities FEPC 06.500 CLQI0588 N/A 3133W6UM7 2054-03-01 6.5 N/A 2022.00 1531.34 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5745 N/A 31418FL39 2040-06-01 5 N/A 1374990.00 982576.73 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0958 N/A 3132DNB36 2052-04-01 3.5 N/A 3000.00 1794.53 Agency Mortgage-Backed Securities GNII SF MA1156 M N/A 36179NH92 2043-07-20 3 N/A 235145.00 24418.75 Agency Mortgage-Backed Securities FNMS 06.500 CLDA5858 N/A 3140A6QL3 2053-11-01 6.5 N/A 1000.00 746.67 Agency Mortgage-Backed Securities GNII SF DT1589 C N/A 3618W0XS4 2056-06-20 6.5 N/A 317136.00 336589.65 Agency Mortgage-Backed Securities FNMS 05.000 CLBY3263 N/A 3140NKTV3 2053-06-01 5 N/A 1000.00 942.76 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4681 N/A 3140X8FX0 2050-11-01 2.5 N/A 171120.00 63980.92 Agency Mortgage-Backed Securities FNMS 02.500 CLFA1621 N/A 3140W1YT4 2054-01-01 2.5 N/A 2480.00 1878.02 Agency Mortgage-Backed Securities GNII SF AA5752 C N/A 36178DL90 2042-10-20 3 N/A 6001.00 1594.99 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3389 N/A 3132DQXS0 2053-07-01 6 N/A 1008.00 746.91 Agency Mortgage-Backed Securities GNII SF DL8545 C N/A 3618LLP67 2055-07-20 6.5 N/A 1678448.00 1744749.20 Agency Mortgage-Backed Securities GNII JM MA9715 M N/A 36179YYL2 2054-06-20 7 N/A 111388.00 25169.03 Agency Mortgage-Backed Securities GNMI SF 472589 X N/A 36209H7A7 2028-05-15 7.5 N/A 475000.00 354.60 Agency Mortgage-Backed Securities GNII SF MA7909 M N/A 36179WYE2 2037-03-20 2 N/A 4000.00 2034.16 Agency Mortgage-Backed Securities FNMS 03.500 CLFM9993 N/A 3140XEC77 2051-07-01 3.5 N/A 3109.00 1435.53 Agency Mortgage-Backed Securities GNII SF DT3974 C N/A 3618W3MX9 2056-07-20 6 N/A 10167967.00 10550658.77 Agency Mortgage-Backed Securities GNII SF DT3193 C N/A 3618W2RN8 2056-07-20 6 N/A 1008.00 1040.29 Agency Mortgage-Backed Securities GNMI SF 565069 X N/A 36213UW63 2032-01-15 6 N/A 31000.00 35.51 Agency Mortgage-Backed Securities 6.25 FNSM GDBB 05/29 N/A 31359MEU3 2029-05-15 6.25 N/A 3000.00 3192.34 Agency Debentures and Agency Strips FEPC 05.000 CIQO5523 N/A 3133WQD42 2041-05-01 5 N/A 1305017.00 1299261.52 Agency Mortgage-Backed Securities GNII SF DT7678 C N/A 3618W7Q73 2056-07-20 6 N/A 1008737.00 1055494.99 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7304 B1V7KEBTPIMZEU4LTD58 3140QTDJ5 2053-10-01 6 N/A 6050.00 4223.45 Agency Mortgage-Backed Securities FEPC 02.500 CLSL4473 N/A 31427R6K1 2051-10-01 2.5 N/A 4603.00 3711.67 Agency Mortgage-Backed Securities GNII JM MA0147 M N/A 36179MEU0 2042-06-20 3 N/A 50000.00 4133.61 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0530 N/A 3132ACST8 2047-01-01 4 N/A 313000.00 55951.78 Agency Mortgage-Backed Securities FEPC 07.000 CLQZ3131 N/A 31427APR2 2055-09-01 7 N/A 3047138.00 2891471.15 Agency Mortgage-Backed Securities GNII SF 004447 M N/A 36202E5G0 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3618HXGU3 2060-06-15 5.45 N/A 7600000.00 7629331.80 Agency Mortgage-Backed Securities GNII SF DM8775 C 549300M8ZYFG0OCMTT87 3618LYXC7 2055-11-20 6.5 N/A 1040824.00 1084514.38 Agency Mortgage-Backed Securities GNII SF DM4895 C N/A 3618LUNL6 2056-04-20 6 N/A 5597576.00 5758503.89 Agency Mortgage-Backed Securities GNII SF MA9489 M N/A 36179YRJ5 2054-02-20 6 N/A 50000000.00 23209942.07 Agency Mortgage-Backed Securities GNII JM MA6589 M N/A 36179VKA7 2050-04-20 3 N/A 985000.00 118615.92 Agency Mortgage-Backed Securities GNII SF DR8459 C N/A 3618VHMG6 2056-04-20 6.5 N/A 1002362.00 1051268.65 Agency Mortgage-Backed Securities GNII ET DM7577 C N/A 3618LXM23 2064-05-20 4 N/A 105237.00 95903.58 Agency Mortgage-Backed Securities GNII SF DP2758 C N/A 3618MHB37 2056-06-20 6 N/A 533884.00 549807.56 Agency Mortgage-Backed Securities GNII SF MA8725 M 549300M8ZYFG0OCMTT87 36179XVS2 2053-03-20 5 N/A 100000.00 69264.60 Agency Mortgage-Backed Securities GNII SF DT1035 C N/A 3618W0EG1 2056-07-20 6.5 N/A 1243738.00 1308089.83 Agency Mortgage-Backed Securities GNII SF MB1145 M N/A 3618N6HX8 2056-05-20 6.5 N/A 1000000.00 1035743.78 Agency Mortgage-Backed Securities GNII JM MA6400 M N/A 36179VDD9 2050-01-20 3.5 N/A 10000000.00 606250.78 Agency Mortgage-Backed Securities GNII SF DR1820 C N/A 3618VAAV1 2056-06-20 6 N/A 443225.00 458111.97 Agency Mortgage-Backed Securities GNII SF DQ4090 C N/A 3618MWRK9 2056-03-20 6 N/A 501429.00 519964.43 Agency Mortgage-Backed Securities GNII SF DT3260 C N/A 3618W2TR7 2056-06-20 6 N/A 593274.00 618333.31 Agency Mortgage-Backed Securities GNII SF DP7069 C N/A 3618MM2A0 2056-01-20 6 N/A 11981552.00 12015654.61 Agency Mortgage-Backed Securities GNII SF DQ2376 C N/A 3618MUT96 2056-03-20 6 N/A 5890936.00 6037179.51 Agency Mortgage-Backed Securities GNII SF MA8800 M 549300M8ZYFG0OCMTT87 36179XX50 2053-04-20 5 N/A 20000000.00 14190813.99 Agency Mortgage-Backed Securities GNII SF DP2623 C N/A 3618MG4G8 2056-05-20 6 N/A 825604.00 856807.30 Agency Mortgage-Backed 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5.5 N/A 31372480.00 31905586.82 Agency Mortgage-Backed Securities GNMI SF 736617 X N/A 3620AQK69 2035-12-15 4 N/A 4423426.00 558674.91 Agency Mortgage-Backed Securities GNII SF DQ8226 C 549300M8ZYFG0OCMTT87 3618N2D78 2056-04-20 6 N/A 527394.00 547756.75 Agency Mortgage-Backed Securities GNII SF MB0874 M 549300M8ZYFG0OCMTT87 3618N56L8 2056-01-20 6.5 N/A 294832640.00 295701008.59 Agency Mortgage-Backed Securities GNMI SF AE7779 X N/A 36181BUC2 2043-09-15 3.5 N/A 1075000.00 193403.80 Agency Mortgage-Backed Securities GNII SF DR3868 C 549300M8ZYFG0OCMTT87 3618VCJM8 2056-04-20 6.5 N/A 1215884.00 1275687.06 Agency Mortgage-Backed Securities GNII SF DS6704 C N/A 3618VTNV6 2056-05-20 6 N/A 810294.00 839606.94 Agency Mortgage-Backed Securities GNII SF DQ6252 C N/A 3618MY5M5 2056-06-20 5.5 N/A 3065676.00 3155170.05 Agency Mortgage-Backed Securities GNPL PN CP7213 N/A 3617FXAN9 2057-10-15 3.64 N/A 3100256.00 2741681.49 Agency Mortgage-Backed Securities GNII SF DS7319 C N/A 3618VUDY8 2056-07-20 6 N/A 1348196.00 1421564.83 Agency Mortgage-Backed Securities GNPL PN CH0470 N/A 3617WRQX4 2057-09-15 3.82 N/A 2907140.00 2601828.16 Agency Mortgage-Backed Securities GNII SF DQ8055 C N/A 3618N15Q7 2056-03-20 6 N/A 585730.00 607971.30 Agency Mortgage-Backed Securities GNII SF DQ5190 C N/A 3618MXXT1 2056-06-20 6 N/A 3860272.00 3995016.49 Agency Mortgage-Backed Securities GNII SF DP2625 C N/A 3618MG4J2 2056-05-20 6 N/A 567141.00 587850.98 Agency Mortgage-Backed Securities GNII SF DQ6250 C N/A 3618MY5K9 2056-06-20 5.5 N/A 1080704.00 1112373.41 Agency Mortgage-Backed Securities GNII SF DT0978 C N/A 3618W0CP3 2056-06-20 6.5 N/A 1758130.00 1858509.38 Agency Mortgage-Backed Securities GNMI SF AN9975 X N/A 36188CCL3 2045-08-15 4 N/A 2078628.00 310351.63 Agency Mortgage-Backed Securities GNII SF DN6604 C 549300M8ZYFG0OCMTT87 3618M9KR2 2056-03-20 6 N/A 551604.00 568127.78 Agency Mortgage-Backed Securities GNII SF MA8015 M N/A 36179W3Y2 2037-05-20 1.5 N/A 716635.00 387042.64 Agency Mortgage-Backed 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Agency Mortgage-Backed Securities GNII SF DP2405 C N/A 3618MGU61 2056-04-20 5.5 N/A 881374.00 888786.86 Agency Mortgage-Backed Securities GNII SF DK1424 C N/A 3618L0SM5 2055-06-20 6.5 N/A 2331588.00 1148081.13 Agency Mortgage-Backed Securities GNII SF DP6875 C 549300M8ZYFG0OCMTT87 3618MMT86 2056-02-20 5.5 N/A 2120076.00 2166412.98 Agency Mortgage-Backed Securities GNII SF DR4414 C N/A 3618VC3X1 2055-12-20 6 N/A 238812.00 247721.37 Agency Mortgage-Backed Securities GNMI SF 710783 X N/A 36297FUG5 2039-08-15 5.5 N/A 16246976.00 519200.26 Agency Mortgage-Backed Securities GNII SF DT0901 C N/A 3618W0AA8 2056-06-20 5.5 N/A 11439312.00 11773951.22 Agency Mortgage-Backed Securities GNII SF DR9797 C N/A 3618VJ3E8 2056-07-20 6 N/A 1043414.00 1083657.43 Agency Mortgage-Backed Securities GNII SF DQ3084 C N/A 3618MVM91 2056-05-20 6.5 N/A 1619754.00 1695915.87 Agency Mortgage-Backed Securities GNII SF DM3451 C N/A 3618LSZQ7 2055-09-20 6 N/A 438388.00 433539.33 Agency Mortgage-Backed Securities GNII SF DS2038 C N/A 3618VNHP9 2056-05-20 6 N/A 549976.00 575852.10 Agency Mortgage-Backed Securities GNII SF DR6749 C N/A 3618VFQA9 2056-05-20 6 N/A 565255.00 582075.10 Agency Mortgage-Backed Securities GNPL PN CL2721 N/A 3617YAAW8 2057-08-15 3.7 N/A 1611205.00 1430484.96 Agency Mortgage-Backed Securities GNII SF DR8410 C N/A 3618VHKX1 2056-05-20 5.5 N/A 879689.00 888181.34 Agency Mortgage-Backed Securities GNII SF DQ7416 C N/A 3618N1GZ5 2056-03-20 6.5 N/A 1022878.00 1071154.30 Agency Mortgage-Backed Securities GNMI SF 737311 X 549300M8ZYFG0OCMTT87 3620ARDQ1 2040-08-15 5 N/A 175378.00 13990.09 Agency Mortgage-Backed Securities GNPL PN DM0336 N/A 3618LPLR6 2060-09-15 5.57 N/A 879987.00 894588.86 Agency Mortgage-Backed Securities GNII SF DS6765 C N/A 3618VTQS0 2056-06-20 6 N/A 1472780.00 1515868.82 Agency Mortgage-Backed Securities GNII SF DQ0546 C N/A 3618MSTB6 2056-03-20 6 N/A 703858.00 730550.86 Agency Mortgage-Backed Securities GNII SF DS6687 C N/A 3618VTNC8 2056-06-20 6 N/A 1237236.00 1274121.66 Agency Mortgage-Backed Securities GNII SF DM0712 C 549300M8ZYFG0OCMTT87 3618LPYH4 2055-09-20 6 N/A 1735180.00 1809631.12 Agency Mortgage-Backed Securities GNII SF DL9867 C N/A 3618LM6C3 2056-01-20 5.5 N/A 2585736.00 2645996.75 Agency Mortgage-Backed Securities GNPL PN CW2333 N/A 3618FASW8 2059-05-15 5.8 N/A 2395496.00 2443655.79 Agency Mortgage-Backed Securities GNII SF DQ5182 C N/A 3618MXXK0 2056-06-20 6 N/A 2836584.00 2914328.43 Agency Mortgage-Backed Securities GNII SP 786615 C N/A 3622ACGY0 2048-04-20 4 N/A 15780112.00 9888357.08 Agency Mortgage-Backed Securities GNII SF DN7844 C 549300M8ZYFG0OCMTT87 3618MAWD7 2055-10-20 6 N/A 4163424.00 4384252.70 Agency Mortgage-Backed Securities GNII SF DP4545 C N/A 3618MKBN6 2056-01-20 6.5 N/A 1003902.00 1083510.51 Agency Mortgage-Backed Securities GNII SF DR8388 C N/A 3618VHJ96 2056-05-20 6.5 N/A 1022998.00 1073148.23 Agency Mortgage-Backed Securities GNII SF DP3016 C N/A 3618MHK52 2056-02-20 5 N/A 18300864.00 17867734.70 Agency Mortgage-Backed Securities GNII SF DF2428 C N/A 3618JKVV0 2054-10-20 5 N/A 1340906.00 1289713.38 Agency Mortgage-Backed Securities GNII SF DO3458 C N/A 3618NYZX7 2055-10-20 6 N/A 605839.00 589297.30 Agency Mortgage-Backed Securities GNII SF DR3748 C N/A 3618VCEV3 2056-03-20 6 N/A 813985.00 846844.00 Agency Mortgage-Backed Securities GNII ET DE7659 C N/A 3618JDQL4 2064-08-20 4.5 N/A 284352.00 264216.76 Agency Mortgage-Backed Securities Y Fitch F1 Standard & Poor's A-1 Moody's NR 2026-08-03 2026-09-04 2026-09-04 Y GOLDMAN SACHS & CO LLC 1.0000 35 N Fitch A+ Standard & Poor's A+ Moody's A1 N N 0.0369 1114500000.00 1114500000.00 0.0057 N N N Y Societe Generale SA Societe Generale SA 3.65000000 N/A O2RNE8IBXP4R0TD8PU41 BYJ9TZB21 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 N/A 163551500.00 117908840.43 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 N/A 95495000.00 86091202.53 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Moody's P-1 Fitch F1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 200000000.00 200000000.00 0.0010 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 3.68000000 N/A 7TK5RJIZDFROZCA6XF66 BYJ26Y3U1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y N Y FERM 5018IN 10/25/50 N/A 3137FXDH8 2050-10-25 5.5 N/A 25754366.00 1466207.64 Agency Collateralized Mortgage Obligation FERA 4950TA 03/25/48 N/A 3137FRD81 2048-03-25 0.1 N/A 18495700.00 14788.40 Agency Collateralized Mortgage Obligation MNRA CL006X1 R22M006 N/A 3136BLQ94 2028-10-25 1.1079 N/A 210926000.00 3216307.67 Agency Collateralized Mortgage Obligation 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625 N/A 65247100.00 64469441.45 U.S. Treasuries (including strips) FERA 5338SA 09/25/53 N/A 3137HAKQ8 2053-09-25 2.3139 N/A 100000000.00 3423216.84 Agency Collateralized Mortgage Obligation FERM 5352PO 11/25/53 N/A 3137HAWZ5 2053-11-25 0 N/A 7142858.00 2163757.43 Agency Collateralized Mortgage Obligation 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 14333600.00 12413141.59 U.S. Treasuries (including strips) 4 NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 300.00 300.15 U.S. Treasuries (including strips) FERA 5097SD 04/25/51 N/A 3137FYPF7 2051-04-25 0.5 N/A 20408166.00 128941.69 Agency Collateralized Mortgage Obligation 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 23299500.00 20597854.62 U.S. Treasuries (including strips) FERM 5602NI 11/25/52 N/A 3137HNQB7 2052-11-25 6 N/A 9753624.00 1980739.78 Agency Collateralized Mortgage Obligation 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 1100.00 1122.30 U.S. Treasuries (including strips) FERM 5591PO 10/25/55 N/A 3137HNAS7 2055-10-25 0 N/A 19402128.00 11607500.59 Agency Collateralized Mortgage Obligation 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 21409600.00 20339269.87 U.S. Treasuries (including strips) FERA 5343SC 10/25/53 N/A 3137HAQC3 2053-10-25 2.8839 N/A 105000000.00 3621489.33 Agency Collateralized Mortgage Obligation FERA 5138TB 07/25/47 N/A 3137H2LP7 2047-07-25 0.05 N/A 15533447.00 17161.08 Agency Collateralized Mortgage Obligation 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 77655300.00 73147371.01 U.S. Treasuries (including strips) FERA 5524SM 04/25/55 N/A 3137HKW91 2055-04-25 0.8839 N/A 156891262.00 2007622.22 Agency Collateralized Mortgage Obligation FERA 5583NZ 10/25/55 N/A 3137HNGU6 2055-10-25 5.5 N/A 1250000.00 1246458.12 Agency Collateralized Mortgage Obligation FERA 5358BS 11/25/53 N/A 3137HAV29 2053-11-25 2.7839 N/A 26923076.00 888562.61 Agency Collateralized Mortgage Obligation FERM 5630NI 06/25/55 N/A 3137HQ7H8 2055-06-25 6.5 N/A 7380270.00 1420260.19 Agency Collateralized Mortgage Obligation FERA 5460SH 10/25/54 N/A 3137HH5T4 2054-10-25 1.7839 N/A 151565576.00 3173224.58 Agency Collateralized Mortgage Obligation FERA 5500QS 09/25/54 N/A 3137HJBX4 2054-09-25 1.4339 N/A 123076924.00 1631690.07 Agency Collateralized Mortgage Obligation 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 N/A 69024100.00 68872937.22 U.S. Treasuries (including strips) FTRA 5008IB 12/15/46 N/A 3137FVYF3 2046-12-15 2.1688 N/A 28367228.00 373991.12 Agency Collateralized Mortgage Obligation FERA 5215SA 04/25/52 N/A 3137H6MW2 2052-04-25 0 N/A 49872778.00 51533.39 Agency Collateralized Mortgage Obligation 3 3/4 NOTE AM 28 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.75 N/A 100.00 100.31 U.S. Treasuries (including strips) FERA 5380IC 02/25/54 N/A 3137HBMB7 2054-02-25 0.6 N/A 22562578.00 138683.61 Agency Collateralized Mortgage Obligation FERA 5632AI 02/25/56 N/A 3137HPV26 2056-02-25 0.05 N/A 10000000.00 17356.41 Agency Collateralized Mortgage Obligation FERA 5394SA 03/25/54 N/A 3137HBQQ0 2054-03-25 3.3839 N/A 78809211.00 3133036.00 Agency Collateralized Mortgage Obligation FERA 5422ST 10/25/49 N/A 3137HDH29 2049-10-25 2.3194 N/A 30403981.00 2272488.81 Agency Collateralized Mortgage Obligation FERA 5591SB 10/25/55 N/A 3137HNAX6 2055-10-25 2.4339 N/A 60000000.00 3521054.91 Agency Collateralized Mortgage Obligation Y Standard & Poor's A-1 Fitch NR Moody's P-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0368 300000000.00 300000000.00 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.95114760 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2028-01-31 2028-01-31 N N N 0.0324 471504808.38 471504808.38 0.0024 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.76999920 3133EWDR8 254900C5LP6DN9OP9V83 US3133EWDR89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2028-06-12 2028-06-12 N N N 0.0384 99907973.02 99907973.02 0.0005 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67499880 3130BASJ7 2549001DPIFGXC1TOL40 US3130BASJ76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2026-11-19 2026-11-19 N N N 0.0384 312247157.30 312247157.30 0.0016 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67999920 3130B9NE6 2549001DPIFGXC1TOL40 US3130B9NE62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2026-11-23 2026-11-23 N N N 0.0377 448846979.24 448846979.24 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.69000000 3130BBKT1 2549001DPIFGXC1TOL40 US3130BBKT14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-08-03 2026-12-22 2026-12-22 N N N 0.0376 450586947.94 450586947.94 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130B9QZ6 2549001DPIFGXC1TOL40 US3130B9QZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2026-09-08 2026-09-08 N N N 0.0379 670594896.73 670594896.73 0.0034 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.71499840 3133ETAU1 254900C5LP6DN9OP9V83 US3133ETAU17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-08-03 2027-03-26 2027-03-26 N N N 0.0371 157250335.81 157250335.81 0.0008 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UH8 254900HROIFWPRGM1V77 US912797UH83 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2026-09-24 2026-09-24 2026-09-24 N N N 0.0356 974765.42 974765.42 0.0000 N Y Y N Societe Generale SA Societe Generale SA 3.66000000 N/A O2RNE8IBXP4R0TD8PU41 BYJ9UB784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4 N/A 227942900.00 221720058.83 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 229955400.00 221662135.15 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 210299600.00 202659794.99 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 54008500.00 54009524.40 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 215632400.00 211125539.88 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 151888300.00 151342413.45 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 199352900.00 194120617.70 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Moody's P-1 Fitch F1 2026-08-07 2026-08-07 2026-08-07 N N N 0.0366 1232000000.00 1232000000.00 0.0063 N N Y N U.S. Treasury Notes U.S. Treasury Notes 4.12500000 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 U.S. Treasury Debt Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2027-01-31 2027-01-31 2027-01-31 N N N 0.0399 266882313.45 266882313.45 0.0014 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.70000080 3133EWHZ6 254900C5LP6DN9OP9V83 US3133EWHZ69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2027-06-23 2027-06-23 N N N 0.0379 129869733.30 129869733.30 0.0007 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 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LLC Goldman Sachs & Co. LLC 3.64000000 N/A FOR8UP27PHTHYVLBNG30 BYJ9TZA22 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.25 N/A 801900.00 802656.74 U.S. Treasuries (including strips) 6 1/2 BOND 26 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.5 N/A 8500.00 8677.84 U.S. Treasuries (including strips) TRFR BK 10/31/26 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 4.0571 N/A 7255200.00 7258871.13 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 N/A 5767800.00 5795261.44 U.S. Treasuries (including strips) BILL 08/18/26 254900HROIFWPRGM1V77 912797UU9 2026-08-18 0 N/A 24648500.00 24611453.30 U.S. Treasuries (including strips) TRFR AX 01/31/28 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.9511 N/A 12854100.00 12864126.20 U.S. Treasuries (including strips) BILL 03/18/27 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0 N/A 2927800.00 2858665.86 U.S. Treasuries (including strips) BILL 09/08/26 N/A 912797VB0 2026-09-08 0 N/A 234000.00 233151.05 U.S. Treasuries (including strips) 4 1/8 NOTE BD 28 N/A 91282CQY0 2028-06-30 4.125 N/A 3036400.00 3037683.98 U.S. Treasuries (including strips) BILL 11/05/26 N/A 912797UM7 2026-11-05 0 N/A 5600.00 5545.72 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 14562200.00 13856850.72 U.S. Treasuries (including strips) BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0 N/A 7647300.00 7623501.60 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 44791000.00 43781613.64 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 337000.00 335503.72 U.S. Treasuries (including strips) BILL 09/01/26 N/A 912797UW5 2026-09-01 0 N/A 4470900.00 4457853.91 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.75 N/A 90800.00 90531.50 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 8099900.00 8284421.12 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 N/A 54139400.00 54339102.20 U.S. Treasuries (including strips) BILL 10/22/26 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0 N/A 139200.00 138058.56 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 10026400.00 9941310.25 U.S. Treasuries (including strips) BILL 04/15/27 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0 N/A 893100.00 869022.02 U.S. Treasuries (including strips) BILL 09/22/26 N/A 912797VD6 2026-09-22 0 N/A 26900.00 26762.65 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 448900.00 449631.41 U.S. Treasuries (including strips) BILL 11/12/26 N/A 912797UY1 2026-11-12 0 N/A 13403900.00 13264057.11 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 N/A 45914700.00 47253182.38 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 N/A 13916300.00 14066519.50 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.5 N/A 6909800.00 6785774.20 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 31000.00 29720.53 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4 N/A 7783800.00 7643668.25 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 N/A 17117200.00 16867228.97 U.S. Treasuries (including strips) BILL 07/08/27 N/A 912797VQ7 2027-07-08 0 N/A 13844000.00 13336575.87 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 676700.00 644562.84 U.S. Treasuries (including strips) BILL 08/25/26 N/A 912797UV7 2026-08-25 0 N/A 238900.00 238373.70 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 2836100.00 2663750.20 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 72400.00 71455.92 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 113497400.00 116183940.21 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 N/A 8641400.00 8704470.42 U.S. Treasuries (including strips) BILL 12/10/26 N/A 912797VG9 2026-12-10 0 N/A 30674600.00 30260646.27 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 19453000.00 19457804.89 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.25 N/A 718000.00 714569.40 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 4885000.00 4868601.05 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 N/A 181700.00 183895.44 U.S. Treasuries (including strips) BILL 10/20/26 N/A 912797VM6 2026-10-20 0 N/A 169900.00 168545.90 U.S. Treasuries (including strips) BILL 05/13/27 N/A 912797UX3 2027-05-13 0 N/A 4402000.00 4270292.16 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 104900.00 106108.27 U.S. Treasuries (including strips) 4 1/4 NOTE BE 28 N/A 91282CRB9 2028-07-31 4.25 N/A 33377200.00 33348562.36 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 231000.00 235084.80 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 N/A 266900.00 269887.59 U.S. Treasuries (including strips) 4 1/8 NOTE AW 27 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125 N/A 4965700.00 4968356.65 U.S. Treasuries (including strips) BILL 10/01/26 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0 N/A 5874300.00 5838930.84 U.S. Treasuries (including strips) BILL 11/19/26 N/A 912797UZ8 2026-11-19 0 N/A 19715600.00 19495219.02 U.S. Treasuries (including strips) BILL 02/18/27 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0 N/A 47278000.00 46293104.70 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.5 N/A 2367000.00 2294158.73 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 N/A 4626500.00 4514334.99 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125 N/A 3200000.00 3177344.00 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 300.00 299.36 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 N/A 16229600.00 16472933.23 U.S. Treasuries (including strips) TRFR BB 04/30/27 N/A 91282CMX6 2027-04-30 4.0121 N/A 19503500.00 19525129.38 U.S. Treasuries (including strips) BILL 08/04/26 254900HROIFWPRGM1V77 912797US4 2026-08-04 0 N/A 305900.00 305869.41 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 356100.00 355504.00 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 N/A 13443700.00 13359956.27 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.25 N/A 2772100.00 2820075.35 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 N/A 4668300.00 4344757.20 U.S. Treasuries (including strips) 4 NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 1200.00 1198.19 U.S. Treasuries (including strips) BILL 09/17/26 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0 N/A 49730500.00 49503679.19 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.25 N/A 887600.00 878759.50 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 8600000.00 8225332.40 U.S. Treasuries (including strips) 5 1/4 BOND 28 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.25 N/A 15044200.00 15513655.08 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 N/A 143100.00 144520.25 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 1289700.00 1267889.88 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875 N/A 13380900.00 13356114.11 U.S. Treasuries (including strips) BILL 12/24/26 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0 N/A 13221300.00 13020944.42 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 711800.00 708015.20 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 74184000.00 73425466.18 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 N/A 72800.00 72688.00 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 N/A 101300.00 99862.04 U.S. Treasuries (including strips) BILL 08/27/26 N/A 912797TY3 2026-08-27 0 N/A 16193500.00 16154603.21 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 14448500.00 14444150.53 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 94000.00 93386.40 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 6726100.00 6765300.62 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 25808300.00 25340747.16 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 27 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875 N/A 254800.00 257828.47 U.S. Treasuries (including strips) 4 1/8 NOTE AQ 29 N/A 91282CQZ7 2029-07-15 4.125 N/A 47415000.00 47201465.52 U.S. Treasuries (including strips) TRFR BB 04/30/28 N/A 91282CQM6 2028-04-30 3.9551 N/A 32440000.00 32466600.80 U.S. Treasuries (including strips) BILL 12/17/26 N/A 912797VH7 2026-12-17 0 N/A 4856100.00 4787240.50 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.75 N/A 12000.00 11910.01 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 1600.00 1615.66 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 51302300.00 52268450.56 U.S. Treasuries (including strips) BILL 10/15/26 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0 N/A 57137700.00 56712481.24 U.S. Treasuries (including strips) 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 2189500.00 2193739.16 U.S. Treasuries (including strips) TRFR BF 07/31/27 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 4.0111 N/A 8900.00 8911.26 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1 Fitch F1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 1100000000.00 1100000000.00 0.0056 N Y Y N Deutsche Bank AG Deutsche Bank AG 3.64000000 N/A 7LTWFZYICNSX8D621K86 BYJ9TZ9E8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 N/A 38000000.00 38386035.98 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875 N/A 38500000.00 38396820.00 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 13597100.00 13479885.24 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 N/A 22856600.00 21937297.61 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 110000000.00 110000000.00 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VP9 254900HROIFWPRGM1V77 US912797VP90 U.S. Treasury Debt Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2026-11-03 2026-11-03 2026-11-03 N N N 0.0365 198909214.99 198909214.99 0.0010 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.70000080 3130BBCD5 2549001DPIFGXC1TOL40 US3130BBCD53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2027-01-25 2027-01-25 N N N 0.0378 441962015.34 441962015.34 0.0023 N N N N U.S. Treasury Notes U.S. Treasury Notes 3.95014680 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-08-03 2027-01-31 2027-01-31 N N N 0.0386 3117181083.89 3117181083.89 0.0159 N Y Y N BNP Paribas SA BNP Paribas SA 3.66000000 N/A R0MUWSFPU8MPRO8K5P83 BYJ9TZ8V1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 N/A 100089200.00 99276075.34 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 100164500.00 101646767.66 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 1600.00 1556.64 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.25 N/A 400000.00 406922.60 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 N/A 53892500.00 32169318.67 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3 N/A 200.00 145.36 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 N/A 1000.00 990.74 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 26058900.00 22801630.41 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 10077600.00 10190771.45 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4 N/A 78500000.00 76324058.50 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 N/A 2844000.00 1881259.43 U.S. Treasuries (including strips) 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5 N/A 22991200.00 22473805.04 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 N/A 4999300.00 2484327.82 U.S. Treasuries (including strips) TRFR BK 10/31/26 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 4.057148083 N/A 100.00 100.05 U.S. Treasuries (including strips) BILL 10/13/26 N/A 912797VL8 2026-10-13 0 N/A 300.00 297.83 U.S. Treasuries (including strips) 3 3/8 BOND 44 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375 N/A 49996700.00 39370492.41 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4 N/A 3989000.00 3863174.97 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 N/A 91282CQQ7 2036-05-15 4.375 N/A 31000.00 30413.21 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 449900.00 273127.02 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 100.00 93.92 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 54727300.00 50510322.10 U.S. Treasuries (including strips) 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 N/A 140933200.00 128646828.22 U.S. Treasuries (including strips) BILL 09/24/26 N/A 912797UH8 2026-09-24 0 N/A 600.00 596.82 U.S. Treasuries (including strips) 5 BOND 46 N/A 912810UV8 2046-05-15 5 N/A 13908900.00 13569619.60 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 100.00 100.16 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 2000.00 2007.16 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 N/A 86485800.00 85825221.46 U.S. Treasuries (including strips) 3 3/4 NOTE BG 26 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.75 N/A 100.00 101.56 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.25 N/A 32995900.00 32838245.59 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 N/A 315699000.00 298564433.34 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625 N/A 1000.00 940.50 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 171446400.00 132985302.43 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 100.00 67.53 U.S. Treasuries (including strips) BILL 12/17/26 N/A 912797VH7 2026-12-17 0 N/A 500.00 492.91 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 N/A 200.00 147.41 U.S. Treasuries (including strips) 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 N/A 56400.00 56330.00 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 9206100.00 6150611.82 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 200.00 112.15 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 800.00 786.58 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 N/A 100.00 95.98 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 55000.00 50216.67 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 29904000.00 25768278.12 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 5093300.00 4857462.02 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 100.00 95.71 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 N/A 7302900.00 6796762.71 U.S. Treasuries (including strips) 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 N/A 55729300.00 26119890.93 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 N/A 500.00 507.99 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875 N/A 1000.00 965.53 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 N/A 2599900.00 2427795.23 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 119950000.00 101806812.32 U.S. Treasuries (including strips) 4 1/4 BOND 39 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.25 N/A 233472500.00 220736029.51 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 496194200.00 431926504.28 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 N/A 160070200.00 158319939.08 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625 N/A 118080000.00 118484651.68 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 14468100.00 14505670.20 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 N/A 10000.00 9846.25 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 4900.00 4787.45 U.S. Treasuries (including strips) BILL 10/08/26 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0 N/A 646000.00 641660.82 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 N/A 100.00 60.88 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 N/A 100.00 68.53 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875 N/A 41226300.00 40138625.39 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 157863000.00 136361747.16 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 1218900.00 1192729.66 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 25662300.00 17357981.67 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 N/A 100.00 97.65 U.S. Treasuries (including strips) 2 1/4 BOND 41 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.25 N/A 62522200.00 44073829.49 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 25003000.00 25572585.01 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 2760000.00 2794842.24 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 49717200.00 29808875.96 U.S. Treasuries (including strips) 5 BOND 56 N/A 912810UU0 2056-05-15 5 N/A 300.00 291.14 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 1300.00 1281.19 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 N/A 767700.00 732863.74 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 49755900.00 26554130.06 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 N/A 21000.00 21095.01 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125 N/A 14444800.00 14430703.84 U.S. Treasuries (including strips) BILL 10/22/26 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0 N/A 500.00 495.90 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 123240000.00 80174011.46 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 N/A 3000200.00 2801902.86 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 57054600.00 55768847.61 U.S. Treasuries (including strips) 4 3/8 NOTE N 33 N/A 91282CRC7 2033-07-31 4.375 N/A 10000.00 9868.55 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 7284400.00 7350509.57 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 N/A 21463300.00 14591311.28 U.S. Treasuries (including strips) 6 1/4 BOND 30 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.25 N/A 265500.00 285858.92 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 882200000.00 827013979.00 U.S. Treasuries (including strips) 3 3/4 NOTE H 33 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.75 N/A 300000.00 290932.51 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 57802000.00 53832670.69 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 100.00 83.31 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 N/A 200.00 200.74 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 200.00 182.43 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 N/A 10401600.00 9812471.77 U.S. Treasuries (including strips) 4 1/4 NOTE L 33 N/A 91282CQT1 2033-05-31 4.25 N/A 100.00 98.76 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 64110400.00 45541073.06 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 2000.00 1419.70 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 N/A 400000.00 404317.80 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 48070100.00 25123800.93 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 N/A 100.00 100.37 U.S. Treasuries (including strips) 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625 N/A 125000000.00 116183913.72 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 13000000.00 13093003.48 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 800.00 753.03 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 8000.00 7920.64 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 89551000.00 88208361.86 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 N/A 500250000.00 442906715.61 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 N/A 50000000.00 49294247.51 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 26643200.00 26114137.00 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 N/A 91282CQW4 2033-06-30 4.25 N/A 10000.00 9835.47 U.S. Treasuries (including strips) BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0 N/A 31072000.00 30975303.94 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 3435800.00 3463742.22 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 N/A 58099900.00 53669118.17 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 N/A 36957600.00 20217480.30 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 100.00 100.02 U.S. Treasuries (including strips) 3 3/8 BOND 48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 N/A 11987700.00 9003863.42 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1+ Standard & Poor's A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 4500000000.00 4500000000.00 0.0229 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TV9 254900HROIFWPRGM1V77 US912797TV96 U.S. Treasury Debt Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2027-02-18 2027-02-18 2027-02-18 N N N 0.0383 969204657.84 969204657.84 0.0050 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.69500040 3133ETR66 254900C5LP6DN9OP9V83 US3133ETR668 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2026-11-06 2026-11-06 N N N 0.0378 343221480.37 343221480.37 0.0018 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.75000120 3133EWTZ3 254900C5LP6DN9OP9V83 US3133EWTZ32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2027-11-22 2027-11-22 N N N 0.0382 105300407.51 105300407.51 0.0005 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VX2 254900HROIFWPRGM1V77 US912797VX25 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2026-11-17 2026-11-17 2026-11-17 N N N 0.0373 2918799635.11 2918799635.11 0.0149 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66999840 3130BB4G7 2549001DPIFGXC1TOL40 US3130BB4G77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2026-09-11 2026-09-11 N N N 0.0369 614992976.70 614992976.70 0.0031 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67999920 3130BAFP7 2549001DPIFGXC1TOL40 US3130BAFP73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-08-03 2026-11-23 2026-11-23 N N N 0.0377 444294000.34 444294000.34 0.0023 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 3.64000000 N/A ZBUT11V806EZRVTWT807 BYJ9TZA71 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 N/A 115851700.00 115260045.37 U.S. Treasuries (including strips) Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 113000000.00 113000000.00 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.12500000 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 U.S. Treasury Debt Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2027-02-15 2027-02-15 2027-02-15 N N N 0.0402 35819508.14 35819508.14 0.0002 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130B9H45 2549001DPIFGXC1TOL40 US3130B9H456 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2026-08-18 2026-08-18 N N N 0.0371 108149242.95 108149242.95 0.0006 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.76999920 3130B5VS4 2549001DPIFGXC1TOL40 US3130B5VS45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2027-04-09 2027-04-09 N N N 0.0379 185685603.61 185685603.61 0.0010 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.76499880 3133ER3G4 254900C5LP6DN9OP9V83 US3133ER3G49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-08-03 2027-02-10 2027-02-10 N N N 0.0382 430094182.90 430094182.90 0.0022 N N N N Mizuho Securities USA LLC Mizuho Securities USA LLC 3.79000000 N/A 7TK5RJIZDFROZCA6XF66 BRWXLLU75 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FGRA 5121TC 09/15/41 N/A 3137H0N20 2044-03-15 0.02 N/A 9834426.00 2371.26 Agency Collateralized Mortgage Obligation FRESB MTG TR 2019-SB58 B 20381125 FLT N/A 30308MAA5 2038-11-25 5.0619 N/A 62248000.00 22779900.42 Agency Collateralized Mortgage Obligation GNRA 2021-215 IH N/A 38383D2X5 2051-12-20 3 N/A 39646357.00 2518166.44 Agency Collateralized Mortgage Obligation FGRA 5331TH 08/15/44 N/A 3137HAEJ1 2044-08-15 0.05 N/A 11538316.00 15231.89 Agency Collateralized Mortgage Obligation GNRA 2026-101 FA N/A 38385TJ77 2056-06-20 4.6214 N/A 100000000.00 97276009.77 Agency Collateralized Mortgage Obligation FRESB MTG TR 2021-SB87 B 20410425 FLT N/A 30320VAF8 2041-04-25 7.9819 N/A 42861096.00 27178841.70 Agency Collateralized Mortgage Obligation GNRA 2025-152 SC N/A 38381UNY4 2055-09-20 1.679 N/A 127000000.00 3250819.32 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB52 X1-SA 20380725 FLT N/A 30297CAM4 2038-07-25 0 N/A 96789390.00 71260.65 Agency Collateralized Mortgage Obligation FGRM 4783JI 07/15/33 N/A 3137F4Y48 2033-07-15 3.5 N/A 124269272.00 198904.13 Agency Collateralized Mortgage Obligation FNRA CL085SC R17F085 N/A 3136AYSU8 2047-11-25 2.4694 N/A 39003748.00 476737.10 Agency Collateralized Mortgage Obligation GNRA 2025-090 SC N/A 38385GYT0 2055-05-20 1.5286 N/A 163449087.00 3860753.16 Agency Collateralized Mortgage Obligation FGRA 4161SP 02/15/43 N/A 3137AYNW7 2043-02-15 2.4101 N/A 20500000.00 393770.06 Agency Collateralized Mortgage Obligation FRESB MTG TR 2020-SB70 B 20391025 FLT N/A 302987AJ1 2039-10-25 8.7395 N/A 41272141.00 19643177.98 Agency Collateralized Mortgage Obligation GNRA 2025-027 ID N/A 38385DQZ2 2055-02-20 0.07 N/A 50000000.00 23689.66 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-143 X3 20500425 FLT N/A 3137H74D2 2050-04-25 3.1394 N/A 7000000.00 1027888.14 Agency Collateralized Mortgage Obligation FNRA CL022SB R26F022 N/A 3136G5HK9 2056-04-25 1.3839 N/A 210371335.00 4444983.96 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-034 A-PT2 20540725 FLT N/A 3137HLY30 2054-07-25 3.1315 N/A 500000.00 438514.10 Agency Collateralized Mortgage Obligation GNRA 2026-045 FL N/A 38385N6F6 2056-03-20 4.2214 N/A 44262467.00 43271204.22 Agency Collateralized Mortgage Obligation GNRA 2022-009 FB N/A 38383FN58 2052-01-20 2.5 N/A 300000000.00 168824766.24 Agency Collateralized Mortgage Obligation FNST TR0427 C55 RC N/A 31423XPH8 2037-08-25 1.5 N/A 139000000.00 4446924.67 Agency Collateralized Mortgage Obligation GNRA 2003-41 DS N/A 38373QNJ6 2033-05-20 3.9159 N/A 25000000.00 733.84 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-113 X3 20480525 FLT N/A 3137FV5R9 2048-05-25 2.9746 N/A 108643404.00 11434484.25 Agency Collateralized Mortgage Obligation FNRM RC091IK R20F091 N/A 3136BCX47 2043-11-25 4 N/A 22639231.00 632805.13 Agency Collateralized Mortgage Obligation FGRA 4091ES 08/15/42 N/A 3137ATDJ8 2042-08-15 2.8101 N/A 22372053.00 354272.47 Agency Collateralized Mortgage Obligation FRESB MTG TR 2020-SB75 X1 20400425 FLT N/A 30314WAJ6 2040-04-25 0.5982 N/A 444201323.00 11944332.62 Agency Collateralized Mortgage Obligation FGRA 4351AS 06/15/44 N/A 3137BBPE4 2044-06-15 2.4601 N/A 50000000.00 187575.23 Agency Collateralized Mortgage Obligation FNRA CL067SB R26F067 N/A 3136G7DJ2 2056-08-25 1.7839 N/A 76520217.00 3251445.03 Agency Collateralized Mortgage Obligation GNRA 2025-027 FB N/A 38385DQU3 2055-02-20 5.3514 N/A 100000000.00 52672146.74 Agency Collateralized Mortgage Obligation FNRA CL043FI R12F043 N/A 3136A5YL4 2041-07-25 3.7306 N/A 7000000.00 3777.88 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-X04 X-FX 20340125 FLT N/A 3137FWHN3 2034-01-25 1.2877 N/A 19940000.00 315885.02 Agency Collateralized Mortgage Obligation FNRA CL035SJ R25F035 N/A 3136BVK56 2055-05-25 1.2839 N/A 100000000.00 1505715.28 Agency Collateralized Mortgage Obligation FNRA CL006BI R24F006 N/A 3136BQ2W8 2043-07-25 3.0015 N/A 6098639.00 548892.30 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES T-042 A6 20420225 9.50000 N/A 31392MH47 2042-02-25 9.5 N/A 128000.00 3298.70 Agency Collateralized Mortgage Obligation GNRA 2024-046 CS N/A 38384MAK3 2049-02-20 2.2659 N/A 32705658.00 2336284.95 Agency Collateralized Mortgage Obligation FGRM 4010QI 01/15/42 N/A 3137AMUR6 2042-01-15 4.5 N/A 92501111.00 276927.31 Agency Collateralized Mortgage Obligation GNRA 2025-122 CS N/A 38381PPS6 2055-07-20 2.2286 N/A 50000000.00 2355186.01 Agency Collateralized Mortgage Obligation FESB MTG TR 2018-SB56 X1-SA 20381125 FLT N/A 302966AQ9 2038-11-25 0.3362 N/A 143846917.00 211025.15 Agency Collateralized Mortgage Obligation FNRA CL099IA R24F099 N/A 3136BUKB5 2055-01-25 0.07 N/A 41742981.00 63097.66 Agency Collateralized Mortgage Obligation GNRA 2025-211 FJ N/A 38385KQJ2 2065-12-20 4.7214 N/A 35000000.00 32976408.76 Agency Collateralized Mortgage Obligation GNRA 2025-039 ST N/A 38385EJ39 2050-06-20 2.2159 N/A 39175563.00 3144872.84 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KX04 B-FL 20300325 FLT N/A 30315WAC0 2030-03-25 8.7463 N/A 19798253.00 5856447.58 Agency Collateralized Mortgage Obligation FGRM 4733GI 07/15/38 N/A 3137FBSK3 2038-07-15 5.5 N/A 6761737.00 183267.03 Agency Collateralized Mortgage Obligation FNRA CL064TI R23F064 N/A 3136BQZR3 2048-07-25 0.05 N/A 5118934.00 8143.78 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB45 X1-RC 20371125 FLT N/A 30308AAK9 2037-11-25 0 N/A 66534907.00 46173.85 Agency Collateralized Mortgage Obligation FREMF MTG TR 2016-K59 D 20491125 0.00000 N/A 30295RAW1 2049-11-25 0 N/A 7000000.00 4238927.00 Agency Collateralized Mortgage Obligation GNRA 2024-142 SD N/A 38384XAN3 2054-09-20 3.0286 N/A 80000000.00 4180312.33 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB45 X1-AR 20371225 FLT N/A 30308AAJ2 2037-12-25 0 N/A 108859383.00 42843.36 Agency Collateralized Mortgage Obligation GNRA 2024-022 BS N/A 38384JF41 2051-07-20 2.5159 N/A 132338141.00 11983293.35 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-025 X 20340227 FLT N/A 3137HCKT8 2034-02-27 0.362 N/A 324636000.00 4264362.12 Agency Collateralized Mortgage Obligation GNRA 2024-046 BS N/A 38384MAF4 2052-01-20 0 N/A 98438929.00 148228.16 Agency Collateralized Mortgage Obligation FNRM CL078KI R17F078 N/A 3136AX6Z3 2047-10-25 3.5 N/A 13304714.00 181494.96 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-KLU1 B 20310125 0.00000 N/A 30292SAN2 2031-01-25 0 N/A 58944392.00 18239959.58 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST 2021-SB92 X1 20410825 FLT N/A 30323PAJ0 2041-08-25 0.5217 N/A 171423843.00 3095986.32 Agency Collateralized Mortgage Obligation GNST 0764-GT PO N/A 37610VAA3 2034-07-20 0 N/A 1671972.00 15964.40 Agency Collateralized Mortgage Obligation GNRA 2024-094 YS N/A 38384PJ43 2054-06-20 1.7286 N/A 67567336.00 1793509.05 Agency Collateralized Mortgage Obligation GNRA 2014-027 SA N/A 38379ALS7 2044-02-16 2.2804 N/A 57270053.00 540499.37 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-166 X1 20341025 FLT N/A 3137HHJC6 2034-10-25 1.2818 N/A 14797467.00 3089847.24 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB49 X1-AR 20380325 FLT N/A 302961AF4 2038-03-25 0.2322 N/A 168448788.00 233935.39 Agency Collateralized Mortgage Obligation FGRA 4698ES 07/15/47 N/A 3137F1XH6 2047-07-15 0.2101 N/A 50000000.00 138492.34 Agency Collateralized Mortgage Obligation FGRM 4046IM 05/15/42 N/A 3137AQGR3 2042-05-15 4.5 N/A 33346994.00 261483.23 Agency Collateralized Mortgage Obligation FGRA 4841PZ 09/15/48 N/A 3137FJQD4 2048-09-15 4.5 N/A 1579864.00 1757597.81 Agency Collateralized Mortgage Obligation FNRA CL026TI R16F026 N/A 3136AR4T2 2043-01-25 0 N/A 5220322.00 7236.34 Agency Collateralized Mortgage Obligation GNRA 2023-192 AF N/A 38384GC57 2053-12-20 4.9214 N/A 100000000.00 35493529.97 Agency Collateralized Mortgage Obligation FRESB MTG TR 2019-SB67 X1 20390825 FLT N/A 30314KAX1 2039-08-25 0 N/A 529411508.00 5261064.79 Agency Collateralized Mortgage Obligation GNRA 2025-122 FC N/A 38381PMG5 2055-07-20 5.0914 N/A 100000000.00 62997345.26 Agency Collateralized Mortgage Obligation GNRA 2024-046 TL N/A 38384MAE7 2052-04-20 0 N/A 264071553.00 65433.62 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KF81 C 20270625 FLT N/A 30317LAG3 2027-06-25 12.7463 N/A 67165464.00 14310848.10 Agency Collateralized Mortgage Obligation FNRA CL006TS R24F006 N/A 3136BQ2T5 2042-07-25 0.5 N/A 15645496.00 216747.99 Agency Collateralized Mortgage Obligation GNRA 2026-065 SA N/A 38385RNC5 2056-04-20 0.8786 N/A 100000000.00 1982939.79 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-765 A-2 20330225 FLT N/A 3137HRKH1 2033-02-25 4.17 N/A 25000000.00 24225500.00 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Mortgage Obligation FNRM RC105PO R25F105 N/A 3136BYCE0 2055-12-25 0 N/A 12804684.00 8667545.70 Agency Collateralized Mortgage Obligation GNRA 2025-133 SJ N/A 38381QKW0 2065-08-20 1.5786 N/A 81770684.00 1709151.83 Agency Collateralized Mortgage Obligation FNRA CL103SD R12F103 N/A 3136A8A42 2042-09-25 2.3194 N/A 82285920.00 825267.02 Agency Collateralized Mortgage Obligation GNRA 2024-142 CI N/A 38384XAG8 2054-09-20 0.05 N/A 5000000.00 2348.46 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-766 A-2 20330425 FLT N/A 3137HRVN6 2033-04-25 4.18 N/A 75000000.00 72637600.05 Agency Collateralized Mortgage Obligation FHLMC REMIC SEREIS K-114 X3 20480825 FLT N/A 3137FVNK4 2048-08-25 2.7339 N/A 10500000.00 956793.99 Agency Collateralized Mortgage Obligation FNRA CL064SA R25F064 N/A 3136BWK88 2055-08-25 2.8839 N/A 97987347.00 6728269.33 Agency Collateralized Mortgage Obligation FRESB MTG TR 2021-SB87 X1 20410425 FLT N/A 30320VAE1 2041-04-25 0.3417 N/A 209249861.00 4042906.28 Agency Collateralized Mortgage Obligation FNRA CL061SA R19F061 N/A 3136B66Q1 2059-11-25 2.3194 N/A 14507222.00 506242.32 Agency Collateralized Mortgage Obligation GNRA 2024-142 DS N/A 38384XCJ0 2053-10-20 1.8486 N/A 250000000.00 4124668.57 Agency Collateralized Mortgage Obligation FNRM CL006PO R24F006 N/A 3136BQ2X6 2045-04-25 0 N/A 10816174.00 5269953.16 Agency Collateralized Mortgage Obligation GNRA 2025-216 TD N/A 38385KB25 2055-06-20 0.05 N/A 97912195.00 62051.01 Agency Collateralized Mortgage Obligation FESB MTG TR 2018-SB56 X1-RC 20380825 FLT N/A 302966AP1 2038-08-25 0.3429 N/A 76718426.00 321061.79 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-152 X3 20551125 FLT N/A 3137H9MB2 2055-11-25 4.3342 N/A 9800000.00 2161966.16 Agency Collateralized Mortgage Obligation FNRA CL049SG R22F049 N/A 3136BNA63 2052-08-25 1.6839 N/A 30000000.00 1058935.38 Agency Collateralized Mortgage Obligation FGRM 4215EI 07/15/32 N/A 3137B33X4 2032-07-15 3 N/A 62500000.00 27395.21 Agency Collateralized Mortgage Obligation GNRA 2023-059 LS N/A 38383XUJ1 2052-01-20 0 N/A 819363159.00 6746.69 Agency Collateralized Mortgage Obligation FNRA CL028SM R25F028 N/A 3136BVLE6 2055-04-25 1.6339 N/A 83947504.00 1746368.30 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KF76 B 20300125 FLT N/A 30316EAE5 2030-01-25 6.4963 N/A 4375000.00 860996.75 Agency Collateralized Mortgage Obligation FNRA CL062IA R24F062 N/A 3136BSZX6 2054-09-25 0.02 N/A 92941546.00 23843.08 Agency Collateralized Mortgage Obligation FGRA 4584SI 05/15/44 N/A 3137BPUR8 2044-05-15 0.7601 N/A 4814646.00 22654.45 Agency Collateralized Mortgage Obligation FNRM RC080EI R20F080 N/A 3136BCZH6 2050-11-25 4 N/A 64192200.00 5334631.86 Agency Collateralized Mortgage Obligation FNRA CL096SB R25F096 N/A 3136BXT38 2055-11-25 1.7839 N/A 75000000.00 3197042.08 Agency Collateralized Mortgage Obligation GNRA 2025-025 XC N/A 38385DPX8 2065-02-20 2.3286 N/A 300000000.00 5246267.43 Agency Collateralized Mortgage Obligation FGRM 4472WI 05/15/45 N/A 3137BJ3M3 2045-05-15 5 N/A 45430594.00 468099.90 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB52 X1-RC 20380625 FLT N/A 30297CAL6 2038-06-25 0 N/A 148083821.00 205672.20 Agency Collateralized Mortgage Obligation FGRA 5352LI 10/15/46 N/A 3137HAWW2 2046-10-15 2.6936 N/A 14260417.00 762926.74 Agency Collateralized Mortgage Obligation GNRA 2025-060 SA N/A 38385FK34 2055-03-20 2.3286 N/A 33000000.00 1816525.63 Agency Collateralized Mortgage Obligation FNRA CL055SB R21F055 N/A 3136BGGM7 2061-08-25 0 N/A 184283299.00 622570.67 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KF80 C 20300625 FLT N/A 30315FAG8 2030-06-25 12.7463 N/A 75910000.00 15219297.43 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB49 X1-SA 20380425 FLT N/A 302961AG2 2038-04-25 0.1159 N/A 79334227.00 355809.63 Agency Collateralized Mortgage Obligation GNRA 2025-090 DS N/A 38385GYN3 2055-05-20 0.6586 N/A 100000000.00 699021.31 Agency Collateralized Mortgage 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2.6108 N/A 1625000.00 157637.45 Agency Collateralized Mortgage Obligation GNRA 2021-197 FD N/A 38383DQB7 2051-11-20 2.5 N/A 150000000.00 81228544.33 Agency Collateralized Mortgage Obligation GNRA 2025-090 SD N/A 38385GYL7 2055-05-20 0.6586 N/A 200000000.00 1655469.24 Agency Collateralized Mortgage Obligation GNRA 2025-178 ZB N/A 38383BW65 2055-10-20 6 N/A 24164000.00 7247827.75 Agency Collateralized Mortgage Obligation GNRA 2025-157 SC N/A 38381UWP3 2055-09-20 3.0286 N/A 57046000.00 4244043.12 Agency Collateralized Mortgage Obligation FREMF MTG TR 2016-K57 D 20490825 0.00000 N/A 30295DAL6 2049-08-25 0 N/A 3458000.00 1984234.09 Agency Collateralized Mortgage Obligation FNRM RC075IO R21F075 N/A 3136BJ3N3 2051-11-25 3 N/A 78463000.00 7137367.32 Agency Collateralized Mortgage Obligation FNRM CL035IC R13F035 N/A 3136ADRQ4 2033-04-25 3 N/A 24015467.00 166080.47 Agency Collateralized Mortgage Obligation FGRA 04104S 09/15/42 N/A 3137ATU42 2042-09-15 2.3601 N/A 21428571.00 272487.31 Agency Collateralized Mortgage Obligation FREMF MTG TR 2021-KF108 CS 20310225 FLT N/A 30319WAE2 2031-02-25 9.8818 N/A 76047000.00 12448537.67 Agency Collateralized Mortgage Obligation GNRA 2020-101 SJ N/A 38382F5Q3 2050-07-20 2.4159 N/A 75209809.00 3281036.23 Agency Collateralized Mortgage Obligation GNRA 2026-065 SB N/A 38385RNE1 2055-06-20 1.5786 N/A 85519246.00 2166637.77 Agency Collateralized Mortgage Obligation GNRA 2025-005 TB N/A 38385CVC9 2053-06-20 0.2 N/A 50422056.00 169411.25 Agency Collateralized Mortgage Obligation FNRA CL022S R21F022 N/A 3136BFSG9 2051-04-25 0 N/A 10000000.00 738.77 Agency Collateralized Mortgage Obligation FGRA 3747SA 10/15/40 N/A 31398QUP0 2040-10-15 2.7601 N/A 48956061.00 127418.10 Agency Collateralized Mortgage Obligation GNRA 2026-008 SP N/A 38385LUG1 2056-01-20 3.7786 N/A 29993714.00 3573652.73 Agency Collateralized Mortgage Obligation FREMF 2022-KF140 MORTGAGE TR CS 20290725 FLT N/A 30328BAE7 2029-07-25 8.8818 N/A 70488842.00 52189225.77 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-131 X3 20490925 FLT N/A 3137H2N91 2049-09-25 2.9466 N/A 20902000.00 2631299.94 Agency Collateralized Mortgage Obligation GNRA 2026-129 SA N/A 38385XLE0 2056-07-20 1.3142 N/A 50000000.00 1644728.70 Agency Collateralized Mortgage Obligation FNRA CL006SB R24F006 N/A 3136BQ2Q1 2054-03-25 3.4039 N/A 63668669.00 2690159.13 Agency Collateralized Mortgage Obligation GNRA 2022-009 FE N/A 38383FN74 2052-01-20 2.5 N/A 20430000.00 11496966.58 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-K95 D 20520825 0.00000 N/A 30311MAW2 2052-08-25 0 N/A 94991142.00 69401573.25 Agency Collateralized Mortgage Obligation FNRA CL050ST R23F050 N/A 3136BQLT4 2049-07-25 0.1 N/A 20341106.00 49757.18 Agency Collateralized Mortgage Obligation FNST TR0428 C27 RC N/A 31423YKB4 2037-11-01 1.5 N/A 80158597.00 2415044.14 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB53 X1 20380625 FLT N/A 30297DAQ3 2038-06-25 0 N/A 256952913.00 216795.81 Agency Collateralized Mortgage Obligation FNRA CL059TB R20F059 N/A 3136BBKV3 2044-01-25 0.6 N/A 10176126.00 62406.26 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-K117 D 20531025 0.00000 N/A 302692AS7 2053-10-25 0 N/A 95364894.00 57753075.17 Agency Collateralized Mortgage Obligation FNRA CL023SC R13F023 N/A 3136ADAK5 2033-03-25 0.9641 N/A 7025000.00 1693583.50 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-164 X-3 20570525 FLT N/A 3137HDUY4 2057-05-25 5.6736 N/A 22000000.00 7947961.12 Agency Collateralized Mortgage Obligation GNRA 2025-178 BZ N/A 38383BS37 2052-03-20 5.5 N/A 30066834.00 2802444.62 Agency Collateralized Mortgage Obligation GNRA 2026-090 SA N/A 38385SQV8 2056-05-20 2.0286 N/A 60000000.00 3676646.04 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-748 