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2027-06-04 2027-06-04 N N N 0.0425 136339343.98 136339343.98 0.0016 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.000000% 3130BAQY6 2549001DPIFGXC1TOL40 US3130BAQY61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-11 2027-06-11 2027-06-11 N N N 0.0420 148156989.06 148156989.06 0.0017 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.765000% 3130BARS8 2549001DPIFGXC1TOL40 US3130BARS84 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-05-18 2028-05-18 N N N 0.0377 206414206.52 206414206.52 0.0024 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.980000% 3130BARW9 2549001DPIFGXC1TOL40 US3130BARW96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-10 2027-06-10 2027-06-10 N N N 0.0419 147866695.11 147866695.11 0.0017 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.045000% 3130BATL1 2549001DPIFGXC1TOL40 US3130BATL14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-17 2027-06-17 2027-06-17 N N N 0.0443 195197368.72 195197368.72 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.887000% 3130BAUE5 2549001DPIFGXC1TOL40 US3130BAUE51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-23 2027-02-23 2027-02-23 N N N 0.0410 244650040.37 244650040.37 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.770000% 3130BAVS3 2549001DPIFGXC1TOL40 US3130BAVS39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-05-24 2028-05-24 N N N 0.0378 74205316.43 74205316.43 0.0008 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.750000% 3130BB5N1 2549001DPIFGXC1TOL40 US3130BB5N10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-06-15 2028-06-15 N N N 0.0376 146908451.16 146908451.16 0.0017 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.700000% 3130BBJ55 2549001DPIFGXC1TOL40 US3130BBJ558 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-16 2027-02-16 N N N 0.0370 337424033.00 337424033.00 0.0039 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.795000% 3130BBL60 2549001DPIFGXC1TOL40 US3130BBL604 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-07-21 2028-07-21 N N N 0.0380 242018846.96 242018846.96 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.800000% 3130BBLP8 2549001DPIFGXC1TOL40 US3130BBLP82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-07-20 2028-07-20 N N N 0.0381 122309804.79 122309804.79 0.0014 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.770000% 3130BBSQ9 2549001DPIFGXC1TOL40 US3130BBSQ92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-11 2028-02-11 N N N 0.0378 122205301.04 122205301.04 0.0014 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.800000% 3130BBWN1 2549001DPIFGXC1TOL40 US3130BBWN16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-08-25 2028-08-25 N N N 0.0381 241712890.46 241712890.46 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.785000% 3130BBWZ4 2549001DPIFGXC1TOL40 US3130BBWZ46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-05-26 2028-05-26 N N N 0.0379 240691808.74 240691808.74 0.0027 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.805000% 3130BBYL3 2549001DPIFGXC1TOL40 US3130BBYL32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-08-25 2028-08-25 N N N 0.0381 244143713.82 244143713.82 0.0028 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312BZ2 254900C5LP6DN9OP9V83 US313312BZ24 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-17 2027-02-17 2027-02-17 N N N 0.0386 19178920.32 19178920.32 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312DT4 254900C5LP6DN9OP9V83 US313312DT46 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0389 12115943.53 12115943.53 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312FE5 254900C5LP6DN9OP9V83 US313312FE58 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-05-05 2027-05-05 2027-05-05 N N N 0.0393 55270383.95 55270383.95 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312FL9 254900C5LP6DN9OP9V83 US313312FL91 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-05-11 2027-05-11 2027-05-11 N N N 0.0393 18962111.42 18962111.42 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313H92 254900C5LP6DN9OP9V83 US313313H928 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-02 2026-10-02 2026-10-02 N N N 0.0370 187880044.24 187880044.24 0.0021 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313V39 254900C5LP6DN9OP9V83 US313313V390 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0380 42939816.57 42939816.57 0.0005 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384AP4 2549001DPIFGXC1TOL40 US313384AP46 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-14 2027-01-14 2027-01-14 N N N 0.0384 240662084.12 240662084.12 0.0027 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384AU3 2549001DPIFGXC1TOL40 US313384AU31 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-19 2027-01-19 2027-01-19 N N N 0.0384 243585450.13 243585450.13 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384BT5 2549001DPIFGXC1TOL40 US313384BT58 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-11 2027-02-11 2027-02-11 N N N 0.0386 96080241.77 96080241.77 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384BY4 2549001DPIFGXC1TOL40 US313384BY44 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-16 2027-02-16 2027-02-16 N N N 0.0386 91805727.64 91805727.64 0.0010 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384BZ1 2549001DPIFGXC1TOL40 US313384BZ19 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-17 2027-02-17 2027-02-17 N N N 0.0386 331505207.81 331505207.81 0.0038 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384CB3 2549001DPIFGXC1TOL40 US313384CB32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-19 2027-02-19 2027-02-19 N N N 0.0386 187870159.09 187870159.09 0.0021 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384CG2 2549001DPIFGXC1TOL40 US313384CG29 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-24 2027-02-24 2027-02-24 N N N 0.0386 51729272.66 51729272.66 0.0006 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384CM9 2549001DPIFGXC1TOL40 US313384CM96 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-01 2027-03-01 2027-03-01 N N N 0.0389 239309305.89 239309305.89 0.0027 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384CU1 2549001DPIFGXC1TOL40 US313384CU13 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-08 2027-03-08 2027-03-08 N N N 0.0389 95606764.00 95606764.00 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384CV9 2549001DPIFGXC1TOL40 US313384CV95 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-09 2027-03-09 2027-03-09 N N N 0.0389 95596217.34 95596217.34 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384DD8 2549001DPIFGXC1TOL40 US313384DD88 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-17 2027-03-17 2027-03-17 N N N 0.0389 191121556.50 191121556.50 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385F84 2549001DPIFGXC1TOL40 US313385F847 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0360 247427990.25 247427990.25 0.0028 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385G34 2549001DPIFGXC1TOL40 US313385G340 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-18 2026-09-18 2026-09-18 N N N 0.0360 198042582.40 198042582.40 0.0023 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385H25 2549001DPIFGXC1TOL40 US313385H256 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-25 2026-09-25 2026-09-25 N N N 0.0360 48877398.08 48877398.08 0.0006 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385H74 2549001DPIFGXC1TOL40 US313385H744 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0360 243765888.75 243765888.75 0.0028 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385H82 2549001DPIFGXC1TOL40 US313385H827 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0370 247010481.94 247010481.94 0.0028 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385H90 2549001DPIFGXC1TOL40 US313385H900 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-02 2026-10-02 2026-10-02 N N N 0.0370 148410284.28 148410284.28 0.0017 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385J72 2549001DPIFGXC1TOL40 US313385J724 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-08 2026-10-08 2026-10-08 N N N 0.0370 98314521.23 98314521.23 0.0011 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385J80 2549001DPIFGXC1TOL40 US313385J807 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-09 2026-10-09 2026-10-09 N N N 0.0370 148801155.50 148801155.50 0.0017 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385K62 2549001DPIFGXC1TOL40 US313385K623 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0370 148509950.00 148509950.00 0.0017 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385M52 2549001DPIFGXC1TOL40 US313385M520 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-30 2026-10-30 2026-10-30 N N N 0.0370 96998133.01 96998133.01 0.0011 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385P26 2549001DPIFGXC1TOL40 US313385P267 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0376 96926310.34 96926310.34 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385T55 2549001DPIFGXC1TOL40 US313385T558 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-17 2026-12-17 2026-12-17 N N N 0.0380 244579640.00 244579640.00 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385U46 2549001DPIFGXC1TOL40 US313385U465 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-24 2026-12-24 2026-12-24 N N N 0.0380 98786111.00 98786111.00 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000% 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-03 2027-02-03 N N N 0.0372 196162838.28 196162838.28 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000% 3133ER3G4 254900C5LP6DN9OP9V83 US3133ER3G49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-10 2027-02-10 N N N 0.0373 24905613.95 24905613.95 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000% 3133ER4C2 254900C5LP6DN9OP9V83 US3133ER4C26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-18 2027-02-18 N N N 0.0372 77502698.55 77502698.55 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000% 3133ER4W8 254900C5LP6DN9OP9V83 US3133ER4W89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-25 2027-01-25 N N N 0.0370 169609860.54 169609860.54 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133ER6L0 254900C5LP6DN9OP9V83 US3133ER6L07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-11 2027-03-11 N N N 0.0375 43700426.51 43700426.51 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000% 3133ER6W6 254900C5LP6DN9OP9V83 US3133ER6W61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-10 2027-03-10 N N N 0.0371 174253188.78 174253188.78 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.785000% 3133ERB83 254900C5LP6DN9OP9V83 US3133ERB831 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-18 2026-11-18 N N N 0.0369 72617221.45 72617221.45 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.785000% 3133ERP21 254900C5LP6DN9OP9V83 US3133ERP211 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-23 2026-12-23 N N N 0.0372 19004791.99 19004791.99 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000% 3133ERQ95 254900C5LP6DN9OP9V83 US3133ERQ953 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-02 2026-11-02 N N N 0.0374 144113105.90 144113105.90 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.775000% 3133ERR86 254900C5LP6DN9OP9V83 US3133ERR860 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-06 2026-10-06 N N N 0.0370 40003179.60 40003179.60 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.785000% 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-08 2027-01-08 N N N 0.0372 40011276.00 40011276.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000% 3133ERRM5 254900C5LP6DN9OP9V83 US3133ERRM51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-03 2026-09-03 N N N 0.0373 17400063.33 17400063.33 0.0002 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.500000% 3133ERVU2 254900C5LP6DN9OP9V83 US3133ERVU22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-02 2026-10-02 2026-10-02 N N N 0.0382 3298932.88 3298932.88 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.500000% 3133ET5B9 254900C5LP6DN9OP9V83 US3133ET5B97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-22 2026-12-22 2026-12-22 N N N 0.0392 48229026.53 48229026.53 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133ET6W2 254900C5LP6DN9OP9V83 US3133ET6W26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-12 2027-07-12 N N N 0.0371 84605812.87 84605812.87 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.820000% 3133ETA23 254900C5LP6DN9OP9V83 US3133ETA235 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-29 2027-09-29 N N N 0.0373 63059189.13 63059189.13 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000% 3133ETBC0 254900C5LP6DN9OP9V83 US3133ETBC00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-01 2027-04-01 N N N 0.0373 145200053.72 145200053.72 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000% 3133ETBN6 254900C5LP6DN9OP9V83 US3133ETBN64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-02 2026-10-02 N N N 0.0368 116101582.44 116101582.44 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000% 3133ETBP1 254900C5LP6DN9OP9V83 US3133ETBP13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-01 2027-04-01 N N N 0.0371 280736917.67 280736917.67 0.0032 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.775000% 3133ETDD6 254900C5LP6DN9OP9V83 US3133ETDD64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-16 2027-04-16 N N N 0.0372 96844344.08 96844344.08 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000% 3133ETEG8 254900C5LP6DN9OP9V83 US3133ETEG86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-23 2027-04-23 N N N 0.0372 241921407.78 241921407.78 0.0028 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133ETG92 254900C5LP6DN9OP9V83 US3133ETG927 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-15 2026-10-15 N N N 0.0367 69701008.56 69701008.56 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.966300% 3133ETHD2 254900C5LP6DN9OP9V83 US3133ETHD29 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2027-05-19 2027-05-19 N N N 0.0398 62903705.44 62903705.44 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000% 3133ETMS3 254900C5LP6DN9OP9V83 US3133ETMS33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-27 2026-11-27 N N N 0.0369 