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B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 62800100.00 54788202.49 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 47481800.00 44763727.71 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 1157600.00 1092602.39 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 66357100.00 63282462.16 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 19875600.00 18915292.03 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 2344300.00 2071953.34 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 7287300.00 6939373.64 U.S. Treasuries (including strips) T 4 3/4 05/15/55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 95757900.00 89636501.30 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 100.00 91.73 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 33340600.00 28368177.12 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 41246400.00 31456405.56 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 157343100.00 145400320.90 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 2000.00 1920.49 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 100.00 88.27 U.S. Treasuries (including strips) T 5 05/15/45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 2117500.00 2085093.60 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 2100.00 1418.18 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 9309600.00 6202171.89 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 6796300.00 6601262.44 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 5436200.00 4624264.53 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 5860000.00 3799851.78 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 3384800.00 1832038.45 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 30382800.00 30194765.14 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 266537700.00 264040713.70 U.S. Treasuries (including strips) 4 NOTE R 29 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 1200.00 1200.59 U.S. Treasuries (including strips) 2 1/4 BOND 41 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 249999700.00 178012851.60 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 223357600.00 118029798.60 U.S. Treasuries (including strips) T 1 3/8 11/15/40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 1000.00 630.00 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 102699200.00 101255615.40 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 100.00 97.94 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 67694700.00 67794646.81 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 61800.00 56034.47 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 25341300.00 25194032.70 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 12345800.00 12076366.87 U.S. Treasuries (including strips) T 3 7/8 06/30/30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 26162600.00 25792570.12 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 5402200.00 5417968.67 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 1500.00 1483.73 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 25224500.00 24308497.51 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 50000000.00 25034001.09 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 73100.00 44406.72 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 18435000.00 8580936.24 U.S. Treasuries (including strips) T 3 3/4 10/31/32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 100.00 96.78 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 4197600.00 2575270.03 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 50000500.00 49607683.03 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 100.00 96.73 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 18599400.00 12763140.77 U.S. Treasuries (including strips) 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 6490000.00 4720950.58 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 110735100.00 112212770.40 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 100.00 71.41 U.S. Treasuries (including strips) T 3 7/8 08/15/34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 1617100.00 1533726.82 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 35047000.00 34424559.18 U.S. Treasuries (including strips) T 4 1/8 11/15/27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 100.00 101.03 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 224806900.00 225022456.70 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 16169000.00 16265391.84 U.S. Treasuries (including strips) T 4 3/8 12/31/29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 36893200.00 37089026.30 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 71595700.00 67287098.79 U.S. Treasuries (including strips) T 4 1/4 01/31/30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 1000.00 997.29 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 7147400.00 7121396.83 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 6526000.00 6340344.27 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 100.00 100.17 U.S. Treasuries (including strips) T 2 3/8 03/31/29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 1200.00 1153.21 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 50000000.00 47056050.00 U.S. Treasuries (including strips) T 2 7/8 05/15/32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 162911200.00 150548602.10 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 100.00 99.79 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 93641800.00 94052858.33 U.S. Treasuries (including strips) T 3 7/8 11/30/29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 113400.00 112580.05 U.S. Treasuries (including strips) T 4 1/8 08/15/44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 4539600.00 3957716.24 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 40224900.00 36132962.58 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 21732100.00 20756415.40 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 17372400.00 16616675.67 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 3014300.00 2765353.09 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 29669700.00 29213365.18 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 447500.00 427706.68 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 300.00 272.54 U.S. Treasuries (including strips) T 0 5/8 05/15/30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 81500.00 71067.29 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 2911300.00 2837943.48 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 100.00 99.24 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 100.00 100.09 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 133327500.00 132011557.60 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 3100.00 3164.95 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 98900.00 85576.19 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 2420100.00 2376160.66 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0.00 0.00 79900.00 79538.45 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 400.00 397.89 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VC8 2026-09-15 0.00 0.00 1000.00 998.59 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VE4 2026-09-29 0.00 0.00 100.00 99.71 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0.00 0.00 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2031-04-30 3.875000 0.00 31600.00 31193.33 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 17027500.00 12010795.76 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 12708000.00 9144719.34 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 27931800.00 28380771.63 U.S. Treasuries (including strips) 4 1/8 NOTE BD 28 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 334300.00 335348.61 U.S. Treasuries (including strips) T 3 3/8 09/15/28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 300.00 298.95 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 1000.00 979.09 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 125362300.00 126233461.10 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 152459800.00 145903591.10 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 357531000.00 355402858.90 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 185258800.00 187786003.40 U.S. Treasuries (including strips) T 1 3/4 01/31/29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 26192700.00 24662029.64 U.S. Treasuries (including strips) T 4 1/8 02/28/27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 4743200.00 4746757.40 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 400.00 398.60 U.S. Treasuries (including strips) 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 1000.00 936.70 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 5779500.00 5627556.95 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 14317500.00 14007557.56 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 400.00 389.17 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 16496400.00 15824158.43 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 36313400.00 34431493.57 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 5600.00 5532.27 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 81207300.00 81351090.17 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 400.00 399.27 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 426300.00 417564.84 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 24922500.00 24882259.37 U.S. Treasuries (including strips) T 3 3/8 05/15/33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 51308800.00 48169260.26 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 600.00 604.71 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 100.00 95.87 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 115007300.00 115049507.70 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 2582700.00 2415917.54 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 36800.00 36968.16 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 600.00 606.56 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 500.00 492.45 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 200.00 166.70 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 2359200.00 2327342.70 U.S. Treasuries (including strips) T 4 1/8 03/31/29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 200.00 202.15 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 123350700.00 86028151.55 U.S. Treasuries (including strips) T 2 7/8 11/15/46 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 410000.00 290144.09 U.S. Treasuries (including strips) 4 5/8 BOND 40 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 14184300.00 13726726.82 U.S. Treasuries (including strips) T 4 7/8 10/31/28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 600.00 615.91 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 196489300.00 129988077.30 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 18607500.00 13643248.76 U.S. Treasuries (including strips) BILL 08/05/27 254900HROIFWPRGM1V77 912797VR5 2027-08-05 0.00 0.00 1000100.00 962871.28 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 6626100.00 6185370.43 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 40590300.00 30180769.32 U.S. Treasuries (including strips) 3 1/8 BOND 44 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 14227400.00 10725121.98 U.S. Treasuries (including strips) 5 1/4 BOND 29 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 300.00 307.45 U.S. Treasuries (including strips) 3 3/8 BOND 44 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 5997200.00 4765950.20 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 99004000.00 99097739.57 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 400.00 393.18 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 4469300.00 4318040.55 U.S. Treasuries (including strips) 3 7/8 BOND 40 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 42797100.00 37994143.35 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 163800.00 120905.42 U.S. Treasuries (including strips) 3 3/4 BOND 41 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 30640100.00 26402679.41 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 5300.00 5301.14 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 800.00 793.69 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 400.00 403.32 U.S. Treasuries (including strips) 3 1/8 BOND 43 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 56815000.00 43870764.44 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 110477500.00 82633800.44 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 100.00 99.55 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 16051800.00 16042102.53 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 4979600.00 5102053.43 U.S. Treasuries (including strips) 4 3/8 BOND 39 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 9110700.00 8708924.27 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 34539000.00 34348018.85 U.S. Treasuries (including strips) 5 1/2 BOND 28 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.500000 0.00 7800.00 7984.66 U.S. Treasuries (including strips) 6 1/8 BOND 29 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125000 0.00 208500.00 218862.67 U.S. Treasuries (including strips) 4 3/4 BOND 37 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 300.00 301.07 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 46095900.00 37692114.38 U.S. Treasuries (including strips) 4 3/8 BOND 38 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 841400.00 814166.55 U.S. Treasuries (including strips) 4 1/4 BOND 39 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 13485000.00 12815494.37 U.S. Treasuries (including strips) 4 1/2 BOND 39 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 52327800.00 50236808.41 U.S. Treasuries (including strips) 4 3/8 BOND 40 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 3508600.00 3339256.28 U.S. Treasuries (including strips) 4 3/4 BOND 41 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 412000.00 400259.33 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 41941000.00 33511202.73 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 180350400.00 141888277.80 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 46585300.00 34525374.50 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 77048500.00 65018565.95 U.S. Treasuries (including strips) 5 BOND 37 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 21792100.00 22593633.34 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 12857700.00 9988637.29 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 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Agency Mortgage-Backed Securities FNMS 05.000 CLFS6531 B1V7KEBTPIMZEU4LTD58 3140XNHH0 2049-09-01 5.000000 0.00 6641121.80 6624330.83 Agency Mortgage-Backed Securities FNMS 04.500 CLCC2182 B1V7KEBTPIMZEU4LTD58 3140Y8M86 2056-03-01 4.500000 0.00 32475841.31 30744261.92 Agency Mortgage-Backed Securities FNMS 04.000 CLBV5842 B1V7KEBTPIMZEU4LTD58 3140MKP48 2055-07-01 4.000000 0.00 2244207.31 2069761.34 Agency Mortgage-Backed Securities FNMS 07.500 GO611831 B1V7KEBTPIMZEU4LTD58 31388QVY2 2031-02-01 7.500000 0.00 5449.73 5454.85 Agency Mortgage-Backed Securities FNMS 05.000 CLBY8482 B1V7KEBTPIMZEU4LTD58 3140NRM86 2053-08-01 5.000000 0.00 1588308.68 1548258.95 Agency Mortgage-Backed Securities FNMS 06.500 CLFA5753 B1V7KEBTPIMZEU4LTD58 3140W6MB5 2054-06-01 6.500000 0.00 115778464.00 120098698.80 Agency Mortgage-Backed Securities FNMS 06.000 CLDD2485 B1V7KEBTPIMZEU4LTD58 3140B2XP4 2055-02-01 6.000000 0.00 4363743.08 4465968.13 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5977 B1V7KEBTPIMZEU4LTD58 31418FUB1 2041-02-01 4.500000 0.00 161108.88 158119.82 Agency Mortgage-Backed Securities FNMS 06.000 CLDD6065 B1V7KEBTPIMZEU4LTD58 3140B6W35 2055-04-01 6.000000 0.00 2512651.19 2572701.04 Agency Mortgage-Backed Securities FNMS 06.000 CLDD6145 B1V7KEBTPIMZEU4LTD58 3140B6ZK4 2055-03-01 6.000000 0.00 1073881.29 1097979.18 Agency Mortgage-Backed Securities FNMS 06.000 CLDE3649 B1V7KEBTPIMZEU4LTD58 3140BGBT9 2055-07-01 6.000000 0.00 1887133.83 1932183.49 Agency Mortgage-Backed Securities FNMS 07.000 CLDE4167 B1V7KEBTPIMZEU4LTD58 3140BGTZ6 2055-08-01 7.000000 0.00 1461504.71 1551605.50 Agency Mortgage-Backed Securities FNMS 06.000 CLDE7988 B1V7KEBTPIMZEU4LTD58 3140BL2W1 2055-08-01 6.000000 0.00 8049574.36 8225481.71 Agency Mortgage-Backed Securities FNMS 07.500 CLMA6137 B1V7KEBTPIMZEU4LTD58 31418FZB6 2056-06-01 7.500000 0.00 4551705.98 4878013.23 Agency Mortgage-Backed Securities FNMS 06.000 CIMA5802 B1V7KEBTPIMZEU4LTD58 31418FNU7 2040-08-01 6.000000 0.00 23679379.81 24340508.10 Agency Mortgage-Backed Securities FEPC 06.000 CLTC2564 S6XOOCT0IEG5ABCC6L87 3130G1W24 2056-08-01 6.000000 0.00 19785.00 20273.77 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6071 B1V7KEBTPIMZEU4LTD58 3140QDW91 2050-06-01 2.500000 0.00 20599556.74 17390935.44 Agency Mortgage-Backed Securities FNMS 06.000 CLDF4950 B1V7KEBTPIMZEU4LTD58 3140BVQC7 2055-11-01 6.000000 0.00 2272745.90 2329778.18 Agency Mortgage-Backed Securities FNMS 04.500 CLDG0505 B1V7KEBTPIMZEU4LTD58 3140U3R37 2056-02-01 4.500000 0.00 3530935.20 3348272.86 Agency Mortgage-Backed Securities FNMS 05.500 CLDG4447 B1V7KEBTPIMZEU4LTD58 3140U75H1 2056-03-01 5.500000 0.00 1850381.31 1866237.84 Agency Mortgage-Backed Securities FNMS 04.500 CLDG3872 B1V7KEBTPIMZEU4LTD58 3140U7JS2 2056-03-01 4.500000 0.00 2611265.00 2483362.63 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4635 B1V7KEBTPIMZEU4LTD58 3140U8EH9 2056-04-01 5.000000 0.00 1140471.48 1109880.24 Agency Mortgage-Backed Securities FNMS 05.500 CLDG4711 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FCOR 27-30 KF N/A 3133EWWZ9 2030-07-29 4.740000 0.00 2100000.00 2097466.00 Agency Mortgage-Backed Securities 4.87 FCOR 28-32 FZ 254900C5LP6DN9OP9V83 3133EWXY1 2032-08-10 4.870000 0.00 6576000.00 6540061.06 Agency Mortgage-Backed Securities GNII SF MA8395 M 549300M8ZYFG0OCMTT87 36179XKG0 2037-11-20 3.500000 0.00 66457.86 62123.26 Agency Mortgage-Backed Securities GNII SF MA8458 M 549300M8ZYFG0OCMTT87 36179XMF0 2037-10-20 4.000000 0.00 13894.91 13391.46 Agency Mortgage-Backed Securities FNMS 06.500 CLDB1755 B1V7KEBTPIMZEU4LTD58 3140AA5R4 2056-06-01 6.500000 0.00 7274779.48 7586166.72 Agency Mortgage-Backed Securities FNMS 02.500 CIFS6135 B1V7KEBTPIMZEU4LTD58 3140XMY91 2037-01-01 2.500000 0.00 1956451.74 1814850.29 Agency Mortgage-Backed Securities FNMS 07.000 CLDC0315 B1V7KEBTPIMZEU4LTD58 3140AMK59 2054-07-01 7.000000 0.00 2243672.62 2390254.74 Agency Mortgage-Backed Securities GNII SF MA9899 M 549300M8ZYFG0OCMTT87 36179Y7L2 2052-07-20 2.000000 0.00 168151.19 135947.83 Agency 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2055-02-01 5.500000 0.00 29013807.83 28912356.20 Agency Mortgage-Backed Securities GNII SF BV7358 C 549300M8ZYFG0OCMTT87 3617NME75 2036-01-20 5.000000 0.00 220886.59 218567.43 Agency Mortgage-Backed Securities FNMS 06.500 CLDE8801 B1V7KEBTPIMZEU4LTD58 3140BMX70 2055-09-01 6.500000 0.00 898765.90 946072.15 Agency Mortgage-Backed Securities GNII RG CH5779 C 549300M8ZYFG0OCMTT87 3617WXM49 2049-10-20 5.500000 0.00 701062.89 704312.55 Agency Mortgage-Backed Securities GNII SF CI4372 C 549300M8ZYFG0OCMTT87 3617X82D5 2039-07-20 6.000000 0.00 1026233.26 1061905.12 Agency Mortgage-Backed Securities GNII RG CK9490 C 549300M8ZYFG0OCMTT87 3617Y5RK7 2050-01-20 4.000000 0.00 1017932.44 936432.02 Agency Mortgage-Backed Securities GNII RG CL7259 C 549300M8ZYFG0OCMTT87 3617YFB48 2043-07-20 2.500000 0.00 1439045.92 1195263.39 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5732 B1V7KEBTPIMZEU4LTD58 31418FLN5 2055-06-01 4.000000 0.00 61993772.85 56947624.37 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5756 B1V7KEBTPIMZEU4LTD58 31418FME4 2055-07-01 3.500000 0.00 239440.62 213709.29 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5818 B1V7KEBTPIMZEU4LTD58 31418FPC5 2055-09-01 3.500000 0.00 44929072.01 40100799.25 Agency Mortgage-Backed Securities FNMS 04.000 CLBW8874 B1V7KEBTPIMZEU4LTD58 3140N12G7 2052-09-01 4.000000 0.00 1128508.30 1040182.59 Agency Mortgage-Backed Securities FNMS 05.500 CLDG9691 B1V7KEBTPIMZEU4LTD58 3140UDXV6 2056-05-01 5.500000 0.00 1571507.68 1577886.95 Agency Mortgage-Backed Securities FEPC 06.000 CLSL5202 S6XOOCT0IEG5ABCC6L87 31427SX86 2056-03-01 6.000000 0.00 1752437.63 1791148.98 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0121 B1V7KEBTPIMZEU4LTD58 3140XFD32 2052-01-01 2.000000 0.00 6169086.26 4909708.43 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0539 B1V7KEBTPIMZEU4LTD58 31418MS52 2038-09-01 5.500000 0.00 4034169.84 4070753.04 Agency Mortgage-Backed Securities FNMS 06.000 CLDH3825 B1V7KEBTPIMZEU4LTD58 3140UKHB2 2056-07-01 6.000000 0.00 1237571.82 1267845.30 Agency Mortgage-Backed Securities FNMS 06.000 CLDH6188 B1V7KEBTPIMZEU4LTD58 3140UM2W8 2056-07-01 6.000000 0.00 1034369.15 1068036.83 Agency Mortgage-Backed Securities FNMS 06.000 CLDH5908 B1V7KEBTPIMZEU4LTD58 3140UMR68 2056-08-01 6.000000 0.00 15153136.00 15415164.03 Agency Mortgage-Backed Securities FNMS 06.000 CLDH6013 B1V7KEBTPIMZEU4LTD58 3140UMVF3 2056-07-01 6.000000 0.00 2091676.00 2128575.26 Agency Mortgage-Backed Securities FNMS 06.000 CLDH6067 B1V7KEBTPIMZEU4LTD58 3140UMW54 2056-07-01 6.000000 0.00 10169451.13 10433165.34 Agency Mortgage-Backed Securities FNMS 05.000 CLDH7520 B1V7KEBTPIMZEU4LTD58 3140UPLA8 2056-07-01 5.000000 0.00 5543918.04 5402435.41 Agency Mortgage-Backed Securities FNMS 05.000 CLDI0015 B1V7KEBTPIMZEU4LTD58 3140UTAR5 2056-08-01 5.000000 0.00 4093224.59 3980794.62 Agency Mortgage-Backed Securities FNMS 06.500 CLDI0984 B1V7KEBTPIMZEU4LTD58 3140UUCW9 2056-08-01 6.500000 0.00 6329012.78 6617252.90 Agency Mortgage-Backed Securities GNII RG CW5913 C 549300M8ZYFG0OCMTT87 3618FESA8 2052-04-20 2.000000 0.00 725643.76 556563.44 Agency Mortgage-Backed Securities GNII SF CX4161 C 549300M8ZYFG0OCMTT87 3618FQTS1 2054-02-20 8.000000 0.00 1651794.60 1756010.72 Agency Mortgage-Backed Securities GNII SF CZ8457 C 549300M8ZYFG0OCMTT87 3618GLME9 2054-04-20 5.500000 0.00 943925.43 957576.80 Agency Mortgage-Backed Securities FNMS 06.000 CLDC1944 B1V7KEBTPIMZEU4LTD58 3140APES9 2054-09-01 6.000000 0.00 1471457.12 1508629.07 Agency Mortgage-Backed Securities FNMS 05.500 CLDD1830 B1V7KEBTPIMZEU4LTD58 3140B2A87 2055-02-01 5.500000 0.00 3739446.20 3735001.25 Agency Mortgage-Backed Securities GNII SF DE4860 C 549300M8ZYFG0OCMTT87 3618JAMH3 2054-11-20 6.000000 0.00 1142930.72 1196001.57 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7833 B1V7KEBTPIMZEU4LTD58 3140QFV30 2050-11-01 2.000000 0.00 1280244.98 1023871.66 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5708 B1V7KEBTPIMZEU4LTD58 3140XMKW5 2053-06-01 5.000000 0.00 348968.02 343132.12 Agency Mortgage-Backed Securities GNII SF DJ2853 C 549300M8ZYFG0OCMTT87 3618KPE20 2055-07-20 6.500000 0.00 2303746.33 2395982.95 Agency Mortgage-Backed Securities GNII SF DJ6265 C 549300M8ZYFG0OCMTT87 3618KS6A5 2055-07-20 6.500000 0.00 342252.34 357366.43 Agency Mortgage-Backed Securities GNII SF DJ7442 C 549300M8ZYFG0OCMTT87 3618KUHT7 2055-06-20 6.500000 0.00 31807.14 33129.36 Agency Mortgage-Backed Securities GNII SF DK4686 C 549300M8ZYFG0OCMTT87 3618L4F33 2055-04-20 7.000000 0.00 528453.52 550716.39 Agency Mortgage-Backed Securities GNII SF DK5583 C 549300M8ZYFG0OCMTT87 3618L5FY2 2055-06-20 7.000000 0.00 1790030.10 1869146.45 Agency Mortgage-Backed Securities GNII SF MA4320 M 549300M8ZYFG0OCMTT87 36179SYR2 2047-01-20 3.000000 0.00 132995.35 117664.97 Agency Mortgage-Backed Securities GNII ET DK6047 C 549300M8ZYFG0OCMTT87 3618L5WG2 2065-08-20 6.500000 0.00 1558051.20 1618747.68 Agency Mortgage-Backed Securities GNII RG DK6163 C 549300M8ZYFG0OCMTT87 3618L5Z46 2044-10-20 3.500000 0.00 1284859.14 1134747.33 Agency Mortgage-Backed Securities GNII ET DL1237 C 549300M8ZYFG0OCMTT87 3618LCLS3 2065-05-20 3.000000 0.00 322353.22 279346.14 Agency Mortgage-Backed Securities GNII SF MA4691 M 549300M8ZYFG0OCMTT87 36179TF83 2032-09-20 3.500000 0.00 55010.39 53481.19 Agency Mortgage-Backed Securities GNII SF DL8001 C 549300M8ZYFG0OCMTT87 3618LK3J5 2055-08-20 6.500000 0.00 177769.30 185898.98 Agency Mortgage-Backed Securities GNII SF DM7749 C 549300M8ZYFG0OCMTT87 3618LXTE0 2055-09-20 6.500000 0.00 415203.71 432150.53 Agency Mortgage-Backed Securities GNPL PN DM8137 549300M8ZYFG0OCMTT87 3618LYBE7 2061-04-15 4.950000 0.00 3389772.35 3336190.22 Agency Mortgage-Backed Securities GNPL PN DN1558 549300M8ZYFG0OCMTT87 3618M3WT8 2060-11-15 5.400000 0.00 114487.87 115686.33 Agency Mortgage-Backed Securities GNII ET DN2216 C 549300M8ZYFG0OCMTT87 3618M4N90 2066-07-20 6.000000 0.00 247224.00 252612.74 Agency Mortgage-Backed Securities GNII ET DN3812 C 549300M8ZYFG0OCMTT87 3618M6GV4 2065-11-20 6.500000 0.00 9471922.32 9840954.73 Agency Mortgage-Backed Securities GNII SF DP0659 C 549300M8ZYFG0OCMTT87 3618MEWU1 2055-12-20 4.500000 0.00 5015796.78 4735779.89 Agency Mortgage-Backed Securities GNII SF DP6849 C 549300M8ZYFG0OCMTT87 3618MMTE3 2056-05-20 5.000000 0.00 1126161.00 1102458.31 Agency Mortgage-Backed Securities GNII SF DQ5368 C 549300M8ZYFG0OCMTT87 3618MX6D6 2056-07-20 5.500000 0.00 3775390.58 3834076.50 Agency Mortgage-Backed Securities GNII SF DQ4542 C 549300M8ZYFG0OCMTT87 3618MXBK4 2056-02-20 6.000000 0.00 5104410.32 5285453.54 Agency Mortgage-Backed Securities GNCL CL DQ7847 549300M8ZYFG0OCMTT87 3618N1WG9 2068-07-15 5.300000 0.00 3295908.00 3253864.30 Agency Mortgage-Backed Securities 2.90 FCOR 22-41 V 254900C5LP6DN9OP9V83 3133ENGJ3 2041-12-09 2.900000 0.00 20749000.00 15697957.96 Agency Mortgage-Backed Securities FEPC 06.000 CLTB7086 S6XOOCT0IEG5ABCC6L87 3142K82U0 2056-07-01 6.000000 0.00 7518467.73 7678866.73 Agency Mortgage-Backed Securities FEPC 06.000 CLTB8228 S6XOOCT0IEG5ABCC6L87 3142KAEA6 2056-07-01 6.000000 0.00 7607733.21 7764132.99 Agency Mortgage-Backed Securities GNII SF MB0661 M 549300M8ZYFG0OCMTT87 3618N5WX3 2033-10-20 7.000000 0.00 25844.56 26791.31 Agency Mortgage-Backed Securities GNII SF MB0744 M 549300M8ZYFG0OCMTT87 3618N5ZJ1 2055-11-20 4.500000 0.00 72630276.50 68427888.70 Agency Mortgage-Backed Securities GNAR AF MB1085 M 549300M8ZYFG0OCMTT87 3618N6F36 2056-02-20 5.000000 0.00 2444951.43 2453084.97 Agency Mortgage-Backed Securities GNAR AF MB1358 M 549300M8ZYFG0OCMTT87 3618N6QL4 2056-08-20 5.000000 0.00 6799936.00 6817429.97 Agency Mortgage-Backed Securities GNII ET DI7503 C 549300M8ZYFG0OCMTT87 3618NRKQ3 2065-04-20 7.000000 0.00 9481807.41 9816053.76 Agency Mortgage-Backed Securities FNMS 04.500 CLDF5816 B1V7KEBTPIMZEU4LTD58 3140BWPA0 2056-01-01 4.500000 0.00 115344.00 108965.47 Agency Mortgage-Backed Securities GNII SF MA6599 M 549300M8ZYFG0OCMTT87 36179VKL3 2050-04-20 3.000000 0.00 28811647.44 25211343.98 Agency Mortgage-Backed Securities GNII ET DR4686 C 549300M8ZYFG0OCMTT87 3618VDF32 2066-02-20 6.500000 0.00 534232.80 555277.66 Agency Mortgage-Backed Securities GNII SF MA7568 M 549300M8ZYFG0OCMTT87 36179WMR6 2035-08-20 5.500000 0.00 272947.68 273569.55 Agency Mortgage-Backed Securities GNMI SF AC3750 X 549300M8ZYFG0OCMTT87 36179DEX4 2042-12-15 3.000000 0.00 1999063.61 1787738.60 Agency Mortgage-Backed Securities FNMS 03.000 CVBM6807 B1V7KEBTPIMZEU4LTD58 3140JBR57 2030-02-01 3.000000 0.00 26014.48 25706.21 Agency Mortgage-Backed Securities FNMS 02.000 CLBR0935 B1V7KEBTPIMZEU4LTD58 3140KYBD5 2051-04-01 2.000000 0.00 23971610.91 18980401.91 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7922 S6XOOCT0IEG5ABCC6L87 3133KPYT9 2052-09-01 4.000000 0.00 13389.23 12335.41 Agency Mortgage-Backed Securities GNII SF MA8647 M 549300M8ZYFG0OCMTT87 36179XTC0 2053-02-20 5.000000 0.00 4280698.11 4206191.13 Agency Mortgage-Backed Securities FNMS 06.000 CIFA3067 B1V7KEBTPIMZEU4LTD58 3140W3MR7 2040-06-01 6.000000 0.00 217647.21 223736.11 Agency Mortgage-Backed Securities FNMS 05.500 CLDB4007 B1V7KEBTPIMZEU4LTD58 3140ADNZ0 2054-05-01 5.500000 0.00 860940.23 857929.81 Agency Mortgage-Backed Securities GNII SF MA8774 M 549300M8ZYFG0OCMTT87 36179XXB7 2029-07-20 7.000000 0.00 102339.48 106088.41 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3122 B1V7KEBTPIMZEU4LTD58 3140QNPG1 2052-03-01 3.000000 0.00 5151969.38 4429019.27 Agency Mortgage-Backed Securities GNII SF MA9725 M 549300M8ZYFG0OCMTT87 36179YYW8 2054-06-20 5.500000 0.00 3346028.93 3357142.20 Agency Mortgage-Backed Securities GNII SF DR5559 C 549300M8ZYFG0OCMTT87 3618VEE80 2056-04-20 6.000000 0.00 2328463.42 2390775.43 Agency Mortgage-Backed Securities GNII SF DR9940 C 549300M8ZYFG0OCMTT87 3618VKBH9 2056-07-20 5.500000 0.00 2697028.18 2715118.04 Agency Mortgage-Backed Securities GNII ET DS0068 C 549300M8ZYFG0OCMTT87 3618VLCD5 2066-05-20 6.500000 0.00 392646.00 408114.16 Agency Mortgage-Backed Securities GNII RG DS1156 C 549300M8ZYFG0OCMTT87 3618VMH97 2047-12-20 3.500000 0.00 1048326.36 925526.11 Agency Mortgage-Backed Securities GNII SF DS3436 C 549300M8ZYFG0OCMTT87 3618VPY91 2056-06-20 5.000000 0.00 1188310.68 1163299.91 Agency Mortgage-Backed Securities GNII SF DS3728 C 549300M8ZYFG0OCMTT87 3618VQD92 2056-05-20 6.000000 0.00 4482432.62 4686020.22 Agency Mortgage-Backed Securities GNII ET DS5509 C 549300M8ZYFG0OCMTT87 3618VSDN7 2066-03-20 5.500000 0.00 345719.00 345564.58 Agency Mortgage-Backed Securities GNII SF DS6029 C 549300M8ZYFG0OCMTT87 3618VSVW7 2056-06-20 6.500000 0.00 187052.86 193931.85 Agency Mortgage-Backed Securities GNII SF DS7457 C 549300M8ZYFG0OCMTT87 3618VUJA4 2056-08-20 6.500000 0.00 1065044.00 1159573.76 Agency Mortgage-Backed Securities GNII ET DS9381 C 549300M8ZYFG0OCMTT87 3618VWM65 2066-05-20 6.500000 0.00 3504016.58 3642049.14 Agency Mortgage-Backed Securities GNII SF DT0942 C 549300M8ZYFG0OCMTT87 3618W0BK5 2056-06-20 5.000000 0.00 4265925.29 4176134.68 Agency Mortgage-Backed Securities GNII ET DT6121 C 549300M8ZYFG0OCMTT87 3618W5YS2 2066-07-20 6.000000 0.00 4902034.20 5008883.84 Agency Mortgage-Backed Securities GNII ET DT6395 C 549300M8ZYFG0OCMTT87 3618W6C88 2065-10-20 5.500000 0.00 693142.46 692833.55 Agency Mortgage-Backed Securities GNII SF DT8092 C 549300M8ZYFG0OCMTT87 3618W77D1 2056-07-20 5.000000 0.00 6163622.51 6033876.20 Agency Mortgage-Backed Securities GNII ET DT8535 C 549300M8ZYFG0OCMTT87 3618W8PU1 2066-08-20 6.000000 0.00 20333472.00 20776680.69 Agency Mortgage-Backed Securities GNII SF DU3854 C 549300M8ZYFG0OCMTT87 3618WFH75 2056-08-20 5.500000 0.00 1862218.00 1913805.78 Agency Mortgage-Backed Securities GNII SF DU8480 C 549300M8ZYFG0OCMTT87 3618WLM50 2056-08-20 5.500000 0.00 4724152.00 4782586.61 Agency Mortgage-Backed Securities GNII SF DU8481 C 549300M8ZYFG0OCMTT87 3618WLM68 2056-08-20 6.000000 0.00 5887960.00 6108558.31 Agency Mortgage-Backed Securities GNII SF DU8482 C 549300M8ZYFG0OCMTT87 3618WLM76 2056-08-20 5.500000 0.00 3091052.00 3126686.68 Agency Mortgage-Backed Securities GNII SF DU8484 C 549300M8ZYFG0OCMTT87 3618WLM92 2056-08-20 5.500000 0.00 4702260.00 4753835.95 Agency Mortgage-Backed Securities GNII SF DU8474 C 549300M8ZYFG0OCMTT87 3618WLMX9 2056-08-20 6.000000 0.00 2427368.00 2525581.74 Agency Mortgage-Backed Securities GNII SF DU8487 C 549300M8ZYFG0OCMTT87 3618WLNC4 2056-08-20 6.000000 0.00 5182936.00 5356455.51 Agency Mortgage-Backed Securities GNII SF DU8489 C 549300M8ZYFG0OCMTT87 3618WLNE0 2056-08-20 6.000000 0.00 5044920.00 5188710.31 Agency Mortgage-Backed Securities GNII SF DU8490 C 549300M8ZYFG0OCMTT87 3618WLNF7 2056-08-20 6.000000 0.00 6787544.00 6970875.56 Agency Mortgage-Backed Securities GNII SF DU8491 C 549300M8ZYFG0OCMTT87 3618WLNG5 2056-08-20 6.000000 0.00 3267700.00 3352702.68 Agency Mortgage-Backed Securities GNII SF DU8493 C 549300M8ZYFG0OCMTT87 3618WLNJ9 2056-08-20 6.000000 0.00 5423760.00 5558768.23 Agency Mortgage-Backed Securities GNII SF DU8496 C 549300M8ZYFG0OCMTT87 3618WLNM2 2056-08-20 6.000000 0.00 3187308.00 3319377.29 Agency Mortgage-Backed Securities GNII RG CO5651 C 549300M8ZYFG0OCMTT87 3617FHH49 2048-04-20 3.500000 0.00 121570.00 107430.40 Agency Mortgage-Backed Securities GNII SF BO9520 C 549300M8ZYFG0OCMTT87 3617KRSH0 2050-01-20 2.500000 0.00 1125884.11 955034.95 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6379 B1V7KEBTPIMZEU4LTD58 3140XNCR3 2053-11-01 5.500000 0.00 39516349.64 39668421.71 Agency Mortgage-Backed Securities GNMI SF BU8321 X 549300M8ZYFG0OCMTT87 3617NAG61 2050-05-15 2.500000 0.00 7592619.95 6400269.85 Agency Mortgage-Backed Securities GNII SF MA8609 M 549300M8ZYFG0OCMTT87 36179XR65 2035-03-20 1.500000 0.00 29728.47 26660.43 Agency Mortgage-Backed Securities GNII SP 785657 C 549300M8ZYFG0OCMTT87 3622ABE65 2051-10-20 2.500000 0.00 60841.55 51147.69 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8004 B1V7KEBTPIMZEU4LTD58 3140XP3N7 2053-10-01 6.000000 0.00 162434.03 166798.14 Agency Mortgage-Backed Securities GNII SF CV0623 C 549300M8ZYFG0OCMTT87 3618BVVQ5 2053-09-20 7.000000 0.00 899613.26 945661.16 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9155 B1V7KEBTPIMZEU4LTD58 3140XRE50 2054-09-01 5.500000 0.00 6350374.46 6351849.86 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9660 B1V7KEBTPIMZEU4LTD58 3140XRWW1 2054-10-01 5.500000 0.00 942790.81 941228.92 Agency Mortgage-Backed Securities FEPC 05.000 CLSL6057 S6XOOCT0IEG5ABCC6L87 31427TWT9 2056-07-01 5.000000 0.00 31567147.69 30807915.70 Agency Mortgage-Backed Securities FEPC 06.000 CLTC0342 S6XOOCT0IEG5ABCC6L87 3133W4LX8 2056-07-01 6.000000 0.00 1037094.53 1072461.53 Agency Mortgage-Backed Securities GNII SF DE5800 C 549300M8ZYFG0OCMTT87 3618JBNR8 2054-10-20 7.000000 0.00 1828670.18 1936361.18 Agency Mortgage-Backed Securities GNII SF DG4538 C 549300M8ZYFG0OCMTT87 3618K1BF7 2054-11-20 4.000000 0.00 1909657.94 1707733.25 Agency Mortgage-Backed Securities 2.00 FCOR 21-40 S 254900C5LP6DN9OP9V83 3133EL5B6 2040-08-27 2.000000 0.00 5224000.00 3566284.91 Agency Mortgage-Backed Securities FNMS 05.500 CL889692 B1V7KEBTPIMZEU4LTD58 31410KNH3 2038-05-01 5.500000 0.00 1930824.96 1966899.20 Agency Mortgage-Backed Securities FNMS 04.000 CIDG5462 B1V7KEBTPIMZEU4LTD58 3140U9B80 2041-03-01 4.000000 0.00 1246703.25 1200256.49 Agency Mortgage-Backed Securities GNMI SF 778792 X 549300M8ZYFG0OCMTT87 36176W7D7 2042-01-15 3.500000 0.00 1252081.41 1154502.54 Agency Mortgage-Backed Securities GNII SF MA0932 M 549300M8ZYFG0OCMTT87 36179NA99 2043-04-20 2.500000 0.00 261873.12 227979.75 Agency Mortgage-Backed Securities GNII SF CF1107 C 549300M8ZYFG0OCMTT87 3617W2GQ5 2051-06-20 3.000000 0.00 2916501.26 2554038.48 Agency Mortgage-Backed Securities GNII SF MA1156 M 549300M8ZYFG0OCMTT87 36179NH92 2043-07-20 3.000000 0.00 12248.65 10974.14 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0695 B1V7KEBTPIMZEU4LTD58 3140FXXZ0 2062-12-01 3.500000 0.00 392580.14 349446.05 Agency Mortgage-Backed Securities GNII SF MA2645 M 549300M8ZYFG0OCMTT87 36179Q5E7 2030-03-20 3.000000 0.00 92092.33 90161.15 Agency Mortgage-Backed Securities GNII SF MA5399 M 549300M8ZYFG0OCMTT87 36179T7L3 2048-08-20 4.500000 0.00 25226.04 24182.37 Agency Mortgage-Backed Securities GNII SF MA5764 M 549300M8ZYFG0OCMTT87 36179UMM1 2049-02-20 4.500000 0.00 2042339.77 1960493.01 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5331 B1V7KEBTPIMZEU4LTD58 31418E4R8 2054-04-01 5.500000 0.00 236728264.57 236676973.40 Agency Mortgage-Backed Securities GNII JM MA7083 M 549300M8ZYFG0OCMTT87 36179V2Q2 2050-11-20 1.500000 0.00 625668.95 475555.33 Agency Mortgage-Backed Securities FNMS 06.000 CLDH1729 B1V7KEBTPIMZEU4LTD58 3140UG4P4 2056-07-01 6.000000 0.00 1561271.82 1600772.00 Agency Mortgage-Backed Securities GNII SF MA6654 M 549300M8ZYFG0OCMTT87 36179VMB3 2050-05-20 2.000000 0.00 255509.65 207332.46 Agency Mortgage-Backed Securities GNII SF MA7053 M 549300M8ZYFG0OCMTT87 36179VZS2 2050-12-20 3.000000 0.00 7520416.57 6600368.81 Agency Mortgage-Backed Securities GNII SF MA8151 M 549300M8ZYFG0OCMTT87 36179XBU9 2052-07-20 4.500000 0.00 141398015.31 134466684.60 Agency Mortgage-Backed Securities GNII SF 683318 C 549300M8ZYFG0OCMTT87 36295XDX0 2050-01-20 3.500000 0.00 466056.72 415231.68 Agency Mortgage-Backed Securities GNII SF MA8691 M 549300M8ZYFG0OCMTT87 36179XUQ7 2031-07-20 3.000000 0.00 37932.36 36339.54 Agency Mortgage-Backed Securities FNMS 06.000 CLDH1924 B1V7KEBTPIMZEU4LTD58 3140UHD64 2056-05-01 6.000000 0.00 6070025.79 6191329.19 Agency Mortgage-Backed Securities FNMS 05.000 CIDH1996 B1V7KEBTPIMZEU4LTD58 3140UHGE4 2041-06-01 5.000000 0.00 2995868.20 3002038.69 Agency Mortgage-Backed Securities GNII SF MA8695 M 549300M8ZYFG0OCMTT87 36179XUU8 2038-03-20 5.000000 0.00 67987.34 67487.20 Agency Mortgage-Backed Securities GNII SF MA9308 M 549300M8ZYFG0OCMTT87 36179YKV5 2053-10-20 7.000000 0.00 3319634.75 3463073.95 Agency Mortgage-Backed Securities GNMI SF BA0244 X 549300M8ZYFG0OCMTT87 3617ACHV5 2047-04-15 4.000000 0.00 81794.21 75377.72 Agency Mortgage-Backed Securities GNII SF DK6145 C 549300M8ZYFG0OCMTT87 3618L5ZJ3 2055-07-20 6.500000 0.00 200938.53 212081.31 Agency Mortgage-Backed Securities GNII SF MB0869 M 549300M8ZYFG0OCMTT87 3618N56F1 2056-01-20 4.000000 0.00 117806419.33 107154755.50 Agency Mortgage-Backed Securities FNMS 06.500 CLDD4963 B1V7KEBTPIMZEU4LTD58 3140B5QR1 2055-04-01 6.500000 0.00 965919.65 1008347.35 Agency Mortgage-Backed Securities FNMS 04.500 CLCB7770 B1V7KEBTPIMZEU4LTD58 3140QTT41 2054-01-01 4.500000 0.00 2999769.54 2869549.54 Agency Mortgage-Backed Securities GNII ET DL3899 C 549300M8ZYFG0OCMTT87 3618LFKL2 2065-08-20 4.500000 0.00 162404.67 152405.90 Agency Mortgage-Backed Securities GNII SF MB0146 M 549300M8ZYFG0OCMTT87 3618N5EU9 2055-01-20 5.000000 0.00 124264710.00 121456907.50 Agency Mortgage-Backed Securities GNII ET DO1994 C 549300M8ZYFG0OCMTT87 3618NXGB8 2066-04-20 6.500000 0.00 1037134.01 1077989.48 Agency Mortgage-Backed Securities GNII ET DR2130 C 549300M8ZYFG0OCMTT87 3618VALK3 2066-05-20 6.000000 0.00 231703.12 236753.55 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6578 B1V7KEBTPIMZEU4LTD58 3140XNJY1 2053-12-01 6.000000 0.00 6943056.95 7142912.85 Agency Mortgage-Backed Securities FNMS 04.500 CLBK5312 B1V7KEBTPIMZEU4LTD58 3140HJ3W9 2048-06-01 4.500000 0.00 2869701.41 2769663.62 Agency Mortgage-Backed Securities FNMS 02.500 CIFA1546 B1V7KEBTPIMZEU4LTD58 3140W1WG4 2037-03-01 2.500000 0.00 3466414.36 3205633.69 Agency Mortgage-Backed Securities FNMS 05.500 CIFA2690 B1V7KEBTPIMZEU4LTD58 3140W27C9 2040-08-01 5.500000 0.00 369831.36 376512.48 Agency Mortgage-Backed Securities GNII SF DB0867 C 549300M8ZYFG0OCMTT87 3618H26C2 2054-04-20 6.000000 0.00 768509.86 801022.44 Agency Mortgage-Backed Securities GNII ET DD7296 C 549300M8ZYFG0OCMTT87 3618J1C92 2063-11-20 7.500000 0.00 199257.81 207880.29 Agency Mortgage-Backed Securities GNII SF DK5753 C 549300M8ZYFG0OCMTT87 3618L5MA6 2055-07-20 6.500000 0.00 240069.09 252964.56 Agency Mortgage-Backed Securities GNII SF MB0144 M 549300M8ZYFG0OCMTT87 3618N5ES4 2055-01-20 4.000000 0.00 330410603.97 300538621.70 Agency Mortgage-Backed Securities GNII SF 004637 M 549300M8ZYFG0OCMTT87 36202FEJ1 2040-02-20 5.000000 0.00 133213.40 132989.16 Agency Mortgage-Backed Securities GNII SF BR8755 C 549300M8ZYFG0OCMTT87 3617M7WQ7 2050-02-20 3.000000 0.00 96589.55 83662.00 Agency Mortgage-Backed Securities FNMS 07.500 CL576566 B1V7KEBTPIMZEU4LTD58 31386XQT6 2031-03-01 7.500000 0.00 106665.42 109931.40 Agency Mortgage-Backed Securities FNMS 03.000 CNBM4476 B1V7KEBTPIMZEU4LTD58 3140J86N8 2028-08-01 3.000000 0.00 18084.14 17956.25 Agency Mortgage-Backed Securities FNMS 04.000 CIFA5303 B1V7KEBTPIMZEU4LTD58 3140W53M4 2041-05-01 4.000000 0.00 28469384.06 27400168.89 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4404 B1V7KEBTPIMZEU4LTD58 31418D3N0 2036-08-01 2.500000 0.00 5318765.74 4922189.70 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4208 B1V7KEBTPIMZEU4LTD58 31418DVA7 2050-12-01 2.000000 0.00 2195325.25 1740086.51 Agency Mortgage-Backed Securities GNII SF 003976 M 549300M8ZYFG0OCMTT87 36202EMZ9 2037-04-20 6.000000 0.00 30315.40 31790.24 Agency Mortgage-Backed Securities GNII SF 004658 M 549300M8ZYFG0OCMTT87 36202FE77 2040-03-20 5.000000 0.00 126929.79 127103.01 Agency Mortgage-Backed Securities GNII JM 004709 M 549300M8ZYFG0OCMTT87 36202FGS9 2040-06-20 4.500000 0.00 225094.00 214985.03 Agency Mortgage-Backed Securities FNMS 03.000 CI890696 B1V7KEBTPIMZEU4LTD58 31410LRR5 2030-09-01 3.000000 0.00 32710.61 31938.97 Agency Mortgage-Backed Securities GNAR AS 082678 M 549300M8ZYFG0OCMTT87 36225E6Q0 2040-11-20 5.625000 0.00 167200.24 171418.28 Agency Mortgage-Backed Securities 5.25 TVBD 39 C 549300HE1ISW43LNKM54 880591EH1 2039-09-15 5.250000 0.00 65000.00 67421.99 Agency Mortgage-Backed Securities GNMI SF AF0623 X 549300M8ZYFG0OCMTT87 36181FVQ1 2043-09-15 2.500000 0.00 14696.21 14285.83 Agency Mortgage-Backed Securities Y 2026-09-08 2026-09-08 2050-01-01 N N N 0.0373 2000000000.00 2000000000.00 0.0166 N N Y Y Bank of America Bank of America 4.120000% 03199J004 NQQ6HPCNCCU6TUTQYE16 0001102778 03199J004_4.12_0908 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N 4 1/2 NOTE P 33 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.500000 0.00 605676800.00 602363747.90 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 157248400.00 156765018.40 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 49139800.00 48801592.24 U.S. Treasuries (including strips) TII 0 1/8 01/15/31 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 230974282.42 212069648.70 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2027-07-29 N N N 0.0418 1000000000.00 1000000000.00 0.0083 N N Y Y Ashton Portfolio Borrowers Ashton Portfolio Borrowers 3.730000% 034154AA2 N/A US034154AA27 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2066-05-01 Y Federal Home Loan Bank - San Francisco 1.0000 8 N N N 0.0373 70000000.00 70000000.00 0.0006 N N Y N Banco Bilbao Vizcaya Argentaria Banco Bilbao Vizcaya Argentaria 3.670000% 05499W007 K8MS7FD7N5Z2WQ51AZ71 0000842180 05499W007_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 24707050.00 16021011.57 U.S. Treasuries (including strips) 0 1/8 TRIN A 31 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 636013.65 583647.88 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 53000000.00 49810480.74 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 1506300.00 1290188.84 U.S. Treasuries (including strips) T 1 3/8 11/15/31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 100.00 85.85 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 477650.00 449526.44 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 73656400.00 71719973.25 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 86379950.00 84110486.75 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 17500000.00 17274788.41 U.S. Treasuries (including strips) T 4 05/31/28 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 16411950.00 16485059.41 U.S. Treasuries (including strips) 4 1/8 NOTE BD 28 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 44023500.00 44161589.76 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 6959950.00 6914346.78 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 14491550.00 14324706.64 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 30000000.00 29463637.99 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 7048000.00 6964354.95 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 29440450.00 28842725.50 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 25000000.00 24851191.85 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 25000000.00 25109742.22 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 50000000.00 48024506.52 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 50.00 50.09 U.S. Treasuries (including strips) 1 3/8 TRIB 44 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 573.42 451.96 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 434600.00 427963.27 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 19430750.00 19109492.96 U.S. Treasuries (including strips) 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 62358.69 45059.09 U.S. Treasuries (including strips) 1 3/8 TRIN D 33 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 2542504.90 2412407.76 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 317124.86 288877.17 U.S. Treasuries (including strips) 0 3/4 TRIB 42 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 1644744.65 1216223.02 U.S. Treasuries (including strips) TINT 02/15/48 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0.00 0.00 314500.00 97439.34 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0372 500000000.00 500000000.00 0.0042 N Y Y N Fixed Income Clearing Corp. - BBVA Fixed Income Clearing Corp. - BBVA 3.680000% 05499X005 K8MS7FD7N5Z2WQ51AZ71 05499X005_3.68_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 30988400.00 20996675.46 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 100.00 64.84 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 22922000.00 22951747.87 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 70144300.00 60218904.42 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 20445100.00 18365291.98 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 36048800.00 32646149.07 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 1538500.00 1515005.73 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 5914300.00 5817078.81 U.S. Treasuries (including strips) T 4 1/8 07/15/29 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 10000.00 9975.99 U.S. Treasuries (including strips) 4 5/8 NOTE E 36 254900HROIFWPRGM1V77 91282CRF0 2036-08-15 4.625000 0.00 541000.00 536234.26 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 17133300.00 16518064.26 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 71996700.00 72510154.25 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 1900000.00 1926745.09 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 919600.00 916254.38 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 25000000.00 24886325.00 U.S. Treasuries (including strips) T 3 3/4 06/30/30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 50000000.00 49052146.74 U.S. Treasuries (including strips) T 1 7/8 02/28/29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 177043500.00 166619355.80 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 15000000.00 14321452.17 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 200025100.00 196220170.40 U.S. Treasuries (including strips) 4 NOTE BC 28 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 152331800.00 153010384.10 U.S. Treasuries (including strips) T 4 11/15/35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 129783100.00 124202054.30 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 58446700.00 38665587.18 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 58934400.00 57940600.74 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 100000000.00 101364147.50 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 92275500.00 93789434.88 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0373 1250000000.00 1250000000.00 0.0104 N Y Y N Fehr Family Investments Project Fehr Family Investments Project 3.740000% 05557FAA0 N/A US05557FAA03 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2056-02-01 Y Federal Home Loan Bank - Des Moines 1.0000 8 N N N 0.0374 25000000.00 25000000.00 0.0002 N N Y N Fixed Income Clearing Corp. - Barclays Fixed Income Clearing Corp. - Barclays 3.690000% 06799C006 AC28XWWI3WIBK2824319 06799C006_3.69_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 11795000.00 11231857.08 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 117871800.00 113002446.40 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 190821400.00 179337842.80 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 250000400.00 214132462.20 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 44197500.00 41487353.50 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 100.00 85.85 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 129510800.00 111185064.00 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 14200000.00 13293749.98 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 135085500.00 127131800.90 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 31230700.00 30012836.33 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 1999900.00 2000767.11 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 1000.00 924.11 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 100.00 99.79 U.S. Treasuries (including strips) T 2 3/4 07/31/27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 20863900.00 20637601.30 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 15326700.00 14616541.60 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 50000000.00 45335332.61 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 149632000.00 144223102.50 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 27931800.00 28380771.63 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 19190000.00 19421937.33 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 31685100.00 31280417.21 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 63774000.00 63312878.09 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 3354700.00 3370525.59 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 300.00 296.69 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 107748600.00 107845415.60 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 60364000.00 58777030.44 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 41062400.00 39982869.50 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 11925900.00 11451813.33 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 122794500.00 117913087.60 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.750000 0.00 1357700.00 1351973.72 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 34000.00 33263.97 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 20388300.00 19803204.54 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 168900.00 164052.97 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 62941900.00 54257474.93 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 71763000.00 69776983.16 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 164354800.00 163337631.40 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 300.00 295.42 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 152167000.00 150741464.60 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 2900.00 2927.23 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 12799400.00 12919583.43 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 151396000.00 151664070.20 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 35604000.00 35104631.26 U.S. Treasuries (including strips) 4 1/8 NOTE AA 31 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 73697400.00 73014499.87 U.S. Treasuries (including strips) 4 1/8 NOTE BD 28 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 6612100.00 6632840.36 U.S. Treasuries (including strips) 4 1/8 NOTE BD 28 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 163996200.00 164510611.50 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.800608 0.00 562010400.00 563790117.80 U.S. Treasuries (including strips) 4 1/8 NOTE BG 28 254900HROIFWPRGM1V77 91282CRH6 2028-08-31 4.125000 0.00 178412900.00 177653396.30 U.S. Treasuries (including strips) 4 1/2 NOTE P 33 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.500000 0.00 176596000.00 175273296.00 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 50682900.00 50777895.54 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 84999700.00 86315645.85 U.S. Treasuries (including strips) 3 3/4 NOTE AM 28 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 15700000.00 15778646.70 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 186168100.00 188083949.90 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 265000000.00 261275044.80 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 12513300.00 12531775.07 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 26386500.00 26593566.40 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 81891600.00 80948769.93 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 49000100.00 48715343.01 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 3098900.00 3031270.01 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 112900.00 113229.55 U.S. Treasuries (including strips) T 3 7/8 07/31/30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 258137300.00 253522132.00 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 50819300.00 50216180.97 U.S. Treasuries (including strips) T 1 1/8 02/15/31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 152244000.00 131929646.20 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 150000000.00 144552900.00 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 107241800.00 103916339.00 U.S. Treasuries (including strips) T 1 07/31/28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 14804200.00 13913289.04 U.S. Treasuries (including strips) T 3 5/8 09/30/30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 15449700.00 15198513.97 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 252499600.00 248394382.90 U.S. Treasuries (including strips) T 3 1/2 09/30/27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 20535900.00 20678607.00 U.S. Treasuries (including strips) T 1 1/4 09/30/28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 100.00 94.39 U.S. Treasuries (including strips) 3 3/4 NOTE R 32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 140942400.00 136406728.00 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 67756200.00 64842488.97 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 95398800.00 94649322.14 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 45382500.00 45025963.24 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 278363100.00 277675990.40 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 233300400.00 226519947.10 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 50000000.00 49424519.40 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 199610900.00 197313456.00 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 50000000.00 48366326.63 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 206410400.00 199666256.50 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 521918000.00 518811373.90 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 476789400.00 483293510.90 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 107100000.00 101022694.90 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 12300.00 12202.92 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 70234100.00 69679781.95 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 100000400.00 98645080.99 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 1097000.00 1032892.62 U.S. Treasuries (including strips) T 3 5/8 08/31/29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 400.00 391.15 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 16323300.00 15913629.06 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 300.00 296.47 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 75000000.00 72333267.62 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 162327000.00 159444044.30 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 50000100.00 50512899.94 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 1806000.00 1824522.30 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 3883100.00 3928276.22 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 206400.00 204631.74 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 199448200.00 199639441.40 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 71121400.00 71471338.66 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 4624000.00 4651566.08 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 111966700.00 112634191.90 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 23910900.00 24109463.91 U.S. Treasuries (including strips) T 4 1/8 11/15/32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 8651900.00 8541397.75 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 158063800.00 157635630.90 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 168035000.00 167579820.60 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 100000000.00 99555446.20 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 1359200.00 1360486.93 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 14148000.00 14161395.70 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 200.00 200.15 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 8695900.00 8520921.10 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 234969000.00 234146103.90 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 8967600.00 8724904.19 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 13476700.00 13415421.45 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 296320300.00 292062473.60 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 49999700.00 49394988.05 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 19766500.00 19361471.95 U.S. Treasuries (including strips) T 3 7/8 12/31/27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 17251400.00 17266900.95 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 23536300.00 23180954.34 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 600.00 600.44 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 30778100.00 30362489.93 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 212660800.00 212738846.50 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 26964500.00 26974395.97 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 50770000.00 51001994.62 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 73490400.00 73826215.98 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 100.00 101.49 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 203059800.00 205281531.60 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 50023500.00 50570820.51 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 21253700.00 21479249.26 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 200000100.00 198471286.20 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 49998700.00 49722235.45 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 6859000.00 6821073.61 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 4021300.00 3954814.10 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 130518000.00 125361250.80 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 79500.00 69323.30 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 1974400.00 1903216.96 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 95921700.00 93401546.05 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 149286000.00 145363804.10 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 400.00 399.92 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0.00 0.00 1800.00 1794.49 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 149998800.00 149098657.20 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0.00 0.00 145700.00 144381.85 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0.00 0.00 26818500.00 26496436.63 U.S. Treasuries (including strips) BILL 02/18/27 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 999500.00 981353.08 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0.00 0.00 1000.00 996.19 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 200.00 198.65 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 0.00 0.00 999400.00 991202.92 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VA2 2026-12-03 0.00 0.00 160003700.00 158447024.00 U.S. Treasuries (including strips) BILL 09/29/26 254900HROIFWPRGM1V77 912797VE4 2026-09-29 0.00 0.00 8900.00 8874.46 U.S. Treasuries (including strips) BILL 06/10/27 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0.00 0.00 49000000.00 47506970.00 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VG9 2026-12-10 0.00 0.00 127400.00 126078.22 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VL8 2026-10-13 0.00 0.00 70408000.00 70105245.60 U.S. Treasuries (including strips) BILL 07/08/27 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0.00 0.00 13036700.00 12595394.67 U.S. Treasuries (including strips) BILL 07/08/27 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0.00 0.00 5000000.00 4830745.00 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VV6 2027-02-04 0.00 0.00 5000000.00 4916990.00 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VX2 2026-11-17 0.00 0.00 1934900.00 1919486.59 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 3113800.00 3021156.87 U.S. Treasuries (including strips) T 3 3/8 02/29/28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 200000000.00 197331000.00 U.S. Treasuries (including strips) 5 1/2 BOND 28 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.500000 0.00 11570000.00 11843911.70 U.S. Treasuries (including strips) 5 1/4 BOND 28 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 1013100.00 1047623.01 U.S. Treasuries (including strips) 5 1/4 BOND 29 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 8840000.00 9059431.86 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 777200.00 773455.74 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 186464000.00 186711303.20 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 100.00 98.56 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 70223400.00 68967894.53 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 48535700.00 47273702.16 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 5727800.00 5695220.27 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 1000000.00 948442.78 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 25339900.00 25605960.23 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 1889000.00 1915590.25 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 21378000.00 21281400.60 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 200.00 200.92 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 3968000.00 3956762.71 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 146108000.00 146365859.10 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 50000000.00 50088242.62 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 2942000.00 2999616.75 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 8038500.00 7654708.20 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 76578700.00 72069822.72 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 100.00 102.05 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 50000000.00 51024227.99 U.S. Treasuries (including strips) 6 1/2 BOND 26 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.500000 0.00 100.00 102.42 U.S. Treasuries (including strips) 6 3/8 BOND 27 254900HROIFWPRGM1V77 912810FA1 2027-08-15 6.375000 0.00 16281000.00 16657721.81 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 25000000.00 24256189.13 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 891000.00 888694.83 U.S. Treasuries (including strips) 3 3/4 NOTE AM 28 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 50000000.00 50250467.21 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 309834900.00 307804789.30 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 156501800.00 153229311.40 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 40001100.00 40279073.55 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 172351800.00 168852570.40 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 69900.00 70832.76 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 329837000.00 323979037.50 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 88547500.00 89017503.39 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 55524300.00 55490755.78 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 58948700.00 58913086.98 U.S. Treasuries (including strips) 6 1/8 BOND 29 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125000 0.00 614100.00 644621.41 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 100.00 98.26 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 96478400.00 95977880.55 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 14548900.00 13878821.15 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 39265000.00 39788959.67 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 16209500.00 16549132.19 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 53668000.00 52506205.64 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0374 13500000000.00 13500000000.00 0.1121 N Y Y N Fixed Income Clearing Corp. - CIBC Fixed Income Clearing Corp. - CIBC 3.680000% 12599G007 2IGI19DL77OX0HC3ZE78 12599G007_3.68_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y T 2.875 05/15/52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 622899000.00 418927051.33 U.S. Treasuries (including strips) T 3 7/8 06/30/30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 1150000000.00 1134503048.62 U.S. Treasuries (including strips) T 3.625 12/31/30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 500000000.00 486569900.15 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0373 