X3 20500225 FLT N/A 3137H5YF8 2050-02-25 2.6906 N/A 14432000.00 850855.11 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TR 2019-SB64 B 20390625 FLT N/A 30298DAA7 2039-06-25 11.5601 N/A 44262383.00 15240655.68 Agency Collateralized Mortgage Obligation FGRA 4279SA 12/15/43 N/A 3137B6G96 2043-12-15 2.3601 N/A 35692773.00 259666.55 Agency Collateralized Mortgage Obligation FNRA CL052PS R12F052 N/A 3136A6AM6 2042-05-25 2.8494 N/A 104663303.00 819089.98 Agency Collateralized Mortgage Obligation FGRA 4795WS 03/15/48 N/A 3137F5S67 2048-03-15 2.4101 N/A 21176438.00 280466.00 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB55 X1 20380825 FLT N/A 30297PAL7 2038-08-25 0 N/A 177390777.00 283569.86 Agency Collateralized Mortgage Obligation GNRA 2026-101 PF N/A 38385TK26 2056-06-20 4.5214 N/A 40234333.00 40063568.38 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST 2021-SB91 X1 20410825 FLT N/A 30322XAE5 2041-08-25 0.6545 N/A 72000000.00 1471090.40 Agency Collateralized Mortgage Obligation FREM MTG TR 2019-K101 D 20521025 0.00000 N/A 30298YAJ2 2052-10-25 0 N/A 109477635.00 71893962.90 Agency Collateralized Mortgage Obligation FNRA 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REMIC SERIES K-150 X3 20541025 FLT N/A 3137H9CC1 2054-10-25 4.4352 N/A 15000000.00 3322139.75 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TR 2019-SB64 XI 20390625 FLT N/A 30298DAG4 2039-06-25 1.8712 N/A 155000000.00 838164.83 Agency Collateralized Mortgage Obligation FNRA RC109QS R10F109 N/A 31398NTR5 2040-10-25 13.7875 N/A 18305750.00 522764.18 Agency Collateralized Mortgage Obligation FGRA 4707SB 08/15/47 N/A 3137F2MZ6 2047-08-15 0.2101 N/A 103816691.00 269811.31 Agency Collateralized Mortgage Obligation FNRA CL096SC R17F096 N/A 3136B0AB2 2057-12-25 2.3694 N/A 48519741.00 1266560.26 Agency Collateralized Mortgage Obligation FGRA 4935BI 08/15/41 N/A 3137FQ6G3 2041-08-15 0.53 N/A 8997993.00 53113.88 Agency Collateralized Mortgage Obligation FGRM 5394PO 02/15/43 N/A 3137HBQN7 2043-02-15 0 N/A 5454332.00 2895161.99 Agency Collateralized Mortgage Obligation FNRA RC061SE R21F061 N/A 3136BGVN8 2051-09-25 0 N/A 46500000.00 2889.33 Agency Collateralized Mortgage Obligation FNRA 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Securities FNMS 04.500 CLFM7482 N/A 3140XBJ43 2048-04-01 4.5 N/A 74000.00 30372.40 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6317 N/A 3140QSAT8 2053-05-01 5 N/A 450000.00 352746.47 Agency Mortgage-Backed Securities FNMS 04.000 CLAR1729 N/A 3138NX4P9 2043-02-01 4 N/A 124845.00 17251.36 Agency Mortgage-Backed Securities FNMS 02.500 CLBR1001 N/A 3140KYDF8 2051-05-01 2.5 N/A 100000.00 53615.66 Agency Mortgage-Backed Securities FNMS 02.500 CLBT4675 N/A 3140LTFR0 2051-08-01 2.5 N/A 3000.00 1708.74 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5200 N/A 31418EX62 2038-11-01 5 N/A 54000.00 30606.99 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1734 N/A 3140XG4U0 2052-05-01 3.5 N/A 4076142.00 2501226.14 Agency Mortgage-Backed Securities GNII JM MA7185 M 549300M8ZYFG0OCMTT87 36179V6W5 2051-02-20 2.5 N/A 1746458.00 698869.57 Agency Mortgage-Backed Securities GNII SF MA8878 M 549300M8ZYFG0OCMTT87 36179X2K1 2053-05-20 5 N/A 10000000.00 7294107.81 Agency Mortgage-Backed Securities GNRA 2025-083 SA N/A 38385GPQ6 2055-05-20 2.17861 N/A 18000000.00 985784.00 Agency Collateralized Mortgage Obligation FNMS 04.500 CLBM5568 N/A 3140JAFJ2 2049-02-01 4.5 N/A 2043000.00 582912.50 Agency Mortgage-Backed Securities FNMS 04.000 CLFM6753 N/A 3140XAQF2 2050-10-01 4 N/A 7000.00 1847.31 Agency Mortgage-Backed Securities FNMS 06.500 CLAL7083 N/A 3138EP2R4 2039-10-01 6.5 N/A 210000.00 22630.70 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4653 N/A 3140XLE38 2053-05-01 5.5 N/A 4804650.00 3455176.26 Agency Mortgage-Backed Securities FNMS 02.500 CIBM4151 N/A 3140J8TH6 2032-06-01 2.5 N/A 1551930.00 228443.16 Agency Mortgage-Backed Securities FNMS 05.000 CLFM2908 N/A 3140X6GS4 2049-10-01 5 N/A 287000.00 81773.94 Agency Mortgage-Backed Securities FNMS 05.000 CL357426 N/A 31376KA30 2033-09-01 5 N/A 208000.00 1183.58 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5387 B1V7KEBTPIMZEU4LTD58 3140XL6Z6 2052-05-01 2.5 N/A 23000.00 16137.12 Agency Mortgage-Backed Securities FNMS 04.000 CLFS7751 N/A 3140XPTH2 2053-03-01 4 N/A 7000.00 5506.27 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4978 B1V7KEBTPIMZEU4LTD58 31418EQ86 2053-04-01 5 N/A 793000.00 578890.39 Agency Mortgage-Backed Securities GNII SF DS2553 C N/A 3618VNZS3 2056-06-20 5.5 N/A 5448567.00 5506510.18 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5621 N/A 3140W6G71 2056-05-01 5 N/A 7755413.00 7561154.86 Agency Mortgage-Backed Securities GNII SF MA8400 M N/A 36179XKM7 2034-07-20 6 N/A 101729.00 68257.53 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3002 N/A 3140X6KQ3 2049-11-01 4.5 N/A 800000.00 145343.62 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6515 N/A 3138WGGZ1 2046-01-01 4 N/A 41000.00 3237.47 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6591 N/A 3140QEKD3 2050-08-01 2.5 N/A 195000.00 97753.58 Agency Mortgage-Backed Securities FNMS 04.000 CLFA5177 N/A 3140W5XF6 2050-11-01 4 N/A 3425623.00 3073225.99 Agency Mortgage-Backed Securities 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 600.00 607.80 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.75 N/A 100.00 99.23 U.S. Treasuries (including strips) FNMS 05.500 CLBV1706 N/A 3140ME3Q7 2055-05-01 5.5 N/A 20000.00 19692.91 Agency Mortgage-Backed Securities FNMS 05.000 CLCB7968 N/A 3140QT2A6 2054-02-01 5 N/A 3286336.00 2859499.87 Agency Mortgage-Backed Securities FNMS 06.000 CLAD0727 N/A 31418MYZ9 2039-08-01 6 N/A 160000.00 3138.94 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4785 N/A 31418EJ76 2052-10-01 5 N/A 6427448.00 4307009.94 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4842 B1V7KEBTPIMZEU4LTD58 31418ELY4 2052-12-01 5.5 N/A 12855921.00 8750205.98 Agency Mortgage-Backed Securities GNII SF MA7535 M N/A 36179WLQ9 2051-08-20 3 N/A 4950000.00 2558923.16 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5316 N/A 3140QQ4A0 2052-12-01 6 N/A 70000.00 42180.44 Agency Mortgage-Backed Securities FNMS 05.500 CL909067 N/A 31411H6C9 2037-01-01 5.5 N/A 40000.00 844.91 Agency Mortgage-Backed Securities GNII SF MA6408 M N/A 36179VDM9 2049-12-20 2.5 N/A 1250000.00 226411.51 Agency Mortgage-Backed Securities GNII SF MA9101 M 549300M8ZYFG0OCMTT87 36179YDE1 2053-07-20 3 N/A 340000.00 212418.78 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0378 N/A 3140XFM40 2052-01-01 2.5 N/A 358701.00 204248.27 Agency Mortgage-Backed Securities FNMS 05.000 CLAD6437 N/A 31418UEK6 2040-06-01 5 N/A 410000.00 15268.91 Agency Mortgage-Backed Securities GNII SF MA8569 M 549300M8ZYFG0OCMTT87 36179XQW9 2053-01-20 5 N/A 50000000.00 33545860.06 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4805 N/A 31418EKT6 2052-11-01 4.5 N/A 100494.00 72860.51 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5983 N/A 31418FUH8 2046-02-01 5.5 N/A 14000.00 12937.88 Agency Mortgage-Backed Securities FNMS 06.500 CLDA7307 N/A 3140A8DM1 2054-01-01 6.5 N/A 60000.00 26939.46 Agency Mortgage-Backed Securities GNII SF MA8723 M N/A 36179XVQ6 2053-03-20 4 N/A 110000.00 76193.31 Agency Mortgage-Backed Securities FNMS 02.000 CIFM7261 N/A 3140XBB74 2036-05-01 2 N/A 3000.00 1176.77 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5777 N/A 3140XMM37 2053-08-01 5.5 N/A 12750413.00 7975648.33 Agency Mortgage-Backed Securities FNMS 04.000 CIAI8921 N/A 3138AN4F7 2026-08-25 4 N/A 130474.00 12.50 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5745 N/A 31418FL39 2040-06-01 5 N/A 2000.00 1429.21 Agency Mortgage-Backed Securities FNMS 02.500 CIAL9708 N/A 3138ERYE4 2031-03-01 2.5 N/A 1100000.00 57069.48 Agency Mortgage-Backed Securities FNMS 03.000 CLBV3044 N/A 3140MGL25 2052-02-01 3 N/A 380000.00 194561.69 Agency Mortgage-Backed Securities FNMS 05.500 CL357539 N/A 31376KEL6 2034-04-01 5.5 N/A 94000.00 796.70 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2400 N/A 3140QMU28 2051-12-01 2.5 N/A 21000.00 13510.19 Agency Mortgage-Backed Securities GNRA 2021-228 JI N/A 38383D3V8 2051-12-20 3 N/A 28000000.00 2006492.11 Agency Collateralized Mortgage Obligation FNMS 04.500 CLMA4684 N/A 31418EF21 2052-06-01 4.5 N/A 11000.00 7283.09 Agency Mortgage-Backed Securities 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.25 N/A 100.00 98.99 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 5630900.00 5581178.97 U.S. Treasuries (including strips) FNMS 03.500 CIAS8884 N/A 3138WJ2S6 2032-02-01 3.5 N/A 452000.00 54265.40 Agency Mortgage-Backed Securities FNMS 05.500 CIFS6523 N/A 3140XNG99 2038-12-01 5.5 N/A 325000.00 161654.37 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5507 N/A 31418FDM6 2039-10-01 5 N/A 33000.00 20914.12 Agency Mortgage-Backed Securities FNMS 04.000 CLBN6594 N/A 3140JPKG9 2049-05-01 4 N/A 45000.00 5497.05 Agency Mortgage-Backed Securities 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 100.00 101.33 U.S. Treasuries (including strips) FNMS 03.500 CIFS4294 N/A 3140XKXY1 2035-09-01 3.5 N/A 1080000.00 405874.30 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5971 N/A 31418FT56 2056-02-01 5 N/A 2024000.00 1915197.64 Agency Mortgage-Backed Securities FNMS 05.500 CLAL8113 N/A 3138ETAP1 2042-02-01 5.5 N/A 1000.00 119.75 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8972 N/A 3140QU6J0 2054-08-01 5 N/A 3057000.00 2565033.51 Agency Mortgage-Backed Securities GNRA 2025-154 SH N/A 38381UGL0 2055-09-20 1.67861 N/A 50513587.00 2027692.58 Agency Collateralized Mortgage Obligation FNMS 05.500 CLAC7614 N/A 31417UN84 2039-11-01 5.5 N/A 478274.00 4536.24 Agency Mortgage-Backed Securities FNMS 06.000 CLDB3860 N/A 3140ADJE2 2054-04-01 6 N/A 816941.00 816406.13 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3615 N/A 31418DAR3 2049-03-01 4 N/A 37000.00 2265.61 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2548 N/A 3140QMZN7 2052-01-01 2.5 N/A 49000.00 29437.06 Agency Mortgage-Backed Securities FNMS 03.000 CIFM2743 N/A 3140X6BM2 2034-02-01 3 N/A 1492399.00 217376.14 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7367 N/A 3140XPFH7 2054-03-01 5.5 N/A 450000.00 329788.30 Agency Mortgage-Backed Securities FNMS 04.500 CTMA3525 N/A 31418C4K7 2038-11-01 4.5 N/A 135000.00 13699.29 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0095 N/A 3140W0C94 2054-12-01 6 N/A 200000.00 155441.01 Agency Mortgage-Backed Securities FNMS 04.000 CTMA2455 N/A 31418BWR3 2035-11-01 4 N/A 258000.00 22296.79 Agency Mortgage-Backed Securities GNII SF MA5465 M 549300M8ZYFG0OCMTT87 36179UCA8 2048-09-20 3.5 N/A 900000.00 88469.16 Agency Mortgage-Backed Securities FNMS 03.000 CLBV8117 N/A 3140MNAT3 2052-04-01 3 N/A 2230270.00 1468982.34 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3760 N/A 3140QPFA0 2052-05-01 3.5 N/A 42000.00 26273.70 Agency Mortgage-Backed Securities GNII SF MB1144 M N/A 3618N6HW0 2056-04-20 6 N/A 2000000.00 2038081.78 Agency Mortgage-Backed Securities FNMS 05.500 CLDB2785 N/A 3140ACCX9 2054-05-01 5.5 N/A 40000.00 30043.97 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3036 N/A 3140XJLS0 2052-10-01 4.5 N/A 2000.00 1418.65 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2542 N/A 3140QMZG2 2052-01-01 2.5 N/A 11304291.00 6578627.94 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8524 N/A 3140N1PJ6 2052-09-01 5 N/A 2200000.00 1244425.19 Agency Mortgage-Backed Securities FNMS 03.000 CLAR7399 N/A 3138W5GH5 2043-06-01 3 N/A 500000.00 64360.31 Agency Mortgage-Backed Securities GNRA 2026-030 SC N/A 38385MAQ9 2056-02-20 2.62861 N/A 55983823.00 4161071.76 Agency Collateralized Mortgage Obligation FNMS 02.500 CLAR2887 N/A 3138W0F53 2043-01-01 2.5 N/A 257000.00 41477.67 Agency Mortgage-Backed Securities GNII SF 003879 M 549300M8ZYFG0OCMTT87 36202EJY6 2036-07-20 6 N/A 2481623.00 18900.59 Agency Mortgage-Backed Securities GNII SF MA4510 M N/A 36179TAK1 2047-03-20 3.5 N/A 175000.00 18598.02 Agency Mortgage-Backed Securities FNMS 03.000 CIFS8680 N/A 3140XQUE5 2037-09-01 3 N/A 21000.00 14613.65 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5087 N/A 31418EUM0 2038-07-01 5.5 N/A 199000.00 100679.42 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5330 N/A 31418E4Q0 2039-04-01 5.5 N/A 378000.00 182362.64 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4222 N/A 3140NLVQ9 2053-06-01 5 N/A 1071788.00 782949.94 Agency Mortgage-Backed Securities FNMS 06.000 CL889506 N/A 31410KGP3 2037-03-01 6 N/A 220000.00 1585.69 Agency Mortgage-Backed Securities GNII SF MA9608 M N/A 36179YU93 2054-04-20 7 N/A 200000.00 56511.72 Agency Mortgage-Backed Securities GNII JM 004364 M N/A 36202EZ51 2039-02-20 6 N/A 16000.00 49.36 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5128 N/A 3140QQVW2 2052-11-01 5 N/A 900000.00 645621.03 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5476 N/A 31418FCN5 2039-09-01 5.5 N/A 162000.00 75890.81 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9394 N/A 3138WKNL5 2047-04-01 4.5 N/A 1000000.00 79540.96 Agency Mortgage-Backed Securities FNMS 04.500 CI890611 N/A 31410LN40 2027-01-01 4.5 N/A 215000.00 0.10 Agency Mortgage-Backed Securities FNMS 04.500 CIFM1507 N/A 3140X4U95 2028-12-01 4.5 N/A 10000.00 0.19 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5800 N/A 31418FNS2 2040-08-01 5 N/A 2000.00 1495.00 Agency Mortgage-Backed Securities FNMS 04.000 CIBM5499 N/A 3140JADD7 2029-05-01 4 N/A 70000.00 23.26 Agency Mortgage-Backed Securities GNII SF MA4588 M 549300M8ZYFG0OCMTT87 36179TCZ6 2047-07-20 4.5 N/A 1420000.00 115660.83 Agency Mortgage-Backed Securities GNII SF MA8800 M 549300M8ZYFG0OCMTT87 36179XX50 2053-04-20 5 N/A 257000.00 182351.96 Agency Mortgage-Backed Securities FEPC 03.500 CIRR0059 N/A 3142JCB58 2041-02-01 3.5 N/A 1024.00 920.48 Agency Mortgage-Backed Securities GNII SF MA8268 M 549300M8ZYFG0OCMTT87 36179XFH4 2052-09-20 4.5 N/A 50000000.00 34099102.76 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1873 N/A 3140XHCK1 2052-05-01 3 N/A 13000.00 8149.86 Agency Mortgage-Backed Securities FNMS 03.000 CIFM1896 N/A 3140X5DA8 2034-11-01 3 N/A 29000.00 5344.25 Agency Mortgage-Backed Securities FNMS 03.500 CIBM1662 N/A 3140J5Z44 2031-04-01 3.5 N/A 3343000.00 90741.78 Agency Mortgage-Backed Securities GNII JM 004337 M N/A 36202EZA0 2039-01-20 6 N/A 140000.00 352.51 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9216 N/A 3140QVG24 2054-09-01 6 N/A 2300732.00 1693312.28 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1354 N/A 3140Q8QG3 2048-03-01 3.5 N/A 388000.00 84672.39 Agency Mortgage-Backed Securities GNRA 2026-102 SE N/A 38385TEJ6 2056-06-20 1.92861 N/A 105209657.00 4884303.02 Agency Collateralized Mortgage Obligation FNMS 03.000 CLMA4160 N/A 31418DTS1 2050-10-01 3 N/A 6215349.00 1835572.97 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5906 N/A 3140QRR47 2053-03-01 5.5 N/A 300000.00 214038.29 Agency Mortgage-Backed Securities FNMS 03.000 CLAT5992 N/A 3138WTUS3 2043-04-01 3 N/A 650000.00 89667.84 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9011 N/A 3140QVAM6 2054-08-01 6 N/A 452215.00 350187.47 Agency Mortgage-Backed Securities GNII SF MA5081 M N/A 36179TUE3 2048-03-20 5.5 N/A 20000.00 2165.26 Agency Mortgage-Backed Securities FNMS 06.500 CL759666 N/A 31403V6B0 2031-04-01 6.5 N/A 2000000.00 943.60 Agency Mortgage-Backed Securities FNMS 03.500 CICA1302 N/A 3140Q8NU5 2033-02-01 3.5 N/A 140000.00 20109.14 Agency Mortgage-Backed Securities FNMS 03.000 CLAU3736 N/A 3138X3EJ7 2043-08-01 3 N/A 63000.00 9239.34 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5155 N/A 3140XLWR5 2053-07-01 5 N/A 340000.00 238200.09 Agency Mortgage-Backed Securities FNMS 05.500 CIMA4959 N/A 31418EQM5 2038-03-01 5.5 N/A 20000.00 8057.23 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4867 N/A 31418EMR8 2053-01-01 4.5 N/A 73000.00 55007.46 Agency Mortgage-Backed Securities FNMS 06.000 CLMA4847 N/A 31418EL57 2052-11-01 6 N/A 106000.00 63886.86 Agency Mortgage-Backed Securities FNMS 05.500 CLAL0909 N/A 3138EHAK8 2040-06-01 5.5 N/A 726344.00 13352.92 Agency Mortgage-Backed Securities 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 1749900.00 1749933.19 U.S. Treasuries (including strips) FNMS 04.500 CLCA3225 N/A 3140QASP6 2049-03-01 4.5 N/A 1000.00 86.75 Agency Mortgage-Backed Securities GNMI SP 784713 X 549300M8ZYFG0OCMTT87 3622AADS0 2047-02-15 3 N/A 825000.00 324875.05 Agency Mortgage-Backed Securities FNMS 03.500 CIBM5490 N/A 3140JAC48 2031-11-01 3.5 N/A 160000.00 9948.96 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3029 N/A 31418CLK8 2032-06-01 3 N/A 1225000.00 108628.76 Agency Mortgage-Backed Securities GNII SF MA9668 M 549300M8ZYFG0OCMTT87 36179YW59 2054-05-20 5.5 N/A 419000.00 296893.13 Agency Mortgage-Backed Securities FNMS 04.000 CIAL5956 N/A 3138ENTN9 2027-05-01 4 N/A 96000.00 2.38 Agency Mortgage-Backed Securities FNMS 03.500 CIMA4861 N/A 31418EMK3 2038-01-01 3.5 N/A 10000.00 5552.13 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3275 N/A 3140XJT94 2052-04-01 3 N/A 794000.00 523972.57 Agency Mortgage-Backed Securities GNII SF 004017 M N/A 36202EPA1 2037-08-20 6 N/A 455000.00 4338.10 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5197 N/A 3140X8X36 2050-03-01 3.5 N/A 72000.00 17766.16 Agency Mortgage-Backed Securities GNMI SF 682229 X N/A 36295V4N6 2049-07-15 4 N/A 830000.00 94795.49 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ0197 N/A 3140H1GF1 2047-09-01 4 N/A 61891.00 7242.35 Agency Mortgage-Backed Securities FNMS 02.500 CIAS4314 N/A 3138WDYL9 2030-01-01 2.5 N/A 455000.00 25779.39 Agency Mortgage-Backed Securities FNMS 04.000 CLAQ6744 N/A 3138MNP61 2042-11-01 4 N/A 100000.00 4143.74 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2664 N/A 3140QM6A7 2052-01-01 3 N/A 400000.00 232472.58 Agency Mortgage-Backed Securities FNMS 06.500 CLAL1064 N/A 3138EHFE7 2039-10-01 6.5 N/A 1114307.00 24429.34 Agency Mortgage-Backed Securities GNRA 2024-159 SA N/A 38384YBB6 2054-10-20 1.87861 N/A 100000000.00 4658968.30 Agency Collateralized Mortgage Obligation FNMS 02.500 CLBP3574 N/A 3140KA6L5 2051-07-01 2.5 N/A 33000.00 19908.30 Agency Mortgage-Backed Securities 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 N/A 72900.00 72073.86 U.S. Treasuries (including strips) GNII SF MB0024 M 549300M8ZYFG0OCMTT87 3618N5A25 2054-11-20 4.5 N/A 3190000.00 2716679.31 Agency Mortgage-Backed Securities FNMS 03.000 CIFM3523 N/A 3140X64H1 2034-11-01 3 N/A 230000.00 22912.06 Agency Mortgage-Backed Securities GNRA 2025-169 SD N/A 38385HMB0 2055-10-20 3.57861 N/A 168852132.00 17035850.66 Agency Collateralized Mortgage Obligation FNMS 04.000 CIFM3388 N/A 3140X6XS5 2034-03-01 4 N/A 2535000.00 16765.80 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4195 N/A 31418DUV2 2050-10-01 4.5 N/A 49000.00 12066.31 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4562 N/A 31418EB82 2052-03-01 2 N/A 1039000.00 638919.45 Agency Mortgage-Backed Securities FNMS 05.500 CL890365 N/A 31410LFE7 2041-07-01 5.5 N/A 935000.00 12289.02 Agency Mortgage-Backed Securities FNMS 02.500 CIBM1423 N/A 3140J5SM2 2032-05-01 2.5 N/A 8000.00 1044.81 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5771 N/A 31418FMV6 2040-07-01 5 N/A 3000.00 2207.56 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3496 N/A 31418C3E2 2048-10-01 4.5 N/A 189000.00 14126.17 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5525 N/A 3140QRD75 2053-01-01 6 N/A 7542000.00 4671975.31 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6478 N/A 3140QSFU0 2053-06-01 5 N/A 500000.00 380834.28 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4327 N/A 31418DYZ9 2051-05-01 3 N/A 5231000.00 2133998.05 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9507 N/A 3140QVR55 2054-11-01 6 N/A 681000.00 559910.55 Agency Mortgage-Backed Securities FNMS 04.000 CIAL2723 N/A 3138EKAZ8 2027-09-01 4 N/A 66000.00 41.66 Agency Mortgage-Backed Securities FNMS 05.500 CL985559 N/A 31415PZY7 2038-06-01 5.5 N/A 5593263.00 10311.10 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8276 N/A 3138WJFS2 2046-11-01 3 N/A 21000.00 3228.08 Agency Mortgage-Backed Securities FNMS 04.500 CLAL7747 N/A 3138EQTD4 2045-11-01 4.5 N/A 15041.00 1785.35 Agency Mortgage-Backed Securities FNMS 05.000 CLFM3717 N/A 3140X7DX4 2049-09-01 5 N/A 5623934.00 871250.76 Agency Mortgage-Backed Securities FNMS 03.500 CIBM1239 N/A 3140J5LV9 2032-02-01 3.5 N/A 52000.00 4151.32 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5837 N/A 3140QRPX5 2053-03-01 5 N/A 1236000.00 925041.87 Agency Mortgage-Backed Securities FNMS 03.000 CLAR1183 N/A 3138NXJ57 2043-01-01 3 N/A 117502.00 24846.47 Agency Mortgage-Backed Securities FNMS 03.000 CLAB6212 N/A 31417C3W3 2042-09-01 3 N/A 470000.00 57456.85 Agency Mortgage-Backed Securities FNMS 05.500 CL745751 N/A 31403DQC6 2035-09-01 5.5 N/A 2250000.00 26105.73 Agency Mortgage-Backed Securities FNMS 05.000 CLFM7323 N/A 3140XBD56 2047-07-01 5 N/A 255697.00 98773.58 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4815 N/A 3140XLK56 2052-05-01 3 N/A 7579.00 5324.33 Agency Mortgage-Backed Securities FNMS 04.000 CIAL0842 N/A 3138EG5C4 2026-09-01 4 N/A 1150000.00 17.00 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4466 N/A 31418D6C1 2051-11-01 2.5 N/A 4452000.00 2571227.24 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3057 N/A 3140QNMF6 2052-03-01 3 N/A 24952628.00 16158744.24 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3073 N/A 31418CMX9 2047-07-01 4.5 N/A 24000.00 2071.38 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9809 N/A 31417G3T1 2043-07-01 3 N/A 315000.00 42075.03 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1261 N/A 3140Y7MK1 2055-10-01 6.5 N/A 1024.00 943.78 Agency Mortgage-Backed Securities GNII SF MA5762 M N/A 36179UMK5 2049-02-20 3.5 N/A 140000.00 13004.57 Agency Mortgage-Backed Securities FNMS 02.500 CIFS1696 N/A 3140XG3E7 2033-12-01 2.5 N/A 20000.00 6853.06 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5740 B1V7KEBTPIMZEU4LTD58 3140QDLW2 2050-05-01 3.5 N/A 18000.00 5973.15 Agency Mortgage-Backed Securities FNMS 05.500 CL888001 N/A 31410FRW7 2036-10-01 5.5 N/A 7192291.00 127285.06 Agency Mortgage-Backed Securities GNII SF 004749 M N/A 36202FH25 2040-07-20 6 N/A 1005215.00 14786.51 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1148 N/A 3140X4H25 2048-12-01 3.5 N/A 14000.00 1647.01 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5991 N/A 3140QRUR2 2053-01-01 5.5 N/A 369802.00 242649.05 Agency Mortgage-Backed Securities GNII SF MA3667 M N/A 36179SCC9 2046-05-20 5.5 N/A 75000.00 6087.71 Agency Mortgage-Backed Securities GNII SF MA6605 M 549300M8ZYFG0OCMTT87 36179VKS8 2038-10-20 6 N/A 22885.00 4875.29 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4512 N/A 3140X8AN7 2050-04-01 3.5 N/A 87000.00 30560.12 Agency Mortgage-Backed Securities FNMS 04.500 CLFA2471 N/A 3140W2W98 2053-02-01 4.5 N/A 1248792.00 1078546.37 Agency Mortgage-Backed Securities FNMS 03.000 CIAY5652 N/A 3138YKH63 2030-06-01 3 N/A 40000.00 2572.72 Agency Mortgage-Backed Securities GNRA 2016-17 S N/A 38379T6C8 2046-02-16 2.33036 N/A 37659328.00 436126.52 Agency Collateralized Mortgage Obligation FNMS 02.000 CLMA4305 N/A 31418DYB2 2051-04-01 2 N/A 8000.00 4319.18 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4838 N/A 31418ELU2 2052-12-01 3.5 N/A 15000.00 10719.52 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8840 N/A 3140QUZE9 2054-07-01 5.5 N/A 820000.00 665875.10 Agency Mortgage-Backed Securities FNMS 06.500 CLAD0130 N/A 31418MEC2 2039-08-01 6.5 N/A 828000.00 8167.43 Agency Mortgage-Backed Securities FNMS 02.500 CLBT7263 N/A 3140LWB97 2051-09-01 2.5 N/A 6000.00 3694.66 Agency Mortgage-Backed Securities FNMS 03.000 CLAU1632 N/A 3138X0Y69 2043-07-01 3 N/A 250000.00 33851.44 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4048 N/A 31418DQA3 2050-06-01 3 N/A 3000.00 728.98 Agency Mortgage-Backed Securities FNMS 05.500 CL929155 N/A 31412MH84 2038-01-01 5.5 N/A 97146.00 7101.44 Agency Mortgage-Backed Securities FNMS 04.500 CIMA4990 N/A 31418ERL6 2038-04-01 4.5 N/A 58000.00 28986.96 Agency Mortgage-Backed Securities FNMS 05.500 CL773571 N/A 31404NMU7 2034-05-01 5.5 N/A 220000.00 2838.79 Agency Mortgage-Backed Securities FNMS 06.000 CLBY1715 N/A 3140NH3Z9 2053-05-01 6 N/A 280000.00 187014.66 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5758 N/A 31418FMG9 2055-07-01 4.5 N/A 19000.00 16922.06 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5087 N/A 3140QQUM5 2052-11-01 5.5 N/A 281052.00 205405.44 Agency Mortgage-Backed Securities FNMS 03.000 CIAL8153 N/A 3138ETBX3 2031-03-01 3 N/A 22040.00 2211.27 Agency Mortgage-Backed Securities FNMS 05.500 CL731375 N/A 31402KQ49 2033-08-01 5.5 N/A 425573.00 5539.05 Agency Mortgage-Backed Securities FNMS 06.000 CLMA4818 N/A 31418EK82 2052-10-01 6 N/A 200000.00 102692.61 Agency Mortgage-Backed Securities FNMS 02.500 CIAO2545 N/A 3138LSZK9 2027-05-01 2.5 N/A 1500000.00 12960.08 Agency Mortgage-Backed Securities GNII SF MA4068 M N/A 36179SQV2 2046-10-20 3 N/A 3255956.00 394703.07 Agency Mortgage-Backed Securities FNMS 05.500 CL922269 N/A 31412DT24 2036-12-01 5.5 N/A 6000000.00 105013.66 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5194 N/A 3142GVXY2 2055-11-01 5 N/A 1040.00 987.40 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3809 N/A 3140XKGT1 2052-11-01 4.5 N/A 37331.00 27085.38 Agency Mortgage-Backed Securities FNMS 05.000 CL725232 N/A 31402CVZ2 2034-03-01 5 N/A 27000.00 191.73 Agency Mortgage-Backed Securities FNMS 02.500 CIBC6175 N/A 3140F12H4 2031-07-01 2.5 N/A 30000.00 2709.61 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6875 N/A 3140QST92 2053-08-01 6 N/A 4400000.00 2818506.86 Agency Mortgage-Backed Securities GNII SF MA4325 M N/A 36179SYW1 2034-06-20 5.5 N/A 150000.00 14509.24 Agency Mortgage-Backed Securities 04.000 FGPC G08872 G N/A 3128MJ6J4 2049-04-01 4 N/A 21000.00 1402.51 Agency Mortgage-Backed Securities FNMS 03.500 CLFA1046 N/A 3140W1EU3 2050-05-01 3.5 N/A 1674013.00 1348207.08 Agency Mortgage-Backed Securities GNII SF MA5763 M 549300M8ZYFG0OCMTT87 36179UML3 2049-02-20 4 N/A 2800000.00 200899.32 Agency Mortgage-Backed Securities FNMS 02.500 CLBR8896 N/A 3140L73E0 2051-04-01 2.5 N/A 38000.00 21973.31 Agency Mortgage-Backed Securities FNMS 06.500 CL831869 N/A 31407JFJ6 2036-11-01 6.5 N/A 421481.00 2120.49 Agency Mortgage-Backed Securities GNRA 2025-219 SD N/A 38385KNC0 2055-12-20 1.82861 N/A 30000000.00 1233688.33 Agency Collateralized Mortgage Obligation FNMS 04.000 CIAL4309 N/A 3138ELYF4 2028-10-01 4 N/A 2600000.00 18688.90 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5557 N/A 31418FE78 2039-12-01 4.5 N/A 23000.00 16860.96 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4731 N/A 31418EHH6 2052-09-01 3.5 N/A 176000.00 123818.55 Agency Mortgage-Backed Securities FNMS 04.000 CLBV9900 N/A 3140MQAA7 2052-05-01 4 N/A 200000.00 120112.63 Agency Mortgage-Backed Securities FNMS 03.000 CLBV8459 N/A 3140MNMH6 2052-04-01 3 N/A 200000.00 132394.57 Agency Mortgage-Backed Securities FNMS 02.500 CIAU3779 N/A 3138X3FV9 2028-08-01 2.5 N/A 254851.00 7762.77 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7398 N/A 3140XBGG9 2051-06-01 2.5 N/A 25000.00 13240.61 Agency Mortgage-Backed Securities FNMS 05.000 CLCB3880 N/A 3140QPJ24 2052-06-01 5 N/A 500000.00 308964.03 Agency Mortgage-Backed Securities FNMS 03.000 CIFM3522 N/A 3140X64G3 2035-02-01 3 N/A 4750.00 929.84 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5592 N/A 3140QRGA5 2053-02-01 5.5 N/A 3270850.00 2187476.33 Agency Mortgage-Backed Securities FNMS 04.000 CLAT6546 N/A 3138WUHY2 2043-06-01 4 N/A 300000.00 46126.41 Agency Mortgage-Backed Securities GNII SF MA5934 M 549300M8ZYFG0OCMTT87 36179USX1 2049-05-20 5.5 N/A 92000.00 7369.58 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6636 N/A 3140QELS9 2050-08-01 2.5 N/A 483588.00 214681.98 Agency Mortgage-Backed Securities FNMS 03.000 CLAS0330 N/A 3138W9LL2 2043-08-01 3 N/A 185000.00 25413.91 Agency Mortgage-Backed Securities FNMS 03.500 CLAL2897 N/A 3138EKGF6 2043-01-01 3.5 N/A 7000.00 829.63 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9573 N/A 3140XDT71 2051-11-01 3 N/A 4745000.00 2789709.52 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2963 N/A 3140QAJH4 2049-01-01 4.5 N/A 1500000.00 81108.60 Agency Mortgage-Backed Securities FNMS 04.500 CLAS8700 N/A 3138WJU22 2047-01-01 4.5 N/A 3000.00 282.68 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2043 N/A 3140XHHV2 2052-04-01 2.5 N/A 750000.00 461269.62 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2806 N/A 31418CDL5 2046-11-01 3 N/A 268000.00 42785.08 Agency Mortgage-Backed Securities FNMS 03.500 CLFS0838 N/A 3140XF4Y4 2052-01-01 3.5 N/A 81000.00 47766.01 Agency Mortgage-Backed Securities FNMS 04.500 CLBM3562 N/A 3140J75Y7 2048-02-01 4.5 N/A 55000.00 9131.17 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4017 N/A 3140X7PB9 2050-08-01 3.5 N/A 1175000.00 219119.25 Agency Mortgage-Backed Securities FNMS 04.000 CIAL1371 N/A 3138EHQZ8 2027-01-01 4 N/A 280000.00 572.02 Agency Mortgage-Backed Securities FNMS 02.500 CLBT2761 N/A 3140LRB72 2051-08-01 2.5 N/A 239000.00 118142.80 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6762 N/A 3140QSQQ7 2053-07-01 6 N/A 25000.00 16697.68 Agency Mortgage-Backed Securities FNMS 05.500 CL766715 N/A 31404EYL4 2034-03-01 5.5 N/A 505000.00 6740.56 Agency Mortgage-Backed Securities FNMS 03.000 CLAS4784 N/A 3138WEJ67 2045-04-01 3 N/A 1544000.00 332261.56 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4030 N/A 3140QPPQ4 2052-06-01 4.5 N/A 1655000.00 1091044.38 Agency Mortgage-Backed Securities GNII SF MA6772 M 549300M8ZYFG0OCMTT87 36179VQZ6 2050-07-20 6 N/A 172000.00 23434.32 Agency Mortgage-Backed Securities FNMS 03.500 CLFM6818 N/A 3140XASG8 2050-08-01 3.5 N/A 182000.00 69012.74 Agency Mortgage-Backed Securities GNRA 2023-097 S N/A 38384B3S8 2053-07-20 1.82861 N/A 149999996.00 3073970.21 Agency Collateralized Mortgage Obligation FNMS 03.000 CLBO2957 N/A 3140JXJB5 2049-09-01 3 N/A 35000.00 10380.93 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5165 N/A 31418EW30 2053-10-01 5.5 N/A 2330267.00 1573687.30 Agency Mortgage-Backed Securities FNMS 02.500 CIBC4777 N/A 3140F0JX3 2031-10-01 2.5 N/A 490000.00 57167.41 Agency Mortgage-Backed Securities FNMS 03.500 CICA1818 N/A 3140Q9AU7 2033-05-01 3.5 N/A 180000.00 27473.69 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3444 N/A 31418CZJ6 2048-08-01 4.5 N/A 17000.00 1231.46 Agency Mortgage-Backed Securities GNII SF MA8428 M N/A 36179XLH7 2052-11-20 5 N/A 168000.00 116129.75 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2789 N/A 3140X6C33 2049-07-01 4 N/A 104694.00 17078.03 Agency Mortgage-Backed Securities FNMS 02.500 CIAB4720 N/A 31417BG68 2027-03-01 2.5 N/A 1500000.00 5905.25 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4421 N/A 3140QP4F1 2052-08-01 5.5 N/A 359000.00 247341.52 Agency Mortgage-Backed Securities GNII SF MA8346 M N/A 36179XHX7 2052-10-20 4 N/A 200000.00 136619.91 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7744 N/A 3140XPTA7 2054-04-01 6.5 N/A 59000.00 43128.31 Agency Mortgage-Backed Securities FNMS 04.000 CIMA4994 N/A 31418ERQ5 2038-04-01 4 N/A 482000.00 257376.62 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4885 N/A 31418ENB2 2052-11-01 3 N/A 15000.00 9848.76 Agency Mortgage-Backed Securities FNMS 06.500 CL745092 N/A 31403CXV8 2035-07-01 6.5 N/A 1000000.00 10209.79 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2866 N/A 31418CFG4 2037-01-01 3 N/A 63000.00 10021.48 Agency Mortgage-Backed Securities FNMS 04.500 CLFS6639 N/A 3140XNLV4 2053-12-01 4.5 N/A 364000.00 283691.12 Agency Mortgage-Backed Securities FNMS 07.000 CL256851 N/A 31371NH40 2037-07-01 7 N/A 4012813.00 12723.81 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5177 N/A 31418EXF2 2053-10-01 4 N/A 45000.00 34874.48 Agency Mortgage-Backed Securities GNII SF 004837 M N/A 36202FLS3 2040-10-20 6 N/A 56559.00 942.82 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3416 B1V7KEBTPIMZEU4LTD58 31418CYN8 2048-07-01 4.5 N/A 48243944.00 3370074.04 Agency Mortgage-Backed Securities FNMS 03.000 CLAS0516 N/A 3138W9SE1 2043-09-01 3 N/A 505510.00 80721.60 Agency Mortgage-Backed Securities GNII SF 003865 M 549300M8ZYFG0OCMTT87 36202EJJ9 2036-06-20 6 N/A 40090.00 391.82 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3286 N/A 31418CUL6 2028-02-01 3 N/A 2383000.00 67870.65 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3155 N/A 31418CQH0 2032-10-01 3 N/A 95370.00 9031.18 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8151 N/A 3140XQBV8 2054-06-01 6 N/A 240000.00 192191.61 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4652 N/A 31418EE22 2052-07-01 2.5 N/A 9582364.00 6243385.50 Agency Mortgage-Backed Securities FNMS 03.000 CLAR3682 N/A 3138W1CU9 2043-01-01 3 N/A 67091.00 9599.20 Agency Mortgage-Backed Securities FNMS 03.500 CIFM3387 N/A 3140X6XR7 2035-03-01 3.5 N/A 12000.00 1701.69 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5712 N/A 31418FK22 2040-05-01 5.5 N/A 2000.00 1360.84 Agency Mortgage-Backed Securities FNMS 04.500 CIFM2235 N/A 3140X5PV9 2028-12-01 4.5 N/A 18000.00 0.20 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8015 N/A 3140XP3Z0 2053-07-01 6 N/A 500000.00 374210.08 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8845 N/A 3140QUZK5 2054-07-01 5.5 N/A 730000.00 623847.58 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2325 N/A 3140JWSP6 2049-09-01 3.5 N/A 40000.00 6352.84 Agency Mortgage-Backed Securities FNMS 03.500 CLFM8196 N/A 3140XCDA3 2048-12-01 3.5 N/A 14000.00 5841.40 Agency Mortgage-Backed Securities GNII SF MA9849 M N/A 36179Y5J9 2054-08-20 4.5 N/A 1070000.00 949702.57 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3256 N/A 3140XJTN3 2052-11-01 6 N/A 75000.00 40063.81 Agency Mortgage-Backed Securities FNMS 04.000 CLAB9594 N/A 31417GUU8 2043-06-01 4 N/A 200000.00 19699.32 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6028 N/A 3140QDVW1 2050-06-01 2.5 N/A 322000.00 142575.87 Agency Mortgage-Backed Securities FNMS 04.500 CIFS3282 N/A 3140XJUG6 2037-11-01 4.5 N/A 70000.00 35082.05 Agency Mortgage-Backed Securities FNMS 05.500 CIFA1399 N/A 3140W1RV7 2040-04-01 5.5 N/A 3221.00 2630.17 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9454 N/A 3140XRQG3 2054-09-01 6 N/A 1024.00 853.08 Agency Mortgage-Backed Securities FNMS 05.500 CL889633 N/A 31410KLN2 2037-08-01 5.5 N/A 12000.00 129.02 Agency Mortgage-Backed Securities 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 65000.00 63214.40 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 1400.00 1413.56 U.S. Treasuries (including strips) FNMS 06.500 CL946803 N/A 31413JKQ6 2037-09-01 6.5 N/A 305260.00 1445.05 Agency Mortgage-Backed Securities FNMS 06.500 CL897130 N/A 31410TVX0 2036-09-01 6.5 N/A 2000002.00 5968.07 Agency Mortgage-Backed Securities FNMS 03.000 CLFA5170 N/A 3140W5W83 2052-08-01 3 N/A 5938171.00 4995433.87 Agency Mortgage-Backed Securities GNII SF MA4966 M N/A 36179TQT5 2048-01-20 5.5 N/A 45000.00 6551.17 Agency Mortgage-Backed Securities FNMS 05.500 CLBX5626 N/A 3140NAHC0 2053-01-01 5.5 N/A 2980300.00 2205993.61 Agency Mortgage-Backed Securities FNMS 03.000 CLAR0739 N/A 3138NWZD4 2043-01-01 3 N/A 168828.00 38434.60 Agency Mortgage-Backed Securities FNMS 05.500 CL889982 N/A 31410KXK5 2038-11-01 5.5 N/A 705000.00 4359.47 Agency Mortgage-Backed Securities FNMS 02.000 CLFS9860 N/A 3140XR5W1 2052-06-01 2 N/A 38000.00 27081.68 Agency Mortgage-Backed Securities FNMS 05.500 CL990906 N/A 31415VYB5 2035-10-01 5.5 N/A 14700000.00 174362.96 Agency Mortgage-Backed Securities FNMS 05.000 CLFM5888 N/A 3140X9RJ6 2044-07-01 5 N/A 71000.00 23713.42 Agency Mortgage-Backed Securities FNMS 04.000 CLAY8351 N/A 3138YNH59 2045-05-01 4 N/A 17000.00 438.12 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5735 N/A 31418FLR6 2055-06-01 5.5 N/A 1448000.00 1177848.49 Agency Mortgage-Backed Securities FNMS 04.500 CLAS6234 N/A 3138WF4U7 2045-11-01 4.5 N/A 55228.00 10586.83 Agency Mortgage-Backed Securities FNMS 03.000 CLMA1599 N/A 31418AX52 2043-09-01 3 N/A 1200000.00 172950.10 Agency Mortgage-Backed Securities FNMS 05.500 CLAH5036 N/A 3138A6S27 2041-02-01 5.5 N/A 222835.00 5021.63 Agency Mortgage-Backed Securities GNRA 2025-137 SJ N/A 38381P4A8 2055-08-20 1.67339 N/A 115000000.00 4065181.31 Agency Collateralized Mortgage Obligation FNMS 04.500 CIAL1124 N/A 3138EHHA3 2026-10-01 4.5 N/A 136000.00 5.99 Agency Mortgage-Backed Securities FNMS 06.500 CLMA4981 N/A 31418ERB8 2053-04-01 6.5 N/A 19000.00 9843.15 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3619 N/A 3140X7AV1 2050-01-01 4.5 N/A 95000.00 11182.92 Agency Mortgage-Backed Securities FNMS 06.000 CLDG5866 N/A 3140U9QU5 2056-03-01 6 N/A 14142690.00 14440874.81 Agency Mortgage-Backed Securities GNII SF MA7367 M N/A 36179WFG8 2051-05-20 2.5 N/A 7000.00 3358.28 Agency Mortgage-Backed Securities FNMS 02.000 CLFA4192 N/A 3140W4US4 2052-06-01 2 N/A 79000.00 60344.48 Agency Mortgage-Backed Securities FNMS 03.500 CLFA0442 N/A 3140W0P41 2054-11-01 3.5 N/A 49000.00 39385.72 Agency Mortgage-Backed Securities FNMS 06.000 CTFS7374 N/A 3140XPFQ7 2044-02-01 6 N/A 4075000.00 1763747.99 Agency Mortgage-Backed Securities GNII SF MA8724 M 549300M8ZYFG0OCMTT87 36179XVR4 2053-03-20 4.5 N/A 370000.00 264531.55 Agency Mortgage-Backed Securities GNRA 2025-001 IS N/A 38385CFD5 2055-01-20 2.32861 N/A 17000000.00 1114770.92 Agency Collateralized Mortgage Obligation FNMS 05.500 CL699932 N/A 31400WSV3 2033-04-01 5.5 N/A 740000.00 1829.26 Agency Mortgage-Backed Securities GNII SF MA6764 M N/A 36179VQR4 2050-07-20 2 N/A 2582.00 925.73 Agency Mortgage-Backed Securities FNMS 05.500 CL759854 N/A 31403WE37 2034-02-01 5.5 N/A 1398111.00 14625.36 Agency Mortgage-Backed Securities 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 100.00 99.51 U.S. Treasuries (including strips) GNII SF MA6604 M N/A 36179VKR0 2039-08-20 5.5 N/A 34000.00 4396.26 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4703 N/A 3140XLGM4 2053-05-01 4.5 N/A 439047.00 301629.78 Agency Mortgage-Backed Securities GNII SF 004049 M N/A 36202EQA0 2037-11-20 6 N/A 10000.00 96.02 Agency Mortgage-Backed Securities GNII SF MA5024 M 549300M8ZYFG0OCMTT87 36179TSM8 2048-02-20 6 N/A 359000.00 50925.47 Agency Mortgage-Backed Securities FNMS 02.000 CLFS6605 N/A 3140XNKT0 2052-06-01 2 N/A 136000.00 93933.94 Agency Mortgage-Backed Securities FNMS 03.000 CNMA2915 N/A 31418CGZ1 2027-02-01 3 N/A 20000.00 123.41 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7482 N/A 3140QTJ42 2053-11-01 6 N/A 1418000.00 947501.91 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1783 N/A 3140QL6V3 2051-10-01 2.5 N/A 1840000.00 1060047.61 Agency Mortgage-Backed Securities FEPC 03.000 CLZT0504 N/A 3132ACRZ5 2047-04-01 3 N/A 166160000.00 37706726.86 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5133 B1V7KEBTPIMZEU4LTD58 3140XLV39 2051-09-01 3 N/A 153000.00 108845.46 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8025 N/A 3140XB4K3 2051-07-01 2.5 N/A 100000.00 53947.83 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5070 N/A 31418ET42 2053-07-01 4.5 N/A 16000.00 12289.35 Agency Mortgage-Backed Securities GNRA 2025-071 SA N/A 38385FQ79 2055-04-20 1.52861 N/A 150000000.00 3727567.49 Agency Collateralized Mortgage Obligation FNMS 03.000 CLAR0910 N/A 3138NXAL1 2043-01-01 3 N/A 55044.00 7078.89 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3229 N/A 3140X6ST9 2047-02-01 3.5 N/A 36000.00 11819.09 Agency Mortgage-Backed Securities 4.375 FMNT 28-31 97 N/A 3134HCV97 2031-05-19 4.375 N/A 5000.00 5004.48 Agency Debentures and Agency Strips FNMS 05.500 CL254829 N/A 31371LA66 2033-08-01 5.5 N/A 3700000.00 23773.23 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3628 N/A 3140XKA67 2052-11-01 5.5 N/A 65000.00 35418.89 Agency Mortgage-Backed Securities GNII SF MA4383 M 549300M8ZYFG0OCMTT87 36179S2Q9 2047-04-20 4 N/A 100000.00 8070.78 Agency Mortgage-Backed Securities FNMS 03.000 CLAT2720 N/A 3138WQAW2 2043-05-01 3 N/A 837500.00 123300.57 Agency Mortgage-Backed Securities FNMS 05.000 CLBM4493 N/A 3140J87F4 2047-07-01 5 N/A 170000.00 36596.58 Agency Mortgage-Backed Securities FNMS 04.000 CIBM1382 N/A 3140J5RC5 2031-03-01 4 N/A 21000.00 17.87 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5997 B1V7KEBTPIMZEU4LTD58 31418FUX3 2056-03-01 5 N/A 14292000.00 13566678.03 Agency Mortgage-Backed Securities 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 N/A 200.00 200.95 U.S. Treasuries (including strips) FNMS 05.000 CLBM5235 N/A 3140J9Y96 2048-09-01 5 N/A 464000.00 38271.01 Agency Mortgage-Backed Securities 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 N/A 100.00 98.72 U.S. Treasuries (including strips) FNMS 04.500 CLCB4552 N/A 3140QQBW4 2052-09-01 4.5 N/A 6500.00 4419.90 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2461 N/A 3140XHWX1 2051-12-01 3 N/A 1174000.00 704733.75 Agency Mortgage-Backed Securities FNMS 02.000 CIBT0101 N/A 3140LNDF1 2036-05-01 2 N/A 18000.00 6682.78 Agency Mortgage-Backed Securities FNMS 04.000 CIAL7970 N/A 3138EQ2C5 2029-04-01 4 N/A 23000.00 13.41 Agency Mortgage-Backed Securities FNMS 03.500 CIMA1658 N/A 31418AZY7 2028-10-01 3.5 N/A 6000.00 162.37 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5605 N/A 31418FGP6 2055-01-01 3.5 N/A 94000.00 79232.00 Agency Mortgage-Backed Securities GNII JM MA5753 M 549300M8ZYFG0OCMTT87 36179UMA7 2049-02-20 4 N/A 1420682.00 43250.28 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7556 N/A 3140XBME7 2051-05-01 3.5 N/A 61000.00 20709.72 Agency Mortgage-Backed Securities FNMS 06.000 CL904017 N/A 31411CK67 2037-02-01 6 N/A 2220000.00 18757.14 Agency Mortgage-Backed Securities FNMS 05.500 CLBM4422 N/A 3140J84G5 2048-08-01 5.5 N/A 166000.00 15164.46 Agency Mortgage-Backed Securities FNMS 06.500 CL596462 N/A 31387WTT4 2031-08-01 6.5 N/A 8096506.00 2020.33 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3228 N/A 3140X6SS1 2047-09-01 3.5 N/A 492000.00 167191.27 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5951 N/A 31418FTH0 2041-01-01 5 N/A 3000.00 2709.16 Agency Mortgage-Backed Securities FNMS 04.000 CLAS7601 N/A 3138WHNT5 2046-07-01 4 N/A 8000.00 932.11 Agency Mortgage-Backed Securities GNII JM MA0843 M N/A 36179M5C0 2043-03-20 2.5 N/A 1100000.00 89509.70 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4577 N/A 31418ECP3 2052-04-01 2 N/A 1713000.00 1073161.70 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3247 N/A 3140X6TD3 2045-10-01 4.5 N/A 104000.00 30472.77 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3159 N/A 3140XJQM8 2052-10-01 4.5 N/A 69000.00 48809.03 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4623 N/A 31418ED56 2052-06-01 2.5 N/A 16000.00 10361.07 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0045 N/A 3140QKBP2 2051-04-01 3 N/A 1687000.00 827131.28 Agency Mortgage-Backed Securities FNMS 05.000 CLFM0036 N/A 3140X3BE7 2049-08-01 5 N/A 18000.00 3628.26 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5860 N/A 31418FQN0 2040-10-01 5 N/A 20000.00 16048.37 Agency Mortgage-Backed Securities FNMS 05.500 CLAL7579 N/A 3138EQM58 2042-02-01 5.5 N/A 32000.00 3115.50 Agency Mortgage-Backed Securities FNMS 06.000 CLDC7730 N/A 3140AVSU6 2054-12-01 6 N/A 5000.00 4132.24 Agency Mortgage-Backed Securities GNII SF MA4900 M 549300M8ZYFG0OCMTT87 36179TNR2 2047-12-20 3.5 N/A 320000.00 35921.79 Agency Mortgage-Backed Securities FNMS 03.000 CLBV0919 N/A 3140MEAV8 2052-05-01 3 N/A 75000.00 49679.51 Agency Mortgage-Backed Securities FNMS 02.500 CLFS8677 N/A 3140XQUB1 2052-04-01 2.5 N/A 5444000.00 3871807.44 Agency Mortgage-Backed Securities FNMS 04.000 CTAL4778 N/A 3138EMJY8 2032-10-01 4 N/A 214998.00 8633.50 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8415 N/A 3138WJK56 2046-11-01 3 N/A 1200000.00 164406.21 Agency Mortgage-Backed Securities FNMS 04.000 CLFA1666 N/A 3140W1Z89 2053-06-01 4 N/A 5199133.00 4269731.70 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4480 N/A 3140XK6S4 2050-03-01 4.5 N/A 300000.00 198410.12 Agency Mortgage-Backed Securities FNMS 02.000 CLFS2386 N/A 3140XHUL9 2051-08-01 2 N/A 125000.00 67638.27 Agency Mortgage-Backed Securities FNMS 02.500 CLAR6322 N/A 3138W4AY7 2043-02-01 2.5 N/A 176000.00 30350.89 Agency Mortgage-Backed Securities FNMS 05.500 CLAC6680 N/A 31417TM62 2039-12-01 5.5 N/A 1523242.00 90054.87 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4026 N/A 31418DPL0 2050-05-01 4 N/A 27000.00 4819.58 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9610 N/A 3140QVVC5 2054-12-01 5 N/A 47000.00 42831.47 Agency Mortgage-Backed Securities FNMS 05.500 CL555531 N/A 31385XEC7 2033-06-01 5.5 N/A 9123336.00 32692.05 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5619 N/A 3140W6G55 2054-02-01 5 N/A 8742346.00 8488552.23 Agency Mortgage-Backed Securities FNMS 03.000 CLAL9371 N/A 3138ERMV9 2046-10-01 3 N/A 8000.00 1894.39 Agency Mortgage-Backed Securities FNMS 05.500 CL948287 N/A 31413K6Y2 2037-07-01 5.5 N/A 397645.00 2541.21 Agency Mortgage-Backed Securities FNMS 05.000 CLDC7000 N/A 3140AUX65 2054-12-01 5 N/A 8000.00 6712.60 Agency Mortgage-Backed Securities FNMS 03.000 CIAK3906 N/A 3138E8KU5 2027-03-01 3 N/A 299000.00 1377.37 Agency Mortgage-Backed Securities FNMS 03.500 CRAL3534 N/A 3138EK4U6 2042-12-01 3.5 N/A 1016.00 127.43 Agency Mortgage-Backed Securities 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 440400.00 430770.98 U.S. Treasuries (including strips) GNII SF MA9906 M N/A 36180AAF0 2054-09-20 5.5 N/A 15000.00 10163.64 Agency Mortgage-Backed Securities FNMS 04.500 CLFM9141 N/A 3140XDEP7 2049-06-01 4.5 N/A 9000.00 4398.43 Agency Mortgage-Backed Securities 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 300.00 297.22 U.S. Treasuries (including strips) FNMS 04.500 CIMA4849 N/A 31418EL73 2037-11-01 4.5 N/A 43000.00 22014.14 Agency Mortgage-Backed Securities GNII SF MA9304 M 549300M8ZYFG0OCMTT87 36179YKR4 2053-11-20 5 N/A 1432000.00 1163464.78 Agency Mortgage-Backed Securities 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 2300.00 2200.31 U.S. Treasuries (including strips) FNMS 05.500 CLAE0392 N/A 31419ANJ2 2039-12-01 5.5 N/A 536000.00 6006.87 Agency Mortgage-Backed Securities FNMS 07.000 CLMA5738 N/A 31418FLU9 2055-06-01 7 N/A 1000.00 584.79 Agency Mortgage-Backed Securities GNII JM MA5127 M N/A 36179TVU6 2048-04-20 4 N/A 558760.00 15643.25 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7982 N/A 3140QT2Q1 2054-02-01 5.5 N/A 213677.00 168284.37 Agency Mortgage-Backed Securities FNMS 02.000 CLBT9029 N/A 3140LYA78 2051-08-01 2 N/A 34000.00 19534.07 Agency Mortgage-Backed Securities FNMS 05.500 CLDE5032 N/A 3140BHSW2 2055-09-01 5.5 N/A 1805972.00 1639772.54 Agency Mortgage-Backed Securities FNMS 02.500 CIAQ7382 N/A 3138MPFY6 2028-05-01 2.5 N/A 2011650.00 54041.86 Agency Mortgage-Backed Securities FNMS 05.000 CL735676 N/A 31402RJV2 2035-07-01 5 N/A 57000.00 472.61 Agency Mortgage-Backed Securities FNMS 04.000 CIAL2088 N/A 3138EJKA5 2026-09-01 4 N/A 72000.00 0.13 Agency Mortgage-Backed Securities FNMS 05.000 CLDH1888 N/A 3140UHC24 2056-04-01 5 N/A 2078837.00 2021961.90 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4118 N/A 31418DSG8 2050-08-01 4.5 N/A 31000.00 4481.82 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4128 N/A 3140QPSS7 2052-07-01 4.5 N/A 725000.00 470711.10 Agency Mortgage-Backed Securities GNII SF 698489 C N/A 36296Q7A1 2036-01-20 6 N/A 33000.00 1355.90 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5300 N/A 31418E3J7 2039-03-01 5.5 N/A 607000.00 277960.10 Agency Mortgage-Backed Securities GNII SF MA0697 M N/A 36179MX21 2043-01-20 2.5 N/A 800000.00 92244.15 Agency Mortgage-Backed Securities FNMS 04.000 CIAL6841 N/A 3138EPS70 2029-02-01 4 N/A 427250.00 134.92 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6380 N/A 3140XNCS1 2052-02-01 2.5 N/A 13000.00 9069.28 Agency Mortgage-Backed Securities FNMS 05.500 CL888657 N/A 31410GJA2 2035-02-01 5.5 N/A 270000.00 5848.77 Agency Mortgage-Backed Securities GNRA 2025-062 SD N/A 38385FPB1 2055-04-20 0.92861 N/A 10000000.00 152541.29 Agency Collateralized Mortgage Obligation FNMS 04.000 CIAL7387 N/A 3138EQF56 2029-07-01 4 N/A 32233.00 11.13 Agency Mortgage-Backed Securities FNMS 02.500 CIAB5356 N/A 31417B5S2 2027-06-01 2.5 N/A 800000.00 6485.75 Agency Mortgage-Backed Securities GNII SF MA7470 M N/A 36179WJP4 2051-07-20 1.5 N/A 43923.00 24053.69 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4849 N/A 3140XLL71 2042-01-01 6 N/A 15000.00 9451.17 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0879 N/A 3140XF6R7 2052-03-01 2.5 N/A 303000.00 182995.79 Agency Mortgage-Backed Securities FNMS 02.000 CLFM9928 N/A 3140XEA61 2051-12-01 2 N/A 125000.00 72898.59 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4465 N/A 31418D6B3 2051-11-01 2 N/A 328000.00 193794.93 Agency Mortgage-Backed Securities FNMS 05.500 CLAA0920 N/A 31416JAW1 2037-08-01 5.5 N/A 690000.00 16585.49 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3058 N/A 31418CMG6 2047-07-01 4 N/A 739000.00 65566.95 Agency Mortgage-Backed Securities GNII SF MA9605 M N/A 36179YU69 2054-04-20 5.5 N/A 40000000.00 27116618.64 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1225 N/A 3140N5LF9 2052-10-01 5.5 N/A 210000.00 134035.90 Agency Mortgage-Backed Securities GNRA 2024-001 QS N/A 38384H3Z9 2054-01-20 2.17861 N/A 90448538.00 1717339.43 Agency Collateralized Mortgage Obligation FNMS 05.500 CIMA5618 N/A 31418FG43 2040-02-01 5.5 N/A 3000.00 1737.34 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5037 N/A 31418ES35 2053-06-01 4.5 N/A 225000.00 172689.24 Agency Mortgage-Backed Securities FNMS 05.000 CL735580 N/A 31402RFV6 2035-06-01 5 N/A 183500.00 1473.32 Agency Mortgage-Backed Securities FNMS 04.500 CLBV6491 N/A 3140MLF96 2055-12-01 4.5 N/A 12361623.00 10365287.70 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1274 N/A 3140QLMY9 2051-08-01 2.5 N/A 335000.00 187902.67 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6426 N/A 3140XND84 2052-03-01 2.5 N/A 36000.00 23693.02 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4000 N/A 3140XKNS5 2041-07-01 6 N/A 100000.00 60112.07 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5266 N/A 31418EZ86 2039-02-01 5 N/A 56000.00 27979.70 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0730 N/A 3140Y6Y46 2055-07-01 6 N/A 700790.00 657135.35 Agency Mortgage-Backed Securities FNMS 03.000 CLFM3689 N/A 3140X7C31 2050-06-01 3 N/A 465000.00 170806.30 Agency Mortgage-Backed Securities GNII SF MA5401 M 549300M8ZYFG0OCMTT87 36179UAA0 2048-08-20 5.5 N/A 128000.00 9758.86 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4940 N/A 31418EP20 2053-03-01 5 N/A 620000.00 444113.69 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8576 N/A 3140XCQ68 2050-02-01 3 N/A 3240000.00 1490828.44 Agency Mortgage-Backed Securities FNMS 03.000 CLFA5175 N/A 3140W5XD1 2052-03-01 3 N/A 10506599.00 8805940.33 Agency Mortgage-Backed Securities GNII SF 003831 M 549300M8ZYFG0OCMTT87 36202EHG7 2036-03-20 6 N/A 43296.00 487.42 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4600 N/A 31418EDE7 2052-05-01 3.5 N/A 55000.00 35821.19 Agency Mortgage-Backed Securities FNMS 05.500 CL909106 N/A 31411JAF3 2037-10-01 5.5 N/A 419027.00 33557.83 Agency Mortgage-Backed Securities GNRA 2025-033 LS N/A 38385CB56 2055-02-20 2.97861 N/A 35514133.00 2334181.51 Agency Collateralized Mortgage Obligation GNII SF MA8046 M 549300M8ZYFG0OCMTT87 36179W5F1 2052-05-20 4.5 N/A 746000.00 490623.59 Agency Mortgage-Backed Securities GNII JM 004310 M N/A 36202EYF0 2038-12-20 6 N/A 35000.00 60.44 Agency Mortgage-Backed Securities FEPC 05.000 CLSL6200 N/A 31427T3J3 2056-07-01 5 N/A 62954145.00 61936659.12 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5394 N/A 3140XL7G7 2053-07-01 6.5 N/A 5750000.00 3640858.51 Agency Mortgage-Backed Securities 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 N/A 100.00 99.86 U.S. Treasuries (including strips) FNMS 03.000 CLAB7931 N/A 31417EY54 2043-02-01 3 N/A 16000.00 2812.27 Agency Mortgage-Backed Securities FNMS 02.500 CLFS4336 N/A 3140XKZA1 2052-05-01 2.5 N/A 1075000.00 702500.15 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6668 N/A 3140XNMS0 2053-12-01 5.5 N/A 55000.00 43796.40 Agency Mortgage-Backed Securities GNII SF DS2544 C N/A 3618VNZH7 2056-06-20 5.5 N/A 10102608.00 10209295.61 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4563 N/A 3140QQB95 2052-09-01 5 N/A 2925000.00 2111168.53 Agency Mortgage-Backed Securities FNMS 05.000 CLBM4434 N/A 3140J84U4 2048-06-01 5 N/A 493179.00 75477.05 Agency Mortgage-Backed Securities FNMS 03.000 CLAU3735 N/A 3138X3EH1 2043-08-01 3 N/A 347500.00 52804.32 Agency Mortgage-Backed Securities FNMS 02.500 CLFS7757 N/A 3140XPTP4 2052-02-01 2.5 N/A 1200000.00 842155.39 Agency Mortgage-Backed Securities FNMS 05.500 CL985661 N/A 31415P5W4 2038-06-01 5.5 N/A 517000.00 10686.19 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5424 N/A 31418FA23 2039-07-01 5 N/A 51000.00 28330.81 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3698 N/A 3140XKDC1 2052-11-01 5.5 N/A 122932.00 79912.52 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9383 N/A 3140XRM93 2047-07-01 5 N/A 3416737.00 2875737.88 Agency Mortgage-Backed Securities FNMS 02.500 CIFM2574 N/A 3140X52G7 2035-02-01 2.5 N/A 645000.00 87638.34 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1501 N/A 3140XGU31 2051-08-01 4 N/A 2000.00 1106.04 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7573 N/A 3140QTMX4 2053-11-01 6 N/A 1297312.00 1085274.25 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2575 N/A 3140Q92H5 2048-11-01 4.5 N/A 208000.00 15152.57 Agency Mortgage-Backed Securities FNMS 05.500 CL848491 N/A 31408DUQ5 2035-12-01 5.5 N/A 1714018.00 12005.02 Agency Mortgage-Backed Securities FNMS 04.500 CIAL9746 N/A 3138ERZL7 2027-01-01 4.5 N/A 49000.00 0.01 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7848 N/A 3140XPWJ4 2052-06-01 3 N/A 246000.00 168826.53 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5050 N/A 3140XLTG3 2052-06-01 3 N/A 13000.00 9031.31 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4891 N/A 3140QQNH4 2052-10-01 4.5 N/A 15000.00 12060.89 Agency Mortgage-Backed Securities FNMS 04.500 CLFM7311 N/A 3140XBDR8 2049-03-01 4.5 N/A 510391.00 157315.82 Agency Mortgage-Backed Securities GNII SF MA9302 M 549300M8ZYFG0OCMTT87 36179YKP8 2053-11-20 4 N/A 100000.00 75950.49 Agency Mortgage-Backed Securities FNMS 04.500 CLAB1466 B1V7KEBTPIMZEU4LTD58 31416WTY8 2040-09-01 4.5 N/A 722000.00 35404.52 Agency Mortgage-Backed Securities 4 3/8 NOTE C 36 N/A 91282CQQ7 2036-05-15 4.375 N/A 100.00 98.66 U.S. Treasuries (including strips) FNMS 05.500 CLAL0212 N/A 3138EGGW8 2038-02-01 5.5 N/A 1827539.00 41810.88 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3936 N/A 31418DLS9 2050-02-01 2.5 N/A 409000.00 84555.76 Agency Mortgage-Backed Securities GNRA 2025-120 CS N/A 38381N4C9 2053-10-20 2.52861 N/A 22069312.00 843552.36 Agency Collateralized Mortgage Obligation FNMS 05.500 CLCB9794 N/A 3140QV3C6 2055-01-01 5.5 N/A 645000.00 565914.97 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3575 N/A 3140XJ6M0 2052-09-01 4.5 N/A 6100.00 4198.17 Agency Mortgage-Backed Securities FNMS 03.500 CIFS1845 N/A 3140XHBP1 2029-12-01 3.5 N/A 1000000.00 222959.29 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7890 N/A 3140XPXU8 2047-07-01 5 N/A 17000.00 12695.52 Agency Mortgage-Backed Securities GNRA 2026-046 SL N/A 38385PFM6 2056-03-20 0.48861 N/A 1113000000.00 9249666.29 Agency Collateralized Mortgage Obligation FNMS 03.500 CLMA5262 N/A 31418EZ45 2053-12-01 3.5 N/A 1000.00 802.18 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5696 N/A 3138WFKJ4 2045-08-01 3.5 N/A 75000.00 6046.81 Agency Mortgage-Backed Securities FNMS 02.500 CLBU5913 N/A 3140M7SB8 2051-12-01 2.5 N/A 8285346.00 4067862.45 Agency Mortgage-Backed Securities FNMS 04.500 CLFM2899 N/A 3140X6GH8 2046-11-04 4.5 N/A 179000.00 50917.75 Agency Mortgage-Backed Securities FNMS 05.500 CTFS3857 N/A 3140XKJB7 2043-03-01 5.5 N/A 1000000.00 499793.88 Agency Mortgage-Backed Securities FNMS 04.500 CLFM1263 N/A 3140X4MM5 2049-07-01 4.5 N/A 600000.00 83176.80 Agency Mortgage-Backed Securities FNMS 03.000 CLAL9031 N/A 3138ERA91 2046-08-01 3 N/A 5955.00 1215.29 Agency Mortgage-Backed Securities FNMS 02.500 CLBU1062 N/A 3140M2FC1 2051-10-01 2.5 N/A 1013283.00 591673.98 Agency Mortgage-Backed Securities GNII SF MA5820 M 549300M8ZYFG0OCMTT87 36179UPD8 2049-03-20 5.5 N/A 423000.00 31036.01 Agency Mortgage-Backed Securities GNII SF MA9360 M N/A 36179YMH4 2053-09-20 4.5 N/A 350000.00 296277.37 Agency Mortgage-Backed Securities FNMS 02.000 CIBM3054 N/A 3140J7MC6 2031-11-01 2 N/A 408000.00 53102.96 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5319 N/A 31418E4D9 2039-03-01 4.5 N/A 32000.00 19285.26 Agency Mortgage-Backed Securities FNMS 04.000 CIAL4398 N/A 3138EL3G6 2026-08-25 4 N/A 27368.00 4.15 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5216 N/A 31418EYN4 2053-12-01 6 N/A 22000.00 11480.75 Agency Mortgage-Backed Securities FNMS 03.000 CLCA5508 N/A 3140QDDN1 2050-04-01 3 N/A 44000.00 9720.16 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2178 N/A 