115011402.25 115011402.25 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.755000% 3133ETPK7 254900C5LP6DN9OP9V83 US3133ETPK79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-09 2027-07-09 N N N 0.0372 96776618.83 96776618.83 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000% 3133ETT56 254900C5LP6DN9OP9V83 US3133ETT565 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-11-12 2027-11-12 N N N 0.0375 96733189.37 96733189.37 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133ETU96 254900C5LP6DN9OP9V83 US3133ETU969 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-12 2026-11-12 N N N 0.0366 63504094.48 63504094.48 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000% 3133ETUK1 254900C5LP6DN9OP9V83 US3133ETUK15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-08-25 2027-08-25 N N N 0.0379 48354072.04 48354072.04 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133ETWY9 254900C5LP6DN9OP9V83 US3133ETWY90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-08 2026-09-08 N N N 0.0368 433849401.29 433849401.29 0.0050 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000% 3133ETX69 254900C5LP6DN9OP9V83 US3133ETX690 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-11-19 2027-11-19 N N N 0.0375 24108387.76 24108387.76 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000% 3133ETY27 254900C5LP6DN9OP9V83 US3133ETY276 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-24 2027-05-24 N N N 0.0382 120450638.38 120450638.38 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000% 3133ETYK7 254900C5LP6DN9OP9V83 US3133ETYK78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-19 2027-07-19 N N N 0.0371 144197992.32 144197992.32 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.810000% 3133ETZD2 254900C5LP6DN9OP9V83 US3133ETZD27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-23 2027-09-23 N N N 0.0373 144919164.61 144919164.61 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000% 3133EWAN0 254900C5LP6DN9OP9V83 US3133EWAN03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-21 2028-01-21 N N N 0.0374 64616167.44 64616167.44 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-17 2028-02-17 N N N 0.0374 21905386.96 21905386.96 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000% 3133EWHH6 254900C5LP6DN9OP9V83 US3133EWHH61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-17 2028-02-17 N N N 0.0374 123916251.96 123916251.96 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000% 3133EWKE9 254900C5LP6DN9OP9V83 US3133EWKE93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-28 2028-02-28 N N N 0.0373 148534229.25 148534229.25 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133EWKL3 254900C5LP6DN9OP9V83 US3133EWKL37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-04-06 2028-04-06 N N N 0.0379 113435956.49 113435956.49 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000% 3133EWNA4 254900C5LP6DN9OP9V83 US3133EWNA45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-04-24 2028-04-24 N N N 0.0373 146920762.85 146920762.85 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000% 3133EWNU0 254900C5LP6DN9OP9V83 US3133EWNU09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-06 2027-05-06 N N N 0.0373 25900634.03 25900634.03 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000% 3133EWNV8 254900C5LP6DN9OP9V83 US3133EWNV81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-07 2027-05-07 N N N 0.0369 146807433.95 146807433.95 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000% 3133EWPE4 254900C5LP6DN9OP9V83 US3133EWPE49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-05-08 2028-05-08 N N N 0.0375 122413654.94 122413654.94 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000% 3133EWPF1 254900C5LP6DN9OP9V83 US3133EWPF14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-13 2027-09-13 N N N 0.0372 63606021.65 63606021.65 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000% 3133EWPW4 254900C5LP6DN9OP9V83 US3133EWPW47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-19 2027-05-19 N N N 0.0369 97902445.54 97902445.54 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.125000% 3133EWXT2 254900C5LP6DN9OP9V83 US3133EWXT26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-08-06 2027-08-06 2027-08-06 N N N 0.0418 94147036.05 94147036.05 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000% 3133EWZU7 254900C5LP6DN9OP9V83 US3133EWZU70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-28 2027-07-28 N N N 0.0372 268533704.06 268533704.06 0.0031 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790000% 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-04 2026-09-04 N N N 0.0372 61000361.12 61000361.12 0.0007 N N Y N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-23 2026-09-23 N N N 0.0368 130609225.58 130609225.58 0.0015 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-16 2026-10-16 N N N 0.0376 68603516.44 68603516.44 0.0008 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HB2E0 S6XOOCT0IEG5ABCC6L87 US3134HB2E05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N 0.0387 168673388.18 168673388.18 0.0019 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HB3N9 S6XOOCT0IEG5ABCC6L87 US3134HB3N94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0404 240085542.57 240085542.57 0.0027 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.745000% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-05 2027-05-05 N N N 0.0372 100326787.12 100326787.12 0.0011 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HB6V8 S6XOOCT0IEG5ABCC6L87 US3134HB6V83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-16 2026-12-16 2026-12-16 N N N 0.0398 240794957.87 240794957.87 0.0027 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.775000% 3134HBMJ7 S6XOOCT0IEG5ABCC6L87 US3134HBMJ71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-23 2027-04-23 N N N 0.0373 169366399.46 169366399.46 0.0019 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.765000% 3134HBPD7 S6XOOCT0IEG5ABCC6L87 US3134HBPD74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-05 2027-05-05 N N N 0.0378 120602209.39 120602209.39 0.0014 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-22 2027-09-22 N N N 0.0369 144980215.18 144980215.18 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-10-06 2027-10-06 N N N 0.0373 143923478.18 143923478.18 0.0016 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.730000% 3134HBXW6 S6XOOCT0IEG5ABCC6L87 US3134HBXW63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-08 2027-01-08 N N N 0.0370 72561824.92 72561824.92 0.0008 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HCAE9 S6XOOCT0IEG5ABCC6L87 US3134HCAE95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-18 2026-12-18 2026-12-18 N N N 0.0372 240977851.51 240977851.51 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HCAN9 S6XOOCT0IEG5ABCC6L87 US3134HCAN94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-18 2026-12-18 2026-12-18 N N N 0.0369 241002192.96 241002192.96 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.550000% 3134HCLY3 S6XOOCT0IEG5ABCC6L87 US3134HCLY31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-22 2027-01-22 2027-01-22 N N N 0.0375 124465640.08 124465640.08 0.0014 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000% 3134HCQB8 S6XOOCT0IEG5ABCC6L87 US3134HCQB82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-16 2027-02-16 2027-02-16 N N N 0.0388 123729709.36 123729709.36 0.0014 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.655000% 3134HCQY8 S6XOOCT0IEG5ABCC6L87 US3134HCQY85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-19 2027-02-19 2027-02-19 N N N 0.0395 246368953.93 246368953.93 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000% 3134HCRH4 S6XOOCT0IEG5ABCC6L87 US3134HCRH44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-22 2027-02-22 2027-02-22 N N N 0.0389 148633303.82 148633303.82 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.655000% 3134HCTN9 S6XOOCT0IEG5ABCC6L87 US3134HCTN93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-05 2027-03-05 2027-03-05 N N N 0.0386 148616373.36 148616373.36 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.680000% 3134HCTQ2 S6XOOCT0IEG5ABCC6L87 US3134HCTQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-08 2027-03-08 2027-03-08 N N N 0.0405 148521882.38 148521882.38 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.660000% 3134HCTV1 S6XOOCT0IEG5ABCC6L87 US3134HCTV10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-05 2027-03-05 2027-03-05 N N N 0.0386 148622109.60 148622109.60 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.500000% 3134HCUQ0 S6XOOCT0IEG5ABCC6L87 US3134HCUQ06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-12 2027-03-12 2027-03-12 N N N 0.0406 248535446.76 248535446.76 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.680000% 3134HCUU1 S6XOOCT0IEG5ABCC6L87 US3134HCUU18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-12 2027-03-12 2027-03-12 N N N 0.0430 247058349.75 247058349.75 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.655000% 3134HCVJ5 S6XOOCT0IEG5ABCC6L87 US3134HCVJ53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-18 2027-03-18 2027-03-18 N N N 0.0402 123738609.24 123738609.24 0.0014 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.685000% 3134HCVQ9 S6XOOCT0IEG5ABCC6L87 US3134HCVQ96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-19 2027-03-19 2027-03-19 N N N 0.0417 148292264.60 148292264.60 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.710000% 3134HCWL9 S6XOOCT0IEG5ABCC6L87 US3134HCWL90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-29 2027-03-29 2027-03-29 N N N 0.0404 247436439.40 247436439.40 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.745000% 3134HCXE4 S6XOOCT0IEG5ABCC6L87 US3134HCXE49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-30 2027-03-30 2027-03-30 N N N 0.0402 197987524.81 197987524.81 0.0023 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.780000% 3134HCXQ7 S6XOOCT0IEG5ABCC6L87 US3134HCXQ78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-02 2027-04-02 2027-04-02 N N N 0.0400 244578132.83 244578132.83 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.070000% 3134HCZ28 S6XOOCT0IEG5ABCC6L87 US3134HCZ288 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-21 2027-06-21 2027-06-21 N N N 0.0421 122261637.82 122261637.82 0.0014 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.080000% 3134HCZ36 S6XOOCT0IEG5ABCC6L87 US3134HCZ361 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-22 2027-06-22 2027-06-22 N N N 0.0421 122262958.51 122262958.51 0.0014 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.000000% 313589P64 B1V7KEBTPIMZEU4LTD58 US313589P645 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-16 2026-11-16 2026-11-16 N N N 0.0376 317975493.06 317975493.06 0.0036 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.790000% 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-11 2026-09-11 N N N 0.0356 113007280.59 113007280.59 0.0013 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.790000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-23 2026-10-23 N N N 0.0369 100615971.24 100615971.24 0.0011 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.790000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-20 2026-11-20 N N N 0.0370 140632655.74 140632655.74 0.0016 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.790000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-12-11 2026-12-11 N N N 0.0362 52927759.28 52927759.28 0.0006 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.730000% 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-07 2028-01-07 N N N 0.0375 59394959.31 59394959.31 0.0007 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.740000% 3135G1AE1 B1V7KEBTPIMZEU4LTD58 US3135G1AE14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-02 2028-02-02 N N N 0.0375 92005877.86 92005877.86 0.0011 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.735000% 3135G1AH4 B1V7KEBTPIMZEU4LTD58 US3135G1AH45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-04-06 2028-04-06 N N N 0.0376 93282328.98 93282328.98 0.0011 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.633000% 3136GCDP7 B1V7KEBTPIMZEU4LTD58 US3136GCDP72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-05 2027-02-05 2027-02-05 N N N 0.0393 149052515.84 149052515.84 0.0017 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.630000% 3136GCFZ3 B1V7KEBTPIMZEU4LTD58 US3136GCFZ37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-12 2027-02-12 2027-02-12 N N N 0.0378 148644950.40 148644950.40 0.0017 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.670000% 3136GCJM8 B1V7KEBTPIMZEU4LTD58 US3136GCJM87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-23 2027-02-23 2027-02-23 N N N 0.0424 148404867.55 148404867.55 0.0017 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL 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notes) Y 2027-06-21 2027-06-21 2027-06-21 N N N 0.0419 244623938.92 244623938.92 0.0028 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.090000% 3136GDH30 B1V7KEBTPIMZEU4LTD58 US3136GDH307 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-07-14 2027-07-14 2027-07-14 N N N 0.0417 146788060.73 146788060.73 0.0017 N N N N RIVERSIDE HOME LENDING LP TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 3.730000% 769141AA0 N/A US769141AA08 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2061-09-01 Y FEDERAL HOME LOAN BANKS 1.0000 8 N N N 0.0373 77300000.00 77300000.00 0.0009 N N Y N AVENTURA BORROWERS TAXABLE M/F HOUSING RB (AVENTURA SR LIVING) SERIES 2025A 3.730000% 78437YAA2 N/A US78437YAA29 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2065-07-01 Y FEDERAL HOME LOAN BANKS 1.0000 8 N N N 0.0373 48300000.00 48300000.00 0.0006 N N Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N 0.0390 134389888.36 134389888.36 0.0015 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912797WG8 254900HROIFWPRGM1V77 US912797WG82 U.S. Treasury Debt Y 2026-12-22 2026-12-22 2026-12-22 N N N 0.0389 96448997.34 96448997.34 0.0011 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.000000% 912797WH6 254900HROIFWPRGM1V77 US912797WH65 U.S. Treasury Debt Y 2026-12-29 2026-12-29 2026-12-29 N N N 0.0392 157982420.80 157982420.80 0.0018 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.250000% 912828V98 254900HROIFWPRGM1V77 