2000000000.43 2000000000.43 0.0166 N Y Y N Colorado Housing and Finance Authority Colorado Housing and Finance Authority 3.720000% 196480D79 5493005GIROYQAWBMC18 US196480D793 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2042-05-01 Y FEDERAL HOME LOAN BANK OF TOPEKA 1.0000 8 N Y Government National Mortgage Association (Ginne Mae) 1.0000 N 0.0372 24765000.00 24765000.00 0.0002 N N Y N Colorado Housing and Finance Authority Colorado Housing and Finance Authority 3.720000% 196480YP6 5493005GIROYQAWBMC18 US196480YP65 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2052-05-01 Y FEDERAL HOME LOAN BANK OF TOPEKA 1.0000 8 Y Y Government National Mortgage Association (Ginne Mae) 1.0000 N 0.0372 39370000.00 39370000.00 0.0003 N N Y N Columbus Hotel Investment One LLC Columbus Hotel Investment One LLC 3.740000% 199203AA8 N/A US199203AA86 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2048-10-01 Y Federal Home Loan Bank - Atlanta 1.0000 8 N N N 0.0374 6535000.00 6535000.00 0.0001 N N Y N Contour Sierra LLC Contour Sierra LLC 3.730000% 211930AA0 254900J7YJF7T7H5GX22 US211930AA06 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2066-07-01 Y Federal Home Loan Bank - San Francisco 1.0000 8 N N N 0.0373 19590000.00 19590000.00 0.0002 N N Y N DMA Lancaster LLC DMA Lancaster LLC 3.730000% 23346PAA7 2549005Z5PNNRPOHZP76 US23346PAA75 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2064-07-01 Y Federal Home Loan Bank - San Francisco 1.0000 8 N N N 0.0373 45390000.00 45390000.00 0.0004 N N Y N Daiwa Capital Markets, Inc. Daiwa Capital Markets, Inc. 3.680000% 234993004 549300ZFEEJ2IP5VME73 234993004_3.68_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FNMS 04.500 CLAL8326 B1V7KEBTPIMZEU4LTD58 3138ETHC3 2046-03-01 4.500000 0.00 68655.30 66557.13 Agency Mortgage-Backed Securities FNMS 05.000 CLBT8073 B1V7KEBTPIMZEU4LTD58 3140LW6K8 2053-03-01 5.000000 0.00 70306.35 68528.07 Agency Mortgage-Backed Securities FNMS 05.000 CLBT8382 B1V7KEBTPIMZEU4LTD58 3140LXJ48 2052-09-01 5.000000 0.00 67074.66 66264.10 Agency Mortgage-Backed Securities FNMS 05.000 CLBV9273 B1V7KEBTPIMZEU4LTD58 3140MPJT9 2052-07-01 5.000000 0.00 63043.02 61611.30 Agency Mortgage-Backed Securities FNMS 05.500 CLBW2437 B1V7KEBTPIMZEU4LTD58 3140MTV75 2056-01-01 5.500000 0.00 3855.82 3842.34 Agency Mortgage-Backed Securities 04.000 FGPC Q57143 G S6XOOCT0IEG5ABCC6L87 3132Y05D8 2048-07-01 4.000000 0.00 60292.60 56470.25 Agency Mortgage-Backed Securities FNMS 05.000 CLMB0306 B1V7KEBTPIMZEU4LTD58 3138MTKU0 2055-03-01 5.000000 0.00 83556.28 81136.21 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6487 B1V7KEBTPIMZEU4LTD58 3138WGF58 2046-01-01 4.000000 0.00 213621.55 202264.00 Agency Mortgage-Backed Securities FNMS 05.500 CLBX2185 B1V7KEBTPIMZEU4LTD58 3140N6NB4 2052-11-01 5.500000 0.00 302657.26 303238.16 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8721 B1V7KEBTPIMZEU4LTD58 3140NDVP9 2053-03-01 5.500000 0.00 64329.69 64371.71 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3332 B1V7KEBTPIMZEU4LTD58 3140NKV24 2053-06-01 5.500000 0.00 53216.58 53716.88 Agency Mortgage-Backed Securities FNMS 04.000 CLMA6142 B1V7KEBTPIMZEU4LTD58 31418FZG5 2056-08-01 4.000000 0.00 107401.24 98646.89 Agency Mortgage-Backed Securities FNMS 05.500 CIMA6154 B1V7KEBTPIMZEU4LTD58 31418FZU4 2041-08-01 5.500000 0.00 39833.63 40456.16 Agency Mortgage-Backed Securities FEPC 05.500 CLQX5424 S6XOOCT0IEG5ABCC6L87 31426BA22 2055-02-01 5.500000 0.00 11945.80 11904.03 Agency Mortgage-Backed Securities FEPC 05.500 CLQX7159 S6XOOCT0IEG5ABCC6L87 31426C5V2 2055-02-01 5.500000 0.00 64865.15 64993.08 Agency Mortgage-Backed Securities FEPC 05.500 CLQY2570 S6XOOCT0IEG5ABCC6L87 31426L2C7 2055-05-01 5.500000 0.00 318208.22 318346.11 Agency Mortgage-Backed Securities FEPC 06.000 CLQY3341 S6XOOCT0IEG5ABCC6L87 31426MWB4 2055-04-01 6.000000 0.00 73330.95 74594.15 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7149 S6XOOCT0IEG5ABCC6L87 3133BG5J3 2052-08-01 5.000000 0.00 289656.62 286909.71 Agency Mortgage-Backed Securities FEPC 04.000 CLQE9669 S6XOOCT0IEG5ABCC6L87 3133BKW62 2052-09-01 4.000000 0.00 63077.87 58223.29 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2445 S6XOOCT0IEG5ABCC6L87 3133C2WE4 2053-05-01 5.500000 0.00 178151.78 178908.45 Agency Mortgage-Backed Securities FEPC 06.000 CLQG4716 S6XOOCT0IEG5ABCC6L87 3133C5GZ8 2053-06-01 6.000000 0.00 59451.19 61500.65 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8879 S6XOOCT0IEG5ABCC6L87 3133C92L6 2053-08-01 6.500000 0.00 52780.25 55596.06 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8382 S6XOOCT0IEG5ABCC6L87 3133C9J38 2053-08-01 5.500000 0.00 376433.63 377742.61 Agency Mortgage-Backed Securities FEPC 05.500 CLQH0106 S6XOOCT0IEG5ABCC6L87 3133CCDK9 2053-08-01 5.500000 0.00 153832.06 153644.89 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ6595 S6XOOCT0IEG5ABCC6L87 3133CXKG4 2054-10-01 5.000000 0.00 264189.66 258383.21 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ6600 S6XOOCT0IEG5ABCC6L87 3133CXKM1 2054-10-01 5.500000 0.00 373136.44 372096.63 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ6900 S6XOOCT0IEG5ABCC6L87 3133CXUZ1 2054-10-01 5.000000 0.00 226622.67 220315.23 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5282 B1V7KEBTPIMZEU4LTD58 3140XL2Q0 2053-07-01 6.500000 0.00 100074.03 105658.43 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ2387 S6XOOCT0IEG5ABCC6L87 31426YUM6 2055-09-01 6.000000 0.00 4368.04 4443.28 Agency Mortgage-Backed Securities 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50000000.00 50000000.00 0.0004 N Y Y N ELK Grove Independent Living LLC/ELK Grove Memory Care LLC ELK Grove Independent Living LLC/ELK Grove Memory Care LLC 3.730000% 287295AA7 549300WMQF4NHYKQLX60 US287295AA70 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2065-11-01 Y Federal Home Loan Bank - San Francisco 1.0000 8 N N N 0.0373 57250000.00 57250000.00 0.0005 N N Y N Federal Home Loan Banks Federal Home Loan Banks 1.020000% 3130ALED2 2549001DPIFGXC1TOL40 US3130ALED27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-24 2027-02-24 2027-02-24 N N N 0.0349 27348439.74 27348439.74 0.0002 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.250000% 3130AQF65 2549001DPIFGXC1TOL40 US3130AQF655 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-21 2026-12-21 2026-12-21 N N N 0.0347 220061201.22 220061201.22 0.0018 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.625000% 3130AWTQ3 2549001DPIFGXC1TOL40 US3130AWTQ30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-11 2026-09-11 2026-09-11 N N N 0.0356 100015574.00 100015574.00 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.125000% 3130AYPN0 2549001DPIFGXC1TOL40 US3130AYPN01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-15 2027-01-15 2027-01-15 N N N 0.0355 56373990.63 56373990.63 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.790000% 3130B2LH6 2549001DPIFGXC1TOL40 US3130B2LH68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-04 2026-09-04 N N N 0.0384 149999091.00 149999091.00 0.0012 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.625000% 3130B2PJ8 2549001DPIFGXC1TOL40 US3130B2PJ88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-04 2026-09-04 2026-09-04 N N N 0.0355 49998718.50 49998718.50 0.0004 N N Y N Federal Home Loan Banks Federal Home Loan Banks 4.000000% 3130B3A29 2549001DPIFGXC1TOL40 US3130B3A298 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-09 2026-10-09 2026-10-09 N N N 0.0365 132471688.69 132471688.69 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.000000% 3130B5K64 2549001DPIFGXC1TOL40 US3130B5K649 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-10 2027-03-10 2027-03-10 N N N 0.0393 90876254.98 90876254.98 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.750000% 3130B5X94 2549001DPIFGXC1TOL40 US3130B5X949 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-10-16 2026-10-16 N N N 0.0380 149994081.00 149994081.00 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.745000% 3130B6PC4 2549001DPIFGXC1TOL40 US3130B6PC40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-06-11 2027-06-11 N N N 0.0380 300190146.00 300190146.00 0.0025 N N N N Federal Home Loan Banks Federal 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N N Federal Home Loan Banks Federal Home Loan Banks 3.750000% 3130B7VA9 2549001DPIFGXC1TOL40 US3130B7VA92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-23 2026-10-23 2026-10-23 N N N 0.0378 249871120.00 249871120.00 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.840000% 3130B84L3 2549001DPIFGXC1TOL40 US3130B84L34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-06 2026-11-06 2026-11-06 N N N 0.0383 499675885.00 499675885.00 0.0041 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B8JX1 2549001DPIFGXC1TOL40 US3130B8JX17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-04 2026-12-04 2026-12-04 N N N 0.0372 499260610.00 499260610.00 0.0041 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.810000% 3130B8KW1 2549001DPIFGXC1TOL40 US3130B8KW15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-04 2026-12-04 2026-12-04 N N N 0.0378 332976470.17 332976470.17 0.0028 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.760000% 3130B8PA4 2549001DPIFGXC1TOL40 US3130B8PA40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-17 2026-12-17 2026-12-17 N N N 0.0373 499298650.00 499298650.00 0.0041 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.740000% 3130B8TF9 2549001DPIFGXC1TOL40 US3130B8TF90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-12-02 2027-12-02 N N N 0.0379 250173190.00 250173190.00 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.740000% 3130B8TP7 2549001DPIFGXC1TOL40 US3130B8TP72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-12-06 2027-12-06 N N N 0.0379 249986670.00 249986670.00 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.740000% 3130B8W32 2549001DPIFGXC1TOL40 US3130B8W325 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-08 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2549001DPIFGXC1TOL40 US3130BAEL78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-04-17 2028-04-17 N N N 0.0379 36736503.93 36736503.93 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.710000% 3130BAFD4 2549001DPIFGXC1TOL40 US3130BAFD44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-20 2027-07-20 N N N 0.0376 250103272.50 250103272.50 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.855000% 3130BAL88 2549001DPIFGXC1TOL40 US3130BAL887 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-28 2027-05-28 2027-05-28 N N N 0.0384 498104920.00 498104920.00 0.0041 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.705000% 3130BAX44 2549001DPIFGXC1TOL40 US3130BAX445 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-06-01 2027-06-01 N N N 0.0376 700233618.00 700233618.00 0.0058 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.775000% 3130BBJG1 2549001DPIFGXC1TOL40 US3130BBJG12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-07-13 2028-07-13 N N N 0.0382 29979858.00 29979858.00 0.0002 N N N N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 313313J74 335800QFR6AM34FHIC10 US313313J742 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 0.0365 39836858.40 39836858.40 0.0003 N N Y N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 313313K64 335800QFR6AM34FHIC10 US313313K641 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 0.0363 39805715.60 39805715.60 0.0003 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385F76 2549001DPIFGXC1TOL40 US313385F763 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-14 2026-09-14 2026-09-14 N N N 0.0354 299553690.00 299553690.00 0.0025 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 313385F92 2549001DPIFGXC1TOL40 US313385F920 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-16 2026-09-16 2026-09-16 N N N 0.0354 299491092.00 299491092.00 0.0025 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 0.0359 32936994.42 32936994.42 0.0003 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 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 0.0350 145603477.69 145603477.69 0.0012 N N Y N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.765000% 3133ER2G5 254900C5LP6DN9OP9V83 US3133ER2G57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-03 2027-02-03 N N N 0.0382 39999240.80 39999240.80 0.0003 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.745000% 3133ER3Z2 254900C5LP6DN9OP9V83 US3133ER3Z20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-12 2027-02-12 N N N 0.0380 140002910.60 140002910.60 0.0012 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.735000% 3133ER5G2 254900C5LP6DN9OP9V83 US3133ER5G21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-26 2027-02-26 N N N 0.0377 99992464.00 99992464.00 0.0008 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 0.0379 144981631.40 144981631.40 0.0012 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.730000% 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-11 2027-03-11 N N N 0.0378 40001870.80 40001870.80 0.0003 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 0.0383 150009808.50 150009808.50 0.0012 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 0.0384 45005185.35 45005185.35 0.0004 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 0.0384 69999990.90 69999990.90 0.0006 N N Y N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.790000% 3133ERRZ6 254900C5LP6DN9OP9V83 US3133ERRZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-04 2026-09-04 N N N 0.0384 70000474.60 70000474.60 0.0006 N N Y N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.790000% 3133ERSN2 254900C5LP6DN9OP9V83 US3133ERSN26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-09 2026-09-09 N N N 0.0384 25000355.50 25000355.50 0.0002 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.500000% 3133ERVU2 254900C5LP6DN9OP9V83 US3133ERVU22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-02 2026-10-02 2026-10-02 N N N 0.0358 124960028.75 124960028.75 0.0010 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.810000% 3133ERZQ7 254900C5LP6DN9OP9V83 US3133ERZQ73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-06 2026-11-06 N N N 0.0386 175017732.75 175017732.75 0.0015 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.900000% 3133ERZU8 254900C5LP6DN9OP9V83 US3133ERZU85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-11-12 2027-11-12 N N N 0.0378 100195064.00 100195064.00 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.765000% 3133ET2A4 254900C5LP6DN9OP9V83 US3133ET2A42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-11-26 2027-11-26 N N N 0.0382 270060191.10 270060191.10 0.0022 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.740000% 3133ET2B2 254900C5LP6DN9OP9V83 US3133ET2B25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-28 2027-09-28 N N N 0.0379 154861315.30 154861315.30 0.0013 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.745000% 3133ET2N6 254900C5LP6DN9OP9V83 US3133ET2N62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-12-01 2027-12-01 N N N 0.0378 114998863.80 114998863.80 0.0010 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.715000% 3133ET3V7 254900C5LP6DN9OP9V83 US3133ET3V79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-09 2027-07-09 N N N 0.0376 44880692.10 44880692.10 0.0004 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.735000% 3133ET4B0 254900C5LP6DN9OP9V83 US3133ET4B07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-12-09 2027-12-09 N N N 0.0379 300003888.00 300003888.00 0.0025 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.730000% 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-11-23 2027-11-23 N N N 0.0378 119933478.00 119933478.00 0.0010 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.730000% 3133ET5L7 254900C5LP6DN9OP9V83 US3133ET5L79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-12-22 2027-12-22 N N N 0.0378 274970448.50 274970448.50 0.0023 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.730000% 3133ET5S2 254900C5LP6DN9OP9V83 US3133ET5S23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-12-29 2027-12-29 N N N 0.0378 134975539.35 134975539.35 0.0011 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.730000% 3133ET6A0 254900C5LP6DN9OP9V83 US3133ET6A06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-05 2028-01-05 N N N 0.0379 174955217.50 174955217.50 0.0015 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.735000% 3133ET6B8 254900C5LP6DN9OP9V83 US3133ET6B88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-06 2028-01-06 N N N 0.0379 209973283.80 209973283.80 0.0017 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.720000% 3133ET6G7 254900C5LP6DN9OP9V83 US3133ET6G75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-11-05 2027-11-05 N N N 0.0377 229875687.30 229875687.30 0.0019 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.730000% 3133ET6N2 254900C5LP6DN9OP9V83 US3133ET6N27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-12 2028-01-12 N N N 0.0381 355326440.25 355326440.25 0.0030 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.375000% 3133ET7H4 254900C5LP6DN9OP9V83 US3133ET7H40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-13 2027-01-13 2027-01-13 N N N 0.0349 24937622.00 24937622.00 0.0002 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.720000% 3133ETAL1 254900C5LP6DN9OP9V83 US3133ETAL18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-24 2027-03-24 N N N 0.0377 124953530.00 124953530.00 0.0010 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 0.0377 399954520.00 399954520.00 0.0033 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.840000% 3133ETBU0 254900C5LP6DN9OP9V83 US3133ETBU08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-04-03 2028-04-03 N N N 0.0379 190191645.40 190191645.40 0.0016 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 0.0383 150036069.00 150036069.00 0.0012 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.900000% 3133ETEE3 254900C5LP6DN9OP9V83 US3133ETEE39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-04-21 2028-04-21 N N N 0.0380 175343486.50 175343486.50 0.0015 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.930600% 3133ETFL6 254900C5LP6DN9OP9V83 US3133ETFL62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-04-30 2027-04-30 N N N 0.0399 95139439.10 95139439.10 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.780000% 3133ETFP7 254900C5LP6DN9OP9V83 US3133ETFP76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-05 2027-05-05 N N N 0.0383 150000181.50 150000181.50 0.0012 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.800000% 3133ETG68 254900C5LP6DN9OP9V83 US3133ETG687 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-08-16 2027-08-16 N N N 0.0385 90056280.60 90056280.60 0.0007 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.755000% 3133ETGX9 254900C5LP6DN9OP9V83 US3133ETGX91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-14 2027-05-14 N N N 0.0381 115015928.65 115015928.65 0.0010 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.760000% 3133ETJY4 254900C5LP6DN9OP9V83 US3133ETJY48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-05-27 2027-05-27 N N N 0.0381 229989912.20 229989912.20 0.0019 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.750000% 3133ETKJ5 254900C5LP6DN9OP9V83 US3133ETKJ51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-06-09 2027-06-09 N N N 0.0380 125017006.25 125017006.25 0.0010 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.500000% 3133ETL62 254900C5LP6DN9OP9V83 US3133ETL620 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-27 2026-10-27 2026-10-27 N N N 0.0358 102930162.91 102930162.91 0.0009 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.745000% 3133ETLK1 254900C5LP6DN9OP9V83 US3133ETLK16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-06-17 2027-06-17 N N N 0.0380 140022500.80 140022500.80 0.0012 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.730000% 3133ETLQ8 254900C5LP6DN9OP9V83 US3133ETLQ85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-18 2027-03-18 N N N 0.0378 279968558.80 279968558.80 0.0023 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.750000% 3133ETMH7 254900C5LP6DN9OP9V83 US3133ETMH77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-06-23 2027-06-23 N N N 0.0380 210029813.70 210029813.70 0.0017 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.750000% 3133ETMJ3 254900C5LP6DN9OP9V83 US3133ETMJ34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-06-23 2027-06-23 N N N 0.0380 65011660.35 65011660.35 0.0005 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 0.0381 100018637.00 100018637.00 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.750000% 3133ETPL5 254900C5LP6DN9OP9V83 US3133ETPL52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-09 2027-07-09 N N N 0.0380 320065600.00 320065600.00 0.0027 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.770000% 3133ETPS0 254900C5LP6DN9OP9V83 US3133ETPS06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-15 2027-07-15 N N N 0.0382 125004870.00 125004870.00 0.0010 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.915600% 3133ETQW0 254900C5LP6DN9OP9V83 US3133ETQW09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-02 2027-07-23 2027-07-23 N N N 0.0449 200426572.00 200426572.00 0.0017 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.720000% 3133ETR41 254900C5LP6DN9OP9V83 US3133ETR411 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-04 2026-11-04 2026-11-04 N N N 0.0375 99890239.00 99890239.00 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.710000% 3133ETRU3 254900C5LP6DN9OP9V83 US3133ETRU34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-04 2026-09-04 N N N 0.0376 64999962.95 64999962.95 0.0005 N N Y N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.915600% 3133ETSA6 254900C5LP6DN9OP9V83 US3133ETSA60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-30 2027-07-30 N N N 0.0397 50113429.00 50113429.00 0.0004 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.740000% 3133ETSB4 254900C5LP6DN9OP9V83 US3133ETSB44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-02-04 2027-02-04 N N N 0.0379 129987718.90 129987718.90 0.0011 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.715000% 3133ETTL1 254900C5LP6DN9OP9V83 US3133ETTL17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-09-18 2026-09-18 N N N 0.0377 99999780.00 99999780.00 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.775000% 3133ETTP2 254900C5LP6DN9OP9V83 US3133ETTP21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-08-18 2027-08-18 N N N 0.0383 90047060.10 90047060.10 0.0007 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.780000% 3133ETUX3 254900C5LP6DN9OP9V83 US3133ETUX36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-08-24 2027-08-24 N N N 0.0383 100041841.00 100041841.00 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.795000% 3133ETVX2 254900C5LP6DN9OP9V83 US3133ETVX27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-03 2027-09-03 N N N 0.0383 49993946.00 49993946.00 0.0004 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.810000% 3133ETW45 254900C5LP6DN9OP9V83 US3133ETW452 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-11-19 2027-11-19 N N N 0.0386 100074035.00 100074035.00 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.625000% 3133ETW52 254900C5LP6DN9OP9V83 US3133ETW528 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-19 2026-11-19 2026-11-19 N N N 0.0368 18999681.72 18999681.72 0.0002 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.765000% 3133ETY43 254900C5LP6DN9OP9V83 US3133ETY433 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-11-26 2027-11-26 N N N 0.0382 130033265.70 130033265.70 0.0011 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.730000% 3133EWAK6 254900C5LP6DN9OP9V83 US3133EWAK63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-20 2028-01-20 N N N 0.0379 154924141.45 154924141.45 0.0013 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.750000% 3133EWBJ8 254900C5LP6DN9OP9V83 US3133EWBJ81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-28 2028-01-28 N N N 0.0380 90002138.40 90002138.40 0.0007 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.735000% 3133EWBX7 254900C5LP6DN9OP9V83 US3133EWBX75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-03 2028-01-03 N N N 0.0377 16494482.57 16494482.57 0.0001 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.740000% 3133EWCS7 254900C5LP6DN9OP9V83 US3133EWCS71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-11 2028-02-11 N N N 0.0379 49988194.00 49988194.00 0.0004 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 0.0379 44942774.85 44942774.85 0.0004 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.715000% 3133EWEA4 254900C5LP6DN9OP9V83 US3133EWEA46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-08-18 2027-08-18 N N N 0.0377 49987875.50 49987875.50 0.0004 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.745000% 3133EWEH9 254900C5LP6DN9OP9V83 US3133EWEH98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-25 2028-02-25 N N N 0.0383 43970464.56 43970464.56 0.0004 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.500000% 3133EWFC9 254900C5LP6DN9OP9V83 US3133EWFC92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-26 2027-02-26 2027-02-26 N N N 0.0351 284200711.80 284200711.80 0.0024 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.735000% 3133EWFD7 254900C5LP6DN9OP9V83 US3133EWFD75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-25 2028-02-25 N N N 0.0379 79960149.60 79960149.60 0.0007 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.735000% 3133EWFP0 254900C5LP6DN9OP9V83 US3133EWFP06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-02 2028-03-02 N N N 0.0379 44983453.50 44983453.50 0.0004 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.740000% 3133EWGE4 254900C5LP6DN9OP9V83 US3133EWGE40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-09 2028-03-09 N N N 0.0380 256941242.09 256941242.09 0.0021 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.500000% 3133EWGG9 254900C5LP6DN9OP9V83 US3133EWGG97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-09 2027-03-09 2027-03-09 N N N 0.0358 127518568.97 127518568.97 0.0011 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.725000% 3133EWGQ7 254900C5LP6DN9OP9V83 US3133EWGQ79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-01-11 2028-01-11 N N N 0.0378 29984230.80 29984230.80 0.0002 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.735000% 3133EWGU8 254900C5LP6DN9OP9V83 US3133EWGU81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-13 2028-03-13 N N N 0.0379 154950356.60 154950356.60 0.0013 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.740000% 3133EWHA1 254900C5LP6DN9OP9V83 US3133EWHA19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-17 2028-03-17 N N N 0.0379 319912956.80 319912956.80 0.0027 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.735000% 3133EWHQ6 254900C5LP6DN9OP9V83 US3133EWHQ60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-16 2028-03-16 N N N 0.0379 94974290.15 94974290.15 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.740000% 3133EWHW3 254900C5LP6DN9OP9V83 US3133EWHW39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-20 2028-03-20 N N N 0.0379 279916445.20 279916445.20 0.0023 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.735000% 3133EWJA9 254900C5LP6DN9OP9V83 US3133EWJA90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-24 2028-03-24 N N N 0.0379 44972397.45 44972397.45 0.0004 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.740000% 3133EWJM3 254900C5LP6DN9OP9V83 US3133EWJM39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-27 2028-03-27 N N N 0.0379 224909005.50 224909005.50 0.0019 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.840600% 3133EWJS0 254900C5LP6DN9OP9V83 US3133EWJS09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-10-27 2027-10-27 N N N 0.0391 100197989.00 100197989.00 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.750000% 3133EWKF6 254900C5LP6DN9OP9V83 US3133EWKF68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-30 2027-03-30 2027-03-30 N N N 0.0383 108786899.55 108786899.55 0.0009 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 0.0380 67975772.28 67975772.28 0.0006 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.735000% 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-04-10 2028-04-10 N N N 0.0379 85939025.15 85939025.15 0.0007 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.735000% 3133EWLY4 254900C5LP6DN9OP9V83 US3133EWLY49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-04-17 2028-04-17 N N N 0.0382 99934094.00 99934094.00 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.625000% 3133EWMY3 254900C5LP6DN9OP9V83 US3133EWMY30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-29 2027-04-29 2027-04-29 N N N 0.0374 29886294.30 29886294.30 0.0002 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.745000% 3133EWMZ0 254900C5LP6DN9OP9V83 US3133EWMZ05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-04-27 2028-04-27 N N N 0.0380 129928412.90 129928412.90 0.0011 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.740000% 3133EWPQ7 254900C5LP6DN9OP9V83 US3133EWPQ78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-05-15 2028-05-15 N N N 0.0379 29959812.00 29959812.00 0.0002 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.875000% 3133EWQP8 254900C5LP6DN9OP9V83 US3133EWQP86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-26 2027-05-26 2027-05-26 N N N 0.0386 69892003.30 69892003.30 0.0006 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.705000% 3133EWTK6 254900C5LP6DN9OP9V83 US3133EWTK62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-06-15 2027-06-15 N N N 0.0377 74974711.50 74974711.50 0.0006 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 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 0.0384 141009792.45 141009792.45 0.0012 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 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 0.0380 267905626.48 267905626.48 0.0022 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 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 0.0382 664701884.48 664701884.48 0.0055 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 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 0.0383 335140341.55 335140341.55 0.0028 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.870000% 3134HBTK7 S6XOOCT0IEG5ABCC6L87 US3134HBTK71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-05-23 2028-05-23 N N N 0.0381 592291899.84 592291899.84 0.0049 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 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 0.0384 300133158.00 300133158.00 0.0025 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 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 0.0378 249931535.00 249931535.00 0.0021 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.637000% 3134HCVY2 S6XOOCT0IEG5ABCC6L87 US3134HCVY21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-19 2027-03-19 2027-03-19 N N N 0.0361 498340660.00 498340660.00 0.0041 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.910000% 3135G07M9 B1V7KEBTPIMZEU4LTD58 US3135G07M94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-11-05 2027-11-05 N N N 0.0378 356228850.15 356228850.15 0.0030 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 0.0384 182897051.65 182897051.65 0.0015 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 0.0384 478238483.76 478238483.76 0.0040 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.730000% 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-12-22 2027-12-22 N N N 0.0379 633338920.86 633338920.86 0.0053 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 0.0379 727943507.20 727943507.20 0.0060 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 0.0379 155956000.20 155956000.20 0.0013 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.735000% 3135G1AG6 B1V7KEBTPIMZEU4LTD58 US3135G1AG61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-06 2028-03-06 N N N 0.0379 226947020.47 226947020.47 0.0019 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 0.0379 234776980.30 234776980.30 0.0019 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.740000% 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-05-08 2028-05-08 N N N 0.0379 149022142.89 149022142.89 0.0012 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.735000% 3135G1AK7 B1V7KEBTPIMZEU4LTD58 US3135G1AK73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-06-08 2028-06-08 N N N 0.0381 491601361.92 491601361.92 0.0041 N N N N Hotel Legado Redondo LLC Hotel Legado Redondo LLC 3.730000% 44143AAA1 254900PJHXJR7LBMCJ17 US44143AAA16 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2066-06-01 Y Federal Home Loan Bank - Des Moines 1.0000 8 N N N 0.0373 47600000.00 47600000.00 0.0004 N N Y N Fixed Income Clearing Corp. - ING Financial Markets Fixed Income Clearing Corp. - ING Financial Markets 3.680000% 45699W001 3TK20IVIUJ8J3ZU0QE75 45699W001_3.68_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 714758000.00 710334463.70 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 73000.00 73387.48 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 274999000.00 269465470.10 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 39301000.00 40126696.71 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0373 1000000000.00 1000000000.00 0.0083 N Y Y N ING Financial Markets LLC ING Financial Markets LLC 3.700000% 46799N008 KBVRJ5K57JZ3E2AVWX40 0000319432 46799N008_3.70_0917 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FEPC 05.500 CLQF3685 S6XOOCT0IEG5ABCC6L87 3133BRCW2 2052-11-01 5.500000 0.00 5495233.97 5535988.46 Agency Mortgage-Backed Securities FEPC 06.500 CLQG9059 S6XOOCT0IEG5ABCC6L87 3133CAB41 2053-08-01 6.500000 0.00 625.65 662.65 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ1890 S6XOOCT0IEG5ABCC6L87 31426YC46 2055-08-01 6.500000 0.00 989.45 1043.28 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ2065 S6XOOCT0IEG5ABCC6L87 31426YJK3 2055-09-01 6.500000 0.00 850.14 894.03 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ2066 S6XOOCT0IEG5ABCC6L87 31426YJL1 2055-09-01 6.500000 0.00 821.39 862.17 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3942 S6XOOCT0IEG5ABCC6L87 31427RLY4 2056-01-01 5.500000 0.00 102718463.04 103183092.90 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ9177 S6XOOCT0IEG5ABCC6L87 3133D1FS3 2054-10-01 5.000000 0.00 811.65 790.51 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ2859 S6XOOCT0IEG5ABCC6L87 3142GTE93 2054-11-01 5.000000 0.00 54671829.33 53378986.38 Agency Mortgage-Backed Securities GNII SF DT1493 C 549300M8ZYFG0OCMTT87 3618W0US7 2056-08-20 7.000000 0.00 1000.00 1080.16 Agency Mortgage-Backed Securities 04.500 FGPC Q59265 G S6XOOCT0IEG5ABCC6L87 3132Y3JK1 2048-10-01 4.500000 0.00 520.88 501.92 Agency Mortgage-Backed Securities FNMS 04.500 CLMA6028 B1V7KEBTPIMZEU4LTD58 31418FVW4 2056-04-01 4.500000 0.00 1009.29 953.48 Agency Mortgage-Backed Securities FEPC 04.500 CLQF4587 S6XOOCT0IEG5ABCC6L87 3133BSCY6 2052-12-01 4.500000 0.00 673.51 643.87 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7983 S6XOOCT0IEG5ABCC6L87 3133C82Q7 2053-08-01 6.500000 0.00 1215519.04 1282013.60 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4511 S6XOOCT0IEG5ABCC6L87 3132DSAL6 2053-12-01 6.000000 0.00 107529462.49 111645152.70 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7553 S6XOOCT0IEG5ABCC6L87 3132DVMA0 2052-03-01 3.000000 0.00 99820630.47 87365012.20 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4102 S6XOOCT0IEG5ABCC6L87 3132E0RX2 2053-10-01 6.500000 0.00 681.93 722.63 Agency Mortgage-Backed Securities 05.500 FGPC A89952 G S6XOOCT0IEG5ABCC6L87 312937BV6 2039-11-01 5.500000 0.00 790360.63 803818.37 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ0030 S6XOOCT0IEG5ABCC6L87 31426WA83 2055-07-01 6.500000 0.00 1053831.17 1092682.41 Agency Mortgage-Backed Securities FEPC 06.000 CLQX9665 S6XOOCT0IEG5ABCC6L87 31426GW35 2055-04-01 6.000000 0.00 19497949.21 19922614.54 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ3057 S6XOOCT0IEG5ABCC6L87 31427AMF1 2055-09-01 6.500000 0.00 842.25 887.30 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7558 S6XOOCT0IEG5ABCC6L87 3133KPMF2 2052-06-01 4.500000 0.00 24789786.85 23747872.11 Agency Mortgage-Backed Securities FEPC 03.500 CLZT1844 S6XOOCT0IEG5ABCC6L87 3132AEBM7 2048-05-01 3.500000 0.00 2960600.28 2658372.34 Agency Mortgage-Backed Securities FNMS 03.500 CLBU8932 B1V7KEBTPIMZEU4LTD58 3140MA4S0 2052-04-01 3.500000 0.00 694.33 623.80 Agency Mortgage-Backed Securities FNMS 04.000 CLFM5391 B1V7KEBTPIMZEU4LTD58 3140X87D3 2050-09-01 4.000000 0.00 216.18 200.21 Agency Mortgage-Backed Securities FKAR 04.470 WNWN4012 S6XOOCT0IEG5ABCC6L87 3132XJN63 2033-12-01 4.470000 0.00 20185000.00 19722057.02 Agency Mortgage-Backed Securities FEPC 05.000 CLQE4252 S6XOOCT0IEG5ABCC6L87 3133BDWM3 2052-06-01 5.000000 0.00 3980843.15 3901802.18 Agency Mortgage-Backed Securities FEPC 04.500 CLQE6640 S6XOOCT0IEG5ABCC6L87 3133BGLV8 2052-08-01 4.500000 0.00 8446088.11 8011376.40 Agency Mortgage-Backed Securities FEPC 06.500 CLQH8503 S6XOOCT0IEG5ABCC6L87 3133CMNU4 2054-01-01 6.500000 0.00 3196816.37 3361691.11 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ8292 B1V7KEBTPIMZEU4LTD58 3140E1GA5 2045-08-01 3.500000 0.00 153.26 140.43 Agency Mortgage-Backed Securities FEPC 04.000 CLZM7684 S6XOOCT0IEG5ABCC6L87 3131Y2RD2 2048-08-01 4.000000 0.00 2875416.82 2668166.36 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7243 S6XOOCT0IEG5ABCC6L87 3142GYBM6 2056-08-01 5.500000 0.00 66449920.00 66709296.17 Agency Mortgage-Backed Securities Y 2026-09-17 2026-09-17 2026-09-17 N N N 0.0375 500000000.00 500000000.00 0.0042 N N N Y Karlo Lacey Apartments LLC Karlo Lacey Apartments LLC 3.730000% 485913AA5 N/A US485913AA56 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2066-01-01 Y Federal Home Loan Bank - San Francisco 1.0000 8 N N N 0.0373 53120000.00 53120000.00 0.0004 N N Y N Ken-Vin Life Co. LLC Ken-Vin Life Co. LLC 3.730000% 48849PAB4 N/A US48849PAB40 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2075-02-01 Y Federal Home Loan Bank - Cincinnati 1.0000 8 N N N 0.0373 45930000.00 45930000.00 0.0004 N N Y N L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021 L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021 3.730000% 50248DAA6 N/A US50248DAA63 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2071-04-01 Y Federal Home Loan Bank - Dallas 1.0000 8 N N N 0.0373 21350000.00 21350000.00 0.0002 N N Y N La Mesa Senior Living LP La Mesa Senior Living LP 3.730000% 503667AA5 549300MT3J8CYDB9JX03 US503667AA54 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2057-08-01 Y Federal Home Loan Bank - San Francisco 1.0000 8 N N N 0.0373 48125000.00 48125000.00 0.0004 N N Y N Magnolia Place Arlington LLC / MP Smokey Point LLC Magnolia Place Arlington LLC / MP Smokey Point LLC 3.730000% 55967TAA9 549300YMXOCHKGQZTQ40 US55967TAA97 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2065-12-01 Y Federal Home Loan Bank - San Francisco 1.0000 8 N N N 0.0373 36000000.00 36000000.00 0.0003 N N Y N MUFG Securities Americas MUFG Securities Americas 3.640000% 606745008 K5HU16E3LMSVCCJJJ255 606745008_3.64_0902 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FNMS 05.000 CLFA5619 B1V7KEBTPIMZEU4LTD58 3140W6G55 2054-02-01 5.000000 0.00 8523769.43 8323031.82 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5039 B1V7KEBTPIMZEU4LTD58 31418ES50 2053-06-01 5.500000 0.00 6015087.17 6033687.82 Agency Mortgage-Backed Securities FNMS 07.000 CLMA5738 B1V7KEBTPIMZEU4LTD58 31418FLU9 2055-06-01 7.000000 0.00 36164324.06 38077103.36 Agency Mortgage-Backed Securities 05.700 FGPC T30075 G S6XOOCT0IEG5ABCC6L87 31286DCL3 2037-03-01 5.700000 0.00 484.94 491.70 Agency Mortgage-Backed Securities 05.000 FGPC G04437 G S6XOOCT0IEG5ABCC6L87 3128M6HN1 2037-08-01 5.000000 0.00 160138.27 159985.28 Agency Mortgage-Backed Securities 03.000 FGPC J28531 G S6XOOCT0IEG5ABCC6L87 31307HPQ4 2029-06-01 3.000000 0.00 24590.79 24076.30 Agency Mortgage-Backed Securities FNMS 04.500 CLBW4220 B1V7KEBTPIMZEU4LTD58 3140MVVN5 2056-05-01 4.500000 0.00 15632640.75 14768155.72 Agency Mortgage-Backed Securities 4.875 FHLB 31 SV 2549001DPIFGXC1TOL40 3130AXEZ7 2031-09-12 4.875000 0.00 7000000.00 7269033.92 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1371 B1V7KEBTPIMZEU4LTD58 3140QLQZ2 2051-08-01 2.500000 0.00 18458372.95 15385669.12 Agency Mortgage-Backed Securities 2.23 FCOR 21-36 BD 254900C5LP6DN9OP9V83 3133EM6L1 2036-09-29 2.230000 0.00 5000000.00 3959267.78 Agency Mortgage-Backed Securities 4.86 FCOR 28-34 EG N/A 3133EWSD3 2034-12-05 4.860000 0.00 5000000.00 4960570.00 Agency Mortgage-Backed Securities 4.78 FCOR 28-32 FY N/A 3133EWST8 2032-06-15 4.780000 0.00 16000000.00 16034577.78 Agency Mortgage-Backed Securities 4.25 FCSB 28 GW 254900C5LP6DN9OP9V83 3133EWXM7 2028-08-03 4.250000 0.00 10979000.00 10979577.01 Agency Mortgage-Backed Securities 4.75 FCSB 36 AU N/A 3133EWZJ2 2036-08-25 4.750000 0.00 20000000.00 19851433.33 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6931 B1V7KEBTPIMZEU4LTD58 3140XNVZ4 2053-01-01 5.500000 0.00 7507753.50 7525331.65 Agency Mortgage-Backed Securities FNMS 03.000 CLFS8551 B1V7KEBTPIMZEU4LTD58 3140XQQD2 2052-06-01 3.000000 0.00 7597415.15 6568915.08 Agency Mortgage-Backed Securities FNMS 02.500 CLFS8677 B1V7KEBTPIMZEU4LTD58 3140XQUB1 2052-04-01 2.500000 0.00 4673541.49 3838395.21 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0289 B1V7KEBTPIMZEU4LTD58 3140Y6KB5 2055-04-01 6.500000 0.00 28239369.98 29463339.59 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1441 B1V7KEBTPIMZEU4LTD58 3140Y7S74 2055-11-01 5.500000 0.00 17979576.87 18038430.01 Agency Mortgage-Backed Securities FEPC 05.000 CLSL6200 S6XOOCT0IEG5ABCC6L87 31427T3J3 2056-07-01 5.000000 0.00 5914534.57 5762002.66 Agency Mortgage-Backed Securities FNMS 06.000 CLDE2828 B1V7KEBTPIMZEU4LTD58 3140BFEA9 2055-07-01 6.000000 0.00 5692074.42 5790319.62 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6475 B1V7KEBTPIMZEU4LTD58 3140QSFR7 2053-06-01 5.000000 0.00 3440907.56 3362612.01 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6914 B1V7KEBTPIMZEU4LTD58 3140QSVG3 2053-08-01 5.500000 0.00 12676818.26 12742970.11 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9139 B1V7KEBTPIMZEU4LTD58 3140QVEM2 2054-09-01 5.500000 0.00 4351944.23 4372230.09 Agency Mortgage-Backed Securities FNMS 05.500 CLDG4141 B1V7KEBTPIMZEU4LTD58 3140U7S78 2056-03-01 5.500000 0.00 6131776.56 6156949.54 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6046 B1V7KEBTPIMZEU4LTD58 3140U9WG9 2056-04-01 5.000000 0.00 19618793.33 19103479.57 Agency Mortgage-Backed Securities FNMS 05.500 CLDH8723 B1V7KEBTPIMZEU4LTD58 3140UQVR8 2056-09-01 5.500000 0.00 4300795.00 4315918.03 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3781 B1V7KEBTPIMZEU4LTD58 3140W4FX0 2053-07-01 5.500000 0.00 4376925.84 4383724.67 Agency Mortgage-Backed Securities FNMS 06.000 CLFA4648 B1V7KEBTPIMZEU4LTD58 3140W5EW0 2055-02-01 6.000000 0.00 5587877.43 5711458.93 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5089 B1V7KEBTPIMZEU4LTD58 3140W5UP7 2056-04-01 5.500000 0.00 14410702.37 14588030.86 Agency Mortgage-Backed Securities FNMS 02.500 CLFA5163 B1V7KEBTPIMZEU4LTD58 3140W5WZ3 2052-02-01 2.500000 0.00 12052961.40 10139714.48 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4236 B1V7KEBTPIMZEU4LTD58 31418DV66 2051-01-01 1.500000 0.00 44739655.28 33510807.12 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4564 B1V7KEBTPIMZEU4LTD58 31418ECA6 2052-03-01 3.000000 0.00 6311949.31 5435661.38 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4578 B1V7KEBTPIMZEU4LTD58 31418ECQ1 2052-04-01 2.500000 0.00 4075507.63 3364630.42 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5166 B1V7KEBTPIMZEU4LTD58 31418EW48 2053-10-01 6.000000 0.00 3148005.09 3211497.20 Agency Mortgage-Backed Securities 04.500 FGPC G08781 G S6XOOCT0IEG5ABCC6L87 3128MJ2P4 2047-09-01 4.500000 0.00 133856.06 128842.48 Agency Mortgage-Backed Securities 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 100.00 70.29 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 100.00 45.96 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 7400.00 6163.90 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 22676000.00 19670480.57 U.S. Treasuries (including strips) T 1 1/8 02/29/28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 100.00 95.41 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 5274000.00 5018327.43 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 200.00 174.75 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 12349800.00 12092944.56 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 1976500.00 1943059.98 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 45600.00 42233.71 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 853800.00 839480.67 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 8512000.00 8326482.63 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 18587700.00 18054277.46 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 1501600.00 1450629.53 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 100.00 96.11 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 6853900.00 6819996.29 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 9000000.00 9083238.93 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 1400.00 1396.63 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 5970900.00 5988382.41 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 600.00 588.33 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 40000.00 39682.87 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 200.00 204.23 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 11705000.00 11661921.78 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 3641300.00 3561227.81 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 778600.00 783987.38 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 6009700.00 6095224.93 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 9639900.00 9738908.09 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 400.00 401.95 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 7798400.00 7836435.64 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 2000.00 1997.76 U.S. Treasuries (including strips) FNMS 05.000 CLBY4064 B1V7KEBTPIMZEU4LTD58 3140NLQS1 2053-06-01 5.000000 0.00 4471903.21 4352765.75 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5908 B1V7KEBTPIMZEU4LTD58 31418FR66 2055-12-01 4.500000 0.00 5146621.38 4863094.01 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4695 B1V7KEBTPIMZEU4LTD58 3140XLGD4 2053-05-01 5.000000 0.00 9566348.65 9404023.66 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5772 B1V7KEBTPIMZEU4LTD58 3140XMMW3 2053-06-01 5.000000 0.00 98942.02 96925.25 Agency Mortgage-Backed Securities FNMS 06.000 CLDB2046 B1V7KEBTPIMZEU4LTD58 3140ABHY4 2054-05-01 6.000000 0.00 5131823.66 5220224.45 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9384 B1V7KEBTPIMZEU4LTD58 3140XRNA9 2050-08-01 5.000000 0.00 9380376.95 9266449.15 Agency Mortgage-Backed Securities FNMS 06.000 CLDD3293 B1V7KEBTPIMZEU4LTD58 3140B3UT7 2055-02-01 6.000000 0.00 5014002.46 5100544.14 Agency Mortgage-Backed Securities FNMS 02.000 CLFA0723 B1V7KEBTPIMZEU4LTD58 3140W0YV1 2052-03-01 2.000000 0.00 31554912.24 25476321.21 Agency Mortgage-Backed Securities FNMS 02.500 CLBT6727 B1V7KEBTPIMZEU4LTD58 3140LVPM5 2051-09-01 2.500000 0.00 14439433.28 11933041.26 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3057 B1V7KEBTPIMZEU4LTD58 31418CMF8 2047-07-01 3.500000 0.00 7287593.92 6617548.24 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1989 B1V7KEBTPIMZEU4LTD58 3140W2F71 2055-06-01 6.000000 0.00 13117795.56 13582755.82 Agency Mortgage-Backed Securities FNMS 05.000 CLFA3778 B1V7KEBTPIMZEU4LTD58 3140W4FU6 2054-03-01 5.000000 0.00 5740545.57 5629337.81 Agency Mortgage-Backed Securities FNMS 06.000 CLFA5180 B1V7KEBTPIMZEU4LTD58 3140W5XJ8 2049-02-01 6.000000 0.00 12593031.46 13120654.29 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4466 B1V7KEBTPIMZEU4LTD58 31418D6C1 2051-11-01 2.500000 0.00 9284774.65 7670647.52 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8056 B1V7KEBTPIMZEU4LTD58 3138WH5S7 2046-10-01 3.000000 0.00 13721293.28 12071101.94 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4182 B1V7KEBTPIMZEU4LTD58 31418DUG5 2050-11-01 2.000000 0.00 26310672.37 20855066.76 Agency Mortgage-Backed Securities FNMS 06.000 CLDA0017 B1V7KEBTPIMZEU4LTD58 3140A0AT6 2053-09-01 6.000000 0.00 11011619.41 11212966.87 Agency Mortgage-Backed Securities FNMS 06.000 CLDE8191 B1V7KEBTPIMZEU4LTD58 3140BMC57 2055-09-01 6.000000 0.00 19040372.55 19438887.55 Agency Mortgage-Backed Securities FNMS 06.000 CLDG5866 B1V7KEBTPIMZEU4LTD58 3140U9QU5 2056-03-01 6.000000 0.00 14078689.66 14382127.66 Agency Mortgage-Backed Securities FNMS 02.500 CLFA0977 B1V7KEBTPIMZEU4LTD58 3140W1CP6 2052-04-01 2.500000 0.00 5131969.43 4240563.45 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4306 B1V7KEBTPIMZEU4LTD58 31418DYC0 2051-04-01 2.500000 0.00 11174837.35 9238163.54 Agency Mortgage-Backed Securities 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 717000.00 717451.71 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 300.00 292.00 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 5179500.00 5155601.79 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 100.00 98.61 U.S. Treasuries (including strips) TII 1 1/4 04/15/28 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 1113490.00 1098882.25 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 2500.00 2449.85 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 100.00 99.71 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 1700.00 1743.31 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 1300.00 1319.53 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 1749000.00 1735737.22 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 2580400.00 2566173.13 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 400.00 408.44 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 500.00 510.74 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797WC7 2027-02-25 0.00 0.00 48927300.00 47994745.66 U.S. Treasuries (including strips) 2 7/8 BOND 46 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 100.00 71.28 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 800.00 788.74 U.S. Treasuries (including strips) FNMS 05.000 CLMA5038 B1V7KEBTPIMZEU4LTD58 31418ES43 2053-06-01 5.000000 0.00 10738951.45 10536443.47 Agency Mortgage-Backed Securities 04.000 FGPC G08624 G S6XOOCT0IEG5ABCC6L87 3128MJVS6 2045-01-01 4.000000 0.00 4444.16 4212.24 Agency Mortgage-Backed Securities 03.000 FGPC G08697 G S6XOOCT0IEG5ABCC6L87 3128MJX39 2046-03-01 3.000000 0.00 4673.61 4129.21 Agency Mortgage-Backed Securities 03.000 FGPC G08737 G S6XOOCT0IEG5ABCC6L87 3128MJZB9 2046-12-01 3.000000 0.00 24545.27 21518.83 Agency Mortgage-Backed Securities 04.000 FGPC C09071 G S6XOOCT0IEG5ABCC6L87 31292SCG3 2045-02-01 4.000000 0.00 1953.50 1848.49 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3520 B1V7KEBTPIMZEU4LTD58 3140NK4E8 2053-06-01 5.500000 0.00 4016546.31 4017752.61 Agency Mortgage-Backed Securities GNII JM 004260 M 549300M8ZYFG0OCMTT87 36202EWV7 2038-10-20 6.000000 0.00 3.14 3.20 Agency Mortgage-Backed Securities GNII JM 004311 M 549300M8ZYFG0OCMTT87 36202EYG8 2038-12-20 6.500000 0.00 6.63 6.64 Agency Mortgage-Backed Securities GNII SF 003249 M 549300M8ZYFG0OCMTT87 36202DTE1 2032-06-20 6.000000 0.00 120.94 123.44 Agency Mortgage-Backed Securities GNII JM 004239 M 549300M8ZYFG0OCMTT87 36202EV89 2038-09-20 6.000000 0.00 11.18 11.34 Agency Mortgage-Backed Securities Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0369 750000000.00 750000000.00 0.0062 N N Y N CLC Irrevocable Life Insurance Trust CLC Irrevocable Life Insurance Trust 3.740000% 66981LAC1 N/A US66981LAC19 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2051-05-01 Y Federal Home Loan Bank - Des Moines 1.0000 8 N N N 0.0374 18115000.00 18115000.00 0.0002 N N Y N Our Family IV LLC Our Family IV LLC 3.740000% 689878AA4 N/A US689878AA49 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2044-01-01 Y FEDERAL HOME LOAN BANK OF TOPEKA 1.0000 8 N N N 0.0374 13785000.00 13785000.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.850000% 6903532P1 549300IDY55XMYWXSD28 US6903532P13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2031-09-02 Y U.S. Government 1.0000 8 N N N 0.0385 6125275.00 6125275.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.820000% 6903533H8 549300IDY55XMYWXSD28 US6903533H87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2040-07-07 Y U.S. Government 1.0000 8 N N N 0.0382 8443875.00 8443875.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.820000% 6903533V7 549300IDY55XMYWXSD28 US6903533V71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-02 2026-09-08 2027-06-20 Y U.S. Government 1.0000 8 N N N 0.0382 1333333.69 1333333.69 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.820000% 6903533X3 549300IDY55XMYWXSD28 US6903533X38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2038-09-20 Y U.S. Government 1.0000 8 N N N 0.0382 2792490.21 2792490.21 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.820000% 6903534F1 549300IDY55XMYWXSD28 US6903534F13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-02 2026-09-08 2027-09-20 Y U.S. Government 1.0000 8 N N N 0.0382 4464284.78 4464284.78 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.850000% 6903535F0 549300IDY55XMYWXSD28 US6903535F04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-02 2026-09-08 2027-01-20 Y U.S. Government 1.0000 8 N N N 0.0385 5666666.63 5666666.63 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.850000% 6903537A9 549300IDY55XMYWXSD28 US6903537A98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2031-12-20 Y U.S. Government 1.0000 8 N N N 0.0385 33255814.41 33255814.41 0.0003 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.850000% 690353A31 549300IDY55XMYWXSD28 US690353A310 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2031-09-30 Y U.S. Government 1.0000 8 N N N 0.0385 3847600.01 3847600.01 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.850000% 690353A49 549300IDY55XMYWXSD28 US690353A492 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2031-09-30 Y U.S. Government 1.0000 8 N N N 0.0385 7214250.02 7214250.02 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.850000% 690353C39 549300IDY55XMYWXSD28 US690353C399 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2031-09-30 Y U.S. Government 1.0000 8 N N N 0.0385 2260465.01 2260465.01 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.820000% 690353P76 549300IDY55XMYWXSD28 US690353P763 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2040-07-07 Y U.S. Government 1.0000 8 N N N 0.0382 15352500.00 15352500.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.830000% 690353P84 549300IDY55XMYWXSD28 US690353P847 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2030-01-15 Y U.S. Government 1.0000 8 N N N 0.0383 5283018.68 5283018.68 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.850000% 690353Q75 549300IDY55XMYWXSD28 US690353Q753 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2031-09-02 Y U.S. Government 1.0000 8 N N N 0.0385 6127881.50 6127881.50 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.820000% 690353S57 549300IDY55XMYWXSD28 US690353S577 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2040-07-07 Y U.S. Government 1.0000 8 N N N 0.0382 6601575.00 6601575.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.850000% 690353T80 549300IDY55XMYWXSD28 US690353T807 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2031-09-02 Y U.S. Government 1.0000 8 N N N 0.0385 9294779.00 9294779.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.820000% 690353V46 549300IDY55XMYWXSD28 US690353V464 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2040-07-07 Y U.S. Government 1.0000 8 N N N 0.0382 11130562.50 11130562.50 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.793600% 690353VS3 549300IDY55XMYWXSD28 US690353VS38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2030-05-15 Y U.S. Government 1.0000 8 N N N 0.0379 10574000.00 10574000.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.850000% 690353W94 549300IDY55XMYWXSD28 US690353W942 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2031-09-02 Y U.S. Government 1.0000 8 N N N 0.0385 7001059.00 7001059.