3140X5M42 2050-01-01 3.5 N/A 30000.00 6716.33 Agency Mortgage-Backed Securities GNII SF MA8487 M N/A 36179XNC6 2052-11-20 3.5 N/A 232386.00 158036.54 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6659 N/A 3142GXMH7 2056-05-01 5 N/A 62546700.00 60338147.62 Agency Mortgage-Backed Securities FNMS 03.000 CLAR0530 N/A 3138NWSU4 2042-12-01 3 N/A 92628.00 16315.97 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6899 N/A 3140QSUZ2 2053-08-01 5 N/A 676000.00 522167.39 Agency Mortgage-Backed Securities GNII SF MA5077 M 549300M8ZYFG0OCMTT87 36179TUA1 2048-03-20 3.5 N/A 483000.00 51709.01 Agency Mortgage-Backed Securities FEPC 05.000 CLTA6217 N/A 3142JU4B3 2056-02-01 5 N/A 1024.00 992.48 Agency Mortgage-Backed Securities FNMS 02.500 CLBR8296 N/A 3140L7GE6 2051-05-01 2.5 N/A 12000.00 6187.17 Agency Mortgage-Backed Securities GNRA 2024-125 HS N/A 38384VPD3 2054-08-20 2.37861 N/A 62421422.00 3474300.38 Agency Collateralized Mortgage Obligation FNMS 04.500 CLMA5943 N/A 31418FS99 2056-01-01 4.5 N/A 29895455.00 27641754.88 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4004 N/A 31418DNW8 2050-03-01 5 N/A 500000.00 58649.12 Agency Mortgage-Backed Securities FNMS 03.000 CLAS2238 N/A 3138WBPY5 2044-03-01 3 N/A 92431.00 31371.30 Agency Mortgage-Backed Securities FNMS 03.000 CLAR0015 N/A 3138NWAR0 2043-02-01 3 N/A 171715.00 36920.69 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6110 N/A 3140QRYG2 2053-04-01 6.5 N/A 100000.00 51246.70 Agency Mortgage-Backed Securities FNMS 06.500 CLAL0886 N/A 3138EG6Y5 2038-10-01 6.5 N/A 294480.00 9927.12 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3495 N/A 31418C3D4 2048-10-01 4 N/A 1625000.00 109453.10 Agency Mortgage-Backed Securities FNMS 02.500 CIAB7143 N/A 31417D5D1 2027-12-01 2.5 N/A 40000.00 735.84 Agency Mortgage-Backed Securities FNMS 05.000 CLAD0761 N/A 31418MZ39 2040-02-01 5 N/A 1246000.00 76590.30 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5452 N/A 3140XMBW5 2052-06-01 3.5 N/A 207000.00 142557.32 Agency Mortgage-Backed Securities FNMS 03.000 CIBM3539 N/A 3140J74Z5 2030-10-01 3 N/A 300000.00 12471.49 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3044 N/A 3140QNL26 2052-03-01 2.5 N/A 260000.00 154523.78 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3941 N/A 3140XKLX6 2053-02-01 5 N/A 1600000.00 1111668.64 Agency Mortgage-Backed Securities 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 15000900.00 15037054.61 U.S. Treasuries (including strips) FNMS 04.000 CLAE4592 N/A 31419FC61 2040-09-01 4 N/A 300000.00 19298.13 Agency Mortgage-Backed Securities FNMS 05.500 CLAD3336 N/A 31418QV67 2040-04-01 5.5 N/A 484238.00 23079.37 Agency Mortgage-Backed Securities FNMS 04.500 CLAL8383 N/A 3138ETJ56 2045-10-01 4.5 N/A 500000.00 59060.27 Agency Mortgage-Backed Securities 4 1/8 NOTE AA 31 N/A 91282CQX2 2031-06-30 4.125 N/A 100.00 99.25 U.S. Treasuries (including strips) FNMS 05.000 CL745275 N/A 31403C6L0 2036-02-01 5 N/A 138000.00 1151.89 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6839 N/A 3142GXS57 2056-06-01 5.5 N/A 1024.00 1028.20 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4839 N/A 3140QQLV5 2052-10-01 5.5 N/A 90000.00 57624.75 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4600 N/A 3140J9DE8 2042-08-01 4.5 N/A 21000.00 4716.61 Agency Mortgage-Backed Securities FNMS 05.000 CL899079 N/A 31410V2L3 2037-03-01 5 N/A 14298.00 116.66 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ9256 N/A 3140HBJA7 2048-06-01 4 N/A 1245000.00 101197.77 Agency Mortgage-Backed Securities FNMS 05.500 CLAL0904 N/A 3138EHAE2 2038-01-01 5.5 N/A 7800000.00 265609.48 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4928 N/A 3140XLPN2 2050-06-01 3.5 N/A 63000.00 43950.25 Agency Mortgage-Backed Securities FNMS 04.000 CIAL7359 N/A 3138EQE99 2029-05-01 4 N/A 9915000.00 6590.65 Agency Mortgage-Backed Securities GNII SF MA6864 M N/A 36179VTV2 2050-09-20 2 N/A 2575000.00 1071971.00 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4573 N/A 3140QQCK9 2052-09-01 5 N/A 500000.00 361132.44 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5651 N/A 31418FH59 2040-03-01 5 N/A 12000.00 7537.60 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1018 N/A 3140Y7DY1 2055-09-01 5.5 N/A 400000.00 336602.12 Agency Mortgage-Backed Securities FNMS 05.500 CL780213 N/A 31404VYJ1 2034-05-01 5.5 N/A 595000.00 3930.86 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6517 N/A 3140XNG32 2052-04-01 2.5 N/A 169000.00 111414.85 Agency Mortgage-Backed Securities FNMS 03.000 CLFM2226 N/A 3140X5PL1 2046-09-01 3 N/A 39000.00 13674.80 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3043 N/A 3140XJLZ4 2052-10-01 4.5 N/A 362800.00 248645.50 Agency Mortgage-Backed Securities FNMS 05.500 CLDE6123 N/A 3140BJYV3 2055-08-01 5.5 N/A 4658363.00 4601484.65 Agency Mortgage-Backed Securities FNMS 03.000 CLAB8719 N/A 31417FVM7 2043-03-01 3 N/A 580000.00 57551.87 Agency Mortgage-Backed Securities FNMS 05.500 CLAJ2033 N/A 3138ATHK9 2041-10-01 5.5 N/A 1015201.00 32303.04 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4807 N/A 31418EKV1 2052-11-01 5.5 N/A 6184415.00 4238823.07 Agency Mortgage-Backed Securities FNMS 04.000 CIAL5083 N/A 3138EMUH2 2029-02-01 4 N/A 1117000.00 1281.79 Agency Mortgage-Backed Securities GNII SF MA3177 M N/A 36179RQ69 2045-10-20 5.5 N/A 16000.00 1096.20 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5534 N/A 3140QREG4 2053-01-01 4.5 N/A 20000.00 15121.94 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8868 N/A 3140XQ2A4 2053-02-01 5 N/A 12700000.00 10313978.64 Agency Mortgage-Backed Securities FNMS 04.000 CLAK2411 N/A 3138E6VD5 2042-02-01 4 N/A 200000.00 21029.76 Agency Mortgage-Backed Securities GNII SF MB0258 M N/A 3618N5JC4 2055-03-20 5 N/A 179460.00 154792.34 Agency Mortgage-Backed Securities GNII SF MA8946 M N/A 36179X5F9 2053-06-20 4.5 N/A 5967446.00 4537819.93 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7746 N/A 3140QTTC3 2053-12-01 6.5 N/A 57600.00 36403.32 Agency Mortgage-Backed Securities FNMS 04.500 CIFM4674 N/A 3140X8FQ5 2028-10-01 4.5 N/A 10000.00 9.27 Agency Mortgage-Backed Securities FNMS 04.000 CIFM2741 N/A 3140X6BK6 2034-02-01 4 N/A 4804000.00 491377.87 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4238 N/A 31418DV82 2051-01-01 2.5 N/A 1161737.00 505265.92 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2496 N/A 3140XHX28 2052-08-01 4.5 N/A 89000.00 64325.47 Agency Mortgage-Backed Securities FNMS 03.000 CLBC4745 N/A 3140F0HX5 2046-10-01 3 N/A 5000.00 1293.13 Agency Mortgage-Backed Securities GNRA 2019-70 ST N/A 38381V2L3 2049-06-20 2.31591 N/A 67575036.00 1386954.35 Agency Collateralized Mortgage Obligation GNII SF MA8802 M 549300M8ZYFG0OCMTT87 36179XX76 2053-04-20 6 N/A 285000.00 132933.53 Agency Mortgage-Backed Securities 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 N/A 100.00 66.60 U.S. Treasuries (including strips) FNMS 03.000 CIAL2605 N/A 3138EJ3P1 2027-06-01 3 N/A 820000.00 3643.85 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5233 N/A 31418EY79 2053-12-01 4.5 N/A 150000.00 122318.25 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0383 N/A 3140QKM96 2051-05-01 2.5 N/A 71000.00 37957.44 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5551 N/A 3140XMEZ5 2047-07-01 5 N/A 56000.00 38053.87 Agency Mortgage-Backed Securities 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 731900.00 632923.73 U.S. Treasuries (including strips) FNMS 04.500 CTFM1043 N/A 3140X4ER3 2039-06-01 4.5 N/A 70000.00 10510.02 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0308 N/A 3140W0KW4 2055-01-01 5 N/A 155000.00 131047.06 Agency Mortgage-Backed Securities FNMS 03.000 CIFS1861 N/A 3140XHB71 2037-05-01 3 N/A 14000.00 7210.53 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2995 N/A 31418CKH6 2047-05-01 4 N/A 9000.00 797.76 Agency Mortgage-Backed Securities FNMS 05.000 CLFS1446 N/A 3140XGTC3 2051-01-01 5 N/A 176000.00 89962.49 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3409 N/A 31418CYF5 2033-07-01 3 N/A 37000.00 3466.39 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4386 N/A 3140QP2U0 2052-08-01 4.5 N/A 200000.00 136566.19 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5093 N/A 31418EUT5 2038-07-01 5 N/A 148000.00 73961.63 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4654 B1V7KEBTPIMZEU4LTD58 31418EE48 2052-07-01 3.5 N/A 91000.00 62570.52 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1366 N/A 31418AQU5 2033-03-01 3 N/A 1012000.00 91763.38 Agency Mortgage-Backed Securities GNII JM MA6530 M 549300M8ZYFG0OCMTT87 36179VHF0 2050-03-20 2.5 N/A 3319053.00 262754.13 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3964 N/A 31418DMN9 2050-03-01 2.5 N/A 1000000.00 194258.12 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5166 N/A 31418EW48 2053-10-01 6 N/A 5887793.00 3276367.25 Agency Mortgage-Backed Securities FNMS 05.500 CL725424 N/A 31402C4H2 2034-04-01 5.5 N/A 1125000.00 5977.54 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1553 N/A 3140QLWP7 2051-09-01 2.5 N/A 5503000.00 3107770.02 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4097 N/A 31418DRT1 2050-08-01 3 N/A 109000.00 29239.88 Agency Mortgage-Backed Securities FNMS 02.500 CIAL4636 N/A 3138EMEJ6 2028-03-01 2.5 N/A 1000000.00 16349.68 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0846 N/A 3140FX5G3 2064-09-01 4 N/A 1000.00 814.78 Agency Mortgage-Backed Securities GNII SF MA7425 M N/A 36179WHA9 2051-06-20 6 N/A 45000.00 17075.18 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8006 N/A 3140QT3Q0 2054-02-01 6 N/A 8168913.00 7096878.91 Agency Mortgage-Backed Securities FNMS 05.000 CLAS4178 N/A 3138WDUC3 2044-12-01 5 N/A 1031826.00 45414.10 Agency Mortgage-Backed Securities FNMS 02.500 CIAS5412 N/A 3138WFAN6 2030-07-01 2.5 N/A 510000.00 36401.69 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2670 N/A 31418B6G6 2046-07-01 3 N/A 3133658.00 430243.96 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7702 B1V7KEBTPIMZEU4LTD58 3140NCRY7 2053-02-01 6.5 N/A 400000.00 184869.57 Agency Mortgage-Backed Securities FNMS 04.000 CLAT9839 N/A 3138WX4Z7 2043-06-01 4 N/A 100000.00 18836.60 Agency Mortgage-Backed Securities GNRA 2013-090 KS N/A 38378TYE4 2043-06-16 2.33036 N/A 26500000.00 207037.95 Agency Collateralized Mortgage Obligation FNMS 02.500 CLFM8440 N/A 3140XCLW6 2051-08-01 2.5 N/A 75000.00 41467.90 Agency Mortgage-Backed Securities GNII SF MA6411 M 549300M8ZYFG0OCMTT87 36179VDQ0 2049-12-20 4 N/A 8987.00 1111.22 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5678 N/A 3140XMJY3 2052-12-01 5.5 N/A 523000.00 359756.83 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2310 N/A 3140XHR82 2048-09-01 5 N/A 2055000.00 1166780.37 Agency Mortgage-Backed Securities GNII SF MA7143 M N/A 36179V5C0 2051-01-20 6 N/A 10000.00 2295.80 Agency Mortgage-Backed Securities FNMS 05.000 CLAL6672 N/A 3138EPMW1 2042-05-01 5 N/A 500000.00 39566.06 Agency Mortgage-Backed Securities FNMS 03.000 CIFM4726 N/A 3140X8HC4 2034-11-01 3 N/A 127000.00 22415.88 Agency Mortgage-Backed Securities FNMS 02.500 CIAL4860 N/A 3138EMMJ7 2028-04-01 2.5 N/A 1500000.00 18300.58 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3690 N/A 3140XKC40 2053-01-01 6 N/A 530000.00 311531.70 Agency Mortgage-Backed Securities 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 100.00 100.93 U.S. Treasuries (including strips) FNMS 02.500 CLFA5161 N/A 3140W5WX8 2052-04-01 2.5 N/A 5790796.00 4667667.91 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2982 N/A 3140XJJ46 2052-09-01 5 N/A 3000000.00 2394528.31 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1058 N/A 31418AE87 2032-05-01 3 N/A 7255000.00 429456.61 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5508 N/A 3140JADN5 2049-02-01 5 N/A 811641.00 162592.96 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5294 N/A 31418E3C2 2054-03-01 5 N/A 6116500.00 4869007.54 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0666 N/A 3140Y6W48 2055-07-01 6 N/A 1621000.00 1436085.85 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6032 N/A 3140QDV27 2050-06-01 2.5 N/A 52000.00 22003.30 Agency Mortgage-Backed Securities GNII SF MA8726 M 549300M8ZYFG0OCMTT87 36179XVT0 2053-03-20 5.5 N/A 200000.00 118217.84 Agency Mortgage-Backed Securities FNMS 03.000 CIBM4153 N/A 3140J8TK9 2033-06-01 3 N/A 204000.00 30981.43 Agency Mortgage-Backed Securities FNMS 05.000 CLBN9410 N/A 3140JSN47 2049-05-01 5 N/A 1022059.00 160890.80 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3502 N/A 3142GT3L8 2055-02-01 5.5 N/A 1068.00 888.57 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5027 N/A 31418ESR2 2053-05-01 4 N/A 188000.00 143062.40 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4264 N/A 3140X7W21 2050-09-01 2.5 N/A 2915500.00 1326371.12 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5278 N/A 3140QQ2L8 2052-11-01 5 N/A 795000.00 554575.46 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5111 B1V7KEBTPIMZEU4LTD58 31418EVD9 2038-08-01 5.5 N/A 362000.00 169450.93 Agency Mortgage-Backed Securities FNMS 04.500 CLFM1306 N/A 3140X4NY8 2048-07-01 4.5 N/A 565000.00 76400.17 Agency Mortgage-Backed Securities FNMS 05.500 CL888352 N/A 31410F5M3 2037-05-01 5.5 N/A 25272927.00 278357.42 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7065 N/A 3140XNZ72 2053-03-01 3 N/A 193000.00 137186.73 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0091 N/A 3140N4C54 2052-10-01 5 N/A 1633000.00 1225049.89 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3586 N/A 3140QN6Y3 2052-05-01 3 N/A 1489000.00 997830.49 Agency Mortgage-Backed Securities GNRA 2021-225 YI N/A 38383FZL0 2051-12-20 3 N/A 48280415.00 4419752.39 Agency Collateralized Mortgage Obligation FNMS 04.500 CLCA4182 N/A 3140QBUG1 2049-09-01 4.5 N/A 66561.00 12451.46 Agency Mortgage-Backed Securities FEPC 05.500 CLTB6531 N/A 3142K8HH3 2056-07-01 5.5 N/A 1000.00 1000.26 Agency Mortgage-Backed Securities GNII JM MA6328 M N/A 36179VA59 2049-12-20 2.5 N/A 5030000.00 422342.93 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3600 N/A 3140W4AA5 2055-11-01 5.5 N/A 1800000.00 1694287.10 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2835 N/A 3140QNEH1 2052-02-01 2 N/A 600000.00 336767.99 Agency Mortgage-Backed Securities FNMS 03.000 CLBM4222 N/A 3140J8VQ3 2044-01-01 3 N/A 33000.00 7989.41 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5629 N/A 3140JAHF8 2049-02-01 4.5 N/A 31000.00 5062.74 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8233 N/A 3140QUEF9 2054-03-01 5.5 N/A 43000.00 35773.24 Agency Mortgage-Backed Securities 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 74700.00 74577.14 U.S. Treasuries (including strips) FNMS 05.000 CLMA5189 N/A 31418EXT2 2053-11-01 5 N/A 811000.00 659995.84 Agency Mortgage-Backed Securities FNMS 03.500 CIFM3340 N/A 3140X6WA5 2035-05-01 3.5 N/A 27000.00 2600.47 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5026 N/A 31418ESQ4 2053-04-01 3.5 N/A 4000.00 2915.55 Agency Mortgage-Backed Securities GNII SF MB0621 M N/A 3618N5VP1 2055-09-20 4.5 N/A 250000.00 231979.28 Agency Mortgage-Backed Securities FNMS 03.000 CLAR8749 N/A 3138W6WK8 2043-03-01 3 N/A 160000.00 19852.18 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5148 N/A 31418EWJ5 2038-09-01 5 N/A 171000.00 92286.14 Agency Mortgage-Backed Securities FNMS 03.000 CLFA0795 N/A 3140W03D5 2050-02-01 3 N/A 425000.00 331762.93 Agency Mortgage-Backed Securities FNMS 06.500 CL888832 N/A 31410GPR8 2037-11-01 6.5 N/A 1135000.00 12204.61 Agency Mortgage-Backed Securities GNRA 2018-76 SA N/A 38380WZF9 2042-03-20 2.81591 N/A 8000000.00 153079.77 Agency Collateralized Mortgage Obligation GNII JM 004311 M N/A 36202EYG8 2038-12-20 6.5 N/A 95000.00 48.61 Agency Mortgage-Backed Securities FNMS 05.000 CLAI9856 N/A 3138AP5S3 2041-09-01 5 N/A 570000.00 14937.47 Agency Mortgage-Backed Securities FNMS 02.500 CIAK7766 N/A 3138ECTY9 2027-03-01 2.5 N/A 3500000.00 15756.51 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6089 N/A 3140XMXT8 2053-10-01 6 N/A 696000.00 386313.85 Agency Mortgage-Backed Securities FNMS 02.500 CLBV8463 N/A 3140MNMM5 2052-04-01 2.5 N/A 8611.00 5327.10 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2665 N/A 3140QM6B5 2052-01-01 3 N/A 5000.00 3176.47 Agency Mortgage-Backed Securities FNMS 05.000 CLCB7459 N/A 3140QTJD2 2053-11-01 5 N/A 99000.00 80458.24 Agency Mortgage-Backed Securities 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.5 N/A 18652500.00 18060193.51 U.S. Treasuries (including strips) FNMS 05.500 CL995072 N/A 31416BMV7 2038-08-01 5.5 N/A 1310376.00 19662.87 Agency Mortgage-Backed Securities FNMS 03.000 CLAR2943 N/A 3138W0HV4 2043-02-01 3 N/A 183629.00 27527.11 Agency Mortgage-Backed Securities FNMS 03.000 CLFA5182 N/A 3140W5XL3 2052-07-01 3 N/A 4376107.00 3689211.87 Agency Mortgage-Backed Securities 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 N/A 400.00 401.89 U.S. Treasuries (including strips) FNMS 05.000 CLAB1251 N/A 31416WL91 2040-07-01 5 N/A 42000.00 1226.43 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4140 N/A 3140X7S67 2050-09-01 2.5 N/A 1500000.00 682968.38 Agency Mortgage-Backed Securities GNII SF MA7374 M N/A 36179WFP8 2038-06-20 6 N/A 17000.00 4211.17 Agency Mortgage-Backed Securities FNMS 03.500 CIBM5830 N/A 3140JAPQ5 2034-04-01 3.5 N/A 22000.00 3333.20 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1409 N/A 3140QLR73 2051-08-01 3 N/A 3872000.00 2579575.80 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1198 N/A 3140X4KL9 2049-07-01 3 N/A 3000000.00 327811.74 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1466 N/A 3140Y7TY4 2055-11-01 6.5 N/A 518515.00 507199.23 Agency Mortgage-Backed Securities GNRA 2026-118 KS N/A 38385XCB6 2056-07-20 1.34 N/A 40218235.00 1599899.26 Agency Collateralized Mortgage Obligation FNMS 04.500 CIAL6449 N/A 3138EPEX8 2027-01-01 4.5 N/A 405000.00 2.96 Agency Mortgage-Backed Securities GNII SF MA3245 M 549300M8ZYFG0OCMTT87 36179RTA7 2045-11-20 4 N/A 1424000.00 102904.05 Agency Mortgage-Backed Securities FNMS 03.500 CIAL9552 N/A 3138ERTJ9 2031-08-01 3.5 N/A 650000.00 64443.39 Agency Mortgage-Backed Securities GNII SF MA2678 M N/A 36179Q6P1 2045-03-20 3.5 N/A 9515655.00 636639.67 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0996 N/A 3140Q8DA0 2048-01-01 3.5 N/A 240000.00 52020.80 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3897 N/A 31418DKK7 2035-01-01 3 N/A 250000.00 33316.68 Agency Mortgage-Backed Securities 04.000 FGPC G08606 G N/A 3128MJU81 2044-09-01 4 N/A 42000.00 2483.23 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ4495 N/A 3140KP7H0 2051-02-01 2 N/A 394000.00 212063.93 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5098 N/A 3140J9UY5 2048-12-01 5 N/A 1107853.00 185887.16 Agency Mortgage-Backed Securities FNMS 03.000 CLAR1624 N/A 3138NXYW1 2042-12-01 3 N/A 192691.00 18601.44 Agency Mortgage-Backed Securities FNMS 05.500 CL555424 N/A 31385XAZ0 2033-05-01 5.5 N/A 1600000.00 5318.44 Agency Mortgage-Backed Securities FNMS 04.000 CIAL7299 N/A 3138EQDD1 2027-08-01 4 N/A 34000.00 6.01 Agency Mortgage-Backed Securities FNMS 04.500 CLCA5379 N/A 3140QC6R2 2050-03-01 4.5 N/A 800000.00 234767.74 Agency Mortgage-Backed Securities FNMS 03.000 CIAW8166 N/A 3138XYCC6 2027-02-01 3 N/A 600000.00 2744.58 Agency Mortgage-Backed Securities FNMS 04.500 CLAL6819 N/A 3138EPSH8 2044-12-01 4.5 N/A 11000.00 783.64 Agency Mortgage-Backed Securities 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 100.00 96.02 U.S. Treasuries (including strips) FNMS 06.000 CLFS8995 N/A 3140XQ7H4 2054-07-01 6 N/A 894961.00 656341.61 Agency Mortgage-Backed Securities GNII SF MB0554 M N/A 3618N5TL3 2055-08-20 4.5 N/A 165000.00 152848.52 Agency Mortgage-Backed Securities FNMS 05.500 CLAE0042 N/A 31419ABL0 2040-05-01 5.5 N/A 585000.00 12784.64 Agency Mortgage-Backed Securities FNMS 04.000 CLAT6549 N/A 3138WUH30 2043-06-01 4 N/A 300000.00 39557.73 Agency Mortgage-Backed Securities FNMS 03.000 CLAL3454 N/A 3138EKZU2 2043-04-01 3 N/A 390000.00 64136.78 Agency Mortgage-Backed Securities GNRA 2023-057 SC N/A 38383XKJ2 2053-04-20 2.57861 N/A 56262306.00 3091207.35 Agency Collateralized Mortgage Obligation FNMS 02.500 CLMA4019 B1V7KEBTPIMZEU4LTD58 31418DPD8 2050-05-01 2.5 N/A 767000.00 213751.69 Agency Mortgage-Backed Securities FNMS 05.500 CL909175 N/A 31411JCL8 2038-04-01 5.5 N/A 105091.00 7362.83 Agency Mortgage-Backed Securities GNII SF MA9104 M 549300M8ZYFG0OCMTT87 36179YDH4 2053-07-20 4.5 N/A 11963001.00 9428800.97 Agency Mortgage-Backed Securities FNMS 03.000 CIAR6002 N/A 3138W3U43 2028-03-01 3 N/A 487669.00 6601.72 Agency Mortgage-Backed Securities GNII SF MA8348 M 549300M8ZYFG0OCMTT87 36179XHZ2 2052-10-20 5 N/A 25959000.00 17433942.01 Agency Mortgage-Backed Securities FNMS 06.000 CLDA8574 N/A 3140YWQ48 2054-03-01 6 N/A 14987.00 8401.10 Agency Mortgage-Backed Securities FNMS 06.000 CL995196 N/A 31416BRR1 2038-07-01 6 N/A 563598.00 4604.15 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5415 N/A 3140XMAR7 2047-12-01 3 N/A 125000.00 80620.84 Agency Mortgage-Backed Securities FNMS 03.000 CIMA2997 N/A 31418CKK9 2032-05-01 3 N/A 104000.00 9534.55 Agency Mortgage-Backed Securities FNMS 03.000 CLFM7290 N/A 3140XBC40 2051-05-01 3 N/A 485000.00 158646.90 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9061 N/A 3140QVB78 2054-08-01 6 N/A 2596997.00 1934578.86 Agency Mortgage-Backed Securities GNII SF MA3525 M N/A 36179R4J5 2046-03-20 5.5 N/A 60000.00 4067.13 Agency Mortgage-Backed Securities GNII SF MB1284 M N/A 3618N6NA1 2056-07-20 5 N/A 3613914.00 3535353.53 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0386 N/A 3140Q7NC7 2047-09-01 4 N/A 1400000.00 296710.10 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7252 B1V7KEBTPIMZEU4LTD58 3140XPBW8 2053-11-01 5 N/A 16983000.00 13334065.18 Agency Mortgage-Backed Securities FNMS 06.000 CL889579 N/A 31410KJY1 2038-05-01 6 N/A 1529000.00 8476.23 Agency Mortgage-Backed Securities GNII SF MA5711 M 549300M8ZYFG0OCMTT87 36179UKY7 2049-01-20 4.5 N/A 5377754.00 316752.24 Agency Mortgage-Backed Securities GNII JM MA6273 M 549300M8ZYFG0OCMTT87 36179U6J6 2049-11-20 2.5 N/A 2712771.00 167179.20 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7794 N/A 3140QTUU1 2054-01-01 6 N/A 10000.00 5491.22 Agency Mortgage-Backed Securities FNMS 05.000 CLFA1614 N/A 3140W1YL1 2055-03-01 5 N/A 292000.00 257082.07 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0939 N/A 31418ABH0 2031-11-01 4.5 N/A 5600000.00 218176.65 Agency Mortgage-Backed Securities FNMS 04.500 CIFM2995 N/A 3140X6KH3 2027-01-01 4.5 N/A 40000.00 0.05 Agency Mortgage-Backed Securities FNMS 04.500 CIAL6132 N/A 3138ENY60 2029-03-01 4.5 N/A 150000.00 24.79 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5789 B1V7KEBTPIMZEU4LTD58 31418FNF0 2055-08-01 4 N/A 53000.00 46508.44 Agency Mortgage-Backed Securities FNMS 04.000 CIAL9421 N/A 3138ERPF1 2031-03-01 4 N/A 27531000.00 282856.05 Agency Mortgage-Backed Securities FNMS 05.000 CL190360 N/A 31368HMH3 2035-08-01 5 N/A 1486500.00 12724.12 Agency Mortgage-Backed Securities FNMS 04.500 CLFM1458 N/A 3140X4TQ9 2049-04-01 4.5 N/A 795000.00 117819.07 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9989 N/A 3140QWC34 2055-02-01 6 N/A 450259.00 392538.71 Agency Mortgage-Backed Securities FNMS 05.000 CLCA2251 N/A 3140Q9QD8 2048-08-01 5 N/A 34123000.00 2491092.50 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5269 N/A 3140XL2B3 2053-07-01 5.5 N/A 26000.00 19341.19 Agency Mortgage-Backed Securities FNMS 03.500 CLAL9153 N/A 3138ERE30 2046-09-01 3.5 N/A 36728.00 7671.12 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3238 N/A 31418CS47 2048-01-01 3.5 N/A 96000.00 12042.13 Agency Mortgage-Backed Securities FNMS 05.500 CL256022 N/A 31371MLB1 2035-12-01 5.5 N/A 15000.00 115.74 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3800 N/A 3140W4GJ0 2055-10-01 6 N/A 325000.00 313512.67 Agency Mortgage-Backed Securities GNII SF MA7311 M N/A 36179WDQ8 2051-04-20 2 N/A 255000.00 122579.88 Agency Mortgage-Backed Securities FNMS 03.500 CLAE0981 N/A 31419BCT0 2041-03-01 3.5 N/A 3000.00 139.87 Agency Mortgage-Backed Securities FNMS 05.500 CLMA6030 N/A 31418FVY0 2056-04-01 5.5 N/A 41000.00 39545.49 Agency Mortgage-Backed Securities FNMS 03.000 CLFA5171 N/A 3140W5W91 2052-05-01 3 N/A 2809114.00 2375988.84 Agency Mortgage-Backed Securities FNMS 05.500 CL995838 N/A 31416CHP4 2039-05-01 5.5 N/A 3157509.00 24331.13 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4170 N/A 31418DT44 2050-10-01 4.5 N/A 2096376.00 160104.01 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8226 N/A 3140QUD86 2054-03-01 6.5 N/A 100000.00 51531.52 Agency Mortgage-Backed Securities FNMS 03.000 CLBM5024 N/A 3140J9SN2 2048-11-01 3 N/A 5541000.00 878184.73 Agency Mortgage-Backed Securities FNMS 03.500 CIFM2128 N/A 3140X5LJ0 2033-02-01 3.5 N/A 1000000.00 116239.42 Agency Mortgage-Backed Securities FNMS 02.000 CIAS8291 N/A 3138WJF94 2031-11-01 2 N/A 21000.00 2724.63 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ7041 N/A 3140KSZF7 2052-01-01 2 N/A 4223935.00 2731690.99 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2956 N/A 31418CJA3 2047-04-01 3 N/A 166000.00 34792.29 Agency Mortgage-Backed Securities GNII SF 003200 M N/A 36202DRV5 2032-02-20 6 N/A 175000.00 483.31 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3746 N/A 31418DEU2 2049-08-01 4 N/A 53000.00 5053.04 Agency Mortgage-Backed Securities FNMS 04.500 CLFM2745 N/A 3140X6BP5 2050-03-01 4.5 N/A 400000.00 69565.62 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2848 N/A 3140QNEW8 2052-02-01 2 N/A 278513.00 155849.42 Agency Mortgage-Backed Securities FNMS 05.500 CLAD6946 N/A 31418UWG5 2040-06-01 5.5 N/A 862035.00 25072.21 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3239 N/A 31418CS54 2048-01-01 4 N/A 16000.00 1848.91 Agency Mortgage-Backed Securities GNII SF MA5469 M N/A 36179UCE0 2048-09-20 5.5 N/A 103851.00 9258.87 Agency Mortgage-Backed Securities FNMS 03.000 CIBM5108 N/A 3140J9VA6 2033-02-01 3 N/A 22000.00 2912.91 Agency Mortgage-Backed Securities FNMS 05.500 CL888023 N/A 31410FSL0 2036-06-01 5.5 N/A 16149063.00 169255.39 Agency Mortgage-Backed Securities FNMS 02.500 CLBV4138 N/A 3140MHS42 2052-03-01 2.5 N/A 40000.00 23148.81 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2676 N/A 3140XH6N2 2052-06-01 3 N/A 3000.00 2016.65 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0044 N/A 3140QKBN7 2051-04-01 3 N/A 90000.00 46303.96 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5615 N/A 31418FGZ4 2055-02-01 6 N/A 6000.00 3681.70 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8970 N/A 3140XQ6G7 2054-09-01 5.5 N/A 16000.00 13561.96 Agency Mortgage-Backed Securities FNMS 04.000 CIAY4707 N/A 3138YJGR1 2031-08-01 4 N/A 43000.00 3921.50 Agency Mortgage-Backed Securities GNII SF MA8322 M N/A 36179XG75 2036-12-20 6 N/A 47801.00 29074.64 Agency Mortgage-Backed Securities FNMS 04.500 CLDG0006 N/A 3140U3AG6 2056-01-01 4.5 N/A 1543734.00 1455694.52 Agency Mortgage-Backed Securities FNMS 06.000 CL942478 N/A 31413DQ75 2037-08-01 6 N/A 1130000.00 16454.90 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5878 N/A 31418FQ83 2055-11-01 5 N/A 3428800.00 3183568.80 Agency Mortgage-Backed Securities FNMS 04.500 CLAS7252 N/A 3138WHBW1 2046-05-01 4.5 N/A 13000.00 410.70 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5684 N/A 31418FJ65 2040-04-01 5.5 N/A 23000.00 14283.84 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6577 N/A 3140QEJX1 2050-08-01 2.5 N/A 77500.00 34620.52 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5485 N/A 3140JACX4 2049-02-01 3.5 N/A 1000000.00 77269.13 Agency Mortgage-Backed Securities FNMS 05.000 CL735484 N/A 31402RCV9 2035-05-01 5 N/A 100000.00 768.82 Agency Mortgage-Backed Securities FNMS 04.500 CLFS1605 N/A 3140XGYB9 2048-05-01 4.5 N/A 12000.00 6074.11 Agency Mortgage-Backed Securities FNMS 05.000 CTBK7771 N/A 3140HMT53 2038-07-01 5 N/A 1023309.00 252133.92 Agency Mortgage-Backed Securities FNMS 03.500 CICB3393 N/A 3140QNXX5 2037-04-01 3.5 N/A 8000.00 4028.32 Agency Mortgage-Backed Securities GNII SF MA8462 M N/A 36179XMK9 2037-12-20 6 N/A 384587.00 191158.86 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4379 N/A 31418D2M3 2051-07-01 2.5 N/A 96169.00 51570.78 Agency Mortgage-Backed Securities FNMS 02.000 CIAS8251 N/A 3138WJEZ7 2031-11-01 2 N/A 323000.00 43450.30 Agency Mortgage-Backed Securities GNRA 2025-131 SG N/A 38381QRC7 2055-08-20 1.67861 N/A 4000000.00 156375.50 Agency Collateralized Mortgage Obligation FNMS 03.000 CLCA4406 N/A 3140QB3Q9 2049-10-01 3 N/A 337000.00 106993.79 Agency Mortgage-Backed Securities FNMS 03.000 CLAQ8934 N/A 3138MQ4U4 2042-12-01 3 N/A 45902.00 5944.20 Agency Mortgage-Backed Securities FNMS 06.000 CLAL2130 N/A 3138EJLL0 2034-10-01 6 N/A 563404.00 32751.89 Agency Mortgage-Backed Securities FNMS 05.500 CL890737 N/A 31410LS29 2046-03-01 5.5 N/A 75000.00 9161.53 Agency Mortgage-Backed Securities FNMS 05.500 CL735897 N/A 31402RRS0 2035-10-01 5.5 N/A 1045000.00 13198.31 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7336 N/A 3140QTEJ4 2053-10-01 5.5 N/A 1810961.00 1234072.26 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1475 N/A 3140XGT90 2052-04-01 3.5 N/A 80000.00 49408.03 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5535 N/A 31418FEH6 2039-11-01 5 N/A 31000.00 20478.93 Agency Mortgage-Backed Securities GNII SF MA5528 M N/A 36179UD90 2048-10-20 4 N/A 500000.00 41713.14 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5390 N/A 31418E7C8 2054-06-01 6.5 N/A 26000.00 11481.42 Agency Mortgage-Backed Securities FNMS 06.000 CLMA4942 N/A 31418EP46 2053-03-01 6 N/A 1988000.00 1017182.53 Agency Mortgage-Backed Securities FNMS 04.500 CLDC5716 N/A 3140ATK62 2054-11-01 4.5 N/A 1014847.00 790428.33 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4108 N/A 3140QBR67 2049-09-01 3 N/A 7000.00 2260.88 Agency Mortgage-Backed Securities FNMS 04.000 CIAL6105 N/A 3138ENYB9 2029-12-01 4 N/A 566000.00 4925.49 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4129 N/A 3140QPST5 2052-07-01 4.5 N/A 55000.00 37764.93 Agency Mortgage-Backed Securities FNMS 04.000 CIAL3439 N/A 3138EKZD0 2027-09-01 4 N/A 35000.00 79.77 Agency Mortgage-Backed Securities 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 300.00 288.06 U.S. Treasuries (including strips) FEPC 05.000 CLRJ6835 N/A 3142GXSZ1 2056-06-01 5 N/A 1024.00 997.78 Agency Mortgage-Backed Securities FNMS 04.500 CTFS6853 N/A 3140XNTK0 2039-07-01 4.5 N/A 20543.00 13496.06 Agency Mortgage-Backed Securities FNMS 06.000 CL745256 N/A 31403C5R8 2036-02-01 6 N/A 6174000.00 55432.55 Agency Mortgage-Backed Securities TINT 08/15/42 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 N/A 61.23 26.06 U.S. Treasuries (including strips) GNII SF MA5141 M N/A 36179TWA9 2048-04-20 6 N/A 25000.00 2173.20 Agency Mortgage-Backed Securities 4.78 FCOR 28-32 FY N/A 3133EWST8 2032-06-15 4.78 N/A 25970000.00 26031984.62 Agency Debentures and Agency Strips FNMS 06.000 CL869081 N/A 31409ERA1 2036-05-01 6 N/A 128847.00 3775.23 Agency Mortgage-Backed Securities FNMS 05.500 CL888996 N/A 31410GUV3 2036-09-01 5.5 N/A 5150000.00 57426.69 Agency Mortgage-Backed Securities GNII SF MA4838 M 549300M8ZYFG0OCMTT87 36179TLT0 2047-11-20 4 N/A 648577.00 63025.41 Agency Mortgage-Backed Securities FNMS 06.000 CLAL2128 N/A 3138EJLJ5 2042-01-01 6 N/A 220465.00 8286.70 Agency Mortgage-Backed Securities FNMS 03.000 CLAT8912 N/A 3138WW3W7 2043-07-01 3 N/A 456795.00 38775.04 Agency Mortgage-Backed Securities GNRA 2026-118 AS N/A 38385XDU3 2051-05-20 3.11621 N/A 8197245.00 1114015.23 Agency Collateralized Mortgage Obligation GNII SF MA4724 M 549300M8ZYFG0OCMTT87 36179TG90 2047-09-20 6 N/A 88000.00 9584.17 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3851 N/A 31418DH54 2049-11-01 4.5 N/A 303500.00 33347.40 Agency Mortgage-Backed Securities FNMS 02.500 CLBR8283 N/A 3140L7FZ0 2051-04-01 2.5 N/A 26000.00 12344.55 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3332 N/A 3140XJV26 2052-12-01 5.5 N/A 7800.00 5292.54 Agency Mortgage-Backed Securities FNMS 04.500 CTMA3591 N/A 31418C7D0 2039-02-01 4.5 N/A 385000.00 34583.07 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4283 N/A 3140QPXM4 2052-08-01 5 N/A 175000.00 121927.54 Agency Mortgage-Backed Securities FNMS 04.000 CRAQ4086 N/A 3138MKRG3 2043-06-01 4 N/A 1000.00 147.86 Agency Mortgage-Backed Securities FNMS 05.500 CIFS8924 N/A 3140XQ4J3 2038-11-01 5.5 N/A 32306.00 21567.00 Agency Mortgage-Backed Securities FNMS 05.500 CL808178 N/A 31406E2K9 2035-03-01 5.5 N/A 110000.00 1403.00 Agency Mortgage-Backed Securities FNMS 05.500 CLDC0900 N/A 3140ANAA7 2054-08-01 5.5 N/A 654408.00 584985.18 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6306 N/A 3140MYAG7 2052-08-01 5 N/A 245000.00 140803.49 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7612 N/A 3140QTN62 2053-12-01 6 N/A 75000.00 63439.55 Agency Mortgage-Backed Securities FNMS 05.500 CLAL5304 N/A 3138EM3N9 2040-03-01 5.5 N/A 73096.00 8716.40 Agency Mortgage-Backed Securities 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 N/A 3621800.00 3600159.75 U.S. Treasuries (including strips) GNII SF MA9103 M N/A 36179YDG6 2053-07-20 4 N/A 217547.00 167185.55 Agency Mortgage-Backed Securities FNMS 04.500 CTAL5063 N/A 3138EMTV3 2032-01-01 4.5 N/A 841000.00 31106.96 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ1226 N/A 3140KLLG5 2050-09-01 2 N/A 165000.00 78944.84 Agency Mortgage-Backed Securities FNMS 04.000 CLFS6367 N/A 3140XNCD4 2049-12-01 4 N/A 20000.00 14704.23 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5392 N/A 3140QQ7E9 2052-12-01 6 N/A 20000.00 14553.10 Agency Mortgage-Backed Securities GNRA 2022-024 FB N/A 38383FT29 2052-02-20 3 N/A 306492000.00 177068809.83 Agency Collateralized Mortgage Obligation FNMS 05.000 CLCB4678 N/A 3140QQFU4 2052-09-01 5 N/A 247000.00 161831.13 Agency Mortgage-Backed Securities GNRA 2025-171 KS N/A 38385HVA2 2055-10-20 1.07861 N/A 75000000.00 1926013.47 Agency Collateralized Mortgage Obligation GNII SF MA3454 M N/A 36179RZT9 2046-02-20 3.5 N/A 1000000.00 87974.60 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2705 N/A 31418CAF1 2046-08-01 3 N/A 133000.00 18675.58 Agency Mortgage-Backed Securities GNII SF MB0686 M 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.5 N/A 4000000.00 3721915.99 Agency Mortgage-Backed Securities FNMS 02.500 CIBC0919 N/A 3140EVAV9 2031-05-01 2.5 N/A 1767537.00 185006.71 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1104 N/A 3140X4GN0 2049-05-01 3.5 N/A 122000.00 25618.98 Agency Mortgage-Backed Securities FNMS 02.500 CLBU1114 N/A 3140M2GY2 2051-10-01 2.5 N/A 42600578.00 22989331.27 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4208 N/A 31418DVA7 2050-12-01 2 N/A 75000000.00 37099005.06 Agency Mortgage-Backed Securities FNMS 04.000 CIAL5957 N/A 3138ENTP4 2027-05-01 4 N/A 101000.00 2.30 Agency Mortgage-Backed Securities FNMS 02.000 CIFM6619 B1V7KEBTPIMZEU4LTD58 3140XAK92 2036-03-01 2 N/A 9000.00 3447.52 Agency Mortgage-Backed Securities FNMS 03.500 CI890786 N/A 31410LUK6 2032-06-01 3.5 N/A 1100000.00 186493.57 Agency Mortgage-Backed Securities FNMS 02.000 CIAP6062 N/A 3138M9WY3 2028-07-01 2 N/A 95000.00 4395.98 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6577 N/A 3140HLJX5 2048-07-01 4.5 N/A 134315.00 7178.96 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ7022 N/A 3142GXYU5 2056-07-01 5 N/A 65437000.00 64003122.67 Agency Mortgage-Backed Securities FNMS 03.000 CIFM3081 N/A 3140X6M73 2033-04-01 3 N/A 9000.00 1398.99 Agency Mortgage-Backed Securities FNMS 02.500 CLFA5181 N/A 3140W5XK5 2052-04-01 2.5 N/A 13643050.00 11099786.23 Agency Mortgage-Backed Securities FNMS 02.500 CLBR6524 N/A 3140L5HA7 2051-04-01 2.5 N/A 15000.00 6886.54 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7461 N/A 3140XBJF8 2050-08-01 4 N/A 3000.00 852.84 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ3534 N/A 31427A4U8 2055-09-01 6 N/A 4128753.00 3887156.43 Agency Mortgage-Backed Securities FNMS 03.000 CTFS0516 N/A 3140XFSE2 2038-08-01 3 N/A 6000.00 2839.48 Agency Mortgage-Backed Securities FNMS 05.500 CL735227 N/A 31402QYY1 2035-02-01 5.5 N/A 3761000.00 27086.61 Agency Mortgage-Backed Securities FNMS 04.000 CTAL5491 N/A 3138ENC56 2034-06-01 4 N/A 4500000.00 432713.18 Agency Mortgage-Backed Securities FNMS 05.500 CLMA0619 N/A 31417YVM6 2040-11-03 5.5 N/A 201890.00 36569.99 Agency Mortgage-Backed Securities FNMS 05.500 CLFM6080 N/A 3140X9XJ9 2044-05-01 5.5 N/A 47000.00 17285.61 Agency Mortgage-Backed Securities GNII SF MA5931 M 549300M8ZYFG0OCMTT87 36179USU7 2049-05-20 4 N/A 500000.00 37314.77 Agency Mortgage-Backed Securities GNII SF MA5652 M N/A 36179UH54 2048-12-20 4.5 N/A 3509.00 213.74 Agency Mortgage-Backed Securities FNMS 06.500 CLAL0583 N/A 3138EGUH5 2039-10-01 6.5 N/A 860633.00 14946.09 Agency Mortgage-Backed Securities FNMS 05.500 CL254767 N/A 31371K6C0 2033-06-01 5.5 N/A 15047.00 72.54 Agency Mortgage-Backed Securities GNRA 2024-190 S N/A 38385AEL2 2054-11-20 1.62861 N/A 50000000.00 1938489.99 Agency Collateralized Mortgage Obligation FNMS 05.500 CLAH9785 N/A 3138AB2T5 2041-04-01 5.5 N/A 408917.00 27785.76 Agency Mortgage-Backed Securities GNRA 2025-084 SE N/A 38385GAX7 2055-05-20 1.47861 N/A 70000000.00 1816081.94 Agency Collateralized Mortgage Obligation FNMS 02.500 CLCB1666 N/A 3140QLZ82 2051-09-01 2.5 N/A 93295.00 53761.03 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5552 B1V7KEBTPIMZEU4LTD58 31418FE29 2054-12-01 5 N/A 1176000.00 998727.64 Agency Mortgage-Backed Securities FNMS 06.000 CLAL6965 N/A 3138EPW34 2038-09-01 6 N/A 20000.00 2057.00 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9441 N/A 31417GP34 2043-05-01 3 N/A 370137.00 48964.63 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3292 N/A 3140QNUS9 2052-04-01 2.5 N/A 9382.00 5315.50 Agency Mortgage-Backed Securities 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 25800.00 25481.09 U.S. Treasuries (including strips) FNMS 04.000 CICA3287 N/A 3140QAUM0 2034-03-01 4 N/A 19709.00 2591.26 Agency Mortgage-Backed Securities FNMS 03.000 CTFS0314 N/A 3140XFK42 2033-06-01 3 N/A 11000.00 4231.89 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2649 N/A 3140XH5K9 2052-07-01 5 N/A 2400000.00 1520940.07 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4653 N/A 31418EE30 2052-07-01 3 N/A 486000.00 332629.03 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4357 N/A 31418DZX3 2051-06-01 3 N/A 87000.00 39650.28 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7680 N/A 3140XBRA0 2051-02-01 3.5 N/A 102000.00 44010.06 Agency Mortgage-Backed Securities FNMS 04.000 CNMA3586 N/A 31418C6Y5 2029-02-01 4 N/A 765000.00 34361.49 Agency Mortgage-Backed Securities FNMS 03.500 CLBO1464 N/A 3140JVTW2 2049-10-01 3.5 N/A 20000.00 2263.69 Agency Mortgage-Backed Securities 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 N/A 16250300.00 15150425.38 U.S. Treasuries (including strips) GNII SF MA3601 M N/A 36179SAA5 2046-04-20 5.5 N/A 75000.00 5627.67 Agency Mortgage-Backed Securities GNRA 2024-137 SB N/A 38384U4P1 2054-08-20 2.57861 N/A 70476190.00 3196499.01 Agency Collateralized Mortgage Obligation FNMS 04.000 CIAL7081 N/A 3138EP2P8 2029-07-01 4 N/A 2387000.00 86077.35 Agency Mortgage-Backed Securities FNMS 05.500 CLAL3019 N/A 3138EKK95 2038-12-01 5.5 N/A 100000.00 4111.94 Agency Mortgage-Backed Securities 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 600.00 596.41 U.S. Treasuries (including strips) GNII SF MA9102 M N/A 36179YDF8 2053-04-20 3.5 N/A 105000.00 65600.75 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2996 N/A 3140XJKJ1 2047-07-01 5 N/A 8578.00 5277.54 Agency Mortgage-Backed Securities FNMS 03.500 CIMA4832 N/A 31418ELN8 2037-12-01 3.5 N/A 7000.00 3788.09 Agency Mortgage-Backed Securities 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 100.00 97.33 U.S. Treasuries (including strips) GNRA 2018-66 SU N/A 38380W7E3 2043-10-16 2.23036 N/A 6170386.00 105685.78 Agency Collateralized Mortgage Obligation FNMS 05.000 CIMA6004 N/A 31418FU62 2041-03-01 5 N/A 7000.00 6491.87 Agency Mortgage-Backed Securities FNMS 05.500 CTFS7737 N/A 3140XPS34 2043-10-01 5.5 N/A 150000.00 106302.04 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3120 N/A 31418CPE8 2047-09-01 3.5 N/A 350000.00 39378.28 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6934 N/A 3140NPV49 2053-09-01 5.5 N/A 80000.00 63389.67 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1959 N/A 3140J6E94 2047-10-01 3.5 N/A 198000.00 50205.19 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4555 N/A 3140QQBZ7 2052-09-01 4.5 N/A 725525.00 529725.03 Agency Mortgage-Backed Securities FNMS 03.000 CLBN7756 N/A 3140JQTN3 2049-09-01 3 N/A 450000.00 134806.13 Agency Mortgage-Backed Securities GNRA 2018-13 LS N/A 38380X2V8 2048-08-20 0 N/A 100000000.00 81263.17 Agency Collateralized Mortgage Obligation FNMS 02.500 CLCB3104 N/A 3140QNNW8 2052-03-01 2.5 N/A 3000.00 1810.56 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9932 N/A 3140QWBA9 2055-02-01 5.5 N/A 836698.00 747277.78 Agency Mortgage-Backed Securities FNMS 02.500 CIAS0057 N/A 3138W9B33 2028-08-01 2.5 N/A 300000.00 6604.81 Agency Mortgage-Backed Securities GNRA 2024-011 CS N/A 38384G2P4 2054-01-20 2.27861 N/A 50000000.00 2243473.37 Agency Collateralized Mortgage Obligation FNMS 06.000 CL797544 N/A 31405SBM5 2035-04-01 6 N/A 112853.00 1637.17 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7898 N/A 3140XPX46 2038-10-01 6.5 N/A 2091545.00 1061249.39 Agency Mortgage-Backed Securities GNII SF MA3036 M 549300M8ZYFG0OCMTT87 36179RLR8 2045-08-20 4.5 N/A 2000000.00 116901.59 Agency Mortgage-Backed Securities FNMS 02.000 CLBP6626 N/A 3140KELG1 2050-08-01 2 N/A 500000.00 242603.74 Agency Mortgage-Backed Securities FNMS 04.000 CIMA4776 N/A 31418EJW1 2037-10-01 4 N/A 500000.00 249930.33 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4344 N/A 3140X7ZJ1 2050-09-01 2.5 N/A 31770478.00 11609624.41 Agency Mortgage-Backed Securities GNII SF 003172 M N/A 36202DQZ7 2031-12-20 6 N/A 35000.00 86.46 Agency Mortgage-Backed Securities FNMS 03.000 CLAB5463 N/A 31417CB95 2042-06-01 3 N/A 19000.00 1934.00 Agency Mortgage-Backed Securities FNMS 04.000 CTAL3910 N/A 3138ELKY8 2033-08-01 4 N/A 265000.00 15154.75 Agency Mortgage-Backed Securities 1.94 FCOR 21-32 BT N/A 3133EMT69 2032-04-19 1.94 N/A 6500000.00 5683090.83 Agency Debentures and Agency Strips GNII SF MA5653 M N/A 36179UH62 2048-12-20 5 N/A 820000.00 46124.88 Agency Mortgage-Backed Securities GNII SF MA6480 M 549300M8ZYFG0OCMTT87 36179VFV7 2050-02-20 6 N/A 1122000.00 110726.66 Agency Mortgage-Backed Securities FNMS 05.000 CLFM1108 N/A 3140X4GS9 2044-11-01 5 N/A 30000.00 6480.29 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7207 N/A 3140N0AH8 2052-09-01 4.5 N/A 9191.00 6360.82 Agency Mortgage-Backed Securities FNMS 03.500 CICB4243 N/A 3140QPWD5 2037-07-01 3.5 N/A 1000.00 552.72 Agency Mortgage-Backed Securities FNMS 05.500 CL888450 N/A 31410GBT9 2035-08-01 5.5 N/A 1515000.00 11927.27 Agency Mortgage-Backed Securities FNMS 05.000 CTMA3499 N/A 31418C3H5 2038-09-01 5 N/A 104184.00 9619.89 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7078 N/A 3140XN2L7 2052-12-01 4.5 N/A 125000.00 95503.95 Agency Mortgage-Backed Securities 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 N/A 800.00 793.84 U.S. Treasuries (including strips) FNMS 03.000 CLCA6730 N/A 3140QEPQ9 2050-08-01 3 N/A 3875.00 1852.99 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1107 N/A 3140XGGR4 2051-12-01 2.5 N/A 100000.00 55908.94 Agency Mortgage-Backed Securities FNMS 06.500 CL745932 N/A 31403DVZ9 2036-11-01 6.5 N/A 425000.00 2127.87 Agency Mortgage-Backed Securities FNMS 05.500 CL254869 N/A 31371LCE7 2033-09-01 5.5 N/A 642818.00 4298.57 Agency Mortgage-Backed Securities FNMS 03.000 CIAW4567 N/A 3138XUCD2 2029-06-01 3 N/A 500000.00 19411.37 Agency Mortgage-Backed Securities FNMS 06.000 CL942595 N/A 31413DUU9 2037-08-01 6 N/A 2440000.00 27215.25 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4783 N/A 3140X8J57 2050-12-01 2 N/A 4490315.00 2580693.14 Agency Mortgage-Backed Securities FNMS 04.500 CLCB9630 N/A 3140QVVY7 2054-12-01 4.5 N/A 218000.00 186386.80 Agency Mortgage-Backed Securities FNMS 04.500 CTFM7464 N/A 3140XBJJ0 2040-06-01 4.5 N/A 60000.00 22159.93 Agency Mortgage-Backed Securities FNMS 03.000 CLAR6380 N/A 3138W4CS8 2043-02-01 3 N/A 325000.00 55711.66 Agency Mortgage-Backed Securities FNMS 02.500 CNMA2829 N/A 31418CEB6 2026-12-01 2.5 N/A 292000.00 1262.70 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2946 N/A 3140XJHY2 2052-10-01 5 N/A 55000.00 33895.72 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5246 N/A 31418EZL7 2054-01-01 5.5 N/A 110000.00 81608.78 Agency Mortgage-Backed Securities FNMS 06.500 CLAL0814 N/A 3138EG3Y8 2040-06-01 6.5 N/A 392350.00 9866.77 Agency Mortgage-Backed Securities FNMS 06.000 CLDA5833 N/A 3140A6PT7 2054-01-01 6 N/A 6017536.00 4347558.85 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2893 N/A 3140X6GB1 2044-07-01 4 N/A 25000.00 7008.57 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6921 N/A 3140QSVP3 2053-08-01 6 N/A 138968.00 100748.27 Agency Mortgage-Backed Securities FNMS 02.500 CIAY0544 N/A 3138YDTA7 2027-08-01 2.5 N/A 3100000.00 18837.38 Agency Mortgage-Backed Securities FNMS 04.500 CIMA3543 N/A 31418C5D2 2033-11-01 4.5 N/A 663620.00 99294.62 Agency Mortgage-Backed Securities FNMS 04.000 CTMA0641 N/A 31417YWB9 2031-02-01 4 N/A 5000000.00 116608.03 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5001 N/A 3140X8RX7 2050-04-01 3.5 N/A 40000.00 7467.30 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0675 N/A 3140XFXD8 2052-02-01 3 N/A 21000.00 12245.57 Agency Mortgage-Backed Securities FNMS 05.500 CL739503 N/A 31402VRY8 2033-09-01 5.5 N/A 6224846.00 65362.79 Agency Mortgage-Backed Securities 0 1/8 TRIN D 30 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125 N/A 100.00 121.35 U.S. Treasuries (including strips) FNMS 06.000 CLCB4921 N/A 3140QQPF6 2052-10-01 6 N/A 1442000.00 822315.05 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1476 N/A 3140XGUA5 2052-03-01 3 N/A 12000.00 7859.69 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9336 N/A 3140QVLS1 2054-10-01 6 N/A 99946.00 81510.31 Agency Mortgage-Backed Securities GNII SF MA9542 M N/A 36179YS70 2054-03-20 6 N/A 3500000.00 1612724.70 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6471 N/A 3140XNFM1 2052-05-01 3 N/A 835000.00 590668.71 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5311 N/A 31418E3V0 2039-03-01 5 N/A 33000.00 16462.75 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8538 N/A 3140QUPY6 2054-05-01 5.5 N/A 347000.00 276938.87 Agency Mortgage-Backed Securities 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.25 N/A 100.00 100.08 U.S. Treasuries (including strips) FNMS 04.000 CLMA5341 N/A 31418E5B2 2054-04-01 4 N/A 34000.00 27593.65 Agency Mortgage-Backed Securities FNMS 03.500 CLBV5584 N/A 3140MKF23 2052-05-01 3.5 N/A 700000.00 497099.54 Agency Mortgage-Backed Securities FNMS 05.000 CLAL8173 N/A 3138ETCK0 2044-02-01 5 N/A 370000.00 39580.98 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9793 N/A 3140QV3B8 2055-01-01 5.5 N/A 765000.00 681395.92 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9814 N/A 31417G3Y0 2043-07-01 3 N/A 1200000.00 203830.52 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8280 N/A 3140XQFW2 2053-05-01 6 N/A 13519901.00 8236299.75 Agency Mortgage-Backed Securities 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 N/A 300.00 296.52 U.S. Treasuries (including strips) FNMS 02.000 CLFM7151 N/A 3140XA5M0 2051-05-01 2 N/A 2814016.00 1408413.41 Agency Mortgage-Backed Securities GNII SF MA5467 M 549300M8ZYFG0OCMTT87 36179UCC4 2048-09-20 4.5 N/A 855000.00 59548.10 Agency Mortgage-Backed Securities GNRA 2022-064 SA N/A 38383PR94 2052-04-20 0.17861 N/A 85667117.00 478156.01 Agency Collateralized Mortgage Obligation FNMS 06.000 CL882533 N/A 31409YPS0 2036-05-01 6 N/A 78044.00 180.97 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6484 N/A 3140QSF22 2053-06-01 5.5 N/A 355000.00 259365.09 Agency Mortgage-Backed Securities FNMS 05.000 CLBK0983 N/A 3140HECV2 2048-02-01 5 N/A 3000.00 439.41 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5996 N/A 31418FUW5 2056-03-01 4.5 N/A 16050438.00 14978987.12 Agency Mortgage-Backed Securities FNMS 03.000 CLAB8899 N/A 31417F3H9 2043-04-01 3 N/A 850000.00 116052.37 Agency Mortgage-Backed Securities 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.5 N/A 100.00 97.93 U.S. Treasuries (including strips) FNMS 05.000 CLMA4709 N/A 31418EGT1 2052-07-01 5 N/A 906400.00 600476.88 Agency Mortgage-Backed Securities GNRA 2022-146 S N/A 38383UVQ0 2052-08-20 2.37861 N/A 13250000.00 418969.00 Agency Collateralized Mortgage Obligation FNMS 02.500 CLCB2644 N/A 3140QM5E0 2052-01-01 2.5 N/A 4784056.00 3150379.06 Agency Mortgage-Backed Securities FNMS 02.500 CLFM5024 N/A 3140X8SN8 2050-12-01 2.5 N/A 1125000.00 550861.37 Agency Mortgage-Backed Securities GNII SF MA8201 M 549300M8ZYFG0OCMTT87 36179XDE3 2052-08-20 4.5 N/A 10437000.00 6990452.48 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5613 N/A 31418FGX9 2055-02-01 5 N/A 293202.00 246800.94 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9444 N/A 3140QVP65 2054-11-01 6 N/A 25000.00 18533.01 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3656 N/A 31418DB27 2029-05-01 3.5 N/A 4000.00 171.38 Agency Mortgage-Backed Securities FNMS 05.500 CL555330 N/A 31385W4P1 2033-04-01 5.5 N/A 4160000.00 14063.12 Agency Mortgage-Backed Securities GNRA 2018-44 SI N/A 38380VVC2 2048-03-20 0 N/A 148500000.00 131368.85 Agency Collateralized Mortgage Obligation FNMS 05.000 CLCB5897 N/A 3140QRRT2 2053-03-01 5 N/A 160000.00 122264.79 Agency Mortgage-Backed Securities GNII SF MA6547 M N/A 36179VHY9 2050-02-20 6 N/A 239000.00 45775.93 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6191 N/A 3138WF2Z8 2045-11-01 3.5 N/A 61000.00 7688.30 Agency Mortgage-Backed Securities FNMS 05.000 CTMA0214 N/A 31417YGY7 2029-10-01 5 N/A 450000.00 4105.45 Agency Mortgage-Backed Securities FNMS 05.500 CL725256 N/A 31402CWR9 2034-02-01 5.5 N/A 3733000.00 20725.73 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0886 N/A 3140W06Y6 2041-07-01 6 N/A 45000.00 36425.29 Agency Mortgage-Backed Securities FNMS 04.500 CLFS5044 N/A 3140XLTA6 2053-06-01 4.5 N/A 62000.00 43137.77 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5104 N/A 3140QQU60 2052-11-01 4.5 N/A 1012900.00 760014.52 Agency Mortgage-Backed Securities FNMS 05.500 CLAD4598 N/A 31418SDC0 2040-05-01 5.5 N/A 492575.00 10454.20 Agency Mortgage-Backed Securities FNMS 06.500 CL634928 N/A 31389TLH3 2032-03-01 6.5 N/A 2500000.00 3881.27 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2889 N/A 3140XJF73 2051-07-01 3.5 N/A 377000.00 227919.60 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5331 N/A 31418E4R8 2054-04-01 5.5 N/A 4372000.00 3074873.71 Agency Mortgage-Backed Securities FNMS 05.500 CL735997 N/A 31402RUW7 2035-11-01 5.5 N/A 440000.00 3097.38 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8299 N/A 3140XQGH4 2054-07-01 6 N/A 265000.00 205376.59 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4400 N/A 31418D3J9 2051-08-01 3 N/A 398759.00 196398.11 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2208 N/A 3140Q9N25 2048-08-01 4.5 N/A 2090000.00 202786.03 Agency Mortgage-Backed Securities FNMS 04.000 CIFM7190 N/A 3140XA7C0 2034-03-01 4 N/A 9000.00 601.14 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3631 N/A 3140FPA90 2047-05-01 4.5 N/A 1751000.00 221134.73 Agency Mortgage-Backed Securities GNII SF MA5713 M 549300M8ZYFG0OCMTT87 36179UK27 2049-01-20 5.5 N/A 540970.00 37960.20 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7914 N/A 3140LWYL5 2052-10-01 5 N/A 135000.00 90195.28 Agency Mortgage-Backed Securities GNRA 2022-024 FA N/A 38383F3M3 2052-02-20 3 N/A 141742255.00 81280509.21 Agency Collateralized Mortgage Obligation FNMS 04.000 CLFM7340 N/A 3140XBEN6 2049-07-01 4 N/A 13000.00 3572.84 Agency Mortgage-Backed Securities FNMS 04.000 CIMA5588 N/A 31418FF69 2040-01-01 4 N/A 621000.00 480911.80 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4078 N/A 31418DQ88 2050-07-01 2.5 N/A 511000.00 165684.08 Agency Mortgage-Backed Securities FNMS 06.500 CL889072 N/A 31410GW90 2037-12-01 6.5 N/A 12386320.00 76151.28 Agency Mortgage-Backed Securities FNMS 05.500 CIFA2744 N/A 3140W3BN8 2038-11-01 5.5 N/A 12000.00 9979.96 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4531 N/A 3140XLA99 2052-11-01 5.5 N/A 213000.00 135183.04 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6597 N/A 3140XNKK9 2052-08-01 3.5 N/A 7000.00 5412.67 Agency Mortgage-Backed Securities FNMS 05.500 CLBY8494 N/A 3140NRNL6 2053-08-01 5.5 N/A 775000.00 453931.75 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1339 N/A 3140X4PZ3 2049-08-01 3 N/A 1823000.00 588543.71 Agency Mortgage-Backed Securities FNMS 05.500 CL677036 N/A 31391UEH4 2033-01-01 5.5 N/A 10000.00 152.75 Agency Mortgage-Backed Securities GNRA 2025-060 SE N/A 38385FD73 2055-04-20 2.32861 N/A 13844358.00 1155976.93 Agency Collateralized Mortgage Obligation FNMS 03.000 CLFS1914 N/A 3140XHDU8 2051-08-01 3 N/A 168888.00 101066.78 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1931 N/A 3140XHED5 2052-02-01 2.5 N/A 8000.00 4479.85 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5207 N/A 31418EYD6 2053-11-01 4 N/A 14000.00 10926.74 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5599 N/A 31427TGH3 2056-06-01 5 N/A 1024.00 997.92 Agency Mortgage-Backed Securities GNII SF MA8491 M 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.5 N/A 600000.00 348578.19 Agency Mortgage-Backed Securities FNMS 05.000 CLFM1727 N/A 3140X44M5 2049-09-01 5 N/A 2210000.00 372039.17 Agency Mortgage-Backed Securities FNMS 04.500 CLBK4689 N/A 3140HJF71 2048-07-01 4.5 N/A 149228.00 43512.62 Agency Mortgage-Backed Securities FNMS 05.500 CL889996 N/A 31410KXZ2 2038-06-01 5.5 N/A 3341547.00 18989.57 Agency Mortgage-Backed Securities FNMS 04.000 CIAL8214 N/A 3138ETDU7 2029-03-01 4 N/A 99500.00 6.41 Agency Mortgage-Backed Securities FNMS 02.000 CLFM3977 N/A 3140X7M30 2050-08-01 2 N/A 545000.00 233986.64 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3123 N/A 3140XJPH0 2052-08-01 4.5 N/A 5000.00 3561.43 Agency Mortgage-Backed Securities GNII SF MA7883 M N/A 36179WXL7 2052-02-20 3.5 N/A 40000000.00 24341747.63 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7599 N/A 3140XBNR7 2051-01-01 3.5 N/A 140000.00 42726.28 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5107 N/A 31418EU99 2053-08-01 5.5 N/A 11723925.00 8054960.78 Agency Mortgage-Backed Securities FNMS 03.500 CIBM4864 N/A 3140J9MN8 2033-05-01 3.5 N/A 2000000.00 264108.18 Agency Mortgage-Backed Securities FNMS 04.500 CLAS7253 N/A 3138WHBX9 2046-05-01 4.5 N/A 5000.00 434.95 Agency Mortgage-Backed Securities FNMS 06.000 CLFA4882 N/A 3140W5M84 2056-01-01 6 N/A 569000.00 561227.43 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3992 N/A 31418DNJ7 2050-04-01 3.5 N/A 106000.00 15425.27 Agency Mortgage-Backed Securities FNMS 02.000 CLBU1450 N/A 3140M2TG7 2052-01-01 2 N/A 19000.00 11675.58 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3227 N/A 3140W3SR1 2055-04-01 6 N/A 22290816.00 19614012.62 Agency Mortgage-Backed Securities 4 1/8 NOTE AW 27 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125 N/A 16550300.00 16561719.71 U.S. Treasuries (including strips) FNMS 06.000 CLFS7952 N/A 3140XPZS1 2049-02-01 6 N/A 77000.00 57689.32 Agency Mortgage-Backed Securities FNMS 04.500 CTFA0357 N/A 3140W0MF9 2040-07-01 4.5 N/A 13000.00 10222.64 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8329 N/A 3140NDHF7 2053-04-01 5.5 N/A 253000.00 167051.02 Agency Mortgage-Backed Securities FNMS 02.500 CIAQ8920 N/A 3138MQ4E0 2028-01-01 2.5 N/A 434421.00 8592.62 Agency Mortgage-Backed Securities FNMS 03.000 CLFA1120 N/A 3140W1G64 2047-08-01 3 N/A 525000.00 407163.84 Agency Mortgage-Backed Securities FNMS 04.000 CLBN7664 N/A 3140JQQS5 2049-07-01 4 N/A 12000.00 1760.86 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5550 N/A 31418FEY9 2054-12-01 4 N/A 548000.00 470151.95 Agency Mortgage-Backed Securities FNMS 04.500 CIMA4914 N/A 31418EN89 2038-02-01 4.5 N/A 160000.00 83745.12 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3908 N/A 31418DKW1 2050-01-01 4.5 N/A 3000000.00 376613.72 Agency Mortgage-Backed Securities FNMS 04.500 CLAI5525 N/A 3138AKD71 2041-07-01 4.5 N/A 5133983.00 308416.73 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5769 N/A 3140QRMT7 2053-02-01 5 N/A 397130.00 301241.09 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9760 N/A 3138WKZ24 2047-06-01 4.5 N/A 671000.00 86507.21 Agency Mortgage-Backed Securities FNMS 04.000 CLMA1888 N/A 31418BC20 2044-04-01 4 N/A 12000.00 947.18 Agency Mortgage-Backed Securities GNII SF 003238 M N/A 36202DS36 2032-05-20 6 N/A 193000.00 435.59 Agency Mortgage-Backed Securities FNMS 04.000 CIAL6204 N/A 3138EN3N7 2029-02-01 4 N/A 24232.00 7.81 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ7998 N/A 31427H3G5 2055-11-01 5.5 N/A 1000.00 991.11 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7206 N/A 3140XPAG4 2054-02-01 5.5 N/A 58000.00 44211.09 