US912828V988 U.S. Treasury Debt Y 2027-02-15 2027-02-15 2027-02-15 N N N 0.0396 143098412.94 143098412.94 0.0016 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.375000% 912828X88 254900HROIFWPRGM1V77 US912828X885 U.S. Treasury Debt Y 2027-05-15 2027-05-15 2027-05-15 N N N 0.0412 131103409.34 131103409.34 0.0015 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.625000% 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UNITED STATES TREASURY 0.875000% 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0360 176898305.57 176898305.57 0.0020 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.250000% 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0385 52043700.98 52043700.98 0.0006 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 1.875000% 91282CEC1 254900HROIFWPRGM1V77 US91282CEC10 U.S. Treasury Debt Y 2027-02-28 2027-02-28 2027-02-28 N N N 0.0398 84127788.65 84127788.65 0.0010 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.500000% 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0398 345327203.78 345327203.78 0.0039 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.750000% 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0410 49662069.39 49662069.39 0.0006 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.625000% 91282CET4 254900HROIFWPRGM1V77 US91282CET45 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N 0.0412 71510479.66 71510479.66 0.0008 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.250000% 91282CEW7 254900HROIFWPRGM1V77 US91282CEW73 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N 0.0416 47822987.16 47822987.16 0.0005 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 2.750000% 91282CFB2 254900HROIFWPRGM1V77 US91282CFB28 U.S. Treasury Debt Y 2027-07-31 2027-07-31 2027-07-31 N N N 0.0422 46624861.03 46624861.03 0.0005 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.625000% 91282CHY0 254900HROIFWPRGM1V77 US91282CHY03 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0387 57718031.25 57718031.25 0.0007 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.625000% 91282CJK8 254900HROIFWPRGM1V77 US91282CJK80 U.S. Treasury Debt Y 2026-11-15 2026-11-15 2026-11-15 N N N 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2027-06-15 2027-06-15 2027-06-15 N N N 0.0414 40647874.82 40647874.82 0.0005 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.750000% 91282CLG4 254900HROIFWPRGM1V77 US91282CLG41 U.S. Treasury Debt Y 2027-08-15 2027-08-15 2027-08-15 N N N 0.0422 73904842.91 73904842.91 0.0008 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.500000% 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0383 63782554.53 63782554.53 0.0007 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.125000% 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N 0.0387 85228127.93 85228127.93 0.0010 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 3.955600% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-09-01 2026-10-31 2026-10-31 N N N 0.0379 438391460.06 438391460.06 0.0050 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 4.250000% 91282CLY5 254900HROIFWPRGM1V77 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245000000.00 0.0028 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 3.660000% ARP1LAE27 VYVVCKR63DVZZN70PB21 0001224385 ARP1LAE27 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Freddie Mac 2549001DPIFGXC1TOL40 3132WSF71 2035-03-01 1.780000 0.00 953660.00 684902.90 Agency Collateralized Mortgage Obligation FNAR XX.XXX WS836464 B1V7KEBTPIMZEU4LTD58 31407PJH2 2035-10-01 5.812000 0.00 5350000.00 32374.85 Agency Mortgage-Backed Securities FNAR XX.XXX WS843997 B1V7KEBTPIMZEU4LTD58 31407XUW9 2035-11-01 5.532000 0.00 200000.00 1469.50 Agency Mortgage-Backed Securities FNAR XX.XXX LB844773 B1V7KEBTPIMZEU4LTD58 31407YQ28 2035-12-01 6.004000 0.00 1050000.00 5907.88 Agency Mortgage-Backed Securities FNAR XX.XXX WS848390 B1V7KEBTPIMZEU4LTD58 31408DRK2 2035-12-01 5.462000 0.00 1300000.00 6380.86 Agency Mortgage-Backed Securities FNAR XX.XXX LB849264 B1V7KEBTPIMZEU4LTD58 31408EQR6 2036-01-01 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2031-02-01 1.280000 0.00 250000.00 210071.19 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS1270 B1V7KEBTPIMZEU4LTD58 3140LBMU4 2031-03-01 1.380000 0.00 125000.00 107985.39 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS1275 B1V7KEBTPIMZEU4LTD58 3140LBMZ3 2031-03-01 1.400000 0.00 170000.00 147649.02 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS1308 B1V7KEBTPIMZEU4LTD58 3140LBN25 2036-03-01 1.920000 0.00 3400000.00 2494614.65 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS1551 B1V7KEBTPIMZEU4LTD58 3140LBWM1 2037-05-01 2.310000 0.00 1230000.00 916669.07 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS1977 B1V7KEBTPIMZEU4LTD58 3140LCFT3 2031-05-01 1.850000 0.00 130000.00 112294.05 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS2128 B1V7KEBTPIMZEU4LTD58 3140LCLJ8 2038-06-01 2.150000 0.00 2000000.00 1424130.33 Agency Mortgage-Backed Securities MNAR XX.XXX HLBS2299 B1V7KEBTPIMZEU4LTD58 3140LCRV5 2051-06-01 2.570000 0.00 15200000.00 10163673.59 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS2389 B1V7KEBTPIMZEU4LTD58 3140LCUP4 2033-07-01 1.860000 0.00 400000.00 331127.60 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS2805 B1V7KEBTPIMZEU4LTD58 3140LDDK2 2033-09-01 1.810000 0.00 500000.00 410016.70 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS2944 B1V7KEBTPIMZEU4LTD58 3140LDHW2 2036-09-01 1.910000 0.00 1523809.00 1154287.86 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3331 B1V7KEBTPIMZEU4LTD58 3140LDVZ9 2033-10-01 1.950000 0.00 1800000.00 1411134.14 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS4414 B1V7KEBTPIMZEU4LTD58 3140LE3Y1 2032-01-01 1.940000 0.00 250000.00 216049.17 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS4469 B1V7KEBTPIMZEU4LTD58 3140LE6F9 2037-01-01 2.260000 0.00 1350000.00 996036.64 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3826 B1V7KEBTPIMZEU4LTD58 3140LEHC4 2036-11-01 2.430000 0.00 3983000.00 3205498.48 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3934 B1V7KEBTPIMZEU4LTD58 3140LELQ8 2036-11-01 2.300000 0.00 5800000.00 4675633.27 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS4030 B1V7KEBTPIMZEU4LTD58 3140LEPQ4 2032-01-01 1.960000 0.00 400000.00 339318.43 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS4287 B1V7KEBTPIMZEU4LTD58 3140LEXR3 2037-01-01 2.195000 0.00 1500000.00 1174101.25 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS4330 B1V7KEBTPIMZEU4LTD58 3140LEY43 2034-01-01 1.920000 0.00 265000.00 218746.90 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS4638 B1V7KEBTPIMZEU4LTD58 3140LFEL4 2037-01-01 2.400000 0.00 3000000.00 2324481.00 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS4941 B1V7KEBTPIMZEU4LTD58 3140LFP32 2032-04-01 2.460000 0.00 288910.00 256233.41 Agency Mortgage-Backed Securities MNAR XX.XXX HXBS5032 B1V7KEBTPIMZEU4LTD58 3140LFSW5 2029-03-01 2.450000 0.00 170000.00 157865.69 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS5184 B1V7KEBTPIMZEU4LTD58 3140LFXN9 2034-04-01 2.670000 0.00 500000.00 431419.00 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS5422 B1V7KEBTPIMZEU4LTD58 3140LGAY8 2034-03-01 2.840000 0.00 2859773.00 2508611.94 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS7102 B1V7KEBTPIMZEU4LTD58 3140LH3L2 2032-11-01 4.500000 0.00 20300000.00 19995297.00 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS8987 B1V7KEBTPIMZEU4LTD58 3140LK6Z1 2040-07-01 5.150000 0.00 4619900.00 4467501.02 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS8213 B1V7KEBTPIMZEU4LTD58 3140LKDT7 2033-05-01 4.220000 0.00 610000.00 563033.07 Agency Mortgage-Backed Securities MNAR XX.XXX HXBS9065 B1V7KEBTPIMZEU4LTD58 3140LLCB5 2028-07-01 4.620000 0.00 1830000.00 1832159.40 Agency Mortgage-Backed Securities MNAR XX.XXX HXBS9584 B1V7KEBTPIMZEU4LTD58 3140LLUJ8 2028-09-01 4.815000 0.00 30000.00 30220.88 Agency Mortgage-Backed Securities FNAR XX.XXX SOBT8375 B1V7KEBTPIMZEU4LTD58 3140LXJV8 2052-09-01 3.941000 0.00 630000.00 391115.32 Agency Mortgage-Backed Securities FNAR XX.XXX SOBU8798 B1V7KEBTPIMZEU4LTD58 3140MAX41 2052-04-01 2.871000 0.00 1000000.00 661504.84 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL7621 B1V7KEBTPIMZEU4LTD58 3140J0PF1 2035-08-01 1.740000 0.00 5000000.00 3878150.00 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL7898 B1V7KEBTPIMZEU4LTD58 3140J0X47 2032-08-01 1.310000 0.00 425000.00 351783.41 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL9886 B1V7KEBTPIMZEU4LTD58 3140J26Y7 2033-01-01 1.470000 0.00 600000.00 492688.26 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL9031 B1V7KEBTPIMZEU4LTD58 3140J2A97 2032-11-01 1.620000 0.00 220000.00 164245.93 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL9218 B1V7KEBTPIMZEU4LTD58 3140J2G42 2030-11-01 1.410000 0.00 2000000.00 1757670.00 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3845 B1V7KEBTPIMZEU4LTD58 3140J8HX4 2037-09-01 5.994000 0.00 334000.00 52521.50 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6188 B1V7KEBTPIMZEU4LTD58 3140JA2W7 2049-08-01 5.963000 0.00 10000000.00 723545.80 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6064 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Agency Mortgage-Backed Securities FMAR 840698 G S6XOOCT0IEG5ABCC6L87 31347AX33 2047-03-01 3.900000 0.00 9500000.00 1061230.41 Agency Mortgage-Backed Securities FMAR 840727 G S6XOOCT0IEG5ABCC6L87 31347AYY4 2047-12-01 6.135000 0.00 13307750.00 829739.40 Agency Mortgage-Backed Securities FMAR 781095 G S6XOOCT0IEG5ABCC6L87 31349SGC1 2033-11-01 5.997000 0.00 11250000.00 51810.85 Agency Mortgage-Backed Securities FMAR 781995 G S6XOOCT0IEG5ABCC6L87 31349TGC9 2034-10-01 6.143000 0.00 1500000.00 6849.42 Agency Mortgage-Backed Securities FMAR 782758 G S6XOOCT0IEG5ABCC6L87 31349UB31 2036-11-01 6.197000 0.00 6250000.00 29659.36 Agency Mortgage-Backed Securities FMAR 782836 G S6XOOCT0IEG5ABCC6L87 31349UEH7 2034-11-01 5.984000 0.00 2700000.00 12081.00 Agency Mortgage-Backed Securities FMAR 782870 G S6XOOCT0IEG5ABCC6L87 31349UFK9 2034-09-01 6.140000 0.00 447136.00 4827.73 Agency Mortgage-Backed Securities FMAR 783015 G S6XOOCT0IEG5ABCC6L87 31349UK49 2035-02-01 5.858000 0.00 4780000.00 44277.85 Agency Mortgage-Backed Securities FMAR 840955 G S6XOOCT0IEG5ABCC6L87 31288QBY5 2049-04-01 6.003000 0.00 5500000.00 497331.96 Agency Mortgage-Backed Securities FMAR 841022 G S6XOOCT0IEG5ABCC6L87 31288QD31 2049-05-01 5.881000 0.00 15800000.00 830660.55 Agency Mortgage-Backed Securities FMAR 841163 G S6XOOCT0IEG5ABCC6L87 31288QJG6 2050-05-01 4.299000 0.00 3536525.00 576296.60 Agency Mortgage-Backed Securities FMAR 841598 G S6XOOCT0IEG5ABCC6L87 31288QX39 2051-11-01 1.946000 0.00 3045000.00 2084184.40 Agency Mortgage-Backed Securities FMAR 841879 G S6XOOCT0IEG5ABCC6L87 31288RCQ9 2054-09-01 6.096000 0.00 11095295.00 6377943.64 Agency Mortgage-Backed Securities FMAR 841880 G S6XOOCT0IEG5ABCC6L87 31288RCR7 2045-03-01 6.129000 0.00 1184360.00 1017143.04 Agency Mortgage-Backed Securities FMAR 841881 G S6XOOCT0IEG5ABCC6L87 31288RCS5 2051-01-01 4.193000 0.00 2077185.00 1376649.50 Agency Mortgage-Backed Securities FMAR 841938 G S6XOOCT0IEG5ABCC6L87 31288REK0 2050-07-01 3.177000 0.00 5994124.00 4923903.25 Agency Mortgage-Backed Securities FMAR 842074 G S6XOOCT0IEG5ABCC6L87 31288RJT6 2055-12-01 5.128000 0.00 135908824.00 121209354.93 Agency Mortgage-Backed Securities FMAR 1B1150 G S6XOOCT0IEG5ABCC6L87 3128JLEY1 2033-09-01 6.441000 0.00 4185000.00 10114.73 Agency Mortgage-Backed Securities FMAR 1B1980 G S6XOOCT0IEG5ABCC6L87 3128JMCS4 2034-04-01 6.424000 0.00 95000.00 629.49 Agency Mortgage-Backed Securities FMAR 1B2321 G S6XOOCT0IEG5ABCC6L87 3128JMPF8 2035-09-01 6.517000 0.00 4475000.00 114337.58 Agency Mortgage-Backed Securities FMAR 1B3940 G S6XOOCT0IEG5ABCC6L87 3128JPHS2 2035-11-01 6.301000 0.00 2915956.00 30612.14 Agency Mortgage-Backed Securities FMAR 1B4406 G S6XOOCT0IEG5ABCC6L87 3128JPYC8 2039-08-01 6.654000 0.00 1045000.00 8718.98 Agency Mortgage-Backed Securities FMAR 847986 G S6XOOCT0IEG5ABCC6L87 3128JR2T2 2031-06-01 5.945000 0.00 10647613.00 249909.70 Agency Mortgage-Backed Securities FMAR 847320 G S6XOOCT0IEG5ABCC6L87 3128JRDZ6 2033-04-01 5.849000 0.00 1000000.00 4299.52 Agency Mortgage-Backed Securities FMAR 847376 G S6XOOCT0IEG5ABCC6L87 3128JRFR2 2034-12-01 5.885000 0.00 513000.00 697.78 Agency Mortgage-Backed Securities FMAR 1J0244 G S6XOOCT0IEG5ABCC6L87 3128LUHV1 2037-01-01 6.109000 0.00 5172478.00 41076.53 Agency Mortgage-Backed Securities FMAR 1J0358 G S6XOOCT0IEG5ABCC6L87 3128LUMF0 2037-04-01 6.050000 0.00 1850000.00 5116.58 Agency Mortgage-Backed Securities FMAR 1J0405 G S6XOOCT0IEG5ABCC6L87 3128LUNW2 2037-05-01 5.636000 0.00 2120000.00 13267.03 Agency Mortgage-Backed Securities FMAR 1J0453 G S6XOOCT0IEG5ABCC6L87 3128LUQE9 2037-06-01 6.120000 0.00 360000.00 4575.88 Agency Mortgage-Backed Securities FMAR 1J0506 G S6XOOCT0IEG5ABCC6L87 3128LUR32 2037-07-01 6.269000 0.00 43516047.00 274515.71 Agency Mortgage-Backed Securities FMAR 1G0608 G S6XOOCT0IEG5ABCC6L87 3128NCU93 2035-12-01 5.979000 0.00 13676523.00 92954.61 Agency Mortgage-Backed Securities FMAR 1G0626 G S6XOOCT0IEG5ABCC6L87 3128NCVT8 2036-01-01 5.979000 0.00 13375620.00 30957.10 Agency Mortgage-Backed Securities FMAR 1H1343 G S6XOOCT0IEG5ABCC6L87 3128NGEQ4 2036-08-01 6.601000 0.00 755000.00 2409.01 Agency Mortgage-Backed Securities FMAR 1J1732 G S6XOOCT0IEG5ABCC6L87 3128NH4R1 2037-06-01 6.136000 0.00 5190000.00 30765.81 Agency Mortgage-Backed Securities FMAR 1J1264 G S6XOOCT0IEG5ABCC6L87 3128NHMM2 2036-02-01 5.905000 0.00 47302415.00 157535.19 Agency Mortgage-Backed Securities FMAR 1J1378 G S6XOOCT0IEG5ABCC6L87 3128NHQ71 2036-11-01 6.015000 0.00 2454700.00 21582.42 Agency Mortgage-Backed Securities FMAR 1J1433 G S6XOOCT0IEG5ABCC6L87 3128NHSW4 2036-10-01 6.345000 0.00 18000000.00 57889.15 Agency Mortgage-Backed Securities FMAR 1J1479 G S6XOOCT0IEG5ABCC6L87 3128NHUC5 2037-02-01 6.440000 0.00 12107628.00 257064.70 Agency Mortgage-Backed Securities FMAR 1J2876 G S6XOOCT0IEG5ABCC6L87 3128NKFR2 2037-09-01 6.575000 0.00 9995224.00 258892.16 Agency Mortgage-Backed Securities FMAR 1L0132 G S6XOOCT0IEG5ABCC6L87 3128Q2ED1 2035-07-01 6.000000 0.00 42316866.00 278584.94 Agency Mortgage-Backed Securities FMAR 1L1312 G S6XOOCT0IEG5ABCC6L87 3128Q3N56 2036-01-01 5.930000 0.00 3000000.00 