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.793600% 690353WB9 549300IDY55XMYWXSD28 US690353WB93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2032-10-15 Y U.S. Government 1.0000 8 N N N 0.0379 10182906.23 10182906.23 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.850000% 690353XK8 549300IDY55XMYWXSD28 US690353XK83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2031-09-30 Y U.S. Government 1.0000 8 N N N 0.0385 6108065.02 6108065.02 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.793600% 690353YG6 549300IDY55XMYWXSD28 US690353YG62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2033-11-15 Y U.S. Government 1.0000 8 N N N 0.0379 11897437.57 11897437.57 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.850000% 690353YY7 549300IDY55XMYWXSD28 US690353YY78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2031-09-30 Y U.S. Government 1.0000 8 N N N 0.0385 2404750.01 2404750.01 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.850000% 690353Z59 549300IDY55XMYWXSD28 US690353Z598 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2031-09-02 Y U.S. Government 1.0000 8 N N N 0.0385 1824550.00 1824550.00 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.820000% 690353Z83 549300IDY55XMYWXSD28 US690353Z838 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2040-07-07 Y U.S. Government 1.0000 8 N N N 0.0382 3761362.50 3761362.50 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.850000% 690353ZD2 549300IDY55XMYWXSD28 US690353ZD23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2031-09-30 Y U.S. Government 1.0000 8 N N N 0.0385 5627115.02 5627115.02 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.850000% 690353ZF7 549300IDY55XMYWXSD28 US690353ZF70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2031-09-30 Y U.S. Government 1.0000 8 N N N 0.0385 3270460.01 3270460.01 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.850000% 690353ZP5 549300IDY55XMYWXSD28 US690353ZP52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2031-09-30 Y U.S. Government 1.0000 8 N N N 0.0385 3366650.01 3366650.01 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.850000% 690353ZT7 549300IDY55XMYWXSD28 US690353ZT74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2031-09-30 Y U.S. Government 1.0000 8 N N N 0.0385 9763285.03 9763285.03 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.793600% 690353ZU4 549300IDY55XMYWXSD28 US690353ZU48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2034-06-15 Y U.S. Government 1.0000 8 N N N 0.0379 9359911.89 9359911.89 0.0001 N N Y N Renaissance 88 Co. LP Renaissance 88 Co. LP 3.730000% 75972XAA1 254900D7X1HWVKEPZK68 US75972XAA19 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2062-04-01 Y Federal Home Loan Bank - San Francisco 1.0000 8 N N N 0.0373 27000000.00 27000000.00 0.0002 N N Y N Rock Hill SI LLC Rock Hill SI LLC 3.730000% 77227PAA7 N/A US77227PAA75 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2061-06-01 Y Federal Home Loan Bank - Indianapolis 1.0000 8 N N N 0.0373 35700000.00 35700000.00 0.0003 N N Y N Rohnert Park 668 LP Rohnert Park 668 LP 3.730000% 77540BAA8 5493003XKPAFCX3G2362 US77540BAA89 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2058-06-01 Y Federal Home Loan Bank - San Francisco 1.0000 8 N N N 0.0373 20920000.00 20920000.00 0.0002 N N Y N Royal Bank of Canada Royal Bank of Canada 4.140000% 779998004 ES7IP3U3RHIGC71XBU11 0000352613 779998004_4.14_0908 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FEPC 05.500 CLSL3778 S6XOOCT0IEG5ABCC6L87 31427RFU9 2055-12-01 5.500000 0.00 12464913.81 12521172.12 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4244 S6XOOCT0IEG5ABCC6L87 31427RWE6 2055-11-01 5.500000 0.00 88679264.63 88716805.49 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5489 S6XOOCT0IEG5ABCC6L87 31427TC38 2056-06-01 5.500000 0.00 78573684.46 78846754.18 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6579 S6XOOCT0IEG5ABCC6L87 3142GXJZ1 2056-05-01 5.000000 0.00 87509065.00 85243163.64 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7503 B1V7KEBTPIMZEU4LTD58 3140QTKR9 2053-11-01 6.000000 0.00 79387667.24 81672841.24 Agency Mortgage-Backed Securities FNMS 05.000 CLFA3530 B1V7KEBTPIMZEU4LTD58 3140W34Q9 2055-11-01 5.000000 0.00 82675525.19 80588602.06 Agency Mortgage-Backed Securities FNMS 03.000 CLFA4540 B1V7KEBTPIMZEU4LTD58 3140W5BJ2 2050-02-01 3.000000 0.00 97144221.34 87410661.79 Agency Mortgage-Backed Securities Y 2026-09-08 2026-09-08 2027-08-23 N N N 0.0420 500000000.00 500000000.00 0.0042 N N Y Y Senior Living Riverside LP Senior Living Riverside LP 3.730000% 81723AAA1 N/A US81723AAA16 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2065-08-01 Y Federal Home Loan Bank - San Francisco 1.0000 8 N N N 0.0373 43940000.00 43940000.00 0.0004 N N Y N 17th Street Rentals LLC 17th Street Rentals LLC 3.730000% 81815VAA4 549300NEPGL3MYTX1E03 US81815VAA44 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2061-02-01 Y Federal Home Loan Bank - San Francisco 1.0000 8 N N N 0.0373 18200000.00 18200000.00 0.0002 N N Y N Southside Brookshore Associates LP Southside Brookshore Associates LP 3.730000% 84471LAA5 549300WK0XETJF5RWI83 US84471LAA52 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2059-09-01 Y Federal Home Loan Bank - San Francisco 1.0000 8 N N N 0.0373 7640000.00 7640000.00 0.0001 N N Y N Fixed Income Clearing Corp. - State Street Bank & Trust Co. Fixed Income Clearing Corp. - State Street Bank & Trust Co. 3.680000% 857466007 549300ZFEEJ2IP5VME73 857466007_3.68_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FICC Y FEPC 03.000 CLSD7553 S6XOOCT0IEG5ABCC6L87 3132DVMA0 2052-03-01 3.000000 0.00 35904.87 31424.66 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7567 S6XOOCT0IEG5ABCC6L87 3132DVMQ5 2054-02-01 5.500000 0.00 25737866.44 26032393.41 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8256 S6XOOCT0IEG5ABCC6L87 3132DWE58 2052-10-01 4.000000 0.00 36911.63 34165.53 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8258 S6XOOCT0IEG5ABCC6L87 3132DWE74 2052-10-01 5.000000 0.00 6049218.44 5915565.00 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8264 S6XOOCT0IEG5ABCC6L87 3132DWFD0 2052-11-01 3.500000 0.00 58472.48 52233.74 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8276 S6XOOCT0IEG5ABCC6L87 3132DWFR9 2052-12-01 5.000000 0.00 105663871.45 103187709.10 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8299 S6XOOCT0IEG5ABCC6L87 3132DWGG2 2053-02-01 5.000000 0.00 1152959.69 1125699.88 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8368 S6XOOCT0IEG5ABCC6L87 3132DWJM6 2053-10-01 6.000000 0.00 266262.55 271023.33 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8462 S6XOOCT0IEG5ABCC6L87 3132DWMK6 2054-09-01 5.500000 0.00 140434.17 140374.96 Agency Mortgage-Backed Securities FNMS 04.000 CKAJ9329 B1V7KEBTPIMZEU4LTD58 3138E2LK9 2042-01-01 4.000000 0.00 33.76 31.45 Agency Mortgage-Backed Securities FNMS 02.500 CLBT6823 B1V7KEBTPIMZEU4LTD58 3140LVSM2 2051-10-01 2.500000 0.00 128612.56 106220.90 Agency Mortgage-Backed Securities FNMS 04.500 CLBT8177 B1V7KEBTPIMZEU4LTD58 3140LXCP8 2052-06-01 4.500000 0.00 4083493.25 3904427.99 Agency Mortgage-Backed Securities FNMS 03.000 CLBT9757 B1V7KEBTPIMZEU4LTD58 3140LYZX4 2051-10-01 3.000000 0.00 1848965.78 1609587.57 Agency Mortgage-Backed Securities FNMS 02.500 CLBU1062 B1V7KEBTPIMZEU4LTD58 3140M2FC1 2051-10-01 2.500000 0.00 23904.15 19655.99 Agency Mortgage-Backed Securities FNMS 04.500 CIBV1682 B1V7KEBTPIMZEU4LTD58 3140ME2Q8 2040-05-01 4.500000 0.00 1127566.95 1110133.64 Agency Mortgage-Backed Securities FNMS 04.000 CLBW0022 B1V7KEBTPIMZEU4LTD58 3140MRAY3 2052-07-01 4.000000 0.00 87671.48 81466.39 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1316 B1V7KEBTPIMZEU4LTD58 3140MSPA7 2052-11-01 4.500000 0.00 9839464.10 9410689.77 Agency Mortgage-Backed Securities FNMS 02.500 CLFA5486 B1V7KEBTPIMZEU4LTD58 3140W6CY6 2052-01-01 2.500000 0.00 9901396.83 8281957.37 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6107 B1V7KEBTPIMZEU4LTD58 3140W6YD8 2055-11-01 6.000000 0.00 1211557.93 1239513.41 Agency Mortgage-Backed Securities FNMS 03.000 CLFA6435 B1V7KEBTPIMZEU4LTD58 3140W7EH9 2052-05-01 3.000000 0.00 1045.97 915.49 Agency Mortgage-Backed Securities FNMS 02.000 CLFA6845 B1V7KEBTPIMZEU4LTD58 3140W7TB6 2052-05-01 2.000000 0.00 1422706.00 1141536.14 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5295 B1V7KEBTPIMZEU4LTD58 3140X83D7 2048-04-01 3.500000 0.00 40476.85 36918.35 Agency Mortgage-Backed Securities 05.000 FGPC P00062 G S6XOOCT0IEG5ABCC6L87 31283NB76 2035-01-01 5.000000 0.00 4964.77 4941.47 Agency Mortgage-Backed Securities 04.500 FGPC Q22339 G S6XOOCT0IEG5ABCC6L87 3132JPS45 2043-10-01 4.500000 0.00 1045983.54 1017211.67 Agency Mortgage-Backed Securities 04.500 FGPC Q62276 G S6XOOCT0IEG5ABCC6L87 3132VNQ63 2049-03-01 4.500000 0.00 695695.12 662948.75 Agency Mortgage-Backed Securities 07.000 FGPC G60552 G S6XOOCT0IEG5ABCC6L87 31335ATH1 2031-12-01 7.000000 0.00 176531.58 185981.90 Agency Mortgage-Backed Securities FNMS 04.500 CLAS0558 B1V7KEBTPIMZEU4LTD58 3138W9TQ3 2043-09-01 4.500000 0.00 5214337.14 5078378.51 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8089 B1V7KEBTPIMZEU4LTD58 3138WH7B2 2046-10-01 3.500000 0.00 253.73 231.18 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9828 B1V7KEBTPIMZEU4LTD58 3138WK4N2 2047-06-01 4.500000 0.00 1366422.54 1325186.64 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0463 B1V7KEBTPIMZEU4LTD58 3140Q7QR1 2047-09-01 4.000000 0.00 3881654.95 3642891.77 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5860 B1V7KEBTPIMZEU4LTD58 31418FQN0 2040-10-01 5.000000 0.00 782.62 782.68 Agency Mortgage-Backed Securities FEPC 05.000 CLQX4668 S6XOOCT0IEG5ABCC6L87 31426AFJ2 2055-02-01 5.000000 0.00 7164827.19 7010702.21 Agency Mortgage-Backed Securities FEPC 02.500 CLQD2061 S6XOOCT0IEG5ABCC6L87 3133AYJE1 2051-12-01 2.500000 0.00 657.85 551.01 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4009 S6XOOCT0IEG5ABCC6L87 3132E0N24 2053-09-01 6.000000 0.00 5824.60 6047.51 Agency Mortgage-Backed Securities FEPC 05.500 CLQF0486 S6XOOCT0IEG5ABCC6L87 3133BMRF4 2052-09-01 5.500000 0.00 12292987.09 12353202.23 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4166 S6XOOCT0IEG5ABCC6L87 3133BRTX2 2052-12-01 6.000000 0.00 2190421.09 2228687.75 Agency Mortgage-Backed Securities FEPC 05.000 CLQG8408 S6XOOCT0IEG5ABCC6L87 3133C9KV4 2053-08-01 5.000000 0.00 29687.98 28980.71 Agency Mortgage-Backed Securities FEPC 06.500 CLQH5665 S6XOOCT0IEG5ABCC6L87 3133CJJJ1 2053-11-01 6.500000 0.00 659834.46 687743.26 Agency Mortgage-Backed Securities FEPC 05.500 CLQH8790 S6XOOCT0IEG5ABCC6L87 3133CMXT6 2054-02-01 5.500000 0.00 8275130.72 8276639.55 Agency Mortgage-Backed Securities FNMS 02.500 RIAX0131 N/A 3138Y1ED3 2029-09-01 2.500000 0.00 196348.97 190874.24 Agency Mortgage-Backed Securities FEPC 04.500 CLSD4231 S6XOOCT0IEG5ABCC6L87 3132E0VY5 2052-08-01 4.500000 0.00 17947294.06 17168022.55 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1301 B1V7KEBTPIMZEU4LTD58 3140QLNT9 2051-08-01 2.500000 0.00 198556.17 166347.05 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8189 S6XOOCT0IEG5ABCC6L87 3132DWC27 2052-01-01 2.500000 0.00 8521.27 7036.37 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6241 B1V7KEBTPIMZEU4LTD58 3140XM5B8 2053-11-01 6.000000 0.00 39383342.00 40522899.00 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ0450 S6XOOCT0IEG5ABCC6L87 31426WQC7 2055-08-01 5.500000 0.00 1030443.40 1044996.70 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0328 S6XOOCT0IEG5ABCC6L87 31427MLJ8 2055-02-01 6.000000 0.00 1466808.78 1507571.40 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2091 S6XOOCT0IEG5ABCC6L87 31427PKD5 2055-08-01 5.500000 0.00 446516.01 445286.45 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2515 S6XOOCT0IEG5ABCC6L87 31427PYM0 2055-04-01 5.500000 0.00 3061163.51 3090000.69 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4692 S6XOOCT0IEG5ABCC6L87 31427SGA0 2055-12-01 5.500000 0.00 15407778.07 15353933.01 Agency Mortgage-Backed Securities FEPC 06.000 CLSL4787 S6XOOCT0IEG5ABCC6L87 31427SJ90 2056-01-01 6.000000 0.00 29159827.09 29754395.96 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5021 S6XOOCT0IEG5ABCC6L87 31427SSK5 2056-04-01 5.500000 0.00 3060200.06 3076903.65 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8178 S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.500000 0.00 1228899.02 1015259.02 Agency Mortgage-Backed Securities FEPC 03.500 CLZM2747 S6XOOCT0IEG5ABCC6L87 3131XWBQ5 2047-03-01 3.500000 0.00 936.39 856.44 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8182 S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2.000000 0.00 8037639.72 6343841.12 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8289 S6XOOCT0IEG5ABCC6L87 3132DWF65 2053-01-01 5.500000 0.00 16445.34 16502.46 Agency Mortgage-Backed Securities FEPC 03.500 CLRA6531 S6XOOCT0IEG5ABCC6L87 3133KNHG1 2052-01-01 3.500000 0.00 608.28 546.96 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8202 S6XOOCT0IEG5ABCC6L87 3133KQDF0 2052-11-01 5.500000 0.00 682.31 685.03 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8277 S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.500000 0.00 1246220.39 1252243.79 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8342 S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.500000 0.00 24867.87 24930.10 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8347 S6XOOCT0IEG5ABCC6L87 3132DWHY2 2053-08-01 4.500000 0.00 86979.16 82565.84 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8506 S6XOOCT0IEG5ABCC6L87 3132DWNX7 2055-02-01 5.500000 0.00 291373.56 290354.73 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3510 B1V7KEBTPIMZEU4LTD58 3140QN3U4 2052-05-01 4.000000 0.00 1611627.85 1496031.15 Agency Mortgage-Backed Securities FNMS 04.500 CLBV2615 B1V7KEBTPIMZEU4LTD58 3140MF3Z4 2052-07-01 4.500000 0.00 33686.02 32193.06 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4146 B1V7KEBTPIMZEU4LTD58 3140MHTC3 2052-03-01 3.000000 0.00 242345.23 211402.59 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5136 B1V7KEBTPIMZEU4LTD58 3140QQV69 2052-11-01 5.500000 0.00 35600879.31 35929772.09 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6202 B1V7KEBTPIMZEU4LTD58 3140QR3L5 2053-05-01 5.000000 0.00 11242473.44 11017339.16 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0790 B1V7KEBTPIMZEU4LTD58 3140MR2Y2 2052-09-01 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Sumitomo Mitsui Banking Corp. 3.820000% 86562A007 35380028MYWPB6AUO129 0001184915 86562A007_3.82_0908 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNII SF MA4962 M 549300M8ZYFG0OCMTT87 36179TQP3 2048-01-20 3.500000 0.00 62601049.80 56731366.72 Agency Mortgage-Backed Securities GNII SF MA5263 M 549300M8ZYFG0OCMTT87 36179TZ40 2048-03-20 3.500000 0.00 21014460.00 18960436.64 Agency Mortgage-Backed Securities GNII SF MA5466 M 549300M8ZYFG0OCMTT87 36179UCB6 2048-09-20 4.000000 0.00 76347858.50 70915657.44 Agency Mortgage-Backed Securities GNII SF MA5876 M 549300M8ZYFG0OCMTT87 36179UQ54 2049-04-20 4.000000 0.00 58975672.00 54631720.57 Agency Mortgage-Backed Securities GNII SF MA3735 M 549300M8ZYFG0OCMTT87 36179SEG8 2046-06-20 3.000000 0.00 83531433.60 73913290.21 Agency Mortgage-Backed Securities GNII SF MA9904 M 549300M8ZYFG0OCMTT87 36180AAD5 2053-05-20 4.500000 0.00 208065258.80 196319350.70 Agency Mortgage-Backed Securities 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 9000000.00 9003303.00 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2026-10-14 N N N 0.0387 466500000.00 466500000.00 0.0039 N N Y Y Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 3.730000% 86599Z009 35380028MYWPB6AUO129 0001184915 86599Z009_3.73_0908 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 10000000.00 6074791.30 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 10000000.00 6299973.26 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 10000000.00 6724572.17 U.S. Treasuries (including strips) 2 1/4 BOND 41 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 8000000.00 5696418.09 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 8000000.00 5187510.96 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 40000000.00 34896888.70 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 4500000.00 4561386.64 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 600000.00 600220.20 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 24000000.00 23603197.57 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 55000000.00 52826957.17 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2026-09-09 N N N 0.0378 143497500.00 143497500.00 0.0012 N N Y Y Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 3.810000% 86599Z009 35380028MYWPB6AUO129 0001184915 86599Z009_3.81_0908 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 50000000.00 50047942.62 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 100000000.00 100530792.40 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2026-10-23 N N N 0.0386 147375000.00 147375000.00 0.0012 N N Y Y TD Securities USA LLC TD Securities USA LLC 3.680000% 87299D009 SUVUFHICNZMP2WKHG940 0001335977 87299D009_3.68_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FNMS 05.000 CLFA5676 B1V7KEBTPIMZEU4LTD58 3140W6JW3 2056-05-01 5.000000 0.00 33962425.86 33135531.37 Agency Mortgage-Backed Securities FNMS 05.000 CLMA6175 B1V7KEBTPIMZEU4LTD58 31418F2H9 2056-08-01 5.000000 0.00 36391099.00 35333816.28 Agency Mortgage-Backed Securities FEPC 02.000 CLQD1461 S6XOOCT0IEG5ABCC6L87 3133AXTS1 2051-11-01 2.000000 0.00 42092518.63 33270965.02 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1769 S6XOOCT0IEG5ABCC6L87 31427N6F1 2055-07-01 5.500000 0.00 980546.46 981633.23 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3589 S6XOOCT0IEG5ABCC6L87 31427Q7B2 2055-12-01 5.000000 0.00 34005980.36 33275384.55 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5923 S6XOOCT0IEG5ABCC6L87 3133KMSL0 2051-09-01 2.500000 0.00 7746117.76 6399473.26 Agency Mortgage-Backed Securities FEPC 05.000 CLSL6217 S6XOOCT0IEG5ABCC6L87 31427T4B9 2056-08-01 5.000000 0.00 37233824.00 36408002.62 Agency Mortgage-Backed Securities FEPC 06.000 CLSL5867 S6XOOCT0IEG5ABCC6L87 31427TQV1 2055-03-01 6.000000 0.00 31100103.71 31833381.96 Agency Mortgage-Backed Securities FEPC 07.000 CLRQ0059 S6XOOCT0IEG5ABCC6L87 3142J6B51 2055-10-01 7.000000 0.00 30188744.39 31794825.83 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3009 B1V7KEBTPIMZEU4LTD58 3140Y9KX1 2056-07-01 5.500000 0.00 35949308.58 35823677.72 Agency Mortgage-Backed Securities FEPC 04.500 CIRR0090 S6XOOCT0IEG5ABCC6L87 3142JCC40 2041-06-01 4.500000 0.00 33192623.56 32576800.82 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8073 S6XOOCT0IEG5ABCC6L87 3132DV6J9 2050-05-01 2.000000 0.00 41482950.73 32909033.25 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7515 S6XOOCT0IEG5ABCC6L87 3132DVK46 2050-05-01 3.000000 0.00 38477615.62 33879771.42 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4870 B1V7KEBTPIMZEU4LTD58 3140W5MU5 2056-03-01 5.500000 0.00 34296100.92 34377702.76 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0373 400000000.00 400000000.00 0.0033 N Y Y N Thomas Bently Durant Irrevocable Life Insurance Trust Thomas Bently Durant Irrevocable Life Insurance Trust 3.740000% 88434TAA5 N/A US88434TAA51 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2044-03-01 Y FEDERAL HOME LOAN BANK OF TOPEKA 1.0000 8 N N N 0.0374 10000000.00 10000000.00 0.0001 N N Y N 2020 Sheu Family Exempt Trust 2020 Sheu Family Exempt Trust 3.740000% 90138RAA4 N/A US90138RAA41 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2041-07-01 Y Federal Home Loan Bank - Dallas 1.0000 8 N N N 0.0374 9175000.00 9175000.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.850000% 90376PBJ9 549300IDY55XMYWXSD28 US90376PBJ93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2026-12-15 Y U.S. Government 1.0000 8 N N N 0.0385 300000.70 300000.70 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.850000% 90376PEU1 549300IDY55XMYWXSD28 US90376PEU12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2037-11-20 Y U.S. Government 1.0000 8 N N N 0.0385 12235770.00 12235770.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.850000% 90376PEY3 549300IDY55XMYWXSD28 US90376PEY34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-08 2026-09-08 2037-11-20 Y U.S. Government 1.0000 8 N N N 0.0385 8972898.00 8972898.00 0.0001 N N Y N Wells Fargo Securities Wells Fargo Securities 3.670000% 910QDQ001 KB1H1DSPRFMYMCUFXT09 910QDQ001_3.67_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNII SF MA1810 M 549300M8ZYFG0OCMTT87 36179QAK7 2029-04-20 3.000000 0.00 65145.44 64227.41 Agency Mortgage-Backed Securities GNII SF MA2000 M 549300M8ZYFG0OCMTT87 36179QGH8 2044-05-20 6.000000 0.00 395640.91 415197.04 Agency Mortgage-Backed Securities GNII SF MA2044 M 549300M8ZYFG0OCMTT87 36179QHV6 2029-07-20 3.000000 0.00 1738.37 1710.56 Agency Mortgage-Backed Securities GNII SF MA3078 M 549300M8ZYFG0OCMTT87 36179RM30 2030-09-20 3.000000 0.00 6717.39 6555.87 Agency Mortgage-Backed Securities GNII SF MA4131 M 549300M8ZYFG0OCMTT87 36179SSU2 2039-07-20 5.500000 0.00 55169.21 56449.54 Agency Mortgage-Backed Securities GNII SF MA4355 M 549300M8ZYFG0OCMTT87 36179SZU4 2032-04-20 2.500000 0.00 2369.57 2266.40 Agency Mortgage-Backed Securities GNII SF MA4780 M 549300M8ZYFG0OCMTT87 36179TJZ9 2047-10-20 4.500000 0.00 240518.88 231314.23 Agency Mortgage-Backed Securities GNII SF MA7596 M 549300M8ZYFG0OCMTT87 36179WNM6 2037-12-20 6.000000 0.00 41806.76 43621.43 Agency Mortgage-Backed Securities GNII SF MA8643 M 549300M8ZYFG0OCMTT87 36179XS80 2053-02-20 3.000000 0.00 80385.47 70690.02 Agency Mortgage-Backed Securities GNII SF MA9964 M 549300M8ZYFG0OCMTT87 36180AB93 2054-10-20 5.000000 0.00 169682.15 165711.02 Agency Mortgage-Backed Securities GNII SF CV6003 C 549300M8ZYFG0OCMTT87 3618F2U45 2053-08-20 6.500000 0.00 1246907.40 1308774.79 Agency Mortgage-Backed Securities GNII SF CV6948 C 549300M8ZYFG0OCMTT87 3618F3WH2 2053-06-20 6.500000 0.00 806062.37 846378.11 Agency Mortgage-Backed Securities GNII SF CV8196 C 549300M8ZYFG0OCMTT87 3618F5C97 2053-11-20 6.500000 0.00 5285475.49 5562311.08 Agency Mortgage-Backed Securities GNII SF CZ1151 C 549300M8ZYFG0OCMTT87 3618GCH47 2054-01-20 7.500000 0.00 1471864.24 1606092.37 Agency Mortgage-Backed Securities GNII SF DA1381 C 549300M8ZYFG0OCMTT87 3618GQRA1 2054-03-20 6.500000 0.00 941479.42 993557.04 Agency Mortgage-Backed Securities GNII SF DB8098 C 549300M8ZYFG0OCMTT87 3618HA7K5 2054-06-20 7.000000 0.00 1728739.12 1820302.36 Agency Mortgage-Backed Securities GNII SF DB7671 C 549300M8ZYFG0OCMTT87 3618HAQY4 2054-07-20 7.000000 0.00 853793.95 899111.91 Agency Mortgage-Backed Securities GNII SF DC3002 C 549300M8ZYFG0OCMTT87 3618HHKP4 2054-06-20 6.500000 0.00 1454973.82 1527640.55 Agency Mortgage-Backed Securities GNII SF DE5816 C 549300M8ZYFG0OCMTT87 3618JBN98 2054-12-20 7.000000 0.00 2902243.18 3072945.38 Agency Mortgage-Backed Securities GNII SF DG4176 C 549300M8ZYFG0OCMTT87 3618K0T94 2055-01-20 7.000000 0.00 2290162.62 2449719.01 Agency Mortgage-Backed Securities GNII SF DH2471 C 549300M8ZYFG0OCMTT87 3618KAW80 2055-01-20 6.000000 0.00 2228301.67 2312602.78 Agency Mortgage-Backed Securities GNII SF DH6252 C 549300M8ZYFG0OCMTT87 3618KE5M1 2055-02-20 6.500000 0.00 621010.88 649427.51 Agency Mortgage-Backed Securities GNII SF DK3276 C 549300M8ZYFG0OCMTT87 3618L2T99 2055-06-20 6.000000 0.00 6807701.02 6989548.33 Agency Mortgage-Backed Securities GNII SF DK9884 C 549300M8ZYFG0OCMTT87 3618L96V0 2055-09-20 6.000000 0.00 1547896.30 1576924.00 Agency Mortgage-Backed Securities GNII SF DK9355 C 549300M8ZYFG0OCMTT87 3618L9MC4 2055-07-20 6.000000 0.00 6863687.98 7025039.55 Agency Mortgage-Backed Securities GNII SF DL4164 C 549300M8ZYFG0OCMTT87 3618LFTV1 2055-07-20 6.000000 0.00 3719083.87 3816813.96 Agency Mortgage-Backed Securities GNII SF DM7114 C 549300M8ZYFG0OCMTT87 3618LW3X8 2055-10-20 6.000000 0.00 8424491.38 8634606.62 Agency Mortgage-Backed Securities GNII SF DM6698 C 549300M8ZYFG0OCMTT87 3618LWNP3 2055-10-20 6.000000 0.00 2446889.58 2536692.88 Agency Mortgage-Backed Securities GNII SF DN6283 C 549300M8ZYFG0OCMTT87 3618M86U3 2056-01-20 5.500000 0.00 4820356.49 4886286.11 Agency Mortgage-Backed Securities GNII SF DN5982 C 549300M8ZYFG0OCMTT87 3618M8UF9 2055-10-20 6.500000 0.00 3824143.83 3999055.07 Agency Mortgage-Backed Securities GNII SF DP2435 C 549300M8ZYFG0OCMTT87 3618MGV45 2056-05-20 5.000000 0.00 1061817.40 1039465.79 Agency Mortgage-Backed Securities GNII SF DP2464 C 549300M8ZYFG0OCMTT87 3618MGWZ5 2056-05-20 5.000000 0.00 1651212.82 1616457.54 Agency Mortgage-Backed Securities GNII SF DP3065 C 549300M8ZYFG0OCMTT87 3618MHMN1 2056-01-20 6.000000 0.00 5004949.05 5142625.19 Agency Mortgage-Backed Securities GNII SF DP3167 C 549300M8ZYFG0OCMTT87 3618MHQU1 2056-01-20 6.000000 0.00 616997.10 633969.45 Agency Mortgage-Backed Securities GNII SF DP8902 C 549300M8ZYFG0OCMTT87 3618MP3K0 2056-01-20 6.000000 0.00 4549078.14 4670793.27 Agency Mortgage-Backed Securities GNII SF DQ1190 C 549300M8ZYFG0OCMTT87 3618MTKB3 2056-02-20 5.500000 0.00 1756109.10 1801280.32 Agency Mortgage-Backed Securities GNII SF DQ5203 C 549300M8ZYFG0OCMTT87 3618MXX87 2056-06-20 5.500000 0.00 6055723.23 6138555.43 Agency Mortgage-Backed Securities GNII SF MB0870 M 549300M8ZYFG0OCMTT87 3618N56G9 2056-01-20 4.500000 0.00 44639690.29 42049695.46 Agency Mortgage-Backed Securities GNII SF MB0256 M 549300M8ZYFG0OCMTT87 3618N5JA8 2050-10-20 4.000000 0.00 2861.43 2601.88 Agency Mortgage-Backed Securities GNII SF MB0421 M 549300M8ZYFG0OCMTT87 3618N5PF0 2055-06-20 4.000000 0.00 8850705.22 8050507.05 Agency Mortgage-Backed Securities GNII SF MB0593 M 549300M8ZYFG0OCMTT87 3618N5UT4 2040-09-20 4.500000 0.00 164362.62 161377.79 Agency Mortgage-Backed Securities GNII SF MB0992 M 549300M8ZYFG0OCMTT87 3618N6C62 2056-02-20 3.000000 0.00 82682741.79 72342438.11 Agency Mortgage-Backed Securities GNII SF MB1345 M 549300M8ZYFG0OCMTT87 3618N6P76 2056-07-20 6.000000 0.00 565027577.00 576706697.00 Agency Mortgage-Backed Securities GNII SF DO3603 C 549300M8ZYFG0OCMTT87 3618V0AC5 2055-11-20 6.000000 0.00 15300598.88 15755944.71 Agency Mortgage-Backed Securities GNII SF DO7574 C 549300M8ZYFG0OCMTT87 3618V4MX8 2055-12-20 6.000000 0.00 3417914.68 3508373.21 Agency Mortgage-Backed Securities GNII SF DR0487 C 549300M8ZYFG0OCMTT87 3618V8RG1 2056-04-20 5.000000 0.00 1000785.85 979721.98 Agency Mortgage-Backed Securities GNII SF DR4623 C 549300M8ZYFG0OCMTT87 3618VDD42 2056-04-20 5.000000 0.00 2846592.16 2786670.45 Agency Mortgage-Backed Securities GNII SF DR7053 C 549300M8ZYFG0OCMTT87 3618VFZS0 2056-07-20 5.500000 0.00 1163498.30 1178173.89 Agency Mortgage-Backed Securities GNII SF DS0897 C 549300M8ZYFG0OCMTT87 3618VL7J8 2056-08-20 5.500000 0.00 10320244.00 10413532.12 Agency Mortgage-Backed Securities GNII SF DS0106 C 549300M8ZYFG0OCMTT87 3618VLDK8 2056-08-20 5.500000 0.00 1080383.00 1090957.07 Agency Mortgage-Backed Securities GNII SF DS1565 C 549300M8ZYFG0OCMTT87 3618VMW25 2056-05-20 5.500000 0.00 24448325.51 24716482.88 Agency Mortgage-Backed Securities GNII SF DS4591 C 549300M8ZYFG0OCMTT87 3618VRC42 2056-07-20 5.500000 0.00 1678576.58 1701323.53 Agency Mortgage-Backed Securities GNII SF DS4595 C 549300M8ZYFG0OCMTT87 3618VRC83 2056-07-20 5.500000 0.00 5753301.82 5804410.32 Agency Mortgage-Backed Securities GNII SF DS5165 C 549300M8ZYFG0OCMTT87 3618VRW24 2056-06-20 5.500000 0.00 1002817.56 1015002.13 Agency Mortgage-Backed Securities GNII SF DS6724 C 549300M8ZYFG0OCMTT87 3618VTPH5 2056-06-20 6.000000 0.00 5047740.88 5167114.90 Agency Mortgage-Backed Securities GNII SF DS6797 C 549300M8ZYFG0OCMTT87 3618VTRS9 2056-06-20 5.000000 0.00 1322502.80 1302896.25 Agency Mortgage-Backed Securities GNII SF DS7789 C 549300M8ZYFG0OCMTT87 3618VUUN3 2056-06-20 5.000000 0.00 1027954.65 1006317.92 Agency Mortgage-Backed Securities GNII SF DS8845 C 549300M8ZYFG0OCMTT87 3618VVZJ5 2056-07-20 6.500000 0.00 472095.87 500217.04 Agency Mortgage-Backed Securities GNII SF DS9046 C 549300M8ZYFG0OCMTT87 3618VWBP5 2056-07-20 5.500000 0.00 5016863.51 5061435.00 Agency Mortgage-Backed Securities GNII SF DS9326 C 549300M8ZYFG0OCMTT87 3618VWLF6 2056-06-20 5.500000 0.00 7808379.93 7875339.39 Agency Mortgage-Backed Securities GNII SF DS9328 C 549300M8ZYFG0OCMTT87 3618VWLH2 2056-06-20 5.500000 0.00 34040537.89 34013180.63 Agency Mortgage-Backed Securities GNII SF DS9942 C 549300M8ZYFG0OCMTT87 3618VXBK4 2056-07-20 5.500000 0.00 1388936.35 1406461.02 Agency Mortgage-Backed Securities GNII SF DT0898 C 549300M8ZYFG0OCMTT87 3618VY7K7 2056-06-20 5.000000 0.00 10864190.76 10635495.93 Agency Mortgage-Backed Securities GNII SF DT3386 C 549300M8ZYFG0OCMTT87 3618W2XP6 2056-07-20 5.500000 0.00 2169414.44 2184978.54 Agency Mortgage-Backed Securities GNII SF DT3407 C 549300M8ZYFG0OCMTT87 3618W2YC4 2056-07-20 6.000000 0.00 2154884.03 2222390.08 Agency Mortgage-Backed Securities GNII SF DT4147 C 549300M8ZYFG0OCMTT87 3618W3TC8 2056-08-20 5.500000 0.00 5461991.00 5511369.22 Agency Mortgage-Backed Securities GNII SF DT4238 C 549300M8ZYFG0OCMTT87 3618W3V76 2056-08-20 5.500000 0.00 2199717.00 2222207.64 Agency Mortgage-Backed Securities GNII SF DT5735 C 549300M8ZYFG0OCMTT87 3618W5LQ0 2056-07-20 5.500000 0.00 658003.37 663092.59 Agency Mortgage-Backed Securities GNII SF DT5768 C 549300M8ZYFG0OCMTT87 3618W5MR7 2056-07-20 5.000000 0.00 3304313.00 3255328.76 Agency Mortgage-Backed Securities GNII SF DT8735 C 549300M8ZYFG0OCMTT87 3618W8V42 2056-08-20 6.500000 0.00 1131551.00 1211346.47 Agency Mortgage-Backed Securities GNII SF DU1733 C 549300M8ZYFG0OCMTT87 3618WC4S0 2056-08-20 5.000000 0.00 2009867.00 1967564.66 Agency Mortgage-Backed Securities GNII SF MA7769 M 549300M8ZYFG0OCMTT87 36179WT24 2051-12-20 3.500000 0.00 614170.91 550925.84 Agency Mortgage-Backed Securities GNII SF MA8268 M 549300M8ZYFG0OCMTT87 36179XFH4 2052-09-20 4.500000 0.00 70379.28 67248.81 Agency Mortgage-Backed Securities GNII SF MA9362 M 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.500000 0.00 348704.88 350554.18 Agency Mortgage-Backed Securities GNII SF CU9601 C 549300M8ZYFG0OCMTT87 3618BTU24 2053-11-20 6.500000 0.00 2187088.94 2285537.83 Agency Mortgage-Backed Securities GNII SF CZ1711 C 549300M8ZYFG0OCMTT87 3618GC3U4 2054-01-20 7.500000 0.00 2775790.01 3036136.90 Agency Mortgage-Backed Securities GNII SF CZ3602 C 549300M8ZYFG0OCMTT87 3618GFAB1 2053-12-20 7.500000 0.00 278858.13 300815.98 Agency Mortgage-Backed Securities GNII SF DG7405 C 549300M8ZYFG0OCMTT87 3618K4GN9 2055-01-20 7.000000 0.00 1635698.79 1734161.86 Agency Mortgage-Backed Securities GNII SF MA0853 M 549300M8ZYFG0OCMTT87 36179M5N6 2043-03-20 4.000000 0.00 216963.74 205777.59 Agency Mortgage-Backed Securities GNII SF MA1285 M 549300M8ZYFG0OCMTT87 36179NNA2 2043-09-20 3.500000 0.00 28435.40 26266.68 Agency Mortgage-Backed Securities GNII SF MA2679 M 549300M8ZYFG0OCMTT87 36179Q6Q9 2045-03-20 4.000000 0.00 172517.28 163222.11 Agency Mortgage-Backed 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3140BYKW3 2040-12-01 5.500000 0.00 917182.81 939251.45 Agency Mortgage-Backed Securities FNMS 03.000 CLBD0629 B1V7KEBTPIMZEU4LTD58 3140F7VX4 2046-10-01 3.000000 0.00 69730.21 61875.59 Agency Mortgage-Backed Securities FNMS 05.000 CLDG3065 B1V7KEBTPIMZEU4LTD58 3140U6MP6 2056-03-01 5.000000 0.00 7329474.09 7133796.68 Agency Mortgage-Backed Securities FNMS 05.500 CLDG3667 B1V7KEBTPIMZEU4LTD58 3140U7CD2 2056-03-01 5.500000 0.00 595476.77 593394.59 Agency Mortgage-Backed Securities FNMS 05.000 CLDG5654 B1V7KEBTPIMZEU4LTD58 3140U9H84 2056-05-01 5.000000 0.00 5251022.84 5141789.31 Agency Mortgage-Backed Securities FNMS 05.000 CIDG7421 B1V7KEBTPIMZEU4LTD58 3140UBG72 2041-08-01 5.000000 0.00 4442855.00 4478973.93 Agency Mortgage-Backed Securities FNMS 05.000 CLDH2368 B1V7KEBTPIMZEU4LTD58 3140UHT26 2056-06-01 5.000000 0.00 2378871.72 2324068.86 Agency Mortgage-Backed Securities FNMS 05.000 CLDH3934 B1V7KEBTPIMZEU4LTD58 3140UKLQ4 2056-07-01 5.000000 0.00 1574442.28 1536318.21 Agency 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B1V7KEBTPIMZEU4LTD58 3140W5GE8 2050-11-01 4.000000 0.00 84849173.95 78911541.86 Agency Mortgage-Backed Securities FNMS 06.000 CIFA4770 B1V7KEBTPIMZEU4LTD58 3140W5JQ8 2040-03-01 6.000000 0.00 11445225.33 11883256.99 Agency Mortgage-Backed Securities FNMS 06.000 CLFA5042 B1V7KEBTPIMZEU4LTD58 3140W5S88 2056-02-01 6.000000 0.00 135622552.75 137967466.70 Agency Mortgage-Backed Securities FNMS 01.500 CLFA6259 B1V7KEBTPIMZEU4LTD58 3140W65V0 2052-01-01 1.500000 0.00 997036.24 746760.20 Agency Mortgage-Backed Securities FNMS 02.000 CLBV4128 B1V7KEBTPIMZEU4LTD58 3140MHSS9 2052-03-01 2.000000 0.00 182249.78 143706.99 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1073 B1V7KEBTPIMZEU4LTD58 3140XGFP9 2052-03-01 3.000000 0.00 22039.50 18924.44 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3436 B1V7KEBTPIMZEU4LTD58 3140XJZA4 2052-12-01 5.500000 0.00 20651807.28 21020490.22 Agency Mortgage-Backed Securities FNMS 03.000 CLBN7753 B1V7KEBTPIMZEU4LTD58 3140JQTK9 2049-09-01 3.000000 0.00 181360.88 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4.000000 0.00 55965.17 52046.00 Agency Mortgage-Backed Securities FNMS 04.500 CLAW7430 B1V7KEBTPIMZEU4LTD58 3138XXHG4 2042-01-01 4.500000 0.00 107256.47 104617.96 Agency Mortgage-Backed Securities FNMS 01.500 CICB0622 B1V7KEBTPIMZEU4LTD58 3140QKVQ8 2036-05-01 1.500000 0.00 31630.97 28299.78 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3520 B1V7KEBTPIMZEU4LTD58 3140XJ4E0 2052-11-01 4.500000 0.00 76355.34 72646.76 Agency Mortgage-Backed Securities FNMS 04.000 CLCB6455 B1V7KEBTPIMZEU4LTD58 3140QSE56 2053-06-01 4.000000 0.00 6860.37 6319.93 Agency Mortgage-Backed Securities FNMS 03.500 CLBC1128 B1V7KEBTPIMZEU4LTD58 3140EVHE0 2046-06-01 3.500000 0.00 49443.05 44793.21 Agency Mortgage-Backed Securities FNMS 04.000 CTMA0457 B1V7KEBTPIMZEU4LTD58 31417YQK6 2030-07-01 4.000000 0.00 69266.08 68462.13 Agency Mortgage-Backed Securities FNMS 03.000 CLBK0436 B1V7KEBTPIMZEU4LTD58 3140HDPW8 2049-12-01 3.000000 0.00 7675.10 6718.86 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3489 B1V7KEBTPIMZEU4LTD58 31418C2X1 2033-10-01 3.500000 0.00 533.49 518.10 Agency Mortgage-Backed Securities FNMS 05.000 CLAV5793 B1V7KEBTPIMZEU4LTD58 3138XHNK3 2043-12-01 5.000000 0.00 8944.40 8805.98 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8685 B1V7KEBTPIMZEU4LTD58 3140XCUK2 2051-09-01 3.000000 0.00 142735.98 123263.23 Agency Mortgage-Backed Securities Y 2026-09-17 2026-09-17 2026-09-17 N N N 0.0375 500000000.00 500000000.00 0.0042 N N N Y Wells Fargo Securities Wells Fargo Securities 3.700000% 910QDQ001 KB1H1DSPRFMYMCUFXT09 910QDQ001_3.70_0930 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash Y N N N 2.875 FHLB 29 EC 2549001DPIFGXC1TOL40 3130AG3X1 2029-03-09 2.875000 0.00 250000.00 243628.28 Agency Mortgage-Backed Securities 2.125 FHLB 29 IG 2549001DPIFGXC1TOL40 3130AHKT9 2029-12-14 2.125000 0.00 150000.00 140030.12 Agency Mortgage-Backed Securities 4.875 FHLB 32 HN 2549001DPIFGXC1TOL40 3130ATS65 2032-09-10 4.875000 0.00 36000000.00 37060569.00 Agency Mortgage-Backed Securities 3.875 FHLB 29 RV N/A 3130AUW75 2029-03-09 3.875000 0.00 205000.00 206100.01 Agency Mortgage-Backed Securities 4.375 FHLB 30 LX 2549001DPIFGXC1TOL40 3130AWMP2 2030-06-14 4.375000 0.00 19550000.00 19701036.24 Agency Mortgage-Backed Securities 4.75 FHLB 30 NE 2549001DPIFGXC1TOL40 3130AXQY7 2030-12-13 4.750000 0.00 150000.00 152904.85 Agency Mortgage-Backed Securities 4.715 FHLB 27 TL N/A 3130AXTQ1 2027-07-26 4.715000 0.00 10000.00 10054.11 Agency Mortgage-Backed Securities 4.625 FHLB 31 UZ 2549001DPIFGXC1TOL40 3130B1CB1 2031-06-13 4.625000 0.00 650000.00 658884.09 Agency Mortgage-Backed Securities 3.875 FHLB 27 G8130 2549001DPIFGXC1TOL40 3130B6R24 2027-06-04 3.875000 0.00 7750000.00 7806486.52 Agency Mortgage-Backed Securities 3.625 FHLB 27 LN N/A 3130BAFE2 2027-04-21 3.625000 0.00 100000.00 101025.03 Agency Mortgage-Backed Securities 4.50 FHLB 36 KU N/A 3130BANJ2 2036-06-13 4.500000 0.00 30000.00 29554.14 Agency Mortgage-Backed Securities 4.125 FHLB 28 G9097 2549001DPIFGXC1TOL40 3130BB3J2 2028-06-01 4.125000 0.00 500000.00 502609.04 Agency Mortgage-Backed Securities 2.90 FCSB 30 BE 254900C5LP6DN9OP9V83 3133EKKD7 2030-05-01 2.900000 0.00 5000.00 4773.08 Agency Mortgage-Backed Securities 3.08 FCSB 37 AC 254900C5LP6DN9OP9V83 3133ENTJ9 2037-03-30 3.080000 0.00 2860000.00 2452456.67 Agency Mortgage-Backed Securities 4.75 FCSB 27 FV N/A 3133ERGF2 2027-04-30 4.750000 0.00 718000.00 732371.01 Agency Mortgage-Backed Securities 4.00 FCSB 29 DZ N/A 3133ERJ85 2029-09-06 4.000000 0.00 1115000.00 1122293.71 Agency Mortgage-Backed Securities 3.50 FCSB 27 GI N/A 3133ERUQ2 2027-09-20 3.500000 0.00 20000.00 20164.70 Agency Mortgage-Backed Securities 4.00 FCSB 36 AN 254900C5LP6DN9OP9V83 3133EWGB0 2036-03-05 4.000000 0.00 43000.00 40866.49 Agency Mortgage-Backed Securities 3 7/8 FCSB 28 GK 254900C5LP6DN9OP9V83 3133EWJZ4 2028-03-27 3.875000 0.00 26000.00 26223.77 Agency Mortgage-Backed Securities 4.25 FCSB 28 GW 254900C5LP6DN9OP9V83 3133EWXM7 2028-08-03 4.250000 0.00 63305000.00 63262684.12 Agency Mortgage-Backed Securities 4.25 FCSB 29 FK 254900C5LP6DN9OP9V83 3133EWXN5 2029-08-03 4.250000 0.00 41068000.00 40943093.96 Agency Mortgage-Backed Securities 0.79 FMNT 21-27 T2 N/A 3134GXJT2 2027-06-07 0.790000 0.00 540000.00 527345.82 Agency Mortgage-Backed Securities 2.67 FMNT 22-27 M2 S6XOOCT0IEG5ABCC6L87 3134GXNM2 2027-03-25 2.670000 0.00 10600000.00 10639601.60 Agency Mortgage-Backed Securities FMFR 00SO GB 26 W0 S6XOOCT0IEG5ABCC6L87 3134HAMW0 2026-09-23 3.780000 0.00 5000000.00 5036452.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134HATA1 2026-10-16 3.780000 0.00 32000.00 32155.60 Agency Mortgage-Backed Securities 4.03 FMNT 26-28 S5 N/A 3134HB6S5 2028-11-20 4.030000 0.00 125000.00 125171.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134HBQ61 2027-09-22 3.780000 0.00 5500000.00 5546557.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134HBTK7 2028-05-23 3.860000 0.00 1977000.00 1982731.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134HBU66 2027-10-06 3.780000 0.00 783000.00 788174.11 Agency Mortgage-Backed Securities FMFR 00SO GB 27 55 S6XOOCT0IEG5ABCC6L87 3134HBX55 2027-10-14 3.780000 0.00 1327000.00 1334698.07 Agency Mortgage-Backed Securities 4.65 FMNT 26-30 M6 N/A 3134HC6M6 2030-02-27 4.650000 0.00 12000000.00 11935266.00 Agency Mortgage-Backed Securities 4.01 FMNT 26-30 S6 S6XOOCT0IEG5ABCC6L87 3134HCCS6 2030-12-04 4.010000 0.00 9440000.00 9302835.23 Agency Mortgage-Backed Securities 4.00 FMNT 27-31 61 N/A 3134HCF61 2031-03-26 4.000000 0.00 20000.00 19835.81 Agency Mortgage-Backed Securities 3.85 FMNT 26-29 Y2 N/A 3134HCMY2 2029-10-09 3.850000 0.00 9060000.00 9020291.03 Agency Mortgage-Backed Securities 4.00 FMNT 27-29 54 S6XOOCT0IEG5ABCC6L87 3134HCN54 2029-05-14 4.000000 0.00 1615000.00 1613730.43 Agency Mortgage-Backed Securities 4.25 FMNT 27-29 88 N/A 3134HCW88 2029-02-26 4.250000 0.00 2090000.00 2095741.81 Agency Mortgage-Backed Securities 3.85 FMNT 27-30 F2 N/A 3134HCWF2 2030-03-11 3.850000 0.00 5715000.00 5691183.06 Agency Mortgage-Backed Securities 4.05 FMNT 27-31 J2 N/A 3134HCYJ2 2031-03-11 4.050000 0.00 1535000.00 1527476.97 Agency Mortgage-Backed Securities 4.1 FMNT 27-31 G7 S6XOOCT0IEG5ABCC6L87 3134HCZG7 2031-03-17 4.100000 0.00 1070000.00 1065718.69 Agency Mortgage-Backed Securities 0.75 FNSM A 10/27 B1V7KEBTPIMZEU4LTD58 3135G05Y5 2027-10-08 0.750000 0.00 2016000.00 1946607.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G07M9 2027-11-05 3.900000 0.00 6000000.00 6029366.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G1AK7 2028-06-08 3.725000 0.00 126126000.00 127151719.70 Agency Mortgage-Backed Securities RFIN 04/15/29 N/A 76116EHM5 2029-04-15 0.00 0.00 10337000.00 9155119.11 Corporate Debt Securities 8.625 RFPR 30 A N/A 76116FAB3 2030-01-15 0.00 0.00 1000000.00 855471.00 Corporate Debt Securities 3.25 FHLB 28 G4973 2549001DPIFGXC1TOL40 3130AFFX0 2028-11-16 3.250000 0.00 420000.00 415114.63 Agency Mortgage-Backed Securities 5.50 FHLB 36 G677 2549001DPIFGXC1TOL40 3133XGAY0 2036-07-15 5.500000 0.00 885000.00 935991.73 Agency Mortgage-Backed Securities 6.25 FMNT GB 32 A S6XOOCT0IEG5ABCC6L87 3134A4KX1 2032-07-15 6.250000 0.00 162000.00 176944.52 Agency Mortgage-Backed Securities 4.00 FMNT GB27-3048 S6XOOCT0IEG5ABCC6L87 3134HBX48 2030-10-09 4.000000 0.00 7475000.00 7450592.46 Agency Mortgage-Backed Securities 6.625 FNSM BB 11/30 B1V7KEBTPIMZEU4LTD58 31359MGK3 2030-11-15 6.625000 0.00 21358000.00 23452898.24 Agency Mortgage-Backed Securities 6.03 FNPR A 10/27 B1V7KEBTPIMZEU4LTD58 31364EAV6 2027-10-08 0.00 0.00 97000.00 92324.79 Agency Mortgage-Backed Securities RFIN 10/15/28 N/A 76116EHL7 2028-10-15 0.00 0.00 981000.00 891083.50 Corporate Debt Securities 8.875 RFPR 30 B N/A 76116FAC1 2030-04-15 0.00 0.00 18025000.00 15241976.05 Corporate Debt Securities 6.75 FMNT GB 29 A S6XOOCT0IEG5ABCC6L87 3134A3U46 2029-09-15 6.750000 0.00 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4.500000 0.00 8417.16 8121.70 Agency Mortgage-Backed Securities FNMS 02.500 CIFA2738 B1V7KEBTPIMZEU4LTD58 3140W3BG3 2037-03-01 2.500000 0.00 17134434.40 15938473.72 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3273 B1V7KEBTPIMZEU4LTD58 3140W3T74 2055-10-01 6.500000 0.00 54200238.88 56675545.74 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3936 B1V7KEBTPIMZEU4LTD58 3140W4LS4 2055-04-01 6.500000 0.00 16314310.80 16964316.45 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3833 B1V7KEBTPIMZEU4LTD58 31418DHK1 2049-11-01 2.500000 0.00 731565.65 605658.33 Agency Mortgage-Backed Securities FNMS 01.500 CNMA4263 B1V7KEBTPIMZEU4LTD58 31418DWZ1 2031-02-01 1.500000 0.00 274001.87 259367.43 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6887 B1V7KEBTPIMZEU4LTD58 3140XAUM2 2051-05-01 2.500000 0.00 1644629.46 1376280.75 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9324 B1V7KEBTPIMZEU4LTD58 3140QVLE2 2054-10-01 5.500000 0.00 2007986.08 2013193.46 Agency Mortgage-Backed Securities 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B1V7KEBTPIMZEU4LTD58 31371NZJ7 2048-07-01 5.000000 0.00 6169.35 6014.13 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ3265 B1V7KEBTPIMZEU4LTD58 3140H4TX2 2047-11-01 4.000000 0.00 3095.49 2886.53 Agency Mortgage-Backed Securities FNMS 02.500 CTMA1270 B1V7KEBTPIMZEU4LTD58 31418AMU9 2032-11-01 2.500000 0.00 211563.36 200486.40 Agency Mortgage-Backed Securities FNMS 03.500 CQMA2590 B1V7KEBTPIMZEU4LTD58 31418B2Y1 2046-03-01 3.500000 0.00 28068.31 25686.20 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2771 B1V7KEBTPIMZEU4LTD58 31418CCH5 2046-10-01 3.000000 0.00 3712.79 3270.60 Agency Mortgage-Backed Securities FNMS 02.000 CLBP6715 B1V7KEBTPIMZEU4LTD58 3140KEN95 2050-09-01 2.000000 0.00 4410.44 3494.78 Agency Mortgage-Backed Securities FNMS 02.000 CIFA3054 B1V7KEBTPIMZEU4LTD58 3140W3MC0 2036-11-01 2.000000 0.00 7928747.70 7202186.34 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3991 B1V7KEBTPIMZEU4LTD58 31418DNH1 2050-04-01 3.000000 0.00 10343.74 8912.02 Agency Mortgage-Backed Securities Y 2026-09-08 2026-09-08 2026-09-08 N N N 0.0376 1000000000.00 1000000000.00 0.0083 N N Y Y Wells Fargo Securities Wells Fargo Securities 3.790000% 910QDQ001 KB1H1DSPRFMYMCUFXT09 910QDQ001_3.79_1006 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FHFR 03SO 07/27 8231 2549001DPIFGXC1TOL40 3130B72L7 2027-07-15 3.750000 0.00 7135000.00 7173086.63 Agency Mortgage-Backed Securities FHFR 03SO 10/27 8473 2549001DPIFGXC1TOL40 3130B8CF7 2027-10-22 3.765000 0.00 7000000.00 7032565.56 Agency Mortgage-Backed Securities FCFR 03SF Y 27/09 254900C5LP6DN9OP9V83 3133ERUC3 2027-09-20 3.885000 0.00 90000000.00 90852649.92 Agency Mortgage-Backed Securities FCFR 03TB DH 26/10 254900C5LP6DN9OP9V83 3133ERXT3 2026-10-16 4.015608 0.00 825000.00 825148.50 Agency Mortgage-Backed Securities FCFR 03SF FR 27/10 254900C5LP6DN9OP9V83 3133ET3D7 2027-10-08 3.720000 0.00 14000000.00 14076696.68 Agency Mortgage-Backed Securities Federal Farm Credit Banks Funding Corp. 254900C5LP6DN9OP9V83 3133ET5D5 2027-11-23 3.720000 0.00 10000000.00 10009880.56 Agency Mortgage-Backed Securities FCFR 03SF GC 27/06 N/A 3133ET5H6 2027-06-23 3.695000 0.00 1000000.00 1007807.64 Agency Mortgage-Backed Securities FCFR 03SF CE 27/05 254900C5LP6DN9OP9V83 3133ETGP6 2027-05-13 3.750000 0.00 30000000.00 30070016.67 Agency Mortgage-Backed Securities FCFR 03SF EZ 27/11 254900C5LP6DN9OP9V83 3133ETP76 2027-11-03 3.765000 0.00 210000000.00 210868758.30 Agency Mortgage-Backed Securities Federal Farm Credit Banks Funding Corp. 254900C5LP6DN9OP9V83 3133EWAK6 2028-01-20 3.720000 0.00 10000000.00 10042058.34 Agency Mortgage-Backed Securities FCFR 03FF BT 28/02 254900C5LP6DN9OP9V83 3133EWKE9 2028-02-28 3.745000 0.00 65000000.00 65026135.42 Agency Mortgage-Backed Securities FCFR 03SF CY 28/07 254900C5LP6DN9OP9V83 3133EWVA5 2028-07-06 3.765000 0.00 10000000.00 10059047.22 Agency Mortgage-Backed Securities FCFR 03SF CZ 28/07 254900C5LP6DN9OP9V83 3133EWVG2 2028-07-07 3.765000 0.00 10000000.00 10060101.38 Agency Mortgage-Backed Securities FNFR SOFR A 06/08/28 B1V7KEBTPIMZEU4LTD58 3135G1AK7 2028-06-08 3.725000 0.00 123874000.00 124881405.30 Agency Mortgage-Backed Securities FCFR 03SF CI 27/05 254900C5LP6DN9OP9V83 3133ETJE8 2027-05-27 3.740000 0.00 20000000.00 20016311.11 Agency Mortgage-Backed Securities Y 2026-10-06 2026-10-06 2026-10-06 N N N 0.0384 600000000.00 600000000.00 0.0050 N N N Y Fixed Income Clearing Corp. - U.S. Bank Fixed Income Clearing Corp. - U.S. Bank 3.680000% 911981009 N1GZ7BBF3NP8GI976H15 911981009_3.68_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 1037200.00 990633.86 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 1078800.00 1022892.25 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 675900.00 632763.78 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 3650000.00 3184341.09 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 96973100.00 96064633.74 U.S. Treasuries (including strips) 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375000 0.00 105400.00 104783.94 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0373 100000000.00 100000000.00 0.0008 N Y Y N United States Treasury Bill United States Treasury Bill 912797RS8 254900HROIFWPRGM1V77 US912797RS85 U.S. Treasury Debt Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0370 699859916.00 699859916.00 0.0058 N Y Y N United States Treasury Bill United States Treasury Bill 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0370 598155468.00 598155468.00 0.0050 N Y Y N United States Treasury Bill United States Treasury Bill 912797TM9 254900HROIFWPRGM1V77 US912797TM97 U.S. Treasury Debt Y 2027-01-21 2027-01-21 2027-01-21 N N N 0.0389 344741253.50 344741253.50 0.0029 N Y Y N United States Treasury Bill United States Treasury Bill 912797TV9 254900HROIFWPRGM1V77 US912797TV96 U.S. Treasury Debt Y 2027-02-18 2027-02-18 2027-02-18 N N N 0.0384 324004787.70 324004787.70 0.0027 N Y Y N United States Treasury Bill United States Treasury Bill 912797UH8 254900HROIFWPRGM1V77 US912797UH83 U.S. Treasury Debt Y 2026-09-24 2026-09-24 2026-09-24 N N N 0.0372 598603026.00 598603026.00 0.0050 N Y Y N United States Treasury Bill United States Treasury Bill 912797UK1 254900HROIFWPRGM1V77 US912797UK13 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0381 1493195955.00 1493195955.00 0.0124 N Y Y N United States Treasury Bill United States Treasury Bill 912797UL9 254900HROIFWPRGM1V77 US912797UL95 U.S. Treasury Debt Y 2026-10-22 2026-10-22 2026-10-22 N N N 0.0378 696299156.00 696299156.00 0.0058 N Y Y N United States Treasury Bill United States Treasury Bill 912797UZ8 254900HROIFWPRGM1V77 US912797UZ81 U.S. Treasury Debt Y 2026-11-19 2026-11-19 2026-11-19 N N N 0.0377 595078254.00 595078254.00 0.0049 N Y Y N United States Treasury Bill United States Treasury Bill 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N 0.0372 346602266.50 346602266.50 0.0029 N Y Y N United States Treasury Bill United States Treasury Bill 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0370 748947892.50 748947892.50 0.0062 N Y Y N United States Treasury Bill United States Treasury Bill 912797VD6 254900HROIFWPRGM1V77 US912797VD60 U.S. Treasury Debt Y 2026-09-22 2026-09-22 2026-09-22 N N N 0.0383 449045568.00 449045568.00 0.0037 N Y Y N United States Treasury Bill United States Treasury Bill 912797VG9 254900HROIFWPRGM1V77 US912797VG91 U.S. Treasury Debt Y 2026-12-10 2026-12-10 2026-12-10 N N N 0.0374 371087501.25 371087501.25 0.0031 N Y Y N United States Treasury Bill United States Treasury Bill 912797VJ3 254900HROIFWPRGM1V77 US912797VJ31 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0389 740398305.00 740398305.00 0.0061 N Y Y N United States Treasury Bill United States Treasury Bill 912797VL8 254900HROIFWPRGM1V77 US912797VL86 U.S. Treasury Debt Y 2026-10-13 2026-10-13 2026-10-13 N N N 0.0371 597412272.00 597412272.00 0.0050 N Y Y N United States Treasury Bill United States Treasury Bill 912797VQ7 254900HROIFWPRGM1V77 US912797VQ73 U.S. Treasury Debt Y 2027-07-08 2027-07-08 2027-07-08 N N N 0.0391 507226077.75 507226077.75 0.0042 N Y Y N United States Treasury Bill United States Treasury Bill 912797VS3 254900HROIFWPRGM1V77 US912797VS30 U.S. Treasury Debt Y 2027-01-07 2027-01-07 2027-01-07 N N N 0.0388 246628315.00 246628315.00 0.0020 N Y Y N United States Treasury Bill United States Treasury Bill 912797VW4 254900HROIFWPRGM1V77 US912797VW42 U.S. Treasury Debt Y 2026-11-10 2026-11-10 2026-11-10 N N N 0.0381 1141675299.50 1141675299.50 0.0095 N Y Y N United States Treasury Bill United States Treasury Bill 912797VY0 254900HROIFWPRGM1V77 US912797VY08 U.S. Treasury Debt Y 2026-11-24 2026-11-24 2026-11-24 N N N 0.0390 128870212.90 128870212.90 0.0011 N Y Y N United States Treasury Bill United States Treasury Bill 912797WF0 254900HROIFWPRGM1V77 US912797WF00 U.S. Treasury Debt Y 2026-12-15 2026-12-15 2026-12-15 N N N 0.0381 749668071.58 749668071.58 0.0062 N Y Y N United States Treasury Bill United States Treasury Bill 912797WH6 254900HROIFWPRGM1V77 US912797WH65 U.S. Treasury Debt Y 2026-12-29 2026-12-29 2026-12-29 N N N 0.0000 246845547.50 246845547.50 0.0020 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 0.625000% 912828ZE3 254900HROIFWPRGM1V77 US912828ZE35 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0347 264789845.10 264789845.10 0.0022 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 0.500000% 912828ZV5 254900HROIFWPRGM1V77 US912828ZV59 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N 0.0390 339623046.00 339623046.00 0.0028 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 0.875000% 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0365 234449218.75 234449218.75 0.0019 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 1.250000% 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0357 541466018.35 541466018.35 0.0045 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 1.250000% 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0350 718627931.50 718627931.50 0.0060 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 2.750000% 91282CEN7 254900HROIFWPRGM1V77 US91282CEN74 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0369 396484376.00 396484376.00 0.0033 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 4.625000% 91282CJC6 254900HROIFWPRGM1V77 US91282CJC64 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0358 180154688.40 180154688.40 0.0015 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 4.375000% 91282CJP7 254900HROIFWPRGM1V77 US91282CJP77 U.S. Treasury Debt Y 2026-12-15 2026-12-15 2026-12-15 N N N 0.0354 500683595.00 500683595.00 0.0042 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 4.250000% 91282CKE0 254900HROIFWPRGM1V77 US91282CKE02 U.S. Treasury Debt Y 2027-03-15 2027-03-15 2027-03-15 N N N 0.0351 1462110152.60 1462110152.60 0.0121 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 4.625000% 91282CKV2 254900HROIFWPRGM1V77 US91282CKV27 U.S. Treasury Debt Y 2027-06-15 2027-06-15 2027-06-15 N N N 0.0390 583019881.36 583019881.36 0.0048 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 4.375000% 91282CKZ3 254900HROIFWPRGM1V77 US91282CKZ31 U.S. Treasury Debt Y 2027-07-15 2027-07-15 2027-07-15 N N N 0.0402 866351562.50 866351562.50 0.0072 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 3.500000% 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0370 359873438.40 359873438.40 0.0030 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 4.250000% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0371 655562893.90 655562893.90 0.0054 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 4.250000% 91282CME8 254900HROIFWPRGM1V77 US91282CME83 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0356 1146162896.35 1146162896.35 0.0095 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 3.848600% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-09-01 2027-01-31 2027-01-31 N N N 0.0391 520229039.20 520229039.20 0.0043 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 3.875000% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0368 874213865.00 874213865.00 0.0073 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 3.910600% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-09-01 2027-04-30 2027-04-30 N N N 0.0396 100103604.00 100103604.00 0.0008 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 3.750000% 91282CMY4 254900HROIFWPRGM1V77 US91282CMY48 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0372 1157326559.60 1157326559.60 0.0096 N Y Y N United States Treasury Note/Bond United States Treasury Note/Bond 3.750000% 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N 0.0390 672679687.50 672679687.50 0.0056 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 3.909600% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y 2026-09-01 2027-07-31 2027-07-31 N N N 0.0387 409555700.12 409555700.12 0.0034 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 3.849600% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y 2026-09-01 2028-01-31 2028-01-31 N N N 0.0392 500439320.00 500439320.00 0.0042 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 3.853600% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y 2026-09-01 2028-04-30 2028-04-30 N N N 0.0390 1100905399.00 1100905399.00 0.0091 N Y Y N VSL Property Holdings AB LLC VSL Property Holdings AB LLC 3.740000% 918299AA6 N/A US918299AA68 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2054-05-01 Y Federal Home Loan Bank - Atlanta 1.0000 8 N N N 0.0377 17265000.00 17265000.00 0.0001 N N Y N VPM Linden Manor LP VPM Linden Manor LP 3.730000% 918301AA0 254900MPQV0YPKYV8588 US918301AA07 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2060-09-01 Y Federal Home Loan Bank - San Francisco 1.0000 8 N N N 0.0373 15200000.00 15200000.00 0.0001 N N Y N Vickie Bice Life Insurance Trust Vickie Bice Life Insurance Trust 3.740000% 92571RAA4 N/A US92571RAA41 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2046-08-01 Y Federal Home Loan Bank - Des Moines 1.0000 8 N N N 0.0374 6550000.00 6550000.00 0.0001 N N Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 3.680000% 926SBP003 9845005D9C6BAA10BK72 0000859994 926SBP003_3.68_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N T 2 1/2 05/15/46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 20000000.00 13352734.47 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 71999999.98 69440625.35 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 49999999.99 50022617.11 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 239999999.95 204839063.06 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 294999999.94 268006348.34 U.S. Treasuries (including strips) T 4 3/4 02/15/56 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 199999999.96 185624999.96 U.S. Treasuries (including strips) T 2 5/8 02/15/29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 49999999.99 48027343.86 U.S. Treasuries (including strips) T 2 3/8 05/15/29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 20000000.00 19120312.60 U.S. Treasuries (including strips) T 3 3/8 12/31/27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 193999999.96 192817812.46 U.S. Treasuries (including strips) T 3 7/8 03/31/31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 5000000.00 4955761.72 U.S. Treasuries (including strips) T 3 7/8 03/31/28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 10000000.00 10095117.24 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 37999999.99 38083124.90 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 3800000.00 3725113.27 U.S. Treasuries (including strips) T 3 7/8 05/31/27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 29999999.99 30237109.49 U.S. Treasuries (including strips) T 3 7/8 07/31/27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 20000000.00 20006484.32 U.S. Treasuries (including strips) T 4 1/4 06/30/29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 49999999.99 50157226.80 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 20000000.00 20166536.52 U.S. Treasuries (including strips) T 4 5/8 02/15/35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 118999999.97 118681581.71 U.S. Treasuries (including strips) T 4 1/4 02/15/28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 49999999.99 50053710.80 U.S. Treasuries (including strips) T 3 1/2 02/15/33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 39999999.99 37636718.94 U.S. Treasuries (including strips) T 4 1/2 11/15/33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 14954000.00 15035779.72 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 68499999.99 69266611.66 U.S. Treasuries (including strips) T 3 3/4 12/31/28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 9000000.00 8933730.49 U.S. Treasuries (including strips) T 4 5/8 02/15/40 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 18347000.00 17795514.98 U.S. Treasuries (including strips) T 2 7/8 05/15/43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 20401000.00 15310313.07 U.S. Treasuries (including strips) T 3 1/2 02/15/39 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 31961999.99 28029799.95 U.S. Treasuries (including strips) T 5 3/8 02/15/31 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 22416000.00 23299943.54 U.S. Treasuries (including strips) T 3 1/2 04/30/28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 49999999.99 49927734.24 U.S. Treasuries (including strips) T 3 1/2 01/31/28 254900HROIFWPRGM1V77 91282CGH8 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Agency Mortgage-Backed Securities FNMS 06.500 CLDB7337 B1V7KEBTPIMZEU4LTD58 3140AHEK4 2054-07-01 6.500000 0.00 702.30 732.84 Agency Mortgage-Backed Securities FNMS 05.000 CLDB7660 B1V7KEBTPIMZEU4LTD58 3140AHQN5 2054-07-01 5.000000 0.00 869.73 856.00 Agency Mortgage-Backed Securities FNMS 06.000 CLDB8386 B1V7KEBTPIMZEU4LTD58 3140AJJ82 2054-07-01 6.000000 0.00 4280808.38 4354720.81 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN6174 B1V7KEBTPIMZEU4LTD58 3138LJ2G4 2037-07-01 3.210000 0.00 1023.00 878.19 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2545 B1V7KEBTPIMZEU4LTD58 3140QMZK3 2052-01-01 3.000000 0.00 737.34 633.04 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3349 B1V7KEBTPIMZEU4LTD58 3140QNWK4 2052-04-01 2.500000 0.00 745.77 615.54 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8984 B1V7KEBTPIMZEU4LTD58 3138LM6W8 2028-04-01 3.510000 0.00 1124644.48 1109820.54 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3615 B1V7KEBTPIMZEU4LTD58 3140QPAR8 2052-05-01 4.000000 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B1V7KEBTPIMZEU4LTD58 3140XKJ68 2052-02-01 3.000000 0.00 745.62 641.69 Agency Mortgage-Backed Securities FEPC 03.500 CLSD3097 S6XOOCT0IEG5ABCC6L87 3132DQNN2 2052-06-01 3.500000 0.00 897.15 801.43 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0794 S6XOOCT0IEG5ABCC6L87 3132AC3B4 2048-10-01 4.500000 0.00 10573.53 10197.82 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ7336 B1V7KEBTPIMZEU4LTD58 3140E0EJ0 2045-11-01 3.500000 0.00 1406.28 1283.35 Agency Mortgage-Backed Securities FNMS 06.000 CLDG1089 B1V7KEBTPIMZEU4LTD58 3140U4F79 2056-02-01 6.000000 0.00 992.57 1022.81 Agency Mortgage-Backed Securities FEPC 02.000 CLSD7368 S6XOOCT0IEG5ABCC6L87 3132DVFH3 2052-04-01 2.000000 0.00 7166365.52 5681162.55 Agency Mortgage-Backed Securities FNMS 02.500 CLAB7562 B1V7KEBTPIMZEU4LTD58 31417EML2 2038-01-01 2.500000 0.00 218.74 194.24 Agency Mortgage-Backed Securities FNMS 04.000 CRBM4482 B1V7KEBTPIMZEU4LTD58 3140J86U2 2043-01-01 4.000000 0.00 222.43 211.27 Agency Mortgage-Backed Securities FNMS 04.000 CLBM3660 B1V7KEBTPIMZEU4LTD58 3140J8B69 2046-11-01 4.000000 0.00 23372.13 22120.58 Agency Mortgage-Backed Securities FNMS 03.500 CLBM3788 B1V7KEBTPIMZEU4LTD58 3140J8F65 2048-03-01 3.500000 0.00 5354.86 4881.47 Agency Mortgage-Backed Securities FNMS 03.500 CLBM3788 B1V7KEBTPIMZEU4LTD58 3140J8F65 2048-03-01 3.500000 0.00 257.07 234.35 Agency Mortgage-Backed Securities FNMS 02.500 CTBM3972 B1V7KEBTPIMZEU4LTD58 3140J8MW0 2038-04-01 2.500000 0.00 197.82 182.32 Agency Mortgage-Backed Securities FNMS 07.000 CLDC0792 B1V7KEBTPIMZEU4LTD58 3140AM3A7 2054-08-01 7.000000 0.00 756.34 810.24 Agency Mortgage-Backed Securities FNMS 05.000 CRBM5945 B1V7KEBTPIMZEU4LTD58 3140JATB4 2044-07-01 5.000000 0.00 252.65 250.35 Agency Mortgage-Backed Securities FNMS 03.500 CKBM7590 B1V7KEBTPIMZEU4LTD58 3140JCNG5 2049-11-01 3.500000 0.00 912.95 818.25 Agency Mortgage-Backed Securities FNMS 03.000 CLBO9011 B1V7KEBTPIMZEU4LTD58 3140K5AM9 2050-02-01 3.000000 0.00 3031902.32 2652277.83 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ1010 B1V7KEBTPIMZEU4LTD58 3140KLDQ2 2051-07-01 2.000000 0.00 755.23 602.63 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ2405 B1V7KEBTPIMZEU4LTD58 3140KMU73 2050-09-01 2.500000 0.00 315384.25 264381.36 Agency Mortgage-Backed Securities GNII SF MA5595 M 549300M8ZYFG0OCMTT87 36179UGC0 2048-11-20 4.000000 0.00 9904628.91 9189230.77 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3564 B1V7KEBTPIMZEU4LTD58 3140W36A2 2055-11-01 5.500000 0.00 946.29 953.36 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3585 B1V7KEBTPIMZEU4LTD58 3140W36X2 2055-11-01 6.000000 0.00 919.12 946.05 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3594 B1V7KEBTPIMZEU4LTD58 3140W37G8 2055-09-01 6.500000 0.00 846.58 893.42 Agency Mortgage-Backed Securities FNMS 06.500 CLFA2869 B1V7KEBTPIMZEU4LTD58 3140W3FK0 2055-08-01 6.500000 0.00 857.04 901.76 Agency Mortgage-Backed Securities FNMS 02.500 CLFA3145 B1V7KEBTPIMZEU4LTD58 3140W3P78 2052-03-01 2.500000 0.00 939.39 776.71 Agency Mortgage-Backed Securities FNMS 07.000 CLFA4422 B1V7KEBTPIMZEU4LTD58 3140W44G9 2054-12-01 7.000000 0.00 755.07 796.60 Agency Mortgage-Backed Securities FNMS 04.000 CLFA4489 B1V7KEBTPIMZEU4LTD58 3140W47B7 2053-07-01 4.000000 0.00 1875.58 1731.40 Agency Mortgage-Backed Securities FNMS 05.000 CLFA3880 B1V7KEBTPIMZEU4LTD58 3140W4J24 2055-12-01 5.000000 0.00 991.16 969.26 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4189 B1V7KEBTPIMZEU4LTD58 3140W4UP0 2056-01-01 5.000000 0.00 1185814.35 1160264.40 Agency Mortgage-Backed Securities FNMS 04.000 CLFA5358 B1V7KEBTPIMZEU4LTD58 3140W55U4 2055-09-01 4.000000 0.00 988.54 910.58 Agency Mortgage-Backed Securities FNMS 02.500 CIFA4735 B1V7KEBTPIMZEU4LTD58 3140W5HM9 2037-04-01 2.500000 0.00 921.54 853.96 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4955 B1V7KEBTPIMZEU4LTD58 3140W5QH0 2056-05-01 5.500000 0.00 1006.70 1008.94 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4957 B1V7KEBTPIMZEU4LTD58 3140W5QK3 2056-04-01 5.500000 0.00 1986.28 1989.16 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3691 B1V7KEBTPIMZEU4LTD58 31418DC59 2049-07-01 3.000000 0.00 121715.80 105797.32 Agency Mortgage-Backed Securities GNII SF MA6820 M 549300M8ZYFG0OCMTT87 36179VSH4 2050-08-20 3.000000 0.00 2243780.95 1967347.14 Agency Mortgage-Backed Securities GNII SF MA7648 M 549300M8ZYFG0OCMTT87 36179WP93 2051-10-20 2.000000 0.00 682.60 551.26 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4119 B1V7KEBTPIMZEU4LTD58 31418DSH6 2050-09-01 2.000000 0.00 560.44 443.62 Agency Mortgage-Backed Securities GNII SF MA8423 M 549300M8ZYFG0OCMTT87 36179XLC8 2052-06-20 2.500000 0.00 26625886.80 22408967.59 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4356 B1V7KEBTPIMZEU4LTD58 31418DZW5 2051-06-01 2.500000 0.00 639.27 528.34 Agency Mortgage-Backed Securities GNII SF MA8488 M 549300M8ZYFG0OCMTT87 36179XND4 2052-12-20 4.000000 0.00 788.29 729.20 Agency Mortgage-Backed Securities GNII SF MA8727 M 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6.000000 0.00 415.41 426.87 Agency Mortgage-Backed Securities GNII SF DR9676 C 549300M8ZYFG0OCMTT87 3618VJXD7 2056-07-20 6.000000 0.00 1001.08 1027.87 Agency Mortgage-Backed Securities GNII SF DS1312 C 549300M8ZYFG0OCMTT87 3618VMN58 2056-06-20 6.000000 0.00 8734339.18 9148783.57 Agency Mortgage-Backed Securities GNII SF DS1307 C 549300M8ZYFG0OCMTT87 3618VMNY5 2056-06-20 6.000000 0.00 1005.83 1052.52 Agency Mortgage-Backed Securities GNII SF DT5224 C 549300M8ZYFG0OCMTT87 3618W4YV8 2056-08-20 6.000000 0.00 238001.00 249998.87 Agency Mortgage-Backed Securities GNII SF DU4348 C 549300M8ZYFG0OCMTT87 3618WFZM2 2056-08-20 6.500000 0.00 1000.00 1047.52 Agency Mortgage-Backed Securities GNII SF DU6060 C 549300M8ZYFG0OCMTT87 3618WHWV1 2056-08-20 6.500000 0.00 216886.00 226992.16 Agency Mortgage-Backed Securities GNII ET DU6115 C 549300M8ZYFG0OCMTT87 3618WHYL1 2066-07-20 6.500000 0.00 2174443.00 2260104.46 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0519 S6XOOCT0IEG5ABCC6L87 3132DMSG1 2050-12-01 3.000000 0.00 1999425.02 1754755.38 Agency Mortgage-Backed Securities FNMS 04.000 CLBH0500 B1V7KEBTPIMZEU4LTD58 3140GNRW5 2047-04-01 4.000000 0.00 242.31 226.40 Agency Mortgage-Backed Securities FNMS 04.000 CLBM2007 B1V7KEBTPIMZEU4LTD58 3140J6GR2 2048-09-01 4.000000 0.00 83.74 78.08 Agency Mortgage-Backed Securities GNII SP 784064 M 549300M8ZYFG0OCMTT87 3622A2QR6 2039-03-20 7.000000 0.00 102.49 106.24 Agency Mortgage-Backed Securities FNMS 03.500 CLFA0442 B1V7KEBTPIMZEU4LTD58 3140W0P41 2054-11-01 3.500000 0.00 216223.91 193093.07 Agency Mortgage-Backed Securities 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 13991100.00 9326830.42 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 100.00 68.71 U.S. Treasuries (including strips) T 3 3/8 11/15/48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 900.00 686.69 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 300.00 167.97 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 300.00 137.89 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 400.00 187.93 U.S. Treasuries (including strips) 2 1/4 BOND 41 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 200.00 143.28 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 600.00 391.58 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 600.00 407.51 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 1300.00 873.47 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 74520700.00 60304240.26 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 100.00 77.72 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 700.00 608.07 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 1900.00 1596.48 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 3200.00 3016.67 U.S. Treasuries (including strips) FNMS 03.500 CLFA0582 B1V7KEBTPIMZEU4LTD58 3140W0UG8 2046-11-01 3.500000 0.00 828.79 768.90 Agency Mortgage-Backed Securities 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 900.00 862.76 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 100.00 88.47 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 100.00 95.15 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 400.00 375.44 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 100.00 93.63 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 4300.00 4271.39 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 800.00 801.42 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 400.00 385.80 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 689.95 633.92 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 100.00 100.06 U.S. Treasuries (including strips) 1 5/8 TRIN AE 27 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 1942856.30 1943524.74 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 200.00 197.86 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 100.00 87.74 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 800.00 754.78 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 100.00 93.15 U.S. Treasuries (including strips) 5 1/8 BOND 56 254900HROIFWPRGM1V77 912810UW6 2056-08-15 5.125000 0.00 400.00 395.78 U.S. Treasuries (including strips) TII 0 1/8 07/15/30 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 521.24 484.83 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 1000.00 862.57 U.S. Treasuries (including strips) TII 1 7/8 01/15/36 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 308.47 295.59 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 100.00 97.44 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 900.00 874.91 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 100.00 99.51 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 300.00 302.77 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 700.00 701.30 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 100.00 98.64 U.S. Treasuries (including strips) 4 1/4 NOTE L 33 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 200.00 198.32 U.S. Treasuries (including strips) T 4 1/8 05/31/31 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 700.00 696.70 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 500.00 500.74 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 129469600.00 127868103.30 U.S. Treasuries (including strips) 4 1/8 NOTE AA 31 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 1100.00 1090.80 U.S. Treasuries (including strips) 4 3/8 NOTE AB 31 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 100.00 99.90 U.S. Treasuries (including strips) 2 3/8 TRIN D 36 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 1200.48 1200.58 U.S. Treasuries (including strips) FNMS 04.000 CLMA3521 B1V7KEBTPIMZEU4LTD58 31418C4F8 2048-11-01 4.000000 0.00 4334.76 4040.10 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3058 B1V7KEBTPIMZEU4LTD58 31418CMG6 2047-07-01 4.000000 0.00 4721.63 4372.15 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3088 B1V7KEBTPIMZEU4LTD58 31418CNE0 2047-08-01 4.000000 0.00 100.52 93.92 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3183 B1V7KEBTPIMZEU4LTD58 31418CRD8 2047-11-01 4.000000 0.00 2351.08 2194.43 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3238 B1V7KEBTPIMZEU4LTD58 31418CS47 2048-01-01 3.500000 0.00 4526.75 4095.82 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3384 B1V7KEBTPIMZEU4LTD58 31418CXN9 2048-06-01 4.000000 0.00 57653.76 53800.38 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2355 S6XOOCT0IEG5ABCC6L87 3132DPTL2 2052-12-01 4.500000 0.00 1412.11 1343.53 Agency Mortgage-Backed Securities FEPC 03.500 CLSD3139 S6XOOCT0IEG5ABCC6L87 3132DQPY6 2052-07-01 3.500000 0.00 1545.97 1381.02 Agency Mortgage-Backed Securities FEPC 03.000 CLSD3261 S6XOOCT0IEG5ABCC6L87 3132DQTS5 2052-06-01 3.000000 0.00 789.70 683.36 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8057 S6XOOCT0IEG5ABCC6L87 3132DV5S0 2050-04-01 3.500000 0.00 401.53 359.47 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7508 S6XOOCT0IEG5ABCC6L87 3132DVKV6 2049-10-01 3.500000 0.00 28699.61 26068.33 Agency Mortgage-Backed Securities FNMS 04.000 CIBM4706 B1V7KEBTPIMZEU4LTD58 3140J9GQ8 2033-09-01 4.000000 0.00 46.87 45.82 Agency Mortgage-Backed Securities FNMS 04.000 CTMA0587 B1V7KEBTPIMZEU4LTD58 31417YUM7 2030-12-01 4.000000 0.00 18.24 18.01 Agency Mortgage-Backed Securities GNII SF MA4510 M 549300M8ZYFG0OCMTT87 36179TAK1 2047-03-20 3.500000 0.00 116.91 105.71 Agency Mortgage-Backed Securities GNII SF MA4837 M 549300M8ZYFG0OCMTT87 36179TLS2 2047-11-20 3.500000 0.00 126.10 114.28 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3685 B1V7KEBTPIMZEU4LTD58 31418DCX8 2049-06-01 3.000000 0.00 203.46 177.03 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3686 B1V7KEBTPIMZEU4LTD58 31418DCY6 2049-06-01 3.500000 0.00 85.15 76.92 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4154 B1V7KEBTPIMZEU4LTD58 31418DTL6 2035-10-01 1.500000 0.00 423.45 378.62 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4579 B1V7KEBTPIMZEU4LTD58 31418ECR9 2052-04-01 3.000000 0.00 731.33 629.12 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4600 B1V7KEBTPIMZEU4LTD58 31418EDE7 2052-05-01 3.500000 0.00 2884.28 2576.56 Agency Mortgage-Backed Securities GNII SF 004696 M 549300M8ZYFG0OCMTT87 36202FGD2 2040-05-20 4.500000 0.00 7030.93 6839.89 Agency Mortgage-Backed Securities GNII SF 004834 M 549300M8ZYFG0OCMTT87 36202FLP9 2040-10-20 4.500000 0.00 8489.15 8258.41 Agency Mortgage-Backed Securities GNMI SP 783653 X 549300M8ZYFG0OCMTT87 3622A2BW1 2040-08-15 5.000000 0.00 119.26 119.90 Agency Mortgage-Backed Securities GNII SP 785226 C 549300M8ZYFG0OCMTT87 3622AAVT8 2050-12-20 