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4398 B1V7KEBTPIMZEU4LTD58 31418D3G5 2051-08-01 2 N/A 37000.00 21036.27 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5294 N/A 3140QQ3C7 2052-11-01 5.5 N/A 142088.00 99029.23 Agency Mortgage-Backed Securities FNMS 05.500 CL752660 N/A 31403ME96 2034-02-01 5.5 N/A 50000.00 588.26 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7940 N/A 3140XPZE2 2053-09-01 4.5 N/A 400000.00 291759.53 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4528 N/A 31418EA67 2051-12-01 4 N/A 86000.00 34387.80 Agency Mortgage-Backed Securities FNMS 04.000 CIAL0848 N/A 3138EG5J9 2026-09-01 4 N/A 340000.00 25.07 Agency Mortgage-Backed Securities GNII SF MA6930 M 549300M8ZYFG0OCMTT87 36179VVX5 2050-10-20 2 N/A 485254000.00 206586950.68 Agency Mortgage-Backed Securities FNMS 05.500 CLAL9903 N/A 3138ESAD0 2044-05-01 5.5 N/A 52000.00 7747.48 Agency Mortgage-Backed Securities FNMS 02.500 CIFM1456 N/A 3140X4TN6 2028-09-01 2.5 N/A 274000.00 13653.25 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM8986 N/A 3138L96Y3 2027-05-01 2.83 N/A 2000000.00 1510751.01 Agency Mortgage-Backed Securities FNMS 03.500 CLBE9612 N/A 3140FVVE3 2047-06-01 3.5 N/A 55000.00 11691.69 Agency Mortgage-Backed Securities FNMS 06.500 CLAL0603 N/A 3138EGU51 2039-10-01 6.5 N/A 600000.00 14081.69 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4166 N/A 3140XKTY6 2053-04-01 5.5 N/A 200000.00 124083.19 Agency Mortgage-Backed Securities FNMS 03.000 ZLFP0012 N/A 3140XTAN1 2051-08-25 3 N/A 22000.00 13165.50 Agency Mortgage-Backed Securities FNMS 06.000 CLCB4639 N/A 3140QQEM3 2052-09-01 6 N/A 500000.00 296289.02 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3210 N/A 31418CR89 2047-12-01 3.5 N/A 114000.00 13353.85 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3592 N/A 31418C7E8 2049-02-01 4 N/A 97000.00 5004.17 Agency Mortgage-Backed Securities FNMS 05.500 CL882022 N/A 31409X4F3 2036-05-01 5.5 N/A 1022126.00 3876.60 Agency Mortgage-Backed Securities FNMS 02.500 CLFS3298 N/A 3140XJUY7 2051-10-01 2.5 N/A 3925000.00 2583529.51 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3694 N/A 31418DC83 2049-07-01 4.5 N/A 2440000.00 234584.98 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9342 N/A 3140QVLY8 2054-10-01 6 N/A 15385619.00 10127556.10 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1478 N/A 3140MSUC7 2052-06-01 4.5 N/A 8818.00 6222.86 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3366 N/A 31418CW42 2028-05-01 3.5 N/A 16000.00 484.94 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4512 N/A 31418EAN0 2052-01-01 2.5 N/A 23500.00 14027.55 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1028 N/A 3140X4EA0 2049-06-01 3.5 N/A 750000.00 54508.20 Agency Mortgage-Backed Securities GNII SF 002687 M N/A 36202C6Y4 2028-12-20 6 N/A 140000.00 129.97 Agency Mortgage-Backed Securities GNII SF MA0462 M 549300M8ZYFG0OCMTT87 36179MQP8 2042-10-20 3.5 N/A 2000000.00 156007.47 Agency Mortgage-Backed Securities GNII SF MA9420 M N/A 36179YPD0 2052-12-20 4 N/A 535777.00 394247.32 Agency Mortgage-Backed Securities GNRA 2024-155 SG N/A 38384XKL6 2054-09-20 2.52861 N/A 53191489.00 2866616.95 Agency Collateralized Mortgage Obligation FNMS 06.000 CLFS7713 N/A 3140XPSB6 2054-04-01 6 N/A 456000.00 326462.18 Agency Mortgage-Backed Securities FNMS 06.000 CL909897 N/A 31411J3E4 2037-03-01 6 N/A 4250000.00 44147.52 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4210 N/A 31418DVC3 2050-12-01 2.5 N/A 1553197.00 650411.73 Agency Mortgage-Backed Securities FNMS 04.000 CIMA4797 N/A 31418EKK5 2037-11-01 4 N/A 650000.00 350208.16 Agency Mortgage-Backed Securities FNMS 05.500 CL810049 N/A 31406G5J4 2035-03-01 5.5 N/A 300000.00 3107.31 Agency Mortgage-Backed Securities FNMS 03.000 CLBM3259 N/A 3140J7TR6 2046-03-01 3 N/A 1540000.00 411847.03 Agency Mortgage-Backed Securities 4 5/8 NOTE AT 26 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 N/A 300.00 304.52 U.S. Treasuries (including strips) GNII SF MA7884 M N/A 36179WXM5 2052-02-20 4 N/A 75000.00 46402.50 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5644 B1V7KEBTPIMZEU4LTD58 31418FHW0 2055-03-01 4.5 N/A 39168.00 34091.52 Agency Mortgage-Backed Securities FNMS 04.500 CT257202 N/A 31371NU37 2028-04-01 4.5 N/A 10892.00 9.91 Agency Mortgage-Backed Securities FNMS 05.000 CLAL7521 N/A 3138EQLB6 2039-06-01 5 N/A 4586447.00 449017.84 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1948 N/A 3140XHEW3 2052-05-01 4 N/A 2000.00 1379.76 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8895 N/A 3140QG3D7 2051-02-01 2.5 N/A 305000.00 163746.83 Agency Mortgage-Backed Securities FNMS 05.000 CLMA3386 N/A 31418CXQ2 2048-06-01 5 N/A 1000000.00 62949.83 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2044 N/A 3140Q9HW6 2048-07-01 4.5 N/A 179000.00 35566.64 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4524 N/A 3140XLA24 2053-05-01 5 N/A 100000.00 73229.60 Agency Mortgage-Backed Securities FNMS 04.000 CLBC4439 N/A 3140EY4Z1 2046-04-01 4 N/A 1000000.00 64498.06 Agency Mortgage-Backed Securities GNRA 2020-149 SA N/A 38382KBN2 2050-10-20 0 N/A 25080385.00 130215.43 Agency Collateralized Mortgage Obligation FNMS 02.500 CLCB2287 N/A 3140QMRH9 2051-12-01 2.5 N/A 650000.00 364552.12 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7418 N/A 3140XBG46 2051-06-01 2.5 N/A 42000.00 21416.39 Agency Mortgage-Backed Securities FNMS 03.000 CLBC1489 N/A 3140EVUP0 2046-08-01 3 N/A 7000.00 1719.30 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0804 N/A 3140N43N5 2052-11-01 5.5 N/A 20553.00 18937.96 Agency Mortgage-Backed Securities GNRA 2024-064 SQ N/A 38384MZZ3 2054-04-20 1.62861 N/A 48772317.00 916068.00 Agency Collateralized Mortgage Obligation FNMS 02.500 CIMA3797 N/A 31418DGF3 2034-10-01 2.5 N/A 6000.00 733.92 Agency Mortgage-Backed Securities GNRA 2026-022 IO N/A 38384THB1 2067-09-16 0.84004 N/A 74954610.00 5559809.03 Agency Collateralized Mortgage Obligation FNMS 02.500 CLFS0434 N/A 3140XFPU9 2051-11-01 2.5 N/A 60000.00 32690.40 Agency Mortgage-Backed Securities GNII SF MA4127 M 549300M8ZYFG0OCMTT87 36179SSQ1 2046-12-20 3.5 N/A 200000.00 25134.27 Agency Mortgage-Backed Securities 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 N/A 1400.00 1380.85 U.S. Treasuries (including strips) FNMS 06.000 CLAE0811 N/A 31419A3V7 2039-09-01 6 N/A 7000000.00 95043.09 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8684 N/A 3138WJUJ5 2047-01-01 3.5 N/A 161000.00 33129.93 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5288 N/A 3140XL2W7 2053-07-01 5.5 N/A 1600000.00 1195419.84 Agency Mortgage-Backed Securities FNMS 02.500 CIAQ9339 N/A 3138MRLV1 2028-01-01 2.5 N/A 650000.00 15548.27 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2357 N/A 3140QMTP9 2051-12-01 2 N/A 139059.00 77677.22 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2610 N/A 3140QM3U6 2052-01-01 2 N/A 105000.00 62805.57 Agency Mortgage-Backed Securities GNII SF MA8045 M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4 N/A 485000.00 315276.66 Agency Mortgage-Backed Securities FNMS 05.000 CLMA3594 N/A 31418C7G3 2049-02-01 5 N/A 16000.00 1155.59 Agency Mortgage-Backed Securities FNMS 03.000 CIFM8726 N/A 3140XCVU9 2034-11-01 3 N/A 1933395.00 94518.91 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8210 N/A 3140XQDQ7 2054-05-01 6 N/A 115033.00 90637.92 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8494 N/A 3140QUNL6 2054-05-01 6 N/A 17000.00 11608.91 Agency Mortgage-Backed Securities FNMS 03.000 CIAX8309 N/A 3138YAGT6 2029-11-01 3 N/A 800000.00 38948.04 Agency Mortgage-Backed Securities FNMS 06.500 CL255661 N/A 31371L5W5 2035-02-01 6.5 N/A 426791.00 9626.12 Agency Mortgage-Backed Securities FNMS 02.500 CLFM5608 N/A 3140X9GS8 2051-01-01 2.5 N/A 1018408.00 542796.79 Agency Mortgage-Backed Securities 5.625 FNSM A 07/37 N/A 31398AFD9 2037-07-15 5.625 N/A 4000000.00 4286160.00 Agency Debentures and Agency Strips FNMS 04.000 CIAL1174 N/A 3138EHJU7 2026-11-01 4 N/A 275000.00 1.42 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3247 N/A 31418CTD6 2033-01-01 3 N/A 10000.00 1050.92 Agency Mortgage-Backed Securities FNMS 02.500 CIAB9483 N/A 31417GRD0 2028-05-01 2.5 N/A 150000.00 3520.49 Agency Mortgage-Backed Securities FNMS 03.000 CLFA5169 N/A 3140W5W75 2052-04-01 3 N/A 2267133.00 1773856.79 Agency Mortgage-Backed Securities FNMS 04.500 CLFA2927 N/A 3140W3HD4 2053-10-01 4.5 N/A 250000.00 221313.07 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4698 N/A 31418EGG9 2052-08-01 3 N/A 800000.00 542589.78 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5942 N/A 31418FS81 2056-01-01 4 N/A 32000.00 29000.04 Agency Mortgage-Backed Securities GNRA 2026-005 SM N/A 38385LCG1 2055-12-20 2.07861 N/A 50000000.00 3258838.91 Agency Collateralized Mortgage Obligation FNMS 03.000 CTMA1338 N/A 31418APY8 2033-02-01 3 N/A 58000.00 5105.25 Agency Mortgage-Backed Securities FNMS 05.500 CL852523 N/A 31408JD40 2036-02-01 5.5 N/A 5200000.00 9418.68 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4063 N/A 3140QPQR1 2052-07-01 4.5 N/A 96000.00 65118.59 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6884 N/A 3140QSUJ8 2053-08-01 6.5 N/A 311613.00 171772.99 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4055 N/A 31418DQH8 2050-06-01 2.5 N/A 1500000.00 464121.14 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4977 N/A 31418EQ78 2053-04-01 4.5 N/A 610000.00 458769.00 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4732 B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4 N/A 48000.00 33852.94 Agency Mortgage-Backed Securities FNMS 04.000 CLAS7557 N/A 3138WHMF6 2046-07-01 4 N/A 11000.00 2402.10 Agency Mortgage-Backed Securities FNMS 03.000 CIAS3465 N/A 3138WCZ71 2029-10-01 3 N/A 120000.00 4487.78 Agency Mortgage-Backed Securities FNMS 05.500 CL731967 N/A 31402LFG2 2033-09-01 5.5 N/A 26692.00 143.40 Agency Mortgage-Backed Securities FNMS 05.000 CLFS1116 B1V7KEBTPIMZEU4LTD58 3140XGG29 2047-12-01 5 N/A 137000.00 62226.27 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8422 N/A 3140XCLC0 2051-08-01 2.5 N/A 125000.00 72746.75 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4103 N/A 3140QPRZ2 2052-07-01 5 N/A 100000.00 66865.78 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6322 N/A 3140QSAY7 2053-05-01 5.5 N/A 100000.00 73025.20 Agency Mortgage-Backed Securities FNMS 04.000 CTAL5145 N/A 3138EMWF4 2033-10-01 4 N/A 276000.00 18750.15 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8256 N/A 3140QGE60 2050-12-01 2.5 N/A 400000.00 197791.94 Agency Mortgage-Backed Securities FNMS 05.500 CLDG4454 N/A 3140U75Q1 2056-03-01 5.5 N/A 1024.00 999.46 Agency Mortgage-Backed Securities FNMS 02.500 CIFM0057 N/A 3140X3B31 2032-05-01 2.5 N/A 38000.00 6536.70 Agency Mortgage-Backed Securities FNMS 04.500 CIMA4863 N/A 31418EMM9 2038-01-01 4.5 N/A 25000.00 13297.36 Agency Mortgage-Backed Securities FNMS 03.000 CLAT0682 N/A 3138WMXL0 2043-04-01 3 N/A 895000.00 136667.42 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3245 N/A 3140XJTB9 2052-11-01 5.5 N/A 3283000.00 2479049.89 Agency Mortgage-Backed Securities FNMS 05.500 CLAL5616 N/A 3138ENG29 2041-09-01 5.5 N/A 3330941.00 234023.30 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5422 N/A 31418FAY3 2054-07-01 6.5 N/A 300000.00 126859.95 Agency Mortgage-Backed Securities GNII SF MB0684 M N/A 3618N5XN4 2055-10-20 4.5 N/A 500000.00 462801.70 Agency Mortgage-Backed Securities FNMS 04.000 CLAT7208 N/A 3138WVAJ0 2043-06-01 4 N/A 300000.00 38056.69 Agency Mortgage-Backed Securities 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N/A 100000.00 72658.09 Agency Mortgage-Backed Securities GNRA 2025-155 SL N/A 38381UX64 2055-09-20 2.42861 N/A 50000000.00 3246368.08 Agency Collateralized Mortgage Obligation FNMS 03.500 CLCB3412 N/A 3140QNYJ5 2052-04-01 3.5 N/A 97000.00 61443.74 Agency Mortgage-Backed Securities FNMS 05.000 CIMA4992 N/A 31418ERN2 2038-04-01 5 N/A 182000.00 82489.12 Agency Mortgage-Backed Securities GNII SF MA3942 M N/A 36179SLX3 2038-11-20 6 N/A 25000.00 2959.93 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5190 B1V7KEBTPIMZEU4LTD58 31418EXU9 2053-11-01 5.5 N/A 191000.00 136947.64 Agency Mortgage-Backed Securities 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 100.00 102.57 U.S. Treasuries (including strips) FNMS 03.500 CLMA5941 N/A 31418FS73 2056-01-01 3.5 N/A 5000.00 4390.59 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9551 N/A 31417GTH9 2043-06-01 3 N/A 574000.00 103408.10 Agency Mortgage-Backed Securities GNRA 2024-108 SB N/A 38384UEW5 2054-07-20 2.37861 N/A 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70990.26 Agency Mortgage-Backed Securities FNMS 02.000 CIMA2845 N/A 31418CET7 2031-12-01 2 N/A 92000.00 12154.07 Agency Mortgage-Backed Securities FNMS 06.000 CL879772 N/A 31409VMV2 2036-02-01 6 N/A 39873.00 1608.32 Agency Mortgage-Backed Securities FNMS 05.500 CL190363 N/A 31368HML4 2035-11-01 5.5 N/A 300000.00 2647.11 Agency Mortgage-Backed Securities FKPC 03.830 WAWA0503 N/A 3132WRRN5 2044-03-01 3.83 N/A 25000.00 18180.92 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0792 N/A 31417Y3A3 2031-07-01 4.5 N/A 7300000.00 215655.78 Agency Mortgage-Backed Securities FNMS 04.500 CLDG1017 N/A 3140U4DX4 2056-02-01 4.5 N/A 3447057.00 3249423.42 Agency Mortgage-Backed Securities GNII FS 004211 M N/A 36202EVC0 2038-08-20 6.5 N/A 391729.00 3975.00 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4869 N/A 31418EMT4 2053-01-01 5.5 N/A 56000.00 36001.62 Agency Mortgage-Backed Securities 3 TPRN 47 254900HROIFWPRGM1V77 912803EY5 2047-05-15 0 N/A 1660600.00 547446.68 U.S. Treasuries (including 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MA7247 M N/A 36179WBQ0 2051-03-20 2.5 N/A 563052.00 237820.85 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4786 N/A 31418EJ84 2052-10-01 5.5 N/A 1383257.00 856154.82 Agency Mortgage-Backed Securities 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 N/A 100.00 100.42 U.S. Treasuries (including strips) FNMS 02.000 CLBT2780 N/A 3140LRCS5 2051-08-01 2 N/A 76000.00 40986.40 Agency Mortgage-Backed Securities GNII SF 003132 M N/A 36202DPR6 2031-09-20 6 N/A 95377.00 142.80 Agency Mortgage-Backed Securities FNMS 05.500 CLFM4854 N/A 3140X8MC8 2044-05-01 5.5 N/A 330000.00 112469.02 Agency Mortgage-Backed Securities 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4 N/A 100.00 97.27 U.S. Treasuries (including strips) FNMS 02.500 CLFS2317 N/A 3140XHSF5 2052-04-01 2.5 N/A 25000.00 15493.81 Agency Mortgage-Backed Securities GNRA 2026-102 DS N/A 38385TEG2 2056-06-20 1.92861 N/A 67434888.00 3136630.57 Agency Collateralized Mortgage Obligation GNRA 2025-139 SM N/A 38381QZR5 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1033416.12 Agency Collateralized Mortgage Obligation FNMS 05.000 CLFM8543 N/A 3140XCP51 2044-11-01 5 N/A 121751.00 55278.58 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2417 N/A 3140Q9VK6 2048-10-01 4.5 N/A 12000.00 2240.33 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4505 N/A 3140XLAF5 2052-06-01 3 N/A 34000.00 22338.22 Agency Mortgage-Backed Securities GNII SF MA6095 M N/A 36179UXY3 2049-08-20 6 N/A 468000.00 62939.66 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1988 N/A 3140Q9F65 2048-07-01 4.5 N/A 25000.00 2840.69 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5551 N/A 31418FEZ6 2054-12-01 4.5 N/A 775000.00 666468.88 Agency Mortgage-Backed Securities GNII JM 004260 M N/A 36202EWV7 2038-10-20 6 N/A 825000.00 458.32 Agency Mortgage-Backed Securities FNMS 04.500 CIMA3756 N/A 31418DE65 2034-07-01 4.5 N/A 306525.00 27895.72 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9470 N/A 3138WKQY4 2047-04-01 4.5 N/A 642835.00 90473.53 Agency Mortgage-Backed Securities GNRA 2024-044 KS N/A 38384KV65 2054-03-20 3.02861 N/A 40689000.00 2937390.46 Agency Collateralized Mortgage Obligation FNMS 05.500 CL709225 N/A 31401H4J8 2033-05-01 5.5 N/A 30000.00 301.58 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1420 N/A 3140X4SJ6 2047-12-01 3.5 N/A 39000.00 9898.97 Agency Mortgage-Backed Securities FNMS 04.000 CLAS5082 N/A 3138WEUG2 2045-06-01 4 N/A 759387.00 97810.82 Agency Mortgage-Backed Securities GNII SF MA9726 M N/A 36179YYX6 2054-06-20 6 N/A 386000.00 203229.59 Agency Mortgage-Backed Securities GNII JM 004239 M 549300M8ZYFG0OCMTT87 36202EV89 2038-09-20 6 N/A 750750.00 287.67 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3213 N/A 3140XJSB0 2052-07-01 3.5 N/A 63000.00 41192.85 Agency Mortgage-Backed Securities GNRA 2025-175 AS N/A 38385HKD8 2055-10-20 2.92861 N/A 70000000.00 5489104.69 Agency Collateralized Mortgage Obligation FNMS 02.500 CLCA7240 N/A 3140QFBJ7 2050-10-01 2.5 N/A 5000.00 2385.92 Agency Mortgage-Backed Securities FNMS 05.500 CL357342 N/A 31376J5B1 2033-02-01 5.5 N/A 28491660.00 84522.55 Agency Mortgage-Backed Securities FNMS 06.000 CL918622 N/A 31411YSK0 2037-06-01 6 N/A 1490783.00 13842.12 Agency Mortgage-Backed Securities 03.000 FGPC G08721 G N/A 3128MJYT1 2046-09-01 3 N/A 10000.00 1422.17 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0764 N/A 3140LNZ67 2051-06-01 2.5 N/A 980000.00 554684.79 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4536 N/A 3140QCBE5 2049-11-01 3 N/A 10000.00 2914.22 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6755 N/A 3140QSQH7 2053-07-01 6 N/A 32000.00 20990.08 Agency Mortgage-Backed Securities FNMS 04.500 CIAL9971 N/A 3138ESCH9 2027-01-01 4.5 N/A 150000.00 4.42 Agency Mortgage-Backed Securities GNII SF MA6997 M 549300M8ZYFG0OCMTT87 36179VX21 2050-11-20 3.5 N/A 132752.00 37482.98 Agency Mortgage-Backed Securities FNMS 06.000 CL889733 N/A 31410KPS7 2038-07-01 6 N/A 927478.00 15269.58 Agency Mortgage-Backed Securities FNMS 03.000 CIFM4427 N/A 3140X74M8 2034-07-01 3 N/A 155000.00 24407.95 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5632 N/A 3140XMHJ8 2053-09-01 5.5 N/A 978000.00 781778.35 Agency Mortgage-Backed Securities GNRA 2025-216 SJ N/A 38385KB33 2055-03-20 2.37861 N/A 39560595.00 1646680.17 Agency Collateralized Mortgage Obligation FNMS 06.500 CL888024 N/A 31410FSM8 2035-06-01 6.5 N/A 1500000.00 14759.73 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5418 N/A 31418FAU1 2054-07-01 4.5 N/A 10000.00 8446.28 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2784 N/A 3140QNCW0 2052-01-01 2 N/A 443000.00 266552.86 Agency Mortgage-Backed Securities FNMS 05.500 CL995024 N/A 31416BLD8 2037-08-01 5.5 N/A 2060000.00 24815.40 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9500 N/A 3140QVRW6 2054-11-01 6 N/A 99840.00 86649.61 Agency Mortgage-Backed Securities GNRA 2025-079 SA N/A 38385GUQ0 2053-11-20 1.57861 N/A 50000000.00 1236478.00 Agency Collateralized Mortgage Obligation FNMS 04.500 CLAL7660 N/A 3138EQQN5 2045-11-01 4.5 N/A 80000.00 17377.06 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ0546 N/A 3138MFTC1 2042-11-01 3.5 N/A 2000.00 177.73 Agency Mortgage-Backed Securities FNMS 05.000 CL930678 N/A 31412N6P6 2039-03-01 5 N/A 1130000.00 29282.01 Agency Mortgage-Backed Securities FNMS 04.500 CL932745 N/A 31412RHW0 2040-04-01 4.5 N/A 3460000.00 95904.17 Agency Mortgage-Backed Securities GNII SF MA5023 M N/A 36179TSL0 2048-02-20 5.5 N/A 300000.00 31255.80 Agency Mortgage-Backed Securities FNMS 04.000 CLFS8420 N/A 3140XQLA3 2051-08-01 4 N/A 20000.00 15420.72 Agency Mortgage-Backed Securities 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625 N/A 200.00 195.37 U.S. Treasuries (including strips) FNMS 02.500 CIFM2550 N/A 3140X5ZQ9 2033-07-01 2.5 N/A 111000.00 22512.51 Agency Mortgage-Backed Securities FNMS 03.000 CLAT2724 N/A 3138WQA28 2043-05-01 3 N/A 28000.00 3424.44 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5002 N/A 3142GVRY9 2055-10-01 6 N/A 1024.00 926.96 Agency Mortgage-Backed Securities FNMS 06.500 CL589499 N/A 31387N3G0 2031-08-01 6.5 N/A 913423.00 687.07 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2699 N/A 3140XH7M3 2052-08-01 5 N/A 1032462.00 725586.28 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8745 N/A 3140XCWF1 2051-09-01 2.5 N/A 760000.00 458641.64 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4039 N/A 3140XKPZ7 2053-02-01 5.5 N/A 1133385.00 752913.74 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5699 N/A 31418FKM8 2055-05-01 5 N/A 315000.00 276955.53 Agency Mortgage-Backed Securities FNMS 02.000 CLCB3035 N/A 3140QNLR1 2052-03-01 2 N/A 196000.00 122927.10 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2620 N/A 3140XH4E4 2052-08-01 5 N/A 630000.00 436486.25 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ7006 N/A 3140KSYC5 2052-01-01 2 N/A 247000.00 152483.01 Agency Mortgage-Backed Securities FNMS 06.000 CL938338 N/A 31412X4X9 2037-07-01 6 N/A 3030000.00 27158.60 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5876 N/A 31418FQ67 2055-11-01 4 N/A 4000.00 3582.87 Agency Mortgage-Backed Securities FNMS 05.500 CTFA0235 N/A 3140W0HM0 2044-12-01 5.5 N/A 50000.00 40652.71 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3125 N/A 31418CPK4 2032-09-01 3 N/A 3000000.00 288047.76 Agency Mortgage-Backed Securities GNII SF MA6766 M N/A 36179VQT0 2050-07-20 3 N/A 3275000.00 807905.65 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5762 N/A 31418FML8 2055-07-01 6.5 N/A 1000.00 623.75 Agency Mortgage-Backed Securities FNMS 05.500 CLAI9532 N/A 3138APSW9 2041-09-01 5.5 N/A 1119306.00 63268.78 Agency Mortgage-Backed Securities FNMS 03.500 CIMA2941 N/A 31418CHT4 2032-03-01 3.5 N/A 386667.00 26672.51 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4256 N/A 31418DWS7 2050-01-01 2.5 N/A 10092910.00 4380914.90 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5829 N/A 31418FPP6 2040-09-01 5 N/A 16000.00 12268.54 Agency Mortgage-Backed Securities FNMS 03.500 CIMA2972 N/A 31418CJS4 2032-04-01 3.5 N/A 291000.00 21541.55 Agency Mortgage-Backed Securities FNMS 03.000 CLBC8998 N/A 3140F47L4 2046-11-01 3 N/A 4000.00 923.53 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3184 N/A 31418CRE6 2047-11-01 4.5 N/A 5000.00 602.10 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5908 N/A 31418FR66 2055-12-01 4.5 N/A 7175000.00 6574843.23 Agency Mortgage-Backed Securities GNRA 2025-060 SC N/A 38385FC58 2055-03-20 2.32861 N/A 56307525.00 3415953.41 Agency Collateralized Mortgage Obligation FNMS 06.000 CLFS5996 N/A 3140XMUW4 2053-10-01 6 N/A 90000.00 57699.14 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0853 N/A 3140Q75P8 2047-12-01 3.5 N/A 654000.00 156354.22 Agency Mortgage-Backed Securities FNMS 05.500 CL916381 N/A 31411WCS4 2037-05-01 5.5 N/A 660269.00 1299.51 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5164 B1V7KEBTPIMZEU4LTD58 31418EW22 2053-10-01 5 N/A 315000.00 248789.74 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7021 N/A 3140QEYT3 2050-09-01 2 N/A 29000.00 14864.29 Agency Mortgage-Backed Securities FNMS 06.500 CL745852 N/A 31403DTH2 2036-01-01 6.5 N/A 565000.00 5764.19 Agency Mortgage-Backed Securities 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 1500.00 1444.98 U.S. Treasuries (including strips) FNMS 03.000 CLFS1074 N/A 3140XGFQ7 2052-03-01 3 N/A 106000.00 61959.39 Agency Mortgage-Backed Securities FNMS 03.500 CLFM8404 N/A 3140XCKS6 2051-08-01 3.5 N/A 510000.00 226079.78 Agency Mortgage-Backed Securities FNMS 02.500 CIFS5346 N/A 3140XL5G9 2036-04-01 2.5 N/A 310000.00 139058.24 Agency Mortgage-Backed Securities FNMS 03.000 CLAR0013 N/A 3138NWAP4 2043-02-01 3 N/A 203372.00 38280.49 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3142 N/A 3140X6P47 2048-10-01 4 N/A 700000.00 90547.68 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1408 N/A 3140W1R62 2054-09-01 6 N/A 144000.00 122360.62 Agency Mortgage-Backed Securities GNRA 2022-154 SC N/A 38383YWN8 2052-09-20 2.32861 N/A 13509074.00 750809.39 Agency Collateralized Mortgage Obligation FNMS 04.500 CLCA5385 N/A 3140QC6X9 2050-03-01 4.5 N/A 114000.00 14146.79 Agency Mortgage-Backed Securities FNMS 03.000 CLAS5170 N/A 3138WEW88 2045-06-01 3 N/A 800000.00 177572.72 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6862 N/A 3140QSTU5 2053-08-01 5 N/A 60000.00 45993.57 Agency Mortgage-Backed Securities FNMS 06.000 CLDD1040 N/A 3140B1EN2 2055-02-01 6 N/A 211667.00 177157.07 Agency Mortgage-Backed Securities FNMS 02.500 CIFM1454 N/A 3140X4TL0 2028-09-01 2.5 N/A 10000.00 482.77 Agency Mortgage-Backed Securities 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 100.00 101.15 U.S. Treasuries (including strips) FNMS 06.000 CLCB6330 N/A 3140QSA84 2053-05-01 6 N/A 1617000.00 1087136.28 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5774 N/A 3140QRMY6 2053-02-01 5.5 N/A 1609797.00 1328235.82 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5214 N/A 31418EYL8 2053-12-01 5 N/A 473000.00 382906.79 Agency Mortgage-Backed Securities FNMS 05.000 CLMB0291 N/A 3138MTKD8 2054-12-01 5 N/A 10000.00 8263.32 Agency Mortgage-Backed Securities FNMS 06.500 CL928847 N/A 31412L5G1 2037-11-01 6.5 N/A 34750.00 377.25 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5139 N/A 31418EV98 2053-09-01 6 N/A 2546500.00 1421889.78 Agency Mortgage-Backed Securities FNMS 02.000 CLBR0948 N/A 3140KYBS2 2051-04-01 2 N/A 65000.00 36242.17 Agency Mortgage-Backed Securities FNMS 05.500 CL745096 N/A 31403CXZ9 2034-11-01 5.5 N/A 6950000.00 71948.15 Agency Mortgage-Backed Securities FNMS 05.500 CLDB8491 N/A 3140AJNH7 2054-07-01 5.5 N/A 1170000.00 930296.81 Agency Mortgage-Backed Securities FNMS 05.500 CLAE0517 N/A 31419ASF5 2035-11-01 5.5 N/A 5269858.00 103010.99 Agency Mortgage-Backed Securities GNII SF MA8098 M 549300M8ZYFG0OCMTT87 36179W7K8 2052-06-20 3 N/A 351000.00 215879.97 Agency Mortgage-Backed Securities FNMS 05.500 CLBM5021 N/A 3140J9SK8 2044-05-01 5.5 N/A 14000.00 2874.49 Agency Mortgage-Backed Securities FNMS 03.500 CICA4721 N/A 3140QCG75 2034-11-01 3.5 N/A 114000.00 21140.12 Agency Mortgage-Backed Securities FNMS 04.000 CLAS0317 N/A 3138W9K74 2043-08-01 4 N/A 2000000.00 90873.39 Agency Mortgage-Backed Securities FNMS 02.500 CIFM2261 N/A 3140X5QP1 2035-01-01 2.5 N/A 765000.00 85218.53 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5344 N/A 31418E5E6 2039-04-01 4.5 N/A 17000.00 10473.43 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0191 N/A 3140NGF96 2053-05-01 5 N/A 1999800.00 1540190.14 Agency Mortgage-Backed Securities FNMS 05.500 CLBW7264 N/A 3140N0CA1 2052-11-01 5.5 N/A 1700000.00 1220724.98 Agency Mortgage-Backed Securities GNRA 2014-056 ST N/A 38379BCZ9 2039-12-16 2.28036 N/A 49000000.00 233722.11 Agency Collateralized Mortgage Obligation FNMS 06.500 CLAL4324 N/A 3138ELYW7 2040-05-01 6.5 N/A 800000.00 46221.72 Agency Mortgage-Backed Securities FNMS 04.500 CLDF7182 N/A 3140BX6U5 2055-12-01 4.5 N/A 1362304.00 1261009.16 Agency Mortgage-Backed Securities FNMS 05.000 CLBR5765 N/A 3140L4MP1 2051-04-01 5 N/A 1188930.00 567609.03 Agency Mortgage-Backed Securities FNMS 03.000 CLCA5216 N/A 3140QCYN0 2050-02-01 3 N/A 543000.00 188776.31 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7331 N/A 3140QTED7 2053-10-01 5.5 N/A 1055000.00 815583.88 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2633 N/A 3140QM4T8 2052-01-01 2.5 N/A 270840.00 153691.09 Agency Mortgage-Backed Securities FNMS 02.000 CLCB3040 N/A 3140QNLW0 2052-03-01 2 N/A 492000.00 322937.84 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5373 N/A 31418E6K1 2039-05-01 4.5 N/A 13000.00 8699.09 Agency Mortgage-Backed Securities FNMS 04.000 CTAB1763 N/A 31416W5Z1 2030-11-01 4 N/A 224000.00 4757.53 Agency Mortgage-Backed Securities FNMS 05.000 CLFS6866 N/A 3140XNTY0 2053-10-01 5 N/A 1455000.00 1223697.40 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3802 N/A 31418DGL0 2049-10-01 3 N/A 747000.00 93279.26 Agency Mortgage-Backed Securities FNMS 02.500 CLFA1172 N/A 3140W1JS3 2051-10-01 2.5 N/A 3411846.00 2565319.60 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9605 N/A 3140XRU78 2054-07-01 6 N/A 365282.00 307158.84 Agency Mortgage-Backed Securities GNII SF MA4967 M N/A 36179TQU2 2048-01-20 6 N/A 50000.00 5115.44 Agency Mortgage-Backed Securities FNMS 04.500 CICB5177 N/A 3140QQXF7 2037-11-01 4.5 N/A 3628000.00 1925442.26 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1239 N/A 3140X4LV6 2048-11-01 3.5 N/A 18000.00 2170.90 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7786 N/A 3140XBUL2 2049-01-01 4 N/A 320000.00 118954.41 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6771 N/A 3140QSQZ7 2053-07-01 6.5 N/A 250000.00 142316.88 Agency Mortgage-Backed Securities GNII SF MA5333 M N/A 36179T4S1 2048-07-20 5.5 N/A 47000.00 4317.87 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4159 N/A 31418DTR3 2050-10-01 2.5 N/A 461000.00 185745.35 Agency Mortgage-Backed Securities FNMS 04.500 CLDE3839 N/A 3140BGHR7 2055-11-01 4.5 N/A 2082135.00 1958977.16 Agency Mortgage-Backed Securities FNMS 02.500 CLFS4203 N/A 3140XKU57 2052-01-01 2.5 N/A 5225922.00 3486250.22 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4562 N/A 3140QQB87 2052-09-01 5 N/A 2440601.00 1697306.59 Agency Mortgage-Backed Securities FNMS 05.500 CL555880 N/A 31385XQ91 2033-11-01 5.5 N/A 2265000.00 10560.54 Agency Mortgage-Backed Securities 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 N/A 100.00 103.74 U.S. Treasuries (including strips) FNMS 02.500 CLCB1806 N/A 3140QMAG9 2051-10-01 2.5 N/A 63757.00 36716.67 Agency Mortgage-Backed Securities GNII SF MA8879 M N/A 36179X2L9 2053-05-20 5.5 N/A 30000000.00 19398833.09 Agency Mortgage-Backed Securities FNMS 05.000 CLDC6485 N/A 3140AUF32 2054-11-01 5 N/A 3999600.00 3375988.49 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0198 N/A 31418MGG1 2038-09-01 5.5 N/A 1082000.00 15123.50 Agency Mortgage-Backed Securities GNII SF DT3973 C N/A 3618W3MW1 2056-07-20 5.5 N/A 7534122.00 7761639.93 Agency Mortgage-Backed Securities FNMS 05.500 CLAD4567 N/A 31418SCD9 2040-04-01 5.5 N/A 517228.00 6270.19 Agency Mortgage-Backed Securities FNMS 06.000 CL899496 N/A 31410WKH0 2037-05-01 6 N/A 2090000.00 16235.59 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5014 N/A 31418ESC5 2038-05-01 5 N/A 488000.00 227680.57 Agency Mortgage-Backed Securities 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 N/A 100.00 101.93 U.S. Treasuries (including strips) FNMS 03.000 CLAS0044 N/A 3138W9BN9 2043-07-01 3 N/A 332000.00 44489.89 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4104 N/A 3140XKR28 2053-03-01 6 N/A 200000.00 106741.89 Agency Mortgage-Backed Securities FNMS 03.500 CLAB3936 N/A 31417ALS6 2041-11-01 3.5 N/A 4000.00 223.78 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7294 N/A 3140XPC80 2044-05-01 5.5 N/A 400000.00 283647.23 Agency Mortgage-Backed Securities FNMS 05.500 CIFS8578 N/A 3140XQQ83 2039-08-01 5.5 N/A 1316000.00 700729.87 Agency Mortgage-Backed Securities GNII SF MB0871 M 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5 N/A 500000.00 480935.92 Agency Mortgage-Backed Securities FNMS 05.000 CLBX7762 N/A 3140NCTU3 2053-03-01 5 N/A 200000.00 125217.34 Agency Mortgage-Backed Securities FNMS 04.000 CIFM1007 N/A 3140X4DM5 2034-05-01 4 N/A 46000.00 6315.12 Agency Mortgage-Backed Securities FNMS 05.500 CL725773 N/A 31402DJS0 2034-09-01 5.5 N/A 6339170.00 43229.03 Agency Mortgage-Backed Securities GNII SF MA8427 M 549300M8ZYFG0OCMTT87 36179XLG9 2052-11-20 4.5 N/A 4205000.00 2926595.13 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3902 N/A 31418DKQ4 2050-01-01 2.5 N/A 1090000.00 228516.66 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1585 N/A 3140X4XP6 2049-09-01 3 N/A 30000.00 2803.79 Agency Mortgage-Backed Securities GNRA 2025-105 SN N/A 38381NDG0 2055-06-20 2.82861 N/A 25000000.00 2036902.34 Agency Collateralized Mortgage Obligation GNRA 2025-001 XS N/A 38385CJN9 2055-01-20 2.29861 N/A 24000000.00 1810642.25 Agency Collateralized Mortgage Obligation FNMS 03.000 CTMA1401 N/A 31418ARX8 2033-04-01 3 N/A 3240000.00 293954.02 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5449 N/A 31418FBT3 2039-08-01 5.5 N/A 153709.00 75269.86 Agency Mortgage-Backed Securities FNMS 05.500 CL995655 N/A 31416CBY1 2038-07-01 5.5 N/A 3202000.00 20664.76 Agency Mortgage-Backed Securities GNII SF MA9014 M N/A 36179YAP9 2053-07-20 4 N/A 35000.00 25639.91 Agency Mortgage-Backed Securities FNMS 04.000 CICB4742 N/A 3140QQHU2 2037-09-01 4 N/A 1166000.00 580389.87 Agency Mortgage-Backed Securities FNMS 04.500 CLFS6640 N/A 3140XNLW2 2053-08-01 4.5 N/A 85000.00 69855.11 Agency Mortgage-Backed Securities FNMS 05.500 CL845549 N/A 31408AL65 2036-01-01 5.5 N/A 5650000.00 62951.78 Agency Mortgage-Backed Securities FNMS 03.000 CTAS8438 N/A 3138WJLU0 2036-12-01 3 N/A 59000.00 9767.01 Agency Mortgage-Backed Securities FNMS 04.000 CIMA3439 N/A 31418CZD9 2033-08-01 4 N/A 115000.00 6888.04 Agency Mortgage-Backed Securities FNMS 05.000 ZL310088 N/A 31374CND4 2038-06-01 5 N/A 3313365.00 47748.16 Agency Mortgage-Backed Securities FNMS 02.500 CIMA2803 N/A 31418CDH4 2031-11-01 2.5 N/A 63000.00 7102.59 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1831 N/A 3140XHA98 2052-05-01 4 N/A 245000.00 155157.02 Agency Mortgage-Backed Securities GNII SF 003598 M N/A 36202D7K1 2034-08-20 6 N/A 109000.00 992.49 Agency Mortgage-Backed Securities FNMS 02.500 CLBO6208 N/A 3140K13S3 2049-12-01 2.5 N/A 5445000.00 1386813.19 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2914 N/A 3140XJGY3 2052-09-01 4.5 N/A 1242000.00 850731.84 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7518 N/A 3140XBK82 2051-06-01 2.5 N/A 175000.00 93163.52 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4700 N/A 31418EGJ3 2052-08-01 4 N/A 7550.00 5307.33 Agency Mortgage-Backed Securities FNMS 03.500 CLFA0438 N/A 3140W0PY5 2052-09-01 3.5 N/A 28000.00 22149.59 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3836 N/A 3140XKHN3 2053-01-01 4.5 N/A 3685000.00 2431977.36 Agency Mortgage-Backed Securities FNMS 03.000 CIFM8297 N/A 3140XCGF9 2035-12-01 3 N/A 325000.00 98227.96 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4079 N/A 31418DQ96 2050-07-01 3 N/A 2421743.00 629309.01 Agency Mortgage-Backed Securities FNMS 03.000 CLAR2904 N/A 3138W0GN3 2043-01-01 3 N/A 343698.00 48048.37 Agency Mortgage-Backed Securities FNMS 03.000 CLCA5423 N/A 3140QDAZ7 2050-03-01 3 N/A 3423000.00 717607.60 Agency Mortgage-Backed Securities FNMS 04.000 CIAK5995 N/A 3138EAUV7 2027-03-01 4 N/A 1000000.00 2998.21 Agency Mortgage-Backed Securities FNMS 02.000 CIAL8127 N/A 3138ETA55 2031-01-01 2 N/A 860000.00 67959.43 Agency Mortgage-Backed Securities FNMS 06.000 CL942981 N/A 31413ECS2 2037-09-01 6 N/A 582436.00 7526.09 Agency Mortgage-Backed Securities GNII SF MA6343 M N/A 36179VBL3 2044-11-20 5.5 N/A 34000.00 5890.67 Agency Mortgage-Backed Securities FNMS 04.000 CIAL3914 N/A 3138ELK44 2026-11-01 4 N/A 10000.00 0.86 Agency Mortgage-Backed Securities FNMS 05.000 CLFM9192 N/A 3140XDGA8 2050-06-01 5 N/A 2000000.00 719433.96 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5506 N/A 31418FDL8 2039-10-01 4.5 N/A 40000.00 26226.35 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4324 N/A 3140X7YW3 2050-07-01 3.5 N/A 60055.00 22393.28 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4597 N/A 31418EDB3 2052-05-01 2 N/A 47000.00 29352.03 Agency Mortgage-Backed Securities FNMS 04.000 CIMA4713 N/A 31418EGX2 2037-07-01 4 N/A 1362000.00 647708.12 Agency Mortgage-Backed Securities FNMS 04.500 CLFS1849 N/A 3140XHBT3 2051-06-01 4.5 N/A 1467122.00 845528.64 Agency Mortgage-Backed Securities FNMS 02.500 CIAS8703 N/A 3138WJU55 2032-02-01 2.5 N/A 275000.00 37113.83 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1097 N/A 3140XGGF0 2052-04-01 3 N/A 15000.00 9187.41 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3747 N/A 31418DEV0 2049-08-01 4.5 N/A 153000.00 13348.40 Agency Mortgage-Backed Securities FNMS 05.000 CLFS6602 N/A 3140XNKQ6 2049-09-01 5 N/A 20000.00 13865.42 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3278 N/A 31418CUC6 2048-01-01 4.5 N/A 9000.00 977.46 Agency Mortgage-Backed Securities 2 7/8 TPRN 43 N/A 912803EC3 2043-05-15 0 N/A 100.00 41.50 U.S. Treasuries (including strips) FNMS 06.000 CLFS5752 N/A 3140XMMA1 2053-09-01 6 N/A 15000.00 9990.48 Agency Mortgage-Backed Securities FNMS 02.500 CNMA2776 N/A 31418CCN2 2026-10-01 2.5 N/A 1025000.00 1954.07 Agency Mortgage-Backed Securities FNMS 05.500 CL995018 N/A 31416BK72 2038-06-01 5.5 N/A 51540529.00 302603.24 Agency Mortgage-Backed Securities GNII SF MA4197 M N/A 36179SUW5 2047-01-20 4 N/A 500000.00 46874.05 Agency Mortgage-Backed Securities GNRA 2026-043 SA N/A 38385NXX7 2056-03-20 0 N/A 235640750.00 117991.48 Agency Collateralized Mortgage Obligation FNMS 06.000 CLMA5328 N/A 31418E4N7 2054-04-01 6 N/A 6000.00 3423.63 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3371 N/A 3140X6W98 2047-07-01 4.5 N/A 197000.00 54518.91 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5092 N/A 31418EUS7 2038-07-01 4.5 N/A 839180.00 461779.20 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3685 B1V7KEBTPIMZEU4LTD58 31418DCX8 2049-06-01 3 N/A 8794.00 788.08 Agency Mortgage-Backed Securities FNMS 04.000 CIFM4742 N/A 3140X8HU4 2035-03-01 4 N/A 1203000.00 269632.00 Agency Mortgage-Backed Securities FNMS 04.000 CLAX2501 N/A 3138Y3X71 2044-10-01 4 N/A 16000.00 1246.50 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8320 N/A 3140XCG69 2051-08-01 2.5 N/A 2149106.00 1215866.98 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4686 N/A 31418EF47 2052-06-01 5 N/A 1467000.00 891959.30 Agency Mortgage-Backed Securities FNMS 05.000 CIMA4899 N/A 31418ENR7 2038-01-01 5 N/A 250000.00 123645.66 Agency Mortgage-Backed Securities FNMS 04.000 CIFM4537 N/A 3140X8BF3 2034-06-01 4 N/A 96000.00 9390.23 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6423 N/A 3140QED58 2050-07-01 3 N/A 29000.00 7049.18 Agency Mortgage-Backed Securities FNMS 05.000 CLFM5893 N/A 3140X9RP2 2050-08-01 5 N/A 169000.00 51411.62 Agency Mortgage-Backed Securities FNMS 02.500 CLBM5466 N/A 3140JACC0 2043-10-01 2.5 N/A 700000.00 192552.38 Agency Mortgage-Backed Securities FNMS 02.500 CLAB7391 N/A 31417EF97 2042-12-01 2.5 N/A 961878.00 167848.22 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4868 N/A 31418EMS6 2053-01-01 5 N/A 2019000.00 1465673.84 Agency Mortgage-Backed Securities FNMS 04.500 CLDF5024 N/A 3140BVSN1 2055-11-01 4.5 N/A 2514901.00 2228567.68 Agency Mortgage-Backed Securities FNMS 03.000 CNMA2883 N/A 31418CFZ2 2027-01-01 3 N/A 225000.00 1245.05 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2629 N/A 3140QM4P6 2052-01-01 2.5 N/A 400000.00 232100.91 Agency Mortgage-Backed Securities FNMS 02.500 CIAS8008 N/A 3138WH3S9 2031-09-01 2.5 N/A 200000.00 21295.00 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3443 B1V7KEBTPIMZEU4LTD58 31418CZH0 2048-08-01 4 N/A 44000.00 2965.31 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4228 N/A 3140XKVW7 2052-08-01 3.5 N/A 6000.00 4317.79 Agency Mortgage-Backed Securities FNMS 02.500 CLBR0994 N/A 3140KYC85 2051-05-01 2.5 N/A 13257851.00 7056254.23 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2055 N/A 3140Q9H97 2048-07-01 4.5 N/A 16000.00 1192.10 Agency Mortgage-Backed Securities GNII SF MB1216 M N/A 3618N6K63 2056-05-20 5 N/A 5401.00 5273.89 Agency Mortgage-Backed Securities GNII SF MA7590 M 549300M8ZYFG0OCMTT87 36179WNF1 2051-09-20 3 N/A 970000.00 500119.08 Agency Mortgage-Backed Securities FNMS 05.500 CLFM8426 N/A 3140XCLG1 2044-05-01 5.5 N/A 28000.00 10904.02 Agency Mortgage-Backed Securities FNMS 04.000 CIMA3372 N/A 31418CXA7 2033-05-01 4 N/A 210000.00 13939.51 Agency Mortgage-Backed Securities FNMS 02.500 CNMA3107 N/A 31418CNZ3 2027-08-01 2.5 N/A 3000000.00 63438.84 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1101 B1V7KEBTPIMZEU4LTD58 3140QLGK6 2051-07-01 2 N/A 1000000.00 544081.32 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9878 N/A 3140XR6Q3 2053-04-01 5 N/A 1866255.00 1511651.39 Agency Mortgage-Backed Securities FNMS 05.500 CL815498 N/A 31406N7K4 2035-03-01 5.5 N/A 9000.00 103.82 Agency Mortgage-Backed Securities FNMS 06.000 CLDA0017 N/A 3140A0AT6 2053-09-01 6 N/A 17691912.00 11428567.24 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3665 N/A 31418DCB6 2049-05-01 4.5 N/A 21000.00 2144.10 Agency Mortgage-Backed Securities FNMS 03.500 CIAL9233 N/A 3138ERHK9 2029-04-01 3.5 N/A 190000.00 10283.58 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3835 N/A 3140XKHM5 2052-11-01 4.5 N/A 2777398.00 2079327.68 Agency Mortgage-Backed Securities GNII SF MA4267 M 549300M8ZYFG0OCMTT87 36179SW45 2034-09-20 6 N/A 3900000.00 400084.09 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Moody's NR Fitch F1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 1855000000.00 1855000000.00 0.0095 N Y Y N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 3.74000040 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-08-03 2028-05-08 2028-05-08 N N N 0.0381 496485928.43 496485928.43 0.0025 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66999840 3130BAQT7 2549001DPIFGXC1TOL40 US3130BAQT76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2026-10-23 2026-10-23 N N N 0.0373 358025125.31 358025125.31 0.0018 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.75000120 3130B7TB0 2549001DPIFGXC1TOL40 US3130B7TB04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2027-03-18 2027-03-18 N N N 0.0380 480833749.08 480833749.08 0.0025 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.72499920 3133ETX36 254900C5LP6DN9OP9V83 US3133ETX369 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-08-03 2027-04-19 2027-04-19 N N N 0.0379 79997964.80 79997964.80 0.0004 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.72499920 3133ETNT0 254900C5LP6DN9OP9V83 US3133ETNT07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2027-02-01 2027-02-01 N N N 0.0381 422325663.17 422325663.17 0.0022 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.78500040 3133ERP21 254900C5LP6DN9OP9V83 US3133ERP211 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-08-03 2026-12-23 2026-12-23 N N N 0.0379 114931767.55 114931767.55 0.0006 N N N N Nomura Securities Co. Ltd. Nomura Securities Co. Ltd. 3.65000000 N/A OXTKY6Q8X53C9ILVV871 BYJ9TZAW6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 349000.00 343767.44 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 128055200.00 126693380.27 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 27543200.00 27641761.54 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625 N/A 255695600.00 251962529.01 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625 N/A 18046800.00 17719112.22 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4 N/A 880400.00 880209.25 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 64541100.00 63881165.15 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 257562400.00 252896302.98 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 N/A 1468600.00 1452541.84 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.75 N/A 982900.00 975529.41 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 11128400.00 9687035.66 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 N/A 181100.00 180175.12 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 786100.00 781235.87 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 20040000.00 19835872.56 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 102600.00 100879.30 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 N/A 17405600.00 17459878.70 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 N/A 2771800.00 2714675.88 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 250000000.00 246718000.00 U.S. Treasuries (including strips) 5 1/4 BOND 28 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.25 N/A 2589800.00 2670614.85 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 N/A 91282CQV6 2029-06-15 4.125 N/A 18286500.00 18269976.80 U.S. Treasuries (including strips) 6 1/2 BOND 26 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.5 N/A 8219800.00 8391779.12 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 N/A 91282CQR5 2029-05-15 3.875 N/A 1202500.00 1197411.04 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 3656900.00 3603977.76 U.S. Treasuries (including strips) BILL 12/31/26 N/A 912797VJ3 2026-12-31 0 N/A 11356500.00 11175749.95 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 17811500.00 15348170.34 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 106381600.00 106887728.19 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4 N/A 753400.00 732516.51 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625 N/A 12844200.00 12662535.92 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 13118100.00 13350069.14 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875 N/A 59726000.00 58609227.35 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 9655900.00 9671159.54 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 N/A 160808200.00 156909560.76 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 148300.00 144027.03 U.S. Treasuries (including strips) BILL 07/08/27 N/A 912797VQ7 2027-07-08 0 N/A 164716000.00 158678664.45 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 N/A 357611900.00 332827127.16 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 113309900.00 111832369.08 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875 N/A 6618100.00 6554753.75 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 132000.00 125159.70 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875 N/A 136417200.00 134430242.78 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 N/A 172866400.00 170148248.73 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875 N/A 15003900.00 14662931.37 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 252988600.00 253051088.18 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.25 N/A 166772000.00 165975163.38 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625 N/A 12008800.00 11941078.37 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 N/A 241635400.00 238224704.31 U.S. Treasuries (including strips) Y Moody's NR Fitch NR Standard & Poor's NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 3000000000.00 3000000000.00 0.0153 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VM6 254900HROIFWPRGM1V77 US912797VM69 U.S. Treasury Debt Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2026-10-20 2026-10-20 2026-10-20 N N N 0.0362 951347583.67 951347583.67 0.0049 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.69500040 3130BBC60 2549001DPIFGXC1TOL40 US3130BBC603 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2026-12-28 2026-12-28 N N N 0.0377 662893278.19 662893278.19 0.0034 N N N N BNP Paribas SA BNP Paribas SA 3.64000000 N/A R0MUWSFPU8MPRO8K5P83 BYJ9TZ8W9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 5/8 NOTE J 30 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625 N/A 100.00 98.82 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 N/A 826500.00 836711.21 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 N/A 91282CQR5 2029-05-15 3.875 N/A 493000.00 491761.59 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 200.00 171.25 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 100.00 113.86 U.S. Treasuries (including strips) 1 5/8 TRIN X 30 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 N/A 20294400.00 21054355.53 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 800.00 786.24 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 N/A 700.00 666.09 U.S. Treasuries (including strips) 4 5/8 TPRN 40 254900HROIFWPRGM1V77 912803DK6 2040-02-15 0 N/A 200.00 102.21 U.S. Treasuries (including strips) 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125 N/A 1600.00 1602.75 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 4399900.00 4440824.57 U.S. Treasuries (including strips) 3 3/4 NOTE AM 28 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.75 N/A 6073900.00 6092565.79 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 302100.00 295494.81 U.S. Treasuries (including strips) 2 3/8 TRIB 55 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375 N/A 100.00 94.25 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 41640400.00 50606817.43 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 10280900.00 10343412.34 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 300.00 296.44 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 93835700.00 91109444.49 U.S. Treasuries (including strips) 1 1/8 TRIN A 33 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 89414900.00 94203954.68 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 N/A 800.00 757.25 U.S. Treasuries (including strips) Y Fitch F1+ Standard & Poor's A-1 Moody's P-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 274000000.00 274000000.00 0.0014 N Y Y N Bank of Montreal Bank of Montreal 3.64000000 N/A NQQ6HPCNCCU6TUTQYE16 BYJ9TZ8R0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 02/15/27 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0 N/A 31955742.25 31283808.86 U.S. Treasuries (including strips) TINT 11/15/35 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 N/A 13178968.64 8496191.14 U.S. Treasuries (including strips) Y Fitch F1+ Standard & Poor's A-1 Moody's P-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 39000000.00 39000000.00 0.0002 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 3.74000000 N/A RUC0QBLBRPRCU4W1NE59 BYD952M08 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRA 2024-197 SX N/A 38385BGG9 2054-12-20 2.37861 N/A 100000000.00 2942599.62 Agency Collateralized Mortgage Obligation GNRA 2020-023 IO N/A 38380NY52 2062-04-16 0.65785 N/A 62112884.00 1753789.51 Agency Collateralized Mortgage Obligation GNRA 2025-009 SB N/A 38385BB25 2055-01-20 2.3856 N/A 120000000.00 5077116.42 Agency Collateralized Mortgage Obligation GNRA 2025-127 SD N/A 38381PP72 2055-07-20 1.55861 N/A 79000000.00 2870137.01 Agency Collateralized Mortgage Obligation GNRA 2026-025 LZ N/A 38385ML53 2056-02-20 4.5 N/A 3257000.00 2481031.44 Agency Collateralized Mortgage Obligation GNRA 2026-088 TZ N/A 38385SLU5 2066-05-20 6 N/A 3844105.00 2933001.10 Agency Collateralized Mortgage Obligation GNRA 2025-152 NS N/A 38381UPN6 2055-09-20 2.96861 N/A 50000000.00 3633190.74 Agency Collateralized Mortgage Obligation GNRA 2022-166 IO N/A 38381HUT6 2065-04-16 0.79343 N/A 80000000.00 4861151.20 Agency Collateralized Mortgage Obligation GNRM 2026-088 IC N/A 38385SPR8 2056-05-20 5.5 N/A 13955055.00 2531931.31 Agency Collateralized Mortgage Obligation GNRA 2024-167 SE N/A 38384YZM6 2054-10-20 3.04861 N/A 100000000.00 5189078.00 Agency Collateralized Mortgage Obligation GNRA 2025-105 SW N/A 38381NEL8 2065-06-20 3.47861 N/A 75000000.00 4638192.24 Agency Collateralized Mortgage Obligation GNRA 2025-136 SD N/A 38381QGQ8 2055-08-20 2.87861 N/A 64665784.00 2829265.38 Agency Collateralized Mortgage Obligation GNRA 2025-089 QS N/A 38385GHN2 2055-05-20 1.52861 N/A 55000000.00 2201878.37 Agency Collateralized Mortgage Obligation GNRA 2024-042 SB N/A 38384KHP9 2054-03-20 1.58837 N/A 205000000.00 2365379.85 Agency Collateralized Mortgage Obligation GNRA 2026-088 Z N/A 38385SQN6 2056-05-20 5.5 N/A 10364881.00 8350717.00 Agency Collateralized Mortgage Obligation GNRA 2026-121 SM N/A 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N/A 57061414.00 4782438.86 Agency Collateralized Mortgage Obligation GNRA 2022-149 IO N/A 38381HNW7 2064-06-16 0.457 N/A 163045999.00 6172884.57 Agency Collateralized Mortgage Obligation GNRA 2026-095 IO N/A 38381SC88 2065-07-16 0.83194 N/A 116009428.00 7083508.07 Agency Collateralized Mortgage Obligation GNRA 2025-025 XS N/A 38385DQG4 2065-02-20 1.67861 N/A 250000000.00 4109293.99 Agency Collateralized Mortgage Obligation GNRA 2025-124 SG N/A 38381PHK2 2055-07-20 1.52861 N/A 120000000.00 3251474.01 Agency Collateralized Mortgage Obligation GNRA 2025-069 SE N/A 38385FBX8 2065-04-20 2.32861 N/A 100000000.00 1603701.61 Agency Collateralized Mortgage Obligation GNRA 2026-116 Z N/A 38384TR20 2069-05-16 4.65 N/A 9089399.00 7476330.66 Agency Collateralized Mortgage Obligation GNRA 2025-171 TS N/A 38385HUX3 2065-10-20 2.52861 N/A 50010000.00 1649069.93 Agency Collateralized Mortgage Obligation GNRA 2021-153 SA N/A 38381DR93 2061-08-16 0.02627 N/A 50600000.00 2265883.00 Agency Collateralized Mortgage Obligation GNRA 2024-051 SX N/A 38384KVY4 2054-03-20 1.57861 N/A 171485000.00 3538649.09 Agency Collateralized Mortgage Obligation GNRA 2023-063 YS N/A 38384AAZ6 2053-05-20 1.92861 N/A 100000000.00 2053882.80 Agency Collateralized Mortgage Obligation GNRA 2025-061 SA N/A 38385FXU0 2065-04-20 2.32861 N/A 100706289.00 1940817.52 Agency Collateralized Mortgage Obligation GNRA 2024-055 SB N/A 38384KJ69 2054-03-20 2.37861 N/A 62000000.00 2212984.64 Agency Collateralized Mortgage Obligation GNRA 2024-064 GS N/A 38384MNQ6 2054-04-20 2.42861 N/A 40000000.00 1592248.58 Agency Collateralized Mortgage Obligation GNRA 2023-128 ES N/A 38384CPR4 2053-08-20 2.27861 N/A 46526598.00 1550281.90 Agency Collateralized Mortgage Obligation GNRA 2024-064 CS N/A 38384MQA8 2054-04-20 1.57861 N/A 50000000.00 1513935.49 Agency Collateralized Mortgage Obligation GNRM 2025-025 XI N/A 38385DNC6 2055-02-20 5.5 N/A 9090909.00 1572011.77 Agency Collateralized Mortgage Obligation GNRA 2020-091 IU N/A 38380PSK1 2062-05-16 0.96475 N/A 49000000.00 1545464.36 Agency Collateralized Mortgage Obligation GNRA 2005-097 BZ N/A 38374MMZ9 2035-12-20 5.5 N/A 16000000.00 1622906.42 Agency Collateralized Mortgage Obligation GNRA 2024-071 GS N/A 38384K7G0 2054-04-20 2.37861 N/A 138000000.00 5334755.38 Agency Collateralized Mortgage Obligation GNRA 2026-116 IO N/A 38384TR38 2069-05-16 0.52491 N/A 141389399.00 8184202.83 Agency Collateralized Mortgage Obligation GNRA 2023-082 CS N/A 38384AS20 2053-06-20 2.37861 N/A 70000000.00 1573110.49 Agency Collateralized Mortgage Obligation GNRA 2021-19O IK N/A 38382YKE2 2071-12-20 1.88194 N/A 124846127.00 4145213.60 Agency Collateralized Mortgage Obligation GNRA 2025-18O GI N/A 38384LTT6 2075-08-20 1.11055 N/A 38605295.00 3839507.94 Agency Collateralized Mortgage Obligation GNRA 2025-069 GS N/A 38385FDH1 2055-04-20 1.52861 N/A 250000000.00 4267694.54 Agency Collateralized Mortgage Obligation GNRA 2025-150 SG N/A 38381UA93 2055-09-20 3.57861 N/A 20800000.00 1541766.45 Agency Collateralized Mortgage Obligation GNRA 2024-030 VS N/A 38384JMY7 2054-02-20 2.57861 N/A 75000000.00 2116059.77 Agency Collateralized Mortgage Obligation GNRM 2016-75 PZ N/A 38379YEA2 2046-05-20 3 N/A 2844733.00 1842344.22 Agency Collateralized Mortgage Obligation GNRA 2026-003 ZC N/A 38385LZT8 2056-01-20 4.5 N/A 3213194.00 2072294.30 Agency Collateralized Mortgage Obligation GNRA 2022-26O HI N/A 38382YH55 2072-11-20 1.62321 N/A 140061917.00 4028001.59 Agency Collateralized Mortgage Obligation Y Standard & Poor's A-1 Moody's NR Fitch NR 2026-08-03 2026-08-07 2026-08-07 Y BMO CAPITAL MARKETS CORP 1.0000 7 N Moody's NR Fitch NR Standard & Poor's NR N N 0.0374 400000000.00 400000000.00 0.0020 N N Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.69000000 3133ET2E6 254900C5LP6DN9OP9V83 US3133ET2E63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-08-03 2027-03-01 2027-03-01 N N N 0.0375 109995964.10 109995964.10 0.0006 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130B9QK9 2549001DPIFGXC1TOL40 US3130B9QK95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2026-09-01 2026-09-01 N N N 0.0381 451695284.25 451695284.25 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.65500080 3130B9DV9 2549001DPIFGXC1TOL40 US3130B9DV97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2026-08-06 2026-08-06 N N N 0.0368 276814662.29 276814662.29 0.0014 N N Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.74000040 3130BANS2 2549001DPIFGXC1TOL40 US3130BANS21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2028-05-12 2028-05-12 N N N 0.0381 178175295.77 178175295.77 0.0009 N N N N BNP Paribas SA BNP Paribas SA 3.64000000 N/A R0MUWSFPU8MPRO8K5P83 BYJ9TZ8S8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 362700.00 315852.52 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 N/A 300000.00 302080.50 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 N/A 46000.00 45574.03 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 N/A 1600.00 1562.37 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 N/A 300.00 306.49 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 1000.00 709.85 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 1719800.00 1716108.56 U.S. Treasuries (including strips) BILL 09/24/26 N/A 912797UH8 2026-09-24 0 N/A 25900.00 25762.52 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 601200.00 466330.96 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 77000.00 76346.53 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 21900000.00 22058874.69 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 1899900.00 1752475.65 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 600.00 405.20 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 N/A 8000.00 8024.95 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 78200.00 77068.30 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 N/A 82349200.00 71408363.54 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125 N/A 100.00 79.55 U.S. Treasuries (including strips) 5 BOND 46 N/A 912810UV8 2046-05-15 5 N/A 15545400.00 15166200.38 