5251.44 Agency Mortgage-Backed Securities FMAR 1L2606 G S6XOOCT0IEG5ABCC6L87 3128Q43P2 2036-11-01 6.225000 0.00 1680845.00 49852.95 Agency Mortgage-Backed Securities FMAR 1N0169 G S6XOOCT0IEG5ABCC6L87 3128QGFJ6 2036-07-01 5.735000 0.00 4800000.00 33789.48 Agency Mortgage-Backed Securities FMAR 1N0333 G S6XOOCT0IEG5ABCC6L87 3128QGLN0 2036-12-01 5.865000 0.00 75000.00 1913.18 Agency Mortgage-Backed Securities FMAR 1N1440 G S6XOOCT0IEG5ABCC6L87 3128QHS50 2037-03-01 5.435000 0.00 125000.00 3336.52 Agency Mortgage-Backed Securities FMAR 1N1417 G S6XOOCT0IEG5ABCC6L87 3128QHSE1 2037-02-01 5.715000 0.00 12955902.00 30991.37 Agency Mortgage-Backed Securities FMAR 1N1433 G S6XOOCT0IEG5ABCC6L87 3128QHSW1 2037-02-01 5.610000 0.00 124000.00 1108.93 Agency Mortgage-Backed Securities FMAR 1N1447 G S6XOOCT0IEG5ABCC6L87 3128QHTC4 2037-02-01 5.695000 0.00 1340000.00 4521.88 Agency Mortgage-Backed 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6.246000 0.00 1378000.00 13396.59 Agency Mortgage-Backed Securities FNAR XX.XXX WSAE0557 B1V7KEBTPIMZEU4LTD58 31419ATP2 2038-12-01 6.046000 0.00 9009899.00 58388.25 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL0139 B1V7KEBTPIMZEU4LTD58 3138EGEM2 2039-02-01 6.101000 0.00 50000.00 731.95 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL1438 B1V7KEBTPIMZEU4LTD58 3138EHS45 2042-02-01 6.120000 0.00 20000000.00 334728.58 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL1845 B1V7KEBTPIMZEU4LTD58 3138EJBP2 2039-06-01 5.922000 0.00 2144000.00 21608.24 Agency Mortgage-Backed Securities FNAR XX.XXX WDAL1991 B1V7KEBTPIMZEU4LTD58 3138EJF94 2034-06-01 5.912000 0.00 9256885.00 398569.44 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL2984 B1V7KEBTPIMZEU4LTD58 3138EKJ63 2042-10-01 5.994000 0.00 5200000.00 210072.36 Agency Mortgage-Backed Securities FNAR XX.XXX YLAL3755 B1V7KEBTPIMZEU4LTD58 3138ELE58 2038-02-01 5.074000 0.00 1750000.00 28620.50 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL4349 B1V7KEBTPIMZEU4LTD58 3138ELZP1 2043-11-01 5.924000 0.00 5000000.00 61773.10 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL6236 B1V7KEBTPIMZEU4LTD58 3138EN4W6 2044-02-01 6.015000 0.00 8500000.00 76256.45 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL5548 B1V7KEBTPIMZEU4LTD58 3138ENEW5 2038-05-01 6.162000 0.00 43000000.00 2455720.17 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL8182 B1V7KEBTPIMZEU4LTD58 3138ETCU8 2046-02-01 6.116000 0.00 1019000.00 31381.03 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL8336 B1V7KEBTPIMZEU4LTD58 3138ETHN9 2040-04-01 6.136000 0.00 10000000.00 811919.14 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM0762 B1V7KEBTPIMZEU4LTD58 3138L0Z46 2032-09-01 3.290000 0.00 10000.00 6681.75 Agency Mortgage-Backed Securities FNAR XX.XXX HLAM8813 B1V7KEBTPIMZEU4LTD58 3138L9YK2 2045-05-01 3.390000 0.00 100000.00 67640.02 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN3240 B1V7KEBTPIMZEU4LTD58 3138LFS66 2026-10-01 2.450000 0.00 6000000.00 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CIFS3327 B1V7KEBTPIMZEU4LTD58 3140XJVV2 2037-02-01 2.500000 0.00 1525000.00 835886.14 Agency Mortgage-Backed Securities FNMS 02.000 CLFS3382 B1V7KEBTPIMZEU4LTD58 3140XJXL2 2051-08-01 2.000000 0.00 85000.00 51378.96 Agency Mortgage-Backed Securities FNMS 05.000 CIFS3777 B1V7KEBTPIMZEU4LTD58 3140XKFT2 2038-01-01 5.000000 0.00 1612796.00 787515.12 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3809 B1V7KEBTPIMZEU4LTD58 3140XKGT1 2052-11-01 4.500000 0.00 759565.00 541908.88 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3992 B1V7KEBTPIMZEU4LTD58 3140XKNJ5 2053-02-01 5.500000 0.00 140308589.00 89268113.43 Agency Mortgage-Backed Securities FNMS 03.500 CTFS4047 B1V7KEBTPIMZEU4LTD58 3140XKP95 2042-12-01 3.500000 0.00 300000.00 203091.45 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4022 B1V7KEBTPIMZEU4LTD58 3140XKPG9 2053-02-01 5.500000 0.00 20839798.00 15252115.76 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4072 B1V7KEBTPIMZEU4LTD58 3140XKQ29 2053-03-01 5.500000 0.00 38000000.00 28403022.93 Agency Mortgage-Backed Securities FNMS 02.500 CIFS4054 B1V7KEBTPIMZEU4LTD58 3140XKQG8 2038-02-01 2.500000 0.00 10044212.00 5618591.50 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4140 B1V7KEBTPIMZEU4LTD58 3140XKS68 2052-04-01 3.000000 0.00 150000.00 93582.59 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5349 B1V7KEBTPIMZEU4LTD58 3140XL5K0 2052-10-01 4.000000 0.00 130000.00 87674.76 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3154 B1V7KEBTPIMZEU4LTD58 3138WCQG1 2044-08-01 4.000000 0.00 36074.00 1936.19 Agency Mortgage-Backed Securities FNMS 04.500 CLAS4431 B1V7KEBTPIMZEU4LTD58 3138WD4R9 2045-02-01 4.500000 0.00 800000.00 150314.54 Agency Mortgage-Backed Securities FNMS 03.000 CIAS5358 B1V7KEBTPIMZEU4LTD58 3138WE5U9 2030-07-01 3.000000 0.00 105000.00 5294.63 Agency Mortgage-Backed Securities FNMS 03.000 CLAS4789 B1V7KEBTPIMZEU4LTD58 3138WEKB4 2045-04-01 3.000000 0.00 15000.00 1804.00 Agency Mortgage-Backed Securities FNMS 03.000 CIAS4953 B1V7KEBTPIMZEU4LTD58 3138WEQF9 2030-05-01 3.000000 0.00 30000.00 1671.23 Agency Mortgage-Backed Securities FNMS 04.000 CLAS7194 B1V7KEBTPIMZEU4LTD58 3138WG7G3 2046-04-01 4.000000 0.00 2313771.00 558935.57 Agency Mortgage-Backed Securities FNMS 04.500 CLAS6532 B1V7KEBTPIMZEU4LTD58 3138WGHJ6 2046-01-01 4.500000 0.00 1000000.00 40324.29 Agency Mortgage-Backed Securities FNMS 04.000 CLAS7401 B1V7KEBTPIMZEU4LTD58 3138WHGK2 2046-06-01 4.000000 0.00 248193.00 24213.71 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7726 B1V7KEBTPIMZEU4LTD58 3138WHSQ6 2046-08-01 3.000000 0.00 5500000.00 1321497.51 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8121 B1V7KEBTPIMZEU4LTD58 3138WJAX6 2046-10-01 3.500000 0.00 64051023.00 14244090.14 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8318 B1V7KEBTPIMZEU4LTD58 3138WJG44 2046-11-01 3.000000 0.00 396489.00 89407.75 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8487 B1V7KEBTPIMZEU4LTD58 3138WJND6 2046-12-01 3.000000 0.00 9000.00 2153.17 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8683 B1V7KEBTPIMZEU4LTD58 3138WJUH9 2047-01-01 3.500000 0.00 3000.00 574.11 Agency Mortgage-Backed Securities FNMS 03.500 CTAS9775 B1V7KEBTPIMZEU4LTD58 3138WK2H7 2037-06-01 3.500000 0.00 3239437.00 801639.58 Agency Mortgage-Backed Securities FNMS 03.500 CTAS9543 B1V7KEBTPIMZEU4LTD58 3138WKS97 2037-05-01 3.500000 0.00 5202228.00 513819.62 Agency Mortgage-Backed Securities FNMS 03.000 CLAS9562 B1V7KEBTPIMZEU4LTD58 3138WKTU9 2047-05-01 3.000000 0.00 569551.00 125400.34 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9588 B1V7KEBTPIMZEU4LTD58 3138WKUN3 2047-05-01 4.000000 0.00 137000.00 21966.63 Agency Mortgage-Backed Securities FNAR XX.XXX LBAT1156 B1V7KEBTPIMZEU4LTD58 3138WNJA8 2043-09-01 6.310000 0.00 92000.00 1529.15 Agency Mortgage-Backed Securities FNMS 03.000 CLAT2043 B1V7KEBTPIMZEU4LTD58 3138WPHV9 2043-04-01 3.000000 0.00 100000.00 17621.81 Agency Mortgage-Backed Securities FNMS 03.000 CLAT2721 B1V7KEBTPIMZEU4LTD58 3138WQAX0 2043-05-01 3.000000 0.00 1500000.00 222297.67 Agency Mortgage-Backed Securities FNMS 03.000 CLAT2945 B1V7KEBTPIMZEU4LTD58 3138WQHX3 2043-05-01 3.000000 0.00 1000000.00 223313.28 Agency Mortgage-Backed Securities FNMS 03.000 CLAU1282 B1V7KEBTPIMZEU4LTD58 3138X0M88 2043-07-01 3.000000 0.00 32185.00 6619.07 Agency Mortgage-Backed Securities FNMS 03.000 CLAU3353 B1V7KEBTPIMZEU4LTD58 3138X2WP5 2043-08-01 3.000000 0.00 1020116.00 123062.96 Agency Mortgage-Backed Securities FNMS 04.000 CLAV3250 B1V7KEBTPIMZEU4LTD58 3138XETG3 2043-12-01 4.000000 0.00 100000.00 10049.51 Agency Mortgage-Backed Securities FNMS 03.500 CIAV6139 B1V7KEBTPIMZEU4LTD58 3138XHZD6 2029-01-01 3.500000 0.00 26544.00 867.43 Agency Mortgage-Backed Securities FNMS 03.500 CLAX9585 B1V7KEBTPIMZEU4LTD58 3138YBUK7 2045-03-01 3.500000 0.00 499433.00 72406.64 Agency Mortgage-Backed Securities FNAR XX.XXX LBAY4068 B1V7KEBTPIMZEU4LTD58 3138YHQW3 2044-04-01 5.860000 0.00 9000000.00 243802.19 Agency Mortgage-Backed Securities FNMS 07.500 CL640045 B1V7KEBTPIMZEU4LTD58 31390ABN9 2032-06-01 7.500000 0.00 130732.00 2425.22 Agency Mortgage-Backed Securities FNMS 08.000 CL649331 B1V7KEBTPIMZEU4LTD58 31390LLL8 2032-03-01 8.000000 0.00 1733873.00 4869.68 Agency Mortgage-Backed Securities FNAR XX.XXX LB665387 B1V7KEBTPIMZEU4LTD58 31391FF45 2032-08-01 5.061000 0.00 2470359.00 1031.91 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0912 B1V7KEBTPIMZEU4LTD58 3140QLAN6 2051-07-01 3.000000 0.00 13748477.00 8544080.46 Agency Mortgage-Backed Securities FNMS 02.500 CICB0948 B1V7KEBTPIMZEU4LTD58 3140QLBS4 2036-06-01 2.500000 0.00 377729.00 145769.44 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1006 B1V7KEBTPIMZEU4LTD58 3140QLDL7 2051-07-01 2.500000 0.00 333333.00 181612.96 Agency Mortgage-Backed Securities FNMS 03.500 CICB1233 B1V7KEBTPIMZEU4LTD58 3140QLLP9 2036-07-01 3.500000 0.00 482109.00 181834.99 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2600 B1V7KEBTPIMZEU4LTD58 3140QM3J1 2052-01-01 2.000000 0.00 164364.00 88675.44 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2666 B1V7KEBTPIMZEU4LTD58 3140QM6C3 2052-01-01 3.000000 0.00 95083961.00 58113875.02 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2095 B1V7KEBTPIMZEU4LTD58 3140QMKH6 2051-11-01 3.000000 0.00 6177388.00 3842625.73 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2139 B1V7KEBTPIMZEU4LTD58 3140QMLV4 2051-11-01 2.000000 0.00 315744.00 177007.08 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2280 B1V7KEBTPIMZEU4LTD58 3140QMRA4 2051-12-01 2.000000 0.00 110000.00 61695.18 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2281 B1V7KEBTPIMZEU4LTD58 3140QMRB2 2051-12-01 2.000000 0.00 15000.00 8502.12 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2430 B1V7KEBTPIMZEU4LTD58 3140QMVY7 2051-12-01 3.000000 0.00 561000.00 340004.99 Agency Mortgage-Backed Securities FNMS 01.500 CICB3517 B1V7KEBTPIMZEU4LTD58 3140QN4B5 2037-03-01 1.500000 0.00 1608465.00 899334.04 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3565 B1V7KEBTPIMZEU4LTD58 3140QN6B3 2052-05-01 2.500000 0.00 683542.00 405403.13 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2766 B1V7KEBTPIMZEU4LTD58 3140QNCC4 2052-02-01 2.000000 0.00 74996.00 43981.00 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2804 B1V7KEBTPIMZEU4LTD58 3140QNDJ8 2052-02-01 2.500000 0.00 6540000.00 3809577.76 Agency Mortgage-Backed Securities FNMS 02.000 CLCB3000 B1V7KEBTPIMZEU4LTD58 3140QNKN1 2051-12-01 2.000000 0.00 203000.00 125587.43 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3061 B1V7KEBTPIMZEU4LTD58 3140QNMK5 2052-03-01 3.000000 0.00 341253.00 231518.67 Agency Mortgage-Backed Securities FNMS 02.500 CICB3205 B1V7KEBTPIMZEU4LTD58 3140QNR38 2037-03-01 2.500000 0.00 1694784.00 875868.25 Agency Mortgage-Backed Securities FNMS 01.500 CICB3244 B1V7KEBTPIMZEU4LTD58 3140QNTA0 2037-01-01 1.500000 0.00 1033260.00 583472.15 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3253 B1V7KEBTPIMZEU4LTD58 3140QNTK8 2052-04-01 3.500000 0.00 39072065.00 23184382.19 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5084 B1V7KEBTPIMZEU4LTD58 3140XLUJ5 2048-10-01 4.000000 0.00 365000.00 252209.11 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6197 B1V7KEBTPIMZEU4LTD58 3140XM3F1 2053-11-01 6.500000 0.00 116000.00 60826.25 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5450 B1V7KEBTPIMZEU4LTD58 3140XMBU9 2051-11-01 3.000000 0.00 800000.00 516370.93 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5813 B1V7KEBTPIMZEU4LTD58 3140XMN77 2053-05-01 6.000000 0.00 17205063.00 8358018.43 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5788 B1V7KEBTPIMZEU4LTD58 3140XMNE2 2053-09-01 6.500000 0.00 475000.00 292517.49 Agency Mortgage-Backed Securities FNMS 02.000 CLFS5871 B1V7KEBTPIMZEU4LTD58 3140XMQZ2 2051-07-01 2.000000 0.00 100000.00 64507.90 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5890 B1V7KEBTPIMZEU4LTD58 3140XMRL2 2053-10-01 6.000000 0.00 927000.00 611789.01 Agency Mortgage-Backed Securities FNMS 02.000 CLFS6031 B1V7KEBTPIMZEU4LTD58 3140XMVZ6 2052-06-01 2.000000 0.00 553209.00 374575.26 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6085 B1V7KEBTPIMZEU4LTD58 3140XMXP6 2053-10-01 6.500000 0.00 33415215.00 21865211.38 Agency Mortgage-Backed Securities FNMS 05.500 CIFS6391 B1V7KEBTPIMZEU4LTD58 3140XNC51 2038-11-01 5.500000 0.00 500000.00 300774.47 Agency Mortgage-Backed Securities FNMS 05.000 CLFS6445 B1V7KEBTPIMZEU4LTD58 3140XNET7 2053-10-01 5.000000 0.00 720000.00 533055.18 Agency Mortgage-Backed Securities FNMS 05.000 CLFS6866 B1V7KEBTPIMZEU4LTD58 3140XNTY0 2053-10-01 5.000000 0.00 110000.00 91470.13 Agency Mortgage-Backed Securities FNAR XX.XXX LB814670 B1V7KEBTPIMZEU4LTD58 31406NCF9 2035-04-01 5.810000 0.00 7923175.00 74694.32 Agency Mortgage-Backed Securities FNMS 05.000 CL817416 B1V7KEBTPIMZEU4LTD58 31406RDV4 2035-08-01 5.000000 0.00 4000400.00 3963.77 Agency Mortgage-Backed Securities FNMS 05.000 CL820341 B1V7KEBTPIMZEU4LTD58 31406ULW6 2035-09-01 5.000000 0.00 3000000.00 14368.30 Agency Mortgage-Backed Securities FNMS 05.000 CL821864 B1V7KEBTPIMZEU4LTD58 31406WB94 2035-06-01 5.000000 0.00 404056.00 12174.86 Agency Mortgage-Backed Securities FNMS 05.000 CL826057 B1V7KEBTPIMZEU4LTD58 31407BWS4 2035-07-01 5.000000 0.00 1007615.00 20249.70 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0736 B1V7KEBTPIMZEU4LTD58 3140QKZA9 2051-06-01 3.000000 0.00 762000.00 397645.11 Agency Mortgage-Backed Securities FNMS 02.500 CICB0745 B1V7KEBTPIMZEU4LTD58 3140QKZK7 2036-06-01 2.500000 0.00 2041486.00 908964.11 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4418 B1V7KEBTPIMZEU4LTD58 3140QP4C8 2052-08-01 5.500000 0.00 32770.00 19575.36 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3914 B1V7KEBTPIMZEU4LTD58 3140QPK48 2052-06-01 4.000000 0.00 14000.00 9256.27 Agency Mortgage-Backed Securities FNMS 03.500 CTFS4542 B1V7KEBTPIMZEU4LTD58 3140XLBL1 2042-09-01 3.500000 0.00 1215000.00 781268.13 Agency Mortgage-Backed Securities FNMS 06.000 CIDD4206 B1V7KEBTPIMZEU4LTD58 3140B4U81 2040-02-01 6.000000 0.00 2002992.00 1157566.63 Agency Mortgage-Backed Securities FNMS 05.500 CLDD4363 B1V7KEBTPIMZEU4LTD58 3140B4Z52 2055-04-01 5.500000 0.00 75000.00 60258.22 Agency Mortgage-Backed Securities FNMS 05.500 CLDD4556 B1V7KEBTPIMZEU4LTD58 3140B5B22 2055-04-01 5.500000 0.00 1033870.00 1024813.64 Agency