3.000000 0.00 720.21 630.71 Agency Mortgage-Backed Securities T 0 5/8 12/31/27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 700.00 667.67 U.S. Treasuries (including strips) FNMS 03.000 CNBQ7773 B1V7KEBTPIMZEU4LTD58 3140KTT70 2031-03-01 3.000000 0.00 231.65 225.41 Agency Mortgage-Backed Securities 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 1600.00 1596.15 U.S. Treasuries (including strips) 4 1/8 NOTE BG 28 254900HROIFWPRGM1V77 91282CRH6 2028-08-31 4.125000 0.00 800.00 796.59 U.S. Treasuries (including strips) 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375000 0.00 1200.00 1194.28 U.S. Treasuries (including strips) TINT 08/15/31 254900HROIFWPRGM1V77 9128334S6 2031-08-15 0.00 0.00 43.06 34.35 U.S. Treasuries (including strips) TINT 02/15/32 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0.00 0.00 67564334.02 52598225.96 U.S. Treasuries (including strips) TINT 02/15/33 254900HROIFWPRGM1V77 9128334V9 2033-02-15 0.00 0.00 50.98 37.80 U.S. Treasuries (including strips) TINT 08/15/34 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0.00 0.00 45.37 31.17 U.S. Treasuries (including strips) TINT 08/15/36 N/A 9128337E4 2036-08-15 0.00 0.00 101.67 62.85 U.S. Treasuries (including strips) TINT 02/15/27 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0.00 0.00 2.07 2.03 U.S. Treasuries (including strips) TINT 02/15/29 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0.00 0.00 0.01 0.01 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 1200.00 1197.48 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 400.00 400.92 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 4400.00 4320.36 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 1328700.00 1330554.11 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 700.00 687.90 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 200.00 193.95 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 300.00 289.58 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 180027800.00 173916917.80 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 300.00 257.88 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 200.00 136.23 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 100.00 71.04 U.S. Treasuries (including strips) 1 3/8 TRIB 44 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 95671780.43 75904921.57 U.S. Treasuries (including strips) FNMS 02.000 CTMA4501 B1V7KEBTPIMZEU4LTD58 31418EAB6 2041-12-01 2.000000 0.00 666.75 571.97 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3775 B1V7KEBTPIMZEU4LTD58 31418DFR8 2049-09-01 3.500000 0.00 225.69 203.36 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM7416 B1V7KEBTPIMZEU4LTD58 3140JCG24 2054-02-01 4.762000 0.00 707.57 701.99 Agency Mortgage-Backed Securities FNMS 05.000 CKBM7323 B1V7KEBTPIMZEU4LTD58 3140JCD50 2050-01-01 5.000000 0.00 624.65 601.48 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4857 B1V7KEBTPIMZEU4LTD58 3140J9MF5 2048-03-01 4.000000 0.00 33874.85 31866.09 Agency Mortgage-Backed Securities FNMS 06.000 CLBM4495 B1V7KEBTPIMZEU4LTD58 3140J87H0 2041-07-01 6.000000 0.00 229.23 238.74 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8036 S6XOOCT0IEG5ABCC6L87 3132DV4V4 2050-01-01 3.000000 0.00 7687.99 6654.85 Agency Mortgage-Backed Securities GNII SF MB0091 M 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5.000000 0.00 875.39 855.18 Agency Mortgage-Backed Securities 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 100.00 98.06 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 500.00 492.23 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 2000.00 1961.11 U.S. Treasuries (including strips) 3 3/4 NOTE R 32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 300.00 290.87 U.S. Treasuries (including strips) 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 103.25 100.01 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 200.00 191.97 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 100.00 96.59 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 200.00 193.81 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 100.00 101.74 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 13756100.00 13854286.03 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 5000.00 4942.11 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 500.00 507.03 U.S. Treasuries (including strips) 1 5/8 TRIN AE 29 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 40116335.16 39886751.34 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 1500.00 1477.12 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 500.00 502.39 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 400.00 402.86 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 200.00 201.13 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 1100.00 1098.77 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 300.00 282.61 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 1217100.00 1211484.30 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 1000.00 986.09 U.S. Treasuries (including strips) TII 1 3/8 07/15/33 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 28633102.26 27207348.83 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 3000.00 2961.24 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 500.00 479.49 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 100.00 102.55 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 100.00 101.50 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 1000.00 990.94 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 900.00 919.00 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 300.00 300.84 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 100.00 101.09 U.S. Treasuries (including strips) 2 1/8 TRIN X 29 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 1511.72 1520.99 U.S. Treasuries (including strips) BILL 10/29/26 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 3400.00 3379.26 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 86200.00 84893.21 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 5613400.00 5603744.95 U.S. Treasuries (including strips) BILL 02/25/27 254900HROIFWPRGM1V77 912797WC7 2027-02-25 0.00 0.00 100.00 98.09 U.S. Treasuries (including strips) 4 3/8 BOND 41 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 400.00 378.46 U.S. Treasuries (including strips) TINT 02/15/30 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0.00 0.00 1.96 1.68 U.S. Treasuries (including strips) TINT 08/15/30 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0.00 0.00 155.68 130.22 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2027-05-26 N N N 0.0402 1000000000.00 1000000000.00 0.0083 N N Y Y MUFG Securities CA MUFG Securities CA 3.680000% 933USN006 549300Y1PMK3RWXMWR72 933USN006_3.68_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FEPC 05.500 CLSD3910 S6XOOCT0IEG5ABCC6L87 3132E0KX9 2053-09-01 5.500000 0.00 5739130.45 5825810.45 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4222 S6XOOCT0IEG5ABCC6L87 3132E0VP4 2053-10-01 6.000000 0.00 2182724.84 2238307.93 Agency Mortgage-Backed Securities FNMS 04.000 CQAL7710 B1V7KEBTPIMZEU4LTD58 3138EQR87 2045-10-01 4.000000 0.00 1025262.56 967436.04 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2984 B1V7KEBTPIMZEU4LTD58 3140X6J69 2045-08-01 4.000000 0.00 1477625.19 1405522.01 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8104 S6XOOCT0IEG5ABCC6L87 3132DWAD5 2050-11-01 1.500000 0.00 2345282.34 1756686.83 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8151 S6XOOCT0IEG5ABCC6L87 3132DWBU6 2051-06-01 2.500000 0.00 372353.87 307565.54 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8211 S6XOOCT0IEG5ABCC6L87 3132DWDQ3 2052-05-01 2.000000 0.00 10134192.61 7985193.16 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8286 S6XOOCT0IEG5ABCC6L87 3132DWF32 2053-01-01 4.000000 0.00 637276.09 587118.21 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8274 S6XOOCT0IEG5ABCC6L87 3132DWFP3 2052-12-01 4.000000 0.00 1271501.54 1171425.90 Agency Mortgage-Backed Securities FNMS 04.000 CRAL2232 B1V7KEBTPIMZEU4LTD58 3138EJPS1 2042-07-01 4.000000 0.00 1065479.37 1013996.83 Agency Mortgage-Backed Securities FNMS 03.000 CRAL3166 B1V7KEBTPIMZEU4LTD58 3138EKQU2 2043-03-01 3.000000 0.00 1103564.89 988050.34 Agency Mortgage-Backed Securities FNMS 02.500 CLBT1339 B1V7KEBTPIMZEU4LTD58 3140LPPZ9 2051-07-01 2.500000 0.00 1807021.25 1485335.93 Agency Mortgage-Backed Securities FNMS 02.000 REBT7247 B1V7KEBTPIMZEU4LTD58 3140LWBR7 2051-09-01 2.000000 0.00 1661762.30 1320493.93 Agency Mortgage-Backed Securities FNMS 04.500 CLBT7954 B1V7KEBTPIMZEU4LTD58 3140LWZU4 2052-10-01 4.500000 0.00 557886.60 530983.63 Agency Mortgage-Backed Securities FNMS 05.000 CLBT8281 B1V7KEBTPIMZEU4LTD58 3140LXFX8 2052-08-01 5.000000 0.00 921029.31 912674.35 Agency Mortgage-Backed Securities FNMS 04.500 CLBT8301 B1V7KEBTPIMZEU4LTD58 3140LXGK5 2052-08-01 4.500000 0.00 740616.65 704149.43 Agency Mortgage-Backed Securities FNMS 02.500 CLBU2794 B1V7KEBTPIMZEU4LTD58 3140M4C89 2051-11-01 2.500000 0.00 1506841.36 1267077.79 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4143 B1V7KEBTPIMZEU4LTD58 3140MHS91 2052-03-01 3.000000 0.00 117134.63 102121.48 Agency Mortgage-Backed Securities FNMS 04.500 CIBV5458 B1V7KEBTPIMZEU4LTD58 3140MKB43 2041-07-01 4.500000 0.00 174.30 171.30 Agency Mortgage-Backed Securities FNMS 04.500 CLFM5430 B1V7KEBTPIMZEU4LTD58 3140X9A88 2048-06-01 4.500000 0.00 1021415.17 982241.85 Agency Mortgage-Backed Securities FNMS 03.000 CTMA4632 B1V7KEBTPIMZEU4LTD58 31418EEE6 2042-06-01 3.000000 0.00 790423.10 719292.93 Agency Mortgage-Backed Securities 05.500 FGPC H09119 G S6XOOCT0IEG5ABCC6L87 3128UNDY5 2037-12-01 5.500000 0.00 16.10 15.81 Agency Mortgage-Backed Securities 04.000 FGPC U99082 G N/A 3132H7CU6 2043-11-01 4.000000 0.00 872977.36 830264.61 Agency Mortgage-Backed Securities FEPC 03.000 CLQA2244 S6XOOCT0IEG5ABCC6L87 31334YP50 2046-07-01 3.000000 0.00 1471154.61 1305083.32 Agency Mortgage-Backed Securities FEPC 02.500 CLQB4023 S6XOOCT0IEG5ABCC6L87 3133AAPG1 2050-09-01 2.500000 0.00 31901.97 26544.78 Agency Mortgage-Backed Securities FEPC 02.500 CLQB6553 S6XOOCT0IEG5ABCC6L87 3133ADH66 2050-08-01 2.500000 0.00 565689.53 467638.19 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3641 N/A 3138WDBK6 2044-10-01 4.000000 0.00 46.59 44.24 Agency Mortgage-Backed Securities FNMS 03.000 CLAS4625 B1V7KEBTPIMZEU4LTD58 3138WED71 2045-03-01 3.000000 0.00 1008317.12 896968.66 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6353 B1V7KEBTPIMZEU4LTD58 3138WGBX1 2045-12-01 4.000000 0.00 41.00 38.82 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7864 B1V7KEBTPIMZEU4LTD58 3138WHW24 2046-09-01 3.500000 0.00 465225.36 425239.09 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3835 B1V7KEBTPIMZEU4LTD58 3140MVHM3 2052-10-01 5.000000 0.00 139.42 137.67 Agency Mortgage-Backed Securities FNMS 04.500 CLBW9647 B1V7KEBTPIMZEU4LTD58 3140N2WH0 2053-07-01 4.500000 0.00 518996.48 493268.27 Agency Mortgage-Backed Securities FNMS 05.000 CLBY3024 B1V7KEBTPIMZEU4LTD58 3140NKLE9 2053-06-01 5.000000 0.00 161.06 156.70 Agency Mortgage-Backed Securities FNMS 06.000 CLBY7178 B1V7KEBTPIMZEU4LTD58 3140NP6Q8 2053-09-01 6.000000 0.00 2420527.85 2480189.02 Agency Mortgage-Backed Securities FNMS 04.500 CLCA0558 B1V7KEBTPIMZEU4LTD58 3140Q7TQ0 2047-10-01 4.500000 0.00 166202.75 161186.42 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2183 B1V7KEBTPIMZEU4LTD58 3140Q9M91 2048-08-01 4.000000 0.00 43.55 40.86 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8636 B1V7KEBTPIMZEU4LTD58 3140XCS25 2051-09-01 3.000000 0.00 1702127.29 1461393.72 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9227 B1V7KEBTPIMZEU4LTD58 3140XDHD1 2051-10-01 2.500000 0.00 3478431.81 2921442.12 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9443 B1V7KEBTPIMZEU4LTD58 3140XDP59 2051-10-01 2.500000 0.00 267613.06 221061.32 Agency Mortgage-Backed Securities FNMS 02.000 CLFM9704 B1V7KEBTPIMZEU4LTD58 3140XDYA8 2051-12-01 2.000000 0.00 876498.62 697803.92 Agency Mortgage-Backed Securities FNMS 01.500 CTFS0316 B1V7KEBTPIMZEU4LTD58 3140XFK67 2041-11-01 1.500000 0.00 1269434.30 1053351.19 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1079 B1V7KEBTPIMZEU4LTD58 3140XGFV6 2052-03-01 2.500000 0.00 872501.20 730775.01 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1390 B1V7KEBTPIMZEU4LTD58 3140XGRL5 2051-12-01 2.500000 0.00 670914.34 554593.45 Agency Mortgage-Backed Securities FNMS 05.000 CTMA5864 B1V7KEBTPIMZEU4LTD58 31418FQS9 2045-10-01 5.000000 0.00 187999.53 186054.24 Agency Mortgage-Backed Securities FEPC 04.000 CLQE3361 S6XOOCT0IEG5ABCC6L87 3133BCWW3 2052-06-01 4.000000 0.00 131.38 121.29 Agency Mortgage-Backed Securities FEPC 05.500 CLQF2717 S6XOOCT0IEG5ABCC6L87 3133BQAS5 2052-11-01 5.500000 0.00 123.73 124.19 Agency Mortgage-Backed Securities FEPC 06.000 CLQF8750 S6XOOCT0IEG5ABCC6L87 3133BWWK5 2053-03-01 6.000000 0.00 631.09 646.67 Agency Mortgage-Backed Securities FEPC 04.500 CLQG0327 S6XOOCT0IEG5ABCC6L87 3133C0LG5 2053-04-01 4.500000 0.00 151.40 143.72 Agency Mortgage-Backed Securities FEPC 07.000 CLQJ0064 S6XOOCT0IEG5ABCC6L87 3133CQB95 2054-07-01 7.000000 0.00 171.43 181.36 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ2101 S6XOOCT0IEG5ABCC6L87 3133CSKN0 2054-08-01 5.500000 0.00 1013953.12 1015871.86 Agency Mortgage-Backed Securities FEPC 07.000 CLQJ2533 S6XOOCT0IEG5ABCC6L87 3133CSY62 2054-08-01 7.000000 0.00 130.97 138.16 Agency Mortgage-Backed Securities FNMS 04.000 CLAW7429 B1V7KEBTPIMZEU4LTD58 3138XXHF6 2042-02-01 4.000000 0.00 635557.56 608413.74 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2787 B1V7KEBTPIMZEU4LTD58 3140QACZ1 2048-12-01 4.000000 0.00 18620.07 17380.59 Agency Mortgage-Backed Securities FNMS 04.000 CLCA4007 B1V7KEBTPIMZEU4LTD58 3140QBNZ7 2049-08-01 4.000000 0.00 3464888.63 3220175.09 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8958 B1V7KEBTPIMZEU4LTD58 3140QG5U7 2051-02-01 2.500000 0.00 86.40 71.41 Agency Mortgage-Backed Securities FNMS 02.500 CICA9444 B1V7KEBTPIMZEU4LTD58 3140QHP66 2036-03-01 2.500000 0.00 70.58 66.00 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0573 B1V7KEBTPIMZEU4LTD58 3140QKT73 2046-05-01 2.500000 0.00 3709339.93 3111243.49 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1409 B1V7KEBTPIMZEU4LTD58 3140QLR73 2051-08-01 3.000000 0.00 133.99 114.96 Agency Mortgage-Backed Securities FNMS 01.500 CICB2580 B1V7KEBTPIMZEU4LTD58 3140QM2N3 2037-01-01 1.500000 0.00 914912.18 815254.45 Agency Mortgage-Backed Securities FNMS 02.000 CICB2586 B1V7KEBTPIMZEU4LTD58 3140QM2U7 2037-01-01 2.000000 0.00 1274994.77 1162492.64 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2664 B1V7KEBTPIMZEU4LTD58 3140QM6A7 2052-01-01 3.000000 0.00 2628541.82 2277184.64 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2592 B1V7KEBTPIMZEU4LTD58 3140XH3A3 2052-08-01 5.000000 0.00 5548282.46 5419976.58 Agency Mortgage-Backed Securities FNMS 02.000 CLFS2448 B1V7KEBTPIMZEU4LTD58 3140XHWJ2 2052-05-01 2.000000 0.00 3073906.40 2428240.56 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3118 B1V7KEBTPIMZEU4LTD58 3140XJPC1 2052-10-01 5.500000 0.00 1388417.44 1397030.25 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5721 B1V7KEBTPIMZEU4LTD58 3140XMLB0 2048-04-01 3.000000 0.00 1998295.92 1801963.35 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0595 S6XOOCT0IEG5ABCC6L87 3131Y6UU1 2043-01-01 3.500000 0.00 1070765.86 992594.24 Agency Mortgage-Backed Securities FEPC 02.500 CIQN1822 S6XOOCT0IEG5ABCC6L87 3133G8AX9 2035-03-01 2.500000 0.00 52.82 49.66 Agency Mortgage-Backed Securities FEPC 03.000 CLRA1942 S6XOOCT0IEG5ABCC6L87 3133KHEP7 2049-12-01 3.000000 0.00 50.40 43.73 Agency Mortgage-Backed Securities FEPC 02.500 CLRA4664 S6XOOCT0IEG5ABCC6L87 3133KLFD4 2051-02-01 2.500000 0.00 3555014.14 2938479.89 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7124 S6XOOCT0IEG5ABCC6L87 3133KN4H3 2052-04-01 3.500000 0.00 1461818.88 1308052.59 Agency Mortgage-Backed Securities FNMS 05.500 CLDB5277 B1V7KEBTPIMZEU4LTD58 3140AE2K4 2054-06-01 5.500000 0.00 1175575.34 1178118.50 Agency Mortgage-Backed Securities FNMS 07.000 CLDB6357 B1V7KEBTPIMZEU4LTD58 3140AGB37 2054-07-01 7.000000 0.00 777878.17 821262.25 Agency Mortgage-Backed Securities FNMS 07.000 CLDB6391 B1V7KEBTPIMZEU4LTD58 3140AGC51 2054-07-01 7.000000 0.00 104.55 110.41 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2802 B1V7KEBTPIMZEU4LTD58 3140QNDG4 2052-02-01 2.000000 0.00 128.27 101.85 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5295 B1V7KEBTPIMZEU4LTD58 3140QQ3D5 2052-12-01 5.500000 0.00 2594810.05 2605138.25 Agency 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CLCC0868 B1V7KEBTPIMZEU4LTD58 3140Y66E5 2055-08-01 6.000000 0.00 2652468.26 2731777.06 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0289 B1V7KEBTPIMZEU4LTD58 3140Y6KB5 2055-04-01 6.500000 0.00 281647.40 293854.75 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0585 B1V7KEBTPIMZEU4LTD58 3140Y6UK4 2055-06-01 6.000000 0.00 8508100.62 8659459.73 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1441 B1V7KEBTPIMZEU4LTD58 3140Y7S74 2055-11-01 5.500000 0.00 1052557.97 1056003.34 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1641 B1V7KEBTPIMZEU4LTD58 3140Y7ZF8 2055-12-01 5.500000 0.00 235908.58 235084.16 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2372 B1V7KEBTPIMZEU4LTD58 3140Y8T63 2056-04-01 5.000000 0.00 170.70 165.96 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8673 S6XOOCT0IEG5ABCC6L87 3133KQT63 2053-05-01 5.500000 0.00 1084655.06 1087202.19 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9797 S6XOOCT0IEG5ABCC6L87 3133KR3E2 2053-09-01 5.000000 0.00 140.09 136.55 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0.00 2203764.51 1992862.04 Agency Mortgage-Backed Securities GNII SF MA6930 M 549300M8ZYFG0OCMTT87 36179VVX5 2050-10-20 2.000000 0.00 703670.04 568236.54 Agency Mortgage-Backed Securities FEPC 03.000 CISB0361 S6XOOCT0IEG5ABCC6L87 3132CWMJ0 2035-07-01 3.000000 0.00 1060528.27 1005974.69 Agency Mortgage-Backed Securities FEPC 02.000 CISB8141 S6XOOCT0IEG5ABCC6L87 3132D6BJ8 2037-02-01 2.000000 0.00 1818386.51 1649681.45 Agency Mortgage-Backed Securities FEPC 02.500 CTSC0114 S6XOOCT0IEG5ABCC6L87 3132D9DT8 2041-01-01 2.500000 0.00 2274878.08 2027924.90 Agency Mortgage-Backed Securities FEPC 02.000 CTSC0630 S6XOOCT0IEG5ABCC6L87 3132D9VX9 2042-08-01 2.000000 0.00 3019623.47 2606486.64 Agency Mortgage-Backed Securities FEPC 04.000 CLZA5570 S6XOOCT0IEG5ABCC6L87 31329PFK4 2048-07-01 4.000000 0.00 4355608.37 4071754.82 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6943 B1V7KEBTPIMZEU4LTD58 3140XNWD2 2052-06-01 3.000000 0.00 5369499.26 4608689.54 Agency Mortgage-Backed Securities FEPC 02.000 CLSD1696 S6XOOCT0IEG5ABCC6L87 3132DN3D3 2047-04-01 2.000000 0.00 281.55 225.32 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1790 S6XOOCT0IEG5ABCC6L87 3132DN7B3 2052-09-01 5.000000 0.00 5960291.62 5822457.90 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1489 S6XOOCT0IEG5ABCC6L87 3132DNUN1 2052-08-01 4.500000 0.00 809746.10 781971.00 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1846 S6XOOCT0IEG5ABCC6L87 3132DPBP2 2052-10-01 4.500000 0.00 2918111.43 2777864.08 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ9246 B1V7KEBTPIMZEU4LTD58 3140HBHY7 2048-06-01 4.000000 0.00 303642.22 284880.88 Agency Mortgage-Backed Securities FNMS 02.000 CIBK8166 B1V7KEBTPIMZEU4LTD58 3140HNCC4 2035-10-01 2.000000 0.00 127.75 116.29 Agency Mortgage-Backed Securities FNMS 03.500 CLBM3289 B1V7KEBTPIMZEU4LTD58 3140J7UP8 2048-01-01 3.500000 0.00 1830224.08 1672342.85 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0296 B1V7KEBTPIMZEU4LTD58 3140W0KJ3 2055-01-01 6.000000 0.00 166699.72 171132.27 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B1V7KEBTPIMZEU4LTD58 3140W33R8 2055-11-01 5.500000 0.00 2940188.04 2964336.78 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4550 B1V7KEBTPIMZEU4LTD58 3140W5BU7 2056-03-01 4.500000 0.00 2365292.30 2238526.82 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4972 B1V7KEBTPIMZEU4LTD58 3140W5Q23 2056-03-01 4.500000 0.00 11212871.94 10592800.12 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3709 B1V7KEBTPIMZEU4LTD58 3140XKDP2 2052-11-01 5.000000 0.00 1869966.48 1827497.05 Agency Mortgage-Backed Securities FNMS 03.000 CTMA4046 B1V7KEBTPIMZEU4LTD58 31418DP89 2040-06-01 3.000000 0.00 1076068.37 984860.81 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4209 B1V7KEBTPIMZEU4LTD58 31418DVB5 2050-12-01 1.500000 0.00 119.61 89.78 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4334 B1V7KEBTPIMZEU4LTD58 31418DY89 2041-05-01 2.500000 0.00 194414.51 173087.88 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4366 B1V7KEBTPIMZEU4LTD58 31418DZ88 2041-06-01 2.500000 0.00 542469.12 482191.76 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4356 B1V7KEBTPIMZEU4LTD58 31418DZW5 2051-06-01 2.500000 0.00 111.87 92.46 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4540 B1V7KEBTPIMZEU4LTD58 31418EBJ8 2042-02-01 2.000000 0.00 1533122.63 1312961.11 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4547 B1V7KEBTPIMZEU4LTD58 31418EBR0 2052-02-01 2.000000 0.00 2414026.89 1903884.27 Agency Mortgage-Backed Securities FNAR XX.XXX WS735475 B1V7KEBTPIMZEU4LTD58 31402RCL1 2038-03-01 4.371000 0.00 67024.48 66651.61 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4606 B1V7KEBTPIMZEU4LTD58 31418EDL1 2042-05-01 2.000000 0.00 883585.62 755780.85 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4607 B1V7KEBTPIMZEU4LTD58 31418EDM9 2042-05-01 2.500000 0.00 1463582.36 1291177.24 Agency Mortgage-Backed Securities 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 93607.50 92167.77 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.853608 0.00 110320.00 110779.19 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 9360225.00 9167075.13 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 787552.50 773472.06 U.S. Treasuries (including strips) 1 7/8 TRIN D 34 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 195649.65 190428.09 U.S. Treasuries (including strips) FNMS 05.500 CLFA4647 B1V7KEBTPIMZEU4LTD58 3140W5EV2 2056-01-01 5.500000 0.00 387096.51 386157.93 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5453 S6XOOCT0IEG5ABCC6L87 3132DTBW9 2054-05-01 5.500000 0.00 210217.39 212080.83 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2399 S6XOOCT0IEG5ABCC6L87 3132DPUY2 2053-02-01 6.000000 0.00 1555321.36 1606763.62 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3283 B1V7KEBTPIMZEU4LTD58 31418CUH5 2033-02-01 3.000000 0.00 638891.28 612075.73 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6786 B1V7KEBTPIMZEU4LTD58 3140XNRG1 2054-02-01 5.500000 0.00 1400666.11 1398973.17 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1524 S6XOOCT0IEG5ABCC6L87 3132DNVR1 2052-08-01 4.000000 0.00 121.48 112.28 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1115 S6XOOCT0IEG5ABCC6L87 3132DNGY3 2052-07-01 4.000000 0.00 125.86 116.33 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4639 S6XOOCT0IEG5ABCC6L87 3132A5EL5 2045-11-01 4.000000 0.00 16.09 15.15 Agency Mortgage-Backed Securities FNMS 04.500 CL890479 B1V7KEBTPIMZEU4LTD58 31410LJY9 2040-12-01 4.500000 0.00 1107498.07 1080295.70 Agency Mortgage-Backed Securities FNMS 05.000 CLDC2628 B1V7KEBTPIMZEU4LTD58 3140AP4N1 2055-04-01 5.000000 0.00 171.80 166.82 Agency Mortgage-Backed Securities FEPC 06.000 CLQI4391 S6XOOCT0IEG5ABCC6L87 3133WA2Y3 2054-04-01 6.000000 0.00 3166000.99 3243719.98 Agency Mortgage-Backed Securities FEPC 03.000 CTRB5158 S6XOOCT0IEG5ABCC6L87 3133KYWT2 2042-04-01 3.000000 0.00 4473.24 4096.73 Agency Mortgage-Backed Securities FEPC 02.000 CTRB5125 S6XOOCT0IEG5ABCC6L87 3133KYVS5 2041-09-01 2.000000 0.00 112.05 96.28 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8598 B1V7KEBTPIMZEU4LTD58 3140XQRU3 2054-06-01 6.000000 0.00 4490937.55 4568298.44 Agency Mortgage-Backed Securities FEPC 02.500 CLRA7214 S6XOOCT0IEG5ABCC6L87 3133KPAP3 2047-04-01 2.500000 0.00 126.57 105.82 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ1894 S6XOOCT0IEG5ABCC6L87 3133CSC74 2054-08-01 6.000000 0.00 2786412.63 2860252.56 Agency Mortgage-Backed Securities FEPC 06.000 CLQG9227 S6XOOCT0IEG5ABCC6L87 3133CAHC7 2053-08-01 6.000000 0.00 399066.66 412568.29 Agency Mortgage-Backed Securities FEPC 05.000 CLQF4910 S6XOOCT0IEG5ABCC6L87 3133BSN32 2052-12-01 5.000000 0.00 412312.68 404085.67 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9293 S6XOOCT0IEG5ABCC6L87 3133BKKE8 2052-09-01 5.000000 0.00 182098.67 177834.04 Agency Mortgage-Backed Securities FEPC 02.500 CLQC0344 S6XOOCT0IEG5ABCC6L87 3133AJLZ4 2051-04-01 2.500000 0.00 1520256.39 1256781.26 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1373 B1V7KEBTPIMZEU4LTD58 3140XGQ36 2051-11-01 3.000000 0.00 2079032.80 1785155.28 Agency Mortgage-Backed Securities FNMS 03.000 CLFM7636 B1V7KEBTPIMZEU4LTD58 3140XBPW4 2051-06-01 3.000000 0.00 3031605.73 2609715.35 Agency Mortgage-Backed Securities FNMS 05.000 CLBW5453 B1V7KEBTPIMZEU4LTD58 3140MXBX1 2052-07-01 5.000000 0.00 1831053.30 1794107.53 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4701 B1V7KEBTPIMZEU4LTD58 31418EGK0 2052-08-01 4.500000 0.00 681896.83 650473.66 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL9337 B1V7KEBTPIMZEU4LTD58 3138ERLT5 2044-10-01 5.978000 0.00 5.78 6.02 Agency Mortgage-Backed Securities FEPC 04.000 CLZJ1073 S6XOOCT0IEG5ABCC6L87 3131WRFN0 2041-01-01 4.000000 0.00 9.00 8.57 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1734 B1V7KEBTPIMZEU4LTD58 3140XG4U0 2052-05-01 3.500000 0.00 1535134.55 1379188.93 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0634 B1V7KEBTPIMZEU4LTD58 3140XFV40 2052-03-01 3.000000 0.00 851959.00 732505.83 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2051 B1V7KEBTPIMZEU4LTD58 3140Q9H55 2048-07-01 4.500000 0.00 357808.84 346898.17 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2816 B1V7KEBTPIMZEU4LTD58 3140N7DW7 2052-11-01 5.000000 0.00 72908.84 72157.49 Agency Mortgage-Backed Securities 04.000 FGPC V83917 G S6XOOCT0IEG5ABCC6L87 3132L9K61 2048-02-01 4.000000 0.00 1800090.41 1682199.49 Agency Mortgage-Backed Securities FMAR 1B8894 G S6XOOCT0IEG5ABCC6L87 3128UHHW8 2041-10-01 6.473000 0.00 293.85 307.98 Agency Mortgage-Backed Securities 05.500 FGPC H03116 G S6XOOCT0IEG5ABCC6L87 3128MVN90 2037-07-01 5.500000 0.00 18.55 18.48 Agency Mortgage-Backed Securities FNMS 02.000 CIFM4517 B1V7KEBTPIMZEU4LTD58 3140X8AT4 2035-10-01 2.000000 0.00 1521851.26 1391720.30 Agency Mortgage-Backed Securities FNMS 03.500 CLBV4583 B1V7KEBTPIMZEU4LTD58 3140MJCV5 2052-04-01 3.500000 0.00 262.21 234.72 Agency Mortgage-Backed Securities FNMS 03.000 CLBU8766 B1V7KEBTPIMZEU4LTD58 3140MAW42 2052-04-01 3.000000 0.00 1406384.61 1232513.28 Agency Mortgage-Backed Securities FNMS 02.000 CLBU1450 B1V7KEBTPIMZEU4LTD58 3140M2TG7 2052-01-01 2.000000 0.00 4325306.27 3414793.26 Agency Mortgage-Backed Securities FNMS 02.500 CLBT3222 B1V7KEBTPIMZEU4LTD58 3140LRSL3 2051-07-01 2.500000 0.00 21206.01 17524.84 Agency Mortgage-Backed Securities FNMS 02.500 CLBR9341 B1V7KEBTPIMZEU4LTD58 3140L8LX6 2051-05-01 2.500000 0.00 92031.56 77432.90 Agency Mortgage-Backed Securities FNMS 02.500 CLBR9814 B1V7KEBTPIMZEU4LTD58 3140L83Y4 2051-05-01 2.500000 0.00 918725.71 763480.67 Agency Mortgage-Backed Securities FNMS 02.500 CLBR8795 B1V7KEBTPIMZEU4LTD58 3140L7XZ0 2051-05-01 2.500000 0.00 104.82 87.11 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3653 S6XOOCT0IEG5ABCC6L87 3132E0BW1 2053-08-01 5.000000 0.00 125.89 124.65 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3605 S6XOOCT0IEG5ABCC6L87 3132E0AE2 2053-08-01 5.500000 0.00 2073871.40 2089173.12 Agency Mortgage-Backed Securities FNAR XX.XXX WZ889916 B1V7KEBTPIMZEU4LTD58 31410KVH4 2038-09-01 4.296000 0.00 3.86 3.84 Agency Mortgage-Backed Securities FNMS 06.000 NQ889810 B1V7KEBTPIMZEU4LTD58 31410KR71 2037-11-01 6.000000 0.00 56780.39 57018.13 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4522 S6XOOCT0IEG5ABCC6L87 3132A5AX3 2043-07-01 3.000000 0.00 64593.82 58071.78 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1684 S6XOOCT0IEG5ABCC6L87 3132DN2R3 2052-09-01 4.500000 0.00 338970.32 323218.37 Agency Mortgage-Backed Securities FNMS 03.500 CTMA2996 B1V7KEBTPIMZEU4LTD58 31418CKJ2 2037-05-01 3.500000 0.00 1069084.32 1016364.20 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3057 B1V7KEBTPIMZEU4LTD58 31418CMF8 2047-07-01 3.500000 0.00 3511523.73 3188662.54 Agency Mortgage-Backed Securities FEPC 03.500 CLSD5753 S6XOOCT0IEG5ABCC6L87 3132DTMA5 2052-07-01 3.500000 0.00 1610766.05 1440190.22 Agency Mortgage-Backed Securities FNMS 02.500 CLBP7667 B1V7KEBTPIMZEU4LTD58 3140KFQV0 2050-12-01 2.500000 0.00 1051674.73 869412.49 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4387 B1V7KEBTPIMZEU4LTD58 31418D2V3 2041-07-01 2.000000 0.00 217.48 187.14 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4599 B1V7KEBTPIMZEU4LTD58 31418EDD9 2052-05-01 3.000000 0.00 2537542.89 2180553.75 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3211 B1V7KEBTPIMZEU4LTD58 31418CR97 2047-12-01 4.000000 0.00 976388.36 913190.00 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0780 S6XOOCT0IEG5ABCC6L87 3132DM2M6 2051-12-01 2.500000 0.00 53887.11 44963.59 Agency Mortgage-Backed Securities FNAR XX.XXX WS973150 N/A 31414QTF4 2038-02-01 5.780000 0.00 5.59 5.77 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8431 S6XOOCT0IEG5ABCC6L87 3132DWLL5 2054-05-01 5.500000 0.00 895200.23 892070.01 Agency Mortgage-Backed Securities FNMS 03.500 CRAL4699 B1V7KEBTPIMZEU4LTD58 3138EMGH8 2043-10-01 3.500000 0.00 1758950.23 1622729.50 Agency Mortgage-Backed Securities FNMS 03.500 CLAO6786 B1V7KEBTPIMZEU4LTD58 3138LXRG6 2042-06-01 3.500000 0.00 17.72 16.50 Agency Mortgage-Backed Securities FNMS 03.500 CLAP4406 B1V7KEBTPIMZEU4LTD58 3138M73Q6 2042-09-01 3.500000 0.00 100817.63 93701.59 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0373 350000000.00 350000000.00 0.0029 N Y Y N MUFG Securities CA MUFG Securities CA 3.700000% 933USN006 549300Y1PMK3RWXMWR72 933USN006_3.70_0917 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FEPC 04.000 CLSD4172 S6XOOCT0IEG5ABCC6L87 3132E0T51 2047-02-01 4.000000 0.00 722.50 693.41 Agency Mortgage-Backed Securities FNMS 05.500 CLBV6313 B1V7KEBTPIMZEU4LTD58 3140MLAP5 2055-09-01 5.500000 0.00 860.20 857.44 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8267 S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5.000000 0.00 736.41 720.82 Agency Mortgage-Backed Securities FNMS 04.500 CZAL0315 B1V7KEBTPIMZEU4LTD58 3138EGK52 2051-04-01 4.500000 0.00 140.78 134.08 Agency Mortgage-Backed Securities FNMS 03.000 CWAL8126 B1V7KEBTPIMZEU4LTD58 3138ETA48 2031-02-01 3.000000 0.00 99.97 97.80 Agency Mortgage-Backed Securities FNMS 02.500 CLBR9718 B1V7KEBTPIMZEU4LTD58 3140L8YQ7 2051-04-01 2.500000 0.00 8123296.68 6777017.30 Agency Mortgage-Backed Securities FNMS 02.500 CLBT3222 B1V7KEBTPIMZEU4LTD58 3140LRSL3 2051-07-01 2.500000 0.00 5775.05 4772.56 Agency Mortgage-Backed Securities FNMS 04.000 CLAL8000 B1V7KEBTPIMZEU4LTD58 3138EQ3J9 2045-12-01 4.000000 0.00 4760.90 4508.01 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8104 S6XOOCT0IEG5ABCC6L87 3132DWAD5 2050-11-01 1.500000 0.00 1340.76 1004.27 Agency Mortgage-Backed Securities FNMS 04.000 CLBV3367 B1V7KEBTPIMZEU4LTD58 3140MGW56 2052-03-01 4.000000 0.00 374.85 345.76 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8107 S6XOOCT0IEG5ABCC6L87 3132DWAG8 2050-11-01 2.500000 0.00 475.55 392.65 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8151 S6XOOCT0IEG5ABCC6L87 3132DWBU6 2051-06-01 2.500000 0.00 2172565.31 1794546.18 Agency Mortgage-Backed Securities FNMS 05.000 CLBW2798 B1V7KEBTPIMZEU4LTD58 3140MUDC1 2056-03-01 5.000000 0.00 2999.05 2925.52 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8172 S6XOOCT0IEG5ABCC6L87 3132DWCH4 2051-10-01 2.000000 0.00 729.92 575.76 Agency Mortgage-Backed Securities FNMS 02.000 CLFA6700 B1V7KEBTPIMZEU4LTD58 3140W7NS5 2052-04-01 2.000000 0.00 1000.00 789.49 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8286 S6XOOCT0IEG5ABCC6L87 3132DWF32 2053-01-01 4.000000 0.00 27591374.45 25419749.33 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8332 S6XOOCT0IEG5ABCC6L87 3132DWHH9 2053-06-01 6.000000 0.00 994888.44 1014735.47 Agency Mortgage-Backed Securities FNMS 07.000 CLMA5738 B1V7KEBTPIMZEU4LTD58 31418FLU9 2055-06-01 7.000000 0.00 4058777.39 4273451.54 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3653 S6XOOCT0IEG5ABCC6L87 3132E0BW1 2053-08-01 5.000000 0.00 1416.31 1402.35 Agency Mortgage-Backed Securities 2.875 FHLB 29 EC 2549001DPIFGXC1TOL40 3130AG3X1 2029-03-09 2.875000 0.00 5935000.00 5783735.31 Agency Mortgage-Backed Securities FNMS 02.500 CLBR8795 B1V7KEBTPIMZEU4LTD58 3140L7XZ0 2051-05-01 2.500000 0.00 3010.46 2501.85 Agency Mortgage-Backed Securities FNMS 02.500 CLBR9345 B1V7KEBTPIMZEU4LTD58 3140L8L32 2051-05-01 2.500000 0.00 11319304.26 9500058.13 Agency Mortgage-Backed Securities FNMS 02.500 CLAP3118 B1V7KEBTPIMZEU4LTD58 3138M6PC5 2042-11-01 2.500000 0.00 229.44 198.67 Agency Mortgage-Backed Securities FNMS 02.500 CLBR9341 B1V7KEBTPIMZEU4LTD58 3140L8LX6 2051-05-01 2.500000 0.00 1261.79 1061.64 Agency Mortgage-Backed Securities FNMS 03.000 CRAR1203 B1V7KEBTPIMZEU4LTD58 3138NXKR7 2042-12-01 3.000000 0.00 351.48 314.67 Agency Mortgage-Backed Securities FNMS 02.000 REBT7247 B1V7KEBTPIMZEU4LTD58 3140LWBR7 2051-09-01 2.000000 0.00 1778.30 1413.10 Agency Mortgage-Backed Securities FNMS 02.000 CLBT9375 B1V7KEBTPIMZEU4LTD58 3140LYMZ3 2051-11-01 2.000000 0.00 28456406.43 22776697.42 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2984 B1V7KEBTPIMZEU4LTD58 3140X6J69 2045-08-01 4.000000 0.00 272.69 259.38 Agency Mortgage-Backed Securities FNMS 02.500 CLBU2794 B1V7KEBTPIMZEU4LTD58 3140M4C89 2051-11-01 2.500000 0.00 8920.57 7501.15 Agency Mortgage-Backed Securities FNMS 03.000 CLBU8766 B1V7KEBTPIMZEU4LTD58 3140MAW42 2052-04-01 3.000000 0.00 3523447.28 3087843.50 Agency Mortgage-Backed Securities FNMS 04.000 CLBW3665 B1V7KEBTPIMZEU4LTD58 3140MVCB2 2052-07-01 4.000000 0.00 796.66 734.72 Agency Mortgage-Backed Securities FNMS 04.000 CRAS9193 B1V7KEBTPIMZEU4LTD58 3138WKGB5 2044-10-01 4.000000 0.00 219.24 207.13 Agency Mortgage-Backed Securities FNMS 05.000 CLBW5274 B1V7KEBTPIMZEU4LTD58 3140MW2G0 2053-04-01 5.000000 0.00 756.61 737.10 Agency Mortgage-Backed Securities 03.000 FGPC Z40290 G S6XOOCT0IEG5ABCC6L87 3132FCKB0 2044-06-15 3.000000 0.00 19398790.67 17566768.88 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6373 B1V7KEBTPIMZEU4LTD58 3140MYCK6 2052-08-01 5.000000 0.00 1630.97 1590.43 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7656 B1V7KEBTPIMZEU4LTD58 3140N0QJ7 2052-08-01 5.000000 0.00 945.69 935.18 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9766 B1V7KEBTPIMZEU4LTD58 3140N2Z87 2053-06-01 5.000000 0.00 547934.48 534776.75 Agency Mortgage-Backed Securities FNMS 04.000 CLBX0516 B1V7KEBTPIMZEU4LTD58 3140N4SE8 2052-10-01 4.000000 0.00 2686667.21 2482782.31 Agency Mortgage-Backed Securities FNMS 02.000 CIFM4517 B1V7KEBTPIMZEU4LTD58 3140X8AT4 2035-10-01 2.000000 0.00 2373.34 2170.40 Agency Mortgage-Backed Securities FNMS 02.500 CWAL3797 B1V7KEBTPIMZEU4LTD58 3138ELGF4 2028-06-01 2.500000 0.00 21.58 21.31 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4659 B1V7KEBTPIMZEU4LTD58 31418EE97 2042-07-01 2.500000 0.00 719.84 637.34 Agency Mortgage-Backed Securities FNMS 05.000 CIBY9355 B1V7KEBTPIMZEU4LTD58 3140NSMD3 2038-08-01 5.000000 0.00 573.81 574.33 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8324 S6XOOCT0IEG5ABCC6L87 3132DWG98 2053-05-01 5.500000 0.00 1351.37 1352.86 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5107 B1V7KEBTPIMZEU4LTD58 31418EU99 2053-08-01 5.500000 0.00 679.24 681.81 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2486 B1V7KEBTPIMZEU4LTD58 3140Q9XQ1 2048-10-01 4.500000 0.00 7226659.17 7004056.39 Agency Mortgage-Backed Securities 04.500 FGPC Q63763 G S6XOOCT0IEG5ABCC6L87 3132VQFD3 2049-05-01 4.500000 0.00 2124715.04 2042798.78 Agency Mortgage-Backed Securities FEPC 02.500 CLQB3456 S6XOOCT0IEG5ABCC6L87 3133A9ZV0 2050-09-01 2.500000 0.00 544.92 450.98 Agency Mortgage-Backed Securities FNMS 04.500 CLBT7954 B1V7KEBTPIMZEU4LTD58 3140LWZU4 2052-10-01 4.500000 0.00 2658.60 2530.40 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1374 B1V7KEBTPIMZEU4LTD58 3140MSQ40 2052-11-01 4.500000 0.00 809.89 771.17 Agency Mortgage-Backed Securities FNMS 05.000 CTMA5864 B1V7KEBTPIMZEU4LTD58 31418FQS9 2045-10-01 5.000000 0.00 3596728.72 3559512.17 Agency Mortgage-Backed Securities FNMS 03.000 CRAR1202 B1V7KEBTPIMZEU4LTD58 3138NXKQ9 2043-01-01 3.000000 0.00 245.22 219.55 Agency Mortgage-Backed Securities FEPC 05.500 CLQX2047 S6XOOCT0IEG5ABCC6L87 31425WHZ7 2054-12-01 5.500000 0.00 1742.34 1739.45 Agency Mortgage-Backed Securities FEPC 06.000 CLQX3595 S6XOOCT0IEG5ABCC6L87 31425X7H6 2055-01-01 6.000000 0.00 1453.21 1490.15 Agency Mortgage-Backed Securities 4.50 FHOR 26-30 9H 2549001DPIFGXC1TOL40 3130B7BK9 2030-08-14 4.500000 0.00 10000000.00 9913870.00 Agency Mortgage-Backed Securities FEPC 04.000 CLZJ1073 S6XOOCT0IEG5ABCC6L87 3131WRFN0 2041-01-01 4.000000 0.00 2019369.62 1922971.65 Agency Mortgage-Backed Securities FEPC 03.000 CLQD6216 S6XOOCT0IEG5ABCC6L87 3133B33Z8 2052-02-01 3.000000 0.00 31845.40 27608.69 Agency Mortgage-Backed Securities FEPC 02.000 CLQD6642 S6XOOCT0IEG5ABCC6L87 3133B4LX1 2047-02-01 2.000000 0.00 740.56 593.43 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3911 S6XOOCT0IEG5ABCC6L87 3132E0KY7 2053-09-01 5.500000 0.00 732.89 735.81 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4213 S6XOOCT0IEG5ABCC6L87 3132E0VE9 2053-11-01 6.500000 0.00 658.74 695.20 Agency Mortgage-Backed Securities FNMS 05.000 CLBV7861 B1V7KEBTPIMZEU4LTD58 3140MMWX2 2052-07-01 5.000000 0.00 767.93 761.28 Agency Mortgage-Backed Securities FEPC 05.500 CLQF2717 S6XOOCT0IEG5ABCC6L87 3133BQAS5 2052-11-01 5.500000 0.00 707.03 709.67 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8212 S6XOOCT0IEG5ABCC6L87 3132DWDR1 2052-05-01 2.500000 0.00 2495.91 2063.84 Agency Mortgage-Backed Securities FEPC 06.500 CLQG2852 S6XOOCT0IEG5ABCC6L87 3133C3EZ5 2053-05-01 6.500000 0.00 515.41 540.77 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8264 S6XOOCT0IEG5ABCC6L87 3132DWFD0 2052-11-01 3.500000 0.00 785.85 702.00 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8331 S6XOOCT0IEG5ABCC6L87 3132DWHG1 2053-06-01 5.500000 0.00 13779277.44 13820110.03 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8382 S6XOOCT0IEG5ABCC6L87 3132DWJ38 2053-12-01 5.000000 0.00 823.46 801.80 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ5819 S6XOOCT0IEG5ABCC6L87 3133CWPC0 2054-09-01 6.500000 0.00 668.65 697.10 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8368 S6XOOCT0IEG5ABCC6L87 3132DWJM6 2053-10-01 6.000000 0.00 558.54 568.53 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3835 B1V7KEBTPIMZEU4LTD58 3140MVHM3 2052-10-01 5.000000 0.00 5045886.03 4982684.63 Agency Mortgage-Backed Securities 04.000 FGPC V83917 G S6XOOCT0IEG5ABCC6L87 3132L9K61 2048-02-01 4.000000 0.00 199.76 186.67 Agency Mortgage-Backed Securities FNMS 05.500 CLBW4886 B1V7KEBTPIMZEU4LTD58 3140MWNC6 2053-04-01 5.500000 0.00 575.22 585.51 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2708 B1V7KEBTPIMZEU4LTD58 3140QAAJ9 2048-05-01 4.000000 0.00 119.43 111.47 Agency Mortgage-Backed Securities FNMS 03.500 CLAL2154 B1V7KEBTPIMZEU4LTD58 3138EJMC9 2042-06-01 3.500000 0.00 136.88 128.10 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2951 B1V7KEBTPIMZEU4LTD58 3140QAH52 2049-01-01 4.500000 0.00 340.52 328.23 Agency Mortgage-Backed Securities FNMS 05.000 CLBY3024 B1V7KEBTPIMZEU4LTD58 3140NKLE9 2053-06-01 5.000000 0.00 25561444.94 24868900.20 Agency Mortgage-Backed Securities FNMS 04.000 CLCA4007 B1V7KEBTPIMZEU4LTD58 3140QBNZ7 2049-08-01 4.000000 0.00 257.40 239.22 Agency Mortgage-Backed Securities FNMS 04.000 CLAO3000 B1V7KEBTPIMZEU4LTD58 3138LTKN7 2042-05-01 4.000000 0.00 254.40 243.38 Agency Mortgage-Backed Securities FNMS 04.000 CLAL5161 N/A 3138EMWX5 2044-03-01 4.000000 0.00 635.12 604.11 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6414 B1V7KEBTPIMZEU4LTD58 3140QEDU3 2050-07-01 3.000000 0.00 450.91 395.64 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6694 B1V7KEBTPIMZEU4LTD58 3140QENL2 2050-08-01 2.000000 0.00 611.14 488.75 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2051 B1V7KEBTPIMZEU4LTD58 3140Q9H55 2048-07-01 4.500000 0.00 253495.25 245765.42 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0837 B1V7KEBTPIMZEU4LTD58 3140LN4X2 2051-06-01 2.500000 0.00 670.08 553.94 Agency Mortgage-Backed Securities FNMS 01.500 CICB0313 B1V7KEBTPIMZEU4LTD58 3140QKK31 2036-04-01 1.500000 0.00 522.71 465.72 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2465 B1V7KEBTPIMZEU4LTD58 3140Q9W33 2048-10-01 4.000000 0.00 1895.34 1781.34 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6485 B1V7KEBTPIMZEU4LTD58 3140XAF31 2051-02-01 2.500000 0.00 1209.36 1004.25 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1409 B1V7KEBTPIMZEU4LTD58 3140QLR73 2051-08-01 3.000000 0.00 765.66 656.93 Agency Mortgage-Backed Securities FNMS 02.500 CLBT1339 B1V7KEBTPIMZEU4LTD58 3140LPPZ9 2051-07-01 2.500000 0.00 4911.55 4037.20 Agency Mortgage-Backed Securities FNMS 01.500 CTFS0316 B1V7KEBTPIMZEU4LTD58 3140XFK67 2041-11-01 1.500000 0.00 3456.55 2868.17 Agency Mortgage-Backed Securities FNMS 04.500 CLBT8301 B1V7KEBTPIMZEU4LTD58 3140LXGK5 2052-08-01 4.500000 0.00 1314.76 1250.02 Agency Mortgage-Backed Securities FNMS 03.500 CLBV4583 B1V7KEBTPIMZEU4LTD58 3140MJCV5 2052-04-01 3.500000 0.00 281054.07 251587.43 Agency Mortgage-Backed Securities FNMS 03.000 CIFM2398 B1V7KEBTPIMZEU4LTD58 3140X5UY7 2033-06-01 3.000000 0.00 5456628.00 5309528.22 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4070 B1V7KEBTPIMZEU4LTD58 3140X7QY8 2050-08-01 2.500000 0.00 2121.10 1773.90 Agency Mortgage-Backed Securities FNMS 03.000 CTMA4632 B1V7KEBTPIMZEU4LTD58 31418EEE6 2042-06-01 3.000000 0.00 16803765.45 15291594.60 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ5576 S6XOOCT0IEG5ABCC6L87 31427DFS5 2055-10-01 5.500000 0.00 8400459.91 8415381.93 Agency Mortgage-Backed Securities FEPC 04.000 CLQE3361 S6XOOCT0IEG5ABCC6L87 3133BCWW3 2052-06-01 4.000000 0.00 298763.41 275821.76 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8029 S6XOOCT0IEG5ABCC6L87 3133BH4N3 2052-08-01 5.000000 0.00 669.48 654.00 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3641 N/A 3138WDBK6 2044-10-01 4.000000 0.00 3334.72 3166.16 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0466 S6XOOCT0IEG5ABCC6L87 3133BMQT5 2052-09-01 5.000000 0.00 578.52 566.68 Agency Mortgage-Backed Securities FNMS 04.000 CLAS5652 B1V7KEBTPIMZEU4LTD58 3138WFH66 2045-08-01 4.000000 0.00 1665.60 1584.54 Agency Mortgage-Backed Securities FEPC 06.000 CLQF5589 S6XOOCT0IEG5ABCC6L87 3133BTF62 2053-01-01 6.000000 0.00 618.96 640.41 Agency Mortgage-Backed Securities FMAR 1B8894 G S6XOOCT0IEG5ABCC6L87 3128UHHW8 2041-10-01 6.473000 0.00 1075.47 1127.20 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3258 S6XOOCT0IEG5ABCC6L87 31427QTQ5 2055-11-01 5.500000 0.00 16783850.61 16824691.31 Agency Mortgage-Backed Securities FEPC 02.500 CLSL3261 S6XOOCT0IEG5ABCC6L87 31427QTT9 2054-01-01 2.500000 0.00 938.07 774.64 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4391 S6XOOCT0IEG5ABCC6L87 31427R2Z2 2056-03-01 5.000000 0.00 981.96 956.53 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3756 S6XOOCT0IEG5ABCC6L87 3131XXE56 2047-07-01 4.500000 0.00 206.20 199.72 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6623 B1V7KEBTPIMZEU4LTD58 3138WGLD4 2046-02-01 4.000000 0.00 149.26 140.52 Agency Mortgage-Backed Securities FEPC 06.500 CLQH1526 S6XOOCT0IEG5ABCC6L87 3133CDVT8 2053-09-01 6.500000 0.00 755.51 797.57 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7864 B1V7KEBTPIMZEU4LTD58 3138WHW24 2046-09-01 3.500000 0.00 11779555.44 10767098.73 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ2101 S6XOOCT0IEG5ABCC6L87 3133CSKN0 2054-08-01 5.500000 0.00 5419126.37 5429381.16 Agency Mortgage-Backed Securities 1.73 FCOR 21-35 BB 254900C5LP6DN9OP9V83 3133EMEL2 2035-10-26 1.730000 0.00 10000000.00 7748389.44 Agency Mortgage-Backed Securities 05.500 FGPC H09119 G S6XOOCT0IEG5ABCC6L87 3128UNDY5 2037-12-01 5.500000 0.00 32.51 31.92 Agency Mortgage-Backed Securities FNMS 02.500 CLAU4010 B1V7KEBTPIMZEU4LTD58 3138X3N40 2043-08-01 2.500000 0.00 168.98 148.07 Agency Mortgage-Backed Securities 04.000 FGPC Q46684 G S6XOOCT0IEG5ABCC6L87 3132WLNA0 2047-03-01 4.000000 0.00 2506164.72 2358690.29 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7124 S6XOOCT0IEG5ABCC6L87 3133KN4H3 2052-04-01 3.500000 0.00 681.19 609.53 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1023 S6XOOCT0IEG5ABCC6L87 31334XD48 2049-07-01 3.500000 0.00 289.29 263.75 Agency Mortgage-Backed Securities FEPC 02.500 CLQB4023 S6XOOCT0IEG5ABCC6L87 3133AAPG1 2050-09-01 2.500000 0.00 3353.86 2790.66 Agency Mortgage-Backed Securities FNMS 04.500 RE749043 B1V7KEBTPIMZEU4LTD58 31403HEQ9 2033-10-01 4.500000 0.00 13.87 13.70 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6388 B1V7KEBTPIMZEU4LTD58 3140QEC26 2050-07-01 2.000000 0.00 575.31 459.95 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6422 B1V7KEBTPIMZEU4LTD58 3140QED41 2050-07-01 3.000000 0.00 319.05 275.23 Agency Mortgage-Backed Securities FNMS 02.500 CLBR9357 B1V7KEBTPIMZEU4LTD58 3140L8MF4 2051-05-01 2.500000 0.00 12619149.00 10619939.28 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9764 B1V7KEBTPIMZEU4LTD58 3140NSZ64 2053-09-01 6.500000 0.00 671.12 708.47 Agency Mortgage-Backed Securities FNMS 02.500 CLAR9188 B1V7KEBTPIMZEU4LTD58 3138W7F66 2043-03-01 2.500000 0.00 32154.74 27573.92 Agency Mortgage-Backed Securities FNMS 05.500 CLDB5277 B1V7KEBTPIMZEU4LTD58 3140AE2K4 2054-06-01 5.500000 0.00 747.82 749.44 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2583 B1V7KEBTPIMZEU4LTD58 3140Q92R3 2048-11-01 4.500000 0.00 141.54 135.93 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0573 B1V7KEBTPIMZEU4LTD58 3140QKT73 2046-05-01 2.500000 0.00 706.83 592.86 Agency Mortgage-Backed Securities FNMS 07.500 CLDB6729 B1V7KEBTPIMZEU4LTD58 3140AGPP3 2054-06-01 7.500000 0.00 187.17 199.84 Agency Mortgage-Backed Securities FNMS 07.000 CLDB8949 B1V7KEBTPIMZEU4LTD58 3140AJ5K0 2054-07-01 7.000000 0.00 567.75 606.66 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2183 B1V7KEBTPIMZEU4LTD58 3140Q9M91 2048-08-01 4.000000 0.00 740.79 694.99 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0573 B1V7KEBTPIMZEU4LTD58 3140QKT73 2046-05-01 2.500000 0.00 7068.31 5928.61 Agency Mortgage-Backed Securities FNMS 01.500 CICB2580 B1V7KEBTPIMZEU4LTD58 3140QM2N3 2037-01-01 1.500000 0.00 3458.03 3081.36 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5295 B1V7KEBTPIMZEU4LTD58 3140QQ3D5 2052-12-01 5.500000 0.00 5542398.85 5564459.45 Agency Mortgage-Backed Securities FNMS 03.500 CLFS0539 B1V7KEBTPIMZEU4LTD58 3140XFS51 2052-02-01 3.500000 0.00 623.91 567.26 Agency Mortgage-Backed Securities FNMS 04.500 CLAS2283 B1V7KEBTPIMZEU4LTD58 3138WBRD9 2044-04-01 4.500000 0.00 2100182.15 2028030.40 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1428 B1V7KEBTPIMZEU4LTD58 3140XGSS9 2052-04-01 4.000000 0.00 31069538.87 28679773.50 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2592 B1V7KEBTPIMZEU4LTD58 3140XH3A3 2052-08-01 5.000000 0.00 653.46 638.35 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4945 B1V7KEBTPIMZEU4LTD58 3140QQP74 2052-10-01 4.500000 0.00 746.34 713.49 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3709 B1V7KEBTPIMZEU4LTD58 3140XKDP2 2052-11-01 5.000000 0.00 5262.45 5142.93 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6185 B1V7KEBTPIMZEU4LTD58 3140QR2T9 2053-05-01 5.500000 0.00 800.69 812.10 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6254 B1V7KEBTPIMZEU4LTD58 3140QR5Q2 2053-05-01 5.500000 0.00 689.63 699.74 Agency Mortgage-Backed Securities FNMS 02.500 CLFS4936 B1V7KEBTPIMZEU4LTD58 3140XLPW2 2052-01-01 2.500000 0.00 2583142.13 2193532.83 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ2100 S6XOOCT0IEG5ABCC6L87 31426YKN5 2055-09-01 5.500000 0.00 14112252.61 14099697.40 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6791 B1V7KEBTPIMZEU4LTD58 3140XNRM8 2054-01-01 6.000000 0.00 614.57 632.87 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0214 S6XOOCT0IEG5ABCC6L87 31427MGY1 2055-02-01 5.500000 0.00 599200.99 601162.37 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0215 S6XOOCT0IEG5ABCC6L87 31427MGZ8 2055-01-01 5.500000 0.00 4841432.72 4881197.02 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1129 S6XOOCT0IEG5ABCC6L87 31427NHF9 2055-05-01 5.000000 0.00 11147500.69 10837563.01 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7956 B1V7KEBTPIMZEU4LTD58 3140XPZW2 2054-05-01 5.500000 0.00 2406.36 2425.93 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7958 B1V7KEBTPIMZEU4LTD58 3140XPZY8 2054-05-01 5.500000 0.00 800.93 806.84 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3109 S6XOOCT0IEG5ABCC6L87 31427QN32 2055-10-01 5.000000 0.00 2422.47 2355.38 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1384 B1V7KEBTPIMZEU4LTD58 3140XGRE1 2052-04-01 4.000000 0.00 22629874.65 20898538.37 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6353 B1V7KEBTPIMZEU4LTD58 3138WGBX1 2045-12-01 4.000000 0.00 936.80 886.99 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9670 B1V7KEBTPIMZEU4LTD58 3140XRW84 2054-11-01 5.500000 0.00 22722934.08 22797291.09 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8089 B1V7KEBTPIMZEU4LTD58 3138WH7B2 2046-10-01 3.500000 0.00 5244776.45 4778708.13 Agency Mortgage-Backed Securities 1.95 FCOR 21-40 Q 254900C5LP6DN9OP9V83 3133EL3Q5 2040-08-13 1.950000 0.00 85000.00 57003.21 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0585 B1V7KEBTPIMZEU4LTD58 3140Y6UK4 2055-06-01 6.000000 0.00 38950898.68 39643835.16 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7917 B1V7KEBTPIMZEU4LTD58 3138WHYP1 2046-09-01 3.500000 0.00 338.77 308.92 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8373 B1V7KEBTPIMZEU4LTD58 3138WJJT6 2046-11-01 4.000000 0.00 6795801.36 6390522.41 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2372 B1V7KEBTPIMZEU4LTD58 3140Y8T63 2056-04-01 5.000000 0.00 42127475.32 40959350.65 Agency Mortgage-Backed Securities FEPC 03.000 CLQD7878 S6XOOCT0IEG5ABCC6L87 3133B5XF4 2052-03-01 3.000000 0.00 3058413.01 2676778.12 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ0879 S6XOOCT0IEG5ABCC6L87 3142GQ6R8 2054-02-01 5.500000 0.00 2723826.24 2717077.51 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ0273 S6XOOCT0IEG5ABCC6L87 3142GQJT0 2053-11-01 5.500000 0.00 643273.30 646841.11 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8522 B1V7KEBTPIMZEU4LTD58 3138WJPG7 2046-12-01 3.000000 0.00 763.50 667.54 Agency Mortgage-Backed Securities FEPC 07.000 CLRJ1455 S6XOOCT0IEG5ABCC6L87 3142GRTM2 2054-05-01 7.000000 0.00 1243026.52 1318970.88 Agency Mortgage-Backed Securities FNMS 05.000 CLBW5282 B1V7KEBTPIMZEU4LTD58 3140MW2Q8 2053-05-01 5.000000 0.00 803.05 781.91 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6565 S6XOOCT0IEG5ABCC6L87 3133KNJJ3 2052-01-01 2.500000 0.00 685.18 574.30 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2816 B1V7KEBTPIMZEU4LTD58 3140N7DW7 2052-11-01 5.000000 0.00 108435.26 107317.80 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5597 S6XOOCT0IEG5ABCC6L87 3142GWGF0 2055-12-01 5.000000 0.00 15201.99 14766.38 Agency Mortgage-Backed Securities FNMS 07.500 CLDA5605 B1V7KEBTPIMZEU4LTD58 3140A6GP5 2053-12-01 7.500000 0.00 378.21 405.03 Agency Mortgage-Backed Securities FNMS 06.500 CLBX9289 B1V7KEBTPIMZEU4LTD58 3140NEKB0 2053-04-01 6.500000 0.00 669.73 701.27 Agency Mortgage-Backed Securities FEPC 04.500 CLRA8567 S6XOOCT0IEG5ABCC6L87 3133KQQU3 2052-10-01 4.500000 0.00 710.56 677.75 Agency Mortgage-Backed Securities FNMS 02.500 CTCA7430 B1V7KEBTPIMZEU4LTD58 3140QFHG7 2040-10-01 2.500000 0.00 518.23 461.32 Agency Mortgage-Backed Securities FNMS 05.500 CLDB4868 B1V7KEBTPIMZEU4LTD58 3140AEMS5 2055-01-01 5.500000 0.00 979.44 985.37 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2784 B1V7KEBTPIMZEU4LTD58 3140QNCW0 2052-01-01 2.000000 0.00 750.91 593.02 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9443 B1V7KEBTPIMZEU4LTD58 3140XDP59 2051-10-01 2.500000 0.00 16941131.32 13994193.29 Agency Mortgage-Backed Securities FEPC 02.500 3JRE0017 S6XOOCT0IEG5ABCC6L87 3133LWAS1 2050-12-01 2.500000 0.00 1060.87 873.46 Agency Mortgage-Backed Securities FEPC 06.000 CLTC0102 S6XOOCT0IEG5ABCC6L87 3133W4DF6 2056-07-01 6.000000 0.00 998.04 1015.30 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4687 B1V7KEBTPIMZEU4LTD58 3140QQF59 2052-09-01 5.000000 0.00 2090.54 2051.96 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4779 B1V7KEBTPIMZEU4LTD58 3140QQJZ9 2052-10-01 5.000000 0.00 2363693.20 2337386.87 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4794 B1V7KEBTPIMZEU4LTD58 3140QQKG9 2052-10-01 4.500000 0.00 1524.30 1449.00 Agency Mortgage-Backed Securities FEPC 07.000 CLQI9901 S6XOOCT0IEG5ABCC6L87 3133WHAA1 2054-07-01 7.000000 0.00 809.25 864.23 Agency Mortgage-Backed Securities FEPC 06.000 CIQO2318 S6XOOCT0IEG5ABCC6L87 3133WLSF2 2039-08-01 6.000000 0.00 639.38 658.61 Agency Mortgage-Backed Securities FEPC 05.000 CIQO5303 S6XOOCT0IEG5ABCC6L87 3133WP3L7 2041-04-01 5.000000 0.00 902.85 909.34 Agency Mortgage-Backed Securities FEPC 04.500 CIQO4957 S6XOOCT0IEG5ABCC6L87 3133WPQJ7 2041-02-01 4.500000 0.00 927.02 912.64 Agency Mortgage-Backed Securities 4.00 FMNT 23-27 21 N/A 3134GYH21 2027-06-01 4.000000 0.00 25000000.00 25213425.00 Agency Mortgage-Backed Securities 4.00 FMNT 25-29 F7 N/A 3134HADF7 2029-08-06 4.000000 0.00 11896000.00 11747511.48 Agency Mortgage-Backed Securities FNMS 05.000 CIDC2926 B1V7KEBTPIMZEU4LTD58 3140AQHC9 2039-09-01 5.000000 0.00 883.92 888.82 Agency Mortgage-Backed Securities FNMS 06.500 CLDC4145 B1V7KEBTPIMZEU4LTD58 3140ARTB6 2054-09-01 6.500000 0.00 905.04 955.73 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5105 B1V7KEBTPIMZEU4LTD58 3140QQU78 2052-11-01 5.000000 0.00 35958704.76 35186479.60 Agency Mortgage-Backed Securities FNMS 07.000 CLDC7829 B1V7KEBTPIMZEU4LTD58 3140AVVX6 2054-12-01 7.000000 0.00 740.24 788.10 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6270 B1V7KEBTPIMZEU4LTD58 3140QR6G3 2053-05-01 6.500000 0.00 4721593.14 4992398.55 Agency Mortgage-Backed Securities FNMS 04.500 CLDC9463 B1V7KEBTPIMZEU4LTD58 3140AXQR1 2054-12-01 4.500000 0.00 775.60 743.35 Agency Mortgage-Backed Securities FNMS 06.500 CLDD0039 B1V7KEBTPIMZEU4LTD58 3140B0BH0 2055-01-01 6.500000 0.00 415.28 433.52 Agency Mortgage-Backed Securities FNMS 06.500 CLDD0710 B1V7KEBTPIMZEU4LTD58 3140B0YG7 2055-01-01 6.500000 0.00 1678.67 1740.55 Agency Mortgage-Backed Securities FNMS 06.500 CLDD1380 B1V7KEBTPIMZEU4LTD58 3140B1RA6 2055-01-01 6.500000 0.00 983.79 1025.72 Agency Mortgage-Backed Securities FNMS 06.000 CLDD5512 B1V7KEBTPIMZEU4LTD58 3140B6DS1 2055-06-01 6.000000 0.00 871.98 895.17 Agency Mortgage-Backed Securities FNMS 05.000 CLDD7459 B1V7KEBTPIMZEU4LTD58 3140B8JD4 2055-04-01 5.000000 0.00 949.01 931.73 Agency Mortgage-Backed Securities FNMS 06.000 CLDE3229 B1V7KEBTPIMZEU4LTD58 3140BFST3 2055-07-01 6.000000 0.00 1535.53 1572.39 Agency Mortgage-Backed Securities FNMS 06.500 CLDE3344 B1V7KEBTPIMZEU4LTD58 3140BFWE1 2055-07-01 6.500000 0.00 876.88 917.71 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0634 B1V7KEBTPIMZEU4LTD58 3140XFV40 2052-03-01 3.000000 0.00 1442.92 1240.61 Agency Mortgage-Backed Securities FNMS 05.500 CLDE7233 B1V7KEBTPIMZEU4LTD58 3140BLBB7 2055-07-01 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3861.47 3847.98 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8296 B1V7KEBTPIMZEU4LTD58 3140QUGE0 2054-04-01 6.000000 0.00 1436.76 1491.75 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8300 B1V7KEBTPIMZEU4LTD58 3140QUGJ9 2054-04-01 6.500000 0.00 726.77 766.41 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8314 B1V7KEBTPIMZEU4LTD58 3140QUGY6 2054-04-01 5.000000 0.00 880.67 860.22 Agency Mortgage-Backed Securities FEPC 07.500 CLRJ1243 S6XOOCT0IEG5ABCC6L87 3142GRLZ1 2054-03-01 7.500000 0.00 995814.84 1064575.86 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8497 B1V7KEBTPIMZEU4LTD58 3140QUNP7 2054-05-01 6.000000 0.00 766.13 783.51 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8696 B1V7KEBTPIMZEU4LTD58 3140QUUW4 2054-06-01 6.000000 0.00 799.37 827.10 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3065 S6XOOCT0IEG5ABCC6L87 3142GTMP8 2054-12-01 5.500000 0.00 17323618.00 17386664.42 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8841 B1V7KEBTPIMZEU4LTD58 3140QUZF6 2054-07-01 5.500000 0.00 697.57 695.77 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9783 B1V7KEBTPIMZEU4LTD58 3140QV2R4 2055-01-01 5.000000 0.00 908.43 884.13 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5247 B1V7KEBTPIMZEU4LTD58 31418EZM5 2054-01-01 6.000000 0.00 1156.56 1176.48 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9025 B1V7KEBTPIMZEU4LTD58 3140QVA38 2054-08-01 6.500000 0.00 678.30 713.12 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4185 S6XOOCT0IEG5ABCC6L87 3142GUUK7 2055-05-01 6.500000 0.00 10022925.52 10462327.23 Agency Mortgage-Backed Securities 05.500 FGPC H03116 G S6XOOCT0IEG5ABCC6L87 3128MVN90 2037-07-01 5.500000 0.00 87.70 87.36 Agency Mortgage-Backed Securities FNMS 05.000 CL890481 N/A 31410LJ29 2041-02-01 5.000000 0.00 1442779.71 1439002.03 Agency Mortgage-Backed Securities FNMS 02.500 CLAT0238 B1V7KEBTPIMZEU4LTD58 3138WMHQ7 2043-03-01 2.500000 0.00 171.00 148.07 Agency Mortgage-Backed Securities FEPC 05.000 CIRR0017 S6XOOCT0IEG5ABCC6L87 3142JCAT7 2040-08-01 5.000000 0.00 715.29 715.35 Agency Mortgage-Backed Securities FEPC 04.500 CIRR0083 S6XOOCT0IEG5ABCC6L87 3142JCCV0 2041-05-01 4.500000 0.00 953.86 936.16 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8673 S6XOOCT0IEG5ABCC6L87 3133KQT63 2053-05-01 5.500000 0.00 1520.63 1524.20 Agency Mortgage-Backed Securities FNMS 06.500 CLDB2142 B1V7KEBTPIMZEU4LTD58 3140ABLY9 2054-06-01 6.500000 0.00 979.61 1022.45 Agency Mortgage-Backed Securities FEPC 03.000 CIZS7077 S6XOOCT0IEG5ABCC6L87 3132A72J9 2029-12-01 3.000000 0.00 53.88 52.82 Agency Mortgage-Backed Securities FEPC 02.000 CTRB5131 S6XOOCT0IEG5ABCC6L87 3133KYVY2 2041-10-01 2.000000 0.00 39204.79 33641.77 Agency Mortgage-Backed Securities FNMS 06.000 CLDE9224 B1V7KEBTPIMZEU4LTD58 3140BNHA9 2055-10-01 6.000000 0.00 990.38 1018.20 Agency Mortgage-Backed Securities FNMS 05.500 CLDF0192 B1V7KEBTPIMZEU4LTD58 3140BQGA3 2055-10-01 5.500000 0.00 988.97 985.51 Agency Mortgage-Backed Securities FNMS 06.500 CLDF2692 B1V7KEBTPIMZEU4LTD58 3140BS7E1 2055-10-01 6.500000 0.00 1971.55 2071.48 Agency Mortgage-Backed Securities FNMS 05.000 CLDF3078 B1V7KEBTPIMZEU4LTD58 3140BTM44 2055-11-01 5.000000 0.00 661.34 643.62 Agency Mortgage-Backed Securities FNMS 06.500 CLDF4592 B1V7KEBTPIMZEU4LTD58 3140BVC65 2055-12-01 6.500000 0.00 1907.76 2036.54 Agency Mortgage-Backed Securities FEPC 05.000 CNRD5130 S6XOOCT0IEG5ABCC6L87 3133LPVX2 2032-12-01 5.000000 0.00 264.01 265.33 Agency Mortgage-Backed Securities FEPC 05.500 CLQI4601 S6XOOCT0IEG5ABCC6L87 3133WBDE3 2054-05-01 5.500000 0.00 700.39 698.32 Agency Mortgage-Backed Securities FEPC 05.500 CLQI6051 S6XOOCT0IEG5ABCC6L87 3133WCWL4 2054-05-01 5.500000 0.00 723.46 722.61 Agency Mortgage-Backed Securities FNMS 04.000 CLAW7429 B1V7KEBTPIMZEU4LTD58 3138XXHF6 2042-02-01 4.000000 0.00 92603.56 88648.58 Agency Mortgage-Backed Securities FNMS 05.500 CLDB5277 B1V7KEBTPIMZEU4LTD58 3140AE2K4 2054-06-01 5.500000 0.00 2274.87 2279.79 Agency Mortgage-Backed Securities FNMS 03.500 U3BF0208 B1V7KEBTPIMZEU4LTD58 3140FXGS5 2042-02-01 3.500000 0.00 220.97 207.46 Agency Mortgage-Backed Securities FNAR XX.XXX WS735475 B1V7KEBTPIMZEU4LTD58 31402RCL1 2038-03-01 4.371000 0.00 104.39 103.81 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2787 B1V7KEBTPIMZEU4LTD58 3140QACZ1 2048-12-01 4.000000 0.00 9338641.60 8716999.36 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3633 B1V7KEBTPIMZEU4LTD58 3140QBBB3 2049-06-01 3.500000 0.00 263.72 240.65 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9663 B1V7KEBTPIMZEU4LTD58 3140QVWZ3 2054-12-01 5.500000 0.00 856.01 860.02 Agency Mortgage-Backed Securities FNMS 03.000 CICA5464 B1V7KEBTPIMZEU4LTD58 3140QDCA0 2035-03-01 3.000000 0.00 274.56 260.73 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6512 B1V7KEBTPIMZEU4LTD58 3140QSGW5 2053-06-01 5.000000 0.00 3774855.55 3747569.63 Agency Mortgage-Backed Securities FNMS 06.500 CLDF8156 B1V7KEBTPIMZEU4LTD58 3140U0B22 2056-01-01 6.500000 0.00 775.07 810.79 Agency Mortgage-Backed Securities FNMS 05.500 CLDF8370 B1V7KEBTPIMZEU4LTD58 3140U0JQ1 2056-02-01 5.500000 0.00 991.55 1001.91 Agency Mortgage-Backed Securities FNMS 05.500 CLDF9052 B1V7KEBTPIMZEU4LTD58 3140U1BW4 2056-01-01 5.500000 0.00 907.12 912.75 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7237 B1V7KEBTPIMZEU4LTD58 3140QTBF5 2053-10-01 5.500000 0.00 811.25 812.33 Agency Mortgage-Backed Securities FNMS 02.000 CICB2586 B1V7KEBTPIMZEU4LTD58 3140QM2U7 2037-01-01 2.000000 0.00 11854067.84 10808096.51 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1123 S6XOOCT0IEG5ABCC6L87 31427NG94 2055-05-01 6.000000 0.00 3868917.43 3937126.45 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1329 S6XOOCT0IEG5ABCC6L87 31427NPP8 2055-05-01 5.000000 0.00 1042.52 1023.05 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3111 S6XOOCT0IEG5ABCC6L87 31427QN57 2055-11-01 5.000000 0.00 1015.78 987.97 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0595 S6XOOCT0IEG5ABCC6L87 3131Y6UU1 2043-01-01 3.500000 0.00 3783.25 3507.05 Agency 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1202.06 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1441 B1V7KEBTPIMZEU4LTD58 3140Y7S74 2055-11-01 5.500000 0.00 34555589.39 34668701.34 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5109 S6XOOCT0IEG5ABCC6L87 31427SVB1 2056-05-01 5.500000 0.00 3958971.50 3961775.77 Agency Mortgage-Backed Securities FEPC 02.500 CLRA3913 S6XOOCT0IEG5ABCC6L87 3133KKK24 2050-11-01 2.500000 0.00 551.60 462.50 Agency Mortgage-Backed Securities FEPC 02.500 CLRA4921 S6XOOCT0IEG5ABCC6L87 3133KLPE1 2051-03-01 2.500000 0.00 3659636.89 3024584.98 Agency Mortgage-Backed Securities FEPC 02.500 CTSC0114 S6XOOCT0IEG5ABCC6L87 3132D9DT8 2041-01-01 2.500000 0.00 4722.49 4209.83 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6388 S6XOOCT0IEG5ABCC6L87 3133KNCZ4 2051-12-01 2.500000 0.00 662.34 554.10 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9257 S6XOOCT0IEG5ABCC6L87 3133KRJA3 2053-06-01 5.000000 0.00 565777.05 554465.28 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0868 S6XOOCT0IEG5ABCC6L87 3132DM6D2 2052-02-01 2.500000 0.00 766.36 630.79 Agency Mortgage-Backed Securities FEPC 04.000 CLZA5570 S6XOOCT0IEG5ABCC6L87 31329PFK4 2048-07-01 4.000000 0.00 330217.68 308697.50 Agency Mortgage-Backed Securities FEPC 02.000 CLSD1696 S6XOOCT0IEG5ABCC6L87 3132DN3D3 2047-04-01 2.000000 0.00 4987.43 3991.41 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1790 S6XOOCT0IEG5ABCC6L87 3132DN7B3 2052-09-01 5.000000 0.00 30130349.13 29433574.77 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0401 B1V7KEBTPIMZEU4LTD58 3140FXNT5 2059-08-01 4.000000 0.00 362.08 331.75 Agency Mortgage-Backed Securities FNMS 02.500 R3BF0443 B1V7KEBTPIMZEU4LTD58 3140FXP55 2049-09-01 2.500000 0.00 767.83 647.77 Agency Mortgage-Backed Securities FNMS 05.500 CLDA6414 B1V7KEBTPIMZEU4LTD58 3140A7DU5 2054-02-01 5.500000 0.00 970.65 972.95 Agency Mortgage-Backed Securities FEPC 06.000 CLQG7812 S6XOOCT0IEG5ABCC6L87 3133C8VD4 2053-07-01 6.000000 0.00 838.41 866.14 Agency Mortgage-Backed Securities FNMS 02.500 I6BF0741 B1V7KEBTPIMZEU4LTD58 3140FXZF2 2063-06-01 2.500000 0.00 770.52 617.78 Agency Mortgage-Backed Securities FNMS 06.000 CLBH8915 B1V7KEBTPIMZEU4LTD58 3140GX3Z2 2056-09-01 6.000000 0.00 1008.00 1028.88 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ5332 B1V7KEBTPIMZEU4LTD58 3140H64S5 2048-05-01 4.000000 0.00 451.87 420.59 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ9246 B1V7KEBTPIMZEU4LTD58 3140HBHY7 2048-06-01 4.000000 0.00 881.16 826.72 Agency Mortgage-Backed Securities FNMS 04.500 CLDB1244 B1V7KEBTPIMZEU4LTD58 3140AAL21 2054-03-01 4.500000 0.00 903.75 857.76 Agency Mortgage-Backed Securities FNMS 02.500 CLBK8508 B1V7KEBTPIMZEU4LTD58 3140HNN24 2050-12-01 2.500000 0.00 849105.46 701915.86 Agency Mortgage-Backed Securities FNMS 04.000 CLBE5042 B1V7KEBTPIMZEU4LTD58 3140FQS81 2046-08-01 4.000000 0.00 1869.51 1765.94 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL4895 B1V7KEBTPIMZEU4LTD58 3140HWNM0 2035-12-01 2.350000 0.00 1771.87 1470.12 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0103 B1V7KEBTPIMZEU4LTD58 3140FXDH2 2056-06-01 3.500000 0.00 1028.19 923.88 