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 N/A 600.00 554.24 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 1138900.00 1095984.35 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3 N/A 100.00 72.68 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 N/A 13527000.00 9928386.17 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 N/A 200.00 198.98 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 1196200.00 1175971.06 U.S. Treasuries (including strips) 6 3/8 BOND 27 254900HROIFWPRGM1V77 912810FA1 2027-08-15 6.375 N/A 100.00 105.16 U.S. Treasuries (including strips) 4 3/8 BOND 38 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375 N/A 384700.00 378693.74 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 N/A 1000.00 972.63 U.S. Treasuries (including strips) 5 BOND 56 N/A 912810UU0 2056-05-15 5 N/A 7530400.00 7308004.37 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 3164800.00 3101955.50 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 300.00 261.14 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 64000.00 43289.60 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 1000.00 922.95 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 N/A 1000.00 989.87 U.S. Treasuries (including strips) 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 N/A 9511200.00 4457825.72 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 3200.00 3126.49 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 172000.00 159899.43 U.S. Treasuries (including strips) 4 1/2 BOND 36 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.5 N/A 1551000.00 1565556.69 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875 N/A 200.00 195.45 U.S. Treasuries (including strips) 3 3/4 NOTE BG 26 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.75 N/A 6791900.00 6897779.15 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625 N/A 23983200.00 24420215.87 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125 N/A 2000.00 1583.55 U.S. Treasuries (including strips) 4 3/8 BOND 40 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375 N/A 242745200.00 229321684.64 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 100.00 96.57 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 1000.00 1014.80 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 28900.00 28907.14 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 17000.00 17154.28 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 4768900.00 4666509.53 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1 Fitch F1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 400000000.00 400000000.00 0.0020 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67999920 3130BAFT9 2549001DPIFGXC1TOL40 US3130BAFT95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2026-11-30 2026-11-30 N N N 0.0376 227918974.36 227918974.36 0.0012 N N N N Fixed Income Clearing Corporation - BNY Fixed Income Clearing Corporation - BNY 3.65000000 N/A 549300H47WTHXPU08X20 BYJ9TZ9S7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y FNMS 02.000 CLBR1341 N/A 3140KYP32 2051-02-01 2 N/A 6278944.00 2871966.67 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4266 N/A 3132E0W32 2053-11-01 6 N/A 46790349.00 36461363.85 Agency Mortgage-Backed Securities FEPC 05.000 CLQH2146 N/A 3133CEL34 2053-10-01 5 N/A 490707.00 375071.28 Agency Mortgage-Backed Securities 04.000 FGPC Q47338 G N/A 3132WMEL4 2047-04-01 4 N/A 1000.00 235.92 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7681 S6XOOCT0IEG5ABCC6L87 3133KPRA8 2052-07-01 5 N/A 53613421.00 32557667.62 Agency Mortgage-Backed Securities FNMS 04.000 U3BF0210 B1V7KEBTPIMZEU4LTD58 3140FXGU0 2041-01-01 4 N/A 158776576.00 32656777.98 Agency Mortgage-Backed Securities FNMS 06.000 CLDE0611 B1V7KEBTPIMZEU4LTD58 3140BCVD1 2055-06-01 6 N/A 38080691.00 30400304.99 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1554 N/A 3132DNWP4 2052-09-01 4.5 N/A 39383544.00 27125648.51 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4336 N/A 3132E0Y97 2053-11-01 6 N/A 51375332.00 38777666.95 Agency Mortgage-Backed Securities FEPC 05.000 CLQF3339 N/A 3133BQV86 2052-11-01 5 N/A 63492848.00 44925314.66 Agency Mortgage-Backed Securities FNMS 05.500 CLDB4131 N/A 3140ADSV4 2054-08-01 5.5 N/A 33443000.00 22930532.00 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ8657 N/A 3133D0TN1 2054-11-01 5.5 N/A 50389952.00 35649040.96 Agency Mortgage-Backed Securities 04.000 FGPC U99151 G N/A 3132H7EZ3 2046-12-01 4 N/A 54489219.00 13957127.71 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1779 S6XOOCT0IEG5ABCC6L87 3132DN6Q1 2052-10-01 5.5 N/A 35399000.00 25182622.85 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5304 N/A 3140QQ3N3 2052-12-01 6 N/A 7448166.00 4770298.81 Agency Mortgage-Backed Securities FNMS 05.000 CLDC5725 N/A 3140ATLF1 2054-11-01 5 N/A 40792867.00 36036760.64 Agency Mortgage-Backed Securities FEPC 05.500 CLQI7097 S6XOOCT0IEG5ABCC6L87 3133WD3E0 2054-06-01 5.5 N/A 29322080.00 25442650.74 Agency Mortgage-Backed Securities FNMS 04.500 CLBH1212 N/A 3140GPK23 2047-06-01 4.5 N/A 18608127.00 2852943.67 Agency Mortgage-Backed Securities FNMS 03.000 CLBV5382 N/A 3140MJ6U4 2052-04-01 3 N/A 70138947.00 41188726.49 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ9489 N/A 3133D1RJ0 2054-11-01 5.5 N/A 21222855.00 13869431.34 Agency Mortgage-Backed Securities FNMS 03.000 CLCA8830 N/A 3140QGY43 2051-02-01 3 N/A 80556396.00 42665437.45 Agency Mortgage-Backed Securities FNMS 06.000 CLDB0392 N/A 3140A9NJ5 2054-04-01 6 N/A 72295661.00 42320563.05 Agency Mortgage-Backed Securities FNMS 03.000 CLBV5386 N/A 3140MJ6Y6 2052-04-01 3 N/A 38168660.00 24791620.18 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4051 N/A 3140M5QD0 2053-07-01 5.5 N/A 50036483.00 41921859.93 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0110 N/A 3140FXDQ2 2056-03-01 4 N/A 120365641.00 41471982.15 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1537 N/A 3133BNV67 2052-10-01 5 N/A 726415.00 457795.33 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9995 S6XOOCT0IEG5ABCC6L87 3133KSC83 2053-10-01 6 N/A 47873593.00 33302293.01 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ7715 N/A 3133CYSC3 2054-11-01 5 N/A 32206522.00 27518826.12 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6965 N/A 3132DUW29 2054-11-01 5.5 N/A 34326016.00 28165674.63 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5737 N/A 3140QDLT9 2050-05-01 3.5 N/A 84738304.00 35993804.64 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3605 N/A 3132E0AE2 2053-08-01 5.5 N/A 20077397.00 15680591.74 Agency Mortgage-Backed Securities FEPC 04.500 CLQE9006 N/A 3133BKAF6 2052-08-01 4.5 N/A 50941408.00 35559919.28 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5520 N/A 3132DTDZ0 2054-05-01 6 N/A 38396544.00 29165204.23 Agency Mortgage-Backed Securities FNMS 06.500 CLFA2871 N/A 3140W3FM6 2055-09-01 6.5 N/A 9493918.00 7972270.90 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9895 N/A 3133BK7G8 2052-09-01 5 N/A 49996000.00 35592835.88 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5238 N/A 3132DSZB1 2054-04-01 5.5 N/A 48758275.00 38385037.69 Agency Mortgage-Backed Securities FEPC 06.500 CLSD3901 N/A 3132E0KN1 2053-08-01 6.5 N/A 32886528.00 23551458.06 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7391 N/A 3132DVF83 2055-01-01 6 N/A 38625292.00 28119474.35 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4279 N/A 3132E0XG2 2053-10-01 5 N/A 52204471.00 35350256.84 Agency Mortgage-Backed Securities FNMS 06.000 CLDC8279 B1V7KEBTPIMZEU4LTD58 3140AWFV6 2055-01-01 6 N/A 39078528.00 31306765.13 Agency Mortgage-Backed Securities FNMS 02.000 CLBT7046 N/A 3140LVZL6 2051-07-01 2 N/A 29632715.00 15434221.30 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4063 N/A 3140NLQR3 2053-06-01 5 N/A 34378220.00 26242827.14 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1505 N/A 3140MSU78 2052-07-01 4.5 N/A 27115152.00 19354560.35 Agency Mortgage-Backed Securities FEPC 05.500 CLQG0752 N/A 3133C0ZR6 2053-04-01 5.5 N/A 33302488.00 25276980.61 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3740 N/A 3132E0EM0 2053-09-01 6 N/A 46744719.00 31949490.91 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8893 N/A 3133KQ3A2 2053-04-01 6 N/A 50000032.00 33007798.97 Agency Mortgage-Backed Securities FNMS 03.000 CLCA8867 N/A 3140QGZ91 2051-02-01 3 N/A 71526528.00 36996621.86 Agency Mortgage-Backed Securities FNMS 05.000 CLBW4257 N/A 3140MVWT1 2056-05-01 5 N/A 6876372.00 6709661.87 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3213 N/A 3140QASB7 2049-03-01 4.5 N/A 111677556.00 24344982.81 Agency Mortgage-Backed Securities FNMS 05.500 CLDE6707 B1V7KEBTPIMZEU4LTD58 3140BKNZ3 2055-08-01 5.5 N/A 30322752.00 28338647.83 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3911 N/A 3132E0KY7 2053-09-01 5.5 N/A 25572100.00 18923253.88 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5012 B1V7KEBTPIMZEU4LTD58 3140J9SA0 2048-03-01 3.5 N/A 98650752.00 25913917.38 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ9131 N/A 3138MRED9 2042-12-01 3.5 N/A 99906720.00 14245157.33 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4758 N/A 3132DSJB9 2053-11-01 5.5 N/A 41429979.00 36692311.61 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6211 S6XOOCT0IEG5ABCC6L87 3133C63U1 2053-06-01 5.5 N/A 42482386.00 25358469.60 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8538 S6XOOCT0IEG5ABCC6L87 3133KQPX8 2053-02-01 5 N/A 34286544.00 28592260.60 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4341 N/A 3140J8ZF3 2048-02-01 4 N/A 51612962.00 13895430.78 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3626 N/A 3132E0A36 2053-09-01 6 N/A 37606467.00 24063365.52 Agency Mortgage-Backed Securities FEPC 06.500 CLQY9840 N/A 31426U5A8 2055-08-01 6.5 N/A 10728971.00 7624501.11 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5303 N/A 3140QQ3M5 2052-12-01 6 N/A 58101231.00 35977058.47 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5286 B1V7KEBTPIMZEU4LTD58 3140QQ2U8 2052-12-01 5.5 N/A 48988224.00 32711122.40 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5943 N/A 3140AFS98 2054-06-01 6 N/A 19175990.00 14654847.32 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8003 N/A 3138WH3M2 2046-10-01 3 N/A 149974080.00 31121538.24 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7944 N/A 3140N0ZJ7 2052-08-01 5 N/A 8872880.00 6812077.58 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9263 S6XOOCT0IEG5ABCC6L87 3133KRJG0 2053-06-01 5 N/A 53969373.00 39773991.89 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4409 N/A 3140QP3T2 2052-08-01 5 N/A 31304736.00 23662211.80 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6008 S6XOOCT0IEG5ABCC6L87 3132DTU99 2054-08-01 5.5 N/A 43964645.00 31359969.46 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0988 N/A 3140QLC20 2051-07-01 2.5 N/A 59582408.00 33294772.01 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8990 N/A 3133BW7B3 2053-03-01 5.5 N/A 11251723.00 6868408.59 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5457 N/A 3132DTB25 2054-05-01 5.5 N/A 36857530.00 28672029.56 Agency Mortgage-Backed Securities FEPC 03.000 CLSD4386 S6XOOCT0IEG5ABCC6L87 3132E02T8 2052-08-01 3 N/A 54330345.00 38194737.98 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8032 S6XOOCT0IEG5ABCC6L87 3133BH4R4 2052-08-01 5 N/A 50000000.00 29043796.83 Agency Mortgage-Backed Securities 04.000 FGPC V84373 G N/A 3132L92E4 2048-06-01 4 N/A 205946873.00 26115172.19 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9301 N/A 3133KRKN3 2053-06-01 6 N/A 586524.00 444529.12 Agency Mortgage-Backed Securities 04.000 FGPC V83191 G N/A 3132L8RL3 2047-06-01 4 N/A 90456064.00 13857287.59 Agency Mortgage-Backed Securities 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 19075900.00 14796544.76 U.S. Treasuries (including strips) 04.500 FGPC G61410 G N/A 31335BR73 2048-05-01 4.5 N/A 101429400.00 15035834.37 Agency Mortgage-Backed Securities FEPC 07.000 CLSD5334 N/A 3132DS4T6 2054-05-01 7 N/A 234576.00 82668.72 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0605 N/A 3140FXU75 2062-03-01 4 N/A 29291207.00 19798387.81 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3610 B1V7KEBTPIMZEU4LTD58 3140QPAL1 2052-05-01 4 N/A 58968832.00 38263572.69 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8366 N/A 3132DWJK0 2053-10-01 5 N/A 37975840.00 29798209.15 Agency Mortgage-Backed Securities FNMS 03.000 CLCA9297 N/A 3140QHKK0 2051-02-01 3 N/A 49383568.00 24999232.07 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4161 N/A 3140M5TT2 2053-09-01 5.5 N/A 8392647.00 6813752.22 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 N/A 54220288.00 24950414.99 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ9065 N/A 3133D1CA5 2054-11-01 5.5 N/A 18752152.00 14728461.03 Agency Mortgage-Backed Securities FNMS 04.000 ZC310241 N/A 31374CS64 2044-09-25 4 N/A 33907051.00 28865601.28 Agency Mortgage-Backed Securities FEPC 05.000 CLQG1474 N/A 3133C1T75 2053-04-01 5 N/A 19482043.00 14748472.30 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1905 N/A 3140Q9DK6 2048-06-01 4.5 N/A 20683774.00 5833469.83 Agency Mortgage-Backed Securities FEPC 03.000 CLQA5529 N/A 3133A0EA8 2049-12-01 3 N/A 112139522.00 38273179.50 Agency Mortgage-Backed Securities FEPC 06.000 CLQG7618 S6XOOCT0IEG5ABCC6L87 3133C8PB5 2053-07-01 6 N/A 46642063.00 27558185.97 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8715 N/A 3140QGVH7 2051-01-01 2 N/A 87622016.00 44995662.53 Agency Mortgage-Backed Securities FNMS 05.500 CLDE8968 N/A 3140BM6E5 2055-10-01 5.5 N/A 43799908.00 42131356.77 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4099 B1V7KEBTPIMZEU4LTD58 3140QPRV1 2052-07-01 4.5 N/A 35629056.00 24782906.47 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8367 N/A 3132DWJL8 2053-10-01 5.5 N/A 48224309.00 33566544.71 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8277 S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.5 N/A 60013760.00 41755117.74 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9614 N/A 3140MPVG3 2052-04-01 3.5 N/A 11502440.00 6722296.89 Agency Mortgage-Backed Securities FNMS 06.000 CLBY5839 B1V7KEBTPIMZEU4LTD58 3140NNPZ2 2053-07-01 6 N/A 28281937.00 15777480.28 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8100 N/A 3133C87M1 2053-07-01 5.5 N/A 8618704.00 6846083.72 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3957 N/A 3132E0ME9 2053-10-01 6 N/A 41534976.00 29140537.44 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6714 N/A 3140QSN80 2053-07-01 4.5 N/A 11540364.00 8393354.68 Agency Mortgage-Backed Securities FEPC 02.500 CLQC5576 N/A 3133AQFR3 2051-08-01 2.5 N/A 84092000.00 40007826.37 Agency Mortgage-Backed Securities 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 N/A 275000.00 243476.96 U.S. Treasuries (including strips) FEPC 06.000 CLQF4931 N/A 3133BSPQ9 2052-12-01 6 N/A 18953310.00 8930767.57 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8331 N/A 3132DWHG1 2053-06-01 5.5 N/A 36593332.00 24831566.55 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8165 N/A 3133BJCA8 2052-08-01 5 N/A 1329150.00 1082283.18 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5935 N/A 3140JASZ2 2049-03-01 4.5 N/A 59092732.00 13851953.32 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8546 S6XOOCT0IEG5ABCC6L87 3133KQP75 2053-02-01 5.5 N/A 43055850.00 30173646.66 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8207 N/A 3133C9DL4 2053-08-01 5.5 N/A 13497817.00 10670345.21 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4385 N/A 3132E02S0 2053-10-01 6 N/A 30264739.00 23590577.87 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5740 B1V7KEBTPIMZEU4LTD58 3140QDLW2 2050-05-01 3.5 N/A 73927966.00 24532380.08 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2481 N/A 3132DPXJ2 2053-03-01 5 N/A 53905707.00 39414665.31 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2201 B1V7KEBTPIMZEU4LTD58 3140Q9NT6 2048-08-01 4.5 N/A 240882689.00 31380199.01 Agency Mortgage-Backed Securities FNMS 04.000 I3BF0155 N/A 3140FXE57 2046-10-01 4 N/A 68244216.00 15117587.82 Agency Mortgage-Backed Securities FEPC 04.500 CLSD7563 N/A 3132DVML6 2053-05-01 4.5 N/A 21942395.00 15161006.88 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6361 N/A 3133C7B63 2053-07-01 5.5 N/A 49992000.00 34585750.38 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9992 S6XOOCT0IEG5ABCC6L87 3133KSC59 2053-10-01 6 N/A 39206200.00 27226606.50 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7788 S6XOOCT0IEG5ABCC6L87 3133KPUM8 2052-08-01 5 N/A 42653177.00 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LLC Goldman Sachs & Co. 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Agency Collateralized Mortgage Obligation FERA 5639FC 03/25/56 N/A 3137HQN64 2056-03-25 4.51608 N/A 13357470.00 12944428.90 Agency Collateralized Mortgage Obligation GNRA 2022-182 S N/A 38383U5R7 2052-10-20 2.67861 N/A 50000000.00 2800405.05 Agency Collateralized Mortgage Obligation FNRA RC059SD R19F059 N/A 3136B6NN9 2049-10-25 2.31944 N/A 36516371.00 710091.00 Agency Collateralized Mortgage Obligation GNRA 2026-128 IO N/A 38381S3R6 2067-04-16 0.663904 N/A 211447564.00 14347616.50 Agency Collateralized Mortgage Obligation FERA 5649SB 04/25/56 N/A 3137HRAX7 2056-04-25 0.38392 N/A 50000000.00 549782.50 Agency Collateralized Mortgage Obligation FERM 5141IA 11/25/47 N/A 3137H23F9 2047-11-25 4.5 N/A 16197361.00 1336276.97 Agency Collateralized Mortgage Obligation GNRA 2025-089 SX N/A 38385GJD2 2055-05-20 1.47861 N/A 133333333.00 3852152.25 Agency Collateralized Mortgage Obligation FGRM 4274KI 02/15/36 N/A 3137B5UW1 2036-02-15 5 N/A 10368000.00 1123.19 Agency Collateralized Mortgage 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Collateralized Mortgage Obligation FNRA CL020SY R13F020 N/A 3136ACWA5 2043-03-25 2.36944 N/A 13066000.00 158897.37 Agency Collateralized Mortgage Obligation GNRA 2025-134 GS N/A 38381UCJ9 2065-08-20 2.32861 N/A 31000000.00 700933.38 Agency Collateralized Mortgage Obligation GNRA 2025-100 SG N/A 38385GT25 2055-06-20 1.52861 N/A 213338436.00 5572766.43 Agency Collateralized Mortgage Obligation FERM 5050IP 10/25/50 N/A 3137F7Q40 2050-10-25 3 N/A 1816856.00 162732.95 Agency Collateralized Mortgage Obligation GNRA 2025-043 SB N/A 38385EJB1 2055-03-20 1.72861 N/A 100000000.00 4180187.37 Agency Collateralized Mortgage Obligation FERA 5606DS 12/25/55 N/A 3137HPBC6 2055-12-25 1.18392 N/A 50000000.00 1137853.95 Agency Collateralized Mortgage Obligation FNRA CL041F R02F041 N/A 31392DRQ7 2032-07-25 4.28056 N/A 3800000.00 1969.39 Agency Collateralized Mortgage Obligation GNRA 2020-086 HS N/A 38382GAH5 2050-06-20 1.81591 N/A 38358017.00 1544936.40 Agency Collateralized Mortgage Obligation FXRA 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Collateralized Mortgage Obligation FGRA 2314FG 06/15/29 N/A 3133TTPX3 2029-06-15 4.13987 N/A 15000000.00 6840.05 Agency Collateralized Mortgage Obligation FNRM CL080MI R12F080 N/A 3136A7UB6 2041-10-25 4.5 N/A 37388000.00 154620.09 Agency Collateralized Mortgage Obligation FNRA CL142DF R10F142 N/A 31398SKQ5 2040-07-25 4.13056 N/A 125000.00 2387.07 Agency Collateralized Mortgage Obligation FNRA RC034PS R17F034 N/A 3136AWUD7 2047-05-25 2.36944 N/A 141990914.00 2154344.00 Agency Collateralized Mortgage Obligation FERA 5083FK 03/25/51 N/A 3137FFP92 2051-03-25 3.5 N/A 1980418.00 1037402.23 Agency Collateralized Mortgage Obligation GNRA 2026-108 SB N/A 38385TNS6 2056-06-20 1.35861 N/A 80000000.00 2189402.66 Agency Collateralized Mortgage Obligation FNRA CL027TG R25F027 N/A 3136BVKV9 2049-08-25 4.499997 N/A 535378.00 86603.63 Agency Collateralized Mortgage Obligation FGRA 4030DS 04/15/42 N/A 3137APKN9 2042-04-15 2.71013 N/A 62000000.00 195814.20 Agency Collateralized Mortgage Obligation FERA 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Obligation GNRA 2024-181 LS N/A 38384X5A7 2054-11-20 2.32861 N/A 83339243.00 2388977.77 Agency Collateralized Mortgage Obligation FERA 4938SK 12/25/49 N/A 3137FQFY4 2049-12-25 2.26944 N/A 46553866.00 1673431.18 Agency Collateralized Mortgage Obligation FGRA 4473AS 05/15/45 N/A 3137BJAS2 2045-05-15 1.86013 N/A 36726000.00 230004.59 Agency Collateralized Mortgage Obligation FERA 5649SA 04/25/56 N/A 3137HRAW9 2056-04-25 1.33392 N/A 300000000.00 6410896.51 Agency Collateralized Mortgage Obligation FERA 5639FA 03/25/56 N/A 3137HQN56 2056-03-25 4.46608 N/A 850000.00 772546.18 Agency Collateralized Mortgage Obligation FERA 5668BI 06/25/56 N/A 3137GCEW9 2056-06-25 0.05 N/A 55618822.00 47728.20 Agency Collateralized Mortgage Obligation FNRA CL038FB R01F038 N/A 313920QJ2 2031-08-25 4.23056 N/A 6000000.00 503.76 Agency Collateralized Mortgage Obligation FGRA 2449FC 03/15/32 N/A 31392KU46 2032-03-15 4.38987 N/A 35000000.00 30749.08 Agency Collateralized Mortgage Obligation FGRM 4385IA 09/15/44 N/A 3137BDSS6 2044-09-15 4.5 N/A 54151458.00 742939.88 Agency Collateralized Mortgage Obligation FNRA CL082SA R12F082 N/A 3136A7NM0 2042-08-25 2.33944 N/A 68500000.00 215324.49 Agency Collateralized Mortgage Obligation GNRA 2024-186 S N/A 38384XVT7 2053-02-20 1.92861 N/A 15000000.00 628365.26 Agency Collateralized Mortgage Obligation GNRA 2025-146 SB N/A 38381QUA7 2055-08-20 1.72861 N/A 100000000.00 2689075.61 Agency Collateralized Mortgage Obligation GNRA 2020-097 QS N/A 38382GXV9 2050-07-20 2.36591 N/A 42816149.00 1437091.86 Agency Collateralized Mortgage Obligation FERA 5606SG 11/25/55 N/A 3137HPE74 2055-12-25 1.18392 N/A 50000000.00 988841.74 Agency Collateralized Mortgage Obligation FGRA 3864NS 03/15/39 N/A 3137ABE23 2039-03-15 2.26013 N/A 135757553.00 171243.72 Agency Collateralized Mortgage Obligation FERA 4933SA 12/25/49 N/A 3137FQJT1 2049-12-25 2.26944 N/A 40777284.00 1141861.23 Agency Collateralized Mortgage Obligation FNRA CL106ST R16F106 N/A 3136AUZG9 2047-01-25 2.26944 N/A 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Mortgage Obligation FNRA CL009SH R24F009 N/A 3136BRHC4 2049-11-25 2.26944 N/A 69606673.00 4736671.49 Agency Collateralized Mortgage Obligation GNRM 2026-068 AP N/A 38385RCB9 2056-04-20 6 N/A 4000000.00 3978652.45 Agency Collateralized Mortgage Obligation FNRM CL039PY R26F039 N/A 3136G53R9 2056-06-25 5 N/A 202020.00 179783.39 Agency Collateralized Mortgage Obligation GNRA 2026-125 SW N/A 38385T3J8 2056-07-20 1.11391 N/A 265000000.00 8262000.93 Agency Collateralized Mortgage Obligation FGRM 4491IP 03/15/40 N/A 3137BKT67 2040-03-15 6 N/A 12467233.00 73114.70 Agency Collateralized Mortgage Obligation FERM 5152MI 10/25/51 N/A 3137H3CQ3 2051-10-25 4.5 N/A 63909323.00 8404500.63 Agency Collateralized Mortgage Obligation FNRA CL076QF R06F076 N/A 31396KBZ4 2036-08-25 4.13056 N/A 4769000.00 85156.49 Agency Collateralized Mortgage Obligation FGRM 4194GI 04/15/43 N/A 3137B1JS2 2043-04-15 4 N/A 53867746.00 987038.22 Agency Collateralized Mortgage Obligation FGRA 4076SG 07/15/42 N/A 3137ASG40 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427213.16 Agency Collateralized Mortgage Obligation GNRM 2026-128 CD N/A 38381S3N5 2056-07-16 4.5 N/A 3149606.00 2939609.17 Agency Collateralized Mortgage Obligation FGRM 4601IC 12/15/45 N/A 3137BQUE5 2045-12-15 4 N/A 11966000.00 189929.51 Agency Collateralized Mortgage Obligation FNRA CL033FP R03F033 N/A 31393BGV1 2033-05-25 4.48056 N/A 1125000.00 3869.95 Agency Collateralized Mortgage Obligation GNRA 2026-091 EG N/A 38381SG76 2059-12-16 4.5 N/A 6367984.00 5828144.52 Agency Collateralized Mortgage Obligation GNRA 2025-071 SH N/A 38385FU82 2055-04-20 1.62861 N/A 50000000.00 2121463.53 Agency Collateralized Mortgage Obligation GNRA 2025-156 SB N/A 38383BAQ5 2055-09-20 1.01861 N/A 100000000.00 2343098.91 Agency Collateralized Mortgage Obligation FNRA CL074CS R14F074 N/A 3136ALWW7 2044-06-25 2.46944 N/A 32328000.00 163604.11 Agency Collateralized Mortgage Obligation FGRA 4623GZ 10/15/46 N/A 3137BSK51 2046-10-15 2.5 N/A 837296.00 748454.06 Agency Collateralized Mortgage Obligation FERM 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32166.69 Agency Collateralized Mortgage Obligation FERA 4906QS 09/25/49 N/A 3137FNWB2 2049-09-25 2.31944 N/A 550000.00 14811.39 Agency Collateralized Mortgage Obligation GNRA 2025-079 SB N/A 38385GUT4 2055-05-20 1.39861 N/A 50000000.00 1194522.86 Agency Collateralized Mortgage Obligation FERM 5681CY 07/25/56 N/A 3137GB5G6 2056-07-25 5 N/A 7865510.00 7281658.44 Agency Collateralized Mortgage Obligation FERA 4962SP 03/25/50 N/A 3137FRK34 2050-03-25 2.31944 N/A 16977500.00 443552.14 Agency Collateralized Mortgage Obligation GNRM 2015-011 AI N/A 38379HU29 2030-01-20 3.5 N/A 636000.00 771.48 Agency Collateralized Mortgage Obligation FNRA CL020SL R12F020 N/A 3136A4GQ6 2042-03-25 2.71944 N/A 91164018.00 493918.06 Agency Collateralized Mortgage Obligation FNRA CL136SA R10F136 N/A 31398STD5 2040-12-25 2.26944 N/A 50000000.00 194823.09 Agency Collateralized Mortgage Obligation GNRM 2024-064 ID N/A 38384MMA2 2051-06-20 3 N/A 20883639.00 2632813.15 Agency Collateralized Mortgage Obligation GNRA 2026-108 MI N/A 38385TRF0 2066-06-20 0.05 N/A 122000000.00 201479.42 Agency Collateralized Mortgage Obligation FNRA CL045SE R19F045 N/A 3136B5PP4 2049-08-25 2.31944 N/A 104126044.00 2680923.88 Agency Collateralized Mortgage Obligation GNRM 2025-115 CI N/A 38381PCW1 2052-03-20 6 N/A 18750000.00 2040433.55 Agency Collateralized Mortgage Obligation FGRA 5617ST 07/15/49 N/A 3137HPNS8 2049-07-15 2.26013 N/A 66465405.00 5101758.40 Agency Collateralized Mortgage Obligation GNRA 2026-125 NI N/A 38385T3H2 2056-07-20 0.05 N/A 115000000.00 151486.97 Agency Collateralized Mortgage Obligation GNRM 2026-076 DI N/A 38381SXU6 2056-06-16 0.5 N/A 2500000.00 40360.27 Agency Collateralized Mortgage Obligation FGRA 4057LS 06/15/42 N/A 3137ARJP2 2042-06-15 2.81013 N/A 88571428.00 611040.83 Agency Collateralized Mortgage Obligation FERM 5606PB 09/25/54 N/A 3137HPBZ5 2055-12-25 4.5 N/A 56061000.00 51737612.49 Agency Collateralized Mortgage Obligation FERA 5007SK 08/25/50 N/A 3137FVLY6 2050-08-25 2.36944 N/A 4500000.00 210357.56 Agency Collateralized Mortgage Obligation GNRA 2025-188 QS N/A 38385JPE7 2055-11-20 1.87861 N/A 53000000.00 2977490.72 Agency Collateralized Mortgage Obligation FNRA CL146SC R11F146 N/A 3136A3KB6 2042-01-25 2.26944 N/A 128376008.00 565029.79 Agency Collateralized Mortgage Obligation FNRA CL046FB R26F046 N/A 3136G6NC8 2056-06-25 4.81608 N/A 18472000.00 17799849.47 Agency Collateralized Mortgage Obligation GNRA 2015-130 IO N/A 38379KJ74 2057-07-16 0.66586 N/A 5300000.00 53512.94 Agency Collateralized Mortgage Obligation FERA 5596SH 11/25/55 N/A 3137HNTY4 2055-11-25 1.18392 N/A 61000000.00 1392965.06 Agency Collateralized Mortgage Obligation FNRA CL141SA R12F141 N/A 3136AAAP0 2042-12-25 2.96944 N/A 45267000.00 526974.54 Agency Collateralized Mortgage Obligation FNRA CL056FB R26F056 N/A 3136G6TW8 2056-02-25 4.61608 N/A 12405000.00 12299098.67 Agency Collateralized Mortgage Obligation FERA 5606SC 12/25/55 N/A 3137HPCA9 2055-12-25 1.18392 N/A 40426519.00 776457.67 Agency Collateralized Mortgage Obligation FNRA CL103NF R12F103 N/A 3136A8C57 2042-09-25 4.13056 N/A 226474.00 20144.99 Agency Collateralized Mortgage Obligation FERA 5693AF 08/25/56 N/A 3137GBJ30 2056-08-25 4.33 N/A 70710222.00 70637084.06 Agency Collateralized Mortgage Obligation GNRA 2025-208 CT N/A 38385KHJ2 2065-12-20 6 N/A 416666.00 40510.12 Agency Collateralized Mortgage Obligation FNRM CL039EV R26F039 N/A 3136G53K4 2056-04-25 4 N/A 7941039.00 7490412.24 Agency Collateralized Mortgage Obligation FNRA CL091F R02F091 N/A 31392HAK9 2033-01-25 4.28056 N/A 1500000.00 3542.52 Agency Collateralized Mortgage Obligation FERA 5668IM 07/25/50 N/A 3137GCG31 2050-07-25 3.500019 N/A 715830.00 111078.70 Agency Collateralized Mortgage Obligation FGRM 4734IO 12/15/47 N/A 3137FBXR2 2047-12-15 4 N/A 2048914.00 84399.90 Agency Collateralized Mortgage Obligation FNRA CL060SK R18F060 N/A 3136B2D82 2048-08-25 1.96944 N/A 23967000.00 353100.79 Agency Collateralized Mortgage Obligation GNRA 2026-114 B N/A 38385S6C2 2067-04-16 4.5 N/A 4184397.00 3840142.47 Agency Collateralized Mortgage Obligation FNRM RC014ZM R23F014 N/A 3136BPL33 2053-04-25 5.5 N/A 500000.00 585329.15 Agency Collateralized Mortgage Obligation GNRA 2022-136 SB N/A 38383UPT1 2052-08-20 2.37861 N/A 40000000.00 2182552.46 Agency Collateralized Mortgage Obligation FERA 5668FL 06/25/56 N/A 3137GCF65 2056-06-25 5.06608 N/A 60362056.00 59326549.90 Agency Collateralized Mortgage Obligation GNRA 2026-091 HI N/A 38381SG43 2065-10-16 0.07136 N/A 87309976.00 299045.37 Agency Collateralized Mortgage Obligation FERA 5563SA 08/25/55 N/A 3137HMLG3 2055-08-25 1.53392 N/A 40625000.00 1080258.85 Agency Collateralized Mortgage Obligation FERA 5386FD 03/25/54 N/A 3137HBXV1 2054-03-25 4.86608 N/A 2289000.00 1123390.72 Agency Collateralized Mortgage Obligation FNRA CL026KL R16F026 N/A 3136AR4L9 2042-11-25 1.21248 N/A 4820101.00 1336857.83 Agency Collateralized Mortgage Obligation FERA 5518SC 03/25/55 N/A 3137HK4E1 2055-03-25 1.56392 N/A 99799291.00 2206380.40 Agency Collateralized Mortgage Obligation FERM 5155NI 10/25/51 N/A 3137H37F3 2051-10-25 3 N/A 86569995.00 6825561.43 Agency Collateralized Mortgage Obligation FGRA S07108 03/15/44 N/A 3132HT3R5 2044-03-15 4.28987 N/A 1610000.00 178682.39 Agency Collateralized Mortgage Obligation FERM 5693EY 08/25/56 N/A 3137GBJF3 2056-08-25 5 N/A 238315.00 211732.79 Agency Collateralized Mortgage Obligation FERA 04918S 10/25/49 N/A 3137FP3P8 2049-10-25 2.31944 N/A 37957596.00 550860.02 Agency Collateralized Mortgage Obligation FERM 4958HI 03/25/50 N/A 3137FRPP0 2050-03-25 3.5 N/A 24192432.00 867794.60 Agency Collateralized Mortgage Obligation GNRA 2025-187 SC N/A 38385JAQ6 2055-11-20 2.42861 N/A 85740007.00 5030291.33 Agency Collateralized Mortgage Obligation FERA 5470FH 11/25/54 N/A 3137HHCN9 2054-11-25 4.81608 N/A 5775000.00 3577610.26 Agency Collateralized Mortgage Obligation GNRM 2026-068 DA N/A 38385REZ4 2052-04-20 4.5 N/A 3322585.00 3214263.37 Agency Collateralized Mortgage Obligation FERM 5632PE 02/25/56 N/A 3137HPVK6 2056-02-25 4.5 N/A 1468000.00 1195894.46 Agency Collateralized Mortgage Obligation FERM 5668GK 03/25/48 N/A 3137GCFE8 2048-03-25 5 N/A 48956775.00 47458238.75 Agency Collateralized Mortgage Obligation GNRA 2020-154 SA N/A 38382KTK9 2050-10-20 2.51591 N/A 20513623.00 1184070.43 Agency Collateralized Mortgage Obligation FNRA RC004FD R02F004 N/A 31392BXH4 2032-02-25 4.28056 N/A 3450000.00 1759.55 Agency Collateralized Mortgage Obligation Y Fitch F1+ Standard & Poor's A-1 Moody's NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 1500000000.00 1500000000.00 0.0077 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130B8NY4 2549001DPIFGXC1TOL40 US3130B8NY44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2026-08-19 2026-08-19 N N N 0.0371 222367925.29 222367925.29 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66999840 3130BAPG6 2549001DPIFGXC1TOL40 US3130BAPG64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2026-10-13 2026-10-13 N N N 0.0374 442872852.06 442872852.06 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.69000000 3130BAVT1 2549001DPIFGXC1TOL40 US3130BAVT12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-08-03 2027-02-25 2027-02-25 N N N 0.0378 800005007.94 800005007.94 0.0041 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-10-01 2026-10-01 2026-10-01 N N N 0.0357 232382284.95 232382284.95 0.0012 N Y Y N Natixis SA Natixis SA 3.64000000 N/A KX1WK48MPD4Y2NCUIZ63 BYJ9TZAR7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 7/8 TRIN A 36 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 N/A 100.00 98.55 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 400.00 393.12 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 94917700.00 89066498.38 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 100.00 96.37 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375 N/A 5103300.00 4772878.10 U.S. Treasuries (including strips) 2 1/8 TRIB 54 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125 N/A 100.00 91.79 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch F1 Moody's P-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 92000000.00 92000000.00 0.0005 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67499880 3130BAUN5 2549001DPIFGXC1TOL40 US3130BAUN50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-08-03 2026-11-20 2026-11-20 N N N 0.0377 449678327.19 449678327.19 0.0023 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2026-10-08 2026-10-08 2026-10-08 N N N 0.0359 14383312.78 14383312.78 0.0001 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.72999960 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-08-03 2027-11-23 2027-11-23 N N N 0.0381 57937666.76 57937666.76 0.0003 N N N N Nomura Securities Co. Ltd. Nomura Securities Co. Ltd. 3.65000000 N/A OXTKY6Q8X53C9ILVV871 BYJ9TZAS5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMI SP 784154 X 549300M8ZYFG0OCMTT87 3622A2TK8 2044-03-15 5 N/A 2000000.00 250442.44 Agency Mortgage-Backed Securities GNMI SF AG5990 X N/A 36182AUP4 2043-09-15 4 N/A 140600.00 47988.09 Agency Mortgage-Backed Securities GNMI SF 629595 X N/A 36291JNL0 2034-09-15 5.86 N/A 1308700.00 102378.76 Agency Mortgage-Backed Securities GNII SF MA0782 M 549300M8ZYFG0OCMTT87 36179M2P4 2043-02-20 3 N/A 336900.00 33310.15 Agency Mortgage-Backed Securities GNII SF 005083 M N/A 36202FUG9 2041-06-20 5 N/A 413000.00 13131.55 Agency Mortgage-Backed Securities GNII JM MA7250 M N/A 36179WBT4 2051-02-20 4 N/A 1786700.00 468023.54 Agency Mortgage-Backed Securities GNII SF CC9798 C N/A 3617V83F1 2051-04-20 3.5 N/A 92900.00 60559.71 Agency Mortgage-Backed Securities GNII JM MA5255 M N/A 36179TZU2 2048-06-20 4.5 N/A 514800.00 15803.94 Agency Mortgage-Backed Securities GNPL PN DJ0387 N/A 3618KLNC7 2061-01-15 5 N/A 15520200.00 15279052.81 Agency Mortgage-Backed Securities GNII SF MA4387 M N/A 36179S2U0 2038-09-20 6 N/A 402100.00 48013.17 Agency Mortgage-Backed Securities GNII SF BJ2374 C N/A 3617HPT79 2048-11-20 5 N/A 1170000.00 362289.24 Agency Mortgage-Backed Securities GNMI SF BB4482 X N/A 3617AU6T2 2047-07-15 4.5 N/A 1364300.00 191858.89 Agency Mortgage-Backed Securities GNII SF MA7879 M N/A 36179WXG8 2052-02-20 1.5 N/A 135400.00 78788.85 Agency Mortgage-Backed Securities GNII SF MA7056 M N/A 36179VZV5 2050-11-20 4.5 N/A 1533000.00 342937.61 Agency Mortgage-Backed Securities GNII SP 785821 C N/A 3622ABLA8 2051-12-20 2.5 N/A 400000.00 222960.23 Agency Mortgage-Backed Securities GNII SF MA1446 M 549300M8ZYFG0OCMTT87 36179NTB4 2043-10-20 2.5 N/A 1120900.00 164450.79 Agency Mortgage-Backed Securities GNII SF MA8564 M N/A 36179XQR0 2052-03-20 2.5 N/A 640100.00 378116.19 Agency Mortgage-Backed Securities GNMI SP 785994 X 549300M8ZYFG0OCMTT87 3622ABRP9 2052-02-15 4 N/A 181700.00 106843.67 Agency Mortgage-Backed Securities GNII SF CJ6747 C N/A 3617XPP83 2051-12-20 2.5 N/A 23200.00 14545.52 Agency Mortgage-Backed Securities GNII SF BT1888 C N/A 3617MQCZ7 2050-12-20 2.5 N/A 99900.00 51656.88 Agency Mortgage-Backed Securities GNMI SF 638856 X N/A 36291UWR2 2034-11-15 5.86 N/A 1357700.00 56016.24 Agency Mortgage-Backed Securities GNII SF MA9969 M N/A 36180ACE1 2054-09-20 7.5 N/A 461300.00 190030.83 Agency Mortgage-Backed Securities GNII SF MA2369 M N/A 36179QT27 2039-09-20 2.5 N/A 75000.00 11864.18 Agency Mortgage-Backed Securities GNII SF MA6091 M N/A 36179UXU1 2049-07-20 4 N/A 146000.00 14536.25 Agency Mortgage-Backed Securities GNII SF MA3519 M N/A 36179R4C0 2046-03-20 2.5 N/A 807800.00 130267.64 Agency Mortgage-Backed Securities GNII SF MA8483 M N/A 36179XM86 2051-03-20 1.5 N/A 909300.00 574545.69 Agency Mortgage-Backed Securities GNII SF 005174 M N/A 36202FXB7 2041-09-20 4 N/A 1080000.00 46877.94 Agency Mortgage-Backed Securities GNII SF MA9488 M 549300M8ZYFG0OCMTT87 36179YRH9 2054-01-20 5.5 N/A 425000.00 274652.70 Agency Mortgage-Backed Securities GNII SF MA5623 M N/A 36179UG89 2033-11-20 3.5 N/A 239700.00 19205.16 Agency Mortgage-Backed Securities GNII SF MA1995 M 549300M8ZYFG0OCMTT87 36179QGC9 2044-06-20 3.5 N/A 500000.00 30545.05 Agency Mortgage-Backed Securities GNII SF MA1919 M N/A 36179QDY4 2044-05-20 3.5 N/A 309100.00 20309.15 Agency Mortgage-Backed Securities GNII AP 786793 M N/A 3622ACNJ5 2052-12-20 2 N/A 100000.00 64702.64 Agency Mortgage-Backed Securities GNMI SF BD7135 X N/A 3617BN4U6 2047-12-15 4 N/A 147400.00 17345.22 Agency Mortgage-Backed Securities GNMI SP 783996 X N/A 3622A2NM0 2044-06-15 5 N/A 203800.00 24962.98 Agency Mortgage-Backed Securities GNMI SF BE4664 X N/A 3617BYFD8 2047-12-15 4 N/A 111000.00 37248.71 Agency Mortgage-Backed Securities GNMI SF AE8877 X N/A 36181C2J6 2037-01-15 5.5 N/A 115000.00 20908.98 Agency Mortgage-Backed Securities GNMI SF AD6378 X N/A 36180JCP7 2048-04-15 3 N/A 50000.00 30546.87 Agency Mortgage-Backed Securities GNII SF AK6972 C N/A 36183QW92 2045-03-20 4.5 N/A 349800.00 61246.78 Agency Mortgage-Backed Securities GNII SF CO4824 C 549300M8ZYFG0OCMTT87 3617FGLD6 2052-06-20 5 N/A 98900.00 76751.89 Agency Mortgage-Backed Securities GNII SF 005305 M N/A 36202F3N4 2042-02-20 4 N/A 429999.00 18464.54 Agency Mortgage-Backed Securities GNMI SF AD4947 X N/A 36180GP87 2046-07-15 4.5 N/A 858600.00 266941.70 Agency Mortgage-Backed Securities GNII SF DR4573 C N/A 3618VDCJ0 2056-04-20 5.5 N/A 19138000.00 18860121.09 Agency Mortgage-Backed Securities GNMI SF 652713 X N/A 36292MDS8 2036-09-15 6.5 N/A 1154300.00 12304.05 Agency Mortgage-Backed Securities GNMI SP 784293 X N/A 3622A2XW7 2046-12-15 3 N/A 270900.00 121156.78 Agency Mortgage-Backed Securities GNII SF MA6603 M N/A 36179VKQ2 2050-04-20 5 N/A 100000.00 14803.88 Agency Mortgage-Backed Securities GNII SF MA5651 M 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4 N/A 248137.00 20605.31 Agency Mortgage-Backed Securities GNII SF MA3935 M N/A 36179SLQ8 2046-09-20 2.5 N/A 800000.00 97819.16 Agency Mortgage-Backed Securities GNII SP 784421 C N/A 3622A24E9 2047-12-20 3.5 N/A 27600.00 12482.15 Agency Mortgage-Backed Securities GNII SF DQ4108 C N/A 3618MWR52 2056-04-20 5 N/A 1530200.00 1500680.23 Agency Mortgage-Backed Securities GNII SF MA7315 M N/A 36179WDU9 2051-04-20 4 N/A 1000.00 357.48 Agency Mortgage-Backed Securities GNMI SF 757374 X 549300M8ZYFG0OCMTT87 36230SFP4 2046-06-15 3 N/A 85000.00 40491.02 Agency Mortgage-Backed Securities GNII SF MA6869 M N/A 36179VT26 2050-09-20 4.5 N/A 105000.00 23031.53 Agency Mortgage-Backed Securities GNII SF MA4381 M 549300M8ZYFG0OCMTT87 36179S2N6 2047-04-20 3 N/A 380400.00 51833.80 Agency Mortgage-Backed Securities GNMI SF BM2141 X N/A 3617JSLW4 2049-07-15 5 N/A 267300.00 43796.29 Agency Mortgage-Backed Securities GNII SF MA5330 M N/A 36179T4P7 2048-07-20 4 N/A 305000.00 24899.99 Agency Mortgage-Backed Securities GNMI SF BO9513 X N/A 3617KRSA5 2049-12-15 2.5 N/A 392100.00 245310.06 Agency Mortgage-Backed Securities GNII SP 785402 C N/A 3622AA3K8 2051-03-20 3 N/A 1700000.00 858200.98 Agency Mortgage-Backed Securities GNMI SF CO6237 X N/A 3617FH4W1 2052-06-15 4.5 N/A 89800.00 59609.95 Agency Mortgage-Backed Securities GNII SF MA6341 M N/A 36179VBJ8 2049-11-20 4.5 N/A 95400.00 11309.47 Agency Mortgage-Backed Securities GNII JM MA8866 M N/A 36179XZ74 2053-05-20 5 N/A 111100.00 64281.69 Agency Mortgage-Backed Securities GNII JM MA5586 M 549300M8ZYFG0OCMTT87 36179UF31 2048-11-20 4.5 N/A 1143600.00 24511.98 Agency Mortgage-Backed Securities GNII JM MA8090 M N/A 36179W7B8 2052-06-20 3.5 N/A 12632100.00 8847673.59 Agency Mortgage-Backed Securities GNII SF MA7477 M N/A 36179WJW9 2051-07-20 5 N/A 298900.00 97136.04 Agency Mortgage-Backed Securities GNII SF MA8015 M N/A 36179W3Y2 2037-05-20 1.5 N/A 145700.00 78690.15 Agency Mortgage-Backed Securities GNMI SF CK0445 X N/A 3617XUP66 2052-02-15 4 N/A 2120600.00 1206467.66 Agency Mortgage-Backed Securities GNII SP 785657 C N/A 3622ABE65 2051-10-20 2.5 N/A 1000000.00 551917.76 Agency Mortgage-Backed Securities GNII SF AG2586 C N/A 36181V2T2 2043-09-20 3.5 N/A 1000000.00 110655.08 Agency Mortgage-Backed Securities GNMI SF CM8245 X 549300M8ZYFG0OCMTT87 3617YUES9 2052-03-15 4.5 N/A 632700.00 383044.56 Agency Mortgage-Backed Securities GNII SF MA7202 M N/A 36179WAB4 2037-10-20 7 N/A 45900.00 24316.73 Agency Mortgage-Backed Securities GNII SF MA6041 M N/A 36179UWA6 2049-06-20 4.5 N/A 220000.00 20999.07 Agency Mortgage-Backed Securities GNII FS 004105 M N/A 36202ER27 2038-02-20 7 N/A 407400.00 56025.82 Agency Mortgage-Backed Securities GNMI SF 769274 X N/A 36176LMX0 2041-08-15 4.45 N/A 341400.00 85299.20 Agency Mortgage-Backed Securities GNII SF 004771 M N/A 36202FJQ0 2040-08-20 4.5 N/A 457000.00 14149.84 Agency Mortgage-Backed Securities GNMI SF AX6610 X N/A 36196JKX3 2047-06-15 4.5 N/A 300800.00 62920.51 Agency Mortgage-Backed Securities GNII SF MA6769 M N/A 36179VQW3 2050-07-20 4.5 N/A 250000.00 53871.70 Agency Mortgage-Backed Securities GNII SF MA6223 M N/A 36179U4G4 2049-09-20 5.5 N/A 2024200.00 238791.64 Agency Mortgage-Backed Securities GNII JM MA4712 M N/A 36179TGV1 2047-09-20 4.5 N/A 1375900.00 13961.96 Agency Mortgage-Backed Securities GNMI SF BD9826 X N/A 3617BR4K9 2047-12-15 4 N/A 202500.00 15340.14 Agency Mortgage-Backed Securities GNMI SF BQ0231 X N/A 3617LJHG1 2049-10-15 3 N/A 292900.00 173966.14 Agency Mortgage-Backed Securities GNII SF MA0155 M N/A 36179ME48 2042-06-20 4 N/A 1514900.00 77221.38 Agency Mortgage-Backed Securities GNMI SF 645672 X N/A 36292DJR4 2035-07-15 5.86 N/A 880600.00 237807.41 Agency Mortgage-Backed Securities GNII SF AM4381 C N/A 36184Q2N3 2045-05-20 3.5 N/A 474700.00 71679.30 Agency Mortgage-Backed Securities GNII SF BK1667 C N/A 3617J1Z81 2048-12-20 4.5 N/A 1173400.00 140051.57 Agency Mortgage-Backed Securities GNII SF MA6765 M N/A 36179VQS2 2050-07-20 2.5 N/A 100000.00 29050.33 Agency Mortgage-Backed Securities GNII SF 004561 M N/A 36202FB62 2039-10-20 6 N/A 1082400.00 20669.77 Agency Mortgage-Backed Securities GNMI SF AZ8560 X N/A 36197MQM3 2047-03-15 4.5 N/A 99900.00 31930.92 Agency Mortgage-Backed Securities GNII SF MA4322 M 549300M8ZYFG0OCMTT87 36179SYT8 2047-03-20 4 N/A 168992.00 13471.60 Agency Mortgage-Backed Securities GNII ET CO7147 C N/A 3617FJ5G1 2062-05-20 2.5 N/A 844900.00 590382.76 Agency Mortgage-Backed Securities GNII SF MA4195 M 549300M8ZYFG0OCMTT87 36179SUU9 2047-01-20 3 N/A 526100.00 66905.69 Agency Mortgage-Backed Securities GNMI SF 761390 X N/A 36176BUP0 2041-04-15 3.75 N/A 1000.00 79.96 Agency Mortgage-Backed Securities GNII JM MA5755 M N/A 36179UMC3 2049-01-20 5 N/A 549200.00 17354.39 Agency Mortgage-Backed Securities GNMI SF 768595 X N/A 36176KUU9 2041-06-15 3.75 N/A 386900.00 36203.77 Agency Mortgage-Backed Securities GNII SF MA5767 M N/A 36179UMQ2 2049-02-20 6 N/A 1000000.00 65501.48 Agency Mortgage-Backed Securities GNMI SF 668403 X N/A 36295ERY5 2037-04-15 6.5 N/A 1088300.00 16210.18 Agency Mortgage-Backed Securities GNMI SF AA0069 X N/A 36177WCE8 2042-04-15 3.1 N/A 814300.00 124276.54 Agency Mortgage-Backed Securities FHOR 22-26 ZE N/A 3130APFA8 2026-10-27 1.25 N/A 300000.00 299041.17 Agency Debentures and Agency Strips GNMI SF BS1754 X N/A 3617MB5P0 2050-03-15 4 N/A 100000.00 22954.29 Agency Mortgage-Backed Securities GNII SF MA8796 M N/A 36179XXZ4 2053-04-20 3 N/A 276100.00 166797.99 Agency Mortgage-Backed Securities GNMI SF AB7255 X N/A 36178UBY8 2042-10-15 3.5 N/A 1000000.00 30366.92 Agency Mortgage-Backed Securities GNII SF MA7424 M N/A 36179WG93 2051-06-20 5.5 N/A 699700.00 291710.71 Agency Mortgage-Backed Securities GNMI SP 784638 X N/A 3622AABF0 2046-09-15 4 N/A 221000.00 54595.93 Agency Mortgage-Backed Securities GNII SF CR5501 C N/A 3618ALDE5 2053-05-20 6.5 N/A 1319800.00 849045.98 Agency Mortgage-Backed Securities GNII SF MA3310 M N/A 36179RVB2 2045-12-20 3.5 N/A 400000.00 37075.01 Agency Mortgage-Backed Securities GNII SP 785283 C N/A 3622AAXL3 2051-01-20 2.5 N/A 87800.00 37750.20 Agency Mortgage-Backed Securities GNII SF MA2523 M N/A 36179QYU9 2045-01-20 4.5 N/A 265800.00 14265.47 Agency Mortgage-Backed Securities GNII ET DF6089 C N/A 3618JPXS4 2064-08-20 7 N/A 910600.00 231259.54 Agency Mortgage-Backed Securities GNII SF BX9217 C N/A 3617QEG29 2050-08-20 3 N/A 1296900.00 171271.91 Agency Mortgage-Backed Securities GNMI SF AV4166 X N/A 36195ETX6 2046-08-15 4.5 N/A 264900.00 56864.37 Agency Mortgage-Backed Securities GNII ET CO7150 C N/A 3617FJ5K2 2062-04-20 3 N/A 1027700.00 827792.81 Agency Mortgage-Backed Securities GNII ET CP0073 C N/A 3617FPCJ3 2062-02-20 2.5 N/A 133400.00 102625.96 Agency Mortgage-Backed Securities GNII SF MA8098 M 549300M8ZYFG0OCMTT87 36179W7K8 2052-06-20 3 N/A 27100.00 16667.66 Agency Mortgage-Backed Securities GNII SF MA2230 M N/A 36179QPP0 2032-06-20 7 N/A 211700.00 29838.45 Agency Mortgage-Backed Securities GNII SF MA4004 M N/A 36179SNV5 2046-10-20 3.5 N/A 671500.00 75231.66 Agency Mortgage-Backed Securities GNMI SF 471964 X N/A 36209HJH9 2028-07-15 7 N/A 702900.00 15573.92 Agency Mortgage-Backed Securities GNII SF MA6284 M 549300M8ZYFG0OCMTT87 36179U6V9 2049-11-20 3.5 N/A 127200.00 14353.30 Agency Mortgage-Backed Securities GNII SF MA0532 M N/A 36179MSV3 2042-11-20 2.5 N/A 378900.00 45195.57 Agency Mortgage-Backed Securities GNII JM MA5702 M N/A 36179UKP6 2049-01-20 5 N/A 640400.00 17070.72 Agency Mortgage-Backed Securities GNMI SF BU5340 X N/A 3617N64Z9 2050-04-15 3 N/A 129900.00 18765.19 Agency Mortgage-Backed Securities GNII SF MA7316 M N/A 36179WDV7 2051-04-20 4.5 N/A 39100.00 12706.57 Agency Mortgage-Backed Securities GNII ET CS6268 C N/A 3618AY6D7 2062-08-20 2.5 N/A 373400.00 170782.97 Agency Mortgage-Backed Securities GNII SF 328485 C N/A 36224G2S6 2034-06-20 5.5 N/A 1033600.00 80250.99 Agency Mortgage-Backed Securities GNPL PN CH0467 N/A 3617WRQU0 2061-05-15 4.97 N/A 1588600.00 1573777.98 Agency Mortgage-Backed Securities GNII JM 005118 M N/A 36202FVK9 2041-03-20 4.5 N/A 1381300.00 25921.48 Agency Mortgage-Backed Securities GNII SF 004946 M N/A 36202FP75 2041-02-20 4.5 N/A 490000.00 17512.42 Agency Mortgage-Backed Securities GNMI SF AR0621 X N/A 36192SVN7 2046-03-15 5 N/A 1064600.00 310667.55 Agency Mortgage-Backed Securities GNMI SF 631983 X N/A 36291MCU5 2034-09-15 5.86 N/A 966600.00 140049.23 Agency Mortgage-Backed Securities GNII SF MA8152 M N/A 36179XBV7 2052-07-20 5 N/A 19000.00 12494.80 Agency Mortgage-Backed Securities GNII SF MA4069 M 549300M8ZYFG0OCMTT87 36179SQW0 2046-11-20 3.5 N/A 1283408.00 143425.52 Agency Mortgage-Backed Securities GNII SF MA7053 M N/A 36179VZS2 2050-12-20 3 N/A 176800.00 55649.21 Agency Mortgage-Backed Securities GNII SP 785565 C N/A 3622ABCA8 2051-06-20 2.5 N/A 298000.00 162511.60 Agency Mortgage-Backed Securities GNMI SF 761389 X N/A 36176BUN5 2041-03-15 3.49 N/A 176400.00 26526.61 Agency Mortgage-Backed Securities GNII SP 788697 C N/A 3622AERS7 2056-05-20 5 N/A 29146000.00 28511477.00 Agency Mortgage-Backed Securities GNMI SF BF5850 X N/A 3617GCQB3 2048-05-15 5 N/A 1101900.00 394436.67 Agency Mortgage-Backed Securities GNII SF MA6042 M N/A 36179UWB4 2049-06-20 5 N/A 800000.00 62673.03 Agency Mortgage-Backed Securities GNII SF MA4512 M 549300M8ZYFG0OCMTT87 36179TAM7 2047-06-20 4.5 N/A 463000.00 36618.60 Agency Mortgage-Backed Securities GNII SF MA6866 M N/A 36179VTX8 2050-07-20 3 N/A 1973620.00 558114.23 Agency Mortgage-Backed Securities GNII SF MA7310 M N/A 36179WDP0 2051-04-20 1.5 N/A 53700.00 26921.32 Agency Mortgage-Backed Securities GNII SF MA8721 M N/A 36179XVN3 2053-02-20 3 N/A 539500.00 331342.34 Agency Mortgage-Backed Securities GNII SF 004799 M N/A 36202FKL9 2040-09-20 3.5 N/A 215900.00 26392.47 Agency Mortgage-Backed Securities GNMI SF BG0080 X N/A 3617GJCR8 2048-06-15 5 N/A 1203900.00 343213.57 Agency Mortgage-Backed Securities GNII SF MA7770 M N/A 36179WT32 2051-12-20 4 N/A 439100.00 242568.35 Agency Mortgage-Backed Securities GNII SF BT8255 C N/A 3617MXE49 2050-03-20 3 N/A 1846800.00 217087.88 Agency Mortgage-Backed Securities GNII SF MA2226 M N/A 36179QPK1 2044-09-20 5 N/A 224800.00 11450.23 Agency Mortgage-Backed Securities GNMI SF BA7888 X N/A 3617ALXR6 2047-05-15 4.5 N/A 40000.00 12390.84 Agency Mortgage-Backed Securities GNII SF MA3148 M N/A 36179RP94 2030-10-20 4 N/A 74400.00 11060.09 Agency Mortgage-Backed Securities GNII SF MA8102 M N/A 36179XAB2 2052-06-20 5 N/A 1203300.00 780737.42 Agency Mortgage-Backed Securities GNII SF CU1745 C N/A 3618BJ5E8 2053-06-20 5.5 N/A 1197200.00 635417.40 Agency Mortgage-Backed Securities GNII SF MA5933 M 549300M8ZYFG0OCMTT87 36179USW3 2049-05-20 5 N/A 725000.00 58455.86 Agency Mortgage-Backed Securities GNMI SF AW6136 X N/A 36195UY97 2046-10-15 3 N/A 700000.00 210130.26 Agency Mortgage-Backed Securities GNII SF MA5134 M 549300M8ZYFG0OCMTT87 36179TV36 2047-10-20 2.5 N/A 301900.00 65264.44 Agency Mortgage-Backed Securities GNII SF BZ8539 C N/A 3617U4PY6 2051-01-20 3.5 N/A 72100.00 34611.13 Agency Mortgage-Backed Securities GNMI SF CD6071 X N/A 3617VGW87 2051-06-15 3.5 N/A 200000.00 67580.40 Agency Mortgage-Backed Securities GNII JM MA9227 M N/A 36179YHC1 2053-06-20 5 N/A 827400.00 497247.51 Agency Mortgage-Backed Securities GNII SF CW0257 C N/A 3618F8JA1 2053-07-20 7 N/A 1464900.00 313180.26 Agency Mortgage-Backed Securities GNII JM MA8091 M N/A 36179W7C6 2052-06-20 4 N/A 1014100.00 652699.17 Agency Mortgage-Backed Securities GNII JM MA6275 M N/A 36179U6L1 2049-11-20 3.5 N/A 680300.00 50853.08 Agency Mortgage-Backed Securities GNII SF 004976 M N/A 36202FQ58 2041-03-20 3.5 N/A 252000.00 18095.54 Agency Mortgage-Backed Securities GNII SF MB0622 M 549300M8ZYFG0OCMTT87 3618N5VQ9 2055-09-20 5 N/A 9294900.00 8703214.65 Agency Mortgage-Backed Securities GNII SF 004922 M N/A 36202FPF7 2041-01-20 4 N/A 428400.00 19344.92 Agency Mortgage-Backed Securities GNII SF DA2737 C N/A 3618GSBE6 2054-03-20 7.5 N/A 1568700.00 1020569.67 Agency Mortgage-Backed Securities GNII SF MA3242 M N/A 36179RS75 2045-11-20 2.5 N/A 620100.00 92171.40 Agency Mortgage-Backed Securities GNII SF MA7418 M N/A 36179WG36 2051-06-20 2.5 N/A 168432.00 84552.32 Agency Mortgage-Backed Securities GNII SP 787290 C N/A 3622AC7B0 2053-09-20 5.5 N/A 1964500.00 1274303.48 Agency Mortgage-Backed Securities GNMI SF AX2580 X N/A 36196D2M0 2046-12-15 2.5 N/A 412200.00 207430.34 Agency Mortgage-Backed Securities GNII SF MA4900 M 549300M8ZYFG0OCMTT87 36179TNR2 2047-12-20 3.5 N/A 1110228.00 124629.31 Agency Mortgage-Backed Securities GNII SF AY6458 C N/A 36196WE78 2047-02-20 3.5 N/A 663700.00 92640.95 Agency Mortgage-Backed Securities GNII SF MA8565 M N/A 36179XQS8 2052-07-20 3 N/A 978000.00 592715.89 Agency Mortgage-Backed Securities GNII SP 786656 C N/A 3622ACH94 2053-04-20 5 N/A 160000.00 109052.34 Agency Mortgage-Backed Securities GNII SF 004832 M N/A 36202FLM6 2040-10-20 3.5 N/A 252000.00 12323.74 Agency Mortgage-Backed Securities GNII SP 785413 C N/A 3622AA3W2 2051-03-20 3 N/A 200000.00 95232.81 Agency Mortgage-Backed Securities GNII SF CK2371 C N/A 3617XWT43 2051-12-20 2.5 N/A 146700.00 91001.10 Agency Mortgage-Backed Securities GNII SF MA9009 M N/A 36179YAJ3 2053-07-20 1.5 N/A 579200.00 265715.82 Agency Mortgage-Backed Securities GNII SF 774439 C N/A 36176SEL0 2042-07-20 3.5 N/A 199700.00 33083.25 Agency Mortgage-Backed Securities GNII SF MA0022 M 549300M8ZYFG0OCMTT87 36179MAX8 2042-04-20 3.5 N/A 1483500.00 89651.29 Agency Mortgage-Backed Securities GNMI SF 769000 X N/A 36176LDD4 2041-07-15 3.75 N/A 692300.00 75162.64 Agency Mortgage-Backed Securities GNMI SF BE5061 X N/A 3617BYTS0 2048-08-15 4 N/A 378600.00 76232.27 Agency Mortgage-Backed Securities GNII SF MA3032 M N/A 36179RLM9 2045-06-20 2.5 N/A 1126200.00 189489.63 Agency Mortgage-Backed Securities GNII SF MA5932 M N/A 36179USV5 2049-05-20 4.5 N/A 396800.00 34026.25 Agency Mortgage-Backed Securities GNII SF MA5528 M N/A 36179UD90 2048-10-20 4 N/A 410000.00 34204.77 Agency Mortgage-Backed Securities GNPL PN CN7584 N/A 3617F7M94 2061-04-15 5.24 N/A 25651800.00 25497470.00 Agency Mortgage-Backed Securities GNII SP 786335 C N/A 3622AB4U3 2052-09-20 4.5 N/A 200000.00 129129.39 Agency Mortgage-Backed Securities GNII RG CG8693 C N/A 3617WNUS9 2047-09-20 4 N/A 1457300.00 570195.79 Agency Mortgage-Backed Securities GNII SF 004921 M N/A 36202FPE0 2041-01-20 3.5 N/A 258000.00 14592.37 Agency Mortgage-Backed Securities GNMI SF 601967 X N/A 36200HW42 2033-03-15 4.75 N/A 822900.00 60364.57 Agency Mortgage-Backed Securities GNII SF 762795 C N/A 36176DGC1 2041-03-20 4.5 N/A 1268600.00 191683.20 Agency Mortgage-Backed Securities GNMI SF BP1027 X N/A 3617L7D89 2049-09-15 4 N/A 576600.00 76212.25 Agency Mortgage-Backed Securities GNII SF MA7052 M N/A 36179VZR4 2050-12-20 2.5 N/A 1100000.00 416216.13 Agency Mortgage-Backed Securities GNMI SF 635119 X N/A 36291QSG0 2031-09-15 2.5 N/A 118900.00 20024.58 Agency Mortgage-Backed Securities GNII SF 005334 M N/A 36202F4T0 2042-02-20 5 N/A 466100.00 19642.55 Agency Mortgage-Backed Securities GNII ET CO2079 C N/A 3617FDJY0 2060-12-20 3 N/A 229000.00 189447.42 Agency Mortgage-Backed Securities GNMI SF 755382 X N/A 36230P6T2 2040-07-15 4.7 N/A 409300.00 77173.33 Agency Mortgage-Backed Securities GNII SP 786579 C N/A 3622ACFU9 2053-03-20 5.5 N/A 700000.00 446426.73 Agency Mortgage-Backed Securities GNII SF MA7596 M N/A 36179WNM6 2037-12-20 6 N/A 35000.00 10125.15 Agency Mortgage-Backed Securities GNMI SF 761676 X N/A 36176B6M4 2041-03-15 3.49 N/A 327500.00 131042.64 Agency Mortgage-Backed Securities GNMI SF 799908 X N/A 36177VAJ1 2042-03-15 3.1 N/A 582100.00 102504.10 Agency Mortgage-Backed Securities GNII SF MA6819 M N/A 36179VSG6 2050-08-20 2.5 N/A 1339600.00 424974.46 Agency Mortgage-Backed Securities GNII SF MA4324 M N/A 36179SYV3 2047-03-20 5 N/A 269300.00 20804.48 Agency Mortgage-Backed Securities GNII RG CG5636 C N/A 3617WKHM3 2041-06-20 4.5 N/A 2101100.00 907005.68 Agency Mortgage-Backed Securities GNII SP 785568 C N/A 3622ABCD2 2051-08-20 2.5 N/A 100000.00 53686.32 Agency Mortgage-Backed Securities GNII SF MA1600 M N/A 36179NX52 2044-01-20 3.5 N/A 255197.00 17533.93 Agency Mortgage-Backed Securities GNPL PN DJ0409 N/A 3618KLN29 2061-04-15 5 N/A 2720000.00 2544848.43 Agency Mortgage-Backed Securities GNMI SF 711731 X N/A 36297GVY3 2043-03-15 3 N/A 145000.00 48191.93 Agency Mortgage-Backed Securities GNMI SF BN3897 X N/A 3617K7KJ8 2049-06-15 4 N/A 300000.00 12920.33 Agency Mortgage-Backed Securities GNMI SF AU1961 X N/A 36194PFA7 2046-11-15 2.5 N/A 265500.00 79019.72 Agency Mortgage-Backed Securities GNII SP 784905 C N/A 3622AAKS2 2050-01-20 3 N/A 300000.00 132031.90 Agency Mortgage-Backed Securities GNII SF BT1021 C N/A 3617MPD21 2050-08-20 4 N/A 1576600.00 1063704.37 Agency Mortgage-Backed Securities GNMI SF 755219 X N/A 36230PYQ7 2040-10-15 4.49 N/A 684900.00 58156.13 Agency Mortgage-Backed Securities GNMI SF 774930 X N/A 36176SVX5 2041-09-15 3.75 N/A 690500.00 121352.61 Agency Mortgage-Backed Securities GNII SF MA4777 M N/A 36179TJW6 2047-10-20 3 N/A 850000.00 102861.80 Agency Mortgage-Backed Securities GNMI SF BO1562 X N/A 3617KGWX4 2049-07-15 4 N/A 710200.00 55315.07 Agency Mortgage-Backed Securities GNII RG CG0774 C N/A 3617WD2F0 2041-10-20 4.5 N/A 2122500.00 638979.77 Agency Mortgage-Backed Securities GNII SF MA5986 M N/A 36179UUK6 2049-06-20 4 N/A 197000.00 15344.78 Agency Mortgage-Backed Securities GNII JM MA8335 M N/A 36179XHL3 2052-09-20 2.5 N/A 794300.00 420944.71 Agency Mortgage-Backed Securities GNII SF DR1330 C N/A 3618V9PP1 2056-06-20 4.5 N/A 347900.00 325834.38 Agency Mortgage-Backed Securities GNII SF MA4899 M N/A 36179TNQ4 2047-12-20 3 N/A 910000.00 114948.60 Agency Mortgage-Backed Securities GNII SF 711612 C N/A 36297GR93 2041-05-20 5 N/A 1180100.00 183051.40 Agency Mortgage-Backed Securities GNII SF CO7694 C N/A 3617FKRP4 2052-08-20 4 N/A 1004100.00 566092.72 Agency Mortgage-Backed Securities GNII SF CJ8083 C N/A 3617XQ6U3 2051-12-20 2.5 N/A 131400.00 81396.62 Agency Mortgage-Backed Securities GNMI SF 775194 X N/A 36176S7F1 2041-09-15 3 N/A 148400.00 82654.18 Agency Mortgage-Backed Securities GNII SF MA3308 M N/A 36179RU98 2045-11-20 2.5 N/A 1200100.00 211564.03 Agency Mortgage-Backed Securities GNII SF MA3804 M N/A 36179SGM3 2046-07-20 4 N/A 174900.00 14913.64 Agency Mortgage-Backed Securities GNII SF MA4327 M N/A 36179SYY7 2038-06-20 6.5 N/A 305100.00 35483.50 Agency Mortgage-Backed Securities GNII SF MA4199 M N/A 36179SUY1 2047-01-20 5 N/A 500000.00 46942.21 Agency Mortgage-Backed Securities GNII SF MA8873 M N/A 36179X2E5 2052-02-20 2.5 N/A 503900.00 290976.38 Agency Mortgage-Backed Securities GNMI SF BE1030 X N/A 3617BUEB1 2047-11-15 4 N/A 49800.00 22233.53 Agency Mortgage-Backed Securities GNII SF MA8101 M 549300M8ZYFG0OCMTT87 36179XAA4 2052-06-20 4.5 N/A 1324700.00 881269.97 Agency Mortgage-Backed Securities GNII JM MA7816 M N/A 36179WVH8 2052-01-20 2.5 N/A 1101700.00 660720.91 Agency Mortgage-Backed Securities GNMI SF CM2189 X N/A 3617YMNE8 2052-03-15 4 N/A 203800.00 128115.89 Agency Mortgage-Backed Securities GNII JM MA6331 M N/A 36179VA83 2049-12-20 4 N/A 1439400.00 127975.89 Agency Mortgage-Backed Securities GNII SF MA6039 M 549300M8ZYFG0OCMTT87 36179UV82 2049-07-20 3.5 N/A 275000.00 26684.99 Agency Mortgage-Backed Securities GNMI SF BA6976 X N/A 3617AKXD9 2047-07-15 5 N/A 412000.00 89686.86 Agency Mortgage-Backed Securities GNMI SF BF1113 X N/A 3617G7GW9 2048-01-15 