Mortgage-Backed Securities FNMS 06.000 CLDD4557 B1V7KEBTPIMZEU4LTD58 3140B5B30 2055-05-01 6.000000 0.00 4388710.00 4449367.43 Agency Mortgage-Backed Securities FNMS 07.000 CLDD4561 B1V7KEBTPIMZEU4LTD58 3140B5B71 2055-04-01 7.000000 0.00 5225459.00 5312027.83 Agency Mortgage-Backed Securities FNMS 06.000 CIDD6614 B1V7KEBTPIMZEU4LTD58 3140B7K44 2040-06-01 6.000000 0.00 1281048.00 1131154.05 Agency Mortgage-Backed Securities FNMS 06.000 CLDD8419 B1V7KEBTPIMZEU4LTD58 3140B9K99 2055-06-01 6.000000 0.00 8978930.00 6942625.25 Agency Mortgage-Backed Securities FNMS 06.000 CLDD8729 B1V7KEBTPIMZEU4LTD58 3140B9VX4 2055-10-01 6.000000 0.00 3803574.00 3004271.30 Agency Mortgage-Backed Securities FNMS 06.000 CLDD8855 B1V7KEBTPIMZEU4LTD58 3140B9ZV4 2055-07-01 6.000000 0.00 1189248.00 822274.11 Agency Mortgage-Backed Securities FNMS 06.500 CLDE0236 B1V7KEBTPIMZEU4LTD58 3140BCHN5 2055-05-01 6.500000 0.00 5972100.00 6118907.56 Agency Mortgage-Backed Securities FNMS 06.000 CIDE0551 B1V7KEBTPIMZEU4LTD58 3140BCTH5 2040-05-01 6.000000 0.00 1999206.00 1463953.02 Agency Mortgage-Backed Securities FNMS 05.000 CIDE1934 B1V7KEBTPIMZEU4LTD58 3140BEEG9 2040-06-01 5.000000 0.00 1008489.00 848408.57 Agency Mortgage-Backed Securities FNMS 05.000 CLDE1951 B1V7KEBTPIMZEU4LTD58 3140BEEZ7 2055-07-01 5.000000 0.00 1071269.00 1021833.14 Agency Mortgage-Backed Securities FNMS 06.000 CIDE2770 B1V7KEBTPIMZEU4LTD58 3140BFCG8 2040-06-01 6.000000 0.00 1684750.00 1066916.19 Agency Mortgage-Backed Securities FNAR XX.XXX SODE2899 B1V7KEBTPIMZEU4LTD58 3140BFGH2 2055-07-01 5.179000 0.00 1622750.00 1609976.93 Agency Mortgage-Backed Securities FNMS 05.500 CLDE3224 B1V7KEBTPIMZEU4LTD58 3140BFSN6 2055-07-01 5.500000 0.00 10224336.00 9856842.08 Agency Mortgage-Backed Securities FNMS 06.500 CIDE3410 B1V7KEBTPIMZEU4LTD58 3140BFYG4 2040-06-01 6.500000 0.00 1049173.00 742245.18 Agency Mortgage-Backed Securities FNMS 06.500 CLDE4417 B1V7KEBTPIMZEU4LTD58 3140BG4B6 2055-11-01 6.500000 0.00 280000.00 238600.53 Agency Mortgage-Backed Securities FNMS 05.500 CLDE3832 B1V7KEBTPIMZEU4LTD58 3140BGHJ5 2055-11-01 5.500000 0.00 72728.00 60289.55 Agency Mortgage-Backed Securities FNMS 04.500 CIDE3880 B1V7KEBTPIMZEU4LTD58 3140BGJ20 2040-12-01 4.500000 0.00 981011.00 899826.98 Agency Mortgage-Backed Securities FNMS 05.500 CIDE3996 B1V7KEBTPIMZEU4LTD58 3140BGNN9 2040-09-01 5.500000 0.00 1017966.00 887484.40 Agency Mortgage-Backed Securities FNMS 05.000 CLDE4568 B1V7KEBTPIMZEU4LTD58 3140BHCE9 2055-08-01 5.000000 0.00 1081126.00 1034529.97 Agency Mortgage-Backed Securities FNMS 06.000 CIDE5973 B1V7KEBTPIMZEU4LTD58 3140BJT72 2040-07-01 6.000000 0.00 1373227.00 1096232.64 Agency Mortgage-Backed Securities FNMS 06.500 CIDE5980 B1V7KEBTPIMZEU4LTD58 3140BJUE5 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50133.06 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9005 B1V7KEBTPIMZEU4LTD58 3140NEAF2 2053-03-01 6.000000 0.00 62000.00 23993.69 Agency Mortgage-Backed Securities FNMS 04.000 CIBX9454 B1V7KEBTPIMZEU4LTD58 3140NEQG3 2038-03-01 4.000000 0.00 850569.00 534211.92 Agency Mortgage-Backed Securities FNMS 06.000 CLBY0568 B1V7KEBTPIMZEU4LTD58 3140NGT26 2053-05-01 6.000000 0.00 50734.00 31002.89 Agency Mortgage-Backed Securities FNMS 06.000 CLBY4833 B1V7KEBTPIMZEU4LTD58 3140NMLP0 2053-06-01 6.000000 0.00 600000.00 451966.82 Agency Mortgage-Backed Securities FNMS 02.500 CLFA5473 B1V7KEBTPIMZEU4LTD58 3140W6CK6 2052-04-01 2.500000 0.00 7191325.00 5808884.25 Agency Mortgage-Backed Securities FNMS 07.500 CLFA5535 B1V7KEBTPIMZEU4LTD58 3140W6EH1 2055-01-01 7.500000 0.00 1032613.00 933042.26 Agency Mortgage-Backed Securities FNMS 04.000 CLFA5849 B1V7KEBTPIMZEU4LTD58 3140W6QB1 2054-11-01 4.000000 0.00 65131926.00 58677653.62 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6134 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6.500000 0.00 1000.00 821.22 Agency Mortgage-Backed Securities GNII SF CW9297 C 549300M8ZYFG0OCMTT87 3618FJKJ6 2053-10-20 6.500000 0.00 1000.00 643.93 Agency Mortgage-Backed Securities GNII SF CX8450 C 549300M8ZYFG0OCMTT87 3618FVL74 2053-11-20 6.500000 0.00 1000.00 994.85 Agency Mortgage-Backed Securities GNII SF CZ0148 C 549300M8ZYFG0OCMTT87 3618GBEV2 2053-11-20 7.000000 0.00 1000.00 889.48 Agency Mortgage-Backed Securities GNII SF DD7532 C 549300M8ZYFG0OCMTT87 3618J1LM3 2054-09-20 7.000000 0.00 1000.00 896.01 Agency Mortgage-Backed Securities GNII SF DJ4236 C 549300M8ZYFG0OCMTT87 3618KQV52 2055-05-20 7.000000 0.00 1000.00 1036.05 Agency Mortgage-Backed Securities GNII SF DJ4215 C 549300M8ZYFG0OCMTT87 3618KQVG8 2055-07-20 7.000000 0.00 521223.00 557048.80 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5309 S6XOOCT0IEG5ABCC6L87 3132DS3S9 2054-04-01 5.500000 0.00 1000.00 725.98 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL3625 B1V7KEBTPIMZEU4LTD58 3140HVA38 2034-09-01 2.890000 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1069.78 Agency Mortgage-Backed Securities GNII SF DP8692 C 549300M8ZYFG0OCMTT87 3618MPUR5 2056-03-20 4.500000 0.00 1000.00 927.27 Agency Mortgage-Backed Securities GNII SF DQ2953 C 549300M8ZYFG0OCMTT87 3618MVH63 2056-02-20 7.000000 0.00 1000.00 1065.49 Agency Mortgage-Backed Securities GNII SF MB0812 M 549300M8ZYFG0OCMTT87 3618N53W7 2055-12-20 4.500000 0.00 1008.00 929.81 Agency Mortgage-Backed Securities GNII SF MB0871 M 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 1026.00 980.31 Agency Mortgage-Backed Securities GNII SF MB0148 M 549300M8ZYFG0OCMTT87 3618N5EW5 2055-01-20 6.000000 0.00 1000.00 493.58 Agency Mortgage-Backed Securities FEPC 03.500 CLRA2134 S6XOOCT0IEG5ABCC6L87 3133KHLP9 2050-02-01 3.500000 0.00 1024.00 246.05 Agency Mortgage-Backed Securities FEPC 04.500 CLRA8290 S6XOOCT0IEG5ABCC6L87 3133KQF76 2052-12-01 4.500000 0.00 1334.00 901.30 Agency Mortgage-Backed Securities GNII SF DT3373 C 549300M8ZYFG0OCMTT87 3618W2XA9 2056-07-20 6.000000 0.00 2000.00 2057.94 Agency Mortgage-Backed Securities GNII SF DT6379 C 549300M8ZYFG0OCMTT87 3618W6CQ8 2056-07-20 6.000000 0.00 1000.00 1039.53 Agency Mortgage-Backed Securities GNII SP 788377 C 549300M8ZYFG0OCMTT87 3622AEFS0 2055-12-20 6.500000 0.00 1000.00 870.64 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL8237 B1V7KEBTPIMZEU4LTD58 3140J1EK0 2030-10-01 1.170000 0.00 1000.00 867.30 Agency Mortgage-Backed Securities GNII SF MB0308 M 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 3072.00 2203.49 Agency Mortgage-Backed Securities GNII SF MB0485 M 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.500000 0.00 203582.00 162888.90 Agency Mortgage-Backed Securities GNII SF MB0556 M 549300M8ZYFG0OCMTT87 3618N5TN9 2055-06-20 5.500000 0.00 1008.00 844.98 Agency Mortgage-Backed Securities GNII SF MB0623 M 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 2999895.00 2610536.43 Agency Mortgage-Backed Securities GNII SF MB0686 M 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 1024.00 933.88 Agency 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Securities FEPC 02.000 CLSD3302 S6XOOCT0IEG5ABCC6L87 3132DQU38 2051-10-01 2.000000 0.00 1000.00 622.74 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4708 S6XOOCT0IEG5ABCC6L87 3132DSGR7 2053-12-01 5.500000 0.00 1000.00 708.53 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4780 S6XOOCT0IEG5ABCC6L87 3132DSJZ6 2053-12-01 6.500000 0.00 1000.00 462.36 Agency Mortgage-Backed Securities FEPC 06.500 CLSD5405 S6XOOCT0IEG5ABCC6L87 3132DTAE0 2054-05-01 6.500000 0.00 1000.00 655.47 Agency Mortgage-Backed Securities FEPC 07.000 CLSD5619 S6XOOCT0IEG5ABCC6L87 3132DTG46 2054-06-01 7.000000 0.00 10637.00 3656.98 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5654 S6XOOCT0IEG5ABCC6L87 3132DTH78 2054-05-01 5.500000 0.00 1000.00 782.22 Agency Mortgage-Backed Securities FEPC 06.500 CLSD5702 S6XOOCT0IEG5ABCC6L87 3132DTKP4 2054-04-01 6.500000 0.00 1000.00 619.55 Agency Mortgage-Backed Securities FEPC 04.000 CLSD5906 S6XOOCT0IEG5ABCC6L87 3132DTR36 2053-02-01 4.000000 0.00 1000.00 753.07 Agency Mortgage-Backed Securities FEPC 06.500 CLSD6147 S6XOOCT0IEG5ABCC6L87 3132DTZL7 2054-09-01 6.500000 0.00 1494.00 968.56 Agency Mortgage-Backed Securities FEPC 03.500 CLSD6653 S6XOOCT0IEG5ABCC6L87 3132DUMA2 2053-08-01 3.500000 0.00 1000.00 770.54 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6738 S6XOOCT0IEG5ABCC6L87 3132DUPX9 2054-11-01 5.000000 0.00 1000.00 845.11 Agency Mortgage-Backed Securities FNMS 06.500 CLDF5489 B1V7KEBTPIMZEU4LTD58 3140BWC30 2055-12-01 6.500000 0.00 123172.00 64314.59 Agency Mortgage-Backed Securities FNMS 06.000 CIDF5652 B1V7KEBTPIMZEU4LTD58 3140BWH68 2040-11-01 6.000000 0.00 1872599.00 1865925.23 Agency Mortgage-Backed Securities FNMS 06.000 CLDF6157 B1V7KEBTPIMZEU4LTD58 3140BWZX9 2056-02-01 6.000000 0.00 2756578.00 2802231.23 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6308 B1V7KEBTPIMZEU4LTD58 3140BXAJ5 2055-11-01 5.500000 0.00 1116609.00 1105645.01 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6406 B1V7KEBTPIMZEU4LTD58 3140BXDL7 2055-12-01 5.500000 0.00 1338050.00 1251737.31 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6721 B1V7KEBTPIMZEU4LTD58 3140BXPF7 2055-12-01 5.500000 0.00 1500366.00 1483520.28 Agency Mortgage-Backed Securities FNMS 06.000 CIDF7453 B1V7KEBTPIMZEU4LTD58 3140BYH72 2040-12-01 6.000000 0.00 1993364.00 1310082.10 Agency Mortgage-Backed Securities FNMS 05.500 CLDF7478 B1V7KEBTPIMZEU4LTD58 3140BYJY1 2055-12-01 5.500000 0.00 273413.00 271040.80 Agency Mortgage-Backed Securities FNMS 03.500 CLBA3989 B1V7KEBTPIMZEU4LTD58 3140E8NF1 2046-02-01 3.500000 0.00 2697000.00 325807.80 Agency Mortgage-Backed Securities FNMS 03.000 CIBC0035 B1V7KEBTPIMZEU4LTD58 3140EUBD0 2030-11-01 3.000000 0.00 4197650.00 409721.51 Agency Mortgage-Backed Securities FNMS 04.500 CLBH1211 B1V7KEBTPIMZEU4LTD58 3140GPKZ0 2047-06-01 4.500000 0.00 7658230.00 1466512.83 Agency Mortgage-Backed Securities FNMS 05.500 CLBH8850 B1V7KEBTPIMZEU4LTD58 3140GXZQ7 2056-07-01 5.500000 0.00 291501.00 290223.62 Agency Mortgage-Backed Securities FNMS 03.500 CIBJ2096 B1V7KEBTPIMZEU4LTD58 3140H3KJ4 2033-01-01 3.500000 0.00 50000.00 8921.25 Agency Mortgage-Backed Securities FNMS 03.000 CLBK0614 B1V7KEBTPIMZEU4LTD58 3140HDVG6 2050-01-01 3.000000 0.00 66000.00 12065.17 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7624 B1V7KEBTPIMZEU4LTD58 3140HMPJ7 2048-09-01 4.500000 0.00 2302630.00 416670.93 Agency Mortgage-Backed Securities FNMS 04.500 CLDH0106 B1V7KEBTPIMZEU4LTD58 3140UFDL5 2056-05-01 4.500000 0.00 1094290.00 1037655.15 Agency Mortgage-Backed Securities FNMS 06.000 CLDH0116 B1V7KEBTPIMZEU4LTD58 3140UFDW1 2056-06-01 6.000000 0.00 460640.00 471371.11 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0148 B1V7KEBTPIMZEU4LTD58 3140UFEW0 2056-07-01 5.000000 0.00 1165244.00 1138101.64 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0536 B1V7KEBTPIMZEU4LTD58 3140UFS21 2056-06-01 5.000000 0.00 5703994.00 5583240.39 Agency Mortgage-Backed Securities FNMS 05.000 CLDH1348 B1V7KEBTPIMZEU4LTD58 3140UGQA3 2056-06-01 5.000000 0.00 1960130.00 1917137.92 Agency Mortgage-Backed Securities FNMS 05.500 CLDH4343 B1V7KEBTPIMZEU4LTD58 3140UKZH9 2056-07-01 5.500000 0.00 2603163.00 2597098.60 Agency Mortgage-Backed Securities FNMS 05.000 CLDH5371 B1V7KEBTPIMZEU4LTD58 3140UL6H9 2056-07-01 5.000000 0.00 2399200.00 2327402.56 Agency Mortgage-Backed Securities FNMS 06.000 CLDH5396 B1V7KEBTPIMZEU4LTD58 3140UL7J4 2056-06-01 6.000000 0.00 1979758.00 2052158.48 Agency Mortgage-Backed Securities FNMS 05.500 CLDH5264 B1V7KEBTPIMZEU4LTD58 3140ULZ61 2056-07-01 5.500000 0.00 2315470.00 2322350.51 Agency Mortgage-Backed Securities FNMS 04.500 CLAB1389 B1V7KEBTPIMZEU4LTD58 31416WRK0 2040-08-01 4.500000 0.00 51000.00 1039.73 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3027 B1V7KEBTPIMZEU4LTD58 31418CLH5 2047-06-01 4.000000 0.00 1000.00 92.54 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3058 B1V7KEBTPIMZEU4LTD58 31418CMG6 2047-07-01 4.000000 0.00 1000.00 87.44 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3127 B1V7KEBTPIMZEU4LTD58 31418CPM0 2037-09-01 3.000000 0.00 1000.00 129.68 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3277 B1V7KEBTPIMZEU4LTD58 31418CUB8 2048-01-01 4.000000 0.00 1000.00 107.36 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3866 B1V7KEBTPIMZEU4LTD58 31418DJL7 2034-12-01 3.500000 0.00 3000.00 315.93 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3937 B1V7KEBTPIMZEU4LTD58 31418DLT7 2050-02-01 3.000000 0.00 1000.00 156.72 Agency Mortgage-Backed Securities FNMS 03.000 CKMA3942 B1V7KEBTPIMZEU4LTD58 31418DLY6 2050-02-01 3.000000 0.00 1000.00 95.10 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4119 B1V7KEBTPIMZEU4LTD58 31418DSH6 2050-09-01 2.000000 0.00 4383.00 1944.40 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8134 S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2.000000 0.00 380767487.00 197524803.15 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8169 S6XOOCT0IEG5ABCC6L87 3132DWCE1 2051-09-01 3.500000 0.00 1000.00 416.61 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8183 S6XOOCT0IEG5ABCC6L87 3132DWCU5 2051-12-01 2.500000 0.00 197641112.00 114229599.53 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8199 S6XOOCT0IEG5ABCC6L87 3132DWDC4 2052-03-01 2.000000 0.00 1000.00 603.41 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8233 S6XOOCT0IEG5ABCC6L87 3132DWEE9 2052-07-01 5.000000 0.00 1000.00 656.37 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8324 S6XOOCT0IEG5ABCC6L87 3132DWG98 2053-05-01 5.500000 0.00 1000.00 660.58 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8315 S6XOOCT0IEG5ABCC6L87 3132DWGY3 2053-04-01 5.000000 0.00 1000.00 733.87 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8368 S6XOOCT0IEG5ABCC6L87 3132DWJM6 2053-10-01 6.000000 0.00 1078.00 607.41 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8403 S6XOOCT0IEG5ABCC6L87 3132DWKQ5 2054-02-01 6.500000 0.00 1000.00 359.58 Agency Mortgage-Backed Securities FEPC 07.000 CLSD8536 S6XOOCT0IEG5ABCC6L87 3132DWPV9 2055-05-01 7.000000 0.00 1000.00 465.07 Agency Mortgage-Backed Securities FEPC 06.500 CLSD3825 S6XOOCT0IEG5ABCC6L87 3132E0HA3 2053-09-01 6.500000 0.00 274484439.00 128614260.21 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3879 S6XOOCT0IEG5ABCC6L87 3132E0JY9 2053-05-01 5.000000 0.00 1000.00 748.79 Agency Mortgage-Backed Securities 04.500 FGPC U95006 G S6XOOCT0IEG5ABCC6L87 3132H5AG3 2042-06-01 4.500000 0.00 1024.00 96.96 Agency