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0226 B1V7KEBTPIMZEU4LTD58 3140FXHC9 2058-01-01 3.500000 0.00 1663.21 1480.57 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9342 B1V7KEBTPIMZEU4LTD58 3140QVLY8 2054-10-01 6.000000 0.00 16604201.84 16963201.29 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9435 B1V7KEBTPIMZEU4LTD58 3140QVPV0 2054-11-01 5.000000 0.00 2130.97 2078.61 Agency Mortgage-Backed Securities FNMS 04.000 CLBM3307 B1V7KEBTPIMZEU4LTD58 3140J7U94 2048-01-01 4.000000 0.00 730.58 684.01 Agency Mortgage-Backed Securities FNMS 05.500 CLDC8501 B1V7KEBTPIMZEU4LTD58 3140AWNT2 2054-12-01 5.500000 0.00 794.32 791.99 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0307 B1V7KEBTPIMZEU4LTD58 3140W0KV6 2055-01-01 5.000000 0.00 838637.66 816998.01 Agency Mortgage-Backed Securities FNMS 05.000 CLFA1158 B1V7KEBTPIMZEU4LTD58 3140W1JC8 2055-02-01 5.000000 0.00 4286.14 4163.32 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9673 B1V7KEBTPIMZEU4LTD58 3140QVXB5 2054-12-01 5.500000 0.00 18727950.24 18662464.83 Agency Mortgage-Backed Securities GNII SF MB0145 M 549300M8ZYFG0OCMTT87 3618N5ET2 2055-01-20 4.500000 0.00 955.42 900.14 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3514 B1V7KEBTPIMZEU4LTD58 3140QN3Y6 2052-05-01 3.000000 0.00 737.40 635.86 Agency Mortgage-Backed Securities FNMS 05.000 CLDE8009 B1V7KEBTPIMZEU4LTD58 3140BL3T7 2055-09-01 5.000000 0.00 516635.54 502151.49 Agency Mortgage-Backed Securities GNII SF MB0622 M 549300M8ZYFG0OCMTT87 3618N5VQ9 2055-09-20 5.000000 0.00 3916.80 3821.60 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2181 S6XOOCT0IEG5ABCC6L87 3132DPM62 2053-01-01 5.500000 0.00 1925.16 1930.97 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4212 B1V7KEBTPIMZEU4LTD58 3140QPVE4 2052-07-01 4.500000 0.00 740.21 704.95 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4613 B1V7KEBTPIMZEU4LTD58 3140QQDT9 2052-09-01 4.500000 0.00 759.88 722.77 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5701 B1V7KEBTPIMZEU4LTD58 3140QRKP7 2053-02-01 6.000000 0.00 4854034.81 5010092.03 Agency Mortgage-Backed Securities GNII SF MA6766 M 549300M8ZYFG0OCMTT87 36179VQT0 2050-07-20 3.000000 0.00 303.01 265.14 Agency Mortgage-Backed Securities FNMS 05.000 CLCB7968 B1V7KEBTPIMZEU4LTD58 3140QT2A6 2054-02-01 5.000000 0.00 4105385.56 3993073.16 Agency Mortgage-Backed Securities FNMS 03.000 CLFS8895 B1V7KEBTPIMZEU4LTD58 3140XQ3D7 2052-04-01 3.000000 0.00 8807316.50 7563194.97 Agency Mortgage-Backed Securities GNII SF MA7472 M 549300M8ZYFG0OCMTT87 36179WJR0 2051-07-20 2.500000 0.00 105042349.92 88270588.02 Agency Mortgage-Backed Securities FEPC 03.500 CLSD3397 S6XOOCT0IEG5ABCC6L87 3132DQX27 2050-09-01 3.500000 0.00 949.36 866.84 Agency Mortgage-Backed Securities FEPC 06.500 CLSD5078 S6XOOCT0IEG5ABCC6L87 3132DSUB6 2054-02-01 6.500000 0.00 576.90 603.38 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6179 S6XOOCT0IEG5ABCC6L87 3132DT2L3 2054-04-01 5.000000 0.00 1575.26 1546.92 Agency Mortgage-Backed Securities FEPC 02.000 CLSD6197 S6XOOCT0IEG5ABCC6L87 3132DT3E8 2050-11-01 2.000000 0.00 871.08 689.96 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6299 S6XOOCT0IEG5ABCC6L87 3132DT7L8 2054-09-01 5.500000 0.00 2666.31 2657.79 Agency Mortgage-Backed Securities FNMS 04.000 CLFS9773 B1V7KEBTPIMZEU4LTD58 3140XR2F1 2051-12-01 4.000000 0.00 23426801.16 21773275.05 Agency Mortgage-Backed Securities FEPC 03.500 CLSD5753 S6XOOCT0IEG5ABCC6L87 3132DTMA5 2052-07-01 3.500000 0.00 2047772.26 1830918.64 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5877 S6XOOCT0IEG5ABCC6L87 3132DTQ60 2054-07-01 5.500000 0.00 9997304.69 10135990.63 Agency Mortgage-Backed Securities GNII SF MA9607 M 549300M8ZYFG0OCMTT87 36179YU85 2054-04-20 6.500000 0.00 342.88 356.06 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6040 S6XOOCT0IEG5ABCC6L87 3132DTV98 2053-06-01 5.000000 0.00 288465.61 282357.55 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7135 S6XOOCT0IEG5ABCC6L87 3132DU4U8 2054-12-01 5.000000 0.00 26284.19 25703.30 Agency Mortgage-Backed Securities GNII SF CI5879 C 549300M8ZYFG0OCMTT87 3617XAQ85 2051-12-20 3.500000 0.00 53561.94 46665.66 Agency Mortgage-Backed Securities GNII SF CJ2164 C 549300M8ZYFG0OCMTT87 3617XJMM9 2052-04-20 3.500000 0.00 5474908.81 4933695.83 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7356 S6XOOCT0IEG5ABCC6L87 3132DVE50 2055-01-01 5.500000 0.00 2292882.12 2296381.82 Agency Mortgage-Backed Securities GNII SF CK1560 C 549300M8ZYFG0OCMTT87 3617XVWV1 2051-12-20 3.500000 0.00 1824935.44 1607962.78 Agency Mortgage-Backed Securities GNII SF CK1632 C 549300M8ZYFG0OCMTT87 3617XVY56 2052-01-20 4.000000 0.00 2354.01 2142.16 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0528 S6XOOCT0IEG5ABCC6L87 3132ACSR2 2046-08-01 3.500000 0.00 209.59 191.78 Agency Mortgage-Backed Securities FEPC 03.000 CISB0361 S6XOOCT0IEG5ABCC6L87 3132CWMJ0 2035-07-01 3.000000 0.00 1818.70 1725.14 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3251 S6XOOCT0IEG5ABCC6L87 3142GTTH9 2055-01-01 5.500000 0.00 17435857.23 17514202.34 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0747 S6XOOCT0IEG5ABCC6L87 3133C0ZL9 2053-04-01 5.000000 0.00 56433.33 55282.57 Agency Mortgage-Backed Securities FNAR XX.XXX LB837922 B1V7KEBTPIMZEU4LTD58 31407Q4F0 2035-08-01 6.040000 0.00 35.86 36.90 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5359 B1V7KEBTPIMZEU4LTD58 3140J95V9 2048-07-01 4.000000 0.00 3215433.92 3006634.36 Agency Mortgage-Backed Securities FEPC 05.500 CLQI7620 S6XOOCT0IEG5ABCC6L87 3133WEPD6 2054-06-01 5.500000 0.00 591.29 590.86 Agency Mortgage-Backed Securities FNMS 02.000 CLBK8506 B1V7KEBTPIMZEU4LTD58 3140HNNY4 2050-12-01 2.000000 0.00 32911796.00 26091012.79 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5746 B1V7KEBTPIMZEU4LTD58 3140JAL48 2049-03-01 4.000000 0.00 787.47 736.62 Agency Mortgage-Backed Securities MNAR XX.XXX XYBM6491 B1V7KEBTPIMZEU4LTD58 3140JBF92 2032-11-01 1.455717 0.00 5903.95 4904.57 Agency Mortgage-Backed Securities FNMS 05.500 CLDC6818 B1V7KEBTPIMZEU4LTD58 3140AUSG9 2054-12-01 5.500000 0.00 755.29 754.32 Agency Mortgage-Backed Securities FNMS 03.000 CLBO8988 B1V7KEBTPIMZEU4LTD58 3140K47A2 2050-02-01 3.000000 0.00 790.42 693.46 Agency Mortgage-Backed Securities FNMS 02.500 CKBP3378 B1V7KEBTPIMZEU4LTD58 3140KAXG6 2051-05-01 2.500000 0.00 20021.38 16287.86 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1193 B1V7KEBTPIMZEU4LTD58 3140J5KF5 2047-05-01 4.000000 0.00 1972.42 1842.80 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1579 B1V7KEBTPIMZEU4LTD58 3140J5XH7 2047-07-01 4.000000 0.00 5028.43 4739.44 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1959 B1V7KEBTPIMZEU4LTD58 3140J6E94 2047-10-01 3.500000 0.00 274.85 250.14 Agency Mortgage-Backed Securities FNMS 02.000 CLBR2660 B1V7KEBTPIMZEU4LTD58 3140L05W3 2051-02-01 2.000000 0.00 723.95 567.66 Agency Mortgage-Backed Securities FNMS 02.500 CLBR2807 B1V7KEBTPIMZEU4LTD58 3140L1DM4 2050-12-01 2.500000 0.00 12145542.59 10044258.46 Agency Mortgage-Backed Securities FNMS 03.500 CTMA2996 B1V7KEBTPIMZEU4LTD58 31418CKJ2 2037-05-01 3.500000 0.00 892.07 848.08 Agency Mortgage-Backed Securities GNII SF MB0307 M 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 339457.57 332765.73 Agency Mortgage-Backed Securities FNMS 06.500 CLFA2583 B1V7KEBTPIMZEU4LTD58 3140W22R1 2054-09-01 6.500000 0.00 743.50 775.40 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2190 S6XOOCT0IEG5ABCC6L87 3132DPNF1 2052-10-01 4.500000 0.00 716.43 681.39 Agency Mortgage-Backed Securities FEPC 06.500 CLSD2364 S6XOOCT0IEG5ABCC6L87 3132DPTV0 2053-02-01 6.500000 0.00 3773638.36 3934262.02 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6129 B1V7KEBTPIMZEU4LTD58 3140QRY31 2053-04-01 5.000000 0.00 774.61 759.03 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4348 B1V7KEBTPIMZEU4LTD58 3140W4ZN0 2056-01-01 5.500000 0.00 6721042.94 6736725.37 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4550 B1V7KEBTPIMZEU4LTD58 3140W5BU7 2056-03-01 4.500000 0.00 1008.70 954.64 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4972 B1V7KEBTPIMZEU4LTD58 3140W5Q23 2056-03-01 4.500000 0.00 1108.61 1047.30 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4387 B1V7KEBTPIMZEU4LTD58 31418D2V3 2041-07-01 2.000000 0.00 3106.92 2673.39 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2862 S6XOOCT0IEG5ABCC6L87 3132DQFB7 2053-05-01 6.000000 0.00 9822792.21 10065660.75 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4334 B1V7KEBTPIMZEU4LTD58 31418DY89 2041-05-01 2.500000 0.00 1045541.10 930848.73 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4366 B1V7KEBTPIMZEU4LTD58 31418DZ88 2041-06-01 2.500000 0.00 1093852.90 972307.61 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2990 S6XOOCT0IEG5ABCC6L87 3132DQKB1 2053-03-01 6.000000 0.00 791.84 819.86 Agency Mortgage-Backed Securities FEPC 03.500 CLSD3097 S6XOOCT0IEG5ABCC6L87 3132DQNN2 2052-06-01 3.500000 0.00 770.09 687.93 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5603 S6XOOCT0IEG5ABCC6L87 3132DTGL8 2054-06-01 5.500000 0.00 953.04 962.00 Agency Mortgage-Backed Securities FEPC 06.500 CLSD5900 S6XOOCT0IEG5ABCC6L87 3132DTRV4 2054-06-01 6.500000 0.00 1392.51 1477.66 Agency Mortgage-Backed Securities GNII SF DT5251 C 549300M8ZYFG0OCMTT87 3618W4ZQ8 2056-06-20 6.500000 0.00 999.17 1069.55 Agency Mortgage-Backed Securities FNMS 04.000 CLBC0332 B1V7KEBTPIMZEU4LTD58 3140EULN7 2045-12-01 4.000000 0.00 3403.79 3228.61 Agency Mortgage-Backed Securities GNII SP 785550 C 549300M8ZYFG0OCMTT87 3622ABBT8 2051-07-20 4.000000 0.00 7081011.70 6400252.67 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7439 B1V7KEBTPIMZEU4LTD58 3140QTHR3 2053-11-01 6.000000 0.00 22928239.55 23543450.07 Agency Mortgage-Backed Securities GNMI SP 786677 X 549300M8ZYFG0OCMTT87 3622ACJW1 2053-04-15 6.000000 0.00 803245.99 821130.27 Agency Mortgage-Backed Securities GNII SP 788131 C 549300M8ZYFG0OCMTT87 3622AD4Q8 2055-07-20 7.500000 0.00 4953636.04 5346142.34 Agency Mortgage-Backed Securities GNII SP 787333 C 549300M8ZYFG0OCMTT87 3622ADBA5 2054-03-20 7.500000 0.00 940.90 1005.80 Agency Mortgage-Backed Securities GNII SP 787339 C 549300M8ZYFG0OCMTT87 3622ADBG2 2054-04-20 6.000000 0.00 1339943.47 1379578.99 Agency Mortgage-Backed Securities GNII SP 787530 C 549300M8ZYFG0OCMTT87 3622ADHF8 2054-04-20 7.000000 0.00 116.52 121.04 Agency Mortgage-Backed Securities 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 100.00 67.76 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 100.00 70.54 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 100.00 61.35 U.S. Treasuries (including strips) FEPC 03.000 CLSD8068 S6XOOCT0IEG5ABCC6L87 3132DV6D2 2050-06-01 3.000000 0.00 260.86 224.50 Agency Mortgage-Backed Securities 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 2200.00 1101.50 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 100.00 63.00 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 1000.00 528.43 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 300.00 201.74 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 200.00 120.24 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 100.00 70.51 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 400.00 266.49 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 3800.00 3141.35 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 400.00 353.07 U.S. Treasuries (including strips) 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 16520109.10 11937086.78 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 1200.00 1000.17 U.S. Treasuries (including strips) FNMS 06.000 CLCB7479 B1V7KEBTPIMZEU4LTD58 3140QTJZ3 2053-11-01 6.000000 0.00 707.63 724.65 Agency Mortgage-Backed Securities 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 11819000.00 11368970.51 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 1200.00 1103.34 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 100.00 96.10 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 300.00 282.32 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 800.00 754.78 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 796700.00 762042.41 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 558400.00 516238.49 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 26034000.00 25633584.06 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 24048700.00 23181672.22 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 33399000.00 32474693.93 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 100.00 99.82 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 40209200.00 39379476.17 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 100.00 100.29 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 4434400.00 4288746.93 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 100.00 100.69 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 7750000.00 7416727.76 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 100.00 101.36 U.S. Treasuries (including strips) 1 7/8 TRIN D 34 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 20395158.37 19850846.29 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 300.00 303.08 U.S. Treasuries (including strips) FNMS 06.000 CLCB7790 B1V7KEBTPIMZEU4LTD58 3140QTUQ0 2054-01-01 6.000000 0.00 738.45 767.92 Agency Mortgage-Backed Securities 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 100.00 100.46 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 15437400.00 15507941.53 U.S. Treasuries (including strips) FNMS 04.500 CLCB7951 B1V7KEBTPIMZEU4LTD58 3140QTZR3 2054-02-01 4.500000 0.00 6409483.68 6117570.16 Agency Mortgage-Backed Securities 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 600.00 479.40 U.S. Treasuries (including strips) FNMS 04.000 CLBM4484 B1V7KEBTPIMZEU4LTD58 3140J86W8 2047-05-01 4.000000 0.00 185.61 174.43 Agency Mortgage-Backed Securities FNMS 05.000 CLDG1142 B1V7KEBTPIMZEU4LTD58 3140U4HU6 2056-03-01 5.000000 0.00 1021.73 995.88 Agency Mortgage-Backed Securities FNMS 03.500 CLBM3668 B1V7KEBTPIMZEU4LTD58 3140J8CE1 2048-03-01 3.500000 0.00 9828739.50 8942036.49 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8155 B1V7KEBTPIMZEU4LTD58 3140QUBZ8 2054-03-01 6.000000 0.00 11260322.37 11691322.47 Agency Mortgage-Backed Securities FNMS 04.000 CLBM3900 B1V7KEBTPIMZEU4LTD58 3140J8KN2 2048-04-01 4.000000 0.00 205.94 191.93 Agency Mortgage-Backed Securities FNMS 02.500 R3BF0508 B1V7KEBTPIMZEU4LTD58 3140FXR61 2050-06-01 2.500000 0.00 2063.39 1699.67 Agency Mortgage-Backed Securities GNII SF MA8044 M 549300M8ZYFG0OCMTT87 36179W5D6 2052-05-20 3.500000 0.00 695.65 625.81 Agency Mortgage-Backed Securities GNII SF MA9240 M 549300M8ZYFG0OCMTT87 36179YHR8 2053-10-20 5.000000 0.00 1012.54 994.14 Agency Mortgage-Backed Securities FNMS 06.000 NQ889810 B1V7KEBTPIMZEU4LTD58 31410KR71 2037-11-01 6.000000 0.00 6.47 6.50 Agency Mortgage-Backed Securities GNII SF CL5007 C 549300M8ZYFG0OCMTT87 3617YCR48 2052-01-20 4.000000 0.00 3918505.27 3565852.86 Agency Mortgage-Backed Securities FNAR XX.XXX WZ889916 B1V7KEBTPIMZEU4LTD58 31410KVH4 2038-09-01 4.296000 0.00 89.20 88.74 Agency Mortgage-Backed Securities FNMS 03.000 CLBP5421 B1V7KEBTPIMZEU4LTD58 3140KDAX8 2050-05-01 3.000000 0.00 447.23 388.29 Agency Mortgage-Backed Securities FNMS 02.500 CLBP7667 B1V7KEBTPIMZEU4LTD58 3140KFQV0 2050-12-01 2.500000 0.00 1809.10 1495.57 Agency Mortgage-Backed Securities FNMS 02.500 CLBR0994 B1V7KEBTPIMZEU4LTD58 3140KYC85 2051-05-01 2.500000 0.00 36265749.72 30320826.24 Agency Mortgage-Backed Securities FNMS 02.500 CLBR7215 B1V7KEBTPIMZEU4LTD58 3140L6AR5 2051-04-01 2.500000 0.00 23667865.85 19562232.71 Agency Mortgage-Backed Securities FNMS 04.000 CL890834 B1V7KEBTPIMZEU4LTD58 31410LV33 2048-01-01 4.000000 0.00 1313.96 1230.40 Agency Mortgage-Backed Securities FEPC 04.500 CLZS2690 S6XOOCT0IEG5ABCC6L87 3132A27B2 2039-05-01 4.500000 0.00 33.40 32.60 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4522 S6XOOCT0IEG5ABCC6L87 3132A5AX3 2043-07-01 3.000000 0.00 432834.33 389131.05 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3254 B1V7KEBTPIMZEU4LTD58 3140W3TL3 2055-10-01 5.500000 0.00 935.19 940.28 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0823 S6XOOCT0IEG5ABCC6L87 3132DM4G7 2052-01-01 2.500000 0.00 693.94 582.60 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4209 B1V7KEBTPIMZEU4LTD58 31418DVB5 2050-12-01 1.500000 0.00 1366.99 1026.00 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4356 B1V7KEBTPIMZEU4LTD58 31418DZW5 2051-06-01 2.500000 0.00 3196.37 2641.72 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4547 B1V7KEBTPIMZEU4LTD58 31418EBR0 2052-02-01 2.000000 0.00 1079.30 851.22 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4599 B1V7KEBTPIMZEU4LTD58 31418EDD9 2052-05-01 3.000000 0.00 2016339.65 1732674.94 Agency Mortgage-Backed Securities FNMS 06.500 K2254169 B1V7KEBTPIMZEU4LTD58 31371KJN2 2031-12-01 6.500000 0.00 1.45 1.48 Agency Mortgage-Backed Securities GNII SP 785676 C 549300M8ZYFG0OCMTT87 3622ABFR8 2051-10-20 3.500000 0.00 14158356.98 12571582.72 Agency Mortgage-Backed Securities 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 2900.00 1320.15 U.S. Treasuries (including strips) FNMS 04.000 CLBD7052 B1V7KEBTPIMZEU4LTD58 3140FEZS6 2047-03-01 4.000000 0.00 271.54 252.69 Agency Mortgage-Backed Securities FNMS 03.000 I4BF0189 B1V7KEBTPIMZEU4LTD58 3140FXF72 2057-06-01 3.000000 0.00 386.91 328.10 Agency Mortgage-Backed Securities TII 3 5/8 04/15/28 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 206.50 213.44 U.S. Treasuries (including strips) FNMS 06.000 CLCB9987 B1V7KEBTPIMZEU4LTD58 3140QWCZ3 2055-02-01 6.000000 0.00 868.13 894.85 Agency Mortgage-Backed Securities FNMS 03.500 CLAB5366 B1V7KEBTPIMZEU4LTD58 31417B6C6 2042-06-01 3.500000 0.00 9056207.13 8448912.98 Agency Mortgage-Backed Securities FNAR XX.XXX LBAC1668 B1V7KEBTPIMZEU4LTD58 31417K2A4 2039-09-01 6.530000 0.00 17.98 18.74 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9819 B1V7KEBTPIMZEU4LTD58 3140QV4D3 2055-01-01 6.000000 0.00 2840.50 2927.86 Agency Mortgage-Backed Securities GNII SF CS4481 C 549300M8ZYFG0OCMTT87 3618AW6S8 2053-08-20 6.000000 0.00 2533.50 2605.86 Agency Mortgage-Backed Securities FNMS 03.500 CLBM3788 B1V7KEBTPIMZEU4LTD58 3140J8F65 2048-03-01 3.500000 0.00 256.82 234.11 Agency Mortgage-Backed Securities FNMS 04.000 CLBO5991 B1V7KEBTPIMZEU4LTD58 3140K1UR5 2050-01-01 4.000000 0.00 2952988.43 2750889.84 Agency Mortgage-Backed Securities FEPC 02.000 CTSC0630 S6XOOCT0IEG5ABCC6L87 3132D9VX9 2042-08-01 2.000000 0.00 1716.89 1481.99 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1684 S6XOOCT0IEG5ABCC6L87 3132DN2R3 2052-09-01 4.500000 0.00 3510771.82 3347626.25 Agency Mortgage-Backed Securities GNII SP 785317 C 549300M8ZYFG0OCMTT87 3622AAYN8 2051-02-20 2.000000 0.00 579.55 470.01 Agency Mortgage-Backed Securities 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 2029600.00 1898534.96 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 56616100.00 56916613.95 U.S. Treasuries (including strips) FNMS 04.000 I6BF0720 B1V7KEBTPIMZEU4LTD58 3140FXYS5 2063-03-01 4.000000 0.00 739.88 666.02 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5921 S6XOOCT0IEG5ABCC6L87 31329PSJ3 2048-11-01 4.500000 0.00 1678700.44 1624641.25 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL8042 B1V7KEBTPIMZEU4LTD58 3140J05C0 2035-09-01 1.460000 0.00 32383900.00 24192284.56 Agency Mortgage-Backed Securities FNMS 03.500 CLBM3289 B1V7KEBTPIMZEU4LTD58 3140J7UP8 2048-01-01 3.500000 0.00 14303442.64 13069580.01 Agency Mortgage-Backed Securities GNAR AF MB0494 M 549300M8ZYFG0OCMTT87 3618N5RQ4 2055-07-20 4.500000 0.00 41955703.20 41521042.11 Agency Mortgage-Backed Securities GNII SF CI5859 C 549300M8ZYFG0OCMTT87 3617XAQL6 2051-12-20 3.000000 0.00 1609.70 1397.13 Agency Mortgage-Backed Securities FEPC 03.000 CLSD6648 S6XOOCT0IEG5ABCC6L87 3132DUL54 2052-06-01 3.000000 0.00 2302.72 1977.66 Agency Mortgage-Backed Securities FEPC 02.000 CLSD7537 S6XOOCT0IEG5ABCC6L87 3132DVLS2 2051-03-01 2.000000 0.00 17448006.75 13891346.90 Agency Mortgage-Backed Securities FNMS 05.500 CLBM4422 B1V7KEBTPIMZEU4LTD58 3140J84G5 2048-08-01 5.500000 0.00 89.79 90.75 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4456 B1V7KEBTPIMZEU4LTD58 3140J85S8 2048-08-01 4.500000 0.00 265.39 256.77 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4560 B1V7KEBTPIMZEU4LTD58 3140J9B67 2048-10-01 4.500000 0.00 248.91 240.92 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5246 B1V7KEBTPIMZEU4LTD58 3140J9ZL8 2048-11-01 3.500000 0.00 106.54 96.52 Agency Mortgage-Backed Securities FNMS 02.500 CLBR7223 B1V7KEBTPIMZEU4LTD58 3140L6AZ7 2051-04-01 2.500000 0.00 1354.09 1119.35 Agency Mortgage-Backed Securities FNMS 05.000 CLFA2005 B1V7KEBTPIMZEU4LTD58 3140W2GP0 2055-06-01 5.000000 0.00 1848.98 1803.87 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3507 B1V7KEBTPIMZEU4LTD58 3140W33R8 2055-11-01 5.500000 0.00 2065.83 2082.79 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4607 B1V7KEBTPIMZEU4LTD58 31418EDM9 2042-05-01 2.500000 0.00 709.06 625.54 Agency Mortgage-Backed Securities FNMS 02.000 CIBK8166 B1V7KEBTPIMZEU4LTD58 3140HNCC4 2035-10-01 2.000000 0.00 368.81 335.74 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3551 S6XOOCT0IEG5ABCC6L87 3132DQ5L6 2053-06-01 5.000000 0.00 751.65 734.01 Agency Mortgage-Backed Securities FEPC 06.500 CLSD2907 S6XOOCT0IEG5ABCC6L87 3132DQGQ3 2053-05-01 6.500000 0.00 874837.75 923924.61 Agency Mortgage-Backed Securities Y 2026-09-17 2026-09-17 2026-09-17 N N N 0.0375 1500000000.00 1500000000.00 0.0125 N N N Y Fixed Income Clearing Corp. - Standard Chartered Bank Fixed Income Clearing Corp. - Standard Chartered Bank 3.620000% 935QTY008 U4LOSYZ7YG4W3S5F2G91 935QTY008_3.62_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y 3 3/8 BOND 44 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 185000000.00 147018739.90 U.S. Treasuries (including strips) 3 1/8 BOND 44 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 2626100.00 1979647.92 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 3141500.00 1979136.60 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 30399900.00 16064347.37 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 15895300.00 9556208.40 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 19454100.00 10529620.44 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 50000000.00 48577568.75 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 24481800.00 22197810.92 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 24501000.00 24511407.30 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 29979300.00 28062849.79 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 6318800.00 5796307.08 U.S. Treasuries (including strips) 4 3/4 BOND 56 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 865000.00 800033.50 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 6763100.00 6252458.02 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 300.00 298.44 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 430800.00 416724.27 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 32602700.00 31700431.26 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 49999400.00 49689960.78 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 86210000.00 84570090.89 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 54882900.00 54618494.47 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 50000000.00 49531588.52 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 35363100.00 35695151.39 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 50000000.00 50088532.79 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 6713500.00 6619338.89 U.S. Treasuries (including strips) T 4 05/31/28 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 593600.00 596244.28 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 5400300.00 5370365.34 U.S. Treasuries (including strips) 4 1/8 NOTE AA 31 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 3670000.00 3635992.78 U.S. Treasuries (including strips) 4 1/8 NOTE BD 28 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 550000.00 551725.20 U.S. Treasuries (including strips) 4 1/8 NOTE AQ 29 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 50000000.00 49879967.12 U.S. Treasuries (including strips) 4 3/8 NOTE AB 31 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 81372000.00 81207015.17 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 5129000.00 5115730.39 U.S. Treasuries (including strips) 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375000 0.00 50455000.00 50160090.52 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 24261300.00 24306773.23 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 24840200.00 24491035.35 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 76000000.00 76112209.04 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 11409000.00 11342698.25 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 34000000.00 33392123.05 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 4977700.00 4873615.15 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 560000.00 550895.35 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 7180000.00 7123592.05 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 100.00 102.10 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 41104200.00 41349243.58 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 48656200.00 48914463.41 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 5139800.00 5125877.12 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 243061000.00 242176712.40 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 8000000.00 8006000.00 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 88071200.00 87797210.50 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 22969700.00 23419543.50 U.S. Treasuries (including strips) B 11/27/26 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0.00 0.00 122881700.00 121769989.30 U.S. Treasuries (including strips) BILL 09/17/26 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 136796800.00 136576146.80 U.S. Treasuries (including strips) BILL 10/08/26 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0.00 0.00 53736800.00 53532116.53 U.S. Treasuries (including strips) 3 1/2 BOND 39 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 3254200.00 2847485.98 U.S. Treasuries (including strips) 3 1/2 BOND 39 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 400.00 350.01 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 244998800.00 201497079.40 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 1999700.00 2020921.29 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 2000000000.00 2000000000.00 0.0166 N Y Y N Fixed Income Clearing Corp. - Standard Chartered Bank Fixed Income Clearing Corp. - Standard Chartered Bank 3.680000% 935QTY008 U4LOSYZ7YG4W3S5F2G91 935QTY008_3.68_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y 3 1/8 BOND 44 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 75686800.00 57055411.53 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 100.00 52.84 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 34104700.00 20503647.03 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 4197000.00 3996617.57 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 100.00 86.66 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 300.00 265.15 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 50000000.00 42826423.91 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 73700.00 72900.62 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 100.00 87.18 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 100.00 93.61 U.S. Treasuries (including strips) 5 BOND 56 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 4999900.00 4876572.03 U.S. Treasuries (including strips) 5 1/8 BOND 56 254900HROIFWPRGM1V77 912810UW6 2056-08-15 5.125000 0.00 2500100.00 2454506.33 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 200.00 198.96 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 100.00 90.73 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 15369100.00 14866938.21 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 8255900.00 8210136.33 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 514200.00 514881.97 U.S. Treasuries (including strips) 4 3/8 NOTE AB 31 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 109557600.00 109335467.80 U.S. Treasuries (including strips) 4 3/8 NOTE N 33 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 16570000.00 16388980.40 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 32519000.00 32434867.69 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 45300.00 45036.75 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 58855000.00 60091517.64 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 34096900.00 32338958.71 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 573300.00 575957.45 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 36140400.00 35830779.86 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 100.00 100.53 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 6884000.00 6462774.18 U.S. Treasuries (including strips) 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 100.00 100.54 U.S. Treasuries (including strips) T 4 1/4 02/28/29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 141500.00 141059.79 U.S. Treasuries (including strips) BILL 10/01/26 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0.00 0.00 199000.00 198390.66 U.S. Treasuries (including strips) BILL 09/17/26 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 251407000.00 251001480.50 U.S. Treasuries (including strips) BILL 10/08/26 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0.00 0.00 174528300.00 173863521.70 U.S. Treasuries (including strips) BILL 10/08/26 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0.00 0.00 2072300.00 2064406.61 U.S. Treasuries (including strips) BILL 10/15/26 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0.00 0.00 17553000.00 17473572.68 U.S. Treasuries (including strips) BILL 10/22/26 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 478200.00 475683.23 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UY1 2026-11-12 0.00 0.00 3070700.00 3047786.44 U.S. Treasuries (including strips) BILL 11/19/26 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 0.00 0.00 1348000.00 1336943.70 U.S. Treasuries (including strips) BILL 09/15/26 254900HROIFWPRGM1V77 912797VC8 2026-09-15 0.00 0.00 179200.00 178948.04 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0.00 0.00 41000.00 40912.88 U.S. Treasuries (including strips) BILL 09/29/26 254900HROIFWPRGM1V77 912797VE4 2026-09-29 0.00 0.00 667500.00 665584.28 U.S. Treasuries (including strips) BILL 10/06/26 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0.00 0.00 556000.00 554001.18 U.S. Treasuries (including strips) BILL 10/13/26 254900HROIFWPRGM1V77 912797VL8 2026-10-13 0.00 0.00 47000.00 46797.90 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VM6 2026-10-20 0.00 0.00 29800.00 29649.57 U.S. Treasuries (including strips) BILL 12/01/26 254900HROIFWPRGM1V77 912797VZ7 2026-12-01 0.00 0.00 1518000.00 1503651.86 U.S. Treasuries (including strips) BILL 12/08/26 254900HROIFWPRGM1V77 912797WE3 2026-12-08 0.00 0.00 61000.00 60377.13 U.S. Treasuries (including strips) 4 3/4 BOND 37 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 112874000.00 113275404.50 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 100.00 82.24 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 6112700.00 5158296.24 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0373 1000000000.00 1000000000.00 0.0083 N Y Y N Fixed Income Clearing Corp. - Wells Fargo Bank Fixed Income Clearing Corp. - Wells Fargo Bank 3.670000% 936ZZN004 HPFHU0OQ28E4N0NFVK49 936ZZN004_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y 4 1/4 NOTE M 33 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 178403100.00 175839505.60 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 856271200.00 844160556.20 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0372 1000000000.00 1000000000.00 0.0083 N Y Y N Fixed Income Clearing Corp. - BNP Paribas Fixed Income Clearing Corp. - BNP Paribas 3.670000% 942URT003 R0MUWSFPU8MPRO8K5P83 942URT003_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 21401300.00 14237984.34 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 1048000.00 710088.80 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 449600.00 273122.62 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 1008000.00 870322.60 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 23786100.00 20238636.91 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 47798000.00 45718718.42 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 727000.00 703246.39 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 80300.00 79228.40 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 3200.00 3191.72 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 10283000.00 10302273.54 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 1000.00 977.88 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 1777800.00 1729686.28 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 611200.00 613992.89 U.S. Treasuries (including strips) 5 BOND 37 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 100.00 103.68 U.S. Treasuries (including strips) 4 3/4 BOND 41 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 5159500.00 5012470.85 U.S. Treasuries (including strips) 3 1/8 BOND 43 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 800000.00 617734.96 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 1052600.00 888252.76 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0372 100000000.00 100000000.00 0.0008 N Y Y N Fixed Income Clearing Corp. - Goldman Sachs Fixed Income Clearing Corp. - Goldman Sachs 3.670000% 944WXU908 N/A 944WXU908_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 3829300.00 3646473.11 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 1147600.00 1092152.65 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 5202700.00 4883675.64 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 355900.00 352222.13 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 2156000.00 2159768.30 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 638682400.00 631629131.70 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 259200.00 258822.01 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 455900.00 439463.44 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 38679000.00 37608571.71 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 4500000.00 4414399.83 U.S. Treasuries (including strips) 4 1/8 NOTE AA 31 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 443977600.00 439863582.90 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 13000000.00 12967910.89 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 1464000.00 1474440.71 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 646300.00 653085.93 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 52844800.00 52416459.58 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 177801600.00 175117192.30 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 414000.00 407749.52 U.S. Treasuries (including strips) T 4 7/8 10/31/30 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 7862900.00 8106934.20 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 107853200.00 106788688.90 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 409000.00 417569.64 U.S. Treasuries (including strips) BILL 12/03/26 254900HROIFWPRGM1V77 912797VA2 2026-12-03 0.00 0.00 3895700.00 3857798.73 U.S. Treasuries (including strips) BILL 09/29/26 254900HROIFWPRGM1V77 912797VE4 2026-09-29 0.00 0.00 29642700.00 29557625.45 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VK0 2026-10-06 0.00 0.00 11571900.00 11530299.02 U.S. Treasuries (including strips) 6 1/2 BOND 26 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.500000 0.00 213600.00 218777.68 U.S. Treasuries (including strips) 5 1/2 BOND 28 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.500000 0.00 89000.00 91107.01 U.S. Treasuries (including strips) 6 1/8 BOND 29 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125000 0.00 44000.00 46186.85 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0372 1500000000.00 1500000000.00 0.0125 N Y Y N Fixed Income Clearing Corp. - Mizuho Bank Fixed Income Clearing Corp. - Mizuho Bank 3.680000% 945ABD006 5493004GRDTUI7EMIZ82 945ABD006_3.68_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FICC Y FNMS 06.000 CIMA5509 B1V7KEBTPIMZEU4LTD58 31418FDP9 2039-10-01 6.000000 0.00 3569070.53 3668790.36 Agency Mortgage-Backed Securities FNMS 04.000 CIAL6841 B1V7KEBTPIMZEU4LTD58 3138EPS70 2029-02-01 4.000000 0.00 2.15 2.14 Agency Mortgage-Backed Securities FNMS 03.500 CLBV7239 B1V7KEBTPIMZEU4LTD58 3140MMBH0 2052-05-01 3.500000 0.00 410190.30 366427.78 Agency Mortgage-Backed Securities FEPC 04.000 CLSD7560 S6XOOCT0IEG5ABCC6L87 3132DVMH5 2053-02-01 4.000000 0.00 9274.87 8633.05 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8199 S6XOOCT0IEG5ABCC6L87 3132DWDC4 2052-03-01 2.000000 0.00 16074.48 12671.62 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8240 S6XOOCT0IEG5ABCC6L87 3132DWEM1 2052-07-01 2.000000 0.00 2044414.97 1608906.88 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8328 S6XOOCT0IEG5ABCC6L87 3132DWHD8 2053-06-01 4.500000 0.00 5490.83 5219.53 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8464 S6XOOCT0IEG5ABCC6L87 3132DWMM2 2054-09-01 6.500000 0.00 704.26 730.23 Agency Mortgage-Backed Securities FNMS 04.500 CRAL4741 B1V7KEBTPIMZEU4LTD58 3138EMHT1 2044-01-01 4.500000 0.00 11716.06 11390.79 Agency Mortgage-Backed Securities FNMS 03.000 CLAL5925 B1V7KEBTPIMZEU4LTD58 3138ENSP5 2044-10-01 3.000000 0.00 5046438.30 4528098.44 Agency Mortgage-Backed Securities FNMS 02.000 CLBU9867 B1V7KEBTPIMZEU4LTD58 3140MB6D9 2052-01-01 2.000000 0.00 16557265.76 13235276.67 Agency Mortgage-Backed Securities FNMS 02.500 CLBV0761 B1V7KEBTPIMZEU4LTD58 3140MDZ35 2052-01-01 2.500000 0.00 399025.58 328892.98 Agency Mortgage-Backed Securities FNMS 01.500 CIBV1300 B1V7KEBTPIMZEU4LTD58 3140MENS1 2037-01-01 1.500000 0.00 160731.65 142601.12 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5874 B1V7KEBTPIMZEU4LTD58 3140W6Q47 2056-05-01 5.500000 0.00 28287801.55 28514792.29 Agency Mortgage-Backed Securities FNMS 03.500 CLFA5868 B1V7KEBTPIMZEU4LTD58 3140W6QW5 2052-04-01 3.500000 0.00 32883313.82 29918905.01 Agency Mortgage-Backed Securities FNMS 06.000 CLFA5888 B1V7KEBTPIMZEU4LTD58 3140W6RJ3 2056-05-01 6.000000 0.00 26967255.32 27836841.44 Agency Mortgage-Backed Securities FNMS 06.000 CLFA5890 B1V7KEBTPIMZEU4LTD58 3140W6RL8 2056-05-01 6.000000 0.00 12413981.04 12787654.28 Agency Mortgage-Backed Securities FNMS 06.000 CLFA5891 B1V7KEBTPIMZEU4LTD58 3140W6RM6 2056-06-01 6.000000 0.00 33141284.24 34075934.74 Agency Mortgage-Backed Securities FNMS 06.000 CLFA5892 B1V7KEBTPIMZEU4LTD58 3140W6RN4 2056-06-01 6.000000 0.00 23494900.01 24115611.77 Agency Mortgage-Backed Securities FNMS 02.500 CLFA6365 B1V7KEBTPIMZEU4LTD58 3140W7CB4 2053-07-01 2.500000 0.00 31190033.08 25777106.79 Agency Mortgage-Backed Securities FNMS 04.500 CLFA6368 B1V7KEBTPIMZEU4LTD58 3140W7CE8 2056-07-01 4.500000 0.00 20705022.52 19670599.60 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6375 B1V7KEBTPIMZEU4LTD58 3140W7CM0 2056-07-01 5.500000 0.00 34823298.77 34991750.66 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6377 B1V7KEBTPIMZEU4LTD58 3140W7CP3 2056-07-01 5.500000 0.00 16505264.24 16537058.88 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6385 B1V7KEBTPIMZEU4LTD58 3140W7CX6 2056-06-01 6.000000 0.00 20803692.89 21171169.32 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6639 B1V7KEBTPIMZEU4LTD58 3140W7LV0 2056-08-01 5.500000 0.00 14528.00 14516.99 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6717 B1V7KEBTPIMZEU4LTD58 3140W7PB0 2056-08-01 5.500000 0.00 15027104.00 15212813.96 Agency Mortgage-Backed Securities FNMS 06.500 CLFA6732 B1V7KEBTPIMZEU4LTD58 3140W7PS3 2056-08-01 6.500000 0.00 809408.00 844714.92 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5315 B1V7KEBTPIMZEU4LTD58 3140X83Z8 2049-06-01 3.500000 0.00 120104.89 109184.43 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4731 B1V7KEBTPIMZEU4LTD58 31418EHH6 2052-09-01 3.500000 0.00 840.58 750.90 Agency Mortgage-Backed Securities 07.000 FGPC G05394 G 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Securities FNMS 03.500 CLBA2901 B1V7KEBTPIMZEU4LTD58 3140E7GK0 2045-11-01 3.500000 0.00 2892082.31 2637902.02 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4785 B1V7KEBTPIMZEU4LTD58 31418EJ76 2052-10-01 5.000000 0.00 637576.50 623554.07 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4737 B1V7KEBTPIMZEU4LTD58 31418EHP8 2052-08-01 5.000000 0.00 82099.30 80191.86 Agency Mortgage-Backed Securities FNMS 05.500 CLDF8694 B1V7KEBTPIMZEU4LTD58 3140U0UU9 2055-12-01 5.500000 0.00 2587661.74 2584138.20 Agency Mortgage-Backed Securities FNMS 06.500 CLDF9729 B1V7KEBTPIMZEU4LTD58 3140U1Y33 2056-01-01 6.500000 0.00 2898469.67 3042806.69 Agency Mortgage-Backed Securities FNMS 06.500 CLDG0293 B1V7KEBTPIMZEU4LTD58 3140U3KF7 2056-01-01 6.500000 0.00 1618217.75 1699414.53 Agency Mortgage-Backed Securities FNMS 06.500 CLDG0479 B1V7KEBTPIMZEU4LTD58 3140U3Q95 2056-01-01 6.500000 0.00 1276047.40 1334127.55 Agency Mortgage-Backed Securities FNMS 05.000 CLDG1607 B1V7KEBTPIMZEU4LTD58 3140U4YD5 2056-02-01 5.000000 0.00 3814591.44 3722380.05 Agency Mortgage-Backed Securities FNMS 05.000 CIDG1882 B1V7KEBTPIMZEU4LTD58 3140U5CU8 2041-02-01 5.000000 0.00 2369054.01 2369266.44 Agency Mortgage-Backed Securities FNMS 04.500 CIDG2234 B1V7KEBTPIMZEU4LTD58 3140U5PU4 2041-02-01 4.500000 0.00 1853827.54 1824935.64 Agency Mortgage-Backed Securities FNMS 05.000 CLDG2324 B1V7KEBTPIMZEU4LTD58 3140U5SN7 2056-03-01 5.000000 0.00 3372352.71 3282114.18 Agency Mortgage-Backed Securities FNMS 04.500 CLDG3322 B1V7KEBTPIMZEU4LTD58 3140U6VQ4 2056-03-01 4.500000 0.00 993.93 946.19 Agency Mortgage-Backed Securities FNMS 05.000 CLDG3651 B1V7KEBTPIMZEU4LTD58 3140U7BV3 2056-03-01 5.000000 0.00 17713218.38 17288042.10 Agency Mortgage-Backed Securities FNMS 04.500 CIDG5417 B1V7KEBTPIMZEU4LTD58 3140U9AT5 2041-03-01 4.500000 0.00 1012892.56 997042.82 Agency Mortgage-Backed Securities FNMS 05.500 CIDG5556 B1V7KEBTPIMZEU4LTD58 3140U9E61 2041-03-01 5.500000 0.00 1858479.51 1891445.84 Agency Mortgage-Backed Securities FNMS 05.000 CLDG5958 B1V7KEBTPIMZEU4LTD58 3140U9TQ1 2056-04-01 5.000000 0.00 1209378.62 1190262.78 Agency Mortgage-Backed Securities FNMS 05.000 CLDG7320 B1V7KEBTPIMZEU4LTD58 3140UBD26 2056-05-01 5.000000 0.00 996.22 976.52 Agency Mortgage-Backed Securities FNMS 05.000 CLDG7743 B1V7KEBTPIMZEU4LTD58 3140UBS95 2056-05-01 5.000000 0.00 129090.68 127398.91 Agency Mortgage-Backed Securities FNMS 06.500 CLDG7864 B1V7KEBTPIMZEU4LTD58 3140UBW25 2056-04-01 6.500000 0.00 1645599.56 1732631.48 Agency Mortgage-Backed Securities FNMS 04.500 CLDG8198 B1V7KEBTPIMZEU4LTD58 3140UCDC2 2056-05-01 4.500000 0.00 1944193.25 1850160.40 Agency Mortgage-Backed Securities FNMS 05.000 CLDG8199 B1V7KEBTPIMZEU4LTD58 3140UCDD0 2056-05-01 5.000000 0.00 1907640.54 1867957.17 Agency Mortgage-Backed Securities FNMS 06.500 CLDG8550 B1V7KEBTPIMZEU4LTD58 3140UCQC8 2056-06-01 6.500000 0.00 18859806.93 19589411.14 Agency Mortgage-Backed Securities FNMS 06.000 CLDG9254 B1V7KEBTPIMZEU4LTD58 3140UDH85 2056-06-01 6.000000 0.00 1006.12 1030.74 Agency Mortgage-Backed Securities FNMS 05.500 CLDG9423 B1V7KEBTPIMZEU4LTD58 3140UDPH6 2056-04-01 5.500000 0.00 1191552.09 1187388.01 Agency Mortgage-Backed Securities FNMS 06.000 CL975312 B1V7KEBTPIMZEU4LTD58 31414TAM3 2038-05-01 6.000000 0.00 19792.81 20561.50 Agency Mortgage-Backed Securities FNMS 06.000 CL984281 B1V7KEBTPIMZEU4LTD58 31415MM69 2038-05-01 6.000000 0.00 22.02 22.93 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4666 B1V7KEBTPIMZEU4LTD58 31418EFG0 2037-07-01 3.000000 0.00 189154.24 177148.25 Agency Mortgage-Backed Securities FEPC 03.000 CLQE1068 S6XOOCT0IEG5ABCC6L87 3133BAFH9 2052-04-01 3.000000 0.00 723.00 625.72 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3278 B1V7KEBTPIMZEU4LTD58 3140X6UC3 2048-11-01 3.500000 0.00 6955872.11 6309711.01 Agency Mortgage-Backed Securities FEPC 01.500 CISB8122 S6XOOCT0IEG5ABCC6L87 3132D6AX8 2036-10-01 1.500000 0.00 550809.67 489029.20 Agency Mortgage-Backed Securities FEPC 06.000 CISB8336 S6XOOCT0IEG5ABCC6L87 3132D6HM5 2039-10-01 6.000000 0.00 2396812.34 2462389.13 Agency Mortgage-Backed Securities FNMS 03.500 CIAL9063 B1V7KEBTPIMZEU4LTD58 3138ERB90 2031-02-01 3.500000 0.00 569.95 561.16 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0865 S6XOOCT0IEG5ABCC6L87 3132DM6A8 2052-02-01 3.500000 0.00 822.88 739.69 Agency Mortgage-Backed Securities FEPC 06.500 CLQY7009 S6XOOCT0IEG5ABCC6L87 31426RYF2 2055-06-01 6.500000 0.00 1137.48 1191.15 Agency Mortgage-Backed Securities FEPC 05.000 CLQY6999 S6XOOCT0IEG5ABCC6L87 31426RX55 2055-06-01 5.000000 0.00 1059909.96 1031247.53 Agency Mortgage-Backed Securities FNMS 08.000 CL535039 B1V7KEBTPIMZEU4LTD58 31384VLU4 2029-12-01 8.000000 0.00 183.04 189.03 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7559 S6XOOCT0IEG5ABCC6L87 3133KPMG0 2052-06-01 4.000000 0.00 4735.14 4395.45 Agency Mortgage-Backed Securities FEPC 06.500 CLQY6843 S6XOOCT0IEG5ABCC6L87 31426RS93 2055-06-01 6.500000 0.00 1358.86 1425.48 Agency Mortgage-Backed Securities FNMS 06.000 CLDG9556 B1V7KEBTPIMZEU4LTD58 3140UDTN9 2056-05-01 6.000000 0.00 752.13 769.01 Agency Mortgage-Backed Securities FNMS 04.500 CLDH0055 B1V7KEBTPIMZEU4LTD58 3140UFBZ6 2056-05-01 4.500000 0.00 2253147.87 2137302.27 Agency Mortgage-Backed Securities FNMS 05.000 CLDH2025 B1V7KEBTPIMZEU4LTD58 3140UHHB9 2056-06-01 5.000000 0.00 996.58 977.99 Agency Mortgage-Backed Securities FNMS 06.000 CLDH2040 B1V7KEBTPIMZEU4LTD58 3140UHHS2 2056-06-01 6.000000 0.00 592390.66 609119.78 Agency Mortgage-Backed Securities FEPC 06.500 CLQY7151 S6XOOCT0IEG5ABCC6L87 31426R5M9 2055-06-01 6.500000 0.00 2178.28 2283.73 Agency Mortgage-Backed Securities FEPC 06.500 CLQY6010 S6XOOCT0IEG5ABCC6L87 31426QVC4 2055-06-01 6.500000 0.00 1156.05 1212.73 Agency Mortgage-Backed Securities FEPC 06.500 CLQY5999 S6XOOCT0IEG5ABCC6L87 31426QUZ4 2055-06-01 6.500000 0.00 1348293.75 1427928.93 Agency Mortgage-Backed Securities FEPC 05.500 CLRA7615 S6XOOCT0IEG5ABCC6L87 3133KPN87 2052-10-01 5.500000 0.00 5725.86 5749.86 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4020 B1V7KEBTPIMZEU4LTD58 3140QPPE1 2052-07-01 4.000000 0.00 19351.45 17841.49 Agency Mortgage-Backed Securities FNMS 05.500 CLDH2117 B1V7KEBTPIMZEU4LTD58 3140UHK74 2056-07-01 5.500000 0.00 1158171.53 1166656.68 Agency Mortgage-Backed Securities FNMS 05.000 CLDH2483 B1V7KEBTPIMZEU4LTD58 3140UHXM7 2056-05-01 5.000000 0.00 289314.94 283583.80 Agency Mortgage-Backed Securities FNMS 04.500 CLDH2484 B1V7KEBTPIMZEU4LTD58 3140UHXN5 2056-05-01 4.500000 0.00 996.65 946.84 Agency Mortgage-Backed Securities FNMS 05.000 CLDH2520 B1V7KEBTPIMZEU4LTD58 3140UHYS3 2056-06-01 5.000000 0.00 1244225.39 1213090.73 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4125 B1V7KEBTPIMZEU4LTD58 3140QPSP3 2052-07-01 4.000000 0.00 1364716.27 1260875.46 Agency Mortgage-Backed Securities FNMS 05.500 CLDH4341 B1V7KEBTPIMZEU4LTD58 3140UKZF3 2056-07-01 5.500000 0.00 1355238.27 1355894.65 Agency Mortgage-Backed Securities FNMS 05.500 CLDH4355 B1V7KEBTPIMZEU4LTD58 3140UKZV8 2056-07-01 5.500000 0.00 1301248.69 1303092.99 Agency Mortgage-Backed Securities FNMS 06.000 CLDH6658 B1V7KEBTPIMZEU4LTD58 3140UNMG9 2056-08-01 6.000000 0.00 3003861.80 3078877.24 Agency Mortgage-Backed Securities FNMS 06.000 CLDH6672 B1V7KEBTPIMZEU4LTD58 3140UNMW4 2056-08-01 6.000000 0.00 2502956.00 2568718.67 Agency Mortgage-Backed Securities FNMS 05.000 CLDH7367 B1V7KEBTPIMZEU4LTD58 3140UPFH0 2056-08-01 5.000000 0.00 1691519.00 1660918.86 Agency Mortgage-Backed Securities FNMS 05.000 CLDH8128 B1V7KEBTPIMZEU4LTD58 3140UQA67 2056-09-01 5.000000 0.00 1614109.00 1582132.96 Agency Mortgage-Backed Securities FNMS 05.500 CLDH9895 B1V7KEBTPIMZEU4LTD58 3140UR7H5 2056-07-01 5.500000 0.00 1286379.41 1292200.71 Agency Mortgage-Backed Securities FNMS 05.000 CLDH9136 B1V7KEBTPIMZEU4LTD58 3140UREJ3 2056-09-01 5.000000 0.00 1673251.00 1641319.79 Agency Mortgage-Backed Securities FNMS 05.500 CLDI1081 B1V7KEBTPIMZEU4LTD58 3140UUFX4 2056-08-01 5.500000 0.00 2067874.85 2066301.89 Agency Mortgage-Backed Securities FNMS 05.500 CLDI2617 B1V7KEBTPIMZEU4LTD58 3140UV4B2 2056-09-01 5.500000 0.00 1000.00 1005.88 Agency Mortgage-Backed Securities FNMS 05.000 CLDI3675 B1V7KEBTPIMZEU4LTD58 3140UXCM5 2056-08-01 5.000000 0.00 1000.00 977.79 Agency Mortgage-Backed Securities FNMS 05.500 CLDI4645 B1V7KEBTPIMZEU4LTD58 3140UYET6 2056-09-01 5.500000 0.00 1000.00 1003.22 Agency Mortgage-Backed Securities FNMS 03.500 CLFA0753 B1V7KEBTPIMZEU4LTD58 3140W0ZT5 2050-07-01 3.500000 0.00 3860192.12 3594080.77 Agency Mortgage-Backed Securities FNMS 03.500 CLFA1690 B1V7KEBTPIMZEU4LTD58 3140W12Y8 2052-04-01 3.500000 0.00 8791060.10 7910175.37 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6096 B1V7KEBTPIMZEU4LTD58 3140QRX24 2053-04-01 6.000000 0.00 9227519.99 9402925.91 Agency Mortgage-Backed Securities FEPC 02.500 ZLSI2106 S6XOOCT0IEG5ABCC6L87 3133USKT7 2051-05-25 2.500000 0.00 12658.65 10445.46 Agency Mortgage-Backed Securities FEPC 04.000 CLQA4650 S6XOOCT0IEG5ABCC6L87 31346YEX7 2049-11-01 4.000000 0.00 385.86 361.49 Agency 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6.500000 0.00 1183778.41 1241342.79 Agency Mortgage-Backed Securities FNMS 07.500 CL608045 B1V7KEBTPIMZEU4LTD58 31388LP61 2031-10-01 7.500000 0.00 27.99 28.38 Agency Mortgage-Backed Securities FNMS 07.500 CL609661 B1V7KEBTPIMZEU4LTD58 31388NJE7 2031-11-01 7.500000 0.00 589.47 612.59 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4600 B1V7KEBTPIMZEU4LTD58 3140J9DE8 2042-08-01 4.500000 0.00 224.74 219.18 Agency Mortgage-Backed Securities FEPC 06.500 CLZS2140 S6XOOCT0IEG5ABCC6L87 3132A2LV2 2038-05-01 6.500000 0.00 179091.25 188291.29 Agency Mortgage-Backed Securities FNMS 02.000 CLBR3257 B1V7KEBTPIMZEU4LTD58 3140L1TP0 2051-02-01 2.000000 0.00 7661548.23 6100834.67 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2254 S6XOOCT0IEG5ABCC6L87 3132A2QF2 2038-08-01 5.500000 0.00 19954.99 20287.34 Agency Mortgage-Backed Securities FNMS 05.000 CLFA2594 B1V7KEBTPIMZEU4LTD58 3140W23C3 2049-08-01 5.000000 0.00 882.37 878.79 Agency Mortgage-Backed Securities FNMS 03.500 CLFA2674 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6204725.37 6439857.58 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3695 B1V7KEBTPIMZEU4LTD58 3140W4C96 2055-05-01 6.500000 0.00 1026707.30 1069835.85 Agency Mortgage-Backed Securities FNMS 02.500 CLFA4620 B1V7KEBTPIMZEU4LTD58 3140W5D27 2052-04-01 2.500000 0.00 844977.19 711206.60 Agency Mortgage-Backed Securities FNMS 04.000 CLFA4624 B1V7KEBTPIMZEU4LTD58 3140W5D68 2053-01-01 4.000000 0.00 20731990.23 19537813.76 Agency Mortgage-Backed Securities FNMS 04.000 CLFA4626 B1V7KEBTPIMZEU4LTD58 3140W5D84 2049-09-01 4.000000 0.00 21614456.09 20425992.42 Agency Mortgage-Backed Securities FNMS 04.000 CLFA4627 B1V7KEBTPIMZEU4LTD58 3140W5D92 2050-04-01 4.000000 0.00 16443694.73 15407155.47 Agency Mortgage-Backed Securities FNMS 06.500 CLFA4635 B1V7KEBTPIMZEU4LTD58 3140W5EH3 2055-12-01 6.500000 0.00 10919805.86 11440851.68 Agency Mortgage-Backed Securities FNMS 06.500 CLFA4762 B1V7KEBTPIMZEU4LTD58 3140W5JG0 2055-05-01 6.500000 0.00 13661037.06 14171955.30 Agency Mortgage-Backed Securities FNMS 06.500 CLFA4768 B1V7KEBTPIMZEU4LTD58 3140W5JN5 2055-10-01 6.500000 0.00 20578531.99 21337934.70 Agency Mortgage-Backed Securities FNMS 02.000 CLFA4843 B1V7KEBTPIMZEU4LTD58 3140W5LZ5 2052-03-01 2.000000 0.00 3181968.56 2561916.38 Agency Mortgage-Backed Securities FEPC 04.000 CLZS3009 S6XOOCT0IEG5ABCC6L87 3132A3KW9 2040-10-01 4.000000 0.00 389098.50 372866.22 Agency Mortgage-Backed Securities FNMS 04.000 CLFA5410 B1V7KEBTPIMZEU4LTD58 3140W6AL6 2052-07-01 4.000000 0.00 26263521.85 24442076.57 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5437 B1V7KEBTPIMZEU4LTD58 3140W6BF8 2056-04-01 5.000000 0.00 1016.80 988.76 Agency Mortgage-Backed Securities FNMS 06.000 CLFA5445 B1V7KEBTPIMZEU4LTD58 3140W6BP6 2056-04-01 6.000000 0.00 1873789.44 1927559.70 Agency Mortgage-Backed Securities FNMS 06.000 CLFA5446 B1V7KEBTPIMZEU4LTD58 3140W6BQ4 2056-04-01 6.000000 0.00 962.82 989.53 Agency Mortgage-Backed Securities 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 1000400.00 771148.92 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 28592600.00 28385859.41 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 11170900.00 9739019.38 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 7300.00 7009.81 U.S. Treasuries (including strips) FNMS 03.500 CIAS0907 B1V7KEBTPIMZEU4LTD58 3138WAAH0 2028-11-01 3.500000 0.00 22.06 21.90 Agency Mortgage-Backed Securities 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 200.00 190.95 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 27325000.00 27193358.25 U.S. Treasuries (including strips) 4 5/8 NOTE E 36 254900HROIFWPRGM1V77 91282CRF0 2036-08-15 4.625000 0.00 1999800.00 1982183.50 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 1000.00 1000.14 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 1300.00 1271.63 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 100.00 98.81 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 188815700.00 184867520.40 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 50000000.00 49187084.43 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 1000.00 988.49 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 45697000.00 45424996.55 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 1000.00 982.24 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 18327700.00 18170683.89 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 82057700.00 77151284.60 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 1000.00 1014.90 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 156262000.00 157939762.00 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 100.00 101.96 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 26723000.00 27270408.89 U.S. Treasuries (including strips) FEPC 03.500 CLZA5433 S6XOOCT0IEG5ABCC6L87 31329PBA0 2048-06-01 3.500000 0.00 119861.79 109046.27 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6766 S6XOOCT0IEG5ABCC6L87 3133KNQT3 2052-02-01 2.500000 0.00 147702.17 123842.86 Agency Mortgage-Backed Securities FEPC 03.500 CLSL1927 S6XOOCT0IEG5ABCC6L87 31427PD92 2048-11-01 3.500000 0.00 264678.34 243839.07 Agency Mortgage-Backed Securities FNMS 05.500 CIDF3960 B1V7KEBTPIMZEU4LTD58 3140BUMJ8 2041-01-01 5.500000 0.00 1529642.57 1562847.03 Agency Mortgage-Backed Securities FNMS 05.000 CLDF6096 B1V7KEBTPIMZEU4LTD58 3140BWX29 2056-01-01 5.000000 0.00 988.99 974.44 Agency Mortgage-Backed Securities FNMS 05.000 CLDF6095 B1V7KEBTPIMZEU4LTD58 3140BWXZ6 2056-01-01 5.000000 0.00 3118705.64 3028368.17 Agency Mortgage-Backed Securities FNMS 06.500 CLDF6755 B1V7KEBTPIMZEU4LTD58 3140BXQH2 2056-01-01 6.500000 0.00 828443.79 866474.06 Agency Mortgage-Backed Securities FNMS 03.500 CLBC1747 B1V7KEBTPIMZEU4LTD58 3140EV5H6 2046-01-01 3.500000 0.00 4024548.86 3676931.14 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0169 B1V7KEBTPIMZEU4LTD58 3140FXFK3 2057-01-01 3.500000 0.00 709167.41 632170.74 Agency Mortgage-Backed Securities FEPC 03.000 CISB0711 S6XOOCT0IEG5ABCC6L87 3132CWYG3 2037-07-01 3.000000 0.00 744853.14 699141.51 Agency Mortgage-Backed Securities FEPC 02.000 CISB8132 S6XOOCT0IEG5ABCC6L87 3132D6A91 2036-12-01 2.000000 0.00 549.47 498.71 Agency Mortgage-Backed Securities FEPC 02.000 CISB8512 S6XOOCT0IEG5ABCC6L87 3132D6N55 2036-05-01 2.000000 0.00 3873.54 3519.51 Agency Mortgage-Backed Securities FEPC 06.500 CLQY5294 S6XOOCT0IEG5ABCC6L87 31426P3C7 2055-06-01 6.500000 0.00 19503.34 20423.50 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0630 B1V7KEBTPIMZEU4LTD58 3140XFVY4 2052-02-01 3.000000 0.00 424835.20 367617.54 Agency Mortgage-Backed Securities FNMS 05.500 CLDH3294 B1V7KEBTPIMZEU4LTD58 3140UJUU8 2056-06-01 5.500000 0.00 3733442.71 3734220.51 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7599 B1V7KEBTPIMZEU4LTD58 3140XBNR7 2051-01-01 3.500000 0.00 210581.31 189657.24 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2896 B1V7KEBTPIMZEU4LTD58 31418CGE8 2047-02-01 3.500000 0.00 67222.30 61308.47 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3210 B1V7KEBTPIMZEU4LTD58 31418CR89 2047-12-01 3.500000 0.00 35643.72 32259.90 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2088 S6XOOCT0IEG5ABCC6L87 3132DPJ90 2052-06-01 3.500000 0.00 218044.14 195012.94 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3521 B1V7KEBTPIMZEU4LTD58 3140NK4F5 2053-06-01 5.500000 0.00 2423382.77 2422751.07 Agency Mortgage-Backed Securities FNMS 05.500 CL555424 B1V7KEBTPIMZEU4LTD58 31385XAZ0 2033-05-01 5.500000 0.00 44.11 44.51 Agency Mortgage-Backed Securities FNMS 08.000 CL557288 B1V7KEBTPIMZEU4LTD58 31386ACZ7 2030-09-01 8.000000 0.00 67.08 67.99 Agency Mortgage-Backed Securities FNMS 03.000 CIAS1984 B1V7KEBTPIMZEU4LTD58 3138WBF26 2029-03-01 3.000000 0.00 207.66 204.14 Agency Mortgage-Backed Securities FNMS 03.000 CLFA2577 B1V7KEBTPIMZEU4LTD58 3140W22K6 2053-03-01 3.000000 0.00 7583369.88 6551500.74 Agency Mortgage-Backed Securities FNMS 03.500 CLFA5409 B1V7KEBTPIMZEU4LTD58 3140W6AK8 2052-09-01 3.500000 0.00 22940650.70 20896699.90 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ0650 B1V7KEBTPIMZEU4LTD58 3140H1WL0 2048-03-01 3.500000 0.00 50284.55 45650.46 Agency Mortgage-Backed Securities FNMS 04.000 CRAS0453 N/A 3138W9QF0 2038-08-01 4.000000 0.00 230596.64 217619.89 Agency Mortgage-Backed Securities 03.500 FGPC U99114 G S6XOOCT0IEG5ABCC6L87 3132H7DU5 2044-02-01 3.500000 0.00 605752.49 561081.68 Agency Mortgage-Backed Securities 04.000 FGPC U95137 G S6XOOCT0IEG5ABCC6L87 3132H5EK0 2043-08-01 4.000000 0.00 25623.85 24370.06 Agency Mortgage-Backed Securities 04.000 FGPC U90316 G S6XOOCT0IEG5ABCC6L87 3132H3K51 2042-10-01 4.000000 0.00 170756.86 162366.43 Agency Mortgage-Backed Securities 03.000 FGPC G18681 G S6XOOCT0IEG5ABCC6L87 3128MMXK4 2033-03-01 3.000000 0.00 2233.78 2150.10 Agency Mortgage-Backed Securities FNMS 06.000 CL918511 B1V7KEBTPIMZEU4LTD58 31411YN41 2037-05-01 6.000000 0.00 19.35 19.94 Agency Mortgage-Backed Securities FNMS 06.000 CL895096 B1V7KEBTPIMZEU4LTD58 31410RNM7 2036-08-01 6.000000 0.00 3833.59 3983.40 Agency Mortgage-Backed Securities FNMS 07.500 CLDA9075 B1V7KEBTPIMZEU4LTD58 3140YXCM1 2054-02-01 7.500000 0.00 165099.81 177195.52 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8102 B1V7KEBTPIMZEU4LTD58 3140QUAC0 2054-02-01 5.500000 0.00 2913781.54 2923692.28 Agency Mortgage-Backed Securities FNMS 06.000 CL922408 B1V7KEBTPIMZEU4LTD58 31412DYD4 2037-01-01 6.000000 0.00 14098.44 14616.77 Agency Mortgage-Backed Securities FEPC 05.500 CLTB4041 S6XOOCT0IEG5ABCC6L87 3142K5P31 2056-05-01 5.500000 0.00 25149896.38 25138637.60 Agency Mortgage-Backed Securities FEPC 05.500 CLTB4053 S6XOOCT0IEG5ABCC6L87 3142K5QF3 2056-05-01 5.500000 0.00 4400963.96 4426838.69 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4722 S6XOOCT0IEG5ABCC6L87 3132A5G74 2047-06-01 3.500000 0.00 49012.25 44700.28 Agency Mortgage-Backed Securities FNMS 08.000 CL253356 B1V7KEBTPIMZEU4LTD58 31371JMD3 2030-07-01 8.000000 0.00 322.91 333.48 Agency Mortgage-Backed Securities FNMS 05.500 CL254693 B1V7KEBTPIMZEU4LTD58 31371K3A7 2033-03-01 5.500000 0.00 291.71 294.99 Agency Mortgage-Backed Securities FNMS 08.000 CL253947 B1V7KEBTPIMZEU4LTD58 31371KBQ3 2031-07-01 8.000000 0.00 859.73 894.33 Agency Mortgage-Backed Securities FNMS 06.500 K2253973 B1V7KEBTPIMZEU4LTD58 31371KCJ8 2031-07-01 6.500000 0.00 277.13 280.79 Agency Mortgage-Backed Securities FNMS 05.500 CL254477 B1V7KEBTPIMZEU4LTD58 31371KUA7 2032-10-01 5.500000 0.00 1234.02 1261.94 Agency Mortgage-Backed Securities FNMS 07.000 K2255062 B1V7KEBTPIMZEU4LTD58 31371LJF7 2033-11-01 7.000000 0.00 88.58 89.87 Agency Mortgage-Backed Securities FNMS 06.000 CT256478 B1V7KEBTPIMZEU4LTD58 31371M2K2 2026-11-01 6.000000 0.00 826.23 840.46 Agency Mortgage-Backed Securities FNMS 05.000 CLDF6018 B1V7KEBTPIMZEU4LTD58 3140BWVL9 2055-12-01 5.000000 0.00 1039408.61 1026683.83 Agency Mortgage-Backed Securities FEPC 03.500 CISB0979 S6XOOCT0IEG5ABCC6L87 3132CXCQ3 2038-01-01 3.500000 0.00 624.52 589.96 Agency Mortgage-Backed Securities FNMS 06.000 CL255900 B1V7KEBTPIMZEU4LTD58 31371MGH4 2035-09-01 6.000000 0.00 9971.41 10388.87 Agency Mortgage-Backed Securities FNMS 06.000 CL256270 B1V7KEBTPIMZEU4LTD58 31371MT31 2036-05-01 6.000000 0.00 4782.34 4908.84 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ4916 B1V7KEBTPIMZEU4LTD58 3140H6PA1 2048-03-01 3.500000 0.00 167245.62 151623.65 Agency Mortgage-Backed Securities FNMS 05.000 CLDH2083 B1V7KEBTPIMZEU4LTD58 3140UHJ50 2056-06-01 5.000000 0.00 1548231.16 1513839.78 Agency Mortgage-Backed Securities FNMS 05.000 CLDH2086 B1V7KEBTPIMZEU4LTD58 3140UHJ84 2056-06-01 5.000000 0.00 1006035.56 980797.82 Agency Mortgage-Backed Securities FNMS 05.000 CLDH2062 B1V7KEBTPIMZEU4LTD58 3140UHJG6 2056-06-01 5.000000 0.00 1827322.25 1782504.73 Agency Mortgage-Backed Securities FNMS 05.500 CLDH2066 B1V7KEBTPIMZEU4LTD58 3140UHJL5 2056-05-01 5.500000 0.00 1100177.68 1099800.69 Agency Mortgage-Backed Securities FNMS 05.000 CLDH2072 B1V7KEBTPIMZEU4LTD58 3140UHJS0 2056-06-01 5.000000 0.00 1094044.57 1065682.20 Agency Mortgage-Backed Securities FNMS 04.000 CRMA1253 B1V7KEBTPIMZEU4LTD58 31418AMB1 2042-11-01 4.000000 0.00 99.28 94.30 Agency Mortgage-Backed Securities FNMS 07.500 CL535996 B1V7KEBTPIMZEU4LTD58 31384WNM8 2031-06-01 7.500000 0.00 476.95 493.25 Agency Mortgage-Backed Securities FNMS 05.500 CL555330 B1V7KEBTPIMZEU4LTD58 31385W4P1 2033-04-01 5.500000 0.00 95.20 95.91 Agency Mortgage-Backed Securities FNMS 04.500 CKBQ1104 B1V7KEBTPIMZEU4LTD58 3140KLGN6 2050-04-01 4.500000 0.00 1253626.34 1164801.90 Agency Mortgage-Backed Securities 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 999900.00 1001807.37 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0373 2000000000.00 2000000000.00 0.0166 N Y Y N Fixed Income Clearing Corp. - Natixis Fixed Income Clearing Corp. - Natixis 3.680000% 954ZEB000 8EWQ2UQKS07AKK8ANH81 954ZEB000_3.68_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y T 1 3/8 11/15/31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 17607300.00 15140351.76 U.S. Treasuries (including strips) T 4 1/8 06/15/29 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 50000000.00 50094240.00 U.S. Treasuries (including strips) T 4 12/15/27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 950000000.00 954765390.00 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0373 1000000000.00 1000000000.00 0.0083 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.800000% 959JDD008 N/A 0000315030 959JDD008_3.80_1130 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 260733600.00 255000068.10 U.S. Treasuries (including strips) Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0385 250000000.00 250000000.00 0.0021 N N N Y Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 3.680000% 959JEU009 N/A 0000058056 959JEU009_3.68_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 28317700.00 25639285.12 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 94990700.00 76360762.54 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0373 100000000.00 100000000.00 0.0008 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 3.670000% 959JFK000 N/A 0000058056 959JFK000_3.67_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N 2 5/8 NOTE Z 27 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 53300772.27 53058113.06 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 52909511.51 52328352.29 U.S. Treasuries (including strips) 2 1/4 TPRN E 27 254900HROIFWPRGM1V77 9128203H8 2027-08-15 0.00 0.00 530.02 509.12 U.S. Treasuries (including strips) 2 1/4 TPRN F 27 254900HROIFWPRGM1V77 9128203W5 2027-11-15 0.00 0.00 92753.50 88098.20 U.S. Treasuries (including strips) 2 3/4 TPRN B 28 254900HROIFWPRGM1V77 9128204M6 2028-02-15 0.00 0.00 22207.84 20859.40 U.S. Treasuries (including strips) 2 7/8 TPRN C 28 254900HROIFWPRGM1V77 9128205B9 2028-05-15 0.00 0.00 103883.92 96488.84 U.S. Treasuries (including strips) 2 TPRN F 26 254900HROIFWPRGM1V77 9128205Y9 2026-11-15 0.00 0.00 89838.39 89122.38 U.S. Treasuries (including strips) 2 1/4 TPRN B 27 254900HROIFWPRGM1V77 9128206P7 2027-02-15 0.00 0.00 2116104.85 2078095.37 U.S. Treasuries (including strips) 2 3/8 TPRN C 27 254900HROIFWPRGM1V77 9128207D3 2027-05-15 0.00 0.00 2584854.54 2511082.79 U.S. Treasuries (including strips) 2 7/8 TPRN E 28 254900HROIFWPRGM1V77 912821AH8 2028-08-15 0.00 0.00 57772.18 53068.60 U.S. Treasuries (including strips) 3 1/8 TPRN F 28 254900HROIFWPRGM1V77 912821AW5 2028-11-15 0.00 0.00 25440.96 23113.39 U.S. Treasuries (including strips) 2 3/8 TPRN C 29 254900HROIFWPRGM1V77 912821CA1 2029-05-15 0.00 0.00 35511.34 31541.38 U.S. Treasuries (including strips) 0 5/8 TPRN C 30 254900HROIFWPRGM1V77 912821EK7 2030-05-15 0.00 0.00 424016.00 359976.86 U.S. Treasuries (including strips) 1 3/8 TPRN F 31 254900HROIFWPRGM1V77 912821GU3 2031-11-15 0.00 0.00 20140.76 15943.27 U.S. Treasuries (including strips) 1 7/8 TPRN B 32 N/A 912821HJ7 2032-02-15 0.00 0.00 22790.86 17824.43 U.S. Treasuries (including strips) 2 7/8 TPRN C 32 254900HROIFWPRGM1V77 912821HY4 2032-05-15 0.00 0.00 77912.94 60247.66 U.S. Treasuries (including strips) 2 3/4 TPRN E 32 254900HROIFWPRGM1V77 912821JN6 2032-08-15 0.00 0.00 19610.74 14974.86 U.S. Treasuries (including strips) 3 1/2 TPRN B 33 254900HROIFWPRGM1V77 912821KS3 2033-02-15 0.00 0.00 1212950.77 904429.46 U.S. Treasuries (including strips) 3 3/8 TPRN C 33 254900HROIFWPRGM1V77 912821LG8 2033-05-15 0.00 0.00 137275.18 101111.68 U.S. Treasuries (including strips) 1 5/8 TPRN C 31 254900HROIFWPRGM1V77 912821MH5 2031-05-15 0.00 0.00 2606108.34 2112824.15 U.S. Treasuries (including strips) 1 1/4 TPRN E 31 254900HROIFWPRGM1V77 912821MX0 2031-08-15 0.00 0.00 347163.10 278150.20 U.S. Treasuries (including strips) 4 3/8 TPRN C 36 N/A 912821UK9 2036-05-15 0.00 0.00 53002.00 33611.01 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 53216976.11 52304478.51 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 39446102.48 37766883.40 U.S. Treasuries (including strips) 4 3/8 NOTE N 33 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 45195918.44 44790305.95 U.S. Treasuries (including strips) TINT 08/15/33 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0.00 0.00 16713277.48 12080641.09 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 41521607.79 41272551.49 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 54718045.75 54522650.28 U.S. Treasuries (including strips) T 4 1/4 08/15/35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 39368242.54 38177306.99 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 46447825.68 45041850.00 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 41998148.78 41183753.03 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 48692036.37 49022224.25 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 25277978.85 25170211.78 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 51897544.32 52048481.56 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 39675442.13 38716275.96 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 41162625.25 41020917.32 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 49982529.06 49864578.44 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 46992421.23 46893918.19 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 38828841.18 38862642.96 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 47320079.60 47180959.60 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 42792330.74 43882551.66 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 44327056.66 44623140.20 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 40012269.84 39791664.80 U.S. Treasuries (including strips) 6 1/8 TPRN 27 254900HROIFWPRGM1V77 912803BM4 2027-11-15 0.00 0.00 166426.28 158174.20 U.S. Treasuries (including strips) 5 1/2 TPRN 28 254900HROIFWPRGM1V77 912803BP7 2028-08-15 0.00 0.00 1171291.20 1076418.95 U.S. Treasuries (including strips) 5 1/4 TPRN 28 254900HROIFWPRGM1V77 912803BV4 2028-11-15 0.00 0.00 212379.01 193047.85 U.S. Treasuries (including strips) 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Mortgage-Backed Securities FEPC 05.000 CLSL6064 S6XOOCT0IEG5ABCC6L87 31427TW28 2056-05-01 5.000000 0.00 21813294.19 21229475.93 Agency Mortgage-Backed Securities FEPC 05.500 CLSL6055 S6XOOCT0IEG5ABCC6L87 31427TWR3 2056-08-01 5.500000 0.00 42459033.91 42387249.82 Agency Mortgage-Backed Securities FEPC 05.500 CLSL6123 S6XOOCT0IEG5ABCC6L87 31427TYV2 2056-08-01 5.500000 0.00 766510.87 764714.42 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0052 S6XOOCT0IEG5ABCC6L87 3142GQBW1 2053-10-01 6.500000 0.00 807.87 838.04 Agency Mortgage-Backed Securities FEPC 07.000 CLRJ0962 S6XOOCT0IEG5ABCC6L87 3142GRB82 2054-02-01 7.000000 0.00 3390169.71 3568965.00 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2245 S6XOOCT0IEG5ABCC6L87 3142GSP77 2054-08-01 6.000000 0.00 861.82 880.90 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3502 S6XOOCT0IEG5ABCC6L87 3142GT3L8 2055-02-01 5.500000 0.00 818.21 817.10 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3006 S6XOOCT0IEG5ABCC6L87 3142GTKU9 2054-12-01 5.000000 0.00 1758581.54 1714683.25 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4381 S6XOOCT0IEG5ABCC6L87 3142GU2P7 2055-06-01 6.000000 0.00 46900255.22 48390886.03 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3709 S6XOOCT0IEG5ABCC6L87 3142GUDP5 2055-03-01 5.000000 0.00 89088.59 87040.15 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3714 S6XOOCT0IEG5ABCC6L87 3142GUDU4 2055-03-01 5.000000 0.00 32720210.70 31833809.29 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4129 S6XOOCT0IEG5ABCC6L87 3142GUST1 2055-05-01 5.500000 0.00 718763.06 719119.09 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5303 S6XOOCT0IEG5ABCC6L87 3142GV3M1 2055-11-01 5.000000 0.00 1122518.53 1097659.98 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5144 S6XOOCT0IEG5ABCC6L87 3142GVWE7 2055-10-01 4.500000 0.00 15435972.73 14590714.30 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5200 S6XOOCT0IEG5ABCC6L87 3142GVX63 2055-11-01 6.000000 0.00 21017058.30 21632647.93 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6193 S6XOOCT0IEG5ABCC6L87 3142GW3B3 2056-03-01 5.000000 0.00 25918298.54 25255273.92 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7189 S6XOOCT0IEG5ABCC6L87 3142GX7B7 2056-08-01 5.500000 0.00 134401000.00 134340833.10 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7190 S6XOOCT0IEG5ABCC6L87 3142GX7C5 2056-08-01 5.500000 0.00 41915551.00 41769070.11 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5457 S6XOOCT0IEG5ABCC6L87 31329PB28 2048-06-01 4.500000 0.00 153.86 148.08 Agency Mortgage-Backed Securities FNMS 07.000 CLDC7829 B1V7KEBTPIMZEU4LTD58 3140AVVX6 2054-12-01 7.000000 0.00 766516.00 816075.35 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7237 B1V7KEBTPIMZEU4LTD58 3140QTBF5 2053-10-01 5.500000 0.00 97616.48 97745.66 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9011 B1V7KEBTPIMZEU4LTD58 3140QVAM6 2054-08-01 6.000000 0.00 8797951.06 9025008.58 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2881 B1V7KEBTPIMZEU4LTD58 3140Y9FX7 2056-06-01 5.000000 0.00 990.13 963.52 Agency Mortgage-Backed Securities FNMS 06.500 CLCC3201 B1V7KEBTPIMZEU4LTD58 3140Y9RX4 2056-08-01 6.500000 0.00 134519759.89 140161877.40 Agency Mortgage-Backed Securities FNMS 06.000 CLCC3251 B1V7KEBTPIMZEU4LTD58 3140Y9TH7 2056-08-01 6.000000 0.00 40232000.00 41324218.34 Agency Mortgage-Backed Securities FEPC 04.500 CLZS2690 S6XOOCT0IEG5ABCC6L87 3132A27B2 2039-05-01 4.500000 0.00 74.82 73.02 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4739 S6XOOCT0IEG5ABCC6L87 3132A5HQ1 2047-10-01 3.500000 0.00 495.01 448.90 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9434 B1V7KEBTPIMZEU4LTD58 3140QVPU2 2054-11-01 5.000000 0.00 24590718.91 24058616.74 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9643 B1V7KEBTPIMZEU4LTD58 3140QVWD2 2054-12-01 5.000000 0.00 518924.87 508643.23 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9982 B1V7KEBTPIMZEU4LTD58 3140QWCU4 2055-02-01 5.500000 0.00 12808333.28 12822593.22 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4607 B1V7KEBTPIMZEU4LTD58 3140U8DM9 2056-03-01 5.000000 0.00 1598475.12 1565255.07 Agency Mortgage-Backed Securities FNMS 05.500 CLDG8321 B1V7KEBTPIMZEU4LTD58 3140UCG70 2056-04-01 5.500000 0.00 629856.97 632442.74 Agency Mortgage-Backed Securities FEPC 03.500 CLZS9495 S6XOOCT0IEG5ABCC6L87 3132AARQ9 2045-10-01 3.500000 0.00 37609.41 34434.68 Agency Mortgage-Backed Securities FNMS 03.500 CRAB9163 B1V7KEBTPIMZEU4LTD58 31417GFD3 2043-05-01 3.500000 0.00 873.99 808.43 Agency Mortgage-Backed Securities FNMS 04.000 CKAC5196 B1V7KEBTPIMZEU4LTD58 31417QX25 2039-12-01 4.000000 0.00 96521.13 91170.32 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0864 B1V7KEBTPIMZEU4LTD58 31417Y6A0 2031-10-01 4.500000 0.00 37440.77 37099.68 Agency Mortgage-Backed Securities FEPC 04.500 CLZA1070 S6XOOCT0IEG5ABCC6L87 31329JFK8 2040-10-01 4.500000 0.00 43.96 42.87 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4163 S6XOOCT0IEG5ABCC6L87 3142GUTV5 2055-05-01 6.000000 0.00 34083.75 35292.43 Agency Mortgage-Backed Securities FEPC 03.500 3PZT2463 S6XOOCT0IEG5ABCC6L87 3132AEWY8 2048-02-15 3.500000 0.00 867.67 782.41 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0415 S6XOOCT0IEG5ABCC6L87 3132DMN84 2043-01-01 3.500000 0.00 1195658.87 1115539.76 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1115 S6XOOCT0IEG5ABCC6L87 3132DNGY3 2052-07-01 4.000000 0.00 719.20 664.75 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1308 S6XOOCT0IEG5ABCC6L87 3132DNNZ2 2052-07-01 4.500000 0.00 645.46 619.29 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1553 S6XOOCT0IEG5ABCC6L87 3132DNWN9 2052-08-01 4.500000 0.00 2438990.08 2337308.58 Agency Mortgage-Backed Securities FNMS 05.000 CLDH3227 B1V7KEBTPIMZEU4LTD58 3140UJSR8 2056-06-01 5.000000 0.00 997.97 973.91 Agency Mortgage-Backed Securities FNMS 06.500 CLDI2987 B1V7KEBTPIMZEU4LTD58 3140UWJ99 2056-07-01 6.500000 0.00 9563104.00 10211029.80 Agency Mortgage-Backed Securities FNMS 06.000 CLDI3379 B1V7KEBTPIMZEU4LTD58 3140UWXH5 2056-07-01 6.000000 0.00 1382296.00 1440443.66 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0126 B1V7KEBTPIMZEU4LTD58 3140W0D85 2054-12-01 5.500000 0.00 45354730.04 45572992.10 Agency Mortgage-Backed Securities FNMS 04.500 CLFA0388 B1V7KEBTPIMZEU4LTD58 3140W0NE1 2053-03-01 4.500000 0.00 726895.28 691780.42 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ3098 S6XOOCT0IEG5ABCC6L87 3142GTNQ5 2054-12-01 6.500000 0.00 23034845.47 24077717.39 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3087 B1V7KEBTPIMZEU4LTD58 31418CND2 2047-08-01 3.500000 0.00 109477.48 99200.03 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ2469 S6XOOCT0IEG5ABCC6L87 3142GSW79 2054-09-01 6.500000 0.00 20230967.11 21149567.67 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ1760 S6XOOCT0IEG5ABCC6L87 3142GR5W6 2054-06-01 5.000000 0.00 8499407.53 8303952.32 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2253 S6XOOCT0IEG5ABCC6L87 3132DPQE1 2052-12-01 3.500000 0.00 779.82 696.62 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4911 B1V7KEBTPIMZEU4LTD58 3140QQN50 2052-10-01 5.500000 0.00 16082519.08 16200457.55 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5247 S6XOOCT0IEG5ABCC6L87 3133KLZL4 2051-05-01 2.000000 0.00 26945439.68 21338408.05 Agency Mortgage-Backed Securities FEPC 07.000 CLSD5043 S6XOOCT0IEG5ABCC6L87 3132DSS86 2054-02-01 7.000000 0.00 5192221.83 5579428.31 Agency Mortgage-Backed Securities FEPC 03.500 CLSD6584 S6XOOCT0IEG5ABCC6L87 3132DUJ57 2052-09-01 3.500000 0.00 39493171.88 35268850.59 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8010 S6XOOCT0IEG5ABCC6L87 3132DV3T0 2049-09-01 3.000000 0.00 303.78 264.06 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7473 S6XOOCT0IEG5ABCC6L87 3132DVJS5 2055-01-01 5.500000 0.00 29480778.84 29622856.53 Agency Mortgage-Backed Securities FEPC 02.000 CLSD7537 S6XOOCT0IEG5ABCC6L87 3132DVLS2 2051-03-01 2.000000 0.00 21985444.38 17503858.12 Agency Mortgage-Backed Securities FNMS 02.500 CLFA2412 B1V7KEBTPIMZEU4LTD58 3140W2VE8 2052-05-01 2.500000 0.00 11975858.83 9997462.91 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4369 B1V7KEBTPIMZEU4LTD58 3140W42B2 2056-01-01 5.500000 0.00 18170730.37 18247743.98 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4290 B1V7KEBTPIMZEU4LTD58 3140W4XU6 2056-01-01 5.500000 0.00 46530341.45 46548782.96 Agency Mortgage-Backed Securities FNMS 07.000 CLFA4938 B1V7KEBTPIMZEU4LTD58 3140W5PY4 2055-10-01 7.000000 0.00 16056047.52 16919242.04 Agency Mortgage-Backed Securities FNMS 03.500 CLFA5000 B1V7KEBTPIMZEU4LTD58 3140W5RW6 2052-02-01 3.500000 0.00 963.52 860.40 Agency Mortgage-Backed Securities FNMS 04.000 CKMA3620 B1V7KEBTPIMZEU4LTD58 31418DAW2 2049-03-01 4.000000 0.00 129408.82 117988.53 Agency Mortgage-Backed Securities FNMS 06.500 CLFS3988 B1V7KEBTPIMZEU4LTD58 3140XKNE6 2053-02-01 6.500000 0.00 13567882.68 14112384.42 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4119 B1V7KEBTPIMZEU4LTD58 31418DSH6 2050-09-01 2.000000 0.00 560.44 443.62 Agency Mortgage-Backed Securities FNMS 05.500 CLFS2961 B1V7KEBTPIMZEU4LTD58 3140XJJF1 2052-10-01 5.500000 0.00 21316045.75 21758851.07 Agency Mortgage-Backed Securities FNMS 04.000 CKMA0685 B1V7KEBTPIMZEU4LTD58 31417YXP7 2041-02-01 4.000000 0.00 110078.28 102553.03 Agency Mortgage-Backed Securities FNMS 03.000 CLCA8234 B1V7KEBTPIMZEU4LTD58 3140QGEG8 2050-12-01 3.000000 0.00 16707715.41 14607388.50 Agency Mortgage-Backed Securities 1 3/8 TRIB 44 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 36256452.67 28765464.42 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 10810900.00 7599504.29 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 47531200.00 29409507.39 U.S. Treasuries (including strips) FNMS 05.500 CL725424 B1V7KEBTPIMZEU4LTD58 31402C4H2 2034-04-01 5.500000 0.00 2318490.83 2341349.61 Agency Mortgage-Backed Securities 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 75000.00 34472.21 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 100.00 53.11 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 127292600.00 117820439.40 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 87311500.00 79295051.57 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 1388800.00 1373545.39 U.S. Treasuries (including strips) 5 BOND 56 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 401300.00 394400.82 U.S. Treasuries (including strips) TINT 02/15/34 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0.00 0.00 256.93 181.15 U.S. Treasuries (including strips) TINT 08/15/34 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0.00 0.00 104.61 71.88 U.S. Treasuries (including strips) TINT 02/15/35 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0.00 0.00 0.03 0.02 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 1200.00 1192.80 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 2424600.00 2351207.36 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 64246200.00 63266434.28 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 700.00 697.94 U.S. Treasuries (including strips) TII 2 1/8 04/15/29 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 84636451.68 85155467.38 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 14900.00 15219.94 U.S. Treasuries (including strips) FEPC 07.000 CLQH5994 S6XOOCT0IEG5ABCC6L87 3133CJUT6 2053-12-01 7.000000 0.00 458446.89 491718.37 Agency Mortgage-Backed Securities FEPC 05.500 CLQY7372 S6XOOCT0IEG5ABCC6L87 31426SFN4 2055-06-01 5.500000 0.00 11582882.98 11563578.17 Agency Mortgage-Backed Securities FNMS 04.000 CLAE0628 B1V7KEBTPIMZEU4LTD58 31419AVW4 2040-11-01 4.000000 0.00 8202068.89 7883814.94 Agency Mortgage-Backed Securities 03.000 FGPC G08741 G S6XOOCT0IEG5ABCC6L87 3128MJZF0 2047-01-01 3.000000 0.00 5811.43 5093.65 Agency Mortgage-Backed Securities 04.000 FGPC G08618 G S6XOOCT0IEG5ABCC6L87 3128MJVL1 2044-12-01 4.000000 0.00 169.61 160.70 Agency Mortgage-Backed Securities 04.000 FGPC G07786 G S6XOOCT0IEG5ABCC6L87 3128M96X5 2044-08-01 4.000000 0.00 240.42 229.49 Agency Mortgage-Backed Securities FNMS 07.000 CLMA5547 B1V7KEBTPIMZEU4LTD58 31418FEV5 2054-11-01 7.000000 0.00 19910426.08 20960488.67 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5109 B1V7KEBTPIMZEU4LTD58 31418EVB3 2053-08-01 6.500000 0.00 6601.03 6844.39 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4917 B1V7KEBTPIMZEU4LTD58 31418EPB0 2053-02-01 4.500000 0.00 159134.51 151621.14 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4651 B1V7KEBTPIMZEU4LTD58 31418EEZ9 2052-07-01 2.000000 0.00 425908.90 334605.39 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4099 B1V7KEBTPIMZEU4LTD58 3140X7RV3 2042-10-01 3.500000 0.00 11058014.30 10301896.78 Agency Mortgage-Backed Securities FEPC 07.000 CLSD8404 S6XOOCT0IEG5ABCC6L87 3132DWKR3 2054-02-01 7.000000 0.00 68564006.07 72181671.56 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5469 B1V7KEBTPIMZEU4LTD58 31418FCF2 2054-09-01 5.000000 0.00 2091956.51 2037261.61 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5444 B1V7KEBTPIMZEU4LTD58 31418FBN6 2054-08-01 5.500000 0.00 137071.34 136592.05 Agency Mortgage-Backed Securities FNMS 06.000 CL995076 B1V7KEBTPIMZEU4LTD58 31416BMZ8 2038-11-01 6.000000 0.00 1001275.96 1022863.47 Agency Mortgage-Backed Securities GNPL PN CP2685 549300M8ZYFG0OCMTT87 3617FR6W7 2065-07-15 4.740000 0.00 991.24 948.03 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0543 S6XOOCT0IEG5ABCC6L87 3132ACS84 2048-08-01 4.500000 0.00 200.93 193.81 Agency Mortgage-Backed Securities FNMS 04.000 CRMA1800 B1V7KEBTPIMZEU4LTD58 31418BAA4 2044-01-01 4.000000 0.00 2909604.11 2763545.86 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3305 B1V7KEBTPIMZEU4LTD58 31418CU77 2048-03-01 3.500000 0.00 14455.78 13064.94 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3364 B1V7KEBTPIMZEU4LTD58 31418CW26 2033-05-01 3.500000 0.00 144.90 140.94 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2892 S6XOOCT0IEG5ABCC6L87 3132DQF92 2053-05-01 5.500000 0.00 1278.83 1286.54 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3386 S6XOOCT0IEG5ABCC6L87 3132DQXP6 2053-07-01 5.500000 0.00 158191.86 158636.44 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4048 B1V7KEBTPIMZEU4LTD58 31418DQA3 2050-06-01 3.000000 0.00 74528.40 64409.68 Agency Mortgage-Backed Securities GNII SF MA5529 M 549300M8ZYFG0OCMTT87 36179UEA6 2048-10-20 4.500000 0.00 75.78 72.79 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4512 B1V7KEBTPIMZEU4LTD58 31418EAN0 2052-01-01 2.500000 0.00 113549.41 93853.05 Agency Mortgage-Backed Securities 0 1/4 TRIB 50 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 129.91 70.27 U.S. Treasuries (including strips) TINT 08/15/39 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0.00 0.00 0.02 0.01 U.S. Treasuries (including strips) TINT 08/15/40 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0.00 0.00 74597.76 36535.82 U.S. Treasuries (including strips) TINT 02/15/42 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0.00 0.00 0.01 0.00 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2026-09-08 N N N 0.0373 2000000000.00 2000000000.00 0.0166 N Y Y Y RBC Dominion RBC Dominion 4.010000% 964FUR009 549300QJJX6CVVUXLE15 964FUR009_4.01_0908 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 454076000.00 302698847.80 U.S. Treasuries (including strips) 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 81513100.00 59742760.23 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 1383000.00 977572.65 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 99999700.00 67917752.77 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 100.00 91.40 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 11303500.00 10455811.22 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 61271540.40 55845923.85 U.S. Treasuries (including strips) 0 1/8 TRIN A 32 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 2660271.94 2389178.65 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 48935000.00 45293624.31 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 116732100.00 106014418.40 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 4033700.00 3729411.26 U.S. Treasuries (including strips) 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 8964900.00 8450757.33 U.S. Treasuries (including strips) 5 BOND 46 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 10484500.00 10366286.35 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 1298669.46 1207963.43 U.S. Treasuries (including strips) 2 3/8 TRIN D 36 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 4501800.00 4502161.44 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 200.00 198.80 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 257100.00 250826.65 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 7000.00 6718.80 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 80255200.00 79667639.84 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 22778500.00 22351357.57 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 68900.00 68959.98 U.S. Treasuries (including strips) 2 3/8 TRIN AE 28 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 136302500.00 138457431.40 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 24163200.00 24324598.62 U.S. Treasuries (including strips) 0 5/8 TRIB 43 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 90043536.96 63869838.23 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 8252800.00 8313270.48 U.S. Treasuries (including strips) 1 3/4 TRIN A 34 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 3201137.88 3096604.90 U.S. Treasuries (including strips) Y 2026-09-08 2026-09-08 2027-07-28 N N N 0.0407 1000000000.00 1000000000.00 0.0083 N N Y Y Fixed Income Clearing Corp. - Credit Agricole Fixed Income Clearing Corp. - Credit Agricole 3.680000% 973VFA007 254900BN8XS34XZDJ223 973VFA007_3.68_0901 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y 3 BOND 45 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 81349600.00 60046445.84 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 207560500.00 159996057.70 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 49972800.00 42901665.10 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 75944600.00 75159788.50 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 433234400.00 405539551.90 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 11773100.00 10879488.95 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 91389000.00 87413447.38 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 70773800.00 65430085.77 U.S. Treasuries (including strips) 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375000 0.00 52980000.00 52670331.90 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 30166000.00 29543519.34 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 24825500.00 25182370.23 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 5232300.00 5237001.39 U.S. Treasuries (including strips) BILL 03/18/27 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0.00 0.00 300.00 293.77 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0373 1000000000.00 1000000000.00 0.0083 N Y Y N Wingo Family Master Trust Wingo Family Master Trust 3.740000% 97413AAC8 N/A US97413AAC80 Variable Rate Demand Note Y 2026-09-08 2026-09-08 2050-12-01 Y Federal Home Loan Bank - Des Moines 1.0000 8 N N N 0.0374 23180000.00 23180000.00 0.0002 N N Y N Fixed Income Clearing Corp. - Nomura Securities Fixed Income Clearing Corp. - Nomura Securities 3.680000% 979QHS001 OXTKY6Q8X53C9ILVV871 979QHS001_3.68_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FICC Y FNMS 05.500 CLMA5420 B1V7KEBTPIMZEU4LTD58 31418FAW7 2054-07-01 5.500000 0.00 4136.85 4122.38 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5498 B1V7KEBTPIMZEU4LTD58 31418FDC8 2054-10-01 6.000000 0.00 1205.01 1225.77 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5554 B1V7KEBTPIMZEU4LTD58 31418FE45 2054-12-01 6.000000 0.00 2904049.89 2954075.06 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5530 B1V7KEBTPIMZEU4LTD58 31418FEC7 2054-11-01 5.000000 0.00 2440.82 2371.02 Agency Mortgage-Backed Securities FEPC 06.500 CLSD3859 S6XOOCT0IEG5ABCC6L87 3132E0JC7 2053-09-01 6.500000 0.00 620.07 648.48 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3960 S6XOOCT0IEG5ABCC6L87 3132E0MH2 2053-10-01 6.000000 0.00 1405.68 1429.90 Agency Mortgage-Backed Securities 03.500 FGPC Z40250 G S6XOOCT0IEG5ABCC6L87 3132FCH32 2046-09-15 3.500000 0.00 213645.97 192371.46 Agency Mortgage-Backed Securities 04.500 FGPC Z40273 G S6XOOCT0IEG5ABCC6L87 3132FCJS5 2048-10-15 4.500000 0.00 7181.09 6906.99 Agency Mortgage-Backed Securities FNMS 04.000 CQAL7167 B1V7KEBTPIMZEU4LTD58 3138EP6D1 2041-01-01 4.000000 0.00 61858.93 58375.00 Agency Mortgage-Backed Securities FNMS 05.000 CQAL6513 B1V7KEBTPIMZEU4LTD58 3138EPGX6 2044-07-01 5.000000 0.00 6762.08 6750.77 Agency Mortgage-Backed Securities FNMS 06.000 CTAL8083 B1V7KEBTPIMZEU4LTD58 3138EQ6V9 2029-03-01 6.000000 0.00 1100.60 1119.56 Agency Mortgage-Backed Securities FNMS 05.000 CTAL7215 B1V7KEBTPIMZEU4LTD58 3138EQAR3 2029-07-01 5.000000 0.00 219024.58 220193.44 Agency Mortgage-Backed Securities FNMS 05.000 CLAL7521 B1V7KEBTPIMZEU4LTD58 3138EQLB6 2039-06-01 5.000000 0.00 9748.06 9715.56 Agency Mortgage-Backed Securities FNMS 06.500 CLBV5938 B1V7KEBTPIMZEU4LTD58 3140MKS45 2055-08-01 6.500000 0.00 2645.74 2760.11 Agency Mortgage-Backed Securities FNMS 05.500 CLBV6828 B1V7KEBTPIMZEU4LTD58 3140MLSS0 2055-12-01 5.500000 0.00 866211.96 875857.52 Agency Mortgage-Backed Securities FNMS 02.500 CIBV7543 B1V7KEBTPIMZEU4LTD58 3140MMLZ9 2037-05-01 2.500000 0.00 13632.22 12638.21 Agency Mortgage-Backed Securities FNMS 04.000 CLBV9854 B1V7KEBTPIMZEU4LTD58 3140MP5Q0 2052-05-01 4.000000 0.00 1990601.40 1846687.55 Agency Mortgage-Backed Securities FNMS 05.000 CLFM2908 B1V7KEBTPIMZEU4LTD58 3140X6GS4 2049-10-01 5.000000 0.00 1994.58 1966.36 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3158 B1V7KEBTPIMZEU4LTD58 3140X6QL8 2048-11-01 4.000000 0.00 339355.82 317033.11 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3247 B1V7KEBTPIMZEU4LTD58 3140X6TD3 2045-10-01 4.500000 0.00 586.29 571.67 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7564 S6XOOCT0IEG5ABCC6L87 3132DVMM4 2053-06-01 5.000000 0.00 1232.15 1214.28 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8121 S6XOOCT0IEG5ABCC6L87 3132DWAW3 2050-12-01 2.000000 0.00 637890.24 505613.28 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8154 S6XOOCT0IEG5ABCC6L87 3132DWBX0 2051-07-01 1.500000 0.00 391622.64 293324.18 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8171 S6XOOCT0IEG5ABCC6L87 3132DWCG6 2051-10-01 1.500000 0.00 2396.35 1794.83 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8172 S6XOOCT0IEG5ABCC6L87 3132DWCH4 2051-10-01 2.000000 0.00 209698.24 165410.95 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8185 S6XOOCT0IEG5ABCC6L87 3132DWCW1 2051-12-01 3.500000 0.00 5569.42 5007.99 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8222 S6XOOCT0IEG5ABCC6L87 3132DWD34 2052-06-01 4.000000 0.00 5217.72 4807.67 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8224 S6XOOCT0IEG5ABCC6L87 3132DWD59 2052-07-01 2.500000 0.00 6360.92 5250.19 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8236 S6XOOCT0IEG5ABCC6L87 3132DWEH2 2052-08-01 3.500000 0.00 13211.98 11802.35 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8288 S6XOOCT0IEG5ABCC6L87 3132DWF57 2053-01-01 5.000000 0.00 24307.17 23730.53 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8264 S6XOOCT0IEG5ABCC6L87 3132DWFD0 2052-11-01 3.500000 0.00 3118.45 2785.72 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8327 S6XOOCT0IEG5ABCC6L87 3132DWHC0 2053-04-01 3.500000 0.00 2287.61 2043.53 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8368 S6XOOCT0IEG5ABCC6L87 3132DWJM6 2053-10-01 6.000000 0.00 1107.12 1126.92 Agency Mortgage-Backed Securities FNMS 05.000 CLFM2761 B1V7KEBTPIMZEU4LTD58 3140X6B75 2050-03-01 5.000000 0.00 268336.85 264513.76 Agency Mortgage-Backed Securities FNMS 05.000 CTAL6722 B1V7KEBTPIMZEU4LTD58 3138EPPG3 2030-11-01 5.000000 0.00 2591.49 2597.23 Agency Mortgage-Backed Securities FNMS 04.500 CLAL6622 B1V7KEBTPIMZEU4LTD58 3138EPLC6 2043-01-01 4.500000 0.00 41977.62 40931.54 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8397 S6XOOCT0IEG5ABCC6L87 3132DWKJ1 2054-01-01 6.500000 0.00 253383.72 262725.13 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8470 S6XOOCT0IEG5ABCC6L87 3132DWMT7 2054-10-01 6.000000 0.00 4647.29 4727.34 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8513 S6XOOCT0IEG5ABCC6L87 3132DWN66 2055-03-01 4.500000 0.00 4599.37 4346.68 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8494 S6XOOCT0IEG5ABCC6L87 3132DWNK5 2055-01-01 5.500000 0.00 1210.96 1210.45 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8495 S6XOOCT0IEG5ABCC6L87 3132DWNL3 2054-12-01 6.000000 0.00 8608.88 8757.17 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8524 S6XOOCT0IEG5ABCC6L87 3132DWPH0 2055-04-01 5.500000 0.00 3037.82 3027.20 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3722 S6XOOCT0IEG5ABCC6L87 3132E0D33 2053-05-01 5.000000 0.00 5523.39 5422.85 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3792 S6XOOCT0IEG5ABCC6L87 3132E0F98 2053-07-01 5.500000 0.00 27942.97 28077.75 Agency Mortgage-Backed Securities 02.500 FGPC U79026 G S6XOOCT0IEG5ABCC6L87 3132G5A41 2028-09-01 2.500000 0.00 12725.14 12529.30 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5441 B1V7KEBTPIMZEU4LTD58 31418FBK2 2054-08-01 4.000000 0.00 57827401.27 53172488.21 Agency Mortgage-Backed Securities FNMS 07.000 CTMA5465 B1V7KEBTPIMZEU4LTD58 31418FCB1 2044-07-01 7.000000 0.00 389917.51 410809.81 Agency Mortgage-Backed Securities 03.500 FGPC U80205 G S6XOOCT0IEG5ABCC6L87 3132G7GN9 2033-02-01 3.500000 0.00 690751.36 669898.73 Agency Mortgage-Backed Securities 03.000 FGPC U80475 G N/A 3132G7Q40 2033-07-01 3.000000 0.00 111596.63 106004.19 Agency Mortgage-Backed Securities 03.500 FGPC Q08870 G N/A 3132GUFK5 2042-06-01 3.500000 0.00 1469323.20 1372389.99 Agency Mortgage-Backed Securities FNMS 08.500 CL610461 B1V7KEBTPIMZEU4LTD58 31388PFA4 2031-05-01 8.500000 0.00 31036.34 32194.04 Agency Mortgage-Backed Securities FNMS 09.000 CL610462 B1V7KEBTPIMZEU4LTD58 31388PFB2 2031-03-01 9.000000 0.00 42888.41 44728.40 Agency Mortgage-Backed Securities FEPC 04.500 CLSD7557 S6XOOCT0IEG5ABCC6L87 3132DVME2 2052-12-01 4.500000 0.00 1266.20 1214.87 Agency Mortgage-Backed Securities FEPC 03.500 CLSD4139 S6XOOCT0IEG5ABCC6L87 3132E0S45 2053-03-01 3.500000 0.00 7983.04 7131.30 Agency Mortgage-Backed Securities FNMS 06.500 CL613024 B1V7KEBTPIMZEU4LTD58 31388SAZ8 2031-07-01 6.500000 0.00 25074.99 25999.42 Agency Mortgage-Backed Securities FNMS 08.000 CL617444 B1V7KEBTPIMZEU4LTD58 31388W5D4 2032-01-01 8.000000 0.00 87.84 89.98 Agency Mortgage-Backed Securities FNMS 06.200 CL616784 B1V7KEBTPIMZEU4LTD58 31388WFZ4 2031-09-01 6.200000 0.00 44837.84 45617.69 Agency Mortgage-Backed Securities FNMS 06.500 CL616918 B1V7KEBTPIMZEU4LTD58 31388WK70 2031-12-01 6.500000 0.00 19186.59 19893.94 Agency Mortgage-Backed Securities FNMS 04.000 CIAL7299 B1V7KEBTPIMZEU4LTD58 3138EQDD1 2027-08-01 4.000000 0.00 0.55 0.55 Agency Mortgage-Backed Securities FNMS 06.500 CL617730 B1V7KEBTPIMZEU4LTD58 31388XHF4 2032-07-01 6.500000 0.00 477.60 495.20 Agency Mortgage-Backed Securities FNMS 07.500 CL619660 B1V7KEBTPIMZEU4LTD58 31389AMH3 2031-12-01 7.500000 0.00 957.20 972.84 Agency Mortgage-Backed Securities FNMS 02.000 CLBV7516 B1V7KEBTPIMZEU4LTD58 3140MMK64 2052-05-01 2.000000 0.00 53124.54 41953.81 Agency Mortgage-Backed Securities FNMS 06.500 CL625570 B1V7KEBTPIMZEU4LTD58 31389G6F2 2032-02-01 6.500000 0.00 31535.62 32698.23 Agency Mortgage-Backed Securities FNMS 07.500 CL624717 B1V7KEBTPIMZEU4LTD58 31389GAS9 2031-10-01 7.500000 0.00 34.54 35.02 Agency Mortgage-Backed Securities FNMS 07.000 CL625186 B1V7KEBTPIMZEU4LTD58 31389GRF9 2032-01-01 7.000000 0.00 366.60 385.82 Agency Mortgage-Backed Securities FNMS 06.500 CL627022 B1V7KEBTPIMZEU4LTD58 31389JSK1 2031-12-01 6.500000 0.00 256.68 266.15 Agency Mortgage-Backed Securities FNMS 06.500 CL629091 B1V7KEBTPIMZEU4LTD58 31389L2Y4 2032-04-01 6.500000 0.00 55.72 57.78 Agency Mortgage-Backed Securities FNMS 03.000 CLFM2963 B1V7KEBTPIMZEU4LTD58 3140X6JH5 2050-02-01 3.000000 0.00 248689.64 218557.90 Agency Mortgage-Backed Securities FNMS 07.500 KL630530 B1V7KEBTPIMZEU4LTD58 31389NPP4 2032-01-01 7.500000 0.00 31926.38 32393.27 Agency Mortgage-Backed Securities FNMS 06.500 CL633586 B1V7KEBTPIMZEU4LTD58 31389R2T2 2032-05-01 6.500000 0.00 240.35 249.21 Agency Mortgage-Backed Securities FNMS 06.500 CL636062 B1V7KEBTPIMZEU4LTD58 31389UTT6 2032-04-01 6.500000 0.00 289.50 300.17 Agency Mortgage-Backed Securities FNMS 06.500 CL636846 B1V7KEBTPIMZEU4LTD58 31389VP76 2032-03-01 6.500000 0.00 837.38 868.25 Agency Mortgage-Backed Securities FNMS 06.500 CL637777 B1V7KEBTPIMZEU4LTD58 31389WQ65 2032-04-01 6.500000 0.00 51.84 53.79 Agency Mortgage-Backed Securities FNMS 05.000 CKAH3480 B1V7KEBTPIMZEU4LTD58 3138A42N4 2040-12-01 5.000000 0.00 292652.18 284607.37 Agency Mortgage-Backed Securities FNMS 04.500 CQAH5863 B1V7KEBTPIMZEU4LTD58 3138A7QR2 2031-02-01 4.500000 0.00 15118.45 14994.46 Agency Mortgage-Backed Securities FNMS 04.250 CLAH7294 N/A 3138A9C85 2041-06-01 4.250000 0.00 292185.75 281855.13 Agency Mortgage-Backed Securities FNMS 03.500 CIFM3019 B1V7KEBTPIMZEU4LTD58 3140X6K91 2035-02-01 3.500000 0.00 918392.96 888604.58 Agency Mortgage-Backed Securities FNMS 05.000 CLAI1863 B1V7KEBTPIMZEU4LTD58 3138AFB90 2041-05-01 5.000000 0.00 17871.27 17803.92 Agency Mortgage-Backed Securities FNMS 05.000 CLAI2433 B1V7KEBTPIMZEU4LTD58 3138AFV31 2041-05-01 5.000000 0.00 31619.70 31488.06 Agency Mortgage-Backed Securities FNMS 05.000 CLAI2443 B1V7KEBTPIMZEU4LTD58 3138AFWD8 2041-05-01 5.000000 0.00 11460.79 11416.60 Agency Mortgage-Backed Securities FNMS 05.000 CLAI2462 B1V7KEBTPIMZEU4LTD58 3138AFWY2 2041-05-01 5.000000 0.00 14598.39 14542.96 Agency Mortgage-Backed Securities FNMS 04.500 CLAI2463 B1V7KEBTPIMZEU4LTD58 3138AFWZ9 2041-05-01 4.500000 0.00 5559.35 5373.33 Agency Mortgage-Backed Securities FNMS 04.500 CLAI3365 B1V7KEBTPIMZEU4LTD58 3138AGW38 2041-06-01 4.500000 0.00 89812.10 86763.88 Agency Mortgage-Backed Securities FNMS 05.000 CLAI4261 B1V7KEBTPIMZEU4LTD58 3138AHWX0 2041-06-01 5.000000 0.00 13239.49 13164.11 Agency Mortgage-Backed Securities FNMS 05.000 CLAI9155 B1V7KEBTPIMZEU4LTD58 3138APE53 2040-10-01 5.000000 0.00 643419.50 642153.68 Agency Mortgage-Backed Securities FNMS 04.500 CLAJ1212 B1V7KEBTPIMZEU4LTD58 3138ASK27 2041-09-01 4.500000 0.00 1489673.52 1453881.13 Agency Mortgage-Backed Securities FNMS 03.000 CKAJ6343 N/A 3138AYBM0 2041-11-01 3.000000 0.00 36297.82 32139.29 Agency Mortgage-Backed Securities FNMS 04.000 CQAK0765 B1V7KEBTPIMZEU4LTD58 3138E4Z79 2042-03-01 4.000000 0.00 13897.38 13114.55 Agency Mortgage-Backed Securities FNMS 03.500 CIAK1500 B1V7KEBTPIMZEU4LTD58 3138E5U22 2027-03-01 3.500000 0.00 160.61 160.40 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3048 B1V7KEBTPIMZEU4LTD58 3140X6L66 2049-05-01 4.000000 0.00 209576.26 197097.94 Agency Mortgage-Backed Securities FNMS 03.000 CIAK4132 B1V7KEBTPIMZEU4LTD58 3138E8SW3 2027-06-01 3.000000 0.00 27833.67 27675.41 Agency Mortgage-Backed Securities FNMS 03.500 CLAK7463 N/A 3138ECJH7 2042-03-01 3.500000 0.00 2157286.99 2012327.38 Agency Mortgage-Backed Securities FNMS 04.000 CTAK9061 N/A 3138EEB73 2032-03-01 4.000000 0.00 157420.76 153790.37 Agency Mortgage-Backed Securities FNMS 06.500 CLAL0603 B1V7KEBTPIMZEU4LTD58 3138EGU51 2039-10-01 6.500000 0.00 19673.75 20847.61 Agency Mortgage-Backed Securities FNMS 06.500 CLAL0583 B1V7KEBTPIMZEU4LTD58 3138EGUH5 2039-10-01 6.500000 0.00 21871.30 22956.26 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8108 S6XOOCT0IEG5ABCC6L87 3132DWAH6 2050-11-01 3.000000 0.00 84659.49 73074.68 Agency Mortgage-Backed Securities FNMS 05.000 CTAL1768 B1V7KEBTPIMZEU4LTD58 3138EH6E7 2031-05-01 5.000000 0.00 24246.29 24327.87 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8133 S6XOOCT0IEG5ABCC6L87 3132DWBA0 2051-03-01 1.500000 0.00 73166.78 54801.78 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8141 S6XOOCT0IEG5ABCC6L87 3132DWBJ1 2051-04-01 2.500000 0.00 276122.42 227886.96 Agency Mortgage-Backed Securities FNMS 06.500 CLAL1307 B1V7KEBTPIMZEU4LTD58 3138EHNZ1 2040-05-01 6.500000 0.00 4674.07 4890.86 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8145 S6XOOCT0IEG5ABCC6L87 3132DWBN2 2051-05-01 1.500000 0.00 60828.49 45560.24 Agency Mortgage-Backed Securities FNMS 07.000 CLAL1470 B1V7KEBTPIMZEU4LTD58 3138EHT44 2037-04-01 7.000000 0.00 8870.62 9335.56 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8150 S6XOOCT0IEG5ABCC6L87 3132DWBT9 2051-06-01 2.000000 0.00 96307.33 75997.72 Agency Mortgage-Backed Securities FNMS 04.000 CIAL1938 B1V7KEBTPIMZEU4LTD58 3138EJEL8 2026-12-01 4.000000 0.00 5.98 5.98 Agency Mortgage-Backed Securities FNMS 04.500 CLAL2376 N/A 3138EJUA4 2040-09-01 4.500000 0.00 1428130.41 1393508.25 Agency Mortgage-Backed Securities FNMS 03.500 CRAL3024 B1V7KEBTPIMZEU4LTD58 3138EKLE3 2043-01-01 3.500000 0.00 179098.37 165668.26 Agency Mortgage-Backed Securities FNMS 06.000 CKAL3082 B1V7KEBTPIMZEU4LTD58 3138EKM85 2040-04-01 6.000000 0.00 664753.64 675947.43 Agency Mortgage-Backed Securities FNMS 02.500 CIAL3396 B1V7KEBTPIMZEU4LTD58 3138EKX26 2028-03-01 2.500000 0.00 3502.10 3462.70 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8177 S6XOOCT0IEG5ABCC6L87 3132DWCN1 2051-11-01 2.000000 0.00 1478.55 1167.09 Agency Mortgage-Backed Securities FNMS 05.000 CLAL3650 B1V7KEBTPIMZEU4LTD58 3138ELBU6 2041-02-01 5.000000 0.00 30452.08 30339.91 Agency Mortgage-Backed Securities FNMS 04.500 GLAL4045 B1V7KEBTPIMZEU4LTD58 3138ELP72 2042-06-01 4.500000 0.00 5808.57 5687.73 Agency Mortgage-Backed Securities FNMS 07.000 CLAL4316 B1V7KEBTPIMZEU4LTD58 3138ELYN7 2039-03-01 7.000000 0.00 4588.49 4828.98 Agency Mortgage-Backed Securities FNMS 04.000 CIAL4502 B1V7KEBTPIMZEU4LTD58 3138EMAC5 2028-11-01 4.000000 0.00 10369.68 10323.63 Agency Mortgage-Backed Securities FNMS 04.500 CTAL4549 B1V7KEBTPIMZEU4LTD58 3138EMBT7 2032-01-01 4.500000 0.00 2156.72 2146.90 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8204 S6XOOCT0IEG5ABCC6L87 3132DWDH3 2052-04-01 2.000000 0.00 2492.38 1962.72 Agency Mortgage-Backed Securities FNMS 04.500 CRAL4741 B1V7KEBTPIMZEU4LTD58 3138EMHT1 2044-01-01 4.500000 0.00 222605.20 216425.01 Agency Mortgage-Backed Securities FNMS 04.000 CIAL5083 B1V7KEBTPIMZEU4LTD58 3138EMUH2 2029-02-01 4.000000 0.00 2507.61 2494.08 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8268 S6XOOCT0IEG5ABCC6L87 3132DWFH1 2052-11-01 5.500000 0.00 13178.01 13240.33 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5213 B1V7KEBTPIMZEU4LTD58 3138EMYK1 2044-04-01 4.500000 0.00 177.13 170.95 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8350 S6XOOCT0IEG5ABCC6L87 3132DWH30 2053-08-01 6.000000 0.00 2784.81 2839.18 Agency Mortgage-Backed Securities FNMS 04.000 CIAL5515 B1V7KEBTPIMZEU4LTD58 3138ENDV8 2027-02-01 4.000000 0.00 0.03 0.03 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8329 S6XOOCT0IEG5ABCC6L87 3132DWHE6 2053-06-01 5.000000 0.00 1150454.44 1121815.79 Agency Mortgage-Backed Securities FNMS 04.000 CTAL5741 B1V7KEBTPIMZEU4LTD58 3138ENLX5 2031-07-01 4.000000 0.00 16249.39 16025.84 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8341 S6XOOCT0IEG5ABCC6L87 3132DWHS5 2053-07-01 5.000000 0.00 7670.30 7473.66 Agency Mortgage-Backed Securities FNMS 04.500 CLAL7936 B1V7KEBTPIMZEU4LTD58 3138EQZA3 2045-09-01 4.500000 0.00 20933.48 20286.99 Agency Mortgage-Backed Securities FNMS 05.000 CLAL7953 B1V7KEBTPIMZEU4LTD58 3138EQZT2 2045-07-01 5.000000 0.00 10339.28 10300.58 Agency Mortgage-Backed Securities FNMS 03.000 CLAL9848 B1V7KEBTPIMZEU4LTD58 3138ER5J5 2047-03-01 3.000000 0.00 233175.08 205047.17 Agency Mortgage-Backed Securities FNMS 02.500 CLBR8465 B1V7KEBTPIMZEU4LTD58 3140L7MP4 2051-04-01 2.500000 0.00 64691.32 53479.23 Agency Mortgage-Backed Securities FNMS 02.500 CLBR8551 B1V7KEBTPIMZEU4LTD58 3140L7QD7 2051-04-01 2.500000 0.00 322720.59 266735.78 Agency Mortgage-Backed Securities FNMS 02.000 CLBR9747 B1V7KEBTPIMZEU4LTD58 3140L8ZM5 2051-04-01 2.000000 0.00 2038.99 1613.98 Agency Mortgage-Backed Securities FNMS 02.000 CIBT2056 B1V7KEBTPIMZEU4LTD58 3140LQJA9 2037-02-01 2.000000 0.00 26491.90 24063.57 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8379 S6XOOCT0IEG5ABCC6L87 3132DWJY0 2053-10-01 4.000000 0.00 8928.75 8217.60 Agency Mortgage-Backed Securities FNMS 02.500 CLBT3270 B1V7KEBTPIMZEU4LTD58 3140LRT40 2051-08-01 2.500000 0.00 313207.06 263569.80 Agency Mortgage-Backed Securities FNMS 03.500 CLBT3354 B1V7KEBTPIMZEU4LTD58 3140LRWQ7 2051-07-01 3.500000 0.00 489629.88 441223.92 Agency Mortgage-Backed Securities FNMS 01.500 CIBT4446 B1V7KEBTPIMZEU4LTD58 3140LS5G7 2037-04-01 1.500000 0.00 115973.33 102964.60 Agency Mortgage-Backed Securities FNMS 02.000 CIBT8129 B1V7KEBTPIMZEU4LTD58 3140LXA70 2037-04-01 2.000000 0.00 43280.55 39311.45 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8531 S6XOOCT0IEG5ABCC6L87 3132DWPQ0 2055-05-01 4.500000 0.00 922.05 871.26 Agency Mortgage-Backed Securities FNMS 02.000 CLBU1450 B1V7KEBTPIMZEU4LTD58 3140M2TG7 2052-01-01 2.000000 0.00 6179.01 4878.28 Agency Mortgage-Backed Securities FNMS 02.500 CLBU3058 B1V7KEBTPIMZEU4LTD58 3140M4MG0 2051-12-01 2.500000 0.00 1534.52 1262.30 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8534 S6XOOCT0IEG5ABCC6L87 3132DWPT4 2055-05-01 6.000000 0.00 650.66 661.87 Agency Mortgage-Backed Securities FNMS 02.500 CLBU6173 B1V7KEBTPIMZEU4LTD58 3140M72F7 2051-12-01 2.500000 0.00 573074.44 484341.50 Agency Mortgage-Backed Securities 03.500 FGPC U79040 G S6XOOCT0IEG5ABCC6L87 3132G5BJ7 2029-07-01 3.500000 0.00 8594.06 8509.04 Agency Mortgage-Backed Securities FNMS 02.000 CLBU8229 B1V7KEBTPIMZEU4LTD58 3140MAEB6 2052-02-01 2.000000 0.00 1393176.16 1106163.29 Agency Mortgage-Backed Securities FNMS 03.500 CLBU8480 B1V7KEBTPIMZEU4LTD58 3140MAM68 2051-12-01 3.500000 0.00 1231.81 1107.84 Agency Mortgage-Backed Securities FNMS 01.500 CIBU8681 B1V7KEBTPIMZEU4LTD58 3140MAUF9 2037-05-01 1.500000 0.00 34568.58 30686.87 Agency Mortgage-Backed Securities FNMS 03.500 CLBU9819 B1V7KEBTPIMZEU4LTD58 3140MB4D1 2052-02-01 3.500000 0.00 1398103.40 1257737.55 Agency Mortgage-Backed Securities FNMS 03.500 CLBU9503 B1V7KEBTPIMZEU4LTD58 3140MBRZ7 2052-04-01 3.500000 0.00 31976.81 28905.97 Agency Mortgage-Backed Securities FNMS 04.000 CLBV1435 B1V7KEBTPIMZEU4LTD58 3140MESZ0 2055-03-01 4.000000 0.00 7687.90 7087.46 Agency Mortgage-Backed Securities FNMS 05.500 CLBV1653 B1V7KEBTPIMZEU4LTD58 3140MEZT6 2055-05-01 5.500000 0.00 5845.74 5883.01 Agency Mortgage-Backed Securities FNMS 04.000 CTBV2609 B1V7KEBTPIMZEU4LTD58 3140MF3T8 2042-07-01 4.000000 0.00 794558.74 757494.43 Agency Mortgage-Backed Securities 03.000 FGPC U80204 G N/A 3132G7GM1 2033-02-01 3.000000 0.00 361416.45 343355.03 Agency Mortgage-Backed Securities FNMS 08.000 CL613019 B1V7KEBTPIMZEU4LTD58 31388SAU9 2030-11-01 8.000000 0.00 80353.01 82801.74 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9945 B1V7KEBTPIMZEU4LTD58 3140MQBP3 2052-06-01 3.500000 0.00 5147.06 4629.87 Agency Mortgage-Backed Securities FNMS 04.500 CLBW0780 B1V7KEBTPIMZEU4LTD58 3140MR2N6 2052-08-01 4.500000 0.00 2583.76 2482.72 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0045 B1V7KEBTPIMZEU4LTD58 3140MRBP1 2052-07-01 5.000000 0.00 1197.71 1175.41 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0048 B1V7KEBTPIMZEU4LTD58 3140MRBS5 2052-07-01 5.000000 0.00 121707.89 119166.23 Agency Mortgage-Backed Securities FNMS 06.000 CLBW1225 B1V7KEBTPIMZEU4LTD58 3140MSLF0 2052-10-01 6.000000 0.00 1554894.12 1602714.89 Agency Mortgage-Backed Securities FNMS 06.500 CLBW2528 B1V7KEBTPIMZEU4LTD58 3140MTY23 2056-02-01 6.500000 0.00 4876.87 5136.22 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5686 B1V7KEBTPIMZEU4LTD58 3140W6J86 2056-05-01 5.000000 0.00 3114.58 3032.62 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5687 B1V7KEBTPIMZEU4LTD58 3140W6J94 2056-05-01 5.000000 0.00 12159441.06 11829052.84 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5689 B1V7KEBTPIMZEU4LTD58 3140W6KB7 2056-05-01 5.000000 0.00 1244619.88 1215429.40 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5690 B1V7KEBTPIMZEU4LTD58 3140W6KC5 2056-05-01 5.000000 0.00 46331955.02 45247076.87 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5692 B1V7KEBTPIMZEU4LTD58 3140W6KE1 2056-05-01 5.000000 0.00 72975131.63 71108841.32 Agency Mortgage-Backed Securities FNMS 02.500 CLFA5760 B1V7KEBTPIMZEU4LTD58 3140W6MJ8 2053-07-01 2.500000 0.00 15005018.52 12376189.29 Agency Mortgage-Backed Securities FNMS 02.500 CLFA5761 B1V7KEBTPIMZEU4LTD58 3140W6MK5 2054-01-01 2.500000 0.00 28852693.01 23848578.10 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5823 B1V7KEBTPIMZEU4LTD58 3140W6PH9 2055-07-01 5.500000 0.00 9957.58 9922.76 Agency Mortgage-Backed Securities FNMS 03.500 CLFA6349 B1V7KEBTPIMZEU4LTD58 3140W7BT6 2048-11-01 3.500000 0.00 7475.05 6845.87 Agency Mortgage-Backed Securities FNMS 03.500 CLFA6571 B1V7KEBTPIMZEU4LTD58 3140W7JR2 2052-04-01 3.500000 0.00 1024.00 921.01 Agency Mortgage-Backed Securities FNMS 08.000 CL613021 B1V7KEBTPIMZEU4LTD58 31388SAW5 2030-12-01 8.000000 0.00 24996.93 25570.76 Agency Mortgage-Backed Securities FNMS 07.000 CL617329 B1V7KEBTPIMZEU4LTD58 31388WY26 2031-12-01 7.000000 0.00 38375.48 40386.83 Agency Mortgage-Backed Securities FNMS 07.000 CL630992 B1V7KEBTPIMZEU4LTD58 31389N7D1 2031-09-01 7.000000 0.00 18585.90 19560.03 Agency Mortgage-Backed Securities FNMS 05.000 CLAI0511 B1V7KEBTPIMZEU4LTD58 3138ADR98 2041-04-01 5.000000 0.00 10425.68 10363.51 Agency Mortgage-Backed Securities FNMS 05.000 CLFM1094 B1V7KEBTPIMZEU4LTD58 3140X4GC4 2048-04-01 5.000000 0.00 2348663.48 2345982.88 Agency Mortgage-Backed Securities FNMS 05.000 CLFM1108 B1V7KEBTPIMZEU4LTD58 3140X4GS9 2044-11-01 5.000000 0.00 18165.90 18109.89 Agency Mortgage-Backed Securities FNMS 06.500 CLFM1138 B1V7KEBTPIMZEU4LTD58 3140X4HQ2 2037-08-01 6.500000 0.00 8531.63 8846.16 Agency Mortgage-Backed Securities FNMS 04.500 CLFM1263 B1V7KEBTPIMZEU4LTD58 3140X4MM5 2049-07-01 4.500000 0.00 197202.82 188162.65 Agency Mortgage-Backed Securities FNMS 04.000 CTAK3037 N/A 3138E7LT9 2032-02-01 4.000000 0.00 280266.29 274113.70 Agency Mortgage-Backed Securities FNMS 02.000 CIBU8781 B1V7KEBTPIMZEU4LTD58 3140MAXK5 2037-04-01 2.000000 0.00 46758.65 42440.33 Agency Mortgage-Backed Securities FNMS 03.000 CLBU1349 B1V7KEBTPIMZEU4LTD58 3140M2QB1 2052-02-01 3.000000 0.00 763.86 665.43 Agency Mortgage-Backed Securities FNMS 08.000 CLAL8519 B1V7KEBTPIMZEU4LTD58 3138ETPD2 2036-04-01 8.000000 0.00 56278.94 58945.64 Agency Mortgage-Backed Securities FNMS 03.500 CIAL8469 B1V7KEBTPIMZEU4LTD58 3138ETMT0 2031-04-01 3.500000 0.00 64187.81 63112.83 Agency Mortgage-Backed Securities FNMS 04.000 CLAL9696 B1V7KEBTPIMZEU4LTD58 3138ERX21 2046-03-01 4.000000 0.00 552322.02 522990.03 Agency Mortgage-Backed Securities FNMS 04.000 CLAL9222 B1V7KEBTPIMZEU4LTD58 3138ERG87 2046-08-01 4.000000 0.00 221484.95 207836.68 Agency Mortgage-Backed Securities FNMS 03.000 CQAL9061 B1V7KEBTPIMZEU4LTD58 3138ERB74 2046-08-01 3.000000 0.00 81772.70 71690.12 Agency Mortgage-Backed Securities FNMS 03.000 CLFM3241 B1V7KEBTPIMZEU4LTD58 3140X6S77 2050-03-01 3.000000 0.00 19714.25 17151.16 Agency Mortgage-Backed Securities FNMS 04.500 CIFM1381 B1V7KEBTPIMZEU4LTD58 3140X4RB4 2034-08-01 4.500000 0.00 2938.80 2928.54 Agency Mortgage-Backed Securities FNMS 04.000 CTFM1487 B1V7KEBTPIMZEU4LTD58 3140X4UM6 2039-09-01 4.000000 0.00 179705.37 172251.79 Agency Mortgage-Backed Securities FNMS 05.000 CLFM1564 B1V7KEBTPIMZEU4LTD58 3140X4W28 2049-07-01 5.000000 0.00 96333.19 94995.47 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7570 S6XOOCT0IEG5ABCC6L87 3132DVMT9 2054-05-01 6.000000 0.00 13142090.75 13598095.02 Agency Mortgage-Backed Securities FNMS 03.000 CIFM1649 B1V7KEBTPIMZEU4LTD58 3140X4ZP4 2030-07-01 3.000000 0.00 16249.79 16009.39 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2597 B1V7KEBTPIMZEU4LTD58 3140X53F8 2048-09-01 4.000000 0.00 1866420.25 1744002.36 Agency Mortgage-Backed Securities FNMS 06.500 CLAL1798 B1V7KEBTPIMZEU4LTD58 3138EH7L0 2039-10-01 6.500000 0.00 45.30 47.99 Agency Mortgage-Backed Securities FNMS 04.500 CLFM2378 B1V7KEBTPIMZEU4LTD58 3140X5UC5 2050-01-01 4.500000 0.00 17569.20 16852.20 Agency Mortgage-Backed Securities FNMS 03.500 CIFM2412 B1V7KEBTPIMZEU4LTD58 3140X5VE0 2035-01-01 3.500000 0.00 273730.13 264506.43 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2468 B1V7KEBTPIMZEU4LTD58 3140X5W66 2050-02-01 4.000000 0.00 1965299.30 1826315.95 Agency Mortgage-Backed Securities FNMS 06.500 CLAL1064 B1V7KEBTPIMZEU4LTD58 3138EHFE7 2039-10-01 6.500000 0.00 2559.20 2710.79 Agency Mortgage-Backed Securities FNMS 03.500 CNFM3343 B1V7KEBTPIMZEU4LTD58 3140X6WD9 2030-02-01 3.500000 0.00 3041.99 2995.25 Agency Mortgage-Backed Securities FNMS 07.000 CLAL1469 B1V7KEBTPIMZEU4LTD58 3138EHT36 2039-02-01 7.000000 0.00 19715.29 21017.94 Agency Mortgage-Backed Securities FNMS 05.000 CLAL2629 B1V7KEBTPIMZEU4LTD58 3138EJ4P0 2039-06-01 5.000000 0.00 27896.20 27862.35 Agency Mortgage-Backed Securities FNMS 05.000 CLFM4386 B1V7KEBTPIMZEU4LTD58 3140X72U2 2047-07-01 5.000000 0.00 148032.88 147576.45 Agency Mortgage-Backed Securities FNMS 04.500 CLAL4408 B1V7KEBTPIMZEU4LTD58 3138EL3S0 2043-11-01 4.500000 0.00 316322.98 305557.24 Agency Mortgage-Backed Securities FNMS 04.500 CTAL4577 B1V7KEBTPIMZEU4LTD58 3138EMCP4 2034-01-01 4.500000 0.00 81718.98 81225.40 Agency Mortgage-Backed Securities FNMS 04.000 CIFM4246 B1V7KEBTPIMZEU4LTD58 3140X7WG0 2031-03-01 4.000000 0.00 122.80 122.33 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5298 B1V7KEBTPIMZEU4LTD58 3140X83G0 2050-10-01 3.500000 0.00 8273.56 7433.98 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4544 B1V7KEBTPIMZEU4LTD58 3140X8BN6 2050-10-01 2.000000 0.00 267726.96 212207.53 Agency Mortgage-Backed Securities FNMS 03.000 CLFM4622 B1V7KEBTPIMZEU4LTD58 3140X8D46 2050-07-01 3.000000 0.00 33686.20 29632.06 Agency Mortgage-Backed Securities FNMS 04.500 CIFM6242 B1V7KEBTPIMZEU4LTD58 3140X95C5 2034-06-01 4.500000 0.00 791986.26 789010.77 Agency Mortgage-Backed Securities FNMS 03.000 CLFM6293 B1V7KEBTPIMZEU4LTD58 3140X97F6 2051-01-01 3.000000 0.00 3055.61 2625.87 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4654 B1V7KEBTPIMZEU4LTD58 31418EE48 2052-07-01 3.500000 0.00 8633503.34 7718469.98 Agency Mortgage-Backed Securities FNMS 03.000 CTMA4643 B1V7KEBTPIMZEU4LTD58 31418EER7 2042-05-01 3.000000 0.00 17249.15 15694.65 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4666 B1V7KEBTPIMZEU4LTD58 31418EFG0 2037-07-01 3.000000 0.00 232805.22 218028.61 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5097 B1V7KEBTPIMZEU4LTD58 3138EMUX7 2043-09-01 4.500000 0.00 113503.24 110132.20 Agency Mortgage-Backed Securities FNMS 04.000 CIAL6204 B1V7KEBTPIMZEU4LTD58 3138EN3N7 2029-02-01 4.000000 0.00 1.42 1.40 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4750 B1V7KEBTPIMZEU4LTD58 31418EH45 2052-07-01 2.000000 0.00 15179.86 11943.16 Agency Mortgage-Backed Securities FNMS 03.000 CTMA4727 B1V7KEBTPIMZEU4LTD58 31418EHD5 2042-08-01 3.000000 0.00 342746.82 311788.55 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4731 B1V7KEBTPIMZEU4LTD58 31418EHH6 2052-09-01 3.500000 0.00 207726.17 185562.76 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4782 B1V7KEBTPIMZEU4LTD58 31418EJ43 2052-10-01 3.500000 0.00 2377.22 2123.59 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4761 B1V7KEBTPIMZEU4LTD58 31418EJF8 2052-09-01 5.000000 0.00 1633.27 1596.55 Agency Mortgage-Backed Securities FNMS 06.000 CLMA4764 B1V7KEBTPIMZEU4LTD58 31418EJJ0 2052-09-01 6.000000 0.00 5054.87 5165.57 Agency Mortgage-Backed Securities FNMS 04.000 CTMA4779 B1V7KEBTPIMZEU4LTD58 31418EJZ4 2042-10-01 4.000000 0.00 620165.44 593095.43 Agency Mortgage-Backed Securities FNMS 03.000 CVAL5579 B1V7KEBTPIMZEU4LTD58 3138ENFV6 2029-05-01 3.000000 0.00 55489.72 54643.22 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4848 B1V7KEBTPIMZEU4LTD58 31418EL65 2037-11-01 2.000000 0.00 8622.94 7826.75 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4838 B1V7KEBTPIMZEU4LTD58 31418ELU2 2052-12-01 3.500000 0.00 1264.06 1129.20 Agency Mortgage-Backed Securities FNMS 04.000 CIAL5956 B1V7KEBTPIMZEU4LTD58 3138ENTN9 2027-05-01 4.000000 0.00 0.93 0.93 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4911 B1V7KEBTPIMZEU4LTD58 31418EN55 2052-12-01 3.000000 0.00 1683.41 1446.13 Agency Mortgage-Backed Securities FNMS 05.500 CIMA4886 B1V7KEBTPIMZEU4LTD58 31418ENC0 2037-12-01 5.500000 0.00 515.53 523.98 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4940 B1V7KEBTPIMZEU4LTD58 31418EP20 2053-03-01 5.000000 0.00 2238.37 2183.61 Agency Mortgage-Backed Securities FNMS 03.000 CLAL9859 B1V7KEBTPIMZEU4LTD58 3138ER5V8 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CLMA5107 B1V7KEBTPIMZEU4LTD58 31418EU99 2053-08-01 5.500000 0.00 46388.90 46564.27 Agency Mortgage-Backed Securities FNMS 02.000 CLBT9728 B1V7KEBTPIMZEU4LTD58 3140LYY23 2051-10-01 2.000000 0.00 36816.95 29083.61 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5165 B1V7KEBTPIMZEU4LTD58 31418EW30 2053-10-01 5.500000 0.00 1999.08 1995.15 Agency Mortgage-Backed Securities FNMS 06.500 CIMA5170 B1V7KEBTPIMZEU4LTD58 31418EW89 2038-09-01 6.500000 0.00 1622640.60 1688064.93 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5189 B1V7KEBTPIMZEU4LTD58 31418EXT2 2053-11-01 5.000000 0.00 905.81 882.60 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5190 B1V7KEBTPIMZEU4LTD58 31418EXU9 2053-11-01 5.500000 0.00 33215108.06 33214488.03 Agency Mortgage-Backed Securities FNMS 05.000 CLBU5242 B1V7KEBTPIMZEU4LTD58 3140M6ZG1 2054-12-01 5.000000 0.00 882.84 859.10 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5262 B1V7KEBTPIMZEU4LTD58 31418EZ45 2053-12-01 3.500000 0.00 1788.29 1597.47 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5245 B1V7KEBTPIMZEU4LTD58 31418EZK9 2054-01-01 5.000000 0.00 838.09 815.77 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5247 B1V7KEBTPIMZEU4LTD58 31418EZM5 2054-01-01 6.000000 0.00 4130.57 4201.73 Agency Mortgage-Backed Securities FNMS 06.000 CLMA6177 B1V7KEBTPIMZEU4LTD58 31418F2K2 2056-08-01 6.000000 0.00 1186739.00 1207257.72 Agency Mortgage-Backed Securities FNMS 06.500 CTMA5431 B1V7KEBTPIMZEU4LTD58 31418FA98 2044-07-01 6.500000 0.00 306329.91 323032.14 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5531 B1V7KEBTPIMZEU4LTD58 31418FED5 2054-11-01 5.500000 0.00 2265.59 2257.67 Agency Mortgage-Backed Securities FNMS 03.500 CLBU8931 B1V7KEBTPIMZEU4LTD58 3140MA4R2 2052-04-01 3.500000 0.00 8624.35 7704.19 Agency Mortgage-Backed Securities FNMS 06.000 CTMA5610 B1V7KEBTPIMZEU4LTD58 31418FGU5 2045-01-01 6.000000 0.00 420987.50 430722.41 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5631 B1V7KEBTPIMZEU4LTD58 31418FHH3 2055-02-01 6.500000 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31418FL47 2040-06-01 5.500000 0.00 5564.74 5654.79 Agency Mortgage-Backed Securities FNMS 06.000 CIMA5747 B1V7KEBTPIMZEU4LTD58 31418FL54 2040-06-01 6.000000 0.00 2287.95 2352.17 Agency Mortgage-Backed Securities FNMS 03.500 CLBV5584 B1V7KEBTPIMZEU4LTD58 3140MKF23 2052-05-01 3.500000 0.00 1564.48 1414.52 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5761 B1V7KEBTPIMZEU4LTD58 31418FMK0 2055-07-01 6.000000 0.00 721.78 734.21 Agency Mortgage-Backed Securities FNMS 04.000 CLBV9958 B1V7KEBTPIMZEU4LTD58 3140MQB40 2052-06-01 4.000000 0.00 3161900.71 2925084.89 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5790 B1V7KEBTPIMZEU4LTD58 31418FNG8 2055-08-01 4.500000 0.00 2845.32 2688.59 Agency Mortgage-Backed Securities FNMS 03.000 CLFM0076 B1V7KEBTPIMZEU4LTD58 3140X3CN6 2050-03-01 3.000000 0.00 66079.17 57451.21 Agency Mortgage-Backed Securities 05.000 FGPC N31013 G S6XOOCT0IEG5ABCC6L87 31281BDS6 2033-10-01 5.000000 0.00 8569.78 8478.80 Agency Mortgage-Backed Securities FNMS 05.000 CLFM1727 B1V7KEBTPIMZEU4LTD58 3140X44M5 2049-09-01 5.000000 0.00 234237.50 231298.21 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1786 B1V7KEBTPIMZEU4LTD58 3140X46Y7 2049-08-01 4.000000 0.00 491957.16 456624.47 Agency Mortgage-Backed Securities FNMS 07.000 CL622547 B1V7KEBTPIMZEU4LTD58 31389DTC1 2031-09-01 7.000000 0.00 523.96 551.42 Agency Mortgage-Backed Securities 05.220 FGPC T30137 G S6XOOCT0IEG5ABCC6L87 31286DEJ6 2037-08-01 5.220000 0.00 40512.18 40783.01 Agency Mortgage-Backed Securities 07.000 FGPC C60942 G S6XOOCT0IEG5ABCC6L87 31287LBK7 2031-11-01 7.000000 0.00 1437.66 1514.62 Agency Mortgage-Backed Securities 07.000 FGPC C65154 G S6XOOCT0IEG5ABCC6L87 31287QWP2 2032-03-01 7.000000 0.00 4932.91 5196.99 Agency Mortgage-Backed Securities 07.000 FGPC C68001 G S6XOOCT0IEG5ABCC6L87 31287T3J2 2032-06-01 7.000000 0.00 1765.54 1860.06 Agency Mortgage-Backed Securities FNMS 03.500 CIFM1796 B1V7KEBTPIMZEU4LTD58 3140X47J9 2034-10-01 3.500000 0.00 22519.20 21777.53 Agency Mortgage-Backed Securities 03.500 FGPC NB0014 G S6XOOCT0IEG5ABCC6L87 31289NAP1 2049-04-01 3.500000 0.00 755996.38 675056.13 Agency Mortgage-Backed Securities 05.000 FGPC G30395 G N/A 3128CUNL6 2028-05-01 5.000000 0.00 935.58 939.41 Agency Mortgage-Backed Securities 03.000 FGPC G30642 G S6XOOCT0IEG5ABCC6L87 3128CUWB8 2033-05-01 3.000000 0.00 10947.36 10480.56 Agency Mortgage-Backed Securities 05.000 FGPC D97505 G S6XOOCT0IEG5ABCC6L87 3128E4KS0 2027-12-01 5.000000 0.00 4140.20 4156.53 Agency Mortgage-Backed Securities 07.000 FGPC G03579 G S6XOOCT0IEG5ABCC6L87 3128M5JY7 2037-11-01 7.000000 0.00 173.21 182.48 Agency Mortgage-Backed Securities 03.500 FGPC G16014 G S6XOOCT0IEG5ABCC6L87 3128ME3X7 2031-09-01 3.500000 0.00 90197.06 88790.50 Agency Mortgage-Backed Securities 04.000 FGPC G08775 G S6XOOCT0IEG5ABCC6L87 3128MJ2H2 2047-08-01 4.000000 0.00 1061.31 991.43 Agency Mortgage-Backed Securities 03.500 FGPC G08800 G S6XOOCT0IEG5ABCC6L87 3128MJ3J7 2048-02-01 3.500000 0.00 14199.58 12811.66 Agency Mortgage-Backed Securities 03.500 FGPC G08816 G S6XOOCT0IEG5ABCC6L87 3128MJ4A5 2048-06-01 3.500000 0.00 200285.45 181695.69 Agency Mortgage-Backed Securities 03.000 FGPC G18688 G S6XOOCT0IEG5ABCC6L87 3128MMXS7 2033-05-01 3.000000 0.00 222676.88 214241.21 Agency Mortgage-Backed Securities 03.500 FGPC G18734 G S6XOOCT0IEG5ABCC6L87 3128MMY80 2034-05-01 3.500000 0.00 23295.79 22601.03 Agency Mortgage-Backed Securities 06.500 FGPC C90995 G S6XOOCT0IEG5ABCC6L87 3128P7C84 2026-10-01 6.500000 0.00 89.20 89.54 Agency Mortgage-Backed Securities 07.000 FGPC C91002 G S6XOOCT0IEG5ABCC6L87 3128P7DF7 2026-09-15 7.000000 0.00 229.29 230.28 Agency Mortgage-Backed Securities 06.500 FGPC C91135 G S6XOOCT0IEG5ABCC6L87 3128P7HL0 2027-10-01 6.500000 0.00 10343.88 10481.06 Agency Mortgage-Backed Securities 04.000 FGPC C91245 G S6XOOCT0IEG5ABCC6L87 3128P7L27 2029-04-01 4.000000 0.00 7395.91 7355.18 Agency Mortgage-Backed Securities 04.000 FGPC C91242 G S6XOOCT0IEG5ABCC6L87 3128P7LX9 2029-02-01 4.000000 0.00 491.56 488.06 Agency Mortgage-Backed Securities 04.500 FGPC C91288 G S6XOOCT0IEG5ABCC6L87 3128P7ND1 2030-02-01 4.500000 0.00 2411.90 2411.78 Agency Mortgage-Backed Securities 04.000 FGPC C91292 G S6XOOCT0IEG5ABCC6L87 3128P7NH2 2030-03-01 4.000000 0.00 214.34 212.46 Agency Mortgage-Backed Securities FNMS 03.500 CIFM1409 B1V7KEBTPIMZEU4LTD58 3140X4R73 2034-08-01 3.500000 0.00 1660.48 1610.09 Agency Mortgage-Backed Securities 04.000 FGPC C91389 G S6XOOCT0IEG5ABCC6L87 3128P7RJ4 2031-08-01 4.000000 0.00 94357.04 93159.02 Agency Mortgage-Backed Securities 04.000 FGPC C91886 G S6XOOCT0IEG5ABCC6L87 3128P8CX7 2036-07-01 4.000000 0.00 621291.45 601945.89 Agency Mortgage-Backed Securities 04.500 FGPC C91954 G S6XOOCT0IEG5ABCC6L87 3128P8E31 2037-07-01 4.500000 0.00 13132.45 12931.20 Agency Mortgage-Backed Securities 04.000 FGPC C91957 G S6XOOCT0IEG5ABCC6L87 3128P8E64 2037-09-01 4.000000 0.00 7354.88 7105.18 Agency Mortgage-Backed Securities 04.500 FGPC C91997 G S6XOOCT0IEG5ABCC6L87 3128P8GE5 2038-04-01 4.500000 0.00 26569.94 25944.96 Agency Mortgage-Backed Securities 04.500 FGPC C92015 G S6XOOCT0IEG5ABCC6L87 3128P8GY1 2038-07-01 4.500000 0.00 638198.46 630151.41 Agency Mortgage-Backed Securities 03.500 FGPC T50017 G S6XOOCT0IEG5ABCC6L87 3128RXAS3 2036-08-01 3.500000 0.00 352816.23 331945.62 Agency Mortgage-Backed Securities 04.000 FGPC T61745 G N/A 3128S25E7 2044-01-01 4.000000 0.00 296624.75 275968.79 Agency Mortgage-Backed Securities 03.500 FGPC T61602 G N/A 3128S2X71 2043-06-01 3.500000 0.00 984942.08 895419.38 Agency Mortgage-Backed Securities 03.000 FGPC T61844 G S6XOOCT0IEG5ABCC6L87 3128S3BM0 2045-01-01 3.000000 0.00 6049.34 5363.05 Agency Mortgage-Backed Securities 03.000 FGPC T62114 G S6XOOCT0IEG5ABCC6L87 3128S3K32 2036-12-01 3.000000 0.00 1913740.26 1790506.87 Agency Mortgage-Backed Securities 04.500 FGPC T62182 G S6XOOCT0IEG5ABCC6L87 3128S3M71 2047-10-01 4.500000 0.00 434042.62 412096.12 Agency Mortgage-Backed Securities 03.000 FGPC T62201 G S6XOOCT0IEG5ABCC6L87 3128S3NS4 2048-01-01 3.000000 0.00 54942.06 47880.80 Agency Mortgage-Backed Securities 05.500 FGPC H09159 G S6XOOCT0IEG5ABCC6L87 3128UNE81 2038-02-01 5.500000 0.00 14615.20 14413.56 Agency Mortgage-Backed Securities 05.500 FGPC H09204 G S6XOOCT0IEG5ABCC6L87 3128UNGM8 2037-06-01 5.500000 0.00 203.19 203.83 Agency Mortgage-Backed Securities 04.000 FGPC C09071 G S6XOOCT0IEG5ABCC6L87 31292SCG3 2045-02-01 4.000000 0.00 1996.91 1889.56 Agency Mortgage-Backed Securities 05.000 FGPC A87388 G S6XOOCT0IEG5ABCC6L87 312934F56 2039-07-01 5.000000 0.00 426.11 422.73 Agency Mortgage-Backed Securities 07.000 FGPC C22229 G S6XOOCT0IEG5ABCC6L87 31293KPN0 2029-02-01 7.000000 0.00 1283.78 1352.50 Agency Mortgage-Backed Securities 07.500 FGPC C31604 G S6XOOCT0IEG5ABCC6L87 31293WX96 2029-10-01 7.500000 0.00 67.02 68.08 Agency Mortgage-Backed Securities 04.500 FGPC A93614 G S6XOOCT0IEG5ABCC6L87 312942AP0 2040-08-01 4.500000 0.00 1800.23 1757.87 Agency Mortgage-Backed Securities 08.000 FGPC C34785 G 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04.000 FGPC J28980 G S6XOOCT0IEG5ABCC6L87 31307H6R3 2029-08-01 4.000000 0.00 1364.31 1357.79 Agency Mortgage-Backed Securities 04.000 FGPC J28986 G S6XOOCT0IEG5ABCC6L87 31307H6X0 2029-08-01 4.000000 0.00 558.02 554.83 Agency Mortgage-Backed Securities 04.000 FGPC J28988 G S6XOOCT0IEG5ABCC6L87 31307H6Z5 2029-08-01 4.000000 0.00 1083.49 1076.25 Agency Mortgage-Backed Securities 07.500 FGPC C01353 G S6XOOCT0IEG5ABCC6L87 31292HQE7 2032-03-01 7.500000 0.00 7064.63 7368.44 Agency Mortgage-Backed Securities 04.000 FGPC J29184 G S6XOOCT0IEG5ABCC6L87 31307JFZ1 2029-09-01 4.000000 0.00 1845.71 1838.24 Agency Mortgage-Backed Securities 02.500 FGPC J31336 G S6XOOCT0IEG5ABCC6L87 31307MPV2 2030-04-01 2.500000 0.00 61766.94 59815.68 Agency Mortgage-Backed Securities 03.000 FGPC J39602 G S6XOOCT0IEG5ABCC6L87 31307WU36 2033-09-01 3.000000 0.00 350929.88 336024.84 Agency Mortgage-Backed Securities 04.000 FGPC U90773 G S6XOOCT0IEG5ABCC6L87 3132H32E2 2043-01-01 4.000000 0.00 266459.19 253438.22 Agency Mortgage-Backed Securities 03.500 FGPC U90778 G S6XOOCT0IEG5ABCC6L87 3132H32K8 2043-01-01 3.500000 0.00 11971.77 11058.72 Agency Mortgage-Backed Securities 08.000 FGPC C01132 G S6XOOCT0IEG5ABCC6L87 31292HHH0 2031-01-01 8.000000 0.00 74.79 76.85 Agency Mortgage-Backed Securities 08.000 FGPC C01025 G S6XOOCT0IEG5ABCC6L87 31292HD68 2030-07-01 8.000000 0.00 23.86 24.96 Agency Mortgage-Backed Securities 08.000 FGPC C00972 G S6XOOCT0IEG5ABCC6L87 31292HCH5 2030-04-01 8.000000 0.00 96.24 99.88 Agency Mortgage-Backed Securities 03.000 FGPC U90068 G S6XOOCT0IEG5ABCC6L87 3132H3CD3 2042-08-01 3.000000 0.00 1496456.31 1341604.50 Agency Mortgage-Backed Securities 04.000 FGPC U90316 G S6XOOCT0IEG5ABCC6L87 3132H3K51 2042-10-01 4.000000 0.00 509088.77 484073.84 Agency Mortgage-Backed Securities 07.500 FGPC C00921 G S6XOOCT0IEG5ABCC6L87 31292HAW4 2030-02-01 7.500000 0.00 1027.58 1056.50 Agency Mortgage-Backed Securities 08.000 FGPC C00901 G S6XOOCT0IEG5ABCC6L87 31292HAA2 2029-12-01 8.000000 0.00 58.97 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CLZJ5214 S6XOOCT0IEG5ABCC6L87 3131WVYK6 2030-01-01 7.000000 0.00 51.17 53.85 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ5249 S6XOOCT0IEG5ABCC6L87 3131WVZN9 2029-10-01 6.500000 0.00 84.01 87.10 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ6175 S6XOOCT0IEG5ABCC6L87 3131WW2G8 2032-06-01 7.000000 0.00 89.22 93.89 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ6176 S6XOOCT0IEG5ABCC6L87 3131WW2H6 2032-06-01 7.000000 0.00 490.92 516.65 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ6194 S6XOOCT0IEG5ABCC6L87 3131WW3B8 2032-06-01 7.000000 0.00 16.36 17.22 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ6204 S6XOOCT0IEG5ABCC6L87 3131WW3M4 2032-06-01 7.000000 0.00 3713.51 3908.15 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ6213 S6XOOCT0IEG5ABCC6L87 3131WW3W2 2032-06-01 7.000000 0.00 18332.91 19293.78 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ6260 S6XOOCT0IEG5ABCC6L87 3131WW5V2 2032-07-01 7.000000 0.00 6494.39 6834.78 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ6265 S6XOOCT0IEG5ABCC6L87 3131WW6A7 2032-07-01 7.000000 0.00 1839.20 1935.60 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ5415 S6XOOCT0IEG5ABCC6L87 3131WWAQ7 2031-10-01 6.500000 0.00 470.45 487.80 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ5506 S6XOOCT0IEG5ABCC6L87 3131WWDK7 