5 N/A 610600.00 74207.13 Agency Mortgage-Backed Securities GNII SF 004679 M N/A 36202FFU5 2040-04-20 5 N/A 1250400.00 36082.25 Agency Mortgage-Backed Securities GNII ET DE6830 C N/A 3618JCST7 2064-10-20 7 N/A 1732000.00 966201.63 Agency Mortgage-Backed Securities GNII SF MA5715 M N/A 36179UK43 2035-05-20 6.5 N/A 71700.00 10847.77 Agency Mortgage-Backed Securities GNII JM MA5700 M N/A 36179UKM3 2049-01-20 4 N/A 499900.00 19239.22 Agency Mortgage-Backed Securities GNMI SF AW1711 X N/A 36195P3U5 2046-11-15 2.5 N/A 27900.00 11010.89 Agency Mortgage-Backed Securities GNII SP 787240 C N/A 3622AC4Z0 2054-01-20 5 N/A 1910000.00 1018337.49 Agency Mortgage-Backed Securities GNII SF BY8781 C 549300M8ZYFG0OCMTT87 3617QRXJ4 2050-10-20 3 N/A 666600.00 286746.02 Agency Mortgage-Backed Securities GNII SF MA3033 M 549300M8ZYFG0OCMTT87 36179RLN7 2045-08-20 3 N/A 164000.00 18938.25 Agency Mortgage-Backed Securities GNMI SF AX6160 X N/A 36196HZZ6 2047-04-15 4.5 N/A 192000.00 25068.46 Agency Mortgage-Backed Securities GNII SF MA5930 M N/A 36179UST0 2049-05-20 3.5 N/A 161882.00 14179.05 Agency Mortgage-Backed Securities GNII SF MA8596 M N/A 36179XRR9 2053-01-20 7.5 N/A 156900.00 36548.24 Agency Mortgage-Backed Securities GNII ET CO7135 C N/A 3617FJ4U1 2062-05-20 3 N/A 671800.00 550733.87 Agency Mortgage-Backed Securities GNMI SF BB3654 X N/A 3617AUBX7 2047-10-15 5 N/A 520800.00 70208.08 Agency Mortgage-Backed Securities GNII SF MA6040 M N/A 36179UV90 2049-07-20 4 N/A 148000.00 12707.84 Agency Mortgage-Backed Securities GNII ET DD1262 C N/A 3618HTMK7 2064-07-20 7 N/A 2935500.00 2033988.80 Agency Mortgage-Backed Securities GNII SF MA6767 M 549300M8ZYFG0OCMTT87 36179VQU7 2050-07-20 3.5 N/A 1200000.00 271622.31 Agency Mortgage-Backed Securities GNII SF MA3374 M N/A 36179RXB0 2046-01-20 2.5 N/A 240500.00 51327.73 Agency Mortgage-Backed Securities GNMI SP 783904 X N/A 3622A2KR2 2040-02-15 5 N/A 290200.00 21812.92 Agency Mortgage-Backed Securities GNII SF MA1155 M N/A 36179NH84 2043-07-20 2.5 N/A 243500.00 32900.30 Agency Mortgage-Backed Securities GNII SF CE9950 C N/A 3617W0BT8 2051-09-20 3.5 N/A 80700.00 47638.88 Agency Mortgage-Backed Securities GNII SP 784026 C N/A 3622A2PK2 2044-12-20 3.5 N/A 29800.00 11062.40 Agency Mortgage-Backed Securities GNMI SF AZ1045 X N/A 36197DES3 2047-01-15 4 N/A 115800.00 23718.53 Agency Mortgage-Backed Securities GNMI SF BE1031 X N/A 3617BUEC9 2047-10-15 4 N/A 94000.00 37855.68 Agency Mortgage-Backed Securities GNII SF 005176 M N/A 36202FXD3 2041-09-20 5 N/A 689700.00 26461.72 Agency Mortgage-Backed Securities GNII SF MA8046 M 549300M8ZYFG0OCMTT87 36179W5F1 2052-05-20 4.5 N/A 75000.00 49325.43 Agency Mortgage-Backed Securities GNII SF MA4198 M 549300M8ZYFG0OCMTT87 36179SUX3 2047-01-20 4.5 N/A 250000.00 22111.89 Agency Mortgage-Backed Securities GNII SF MA7140 M N/A 36179V4Z0 2051-01-20 4.5 N/A 80000.00 17268.95 Agency Mortgage-Backed Securities GNMI SF CE3569 X N/A 3617VR6E9 2051-07-15 4 N/A 300400.00 180462.78 Agency Mortgage-Backed Securities GNII SP 785663 C N/A 3622ABFC1 2051-10-20 2.5 N/A 400000.00 210007.55 Agency Mortgage-Backed Securities GNII SF CK9592 C 549300M8ZYFG0OCMTT87 3617Y5UR8 2052-06-20 4 N/A 476100.00 300885.64 Agency Mortgage-Backed Securities GNII SF BV2665 C N/A 3617NF6A2 2050-05-20 4 N/A 1023800.00 418882.07 Agency Mortgage-Backed Securities GNMI SF BB9827 X N/A 3617B14L4 2047-08-15 4.5 N/A 1205600.00 140094.44 Agency Mortgage-Backed Securities GNMI SF 761052 X N/A 36176BH59 2041-03-15 3.49 N/A 65600.00 13835.57 Agency Mortgage-Backed Securities GNII JM MA5457 M N/A 36179UB27 2048-09-20 4 N/A 1500000.00 39109.10 Agency Mortgage-Backed Securities GNII SF MA1680 M N/A 36179N2M9 2044-02-20 5 N/A 405000.00 21420.14 Agency Mortgage-Backed Securities GNMI SF AT8046 X N/A 36194G5F7 2046-07-15 4.5 N/A 1256700.00 244818.79 Agency Mortgage-Backed Securities GNII SP 786280 C N/A 3622AB2M3 2052-07-20 4 N/A 130000.00 79604.39 Agency Mortgage-Backed Securities GNII SF MA5400 M N/A 36179T7M1 2048-08-20 5 N/A 1425600.00 88315.47 Agency Mortgage-Backed Securities GNII SF MA5762 M N/A 36179UMK5 2049-02-20 3.5 N/A 392400.00 36449.96 Agency Mortgage-Backed Securities GNMI SF 775038 X N/A 36176SZB9 2041-09-15 3 N/A 158500.00 90239.22 Agency Mortgage-Backed Securities GNII SF MA7256 M N/A 36179WBZ0 2051-03-20 3 N/A 72300.00 25983.17 Agency Mortgage-Backed Securities GNMI SF 638727 X N/A 36291USQ9 2037-02-15 6.5 N/A 181400.00 11495.15 Agency Mortgage-Backed Securities GNII SF MA8200 M 549300M8ZYFG0OCMTT87 36179XDD5 2052-08-20 4 N/A 25000.00 16702.31 Agency Mortgage-Backed Securities GNII SF BW5896 C N/A 3617NXRR3 2050-10-20 2.5 N/A 2022200.00 1326456.27 Agency Mortgage-Backed Securities GNMI SF BA4529 X N/A 3617AHA66 2047-05-15 4.5 N/A 1186100.00 156790.29 Agency Mortgage-Backed Securities GNII SF MA9906 M N/A 36180AAF0 2054-09-20 5.5 N/A 112000.00 75888.48 Agency Mortgage-Backed Securities GNII SF BE6807 C N/A 3617G1R42 2048-02-20 3.5 N/A 1131500.00 210087.77 Agency Mortgage-Backed Securities GNMI SF BE5066 X N/A 3617BYTX9 2048-09-15 4 N/A 480000.00 71700.34 Agency Mortgage-Backed Securities GNII SF MA2824 M N/A 36179RD55 2045-05-20 2.5 N/A 250300.00 34743.92 Agency Mortgage-Backed Securities GNII SF MB1070 M N/A 3618N6FL6 2056-03-20 5 N/A 6993000.00 6788716.39 Agency Mortgage-Backed Securities GNII SF MA6933 M 549300M8ZYFG0OCMTT87 36179VV23 2050-10-20 3.5 N/A 1480000.00 421680.00 Agency Mortgage-Backed Securities GNII SF MA2303 M 549300M8ZYFG0OCMTT87 36179QRY9 2044-10-20 3.5 N/A 450000.00 29693.73 Agency Mortgage-Backed Securities GNII JM MA7871 M N/A 36179WW87 2052-02-20 2.5 N/A 725100.00 449360.34 Agency Mortgage-Backed Securities GNII SF MB0086 M N/A 3618N5CY3 2051-12-20 2.5 N/A 172600.00 115213.77 Agency Mortgage-Backed Securities GNII SF AA6265 C N/A 36178D6A4 2043-03-20 3 N/A 997900.00 189045.82 Agency Mortgage-Backed Securities GNII SF MA6997 M 549300M8ZYFG0OCMTT87 36179VX21 2050-11-20 3.5 N/A 1080000.00 304941.67 Agency Mortgage-Backed Securities GNII SF MA0089 M 549300M8ZYFG0OCMTT87 36179MC24 2042-05-20 4 N/A 465600.00 22995.32 Agency Mortgage-Backed Securities GNII SP 786095 C N/A 3622ABUU4 2052-04-20 3 N/A 300000.00 166894.95 Agency Mortgage-Backed Securities GNMI SF 799834 X N/A 36177U4U5 2042-02-15 2.65 N/A 350900.00 54445.53 Agency Mortgage-Backed Securities GNII SF 609118 C N/A 36202TVK9 2034-02-20 4.5 N/A 107700.00 38213.02 Agency Mortgage-Backed Securities GNMI SF AZ8597 X N/A 36197MRS9 2047-04-15 4.5 N/A 96000.00 27857.36 Agency Mortgage-Backed Securities GNII ET CO7132 C N/A 3617FJ4R8 2062-06-20 2.5 N/A 1340600.00 617690.24 Agency Mortgage-Backed Securities GNII SF DT5533 C N/A 3618W5EE5 2056-07-20 4.5 N/A 1894400.00 1777864.09 Agency Mortgage-Backed Securities GNII JM MA7698 M N/A 36179WRT7 2051-11-20 4 N/A 500000.00 309358.60 Agency Mortgage-Backed Securities GNMI SF AZ2123 X N/A 36197ELC8 2047-05-15 4 N/A 879400.00 50641.97 Agency Mortgage-Backed Securities GNMI SF 755166 X N/A 36230PW30 2040-10-15 4.7 N/A 1377300.00 77072.40 Agency Mortgage-Backed Securities GNMI SF 696500 X N/A 36296NX50 2038-08-15 6.5 N/A 1000000.00 13742.84 Agency Mortgage-Backed Securities GNII SF MA4194 M 549300M8ZYFG0OCMTT87 36179SUT2 2047-01-20 2.5 N/A 803600.00 118454.97 Agency Mortgage-Backed Securities GNII SF MA4328 M N/A 36179SYZ4 2036-09-20 7 N/A 827400.00 91148.24 Agency Mortgage-Backed Securities GNII SF BY6415 C N/A 3617QPDU5 2050-10-20 3.5 N/A 251600.00 124459.95 Agency Mortgage-Backed Securities GNII SF 626951 C N/A 36291FQC5 2045-06-20 3 N/A 90000.00 36939.80 Agency Mortgage-Backed Securities GNMI SF 618753 X N/A 36290VMA9 2036-12-15 6.5 N/A 755500.00 15727.76 Agency Mortgage-Backed Securities GNII SF BX4947 C N/A 3617Q9P87 2050-09-20 3.5 N/A 127200.00 48187.65 Agency Mortgage-Backed Securities GNII SF CC5671 C N/A 3617V4JQ9 2051-06-20 2.5 N/A 200000.00 87148.42 Agency Mortgage-Backed Securities GNII SF 711629 C N/A 36297GSS0 2041-04-20 5 N/A 217700.00 22573.35 Agency Mortgage-Backed Securities GNII SF CC0940 C N/A 3617UYBH2 2051-02-20 2.5 N/A 1644100.00 1106597.49 Agency Mortgage-Backed Securities GNII SF 004660 M N/A 36202FE93 2040-03-20 6 N/A 638500.00 12133.87 Agency Mortgage-Backed Securities GNII SF MA0789 M N/A 36179M2W9 2038-12-20 6.5 N/A 1126000.00 45107.17 Agency Mortgage-Backed Securities GNII SF MA4560 M N/A 36179TB53 2032-07-20 3.5 N/A 501500.00 43530.04 Agency Mortgage-Backed Securities GNII SF MA0319 M N/A 36179MK82 2042-08-20 4 N/A 850000.00 48978.01 Agency Mortgage-Backed Securities GNII SF MA1998 M N/A 36179QGF2 2044-05-20 5 N/A 940000.00 52414.07 Agency Mortgage-Backed Securities GNII SF MB1283 M N/A 3618N6M95 2056-07-20 4.5 N/A 6689700.00 6339005.86 Agency Mortgage-Backed Securities GNII SF MA0393 M N/A 36179MNJ5 2042-09-20 4 N/A 1000000.00 61609.86 Agency Mortgage-Backed Securities GNII SF MA7145 M N/A 36179V5E6 2038-07-20 7 N/A 59800.00 13136.06 Agency Mortgage-Backed Securities GNII SF MB0814 M N/A 3618N53Y3 2055-12-20 5.5 N/A 1504800.00 1470235.58 Agency Mortgage-Backed Securities GNII SF CS5137 C N/A 3618AXV66 2053-03-20 5 N/A 1141100.00 742631.81 Agency Mortgage-Backed Securities GNMI SF 711820 X N/A 36297GYR5 2032-10-15 4.5 N/A 111200.00 26042.50 Agency Mortgage-Backed Securities GNII SF MA6822 M N/A 36179VSK7 2050-07-20 4 N/A 254000.00 56455.22 Agency Mortgage-Backed Securities GNII SF 004881 M N/A 36202FM60 2040-12-20 3.5 N/A 1248100.00 68244.57 Agency Mortgage-Backed Securities GNII JM MA8710 M N/A 36179XVB9 2051-05-20 3 N/A 1580100.00 1034769.61 Agency Mortgage-Backed Securities GNII SF BC4735 C N/A 3617B8HL5 2047-10-20 3.5 N/A 1233600.00 263542.22 Agency Mortgage-Backed Securities GNMI SF 528579 X N/A 36212BFU2 2031-02-15 7 N/A 200000.00 11226.26 Agency Mortgage-Backed Securities GNII SF MA7825 M N/A 36179WVS4 2052-01-20 1.5 N/A 1650600.00 980687.37 Agency Mortgage-Backed Securities GNII SF MA4180 M N/A 36179SUD7 2030-04-20 8 N/A 69800.00 10908.80 Agency Mortgage-Backed Securities GNII SF 750199 C N/A 3620C6NQ4 2041-02-20 5 N/A 590000.00 29482.63 Agency Mortgage-Backed Securities GNMI SF 711819 X N/A 36297GYQ7 2031-10-15 4.5 N/A 122500.00 35563.59 Agency Mortgage-Backed Securities GNII JM MA9156 M N/A 36179YE59 2053-06-20 4 N/A 1020400.00 331162.07 Agency Mortgage-Backed Securities GNMI SF CL4956 X N/A 3617YCQH0 2052-03-15 3.5 N/A 291400.00 72987.44 Agency Mortgage-Backed Securities GNII SF 544302 C N/A 36212UU33 2041-08-20 4.5 N/A 2038500.00 256762.04 Agency Mortgage-Backed Securities FHOR 21-28 VH N/A 3130ALND2 2028-03-29 2 N/A 1000000.00 970640.78 Agency Debentures and Agency Strips GNII SF MA5530 M N/A 36179UEB4 2048-10-20 5 N/A 324800.00 19913.18 Agency Mortgage-Backed Securities GNMI SF 638878 X N/A 36291UXF7 2035-04-15 5.86 N/A 630500.00 75765.23 Agency Mortgage-Backed Securities GNII SF MA9163 M N/A 36179YFC3 2045-05-20 1.5 N/A 379600.00 76496.38 Agency Mortgage-Backed Securities GNII RG CC8847 C N/A 3617V7ZL5 2044-08-20 4 N/A 1412200.00 322105.28 Agency Mortgage-Backed Securities GNII SF MA7391 M N/A 36179WF86 2036-06-20 2 N/A 40000.00 15838.30 Agency Mortgage-Backed Securities GNMI SF 793091 X N/A 36177MNH1 2042-02-15 3.1 N/A 353900.00 180057.61 Agency Mortgage-Backed Securities GNII SF MA1011 M N/A 36179NDQ8 2043-05-20 3 N/A 110000.00 10750.52 Agency Mortgage-Backed Securities GNMI SF 747450 X N/A 3620C3L75 2040-06-15 4.25 N/A 265500.00 77169.11 Agency Mortgage-Backed Securities GNII JM MA8035 M N/A 36179W4U9 2052-05-20 3.5 N/A 2287200.00 1523116.96 Agency Mortgage-Backed Securities GNII SF DR7201 C N/A 3618VGAA4 2056-04-20 5 N/A 4197000.00 4104097.51 Agency Mortgage-Backed Securities GNII SF MA8266 M N/A 36179XFF8 2052-09-20 3.5 N/A 332600.00 218433.15 Agency Mortgage-Backed Securities GNII SF BB4699 C N/A 3617AVGG7 2047-08-20 4.5 N/A 600000.00 118466.53 Agency Mortgage-Backed Securities GNMI SF BS8470 X N/A 3617MKMT3 2050-07-15 3 N/A 1400000.00 536541.90 Agency Mortgage-Backed Securities GNII SF MA3527 M N/A 36179R4L0 2038-12-20 6.5 N/A 1517700.00 162338.28 Agency Mortgage-Backed Securities GNMI SF AX6161 X N/A 36196HZ29 2047-04-15 4.5 N/A 335000.00 52107.39 Agency Mortgage-Backed Securities GNII SF AR4985 C N/A 36193BRE8 2046-04-20 3 N/A 1117500.00 58981.15 Agency Mortgage-Backed Securities GNII SF MA5264 M 549300M8ZYFG0OCMTT87 36179TZ57 2048-06-20 4 N/A 253100.00 20313.11 Agency Mortgage-Backed Securities GNII SF DQ5216 C N/A 3618MXYM5 2056-06-20 5.5 N/A 551600.00 544422.59 Agency Mortgage-Backed Securities GNII SF MA5018 M N/A 36179TSF3 2048-02-20 3 N/A 1095000.00 137880.71 Agency Mortgage-Backed Securities GNII SF AA5970 C N/A 36178DT35 2043-01-20 3 N/A 500000.00 67199.83 Agency Mortgage-Backed Securities GNII JM MA6758 M N/A 36179VQK9 2050-07-20 3.5 N/A 527100.00 42445.33 Agency Mortgage-Backed Securities GNII SF MA4196 M N/A 36179SUV7 2047-01-20 3.5 N/A 1450089.00 169388.17 Agency Mortgage-Backed Securities GNMI SF AK7024 X N/A 36183QYV1 2045-04-15 4.5 N/A 201000.00 41014.30 Agency Mortgage-Backed Securities GNMI SF 659718 X N/A 36294T4B8 2036-10-15 6.5 N/A 823800.00 16654.71 Agency Mortgage-Backed Securities GNII SF MA7855 M N/A 36179WWQ7 2037-02-20 3.5 N/A 211700.00 83020.78 Agency Mortgage-Backed Securities GNII SF MA4586 M 549300M8ZYFG0OCMTT87 36179TCX1 2047-07-20 3.5 N/A 687000.00 75494.20 Agency Mortgage-Backed Securities GNII JM MA0528 M N/A 36179MSR2 2042-11-20 3.5 N/A 1054400.00 40170.50 Agency Mortgage-Backed Securities GNII SF MA0932 M N/A 36179NA99 2043-04-20 2.5 N/A 258700.00 33390.13 Agency Mortgage-Backed Securities GNII SF MA5021 M N/A 36179TSJ5 2048-02-20 4.5 N/A 258000.00 18996.82 Agency Mortgage-Backed Securities GNII SF MA5526 M N/A 36179UD74 2048-07-20 3 N/A 100000.00 13380.07 Agency Mortgage-Backed Securities GNII SF BA7589 C N/A 3617ALNE6 2048-06-20 5 N/A 174000.00 26795.51 Agency Mortgage-Backed Securities GNMI SF BR4833 X N/A 3617M3LN5 2052-09-15 4.5 N/A 1018300.00 376069.53 Agency Mortgage-Backed Securities GNII SF MA5650 M 549300M8ZYFG0OCMTT87 36179UH39 2048-12-20 3.5 N/A 1216000.00 129001.44 Agency Mortgage-Backed Securities GNII SF MB0139 M N/A 3618N5EM7 2044-03-20 1.5 N/A 353700.00 229658.78 Agency Mortgage-Backed Securities GNII SF AD8811 C N/A 36180MYG6 2043-03-20 3 N/A 300000.00 42598.33 Agency Mortgage-Backed Securities GNII SF AR2259 C N/A 36192VQL0 2046-01-20 3.5 N/A 1392700.00 434106.23 Agency Mortgage-Backed Securities GNII ET CO6428 C N/A 3617FJD98 2062-07-20 2.5 N/A 540300.00 220032.41 Agency Mortgage-Backed Securities GNII SF BG6295 C N/A 3617GQ7G2 2048-04-20 5 N/A 27900.00 11370.70 Agency Mortgage-Backed Securities GNII SF MA2677 M N/A 36179Q6N6 2045-03-20 3 N/A 1250000.00 92039.51 Agency Mortgage-Backed Securities GNII SF MB0310 M N/A 3618N5KY4 2055-04-20 6.5 N/A 1500000.00 762943.36 Agency Mortgage-Backed Securities GNII SF MA4201 M N/A 36179SU21 2037-08-20 6 N/A 185500.00 23949.43 Agency Mortgage-Backed Securities GNII SF AA6054 C N/A 36178DWP2 2043-02-20 3 N/A 1000000.00 142848.14 Agency Mortgage-Backed Securities GNII SF MA2753 M 549300M8ZYFG0OCMTT87 36179RBW8 2045-04-20 3 N/A 439000.00 35704.09 Agency Mortgage-Backed Securities GNII SF CB4520 C N/A 3617UQAV9 2051-02-20 3.5 N/A 93300.00 56719.37 Agency Mortgage-Backed Securities GNII SF MA2371 M 549300M8ZYFG0OCMTT87 36179QT43 2044-11-20 3.5 N/A 256000.00 16718.61 Agency Mortgage-Backed Securities GNMI SF AX5926 X N/A 36196HSP6 2047-01-15 4 N/A 229100.00 32856.85 Agency Mortgage-Backed Securities GNMI SF 751119 X N/A 36230KG47 2040-09-15 4.7 N/A 1059400.00 110842.99 Agency Mortgage-Backed Securities GNII SF MA9012 M N/A 36179YAM6 2053-05-20 3 N/A 109200.00 68795.52 Agency Mortgage-Backed Securities GNMI SF AA0722 X N/A 36177WYT1 2042-05-15 2.65 N/A 222700.00 70067.84 Agency Mortgage-Backed Securities GNPL PN DK0169 N/A 3618KYFJ3 2061-01-15 5.11 N/A 7335300.00 7257575.55 Agency Mortgage-Backed Securities GNII SF DQ4235 C N/A 3618MWV40 2056-04-20 5 N/A 2276700.00 2225414.94 Agency Mortgage-Backed Securities GNII JM 004258 M N/A 36202EWT2 2038-10-20 5 N/A 986400.00 14633.74 Agency Mortgage-Backed Securities GNII SF BM4625 C N/A 3617JVD63 2049-04-20 4.5 N/A 1219700.00 216652.04 Agency Mortgage-Backed Securities GNII SF DQ8576 C N/A 3618N2Q58 2056-03-20 5 N/A 2037600.00 1990295.36 Agency Mortgage-Backed Securities GNMI SF 606996 X N/A 36201YKH8 2033-12-15 7 N/A 1297400.00 98883.65 Agency Mortgage-Backed Securities GNII SF BM5450 C 549300M8ZYFG0OCMTT87 3617JWBT3 2049-07-20 4.5 N/A 221000.00 54634.17 Agency Mortgage-Backed Securities GNMI SF 768741 X N/A 36176KZE0 2041-06-15 3.75 N/A 271200.00 80236.77 Agency Mortgage-Backed Securities GNII SF 004853 M N/A 36202FMA1 2040-11-20 4 N/A 434900.00 19093.14 Agency Mortgage-Backed Securities GNMI SF BB3817 X N/A 3617AUG20 2047-11-15 4 N/A 1029200.00 69923.98 Agency Mortgage-Backed Securities GNII SF MA7647 M N/A 36179WP85 2051-10-20 1.5 N/A 1784200.00 959995.85 Agency Mortgage-Backed Securities GNII SF MA3244 M N/A 36179RS91 2045-11-20 3.5 N/A 1487800.00 131997.72 Agency Mortgage-Backed Securities GNMI SF BT9370 X N/A 3617MYMT3 2050-04-15 4.5 N/A 341700.00 34191.91 Agency Mortgage-Backed Securities GNMI SF 655685 X N/A 36294PNA7 2036-07-15 6.5 N/A 179700.00 9829.60 Agency Mortgage-Backed Securities GNMI SF BW3889 X N/A 3617NVKA1 2050-08-15 2.5 N/A 533800.00 125613.60 Agency Mortgage-Backed Securities GNII SF CJ5012 C N/A 3617XMR96 2051-12-20 2.5 N/A 80500.00 50311.50 Agency Mortgage-Backed Securities GNII SF MA4178 M N/A 36179SUB1 2029-06-20 7 N/A 108100.00 17928.12 Agency Mortgage-Backed Securities GNII SF MA3664 M 549300M8ZYFG0OCMTT87 36179SB97 2046-05-20 4 N/A 800000.00 68078.69 Agency Mortgage-Backed Securities GNII JM MA4830 M N/A 36179TLK9 2041-09-20 4.5 N/A 691000.00 53993.38 Agency Mortgage-Backed Securities GNMI SF 792942 X N/A 36177MHU9 2041-12-15 3 N/A 143900.00 69187.59 Agency Mortgage-Backed Securities GNII SF DR1460 C N/A 3618V9TR3 2056-03-20 5 N/A 1465100.00 1436848.45 Agency Mortgage-Backed Securities GNMI SF 752200 X 549300M8ZYFG0OCMTT87 36230LNR6 2046-04-15 3 N/A 24800.00 10958.98 Agency Mortgage-Backed Securities GNII SF MA3007 M N/A 36179RKU2 2030-08-20 3.5 N/A 1000000.00 47717.79 Agency Mortgage-Backed Securities GNII SF MB0020 M N/A 3618N5AW9 2051-11-20 2.5 N/A 1200600.00 822207.46 Agency Mortgage-Backed Securities GNII SF MA5527 M N/A 36179UD82 2048-10-20 3.5 N/A 600000.00 58335.87 Agency Mortgage-Backed Securities GNII SF BZ2613 C N/A 3617QW3W7 2051-01-20 3.5 N/A 1952600.00 1182775.60 Agency Mortgage-Backed Securities GNII SF MA4718 M 549300M8ZYFG0OCMTT87 36179TG33 2047-09-20 3 N/A 104800.00 13877.05 Agency Mortgage-Backed Securities GNMI SF AS8150 X N/A 36193UBT0 2046-06-15 4 N/A 113000.00 13254.12 Agency Mortgage-Backed Securities GNII SF MA2228 M N/A 36179QPM7 2038-12-20 6 N/A 351000.00 28203.63 Agency Mortgage-Backed Securities GNII SP 786077 C N/A 3622ABUA8 2052-03-20 3 N/A 93600.00 55428.22 Agency Mortgage-Backed Securities GNII SF MA7988 M 549300M8ZYFG0OCMTT87 36179W2V9 2052-04-20 3 N/A 202400.00 122885.16 Agency Mortgage-Backed Securities GNII SF MA9166 M N/A 36179YFF6 2052-02-20 3 N/A 543200.00 346425.22 Agency Mortgage-Backed Securities GNII JM MA5458 M N/A 36179UB35 2048-09-20 4.5 N/A 564900.00 12181.14 Agency Mortgage-Backed Securities GNMI SF 635571 X N/A 36291RCG5 2034-10-15 4.65 N/A 1260000.00 46272.20 Agency Mortgage-Backed Securities GNII SF BS7607 C N/A 3617MJNY4 2050-05-20 3.5 N/A 853900.00 388664.04 Agency Mortgage-Backed Securities GNMI SF AZ8596 X N/A 36197MRR1 2047-04-15 4.5 N/A 68000.00 19124.63 Agency Mortgage-Backed Securities GNMI SF BE5042 X N/A 3617BYS77 2048-04-15 4 N/A 897700.00 155601.48 Agency Mortgage-Backed Securities GNII SP 786535 C N/A 3622ACEG1 2053-02-20 5.5 N/A 400000.00 267879.21 Agency Mortgage-Backed Securities GNII JM MA8680 M N/A 36179XUD6 2052-12-20 6.5 N/A 741300.00 166284.20 Agency Mortgage-Backed Securities GNII SF MA3176 M 549300M8ZYFG0OCMTT87 36179RQ51 2045-10-20 5 N/A 592400.00 42059.66 Agency Mortgage-Backed Securities GNII SF MB1141 M N/A 3618N6HT7 2056-05-20 4.5 N/A 10405400.00 9814092.37 Agency Mortgage-Backed Securities GNMI SF BO5617 X N/A 3617KMG27 2049-01-15 4.5 N/A 301400.00 22959.36 Agency Mortgage-Backed Securities GNMI SF BE0204 X 549300M8ZYFG0OCMTT87 3617BTGM8 2048-01-15 4 N/A 81000.00 35493.15 Agency Mortgage-Backed Securities GNII SF BK8714 C N/A 3617J9VF2 2049-04-20 5 N/A 1685300.00 1067718.36 Agency Mortgage-Backed Securities GNII SF MA9098 M N/A 36179YDB7 2051-03-20 1.5 N/A 1225700.00 802599.32 Agency Mortgage-Backed Securities GNII JM MA4771 M N/A 36179TJQ9 2047-10-20 4.5 N/A 504400.00 12209.83 Agency Mortgage-Backed Securities GNII JM MA9291 M N/A 36179YKC7 2053-09-20 5 N/A 750200.00 468936.77 Agency Mortgage-Backed Securities GNII SF DG0697 C N/A 3618JVX28 2054-12-20 6.5 N/A 1235000.00 782833.76 Agency Mortgage-Backed Securities GNMI SF AX2578 X N/A 36196D2K4 2046-12-15 2.5 N/A 717200.00 315730.89 Agency Mortgage-Backed Securities GNII SF 734361 C N/A 3620AMZ21 2042-03-20 3.5 N/A 374700.00 48369.71 Agency Mortgage-Backed Securities GNII SF MB1142 M N/A 3618N6HU4 2056-05-20 5 N/A 1371000.00 1335048.65 Agency Mortgage-Backed Securities GNII SF MA3734 M N/A 36179SEF0 2046-06-20 2.5 N/A 489900.00 84707.72 Agency Mortgage-Backed Securities GNII SF CZ1295 C N/A 3618GCNL2 2054-04-20 7.5 N/A 1304200.00 495385.70 Agency Mortgage-Backed Securities GNII SF MA3379 M N/A 36179RXG9 2046-01-20 5 N/A 500000.00 39903.13 Agency Mortgage-Backed Securities GNII SF MA7595 M N/A 36179WNL8 2048-11-20 5.5 N/A 49800.00 17440.69 Agency Mortgage-Backed Securities GNII SF MA5266 M N/A 36179TZ73 2048-06-20 5 N/A 1249800.00 84563.46 Agency Mortgage-Backed Securities GNII SF MA6220 M N/A 36179U4D1 2049-10-20 4 N/A 116000.00 12481.60 Agency Mortgage-Backed Securities GNMI SF 657263 X N/A 36294RFC8 2036-10-15 6.5 N/A 1197400.00 11084.17 Agency Mortgage-Backed Securities GNII SF MA6602 M N/A 36179VKP4 2050-04-20 4.5 N/A 988000.00 160610.02 Agency Mortgage-Backed Securities GNII SP 785667 C N/A 3622ABFG2 2051-10-20 2.5 N/A 199800.00 110277.36 Agency Mortgage-Backed Securities GNMI SF BE0143 X 549300M8ZYFG0OCMTT87 3617BTEQ1 2048-01-15 4 N/A 156000.00 65195.45 Agency Mortgage-Backed Securities GNII SF MA4452 M 549300M8ZYFG0OCMTT87 36179S5M5 2047-05-20 4 N/A 384100.00 31909.21 Agency Mortgage-Backed Securities GNII SF 796727 C N/A 36177RPM7 2038-12-20 6.5 N/A 500000.00 16538.74 Agency Mortgage-Backed Securities GNMI SF BH2590 X N/A 3617GY2X3 2048-07-15 5 N/A 1213300.00 211501.15 Agency Mortgage-Backed Securities GNMI SF 793006 X N/A 36177MKU5 2042-01-15 2.45 N/A 98400.00 19864.30 Agency Mortgage-Backed Securities GNMI SF BT1011 X N/A 3617MPDQ8 2050-07-15 4 N/A 1201700.00 627492.24 Agency Mortgage-Backed Securities GNII SF AC0522 C N/A 36178YSK2 2042-04-20 5.5 N/A 1625000.00 191577.26 Agency Mortgage-Backed Securities GNII SF MA8491 M 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.5 N/A 21970.00 12763.77 Agency Mortgage-Backed Securities GNII SF MA5191 M 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.5 N/A 523300.00 56459.22 Agency Mortgage-Backed Securities GNII SF MA1679 M 549300M8ZYFG0OCMTT87 36179N2L1 2044-02-20 4.5 N/A 1350000.00 82337.76 Agency Mortgage-Backed Securities GNII SF MA5984 M N/A 36179UUH3 2049-06-20 3 N/A 1001000.00 123919.05 Agency Mortgage-Backed Securities GNMI SF 638861 X N/A 36291UWW1 2034-12-15 5.86 N/A 734000.00 45855.20 Agency Mortgage-Backed Securities GNII SF 004802 M N/A 36202FKP0 2040-09-20 5 N/A 557000.00 19800.63 Agency Mortgage-Backed Securities GNII SP 784063 C N/A 3622A2QQ8 2045-09-20 5 N/A 156000.00 23414.49 Agency 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3140U3EK3 2056-01-01 5.5 N/A 2894528.00 2897624.27 Agency Mortgage-Backed Securities FNMS 03.500 CICB1492 N/A 3140QLUS3 2036-08-01 3.5 N/A 241396.00 86485.30 Agency Mortgage-Backed Securities FNMS 03.500 CIBU4981 N/A 3140M6RB1 2039-09-01 3.5 N/A 1348578.00 1161515.38 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7155 N/A 3140XN5R1 2051-12-01 3 N/A 1370000.00 971870.08 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2296 N/A 3140XHRS8 2052-01-01 3.5 N/A 100000.00 58049.96 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3054 N/A 3140Y9MC5 2056-07-01 5.5 N/A 250930320.00 251200849.93 Agency Mortgage-Backed Securities FNMS 06.000 CL887651 N/A 31410FEY7 2036-07-01 6 N/A 6120400.00 33201.36 Agency Mortgage-Backed Securities FNMS 06.000 CLBY1365 N/A 3140NHQT8 2054-02-01 6 N/A 31000000.00 20716851.52 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2345 N/A 3140XHTB3 2046-01-01 3.5 N/A 4839000.00 2532189.36 Agency Mortgage-Backed Securities FNMS 02.000 CLFS9164 N/A 3140XRFE0 2052-02-01 2 N/A 55251000.00 37932216.18 Agency Mortgage-Backed Securities FNMS 05.500 CLDG8956 N/A 3140UC5S6 2056-05-01 5.5 N/A 7019170.00 7014518.57 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4856 N/A 3140W5ME1 2056-01-01 5.5 N/A 32569998.00 31669687.59 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7056 N/A 3140QSZW4 2053-09-01 6 N/A 16133498.00 13153441.91 Agency Mortgage-Backed Securities FNMS 02.500 CNAS8431 N/A 3138WJLM8 2026-12-01 2.5 N/A 68682035.00 368559.57 Agency Mortgage-Backed Securities FNMS 06.000 CIDE7834 N/A 3140BLV41 2040-08-01 6 N/A 2091945.00 1401545.92 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ9680 N/A 3140HBXJ2 2049-09-01 4 N/A 3062160.00 940514.41 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4208 N/A 31418DVA7 2050-12-01 2 N/A 66820000.00 33052740.24 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5876 N/A 3140XMQ66 2052-05-01 2.5 N/A 200000.00 133718.43 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4191 N/A 3140XKUR9 2053-03-01 5.5 N/A 5550000.00 3345985.27 Agency Mortgage-Backed Securities FNMS 06.000 CLDF6047 N/A 3140BWWH7 2055-12-01 6 N/A 1404755.00 1295990.76 Agency Mortgage-Backed Securities FNMS 05.500 CLDG8965 N/A 3140UC6B2 2056-06-01 5.5 N/A 6270222.00 5976372.17 Agency Mortgage-Backed Securities FNMS 02.500 CLBU3058 N/A 3140M4MG0 2051-12-01 2.5 N/A 114557.00 72726.53 Agency Mortgage-Backed Securities FNMS 06.000 CIMA6006 N/A 31418FU88 2041-03-01 6 N/A 597022.00 584551.94 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7303 N/A 3140XPDH9 2053-07-01 5 N/A 87387.00 72935.34 Agency Mortgage-Backed Securities FNMS 03.500 CIBM3938 N/A 3140J8LU5 2033-04-01 3.5 N/A 6547.00 1158.99 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5168 N/A 31418EW63 2038-10-01 5 N/A 6000.00 3197.12 Agency Mortgage-Backed Securities FNMS 06.500 CLAL0603 N/A 3138EGU51 2039-10-01 6.5 N/A 600000.00 14081.69 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0252 N/A 3140UFH64 2056-06-01 5 N/A 1154213.00 1129531.07 Agency Mortgage-Backed Securities FNMS 04.000 CTMA1983 N/A 31418BFZ4 2034-08-01 4 N/A 25000.00 2096.56 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3238 N/A 31418CS47 2048-01-01 3.5 N/A 12113985.00 1519564.07 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4577 N/A 31418ECP3 2052-04-01 2 N/A 400000.00 250592.34 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7042 N/A 3140XNZG2 2054-01-01 6.5 N/A 13219000.00 8936708.16 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9894 N/A 3140XD7G5 2051-12-01 2.5 N/A 11000.00 6461.66 Agency Mortgage-Backed Securities FNMS 05.000 CNMA6019 N/A 31418FVM6 2036-02-01 5 N/A 1841605.00 1657057.99 Agency Mortgage-Backed Securities FNMS 04.500 CLFA2720 N/A 3140W3AW9 2052-11-01 4.5 N/A 33403618.00 28667127.50 Agency Mortgage-Backed Securities FNMS 06.000 CL995050 N/A 31416BL71 2037-09-01 6 N/A 6107285.00 41322.92 Agency Mortgage-Backed Securities FNMS 06.000 CLDH2474 N/A 3140UHXC9 2056-06-01 6 N/A 5267901.00 5415183.74 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5471 N/A 31418FCH8 2054-09-01 6 N/A 10000.00 5936.09 Agency Mortgage-Backed Securities FNMS 05.000 CLDH5735 N/A 3140UMLR8 2056-07-01 5 N/A 1396500.00 1364881.15 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0146 N/A 3140UFEU4 2056-07-01 5 N/A 2066356.00 2026931.31 Agency Mortgage-Backed Securities FNMS 03.500 CIAW8955 N/A 3138XY5R1 2029-07-01 3.5 N/A 6851421.00 52115.83 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5746 N/A 31418FL47 2040-06-01 5.5 N/A 4300023.00 3108455.50 Agency Mortgage-Backed Securities FNMS 04.000 CLDE3908 N/A 3140BGKW2 2056-01-01 4 N/A 3035040.00 2756284.40 Agency Mortgage-Backed Securities FNMS 02.500 CNMA4648 N/A 31418EEW6 2032-05-01 2.5 N/A 72000.00 27799.15 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5878 N/A 31418FQ83 2055-11-01 5 N/A 2377564.00 2207518.25 Agency Mortgage-Backed Securities FNMS 04.500 CLDG6980 N/A 3140UAXJ9 2056-06-01 4.5 N/A 1034376.00 984321.66 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9794 N/A 3140QV3C6 2055-01-01 5.5 N/A 2239000.00 1964470.73 Agency Mortgage-Backed Securities FNMS 03.500 CLBH5719 N/A 3140GUK97 2047-11-01 3.5 N/A 3707364.00 395147.49 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1104 N/A 3140X4GN0 2049-05-01 3.5 N/A 300000.00 62997.48 Agency Mortgage-Backed Securities FNMS 03.000 CIBN5968 N/A 3140JNT26 2034-07-01 3 N/A 340000.00 47073.02 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5054 N/A 3140XLTL2 2052-12-01 5.5 N/A 65000.00 45719.92 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5043 N/A 31418ES92 2038-06-01 5 N/A 5069642.00 2597085.92 Agency Mortgage-Backed Securities FNMS 02.500 CLFA2839 N/A 3140W3EM7 2052-07-01 2.5 N/A 1485964.00 1164176.63 Agency Mortgage-Backed Securities FNMS 04.000 CLDE3818 N/A 3140BGG49 2055-10-01 4 N/A 1007292.00 919646.02 Agency Mortgage-Backed Securities FNMS 05.500 CLDF1908 N/A 3140BSDN4 2055-10-01 5.5 N/A 3384414.00 3052574.90 Agency Mortgage-Backed Securities FNMS 05.500 CLDF7171 N/A 3140BX6H4 2055-12-01 5.5 N/A 3107612.00 2942585.27 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0748 N/A 3140Y6ZN3 2055-07-01 6.5 N/A 72741415.00 62270579.00 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6208 N/A 3140BW3S5 2056-06-01 5.5 N/A 1229648.00 1229951.19 Agency Mortgage-Backed Securities FNMS 06.000 CL889691 N/A 31410KNG5 2038-07-01 6 N/A 210000.00 1343.91 Agency Mortgage-Backed Securities FNMS 05.500 CIDE9757 N/A 3140BNZX9 2040-09-01 5.5 N/A 1245425.00 1008641.40 Agency Mortgage-Backed Securities FNMS 02.500 CIFA2737 N/A 3140W3BF5 2036-09-01 2.5 N/A 17576095.00 14448720.06 Agency Mortgage-Backed Securities FNMS 05.000 CLFM4212 N/A 3140X7VE6 2047-12-01 5 N/A 805000.00 240828.53 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5507 N/A 3140XMDM5 2051-09-01 3.5 N/A 2000.00 1416.19 Agency Mortgage-Backed Securities FNMS 05.500 CL888129 N/A 31410FVW2 2037-02-01 5.5 N/A 128802.00 728.51 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1331 N/A 3140X4PR1 2049-08-01 3 N/A 50000.00 15061.49 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5696 N/A 3138WFKJ4 2045-08-01 3.5 N/A 47000.00 3789.33 Agency Mortgage-Backed Securities FNMS 06.000 CIFA3066 N/A 3140W3MQ9 2039-07-01 6 N/A 26385218.00 21325303.06 Agency Mortgage-Backed Securities FNMS 05.500 CL788646 N/A 31405GET3 2034-07-01 5.5 N/A 999900.00 5511.85 Agency Mortgage-Backed Securities FNMS 04.500 CLDH9893 N/A 3140UR7F9 2056-07-01 4.5 N/A 4210587.00 4011729.40 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7952 N/A 3140XPZS1 2049-02-01 6 N/A 325000.00 243493.86 Agency Mortgage-Backed Securities FNMS 05.000 CLDG0490 N/A 3140U3RL7 2056-02-01 5 N/A 668818.00 627154.50 Agency Mortgage-Backed Securities FNMS 06.000 CL843321 N/A 31407W4E0 2035-10-01 6 N/A 1806134.00 13137.85 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7744 N/A 3140XPTA7 2054-04-01 6.5 N/A 9000.00 6578.89 Agency Mortgage-Backed Securities FNMS 03.000 CICB1486 N/A 3140QLUL8 2036-06-01 3 N/A 382647.00 116027.37 Agency Mortgage-Backed Securities FNMS 04.000 CLAO4142 N/A 3138LUS89 2042-06-01 4 N/A 6000000.00 454829.47 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6258 N/A 3140QR5U3 2053-05-01 5.5 N/A 47000000.00 33837990.11 Agency Mortgage-Backed Securities FNMS 02.500 CLFS3162 N/A 3140XJQQ9 2052-04-01 2.5 N/A 200000.00 127311.64 Agency Mortgage-Backed Securities FNMS 05.000 CLDH5145 N/A 3140ULWF4 2056-07-01 5 N/A 1726237.00 1688827.14 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6451 N/A 3140XNEZ3 2053-08-01 5.5 N/A 100000.00 67646.96 Agency Mortgage-Backed Securities FNMS 04.500 CLCC0843 N/A 3140Y65D8 2055-07-01 4.5 N/A 27038376.00 24917052.92 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6854 N/A 3140QSTL5 2053-08-01 4.5 N/A 2625000.00 1958881.27 Agency Mortgage-Backed Securities FNMS 03.500 CLCB2680 N/A 3140QM6S8 2052-01-01 3.5 N/A 1300000.00 711255.00 Agency Mortgage-Backed Securities FNMS 02.500 CICA6620 N/A 3140QELA8 2035-08-01 2.5 N/A 55000.00 20126.58 Agency Mortgage-Backed Securities FNMS 04.500 CLDF2135 N/A 3140BSLR6 2055-10-01 4.5 N/A 847440.00 795719.01 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5682 N/A 31418FJ40 2040-04-01 4.5 N/A 40552.00 29377.96 Agency Mortgage-Backed Securities FNMS 03.000 CLBM5632 N/A 3140JAHJ0 2047-12-01 3 N/A 31000.00 6739.74 Agency Mortgage-Backed Securities FNMS 07.500 CLDA6833 N/A 3140A7SX3 2053-12-01 7.5 N/A 1077900.00 309639.66 Agency Mortgage-Backed Securities FNMS 06.000 CIDE5975 N/A 3140BJT98 2040-07-01 6 N/A 1088862.00 817283.06 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4080 N/A 31418DRA2 2050-07-01 3.5 N/A 7000.00 1527.39 Agency Mortgage-Backed Securities FNMS 05.000 CLDI1001 N/A 3140UUDF5 2056-08-01 5 N/A 1830717.00 1792917.58 Agency Mortgage-Backed Securities FNMS 05.500 CIBV5996 N/A 3140MKUW0 2040-09-01 5.5 N/A 1252057.00 1130781.28 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0833 N/A 3140Q74T1 2047-12-01 3.5 N/A 430000.00 83528.89 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4918 N/A 31418EPC8 2053-02-01 5 N/A 145914419.00 103875736.67 Agency Mortgage-Backed Securities FNMS 03.000 CTAB7344 N/A 31417EES6 2032-12-01 3 N/A 4430746.00 352639.02 Agency Mortgage-Backed Securities FNMS 06.500 CLBX6492 N/A 3140NBGA3 2053-02-01 6.5 N/A 177000.00 99676.00 Agency Mortgage-Backed Securities FNMS 03.500 CLBP9351 N/A 3140KHL90 2050-06-01 3.5 N/A 1048224.00 345183.38 Agency Mortgage-Backed Securities FNMS 06.000 CLDH1575 N/A 3140UGXD9 2056-05-01 6 N/A 1032582.00 1070296.69 Agency Mortgage-Backed Securities FNMS 01.500 CLCB0810 N/A 3140QK3U0 2051-06-01 1.5 N/A 160645.00 86554.30 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5213 N/A 3138EMYK1 2044-04-01 4.5 N/A 16000.00 919.95 Agency Mortgage-Backed Securities FNMS 03.500 CLFS7430 N/A 3140XPHG7 2052-09-01 3.5 N/A 7023000.00 5113395.39 Agency Mortgage-Backed Securities FNMS 06.000 CLDG9614 N/A 3140UDVG1 2056-05-01 6 N/A 3459892.00 3561069.15 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5011 N/A 31418ER93 2053-05-01 6 N/A 3055000.00 1740647.15 Agency Mortgage-Backed Securities FNMS 05.000 CLDH6088 N/A 3140UMXS3 2056-07-01 5 N/A 1495085.00 1468207.36 Agency Mortgage-Backed Securities FNMS 03.500 CRAL3024 N/A 3138EKLE3 2043-01-01 3.5 N/A 120000.00 14343.35 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ1443 N/A 3140KLS94 2050-08-01 2 N/A 345000.00 126402.88 Agency Mortgage-Backed Securities FNMS 06.500 CLDE4374 N/A 3140BG2G7 2055-09-01 6.5 N/A 1380985.00 1437618.97 Agency Mortgage-Backed Securities FNMS 05.000 CLDG0249 N/A 3140U3H38 2056-04-01 5 N/A 1322219.00 1288343.75 Agency Mortgage-Backed Securities FNMS 01.500 CIFM7423 N/A 3140XBG95 2036-06-01 1.5 N/A 235150.00 99236.66 Agency Mortgage-Backed Securities FNMS 02.000 CNMA2779 N/A 31418CCR3 2026-10-01 2 N/A 481135.00 1164.44 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7445 N/A 3140QTHX0 2053-11-01 6.5 N/A 2542399.00 1544653.27 Agency Mortgage-Backed Securities FNMS 02.500 CLCA3804 N/A 3140QBGN2 2049-07-01 2.5 N/A 142000.00 43252.76 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4592 N/A 3140W5C69 2056-02-01 5 N/A 201573045.00 192506574.53 Agency Mortgage-Backed Securities FNMS 06.500 CLFA6316 N/A 3140W7AS9 2056-06-01 6.5 N/A 66195785.00 68794741.87 Agency Mortgage-Backed Securities FNMS 05.500 CNMA6099 N/A 31418FX51 2036-05-01 5.5 N/A 8341240.00 7867191.42 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5503 N/A 31418FDH7 2044-10-01 5.5 N/A 1550000.00 927405.51 Agency Mortgage-Backed Securities FNMS 05.500 CLDH1032 N/A 3140UGEE8 2056-05-01 5.5 N/A 4643770.00 4649707.46 Agency Mortgage-Backed Securities FNMS 06.500 CLDI0975 N/A 3140UUCM1 2056-08-01 6.5 N/A 1345411.00 1419431.03 Agency Mortgage-Backed Securities FNMS 04.500 CTMA5981 N/A 31418FUF2 2046-02-01 4.5 N/A 4731004.00 4401551.69 Agency Mortgage-Backed Securities FNMS 03.500 CIFS1490 N/A 3140XGUQ0 2035-05-01 3.5 N/A 35000.00 8777.45 Agency Mortgage-Backed Securities FNMS 06.000 CLMA4847 N/A 31418EL57 2052-11-01 6 N/A 300000.00 180811.86 Agency Mortgage-Backed Securities FNMS 03.500 U4BF0200 N/A 3140FXGJ5 2051-11-01 3.5 N/A 97594.00 24564.95 Agency Mortgage-Backed Securities FNMS 03.000 CLBT2011 N/A 3140LQGV6 2052-02-01 3 N/A 5141449.00 2463975.65 Agency Mortgage-Backed Securities FNMS 02.000 CLBK8506 N/A 3140HNNY4 2050-12-01 2 N/A 512280.00 269187.67 Agency Mortgage-Backed Securities FNMS 05.500 CLBU5723 N/A 3140M7LD1 2055-03-01 5.5 N/A 131000000.00 116853145.85 Agency Mortgage-Backed Securities FNMS 04.500 CLDH1993 N/A 3140UHGB0 2056-06-01 4.5 N/A 1148070.00 1087853.36 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7532 N/A 3140XBLN8 2051-04-01 3.5 N/A 1466000.00 679342.82 Agency Mortgage-Backed Securities FNMS 06.000 CL890097 N/A 31410K3E2 2038-10-01 6 N/A 1700000.00 15297.14 Agency Mortgage-Backed Securities FNMS 03.000 CLFA4699 N/A 3140W5GH1 2051-07-01 3 N/A 33909152.00 28783307.88 Agency Mortgage-Backed Securities FNMS 04.500 CLFA3783 N/A 3140W4FZ5 2050-12-01 4.5 N/A 4602895.00 4129400.66 Agency Mortgage-Backed Securities FNMS 06.000 CLDF4152 N/A 3140BUTJ1 2055-11-01 6 N/A 1159356.00 1095598.25 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4531 N/A 3140XLA99 2052-11-01 5.5 N/A 31000.00 19674.53 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4940 N/A 31418EP20 2053-03-01 5 N/A 267000.00 191255.41 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2164 N/A 3140QMMN1 2051-11-01 3 N/A 200000.00 120951.34 Agency Mortgage-Backed Securities FNMS 04.000 CLBN2190 N/A 3140JJNG0 2048-11-01 4 N/A 198655.00 1037.92 Agency Mortgage-Backed Securities FNMS 03.500 CLFA2855 N/A 3140W3E54 2047-09-01 3.5 N/A 2455000.00 2044066.12 Agency Mortgage-Backed Securities FNMS 05.000 CLDH6526 N/A 3140UNHC4 2056-07-01 5 N/A 1545177.00 1512242.58 Agency Mortgage-Backed Securities FNMS 07.000 CLDB7528 N/A 3140AHLJ9 2054-07-01 7 N/A 1165238.00 905222.35 Agency Mortgage-Backed Securities FNMS 03.000 CJAJ7712 N/A 3138E0SA8 2026-12-01 3 N/A 1424475.00 4533.25 Agency Mortgage-Backed Securities FNMS 06.000 CLDH0204 N/A 3140UFGN8 2056-05-01 6 N/A 1230534.00 1253909.51 Agency Mortgage-Backed Securities FNMS 03.000 I3BM7881 N/A 3140JCXK5 2049-02-01 3 N/A 3342333.00 2796684.38 Agency Mortgage-Backed Securities FNMS 05.500 CLDH7385 N/A 3140UPF31 2056-08-01 5.5 N/A 3907300.00 3916327.16 Agency Mortgage-Backed Securities FNMS 06.000 CL889218 N/A 31410G4B6 2038-02-01 6 N/A 5100000.00 48413.90 Agency Mortgage-Backed Securities FNMS 05.500 CLDC0298 N/A 3140AMKL4 2054-08-01 5.5 N/A 15602000.00 14851690.37 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1289 N/A 3140XGNF2 2052-03-01 3 N/A 240000.00 142657.65 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0547 N/A 3140XFTD3 2052-02-01 2.5 N/A 175000.00 104001.07 Agency Mortgage-Backed Securities FNMS 05.500 CLBW5297 N/A 3140MW3F1 2053-06-01 5.5 N/A 1012659.00 753920.66 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5056 N/A 31418ETN0 2053-05-01 3.5 N/A 13152607.00 9806162.32 Agency Mortgage-Backed Securities FNMS 02.500 CIFS3607 N/A 3140XKAH3 2037-02-01 2.5 N/A 17908186.00 10692643.64 Agency Mortgage-Backed Securities FNMS 05.500 CLBW2641 N/A 3140MT5B5 2056-03-01 5.5 N/A 3972207.00 3991380.31 Agency Mortgage-Backed Securities FNMS 04.000 CIFM2640 N/A 3140X55A7 2034-01-01 4 N/A 80000.00 2910.20 Agency Mortgage-Backed Securities FNMS 06.000 CLDA5003 N/A 3140A5RZ3 2053-11-01 6 N/A 399441.00 177488.42 Agency Mortgage-Backed Securities FNMS 03.500 CLAL2679 N/A 3138EJ6R4 2042-11-01 3.5 N/A 300000.00 37640.52 Agency Mortgage-Backed Securities FNMS 06.000 CL888637 N/A 31410GHN6 2037-09-01 6 N/A 3125000.00 17656.62 Agency Mortgage-Backed Securities FNMS 03.500 CTMA3360 N/A 31418CWW0 2038-05-01 3.5 N/A 1500000.00 177074.37 Agency Mortgage-Backed Securities FNMS 03.000 CLBT1254 N/A 3140LPMC3 2051-06-01 3 N/A 5322749.00 2349013.29 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0202 N/A 3140QKGL6 2051-04-01 3 N/A 100000.00 40178.61 Agency Mortgage-Backed Securities FNMS 04.000 CLMA6077 N/A 31418FXF9 2056-06-01 4 N/A 118674072.00 108783187.03 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1603 N/A 3140XGX95 2052-05-01 3.5 N/A 140000.00 92267.30 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4860 N/A 3140QCMJ2 2049-12-01 3 N/A 1584505.00 488991.78 Agency Mortgage-Backed Securities FNMS 05.500 CLDE7888 N/A 3140BLXS6 2055-09-01 5.5 N/A 9072465.00 8511258.24 Agency Mortgage-Backed Securities FNMS 05.500 CLDG2828 N/A 3140U6EA8 2056-03-01 5.5 N/A 1013333.00 1001161.74 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5107 N/A 31418EU99 2053-08-01 5.5 N/A 233812049.00 160641328.30 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5104 N/A 3140QQU60 2052-11-01 4.5 N/A 412500.00 309513.27 Agency Mortgage-Backed Securities FNMS 05.000 CLDH3925 N/A 3140UKLF8 2056-07-01 5 N/A 1666750.00 1626180.32 Agency Mortgage-Backed Securities FNMS 04.000 CIDG5143 N/A 3140U8WD8 2041-03-01 4 N/A 1326343.00 1259197.07 Agency Mortgage-Backed Securities FNMS 07.000 CL257243 N/A 31371NWC5 2038-05-01 7 N/A 3329000.00 16054.86 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0985 N/A 3140N5CX0 2052-10-01 5 N/A 3200000.00 2524079.86 Agency Mortgage-Backed Securities FNMS 03.000 CIBM4153 N/A 3140J8TK9 2033-06-01 3 N/A 15016000.00 2280476.41 Agency Mortgage-Backed Securities FNMS 05.000 CLDH5360 N/A 3140UL5W7 2056-07-01 5 N/A 4313227.00 4236790.87 Agency Mortgage-Backed Securities FNMS 02.500 CIMA3955 N/A 31418DMD1 2035-03-01 2.5 N/A 500000.00 76488.18 Agency Mortgage-Backed Securities FNMS 06.000 CIMA6089 N/A 31418FXT9 2041-06-01 6 N/A 200809.00 198199.45 Agency Mortgage-Backed Securities FNMS 03.500 CICB0960 N/A 3140QLB62 2036-06-01 3.5 N/A 2460325.00 1236874.37 Agency Mortgage-Backed Securities FNMS 02.500 CICA0586 N/A 3140Q7UL9 2032-10-01 2.5 N/A 138145.00 19287.22 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4378 N/A 31418D2L5 2051-07-01 2 N/A 3027000.00 1712106.95 Agency Mortgage-Backed Securities FNMS 04.500 CLFS8335 N/A 3140XQHM2 2051-01-01 4.5 N/A 814000.00 625572.93 Agency Mortgage-Backed Securities FNMS 04.000 CTBY1439 N/A 3140NHS58 2043-12-01 4 N/A 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N/A 3137F9ZE4 2032-07-25 1.57 N/A 1000000.00 343339.67 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES -K-078 A-1 20280125 3.67300 N/A 3137FGR23 2028-01-25 3.673 N/A 10000000.00 2655569.91 Agency Collateralized Mortgage Obligation GNRA 2024-108 YF N/A 38384UFN4 2054-07-20 4.77139 N/A 50000000.00 40039274.15 Agency Collateralized Mortgage Obligation FNRM CL047AY R15F047 N/A 3136APCW0 2045-07-25 3 N/A 8448000.00 2127130.51 Agency Collateralized Mortgage Obligation FNRM CL045MP R26F045 N/A 3136G55R7 2054-09-25 5 N/A 12200000.00 11644359.13 Agency Collateralized Mortgage Obligation GNRM 2026-005 EA N/A 38385LBG2 2051-10-20 3 N/A 42948700.00 38326598.77 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-J28 A-2 20271025 2.30800 N/A 3137FREE7 2027-10-25 2.308 N/A 6000000.00 1920850.46 Agency Collateralized Mortgage Obligation GNRM 2026-119 MN N/A 38385WMW1 2056-07-20 5 N/A 20000000.00 19856773.32 Agency Collateralized Mortgage Obligation GNRA 2024-095 KF N/A 38384P5E6 2054-06-20 4.80139 N/A 100000000.00 36212896.91 Agency Collateralized Mortgage Obligation GNRA 2019-20 EF N/A 38381RAV1 2049-02-20 4.49409 N/A 100000000.00 17279796.97 Agency Collateralized Mortgage Obligation GNRA 2025-114 YF N/A 38381PSJ3 2055-07-20 5.14139 N/A 100000000.00 62770353.68 Agency Collateralized Mortgage Obligation GNRA 2024-078 TF N/A 38384NL29 2054-05-20 4.82139 N/A 30000000.00 17211899.51 Agency Collateralized Mortgage Obligation FNRA CL067NF R13F067 N/A 3136AFEL4 2043-07-25 4.73056 N/A 5000000.00 1516728.77 Agency Collateralized Mortgage Obligation GNRM 2023-098 B N/A 38384BXT3 2035-03-20 5.5 N/A 3608876.00 629686.80 Agency Collateralized Mortgage Obligation GNRA 2025-002 BF N/A 38385BS50 2055-01-20 4.87139 N/A 30000000.00 12067558.71 Agency Collateralized Mortgage Obligation GNRA 2019-28 SI N/A 38382AGD1 2043-07-16 0.3653 N/A 30793376.00 79427.83 Agency Collateralized Mortgage Obligation FNRA RC128MS R03F128 N/A 31393UYT4 2034-01-25 11.00832 N/A 7128000.00 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Collateralized Mortgage Obligation FNRM RC037PA R26F037 N/A 3136G5XW5 2055-06-25 4.75 N/A 68778624.00 65902907.07 Agency Collateralized Mortgage Obligation FNRA CL017SB R21F017 N/A 3136BFS46 2051-04-25 0 N/A 5378000.00 17102.76 Agency Collateralized Mortgage Obligation FGRM 4235BC 08/15/28 N/A 3137B3RV2 2028-08-15 2.5 N/A 2137988.00 319055.13 Agency Collateralized Mortgage Obligation GNRA 2023-001 FL N/A 38383VDK1 2053-01-20 4.62139 N/A 50000000.00 28922966.42 Agency Collateralized Mortgage Obligation FNRM RC018KY R11F018 N/A 31397QJ33 2041-03-25 4 N/A 971411.00 185921.89 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-163 A-2 20340325 FLT N/A 3137HCXK3 2034-03-25 5 N/A 17700000.00 17936430.71 Agency Collateralized Mortgage Obligation FERA 5677SA 02/25/56 N/A 3137GB4J1 2056-02-25 1.93392 N/A 52771520.00 2683765.31 Agency Collateralized Mortgage Obligation FNRM CL075BA R25F075 N/A 3136BXHP2 2053-06-25 5 N/A 31000000.00 22823662.01 Agency Collateralized Mortgage Obligation GNRM 2026-080 HA N/A 38385SK44 2053-02-20 3 N/A 7100928.00 6370388.98 Agency Collateralized Mortgage Obligation GNRA 2025-083 YF N/A 38385GPM5 2055-04-20 5.38139 N/A 100000000.00 55351515.36 Agency Collateralized Mortgage Obligation GNRA 2019-57 FL N/A 38381VTZ3 2049-05-20 4 N/A 150000000.00 31128494.53 Agency Collateralized Mortgage Obligation FNRM RC064D R26F064 N/A 3136G7BE5 2055-05-25 5 N/A 115533440.00 114795720.47 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES SG-4 A-2 20320825 FLT N/A 3137H92X6 2032-08-25 3.4 N/A 130000.00 121609.32 Agency Collateralized Mortgage Obligation Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2026-08-03 2026-10-29 2026-10-29 Y JP MORGAN SECURITIES LLC 1.0000 90 N Standard & Poor's AA- Moody's Aa3 Fitch AA N N 0.0377 2181800000.00 2181800000.00 0.0111 N N N Y Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.69500040 3133ET5N3 254900C5LP6DN9OP9V83 US3133ET5N36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2027-05-24 2027-05-24 N N N 0.0375 250241081.16 250241081.16 0.0013 N N N N Barclays Bank plc Barclays Bank plc 3.68000000 N/A G5GSEF7VJP5I7OUK5573 BYJ9M0DC1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 N/A 2781700.00 1834492.15 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 713866000.00 506736269.54 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 184700.00 186021.36 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 N/A 28047000.00 23226672.28 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 N/A 156900.00 155922.64 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 N/A 3931300.00 2808693.33 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 200.00 201.45 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 10999400.00 11016782.72 U.S. Treasuries (including strips) 4 3/4 BOND 41 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.75 N/A 132755000.00 131115046.68 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.75 N/A 200.00 167.25 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 N/A 31998000.00 32611624.05 U.S. Treasuries (including strips) 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625 N/A 100.00 92.95 U.S. Treasuries (including strips) 5 BOND 46 N/A 912810UV8 2046-05-15 5 N/A 214900.00 209657.93 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 N/A 1124200.00 1138519.08 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 N/A 5881000.00 5033765.59 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 9654000.00 9375839.30 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 33414500.00 34043778.57 U.S. Treasuries (including strips) 3 1/8 BOND 44 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125 N/A 13517400.00 10309519.71 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 25521600.00 21661298.38 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 13483600.00 12920700.15 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 N/A 12022500.00 11685052.47 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 N/A 44069600.00 43450289.91 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 209248000.00 141310837.97 U.S. Treasuries (including strips) 2 1/4 BOND 46 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.25 N/A 64411900.00 40642922.08 U.S. Treasuries (including strips) 2 1/4 BOND 41 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.25 N/A 390000.00 274923.04 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875 N/A 668300.00 658566.01 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 3265600.00 3035858.05 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 N/A 59445400.00 40737248.83 U.S. Treasuries (including strips) 3 1/2 BOND 39 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.5 N/A 100.00 88.75 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 69730000.00 69131821.19 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 N/A 59494800.00 29565056.52 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 75000000.00 73088275.28 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1 Fitch F1+ 2026-08-06 2026-08-06 2026-08-06 N N N 0.0368 1233300000.00 1233300000.00 0.0063 N N Y N Nomura Securities Co. Ltd. Nomura Securities Co. Ltd. 3.64000000 N/A OXTKY6Q8X53C9ILVV871 BYJ9TZAV8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TRFR BB 04/30/27 N/A 91282CMX6 2027-04-30 4.012148083 N/A 2993700.00 2997020.01 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 N/A 111080000.00 110388058.53 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 112221100.00 113319726.27 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375 N/A 14608400.00 14474266.70 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 5924700.00 5838958.42 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 N/A 149078400.00 146962218.26 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625 N/A 112382000.00 110741260.06 U.S. Treasuries (including strips) TRFR AX 01/31/28 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.951148083 N/A 100.00 100.08 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.5 N/A 114663000.00 111134399.06 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 40828900.00 40576264.30 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 10969000.00 10770281.48 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 30245200.00 30079335.32 U.S. Treasuries (including strips) BILL 08/27/26 N/A 912797TY3 2026-08-27 0 N/A 113798900.00 113525555.04 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 115186500.00 112899202.86 U.S. Treasuries (including strips) TRFR BB 04/30/28 N/A 91282CQM6 2028-04-30 3.955148083 N/A 280000.00 280229.60 U.S. Treasuries (including strips) 4 1/4 NOTE BE 28 N/A 91282CRB9 2028-07-31 4.25 N/A 11058500.00 11049011.81 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 N/A 100.00 97.58 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 44000000.00 43550098.57 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 126271600.00 126471151.22 U.S. Treasuries (including strips) TRFR BK 10/31/26 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 4.057148083 N/A 200.00 200.10 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 1100.00 1075.21 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375 N/A 112505700.00 111805492.65 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 100.00 88.06 U.S. Treasuries (including strips) Y Moody's NR Fitch NR Standard & Poor's NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 1193000000.00 1193000000.00 0.0061 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VU8 254900HROIFWPRGM1V77 US912797VU85 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2027-01-28 2027-01-28 2027-01-28 N N N 0.0387 3906096792.60 3906096792.60 0.0199 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.69000000 3130BBKV6 2549001DPIFGXC1TOL40 US3130BBKV69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-08-03 2026-12-21 2026-12-21 N N N 0.0376 450577263.19 450577263.19 0.0023 N N N N Barclays Bank plc Barclays Bank plc 3.66000000 N/A G5GSEF7VJP5I7OUK5573 BYJ9TZ940 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 19103600.00 17759620.83 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 N/A 9066400.00 7861846.71 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 N/A 44236300.00 45096764.07 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 N/A 449949800.00 445029898.90 U.S. Treasuries (including strips) 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 N/A 1900.00 890.52 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875 N/A 129814000.00 125338826.73 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 22467000.00 21646343.50 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 N/A 478528900.00 448023787.92 U.S. Treasuries (including strips) 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5 N/A 221284700.00 216304899.49 U.S. 