Mortgage-Backed Securities 04.500 FGPC Q24510 G S6XOOCT0IEG5ABCC6L87 3132M4VB8 2044-01-01 4.500000 0.00 1024.00 81.10 Agency Mortgage-Backed Securities 04.000 FGPC Q36481 G S6XOOCT0IEG5ABCC6L87 3132QTFX9 2045-10-01 4.000000 0.00 1008.00 132.34 Agency Mortgage-Backed Securities FEPC 02.000 CIQN3681 S6XOOCT0IEG5ABCC6L87 3133GACS3 2035-09-01 2.000000 0.00 1000.00 354.03 Agency Mortgage-Backed Securities FEPC 03.500 CLRA1734 S6XOOCT0IEG5ABCC6L87 3133KG4T2 2049-11-01 3.500000 0.00 1000.00 140.09 Agency Mortgage-Backed Securities FEPC 02.500 CLRA2124 S6XOOCT0IEG5ABCC6L87 3133KHLD6 2050-02-01 2.500000 0.00 1000.00 372.72 Agency Mortgage-Backed Securities FEPC 02.000 CLRA3723 S6XOOCT0IEG5ABCC6L87 3133KKD48 2050-10-01 2.000000 0.00 1000.00 448.10 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5285 S6XOOCT0IEG5ABCC6L87 3133KL2S5 2051-05-01 2.500000 0.00 1000.00 497.50 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5195 S6XOOCT0IEG5ABCC6L87 3133KLXY8 2051-05-01 2.500000 0.00 1000.00 571.24 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6433 S6XOOCT0IEG5ABCC6L87 3133KNEE9 2051-12-01 2.500000 0.00 1000.00 649.98 Agency Mortgage-Backed Securities FEPC 03.500 CLRA6600 S6XOOCT0IEG5ABCC6L87 3133KNKM4 2052-01-01 3.500000 0.00 1000.00 672.61 Agency Mortgage-Backed Securities FEPC 03.500 CLRA6945 S6XOOCT0IEG5ABCC6L87 3133KNWE9 2052-03-01 3.500000 0.00 1063.00 691.00 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7928 S6XOOCT0IEG5ABCC6L87 3133KPYZ5 2052-09-01 4.500000 0.00 1001.00 721.82 Agency Mortgage-Backed Securities FEPC 02.000 CTRB0714 S6XOOCT0IEG5ABCC6L87 3133KTYK0 2041-12-01 2.000000 0.00 1000.00 569.84 Agency Mortgage-Backed Securities FEPC 02.500 CTRB5165 S6XOOCT0IEG5ABCC6L87 3133KYW21 2042-07-01 2.500000 0.00 1000.00 673.08 Agency Mortgage-Backed Securities FEPC 05.500 CTRB5406 S6XOOCT0IEG5ABCC6L87 3133L0AF9 2046-06-01 5.500000 0.00 1000.00 986.34 Agency Mortgage-Backed Securities FEPC 05.500 CNRD5306 S6XOOCT0IEG5ABCC6L87 3133LP3P0 2036-07-01 5.500000 0.00 1000.00 947.81 Agency Mortgage-Backed Securities FEPC 02.500 ZLSI2092 S6XOOCT0IEG5ABCC6L87 3133USKD2 2050-10-25 2.500000 0.00 1000.00 672.20 Agency Mortgage-Backed Securities FEPC 06.000 CLTC0888 S6XOOCT0IEG5ABCC6L87 3133W46Z0 2056-08-01 6.000000 0.00 1000.00 1030.08 Agency Mortgage-Backed Securities FEPC 06.500 CLTC0349 S6XOOCT0IEG5ABCC6L87 3133W4L67 2056-07-01 6.500000 0.00 1001.00 1044.50 Agency Mortgage-Backed Securities FNMS 02.000 CIBR1309 B1V7KEBTPIMZEU4LTD58 3140KYN34 2036-01-01 2.000000 0.00 791000.00 298973.19 Agency Mortgage-Backed Securities FNMS 02.500 CLBU1062 B1V7KEBTPIMZEU4LTD58 3140M2FC1 2051-10-01 2.500000 0.00 17671.00 10190.43 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4106 B1V7KEBTPIMZEU4LTD58 3140M5R49 2053-07-01 6.500000 0.00 182846.00 134339.89 Agency Mortgage-Backed Securities FNMS 06.000 CLBU5770 B1V7KEBTPIMZEU4LTD58 3140M7MU2 2055-02-01 6.000000 0.00 1777094.00 1797233.80 Agency Mortgage-Backed Securities FNMS 05.000 CLBV1487 B1V7KEBTPIMZEU4LTD58 3140MEUM6 2055-04-01 5.000000 0.00 2551228.00 1826341.92 Agency Mortgage-Backed Securities FNMS 02.500 CIBV5338 B1V7KEBTPIMZEU4LTD58 3140MJ4Y8 2037-04-01 2.500000 0.00 138340.00 62992.47 Agency Mortgage-Backed Securities FNMS 06.000 CIBV6390 B1V7KEBTPIMZEU4LTD58 3140MLC40 2040-12-01 6.000000 0.00 2428134.00 2028113.52 Agency Mortgage-Backed Securities FNMS 05.500 CLBV6439 B1V7KEBTPIMZEU4LTD58 3140MLEM8 2055-11-01 5.500000 0.00 2423234.00 2311867.01 Agency Mortgage-Backed Securities FNMS 04.500 CLBV6587 B1V7KEBTPIMZEU4LTD58 3140MLJ92 2055-12-01 4.500000 0.00 2554044.00 2280557.60 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0370 B1V7KEBTPIMZEU4LTD58 3140W0MU6 2055-01-01 5.500000 0.00 1991000.00 1642156.31 Agency Mortgage-Backed Securities FNMS 03.500 CLFA0748 B1V7KEBTPIMZEU4LTD58 3140W0ZN8 2052-04-01 3.500000 0.00 3225159.00 2477728.39 Agency Mortgage-Backed Securities FNMS 03.000 CLFA2452 B1V7KEBTPIMZEU4LTD58 3140W2WN7 2052-05-01 3.000000 0.00 1634028.00 1274889.23 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4530 B1V7KEBTPIMZEU4LTD58 3140W5A87 2056-02-01 5.000000 0.00 1591477.00 1519919.18 Agency Mortgage-Backed Securities FNMS 03.500 CLFA4896 B1V7KEBTPIMZEU4LTD58 3140W5NN0 2050-08-01 3.500000 0.00 15788750.00 13717505.90 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5216 B1V7KEBTPIMZEU4LTD58 31418EYN4 2053-12-01 6.000000 0.00 1000.00 512.48 Agency Mortgage-Backed Securities FNMS 07.500 CLMA6197 B1V7KEBTPIMZEU4LTD58 31418F3F2 2056-08-01 7.500000 0.00 1000.00 1028.23 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5497 B1V7KEBTPIMZEU4LTD58 31418FDB0 2054-10-01 5.500000 0.00 1000.00 724.07 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5531 B1V7KEBTPIMZEU4LTD58 31418FED5 2054-11-01 5.500000 0.00 1394728.00 1049610.44 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5693 B1V7KEBTPIMZEU4LTD58 31418FKF3 2055-04-01 3.500000 0.00 1000.00 821.96 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5701 B1V7KEBTPIMZEU4LTD58 31418FKP1 2055-05-01 6.000000 0.00 2433990.00 1565081.54 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5760 B1V7KEBTPIMZEU4LTD58 31418FMJ3 2055-07-01 5.500000 0.00 1000.00 822.72 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5822 B1V7KEBTPIMZEU4LTD58 31418FPG6 2055-09-01 5.500000 0.00 1000.00 838.35 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5879 B1V7KEBTPIMZEU4LTD58 31418FQ91 2055-11-01 5.500000 0.00 2256802.00 1994653.59 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5908 B1V7KEBTPIMZEU4LTD58 31418FR66 2055-12-01 4.500000 0.00 1131251.00 1027018.74 Agency Mortgage-Backed Securities FNMS 06.000 CIMA5888 B1V7KEBTPIMZEU4LTD58 31418FRJ8 2040-11-01 6.000000 0.00 1008.00 721.27 Agency Mortgage-Backed Securities FNMS 06.000 CIMA5980 B1V7KEBTPIMZEU4LTD58 31418FUE5 2041-02-01 6.000000 0.00 1000.00 843.86 Agency Mortgage-Backed Securities FNMS 04.000 CLMA6142 B1V7KEBTPIMZEU4LTD58 31418FZG5 2056-08-01 4.000000 0.00 1119.00 1025.08 Agency Mortgage-Backed Securities FNMS 05.500 CLMA6145 B1V7KEBTPIMZEU4LTD58 31418FZK6 2056-08-01 5.500000 0.00 1060692.00 1049666.70 Agency Mortgage-Backed Securities FEPC 02.500 CLQB6260 S6XOOCT0IEG5ABCC6L87 3133AC5V6 2050-12-01 2.500000 0.00 1000.00 509.58 Agency Mortgage-Backed Securities FEPC 02.000 CLQC6578 S6XOOCT0IEG5ABCC6L87 3133ARJX4 2051-09-01 2.000000 0.00 1018.00 584.37 Agency Mortgage-Backed Securities FEPC 02.500 CLQC6938 S6XOOCT0IEG5ABCC6L87 3133ARV77 2051-09-01 2.500000 0.00 1000.00 592.73 Agency Mortgage-Backed Securities FEPC 03.000 CLQD3728 S6XOOCT0IEG5ABCC6L87 3133B1D99 2052-01-01 3.000000 0.00 1003.00 639.74 Agency Mortgage-Backed Securities FEPC 02.500 CLQD4749 S6XOOCT0IEG5ABCC6L87 3133B2H28 2052-01-01 2.500000 0.00 1000.00 684.66 Agency Mortgage-Backed Securities FEPC 02.000 CLQD5748 S6XOOCT0IEG5ABCC6L87 3133B3L54 2052-02-01 2.000000 0.00 1000.00 608.71 Agency Mortgage-Backed Securities FEPC 04.000 CLQE8461 S6XOOCT0IEG5ABCC6L87 3133BJMJ8 2052-08-01 4.000000 0.00 1000.00 708.02 Agency Mortgage-Backed Securities FEPC 04.000 CLQE9001 S6XOOCT0IEG5ABCC6L87 3133BKAA7 2052-08-01 4.000000 0.00 1000.00 683.69 Agency Mortgage-Backed Securities FEPC 04.500 CLQF0820 S6XOOCT0IEG5ABCC6L87 3133BM4D4 2052-09-01 4.500000 0.00 1000.00 895.35 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0311 S6XOOCT0IEG5ABCC6L87 3133BMKY0 2052-09-01 5.000000 0.00 1000.00 612.12 Agency Mortgage-Backed Securities FEPC 05.500 CLQF2812 S6XOOCT0IEG5ABCC6L87 3133BQDR4 2052-11-01 5.500000 0.00 1003.00 651.33 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4406 S6XOOCT0IEG5ABCC6L87 3133BR3P7 2052-12-01 6.000000 0.00 1000.00 879.82 Agency Mortgage-Backed Securities FEPC 06.500 CLQF6516 S6XOOCT0IEG5ABCC6L87 3133BUGZ4 2053-01-01 6.500000 0.00 1000.00 472.02 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1066 B1V7KEBTPIMZEU4LTD58 3140J5FG9 2047-02-01 4.000000 0.00 371000.00 43397.83 Agency Mortgage-Backed Securities FNMS 03.500 CIBM3172 B1V7KEBTPIMZEU4LTD58 3140J7Q24 2032-06-01 3.500000 0.00 24990998.00 2281642.39 Agency Mortgage-Backed Securities FNMS 04.000 CKBM6354 B1V7KEBTPIMZEU4LTD58 3140JBBY1 2050-06-01 4.000000 0.00 1026000.00 114516.31 Agency Mortgage-Backed Securities FNMS 03.000 GLBM7364 B1V7KEBTPIMZEU4LTD58 3140JCFE9 2050-08-01 3.000000 0.00 21103380.00 14525191.62 Agency Mortgage-Backed Securities FNMS 04.000 CLBN0663 B1V7KEBTPIMZEU4LTD58 3140JGWZ4 2048-09-01 4.000000 0.00 116000.00 10498.36 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1623 B1V7KEBTPIMZEU4LTD58 3140JHYV9 2048-11-01 4.500000 0.00 2698027.00 480784.85 Agency Mortgage-Backed Securities FNMS 03.000 CLBP3054 B1V7KEBTPIMZEU4LTD58 3140KAMC7 2050-03-01 3.000000 0.00 1491000.00 366612.75 Agency Mortgage-Backed Securities FNMS 02.500 CIBP4704 B1V7KEBTPIMZEU4LTD58 3140KCGN6 2035-05-01 2.500000 0.00 35802470.00 8319755.80 Agency Mortgage-Backed Securities FNMS 02.500 CLBP6618 B1V7KEBTPIMZEU4LTD58 3140KEK80 2050-08-01 2.500000 0.00 625998.00 272380.71 Agency Mortgage-Backed Securities FNMS 05.000 CLDH6152 B1V7KEBTPIMZEU4LTD58 3140UMZS1 2056-07-01 5.000000 0.00 1409691.00 1376259.73 Agency Mortgage-Backed Securities FNMS 06.500 CLDH6649 B1V7KEBTPIMZEU4LTD58 3140UNL70 2056-08-01 6.500000 0.00 1315545.00 1376533.23 Agency Mortgage-Backed Securities FNMS 05.500 CLDI0107 B1V7KEBTPIMZEU4LTD58 3140UTDM3 2056-08-01 5.500000 0.00 4683159.00 4666792.92 Agency Mortgage-Backed Securities FNMS 06.000 CLDI0433 B1V7KEBTPIMZEU4LTD58 3140UTPT5 2056-07-01 6.000000 0.00 1421040.00 1459628.40 Agency Mortgage-Backed Securities FNMS 06.000 CLDI0749 B1V7KEBTPIMZEU4LTD58 3140UTZP2 2056-07-01 6.000000 0.00 1080133.00 1113688.64 Agency Mortgage-Backed Securities FNMS 05.500 CLDI0759 B1V7KEBTPIMZEU4LTD58 3140UTZZ0 2056-07-01 5.500000 0.00 3467863.00 3462856.99 Agency Mortgage-Backed Securities FNMS 06.500 CLDI2537 B1V7KEBTPIMZEU4LTD58 3140UVZB8 2056-08-01 6.500000 0.00 1042017.00 1093800.73 Agency Mortgage-Backed Securities FNMS 06.000 CIDI3201 B1V7KEBTPIMZEU4LTD58 3140UWRX7 2041-08-01 6.000000 0.00 1814600.00 1867742.38 Agency Mortgage-Backed Securities FNMS 06.500 CLFA0788 B1V7KEBTPIMZEU4LTD58 3140W02W4 2055-02-01 6.500000 0.00 6842000.00 4812799.90 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4204 B1V7KEBTPIMZEU4LTD58 31418DU67 2040-12-01 2.000000 0.00 1000.00 462.22 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4256 B1V7KEBTPIMZEU4LTD58 31418DWS7 2050-01-01 2.500000 0.00 1000.00 428.38 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4366 B1V7KEBTPIMZEU4LTD58 31418DZ88 2041-06-01 2.500000 0.00 5859624.00 3086220.24 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5295 B1V7KEBTPIMZEU4LTD58 31418E3D0 2054-03-01 6.000000 0.00 1000.00 535.54 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5353 B1V7KEBTPIMZEU4LTD58 31418E5P1 2054-05-01 5.500000 0.00 1000.00 695.33 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5389 B1V7KEBTPIMZEU4LTD58 31418E7B0 2054-06-01 6.000000 0.00 1000.00 545.38 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4577 B1V7KEBTPIMZEU4LTD58 31418ECP3 2052-04-01 2.000000 0.00 52149233.00 32339280.44 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4644 B1V7KEBTPIMZEU4LTD58 31418EES5 2052-05-01 4.000000 0.00 1000.00 637.92 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4782 B1V7KEBTPIMZEU4LTD58 31418EJ43 2052-10-01 3.500000 0.00 5000.00 3539.31 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4805 B1V7KEBTPIMZEU4LTD58 31418EKT6 2052-11-01 4.500000 0.00 1000.00 716.01 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4979 B1V7KEBTPIMZEU4LTD58 31418EQ94 2053-04-01 5.500000 0.00 1000.00 647.62 Agency Mortgage-Backed Securities FNMS 06.000 CLMA4980 B1V7KEBTPIMZEU4LTD58 31418ERA0 2053-04-01 6.000000 0.00 1000.00 545.63 Agency Mortgage-Backed Securities FNMS 02.500 CIMA5051 B1V7KEBTPIMZEU4LTD58 31418ETH3 2038-04-01 2.500000 0.00 1000.00 594.12 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5108 B1V7KEBTPIMZEU4LTD58 31418EVA5 2053-08-01 6.000000 0.00 1000.00 556.62 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5167 B1V7KEBTPIMZEU4LTD58 31418EW55 2053-10-01 6.500000 0.00 1000.00 407.28 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5140 B1V7KEBTPIMZEU4LTD58 31418EWA4 2053-09-01 6.500000 0.00 1000.00 465.58 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5149 B1V7KEBTPIMZEU4LTD58 31418EWK2 2038-09-01 5.500000 0.00 1000.00 440.80 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ7629 S6XOOCT0IEG5ABCC6L87 3133CYPN2 2054-11-01 5.000000 0.00 1000.00 845.46 Agency Mortgage-Backed Securities FEPC 04.500 CLQJ8182 S6XOOCT0IEG5ABCC6L87 3133D0CT6 2054-11-01 4.500000 0.00 1000.00 884.52 Agency Mortgage-Backed Securities FEPC 05.000 CLTC0710 S6XOOCT0IEG5ABCC6L87 3133W4YF3 2056-08-01 5.000000 0.00 2009.00 1955.03 Agency Mortgage-Backed Securities FEPC 06.500 CLQI2723 S6XOOCT0IEG5ABCC6L87 3133W9AY7 2054-03-01 6.500000 0.00 1024.00 506.89 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6218 S6XOOCT0IEG5ABCC6L87 3133WC4B7 2054-05-01 6.000000 0.00 1000.00 602.25 Agency Mortgage-Backed Securities FEPC 04.500 CLQI5499 S6XOOCT0IEG5ABCC6L87 3133WCDC5 2054-05-01 4.500000 0.00 1000.00 892.39 Agency Mortgage-Backed Securities FEPC 06.000 CLQI7565 S6XOOCT0IEG5ABCC6L87 3133WEMN7 2054-06-01 6.000000 0.00 1001.00 630.92 Agency Mortgage-Backed Securities FEPC 06.000 CLQI7860 S6XOOCT0IEG5ABCC6L87 3133WEWV8 2054-06-01 6.000000 0.00 1001.00 999.65 Agency Mortgage-Backed Securities FEPC 06.000 CIQO4390 S6XOOCT0IEG5ABCC6L87 3133WN2X7 2040-10-01 6.000000 0.00 1001.00 517.67 Agency Mortgage-Backed Securities FEPC 06.000 CIQO3949 S6XOOCT0IEG5ABCC6L87 3133WNL65 2040-07-01 6.000000 0.00 1000.00 302.61 Agency Mortgage-Backed Securities FEPC 04.500 CIQO5806 S6XOOCT0IEG5ABCC6L87 3133WQNX7 2041-07-01 4.500000 0.00 1001.00 977.63 Agency Mortgage-Backed Securities FEPC 05.000 CIQO6036 S6XOOCT0IEG5ABCC6L87 3133WQV59 2041-08-01 5.000000 0.00 1000.00 994.13 Agency Mortgage-Backed Securities FEPC 04.500 CIQO6029 S6XOOCT0IEG5ABCC6L87 3133WQVW0 2041-07-01 4.500000 0.00 1002.00 983.57 Agency Mortgage-Backed Securities 05.500 FGPC G04474 G S6XOOCT0IEG5ABCC6L87 3128M6JT6 2038-07-01 5.500000 0.00 1024.00 19.71 Agency Mortgage-Backed Securities 03.000 FGPC G14497 G S6XOOCT0IEG5ABCC6L87 3128MDGE7 2027-06-01 3.000000 0.00 1000.00 6.52 Agency Mortgage-Backed Securities 03.000 FGPC G14772 G S6XOOCT0IEG5ABCC6L87 3128MDQZ9 2028-04-01 3.000000 0.00 1000.00 5.90 Agency Mortgage-Backed Securities 03.500 FGPC G16505 G S6XOOCT0IEG5ABCC6L87 3128MFNW4 2033-02-01 3.500000 0.00 1017.00 106.57 Agency Mortgage-Backed Securities 04.000 FGPC G08842 G S6XOOCT0IEG5ABCC6L87 3128MJ5C0 2048-10-01 4.000000 0.00 1000.00 63.62 Agency Mortgage-Backed Securities 03.500 FGPC G08881 G S6XOOCT0IEG5ABCC6L87 3128MJ6T2 2049-06-01 3.500000 0.00 12372.00 969.62 Agency Mortgage-Backed Securities 04.000 FGPC G08624 G S6XOOCT0IEG5ABCC6L87 3128MJVS6 2045-01-01 4.000000 0.00 1000.00 69.05 Agency Mortgage-Backed Securities 03.000 FGPC G08732 G S6XOOCT0IEG5ABCC6L87 3128MJY61 2046-11-01 3.000000 0.00 1000.00 149.15 Agency Mortgage-Backed Securities 02.000 FGPC G18547 G S6XOOCT0IEG5ABCC6L87 3128MMTD5 2030-03-01 2.000000 0.00 1000.00 58.77 Agency Mortgage-Backed Securities 03.000 FGPC G18557 G S6XOOCT0IEG5ABCC6L87 3128MMTP8 2030-06-01 3.000000 0.00 1024.00 63.98 Agency Mortgage-Backed Securities 03.000 FGPC G18670 G S6XOOCT0IEG5ABCC6L87 3128MMW82 2032-12-01 3.000000 0.00 1000.00 104.44 Agency Mortgage-Backed Securities 03.000 FGPC C91794 G S6XOOCT0IEG5ABCC6L87 3128P77F4 2034-10-01 3.000000 0.00 1007.00 87.28 Agency Mortgage-Backed Securities 03.000 FGPC C91815 G S6XOOCT0IEG5ABCC6L87 3128P8AQ4 2035-03-01 3.000000 0.00 25000.00 2097.21 Agency Mortgage-Backed Securities 03.000 FGPC C91908 G S6XOOCT0IEG5ABCC6L87 3128P8DM0 2037-01-01 3.000000 0.00 1000.00 156.57 Agency Mortgage-Backed Securities 03.000 FGPC J30843 G S6XOOCT0IEG5ABCC6L87 31307L5C8 2030-02-01 3.000000 0.00 1000.00 60.25 Agency Mortgage-Backed Securities 02.000 FGPC J31975 G S6XOOCT0IEG5ABCC6L87 31307NFQ2 2030-06-01 2.000000 0.00 1000.00 75.13 Agency Mortgage-Backed Securities 03.500 FGPC J40517 G S6XOOCT0IEG5ABCC6L87 31307YSE1 2034-04-01 3.500000 0.00 2000.00 227.01 Agency Mortgage-Backed Securities FNMS 01.500 CIBV9650 B1V7KEBTPIMZEU4LTD58 3140MPWL1 2037-05-01 1.500000 0.00 2370.00 1511.31 Agency Mortgage-Backed Securities FNMS 03.500 CLBW0005 B1V7KEBTPIMZEU4LTD58 3140MRAF4 2052-07-01 3.500000 0.00 718218.00 591852.53 Agency Mortgage-Backed Securities FNMS 06.000 CLBW2727 B1V7KEBTPIMZEU4LTD58 3140MUA59 2056-03-01 6.000000 0.00 1451223.00 1490908.11 Agency Mortgage-Backed Securities FNMS 05.000 CIBW4437 B1V7KEBTPIMZEU4LTD58 3140MV4X3 2041-08-01 5.000000 0.00 1950819.00 1953158.78 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3941 B1V7KEBTPIMZEU4LTD58 3140MVLX4 2052-09-01 5.000000 0.00 1188345.00 732063.24 Agency Mortgage-Backed Securities FNMS 05.000 CLBW4302 B1V7KEBTPIMZEU4LTD58 3140MVX86 2056-05-01 5.000000 0.00 1000.00 973.85 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6186 B1V7KEBTPIMZEU4LTD58 3140NA2U6 2053-02-01 5.500000 0.00 142000.00 75752.65 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4083 B1V7KEBTPIMZEU4LTD58 3140NLRD3 2053-06-01 5.500000 0.00 8211470.00 4354074.00 Agency Mortgage-Backed Securities FNMS 05.500 CLBY5067 B1V7KEBTPIMZEU4LTD58 3140NMTZ0 2053-07-01 5.500000 0.00 210170.00 187603.15 Agency Mortgage-Backed Securities FNMS 03.500 CLFA5001 B1V7KEBTPIMZEU4LTD58 3140W5RX4 2052-09-01 3.500000 0.00 2048.00 1743.90 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5198 B1V7KEBTPIMZEU4LTD58 3140W5X41 2053-04-01 5.000000 0.00 1008.00 938.99 Agency Mortgage-Backed Securities FNMS 03.500 CLFA5529 B1V7KEBTPIMZEU4LTD58 3140W6EB4 2052-09-01 3.500000 0.00 3536852.00 3083471.79 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5929 B1V7KEBTPIMZEU4LTD58 3140W6ST0 2056-05-01 5.500000 0.00 349367.00 339261.06 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5999 B1V7KEBTPIMZEU4LTD58 3140W6UZ3 2056-05-01 5.000000 0.00 1023.00 982.34 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6152 B1V7KEBTPIMZEU4LTD58 3140W6ZS4 2056-06-01 5.500000 0.00 4563774.00 4527084.20 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6330 B1V7KEBTPIMZEU4LTD58 3140W7A83 2056-06-01 6.000000 0.00 79618642.00 79824996.48 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6335 B1V7KEBTPIMZEU4LTD58 3140W7BD1 2056-08-01 6.000000 0.00 16000.00 16039.25 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6611 B1V7KEBTPIMZEU4LTD58 3140W7KZ2 2056-06-01 6.000000 0.00 893129.00 908572.09 Agency Mortgage-Backed Securities FNMS 02.500 CIFM0057 B1V7KEBTPIMZEU4LTD58 3140X3B31 2032-05-01 2.500000 0.00 160000.00 26617.11 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1980 B1V7KEBTPIMZEU4LTD58 3140X5FW8 2048-11-01 3.000000 0.00 169950.00 37574.62 Agency Mortgage-Backed Securities FNMS 04.000 CLFM5296 B1V7KEBTPIMZEU4LTD58 3140X83E5 2049-01-01 4.000000 0.00 258146.00 80963.00 Agency Mortgage-Backed Securities FNMS 03.000 CIFM4726 B1V7KEBTPIMZEU4LTD58 3140X8HC4 2034-11-01 3.000000 0.00 332000.00 56660.13 Agency Mortgage-Backed Securities FNMS 02.000 CLFM5218 B1V7KEBTPIMZEU4LTD58 3140X8YQ4 2050-12-01 2.000000 0.00 4002064.00 2306046.02 Agency Mortgage-Backed Securities FEPC 06.000 CLQX1464 S6XOOCT0IEG5ABCC6L87 31425VTW3 2054-12-01 6.000000 0.00 1000.00 842.27 Agency Mortgage-Backed Securities FEPC 06.000 CLQX4075 S6XOOCT0IEG5ABCC6L87 31425YQ59 2055-01-01 6.000000 0.00 1000.00 722.63 Agency Mortgage-Backed Securities FEPC 06.000 CLQY5321 S6XOOCT0IEG5ABCC6L87 31426P4F9 2055-06-01 6.000000 0.00 1000.00 1009.35 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ2071 S6XOOCT0IEG5ABCC6L87 31426YJR8 2055-09-01 6.500000 0.00 1000.00 1036.92 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ2312 S6XOOCT0IEG5ABCC6L87 31426YSA5 2055-09-01 5.500000 0.00 1000.00 868.44 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ5565 S6XOOCT0IEG5ABCC6L87 31427DFF3 2055-10-01 5.500000 0.00 1000.00 841.05 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ7843 S6XOOCT0IEG5ABCC6L87 31427HWD0 2055-11-01 5.500000 0.00 1000.00 956.37 Agency Mortgage-Backed Securities FEPC 07.000 CLQZ8110 S6XOOCT0IEG5ABCC6L87 31427JAL2 2055-11-01 7.000000 0.00 1000.00 779.37 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ8776 S6XOOCT0IEG5ABCC6L87 31427JXE3 2055-11-01 6.000000 0.00 1000.00 993.77 Agency Mortgage-Backed Securities FEPC 02.500 CLSL0272 S6XOOCT0IEG5ABCC6L87 31427MJS1 2052-01-01 2.500000 0.00 1000.00 745.01 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0393 S6XOOCT0IEG5ABCC6L87 31427MNK3 2055-02-01 6.000000 0.00 1000.00 927.02 Agency Mortgage-Backed Securities FEPC 02.500 CLSL1771 S6XOOCT0IEG5ABCC6L87 31427N6H7 2053-10-01 2.500000 0.00 1000.00 768.39 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1540 S6XOOCT0IEG5ABCC6L87 31427NWA3 2055-02-01 5.500000 0.00 1000.00 866.08 Agency Mortgage-Backed Securities FEPC 06.500 CLSL2639 S6XOOCT0IEG5ABCC6L87 31427P4Z4 2055-07-01 6.500000 0.00 1000.00 889.13 Agency Mortgage-Backed Securities FEPC 06.500 CLSL2640 S6XOOCT0IEG5ABCC6L87 31427P5A8 2055-06-01 6.500000 0.00 1000.00 886.25 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1901 S6XOOCT0IEG5ABCC6L87 31427PDF8 2055-08-01 6.000000 0.00 1000.00 748.18 Agency Mortgage-Backed Securities FNMS 04.000 CLAJ1890 B1V7KEBTPIMZEU4LTD58 3138ATC40 2042-05-01 4.000000 0.00 1000.00 214.96 Agency Mortgage-Backed Securities FNMS 03.000 CIAJ6633 B1V7KEBTPIMZEU4LTD58 3138AYLP2 2026-11-01 3.000000 0.00 1000.00 2.21 Agency Mortgage-Backed Securities FNMS 03.000 CIAK7410 B1V7KEBTPIMZEU4LTD58 3138ECGU1 2027-03-01 3.000000 0.00 1016.00 4.03 Agency Mortgage-Backed Securities FNMS 04.000 CIAL2354 B1V7KEBTPIMZEU4LTD58 3138EJTL2 2026-10-01 4.000000 0.00 64599.00 2.92 Agency Mortgage-Backed Securities FNMS 04.000 CLAL5096 B1V7KEBTPIMZEU4LTD58 3138EMUW9 2043-11-01 4.000000 0.00 4984.00 622.28 Agency Mortgage-Backed Securities FNMS 04.000 CLAL6663 B1V7KEBTPIMZEU4LTD58 3138EPMM3 2039-03-01 4.000000 0.00 1000.00 102.60 Agency Mortgage-Backed Securities FNMS 05.000 CLAL7468 B1V7KEBTPIMZEU4LTD58 3138EQJN3 2045-02-01 5.000000 0.00 17000.00 2081.62 Agency Mortgage-Backed Securities FNMS 02.500 CIAL9460 B1V7KEBTPIMZEU4LTD58 3138ERQN3 2031-11-01 2.500000 0.00 1000.00 123.11 Agency Mortgage-Backed Securities FNMS 04.000 CLAO1744 B1V7KEBTPIMZEU4LTD58 3138LR5E8 2042-05-01 4.000000 0.00 1004.00 107.64 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ0546 B1V7KEBTPIMZEU4LTD58 3138MFTC1 2042-11-01 3.500000 0.00 50000.00 4323.47 Agency Mortgage-Backed Securities FNMS 03.500 CIAS0907 B1V7KEBTPIMZEU4LTD58 3138WAAH0 2028-11-01 3.500000 0.00 25999.00 569.32 Agency Mortgage-Backed Securities FNMS 04.500 CLAS1626 B1V7KEBTPIMZEU4LTD58 3138WAYY7 2044-02-01 4.500000 0.00 2000.00 109.99 Agency Mortgage-Backed Securities FNMS 04.000 CLAS2249 B1V7KEBTPIMZEU4LTD58 3138WBQB4 2039-04-01 4.000000 0.00 1000.00 132.05 Agency Mortgage-Backed Securities FNMS 02.500 CICA0772 B1V7KEBTPIMZEU4LTD58 3140Q72E6 2032-11-01 2.500000 0.00 991000.00 160581.62 Agency Mortgage-Backed Securities FNMS 04.000 CICA2408 B1V7KEBTPIMZEU4LTD58 3140Q9VA8 2033-10-01 4.000000 0.00 261000.00 40841.54 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3495 B1V7KEBTPIMZEU4LTD58 3140QA3D0 2049-05-01 4.000000 0.00 10380317.00 1686534.58 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3387 B1V7KEBTPIMZEU4LTD58 3140QAXR6 2049-04-01 4.000000 0.00 223902.00 45535.01 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8955 B1V7KEBTPIMZEU4LTD58 3140QG5R4 2051-02-01 2.500000 0.00 363518.00 162909.39 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8437 B1V7KEBTPIMZEU4LTD58 3140QGLT2 2051-01-01 2.000000 0.00 1816000.00 901655.99 Agency Mortgage-Backed Securities FNMS 01.500 CLCA8454 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06.500 CLCC1267 B1V7KEBTPIMZEU4LTD58 3140Y7MR6 2055-10-01 6.500000 0.00 13499949.00 10371927.24 Agency Mortgage-Backed Securities FNMS 05.000 CICC1314 B1V7KEBTPIMZEU4LTD58 3140Y7N87 2040-10-01 5.000000 0.00 2516706.00 2282020.51 Agency Mortgage-Backed Securities FNMS 06.000 CICC1328 B1V7KEBTPIMZEU4LTD58 3140Y7PN2 2040-10-01 6.000000 0.00 8400092.00 7210562.25 Agency Mortgage-Backed Securities FNMS 06.000 CICC1329 B1V7KEBTPIMZEU4LTD58 3140Y7PP7 2040-10-01 6.000000 0.00 4975064.00 4575928.71 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1363 B1V7KEBTPIMZEU4LTD58 3140Y7QR2 2055-10-01 6.000000 0.00 17480000.00 16766333.40 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1385 B1V7KEBTPIMZEU4LTD58 3140Y7RF7 2055-10-01 5.500000 0.00 277061.00 246926.60 Agency Mortgage-Backed Securities FNMS 04.500 CLCC1423 B1V7KEBTPIMZEU4LTD58 3140Y7SM1 2055-11-01 4.500000 0.00 14399040.00 13134272.74 Agency Mortgage-Backed Securities FNMS 05.000 CL735222 B1V7KEBTPIMZEU4LTD58 31402QYT2 2035-02-01 5.000000 0.00 110000.00 930.75 Agency Mortgage-Backed Securities FNMS 05.000 CL745275 B1V7KEBTPIMZEU4LTD58 31403C6L0 2036-02-01 5.000000 0.00 2465000.00 20233.03 Agency Mortgage-Backed Securities FNMS 06.500 CL745947 B1V7KEBTPIMZEU4LTD58 31403DWG0 2036-10-01 6.500000 0.00 3653685.00 14537.82 Agency Mortgage-Backed Securities FNMS 05.000 CL776708 B1V7KEBTPIMZEU4LTD58 31404R3R6 2034-05-01 5.000000 0.00 310000.00 5934.23 Agency Mortgage-Backed Securities FNMS 05.000 CL776463 B1V7KEBTPIMZEU4LTD58 31404RTU1 2034-03-01 5.000000 0.00 1827473.00 12249.95 Agency Mortgage-Backed Securities FNMS 07.000 CL787556 B1V7KEBTPIMZEU4LTD58 31405E5R2 2035-02-01 7.000000 0.00 360000.00 9098.91 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4024 B1V7KEBTPIMZEU4LTD58 3140QPPJ0 2052-07-01 4.500000 0.00 300000.00 194613.77 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4103 B1V7KEBTPIMZEU4LTD58 3140QPRZ2 2052-07-01 5.000000 0.00 2000000.00 1319157.37 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4138 B1V7KEBTPIMZEU4LTD58 3140QPS40 2052-07-01 5.000000 0.00 125108738.00 80813897.15 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4128 B1V7KEBTPIMZEU4LTD58 3140QPSS7 2052-07-01 4.500000 0.00 35000.00 22355.81 Agency Mortgage-Backed Securities FNMS 02.500 CICB4228 B1V7KEBTPIMZEU4LTD58 3140QPVW4 2037-07-01 2.500000 0.00 1366152.00 752220.55 Agency Mortgage-Backed Securities FNMS 02.500 CICB4285 B1V7KEBTPIMZEU4LTD58 3140QPXP7 2037-07-01 2.500000 0.00 4001983.00 2335286.28 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4345 B1V7KEBTPIMZEU4LTD58 3140QPZK6 2052-08-01 4.500000 0.00 563113.00 380646.88 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4349 B1V7KEBTPIMZEU4LTD58 3140QPZP5 2052-08-01 5.000000 0.00 6620000.00 4034036.92 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4556 B1V7KEBTPIMZEU4LTD58 3140QQB20 2052-09-01 4.500000 0.00 17500000.00 12856780.90 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4613 B1V7KEBTPIMZEU4LTD58 3140QQDT9 2052-09-01 4.500000 0.00 1694000.00 1224366.10 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4691 B1V7KEBTPIMZEU4LTD58 3140QQF91 2052-09-01 5.500000 0.00 102817.00 67498.13 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4794 B1V7KEBTPIMZEU4LTD58 3140QQKG9 2052-10-01 4.500000 0.00 1961000.00 1420742.08 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4800 B1V7KEBTPIMZEU4LTD58 3140QQKN4 2052-10-01 4.500000 0.00 600000.00 417863.71 Agency Mortgage-Backed Securities FNMS 02.500 CICB4802 B1V7KEBTPIMZEU4LTD58 3140QQKQ7 2037-07-01 2.500000 0.00 1247279.00 585022.19 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4851 B1V7KEBTPIMZEU4LTD58 3140QQL94 2052-10-01 4.500000 0.00 3250000.00 2306802.27 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4820 B1V7KEBTPIMZEU4LTD58 3140QQLA1 2052-10-01 4.500000 0.00 6000.00 4424.18 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4959 B1V7KEBTPIMZEU4LTD58 3140QQQM0 2052-10-01 4.500000 0.00 15000.00 10444.06 Agency Mortgage-Backed Securities FNMS 05.000 CICB5005 B1V7KEBTPIMZEU4LTD58 3140QQR31 2037-10-01 5.000000 0.00 8000.00 4115.12 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5453 B1V7KEBTPIMZEU4LTD58 3140QRBX0 2053-01-01 5.500000 0.00 150205.00 100301.40 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5497 B1V7KEBTPIMZEU4LTD58 3140QRDB6 2053-01-01 6.500000 0.00 200000.00 105117.23 Agency Mortgage-Backed Securities FNMS 02.000 CLFS2040 B1V7KEBTPIMZEU4LTD58 3140XHHS9 2052-02-01 2.000000 0.00 1250000.00 761215.64 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2114 B1V7KEBTPIMZEU4LTD58 3140XHK48 2052-06-01 4.500000 0.00 239000.00 151504.87 Agency Mortgage-Backed Securities FNMS 05.500 CTFS2101 B1V7KEBTPIMZEU4LTD58 3140XHKP1 2038-10-01 5.500000 0.00 3704532.00 78093.43 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2120 B1V7KEBTPIMZEU4LTD58 3140XHLA3 2052-06-01 4.000000 0.00 1290000.00 795291.77 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2185 B1V7KEBTPIMZEU4LTD58 3140XHNB9 2052-06-01 4.000000 0.00 12000000.00 8143765.09 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2317 B1V7KEBTPIMZEU4LTD58 3140XHSF5 2052-04-01 2.500000 0.00 20000.00 12221.08 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2480 B1V7KEBTPIMZEU4LTD58 3140XHXJ1 2052-06-01 3.000000 0.00 74000.00 44721.30 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2525 B1V7KEBTPIMZEU4LTD58 3140XHYX9 2052-08-01 4.500000 0.00 37542808.00 24110927.12 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2553 B1V7KEBTPIMZEU4LTD58 3140XHZT7 2051-01-01 4.500000 0.00 260000.00 143501.36 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3478 B1V7KEBTPIMZEU4LTD58 3140XJ2L6 2051-12-01 3.000000 0.00 20947676.00 13894399.27 Agency Mortgage-Backed Securities FNMS 04.000 CLFS3526 B1V7KEBTPIMZEU4LTD58 3140XJ4L4 2052-12-01 4.000000 0.00 2770000.00 1926946.29 Agency Mortgage-Backed Securities FNMS 03.500 CIFS3563 B1V7KEBTPIMZEU4LTD58 3140XJ5Z2 2038-06-01 3.500000 0.00 974284.00 574622.82 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3587 B1V7KEBTPIMZEU4LTD58 3140XJ6Z1 2053-08-01 6.000000 0.00 21681902.00 12125170.65 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2824 B1V7KEBTPIMZEU4LTD58 3140XJD67 2051-12-01 2.500000 0.00 11000.00 7373.36 Agency Mortgage-Backed Securities FNMS 04.000 CIFS2928 B1V7KEBTPIMZEU4LTD58 3140XJHE6 2037-09-01 4.000000 0.00 8000.00 4257.98 Agency Mortgage-Backed Securities FNMS 03.500 CIFS2932 B1V7KEBTPIMZEU4LTD58 3140XJHJ5 2037-01-01 3.500000 0.00 1915000.00 736284.98 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3064 B1V7KEBTPIMZEU4LTD58 3140XJMN0 2052-04-01 3.000000 0.00 800000.00 488086.95 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3102 B1V7KEBTPIMZEU4LTD58 3140XJNU3 2052-10-01 4.500000 0.00 20000.00 14148.21 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3154 B1V7KEBTPIMZEU4LTD58 3140XJQG1 2052-07-01 4.500000 0.00 25000.00 16328.46 Agency Mortgage-Backed Securities FNMS 01.500 CIFS3221 B1V7KEBTPIMZEU4LTD58 3140XJSK0 2037-02-01 1.500000 0.00 56308.00 27998.36 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3251 B1V7KEBTPIMZEU4LTD58 3140XJTH6 2052-11-01 6.000000 0.00 72259.00 40949.12 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3404 B1V7KEBTPIMZEU4LTD58 3140XJYA5 2052-12-01 5.500000 0.00 50331.00 38825.06 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4377 B1V7KEBTPIMZEU4LTD58 3140XK2K5 2052-04-01 3.000000 0.00 7997012.00 5546768.52 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3687 B1V7KEBTPIMZEU4LTD58 3140XKCZ1 2052-11-01 5.000000 0.00 665000.00 489077.95 Agency Mortgage-Backed Securities FNMS 03.000 CTFS3743 B1V7KEBTPIMZEU4LTD58 3140XKER7 2042-09-01 3.000000 0.00 337000.00 222666.51 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3822 B1V7KEBTPIMZEU4LTD58 3140XKG87 2053-02-01 6.000000 0.00 3750000.00 2402645.16 Agency Mortgage-Backed Securities FNMS 02.500 CLFS3806 B1V7KEBTPIMZEU4LTD58 3140XKGQ7 2052-07-01 2.500000 0.00 871131.00 573506.87 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3971 B1V7KEBTPIMZEU4LTD58 3140XKMV9 2052-10-01 4.500000 0.00 33221771.00 20461957.01 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4040 B1V7KEBTPIMZEU4LTD58 3140XKP20 2053-02-01 5.000000 0.00 6266000.00 4223713.92 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4023 B1V7KEBTPIMZEU4LTD58 3140XKPH7 2053-03-01 5.500000 0.00 38911281.00 25487210.14 Agency Mortgage-Backed Securities FNMS 02.500 CIFS4056 B1V7KEBTPIMZEU4LTD58 3140XKQJ2 2036-07-01 2.500000 0.00 2175000.00 1300521.93 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4094 B1V7KEBTPIMZEU4LTD58 3140XKRQ5 2052-11-01 5.000000 0.00 1300000.00 869665.16 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5270 B1V7KEBTPIMZEU4LTD58 3140XL2C1 2053-07-01 5.500000 0.00 1300000.00 923300.16 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5340 B1V7KEBTPIMZEU4LTD58 3140XL5A2 2053-07-01 6.000000 0.00 32284814.00 19260591.72 Agency Mortgage-Backed Securities FNMS 04.500 CLFS5361 B1V7KEBTPIMZEU4LTD58 3140XL5X2 2050-09-01 4.500000 0.00 921444.00 616310.42 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3044 B1V7KEBTPIMZEU4LTD58 3138WCL27 2044-08-01 4.000000 0.00 7590545.00 2290525.77 Agency Mortgage-Backed Securities FNMS 04.000 CLAS4168 B1V7KEBTPIMZEU4LTD58 3138WDT27 2044-12-01 4.000000 0.00 54000.00 5829.97 Agency Mortgage-Backed Securities FNMS 03.500 CTAS8740 B1V7KEBTPIMZEU4LTD58 3138WJWA2 2037-02-01 3.500000 0.00 600000.00 79880.16 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9786 B1V7KEBTPIMZEU4LTD58 3138WK2U8 2047-06-01 4.000000 0.00 6000.00 886.65 Agency Mortgage-Backed Securities FNMS 05.000 CLAT9431 B1V7KEBTPIMZEU4LTD58 3138WXPR2 2043-08-01 5.000000 0.00 1183903.00 29078.42 Agency Mortgage-Backed Securities FNMS 03.500 CTAU1319 B1V7KEBTPIMZEU4LTD58 3138X0PD4 2033-07-01 3.500000 0.00 15709428.00 1703406.31 Agency Mortgage-Backed Securities FNMS 03.500 CLAU3742 B1V7KEBTPIMZEU4LTD58 3138X3EQ1 2043-08-01 3.500000 0.00 28000.00 3466.83 Agency Mortgage-Backed Securities FNMS 04.000 CLAU6721 B1V7KEBTPIMZEU4LTD58 3138X6PF6 2043-10-01 4.000000 0.00 2500000.00 255017.70 Agency Mortgage-Backed Securities FNMS 05.000 CLAU7370 B1V7KEBTPIMZEU4LTD58 3138X7FL2 2043-09-01 5.000000 0.00 223588.00 12289.57 Agency Mortgage-Backed Securities FNMS 04.000 CLAV1419 B1V7KEBTPIMZEU4LTD58 3138XCSH6 2043-11-01 4.000000 0.00 315000.00 19516.41 Agency Mortgage-Backed Securities FNMS 04.000 CLAV3942 B1V7KEBTPIMZEU4LTD58 3138XFLY9 2043-12-01 4.000000 0.00 200000.00 15767.10 Agency Mortgage-Backed Securities FNMS 04.000 CLAV7014 B1V7KEBTPIMZEU4LTD58 3138XJYL5 2044-09-01 4.000000 0.00 4415199.00 1377825.11 Agency Mortgage-Backed Securities FNMS 05.000 CLAV8780 B1V7KEBTPIMZEU4LTD58 3138XLXJ6 2044-02-01 5.000000 0.00 331399.00 38730.13 Agency Mortgage-Backed Securities FNMS 04.000 CLAW8566 B1V7KEBTPIMZEU4LTD58 3138XYQU1 2044-08-01 4.000000 0.00 12000.00 707.14 Agency Mortgage-Backed Securities FNMS 04.000 CLAX9974 B1V7KEBTPIMZEU4LTD58 3138YCCL3 2044-12-01 4.000000 0.00 6645420.00 817713.71 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1150 B1V7KEBTPIMZEU4LTD58 3140QLH41 2051-07-01 3.000000 0.00 10489899.00 5967481.71 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1332 B1V7KEBTPIMZEU4LTD58 3140QLPS9 2051-08-01 2.500000 0.00 575000.00 327135.25 Agency Mortgage-Backed Securities FNMS 02.000 CICB1469 B1V7KEBTPIMZEU4LTD58 3140QLT30 2036-08-01 2.000000 0.00 2520802.00 1158950.27 Agency Mortgage-Backed Securities FNMS 03.500 CICB1489 B1V7KEBTPIMZEU4LTD58 3140QLUP9 2036-08-01 3.500000 0.00 242902.00 135488.29 Agency Mortgage-Backed Securities FNMS 03.500 CICB1493 B1V7KEBTPIMZEU4LTD58 3140QLUT1 2036-06-01 3.500000 0.00 635713.00 344407.48 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2629 B1V7KEBTPIMZEU4LTD58 3140QM4P6 2052-01-01 2.500000 0.00 1100000.00 630383.57 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1810 B1V7KEBTPIMZEU4LTD58 3140QMAL8 2051-10-01 3.000000 0.00 1817304.00 1162204.14 Agency Mortgage-Backed Securities FNMS 01.500 CICB2016 B1V7KEBTPIMZEU4LTD58 3140QMG24 2036-10-01 1.500000 0.00 1657766.00 857636.29 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2078 B1V7KEBTPIMZEU4LTD58 3140QMJY1 2051-11-01 3.000000 0.00 16000.00 9312.45 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2097 B1V7KEBTPIMZEU4LTD58 3140QMKK9 2051-11-01 3.000000 0.00 4266000.00 2617704.56 Agency Mortgage-Backed Securities FNMS 01.500 CICB2221 B1V7KEBTPIMZEU4LTD58 3140QMPF5 2036-12-01 1.500000 0.00 195000.00 90996.38 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2276 B1V7KEBTPIMZEU4LTD58 3140QMQ64 2051-11-01 2.500000 0.00 300000.00 172900.02 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2400 B1V7KEBTPIMZEU4LTD58 3140QMU28 2051-12-01 2.500000 0.00 1057655.00 679013.05 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2434 B1V7KEBTPIMZEU4LTD58 3140QMV43 2051-12-01 3.000000 0.00 350000.00 221937.42 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2424 B1V7KEBTPIMZEU4LTD58 3140QMVS0 2051-12-01 3.000000 0.00 455000.00 263297.68 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2556 B1V7KEBTPIMZEU4LTD58 3140QMZW7 2052-01-01 3.000000 0.00 339400.00 223111.55 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3496 B1V7KEBTPIMZEU4LTD58 3140QN3E0 2052-05-01 3.000000 0.00 200000.00 133769.84 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3596 B1V7KEBTPIMZEU4LTD58 3140QN7J5 2052-05-01 3.500000 0.00 2000.00 1206.57 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2759 B1V7KEBTPIMZEU4LTD58 3140QNB50 2052-02-01 3.000000 0.00 100000.00 57814.55 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2848 B1V7KEBTPIMZEU4LTD58 3140QNEW8 2052-02-01 2.000000 0.00 259554.00 143676.40 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2893 B1V7KEBTPIMZEU4LTD58 3140QNGB2 2052-02-01 3.000000 0.00 214640228.00 134529334.92 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2894 B1V7KEBTPIMZEU4LTD58 3140QNGC0 2052-02-01 3.000000 0.00 4011485.00 2414958.60 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3044 B1V7KEBTPIMZEU4LTD58 3140QNL26 2052-03-01 2.500000 0.00 210000.00 123124.66 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3049 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6.500000 0.00 1015.00 1057.49 Agency Mortgage-Backed Securities GNII SF DP6648 C 549300M8ZYFG0OCMTT87 3618MML50 2056-02-20 6.500000 0.00 1000.00 1042.26 Agency Mortgage-Backed Securities GNII SF DP6658 C 549300M8ZYFG0OCMTT87 3618MMMF7 2056-02-20 6.500000 0.00 1000.00 1041.24 Agency Mortgage-Backed Securities GNII SF DP8599 C 549300M8ZYFG0OCMTT87 3618MPRU2 2056-05-20 6.500000 0.00 2003.00 2093.81 Agency Mortgage-Backed Securities GNII SF DQ2628 C 549300M8ZYFG0OCMTT87 3618MU4M4 2056-03-20 7.500000 0.00 1000.00 1087.75 Agency Mortgage-Backed Securities GNII SF DQ5897 C 549300M8ZYFG0OCMTT87 3618MYRS8 2056-03-20 6.500000 0.00 1000.00 1041.52 Agency Mortgage-Backed Securities GNII SF DQ7754 C 549300M8ZYFG0OCMTT87 3618N1TK4 2056-03-20 6.500000 0.00 1000.00 1041.21 Agency Mortgage-Backed Securities GNII SF MB0871 M 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 1024.00 978.40 Agency Mortgage-Backed Securities GNII SF MB0872 M 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.500000 0.00 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3132DWL92 2054-08-01 5.000000 0.00 2327000.00 1903504.63 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8462 S6XOOCT0IEG5ABCC6L87 3132DWMK6 2054-09-01 5.500000 0.00 7069759.00 5022658.84 Agency Mortgage-Backed Securities FKAR WV0350 S6XOOCT0IEG5ABCC6L87 3132V8L79 2036-03-01 4.178000 0.00 1200.00 1199.84 Agency Mortgage-Backed Securities FEPC 04.500 CLRA2389 S6XOOCT0IEG5ABCC6L87 3133KHUN4 2050-04-01 4.500000 0.00 1030.00 212.07 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5009 S6XOOCT0IEG5ABCC6L87 3133KLR66 2051-04-01 2.000000 0.00 1000.00 569.97 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5826 S6XOOCT0IEG5ABCC6L87 3133KMPK5 2051-09-01 2.500000 0.00 93783.00 52993.22 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7191 S6XOOCT0IEG5ABCC6L87 3133KN7C1 2052-04-01 3.500000 0.00 924999.00 570233.80 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS2158 B1V7KEBTPIMZEU4LTD58 3140LCMG3 2031-06-01 1.860000 0.00 1000.00 847.65 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4267 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1090.00 844.34 Agency Mortgage-Backed Securities FNMS 04.000 CLMA6051 B1V7KEBTPIMZEU4LTD58 31418FWM5 2056-05-01 4.000000 0.00 59000.00 53328.23 Agency Mortgage-Backed Securities FNMS 05.000 CLMA6144 B1V7KEBTPIMZEU4LTD58 31418FZJ9 2056-08-01 5.000000 0.00 1000.00 967.13 Agency Mortgage-Backed Securities GNII SF DT3000 C 549300M8ZYFG0OCMTT87 3618W2KM7 2056-07-20 6.500000 0.00 184832.00 193169.17 Agency Mortgage-Backed Securities GNMI SF 723449 X 549300M8ZYFG0OCMTT87 3620A9WJ6 2039-11-15 5.000000 0.00 1306.00 56.82 Agency Mortgage-Backed Securities GNII SP 785226 C 549300M8ZYFG0OCMTT87 3622AAVT8 2050-12-20 3.000000 0.00 1000.00 413.85 Agency Mortgage-Backed Securities GNII SP 786326 C 549300M8ZYFG0OCMTT87 3622AB4K5 2052-08-20 5.500000 0.00 1000.00 756.13 Agency Mortgage-Backed Securities FEPC 02.500 CLQA8814 S6XOOCT0IEG5ABCC6L87 3133A3YK8 2050-04-01 2.500000 0.00 1024.00 485.25 Agency Mortgage-Backed Securities FEPC 06.000 CLQF0037 S6XOOCT0IEG5ABCC6L87 3133BMBE4 2052-09-01 6.000000 0.00 1000.00 984.17 Agency Mortgage-Backed Securities FEPC 06.000 CLQF0459 S6XOOCT0IEG5ABCC6L87 3133BMQL2 2052-09-01 6.000000 0.00 450000.00 260042.47 Agency Mortgage-Backed Securities FEPC 04.000 CLQF1743 S6XOOCT0IEG5ABCC6L87 3133BN5C3 2052-10-01 4.000000 0.00 1000.00 723.54 Agency Mortgage-Backed Securities FEPC 06.500 CLQF1157 S6XOOCT0IEG5ABCC6L87 3133BNJA2 2052-09-01 6.500000 0.00 1000.00 651.68 Agency Mortgage-Backed Securities FEPC 05.500 CLQF1317 S6XOOCT0IEG5ABCC6L87 3133BNPA5 2052-10-01 5.500000 0.00 1000.00 696.57 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6932 S6XOOCT0IEG5ABCC6L87 3133BUVZ7 2053-02-01 5.500000 0.00 1913888.00 951030.37 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7956 S6XOOCT0IEG5ABCC6L87 3133BVZV0 2053-02-01 6.000000 0.00 1114524.00 970144.50 Agency Mortgage-Backed Securities FEPC 05.000 CLQF9847 S6XOOCT0IEG5ABCC6L87 3133BX5G2 2053-04-01 5.000000 0.00 2086255.00 1625962.98 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM1086 B1V7KEBTPIMZEU4LTD58 3140J5F46 2047-04-01 6.038000 0.00 1000.00 94.49 Agency Mortgage-Backed Securities FNMS 02.500 CTBM3972 B1V7KEBTPIMZEU4LTD58 3140J8MW0 2038-04-01 2.500000 0.00 397545.00 72482.20 Agency Mortgage-Backed Securities FNMS 05.000 CLBO4635 B1V7KEBTPIMZEU4LTD58 3140K0EH7 2049-11-01 5.000000 0.00 1012.00 439.89 Agency Mortgage-Backed Securities FNMS 03.000 CLBP5487 B1V7KEBTPIMZEU4LTD58 3140KDCZ1 2050-06-01 3.000000 0.00 1127.00 255.81 Agency Mortgage-Backed Securities FNMS 05.500 CLDI3076 B1V7KEBTPIMZEU4LTD58 3140UWM20 2056-07-01 5.500000 0.00 1723936.00 1717911.42 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0118 B1V7KEBTPIMZEU4LTD58 3140W0DY8 2054-05-01 6.000000 0.00 1000.00 773.39 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4153 B1V7KEBTPIMZEU4LTD58 31418DTK8 2040-10-01 2.500000 0.00 1000.00 418.18 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4261 B1V7KEBTPIMZEU4LTD58 31418DWX6 2036-02-01 2.000000 0.00 3209.00 1296.28 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5341 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