2031-04-01 7.000000 0.00 1004.32 1056.96 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ5666 S6XOOCT0IEG5ABCC6L87 3131WWJK1 2032-01-01 7.000000 0.00 170.49 179.43 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ5710 S6XOOCT0IEG5ABCC6L87 3131WWKX1 2032-01-01 6.500000 0.00 100.71 104.42 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ5738 S6XOOCT0IEG5ABCC6L87 3131WWLT9 2032-02-01 7.000000 0.00 4741.12 4989.61 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ5815 S6XOOCT0IEG5ABCC6L87 3131WWN83 2031-12-01 7.000000 0.00 17348.99 18258.29 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ5816 S6XOOCT0IEG5ABCC6L87 3131WWN91 2031-12-01 7.000000 0.00 80360.08 84571.94 Agency Mortgage-Backed 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6818.11 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ4750 S6XOOCT0IEG5ABCC6L87 3133CVH31 2054-09-01 5.500000 0.00 1679.36 1684.74 Agency Mortgage-Backed Securities FEPC 07.000 CLQJ5686 S6XOOCT0IEG5ABCC6L87 3133CWJ78 2054-10-01 7.000000 0.00 1645.64 1739.93 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ6497 S6XOOCT0IEG5ABCC6L87 3133CXGE4 2054-10-01 5.500000 0.00 369402.88 369172.87 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9610 B1V7KEBTPIMZEU4LTD58 3138WKVC6 2047-05-01 4.500000 0.00 67929.73 65319.87 Agency Mortgage-Backed Securities FNMS 03.500 CQAS9628 B1V7KEBTPIMZEU4LTD58 3138WKVW2 2047-04-01 3.500000 0.00 481594.06 437110.98 Agency Mortgage-Backed Securities FEPC 06.500 CLZI0727 S6XOOCT0IEG5ABCC6L87 3131WCYY8 2033-10-01 6.500000 0.00 6386.82 6622.28 Agency Mortgage-Backed Securities FEPC 06.000 CLZI1006 S6XOOCT0IEG5ABCC6L87 3131WDDK9 2033-11-01 6.000000 0.00 344.35 350.28 Agency Mortgage-Backed Securities FNMS 03.000 CLAT2722 B1V7KEBTPIMZEU4LTD58 3138WQAY8 2043-05-01 3.000000 0.00 421773.96 379706.23 Agency Mortgage-Backed Securities FNMS 02.500 CVAT2767 B1V7KEBTPIMZEU4LTD58 3138WQCD2 2028-05-01 2.500000 0.00 2423.55 2387.23 Agency Mortgage-Backed Securities FNMS 04.000 CRAT6299 B1V7KEBTPIMZEU4LTD58 3138WT7M2 2043-06-01 4.000000 0.00 254181.49 241429.80 Agency Mortgage-Backed Securities FNMS 03.000 PLAT6118 B1V7KEBTPIMZEU4LTD58 3138WTYQ3 2043-01-01 3.000000 0.00 264493.80 238230.88 Agency Mortgage-Backed Securities FEPC 06.500 CLZI1149 S6XOOCT0IEG5ABCC6L87 3131WDH25 2029-08-01 6.500000 0.00 22.52 23.35 Agency Mortgage-Backed Securities FNMS 03.000 CLAU3057 B1V7KEBTPIMZEU4LTD58 3138X2MF8 2043-09-01 3.000000 0.00 20104.83 17833.97 Agency Mortgage-Backed Securities FNMS 03.000 CLAU6067 B1V7KEBTPIMZEU4LTD58 3138X5W52 2043-07-01 3.000000 0.00 72972.99 65605.20 Agency Mortgage-Backed Securities FNMS 04.000 CLAU7169 B1V7KEBTPIMZEU4LTD58 3138X66F7 2043-09-01 4.000000 0.00 742921.14 707909.74 Agency Mortgage-Backed Securities FNMS 03.000 PLAU9420 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B1V7KEBTPIMZEU4LTD58 3138XLV66 2044-03-01 5.000000 0.00 22518.57 22179.77 Agency Mortgage-Backed Securities FNMS 04.000 CLAV8846 B1V7KEBTPIMZEU4LTD58 3138XLZL9 2044-10-01 4.000000 0.00 524996.84 496650.86 Agency Mortgage-Backed Securities FNMS 04.500 CQAW2733 N/A 3138XSBB2 2044-04-01 4.500000 0.00 598863.46 577190.59 Agency Mortgage-Backed Securities FNMS 04.000 CIAX5294 B1V7KEBTPIMZEU4LTD58 3138Y63C6 2027-01-01 4.000000 0.00 0.87 0.87 Agency Mortgage-Backed Securities FNMS 05.000 CLAX5297 B1V7KEBTPIMZEU4LTD58 3138Y63F9 2042-01-01 5.000000 0.00 141259.18 140756.53 Agency Mortgage-Backed Securities FNMS 04.000 CLAY4361 B1V7KEBTPIMZEU4LTD58 3138YHZ37 2045-03-01 4.000000 0.00 40959.25 38827.45 Agency Mortgage-Backed Securities FNMS 03.000 CIAY8888 B1V7KEBTPIMZEU4LTD58 3138YN2W6 2030-04-01 3.000000 0.00 148061.60 144167.58 Agency Mortgage-Backed Securities FEPC 06.500 CLZI6804 S6XOOCT0IEG5ABCC6L87 3131WKRZ5 2037-11-01 6.500000 0.00 692.86 726.20 Agency Mortgage-Backed Securities FNMS 03.500 CIAZ2881 B1V7KEBTPIMZEU4LTD58 3138YUFX4 2030-08-01 3.500000 0.00 85.59 83.93 Agency Mortgage-Backed Securities FNMS 03.000 CIAZ5889 B1V7KEBTPIMZEU4LTD58 3138YXRK3 2030-09-01 3.000000 0.00 45851.18 44699.77 Agency Mortgage-Backed Securities FNMS 03.000 CIAZ5921 B1V7KEBTPIMZEU4LTD58 3138YXSK2 2030-09-01 3.000000 0.00 194924.03 189387.99 Agency Mortgage-Backed Securities FNMS 06.500 CL640058 B1V7KEBTPIMZEU4LTD58 31390AB33 2032-03-01 6.500000 0.00 48.68 50.47 Agency Mortgage-Backed Securities FNMS 06.500 CL640059 B1V7KEBTPIMZEU4LTD58 31390AB41 2032-03-01 6.500000 0.00 17.73 18.38 Agency Mortgage-Backed Securities FNMS 07.000 CL640291 B1V7KEBTPIMZEU4LTD58 31390AKC3 2032-08-01 7.000000 0.00 180.39 189.85 Agency Mortgage-Backed Securities FNMS 07.000 CL641336 B1V7KEBTPIMZEU4LTD58 31390BPV4 2032-04-01 7.000000 0.00 3861.41 4063.79 Agency Mortgage-Backed Securities FNMS 07.000 CL641619 B1V7KEBTPIMZEU4LTD58 31390BYQ5 2032-04-01 7.000000 0.00 55495.92 58404.59 Agency Mortgage-Backed Securities FNMS 08.000 CL641998 B1V7KEBTPIMZEU4LTD58 31390CGF7 2032-05-01 8.000000 0.00 36.62 37.35 Agency Mortgage-Backed Securities FNMS 07.000 CL642198 B1V7KEBTPIMZEU4LTD58 31390CNP7 2032-05-01 7.000000 0.00 537.93 566.13 Agency Mortgage-Backed Securities FNMS 06.500 CL642345 B1V7KEBTPIMZEU4LTD58 31390CTA4 2032-05-01 6.500000 0.00 603.03 625.26 Agency Mortgage-Backed Securities FNMS 06.500 CL644527 B1V7KEBTPIMZEU4LTD58 31390FA41 2032-07-01 6.500000 0.00 139.60 144.75 Agency Mortgage-Backed Securities FEPC 08.500 CLZJ4571 S6XOOCT0IEG5ABCC6L87 3131WVCG9 2030-04-01 8.500000 0.00 428.19 445.80 Agency Mortgage-Backed Securities FNMS 06.500 CL649882 B1V7KEBTPIMZEU4LTD58 31390L6T8 2032-09-01 6.500000 0.00 523.19 542.48 Agency Mortgage-Backed Securities FNMS 08.000 CL650078 B1V7KEBTPIMZEU4LTD58 31390MFT6 2032-07-01 8.000000 0.00 8852.36 9018.45 Agency Mortgage-Backed Securities FNMS 07.000 CL650101 B1V7KEBTPIMZEU4LTD58 31390MGJ7 2032-08-01 7.000000 0.00 372.02 391.51 Agency Mortgage-Backed Securities FNMS 06.500 CL651649 B1V7KEBTPIMZEU4LTD58 31390N5J7 2026-09-25 6.500000 0.00 60.71 62.95 Agency Mortgage-Backed Securities FNMS 07.000 CL651361 B1V7KEBTPIMZEU4LTD58 31390NTS1 2032-07-01 7.000000 0.00 92.97 97.85 Agency Mortgage-Backed Securities FNMS 06.500 CL653674 B1V7KEBTPIMZEU4LTD58 31390RFP3 2032-09-01 6.500000 0.00 568.62 589.58 Agency Mortgage-Backed Securities FNMS 07.000 CL655928 B1V7KEBTPIMZEU4LTD58 31390TVV8 2032-08-01 7.000000 0.00 11626.49 12235.86 Agency Mortgage-Backed Securities FNMS 06.500 CL658817 B1V7KEBTPIMZEU4LTD58 31390W4A7 2032-08-01 6.500000 0.00 7.59 7.87 Agency Mortgage-Backed Securities FNMS 05.500 CL660702 B1V7KEBTPIMZEU4LTD58 31391AAB5 2032-12-01 5.500000 0.00 244.03 243.31 Agency Mortgage-Backed Securities FNMS 08.000 CL661175 B1V7KEBTPIMZEU4LTD58 31391AQ44 2032-06-01 8.000000 0.00 96.36 98.61 Agency Mortgage-Backed Securities FNMS 06.500 CL662170 B1V7KEBTPIMZEU4LTD58 31391BT31 2032-09-01 6.500000 0.00 148.72 154.21 Agency Mortgage-Backed Securities FNMS 07.500 CL662912 B1V7KEBTPIMZEU4LTD58 31391CN50 2032-11-01 7.500000 0.00 193.43 195.09 Agency Mortgage-Backed Securities FNMS 05.000 CL667107 N/A 31391HDL5 2032-05-01 5.000000 0.00 28124.05 27794.96 Agency Mortgage-Backed Securities FNMS 05.500 CL669952 B1V7KEBTPIMZEU4LTD58 31391LH57 2033-01-01 5.500000 0.00 512.78 520.72 Agency Mortgage-Backed Securities FNMS 07.000 CL670387 B1V7KEBTPIMZEU4LTD58 31391LXQ3 2032-08-01 7.000000 0.00 297.44 313.03 Agency Mortgage-Backed Securities FNMS 07.000 CL671054 N/A 31391MQF3 2033-01-01 7.000000 0.00 419.77 441.77 Agency Mortgage-Backed Securities FNMS 08.000 CL672421 B1V7KEBTPIMZEU4LTD58 31391PAW6 2032-09-01 8.000000 0.00 81394.67 84455.08 Agency Mortgage-Backed Securities FNMS 06.500 CL672436 B1V7KEBTPIMZEU4LTD58 31391PBD7 2032-09-01 6.500000 0.00 1367.02 1421.81 Agency Mortgage-Backed Securities FNMS 05.500 CL677565 B1V7KEBTPIMZEU4LTD58 31391UW27 2033-01-01 5.500000 0.00 225.06 224.64 Agency Mortgage-Backed Securities FNMS 06.500 CL678392 B1V7KEBTPIMZEU4LTD58 31391VUR2 2032-12-01 6.500000 0.00 12.28 12.74 Agency Mortgage-Backed Securities FNMS 05.500 CL678848 B1V7KEBTPIMZEU4LTD58 31391WEV9 2032-12-01 5.500000 0.00 35.31 35.59 Agency Mortgage-Backed Securities FNMS 07.000 CL679887 B1V7KEBTPIMZEU4LTD58 31391XJ83 2032-08-01 7.000000 0.00 1553.56 1634.99 Agency Mortgage-Backed Securities FNMS 05.500 CL682719 B1V7KEBTPIMZEU4LTD58 31400BPC4 2033-01-01 5.500000 0.00 1129.42 1127.02 Agency Mortgage-Backed Securities FNMS 05.500 CL684010 B1V7KEBTPIMZEU4LTD58 31400C3T9 2033-02-01 5.500000 0.00 17681.77 17900.64 Agency Mortgage-Backed Securities FNMS 05.500 CL684212 B1V7KEBTPIMZEU4LTD58 31400DDR0 2033-01-01 5.500000 0.00 30.18 30.08 Agency Mortgage-Backed Securities FNMS 07.000 CL684746 B1V7KEBTPIMZEU4LTD58 31400DWF5 2033-04-01 7.000000 0.00 30615.40 32220.02 Agency Mortgage-Backed Securities FNMS 06.500 CL687376 B1V7KEBTPIMZEU4LTD58 31400GT96 2032-12-01 6.500000 0.00 3076.42 3189.84 Agency Mortgage-Backed Securities FNMS 07.500 CL694046 B1V7KEBTPIMZEU4LTD58 31400QBP7 2033-03-01 7.500000 0.00 207.00 210.18 Agency Mortgage-Backed Securities FNMS 06.500 CL695954 B1V7KEBTPIMZEU4LTD58 31400SE39 2033-03-01 6.500000 0.00 1083.98 1123.94 Agency Mortgage-Backed Securities FNMS 05.250 CL699919 B1V7KEBTPIMZEU4LTD58 31400WSG6 2033-04-01 5.250000 0.00 1491.50 1490.44 Agency Mortgage-Backed Securities FNMS 05.000 CL702716 B1V7KEBTPIMZEU4LTD58 31401AVH7 2033-07-01 5.000000 0.00 24441.45 24285.36 Agency Mortgage-Backed Securities FNMS 05.000 CL721120 B1V7KEBTPIMZEU4LTD58 31401XDZ7 2034-05-01 5.000000 0.00 11757.52 11639.48 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ5050 S6XOOCT0IEG5ABCC6L87 3131WVTF3 2031-05-01 7.000000 0.00 248.18 261.19 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ5103 S6XOOCT0IEG5ABCC6L87 3131WVU46 2031-06-01 7.000000 0.00 2377.50 2502.11 Agency Mortgage-Backed Securities FNMS 07.000 CLAE0758 B1V7KEBTPIMZEU4LTD58 31419AZY6 2039-02-01 7.000000 0.00 26883.63 28292.67 Agency Mortgage-Backed Securities FNMS 05.000 CLAD9193 B1V7KEBTPIMZEU4LTD58 31418XGB8 2040-09-01 5.000000 0.00 3599.19 3586.38 Agency Mortgage-Backed Securities FNMS 05.000 CLAD6374 B1V7KEBTPIMZEU4LTD58 31418UCL6 2040-05-01 5.000000 0.00 698.03 695.64 Agency Mortgage-Backed Securities 04.000 FGPC J29101 G S6XOOCT0IEG5ABCC6L87 31307JDE0 2029-08-01 4.000000 0.00 3623.48 3597.81 Agency Mortgage-Backed Securities FNMS 04.500 CTAD5222 B1V7KEBTPIMZEU4LTD58 31418SYU7 2030-05-01 4.500000 0.00 6465.67 6445.82 Agency Mortgage-Backed Securities FNMS 06.500 CLAD0130 B1V7KEBTPIMZEU4LTD58 31418MEC2 2039-08-01 6.500000 0.00 271.96 288.08 Agency Mortgage-Backed Securities FEPC 02.000 CLQC1164 S6XOOCT0IEG5ABCC6L87 3133AKJH4 2051-04-01 2.000000 0.00 57946.98 46541.60 Agency Mortgage-Backed Securities FEPC 02.000 CLQD5748 S6XOOCT0IEG5ABCC6L87 3133B3L54 2052-02-01 2.000000 0.00 848.99 669.58 Agency Mortgage-Backed Securities FEPC 04.500 CLQE0679 S6XOOCT0IEG5ABCC6L87 3133B9XG4 2052-04-01 4.500000 0.00 3966.05 3807.25 Agency Mortgage-Backed Securities FEPC 03.500 CLQE1079 S6XOOCT0IEG5ABCC6L87 3133BAFU0 2052-04-01 3.500000 0.00 878790.74 785036.66 Agency Mortgage-Backed Securities FEPC 04.000 CLQE4379 S6XOOCT0IEG5ABCC6L87 3133BD2L8 2052-06-01 4.000000 0.00 1234.11 1140.25 Agency Mortgage-Backed Securities FEPC 04.000 CLQE6074 S6XOOCT0IEG5ABCC6L87 3133BFXB1 2052-07-01 4.000000 0.00 379919.86 350008.13 Agency Mortgage-Backed Securities FEPC 05.500 CLQF0490 S6XOOCT0IEG5ABCC6L87 3133BMRK3 2052-09-01 5.500000 0.00 34011.59 34023.54 Agency Mortgage-Backed Securities FEPC 04.000 CLQF7852 S6XOOCT0IEG5ABCC6L87 3133BVWM3 2053-02-01 4.000000 0.00 1876.97 1729.28 Agency Mortgage-Backed Securities FEPC 04.500 CLQG0986 S6XOOCT0IEG5ABCC6L87 3133C1CX6 2053-03-01 4.500000 0.00 563053.96 536312.27 Agency Mortgage-Backed Securities FEPC 05.500 CLQG1295 S6XOOCT0IEG5ABCC6L87 3133C1NL0 2053-04-01 5.500000 0.00 2881.16 2892.00 Agency Mortgage-Backed Securities FNMS 03.000 CKAT0239 B1V7KEBTPIMZEU4LTD58 3138WMHR5 2043-03-01 3.000000 0.00 81369.49 72045.36 Agency Mortgage-Backed Securities FNMS 05.000 CLAD7136 B1V7KEBTPIMZEU4LTD58 31418U4W1 2040-07-01 5.000000 0.00 30373.33 30266.31 Agency Mortgage-Backed Securities FNMS 02.500 CIAT2060 B1V7KEBTPIMZEU4LTD58 3138WPJE5 2028-04-01 2.500000 0.00 15227.18 15026.54 Agency Mortgage-Backed Securities FNMS 04.000 CRAU1305 B1V7KEBTPIMZEU4LTD58 3138X0NX2 2043-07-01 4.000000 0.00 115479.54 109683.66 Agency Mortgage-Backed Securities FNMS 03.500 CIAV6368 B1V7KEBTPIMZEU4LTD58 3138XJCE5 2029-01-01 3.500000 0.00 14.15 14.02 Agency Mortgage-Backed Securities FNMS 03.000 CIAY8445 B1V7KEBTPIMZEU4LTD58 3138YNL39 2030-08-01 3.000000 0.00 105208.42 102680.26 Agency Mortgage-Backed Securities FNMS 05.000 CLAD5490 B1V7KEBTPIMZEU4LTD58 31418TC47 2040-05-01 5.000000 0.00 20117.29 20051.42 Agency Mortgage-Backed Securities FNMS 07.000 CL644591 B1V7KEBTPIMZEU4LTD58 31390FC49 2032-05-01 7.000000 0.00 2097.88 2207.84 Agency Mortgage-Backed Securities FNMS 05.500 CL725424 B1V7KEBTPIMZEU4LTD58 31402C4H2 2034-04-01 5.500000 0.00 257897.00 260439.69 Agency Mortgage-Backed Securities FNMS 08.000 CL725164 B1V7KEBTPIMZEU4LTD58 31402CTV4 2033-03-01 8.000000 0.00 1684.39 1714.60 Agency Mortgage-Backed Securities FNMS 05.000 CL725205 B1V7KEBTPIMZEU4LTD58 31402CU67 2034-03-01 5.000000 0.00 4934.69 4919.32 Agency Mortgage-Backed Securities FNMS 05.500 CL725223 B1V7KEBTPIMZEU4LTD58 31402CVQ2 2034-03-01 5.500000 0.00 51900.27 52350.42 Agency Mortgage-Backed Securities FNMS 06.500 CL725280 B1V7KEBTPIMZEU4LTD58 31402CXH0 2034-01-01 6.500000 0.00 23.71 24.59 Agency Mortgage-Backed Securities FNMS 07.000 CL725774 B1V7KEBTPIMZEU4LTD58 31402DJT8 2034-07-01 7.000000 0.00 31977.09 33653.08 Agency Mortgage-Backed Securities FNMS 08.500 GO735225 B1V7KEBTPIMZEU4LTD58 31402QYW5 2034-04-01 8.500000 0.00 132.28 133.09 Agency Mortgage-Backed Securities FNMS 06.500 CL735644 B1V7KEBTPIMZEU4LTD58 31402RHV4 2031-11-01 6.500000 0.00 27713.00 28734.68 Agency Mortgage-Backed Securities FNMS 05.000 CL735676 B1V7KEBTPIMZEU4LTD58 31402RJV2 2035-07-01 5.000000 0.00 36084.16 35942.15 Agency Mortgage-Backed Securities FNMS 06.000 KL735881 B1V7KEBTPIMZEU4LTD58 31402RRA9 2034-11-01 6.000000 0.00 24898.54 25155.62 Agency Mortgage-Backed Securities FNMS 05.000 CL745275 B1V7KEBTPIMZEU4LTD58 31403C6L0 2036-02-01 5.000000 0.00 99407.84 99277.28 Agency Mortgage-Backed Securities FNMS 06.000 RE745101 B1V7KEBTPIMZEU4LTD58 31403CX63 2032-04-01 6.000000 0.00 1779.56 1800.79 Agency Mortgage-Backed Securities FNMS 05.000 CL745355 B1V7KEBTPIMZEU4LTD58 31403DBY4 2036-03-01 5.000000 0.00 26766.78 26832.19 Agency Mortgage-Backed Securities FNMS 08.000 CL745425 B1V7KEBTPIMZEU4LTD58 31403DD63 2032-11-01 8.000000 0.00 845.93 875.59 Agency Mortgage-Backed Securities FNMS 06.500 CL745415 B1V7KEBTPIMZEU4LTD58 31403DDU0 2036-01-01 6.500000 0.00 55.53 57.58 Agency Mortgage-Backed Securities FNMS 06.000 CL745640 B1V7KEBTPIMZEU4LTD58 31403DLV9 2036-06-01 6.000000 0.00 58.12 59.65 Agency Mortgage-Backed Securities FNMS 04.000 CICA2528 B1V7KEBTPIMZEU4LTD58 3140Q9Y23 2033-10-01 4.000000 0.00 4438.70 4366.75 Agency Mortgage-Backed Securities FNMS 04.000 CICA2533 B1V7KEBTPIMZEU4LTD58 3140Q9Y72 2033-10-01 4.000000 0.00 4613.92 4541.13 Agency Mortgage-Backed Securities FNMS 04.000 CICA2527 B1V7KEBTPIMZEU4LTD58 3140Q9YZ0 2033-10-01 4.000000 0.00 8247.05 8111.72 Agency Mortgage-Backed Securities FNMS 04.000 CICA2555 B1V7KEBTPIMZEU4LTD58 3140Q9ZV8 2033-11-01 4.000000 0.00 350509.00 344977.38 Agency Mortgage-Backed Securities FNMS 04.000 CICA2557 B1V7KEBTPIMZEU4LTD58 3140Q9ZX4 2033-11-01 4.000000 0.00 34353.39 33797.50 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3489 B1V7KEBTPIMZEU4LTD58 3140QA2X7 2049-05-01 4.000000 0.00 157692.53 147100.85 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3514 B1V7KEBTPIMZEU4LTD58 3140QA3Y4 2049-05-01 4.500000 0.00 65618.51 63017.39 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2789 B1V7KEBTPIMZEU4LTD58 3140QAC32 2048-12-01 4.000000 0.00 954051.99 896580.22 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2798 B1V7KEBTPIMZEU4LTD58 3140QADC1 2048-12-01 4.500000 0.00 16485.10 15860.74 Agency Mortgage-Backed Securities FNMS 04.000 CICA2883 B1V7KEBTPIMZEU4LTD58 3140QAFZ8 2034-01-01 4.000000 0.00 356560.56 350855.00 Agency Mortgage-Backed Securities FNMS 03.500 CICA3152 B1V7KEBTPIMZEU4LTD58 3140QAQE3 2034-02-01 3.500000 0.00 517142.50 502437.90 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3343 B1V7KEBTPIMZEU4LTD58 3140QAWD8 2049-04-01 4.500000 0.00 70208.52 67343.03 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3387 B1V7KEBTPIMZEU4LTD58 3140QAXR6 2049-04-01 4.000000 0.00 204211.30 190495.11 Agency Mortgage-Backed Securities FNMS 04.500 CLCA4435 B1V7KEBTPIMZEU4LTD58 3140QB4V7 2049-10-01 4.500000 0.00 201258.93 193007.31 Agency Mortgage-Backed Securities FNMS 04.500 CICA3603 B1V7KEBTPIMZEU4LTD58 3140QBAD0 2034-05-01 4.500000 0.00 542551.00 536235.71 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3639 B1V7KEBTPIMZEU4LTD58 3140QBBH0 2049-06-01 4.000000 0.00 84649.14 78894.13 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3840 B1V7KEBTPIMZEU4LTD58 3140QBHS0 2049-07-01 4.500000 0.00 9400.69 9044.56 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4016 B1V7KEBTPIMZEU4LTD58 3140QBPA0 2049-08-01 3.000000 0.00 177474.68 154933.44 Agency Mortgage-Backed Securities FNMS 03.500 CLCA4021 B1V7KEBTPIMZEU4LTD58 3140QBPF9 2049-08-01 3.500000 0.00 464751.48 419639.29 Agency Mortgage-Backed Securities FNMS 04.500 CLCA4182 B1V7KEBTPIMZEU4LTD58 3140QBUG1 2049-09-01 4.500000 0.00 248881.78 239015.86 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4534 B1V7KEBTPIMZEU4LTD58 3140QCBC9 2049-11-01 3.000000 0.00 538235.73 473286.83 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4543 B1V7KEBTPIMZEU4LTD58 3140QCBM7 2049-11-01 3.000000 0.00 89629.75 79344.47 Agency Mortgage-Backed Securities FNMS 04.000 CLCA4571 B1V7KEBTPIMZEU4LTD58 3140QCCH7 2049-11-01 4.000000 0.00 12492.17 11611.75 Agency Mortgage-Backed Securities FNMS 04.000 CLCA4823 B1V7KEBTPIMZEU4LTD58 3140QCLD6 2049-12-01 4.000000 0.00 221242.77 205926.87 Agency Mortgage-Backed Securities FNMS 03.500 CICA5476 B1V7KEBTPIMZEU4LTD58 3140QDCN2 2035-03-01 3.500000 0.00 799528.61 771620.80 Agency Mortgage-Backed Securities FNMS 04.000 CLCA5571 B1V7KEBTPIMZEU4LTD58 3140QDFM1 2050-04-01 4.000000 0.00 132081.05 123040.14 Agency Mortgage-Backed Securities FNMS 03.000 CLCA5689 B1V7KEBTPIMZEU4LTD58 3140QDKB9 2050-05-01 3.000000 0.00 330504.65 289471.51 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6014 B1V7KEBTPIMZEU4LTD58 3140QDVG6 2050-06-01 3.000000 0.00 2295.31 2001.27 Agency Mortgage-Backed Securities FNMS 05.000 CL745336 B1V7KEBTPIMZEU4LTD58 31403DBD0 2036-03-01 5.000000 0.00 311.81 311.42 Agency Mortgage-Backed Securities FNMS 06.500 CL745092 B1V7KEBTPIMZEU4LTD58 31403CXV8 2035-07-01 6.500000 0.00 1643.78 1704.38 Agency Mortgage-Backed Securities FNMS 05.000 CL735667 B1V7KEBTPIMZEU4LTD58 31402RJL4 2035-07-01 5.000000 0.00 146956.98 146422.59 Agency Mortgage-Backed Securities FNMS 06.500 CL735415 B1V7KEBTPIMZEU4LTD58 31402RAQ2 2032-12-01 6.500000 0.00 2526.87 2620.03 Agency Mortgage-Backed Securities FNMS 06.500 CL735209 B1V7KEBTPIMZEU4LTD58 31402QYE5 2033-06-01 6.500000 0.00 86.47 89.66 Agency Mortgage-Backed Securities FNMS 06.500 CL725922 B1V7KEBTPIMZEU4LTD58 31402DPF1 2029-12-01 6.500000 0.00 115046.09 119287.46 Agency Mortgage-Backed Securities FNMS 06.500 CL725880 B1V7KEBTPIMZEU4LTD58 31402DM56 2034-10-01 6.500000 0.00 79.38 82.31 Agency Mortgage-Backed Securities FNMS 05.000 CL725232 B1V7KEBTPIMZEU4LTD58 31402CVZ2 2034-03-01 5.000000 0.00 23495.60 23422.81 Agency Mortgage-Backed Securities FNMS 06.500 CL725156 B1V7KEBTPIMZEU4LTD58 31402CTM4 2033-12-01 6.500000 0.00 362.70 376.07 Agency Mortgage-Backed Securities FNMS 07.500 CL725031 B1V7KEBTPIMZEU4LTD58 31402CPQ9 2033-09-01 7.500000 0.00 9281.43 9536.64 Agency Mortgage-Backed Securities FNMS 07.000 CL725484 B1V7KEBTPIMZEU4LTD58 31402C6V9 2032-08-01 7.000000 0.00 70817.29 74528.99 Agency Mortgage-Backed Securities FNMS 06.500 GO685941 B1V7KEBTPIMZEU4LTD58 31400FBJ5 2032-08-01 6.500000 0.00 4069.15 4083.05 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6051 B1V7KEBTPIMZEU4LTD58 3140QDWM2 2050-06-01 3.000000 0.00 791507.57 694710.15 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6314 B1V7KEBTPIMZEU4LTD58 3140QEAQ5 2050-07-01 3.000000 0.00 1721.96 1478.58 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6341 B1V7KEBTPIMZEU4LTD58 3140QEBK7 2050-07-01 2.500000 0.00 101865.15 85359.26 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6342 B1V7KEBTPIMZEU4LTD58 3140QEBL5 2050-07-01 2.500000 0.00 96865.19 81124.92 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6343 B1V7KEBTPIMZEU4LTD58 3140QEBM3 2050-07-01 2.500000 0.00 102081.96 85493.88 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6367 B1V7KEBTPIMZEU4LTD58 3140QECD2 2050-07-01 2.500000 0.00 210245.50 174948.71 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6414 B1V7KEBTPIMZEU4LTD58 3140QEDU3 2050-07-01 3.000000 0.00 901816.72 791277.44 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6577 B1V7KEBTPIMZEU4LTD58 3140QEJX1 2050-08-01 2.500000 0.00 100296.45 84044.55 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6711 B1V7KEBTPIMZEU4LTD58 3140QEN57 2050-08-01 2.500000 0.00 25714.94 21556.15 Agency Mortgage-Backed Securities FNMS 03.500 CLCA6746 B1V7KEBTPIMZEU4LTD58 3140QEP89 2050-08-01 3.500000 0.00 160742.17 145205.90 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7023 B1V7KEBTPIMZEU4LTD58 3140QEYV8 2050-09-01 2.000000 0.00 59294.91 47020.67 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7224 B1V7KEBTPIMZEU4LTD58 3140QFA25 2050-10-01 2.000000 0.00 174230.19 138337.49 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7248 B1V7KEBTPIMZEU4LTD58 3140QFBS7 2050-10-01 2.500000 0.00 1169.36 960.16 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7528 B1V7KEBTPIMZEU4LTD58 3140QFLJ6 2050-10-01 2.500000 0.00 986550.67 810040.31 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8528 B1V7KEBTPIMZEU4LTD58 3140QGPN1 2051-01-01 2.500000 0.00 2624156.78 2154648.77 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8592 B1V7KEBTPIMZEU4LTD58 3140QGRN9 2051-01-01 2.500000 0.00 16345.01 13708.40 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9290 B1V7KEBTPIMZEU4LTD58 3140QHKC8 2051-02-01 2.500000 0.00 3256849.68 2674861.50 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0200 B1V7KEBTPIMZEU4LTD58 3140QKGJ1 2051-04-01 3.000000 0.00 13014.28 11174.19 Agency Mortgage-Backed Securities FNMS 01.500 CICB0313 B1V7KEBTPIMZEU4LTD58 3140QKK31 2036-04-01 1.500000 0.00 52271.42 46572.27 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0383 B1V7KEBTPIMZEU4LTD58 3140QKM96 2051-05-01 2.500000 0.00 83524.57 70134.69 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0609 B1V7KEBTPIMZEU4LTD58 3140QKVB1 2051-05-01 2.500000 0.00 658168.32 547647.60 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1024 B1V7KEBTPIMZEU4LTD58 3140QLD60 2051-07-01 2.500000 0.00 659.05 552.69 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1144 B1V7KEBTPIMZEU4LTD58 3140QLHW9 2051-07-01 3.000000 0.00 47938.70 41628.19 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1273 B1V7KEBTPIMZEU4LTD58 3140QLMX1 2051-08-01 2.000000 0.00 77529.92 61722.86 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1371 B1V7KEBTPIMZEU4LTD58 3140QLQZ2 2051-08-01 2.500000 0.00 33069.16 27564.24 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2666 B1V7KEBTPIMZEU4LTD58 3140QM6C3 2052-01-01 3.000000 0.00 4272.79 3667.11 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1806 B1V7KEBTPIMZEU4LTD58 3140QMAG9 2051-10-01 2.500000 0.00 28183.09 23670.50 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2127 B1V7KEBTPIMZEU4LTD58 3140QMLH5 2046-11-01 2.000000 0.00 1508.44 1208.18 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2372 B1V7KEBTPIMZEU4LTD58 3140QMT61 2051-12-01 2.500000 0.00 21856.73 18329.92 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2426 B1V7KEBTPIMZEU4LTD58 3140QMVU5 2051-12-01 3.000000 0.00 2208332.03 1918066.66 Agency Mortgage-Backed Securities FNMS 02.500 CICB2503 B1V7KEBTPIMZEU4LTD58 3140QMX90 2036-12-01 2.500000 0.00 224841.55 208875.40 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1443 B1V7KEBTPIMZEU4LTD58 3140XGS91 2052-04-01 3.500000 0.00 93508.98 84010.03 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1455 B1V7KEBTPIMZEU4LTD58 3140XGTM1 2052-04-01 3.500000 0.00 15294.05 13740.50 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1555 B1V7KEBTPIMZEU4LTD58 3140XGWR6 2052-04-01 3.500000 0.00 2781.59 2504.09 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1583 B1V7KEBTPIMZEU4LTD58 3140XGXM6 2052-04-01 3.000000 0.00 3327.32 2898.32 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1626 B1V7KEBTPIMZEU4LTD58 3140XGYY9 2052-04-01 2.500000 0.00 7134.79 5975.05 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2584 B1V7KEBTPIMZEU4LTD58 3140XH2S5 2052-08-01 4.500000 0.00 22689.52 21755.39 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2600 B1V7KEBTPIMZEU4LTD58 3140XH3J4 2052-05-01 3.000000 0.00 7535.97 6544.31 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2602 B1V7KEBTPIMZEU4LTD58 3140XH3L9 2051-12-01 3.000000 0.00 3375061.48 2928564.47 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2610 B1V7KEBTPIMZEU4LTD58 3140XH3U9 2052-08-01 4.500000 0.00 7022.80 6750.50 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2660 B1V7KEBTPIMZEU4LTD58 3140XH5W3 2052-02-01 2.500000 0.00 3880.31 3186.82 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1858 B1V7KEBTPIMZEU4LTD58 3140XHB48 2052-05-01 3.500000 0.00 16380.81 14865.69 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1854 B1V7KEBTPIMZEU4LTD58 3140XHBY2 2052-05-01 3.000000 0.00 16226.04 14088.91 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1871 B1V7KEBTPIMZEU4LTD58 3140XHCH8 2052-05-01 3.000000 0.00 196988.91 171036.80 Agency Mortgage-Backed Securities FNMS 03.500 CIFS1987 B1V7KEBTPIMZEU4LTD58 3140XHF51 2037-05-01 3.500000 0.00 1061586.80 1006115.35 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2010 B1V7KEBTPIMZEU4LTD58 3140XHGU5 2052-05-01 3.000000 0.00 351517.52 306090.91 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2045 B1V7KEBTPIMZEU4LTD58 3140XHHX8 2043-12-01 4.500000 0.00 1693.31 1642.47 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2061 B1V7KEBTPIMZEU4LTD58 3140XHJF5 2052-06-01 4.000000 0.00 3646.81 3368.39 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2114 B1V7KEBTPIMZEU4LTD58 3140XHK48 2052-06-01 4.500000 0.00 152990.71 146560.36 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2253 B1V7KEBTPIMZEU4LTD58 3140XHQF7 2050-04-01 3.500000 0.00 181353.82 162523.25 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2418 B1V7KEBTPIMZEU4LTD58 3140XHVL8 2052-07-01 3.500000 0.00 2193.34 1970.84 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2467 B1V7KEBTPIMZEU4LTD58 3140XHW52 2052-01-01 2.500000 0.00 913.18 770.30 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3045 B1V7KEBTPIMZEU4LTD58 3140XJL35 2052-10-01 5.000000 0.00 128698.48 126355.74 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3043 B1V7KEBTPIMZEU4LTD58 3140XJLZ4 2052-10-01 4.500000 0.00 3747.04 3581.41 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3158 B1V7KEBTPIMZEU4LTD58 3140XJQL0 2052-11-01 4.500000 0.00 681070.71 651764.24 Agency Mortgage-Backed Securities FNMS 02.500 CIFS3327 B1V7KEBTPIMZEU4LTD58 3140XJVV2 2037-02-01 2.500000 0.00 4143.28 3836.85 Agency Mortgage-Backed Securities FNMS 02.500 CLFS3368 B1V7KEBTPIMZEU4LTD58 3140XJW66 2052-03-01 2.500000 0.00 2133.12 1786.85 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3347 B1V7KEBTPIMZEU4LTD58 3140XJWH2 2052-12-01 5.000000 0.00 4398.04 4332.49 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4374 B1V7KEBTPIMZEU4LTD58 3140XK2G4 2050-04-01 4.500000 0.00 4158.05 4000.96 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4464 B1V7KEBTPIMZEU4LTD58 3140XK6A3 2053-04-01 5.000000 0.00 535754.95 529080.88 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3662 B1V7KEBTPIMZEU4LTD58 3140XKB82 2053-01-01 5.000000 0.00 744697.30 729794.91 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3672 B1V7KEBTPIMZEU4LTD58 3140XKCJ7 2053-02-01 5.500000 0.00 7968.31 8018.78 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3757 B1V7KEBTPIMZEU4LTD58 3140XKE71 2053-02-01 5.500000 0.00 1012472.00 1021830.61 Agency Mortgage-Backed Securities FNMS 02.000 CLFS3744 B1V7KEBTPIMZEU4LTD58 3140XKES5 2051-07-01 2.000000 0.00 8183.62 6486.60 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3835 B1V7KEBTPIMZEU4LTD58 3140XKHM5 2052-11-01 4.500000 0.00 17248.59 16365.10 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4000 B1V7KEBTPIMZEU4LTD58 3140XKNS5 2041-07-01 6.000000 0.00 56720.18 59065.56 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4039 B1V7KEBTPIMZEU4LTD58 3140XKPZ7 2053-02-01 5.500000 0.00 21739.13 21784.96 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4166 B1V7KEBTPIMZEU4LTD58 3140XKTY6 2053-04-01 5.500000 0.00 34054.94 34190.49 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5269 B1V7KEBTPIMZEU4LTD58 3140XL2B3 2053-07-01 5.500000 0.00 915816.71 921953.90 Agency Mortgage-Backed Securities FNMS 04.000 CLFS4511 B1V7KEBTPIMZEU4LTD58 3140XLAM0 2051-08-01 4.000000 0.00 2100715.68 1954674.63 Agency Mortgage-Backed Securities FNMS 03.000 CIFS4568 B1V7KEBTPIMZEU4LTD58 3140XLCE6 2037-09-01 3.000000 0.00 308811.31 289676.13 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4570 B1V7KEBTPIMZEU4LTD58 3140XLCG1 2047-12-01 5.000000 0.00 2923.39 2917.94 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4653 B1V7KEBTPIMZEU4LTD58 3140XLE38 2053-05-01 5.500000 0.00 567704.02 569675.85 Agency Mortgage-Backed Securities FNMS 03.500 CIFS4885 B1V7KEBTPIMZEU4LTD58 3140XLNB0 2037-05-01 3.500000 0.00 44386.32 42874.24 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4926 B1V7KEBTPIMZEU4LTD58 3140XLPL6 2053-06-01 5.500000 0.00 857423.78 862356.83 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5037 B1V7KEBTPIMZEU4LTD58 3140XLS33 2052-02-01 2.500000 0.00 8789.78 7263.51 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5079 B1V7KEBTPIMZEU4LTD58 3140XLUD8 2050-03-01 5.000000 0.00 125999.71 124357.01 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5147 B1V7KEBTPIMZEU4LTD58 3140XLWH7 2053-07-01 5.500000 0.00 742259.94 746671.44 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5194 B1V7KEBTPIMZEU4LTD58 3140XLXY9 2053-06-01 5.000000 0.00 8941.06 8904.02 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5225 B1V7KEBTPIMZEU4LTD58 3140XLYX0 2053-07-01 5.000000 0.00 2786.95 2769.66 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6294 B1V7KEBTPIMZEU4LTD58 3140XM7G5 2053-11-01 6.500000 0.00 1765.56 1830.91 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5590 B1V7KEBTPIMZEU4LTD58 3140XMF84 2053-07-01 5.500000 0.00 241073.22 241023.40 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5628 B1V7KEBTPIMZEU4LTD58 3140XMHE9 2053-09-01 5.500000 0.00 3172.11 3207.29 Agency Mortgage-Backed Securities FNMS 04.500 CLFS5629 B1V7KEBTPIMZEU4LTD58 3140XMHF6 2053-08-01 4.500000 0.00 8978.92 8556.91 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5772 B1V7KEBTPIMZEU4LTD58 3140XMMW3 2053-06-01 5.000000 0.00 336759.70 329895.41 Agency Mortgage-Backed Securities FNMS 04.500 CLFS5869 B1V7KEBTPIMZEU4LTD58 3140XMQX7 2053-04-01 4.500000 0.00 3815.27 3646.82 Agency Mortgage-Backed Securities FNMS 02.000 CIFS5946 B1V7KEBTPIMZEU4LTD58 3140XMTC0 2037-03-01 2.000000 0.00 349484.34 317259.67 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6058 B1V7KEBTPIMZEU4LTD58 3140XMWU6 2052-04-01 2.500000 0.00 19889.07 16670.27 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ1526 S6XOOCT0IEG5ABCC6L87 31426XVU9 2055-08-01 6.000000 0.00 2157.66 2202.31 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ5149 S6XOOCT0IEG5ABCC6L87 31427CWK5 2055-10-01 5.500000 0.00 4175.11 4168.80 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ6430 S6XOOCT0IEG5ABCC6L87 31427GEC4 2055-10-01 6.500000 0.00 3662.56 3872.99 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ7440 S6XOOCT0IEG5ABCC6L87 31427HHS4 2055-09-01 6.500000 0.00 858936.64 894529.83 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ9781 S6XOOCT0IEG5ABCC6L87 31427K2P9 2055-10-01 6.500000 0.00 1449.55 1521.45 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ9831 S6XOOCT0IEG5ABCC6L87 31427K4R3 2055-11-01 5.500000 0.00 1854.65 1864.75 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ9756 S6XOOCT0IEG5ABCC6L87 31427KZW8 2055-12-01 5.500000 0.00 1074.42 1078.61 Agency Mortgage-Backed Securities FEPC 04.500 CLSL1026 S6XOOCT0IEG5ABCC6L87 31427ND89 2055-04-01 4.500000 0.00 6459.78 6105.79 Agency Mortgage-Backed Securities FEPC 03.000 CLSL1562 S6XOOCT0IEG5ABCC6L87 31427NWY1 2053-10-01 3.000000 0.00 3655.40 3135.41 Agency Mortgage-Backed Securities FEPC 06.500 CLSL1641 S6XOOCT0IEG5ABCC6L87 31427NZF9 2055-06-01 6.500000 0.00 133642.80 139765.46 Agency Mortgage-Backed Securities FEPC 02.000 CLSL2513 S6XOOCT0IEG5ABCC6L87 31427PYK4 2052-08-01 2.000000 0.00 4777.26 3767.70 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3493 S6XOOCT0IEG5ABCC6L87 31427Q3B6 2054-05-01 5.000000 0.00 1966.50 1933.76 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2830 S6XOOCT0IEG5ABCC6L87 31427QEC2 2055-10-01 5.500000 0.00 7259.22 7268.61 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3066 S6XOOCT0IEG5ABCC6L87 31427QMQ2 2055-10-01 5.500000 0.00 52855085.14 52766993.32 Agency Mortgage-Backed Securities FEPC 04.500 CLSL3839 S6XOOCT0IEG5ABCC6L87 31427RHR4 2053-07-01 4.500000 0.00 3387.86 3223.31 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3953 S6XOOCT0IEG5ABCC6L87 31427RMB3 2055-12-01 5.500000 0.00 58752673.21 58782950.40 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5305 S6XOOCT0IEG5ABCC6L87 31427S3P1 2056-05-01 5.000000 0.00 3990.57 3906.07 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5309 S6XOOCT0IEG5ABCC6L87 31427S3T3 2056-05-01 5.000000 0.00 1102.79 1074.59 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5310 S6XOOCT0IEG5ABCC6L87 31427S3U0 2056-05-01 5.000000 0.00 77196217.08 75141922.85 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5311 S6XOOCT0IEG5ABCC6L87 31427S3V8 2056-05-01 5.000000 0.00 101461125.89 98704291.85 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5312 S6XOOCT0IEG5ABCC6L87 31427S3W6 2056-05-01 5.000000 0.00 72808877.94 70743848.29 Agency Mortgage-Backed Securities FEPC 03.500 CLSL5322 S6XOOCT0IEG5ABCC6L87 31427S4G0 2046-01-01 3.500000 0.00 54119.14 49732.28 Agency Mortgage-Backed Securities FEPC 03.500 CLSL5324 S6XOOCT0IEG5ABCC6L87 31427S4J4 2050-01-01 3.500000 0.00 1073.22 974.76 Agency Mortgage-Backed Securities FEPC 04.500 CLSL5394 S6XOOCT0IEG5ABCC6L87 31427S7G7 2056-05-01 4.500000 0.00 55611912.03 53091524.57 Agency Mortgage-Backed Securities FEPC 04.500 CLSL5024 S6XOOCT0IEG5ABCC6L87 31427SSN9 2056-04-01 4.500000 0.00 4960.33 4686.03 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ6001 S6XOOCT0IEG5ABCC6L87 3131WWU28 2032-04-01 7.000000 0.00 275.57 290.02 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ6011 S6XOOCT0IEG5ABCC6L87 3131WWVC5 2032-04-01 7.000000 0.00 1098.14 1155.70 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ6118 S6XOOCT0IEG5ABCC6L87 3131WWYP3 2032-05-01 7.000000 0.00 3647.78 3838.97 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ6121 S6XOOCT0IEG5ABCC6L87 3131WWYS7 2032-05-01 7.000000 0.00 188.21 198.08 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5876 B1V7KEBTPIMZEU4LTD58 3140XMQ66 2052-05-01 2.500000 0.00 158887.90 132331.91 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5633 B1V7KEBTPIMZEU4LTD58 3140XMHK5 2053-09-01 5.500000 0.00 2425.94 2443.84 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6177 B1V7KEBTPIMZEU4LTD58 3140XM2K1 2040-05-01 6.500000 0.00 7479.74 7920.98 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5198 B1V7KEBTPIMZEU4LTD58 3140XLX45 2053-07-01 5.500000 0.00 674.94 684.35 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4840 B1V7KEBTPIMZEU4LTD58 3140XLLW6 2053-05-01 5.500000 0.00 21225.17 21268.48 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5349 B1V7KEBTPIMZEU4LTD58 3140XL5K0 2052-10-01 4.000000 0.00 57926.16 53518.70 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3710 B1V7KEBTPIMZEU4LTD58 3140XKDQ0 2053-01-01 5.500000 0.00 31566.67 31863.41 Agency Mortgage-Backed Securities FNMS 02.500 CIFS3607 B1V7KEBTPIMZEU4LTD58 3140XKAH3 2037-02-01 2.500000 0.00 130713.99 120886.83 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2906 B1V7KEBTPIMZEU4LTD58 3140XJGQ0 2052-09-01 5.000000 0.00 2488.55 2431.26 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2795 B1V7KEBTPIMZEU4LTD58 3140XJC92 2052-09-01 4.500000 0.00 201859.31 193173.30 Agency Mortgage-Backed Securities FNMS 01.500 CIFS2037 B1V7KEBTPIMZEU4LTD58 3140XHHP5 2037-05-01 1.500000 0.00 45011.27 39960.87 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2023 B1V7KEBTPIMZEU4LTD58 3140XHG92 2052-05-01 4.000000 0.00 31293.40 28986.87 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1427 B1V7KEBTPIMZEU4LTD58 3140XGSR1 2050-02-01 3.000000 0.00 9596.99 8376.15 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1150 B1V7KEBTPIMZEU4LTD58 3140QLH41 2051-07-01 3.000000 0.00 13914.04 11946.46 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0090 B1V7KEBTPIMZEU4LTD58 3140QKC48 2051-04-01 2.000000 0.00 600841.00 474259.82 Agency Mortgage-Backed Securities FNMS 03.000 CTCA9344 B1V7KEBTPIMZEU4LTD58 3140QHL29 2041-02-01 3.000000 0.00 59248.28 53968.49 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8450 B1V7KEBTPIMZEU4LTD58 3140QGL88 2051-01-01 2.000000 0.00 2008.45 1575.04 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6636 B1V7KEBTPIMZEU4LTD58 3140QELS9 2050-08-01 2.500000 0.00 82520.76 69168.26 Agency Mortgage-Backed Securities FNMS 05.000 CL725027 B1V7KEBTPIMZEU4LTD58 31402CPL0 2033-11-01 5.000000 0.00 3502.12 3520.34 Agency Mortgage-Backed Securities FNMS 05.000 CL735484 B1V7KEBTPIMZEU4LTD58 31402RCV9 2035-05-01 5.000000 0.00 755.11 751.80 Agency Mortgage-Backed Securities FNMS 05.000 CL735580 B1V7KEBTPIMZEU4LTD58 31402RFV6 2035-06-01 5.000000 0.00 395.44 393.87 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ6329 S6XOOCT0IEG5ABCC6L87 3131WXA69 2032-08-01 6.500000 0.00 1010.64 1047.90 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ6371 S6XOOCT0IEG5ABCC6L87 3131WXCG5 2032-08-01 7.000000 0.00 605.51 637.25 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ6513 S6XOOCT0IEG5ABCC6L87 3131WXGW6 2032-07-01 6.500000 0.00 116463.98 120757.62 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ6514 S6XOOCT0IEG5ABCC6L87 3131WXGX4 2032-07-01 6.500000 0.00 49909.72 52927.95 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ6515 S6XOOCT0IEG5ABCC6L87 3131WXGY2 2032-07-01 6.500000 0.00 106195.15 112125.27 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ8666 S6XOOCT0IEG5ABCC6L87 3131X0TX1 2027-04-01 7.000000 0.00 12.85 12.87 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ8855 S6XOOCT0IEG5ABCC6L87 3131X0ZU0 2028-04-01 6.500000 0.00 237.14 245.88 Agency Mortgage-Backed Securities FEPC 05.500 CTZJ9213 S6XOOCT0IEG5ABCC6L87 3131X1GW5 2027-12-01 5.500000 0.00 68.04 68.44 Agency Mortgage-Backed Securities FEPC 04.500 CTZJ9348 S6XOOCT0IEG5ABCC6L87 3131X1L58 2031-03-01 4.500000 0.00 1878.52 1868.31 Agency Mortgage-Backed Securities FEPC 05.000 CTZJ9321 S6XOOCT0IEG5ABCC6L87 3131X1LA7 2030-09-01 5.000000 0.00 1375.49 1377.62 Agency Mortgage-Backed Securities FEPC 03.000 CIZK3853 S6XOOCT0IEG5ABCC6L87 3131X7H68 2027-01-01 3.000000 0.00 10020.47 9996.76 Agency Mortgage-Backed Securities FEPC 02.500 CIZK5313 S6XOOCT0IEG5ABCC6L87 3131X83W4 2028-04-01 2.500000 0.00 1593.00 1570.92 Agency Mortgage-Backed Securities FEPC 03.000 CIZK4748 S6XOOCT0IEG5ABCC6L87 3131X8HZ2 2027-11-01 3.000000 0.00 25751.93 25551.86 Agency Mortgage-Backed Securities FEPC 02.500 CIZK4931 S6XOOCT0IEG5ABCC6L87 3131X8PQ3 2028-02-01 2.500000 0.00 440.12 434.11 Agency Mortgage-Backed Securities FEPC 03.000 CIZK5145 S6XOOCT0IEG5ABCC6L87 3131X8WE2 2028-03-01 3.000000 0.00 95693.96 94545.73 Agency Mortgage-Backed Securities FEPC 02.500 CIZK5196 S6XOOCT0IEG5ABCC6L87 3131X8XZ4 2028-04-01 2.500000 0.00 604.07 596.07 Agency Mortgage-Backed Securities FEPC 03.000 CIZK5536 S6XOOCT0IEG5ABCC6L87 3131X9EH3 2028-06-01 3.000000 0.00 76147.19 75211.57 Agency Mortgage-Backed Securities FEPC 03.000 CIZK5749 S6XOOCT0IEG5ABCC6L87 3131X9L69 2028-07-01 3.000000 0.00 24419.45 24112.86 Agency Mortgage-Backed Securities FEPC 03.000 CIZK7119 S6XOOCT0IEG5ABCC6L87 3131XA4C2 2030-02-01 3.000000 0.00 234074.47 228993.89 Agency Mortgage-Backed Securities FEPC 03.000 CIZK7189 S6XOOCT0IEG5ABCC6L87 3131XA7A3 2030-03-01 3.000000 0.00 236174.10 230113.63 Agency Mortgage-Backed Securities FEPC 03.000 CIZK8060 S6XOOCT0IEG5ABCC6L87 3131XB5V7 2031-05-01 3.000000 0.00 430154.95 416123.29 Agency Mortgage-Backed Securities FEPC 03.000 CIZK7243 S6XOOCT0IEG5ABCC6L87 3131XBBL2 2030-04-01 3.000000 0.00 266501.79 259839.77 Agency Mortgage-Backed Securities FEPC 03.000 CIZK7272 S6XOOCT0IEG5ABCC6L87 3131XBCH0 2030-05-01 3.000000 0.00 94639.50 92540.87 Agency Mortgage-Backed Securities FEPC 03.000 CIZK7277 S6XOOCT0IEG5ABCC6L87 3131XBCN7 2030-04-01 3.000000 0.00 33713.63 32801.00 Agency Mortgage-Backed Securities FEPC 03.000 CIZK7344 S6XOOCT0IEG5ABCC6L87 3131XBER6 2030-05-01 3.000000 0.00 95429.76 93259.69 Agency Mortgage-Backed Securities FEPC 03.000 CIZK7925 S6XOOCT0IEG5ABCC6L87 3131XBYW3 2031-02-01 3.000000 0.00 317474.95 308268.50 Agency Mortgage-Backed Securities FEPC 03.000 CIZK7957 S6XOOCT0IEG5ABCC6L87 3131XBZW2 2031-03-01 3.000000 0.00 184534.64 178451.45 Agency Mortgage-Backed Securities FEPC 02.500 CIZK8389 S6XOOCT0IEG5ABCC6L87 3131XCKA4 2031-11-01 2.500000 0.00 171984.09 164613.77 Agency Mortgage-Backed Securities FEPC 06.500 4PZL0890 S6XOOCT0IEG5ABCC6L87 3131XF7B0 2032-11-01 6.500000 0.00 915.75 929.78 Agency Mortgage-Backed Securities FEPC 04.500 4PZL0906 S6XOOCT0IEG5ABCC6L87 3131XGAF5 2034-08-01 4.500000 0.00 11824.66 11639.98 Agency Mortgage-Backed Securities FEPC 06.500 4UZL1016 S6XOOCT0IEG5ABCC6L87 3131XGDV7 2029-06-01 6.500000 0.00 50285.93 50588.03 Agency Mortgage-Backed Securities FEPC 06.500 4UZL1017 S6XOOCT0IEG5ABCC6L87 3131XGDW5 2029-08-01 6.500000 0.00 21678.00 21922.89 Agency Mortgage-Backed Securities FEPC 04.500 4UZL1078 S6XOOCT0IEG5ABCC6L87 3131XGFT0 2035-04-01 4.500000 0.00 257325.95 254572.04 Agency Mortgage-Backed Securities FEPC 05.000 4UZL1124 S6XOOCT0IEG5ABCC6L87 3131XGG93 2036-03-01 5.000000 0.00 110197.70 110428.53 Agency Mortgage-Backed Securities FEPC 04.000 CLZL2673 S6XOOCT0IEG5ABCC6L87 3131XH6J0 2042-02-01 4.000000 0.00 365671.14 348421.82 Agency Mortgage-Backed Securities FEPC 02.500 CLZL6630 S6XOOCT0IEG5ABCC6L87 3131XNLK7 2043-07-01 2.500000 0.00 39514.11 34861.22 Agency Mortgage-Backed Securities FEPC 04.000 CLZM0793 S6XOOCT0IEG5ABCC6L87 3131XT3A6 2046-02-01 4.000000 0.00 40510.28 38076.93 Agency Mortgage-Backed Securities FEPC 03.000 CLZM1439 S6XOOCT0IEG5ABCC6L87 3131XUS40 2046-07-01 3.000000 0.00 237069.47 209674.20 Agency Mortgage-Backed Securities FEPC 04.000 CLZM2700 S6XOOCT0IEG5ABCC6L87 3131XV7M1 2047-02-01 4.000000 0.00 674584.35 629199.89 Agency Mortgage-Backed Securities FEPC 03.500 CLZM4290 S6XOOCT0IEG5ABCC6L87 3131XXXT3 2047-09-01 3.500000 0.00 537419.58 488833.44 Agency Mortgage-Backed Securities FEPC 04.000 CLZM4635 S6XOOCT0IEG5ABCC6L87 3131XYEG0 2047-11-01 4.000000 0.00 267220.30 248695.08 Agency Mortgage-Backed Securities FEPC 03.500 CLZM5659 S6XOOCT0IEG5ABCC6L87 3131Y0JC7 2048-02-01 3.500000 0.00 170797.15 154605.01 Agency Mortgage-Backed Securities FEPC 04.000 CLZM7684 S6XOOCT0IEG5ABCC6L87 3131Y2RD2 2048-08-01 4.000000 0.00 345424.88 320527.81 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0787 S6XOOCT0IEG5ABCC6L87 3131Y62U2 2043-10-01 3.500000 0.00 410564.50 378748.49 Agency Mortgage-Backed Securities FEPC 04.000 3SZN0177 S6XOOCT0IEG5ABCC6L87 3131Y6FS3 2046-03-01 4.000000 0.00 147719.35 138288.11 Agency Mortgage-Backed Securities FEPC 03.000 3VZN0627 S6XOOCT0IEG5ABCC6L87 3131Y6VU0 2043-02-01 3.000000 0.00 38529.29 34497.86 Agency Mortgage-Backed Securities FEPC 03.000 3VZN0650 S6XOOCT0IEG5ABCC6L87 3131Y6WK1 2043-03-01 3.000000 0.00 6384.51 5715.94 Agency Mortgage-Backed Securities FEPC 04.500 CLZN0961 S6XOOCT0IEG5ABCC6L87 3131Y7B63 2048-11-01 4.500000 0.00 674121.51 651158.24 Agency Mortgage-Backed Securities FEPC 04.500 CLZN0963 S6XOOCT0IEG5ABCC6L87 3131Y7B89 2048-11-01 4.500000 0.00 1039243.54 1001708.14 Agency Mortgage-Backed Securities FEPC 05.500 CLZN1444 S6XOOCT0IEG5ABCC6L87 3131Y7S99 2048-11-01 5.500000 0.00 860941.67 870943.51 Agency Mortgage-Backed Securities FEPC 04.000 CIZN2261 S6XOOCT0IEG5ABCC6L87 3131Y8QN8 2033-12-01 4.000000 0.00 165715.23 162988.60 Agency Mortgage-Backed Securities FEPC 04.000 CIZN3765 S6XOOCT0IEG5ABCC6L87 3131YAFE5 2034-03-01 4.000000 0.00 322866.14 315286.64 Agency Mortgage-Backed Securities FEPC 05.500 CLZN4890 S6XOOCT0IEG5ABCC6L87 3131YBNF1 2049-03-01 5.500000 0.00 355922.70 359934.42 Agency Mortgage-Backed Securities FEPC 05.500 CLZN4893 S6XOOCT0IEG5ABCC6L87 3131YBNJ3 2049-02-01 5.500000 0.00 422865.86 426667.14 Agency Mortgage-Backed Securities FEPC 05.500 CLZN4945 S6XOOCT0IEG5ABCC6L87 3131YBP69 2049-04-01 5.500000 0.00 387641.67 392887.75 Agency Mortgage-Backed Securities FEPC 05.500 CLZN4961 S6XOOCT0IEG5ABCC6L87 3131YBQN1 2049-04-01 5.500000 0.00 276983.80 281678.49 Agency Mortgage-Backed Securities FEPC 04.000 CLZN5874 S6XOOCT0IEG5ABCC6L87 3131YCQ33 2049-05-01 4.000000 0.00 196817.89 183215.28 Agency Mortgage-Backed Securities FEPC 03.500 CLZN6337 S6XOOCT0IEG5ABCC6L87 3131YDBE3 2049-05-01 3.500000 0.00 59065.70 54005.76 Agency Mortgage-Backed Securities 04.500 FGPC T65370 G S6XOOCT0IEG5ABCC6L87 31322Y6F3 2046-05-01 4.500000 0.00 368749.55 343110.76 Agency Mortgage-Backed Securities 05.000 FGPC T65054 G S6XOOCT0IEG5ABCC6L87 31322YTK7 2041-06-01 5.000000 0.00 32180.54 31140.39 Agency Mortgage-Backed Securities 03.000 FGPC T65088 G S6XOOCT0IEG5ABCC6L87 31322YUM1 2042-07-01 3.000000 0.00 7020.33 6294.04 Agency Mortgage-Backed Securities 03.500 FGPC T65100 G S6XOOCT0IEG5ABCC6L87 31322YUZ2 2042-10-01 3.500000 0.00 114427.19 104026.75 Agency Mortgage-Backed Securities 04.000 FGPC T65153 G S6XOOCT0IEG5ABCC6L87 31322YWN7 2043-08-01 4.000000 0.00 747462.69 705051.90 Agency Mortgage-Backed Securities 04.000 FGPC T65160 G N/A 31322YWV9 2043-09-01 4.000000 0.00 749005.19 696823.00 Agency Mortgage-Backed Securities 04.500 FGPC T65229 G S6XOOCT0IEG5ABCC6L87 31322YY21 2044-06-01 4.500000 0.00 32315.51 30406.05 Agency Mortgage-Backed Securities 03.500 FGPC T65230 G S6XOOCT0IEG5ABCC6L87 31322YY39 2044-06-01 3.500000 0.00 2900635.00 2636821.28 Agency Mortgage-Backed Securities 04.500 FGPC T65234 G S6XOOCT0IEG5ABCC6L87 31322YY70 2044-08-01 4.500000 0.00 47405.12 44602.24 Agency Mortgage-Backed Securities 04.500 FGPC T65222 G S6XOOCT0IEG5ABCC6L87 31322YYT2 2044-05-01 4.500000 0.00 75920.19 70947.65 Agency Mortgage-Backed Securities 04.500 FGPC T65224 G S6XOOCT0IEG5ABCC6L87 31322YYV7 2044-05-01 4.500000 0.00 135838.54 128760.81 Agency Mortgage-Backed Securities 04.000 FGPC T65246 G S6XOOCT0IEG5ABCC6L87 31322YZK0 2044-10-01 4.000000 0.00 85834.82 79854.14 Agency Mortgage-Backed Securities 03.500 FGPC T65458 G S6XOOCT0IEG5ABCC6L87 31323AB35 2048-02-01 3.500000 0.00 153770.31 138838.70 Agency Mortgage-Backed Securities 03.500 FGPC T65450 G S6XOOCT0IEG5ABCC6L87 31323ABT8 2047-12-01 3.500000 0.00 33254.81 30025.65 Agency Mortgage-Backed Securities 04.000 FGPC T65490 G S6XOOCT0IEG5ABCC6L87 31323AC34 2048-05-01 4.000000 0.00 25159.44 23001.92 Agency Mortgage-Backed Securities 04.500 FGPC T65491 G S6XOOCT0IEG5ABCC6L87 31323AC42 2048-04-01 4.500000 0.00 170195.02 159439.38 Agency Mortgage-Backed Securities 04.000 FGPC T65507 G S6XOOCT0IEG5ABCC6L87 31323ADL3 2048-11-01 4.000000 0.00 48107.34 43921.58 Agency Mortgage-Backed Securities 04.500 FGPC T65515 G S6XOOCT0IEG5ABCC6L87 31323ADU3 2048-10-01 4.500000 0.00 907806.09 844654.56 Agency Mortgage-Backed Securities 04.500 FGPC T65529 G S6XOOCT0IEG5ABCC6L87 31323AEA6 2048-11-01 4.500000 0.00 674564.92 639876.77 Agency Mortgage-Backed Securities 04.500 FGPC T65530 G S6XOOCT0IEG5ABCC6L87 31323AEB4 2049-01-01 4.500000 0.00 219668.39 204385.62 Agency Mortgage-Backed Securities 04.500 FGPC T65531 G S6XOOCT0IEG5ABCC6L87 31323AEC2 2049-01-01 4.500000 0.00 130457.01 123069.75 Agency Mortgage-Backed Securities 05.000 FGPC T69019 G S6XOOCT0IEG5ABCC6L87 31323EAU8 2041-06-01 5.000000 0.00 2983407.77 2901204.94 Agency Mortgage-Backed Securities 05.000 FGPC T69022 G N/A 31323EAX2 2041-09-01 5.000000 0.00 34868.59 34009.53 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0779 S6XOOCT0IEG5ABCC6L87 31329H2L4 2031-10-01 7.000000 0.00 22.14 23.30 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0791 S6XOOCT0IEG5ABCC6L87 31329H2Y6 2031-11-01 7.000000 0.00 1056.17 1111.53 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0798 S6XOOCT0IEG5ABCC6L87 31329H3F6 2032-01-01 6.500000 0.00 1811.16 1877.93 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0811 S6XOOCT0IEG5ABCC6L87 31329H3U3 2032-02-01 7.000000 0.00 670.93 706.09 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0815 S6XOOCT0IEG5ABCC6L87 31329H3Y5 2032-03-01 7.000000 0.00 206.16 216.96 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0820 S6XOOCT0IEG5ABCC6L87 31329H4D0 2032-04-01 6.500000 0.00 2517.76 2610.58 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0822 S6XOOCT0IEG5ABCC6L87 31329H4F5 2032-04-01 7.000000 0.00 5589.03 5881.97 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0831 S6XOOCT0IEG5ABCC6L87 31329H4Q1 2032-05-01 7.000000 0.00 89.85 94.55 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0838 S6XOOCT0IEG5ABCC6L87 31329H4X6 2032-07-01 7.000000 0.00 7055.29 7425.08 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0847 S6XOOCT0IEG5ABCC6L87 31329H5G2 2032-08-01 7.000000 0.00 10104.92 10634.55 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0852 S6XOOCT0IEG5ABCC6L87 31329H5M9 2032-10-01 6.500000 0.00 245.82 254.88 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0856 S6XOOCT0IEG5ABCC6L87 31329H5R8 2032-09-01 7.000000 0.00 31971.91 33647.63 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0865 S6XOOCT0IEG5ABCC6L87 31329H6A4 2032-10-01 7.000000 0.00 3374.75 3551.63 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0873 S6XOOCT0IEG5ABCC6L87 31329H6J5 2032-11-01 7.000000 0.00 2543.99 2677.33 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0454 S6XOOCT0IEG5ABCC6L87 31329HQF1 2027-01-01 7.000000 0.00 8.34 8.77 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0456 S6XOOCT0IEG5ABCC6L87 31329HQH7 2027-02-01 7.000000 0.00 12.32 12.96 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0467 S6XOOCT0IEG5ABCC6L87 31329HQU8 2027-04-01 7.000000 0.00 10.76 11.33 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ8739 S6XOOCT0IEG5ABCC6L87 3133D0V81 2054-10-01 6.000000 0.00 631826.42 645473.87 Agency Mortgage-Backed Securities FEPC 02.000 CIQN4654 S6XOOCT0IEG5ABCC6L87 3133GBE34 2035-12-01 2.000000 0.00 309862.56 281989.39 Agency Mortgage-Backed Securities FEPC 01.500 CIQN4913 S6XOOCT0IEG5ABCC6L87 3133GBN67 2036-01-01 1.500000 0.00 9838.15 8796.08 Agency Mortgage-Backed Securities FEPC 02.500 CIQN4994 S6XOOCT0IEG5ABCC6L87 3133GBRP1 2036-02-01 2.500000 0.00 848985.46 787656.73 Agency Mortgage-Backed Securities FEPC 02.000 CIQN7743 S6XOOCT0IEG5ABCC6L87 3133GES82 2036-09-01 2.000000 0.00 8383.72 7615.57 Agency Mortgage-Backed Securities FEPC 01.500 CIQN9188 S6XOOCT0IEG5ABCC6L87 3133GGF57 2037-01-01 1.500000 0.00 25908.85 23002.40 Agency Mortgage-Backed Securities FEPC 01.500 CIQN9439 S6XOOCT0IEG5ABCC6L87 3133GGPY3 2037-02-01 1.500000 0.00 89348.26 79378.33 Agency Mortgage-Backed Securities FEPC 03.500 CNQS0013 S6XOOCT0IEG5ABCC6L87 3133HMAN9 2029-07-01 3.500000 0.00 418458.40 414402.15 Agency Mortgage-Backed Securities FEPC 02.500 3PQU7450 S6XOOCT0IEG5ABCC6L87 3133JLH36 2050-07-01 2.500000 0.00 199255.38 160636.37 Agency Mortgage-Backed Securities FEPC 06.500 3PQU8292 S6XOOCT0IEG5ABCC6L87 3133JMF93 2055-04-01 6.500000 0.00 1007908.96 1028617.12 Agency Mortgage-Backed Securities FEPC 04.000 CLRA1735 S6XOOCT0IEG5ABCC6L87 3133KG4U9 2049-11-01 4.000000 0.00 13993.28 13033.46 Agency Mortgage-Backed Securities FEPC 03.500 CLRA1369 S6XOOCT0IEG5ABCC6L87 3133KGQW1 2049-05-25 3.500000 0.00 3159939.28 2854707.05 Agency Mortgage-Backed Securities FEPC 04.000 CLRA2621 S6XOOCT0IEG5ABCC6L87 3133KH4E3 2050-05-01 4.000000 0.00 1517225.86 1408051.35 Agency Mortgage-Backed Securities FEPC 04.000 CLRA2310 S6XOOCT0IEG5ABCC6L87 3133KHR73 2050-03-01 4.000000 0.00 229081.59 213297.26 Agency Mortgage-Backed Securities FEPC 02.000 CLRA3523 S6XOOCT0IEG5ABCC6L87 3133KJ4G4 2050-09-01 2.000000 0.00 10358.82 8129.01 Agency Mortgage-Backed Securities FEPC 02.000 CLRA3580 S6XOOCT0IEG5ABCC6L87 3133KJ6R8 2050-09-01 2.000000 0.00 38779.99 31013.78 Agency Mortgage-Backed Securities FEPC 04.000 CLRA3586 S6XOOCT0IEG5ABCC6L87 3133KJ6X5 2050-09-01 4.000000 0.00 8126.17 7542.63 Agency Mortgage-Backed Securities FEPC 02.500 CLRA3089 S6XOOCT0IEG5ABCC6L87 3133KJNE8 2050-07-01 2.500000 0.00 54770.19 45796.83 Agency Mortgage-Backed Securities FEPC 02.500 CLRA3194 S6XOOCT0IEG5ABCC6L87 3133KJRP9 2050-08-01 2.500000 0.00 350143.17 292677.79 Agency Mortgage-Backed Securities FEPC 01.500 CLRA3217 S6XOOCT0IEG5ABCC6L87 3133KJSE3 2050-08-01 1.500000 0.00 59434.51 44697.43 Agency Mortgage-Backed Securities FEPC 02.500 CLRA4414 S6XOOCT0IEG5ABCC6L87 3133KK3X5 2051-01-01 2.500000 0.00 292401.72 244814.32 Agency Mortgage-Backed Securities FEPC 02.000 CLRA3882 S6XOOCT0IEG5ABCC6L87 3133KKJ34 2050-11-01 2.000000 0.00 121190.77 97574.77 Agency Mortgage-Backed Securities FEPC 02.500 CLRA4179 S6XOOCT0IEG5ABCC6L87 3133KKUC1 2050-12-01 2.500000 0.00 1214.22 997.20 Agency Mortgage-Backed Securities FEPC 02.000 CLRA4245 S6XOOCT0IEG5ABCC6L87 3133KKWE5 2050-12-01 2.000000 0.00 42042.38 33623.08 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5286 S6XOOCT0IEG5ABCC6L87 3133KL2T3 2051-05-01 2.500000 0.00 1299.24 1067.83 Agency Mortgage-Backed Securities FEPC 03.500 CLRA4518 S6XOOCT0IEG5ABCC6L87 3133KLAT4 2051-02-01 3.500000 0.00 3888858.25 3483112.93 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5546 S6XOOCT0IEG5ABCC6L87 3133KMET8 2051-07-01 3.000000 0.00 7385.29 6340.86 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6493 S6XOOCT0IEG5ABCC6L87 3133KNGA5 2051-12-01 2.500000 0.00 1597.94 1314.34 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6766 S6XOOCT0IEG5ABCC6L87 3133KNQT3 2052-02-01 2.500000 0.00 7808.93 6547.50 Agency Mortgage-Backed Securities FEPC 02.000 CLRA6973 S6XOOCT0IEG5ABCC6L87 3133KNXA6 2052-03-01 2.000000 0.00 8372.41 6586.44 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7380 S6XOOCT0IEG5ABCC6L87 3133KPFV5 2052-05-01 3.500000 0.00 577592.52 518918.75 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7545 S6XOOCT0IEG5ABCC6L87 3133KPL22 2052-06-01 4.000000 0.00 2314215.63 2151756.15 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7779 S6XOOCT0IEG5ABCC6L87 3133KPUC0 2052-08-01 4.500000 0.00 17092.70 16234.99 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7787 S6XOOCT0IEG5ABCC6L87 3133KPUL0 2052-08-01 5.000000 0.00 32257.48 31589.00 Agency Mortgage-Backed Securities FEPC 05.500 CLRA7944 S6XOOCT0IEG5ABCC6L87 3133KPZH4 2052-09-01 5.500000 0.00 3774.95 3806.59 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8880 S6XOOCT0IEG5ABCC6L87 3133KQ2M7 2053-04-01 5.500000 0.00 916.66 920.31 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8892 S6XOOCT0IEG5ABCC6L87 3133KQ2Z8 2053-04-01 6.000000 0.00 6430.88 6583.42 Agency Mortgage-Backed Securities FNMS 06.500 CL745738 B1V7KEBTPIMZEU4LTD58 31403DPX1 2036-08-01 6.500000 0.00 112.42 117.48 Agency Mortgage-Backed Securities FNMS 06.500 CL745932 B1V7KEBTPIMZEU4LTD58 31403DVZ9 2036-11-01 6.500000 0.00 273.37 288.34 Agency Mortgage-Backed Securities FNMS 06.500 CL747686 B1V7KEBTPIMZEU4LTD58 31403FUK8 2033-11-01 6.500000 0.00 4049.37 4198.65 Agency Mortgage-Backed Securities FNMS 06.500 CL748116 B1V7KEBTPIMZEU4LTD58 31403GDV1 2033-10-01 6.500000 0.00 1109.25 1150.14 Agency Mortgage-Backed Securities FNMS 05.000 CL748262 B1V7KEBTPIMZEU4LTD58 31403GJF0 2033-11-01 5.000000 0.00 813.77 808.19 Agency Mortgage-Backed Securities FNMS 06.500 CL750482 B1V7KEBTPIMZEU4LTD58 31403JXK7 2033-12-01 6.500000 0.00 2998.05 3108.58 Agency Mortgage-Backed Securities FNMS 05.500 CL750789 B1V7KEBTPIMZEU4LTD58 31403KC27 2033-12-01 5.500000 0.00 76.91 76.83 Agency Mortgage-Backed Securities FNMS 08.000 CL754368 B1V7KEBTPIMZEU4LTD58 31403QCD0 2032-04-01 8.000000 0.00 4114.00 4222.38 Agency Mortgage-Backed Securities FNMS 04.500 RE763652 B1V7KEBTPIMZEU4LTD58 31404BL91 2034-04-01 4.500000 0.00 17349.98 17116.19 Agency Mortgage-Backed Securities FNMS 05.500 CL763798 B1V7KEBTPIMZEU4LTD58 31404BRT1 2034-03-01 5.500000 0.00 260.23 261.02 Agency Mortgage-Backed Securities FNMS 06.500 CL766304 B1V7KEBTPIMZEU4LTD58 31404EKR6 2034-03-01 6.500000 0.00 223.40 231.64 Agency Mortgage-Backed Securities FNMS 08.000 CL769021 B1V7KEBTPIMZEU4LTD58 31404HLA5 2031-02-01 8.000000 0.00 3018.76 3097.63 Agency Mortgage-Backed Securities FNMS 06.500 CL769202 B1V7KEBTPIMZEU4LTD58 31404HRX9 2034-01-01 6.500000 0.00 6025.56 6247.70 Agency Mortgage-Backed Securities FNMS 05.000 CL769804 B1V7KEBTPIMZEU4LTD58 31404JGM1 2034-03-01 5.000000 0.00 10646.74 10528.43 Agency Mortgage-Backed Securities FNMS 04.500 GL774240 N/A 31404PEM9 2033-11-01 4.500000 0.00 3205.38 3150.74 Agency Mortgage-Backed Securities FNMS 05.000 GL774241 B1V7KEBTPIMZEU4LTD58 31404PEN7 2033-10-01 5.000000 0.00 107092.44 105534.32 Agency Mortgage-Backed Securities FNMS 06.500 CL774248 B1V7KEBTPIMZEU4LTD58 31404PEV9 2033-11-01 6.500000 0.00 1695.50 1758.01 Agency Mortgage-Backed Securities FNMS 04.500 RE781682 B1V7KEBTPIMZEU4LTD58 31404XM76 2035-05-01 4.500000 0.00 3221.30 3124.39 Agency Mortgage-Backed Securities FNMS 05.000 CL783695 B1V7KEBTPIMZEU4LTD58 31405AUU5 2034-06-01 5.000000 0.00 1664.77 1664.24 Agency Mortgage-Backed Securities FNMS 07.000 CL787523 B1V7KEBTPIMZEU4LTD58 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878617.23 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4768 S6XOOCT0IEG5ABCC6L87 3132A5JM8 2048-05-01 3.500000 0.00 736126.03 666905.64 Agency Mortgage-Backed Securities FEPC 03.000 CIZS7159 S6XOOCT0IEG5ABCC6L87 3132A75U1 2030-03-01 3.000000 0.00 47168.71 46158.83 Agency Mortgage-Backed Securities FEPC 04.000 CIZS6382 S6XOOCT0IEG5ABCC6L87 3132A7CT6 2026-10-01 4.000000 0.00 74.90 74.94 Agency Mortgage-Backed Securities FEPC 04.000 CIZS6447 S6XOOCT0IEG5ABCC6L87 3132A7EU1 2027-02-01 4.000000 0.00 15.95 15.95 Agency Mortgage-Backed Securities FEPC 03.500 CIZS6861 S6XOOCT0IEG5ABCC6L87 3132A7TS0 2029-01-01 3.500000 0.00 48.17 47.79 Agency Mortgage-Backed Securities FEPC 03.500 CIZS6883 S6XOOCT0IEG5ABCC6L87 3132A7UG4 2028-12-01 3.500000 0.00 427.31 423.40 Agency Mortgage-Backed Securities FEPC 04.000 CIZS6891 S6XOOCT0IEG5ABCC6L87 3132A7UQ2 2029-01-01 4.000000 0.00 4374.81 4347.98 Agency Mortgage-Backed Securities FEPC 04.000 CIZS6978 S6XOOCT0IEG5ABCC6L87 3132A7XF3 2027-07-01 4.000000 0.00 235.52 235.56 Agency Mortgage-Backed Securities FEPC 02.500 CNZS8014 S6XOOCT0IEG5ABCC6L87 3132A83X5 2028-01-01 2.500000 0.00 5874.04 5819.83 Agency Mortgage-Backed Securities FEPC 03.500 CIZS7386 S6XOOCT0IEG5ABCC6L87 3132A8F38 2030-12-01 3.500000 0.00 5.43 5.36 Agency Mortgage-Backed Securities FEPC 03.000 CIZS7366 S6XOOCT0IEG5ABCC6L87 3132A8FF1 2031-02-01 3.000000 0.00 80456.27 78341.48 Agency Mortgage-Backed Securities FEPC 06.500 CLTA5555 S6XOOCT0IEG5ABCC6L87 3142JUE55 2056-01-01 6.500000 0.00 154922.21 162772.22 Agency Mortgage-Backed Securities FEPC 03.000 CNZS7948 S6XOOCT0IEG5ABCC6L87 3132A8ZM4 2028-01-01 3.000000 0.00 5262.44 5231.84 Agency Mortgage-Backed Securities FEPC 05.000 CTZS8889 S6XOOCT0IEG5ABCC6L87 3132A92W6 2028-11-01 5.000000 0.00 1632.50 1637.13 Agency Mortgage-Backed Securities FEPC 06.000 CTZS8906 S6XOOCT0IEG5ABCC6L87 3132A93P0 2029-01-01 6.000000 0.00 99368.85 101080.58 Agency Mortgage-Backed Securities FEPC 06.000 CTZS8908 S6XOOCT0IEG5ABCC6L87 3132A93R6 2028-10-01 6.000000 0.00 65899.82 67035.01 Agency Mortgage-Backed Securities FEPC 05.000 CTZS8919 S6XOOCT0IEG5ABCC6L87 3132A94C8 2029-05-01 5.000000 0.00 1262.21 1265.10 Agency Mortgage-Backed Securities FEPC 05.000 CTZS8926 S6XOOCT0IEG5ABCC6L87 3132A94K0 2029-04-01 5.000000 0.00 1133.36 1136.43 Agency Mortgage-Backed Securities FEPC 05.000 CTZS8959 S6XOOCT0IEG5ABCC6L87 3132A95U7 2031-09-01 5.000000 0.00 5256.74 5264.60 Agency Mortgage-Backed Securities FEPC 03.000 CIZS8450 S6XOOCT0IEG5ABCC6L87 3132A9L70 2026-12-01 3.000000 0.00 3008.89 3003.63 Agency Mortgage-Backed Securities FNMS 07.000 CL934648 B1V7KEBTPIMZEU4LTD58 31412TZM8 2038-11-01 7.000000 0.00 5690.14 5988.37 Agency Mortgage-Backed Securities FEPC 02.500 CIZS8472 S6XOOCT0IEG5ABCC6L87 3132A9MV6 2027-10-01 2.500000 0.00 546986.88 541971.19 Agency Mortgage-Backed Securities FEPC 03.500 CIZS8510 S6XOOCT0IEG5ABCC6L87 3132A9N37 2029-01-01 3.500000 0.00 357.03 353.76 Agency Mortgage-Backed Securities FEPC 03.000 CIZS8502 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429603.71 Agency Mortgage-Backed Securities FEPC 05.500 CTZS9233 S6XOOCT0IEG5ABCC6L87 3132AAHJ6 2030-04-01 5.500000 0.00 357.70 358.65 Agency Mortgage-Backed Securities FEPC 05.000 CTZS9234 S6XOOCT0IEG5ABCC6L87 3132AAHK3 2031-09-01 5.000000 0.00 27711.16 27755.60 Agency Mortgage-Backed Securities FEPC 05.000 CTZS9345 S6XOOCT0IEG5ABCC6L87 3132AAL28 2031-09-01 5.000000 0.00 58.26 58.25 Agency Mortgage-Backed Securities FEPC 03.500 CLZS9448 S6XOOCT0IEG5ABCC6L87 3132AAP99 2045-01-01 3.500000 0.00 2272456.23 2085220.99 Agency Mortgage-Backed Securities FEPC 04.500 CLZS9589 S6XOOCT0IEG5ABCC6L87 3132AAUN2 2045-12-01 4.500000 0.00 476.29 459.75 Agency Mortgage-Backed Securities FEPC 04.500 CLZS9613 S6XOOCT0IEG5ABCC6L87 3132AAVE1 2033-09-01 4.500000 0.00 7624.00 7524.78 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0789 S6XOOCT0IEG5ABCC6L87 3132AC2W9 2048-10-01 4.000000 0.00 110760.21 102976.91 Agency Mortgage-Backed Securities FEPC 05.000 CTZT0799 S6XOOCT0IEG5ABCC6L87 3132AC3G3 2031-09-01 5.000000 0.00 15.79 15.82 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0240 S6XOOCT0IEG5ABCC6L87 3132ACHR4 2048-01-01 3.500000 0.00 95005.34 86264.25 Agency Mortgage-Backed Securities FNMS 08.000 CL190317 B1V7KEBTPIMZEU4LTD58 31368HK69 2031-08-01 8.000000 0.00 5752.16 5940.40 Agency Mortgage-Backed Securities FNMS 05.000 CL934256 B1V7KEBTPIMZEU4LTD58 31412TMD2 2039-01-01 5.000000 0.00 35283.86 35030.02 Agency Mortgage-Backed Securities FNMS 05.000 CL932752 B1V7KEBTPIMZEU4LTD58 31412RH59 2040-04-01 5.000000 0.00 25159.22 25070.58 Agency Mortgage-Backed Securities FNMS 06.500 CL190312 B1V7KEBTPIMZEU4LTD58 31368HKZ5 2031-04-01 6.500000 0.00 224.65 232.93 Agency Mortgage-Backed Securities FNMS 05.500 CL190375 B1V7KEBTPIMZEU4LTD58 31368HMY6 2036-11-01 5.500000 0.00 135.53 138.35 Agency Mortgage-Backed Securities FNMS 06.500 GL252033 B1V7KEBTPIMZEU4LTD58 31371G4S6 2028-09-01 6.500000 0.00 507.90 513.60 Agency Mortgage-Backed Securities FNMS 06.500 KL252087 B1V7KEBTPIMZEU4LTD58 31371G6Y1 2028-09-01 6.500000 0.00 94.24 95.60 Agency Mortgage-Backed Securities FNMS 07.000 CL252094 B1V7KEBTPIMZEU4LTD58 31371G7F1 2028-10-01 7.000000 0.00 351.84 370.28 Agency Mortgage-Backed Securities FNMS 07.500 CL251336 B1V7KEBTPIMZEU4LTD58 31371GEH9 2027-12-01 7.500000 0.00 56.35 56.85 Agency Mortgage-Backed Securities FNMS 07.000 CL251499 B1V7KEBTPIMZEU4LTD58 31371GKL3 2028-02-01 7.000000 0.00 14.79 15.56 Agency Mortgage-Backed Securities FNMS 04.500 CL932322 B1V7KEBTPIMZEU4LTD58 31412QYT0 2039-12-01 4.500000 0.00 15255.99 14881.29 Agency Mortgage-Backed Securities FNMS 07.000 CL251698 B1V7KEBTPIMZEU4LTD58 31371GRT9 2028-05-01 7.000000 0.00 98.45 103.61 Agency Mortgage-Backed Securities FNMS 08.000 CL251754 B1V7KEBTPIMZEU4LTD58 31371GTK6 2028-04-01 8.000000 0.00 17.86 18.19 Agency Mortgage-Backed Securities FNMS 08.000 CL251799 B1V7KEBTPIMZEU4LTD58 31371GUY4 2028-05-01 8.000000 0.00 16.66 16.92 Agency Mortgage-Backed Securities FNMS 05.000 CL931480 B1V7KEBTPIMZEU4LTD58 31412P2M2 2039-07-01 5.000000 0.00 189029.81 188404.25 Agency Mortgage-Backed Securities FNMS 07.000 CL251968 B1V7KEBTPIMZEU4LTD58 31371GZ94 2028-09-01 7.000000 0.00 72.61 76.42 Agency Mortgage-Backed Securities FNMS 07.000 CL252873 B1V7KEBTPIMZEU4LTD58 31371H2E7 2029-10-01 7.000000 0.00 9314.75 9802.96 Agency Mortgage-Backed Securities FNMS 07.500 CL252874 B1V7KEBTPIMZEU4LTD58 31371H2F4 2029-10-01 7.500000 0.00 1225.54 1259.77 Agency Mortgage-Backed Securities FNMS 06.500 CL252923 B1V7KEBTPIMZEU4LTD58 31371H4G0 2029-11-01 6.500000 0.00 3433.90 3560.50 Agency Mortgage-Backed Securities FNMS 08.000 CL252926 B1V7KEBTPIMZEU4LTD58 31371H4K1 2029-12-01 8.000000 0.00 23.85 24.36 Agency Mortgage-Backed Securities FNMS 08.000 CL252982 B1V7KEBTPIMZEU4LTD58 31371H6T0 2030-01-01 8.000000 0.00 98.75 102.12 Agency Mortgage-Backed Securities FNMS 06.500 CL252111 B1V7KEBTPIMZEU4LTD58 31371HAL2 2028-10-01 6.500000 0.00 136.03 141.04 Agency Mortgage-Backed Securities FNMS 07.000 CL252163 B1V7KEBTPIMZEU4LTD58 31371HB80 2028-11-01 7.000000 0.00 5.74 6.04 Agency Mortgage-Backed Securities FNMS 06.500 CL252180 B1V7KEBTPIMZEU4LTD58 31371HCR7 2028-10-01 6.500000 0.00 187.45 194.36 Agency Mortgage-Backed Securities FNMS 07.000 CL252183 B1V7KEBTPIMZEU4LTD58 31371HCU0 2028-10-01 7.000000 0.00 1833.26 1929.35 Agency Mortgage-Backed Securities FNMS 07.000 GL252228 B1V7KEBTPIMZEU4LTD58 31371HD96 2028-12-01 7.000000 0.00 19529.68 19808.59 Agency Mortgage-Backed Securities FNMS 06.500 CL252212 B1V7KEBTPIMZEU4LTD58 31371HDR6 2028-12-01 6.500000 0.00 26.65 27.63 Agency Mortgage-Backed Securities FNMS 05.000 RE929810 B1V7KEBTPIMZEU4LTD58 31412NAK2 2038-08-01 5.000000 0.00 2610.86 2590.14 Agency Mortgage-Backed Securities FNMS 07.000 CL252256 B1V7KEBTPIMZEU4LTD58 31371HE53 2029-02-01 7.000000 0.00 913.84 961.74 Agency Mortgage-Backed Securities FNMS 07.000 CL928938 B1V7KEBTPIMZEU4LTD58 31412MBF4 2037-12-01 7.000000 0.00 2001.44 2106.34 Agency Mortgage-Backed Securities FNMS 07.000 GL252335 B1V7KEBTPIMZEU4LTD58 31371HHL5 2029-02-01 7.000000 0.00 16641.18 16926.13 Agency Mortgage-Backed Securities FNMS 06.500 CL252341 B1V7KEBTPIMZEU4LTD58 31371HHS0 2029-03-01 6.500000 0.00 12.80 13.27 Agency Mortgage-Backed Securities FNMS 06.500 CL252342 B1V7KEBTPIMZEU4LTD58 31371HHT8 2029-04-01 6.500000 0.00 90.41 93.74 Agency Mortgage-Backed Securities FNMS 07.000 CL909178 B1V7KEBTPIMZEU4LTD58 31411JCP9 2038-04-01 7.000000 0.00 17160.94 18655.20 Agency Mortgage-Backed Securities FNMS 07.500 CL252392 B1V7KEBTPIMZEU4LTD58 31371HKD9 2029-02-01 7.500000 0.00 17.18 17.43 Agency Mortgage-Backed Securities FNMS 06.500 KL252405 B1V7KEBTPIMZEU4LTD58 31371HKS6 2029-02-01 6.500000 0.00 456.05 463.84 Agency Mortgage-Backed Securities FNMS 07.000 CL252440 B1V7KEBTPIMZEU4LTD58 31371HLV8 2029-05-01 7.000000 0.00 6.01 6.32 Agency Mortgage-Backed Securities FNMS 06.500 CL252453 B1V7KEBTPIMZEU4LTD58 31371HMA3 2029-02-01 6.500000 0.00 1006.71 1043.82 Agency Mortgage-Backed Securities FNMS 07.000 CL909169 B1V7KEBTPIMZEU4LTD58 31411JCE4 2038-03-01 7.000000 0.00 6489.68 6829.82 Agency Mortgage-Backed Securities FNMS 07.000 CL252498 B1V7KEBTPIMZEU4LTD58 31371HNP9 2029-06-01 7.000000 0.00 16.08 16.92 Agency Mortgage-Backed Securities FNMS 06.500 CL908600 B1V7KEBTPIMZEU4LTD58 31411HNR7 2037-02-01 6.500000 0.00 23533.43 24754.03 Agency Mortgage-Backed Securities FNMS 05.700 CA905475 B1V7KEBTPIMZEU4LTD58 31411D6L8 2036-11-01 5.700000 0.00 33214.38 32891.44 Agency Mortgage-Backed Securities FNMS 06.500 CL252645 B1V7KEBTPIMZEU4LTD58 31371HTA6 2029-08-01 6.500000 0.00 19386.58 20101.30 Agency Mortgage-Backed Securities FNMS 07.000 CL252686 B1V7KEBTPIMZEU4LTD58 31371HUK2 2029-05-01 7.000000 0.00 2346.85 2469.86 Agency Mortgage-Backed Securities FNMS 08.000 CL252713 B1V7KEBTPIMZEU4LTD58 31371HVE5 2029-07-01 8.000000 0.00 115.88 117.98 Agency Mortgage-Backed Securities FNMS 07.500 GL252720 B1V7KEBTPIMZEU4LTD58 31371HVM7 2029-08-01 7.500000 0.00 23644.44 24195.02 Agency Mortgage-Backed Securities FNMS 06.500 CL903789 B1V7KEBTPIMZEU4LTD58 31411CC25 2036-11-01 6.500000 0.00 14.83 15.43 Agency Mortgage-Backed Securities FNMS 06.500 CL253794 B1V7KEBTPIMZEU4LTD58 31371J3B8 2031-04-01 6.500000 0.00 69.29 71.84 Agency Mortgage-Backed Securities FNMS 07.000 CL253795 B1V7KEBTPIMZEU4LTD58 31371J3C6 2031-05-01 7.000000 0.00 5828.42 6133.90 Agency Mortgage-Backed Securities FNMS 06.500 CL253181 B1V7KEBTPIMZEU4LTD58 31371JFW9 2030-03-01 6.500000 0.00 14.96 15.51 Agency Mortgage-Backed Securities FNMS 07.500 CL253265 B1V7KEBTPIMZEU4LTD58 31371JJJ4 2030-05-01 7.500000 0.00 251.33 255.40 Agency Mortgage-Backed Securities FNMS 08.000 CL253266 B1V7KEBTPIMZEU4LTD58 31371JJK1 2030-05-01 8.000000 0.00 896.87 925.92 Agency Mortgage-Backed Securities FNMS 09.000 CL253302 B1V7KEBTPIMZEU4LTD58 31371JKP8 2030-04-01 9.000000 0.00 288.54 297.60 Agency Mortgage-Backed Securities FNMS 07.500 CL253346 B1V7KEBTPIMZEU4LTD58 31371JL36 2030-05-01 7.500000 0.00 144.56 148.10 Agency Mortgage-Backed Securities FNMS 08.000 CL253347 B1V7KEBTPIMZEU4LTD58 31371JL44 2030-06-01 8.000000 0.00 3956.09 4086.55 Agency Mortgage-Backed Securities FNMS 09.000 CL253374 B1V7KEBTPIMZEU4LTD58 31371JMX9 2030-05-01 9.000000 0.00 2550.93 2631.48 Agency Mortgage-Backed Securities FNMS 08.000 CL253398 B1V7KEBTPIMZEU4LTD58 31371JNP5 2030-07-01 8.000000 0.00 466.13 480.45 Agency Mortgage-Backed Securities FNMS 06.500 CL895072 B1V7KEBTPIMZEU4LTD58 31410RMV8 2036-08-01 6.500000 0.00 147.17 154.55 Agency Mortgage-Backed Securities FNMS 09.000 CL253408 B1V7KEBTPIMZEU4LTD58 31371JNZ3 2030-06-01 9.000000 0.00 876.79 910.17 Agency Mortgage-Backed Securities FNMS 09.000 CL253443 B1V7KEBTPIMZEU4LTD58 31371JP40 2030-07-01 9.000000 0.00 1440.78 1496.33 Agency Mortgage-Backed Securities FNMS 08.000 CL253437 B1V7KEBTPIMZEU4LTD58 31371JPW8 2030-09-01 8.000000 0.00 31.93 33.06 Agency Mortgage-Backed Securities FNMS 08.000 CL253481 B1V7KEBTPIMZEU4LTD58 31371JRA4 2030-10-01 8.000000 0.00 893.61 924.68 Agency Mortgage-Backed Securities FNMS 07.500 CL253515 B1V7KEBTPIMZEU4LTD58 31371JSC9 2030-11-01 7.500000 0.00 112.14 115.65 Agency Mortgage-Backed Securities FNMS 08.000 CL253644 B1V7KEBTPIMZEU4LTD58 31371JWD2 2031-02-01 8.000000 0.00 262.32 272.15 Agency Mortgage-Backed Securities FNMS 05.500 CL254693 B1V7KEBTPIMZEU4LTD58 31371K3A7 2033-03-01 5.500000 0.00 59.13 59.79 Agency Mortgage-Backed Securities FNMS 06.500 CL889984 B1V7KEBTPIMZEU4LTD58 31410KXM1 2038-10-01 6.500000 0.00 5089.71 5392.15 Agency Mortgage-Backed Securities FNMS 05.000 CL254793 B1V7KEBTPIMZEU4LTD58 31371K7E5 2033-07-01 5.000000 0.00 29087.78 29090.88 Agency Mortgage-Backed Securities FNMS 07.500 CL253929 B1V7KEBTPIMZEU4LTD58 31371KA68 2031-08-01 7.500000 0.00 1199.02 1238.93 Agency Mortgage-Backed Securities FNMS 07.000 CL253907 B1V7KEBTPIMZEU4LTD58 31371KAG6 2031-07-01 7.000000 0.00 4872.54 5127.92 Agency Mortgage-Backed Securities FNMS 07.000 CL254008 B1V7KEBTPIMZEU4LTD58 31371KDM0 2031-10-01 7.000000 0.00 22212.24 23376.44 Agency Mortgage-Backed Securities FNMS 08.500 CL254016 B1V7KEBTPIMZEU4LTD58 31371KDV0 2031-08-01 8.500000 0.00 101.82 103.76 Agency Mortgage-Backed Securities FNMS 07.000 CL254051 B1V7KEBTPIMZEU4LTD58 31371KEY3 2031-11-01 7.000000 0.00 7.68 8.09 Agency Mortgage-Backed Securities FNMS 08.000 GO254125 B1V7KEBTPIMZEU4LTD58 31371KHA2 2031-10-01 8.000000 0.00 99.98 100.62 Agency Mortgage-Backed Securities FNMS 07.000 CL254148 B1V7KEBTPIMZEU4LTD58 31371KHZ7 2032-01-01 7.000000 0.00 5.25 5.53 Agency Mortgage-Backed Securities FNMS 06.500 K2254169 B1V7KEBTPIMZEU4LTD58 31371KJN2 2031-12-01 6.500000 0.00 846.28 861.39 Agency Mortgage-Backed Securities FNMS 07.000 CL254240 B1V7KEBTPIMZEU4LTD58 31371KLV1 2032-02-01 7.000000 0.00 35055.68 36893.03 Agency Mortgage-Backed Securities FNMS 06.000 CL254262 B1V7KEBTPIMZEU4LTD58 31371KMK4 2032-03-01 6.000000 0.00 425.47 433.28 Agency Mortgage-Backed Securities FNMS 07.000 CL254379 B1V7KEBTPIMZEU4LTD58 31371KQ87 2032-07-01 7.000000 0.00 8573.81 9023.19 Agency Mortgage-Backed Securities FNMS 06.500 CL254406 B1V7KEBTPIMZEU4LTD58 31371KR37 2032-08-01 6.500000 0.00 26.75 27.74 Agency Mortgage-Backed Securities FNMS 07.000 CL254407 B1V7KEBTPIMZEU4LTD58 31371KR45 2032-07-01 7.000000 0.00 626.53 659.37 Agency Mortgage-Backed Securities FNMS 07.000 K2254393 B1V7KEBTPIMZEU4LTD58 31371KRN3 2032-05-01 7.000000 0.00 55466.20 57072.52 Agency Mortgage-Backed Securities FNMS 07.000 CL254480 B1V7KEBTPIMZEU4LTD58 31371KUD1 2032-10-01 7.000000 0.00 186.28 196.05 Agency Mortgage-Backed Securities FNMS 06.500 CL254550 B1V7KEBTPIMZEU4LTD58 31371KWK3 2032-12-01 6.500000 0.00 192.53 201.45 Agency Mortgage-Backed Securities FNMS 07.000 CL255680 B1V7KEBTPIMZEU4LTD58 31371L6R5 2035-02-01 7.000000 0.00 1463.80 1540.52 Agency Mortgage-Backed Securities FNMS 06.000 CL889579 B1V7KEBTPIMZEU4LTD58 31410KJY1 2038-05-01 6.000000 0.00 314.47 327.47 Agency Mortgage-Backed Securities FNMS 05.000 CT889502 B1V7KEBTPIMZEU4LTD58 31410KGK4 2028-05-01 5.000000 0.00 3119.27 3128.28 Agency Mortgage-Backed Securities FNMS 05.500 CT889490 B1V7KEBTPIMZEU4LTD58 31410KF74 2027-12-01 5.500000 0.00 949.84 954.82 Agency Mortgage-Backed Securities FNMS 06.500 CL255162 B1V7KEBTPIMZEU4LTD58 31371LMK2 2034-02-01 6.500000 0.00 26.66 27.64 Agency Mortgage-Backed Securities FNMS 06.500 CL889339 B1V7KEBTPIMZEU4LTD58 31410KBG8 2028-12-01 6.500000 0.00 105130.61 109006.43 Agency Mortgage-Backed Securities FNMS 05.000 NP256539 B1V7KEBTPIMZEU4LTD58 31371M4Y0 2036-11-01 5.000000 0.00 59914.36 58873.75 Agency Mortgage-Backed Securities FNMS 06.500 CL889313 B1V7KEBTPIMZEU4LTD58 31410KAN4 2037-10-01 6.500000 0.00 56.45 59.35 Agency Mortgage-Backed Securities FNMS 07.000 CL256567 B1V7KEBTPIMZEU4LTD58 31371M6C6 2037-01-01 7.000000 0.00 3655.18 3846.76 Agency Mortgage-Backed Securities FNMS 06.000 CLDE9239 B1V7KEBTPIMZEU4LTD58 3140BNHR2 2055-10-01 6.000000 0.00 353178.70 360141.27 Agency Mortgage-Backed Securities FNMS 06.500 CLDF0013 B1V7KEBTPIMZEU4LTD58 3140BQAP6 2055-10-01 6.500000 0.00 488978.42 510957.35 Agency Mortgage-Backed Securities FNMS 06.000 CLDF1759 B1V7KEBTPIMZEU4LTD58 3140BR5V7 2055-10-01 6.000000 0.00 16123.89 16596.16 Agency Mortgage-Backed Securities FNMS 06.000 CLDF1763 B1V7KEBTPIMZEU4LTD58 3140BR5Z8 2055-10-01 6.000000 0.00 160017.15 164181.75 Agency Mortgage-Backed Securities FNMS 06.000 CLDF2242 B1V7KEBTPIMZEU4LTD58 3140BSP43 2055-10-01 6.000000 0.00 216765.72 221367.23 Agency Mortgage-Backed Securities FNMS 06.000 CLDF4462 B1V7KEBTPIMZEU4LTD58 3140BU5Y4 2055-12-01 6.000000 0.00 16123.00 16400.74 Agency Mortgage-Backed Securities FNMS 05.500 CLDF4476 B1V7KEBTPIMZEU4LTD58 3140BU6N7 2055-12-01 5.500000 0.00 1770.42 1779.24 Agency Mortgage-Backed Securities FNMS 05.500 CLDF3773 B1V7KEBTPIMZEU4LTD58 3140BUFP2 2055-11-01 5.500000 0.00 10075.04 10128.98 Agency Mortgage-Backed Securities FNMS 05.000 CLDF3942 B1V7KEBTPIMZEU4LTD58 3140BULY6 2055-12-01 5.000000 0.00 8756.79 8544.01 Agency Mortgage-Backed Securities FNMS 06.500 CLDF4202 B1V7KEBTPIMZEU4LTD58 3140BUU42 2055-09-01 6.500000 0.00 403796.51 422023.75 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5156 B1V7KEBTPIMZEU4LTD58 3140BVWS5 2055-12-01 5.000000 0.00 81661.46 79965.89 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5163 B1V7KEBTPIMZEU4LTD58 3140BVWZ9 2055-11-01 5.000000 0.00 5060.48 4937.39 Agency Mortgage-Backed Securities FNMS 06.000 CLDF5878 B1V7KEBTPIMZEU4LTD58 3140BWQ84 2055-11-01 6.000000 0.00 1031.92 1054.63 Agency Mortgage-Backed Securities FNMS 06.000 CLDF7384 B1V7KEBTPIMZEU4LTD58 3140BYF25 2055-12-01 6.000000 0.00 1154694.77 1188934.93 Agency Mortgage-Backed Securities FNMS 05.000 CLDF7587 B1V7KEBTPIMZEU4LTD58 3140BYND2 2056-01-01 5.000000 0.00 1601.03 1558.00 Agency Mortgage-Backed Securities FNMS 05.000 CLDF7949 B1V7KEBTPIMZEU4LTD58 3140BYZP2 2056-05-01 5.000000 0.00 7364.64 7183.10 Agency Mortgage-Backed Securities FNMS 03.000 CIBA2256 B1V7KEBTPIMZEU4LTD58 3140E6QJ4 2030-11-01 3.000000 0.00 330318.30 320535.26 Agency Mortgage-Backed Securities FNMS 03.000 CIBA2284 B1V7KEBTPIMZEU4LTD58 3140E6RE4 2030-12-01 3.000000 0.00 122445.46 119309.51 Agency Mortgage-Backed Securities FNMS 03.500 CIBA2896 B1V7KEBTPIMZEU4LTD58 3140E7GE4 2030-11-01 3.500000 0.00 48620.64 47544.94 Agency Mortgage-Backed Securities FNMS 03.500 CLBC0822 B1V7KEBTPIMZEU4LTD58 3140EU4G1 2046-04-01 3.500000 0.00 12966.10 11845.33 Agency Mortgage-Backed Securities FNMS 02.500 CIBC1473 B1V7KEBTPIMZEU4LTD58 3140EVT72 2031-07-01 2.500000 0.00 12418.88 11913.47 Agency Mortgage-Backed Securities FNMS 03.500 CIBC2484 B1V7KEBTPIMZEU4LTD58 3140EWXN0 2031-03-01 3.500000 0.00 906.39 885.36 Agency Mortgage-Backed Securities FNMS 03.000 CLBC9003 B1V7KEBTPIMZEU4LTD58 3140F5AD5 2046-11-01 3.000000 0.00 101048.60 89121.83 Agency Mortgage-Backed Securities FNMS 03.000 CLBC9067 B1V7KEBTPIMZEU4LTD58 3140F5CD3 2046-12-01 3.000000 0.00 222506.47 195732.27 Agency Mortgage-Backed Securities FNMS 03.000 CIBD2402 B1V7KEBTPIMZEU4LTD58 3140F9U45 2031-12-01 3.000000 0.00 61912.67 59878.84 Agency Mortgage-Backed Securities FNMS 04.000 CTBD5339 B1V7KEBTPIMZEU4LTD58 3140FC4Z8 2037-04-01 4.000000 0.00 114424.71 108935.80 Agency Mortgage-Backed Securities FNMS 03.000 CLBE0468 B1V7KEBTPIMZEU4LTD58 3140FKQW3 2046-10-01 3.000000 0.00 15767.99 13904.31 Agency Mortgage-Backed Securities FNMS 04.500 CLBE0640 B1V7KEBTPIMZEU4LTD58 3140FKWA4 2047-08-01 4.500000 0.00 402.96 388.95 Agency Mortgage-Backed Securities FNMS 03.500 CIBE3716 B1V7KEBTPIMZEU4LTD58 3140FPDW6 2032-06-01 3.500000 0.00 193140.94 188654.99 Agency Mortgage-Backed Securities FNMS 03.000 CKBE6702 B1V7KEBTPIMZEU4LTD58 3140FSNU3 2036-12-01 3.000000 0.00 272278.15 248855.15 Agency Mortgage-Backed Securities FNMS 06.500 CL889072 B1V7KEBTPIMZEU4LTD58 31410GW90 2037-12-01 6.500000 0.00 208.24 220.64 Agency Mortgage-Backed Securities FNMS 06.500 CL888881 B1V7KEBTPIMZEU4LTD58 31410GRA3 2037-12-01 6.500000 0.00 63325.32 67094.73 Agency Mortgage-Backed Securities FNMS 07.000 NP888698 B1V7KEBTPIMZEU4LTD58 31410GKK8 2037-10-01 7.000000 0.00 40147.19 41059.06 Agency Mortgage-Backed Securities FNMS 06.500 CL888544 B1V7KEBTPIMZEU4LTD58 31410GER0 2036-08-01 6.500000 0.00 10895.69 11297.38 Agency Mortgage-Backed Securities FNMS 07.000 CL888211 B1V7KEBTPIMZEU4LTD58 31410FYG4 2036-08-01 7.000000 0.00 35357.78 37210.96 Agency Mortgage-Backed Securities FNMS 06.500 CL888034 B1V7KEBTPIMZEU4LTD58 31410FSX4 2036-08-01 6.500000 0.00 2086.63 2163.56 Agency Mortgage-Backed Securities FNMS 06.000 CL888021 B1V7KEBTPIMZEU4LTD58 31410FSJ5 2036-12-01 6.000000 0.00 187.97 195.79 Agency Mortgage-Backed Securities FNMS 07.000 CL888367 B1V7KEBTPIMZEU4LTD58 31410F6C4 2037-03-01 7.000000 0.00 1076.98 1133.43 Agency Mortgage-Backed Securities FEPC 06.500 CLZS3029 S6XOOCT0IEG5ABCC6L87 3132A3LJ7 2038-09-01 6.500000 0.00 34.26 35.98 Agency Mortgage-Backed Securities FEPC 06.500 CLZS2858 S6XOOCT0IEG5ABCC6L87 3132A3E71 2033-11-01 6.500000 0.00 253492.07 262837.48 Agency Mortgage-Backed Securities FEPC 06.500 CLZS2822 S6XOOCT0IEG5ABCC6L87 3132A3D31 2039-04-01 6.500000 0.00 89766.59 93313.87 Agency Mortgage-Backed Securities FEPC 07.000 CLZS2421 S6XOOCT0IEG5ABCC6L87 3132A2VN9 2038-10-01 7.000000 0.00 3710.15 3904.61 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2054 S6XOOCT0IEG5ABCC6L87 3132A2H70 2038-05-01 5.500000 0.00 44064.62 44813.43 Agency Mortgage-Backed Securities FEPC 06.500 CLZS3826 S6XOOCT0IEG5ABCC6L87 3132A4HB7 2039-09-01 6.500000 0.00 19075.90 19910.86 Agency Mortgage-Backed Securities FNMS 07.000 CL190289 B1V7KEBTPIMZEU4LTD58 31368HKA0 2027-11-01 7.000000 0.00 5.92 6.23 Agency Mortgage-Backed Securities FNMS 07.000 CL190294 B1V7KEBTPIMZEU4LTD58 31368HKF9 2028-02-01 7.000000 0.00 9.29 9.78 Agency Mortgage-Backed Securities FNMS 06.500 CL251697 B1V7KEBTPIMZEU4LTD58 31371GRS1 2028-05-01 6.500000 0.00 26.21 27.18 Agency Mortgage-Backed Securities FNMS 06.500 CL251925 B1V7KEBTPIMZEU4LTD58 31371GYW4 2028-07-01 6.500000 0.00 32.59 33.79 Agency Mortgage-Backed Securities FNMS 06.500 KL252216 B1V7KEBTPIMZEU4LTD58 31371HDV7 2028-11-01 6.500000 0.00 176.31 177.97 Agency Mortgage-Backed Securities FNMS 07.000 GL252285 B1V7KEBTPIMZEU4LTD58 31371HF29 2028-12-01 7.000000 0.00 15936.50 16123.81 Agency Mortgage-Backed Securities FNMS 07.000 CL252343 B1V7KEBTPIMZEU4LTD58 31371HHU5 2029-03-01 7.000000 0.00 1964.43 2067.39 Agency Mortgage-Backed Securities FNMS 06.500 CL252497 B1V7KEBTPIMZEU4LTD58 31371HNN4 2029-06-01 6.500000 0.00 18493.75 19175.55 Agency Mortgage-Backed Securities FNMS 06.500 CL252570 B1V7KEBTPIMZEU4LTD58 31371HQX9 2029-07-01 6.500000 0.00 24368.82 25267.21 Agency Mortgage-Backed Securities FNMS 07.500 GL252790 B1V7KEBTPIMZEU4LTD58 31371HXT0 2029-08-01 7.500000 0.00 5622.67 5748.72 Agency Mortgage-Backed Securities FNMS 08.500 CL253399 B1V7KEBTPIMZEU4LTD58 31371JNQ3 2030-07-01 8.500000 0.00 6.96 7.13 Agency Mortgage-Backed Securities FNMS 05.000 CL254766 B1V7KEBTPIMZEU4LTD58 31371K6B2 2033-06-01 5.000000 0.00 2938.48 2938.85 Agency Mortgage-Backed Securities FNMS 05.000 CL254828 B1V7KEBTPIMZEU4LTD58 31371LA58 2033-08-01 5.000000 0.00 9630.70 9631.58 Agency Mortgage-Backed Securities FNMS 07.000 K2255062 B1V7KEBTPIMZEU4LTD58 31371LJF7 2033-11-01 7.000000 0.00 552.77 560.83 Agency Mortgage-Backed Securities FNMS 07.000 CL255091 B1V7KEBTPIMZEU4LTD58 31371LKC2 2033-12-01 7.000000 0.00 12819.95 13491.88 Agency Mortgage-Backed Securities FNMS 05.500 NP256530 B1V7KEBTPIMZEU4LTD58 31371M4P9 2036-12-01 5.500000 0.00 1566.83 1558.44 Agency Mortgage-Backed Securities FNMS 05.500 CL256552 B1V7KEBTPIMZEU4LTD58 31371M5M5 2036-12-01 5.500000 0.00 1055.04 1076.74 Agency Mortgage-Backed Securities FNMS 03.500 CIBE9091 B1V7KEBTPIMZEU4LTD58 3140FVC53 2032-05-01 3.500000 0.00 15329.20 14912.19 Agency Mortgage-Backed Securities FNMS 04.000 CLBE9598 B1V7KEBTPIMZEU4LTD58 3140FVUY0 2047-05-01 4.000000 0.00 247876.00 231735.14 Agency Mortgage-Backed Securities FNMS 06.000 R3BF0056 B1V7KEBTPIMZEU4LTD58 3140FXB27 2039-07-01 6.000000 0.00 7307.66 7419.43 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0045 B1V7KEBTPIMZEU4LTD58 3140FXBP6 2052-03-01 4.500000 0.00 199348.68 188867.92 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0093 B1V7KEBTPIMZEU4LTD58 3140FXC75 2056-05-01 3.500000 0.00 39107.11 33873.67 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0073 B1V7KEBTPIMZEU4LTD58 3140FXCK6 2055-07-01 4.500000 0.00 2191191.08 2089557.06 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0101 B1V7KEBTPIMZEU4LTD58 3140FXDF6 2056-06-01 3.500000 0.00 1144948.95 1019241.19 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0105 B1V7KEBTPIMZEU4LTD58 3140FXDK5 2056-06-01 4.000000 0.00 446097.84 404041.22 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0108 B1V7KEBTPIMZEU4LTD58 3140FXDN9 2056-06-01 4.500000 0.00 527499.39 495187.42 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0118 B1V7KEBTPIMZEU4LTD58 3140FXDY5 2056-06-01 4.500000 0.00 381137.65 357789.16 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0132 B1V7KEBTPIMZEU4LTD58 3140FXEE8 2056-07-01 4.000000 0.00 983695.08 895844.55 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0145 B1V7KEBTPIMZEU4LTD58 3140FXET5 2057-03-01 3.500000 0.00 128557.06 113807.28 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0191 B1V7KEBTPIMZEU4LTD58 3140FXF98 2057-06-01 4.000000 0.00 109447.84 100755.86 Agency Mortgage-Backed Securities FNMS 04.000 U3BF0172 B1V7KEBTPIMZEU4LTD58 3140FXFN7 2041-01-01 4.000000 0.00 36949.78 35420.18 Agency Mortgage-Backed Securities FNMS 03.000 I4BF0174 B1V7KEBTPIMZEU4LTD58 3140FXFQ0 2057-02-01 3.000000 0.00 8909.37 7511.36 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0183 B1V7KEBTPIMZEU4LTD58 3140FXFZ0 2057-01-01 4.000000 0.00 65704.57 60487.65 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0222 B1V7KEBTPIMZEU4LTD58 3140FXG89 2057-09-01 4.500000 0.00 83228.58 78644.35 Agency Mortgage-Backed Securities FNMS 04.000 U3BF0198 B1V7KEBTPIMZEU4LTD58 3140FXGG1 2040-11-01 4.000000 0.00 152178.27 145499.37 Agency Mortgage-Backed Securities FNMS 03.500 U4BF0200 B1V7KEBTPIMZEU4LTD58 3140FXGJ5 2051-11-01 3.500000 0.00 1217114.45 1107710.06 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0201 B1V7KEBTPIMZEU4LTD58 3140FXGK2 2051-08-01 4.000000 0.00 697952.39 653397.43 Agency Mortgage-Backed Securities FNMS 04.500 U4BF0202 B1V7KEBTPIMZEU4LTD58 3140FXGL0 2051-01-01 4.500000 0.00 722743.02 687465.93 Agency Mortgage-Backed Securities FNMS 04.000 R3BF0206 B1V7KEBTPIMZEU4LTD58 3140FXGQ9 2047-02-01 4.000000 0.00 46878.10 44006.97 Agency Mortgage-Backed Securities FNMS 03.500 U3BF0209 B1V7KEBTPIMZEU4LTD58 3140FXGT3 2042-02-01 3.500000 0.00 9153.96 8537.13 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9332 B1V7KEBTPIMZEU4LTD58 3140QVLN2 2054-09-01 5.500000 0.00 5616.72 5710.43 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9497 B1V7KEBTPIMZEU4LTD58 3140QVRT3 2054-10-01 5.500000 0.00 7926.33 8043.82 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9513 B1V7KEBTPIMZEU4LTD58 3140QVSB1 2054-11-01 6.000000 0.00 1404.62 1479.62 Agency Mortgage-Backed Securities FNMS 04.500 CLCB9630 B1V7KEBTPIMZEU4LTD58 3140QVVY7 2054-12-01 4.500000 0.00 3471.32 3298.51 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9904 B1V7KEBTPIMZEU4LTD58 3140QWAE2 2055-01-01 5.500000 0.00 883.59 883.48 Agency Mortgage-Backed Securities FNMS 05.500 CLDG0233 B1V7KEBTPIMZEU4LTD58 3140U3HK0 2056-03-01 5.500000 0.00 1306.24 1305.33 Agency Mortgage-Backed Securities FNMS 05.000 CLDG0427 B1V7KEBTPIMZEU4LTD58 3140U3PM7 2056-03-01 5.000000 0.00 1315985.01 1284054.83 Agency Mortgage-Backed Securities FNMS 06.000 CLDG1681 B1V7KEBTPIMZEU4LTD58 3140U42P3 2056-02-01 6.000000 0.00 3228.20 3300.29 Agency Mortgage-Backed Securities FNMS 05.500 CLDG1692 B1V7KEBTPIMZEU4LTD58 3140U43A5 2056-03-01 5.500000 0.00 991.36 1004.81 Agency Mortgage-Backed Securities FNMS 06.000 CLDG1125 B1V7KEBTPIMZEU4LTD58 3140U4HB8 2056-02-01 6.000000 0.00 994.05 1017.25 Agency Mortgage-Backed Securities FNMS 06.500 CLDG1126 B1V7KEBTPIMZEU4LTD58 3140U4HC6 2056-02-01 6.500000 0.00 1193.34 1248.72 Agency Mortgage-Backed Securities FNMS 05.000 CLDG1192 B1V7KEBTPIMZEU4LTD58 3140U4KE8 2056-02-01 5.000000 0.00 24683.60 24020.19 Agency Mortgage-Backed Securities FNMS 05.000 CLDG1879 B1V7KEBTPIMZEU4LTD58 3140U5CR5 2056-02-01 5.000000 0.00 2766.20 2685.84 Agency Mortgage-Backed Securities FNMS 04.500 CLDG2272 B1V7KEBTPIMZEU4LTD58 3140U5Q25 2056-03-01 4.500000 0.00 1044.52 986.76 Agency Mortgage-Backed Securities FNMS 05.000 CLDG3468 B1V7KEBTPIMZEU4LTD58 3140U62A1 2056-02-01 5.000000 0.00 3390.13 3299.02 Agency Mortgage-Backed Securities FNMS 05.000 CLDG2807 B1V7KEBTPIMZEU4LTD58 3140U6DM3 2056-03-01 5.000000 0.00 2541.17 2482.94 Agency Mortgage-Backed Securities FNMS 05.000 CLDG3420 B1V7KEBTPIMZEU4LTD58 3140U6YS7 2056-03-01 5.000000 0.00 1579.86 1538.87 Agency Mortgage-Backed Securities FNMS 05.500 CLDG3442 B1V7KEBTPIMZEU4LTD58 3140U6ZG2 2056-03-01 5.500000 0.00 5581.24 5592.61 Agency Mortgage-Backed Securities FNMS 04.500 CIDG4328 B1V7KEBTPIMZEU4LTD58 3140U7Y22 2041-04-01 4.500000 0.00 36159.21 35508.53 Agency Mortgage-Backed Securities FNMS 05.500 CLDG5278 B1V7KEBTPIMZEU4LTD58 3140U82L3 2056-03-01 5.500000 0.00 3806.92 3822.55 Agency Mortgage-Backed Securities FNMS 05.500 CLDG5279 B1V7KEBTPIMZEU4LTD58 3140U82M1 2056-03-01 5.500000 0.00 2172.46 2180.10 Agency Mortgage-Backed Securities FNMS 05.500 CLDG5498 B1V7KEBTPIMZEU4LTD58 3140U9DC9 2056-03-01 5.500000 0.00 9529.99 9496.69 Agency Mortgage-Backed Securities FNMS 05.500 CLDG5746 B1V7KEBTPIMZEU4LTD58 3140U9L48 2056-04-01 5.500000 0.00 6052.20 6079.59 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6063 B1V7KEBTPIMZEU4LTD58 3140U9WZ7 2056-04-01 5.500000 0.00 9766171.83 9806274.98 Agency Mortgage-Backed Securities FNMS 05.500 CLDG7145 B1V7KEBTPIMZEU4LTD58 3140UA5F8 2056-05-01 5.500000 0.00 53436.41 53371.66 Agency Mortgage-Backed Securities FNMS 05.000 CLDG7159 B1V7KEBTPIMZEU4LTD58 3140UA5V3 2056-05-01 5.000000 0.00 109613.42 107098.86 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6971 B1V7KEBTPIMZEU4LTD58 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8122.03 Agency Mortgage-Backed Securities FNMS 04.000 CRAB5617 B1V7KEBTPIMZEU4LTD58 31417CG33 2042-07-01 4.000000 0.00 1768.05 1682.64 Agency Mortgage-Backed Securities FNMS 04.000 CRAB5692 B1V7KEBTPIMZEU4LTD58 31417CKE4 2042-06-01 4.000000 0.00 8408.28 8007.32 Agency Mortgage-Backed Securities FNMS 03.500 CQAB7130 B1V7KEBTPIMZEU4LTD58 31417D4Q3 2042-12-01 3.500000 0.00 9719.72 8990.79 Agency Mortgage-Backed Securities FNMS 02.500 CIAB6364 B1V7KEBTPIMZEU4LTD58 31417DCA9 2027-10-01 2.500000 0.00 425.86 422.31 Agency Mortgage-Backed Securities FNMS 03.500 CQAB6734 B1V7KEBTPIMZEU4LTD58 31417DPU1 2042-10-01 3.500000 0.00 1817069.45 1680765.02 Agency Mortgage-Backed Securities FNMS 03.500 GLAB6761 B1V7KEBTPIMZEU4LTD58 31417DQP1 2042-10-01 3.500000 0.00 167155.37 154841.48 Agency Mortgage-Backed Securities FNMS 02.500 CTAB6951 B1V7KEBTPIMZEU4LTD58 31417DWM1 2032-11-01 2.500000 0.00 5703.32 5396.98 Agency Mortgage-Backed Securities FNMS 05.000 CLAB8142 B1V7KEBTPIMZEU4LTD58 31417FBL1 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350155.73 347667.41 Agency Mortgage-Backed Securities FNMS 04.500 CRMA1711 B1V7KEBTPIMZEU4LTD58 31418A3V8 2043-11-01 4.500000 0.00 375999.68 365560.42 Agency Mortgage-Backed Securities FNMS 05.000 CQMA1797 B1V7KEBTPIMZEU4LTD58 31418A7K8 2044-01-01 5.000000 0.00 202472.59 202134.19 Agency Mortgage-Backed Securities FEPC 04.000 CNZT0658 S6XOOCT0IEG5ABCC6L87 3132ACWT3 2028-09-01 4.000000 0.00 2487.78 2482.07 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0711 S6XOOCT0IEG5ABCC6L87 3132ACYG9 2048-10-01 3.500000 0.00 77030.28 69593.91 Agency Mortgage-Backed Securities FEPC 04.000 CIZT0718 S6XOOCT0IEG5ABCC6L87 3132ACYP9 2033-10-01 4.000000 0.00 129749.65 127607.92 Agency Mortgage-Backed Securities FEPC 04.000 CNZT1797 S6XOOCT0IEG5ABCC6L87 3132AD7J1 2029-02-01 4.000000 0.00 7468.85 7438.26 Agency Mortgage-Backed Securities FEPC 06.000 ZLZT1252 S6XOOCT0IEG5ABCC6L87 3132ADL97 2035-03-01 6.000000 0.00 94961.39 97251.38 Agency Mortgage-Backed Securities FEPC 04.000 CIZT1611 S6XOOCT0IEG5ABCC6L87 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CL499936 B1V7KEBTPIMZEU4LTD58 31383DLR2 2029-07-01 6.500000 0.00 85.48 88.63 Agency Mortgage-Backed Securities FNMS 06.500 CL501395 B1V7KEBTPIMZEU4LTD58 31383E7G0 2029-06-01 6.500000 0.00 110.26 114.32 Agency Mortgage-Backed Securities FNMS 06.500 CL504076 B1V7KEBTPIMZEU4LTD58 31383H6M1 2029-06-01 6.500000 0.00 9.11 9.44 Agency Mortgage-Backed Securities FNMS 06.500 CL505404 B1V7KEBTPIMZEU4LTD58 31383KNV5 2029-07-01 6.500000 0.00 36.97 38.33 Agency Mortgage-Backed Securities FNMS 07.500 CL508377 B1V7KEBTPIMZEU4LTD58 31383NXE6 2029-08-01 7.500000 0.00 283.28 287.43 Agency Mortgage-Backed Securities FNMS 07.500 CL510192 B1V7KEBTPIMZEU4LTD58 31383QXV1 2029-08-01 7.500000 0.00 110.05 111.61 Agency Mortgage-Backed Securities FNMS 06.500 CL511773 B1V7KEBTPIMZEU4LTD58 31383SQ29 2029-08-01 6.500000 0.00 8280.35 8587.33 Agency Mortgage-Backed Securities FNMS 07.000 CL512232 B1V7KEBTPIMZEU4LTD58 31383TA99 2029-05-01 7.000000 0.00 37.07 39.02 Agency Mortgage-Backed Securities FNMS 07.500 CL513615 B1V7KEBTPIMZEU4LTD58 31383USC0 2029-09-01 7.500000 0.00 121.22 121.95 Agency Mortgage-Backed Securities FNMS 07.500 CL515541 B1V7KEBTPIMZEU4LTD58 31383WWA5 2029-10-01 7.500000 0.00 18.53 18.79 Agency Mortgage-Backed Securities FNMS 07.500 CL517849 B1V7KEBTPIMZEU4LTD58 31384AH27 2029-12-01 7.500000 0.00 197.74 200.32 Agency Mortgage-Backed Securities FNMS 06.500 CL520067 B1V7KEBTPIMZEU4LTD58 31384CW42 2029-11-01 6.500000 0.00 71.25 73.87 Agency Mortgage-Backed Securities FNMS 07.500 CL520559 B1V7KEBTPIMZEU4LTD58 31384DJC7 2029-10-01 7.500000 0.00 537.86 545.66 Agency Mortgage-Backed Securities FNMS 05.400 CL521350 B1V7KEBTPIMZEU4LTD58 31384EEX4 2029-10-01 5.400000 0.00 33195.02 33878.07 Agency Mortgage-Backed Securities FNMS 07.500 CL524356 B1V7KEBTPIMZEU4LTD58 31384HQH9 2029-12-01 7.500000 0.00 36.12 36.60 Agency Mortgage-Backed Securities FNMS 08.000 CL525725 B1V7KEBTPIMZEU4LTD58 31384KA22 2030-02-01 8.000000 0.00 1595.84 1632.03 Agency Mortgage-Backed Securities FNMS 07.000 CL525815 B1V7KEBTPIMZEU4LTD58 31384KDU7 2029-12-01 7.000000 0.00 9.96 10.48 Agency Mortgage-Backed Securities FNMS 07.500 CL525909 B1V7KEBTPIMZEU4LTD58 31384KGS9 2029-12-01 7.500000 0.00 110.20 111.56 Agency Mortgage-Backed Securities FNMS 07.500 CL525934 B1V7KEBTPIMZEU4LTD58 31384KHK5 2030-01-01 7.500000 0.00 11.31 11.44 Agency Mortgage-Backed Securities FNMS 07.500 CL526152 B1V7KEBTPIMZEU4LTD58 31384KQD1 2029-12-01 7.500000 0.00 41.37 42.70 Agency Mortgage-Backed Securities FNMS 07.500 CL527592 B1V7KEBTPIMZEU4LTD58 31384MC59 2030-01-01 7.500000 0.00 336.66 341.27 Agency Mortgage-Backed Securities FNMS 08.000 CL532819 B1V7KEBTPIMZEU4LTD58 31384S4C0 2030-03-01 8.000000 0.00 32.49 32.98 Agency Mortgage-Backed Securities FNMS 07.500 CL532153 B1V7KEBTPIMZEU4LTD58 31384SE21 2030-02-01 7.500000 0.00 23.88 24.09 Agency Mortgage-Backed Securities FNMS 08.000 CL533093 B1V7KEBTPIMZEU4LTD58 31384TGA9 2030-03-01 8.000000 0.00 621.82 630.39 Agency Mortgage-Backed Securities FNMS 08.000 CL534064 B1V7KEBTPIMZEU4LTD58 31384UJH8 2030-03-01 8.000000 0.00 16.54 16.76 Agency Mortgage-Backed Securities FNMS 07.500 CL535486 B1V7KEBTPIMZEU4LTD58 31384V2T8 2030-09-01 7.500000 0.00 6.46 6.56 Agency Mortgage-Backed Securities FNMS 08.000 CL535597 B1V7KEBTPIMZEU4LTD58 31384V7J5 2030-10-01 8.000000 0.00 50.69 51.81 Agency Mortgage-Backed Securities FNMS 08.000 CL534703 B1V7KEBTPIMZEU4LTD58 31384VAC6 2030-05-01 8.000000 0.00 1020.15 1033.26 Agency Mortgage-Backed Securities FNMS 07.500 CL535050 B1V7KEBTPIMZEU4LTD58 31384VL75 2029-12-01 7.500000 0.00 99.63 101.59 Agency Mortgage-Backed Securities FNMS 08.000 CL535039 B1V7KEBTPIMZEU4LTD58 31384VLU4 2029-12-01 8.000000 0.00 16.61 17.16 Agency Mortgage-Backed Securities FNMS 07.500 CL535109 B1V7KEBTPIMZEU4LTD58 31384VN24 2030-01-01 7.500000 0.00 81.87 83.13 Agency Mortgage-Backed Securities FNMS 07.500 CL535094 B1V7KEBTPIMZEU4LTD58 31384VNK4 2030-01-01 7.500000 0.00 33.05 33.55 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0226 B1V7KEBTPIMZEU4LTD58 3140FXHC9 2058-01-01 3.500000 0.00 145531.03 129549.49 Agency Mortgage-Backed Securities FNMS 05.500 I4BF0230 B1V7KEBTPIMZEU4LTD58 3140FXHG0 2058-01-01 5.500000 0.00 227412.58 233654.68 Agency Mortgage-Backed Securities FNMS 04.500 U4BF0247 B1V7KEBTPIMZEU4LTD58 3140FXHZ8 2051-06-01 4.500000 0.00 527459.19 510195.45 Agency Mortgage-Backed Securities FNMS 05.500 I4BF0271 B1V7KEBTPIMZEU4LTD58 3140FXJR4 2058-05-01 5.500000 0.00 163791.84 167381.06 Agency Mortgage-Backed Securities FNMS 06.000 I4BF0274 B1V7KEBTPIMZEU4LTD58 3140FXJU7 2058-05-01 6.000000 0.00 2139601.09 2218747.07 Agency Mortgage-Backed Securities FNMS 04.000 I3BF0319 B1V7KEBTPIMZEU4LTD58 3140FXK92 2048-07-01 4.000000 0.00 202547.63 189123.44 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0290 B1V7KEBTPIMZEU4LTD58 3140FXKC5 2058-08-01 2.500000 0.00 338423.66 279461.24 Agency Mortgage-Backed Securities FNMS 04.000 I3BF0295 B1V7KEBTPIMZEU4LTD58 3140FXKH4 2048-08-01 4.000000 0.00 414801.17 387307.87 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0301 B1V7KEBTPIMZEU4LTD58 3140FXKP6 2058-08-01 4.500000 0.00 773197.35 730607.32 Agency Mortgage-Backed Securities FNMS 05.000 I4BF0340 B1V7KEBTPIMZEU4LTD58 3140FXLW0 2059-01-01 5.000000 0.00 156526.12 153550.97 Agency Mortgage-Backed Securities FNMS 03.000 U6BF0499 B1V7KEBTPIMZEU4LTD58 3140FXRV6 2054-12-01 3.000000 0.00 1149128.64 1008785.56 Agency Mortgage-Backed Securities FNMS 03.000 U4BF0513 B1V7KEBTPIMZEU4LTD58 3140FXSB9 2055-02-01 3.000000 0.00 141591.08 124908.53 Agency Mortgage-Backed Securities FNMS 03.000 I3BF0517 B1V7KEBTPIMZEU4LTD58 3140FXSF0 2050-12-01 3.000000 0.00 493789.76 433459.51 Agency Mortgage-Backed Securities FNMS 03.000 I4BF0561 B1V7KEBTPIMZEU4LTD58 3140FXTT9 2061-09-01 3.000000 0.00 70005.57 58845.98 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0562 B1V7KEBTPIMZEU4LTD58 3140FXTU6 2061-09-01 3.500000 0.00 464564.91 409354.47 Agency Mortgage-Backed Securities FNMS 05.000 I4BF0606 B1V7KEBTPIMZEU4LTD58 3140FXU83 2062-03-01 5.000000 0.00 103624.56 101445.82 Agency Mortgage-Backed Securities FNMS 04.500 CLBH1172 B1V7KEBTPIMZEU4LTD58 3140GPJS8 2047-05-01 4.500000 0.00 6107.99 5872.39 Agency Mortgage-Backed Securities FNMS 03.500 CKBH1864 B1V7KEBTPIMZEU4LTD58 3140GQCA2 2047-09-01 3.500000 0.00 13353.72 12130.67 Agency Mortgage-Backed Securities FNMS 03.500 CIBH2516 B1V7KEBTPIMZEU4LTD58 3140GQYN0 2032-06-01 3.500000 0.00 32649.69 31865.86 Agency Mortgage-Backed Securities FNMS 04.500 CLBH3407 B1V7KEBTPIMZEU4LTD58 3140GRYD0 2047-06-01 4.500000 0.00 8029.57 7645.09 Agency Mortgage-Backed Securities FNMS 04.000 CLBH6457 B1V7KEBTPIMZEU4LTD58 3140GVE76 2047-07-01 4.000000 0.00 2622164.82 2449241.79 Agency Mortgage-Backed Securities FNMS 04.500 CLBH7067 B1V7KEBTPIMZEU4LTD58 3140GVZ99 2047-12-01 4.500000 0.00 12915.83 12438.34 Agency Mortgage-Backed Securities FNMS 04.000 CLBH7472 B1V7KEBTPIMZEU4LTD58 3140GWJS3 2047-08-01 4.000000 0.00 184636.62 173708.59 Agency Mortgage-Backed Securities FNMS 04.000 CLBH8305 B1V7KEBTPIMZEU4LTD58 3140GXGP0 2047-09-01 4.000000 0.00 601093.31 562986.00 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ0639 B1V7KEBTPIMZEU4LTD58 3140H1V98 2048-03-01 4.000000 0.00 469336.04 437886.46 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ1649 B1V7KEBTPIMZEU4LTD58 3140H2ZP6 2047-11-01 4.000000 0.00 1383109.90 1298931.53 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ3691 B1V7KEBTPIMZEU4LTD58 3140H5C58 2048-03-01 4.000000 0.00 188180.96 175415.39 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3775 B1V7KEBTPIMZEU4LTD58 3140H5FR7 2048-01-01 3.500000 0.00 453135.27 410809.11 Agency Mortgage-Backed Securities FNMS 04.000 CTBJ4270 B1V7KEBTPIMZEU4LTD58 3140H5W80 2037-12-01 4.000000 0.00 474577.05 452449.10 Agency Mortgage-Backed Securities FNMS 04.000 CTBJ4271 B1V7KEBTPIMZEU4LTD58 3140H5W98 2037-12-01 4.000000 0.00 352917.35 337352.05 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ5376 B1V7KEBTPIMZEU4LTD58 3140H66N4 2047-12-01 4.500000 0.00 605989.25 582601.70 Agency Mortgage-Backed Securities FNMS 03.500 CIBJ5716 B1V7KEBTPIMZEU4LTD58 3140H7K63 2033-04-01 3.500000 0.00 3665.18 3564.66 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ6541 B1V7KEBTPIMZEU4LTD58 3140H8HT5 2048-01-01 4.000000 0.00 106975.55 100558.55 Agency Mortgage-Backed Securities FNMS 04.000 CTBJ7040 B1V7KEBTPIMZEU4LTD58 3140H8ZE8 2038-08-01 4.000000 0.00 28490.02 27432.74 Agency Mortgage-Backed Securities FNMS 05.000 CLBJ7628 B1V7KEBTPIMZEU4LTD58 3140H9PN7 2049-01-01 5.000000 0.00 257094.86 254080.85 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ8269 B1V7KEBTPIMZEU4LTD58 3140HAFK1 2048-02-01 4.500000 0.00 10573.21 10201.88 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ9057 B1V7KEBTPIMZEU4LTD58 3140HBB31 2048-02-01 4.000000 0.00 31584.89 29638.10 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ9257 B1V7KEBTPIMZEU4LTD58 3140HBJB5 2048-06-01 4.500000 0.00 283412.61 273739.45 Agency Mortgage-Backed Securities FNMS 04.000 CLBK0276 B1V7KEBTPIMZEU4LTD58 3140HDJW5 2048-09-01 4.000000 0.00 587837.04 548047.13 Agency Mortgage-Backed Securities FNMS 04.500 CLBK4471 B1V7KEBTPIMZEU4LTD58 3140HH6H3 2048-07-01 4.500000 0.00 8757.21 8449.66 Agency Mortgage-Backed Securities FNMS 04.000 CLBK4740 B1V7KEBTPIMZEU4LTD58 3140HJHS3 2048-08-01 4.000000 0.00 98146.54 91505.29 Agency Mortgage-Backed Securities FNMS 04.500 CLBK4766 B1V7KEBTPIMZEU4LTD58 3140HJJL6 2048-08-01 4.500000 0.00 22300.66 21464.39 Agency Mortgage-Backed Securities FNMS 04.000 CLBK4772 B1V7KEBTPIMZEU4LTD58 3140HJJS1 2048-08-01 4.000000 0.00 688653.65 641638.81 Agency Mortgage-Backed Securities FNMS 03.500 CIBK5213 B1V7KEBTPIMZEU4LTD58 3140HJYK1 2033-08-01 3.500000 0.00 3522.71 3396.31 Agency Mortgage-Backed Securities FNMS 03.500 CIBK5741 B1V7KEBTPIMZEU4LTD58 3140HKLX4 2033-06-01 3.500000 0.00 10436.02 10106.81 Agency Mortgage-Backed Securities FNMS 03.500 CIBK7421 B1V7KEBTPIMZEU4LTD58 3140HMG73 2033-08-01 3.500000 0.00 4782.31 4610.49 Agency Mortgage-Backed Securities FNMS 04.000 CIBK7641 B1V7KEBTPIMZEU4LTD58 3140HMP32 2033-09-01 4.000000 0.00 3485.26 3429.33 Agency Mortgage-Backed Securities FNMS 04.000 CIBK7642 B1V7KEBTPIMZEU4LTD58 3140HMP40 2033-09-01 4.000000 0.00 3236.79 3166.10 Agency Mortgage-Backed Securities FNMS 04.000 CIBK7635 B1V7KEBTPIMZEU4LTD58 3140HMPV0 2033-09-01 4.000000 0.00 2444.03 2404.83 Agency Mortgage-Backed Securities FNMS 03.500 CKBH1893 B1V7KEBTPIMZEU4LTD58 3140GQC79 2047-11-01 3.500000 0.00 44677.60 39576.17 Agency Mortgage-Backed Securities FNMS 04.500 I3BF0328 B1V7KEBTPIMZEU4LTD58 3140FXLJ9 2048-07-01 4.500000 0.00 50216.30 48698.26 Agency Mortgage-Backed Securities FNMS 03.000 U3BF0307 B1V7KEBTPIMZEU4LTD58 3140FXKV3 2043-01-01 3.000000 0.00 59703.48 55389.79 Agency Mortgage-Backed Securities FNMS 08.000 CL535095 B1V7KEBTPIMZEU4LTD58 31384VNL2 2030-01-01 8.000000 0.00 528.40 547.69 Agency Mortgage-Backed Securities FNMS 08.000 CL535533 B1V7KEBTPIMZEU4LTD58 31384V4S8 2030-10-01 8.000000 0.00 4120.33 4267.08 Agency Mortgage-Backed Securities FNMS 06.500 CL503022 B1V7KEBTPIMZEU4LTD58 31383GYT7 2029-06-01 6.500000 0.00 11.51 11.93 Agency Mortgage-Backed Securities FNMS 07.000 CL491066 B1V7KEBTPIMZEU4LTD58 31382SQT1 2028-10-01 7.000000 0.00 12.04 12.67 Agency Mortgage-Backed Securities FNMS 06.500 CL490107 B1V7KEBTPIMZEU4LTD58 31382RNY5 2029-03-01 6.500000 0.00 377.23 391.13 Agency Mortgage-Backed Securities FNMS 07.000 CL484858 B1V7KEBTPIMZEU4LTD58 31382KTP3 2029-05-01 7.000000 0.00 172.46 181.50 Agency Mortgage-Backed Securities FNMS 05.500 RE452275 B1V7KEBTPIMZEU4LTD58 31380WMY7 2029-01-01 5.500000 0.00 119.68 120.02 Agency Mortgage-Backed Securities FNMS 06.500 CL440148 B1V7KEBTPIMZEU4LTD58 31380G5H8 2028-08-01 6.500000 0.00 7.19 7.45 Agency Mortgage-Backed Securities FNMS 07.000 CL323542 B1V7KEBTPIMZEU4LTD58 31374TLX5 2029-02-01 7.000000 0.00 912.74 960.58 Agency Mortgage-Backed Securities FNMS 07.000 CL313828 B1V7KEBTPIMZEU4LTD58 31374GSR9 2027-10-01 7.000000 0.00 22.12 23.28 Agency Mortgage-Backed Securities FNMS 06.500 CL313819 B1V7KEBTPIMZEU4LTD58 31374GSG3 2027-11-01 6.500000 0.00 7.50 7.77 Agency Mortgage-Backed Securities FNMS 05.000 CT257238 B1V7KEBTPIMZEU4LTD58 31371NV77 2028-06-01 5.000000 0.00 7472.09 7504.32 Agency Mortgage-Backed Securities FNMS 06.000 CL257207 B1V7KEBTPIMZEU4LTD58 31371NU86 2038-04-01 6.000000 0.00 258.45 265.13 Agency Mortgage-Backed Securities FNMS 05.000 CT257132 B1V7KEBTPIMZEU4LTD58 31371NSV8 2028-03-01 5.000000 0.00 1297.25 1302.15 Agency Mortgage-Backed Securities FNMS 05.500 CL257041 B1V7KEBTPIMZEU4LTD58 31371NP25 2037-12-01 5.500000 0.00 596.06 607.80 Agency Mortgage-Backed Securities FNMS 07.000 CL256939 B1V7KEBTPIMZEU4LTD58 31371NLU7 2037-10-01 7.000000 0.00 5244.71 5519.59 Agency Mortgage-Backed Securities FNMS 06.000 NP256890 B1V7KEBTPIMZEU4LTD58 31371NKB0 2037-09-01 6.000000 0.00 5556.98 5694.59 Agency Mortgage-Backed Securities FNMS 07.000 CL256774 B1V7KEBTPIMZEU4LTD58 31371NFP5 2037-05-01 7.000000 0.00 2419.03 2550.25 Agency Mortgage-Backed Securities FNMS 05.500 CT256676 B1V7KEBTPIMZEU4LTD58 31371NCM5 2027-04-01 5.500000 0.00 806.58 809.71 Agency Mortgage-Backed Securities FNMS 05.500 CT257424 B1V7KEBTPIMZEU4LTD58 31371N4H5 2028-10-01 5.500000 0.00 1602.19 1615.17 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7700 B1V7KEBTPIMZEU4LTD58 3140HMRW6 2048-10-01 4.500000 0.00 118832.78 114478.75 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7939 B1V7KEBTPIMZEU4LTD58 3140HMZD9 2048-11-01 4.500000 0.00 72312.81 69446.77 Agency Mortgage-Backed Securities FNMS 01.500 CKBK8257 B1V7KEBTPIMZEU4LTD58 3140HNE73 2050-12-01 1.500000 0.00 181375.19 132307.03 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1066 B1V7KEBTPIMZEU4LTD58 3140J5FG9 2047-02-01 4.000000 0.00 135829.37 127849.31 Agency Mortgage-Backed Securities FNMS 06.000 CLBM1098 B1V7KEBTPIMZEU4LTD58 3140J5GG8 2047-04-01 6.000000 0.00 254062.74 264565.69 Agency Mortgage-Backed Securities FNMS 02.500 CTBM1257 B1V7KEBTPIMZEU4LTD58 3140J5MF3 2037-04-01 2.500000 0.00 57765.30 52858.10 Agency Mortgage-Backed Securities FNMS 04.500 CLBM1295 B1V7KEBTPIMZEU4LTD58 3140J5NM7 2047-06-01 4.500000 0.00 81956.62 78892.26 Agency Mortgage-Backed Securities FNMS 04.000 CIBM1382 B1V7KEBTPIMZEU4LTD58 3140J5RC5 2031-03-01 4.000000 0.00 1.43 1.42 Agency Mortgage-Backed Securities FNMS 03.000 CLBM1418 B1V7KEBTPIMZEU4LTD58 3140J5SG5 2047-04-01 3.000000 0.00 243058.66 214985.38 Agency Mortgage-Backed Securities FNMS 03.500 CIBM1465 B1V7KEBTPIMZEU4LTD58 3140J5TX7 2032-07-01 3.500000 0.00 144074.20 140618.82 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1492 B1V7KEBTPIMZEU4LTD58 3140J5US6 2047-07-01 4.000000 0.00 284924.56 266706.30 Agency Mortgage-Backed Securities FNMS 03.000 CLBM1498 B1V7KEBTPIMZEU4LTD58 3140J5UY3 2042-03-01 3.000000 0.00 2940.88 2599.24 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1619 B1V7KEBTPIMZEU4LTD58 3140J5YR4 2047-08-01 4.000000 0.00 248807.16 232409.11 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1822 B1V7KEBTPIMZEU4LTD58 3140J6AY3 2047-09-01 3.500000 0.00 502127.44 459434.89 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1959 B1V7KEBTPIMZEU4LTD58 3140J6E94 2047-10-01 3.500000 0.00 1429199.30 1300752.40 Agency Mortgage-Backed Securities FNMS 04.500 CTBM3491 B1V7KEBTPIMZEU4LTD58 3140J72Z7 2038-01-01 4.500000 0.00 110616.75 109559.81 Agency Mortgage-Backed Securities FNMS 04.500 CLBM3570 B1V7KEBTPIMZEU4LTD58 3140J76G5 2046-03-01 4.500000 0.00 122173.10 119119.99 Agency Mortgage-Backed Securities FNMS 04.000 REBM3599 B1V7KEBTPIMZEU4LTD58 3140J77M1 2044-10-01 4.000000 0.00 1442152.57 1350150.93 Agency Mortgage-Backed Securities FNMS 04.500 CLBM3051 B1V7KEBTPIMZEU4LTD58 3140J7L94 2047-11-01 4.500000 0.00 64056.47 61806.80 Agency Mortgage-Backed Securities FNMS 04.000 CIBM3087 B1V7KEBTPIMZEU4LTD58 3140J7ND3 2032-12-01 4.000000 0.00 62802.53 61994.47 Agency Mortgage-Backed Securities FNMS 03.000 CNBM3266 B1V7KEBTPIMZEU4LTD58 3140J7TY1 2028-01-01 3.000000 0.00 1355.51 1348.41 Agency Mortgage-Backed Securities FNMS 04.500 CLBM3280 B1V7KEBTPIMZEU4LTD58 3140J7UE3 2047-11-01 4.500000 0.00 76247.65 73250.35 Agency Mortgage-Backed Securities FNMS 03.000 CLBM3379 B1V7KEBTPIMZEU4LTD58 3140J7XH3 2047-12-01 3.000000 0.00 12567.00 11115.77 Agency Mortgage-Backed Securities FNMS 03.000 CNBM3384 B1V7KEBTPIMZEU4LTD58 3140J7XN0 2027-10-01 3.000000 0.00 6051.35 6029.99 Agency Mortgage-Backed Securities FNMS 05.000 CLDH5342 B1V7KEBTPIMZEU4LTD58 3140UL5C1 2056-07-01 5.000000 0.00 290918.94 282466.78 Agency Mortgage-Backed Securities FNMS 05.500 CLDH5345 B1V7KEBTPIMZEU4LTD58 3140UL5F4 2056-07-01 5.500000 0.00 377519.67 378054.74 Agency Mortgage-Backed Securities FNMS 05.000 CLDH5365 B1V7KEBTPIMZEU4LTD58 3140UL6B2 2056-07-01 5.000000 0.00 251720.22 244407.16 Agency Mortgage-Backed Securities FNMS 06.000 CLDH9655 B1V7KEBTPIMZEU4LTD58 3140URWR5 2056-07-01 6.000000 0.00 1036.04 1055.32 Agency Mortgage-Backed Securities FNMS 05.500 CLDI0879 B1V7KEBTPIMZEU4LTD58 3140UT6R0 2056-07-01 5.500000 0.00 1977.24 1973.90 Agency Mortgage-Backed Securities FNMS 05.500 CLDI0460 B1V7KEBTPIMZEU4LTD58 3140UTQN7 2056-08-01 5.500000 0.00 3073.88 3068.19 Agency Mortgage-Backed Securities FNMS 02.000 CLFA0784 B1V7KEBTPIMZEU4LTD58 3140W02S3 2052-03-01 2.000000 0.00 110298.40 87550.97 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0481 B1V7KEBTPIMZEU4LTD58 3140W0RB3 2054-09-01 5.000000 0.00 13047.06 12700.62 Agency Mortgage-Backed Securities FNMS 02.500 CLFA1024 B1V7KEBTPIMZEU4LTD58 3140W1D67 2051-05-01 2.500000 0.00 1802.28 1480.20 Agency Mortgage-Backed Securities FNMS 04.000 CTMA0908 B1V7KEBTPIMZEU4LTD58 31418AAJ7 2031-11-01 4.000000 0.00 562.89 554.65 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0913 B1V7KEBTPIMZEU4LTD58 31418AAP3 2031-11-01 4.500000 0.00 3306.83 3290.03 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0939 B1V7KEBTPIMZEU4LTD58 31418ABH0 2031-11-01 4.500000 0.00 3823.40 3803.97 Agency Mortgage-Backed Securities FNMS 03.500 CTMA0949 B1V7KEBTPIMZEU4LTD58 31418ABT4 2032-01-01 3.500000 0.00 84345.42 82137.82 Agency Mortgage-Backed Securities FNMS 03.500 CQMA0995 B1V7KEBTPIMZEU4LTD58 31418AC97 2042-01-01 3.500000 0.00 9042.96 8364.99 Agency Mortgage-Backed Securities FNMS 03.500 CKMA1117 B1V7KEBTPIMZEU4LTD58 31418AG36 2042-07-01 3.500000 0.00 89548.92 81522.35 Agency Mortgage-Backed Securities FNMS 03.500 CQMA1118 B1V7KEBTPIMZEU4LTD58 31418AG44 2042-06-01 3.500000 0.00 19368.18 17916.14 Agency Mortgage-Backed Securities FNMS 04.000 CRMA1146 B1V7KEBTPIMZEU4LTD58 31418AHY7 2042-07-01 4.000000 0.00 1685732.30 1604295.14 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1177 B1V7KEBTPIMZEU4LTD58 31418AJX7 2042-08-01 3.500000 0.00 11562.40 10695.42 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1213 B1V7KEBTPIMZEU4LTD58 31418AK31 2042-10-01 3.500000 0.00 10741.83 9936.37 Agency Mortgage-Backed Securities FNMS 04.500 CRMA1221 B1V7KEBTPIMZEU4LTD58 31418ALB2 2042-09-01 4.500000 0.00 27060.36 26309.30 Agency Mortgage-Backed Securities FNMS 04.000 CRMA1253 B1V7KEBTPIMZEU4LTD58 31418AMB1 2042-11-01 4.000000 0.00 771933.00 733207.70 Agency Mortgage-Backed Securities FNMS 03.000 CLMA1272 B1V7KEBTPIMZEU4LTD58 31418AMW5 2042-12-01 3.000000 0.00 418182.92 377163.36 Agency Mortgage-Backed Securities FNMS 03.000 CRMA1363 B1V7KEBTPIMZEU4LTD58 31418AQR2 2043-02-01 3.000000 0.00 159411.66 142722.85 Agency Mortgage-Backed Securities FNMS 04.000 CQMA1391 B1V7KEBTPIMZEU4LTD58 31418ARM2 2043-02-01 4.000000 0.00 304194.27 287053.93 Agency Mortgage-Backed Securities FNMS 03.000 CKMA1394 B1V7KEBTPIMZEU4LTD58 31418ARQ3 2043-04-01 3.000000 0.00 15479.30 13705.65 Agency Mortgage-Backed Securities FNMS 02.500 CTMA1395 B1V7KEBTPIMZEU4LTD58 31418ARR1 2033-03-01 2.500000 0.00 9834.45 9286.21 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1401 B1V7KEBTPIMZEU4LTD58 31418ARX8 2033-04-01 3.000000 0.00 464.99 443.28 Agency Mortgage-Backed Securities FNMS 03.500 CQMA1436 B1V7KEBTPIMZEU4LTD58 31418AS25 2043-04-01 3.500000 0.00 150940.67 139619.62 Agency Mortgage-Backed Securities FNMS 04.000 CRMA1442 B1V7KEBTPIMZEU4LTD58 31418AS82 2043-04-01 4.000000 0.00 1811702.64 1720779.32 Agency Mortgage-Backed Securities FNMS 03.000 CKMA1433 B1V7KEBTPIMZEU4LTD58 31418ASX7 2043-05-01 3.000000 0.00 23872.20 21136.85 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1459 B1V7KEBTPIMZEU4LTD58 31418ATR9 2033-06-01 3.000000 0.00 1012.65 968.45 Agency Mortgage-Backed Securities FNMS 03.500 CQMA1462 B1V7KEBTPIMZEU4LTD58 31418ATU2 2043-05-01 3.500000 0.00 148930.26 137759.99 Agency Mortgage-Backed Securities FNMS 04.000 CRMA1479 B1V7KEBTPIMZEU4LTD58 31418AUD8 2043-06-01 4.000000 0.00 31108.76 29547.46 Agency Mortgage-Backed Securities FNMS 04.000 CRMA1510 B1V7KEBTPIMZEU4LTD58 31418AVC9 2043-07-01 4.000000 0.00 151244.97 143654.49 Agency Mortgage-Backed Securities FNMS 04.500 CRMA1591 B1V7KEBTPIMZEU4LTD58 31418AXV5 2043-08-01 4.500000 0.00 526990.57 512356.04 Agency Mortgage-Backed Securities FNMS 04.500 CRMA1629 B1V7KEBTPIMZEU4LTD58 31418AY36 2043-09-01 4.500000 0.00 426370.34 414530.03 Agency Mortgage-Backed Securities FNMS 05.000 CQMA1622 B1V7KEBTPIMZEU4LTD58 31418AYU6 2043-08-20 5.000000 0.00 171303.44 167291.63 Agency Mortgage-Backed Securities FNMS 04.500 CRMA1664 B1V7KEBTPIMZEU4LTD58 31418AZ68 2043-10-01 4.500000 0.00 258062.66 250896.26 Agency Mortgage-Backed Securities FNMS 03.500 CTMA2622 B1V7KEBTPIMZEU4LTD58 31418B4G8 2036-05-01 3.500000 0.00 52892.42 50521.34 Agency Mortgage-Backed Securities FNMS 03.500 CKMA2650 B1V7KEBTPIMZEU4LTD58 31418B5L6 2046-05-01 3.500000 0.00 2177657.04 1971512.77 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2683 B1V7KEBTPIMZEU4LTD58 31418B6V3 2046-07-01 4.000000 0.00 18305.74 17187.43 Agency Mortgage-Backed Securities FNMS 04.500 CTMA1870 B1V7KEBTPIMZEU4LTD58 31418BCG9 2034-04-01 4.500000 0.00 5842.57 5765.65 Agency Mortgage-Backed Securities FNMS 03.500 CKMA2029 B1V7KEBTPIMZEU4LTD58 31418BHF6 2044-08-01 3.500000 0.00 78497.72 71262.17 Agency Mortgage-Backed Securities FNMS 03.500 CIMA2161 B1V7KEBTPIMZEU4LTD58 31418BMK9 2029-12-01 3.500000 0.00 118.23 116.48 Agency Mortgage-Backed Securities FNMS 03.500 CQMA2223 B1V7KEBTPIMZEU4LTD58 31418BPH3 2045-02-01 3.500000 0.00 149556.98 137969.55 Agency Mortgage-Backed Securities FNMS 03.500 CTMA2232 B1V7KEBTPIMZEU4LTD58 31418BPS9 2035-04-01 3.500000 0.00 447.14 428.68 Agency Mortgage-Backed Securities FNMS 03.500 CQMA2249 B1V7KEBTPIMZEU4LTD58 31418BQB5 2045-03-01 3.500000 0.00 54692.49 50185.98 Agency Mortgage-Backed Securities FNMS 03.500 CKMA2456 B1V7KEBTPIMZEU4LTD58 31418BWS1 2045-10-01 3.500000 0.00 25886.30 23435.81 Agency Mortgage-Backed Securities FNMS 03.500 CVMA2491 B1V7KEBTPIMZEU4LTD58 31418BXV3 2030-11-01 3.500000 0.00 81308.76 79937.13 Agency Mortgage-Backed Securities FNMS 04.000 CTMA2536 B1V7KEBTPIMZEU4LTD58 31418BZA7 2036-02-01 4.000000 0.00 134757.75 130570.74 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3489 B1V7KEBTPIMZEU4LTD58 31418C2X1 2033-10-01 3.500000 0.00 5038.47 4893.19 Agency Mortgage-Backed Securities FNMS 04.000 CIMA3490 B1V7KEBTPIMZEU4LTD58 31418C2Y9 2033-10-01 4.000000 0.00 17213.42 16937.64 Agency Mortgage-Backed Securities FNMS 04.000 CNMA3515 B1V7KEBTPIMZEU4LTD58 31418C3Z5 2028-11-01 4.000000 0.00 1898.80 1892.40 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3517 B1V7KEBTPIMZEU4LTD58 31418C4B7 2033-11-01 3.500000 0.00 60.52 58.74 Agency Mortgage-Backed Securities FNMS 04.500 CKMA3546 B1V7KEBTPIMZEU4LTD58 31418C5G5 2048-12-01 4.500000 0.00 506669.78 475770.52 Agency Mortgage-Backed Securities FNMS 04.000 CNMA3550 B1V7KEBTPIMZEU4LTD58 31418C5L4 2028-12-01 4.000000 0.00 5868.07 5845.48 Agency Mortgage-Backed Securities FNMS 04.500 CQMA3551 B1V7KEBTPIMZEU4LTD58 31418C5M2 2048-11-01 4.500000 0.00 231574.64 224279.81 Agency Mortgage-Backed Securities FNMS 04.000 CNMA3557 B1V7KEBTPIMZEU4LTD58 31418C5T7 2029-01-01 4.000000 0.00 15847.70 15786.70 Agency Mortgage-Backed Securities FNMS 04.000 CNMA3586 B1V7KEBTPIMZEU4LTD58 31418C6Y5 2029-02-01 4.000000 0.00 4082.92 4067.21 Agency Mortgage-Backed Securities FNMS 04.500 CKMA3595 B1V7KEBTPIMZEU4LTD58 31418C7H1 2049-02-01 4.500000 0.00 2891752.61 2686843.02 Agency Mortgage-Backed Securities FNMS 03.000 CRMA2702 B1V7KEBTPIMZEU4LTD58 31418CAC8 2046-07-01 3.000000 0.00 140915.04 125798.38 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2705 B1V7KEBTPIMZEU4LTD58 31418CAF1 2046-08-01 3.000000 0.00 312315.24 275207.50 Agency Mortgage-Backed Securities FNMS 04.000 CTMA2717 B1V7KEBTPIMZEU4LTD58 31418CAT1 2036-08-01 4.000000 0.00 146771.81 141990.03 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2738 B1V7KEBTPIMZEU4LTD58 31418CBG8 2036-09-01 3.000000 0.00 1150.51 1079.18 Agency Mortgage-Backed Securities FNMS 03.500 CKMA2778 B1V7KEBTPIMZEU4LTD58 31418CCQ5 2046-10-01 3.500000 0.00 1992543.41 1803904.68 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2784 B1V7KEBTPIMZEU4LTD58 31418CCW2 2046-10-01 4.000000 0.00 468710.00 438967.23 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2879 B1V7KEBTPIMZEU4LTD58 31418CFV1 2047-01-01 4.000000 0.00 12550.38 11746.06 Agency Mortgage-Backed Securities FNMS 04.000 CTMA2880 B1V7KEBTPIMZEU4LTD58 31418CFW9 2037-01-01 4.000000 0.00 36030.34 34887.40 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2920 B1V7KEBTPIMZEU4LTD58 31418CG65 2047-03-01 3.000000 0.00 90672.58 79665.65 Agency Mortgage-Backed Securities FNMS 04.500 CTMA2893 B1V7KEBTPIMZEU4LTD58 31418CGB4 2036-12-01 4.500000 0.00 115585.44 112901.43 Agency Mortgage-Backed Securities FNMS 03.500 CQMA2951 B1V7KEBTPIMZEU4LTD58 31418CH56 2047-02-01 3.500000 0.00 109240.31 99150.84 Agency Mortgage-Backed Securities FNMS 03.000 CRMA2932 B1V7KEBTPIMZEU4LTD58 31418CHJ6 2047-01-01 3.000000 0.00 988.37 882.43 Agency Mortgage-Backed Securities FNMS 03.500 CNMA2940 B1V7KEBTPIMZEU4LTD58 31418CHS6 2027-03-01 3.500000 0.00 1037.92 1037.10 Agency Mortgage-Backed Securities FNMS 03.500 CTMA3028 B1V7KEBTPIMZEU4LTD58 31418CLJ1 2037-06-01 3.500000 0.00 64013.55 61059.69 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3061 B1V7KEBTPIMZEU4LTD58 31418CMK7 2027-07-01 3.000000 0.00 6099.40 6074.49 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3075 B1V7KEBTPIMZEU4LTD58 31418CMZ4 2027-07-01 3.500000 0.00 4141.68 4130.88 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3097 B1V7KEBTPIMZEU4LTD58 31418CNP5 2027-08-01 3.500000 0.00 172.73 172.38 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3151 B1V7KEBTPIMZEU4LTD58 31418CQD9 2037-10-01 3.000000 0.00 11027.65 10217.88 Agency Mortgage-Backed Securities FNMS 03.500 CKMA3168 B1V7KEBTPIMZEU4LTD58 31418CQW7 2047-10-01 3.500000 0.00 34346.57 30969.50 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3210 B1V7KEBTPIMZEU4LTD58 31418CR89 2047-12-01 3.500000 0.00 1255248.48 1136082.30 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3238 B1V7KEBTPIMZEU4LTD58 31418CS47 2048-01-01 3.500000 0.00 65344.53 59124.04 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3250 B1V7KEBTPIMZEU4LTD58 31418CTG9 2028-01-01 3.000000 0.00 231632.39 229890.51 Agency Mortgage-Backed Securities FNMS 03.500 CKMA3257 B1V7KEBTPIMZEU4LTD58 31418CTP9 2048-01-01 3.500000 0.00 75623.06 68187.92 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3306 B1V7KEBTPIMZEU4LTD58 31418CU85 2048-03-01 4.000000 0.00 224.29 207.68 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3279 B1V7KEBTPIMZEU4LTD58 31418CUD4 2038-02-01 3.000000 0.00 285.47 265.38 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3286 B1V7KEBTPIMZEU4LTD58 31418CUL6 2028-02-01 3.000000 0.00 845.04 838.53 Agency Mortgage-Backed Securities FNMS 04.500 CTMA3326 B1V7KEBTPIMZEU4LTD58 31418CVU5 2038-03-01 4.500000 0.00 1014228.80 1000112.76 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3364 B1V7KEBTPIMZEU4LTD58 31418CW26 2033-05-01 3.500000 0.00 72.38 70.40 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3366 B1V7KEBTPIMZEU4LTD58 31418CW42 2028-05-01 3.500000 0.00 339.03 335.79 Agency Mortgage-Backed Securities FNMS 03.500 CKMA3369 B1V7KEBTPIMZEU4LTD58 31418CW75 2048-05-01 3.500000 0.00 383962.45 346212.29 Agency Mortgage-Backed Securities FNMS 04.500 CTMA3352 B1V7KEBTPIMZEU4LTD58 31418CWN0 2038-04-01 4.500000 0.00 243996.63 237980.64 Agency Mortgage-Backed Securities FNMS 04.000 CIMA3353 B1V7KEBTPIMZEU4LTD58 31418CWP5 2033-04-01 4.000000 0.00 3144.83 3097.89 Agency Mortgage-Backed Securities FNMS 04.500 CKMA3400 B1V7KEBTPIMZEU4LTD58 31418CX66 2048-06-01 4.500000 0.00 75309.04 69974.52 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3384 B1V7KEBTPIMZEU4LTD58 31418CXN9 2048-06-01 4.000000 0.00 377613.34 352374.93 Agency Mortgage-Backed Securities FNMS 04.000 CIMA3393 B1V7KEBTPIMZEU4LTD58 31418CXX7 2033-06-01 4.000000 0.00 14692.14 14466.50 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3394 B1V7KEBTPIMZEU4LTD58 31418CXY5 2028-05-01 3.000000 0.00 1618.18 1601.19 Agency Mortgage-Backed Securities FNMS 04.000 CNMA3429 B1V7KEBTPIMZEU4LTD58 31418CY32 2028-07-01 4.000000 0.00 16913.37 16869.96 Agency Mortgage-Backed Securities FNMS 04.000 CNMA3419 B1V7KEBTPIMZEU4LTD58 31418CYR9 2028-06-01 4.000000 0.00 16511.09 16468.74 Agency Mortgage-Backed Securities FNMS 04.500 CKMA3424 B1V7KEBTPIMZEU4LTD58 31418CYW8 2048-07-01 4.500000 0.00 432346.16 401715.74 Agency Mortgage-Backed Securities FNMS 04.000 CIMA3427 B1V7KEBTPIMZEU4LTD58 31418CYZ1 2033-07-01 4.000000 0.00 9284.12 9137.64 Agency Mortgage-Backed Securities FNMS 04.000 CIMA3463 B1V7KEBTPIMZEU4LTD58 31418CZ56 2033-09-01 4.000000 0.00 14422.97 14192.06 Agency Mortgage-Backed Securities FNMS 04.500 CKMA3449 B1V7KEBTPIMZEU4LTD58 31418CZP2 2048-08-01 4.500000 0.00 34306.26 31875.90 Agency Mortgage-Backed Securities FNMS 03.500 CKMA3450 B1V7KEBTPIMZEU4LTD58 31418CZQ0 2048-08-01 3.500000 0.00 210136.70 188675.58 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3454 B1V7KEBTPIMZEU4LTD58 31418CZU1 2028-07-01 3.000000 0.00 709.95 702.93 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1921 S6XOOCT0IEG5ABCC6L87 3132DPD21 2052-12-01 4.500000 0.00 2999.42 2867.68 Agency Mortgage-Backed Securities FEPC 03.000 CLSD1919 S6XOOCT0IEG5ABCC6L87 3132DPDY1 2052-03-01 3.000000 0.00 2559.31 2240.92 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1991 S6XOOCT0IEG5ABCC6L87 3132DPF86 2052-12-01 5.000000 0.00 1938.68 1899.16 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2081 S6XOOCT0IEG5ABCC6L87 3132DPJ25 2052-12-01 5.000000 0.00 1026.08 1005.17 Agency Mortgage-Backed Securities FEPC 01.500 CLSD2105 S6XOOCT0IEG5ABCC6L87 3132DPKS6 2051-05-01 1.500000 0.00 32393.59 24262.71 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2198 S6XOOCT0IEG5ABCC6L87 3132DPNP9 2053-01-01 6.000000 0.00 33955.20 35055.65 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2282 S6XOOCT0IEG5ABCC6L87 3132DPRB6 2052-01-01 3.500000 0.00 46780.19 41903.20 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2474 S6XOOCT0IEG5ABCC6L87 3132DPXB9 2053-01-01 5.500000 0.00 7559.36 7590.50 Agency Mortgage-Backed Securities FEPC 02.500 CLSD2535 S6XOOCT0IEG5ABCC6L87 3132DPY85 2052-04-01 2.500000 0.00 111915.95 94021.75 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2707 S6XOOCT0IEG5ABCC6L87 3132DQAG1 2053-04-01 5.000000 0.00 19427.90 19031.88 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2831 S6XOOCT0IEG5ABCC6L87 3132DQEC6 2053-03-01 6.000000 0.00 1135454.84 1169265.28 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2892 S6XOOCT0IEG5ABCC6L87 3132DQF92 2053-05-01 5.500000 0.00 9340.15 9396.40 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2953 S6XOOCT0IEG5ABCC6L87 3132DQH66 2053-04-01 4.500000 0.00 778.76 742.97 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2961 S6XOOCT0IEG5ABCC6L87 3132DQJE7 2052-11-01 5.000000 0.00 3187.30 3095.96 Agency Mortgage-Backed Securities FEPC 03.500 CLSD3097 S6XOOCT0IEG5ABCC6L87 3132DQNN2 2052-06-01 3.500000 0.00 4620.54 4127.56 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3136 S6XOOCT0IEG5ABCC6L87 3132DQPV2 2053-06-01 5.500000 0.00 5829.52 5854.01 Agency Mortgage-Backed Securities FEPC 02.000 CLSD3302 S6XOOCT0IEG5ABCC6L87 3132DQU38 2051-10-01 2.000000 0.00 3782.91 2989.17 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3427 S6XOOCT0IEG5ABCC6L87 3132DQYY6 2053-08-01 6.000000 0.00 2714.05 2780.82 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5299 S6XOOCT0IEG5ABCC6L87 3132DS3G5 2054-04-01 6.000000 0.00 3322.00 3411.53 Agency Mortgage-Backed Securities FEPC 01.500 CLSD4681 S6XOOCT0IEG5ABCC6L87 3132DSFW7 2052-04-01 1.500000 0.00 1159.93 868.74 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4694 S6XOOCT0IEG5ABCC6L87 3132DSGB2 2054-01-01 6.500000 0.00 2639.90 2745.41 Agency Mortgage-Backed Securities FEPC 03.000 CLSD4821 S6XOOCT0IEG5ABCC6L87 3132DSLA8 2053-07-01 3.000000 0.00 2492.88 2141.64 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4855 S6XOOCT0IEG5ABCC6L87 3132DSMC3 2054-02-01 5.500000 0.00 2683.05 2693.28 Agency Mortgage-Backed Securities FEPC 06.500 CLSD5419 S6XOOCT0IEG5ABCC6L87 3132DTAU4 2054-05-01 6.500000 0.00 2774.57 2887.32 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5639 S6XOOCT0IEG5ABCC6L87 3132DTHQ6 2054-06-01 5.500000 0.00 1705.13 1722.95 Agency Mortgage-Backed Securities FEPC 02.000 CLSD5846 S6XOOCT0IEG5ABCC6L87 3132DTP79 2052-08-01 2.000000 0.00 2199.57 1732.79 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6320 S6XOOCT0IEG5ABCC6L87 3132DUAV9 2054-08-01 5.500000 0.00 8312.68 8291.76 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6541 S6XOOCT0IEG5ABCC6L87 3132DUHS9 2054-10-01 5.000000 0.00 1289.60 1256.24 Agency Mortgage-Backed Securities FEPC 03.500 CLSD6654 S6XOOCT0IEG5ABCC6L87 3132DUMB0 2052-06-01 3.500000 0.00 4493.45 4012.81 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8075 S6XOOCT0IEG5ABCC6L87 3132DV6L4 2050-07-01 3.500000 0.00 223057.95 200534.82 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7281 S6XOOCT0IEG5ABCC6L87 3132DVCS2 2055-01-01 5.000000 0.00 5379.46 5264.57 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7412 S6XOOCT0IEG5ABCC6L87 3132DVGV1 2055-01-01 5.500000 0.00 6510.86 6500.00 Agency Mortgage-Backed Securities FEPC 02.000 CLSD7528 S6XOOCT0IEG5ABCC6L87 3132DVLH6 2050-11-01 2.000000 0.00 41296.63 33249.02 Agency Mortgage-Backed Securities FNMS 07.000 CL535159 B1V7KEBTPIMZEU4LTD58 31384VQL9 2030-02-01 7.000000 0.00 4000.57 4210.25 Agency Mortgage-Backed Securities FNMS 08.000 CL535248 B1V7KEBTPIMZEU4LTD58 31384VTD4 2030-04-01 8.000000 0.00 7.76 7.89 Agency Mortgage-Backed Securities FNMS 07.000 CL535286 B1V7KEBTPIMZEU4LTD58 31384VUK6 2030-05-01 7.000000 0.00 8.34 8.78 Agency Mortgage-Backed Securities FNMS 08.000 CL535287 B1V7KEBTPIMZEU4LTD58 31384VUL4 2030-04-01 8.000000 0.00 278.77 286.75 Agency Mortgage-Backed Securities FNMS 08.000 CL535290 B1V7KEBTPIMZEU4LTD58 31384VUP5 2030-05-01 8.000000 0.00 12.32 12.71 Agency Mortgage-Backed Securities FNMS 07.500 CL535335 B1V7KEBTPIMZEU4LTD58 31384VV41 2030-05-01 7.500000 0.00 7.09 7.16 Agency Mortgage-Backed Securities FNMS 07.000 CL535336 B1V7KEBTPIMZEU4LTD58 31384VV58 2030-02-01 7.000000 0.00 14.57 15.33 Agency Mortgage-Backed Securities FNMS 07.000 CL535318 B1V7KEBTPIMZEU4LTD58 31384VVK5 2029-12-01 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2031-06-01 6.500000 0.00 13564.37 14082.12 Agency Mortgage-Backed Securities FNMS 08.000 CL593848 B1V7KEBTPIMZEU4LTD58 31387TWH3 2031-07-01 8.000000 0.00 525.17 532.58 Agency Mortgage-Backed Securities FNMS 07.000 CL595797 B1V7KEBTPIMZEU4LTD58 31387V3E7 2031-09-01 7.000000 0.00 7473.69 7865.41 Agency Mortgage-Backed Securities FNMS 07.000 CL595798 B1V7KEBTPIMZEU4LTD58 31387V3F4 2031-09-01 7.000000 0.00 6677.89 7027.89 Agency Mortgage-Backed Securities FNMS 08.000 CL602008 B1V7KEBTPIMZEU4LTD58 31388DYD4 2031-08-01 8.000000 0.00 1018.81 1043.75 Agency Mortgage-Backed Securities FNMS 07.000 CL602630 B1V7KEBTPIMZEU4LTD58 31388EPP5 2031-10-01 7.000000 0.00 5267.89 5543.99 Agency Mortgage-Backed Securities FNMS 06.200 CL606592 N/A 31388J2Z7 2031-08-01 6.200000 0.00 29616.67 30131.79 Agency Mortgage-Backed Securities FNMS 06.500 CL606217 B1V7KEBTPIMZEU4LTD58 31388JPA7 2031-11-01 6.500000 0.00 110.10 114.16 Agency Mortgage-Backed Securities FNMS 07.000 CL606360 B1V7KEBTPIMZEU4LTD58 31388JTR6 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2054-05-01 6.000000 0.00 2710861.51 2757558.81 Agency Mortgage-Backed Securities FNMS 06.500 CTMA5381 B1V7KEBTPIMZEU4LTD58 31418E6T2 2044-05-01 6.500000 0.00 259576.43 273742.47 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4512 B1V7KEBTPIMZEU4LTD58 31418EAN0 2052-01-01 2.500000 0.00 5713.14 4722.14 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4517 B1V7KEBTPIMZEU4LTD58 31418EAT7 2037-01-01 2.500000 0.00 6102.09 5643.20 Agency Mortgage-Backed Securities FNMS 02.000 CNMA4523 B1V7KEBTPIMZEU4LTD58 31418EAZ3 2032-01-01 2.000000 0.00 75635.58 71374.62 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4535 B1V7KEBTPIMZEU4LTD58 31418EBD1 2037-02-01 1.500000 0.00 132504.68 117557.62 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4537 B1V7KEBTPIMZEU4LTD58 31418EBF6 2037-02-01 2.500000 0.00 10835.51 10027.08 Agency Mortgage-Backed Securities FNMS 02.000 CKMA4544 B1V7KEBTPIMZEU4LTD58 31418EBN9 2052-02-01 2.000000 0.00 1043.02 802.64 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4567 B1V7KEBTPIMZEU4LTD58 31418ECD0 2037-03-01 2.000000 0.00 41131.18 37315.14 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4578 B1V7KEBTPIMZEU4LTD58 31418ECQ1 2052-04-01 2.500000 0.00 6746.37 5569.62 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4580 B1V7KEBTPIMZEU4LTD58 31418ECS7 2052-04-01 3.500000 0.00 8892.57 7943.79 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4583 B1V7KEBTPIMZEU4LTD58 31418ECV0 2037-04-01 2.500000 0.00 11465.64 10609.88 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4601 B1V7KEBTPIMZEU4LTD58 31418EDF4 2037-05-01 1.500000 0.00 5793.93 5140.26 Agency Mortgage-Backed Securities 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 36800.00 33431.81 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 33990600.00 32586428.25 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 1551300.00 1535268.87 U.S. Treasuries (including strips) T 3 1/8 08/31/29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 791000.00 762406.93 U.S. Treasuries (including strips) 4 1/8 NOTE AA 31 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 21106700.00 20911119.58 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 2172700.00 2101335.12 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 31200.00 31416.81 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 2455200.00 2495481.69 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 1740000.00 1732943.13 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 62764000.00 62948923.21 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 4424600.00 4364632.80 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 284400.00 284669.28 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 96400.00 96435.38 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0373 2000000000.00 2000000000.00 0.0166 N Y Y N Citibank NA Citibank NA 3.640000% 981ZCP008 N/A 0000036684 981ZCP008_3.64_0902 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N 3 BOND 47 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 128357400.00 92335480.62 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 83224000.00 82215937.99 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 100.00 97.16 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 78782900.00 80448493.39 U.S. Treasuries (including strips) Y 2026-09-02 2026-09-02 2026-09-02 N N N 0.0369 250000000.00 250000000.00 0.0021 N N Y N Allspring Funds Trust 2026-09-08 David Berardi David Berardi Assistant Treasurer