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707.36 Agency Mortgage-Backed Securities FEPC 06.000 CIQO3733 N/A 3133WNEE6 2040-06-01 6 N/A 47430.00 38584.75 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6836 N/A 3142GXS24 2056-06-01 5 N/A 1064.00 1043.84 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9613 N/A 3140QVVF8 2054-12-01 5.5 N/A 51389376.00 44100878.35 Agency Mortgage-Backed Securities FNMS 03.000 CIBV9862 N/A 3140MP5Y3 2037-05-01 3 N/A 50420.00 24189.22 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2587 N/A 3140XH2V8 2052-08-01 4.5 N/A 5979.00 4160.01 Agency Mortgage-Backed Securities FNMS 06.500 CLMA6000 N/A 31418FU21 2056-03-01 6.5 N/A 3770318.00 3685384.70 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7504 N/A 3132DVKR5 2049-08-01 3.5 N/A 2000.00 335.04 Agency Mortgage-Backed Securities FNMS 05.000 CLDF3740 N/A 3140BUEN8 2055-11-01 5 N/A 29156707.00 27479778.37 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8331 N/A 3140QUHH2 2054-04-01 5.5 N/A 1000.00 789.80 Agency Mortgage-Backed Securities FNMS 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Securities FEPC 06.000 CLSD7483 N/A 3132DVJ48 2055-01-01 6 N/A 1024.00 835.12 Agency Mortgage-Backed Securities FNMS 02.500 CLBP6618 N/A 3140KEK80 2050-08-01 2.5 N/A 1000.00 441.65 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0610 N/A 3140QKVC9 2051-05-01 2.5 N/A 49000.00 26430.11 Agency Mortgage-Backed Securities FEPC 03.000 CLQB2958 N/A 3133A9JB2 2050-09-01 3 N/A 1000.00 377.19 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1882 N/A 3132DPCT3 2052-11-01 5 N/A 99000.00 68045.64 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8173 S6XOOCT0IEG5ABCC6L87 3132DWCJ0 2051-10-01 2.5 N/A 1000.00 566.27 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3612 N/A 3140QPAN7 2052-05-01 4 N/A 1120.00 726.01 Agency Mortgage-Backed Securities FNMS 02.500 RIBH9343 N/A 3140GYLZ0 2032-09-01 2.5 N/A 1499000.00 95469.51 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0852 N/A 3142GQ5N8 2054-02-01 6.5 N/A 1008.00 707.28 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3663 N/A 3132E0B84 2053-08-01 5.5 N/A 1000.00 670.49 Agency Mortgage-Backed Securities FNMS 02.500 CLFA5403 N/A 3140W6AD4 2053-07-01 2.5 N/A 1070.00 866.49 Agency Mortgage-Backed Securities FEPC 06.000 CLQX0315 N/A 31425UK53 2054-11-01 6 N/A 1010.00 1004.23 Agency Mortgage-Backed Securities FNMS 03.500 CWAL3441 N/A 3138EKZF5 2028-04-01 3.5 N/A 1002.00 14.81 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2578 N/A 3132DP2K3 2053-03-01 6 N/A 1000.00 642.16 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8893 N/A 3133KQ3A2 2053-04-01 6 N/A 174375.00 115114.63 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6139 N/A 3131YCZC3 2049-05-01 4.5 N/A 18206530.00 4805906.48 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0403 N/A 3140Y6NV8 2055-05-01 6 N/A 1040.00 920.17 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4495 N/A 31427R7H7 2056-03-01 5 N/A 1318.00 1247.41 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1476 N/A 3140XGUA5 2052-03-01 3 N/A 1002.00 656.28 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2668 N/A 3132DP6D5 2050-08-01 3.5 N/A 1000.00 700.58 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8455 N/A 3132DWMC4 2054-08-01 6.5 N/A 1027.00 443.62 Agency Mortgage-Backed Securities FNMS 04.000 CLAK6757 N/A 3138EBQK4 2042-03-01 4 N/A 116239102.00 6676351.57 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5384 N/A 3132DS6V9 2053-07-01 5.5 N/A 1000.00 791.79 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3011 N/A 3142GTKZ8 2054-12-01 5 N/A 1244.00 1078.83 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4484 N/A 3140J86W8 2047-05-01 4 N/A 1024.00 180.74 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4689 N/A 3132A5F67 2046-11-01 3.5 N/A 319760.00 38953.28 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5051 N/A 3142GVTH4 2055-10-01 6 N/A 2048.00 1858.87 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6358 N/A 3133BUB30 2053-01-01 5.5 N/A 1008.00 749.08 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8277 S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.5 N/A 1024.00 712.46 Agency Mortgage-Backed Securities FEPC 02.500 CLQE1356 N/A 3133BAQH7 2052-04-01 2.5 N/A 1000.00 572.68 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2690 N/A 3133W87B3 2054-04-01 5 N/A 1005.00 943.57 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0179 N/A 3140FXFV9 2057-01-01 3.5 N/A 7818608.00 2435953.27 Agency Mortgage-Backed Securities FEPC 06.500 CLQX7524 N/A 31426DLE0 2055-02-01 6.5 N/A 1000.00 720.91 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8030 N/A 3140QT4Q9 2054-02-01 7 N/A 1000.00 607.75 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9219 N/A 3133BKG45 2052-09-01 5 N/A 1024.00 637.00 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ9979 N/A 3133D2CQ8 2054-12-01 5 N/A 1000.00 823.98 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4393 N/A 3142GU3B7 2055-06-01 6 N/A 15875182.00 12888781.73 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8264 S6XOOCT0IEG5ABCC6L87 3132DWFD0 2052-11-01 3.5 N/A 7047.00 4951.87 Agency Mortgage-Backed Securities 03.500 FGPC Q40716 G N/A 3132WDYN8 2046-05-01 3.5 N/A 202568.00 31359.28 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 N/A 5879274.00 3931427.55 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4555 N/A 3140QQBZ7 2052-09-01 4.5 N/A 47000.00 34315.95 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3043 N/A 3140XJLZ4 2052-10-01 4.5 N/A 1000.00 685.35 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5793 N/A 3142GWNK1 2056-01-01 4.5 N/A 2000.00 1862.36 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2909 N/A 3142GTGT7 2054-12-01 5.5 N/A 2024.00 1742.66 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8147 N/A 3132DWBQ5 2051-05-01 2.5 N/A 1000.00 503.31 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3975 N/A 31427RMZ0 2056-01-01 5 N/A 2048.00 1976.99 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0328 N/A 31427MLJ8 2055-02-01 6 N/A 29431.00 24744.01 Agency Mortgage-Backed Securities FNMS 02.500 CWAS6715 N/A 3138WGN91 2031-02-01 2.5 N/A 1000.00 118.71 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1210 N/A 31427NKY4 2055-05-01 6 N/A 21920008.00 19598037.86 Agency Mortgage-Backed Securities FNMS 06.000 CL796097 N/A 31405QNN4 2034-10-01 6 N/A 24405175.00 448648.80 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1962 N/A 3142GSFC7 2054-07-01 5.5 N/A 14765305.00 12866979.89 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7747 N/A 3133BHTC0 2052-08-01 4.5 N/A 1008.00 692.94 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ0918 N/A 3142GRAU4 2054-02-01 5 N/A 1008.00 677.74 Agency Mortgage-Backed Securities FNMS 02.000 CNMA4173 N/A 31418DT77 2030-11-01 2 N/A 1000.00 217.60 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7528 N/A 3140QFLJ6 2050-10-01 2.5 N/A 155801.00 74040.15 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9056 N/A 3133KRBZ6 2053-05-01 5 N/A 4000.00 3080.94 Agency Mortgage-Backed Securities FEPC 03.000 CLSD4553 N/A 3132DSBW1 2053-09-01 3 N/A 1000.00 714.40 Agency Mortgage-Backed Securities FEPC 05.000 CLSL2961 N/A 31427QJF0 2055-10-01 5 N/A 1441951.00 1344431.81 Agency Mortgage-Backed Securities FNMS 03.500 CICB4246 N/A 3140QPWG8 2037-08-01 3.5 N/A 2000.00 1095.73 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5802 N/A 3142GWNU9 2056-01-01 4.5 N/A 1855457.00 1751813.37 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8276 N/A 3132DWFR9 2052-12-01 5 N/A 2832360.00 2070001.22 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5760 N/A 31418FMJ3 2055-07-01 5.5 N/A 1039.00 864.12 Agency Mortgage-Backed Securities FNMS 06.500 CLDD4785 N/A 3140B5J73 2055-03-01 6.5 N/A 1000.00 666.71 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ9419 N/A 31427KPD1 2055-11-01 5.5 N/A 1000.00 949.94 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4131 N/A 3142GUSV6 2055-05-01 6.5 N/A 1040.00 813.12 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5191 N/A 31418EXV7 2053-11-01 6 N/A 80620.00 46896.79 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5552 B1V7KEBTPIMZEU4LTD58 31418FE29 2054-12-01 5 N/A 1024.00 869.64 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5073 N/A 3142GVT76 2055-10-01 5 N/A 2547560.00 2372039.03 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3566 N/A 31427Q6C1 2054-12-01 5.5 N/A 30000.00 26943.06 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6333 N/A 3142GXBB2 2056-03-01 5.5 N/A 4099195.00 3876098.49 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1262 N/A 3142GRML1 2054-04-01 5.5 N/A 62565852.00 47739444.52 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ0180 N/A 3142GQFW7 2053-11-01 5.5 N/A 1028.00 809.15 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1006 N/A 3140Y7DL9 2055-09-01 5.5 N/A 1037.00 986.22 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6691 N/A 3140QSNH0 2053-07-01 5 N/A 39618112.00 26839882.38 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1856 N/A 3142GSB23 2054-06-01 5.5 N/A 1065.00 918.16 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5166 N/A 31418EW48 2053-10-01 6 N/A 6661038.00 3706653.20 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1172 N/A 3140XGJS9 2051-11-01 3 N/A 1000.00 596.37 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8244 N/A 3132DWER0 2052-09-01 4 N/A 99000.00 70827.35 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7562 N/A 3132DVMK8 2053-04-01 5.5 N/A 96558.00 68696.29 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5971 N/A 31418FT56 2056-02-01 5 N/A 5197709.00 4918300.40 Agency Mortgage-Backed Securities FEPC 06.000 CLSL5666 N/A 31427TJL1 2056-01-01 6 N/A 3305165.00 3344889.57 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8533 N/A 3132DWPS6 2055-05-01 5.5 N/A 2562521.00 2005924.89 Agency Mortgage-Backed Securities FEPC 05.500 CLTC0179 N/A 3133W4FU1 2056-07-01 5.5 N/A 1000.00 1005.26 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8205 N/A 3132DWDJ9 2052-04-01 2.5 N/A 2000.00 1245.65 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4151 N/A 3142GUTH6 2055-05-01 5.5 N/A 73872920.00 71458475.13 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0199 N/A 31427MGH8 2054-12-01 5.5 N/A 8144.00 7084.80 Agency Mortgage-Backed Securities FEPC 04.000 CLSD5347 N/A 3132DS5G3 2045-05-01 4 N/A 520572.00 393273.27 Agency Mortgage-Backed Securities FNMS 05.500 CLDH0524 N/A 3140UFSN5 2056-06-01 5.5 N/A 2018.00 2012.80 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3048 N/A 3142GTL61 2054-12-01 6 N/A 2048.00 1699.09 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1020 N/A 3140QLD29 2051-07-01 2 N/A 3000.00 1639.87 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ5882 N/A 3140KRRC5 2050-11-01 2.5 N/A 332716.00 171578.69 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1823 N/A 3140Y8AZ9 2056-01-01 5 N/A 1024.00 978.43 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3163 N/A 3142GTQR0 2054-12-01 5 N/A 1050.00 957.14 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7514 N/A 3132DVK38 2050-04-01 3.5 N/A 121706.00 29442.59 Agency Mortgage-Backed Securities FNMS 04.000 CLAE7720 N/A 31419JSJ8 2040-11-01 4 N/A 1022.00 68.60 Agency Mortgage-Backed Securities FEPC 02.500 CLSD3478 N/A 3132DQ2K1 2052-04-01 2.5 N/A 2000.00 1374.49 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9654 N/A 3138WKWQ4 2047-05-01 4 N/A 1008.00 159.78 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2782 N/A 3140XJCU5 2052-06-01 3 N/A 5410532.00 3565932.08 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7569 N/A 3132DVMS1 2054-04-01 6 N/A 4075485.00 3135997.02 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7382 N/A 3133KPFX1 2052-05-01 3.5 N/A 1000.00 608.88 Agency Mortgage-Backed Securities FNMS 06.000 CLDA0022 N/A 3140A0AY5 2053-09-01 6 N/A 411000.00 236484.08 Agency Mortgage-Backed Securities FNMS 04.500 CLMA6028 N/A 31418FVW4 2056-04-01 4.5 N/A 1024.00 960.60 Agency Mortgage-Backed Securities FNMS 06.500 CLFA1134 N/A 3140W1HL0 2054-06-01 6.5 N/A 1000.00 598.82 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4175 N/A 3142GUT94 2055-05-01 6.5 N/A 21754725.00 19463461.35 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5527 N/A 31427TD94 2056-06-01 5 N/A 1008.00 984.54 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5798 N/A 3142GWNQ8 2056-01-01 4.5 N/A 1202592.00 1124953.42 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1151 N/A 3132DNH48 2051-01-01 2.5 N/A 1000.00 633.02 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5129 N/A 3140BVVX5 2055-12-01 5 N/A 4144376.00 4009760.73 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5134 N/A 3140J9V40 2048-11-01 4 N/A 5934.00 1016.15 Agency Mortgage-Backed Securities FEPC 05.500 CLQY7572 N/A 31426SMW6 2055-07-01 5.5 N/A 1008.00 903.97 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5073 N/A 31418ET75 2053-07-01 6 N/A 2329.00 1355.63 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7271 N/A 3140QTCH0 2053-10-01 6 N/A 1120.00 843.31 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8524 N/A 3132DWPH0 2055-04-01 5.5 N/A 16996.00 12979.37 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4283 N/A 31418DXM9 2051-03-01 3 N/A 1000.00 431.53 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9992 S6XOOCT0IEG5ABCC6L87 3133KSC59 2053-10-01 6 N/A 1057.00 734.03 Agency Mortgage-Backed Securities FNMS 03.500 CLCA7390 N/A 3140QFF87 2050-10-01 3.5 N/A 1000.00 465.97 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ0816 N/A 31426W4A5 2055-08-01 5.5 N/A 1000.00 827.89 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6376 N/A 3133WDCM2 2054-06-01 6 N/A 871092.00 699424.67 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9220 N/A 3140QHG66 2051-02-01 2 N/A 73980.00 39092.48 Agency Mortgage-Backed Securities FEPC 03.500 3PRE6008 N/A 3133N3U93 2049-11-01 3.5 N/A 1003.00 68.24 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4511 B1V7KEBTPIMZEU4LTD58 31418EAM2 2052-01-01 2 N/A 39636759.00 23904809.76 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1506 N/A 3140Y7U89 2055-11-01 5 N/A 1024.00 989.42 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3077 N/A 3142GTM37 2054-12-01 5.5 N/A 1040.00 858.26 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4163 N/A 3142GUTV5 2055-05-01 6 N/A 2067.00 1983.08 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9323 N/A 3140QVLD4 2054-10-01 5.5 N/A 1000.00 852.80 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1222 N/A 31427NLC1 2055-05-01 6 N/A 1046.00 791.53 Agency Mortgage-Backed Securities FEPC 03.500 CLQE0669 N/A 3133B9W67 2052-04-01 3.5 N/A 95000.00 79302.58 Agency Mortgage-Backed Securities FEPC 04.500 CLQF1491 N/A 3133BNUQ4 2052-10-01 4.5 N/A 7254928.00 5119579.80 Agency Mortgage-Backed Securities FNMS 03.000 CTMA4632 N/A 31418EEE6 2042-06-01 3 N/A 1000.00 654.31 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6730 N/A 3140QEPQ9 2050-08-01 3 N/A 29576.00 14142.97 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3803 N/A 31418DGM8 2049-10-01 3.5 N/A 1000.00 110.19 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4492 N/A 31418D7E6 2051-12-01 2 N/A 4938752.00 2949491.98 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9083 N/A 3133BKCU1 2052-08-01 5 N/A 1000.00 691.53 Agency Mortgage-Backed Securities FNMS 04.500 CLMA6078 N/A 31418FXG7 2056-06-01 4.5 N/A 1024.00 964.53 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1356 N/A 31427NQJ1 2055-05-01 6 N/A 225229.00 199822.96 Agency Mortgage-Backed Securities FEPC 03.000 CLSL1607 N/A 31427NYD5 2047-04-01 3 N/A 1008.00 806.79 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8256 N/A 3132DWE58 2052-10-01 4 N/A 5000.00 3593.61 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4739 N/A 3132A5HQ1 2047-10-01 3.5 N/A 1015.00 114.64 Agency Mortgage-Backed Securities FNMS 04.500 CLBW8935 N/A 3140N14V2 2052-09-01 4.5 N/A 2000.00 1316.88 Agency Mortgage-Backed Securities FNMS 05.500 CLBW6985 N/A 3140MYXP2 2053-02-01 5.5 N/A 10574353.00 8200029.86 Agency Mortgage-Backed Securities FNMS 01.500 CNMA4367 N/A 31418DZ96 2031-06-01 1.5 N/A 1000.00 318.05 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8393 N/A 3132DWKE2 2054-01-01 4.5 N/A 5000.00 4127.58 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3305 N/A 31418CU77 2048-03-01 3.5 N/A 1025.00 122.84 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3616 N/A 31427RAS9 2056-01-01 5 N/A 1008.00 947.05 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8341 N/A 3132DWHS5 2053-07-01 5 N/A 577288.00 438801.50 Agency Mortgage-Backed Securities 03.500 FGPC U95029 G N/A 3132H5A73 2042-08-01 3.5 N/A 300000.00 25962.34 Agency Mortgage-Backed Securities FEPC 04.500 CLSD7563 N/A 3132DVML6 2053-05-01 4.5 N/A 1000.00 690.95 Agency Mortgage-Backed Securities FEPC 05.500 CLRQ0146 N/A 3142J6EU3 2056-07-01 5.5 N/A 17651409.00 17632404.31 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0397 N/A 3140QKNP9 2051-05-01 3 N/A 1000.00 487.97 Agency Mortgage-Backed Securities FEPC 04.500 CTRB5404 N/A 3133L0AD4 2046-06-01 4.5 N/A 1272784.00 1216222.57 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1959 N/A 3140J6E94 2047-10-01 3.5 N/A 8000.00 2028.49 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4464 N/A 31427R6A3 2056-03-01 5.5 N/A 1024.00 969.17 Agency Mortgage-Backed Securities FEPC 06.000 CLQG2405 N/A 3133C2U63 2053-05-01 6 N/A 1005.00 581.15 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4507 N/A 3132DSAG7 2053-12-01 5.5 N/A 3138626.00 2369258.09 Agency Mortgage-Backed Securities FEPC 06.500 CLQI6285 N/A 3133WC6W9 2054-05-01 6.5 N/A 1000.00 676.35 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5138 N/A 31418EV80 2053-09-01 5.5 N/A 2072.00 1400.48 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5470 N/A 31418FCG0 2054-09-01 5.5 N/A 1024.00 734.32 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5847 N/A 3140QDP99 2049-12-01 3.5 N/A 1008.00 344.35 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6327 N/A 3140QSA50 2053-05-01 6 N/A 31261272.00 20281519.64 Agency Mortgage-Backed Securities FNMS 05.500 CLDE8977 N/A 3140BM6P0 2055-10-01 5.5 N/A 1074.00 1004.44 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8246 N/A 3132DWET6 2052-09-01 5 N/A 1000.00 701.93 Agency Mortgage-Backed Securities FNMS 05.500 CLDH6381 N/A 3140UNCT2 2056-07-01 5.5 N/A 2003.00 2014.23 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6517 N/A 3140QSG39 2053-06-01 5 N/A 13588573.00 10203625.55 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0656 N/A 3140FXWS7 2062-06-01 4 N/A 1024.00 673.42 Agency Mortgage-Backed Securities FNMS 03.000 I6BF0497 N/A 3140FXRT1 2060-07-01 3 N/A 2630237.00 1161212.24 Agency Mortgage-Backed Securities FNMS 05.000 CLDF6316 N/A 3140BXAS5 2055-12-01 5 N/A 1000.00 939.30 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0465 N/A 3131Y6QS1 2042-09-01 3.5 N/A 54359044.00 6553905.36 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4781 N/A 3142GVJ36 2055-09-01 6 N/A 4077348.00 3932879.29 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0943 N/A 3140UGBM3 2056-05-01 5 N/A 1000.00 975.47 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4708 N/A 3142GVGS4 2055-08-01 6.5 N/A 1024.00 884.82 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2824 N/A 3140XJD67 2051-12-01 2.5 N/A 1000.00 676.08 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7252 B1V7KEBTPIMZEU4LTD58 3140XPBW8 2053-11-01 5 N/A 1000.00 785.14 Agency Mortgage-Backed Securities FEPC 05.500 CLQX9449 N/A 31426GQB4 2055-04-01 5.5 N/A 6872758.00 6469454.29 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3168 N/A 3142GTQW9 2055-03-01 5 N/A 2016.00 1809.27 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9482 N/A 3140XDRC2 2051-11-01 3 N/A 1024.00 610.73 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1121 N/A 31427NG78 2055-05-01 5.5 N/A 56327849.00 51098659.73 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ0828 N/A 3142GQ4N9 2054-02-01 5 N/A 1000.00 876.92 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3731 N/A 31427RED8 2056-01-01 5 N/A 50743040.00 48581266.46 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3895 N/A 3142GUKH5 2055-04-01 6 N/A 1024.00 774.14 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7033 N/A 3140QEY71 2050-09-01 2.5 N/A 1024.00 469.41 Agency Mortgage-Backed Securities FNMS 04.500 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690.76 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1138 N/A 3140W1HQ9 2055-01-01 5.5 N/A 4600560.00 3903500.96 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3266 N/A 3142GTTY2 2055-02-01 5.5 N/A 30929845.00 28131405.55 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9472 N/A 3133KRQZ0 2053-07-01 5 N/A 2700215.00 2251591.01 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6029 N/A 3142GWVX4 2056-03-01 5.5 N/A 1024.00 1019.72 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8438 N/A 3132DWLT8 2054-06-01 5.5 N/A 30789021.00 21384390.17 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3439 N/A 3140XJZD8 2052-12-01 5.5 N/A 1000.00 670.60 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0104 N/A 3140FXDJ8 2056-02-01 4 N/A 272959.00 74571.18 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7428 N/A 3140XPHE2 2054-03-01 5.5 N/A 1000.00 708.84 Agency Mortgage-Backed Securities FEPC 06.500 CLSL0614 S6XOOCT0IEG5ABCC6L87 31427MVG3 2055-03-01 6.5 N/A 1040.00 850.23 Agency 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3.5 N/A 1000.00 723.94 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ2220 N/A 3142GSPE2 2054-08-01 6.5 N/A 27938720.00 20522610.32 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5388 N/A 31418E7A2 2054-06-01 5.5 N/A 1003.00 701.32 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4112 B1V7KEBTPIMZEU4LTD58 3140QPSA6 2052-07-01 3.5 N/A 103803.00 68472.86 Agency Mortgage-Backed Securities FNMS 03.500 CLBD3833 N/A 3140FBHK9 2046-07-01 3.5 N/A 7550280.00 2709281.84 Agency Mortgage-Backed Securities FEPC 04.500 CLRQ0126 N/A 3142J6D83 2056-06-01 4.5 N/A 2000.00 1884.42 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7391 N/A 3132DVF83 2055-01-01 6 N/A 568201.00 413654.18 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4336 N/A 3132E0Y97 2053-11-01 6 N/A 1051.00 793.29 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6157 N/A 3140XMZX7 2052-09-01 3 N/A 2000.00 1400.29 Agency Mortgage-Backed Securities FEPC 05.000 CLTA5829 N/A 3142JUPP9 2056-02-01 5 N/A 1000.00 977.07 Agency 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2053-10-01 4.5 N/A 1120.00 1028.74 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3600 N/A 3140W4AA5 2055-11-01 5.5 N/A 1000.00 941.27 Agency Mortgage-Backed Securities FEPC 06.000 CLSL2900 N/A 31427QGJ5 2055-09-01 6 N/A 1024.00 946.40 Agency Mortgage-Backed Securities FEPC 04.500 CLQE8596 N/A 3133BJRR5 2052-09-01 4.5 N/A 3024.00 2311.83 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4799 N/A 3142GVKM2 2055-09-01 6 N/A 3272106.00 3061120.53 Agency Mortgage-Backed Securities FNMS 05.000 CLDF1881 N/A 3140BSCT2 2055-10-01 5 N/A 1009.00 969.35 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7412 N/A 3132DVGV1 2055-01-01 5.5 N/A 43992.00 35907.59 Agency Mortgage-Backed Securities FEPC 05.000 CLRQ0127 N/A 3142J6D91 2056-06-01 5 N/A 23492032.00 22645398.01 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6698 N/A 3133BUNP8 2053-02-01 5.5 N/A 1008.00 772.10 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9338 N/A 3140QVLU6 2054-10-01 6 N/A 1120.00 919.40 Agency Mortgage-Backed Securities FEPC 03.000 CLSL4775 N/A 31427SJV1 2052-06-01 3 N/A 1230753.00 1048024.31 Agency Mortgage-Backed Securities FEPC 06.000 CLSL4466 N/A 31427R6C9 2055-08-01 6 N/A 1024.00 1024.77 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8324 N/A 3132DWG98 2053-05-01 5.5 N/A 1024.00 687.15 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8213 N/A 3132DWDS9 2052-05-01 3 N/A 1000.00 656.73 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ4636 N/A 31427CEJ8 2055-10-01 5 N/A 1008.00 967.16 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1342 N/A 31427NP45 2055-05-01 5.5 N/A 1024.00 940.95 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0630 N/A 3140XFVY4 2052-02-01 3 N/A 12000.00 7349.08 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5245 N/A 31418EZK9 2054-01-01 5 N/A 1001.00 828.41 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7071 N/A 3133C72C0 2053-07-01 5.5 N/A 1059.00 781.68 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7391 N/A 3138WHF98 2046-06-01 3.5 N/A 12205000.00 1312767.73 Agency Mortgage-Backed Securities FEPC 04.500 CIQO2611 N/A 3133WL3U6 2039-10-01 4.5 N/A 2286982.00 1788492.33 Agency Mortgage-Backed Securities FNMS 03.000 CLBV2451 N/A 3140MFWM1 2052-06-01 3 N/A 13063.00 9104.16 Agency Mortgage-Backed Securities FNMS 07.000 CLCC3125 N/A 3140Y9PK4 2056-05-01 7 N/A 1000.00 1056.47 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5002 N/A 3142GVRY9 2055-10-01 6 N/A 1024.00 926.96 Agency Mortgage-Backed Securities FEPC 05.500 CLQY7372 N/A 31426SFN4 2055-06-01 5.5 N/A 1024.00 932.82 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5144 N/A 3142GVWE7 2055-10-01 4.5 N/A 1008.00 936.85 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4140 N/A 3142GUS61 2055-05-01 5.5 N/A 2144.00 1983.89 Agency Mortgage-Backed Securities FEPC 06.500 CLSL1536 N/A 31427NV63 2055-06-01 6.5 N/A 1024.00 865.45 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5439 N/A 3133BTBG4 2052-12-01 5.5 N/A 1000.00 762.86 Agency Mortgage-Backed Securities FEPC 06.000 CLSL5690 N/A 31427TKC9 2055-09-01 6 N/A 12609952.00 12714766.96 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1989 N/A 3133BPF60 2052-10-01 5 N/A 1005.00 467.60 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4373 N/A 3132E02E1 2053-11-01 6.5 N/A 7434239.00 5668847.37 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ6914 N/A 31427GVG6 2055-11-01 5 N/A 1024.00 907.16 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7538 N/A 3140XPLU1 2054-03-01 6 N/A 1023.00 775.34 Agency Mortgage-Backed Securities FEPC 02.500 CLSD3632 N/A 3132E0A93 2052-07-01 2.5 N/A 1000.00 701.52 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8235 N/A 3132DWEG4 2052-08-01 3 N/A 58999.00 39470.99 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5206 N/A 3142GVYC9 2055-11-01 6 N/A 15058394.00 13685173.08 Agency Mortgage-Backed Securities FNMS 05.500 NPAE0287 N/A 31419AJ99 2038-02-01 5.5 N/A 3109496.00 53437.39 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1696 N/A 3140Y73E6 2055-12-01 5.5 N/A 1049.00 1009.96 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4261 N/A 31418DWX6 2036-02-01 2 N/A 1001.00 411.10 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9794 N/A 3140QV3C6 2055-01-01 5.5 N/A 1000.00 877.39 Agency Mortgage-Backed Securities FNMS 04.500 CLBO1766 N/A 3140JV6C1 2049-07-01 4.5 N/A 1000.00 126.32 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1202 N/A 3140XGKQ1 2050-09-01 3 N/A 1593000.00 874493.43 Agency Mortgage-Backed Securities FNMS 06.500 CLDF2338 N/A 3140BSS40 2055-10-01 6.5 N/A 1152.00 1198.38 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1409 N/A 3140QLR73 2051-08-01 3 N/A 3024.00 2014.63 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0958 N/A 3132DNB36 2052-04-01 3.5 N/A 601874.00 360027.62 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4007 N/A 3142GUNZ2 2055-04-01 5.5 N/A 1083.00 973.85 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3508 N/A 3142GT3S3 2055-02-01 6 N/A 1041.00 766.74 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4173 N/A 3142GUT78 2055-05-01 6.5 N/A 1024.00 924.84 Agency Mortgage-Backed Securities FNMS 06.500 CLCC2419 N/A 3140Y8VM5 2056-04-01 6.5 N/A 3643862.00 3429139.59 Agency Mortgage-Backed Securities 04.000 FGPC Q42605 G N/A 3132WF3P2 2046-08-01 4 N/A 17307200.00 2410129.85 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7568 N/A 3132DVMR3 2054-02-01 5.5 N/A 562025.00 433481.06 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1692 B1V7KEBTPIMZEU4LTD58 3140Q83A1 2048-05-01 4 N/A 1500000.00 241337.53 Agency Mortgage-Backed Securities FEPC 03.500 CLSL3329 N/A 31427QVX7 2052-09-01 3.5 N/A 1000.00 856.90 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1739 N/A 3132DN4Y6 2052-10-01 4.5 N/A 1000.00 713.13 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1955 N/A 3142GSE53 2054-07-01 5.5 N/A 4661881.00 4094629.57 Agency Mortgage-Backed Securities FEPC 04.000 3VZT1142 N/A 3132ADHT8 2042-10-01 4 N/A 13034813.00 1456759.35 Agency Mortgage-Backed Securities FEPC 07.000 CLQY0917 N/A 31426KAT3 2055-04-01 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FEPC 03.000 CLSD8068 N/A 3132DV6D2 2050-06-01 3 N/A 302000.00 68860.27 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1867 N/A 3140QMCD4 2051-10-01 2.5 N/A 62000.00 37798.51 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4394 N/A 31427R3C2 2056-01-01 5.5 N/A 1000.00 990.85 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8617 N/A 3133C9SE4 2053-08-01 5.5 N/A 1024.00 747.61 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3866 N/A 3140QBJL3 2049-07-01 3.5 N/A 374000.00 40089.99 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6526 N/A 3140QSHC8 2053-06-01 5.5 N/A 2000.00 1441.67 Agency Mortgage-Backed Securities FEPC 06.500 CLQI9089 N/A 3133WGC29 2054-06-01 6.5 N/A 1024.00 695.82 Agency Mortgage-Backed Securities FNMS 06.000 CL745837 N/A 31403DS26 2033-04-01 6 N/A 63683659.00 1040801.31 Agency Mortgage-Backed Securities FNMS 02.500 CJMA3850 N/A 31418DH47 2034-11-01 2.5 N/A 1000.00 64.85 Agency Mortgage-Backed Securities FNMS 03.000 CLBD6249 N/A 3140FD5K8 2046-11-01 3 N/A 1000.00 280.50 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1419 N/A 31427NSH3 2055-05-01 5.5 N/A 1000.00 792.31 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8107 N/A 3132DWAG8 2050-11-01 2.5 N/A 4000.00 1592.59 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3155 N/A 3131XWQG1 2047-05-01 4.5 N/A 1000.00 145.96 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4388 N/A 3142GU2W2 2055-06-01 6 N/A 3166.00 2780.87 Agency Mortgage-Backed Securities 03.500 FGPC U95007 G N/A 3132H5AH1 2042-06-01 3.5 N/A 500000.00 51868.53 Agency Mortgage-Backed Securities FNMS 05.000 CLDC6992 N/A 3140AUXW8 2054-12-01 5 N/A 1008.00 850.38 Agency Mortgage-Backed Securities FEPC 05.000 CLQG6313 N/A 3133C7AN7 2053-07-01 5 N/A 2012.00 1587.84 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5837 N/A 3142GWPX1 2056-01-01 5.5 N/A 1024.00 904.56 Agency Mortgage-Backed Securities FNMS 03.000 CLAS5165 N/A 3138WEW39 2045-06-01 3 N/A 234000.00 49463.86 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2612 N/A 3142GS3W6 2054-10-01 6 N/A 2103.00 1616.84 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1119 N/A 31427NG52 2055-05-01 5.5 N/A 81747328.00 70956057.28 Agency Mortgage-Backed Securities FNMS 03.000 ZK310219 N/A 31374CSG2 2048-10-25 3 N/A 1101.00 793.28 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4673 N/A 3140U8FP0 2056-05-01 5 N/A 1000.00 975.61 Agency Mortgage-Backed Securities FNMS 03.500 CLBH9277 N/A 3140GYJX8 2048-02-01 3.5 N/A 2100.00 288.92 Agency Mortgage-Backed Securities FEPC 07.000 CLQX5391 N/A 31426A7D4 2055-02-01 7 N/A 1686861.00 1340644.05 Agency Mortgage-Backed Securities 03.000 FGPC C91891 G N/A 3128P8C41 2036-09-01 3 N/A 64385562.00 10435218.11 Agency Mortgage-Backed Securities FNMS 02.000 CLBR6489 N/A 3140L5F76 2051-03-01 2 N/A 75000.00 36757.33 Agency Mortgage-Backed Securities FEPC 06.000 CLQH7482 N/A 3133CLJ31 2054-01-01 6 N/A 1001.00 689.10 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4466 N/A 31418D6C1 2051-11-01 2.5 N/A 49001.00 28300.25 Agency Mortgage-Backed Securities FEPC 03.000 CLQA1790 N/A 31334X7B9 2049-08-01 3 N/A 1000.00 152.96 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2365 N/A 3140Y8TX4 2056-04-01 5 N/A 1024.00 989.83 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4470 N/A 31418D6G2 2036-11-01 2 N/A 1017.00 513.74 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8089 N/A 3132DV7A7 2050-07-01 2.5 N/A 19000.00 6206.48 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5597 N/A 3138WFGF7 2045-08-01 3.5 N/A 1000.00 95.62 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4653 N/A 31418EE30 2052-07-01 3 N/A 69000.00 47225.11 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5107 N/A 31418EU99 2053-08-01 5.5 N/A 1000.00 687.05 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4393 N/A 3140L23B7 2051-03-01 2 N/A 1000.00 531.70 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4997 N/A 3132DSRS3 2053-10-01 5 N/A 118765.00 96247.47 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9973 N/A 3133BLCJ4 2052-09-01 5 N/A 1000.00 701.83 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8515 N/A 3132DWN82 2055-03-01 5.5 N/A 1000.00 776.19 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6159 N/A 3142GWZZ5 2056-02-01 5 N/A 489304.00 461674.11 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1068 N/A 3142GRFJ4 2054-03-01 5.5 N/A 1024.00 852.17 Agency Mortgage-Backed Securities FNMS 02.500 CICA6522 N/A 3140QEG89 2035-07-01 2.5 N/A 177000.00 65365.06 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8462 N/A 3132DWMK6 2054-09-01 5.5 N/A 2413.00 1735.25 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5536 N/A 3140W6EJ7 2055-10-01 5.5 N/A 1021.00 988.63 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8492 N/A 3132DWNH2 2055-01-01 5 N/A 428688.00 367295.36 Agency Mortgage-Backed Securities FNMS 05.500 CLDB6970 N/A 3140AGW83 2054-08-01 5.5 N/A 1000.00 794.40 Agency Mortgage-Backed Securities FNMS 06.000 CTMA5222 N/A 31418EYU8 2043-12-01 6 N/A 75000.00 31652.54 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1218 N/A 3142GRK82 2054-04-01 5.5 N/A 1035.00 904.46 Agency Mortgage-Backed Securities FNMS 06.000 CLDF9370 N/A 3140U1MU6 2056-01-01 6 N/A 76916.00 56842.38 Agency Mortgage-Backed Securities FNMS 05.000 CLCB3929 N/A 3140QPLK1 2052-06-01 5 N/A 1000.00 638.13 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1067 N/A 3140Y7FH6 2055-09-01 6.5 N/A 2207.00 1872.35 Agency Mortgage-Backed Securities FEPC 06.000 CLQH5013 N/A 3133CHSA4 2053-11-01 6 N/A 2000.00 1286.47 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5445 N/A 31418FBP1 2054-08-01 6 N/A 1539.00 871.38 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8394 N/A 3132DWKF9 2054-01-01 5 N/A 95000.00 77405.26 Agency Mortgage-Backed Securities FEPC 02.500 CLSL2952 N/A 31427QH62 2052-05-01 2.5 N/A 5164845.00 4058361.16 Agency Mortgage-Backed Securities FEPC 05.000 CLQX1300 N/A 31425VNS8 2054-12-01 5 N/A 1060.00 962.99 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7513 N/A 3132DVK20 2050-04-01 3.5 N/A 11551.00 3708.59 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5088 N/A 3142GVUN9 2055-11-01 5.5 N/A 73102116.00 67504064.07 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4807 N/A 31418EKV1 2052-11-01 5.5 N/A 4474033.00 3066520.32 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1335 N/A 3142GRPV6 2054-04-01 5.5 N/A 1062.00 894.38 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6861 N/A 3132DUTS6 2054-10-01 6 N/A 32219853.00 24029329.41 Agency Mortgage-Backed Securities FEPC 05.000 CISB8384 N/A 3132D6J50 2040-05-01 5 N/A 1200875.00 759945.60 Agency Mortgage-Backed Securities FEPC 05.500 CLQY6187 N/A 31426Q2V4 2055-06-01 5.5 N/A 1008.00 914.97 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8256 N/A 3140QGE60 2050-12-01 2.5 N/A 1000.00 494.48 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4395 N/A 31427R3D0 2056-03-01 5 N/A 2000.00 1921.04 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4465 N/A 31427R6B1 2056-02-01 5.5 N/A 20010.00 19415.61 Agency Mortgage-Backed Securities FEPC 04.500 CISB1742 N/A 3132CX5B4 2040-12-01 4.5 N/A 1000.00 916.00 Agency Mortgage-Backed Securities FNMS 05.000 CLMA6079 N/A 31418FXH5 2056-06-01 5 N/A 1225.00 1180.33 Agency Mortgage-Backed Securities FNMS 05.500 CLBY9175 N/A 3140NSFR0 2053-09-01 5.5 N/A 1000.00 837.45 Agency Mortgage-Backed Securities FEPC 05.500 CTRB5385 N/A 3133KY6W4 2046-01-01 5.5 N/A 2017.00 1821.81 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4800 N/A 3142GVKN0 2055-09-01 6 N/A 18025664.00 16950607.07 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ2863 N/A 3142GTFD3 2054-11-01 5 N/A 3390710.00 2951553.90 Agency Mortgage-Backed Securities FNMS 05.000 CLDC6402 N/A 3140AUDG5 2054-11-01 5 N/A 1000.00 921.35 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0983 N/A 3140Y7CV8 2055-09-01 5.5 N/A 1024.00 965.00 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2899 N/A 3140QNGH9 2052-02-01 3 N/A 200008.00 108512.85 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1220 N/A 31427NLA5 2055-04-01 6 N/A 1040.00 889.07 Agency Mortgage-Backed Securities FNMS 02.500 CIMA3797 N/A 31418DGF3 2034-10-01 2.5 N/A 1000.00 122.32 Agency Mortgage-Backed Securities 05.500 FGPC H11244 G N/A 3128N1LZ9 2037-06-01 5.5 N/A 1455895.00 36774.93 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6440 N/A 3140W7EN6 2056-07-01 5.5 N/A 6168310.00 6161681.12 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6799 N/A 3140QERV6 2050-08-01 2 N/A 868680.00 369812.61 Agency Mortgage-Backed Securities FEPC 03.500 CLSL3494 N/A 31427Q3C4 2052-09-01 3.5 N/A 2020.00 1709.70 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4219 N/A 3140N8VM7 2053-01-01 5.5 N/A 136920.00 84574.14 Agency Mortgage-Backed Securities FNMS 06.000 CLDF6385 N/A 3140BXCX2 2055-12-01 6 N/A 1000.00 921.13 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8191 N/A 3132DWC43 2052-01-01 3.5 N/A 2295.00 1239.98 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4403 N/A 3142GU3M3 2055-06-01 6.5 N/A 1554.00 969.69 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8332 N/A 3132DWHH9 2053-06-01 6 N/A 1001.00 590.24 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5877 N/A 31418FQ75 2055-11-01 4.5 N/A 2567490.00 2351468.79 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3872 N/A 3140QBJS8 2049-07-01 3.5 N/A 274000.00 24540.10 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4658 N/A 31427SE87 2056-01-01 5 N/A 1000.00 963.04 Agency Mortgage-Backed Securities FEPC 02.500 CLSL6132 N/A 31427TY67 2052-04-01 2.5 N/A 1024.00 859.21 Agency Mortgage-Backed Securities FEPC 02.500 CISB0762 N/A 3132CWZ31 2037-04-01 2.5 N/A 1001.00 550.91 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5258 N/A 3133KLZX8 2051-05-01 2 N/A 129205.00 70936.85 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4962 N/A 31418EQQ6 2053-03-01 4 N/A 1997.00 1504.47 Agency Mortgage-Backed Securities FNMS 02.500 R3BF0408 N/A 3140FXN24 2046-08-01 2.5 N/A 1000.00 329.17 Agency Mortgage-Backed Securities FEPC 03.000 CLZL5313 N/A 3131XL3W5 2043-03-01 3 N/A 13304414.00 1791908.46 Agency Mortgage-Backed Securities FNMS 06.500 ZLFP0140 N/A 3140XTEN7 2055-02-25 6.5 N/A 49000.00 38032.45 Agency Mortgage-Backed Securities FNMS 05.000 CLBN4303 N/A 3140JLX90 2048-12-01 5 N/A 1642000.00 251552.59 Agency Mortgage-Backed Securities FEPC 05.500 CLQY3465 N/A 31426MZ70 2055-05-01 5.5 N/A 7168.00 6918.37 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5530 N/A 31418FEC7 2054-11-01 5 N/A 31000.00 26035.70 Agency Mortgage-Backed Securities FNMS 05.500 CLMA6080 N/A 31418FXJ1 2056-06-01 5.5 N/A 1249.00 1223.66 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ7995 N/A 31427H3D2 2055-11-01 5.5 N/A 1024.00 969.20 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4805 N/A 31418EKT6 2052-11-01 4.5 N/A 1007.00 730.10 Agency Mortgage-Backed Securities FEPC 06.000 CLQY4745 N/A 31426PHX6 2055-06-01 6 N/A 1027.00 821.40 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7466 N/A 3132DVJK2 2055-01-01 5.5 N/A 4476256.00 3909551.55 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6177 N/A 3140QR2K8 2053-05-01 5 N/A 2112.00 1637.18 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6946 N/A 3140QSWG2 2053-06-01 5.5 N/A 1024.00 762.83 Agency Mortgage-Backed Securities FNMS 03.500 CLBN5409 N/A 3140JNAK6 2049-04-01 3.5 N/A 1000.00 172.07 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3828 N/A 3140QBHE1 2049-07-01 4 N/A 1000.00 181.41 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4266 N/A 3132E0W32 2053-11-01 6 N/A 1000.00 779.25 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5643 N/A 31418FHV2 2055-03-01 4 N/A 1008.00 866.77 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5177 N/A 31418EXF2 2053-10-01 4 N/A 1000.00 774.99 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3723 N/A 3142GUD59 2055-03-01 5.5 N/A 1024.00 950.02 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ6096 N/A 3142GWX20 2056-03-01 6 N/A 1000.00 1018.42 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4598 N/A 3140QQDC6 2052-09-01 3.5 N/A 396000.00 261329.46 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1232 N/A 31427NLN7 2055-04-01 5 N/A 209245.00 184851.42 Agency Mortgage-Backed Securities FEPC 03.500 CISB1734 N/A 3132CX4T6 2041-01-01 3.5 N/A 1000.00 904.24 Agency Mortgage-Backed Securities FNMS 06.500 CLDE3486 N/A 3140BF2U8 2055-07-01 6.5 N/A 1000.00 785.44 Agency Mortgage-Backed Securities FEPC 04.500 CLSD6706 N/A 3132DUNX1 2054-01-01 4.5 N/A 65954.00 55098.11 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3047 N/A 3140Y9L51 2056-07-01 5.5 N/A 1152.00 1165.94 Agency Mortgage-Backed Securities FEPC 05.860 6GZM8961 N/A 3131Y35W2 2037-01-01 5.86 N/A 2930609.00 33318.50 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3775 N/A 3140H5FR7 2048-01-01 3.5 N/A 1000.00 137.66 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8001 N/A 3132DV3J2 2049-07-01 3.5 N/A 3017.00 245.59 Agency Mortgage-Backed Securities FEPC 06.000 CLSL2141 N/A 31427PLX0 2055-09-01 6 N/A 27434634.00 25763823.34 Agency Mortgage-Backed Securities FEPC 07.000 CLQY7124 N/A 31426R4J7 2055-07-01 7 N/A 1000.00 919.06 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1517 N/A 3142GRVK3 2054-05-01 5.5 N/A 913538.00 718386.55 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3735 N/A 3142GUEH2 2055-03-01 6 N/A 1009.00 773.48 Agency Mortgage-Backed Securities FNMS 04.500 CLBH9284 N/A 3140GYJ67 2048-02-01 4.5 N/A 1000.00 237.96 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8315 N/A 3132DWGY3 2053-04-01 5 N/A 3000.00 2237.91 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8342 S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.5 N/A 79877631.00 56183908.48 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5661 N/A 3132DTJE1 2054-05-01 6 N/A 1072.00 813.41 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0267 N/A 31427MJM4 2055-01-01 5.5 N/A 35730480.00 29132399.41 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6849 N/A 3140QSTF8 2053-08-01 5.5 N/A 1024.00 792.92 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3060 N/A 3142GTMJ2 2054-12-01 5 N/A 4898727.00 4028665.98 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6225 N/A 3142GW4K2 2056-03-01 5.5 N/A 27938552.00 26103338.79 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6079 N/A 3140W6XH0 2056-05-01 6 N/A 1226.00 1233.05 Agency Mortgage-Backed Securities FNMS 03.500 CRAT6319 N/A 3138WUAV5 2043-06-01 3.5 N/A 1000.00 165.99 Agency Mortgage-Backed Securities FNMS 05.500 CLDH9495 N/A 3140URRR1 2056-07-01 5.5 N/A 1000.00 1006.74 Agency Mortgage-Backed Securities FEPC 03.000 CLSL6079 N/A 31427TXH4 2052-05-01 3 N/A 1024.00 897.30 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ0684 N/A 31426WXN5 2055-08-01 5.5 N/A 1000.00 930.75 Agency Mortgage-Backed Securities 03.500 FGPC U99124 G N/A 3132H7D68 2045-03-01 3.5 N/A 972839.00 138590.50 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4607 N/A 3132A5DL6 2045-03-01 3.5 N/A 285970.00 24828.41 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8532 N/A 3132DWPR8 2055-05-01 5 N/A 2000.00 1772.23 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5304 N/A 3140QQ3N3 2052-12-01 6 N/A 13880416.00 8889937.72 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2171 N/A 3132DPMU9 2053-01-01 6 N/A 1024.00 578.73 Agency Mortgage-Backed Securities FNMS 03.500 CIMA6001 N/A 31418FU39 2041-03-01 3.5 N/A 1008.00 930.69 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1549 N/A 3132DNWJ8 2052-04-01 3.5 N/A 40000.00 25573.71 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8210 N/A 3140XCDQ8 2050-04-01 3 N/A 1000.00 452.10 Agency Mortgage-Backed Securities FEPC 04.500 CLQA6444 N/A 3133A1ER9 2050-01-01 4.5 N/A 1000.00 552.27 Agency Mortgage-Backed Securities FNMS 05.500 CLDD5429 N/A 3140B6A70 2055-05-01 5.5 N/A 2000.00 1825.87 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9437 N/A 3140QVPX6 2054-11-01 5.5 N/A 2319607.00 2011467.06 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5075 N/A 3142GVT92 2055-10-01 5 N/A 2048.00 1843.71 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0668 N/A 3131Y6W54 2043-04-01 4 N/A 1000.00 134.84 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2926 N/A 31427QHC9 2055-09-01 5.5 N/A 3869618.00 3619373.36 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2751 N/A 3140QNBV3 2052-02-01 2.5 N/A 1000.00 605.05 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7810 N/A 3140QTVC0 2054-01-01 6.5 N/A 1054.00 482.59 Agency Mortgage-Backed Securities FNMS 05.000 CL735676 N/A 31402RJV2 2035-07-01 5 N/A 1001.00 8.30 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4720 N/A 31427SG69 2056-04-01 5 N/A 4268320.00 4125351.64 Agency Mortgage-Backed Securities FEPC 04.500 CTRB5414 N/A 3133L0AP7 2046-07-01 4.5 N/A 1024.00 987.34 Agency Mortgage-Backed Securities FEPC 03.500 CLZL2862 N/A 3131XJFB3 2042-03-01 3.5 N/A 6387.00 600.86 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4599 N/A 31418EDD9 2052-05-01 3 N/A 459363.00 302594.41 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4624 N/A 3142GVD65 2055-08-01 5.5 N/A 1000.00 935.13 Agency Mortgage-Backed Securities FNMS 05.500 CLDC2489 N/A 3140APXT6 2054-09-01 5.5 N/A 1000.00 983.36 Agency Mortgage-Backed Securities FEPC 05.500 CLQF3828 N/A 3133BRHD9 2052-11-01 5.5 N/A 10381.00 6882.37 Agency Mortgage-Backed Securities FEPC 06.000 CLQH9040 N/A 3133CNBH4 2054-02-01 6 N/A 1001.00 705.37 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5194 N/A 3142GVXY2 2055-11-01 5 N/A 10402590.00 9876481.15 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3902 N/A 31418DKQ4 2050-01-01 2.5 N/A 240000.00 50315.59 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3909 N/A 3140QPKX4 2052-06-01 4 N/A 44117.00 30680.85 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5008 N/A 31418ER69 2053-05-01 4.5 N/A 1000.00 756.75 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2408 N/A 3140QMVA9 2051-12-01 2.5 N/A 50000.00 30948.55 Agency Mortgage-Backed Securities 04.000 FGPC U99117 G N/A 3132H7DX9 2045-02-01 4 N/A 2419663.00 494902.64 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2867 N/A 31427QFH0 2054-10-01 5.5 N/A 34384.00 30480.64 Agency Mortgage-Backed Securities FNMS 03.000 CQAY5608 N/A 3138YKGS6 2035-06-01 3 N/A 1422188.00 390855.28 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5833 N/A 3140JAPT9 2047-05-01 3.5 N/A 385000.00 127011.15 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4947 N/A 3140X8P92 2050-12-01 2 N/A 1000.00 503.64 Agency Mortgage-Backed Securities FEPC 03.500 CLQD8778 N/A 3133B6XF2 2052-03-01 3.5 N/A 39490.00 25072.88 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4782 N/A 3132DSJ37 2053-11-01 5.5 N/A 100000.00 71611.18 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5098 N/A 3140J9UY5 2048-12-01 5 N/A 329000.00 55203.06 Agency Mortgage-Backed Securities FNMS 05.500 CLBX3447 N/A 3140N7ZM5 2052-11-01 5.5 N/A 4032.00 3037.39 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5235 N/A 3142GVY96 2055-11-01 5.5 N/A 1024.00 977.63 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7558 N/A 3132DVMF9 2053-02-01 5 N/A 694982.00 480715.49 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5585 N/A 31418FF36 2055-01-01 5 N/A 1001.00 857.73 Agency Mortgage-Backed Securities FNMS 03.500 CLFA6285 N/A 3140W66X5 2050-07-01 3.5 N/A 1000.00 931.83 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7567 N/A 3132DVMQ5 2054-02-01 5.5 N/A 6563967.00 5035699.30 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4192 N/A 31427RUS7 2056-02-01 5 N/A 1000.00 971.60 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ5685 N/A 3133CWJ60 2054-10-01 6.5 N/A 1000.00 572.56 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1314 N/A 31427NN88 2055-06-01 5.5 N/A 117514.00 91703.73 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1352 N/A 3132DNQD8 2052-07-01 3.5 N/A 2000.00 1268.82 Agency Mortgage-Backed Securities FNMS 04.000 CLMA6051 N/A 31418FWM5 2056-05-01 4 N/A 1024.00 932.56 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2804 N/A 3140QNDJ8 2052-02-01 2.5 N/A 199000.00 117532.83 Agency Mortgage-Backed Securities FNMS 04.000 CLBK4772 N/A 3140HJJS1 2048-08-01 4 N/A 575000.00 43207.45 Agency Mortgage-Backed Securities FEPC 02.500 CLQD2148 N/A 3133AYL57 2051-12-01 2.5 N/A 13904032.00 8235446.28 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0497 N/A 31427MRT0 2055-02-01 6 N/A 2048.00 1515.48 Agency Mortgage-Backed Securities FNMS 05.000 CIMA6061 N/A 31418FWX1 2041-05-01 5 N/A 26256.00 25365.56 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5553 N/A 3142GWE39 2055-12-01 5 N/A 1057.00 1005.29 Agency Mortgage-Backed Securities FEPC 06.000 CLQG5225 N/A 3133C5YW5 2053-06-01 6 N/A 1000.00 685.97 Agency Mortgage-Backed Securities FNMS 05.000 CLDH2090 N/A 3140UHKC3 2056-07-01 5 N/A 1000.00 981.35 Agency Mortgage-Backed Securities FNMS 03.500 CRAL6348 N/A 3138EPBS2 2045-02-01 3.5 N/A 1604376.00 252231.89 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3336 N/A 3140QAV64 2049-04-01 4 N/A 4503969.00 970491.69 Agency Mortgage-Backed Securities FEPC 06.000 CLQX4397 N/A 31425Y3F2 2055-02-01 6 N/A 1000.00 733.16 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7507 N/A 3132DVKU8 2049-11-01 3 N/A 23001.00 7597.71 Agency Mortgage-Backed Securities FEPC 05.500 CLQY4189 N/A 31426NUP3 2055-06-01 5.5 N/A 1000.00 969.18 Agency Mortgage-Backed Securities FEPC 06.500 CLQI4750 N/A 3133WBH33 2054-05-01 6.5 N/A 1024.00 771.23 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6436 N/A 3142GXEJ2 2056-04-01 5.5 N/A 2004.00 1971.06 Agency Mortgage-Backed Securities FNMS 06.000 CLDH5108 N/A 3140ULVA6 2056-07-01 6 N/A 3206576.00 3289905.29 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3890 N/A 3142GUKC6 2055-04-01 6 N/A 1122.00 941.60 Agency Mortgage-Backed Securities FEPC 04.000 CLSD2932 N/A 3132DQHH2 2053-04-01 4 N/A 2025000.00 1453762.49 Agency Mortgage-Backed Securities FNMS 05.000 CLBV9527 N/A 3140MPSR3 2052-07-01 5 N/A 1024.00 761.05 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3612 N/A 31427RAN0 2054-12-01 5 N/A 1044.00 967.66 Agency Mortgage-Backed Securities FEPC 05.000 CISB1960 N/A 3132CYE97 2041-07-01 5 N/A 1024.00 1028.23 Agency Mortgage-Backed Securities 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254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 N/A 5568400.00 5456836.44 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 N/A 300.00 283.01 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 100000000.00 95600666.67 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375 N/A 150001000.00 148623701.42 U.S. Treasuries (including strips) 3 3/4 NOTE H 33 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.75 N/A 45006000.00 43645695.12 U.S. Treasuries (including strips) TRFR BK 10/31/26 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 4.0571 N/A 100.00 100.05 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 N/A 2100.00 1253.52 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 954600.00 927095.11 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 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LLC 3.64000000 N/A FOR8UP27PHTHYVLBNG30 BYJ9TZA14 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 1/4 NOTE F 27 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 N/A 1893900.00 1855955.49 U.S. Treasuries (including strips) BILL 09/08/26 N/A 912797VB0 2026-09-08 0 N/A 10084000.00 10047415.25 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 20000.00 20370.93 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 200.00 190.50 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375 N/A 2800000.00 2782573.50 U.S. Treasuries (including strips) BILL 08/04/26 254900HROIFWPRGM1V77 912797US4 2026-08-04 0 N/A 60465000.00 60458953.50 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 25194100.00 25406643.73 U.S. Treasuries (including strips) BILL 09/17/26 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0 N/A 136300.00 135678.34 U.S. Treasuries (including strips) BILL 01/07/27 N/A 912797VS3 2027-01-07 0 N/A 1210800.00 1190860.55 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.25 N/A 392900.00 393550.97 U.S. Treasuries (including strips) 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 N/A 8214300.00 8204104.27 U.S. Treasuries (including strips) BILL 01/21/27 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0 N/A 5274000.00 5178150.32 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 N/A 8278400.00 8265663.68 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4 N/A 717600.00 718828.04 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.5 N/A 246100.00 238279.97 U.S. Treasuries (including strips) BILL 08/06/26 254900HROIFWPRGM1V77 912797RG4 2026-08-06 0 N/A 5865600.00 5863846.19 U.S. Treasuries (including strips) BILL 01/28/27 N/A 912797VU8 2027-01-28 0 N/A 29000.00 28450.31 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 N/A 2714700.00 2747501.07 U.S. Treasuries (including strips) BILL 10/27/26 N/A 912797VN4 2026-10-27 0 N/A 136400.00 135209.91 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 900.00 908.81 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.75 N/A 1383000.00 1378910.47 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4 N/A 4001000.00 4000133.12 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 N/A 107866000.00 106290778.87 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.5 N/A 600.00 585.72 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 1649900.00 1620009.80 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 1229700.00 1223161.40 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 N/A 94664200.00 95723839.50 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.5 N/A 1000000.00 969226.33 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 119341000.00 117680568.89 U.S. Treasuries (including strips) BILL 09/29/26 N/A 912797VE4 2026-09-29 0 N/A 22522000.00 22390539.09 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 N/A 9999900.00 9998600.01 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 N/A 120000.00 119688.63 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375 N/A 31759900.00 31779398.33 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 72723600.00 69201086.99 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375 N/A 12900.00 12781.55 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 31026400.00 30327205.41 U.S. Treasuries (including strips) BILL 12/24/26 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0 N/A 101600.00 100060.35 U.S. Treasuries (including strips) 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 1013800.00 1015762.85 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.75 N/A 5842800.00 5847270.95 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625 N/A 6159400.00 6271635.04 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 21989300.00 22490230.91 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 N/A 13568200.00 13831216.11 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 13700000.00 13703383.90 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 2271500.00 2267698.27 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 N/A 23999900.00 23522421.99 U.S. Treasuries (including strips) BILL 12/03/26 N/A 912797VA2 2026-12-03 0 N/A 68200.00 67330.72 U.S. Treasuries (including strips) BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0 N/A 25667200.00 25568997.29 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 N/A 38900.00 38583.98 U.S. Treasuries (including strips) BILL 05/13/27 N/A 912797UX3 2027-05-13 0 N/A 2348800.00 2278523.90 U.S. Treasuries (including strips) 4 NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 800.00 798.80 U.S. Treasuries (including strips) BILL 11/24/26 N/A 912797VY0 2026-11-24 0 N/A 350000.00 345858.80 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 98582900.00 92416046.69 U.S. Treasuries (including strips) BILL 01/14/27 N/A 912797VT1 2027-01-14 0 N/A 9625600.00 9459250.38 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 128528500.00 130151043.78 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625 N/A 423700.00 424483.28 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 374200.00 371757.35 U.S. Treasuries (including strips) TRFR AX 01/31/27 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.9501 N/A 8603900.00 8607961.04 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 9999900.00 10081225.85 U.S. Treasuries (including strips) BILL 08/25/26 N/A 912797UV7 2026-08-25 0 N/A 22000.00 21951.53 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 155900.00 150025.43 U.S. Treasuries (including strips) BILL 12/31/26 N/A 912797VJ3 2026-12-31 0 N/A 65074700.00 64038971.07 U.S. Treasuries (including strips) 4 1/8 NOTE AQ 29 N/A 91282CQZ7 2029-07-15 4.125 N/A 6000.00 5972.98 U.S. Treasuries (including strips) BILL 08/11/26 254900HROIFWPRGM1V77 912797UT2 2026-08-11 0 N/A 44999900.00 44963990.08 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 10861700.00 9583941.95 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 N/A 924900.00 939687.06 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 1000000.00 1001580.33 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 27 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875 N/A 11975200.00 12117533.24 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 N/A 86388100.00 85713466.53 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 N/A 131980800.00 128276362.90 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 397800.00 398448.15 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 100.00 99.79 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125 N/A 73466000.00 72945860.72 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875 N/A 69000.00 68872.19 U.S. Treasuries (including strips) BILL 10/13/26 N/A 912797VL8 2026-10-13 0 N/A 472400.00 468988.33 U.S. Treasuries (including strips) BILL 08/13/26 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0 N/A 100.00 99.90 U.S. Treasuries (including strips) TRFR BB 04/30/27 N/A 91282CMX6 2027-04-30 4.0121 N/A 22972400.00 22997876.39 U.S. Treasuries (including strips) 5 1/2 BOND 28 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.5 N/A 75900.00 79562.71 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 N/A 35635400.00 35245750.66 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125 N/A 15636600.00 15727732.23 U.S. Treasuries (including strips) 4 1/4 NOTE BE 28 N/A 91282CRB9 2028-07-31 4.25 N/A 7560000.00 7553513.52 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 50369900.00 50999193.06 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 N/A 91282CQV6 2029-06-15 4.125 N/A 3221000.00 3218089.59 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 N/A 460100.00 439340.59 U.S. Treasuries (including strips) 5 3/8 BOND 31 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375 N/A 914800.00 972797.21 U.S. Treasuries (including strips) BILL 07/08/27 N/A 912797VQ7 2027-07-08 0 N/A 115185400.00 110963509.53 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 2548800.00 2586517.99 U.S. Treasuries (including strips) BILL 10/01/26 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0 N/A 14284500.00 14198493.03 U.S. Treasuries (including strips) 4 3/8 NOTE AR 26 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375 N/A 942600.00 961380.51 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625 N/A 37417300.00 37124659.29 U.S. Treasuries (including strips) BILL 10/08/26 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0 N/A 13060300.00 12972573.96 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 1000.00 970.65 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 7868800.00 7833862.53 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 N/A 8455800.00 8514440.97 U.S. Treasuries (including strips) BILL 10/06/26 N/A 912797VK0 2026-10-06 0 N/A 648300.00 644078.92 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 100.00 84.87 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 1010900.00 1022543.86 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 5400000.00 5419323.55 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875 N/A 42641900.00 42511799.56 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 426000.00 413725.66 U.S. Treasuries (including strips) BILL 08/20/26 254900HROIFWPRGM1V77 912797TX5 2026-08-20 0 N/A 12500.00 12478.71 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.5 N/A 4500000.00 4481449.76 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 111000.00 110057.99 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625 N/A 517900.00 522606.84 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 419000.00 422802.63 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 N/A 42900.00 43009.07 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 100014800.00 100070324.52 U.S. Treasuries (including strips) BILL 09/22/26 N/A 912797VD6 2026-09-22 0 N/A 537100.00 534357.57 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 21485000.00 21424738.08 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875 N/A 141176900.00 139825601.77 U.S. Treasuries (including strips) BILL 08/18/26 254900HROIFWPRGM1V77 912797UU9 2026-08-18 0 N/A 18090900.00 18063709.38 U.S. Treasuries (including strips) Y Moody's NR Fitch F1 Standard & Poor's A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 2043000000.00 2043000000.00 0.0104 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.74000040 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2028-02-09 2028-02-09 N N N 0.0381 125108740.43 125108740.43 0.0006 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.69000000 3133ETY35 254900C5LP6DN9OP9V83 US3133ETY359 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2027-01-20 2027-01-20 N N N 0.0378 520350852.07 520350852.07 0.0027 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UT2 254900HROIFWPRGM1V77 US912797UT22 U.S. Treasury Debt Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2026-08-11 2026-08-11 2026-08-11 N N N 0.0266 5130015097.49 5130015097.49 0.0262 N Y Y N Citibank NA Citibank NA 3.64000000 N/A E57ODZWZ7FF32TWEFA76 BYJ9TZ9B4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125 N/A 1220800.00 1216032.78 U.S. Treasuries (including strips) 2 3/8 TRIB 55 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375 N/A 100.00 94.25 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 61200.00 60111.41 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 67009400.00 66313172.33 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 N/A 91282CQR5 2029-05-15 3.875 N/A 109000.00 108726.19 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 84760900.00 85276283.12 U.S. Treasuries (including strips) BILL 09/15/26 N/A 912797VC8 2026-09-15 0 N/A 25700.00 25580.75 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch F1+ Moody's P-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 150000000.00 150000000.00 0.0008 N Y Y N BNP Paribas SA BNP Paribas SA 3.70000000 N/A R0MUWSFPU8MPRO8K5P83 BRT5BLUX4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF MB0686 M 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.5 N/A 94371174.00 87810395.36 Agency Mortgage-Backed Securities GNII SF MB0366 M 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.5 N/A 1000.00 770.74 Agency Mortgage-Backed Securities FNRA CL054DI R24F054 N/A 3136BSSJ5 2046-12-25 0.009504 N/A 110680678.00 958.84 Agency Collateralized Mortgage Obligation FNRM CL094PO R24F094 N/A 3136BTK69 2054-08-25 0 N/A 7127338.00 2729658.55 Agency Collateralized Mortgage Obligation FNRM CL039PO R23F039 N/A 3136BQFS3 2053-05-25 0 N/A 5769230.00 2493130.18 Agency Collateralized Mortgage Obligation GNII SF MA8041 M N/A 36179W5A2 2052-05-20 2 N/A 1792230.00 1052033.92 Agency Mortgage-Backed Securities GNII SF DJ4784 C N/A 3618KRJ54 2055-03-20 7.5 N/A 4917.00 3691.11 Agency Mortgage-Backed Securities GNII SF MB0026 M 549300M8ZYFG0OCMTT87 3618N5A41 2054-11-20 5.5 N/A 15701072.00 11899518.64 Agency Mortgage-Backed Securities GNII SF MA8727 M 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6 N/A 1732.00 738.57 Agency Mortgage-Backed Securities FNRM CL044MI R21F044 N/A 3136BHD55 2051-07-25 2.5 N/A 1000000.00 137503.65 Agency Collateralized Mortgage Obligation GNRA 2023-28O IC N/A 38383KLV2 2073-12-20 0.91394 N/A 56028086.00 3683535.48 Agency Collateralized Mortgage Obligation GNRA 2014-22 IA N/A 38379APY0 2043-09-20 1.1967 N/A 36086730.00 29648.59 Agency Collateralized Mortgage Obligation FNRA CL042WI R21F042 N/A 3136BGAV3 2046-02-25 2.221458 N/A 18923538.00 363160.56 Agency Collateralized Mortgage Obligation GNRA 2026-047 KF N/A 38385NQF4 2056-03-20 4.87139 N/A 1000.00 826.81 Agency Collateralized Mortgage Obligation GNII SF DP3333 C 549300M8ZYFG0OCMTT87 3618MHV27 2056-03-20 6.5 N/A 730241.00 764456.82 Agency Mortgage-Backed Securities GNII SF MA4778 M 549300M8ZYFG0OCMTT87 36179TJX4 2047-10-20 3.5 N/A 6271109.00 677594.37 Agency Mortgage-Backed Securities GNII SF DJ4772 C 549300M8ZYFG0OCMTT87 3618KRJR6 2055-03-20 7 N/A 4002.00 3921.97 Agency Mortgage-Backed Securities FEPC 05.000 CLQG6069 S6XOOCT0IEG5ABCC6L87 3133C6W62 2053-06-01 5 N/A 1000.00 943.75 Agency Mortgage-Backed Securities GNRA 2025-127 FG N/A 38381PQ55 2055-07-20 4.94139 N/A 1000.00 813.24 Agency Collateralized Mortgage Obligation GNII SF CZ3119 C N/A 3618GEPC6 2053-12-20 7.5 N/A 430837.00 465313.04 Agency 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CL082SA R21F082 N/A 3136BKEP3 2051-12-25 2.283978 N/A 21791806.00 464576.20 Agency Collateralized Mortgage Obligation GNII SF DP3318 C N/A 3618MHVK7 2056-02-20 6.5 N/A 322869.00 337905.74 Agency Mortgage-Backed Securities FHLMC REMIC SERIES K-108 A-2 20300325 1.51700 N/A 3137FTBM8 2030-03-25 1.517 N/A 1000.00 903.59 Agency Collateralized Mortgage Obligation FNMS 03.000 CLCA6738 B1V7KEBTPIMZEU4LTD58 3140QEPY2 2050-08-01 3 N/A 1001.00 343.75 Agency Mortgage-Backed Securities GNII SF DJ4771 C 549300M8ZYFG0OCMTT87 3618KRJQ8 2055-04-20 7 N/A 1695274.00 1483078.37 Agency Mortgage-Backed Securities GNII SF MB0147 M 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.5 N/A 56279.00 39412.45 Agency Mortgage-Backed Securities GNII SF DP0886 C 549300M8ZYFG0OCMTT87 3618ME6X4 2056-01-20 7.5 N/A 4672.00 5054.42 Agency Mortgage-Backed Securities GNII SF MA8648 M 549300M8ZYFG0OCMTT87 36179XTD8 2053-02-20 5.5 N/A 7740096.00 4504170.47 Agency Mortgage-Backed Securities GNII SF DH7130 C N/A 3618KF4P2 2055-01-20 6.5 N/A 41372.00 26657.79 Agency Mortgage-Backed Securities GNII SF MB0308 M 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.5 N/A 1999.00 1459.33 Agency Mortgage-Backed Securities GNII SF DN6115 C 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.5 N/A 20025.00 21606.74 Agency Mortgage-Backed Securities GNRA 2023-151 SD N/A 38384DKU0 2053-10-20 3.37861 N/A 33152708.00 1453487.54 Agency Collateralized Mortgage Obligation GNII SF DP8198 C N/A 3618MPDB9 2056-04-20 6 N/A 1000.00 1026.48 Agency Mortgage-Backed Securities GNII SF DS1366 C N/A 3618VMQT3 2056-06-20 6 N/A 1373575.00 1432606.35 Agency Mortgage-Backed Securities GNRA 2019-11 SD N/A 38381BSJ4 2045-08-20 1.1473 N/A 52945957.00 367457.66 Agency Collateralized Mortgage Obligation GNII SF MA3376 M 549300M8ZYFG0OCMTT87 36179RXD6 2046-01-20 3.5 N/A 16297470.00 1440709.54 Agency Mortgage-Backed Securities GNII SF DP8628 C 549300M8ZYFG0OCMTT87 3618MPSR8 2056-04-20 6.5 N/A 1950448.00 2041527.89 Agency Mortgage-Backed Securities GNRA 2018-127 SA N/A 38380YXX8 2044-07-20 1.29191 N/A 103749492.00 794747.07 Agency Collateralized Mortgage Obligation GNII SF BT5018 C N/A 3617MTSF8 2050-03-20 4 N/A 1000.00 131.30 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8928 B1V7KEBTPIMZEU4LTD58 3140XQ4N4 2054-09-01 6 N/A 1024.00 776.70 Agency Mortgage-Backed Securities FNRM RC082AI R25F082 N/A 3136BXF74 2052-08-25 5.5 N/A 12787965.00 1159986.76 Agency Collateralized Mortgage Obligation GNII SF MA8948 M 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.5 N/A 1153423.00 749159.25 Agency Mortgage-Backed Securities GNII SF DP8185 C 549300M8ZYFG0OCMTT87 3618MPCW4 2056-03-20 6 N/A 2243066.00 2331536.90 Agency Mortgage-Backed Securities GNRA 2015-126 IA N/A 38379QGB5 2044-06-20 1.2208 N/A 31229106.00 54968.96 Agency Collateralized Mortgage Obligation GNRM 2021-139 IY N/A 38382XKM6 2051-08-20 3 N/A 2646062.00 323543.18 Agency Collateralized Mortgage Obligation GNII SF DP8675 C 549300M8ZYFG0OCMTT87 3618MPT89 2056-02-20 7 N/A 434917.00 455829.76 Agency Mortgage-Backed Securities GNII SF CZ1645 C 549300M8ZYFG0OCMTT87 3618GCZJ4 2054-03-20 5.5 N/A 1498184.00 1469168.43 Agency Mortgage-Backed Securities GNII SF BZ3902 C 549300M8ZYFG0OCMTT87 3617QYKP9 2050-11-20 4 N/A 59171.00 37501.09 Agency Mortgage-Backed Securities GNII SF DQ2628 C 549300M8ZYFG0OCMTT87 3618MU4M4 2056-03-20 7.5 N/A 486012.00 529679.57 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3686 B1V7KEBTPIMZEU4LTD58 31418DCY6 2049-06-01 3.5 N/A 1712.00 133.25 Agency Mortgage-Backed Securities FERA 5508SE 02/25/55 N/A 3137HJH67 2055-02-25 1.28392 N/A 88811400.00 1247072.65 Agency Collateralized Mortgage Obligation GNII SF MA9603 M 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.5 N/A 1017906.00 885150.92 Agency Mortgage-Backed Securities GNRA 2023-123 TK N/A 38384CRT8 2053-08-20 0.03 N/A 20000000.00 4909.86 Agency Collateralized Mortgage Obligation GNRA 2025-118 SD N/A 38381NC30 2055-07-20 2.32861 N/A 31809822.00 1138705.89 Agency Collateralized Mortgage Obligation GNRA 2015-057 AS N/A 38379LKS4 2045-04-20 1.81591 N/A 136500000.00 769146.50 Agency Collateralized Mortgage Obligation FNRM CL018PI R22F018 N/A 3136BMGK8 2051-11-25 4 N/A 15671248.00 1805124.27 Agency Collateralized Mortgage Obligation GNII SF DP1324 C N/A 3618MFPH5 2056-02-20 6.5 N/A 1000.00 1057.50 Agency Mortgage-Backed Securities FNMS 05.500 CLDG0271 B1V7KEBTPIMZEU4LTD58 3140U3JR3 2056-01-01 5.5 N/A 1000.00 868.54 Agency Mortgage-Backed Securities GNII SF DQ2961 C 549300M8ZYFG0OCMTT87 3618MVJE4 2056-02-20 6.5 N/A 2492639.00 2633337.50 Agency Mortgage-Backed Securities GNRA 2024-07O IG N/A 38383KXB3 2074-04-20 0.97549 N/A 50000000.00 3198978.89 Agency Collateralized Mortgage Obligation MNRM CL050A2 R20M050 N/A 3136BCGS3 2030-10-25 1.2 N/A 5000.00 3798.14 Agency Collateralized Mortgage Obligation GNII SF CZ2469 C 549300M8ZYFG0OCMTT87 3618GDW63 2054-01-20 7.5 N/A 1000.00 670.09 Agency Mortgage-Backed Securities GNII SF DP8127 C N/A 3618MPA48 2056-03-20 6.5 N/A 810351.00 859364.06 Agency Mortgage-Backed Securities GNII SF DP6648 C 549300M8ZYFG0OCMTT87 3618MML50 2056-02-20 6.5 N/A 9866.00 10329.12 Agency Mortgage-Backed Securities FNRA CL113SB R10F113 N/A 31398T7D7 2040-10-25 2.86944 N/A 32968833.00 41304.18 Agency Collateralized Mortgage Obligation GNRA 2021-135 GS N/A 38382XAJ4 2051-08-20 2.51591 N/A 79415041.00 5790175.44 Agency Collateralized Mortgage Obligation GNII SF MA9779 M N/A 36179Y2L7 2054-07-20 5.5 N/A 883016.00 603340.49 Agency Mortgage-Backed Securities GNII SF MA9606 M 549300M8ZYFG0OCMTT87 36179YU77 2054-02-20 6 N/A 915246.00 437867.45 Agency Mortgage-Backed Securities GNII SF DP1323 C 549300M8ZYFG0OCMTT87 3618MFPG7 2056-03-20 6.5 N/A 385881.00 407875.85 Agency Mortgage-Backed Securities MNRA CL013A2 R18M013 N/A 3136B3DE7 2030-09-25 3.767828 N/A 2590.00 1648.85 Agency Collateralized Mortgage Obligation GNII SF CQ3399 C 549300M8ZYFG0OCMTT87 3618A5X40 2053-07-20 7.5 N/A 153188.00 61504.94 Agency Mortgage-Backed Securities GNMI SF 723449 X N/A 3620A9WJ6 2039-11-15 5 N/A 6484655.00 288570.54 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8363 S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6 N/A 1000.00 591.52 Agency Mortgage-Backed Securities FNRA CL112TB R25F112 N/A 3136BYNH1 2055-01-25 0.02 N/A 122979.00 60.27 Agency Collateralized Mortgage Obligation GNRA 2025-146 SH N/A 38381Q2R1 2053-04-20 2.57861 N/A 95793666.00 4912651.39 Agency Collateralized Mortgage Obligation GNII SF DA7708 C 549300M8ZYFG0OCMTT87 3618GXR57 2054-03-20 5 N/A 1725682.00 1591885.16 Agency Mortgage-Backed Securities FEPC 04.500 CLQF6276 S6XOOCT0IEG5ABCC6L87 3133BT6M7 2053-01-01 4.5 N/A 1000.00 659.28 Agency Mortgage-Backed Securities FNRM CL054DO R23F054 N/A 3136BQRF8 2053-11-25 0 N/A 31375184.00 12636777.79 Agency Collateralized Mortgage Obligation GNII SF MA9362 M 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.5 N/A 329312.00 234446.65 Agency Mortgage-Backed Securities FNRA CL011SB R24F011 N/A 3136BRAZ0 2054-03-25 4.48392 N/A 100013.00 5385.58 Agency Collateralized Mortgage Obligation FERM 5651CI 12/25/48 N/A 3137HQT68 2048-12-25 5 N/A 7941751.00 1293826.49 Agency Collateralized Mortgage Obligation GNII SF MB0365 M 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5 N/A 52176132.00 45996786.02 Agency Mortgage-Backed Securities GNII SF MA9423 M 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.5 N/A 520004.00 356697.27 Agency Mortgage-Backed Securities GNRA 2024-17O ID N/A 38383KS78 2074-09-20 1.16621 N/A 73200000.00 5392070.71 Agency Collateralized Mortgage Obligation GNII SF DJ4779 C N/A 3618KRJY1 2055-03-20 7.5 N/A 1572582.00 1512271.09 Agency Mortgage-Backed Securities GNRA 2012-106 YF N/A 38378HKR6 2042-09-20 4.48 N/A 486345.00 10156.17 Agency Collateralized Mortgage Obligation GNRM 2023-066 OQ N/A 38384AQK2 2052-07-20 0 N/A 4831365.00 2731382.89 Agency Collateralized Mortgage Obligation FNRA RC065SE R24F065 N/A 3136BSK38 2054-09-25 2.28392 N/A 100000.00 4435.99 Agency Collateralized Mortgage Obligation GNII SF DP7747 C 549300M8ZYFG0OCMTT87 3618MNTC5 2056-01-20 6 N/A 81544.00 84665.64 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8342 S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.5 N/A 1000.00 703.37 Agency Mortgage-Backed Securities GNII SF MA9488 M 549300M8ZYFG0OCMTT87 36179YRH9 2054-01-20 5.5 N/A 1566.00 1012.01 Agency Mortgage-Backed Securities FEPC 02.000 CLRA4986 S6XOOCT0IEG5ABCC6L87 3133KLRF6 2051-04-01 2 N/A 1000.00 514.99 Agency Mortgage-Backed Securities GNII SF MA8569 M 549300M8ZYFG0OCMTT87 36179XQW9 2053-01-20 5 N/A 44117299.00 29599054.77 Agency Mortgage-Backed Securities GNII SF MA8491 M 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.5 N/A 7671984.00 4457143.87 Agency Mortgage-Backed Securities GNII SF DQ5945 C N/A 3618MYTA5 2056-02-20 7 N/A 1000.00 1047.68 Agency Mortgage-Backed Securities GNRA 2026-052 SB N/A 38385NMQ4 2056-03-20 0.37861 N/A 100000000.00 634136.05 Agency Collateralized Mortgage Obligation GNII SF DP1322 C N/A 3618MFPF9 2056-03-20 6.5 N/A 270812.00 286225.97 Agency Mortgage-Backed Securities GNII SF DP8691 C 549300M8ZYFG0OCMTT87 3618MPUQ7 2056-03-20 6.5 N/A 1615002.00 1687616.70 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4306 B1V7KEBTPIMZEU4LTD58 31418DYC0 2051-04-01 2.5 N/A 1002.00 509.79 Agency Mortgage-Backed Securities GNII SF DP8123 C 549300M8ZYFG0OCMTT87 3618MPAY2 2056-03-20 6.5 N/A 1063.00 1127.30 Agency Mortgage-Backed Securities FEPC 03.000 CLRA3078 S6XOOCT0IEG5ABCC6L87 3133KJM33 2050-07-01 3 N/A 1000.00 418.96 Agency Mortgage-Backed Securities FERA 5631CS 03/25/56 N/A 3137HQHV6 2056-03-25 1.46392 N/A 14115072.00 570174.35 Agency Collateralized Mortgage Obligation GNRA 2023-153 TA N/A 38384E5Z4 2053-10-20 0.01 N/A 106737.00 6.93 Agency Collateralized Mortgage Obligation GNII SF DQ6961 C N/A 3618N0WW6 2056-03-20 6.5 N/A 6959.00 7288.99 Agency Mortgage-Backed Securities GNII SF MB0685 M 549300M8ZYFG0OCMTT87 3618N5XP9 2055-09-20 5 N/A 1545834.00 1460914.64 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8135 S6XOOCT0IEG5ABCC6L87 3133KQBC9 2052-10-01 5.5 N/A 1000.00 670.67 Agency Mortgage-Backed Securities GNRM 2025-118 CI N/A 38381NG36 2052-03-20 6 N/A 3881308.00 140601.56 Agency Collateralized Mortgage Obligation FNRM CL011AL R16M011 N/A 3136AT5G5 2039-07-25 2.944 N/A 1133.00 53.94 Agency Collateralized Mortgage Obligation GNRA 2023-164 CS N/A 38384D7N1 2053-11-20 3.47861 N/A 14514207.00 684731.48 Agency Collateralized Mortgage Obligation FNMS 03.000 CIMA4774 B1V7KEBTPIMZEU4LTD58 31418EJU5 2037-10-01 3 N/A 1000.00 596.04 Agency Mortgage-Backed Securities FNRA CL009SA R25F009 N/A 3136BVDD7 2055-03-25 2.18392 N/A 100038.00 6538.92 Agency Collateralized Mortgage Obligation GNII SF DQ1225 C 549300M8ZYFG0OCMTT87 3618MTLE6 2056-03-20 6 N/A 3344654.00 3434414.21 Agency Mortgage-Backed Securities GNII SF DP3336 C 549300M8ZYFG0OCMTT87 3618MHV50 2056-03-20 6.5 N/A 3339374.00 3491576.11 Agency Mortgage-Backed Securities GNII SF MB0872 M N/A 3618N56J3 2056-01-20 5.5 N/A 1008.00 990.37 Agency Mortgage-Backed Securities GNRA 2021-155 SM N/A 38383AJY1 2051-07-20 2.51591 N/A 8391360.00 603037.38 Agency Collateralized Mortgage Obligation GNII SF MA8202 M 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5 N/A 3122040.00 2086236.78 Agency Mortgage-Backed Securities GNII SF CB4292 C 549300M8ZYFG0OCMTT87 3617UPXV6 2051-03-20 4 N/A 37523.00 21977.88 Agency Mortgage-Backed Securities FHLMC REMIC SERIES K-737 X1 20261025 FLT N/A 3137FQXL2 2026-10-25 0.535506 N/A 10504976.00 5824.49 Agency Collateralized Mortgage Obligation GNII SF DQ5953 C 549300M8ZYFG0OCMTT87 3618MYTJ6 2056-02-20 6.5 N/A 220721.00 231747.18 Agency Mortgage-Backed Securities FNRA CL056ES R24F056 N/A 3136BSSR7 2054-08-25 3.48392 N/A 100138.00 6401.80 Agency Collateralized Mortgage Obligation GNII SF DP6470 C 549300M8ZYFG0OCMTT87 3618MMFK4 2056-01-20 6.5 N/A 1000.00 1049.73 Agency Mortgage-Backed Securities GNII SF MA8101 M 549300M8ZYFG0OCMTT87 36179XAA4 2052-06-20 4.5 N/A 3024.00 2011.75 Agency Mortgage-Backed Securities GNII SF MA5710 M 549300M8ZYFG0OCMTT87 36179UKX9 2049-01-20 4 N/A 14383485.00 1039672.16 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8535 B1V7KEBTPIMZEU4LTD58 3140XQPV3 2054-06-01 6 N/A 1158.00 831.76 Agency Mortgage-Backed Securities GNII SF MA8045 M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4 N/A 1302296.00 846563.99 Agency Mortgage-Backed Securities GNII SF DP8129 C 549300M8ZYFG0OCMTT87 3618MPA63 2056-03-20 6.5 N/A 292595.00 310363.83 Agency Mortgage-Backed Securities GNII SF DJ9519 C N/A 3618KWSG9 2056-01-20 6.5 N/A 283256.00 298203.61 Agency Mortgage-Backed Securities GNII SF MA6820 M 549300M8ZYFG0OCMTT87 36179VSH4 2050-08-20 3 N/A 43273195.00 11558940.07 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7674 S6XOOCT0IEG5ABCC6L87 3131Y2Q35 2048-08-01 4.5 N/A 1000.00 225.37 Agency Mortgage-Backed Securities FNRA CL019SC R26F019 N/A 3136BY6D9 2056-04-25 0.28392 N/A 119357441.00 754225.45 Agency Collateralized Mortgage Obligation FERA 5528SB 04/25/55 N/A 3137HKR97 2055-04-25 2.38392 N/A 22114797.00 892214.35 Agency Collateralized Mortgage Obligation GNII SF MB0484 M N/A 3618N5RE1 2055-07-20 5 N/A 1306620.00 1197070.23 Agency Mortgage-Backed Securities FNMS 02.000 CLCB3101 B1V7KEBTPIMZEU4LTD58 3140QNNT5 2052-03-01 2 N/A 1001.00 596.73 Agency Mortgage-Backed Securities GNII SF BU8834 C 549300M8ZYFG0OCMTT87 3617NAY79 2050-05-20 4 N/A 1000.00 160.37 Agency Mortgage-Backed Securities GNII SF DN1970 C N/A 3618M4FK4 2056-01-20 7.5 N/A 1001.00 1043.46 Agency Mortgage-Backed Securities GNII SF MA5651 M 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4 N/A 41926395.00 3481570.89 Agency Mortgage-Backed Securities FERM 5148CI 06/25/49 N/A 3137H2UN2 2049-06-25 2 N/A 3100000.00 289965.46 Agency Collateralized Mortgage Obligation GNRA 2018-51 WI N/A 38380WGF0 2046-11-20 1.25374 N/A 25850465.00 94048.44 Agency Collateralized Mortgage Obligation GNII SF MA5191 M 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.5 N/A 4884998.00 527046.01 Agency Mortgage-Backed Securities GNII SF DG1265 C 549300M8ZYFG0OCMTT87 3618JWMN2 2055-04-20 6.5 N/A 1000.00 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2054-05-01 5 N/A 1000.00 948.55 Agency Mortgage-Backed Securities GNII SF DP3329 C N/A 3618MHVW1 2056-03-20 6.5 N/A 132532.00 139824.68 Agency Mortgage-Backed Securities GNRM 2024-065 GB N/A 38384NKE4 2054-04-20 5.75 N/A 131711.00 132797.44 Agency Collateralized Mortgage Obligation GNRM 2024-157 BO N/A 38384WBY0 2053-08-20 0 N/A 10276534.00 4373092.49 Agency Collateralized Mortgage Obligation FMST SIO 0330 900144 N/A 31352DDR8 2037-10-15 2.01918 N/A 156223.00 387.16 Agency Collateralized Mortgage Obligation GNRA 2023-23O IL N/A 38383KGM8 2073-09-20 0.99317 N/A 58260358.00 3224813.47 Agency Collateralized Mortgage Obligation GNRA 2014-069 WI N/A 38379BG28 2037-09-20 1.29119 N/A 104785743.00 237426.48 Agency Collateralized Mortgage Obligation GNRA 2024-18O IE N/A 38383KY71 2074-10-20 1.18238 N/A 27792320.00 2047540.65 Agency Collateralized Mortgage Obligation FNMS 02.500 CLFA3861 B1V7KEBTPIMZEU4LTD58 3140W4JF5 2052-04-01 2.5 N/A 1000.00 797.85 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5385 B1V7KEBTPIMZEU4LTD58 3140W56X7 2054-05-01 5 N/A 1088.00 1034.47 Agency Mortgage-Backed Securities GNRA 2026-007 SA N/A 38385LAE8 2054-09-20 1.21861 N/A 160907499.00 3701466.29 Agency Collateralized Mortgage Obligation GNII SF MB0205 M 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.5 N/A 541294.00 383472.31 Agency Mortgage-Backed Securities GNII SF MA3521 M 549300M8ZYFG0OCMTT87 36179R4E6 2046-03-20 3.5 N/A 2107.00 184.82 Agency Mortgage-Backed Securities FNRA CL012SD R25F012 N/A 3136BVGE2 2055-03-25 2.26392 N/A 2145107.00 107646.96 Agency Collateralized Mortgage Obligation GNII SF DP0883 C N/A 3618ME6U0 2056-01-20 7 N/A 1000.00 1069.01 Agency Mortgage-Backed Securities GNII SF MA8267 M 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4 N/A 73480226.00 50030111.97 Agency Mortgage-Backed Securities GNII SF DH7030 C N/A 3618KFY38 2055-01-20 7 N/A 1000.00 889.70 Agency Mortgage-Backed Securities GNII SF MB0091 M 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5 N/A 12951866.00 11130445.94 Agency Mortgage-Backed Securities FNRM RC061PI R21F061 N/A 3136BGVM0 2051-09-25 2.5 N/A 5615145.00 375624.31 Agency Collateralized Mortgage Obligation FNRA CL020IO R23F020 N/A 3136BP3E9 2061-03-25 2.022667 N/A 36562866.00 1009218.43 Agency Collateralized Mortgage Obligation FEPC 02.500 CLSD0777 S6XOOCT0IEG5ABCC6L87 3132DM2J3 2051-11-01 2.5 N/A 1000.00 578.94 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2359 S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.5 N/A 1000.00 664.81 Agency Mortgage-Backed Securities GNRA 2024-14O IH N/A 38383KL83 2074-08-20 1.15303 N/A 21860066.00 1621516.95 Agency Collateralized Mortgage Obligation GNII SF MB0307 M 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5 N/A 402651.00 351302.44 Agency Mortgage-Backed Securities FNRM CL061KI R21F061 N/A 3136BGVA6 2049-04-25 2.5 N/A 5900001.00 635110.15 Agency Collateralized Mortgage Obligation FNMS 04.000 CLMA3443 B1V7KEBTPIMZEU4LTD58 31418CZH0 2048-08-01 4 N/A 6044.00 407.33 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9470 N/A 3140QVQY3 2054-11-01 5 N/A 1000.00 843.46 Agency Mortgage-Backed Securities GNRA 2024-157 TC N/A 38384WBW4 2054-09-20 0.05 N/A 49899923.00 48500.90 Agency Collateralized Mortgage Obligation GNII SF BZ7364 C 549300M8ZYFG0OCMTT87 3617U3FD5 2050-11-20 4 N/A 1000.00 506.51 Agency Mortgage-Backed Securities Y Moody's P-1 Fitch F1+ Standard & Poor's A-1 2026-08-03 2026-08-07 2026-08-07 Y BNP PARIBAS SA 1.0000 7 N Standard & Poor's A+ Moody's A1 Fitch AA- N N 0.0370 400000000.00 400000000.00 0.0020 N N Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.73500000 3130B8LF7 2549001DPIFGXC1TOL40 US3130B8LF72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-08-03 2027-05-17 2027-05-17 N N N 0.0378 287522654.14 287522654.14 0.0015 N N N N Natixis SA Natixis SA 3.65000000 N/A KX1WK48MPD4Y2NCUIZ63 BYJ9TZAP1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 N/A 100.00 95.98 U.S. Treasuries (including strips) MNAR XX.XXX HYBL3084 N/A 3140HUNA0 2039-06-01 3.37 N/A 2993506.00 2558095.56 Agency Mortgage-Backed Securities 3 3/4 NOTE R 32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.75 N/A 600.00 582.18 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 82200.00 81304.12 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 600.00 589.68 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 94234400.00 94027005.45 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 7999900.00 8061748.14 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 100.00 93.84 U.S. Treasuries (including strips) FNAR XX.XXX HYAN6573 N/A 3138LKJT5 2032-09-01 3.2 N/A 2998990.00 2768525.62 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5586 N/A 31418FF44 2055-01-01 5.5 N/A 1820780.00 1394823.59 Agency Mortgage-Backed Securities 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 15138900.00 11848958.58 U.S. Treasuries (including strips) 3 3/8 BOND 48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 N/A 7968600.00 6042046.09 U.S. Treasuries (including strips) BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0 N/A 300.00 298.98 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 N/A 21812100.00 21385227.72 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 N/A 21867000.00 21755145.54 U.S. Treasuries (including strips) 3 1/8 BOND 43 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 5025700.00 3957543.30 U.S. Treasuries (including strips) 4 3/8 BOND 40 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375 N/A 11307700.00 10757288.79 U.S. Treasuries (including strips) FNMS 03.000 ZC310237 N/A 31374CS23 2043-07-01 3 N/A 284310.00 221180.54 Agency Mortgage-Backed Securities 4 1/8 NOTE BD 28 N/A 91282CQY0 2028-06-30 4.125 N/A 284900.00 285356.66 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 10018500.00 9835679.64 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 100.00 87.27 U.S. Treasuries (including strips) FNMS 05.500 CLDH0418 N/A 3140UFPC2 2056-06-01 5.5 N/A 2000.00 2008.50 Agency Mortgage-Backed Securities 4.08 FHOR 23-33 AY N/A 3130AECR9 2033-05-25 4.08 N/A 3330000.00 3218012.10 Agency Debentures and Agency Strips MNAR XX.XXX HXBZ5550 N/A 3140Q1EY2 2032-12-01 4.3 N/A 1532.00 1494.36 Agency Mortgage-Backed Securities 6 1/4 BOND 30 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.25 N/A 18086700.00 19523009.08 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875 N/A 21050800.00 15321460.64 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125 N/A 11836100.00 11698830.83 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 N/A 2309200.00 1710350.72 U.S. Treasuries (including strips) 4 1/2 BOND 36 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.5 N/A 14654300.00 14873328.43 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 N/A 3798300.00 3675849.52 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 N/A 91282CQQ7 2036-05-15 4.375 N/A 177900.00 175519.20 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 39506600.00 20859573.05 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 3112200.00 3136228.26 U.S. Treasuries (including strips) FNAR XX.XXX AM462363 B1V7KEBTPIMZEU4LTD58 31381JTU6 2037-06-01 6.194 N/A 2254.00 58.01 Agency Mortgage-Backed Securities 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125 N/A 24997600.00 18200720.63 U.S. Treasuries (including strips) 3 3/8 BOND 44 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375 N/A 100.00 79.47 U.S. Treasuries (including strips) 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625 N/A 10998800.00 10314755.04 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 38150200.00 37753819.42 U.S. Treasuries (including strips) FNMS 05.500 CLCC2847 N/A 3140Y9EV2 2056-06-01 5.5 N/A 22029582.00 21983640.17 Agency Mortgage-Backed Securities 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 200.00 185.31 U.S. Treasuries (including strips) FEPC 03.000 CLZN4664 N/A 3131YBFD5 2047-04-01 3 N/A 1109.00 193.32 Agency Mortgage-Backed Securities 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 14360000.00 14615035.55 U.S. Treasuries (including strips) BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0 N/A 700.00 697.10 U.S. Treasuries (including strips) 5 1/2 BOND 28 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.5 N/A 3023900.00 3173688.87 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 N/A 7151000.00 7180864.36 U.S. Treasuries (including strips) FEPC 07.000 CLSL2114 N/A 31427PK45 2055-07-01 7 N/A 901701.00 668580.36 Agency Mortgage-Backed Securities 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 N/A 3156100.00 2615521.82 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 11403300.00 5198599.00 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375 N/A 8802700.00 8232754.12 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 100.00 56.62 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625 N/A 65903500.00 64892759.99 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625 N/A 7965200.00 7554184.24 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 18442300.00 12554467.85 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 N/A 49387100.00 46994382.32 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 5827700.00 4898974.00 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 100.00 68.29 U.S. Treasuries (including strips) MNAR XX.XXX HYBZ3754 N/A 3140NYE49 2035-06-01 4.945 N/A 58428450.00 58810503.88 Agency Mortgage-Backed Securities 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 N/A 2293600.00 1532045.96 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 300.00 259.81 U.S. Treasuries (including strips) FEPC 05.000 CLRJ7025 N/A 3142GXYX9 2056-07-01 5 N/A 15550809.00 15185328.71 Agency Mortgage-Backed Securities 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 63700.00 60847.48 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 2916400.00 2769269.13 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 N/A 11228400.00 10028036.27 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.75 N/A 100.00 84.36 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 13855900.00 11982139.54 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 5618200.00 5170639.07 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3 N/A 100.00 72.98 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 416000.00 334421.68 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 N/A 9979800.00 9913983.22 U.S. Treasuries (including strips) MNAR XX.XXX HXBZ5097 N/A 3140Q0UX8 2032-10-01 4.48 N/A 4072100.00 4023997.64 Agency Mortgage-Backed Securities 4 1/2 BOND 38 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.5 N/A 7999900.00 7900843.33 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.25 N/A 20120200.00 20168444.74 U.S. Treasuries (including strips) BILL 03/18/27 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0 N/A 100.00 97.61 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 7206900.00 6759415.35 U.S. Treasuries (including strips) FEPC 05.000 CLQX3908 N/A 31425YKW6 2055-01-01 5 N/A 29874232.00 27459254.57 Agency Mortgage-Backed Securities 5 BOND 56 N/A 912810UU0 2056-05-15 5 N/A 19493700.00 19088464.12 U.S. Treasuries (including strips) 4 1/2 BOND 39 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.5 N/A 11430600.00 11237404.10 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 N/A 1000.00 975.08 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 N/A 100.00 97.99 U.S. Treasuries (including strips) 4 5/8 BOND 40 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 N/A 18661000.00 18494479.75 U.S. Treasuries (including strips) MNAR XX.XXX HYBL6029 N/A 3140HXVX5 2035-04-01 2.32 N/A 4200000.00 3436022.45 Agency Mortgage-Backed Securities 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 38900000.00 26208166.34 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 N/A 1000.00 998.67 U.S. Treasuries (including strips) FNAR XX.XXX HYAN8857 N/A 3138LMZX4 2030-05-01 3.445 N/A 805969.00 773522.17 Agency Mortgage-Backed Securities BILL 07/08/27 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Agency Mortgage-Backed Securities GNPL PN DO7371 N/A 3618V4FL2 2061-05-15 5.42 N/A 290000.00 293535.16 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6829 N/A 3142GXST5 2056-06-01 5.5 N/A 215000004.00 214351549.03 Agency Mortgage-Backed Securities FEPC 05.500 CLTB9097 N/A 3142KBDB3 2056-07-01 5.5 N/A 7527807.00 7550355.29 Agency Mortgage-Backed Securities FEPC 05.500 CLTB5531 N/A 3142K7ED7 2056-06-01 5.5 N/A 4572861.00 4612488.01 Agency Mortgage-Backed Securities 3 7/8 FCSB 26 HE N/A 3133ERRW3 2026-09-03 3.875 N/A 343000.00 348344.13 Agency Debentures and Agency Strips FEPC 05.500 CLTB7114 N/A 3142K83Y1 2056-06-01 5.5 N/A 15067961.00 15110899.87 Agency Mortgage-Backed Securities GNPL PN DJ4969 N/A 3618KRQW7 2060-04-15 5.75 N/A 100000.00 102206.31 Agency Mortgage-Backed Securities FNMS 06.000 CLDH3125 N/A 3140UJPK6 2056-06-01 6 N/A 1259120.00 1301321.93 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3011 N/A 3140Y9KZ6 2056-07-01 5.5 N/A 12353392.00 12386540.26 Agency Mortgage-Backed Securities FEPC 03.000 CLSD6474 N/A 3132DUFP7 2050-04-01 3 N/A 58426555.00 43957391.57 Agency Mortgage-Backed Securities FNMS 06.000 CLDH5395 N/A 3140UL7H8 2056-07-01 6 N/A 1699966.00 1753032.14 Agency Mortgage-Backed Securities FHDN 10/14/26 N/A 313385K54 2026-10-14 0 N/A 4258000.00 4224915.34 Agency Debentures and Agency Strips FNMS 05.000 CLMA5971 N/A 31418FT56 2056-02-01 5 N/A 11025849.00 10433142.29 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6787 N/A 3142GXRH2 2056-05-01 5.5 N/A 11394690.00 11360650.08 Agency Mortgage-Backed Securities 4.50 FCDB 26 B N/A 3133EPSW6 2026-08-14 4.5 N/A 1466000.00 1496588.09 Agency Debentures and Agency Strips FEPC 05.000 CLTB5077 N/A 3142K6UB5 2056-05-01 5 N/A 20187020.00 18389511.76 Agency Mortgage-Backed Securities FEPC 06.000 CLTB8116 N/A 3142KAAS1 2056-07-01 6 N/A 1035688.00 1068642.56 Agency Mortgage-Backed Securities FEPC 06.000 CLTB3453 N/A 3142K4ZT6 2056-05-01 6 N/A 3798121.00 3907672.04 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3610 N/A 3140W4AL1 2055-09-01 6 N/A 58430884.00 53917634.02 Agency Mortgage-Backed Securities GNPL PN DR2920 N/A 3618VBG50 2061-05-15 5.42 N/A 300000.00 303657.06 Agency Mortgage-Backed Securities FEPC 04.500 CTRB5399 N/A 3133KY7L7 2046-05-01 4.5 N/A 12285584.00 11687854.29 Agency Mortgage-Backed Securities FHDN 11/02/26 N/A 313385M86 2026-11-02 0 N/A 3871000.00 3833141.62 Agency Debentures and Agency Strips FEPC 05.000 CLRJ6588 N/A 3142GXKA4 2056-05-01 5 N/A 208957371.00 202442064.26 Agency Mortgage-Backed Securities FEPC 04.000 CLSL1394 N/A 31427NRQ4 2053-02-01 4 N/A 7137657.00 5988704.34 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7053 N/A 3142GXZT7 2056-07-01 5.5 N/A 43672299.00 43625365.82 Agency Mortgage-Backed Securities FEPC 06.000 CLTB8696 N/A 3142KAUW0 2056-07-01 6 N/A 2132845.00 2201351.98 Agency Mortgage-Backed Securities FEPC 05.500 CLTB5529 N/A 3142K7EB1 2056-06-01 5.5 N/A 6196153.00 6232499.72 Agency Mortgage-Backed Securities FEPC 05.000 CLTB6519 N/A 3142K8G50 2056-05-01 5 N/A 2895129.00 2827900.14 Agency Mortgage-Backed Securities Y Moody's P-1 Standard & Poor's A-1 Fitch F1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 2750000000.00 2750000000.00 0.0140 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 3.66000000 N/A CYYGQCGNHMHPSMRL3R97 BYJ9TZAB2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 50612800.00 50097258.02 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 6497500.00 6593652.17 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125 N/A 4184500.00 4154873.74 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 10786900.00 10814911.00 U.S. Treasuries (including strips) 4 3/8 NOTE AR 26 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375 N/A 59665500.00 60854284.65 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 39800000.00 35117973.21 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 17030100.00 16539411.73 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4 N/A 20300500.00 19660161.33 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 129693000.00 126713908.09 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 N/A 15610700.00 15370685.49 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875 N/A 15119700.00 14899477.06 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.5 N/A 82838300.00 80289061.77 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 N/A 937300.00 930140.90 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375 N/A 33168400.00 33188763.05 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 N/A 102650200.00 103028842.37 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 54112600.00 53960822.98 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 24540700.00 23114549.36 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.25 N/A 33284800.00 33139866.89 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 5823800.00 5764251.46 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125 N/A 873400.00 869924.30 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125 N/A 12710900.00 12695468.97 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 228266000.00 227776041.92 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 N/A 26000900.00 25359015.78 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 N/A 22499900.00 22655936.81 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 122488600.00 121465846.15 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 759700.00 751249.10 U.S. Treasuries (including strips) TRFR BB 04/30/28 N/A 91282CQM6 2028-04-30 3.9551 N/A 79400.00 79465.11 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 40034800.00 37645002.68 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 8299800.00 7953308.25 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 5637600.00 5484830.88 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 N/A 279537600.00 266852900.79 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 438600.00 419304.52 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 135959400.00 129094130.10 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 N/A 50119200.00 51080333.41 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 45006900.00 42715118.65 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.5 N/A 645029600.00 629682817.38 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 9774700.00 9554422.51 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 N/A 91282CQW4 2033-06-30 4.25 N/A 13547400.00 13324506.84 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 14680000.00 14683625.96 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 24224100.00 24797496.56 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875 N/A 443729600.00 442375780.99 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.25 N/A 499700.00 508348.06 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 76286600.00 76328951.50 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 4064300.00 3983593.83 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625 N/A 25223400.00 24553828.03 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 N/A 24191700.00 23100186.62 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 56614600.00 54126712.38 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 14243100.00 13966594.75 U.S. Treasuries (including strips) TRFR BB 04/30/27 N/A 91282CMX6 2027-04-30 4.0121 N/A 47000.00 47052.12 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4 N/A 22060000.00 21448518.86 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375 N/A 173592800.00 176969446.95 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625 N/A 5000.00 5091.11 U.S. Treasuries (including strips) 4 1/8 NOTE AQ 29 N/A 91282CQZ7 2029-07-15 4.125 N/A 23201600.00 23097111.09 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4 N/A 67463700.00 67449082.86 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 N/A 42221900.00 41622556.21 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 101522600.00 97814264.13 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.5 N/A 998800.00 967062.33 U.S. Treasuries (including strips) 4 1/8 NOTE AA 31 N/A 91282CQX2 2031-06-30 4.125 N/A 142600.00 141049.06 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 89386200.00 88435610.80 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 N/A 8523900.00 8501782.34 U.S. Treasuries (including strips) 4 3/8 NOTE AB 31 N/A 91282CRA1 2031-07-31 4.375 N/A 509204800.00 507502528.35 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 N/A 17667900.00 17303781.67 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875 N/A 3310500.00 3289878.18 U.S. Treasuries (including strips) 3 1/4 NOTE 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Bank of America Securities, Inc. 3.64000000 N/A 549300HN4UKV1E2R3U73 BYJ9TZ8K5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 08/15/40 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 N/A 81.92 39.43 U.S. Treasuries (including strips) 4 3/4 TPRN 55 254900HROIFWPRGM1V77 912803HL0 2055-05-15 0 N/A 84059600.00 18359961.59 U.S. Treasuries (including strips) Y Fitch F1+ Standard & Poor's A-1 Moody's NR 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 18000000.00 18000000.00 0.0001 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.71999880 3133EWMV9 254900C5LP6DN9OP9V83 US3133EWMV90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-08-03 2027-10-28 2027-10-28 N N N 0.0380 89985906.90 89985906.90 0.0005 N N N N TD Securities USA LLC TD Securities USA LLC 3.65000000 N/A SUVUFHICNZMP2WKHG940 BYJ9TZB62 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF DS4283 C N/A 3618VQXL3 2056-07-20 5.5 N/A 4657782.00 4711529.70 Agency Mortgage-Backed Securities GNII SF MA6931 M 549300M8ZYFG0OCMTT87 36179VVY3 2050-10-20 2.5 N/A 46046594.00 16420466.42 Agency Mortgage-Backed Securities GNII SF MB1119 M N/A 3618N6G50 2041-05-20 4.5 N/A 27751305.00 26808004.01 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 47000000.00 47000000.00 0.0002 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.76999920 3130BBLZ6 2549001DPIFGXC1TOL40 US3130BBLZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-08-03 2028-07-24 2028-07-24 N N N 0.0384 445618070.47 445618070.47 0.0023 N N N N BNP Paribas SA BNP Paribas SA 3.65000000 N/A R0MUWSFPU8MPRO8K5P83 BYJ9TZ8U3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRM 2020-126 GI N/A 38382HWQ9 2050-08-20 3 N/A 100000.00 7987.93 Agency Collateralized Mortgage Obligation FNRA CL057LF R19F057 N/A 3136B6QP1 2049-10-25 4.23056 N/A 1004.00 273.47 Agency Collateralized Mortgage Obligation GNRM 2021-064 IP N/A 38382QKL3 2051-04-20 3.5 N/A 136903.00 7924.77 Agency Collateralized Mortgage Obligation GNRA 2025-127 FG N/A 38381PQ55 2055-07-20 4.94139 N/A 3527534.00 2868748.37 Agency Collateralized Mortgage Obligation FERA 5613SG 01/25/56 N/A 3137HPJE4 2056-01-25 1.91392 N/A 10757020.00 596410.74 Agency Collateralized Mortgage Obligation GNRA 2025-082 TE N/A 38385F4C2 2055-05-20 0.05 N/A 62399997.00 32175.64 Agency Collateralized Mortgage Obligation FNRA RC065SE R24F065 N/A 3136BSK38 2054-09-25 2.28392 N/A 100008.00 4436.34 Agency Collateralized Mortgage Obligation FTRA 5383WI 08/15/47 N/A 3137HBGZ1 2047-08-15 2.09417 N/A 23661465.00 852605.28 Agency Collateralized Mortgage Obligation GNRA 2024-18O IC N/A 38383KY55 2074-09-20 1.0984 N/A 33300000.00 2137816.78 Agency Collateralized Mortgage Obligation FNRA CL042WI R21F042 N/A 3136BGAV3 2046-02-25 2.221458 N/A 10436160.00 200279.76 Agency Collateralized Mortgage Obligation GNRA 2024-02O QI N/A 38383KNJ7 2074-01-20 0.99352 N/A 36555630.00 2386110.89 Agency Collateralized Mortgage Obligation FNRA CL013SA R25F013 N/A 3136BU2E9 2055-03-25 1.58392 N/A 100037.00 1984.20 Agency Collateralized Mortgage Obligation GNRA 2024-044 S N/A 38384KP70 2054-03-20 3.57861 N/A 40681283.00 3540697.16 Agency Collateralized Mortgage Obligation FERA 5660DS 05/25/56 N/A 3137HRV63 2056-05-25 1.43392 N/A 122035906.00 3048997.54 Agency Collateralized Mortgage Obligation GNRM 2024-061 DY N/A 38384MFB8 2054-04-20 5.75 N/A 55540999.00 55563641.23 Agency Collateralized Mortgage Obligation FNRM CL018PI R22F018 N/A 3136BMGK8 2051-11-25 4 N/A 17807807.00 2051228.12 Agency Collateralized Mortgage Obligation GNRA 2024-18O IE N/A 38383KY71 2074-10-20 1.18238 N/A 11809376.00 870030.91 Agency Collateralized Mortgage Obligation GNRA 2025-061 FE N/A 38385FYK1 2055-04-20 4.67139 N/A 1194.00 906.78 Agency Collateralized Mortgage Obligation GNRA 2023-165 SC N/A 38384D6R3 2053-11-20 2.72861 N/A 185523426.00 2703971.58 Agency Collateralized Mortgage Obligation GNRM 2024-011 IE N/A 38384G4H0 2054-01-20 6 N/A 19481038.00 3134297.88 Agency Collateralized Mortgage Obligation FNRA CL128SM R12F128 N/A 3136A9RC4 2042-11-25 2.41944 N/A 100000.00 910.39 Agency Collateralized Mortgage Obligation FERA 05584S 06/25/55 N/A 3137HNDU9 2055-06-25 2.18392 N/A 46041483.00 1564694.95 Agency Collateralized Mortgage Obligation GNRA 2024-171 SW N/A 38384XQM8 2052-09-20 0.01696 N/A 145040096.00 78801.40 Agency Collateralized Mortgage Obligation GNRA 2022-153 YF N/A 38383YGA4 2052-09-20 4.57139 N/A 8462603.00 5816766.28 Agency Collateralized Mortgage Obligation GNRA 2026-004 BS N/A 38385LMY1 2056-01-20 2.07861 N/A 63995895.00 3450069.42 Agency Collateralized Mortgage Obligation GNRA 2023-27O EI N/A 38383KJA1 2073-11-20 0.9241 N/A 118499131.00 7913832.05 Agency Collateralized Mortgage Obligation GNRM 2020-185 TI N/A 38382LR94 2050-12-20 2.5 N/A 89061184.00 9625170.52 Agency Collateralized Mortgage Obligation FNRM CL123ND R03F123 N/A 31393UBC6 2033-12-25 6 N/A 6118.00 1062.74 Agency Collateralized Mortgage Obligation GNRA 2023-098 FA N/A 38384BXX4 2053-07-20 4.62139 N/A 12470422.00 4076661.08 Agency Collateralized Mortgage Obligation GNRA 2024-046 FB N/A 38384MBY2 2054-03-20 4.80139 N/A 1000.00 567.15 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-111 X1 20300525 FLT N/A 3137FUZE7 2030-05-25 1.559358 N/A 19289030.00 939283.62 Agency Collateralized Mortgage Obligation GNRA 2022-075 FA N/A 38383RJX6 2052-04-20 4 N/A 22137764.00 13972783.54 Agency Collateralized Mortgage Obligation FNRM RC077PI R20F077 N/A 3136BCVL1 2050-11-25 2.5 N/A 63781354.00 5457755.84 Agency Collateralized Mortgage Obligation GNRA 2024-064 T N/A 38384MQF7 2054-04-20 0.2 N/A 49470949.00 208929.55 Agency Collateralized Mortgage Obligation FERA 5605MS 12/25/55 N/A 3137HP6Z1 2055-12-25 1.93392 N/A 129676178.00 5354762.60 Agency Collateralized Mortgage Obligation FERM 5085NI 03/25/51 N/A 3137FFZS9 2051-03-25 2 N/A 100000.00 8709.97 Agency Collateralized Mortgage Obligation FNRA CL046SL R25F046 N/A 3136BV7B8 2055-06-25 1.38392 N/A 157096760.00 2569293.95 Agency Collateralized Mortgage Obligation FNRM CL061QI R21F061 N/A 3136BGUK5 2051-05-25 2.5 N/A 25493344.00 1788695.34 Agency Collateralized Mortgage Obligation GNRA 2023-189 SA N/A 38384GLV0 2053-12-20 3.42861 N/A 23121019.00 638043.53 Agency Collateralized Mortgage Obligation GNRA 2023-070 FA N/A 38384ADT7 2053-05-20 4.62139 N/A 1000.00 637.58 Agency Collateralized Mortgage Obligation GNRA 2025-063 HF N/A 38385E2S2 2055-04-20 4.94139 N/A 13405297.00 11220102.41 Agency Collateralized Mortgage Obligation GNRA 2010-042 DS N/A 38377ELA0 2040-04-20 1.91591 N/A 100000.00 225.26 Agency Collateralized Mortgage Obligation FERA 5145SB 09/25/51 N/A 3137H2A53 2051-09-25 0 N/A 100007.00 123.05 Agency Collateralized Mortgage Obligation GNRA 2019-29 WI N/A 38381Y7U2 2046-02-20 1.15881 N/A 66277028.00 404431.38 Agency Collateralized Mortgage Obligation GNRA 2023-170 FA N/A 38384DR33 2053-11-20 4.87139 N/A 50000000.00 17778631.50 Agency Collateralized Mortgage Obligation FGRM 4253PB 08/15/41 N/A 3137B4KX3 2041-08-15 3.5 N/A 7743.00 3344.72 Agency Collateralized Mortgage Obligation GNRM 2019-96 EI N/A 38381XJ23 2049-08-20 4 N/A 4178375.00 152238.95 Agency Collateralized Mortgage Obligation FNRM RC020HD R24F020 N/A 3136BRZ26 2046-03-25 5.5 N/A 4802.00 1953.91 Agency Collateralized Mortgage Obligation GNRA 2026-047 KF N/A 38385NQF4 2056-03-20 4.87139 N/A 122246407.00 101074859.95 Agency Collateralized Mortgage Obligation FNRM CL049IE R23F049 N/A 3136BQKN8 2061-09-25 5.5 N/A 13822640.00 1781137.79 Agency Collateralized Mortgage Obligation FERA 5631CS 03/25/56 N/A 3137HQHV6 2056-03-25 1.46392 N/A 39052001.00 1577494.56 Agency Collateralized Mortgage Obligation FNRA CL040SJ R26F040 N/A 3136G5X54 2056-06-25 0.93392 N/A 1835823.00 35166.18 Agency Collateralized Mortgage Obligation GNRA 2025-102 FL N/A 38385G3L1 2055-06-20 4.77139 N/A 10245574.00 8449599.61 Agency Collateralized Mortgage Obligation GNRM 2024-043 CL N/A 38384KNT4 2054-03-20 5.5 N/A 42846400.00 42704849.81 Agency Collateralized Mortgage Obligation GNRA 2022-124 SB N/A 38383T3H4 2052-07-20 0.37861 N/A 5674574.00 59094.96 Agency Collateralized Mortgage Obligation GNRA 2026-007 SE N/A 38385LAV0 2056-01-20 0.87861 N/A 100000000.00 1419581.72 Agency Collateralized Mortgage Obligation GNRM 2021-103 EI N/A 38382TY65 2051-06-20 3 N/A 4950000.00 372109.55 Agency Collateralized Mortgage Obligation GNRM 2021-156 GI N/A 38383APP3 2051-09-20 3 N/A 3426000.00 247098.38 Agency Collateralized Mortgage Obligation GNRM 2024-027 IG N/A 38384JGW8 2054-02-20 6 N/A 18035540.00 2685721.49 Agency Collateralized Mortgage Obligation FNRM RC003CI R26F003 N/A 3136BYUE0 2048-04-25 5 N/A 100000.00 12448.72 Agency Collateralized Mortgage Obligation GNRM 2026-038 IO N/A 38385L4A3 2045-05-20 4.5 N/A 29295918.00 4063016.15 Agency Collateralized Mortgage Obligation GNRM 2024-051 AC N/A 38384KSX0 2054-03-20 5.5 N/A 1369.00 1374.73 Agency Collateralized Mortgage Obligation GNRA 2023-05O MI N/A 38382YY23 2073-01-20 1.2864 N/A 12424304.00 1007535.59 Agency Collateralized Mortgage Obligation GNRA 2024-03O IE N/A 38383KQQ8 2074-02-20 1.03379 N/A 30000000.00 2074894.77 Agency Collateralized Mortgage Obligation FNRM CL049ID R23F049 N/A 3136BQKM0 2048-05-25 5 N/A 100092.00 9167.59 Agency Collateralized Mortgage Obligation GNRM 2024-026 LY N/A 38384J6N9 2054-02-20 5.75 N/A 35257539.00 26327634.98 Agency Collateralized Mortgage Obligation GNRA 2024-184 ES N/A 38384XZF3 2054-11-20 2.29861 N/A 50958404.00 1048066.87 Agency Collateralized Mortgage Obligation GNRA 2023-187 FD N/A 38384GMT4 2053-12-20 4.92139 N/A 1801.00 429.11 Agency Collateralized Mortgage Obligation GNRM 2025-118 PO N/A 38381NA57 2055-07-20 0 N/A 43658394.00 26570852.84 Agency Collateralized Mortgage Obligation FNRA CL002SK R15F002 N/A 3136AMQB8 2045-02-25 2.36944 N/A 100028.00 907.69 Agency Collateralized Mortgage Obligation GNRM 2025-203 PO N/A 38385H4S3 2053-06-20 0 N/A 16466157.00 11190172.81 Agency Collateralized Mortgage Obligation GNRM 2020-165 QI N/A 38382K2N2 2050-08-20 3 N/A 100000.00 6045.84 Agency Collateralized Mortgage Obligation GNRA 2023-076 CF N/A 38383X5B6 2053-05-20 4.62139 N/A 3672.00 1663.34 Agency Collateralized Mortgage Obligation GNRA 2026-052 SP N/A 38385NMM3 2056-03-20 1.42861 N/A 55471837.00 1806456.01 Agency Collateralized Mortgage Obligation FNRA CL002SA R12F002 N/A 3136A3XL0 2042-02-25 2.76944 N/A 100044.00 911.64 Agency Collateralized Mortgage Obligation FERM 5196IB 07/25/51 N/A 3137H5WH6 2051-07-25 2.5 N/A 7858894.00 632742.05 Agency Collateralized Mortgage Obligation FERM 5070IE 09/25/50 N/A 3137F9XF3 2050-09-25 3 N/A 1744630.00 184088.15 Agency Collateralized Mortgage Obligation FERA 5354BZ 05/25/41 N/A 3137HAT22 2041-05-25 2.5 N/A 1000.00 896.98 Agency Collateralized Mortgage Obligation GNRA 2024-186 S N/A 38384XVT7 2053-02-20 1.92861 N/A 60012211.00 2513972.57 Agency Collateralized Mortgage Obligation GNRM 2020-017 AI N/A 38382CH46 2050-02-20 5.5 N/A 11681765.00 421508.84 Agency Collateralized Mortgage Obligation GNRA 2024-08O BI N/A 38383KYT3 2074-05-20 1.07691 N/A 15533064.00 1103218.33 Agency Collateralized Mortgage Obligation FNRM CL050MI R20F050 N/A 3136BAZS6 2050-07-25 4.5 N/A 9571267.00 523340.22 Agency Collateralized Mortgage Obligation GNRM 2021-177 QI N/A 38383CKZ2 2051-10-20 3 N/A 4538000.00 397168.36 Agency Collateralized Mortgage Obligation GNRM 2024-005 MJ N/A 38384HSF6 2054-01-20 5.5 N/A 11539678.00 11427585.41 Agency Collateralized Mortgage Obligation FERM 5588PO 07/25/54 N/A 3137HNJF6 2054-07-25 0 N/A 21840292.00 11618337.55 Agency Collateralized Mortgage Obligation FNRM RC061HI R20F061 N/A 3136BBK68 2050-09-25 4 N/A 9787005.00 653759.61 Agency Collateralized Mortgage Obligation FMST SIO 0330 900144 N/A 31352DDR8 2037-10-15 2.01918 N/A 100251.00 248.44 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-743 X1 20280525 FLT N/A 3137H14D5 2028-05-25 0.899457 N/A 46133.00 648.13 Agency Collateralized Mortgage Obligation FNRA CL024SA R14F024 N/A 3136AJZ25 2044-05-25 2.31944 N/A 32608681.00 107577.36 Agency Collateralized Mortgage Obligation FERM 5175GI 12/25/51 N/A 3137H4NP1 2051-12-25 2.5 N/A 100000.00 7071.87 Agency Collateralized Mortgage Obligation GNRA 2024-132 FE N/A 38384UNZ8 2054-08-20 4.87139 N/A 10915.00 6196.31 Agency Collateralized Mortgage Obligation GNRA 2025-082 FG N/A 38385F3V1 2055-05-20 5.37139 N/A 42002890.00 25259732.37 Agency Collateralized Mortgage Obligation FNRM CL074OB R12F074 N/A 3136A66A7 2042-07-25 0 N/A 5749957.00 571311.00 Agency Collateralized Mortgage Obligation GNRA 2023-021 FB N/A 38383VV96 2053-02-20 4.50139 N/A 2469097.00 1466201.93 Agency Collateralized Mortgage Obligation FGRA 2484LZ 07/15/32 N/A 31392R3H2 2032-07-15 6.5 N/A 13601.00 370.23 Agency Collateralized Mortgage Obligation GNRA 2025-001 SB N/A 38385CFZ6 2053-07-20 0.87861 N/A 50000000.00 719767.91 Agency Collateralized Mortgage Obligation GNRA 2024-186 FA N/A 38384XUV3 2054-11-20 5.22139 N/A 108934.00 56313.71 Agency Collateralized Mortgage Obligation GNRA 2022-170 FA N/A 38381T3E3 2052-09-20 4.62139 N/A 32728839.00 18410030.66 Agency Collateralized Mortgage Obligation GNRM 2021-117 ID N/A 38382WFQ5 2051-06-20 3.5 N/A 17022165.00 1247047.98 Agency Collateralized Mortgage Obligation FNRA CL003IA R22F003 N/A 3136BLBK5 2052-02-25 2.265754 N/A 100126.00 2469.44 Agency Collateralized Mortgage Obligation FERA 5652SJ 04/25/56 N/A 3137HRJJ9 2056-04-25 2.03392 N/A 36186960.00 2301107.30 Agency Collateralized Mortgage Obligation Y Standard & Poor's A-1 Fitch F1+ Moody's P-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 464000000.00 464000000.00 0.0024 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.25000000 91282CEW7 254900HROIFWPRGM1V77 US91282CEW73 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2027-06-30 2027-06-30 2027-06-30 N N N 0.0413 321447868.20 321447868.20 0.0016 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.69000000 3130BBD69 2549001DPIFGXC1TOL40 US3130BBD692 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-08-03 2026-12-01 2026-12-01 N N N 0.0377 229199431.58 229199431.58 0.0012 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 3.72999960 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-08-03 2028-01-07 2028-01-07 N N N 0.0383 1098720300.25 1098720300.25 0.0056 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.65000000 N/A MBNUM2BPBDO7JBLYG310 BYJ9TZ9D0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF MA1378 M N/A 36179NQ76 2043-10-20 5 N/A 1437000.00 65433.81 Agency Mortgage-Backed Securities GNHA RM CM0213 H N/A 3617YKGW0 2072-01-20 5.479 N/A 1000000.00 1117172.38 Agency Mortgage-Backed Securities GNII SF BN0268 C N/A 3617K3JM2 2035-08-20 2.5 N/A 1153418.00 701390.80 Agency Mortgage-Backed Securities GNPL PN CL6604 N/A 3617YEKR0 2064-01-15 2.74 N/A 500000.00 415104.97 Agency Mortgage-Backed Securities GNII SF MA4451 M 549300M8ZYFG0OCMTT87 36179S5L7 2047-05-20 3.5 N/A 107279803.00 11198176.92 Agency Mortgage-Backed Securities GNII SF MA2826 M 549300M8ZYFG0OCMTT87 36179RD71 2045-05-20 3.5 N/A 25389984.00 1802722.20 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Fitch F1+ Moody's P-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 15000000.00 15000000.00 0.0001 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.68499960 3133ETX28 254900C5LP6DN9OP9V83 US3133ETX286 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-08-03 2026-11-19 2026-11-19 N N N 0.0377 151280947.05 151280947.05 0.0008 N N N N U.S. Treasury Notes U.S. Treasury Notes 1.87500000 91282CEC1 254900HROIFWPRGM1V77 US91282CEC10 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2027-02-28 2027-02-28 2027-02-28 N N N 0.0399 489593947.50 489593947.50 0.0025 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2026-09-15 2026-09-15 2026-09-15 N N N 0.0345 721868640.42 721868640.42 0.0037 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130B8ZV7 2549001DPIFGXC1TOL40 US3130B8ZV76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-08-03 2026-09-04 2026-09-04 N N N 0.0383 216692304.98 216692304.98 0.0011 N N N N Societe Generale SA Societe Generale SA 3.64000000 N/A O2RNE8IBXP4R0TD8PU41 BYJ9TZB39 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 N/A 237613200.00 229952970.52 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 N/A 104360400.00 98295532.83 U.S. Treasuries (including strips) 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 N/A 291450700.00 268451541.20 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 585000000.00 585000000.00 0.0030 N Y Y N BlackRock Liquidity Funds 2026-08-06 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer