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HOME LOAN BANKS 3.920000% 3130BAHW0 2549001DPIFGXC1TOL40 US3130BAHW07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-26 2027-05-26 2027-05-26 N N N 0.0452 243851608.08 243851608.08 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.930000% 3130BAJU2 2549001DPIFGXC1TOL40 US3130BAJU23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-28 2027-05-28 2027-05-28 N N N 0.0468 118219755.85 118219755.85 0.0014 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.000000% 3130BALQ8 2549001DPIFGXC1TOL40 US3130BALQ82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-01 2027-06-01 2027-06-01 N N N 0.0442 231764274.45 231764274.45 0.0026 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.000000% 3130BAMP9 2549001DPIFGXC1TOL40 US3130BAMP90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-04 2027-06-04 2027-06-04 N N N 0.0453 136109724.84 136109724.84 0.0016 N N 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194851893.32 194851893.32 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.887000% 3130BAUE5 2549001DPIFGXC1TOL40 US3130BAUE51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-23 2027-02-23 2027-02-23 N N N 0.0436 244455095.07 244455095.07 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.000000% 3130BAVS3 2549001DPIFGXC1TOL40 US3130BAVS39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-05-24 2028-05-24 N N N 0.0401 74204977.34 74204977.34 0.0008 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.980000% 3130BB5N1 2549001DPIFGXC1TOL40 US3130BB5N10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-06-15 2028-06-15 N N N 0.0400 146903437.46 146903437.46 0.0017 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.930000% 3130BBJ55 2549001DPIFGXC1TOL40 US3130BBJ558 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-16 2027-02-16 N N N 0.0393 337419923.47 337419923.47 0.0039 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.025000% 3130BBL60 2549001DPIFGXC1TOL40 US3130BBL604 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-21 2028-07-21 N N N 0.0403 242021770.32 242021770.32 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.030000% 3130BBLP8 2549001DPIFGXC1TOL40 US3130BBLP82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-20 2028-07-20 N N N 0.0404 122311140.31 122311140.31 0.0014 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.000000% 3130BBSQ9 2549001DPIFGXC1TOL40 US3130BBSQ92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-11 2028-02-11 N N N 0.0401 122207498.19 122207498.19 0.0014 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.030000% 3130BBWN1 2549001DPIFGXC1TOL40 US3130BBWN16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-08-25 2028-08-25 N N N 0.0404 241713236.08 241713236.08 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.015000% 3130BBWZ4 2549001DPIFGXC1TOL40 US3130BBWZ46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-05-26 2028-05-26 N N N 0.0402 240691103.56 240691103.56 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.035000% 3130BBYL3 2549001DPIFGXC1TOL40 US3130BBYL32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-08-25 2028-08-25 N N N 0.0404 244144202.06 244144202.06 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.035000% 3130BC2U6 2549001DPIFGXC1TOL40 US3130BC2U61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-09-07 2028-09-07 N N N 0.0404 61515430.10 61515430.10 0.0007 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.020000% 3130BC5B5 2549001DPIFGXC1TOL40 US3130BC5B53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-08 2027-03-08 2027-03-08 N N N 0.0433 243718870.46 243718870.46 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.020000% 3130BC6B4 2549001DPIFGXC1TOL40 US3130BC6B45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-06-22 2028-06-22 N N N 0.0403 244036593.36 244036593.36 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.915000% 3130BCAZ6 2549001DPIFGXC1TOL40 US3130BCAZ66 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-01-19 2027-01-19 N N N 0.0392 487840176.24 487840176.24 0.0056 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.045000% 3130BCDF7 2549001DPIFGXC1TOL40 US3130BCDF75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-09-22 2028-09-22 N N N 0.0406 146750803.38 146750803.38 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312BZ2 254900C5LP6DN9OP9V83 US313312BZ24 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-17 2027-02-17 2027-02-17 N N N 0.0405 19227703.51 19227703.51 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312DT4 254900C5LP6DN9OP9V83 US313312DT46 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0408 12144229.29 12144229.29 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312FE5 254900C5LP6DN9OP9V83 US313312FE58 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-05-05 2027-05-05 2027-05-05 N N N 0.0419 55367149.00 55367149.00 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312FL9 254900C5LP6DN9OP9V83 US313312FL91 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-05-11 2027-05-11 2027-05-11 N N N 0.0419 18994486.88 18994486.88 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313H92 254900C5LP6DN9OP9V83 US313313H928 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-02 2026-10-02 2026-10-02 N N N 0.0380 188460205.77 188460205.77 0.0022 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313V39 254900C5LP6DN9OP9V83 US313313V390 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0392 43064226.57 43064226.57 0.0005 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384AP4 2549001DPIFGXC1TOL40 US313384AP46 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-14 2027-01-14 2027-01-14 N N N 0.0398 241338247.06 241338247.06 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384AU3 2549001DPIFGXC1TOL40 US313384AU31 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-19 2027-01-19 2027-01-19 N N N 0.0398 244265216.01 244265216.01 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384BT5 2549001DPIFGXC1TOL40 US313384BT58 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-11 2027-02-11 2027-02-11 N N N 0.0405 96327485.06 96327485.06 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384BY4 2549001DPIFGXC1TOL40 US313384BY44 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-16 2027-02-16 2027-02-16 N N N 0.0405 92039699.24 92039699.24 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384BZ1 2549001DPIFGXC1TOL40 US313384BZ19 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-17 2027-02-17 2027-02-17 N N N 0.0405 332348419.11 332348419.11 0.0038 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384CB3 2549001DPIFGXC1TOL40 US313384CB32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-19 2027-02-19 2027-02-19 N N N 0.0405 188346159.41 188346159.41 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384CG2 2549001DPIFGXC1TOL40 US313384CG29 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-02-24 2027-02-24 2027-02-24 N N N 0.0405 51859054.37 51859054.37 0.0006 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384CM9 2549001DPIFGXC1TOL40 US313384CM96 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-01 2027-03-01 2027-03-01 N N N 0.0408 239904797.59 239904797.59 0.0027 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384CU1 2549001DPIFGXC1TOL40 US313384CU13 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-08 2027-03-08 2027-03-08 N N N 0.0408 95841248.00 95841248.00 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384CV9 2549001DPIFGXC1TOL40 US313384CV95 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-09 2027-03-09 2027-03-09 N N N 0.0408 95830186.99 95830186.99 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384DD8 2549001DPIFGXC1TOL40 US313384DD88 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-17 2027-03-17 2027-03-17 N N N 0.0408 191581488.00 191581488.00 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384LV9 2549001DPIFGXC1TOL40 US313384LV94 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-09-17 2027-09-17 2027-09-17 N N N 0.0433 457541694.25 457541694.25 0.0052 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385H82 2549001DPIFGXC1TOL40 US313385H827 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0380 247773842.23 247773842.23 0.0028 N Y Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385H90 2549001DPIFGXC1TOL40 US313385H900 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-02 2026-10-02 2026-10-02 N N N 0.0380 148868565.72 148868565.72 0.0017 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385J72 2549001DPIFGXC1TOL40 US313385J724 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-08 2026-10-08 2026-10-08 N N N 0.0380 98616653.77 98616653.77 0.0011 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385J80 2549001DPIFGXC1TOL40 US313385J807 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-09 2026-10-09 2026-10-09 N N N 0.0380 149258070.00 149258070.00 0.0017 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385K62 2549001DPIFGXC1TOL40 US313385K623 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0380 148963767.16 148963767.16 0.0017 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385M52 2549001DPIFGXC1TOL40 US313385M520 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-30 2026-10-30 2026-10-30 N N N 0.0380 97290933.01 97290933.01 0.0011 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385P26 2549001DPIFGXC1TOL40 US313385P267 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0391 97213853.75 97213853.75 0.0011 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385T55 2549001DPIFGXC1TOL40 US313385T558 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-17 2026-12-17 2026-12-17 N N N 0.0392 245298750.16 245298750.16 0.0028 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385U46 2549001DPIFGXC1TOL40 US313385U465 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-24 2026-12-24 2026-12-24 N N N 0.0392 99074444.00 99074444.00 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.010000% 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-03 2027-02-03 N N N 0.0395 196151419.38 196151419.38 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.995000% 3133ER3G4 254900C5LP6DN9OP9V83 US3133ER3G49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-10 2027-02-10 N N N 0.0396 24904630.65 24904630.65 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.980000% 3133ER4C2 254900C5LP6DN9OP9V83 US3133ER4C26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-18 2027-02-18 N N N 0.0397 77501066.40 77501066.40 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.970000% 3133ER4W8 254900C5LP6DN9OP9V83 US3133ER4W89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-01-25 2027-01-25 N N N 0.0395 169607581.12 169607581.12 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.965000% 3133ER6W6 254900C5LP6DN9OP9V83 US3133ER6W61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-10 2027-03-10 N N N 0.0391 174287026.38 174287026.38 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.015000% 3133ERB83 254900C5LP6DN9OP9V83 US3133ERB831 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-11-18 2026-11-18 N N N 0.0392 72610192.31 72610192.31 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.015000% 3133ERP21 254900C5LP6DN9OP9V83 US3133ERP211 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-12-23 2026-12-23 N N N 0.0395 19003647.05 19003647.05 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.010000% 3133ERQ95 254900C5LP6DN9OP9V83 US3133ERQ953 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-11-02 2026-11-02 N N N 0.0397 144106132.90 144106132.90 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.005000% 3133ERR86 254900C5LP6DN9OP9V83 US3133ERR860 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-10-06 2026-10-06 N N N 0.0383 40000990.80 40000990.80 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.015000% 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-01-08 2027-01-08 N N N 0.0395 40009076.00 40009076.00 0.0005 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 0.0416 3299932.98 3299932.98 0.0000 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.500000% 3133ET5B9 254900C5LP6DN9OP9V83 US3133ET5B97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-22 2026-12-22 2026-12-22 N N N 0.0416 48219180.09 48219180.09 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.930000% 3133ET6W2 254900C5LP6DN9OP9V83 US3133ET6W26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-12 2027-07-12 N N N 0.0394 84607102.17 84607102.17 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.070000% 3133ETA23 254900C5LP6DN9OP9V83 US3133ETA235 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-29 2027-09-29 N N N 0.0398 63055618.29 63055618.29 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.975000% 3133ETBC0 254900C5LP6DN9OP9V83 US3133ETBC00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-01 2027-04-01 N N N 0.0396 145200000.00 145200000.00 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.925000% 3133ETBN6 254900C5LP6DN9OP9V83 US3133ETBN64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-10-02 2026-10-02 N N N 0.0391 116100033.67 116100033.67 0.0013 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.950000% 3133ETBP1 254900C5LP6DN9OP9V83 US3133ETBP13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-01 2027-04-01 N N N 0.0394 280737038.37 280737038.37 0.0032 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.005000% 3133ETDD6 254900C5LP6DN9OP9V83 US3133ETDD64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-16 2027-04-16 N N N 0.0395 96839964.85 96839964.85 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.010000% 3133ETEG8 254900C5LP6DN9OP9V83 US3133ETEG86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-23 2027-04-23 N N N 0.0395 241909078.40 241909078.40 0.0028 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.950000% 3133ETG92 254900C5LP6DN9OP9V83 US3133ETG927 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-10-15 2026-10-15 N N N 0.0392 69699951.91 69699951.91 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.313100% 3133ETHD2 254900C5LP6DN9OP9V83 US3133ETHD29 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-06 2027-05-19 2027-05-19 N N N 0.0429 62902176.97 62902176.97 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.945000% 3133ETMS3 254900C5LP6DN9OP9V83 US3133ETMS33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-11-27 2026-11-27 N N N 0.0392 115006710.25 115006710.25 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.005000% 3133ETPK7 254900C5LP6DN9OP9V83 US3133ETPK79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-09 2027-07-09 N N N 0.0397 96775231.43 96775231.43 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.995000% 3133ETT56 254900C5LP6DN9OP9V83 US3133ETT565 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-11-12 2027-11-12 N N N 0.0398 96732764.86 96732764.86 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.950000% 3133ETU96 254900C5LP6DN9OP9V83 US3133ETU969 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-11-12 2026-11-12 N N N 0.0388 63503591.56 63503591.56 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.020000% 3133ETUK1 254900C5LP6DN9OP9V83 US3133ETUK15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-08-25 2027-08-25 N N N 0.0402 48353348.24 48353348.24 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.990000% 3133ETX69 254900C5LP6DN9OP9V83 US3133ETX690 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-11-19 2027-11-19 N N N 0.0398 24108242.68 24108242.68 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.975000% 3133ETY27 254900C5LP6DN9OP9V83 US3133ETY276 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-05-24 2027-05-24 N N N 0.0405 120456720.02 120456720.02 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.040000% 3133ETYK7 254900C5LP6DN9OP9V83 US3133ETYK78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-19 2027-07-19 N N N 0.0396 144189608.59 144189608.59 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.060000% 3133ETZD2 254900C5LP6DN9OP9V83 US3133ETZD27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-23 2027-09-23 N N N 0.0398 144910887.84 144910887.84 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.010000% 3133EWAN0 254900C5LP6DN9OP9V83 US3133EWAN03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-21 2028-01-21 N N N 0.0399 64615493.02 64615493.02 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.995000% 3133EWC32 254900C5LP6DN9OP9V83 US3133EWC326 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-08-03 2028-08-03 N N N 0.0400 83010030.39 83010030.39 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.985000% 3133EWC40 254900C5LP6DN9OP9V83 US3133EWC409 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-06-08 2028-06-08 N N N 0.0399 146483971.11 146483971.11 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.970000% 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-17 2028-02-17 N N N 0.0399 21899405.20 21899405.20 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.015000% 3133EWF47 254900C5LP6DN9OP9V83 US3133EWF477 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-09-14 2028-09-14 N N N 0.0402 244079373.74 244079373.74 0.0028 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.995000% 3133EWHH6 254900C5LP6DN9OP9V83 US3133EWHH61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-17 2028-02-17 N N N 0.0399 123913718.21 123913718.21 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.995000% 3133EWKE9 254900C5LP6DN9OP9V83 US3133EWKE93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-28 2028-02-28 N N N 0.0398 148529428.25 148529428.25 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.970000% 3133EWKL3 254900C5LP6DN9OP9V83 US3133EWKL37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-04-06 2028-04-06 N N N 0.0402 113443879.93 113443879.93 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.990000% 3133EWNA4 254900C5LP6DN9OP9V83 US3133EWNA45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-04-24 2028-04-24 N N N 0.0398 146920092.98 146920092.98 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.945000% 3133EWNU0 254900C5LP6DN9OP9V83 US3133EWNU09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-05-06 2027-05-06 N N N 0.0396 25900781.92 25900781.92 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.950000% 3133EWNV8 254900C5LP6DN9OP9V83 US3133EWNV81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-05-07 2027-05-07 N N N 0.0394 146805409.58 146805409.58 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.975000% 3133EWPE4 254900C5LP6DN9OP9V83 US3133EWPE49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-05-08 2028-05-08 N N N 0.0398 122415124.97 122415124.97 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.940000% 3133EWPF1 254900C5LP6DN9OP9V83 US3133EWPF14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-13 2027-09-13 N N N 0.0395 63606545.71 63606545.71 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.945000% 3133EWPW4 254900C5LP6DN9OP9V83 US3133EWPW47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-05-19 2027-05-19 N N N 0.0394 97900744.04 97900744.04 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.125000% 3133EWXT2 254900C5LP6DN9OP9V83 US3133EWXT26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-08-06 2027-08-06 2027-08-06 N N N 0.0458 93839934.63 93839934.63 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.945000% 3133EWZU7 254900C5LP6DN9OP9V83 US3133EWZU70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-28 2027-07-28 N N N 0.0395 268535908.53 268535908.53 0.0031 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.020000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-10-16 2026-10-16 N N N 0.0391 68603380.61 68603380.61 0.0008 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HB2E0 S6XOOCT0IEG5ABCC6L87 US3134HB2E05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N 0.0416 168643039.63 168643039.63 0.0019 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HB3N9 S6XOOCT0IEG5ABCC6L87 US3134HB3N94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0416 240128716.96 240128716.96 0.0027 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.975000% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-05-05 2027-05-05 N N N 0.0395 100324508.31 100324508.31 0.0011 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HB6V8 S6XOOCT0IEG5ABCC6L87 US3134HB6V83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-16 2026-12-16 2026-12-16 N N N 0.0416 240778466.63 240778466.63 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.005000% 3134HBMJ7 S6XOOCT0IEG5ABCC6L87 US3134HBMJ71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-23 2027-04-23 N N N 0.0395 169365590.21 169365590.21 0.0019 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.995000% 3134HBPD7 S6XOOCT0IEG5ABCC6L87 US3134HBPD74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-05-05 2027-05-05 N N N 0.0401 120603082.54 120603082.54 0.0014 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.020000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-22 2027-09-22 N N N 0.0397 144896371.64 144896371.64 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.020000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-10-06 2027-10-06 N N N 0.0398 143885805.46 143885805.46 0.0016 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.960000% 3134HBXW6 S6XOOCT0IEG5ABCC6L87 US3134HBXW63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-01-08 2027-01-08 N N N 0.0393 72559837.78 72559837.78 0.0008 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HCAE9 S6XOOCT0IEG5ABCC6L87 US3134HCAE95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-18 2026-12-18 2026-12-18 N N N 0.0416 240770712.85 240770712.85 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000% 3134HCAN9 S6XOOCT0IEG5ABCC6L87 US3134HCAN94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-18 2026-12-18 2026-12-18 N N N 0.0416 240770712.85 240770712.85 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.550000% 3134HCLY3 S6XOOCT0IEG5ABCC6L87 US3134HCLY31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-22 2027-01-22 2027-01-22 N N N 0.0395 124404969.85 124404969.85 0.0014 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000% 3134HCQB8 S6XOOCT0IEG5ABCC6L87 US3134HCQB82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-16 2027-02-16 2027-02-16 N N N 0.0432 123592929.96 123592929.96 0.0014 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.655000% 3134HCQY8 S6XOOCT0IEG5ABCC6L87 US3134HCQY85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-19 2027-02-19 2027-02-19 N N N 0.0407 246299642.62 246299642.62 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000% 3134HCRH4 S6XOOCT0IEG5ABCC6L87 US3134HCRH44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-22 2027-02-22 2027-02-22 N N N 0.0412 148526521.97 148526521.97 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.655000% 3134HCTN9 S6XOOCT0IEG5ABCC6L87 US3134HCTN93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-05 2027-03-05 2027-03-05 N N N 0.0411 148481890.90 148481890.90 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.680000% 3134HCTQ2 S6XOOCT0IEG5ABCC6L87 US3134HCTQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-08 2027-03-08 2027-03-08 N N N 0.0422 148456074.10 148456074.10 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.660000% 3134HCTV1 S6XOOCT0IEG5ABCC6L87 US3134HCTV10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-05 2027-03-05 2027-03-05 N N N 0.0411 148489214.83 148489214.83 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.500000% 3134HCUQ0 S6XOOCT0IEG5ABCC6L87 US3134HCUQ06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-12 2027-03-12 2027-03-12 N N N 0.0431 248365229.71 248365229.71 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.680000% 3134HCUU1 S6XOOCT0IEG5ABCC6L87 US3134HCUU18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-12 2027-03-12 2027-03-12 N N N 0.0455 246905011.21 246905011.21 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.655000% 3134HCVJ5 S6XOOCT0IEG5ABCC6L87 US3134HCVJ53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-18 2027-03-18 2027-03-18 N N N 0.0419 123672609.00 123672609.00 0.0014 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.685000% 3134HCVQ9 S6XOOCT0IEG5ABCC6L87 US3134HCVQ96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-19 2027-03-19 2027-03-19 N N N 0.0438 148194009.59 148194009.59 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.710000% 3134HCWL9 S6XOOCT0IEG5ABCC6L87 US3134HCWL90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-29 2027-03-29 2027-03-29 N N N 0.0431 247184354.84 247184354.84 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.745000% 3134HCXE4 S6XOOCT0IEG5ABCC6L87 US3134HCXE49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-30 2027-03-30 2027-03-30 N N N 0.0429 197742080.97 197742080.97 0.0023 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 3.780000% 3134HCXQ7 S6XOOCT0IEG5ABCC6L87 US3134HCXQ78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-02 2027-04-02 2027-04-02 N N N 0.0420 244320828.64 244320828.64 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.070000% 3134HCZ28 S6XOOCT0IEG5ABCC6L87 US3134HCZ288 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-21 2027-06-21 2027-06-21 N N N 0.0446 122059743.91 122059743.91 0.0014 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 4.080000% 3134HCZ36 S6XOOCT0IEG5ABCC6L87 US3134HCZ361 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-22 2027-06-22 2027-06-22 N N N 0.0447 122055557.83 122055557.83 0.0014 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.000000% 313589P64 B1V7KEBTPIMZEU4LTD58 US313589P645 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-16 2026-11-16 2026-11-16 N N N 0.0391 318913682.00 318913682.00 0.0036 N N Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.020000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-10-23 2026-10-23 N N N 0.0392 100606367.98 100606367.98 0.0012 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.020000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-11-20 2026-11-20 N N N 0.0397 140611267.70 140611267.70 0.0016 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.020000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-12-11 2026-12-11 N N N 0.0392 52911764.43 52911764.43 0.0006 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.960000% 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-07 2028-01-07 N N N 0.0398 59397335.91 59397335.91 0.0007 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.970000% 3135G1AE1 B1V7KEBTPIMZEU4LTD58 US3135G1AE14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-02 2028-02-02 N N N 0.0399 91997658.60 91997658.60 0.0011 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.965000% 3135G1AH4 B1V7KEBTPIMZEU4LTD58 US3135G1AH45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-04-06 2028-04-06 N N N 0.0399 93287040.63 93287040.63 0.0011 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.633000% 3136GCDP7 B1V7KEBTPIMZEU4LTD58 US3136GCDP72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-05 2027-02-05 2027-02-05 N N N 0.0415 148969179.57 148969179.57 0.0017 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 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2027-05-07 2027-05-07 N N N 0.0451 246551012.38 246551012.38 0.0028 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.900000% 3136GD5Q2 B1V7KEBTPIMZEU4LTD58 US3136GD5Q27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-21 2027-05-21 2027-05-21 N N N 0.0445 243849995.40 243849995.40 0.0028 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.050000% 3136GDE90 B1V7KEBTPIMZEU4LTD58 US3136GDE908 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-21 2027-06-21 2027-06-21 N N N 0.0444 244219826.99 244219826.99 0.0028 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.090000% 3136GDH30 B1V7KEBTPIMZEU4LTD58 US3136GDH307 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-07-14 2027-07-14 2027-07-14 N N N 0.0437 146575280.49 146575280.49 0.0017 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE 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703905.30 Agency Collateralized Mortgage Obligation FNRM RC059GY R26F059 B1V7KEBTPIMZEU4LTD58 3136G7DC7 2056-08-25 5.000000 0.00 7699640.00 6563533.30 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137AEG58 2031-08-15 4.000000 0.00 600000.00 137426.50 Agency Collateralized Mortgage Obligation FNMS 04.000 CLFA2819 B1V7KEBTPIMZEU4LTD58 3140W3DZ9 2050-01-01 4.000000 0.00 44140160.00 35047471.27 Agency Mortgage-Backed Securities GNMI SF 648235 X 549300M8ZYFG0OCMTT87 36292GEG6 2035-12-15 5.000000 0.00 76563.00 2426.79 Agency Mortgage-Backed Securities FEPC 06.500 CLTA7954 S6XOOCT0IEG5ABCC6L87 3142JWZU3 2056-03-01 6.500000 0.00 1005052.00 1017782.74 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 31395VNZ8 2035-06-15 4.500000 0.00 2000000.00 1773.69 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 31398QWW3 2039-11-15 4.213000 0.00 50000.00 565.45 Agency Collateralized Mortgage Obligation 07.000 FGPC G01317 G 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2050-09-25 1.500000 0.00 56950080.00 23478434.03 Agency Collateralized Mortgage Obligation FNRM CL042KA R19F042 B1V7KEBTPIMZEU4LTD58 3136B5VN2 2049-07-25 3.000000 0.00 3000000.00 716548.77 Agency Collateralized Mortgage Obligation FNMS 05.000 CTMA5955 B1V7KEBTPIMZEU4LTD58 31418FTM9 2046-01-01 5.000000 0.00 41287936.00 36288772.09 Agency Mortgage-Backed Securities FNMS 04.500 CTFM1045 B1V7KEBTPIMZEU4LTD58 3140X4ET9 2039-06-01 4.500000 0.00 7832528.00 1260856.25 Agency Mortgage-Backed Securities FNMS 05.000 CLFM1242 B1V7KEBTPIMZEU4LTD58 3140X4LY0 2049-07-01 5.000000 0.00 796000.00 139486.94 Agency Mortgage-Backed Securities FNMS 04.500 CLCB7318 B1V7KEBTPIMZEU4LTD58 3140QTDY2 2053-10-01 4.500000 0.00 956000.00 657823.71 Agency Mortgage-Backed Securities FEPC 02.000 CLQC5520 S6XOOCT0IEG5ABCC6L87 3133AQDZ7 2051-08-01 2.000000 0.00 12523840.00 5979230.42 Agency Mortgage-Backed Securities FEPC 03.000 CLQB2339 S6XOOCT0IEG5ABCC6L87 3133A8S40 2050-08-01 3.000000 0.00 66516.00 27082.93 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3133TGPD5 2028-11-15 6.000000 0.00 15000.00 53.20 Agency Collateralized Mortgage Obligation FNRM CL131CH R03F131 B1V7KEBTPIMZEU4LTD58 31393UZU0 2034-01-25 5.500000 0.00 4000.00 405.29 Agency Collateralized Mortgage Obligation GNMI SF 605760 X 549300M8ZYFG0OCMTT87 36200N5V9 2034-11-15 5.000000 0.00 30000.00 991.93 Agency Mortgage-Backed Securities GNMI SF 603341 X 549300M8ZYFG0OCMTT87 36200KHS9 2032-12-15 6.000000 0.00 25000.00 72.77 Agency Mortgage-Backed Securities GNMI SF 595077 X 549300M8ZYFG0OCMTT87 36200ACN7 2032-10-15 6.000000 0.00 146763.00 353.32 Agency Mortgage-Backed Securities GNMI SF 569158 X 549300M8ZYFG0OCMTT87 36200QJB1 2032-03-15 6.000000 0.00 55000.00 117.00 Agency Mortgage-Backed Securities GNMI SF 596673 X 549300M8ZYFG0OCMTT87 36200B2E6 2032-10-15 6.000000 0.00 85000.00 90.64 Agency Mortgage-Backed Securities FNMS 04.500 CLDG6955 B1V7KEBTPIMZEU4LTD58 3140UAWR2 2056-05-01 4.500000 0.00 2687204.00 2423197.64 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3133TJ5V1 2029-02-15 6.000000 0.00 10000000.00 13627.39 Agency Collateralized Mortgage Obligation FNMS 04.500 CLAI5019 B1V7KEBTPIMZEU4LTD58 3138AJSH6 2041-05-01 4.500000 0.00 300000.00 18484.04 Agency Mortgage-Backed Securities FNMS 05.500 CT995477 B1V7KEBTPIMZEU4LTD58 31416B2J6 2029-01-01 5.500000 0.00 454464.00 803.30 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2469 B1V7KEBTPIMZEU4LTD58 3140Q9W74 2048-10-01 4.000000 0.00 122464.00 7823.89 Agency Mortgage-Backed Securities 06.500 FGPC G01486 G S6XOOCT0IEG5ABCC6L87 31283HUK9 2032-12-01 6.500000 0.00 151435.00 240.04 Agency Mortgage-Backed Securities 06.000 FGPC G01660 G S6XOOCT0IEG5ABCC6L87 31283HZZ1 2034-02-01 6.000000 0.00 18000.00 72.60 Agency Mortgage-Backed Securities 04.500 FGPC N31079 G S6XOOCT0IEG5ABCC6L87 31281BFU9 2034-02-01 4.500000 0.00 3000000.00 4543.77 Agency Mortgage-Backed Securities GNMI SF 603093 X 549300M8ZYFG0OCMTT87 36200J7E4 2033-09-15 5.000000 0.00 450000.00 2187.73 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3834 B1V7KEBTPIMZEU4LTD58 31418DHL9 2049-11-01 3.000000 0.00 2000.00 265.60 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3775 B1V7KEBTPIMZEU4LTD58 31418DFR8 2049-09-01 3.500000 0.00 15000.00 1446.67 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3745 B1V7KEBTPIMZEU4LTD58 31418DET5 2049-08-01 3.500000 0.00 13000.00 1104.77 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3664 B1V7KEBTPIMZEU4LTD58 31418DCA8 2049-05-01 4.000000 0.00 17000.00 1192.08 Agency Mortgage-Backed Securities GNMI SF 602141 X 549300M8ZYFG0OCMTT87 36200H5A8 2032-12-15 6.000000 0.00 25442.00 117.89 Agency Mortgage-Backed Securities GNMI SF 569899 X 549300M8ZYFG0OCMTT87 36200RDC3 2032-06-15 6.500000 0.00 570000.00 497.19 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3936 B1V7KEBTPIMZEU4LTD58 31418DLS9 2050-02-01 2.500000 0.00 4000.00 783.07 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3871 B1V7KEBTPIMZEU4LTD58 31418DJR4 2049-12-01 3.000000 0.00 11000.00 1611.61 Agency Mortgage-Backed Securities GNMI SF 605593 X 549300M8ZYFG0OCMTT87 36200NXW6 2034-12-15 5.000000 0.00 250000.00 1247.70 Agency Mortgage-Backed Securities FNMS 04.000 CKMA3754 B1V7KEBTPIMZEU4LTD58 31418DE40 2049-08-01 4.000000 0.00 3500000.00 216923.36 Agency Mortgage-Backed Securities FNRM CL020CA R24F020 B1V7KEBTPIMZEU4LTD58 3136BRU70 2047-01-25 5.500000 0.00 116000.00 3268.74 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HDQL7 2054-07-25 4.640300 0.00 10000000.00 4099007.68 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137GCZ89 2054-04-25 5.250000 0.00 52749600.00 50521360.19 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137H3SZ6 2050-11-25 2.000000 0.00 5800000.00 2514710.49 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137H1SA5 2051-08-25 1.500000 0.00 1267.00 482.98 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137H8YL9 2044-06-25 4.000000 0.00 500000.00 218049.13 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137AUTR0 2042-02-15 1.250000 0.00 11000000.00 854839.38 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137BJJ38 2044-08-15 2.250000 0.00 2700000.00 259494.08 Agency Collateralized Mortgage Obligation FNMS 03.000 CLCB0848 B1V7KEBTPIMZEU4LTD58 3140QK5J3 2051-06-01 3.000000 0.00 2102000.00 1102352.74 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1136 B1V7KEBTPIMZEU4LTD58 3140QLHN9 2051-07-01 2.500000 0.00 29221600.00 15281502.63 Agency Mortgage-Backed Securities FKAR 03.810 WAWA4827 S6XOOCT0IEG5ABCC6L87 3142ACD97 2053-05-01 3.810000 0.00 5558400.00 4012088.77 Agency Mortgage-Backed Securities GNMI SF 600618 X 549300M8ZYFG0OCMTT87 36200GG34 2037-01-15 5.500000 0.00 38142.00 2183.54 Agency Mortgage-Backed Securities GNMI SF 595079 X 549300M8ZYFG0OCMTT87 36200ACQ0 2032-10-15 6.000000 0.00 100000.00 786.21 Agency Mortgage-Backed Securities GNMI SF 569215 X 549300M8ZYFG0OCMTT87 36200QK45 2032-03-15 6.000000 0.00 25000.00 60.09 Agency Mortgage-Backed Securities GNMI SF 603911 X 549300M8ZYFG0OCMTT87 36200K3U9 2035-10-15 5.000000 0.00 65000.00 553.90 Agency Mortgage-Backed Securities GNMI SF 599762 X 549300M8ZYFG0OCMTT87 36200FJF6 2032-11-15 6.000000 0.00 65000.00 447.87 Agency Mortgage-Backed Securities GNRM 2008-001 LB 549300M8ZYFG0OCMTT87 38375PCH2 2038-01-20 5.500000 0.00 33000.00 1447.25 Agency Collateralized Mortgage Obligation FNMS 03.500 CLMA3803 B1V7KEBTPIMZEU4LTD58 31418DGM8 2049-10-01 3.500000 0.00 10000.00 1030.22 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3686 B1V7KEBTPIMZEU4LTD58 31418DCY6 2049-06-01 3.500000 0.00 15000.00 1091.18 Agency Mortgage-Backed Securities FNMS 05.500 CT995628 B1V7KEBTPIMZEU4LTD58 31416CA55 2029-02-01 5.500000 0.00 145000.00 211.87 Agency Mortgage-Backed Securities FNMS 04.000 CRMA1393 B1V7KEBTPIMZEU4LTD58 31418ARP5 2043-02-01 4.000000 0.00 4500000.00 527372.74 Agency Mortgage-Backed Securities FEPC 04.000 CLSD4556 S6XOOCT0IEG5ABCC6L87 3132DSBZ4 2054-01-01 4.000000 0.00 9000.00 6424.21 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1577 S6XOOCT0IEG5ABCC6L87 3132DNXE8 2052-09-01 4.000000 0.00 160000.00 100914.13 Agency Mortgage-Backed Securities FEPC 04.500 CLQF1849 S6XOOCT0IEG5ABCC6L87 3133BPBS6 2052-10-01 4.500000 0.00 27281.00 17751.08 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7171 S6XOOCT0IEG5ABCC6L87 3132DU6G7 2054-12-01 5.500000 0.00 168000.00 138789.76 Agency Mortgage-Backed Securities FNMS 04.500 CLCA6110 B1V7KEBTPIMZEU4LTD58 3140QDYG3 2050-06-01 4.500000 0.00 1925000.00 296404.96 Agency Mortgage-Backed Securities GNMI SF 570675 X 549300M8ZYFG0OCMTT87 36200R6L1 2031-11-15 6.000000 0.00 25000.00 381.23 Agency Mortgage-Backed Securities GNMI SF 603325 X 549300M8ZYFG0OCMTT87 36200KHA8 2032-12-15 5.500000 0.00 25000.00 51.58 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3960 B1V7KEBTPIMZEU4LTD58 31418DMJ8 2050-03-01 3.000000 0.00 2000.00 314.62 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3906 B1V7KEBTPIMZEU4LTD58 31418DKU5 2050-01-01 3.500000 0.00 21000.00 2452.58 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3905 B1V7KEBTPIMZEU4LTD58 31418DKT8 2050-01-01 3.000000 0.00 3000.00 453.57 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7597 B1V7KEBTPIMZEU4LTD58 3140QFNP0 2050-11-01 2.500000 0.00 15934.00 7393.08 Agency Mortgage-Backed Securities FEPC 05.500 CLTA8389 S6XOOCT0IEG5ABCC6L87 3142JXKB9 2056-03-01 5.500000 0.00 1020796.00 973445.48 Agency Mortgage-Backed Securities FEPC 06.000 CLTB0934 S6XOOCT0IEG5ABCC6L87 3142K2BC3 2056-04-01 6.000000 0.00 2636792.00 2592718.23 Agency Mortgage-Backed Securities FEPC 05.500 CLTA8391 S6XOOCT0IEG5ABCC6L87 3142JXKD5 2056-03-01 5.500000 0.00 3352460.00 3071846.37 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ATMA9 2046-08-25 4.204800 0.00 4285000.00 510249.99 Agency Collateralized Mortgage Obligation FNMS 02.500 CLBT0163 B1V7KEBTPIMZEU4LTD58 3140LNFD4 2051-06-01 2.500000 0.00 70129.00 29999.36 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G5QV5 2055-05-25 4.540300 0.00 63748224.00 50810391.25 Agency Collateralized Mortgage Obligation 06.500 FGPC G01444 G S6XOOCT0IEG5ABCC6L87 31283HS97 2032-08-01 6.500000 0.00 75000.00 86.34 Agency Mortgage-Backed Securities GNRM 2005-74 HA 549300M8ZYFG0OCMTT87 38374L5X5 2035-09-16 7.500000 0.00 12119.00 0.84 Agency Collateralized Mortgage Obligation GNRM 2021-136 LB 549300M8ZYFG0OCMTT87 38382WS32 2051-08-20 2.500000 0.00 2100.00 1598.23 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HRVT3 2056-06-25 4.690300 0.00 14817312.00 13571822.00 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-156 A-2 20330225 FLT S6XOOCT0IEG5ABCC6L87 3137HA2B1 2033-02-25 4.430000 0.00 3715000.00 3523575.75 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-162 A-2 20331225 FLT S6XOOCT0IEG5ABCC6L87 3137HBP73 2033-12-25 5.150000 0.00 9415000.00 9249113.45 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-141 A-2 20320225 2.2 S6XOOCT0IEG5ABCC6L87 3137H6ZM0 2032-02-25 2.250000 0.00 2084000.00 1788081.38 Agency Collateralized Mortgage Obligation FEPC 02.500 CLQD4145 S6XOOCT0IEG5ABCC6L87 3133B1TA9 2052-01-01 2.500000 0.00 400000.00 193602.20 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137FNFS4 2049-08-25 3.000000 0.00 15196368.00 3967444.92 Agency Collateralized Mortgage Obligation FNMS 05.000 CLDB2900 B1V7KEBTPIMZEU4LTD58 3140ACGJ6 2055-05-01 5.000000 0.00 3452630.00 3162810.05 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BAHX5 2050-06-25 4.254800 0.00 23554592.00 8413494.28 Agency Collateralized Mortgage Obligation FEPC 03.000 CLRA1411 S6XOOCT0IEG5ABCC6L87 3133KGR83 2049-09-01 3.000000 0.00 7212296.00 2141585.07 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137FPRV9 2049-01-25 2.250000 0.00 2000000.00 464978.44 Agency Collateralized Mortgage Obligation FNMS 05.000 CLDB7778 B1V7KEBTPIMZEU4LTD58 3140AHUC4 2054-08-01 5.000000 0.00 1056080.00 968154.39 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137H83R0 2048-12-25 5.000000 0.00 3125000.00 1661481.33 Agency Collateralized Mortgage Obligation FNMS 03.500 CLFA0953 B1V7KEBTPIMZEU4LTD58 3140W1BX0 2055-04-01 3.500000 0.00 4500000.00 3462991.53 Agency Mortgage-Backed Securities FNMS 04.000 CLAL2827 B1V7KEBTPIMZEU4LTD58 3138EKD93 2042-09-01 4.000000 0.00 1010750.00 65896.14 Agency Mortgage-Backed Securities FNMS 05.500 CLDF3146 B1V7KEBTPIMZEU4LTD58 3140BTP82 2056-01-01 5.500000 0.00 1055700.00 1009993.71 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1292 B1V7KEBTPIMZEU4LTD58 3140W1NJ8 2055-04-01 6.000000 0.00 300000.00 215393.57 Agency Mortgage-Backed Securities FNMS 06.000 CLBV1422 B1V7KEBTPIMZEU4LTD58 3140MESL1 2055-04-01 6.000000 0.00 2349000.00 1885003.07 Agency Mortgage-Backed Securities 07.000 FGPC G01713 G S6XOOCT0IEG5ABCC6L87 31283H3W3 2034-01-01 7.000000 0.00 24887.00 138.54 Agency Mortgage-Backed Securities 06.000 FGPC G01800 G S6XOOCT0IEG5ABCC6L87 31283H7M1 2035-01-01 6.000000 0.00 14000.00 57.76 Agency Mortgage-Backed Securities 07.000 FGPC G01501 G S6XOOCT0IEG5ABCC6L87 31283HU29 2032-09-01 7.000000 0.00 57692.00 161.71 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HFPP4 2054-10-25 4.750300 0.00 951000.00 535798.88 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3133Q3L66 2054-05-25 4.640300 0.00 7000000.00 2212034.75 Agency Collateralized Mortgage Obligation 07.000 FGPC G01707 G S6XOOCT0IEG5ABCC6L87 31283H3Q6 2034-06-01 7.000000 0.00 5000.00 21.25 Agency Mortgage-Backed Securities 06.500 FGPC G01443 G S6XOOCT0IEG5ABCC6L87 31283HS89 2032-08-01 6.500000 0.00 79400.00 64.78 Agency Mortgage-Backed Securities 04.000 FGPC N31117 G S6XOOCT0IEG5ABCC6L87 31281BG20 2034-05-01 4.000000 0.00 1027569.00 4676.35 Agency Mortgage-Backed Securities FNMS 06.500 CTAD0756 B1V7KEBTPIMZEU4LTD58 31418MZW5 2028-11-01 6.500000 0.00 2000000.00 287.45 Agency Mortgage-Backed Securities FNMS 05.500 CTAE0213 B1V7KEBTPIMZEU4LTD58 31419AGX9 2029-12-01 5.500000 0.00 492433.00 1749.94 Agency Mortgage-Backed Securities GNMI SF 603764 X 549300M8ZYFG0OCMTT87 36200KWZ6 2033-06-15 5.000000 0.00 231127.00 2222.42 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3371 B1V7KEBTPIMZEU4LTD58 3140QAW97 2049-04-01 3.500000 0.00 446878.00 87711.18 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8986 B1V7KEBTPIMZEU4LTD58 3140QU6Y7 2054-08-01 5.500000 0.00 3250000.00 2525261.01 Agency Mortgage-Backed Securities 07.000 FGPC C61105 G S6XOOCT0IEG5ABCC6L87 31287LGN6 2031-12-01 7.000000 0.00 95000.00 871.43 Agency Mortgage-Backed Securities FEPC 05.000 CTZS9123 S6XOOCT0IEG5ABCC6L87 3132AAD43 2032-07-01 5.000000 0.00 197973.00 8955.96 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1439 B1V7KEBTPIMZEU4LTD58 3140Q8S55 2048-03-01 3.500000 0.00 220000.00 20118.08 Agency Mortgage-Backed Securities FEPC 03.500 CIZT1962 S6XOOCT0IEG5ABCC6L87 3132AEFB7 2033-02-01 3.500000 0.00 2618000.00 315710.96 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HHKV2 2054-12-25 4.840300 0.00 1300000.00 733304.68 Agency Collateralized Mortgage Obligation FNMS 04.000 CTBM4521 B1V7KEBTPIMZEU4LTD58 3140J9AX9 2038-08-01 4.000000 0.00 1768226.00 253690.48 Agency Mortgage-Backed Securities FNMS 04.000 CL930916 B1V7KEBTPIMZEU4LTD58 31412PGZ8 2039-04-01 4.000000 0.00 3073236.00 161483.88 Agency Mortgage-Backed Securities FNMS 05.500 CL922433 B1V7KEBTPIMZEU4LTD58 31412DY69 2037-01-01 5.500000 0.00 94705.00 555.14 Agency Mortgage-Backed Securities FNMS 06.000 NP923743 B1V7KEBTPIMZEU4LTD58 31412FHU0 2037-04-01 6.000000 0.00 400000.00 3355.59 Agency Mortgage-Backed Securities FNMS 06.500 CL928739 B1V7KEBTPIMZEU4LTD58 31412LZC7 2037-10-01 6.500000 0.00 40000.00 372.95 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1707 B1V7KEBTPIMZEU4LTD58 3140Q83R4 2048-05-01 4.500000 0.00 730000.00 86139.30 Agency Mortgage-Backed Securities FNMS 03.500 CLFA4984 B1V7KEBTPIMZEU4LTD58 3140W5RE6 2052-09-01 3.500000 0.00 16075808.00 13197125.85 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HA3M6 2053-05-25 5.000000 0.00 1000000.00 899328.78 Agency Collateralized Mortgage Obligation FNMS 04.000 CLBM2003 B1V7KEBTPIMZEU4LTD58 3140J6GM3 2047-10-01 4.000000 0.00 1750000.00 160041.65 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HHDH1 2054-11-25 4.540300 0.00 5000000.00 2623417.32 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HHLW9 2054-12-25 4.990300 0.00 110000.00 65425.93 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-146 A-2 20320625 FLT S6XOOCT0IEG5ABCC6L87 3137H7ZB2 2032-06-25 2.920000 0.00 2530000.00 2228725.63 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137H6XV2 2051-09-25 3.000000 0.00 1100000.00 498231.69 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HCD66 2054-03-25 5.000000 0.00 700000.00 496031.98 Agency Collateralized Mortgage Obligation FNMS 03.500 I4BM6730 B1V7KEBTPIMZEU4LTD58 3140JBPQ3 2057-02-01 3.500000 0.00 4248648.00 1952670.82 Agency Mortgage-Backed Securities FNMS 03.000 CLBX4430 B1V7KEBTPIMZEU4LTD58 3140N84Q8 2053-09-01 3.000000 0.00 13000.00 9520.88 Agency Mortgage-Backed Securities FNMS 04.000 CTBW7615 B1V7KEBTPIMZEU4LTD58 3140N0N92 2042-08-01 4.000000 0.00 9129296.00 4336418.46 Agency Mortgage-Backed Securities FNMS 06.000 CL937009 B1V7KEBTPIMZEU4LTD58 31412WN28 2037-06-01 6.000000 0.00 85000.00 1081.99 Agency Mortgage-Backed Securities FNMS 06.500 CTAD0329 B1V7KEBTPIMZEU4LTD58 31418MLK6 2028-09-01 6.500000 0.00 1940810.00 642.48 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ3049 S6XOOCT0IEG5ABCC6L87 31427AL70 2055-09-01 6.500000 0.00 2197016.00 2213221.48 Agency Mortgage-Backed Securities FNMS 05.500 CTMA0436 B1V7KEBTPIMZEU4LTD58 31417YPW1 2030-04-01 5.500000 0.00 500000.00 1826.69 Agency Mortgage-Backed Securities FEPC 02.000 CTSC0188 S6XOOCT0IEG5ABCC6L87 3132D9F58 2041-09-01 2.000000 0.00 100000.00 50034.00 Agency Mortgage-Backed Securities FEPC 02.000 CLSD0716 S6XOOCT0IEG5ABCC6L87 3132DMYM1 2051-07-01 2.000000 0.00 6244920.00 3089208.09 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0734 B1V7KEBTPIMZEU4LTD58 31417YY84 2031-05-01 4.500000 0.00 600000.00 12476.86 Agency Mortgage-Backed Securities FNMS 06.000 CL929838 B1V7KEBTPIMZEU4LTD58 31412NBF2 2038-08-01 6.000000 0.00 49000.00 514.78 Agency Mortgage-Backed Securities FNMS 04.000 GLAB2958 B1V7KEBTPIMZEU4LTD58 31416YJC3 2039-06-01 4.000000 0.00 2894744.00 319701.61 Agency Mortgage-Backed Securities FNMS 05.000 CL929589 B1V7KEBTPIMZEU4LTD58 31412MXS2 2038-06-01 5.000000 0.00 172782.00 2934.19 Agency Mortgage-Backed Securities FNMS 06.000 CL930407 B1V7KEBTPIMZEU4LTD58 31412NU87 2039-01-01 6.000000 0.00 40737.00 553.18 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0390 S6XOOCT0IEG5ABCC6L87 3132ACNF3 2046-03-01 4.000000 0.00 140000.00 28569.81 Agency Mortgage-Backed Securities FEPC 06.000 CLZA0863 S6XOOCT0IEG5ABCC6L87 31329H5Y3 2032-12-01 6.000000 0.00 219125504.00 432619.10 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9826 B1V7KEBTPIMZEU4LTD58 3140QV4L5 2055-01-01 6.500000 0.00 22518816.00 17986275.84 Agency Mortgage-Backed Securities FNMS 06.500 CTCB9758 B1V7KEBTPIMZEU4LTD58 3140QVZY3 2045-01-01 6.500000 0.00 4404672.00 3290351.54 Agency Mortgage-Backed Securities FNMS 05.000 CLDG1457 B1V7KEBTPIMZEU4LTD58 3140U4TP4 2056-02-01 5.000000 0.00 4720000.00 4358678.34 Agency Mortgage-Backed Securities GNMI SF 569681 X 549300M8ZYFG0OCMTT87 36200Q2N3 2032-02-15 6.000000 0.00 125000.00 567.81 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ2755 B1V7KEBTPIMZEU4LTD58 3140H4BZ6 2048-05-01 3.500000 0.00 886087.00 140874.21 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137AWY41 2041-11-15 2.500000 0.00 105000.00 2101.35 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G6NQ7 2056-06-25 5.090300 0.00 29800000.00 27240671.47 Agency Collateralized Mortgage Obligation FNRM CL056BA R23F056 B1V7KEBTPIMZEU4LTD58 3136BQNL9 2049-11-25 6.500000 0.00 55000.00 5011.36 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G7BU9 2056-08-25 9.953400 0.00 9090896.00 7665378.11 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G7PA8 2056-09-25 4.440300 0.00 103400000.00 102164300.51 Agency Collateralized Mortgage Obligation FEPC 03.500 CLQC2368 S6XOOCT0IEG5ABCC6L87 3133ALTZ1 2051-05-01 3.500000 0.00 30958.00 12473.59 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137ALST7 2027-02-15 2.000000 0.00 3100000.00 271.14 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137AWF91 2042-10-15 1.750000 0.00 1335000.00 92126.24 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137H4FG0 2050-07-25 2.000000 0.00 980000.00 447097.40 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137H9SP5 2051-08-25 5.000000 0.00 1000000.00 598419.94 Agency Collateralized Mortgage Obligation FNRM CL083BJ R21F083 B1V7KEBTPIMZEU4LTD58 3136BKGM8 2050-04-25 3.000000 0.00 1000.00 652.60 Agency Collateralized Mortgage Obligation FNRM RC061BL R23F061 B1V7KEBTPIMZEU4LTD58 3136BQWX3 2053-12-25 6.000000 0.00 500000.00 415785.07 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137GBEY7 2053-01-25 5.000000 0.00 1000000.00 920741.78 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137AUVJ5 2041-09-15 1.500000 0.00 1000000.00 15063.88 Agency Collateralized Mortgage Obligation FNRM RC025QD R17F025 B1V7KEBTPIMZEU4LTD58 3136AWBB2 2047-04-25 2.250000 0.00 1000000.00 94558.58 Agency Collateralized Mortgage Obligation FNRM CL083MY R21F083 B1V7KEBTPIMZEU4LTD58 3136BKSX1 2050-06-25 3.000000 0.00 1000.00 598.50 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137AGRP7 2040-12-15 4.500000 0.00 700000.00 697.25 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137BJZ22 2029-12-15 3.000000 0.00 3000000.00 920.91 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137FKVT0 2049-02-15 3.500000 0.00 45000.00 3892.86 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137H1S98 2051-08-25 1.500000 0.00 1250.00 482.87 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137H9CG2 2040-01-25 5.500000 0.00 1197720.00 541099.16 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HJAV9 2054-10-25 4.890300 0.00 25503000.00 15141618.03 Agency Collateralized Mortgage Obligation FNRM CL059DA R26F059 B1V7KEBTPIMZEU4LTD58 3136G7CG9 2054-02-25 5.000000 0.00 24843136.00 23590576.29 Agency Collateralized Mortgage Obligation FNRM CL051BH R21F051 B1V7KEBTPIMZEU4LTD58 3136BGSK8 2051-08-25 1.500000 0.00 1000.00 378.72 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AVPG8 2047-03-25 4.204800 0.00 20000.00 2178.23 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137F7DE2 2044-06-15 1.000000 0.00 5325000.00 622086.58 Agency Collateralized Mortgage Obligation FNRM RC033HE R07F033 B1V7KEBTPIMZEU4LTD58 31396VGT9 2037-04-25 5.500000 0.00 285000.00 6396.91 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137H5JX6 2050-10-25 2.000000 0.00 400000.00 200750.46 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137H0A40 2044-04-15 1.500000 0.00 1170000.00 63953.59 Agency Collateralized Mortgage Obligation 08.000 FGPC C61298 G S6XOOCT0IEG5ABCC6L87 31287LNP3 2031-11-01 8.000000 0.00 152123.00 933.89 Agency Mortgage-Backed Securities 06.500 FGPC C61765 G S6XOOCT0IEG5ABCC6L87 31287L6A5 2031-12-01 6.500000 0.00 499200.00 2891.52 Agency Mortgage-Backed Securities 07.000 FGPC G01697 G S6XOOCT0IEG5ABCC6L87 31283H3E3 2034-01-01 7.000000 0.00 16399.00 62.59 Agency Mortgage-Backed Securities 07.000 FGPC G01724 G S6XOOCT0IEG5ABCC6L87 31283H4H5 2034-04-01 7.000000 0.00 42916.00 238.13 Agency Mortgage-Backed Securities 07.000 FGPC G01641 G S6XOOCT0IEG5ABCC6L87 31283HZE8 2034-01-01 7.000000 0.00 12000.00 48.87 Agency Mortgage-Backed Securities 07.000 FGPC G01340 G S6XOOCT0IEG5ABCC6L87 31283HPZ2 2031-11-01 7.000000 0.00 780172.00 278.49 Agency Mortgage-Backed Securities 06.000 FGPC G01580 G S6XOOCT0IEG5ABCC6L87 31283HXH3 2033-06-01 6.000000 0.00 101704.00 493.56 Agency Mortgage-Backed Securities FEPC 06.500 CLTB8671 S6XOOCT0IEG5ABCC6L87 3142KAT51 2056-07-01 6.500000 0.00 2039908.00 2026905.27 Agency Mortgage-Backed Securities FEPC 02.500 CLQC6551 S6XOOCT0IEG5ABCC6L87 3133ARH40 2051-09-01 2.500000 0.00 100000.00 49515.45 Agency Mortgage-Backed Securities FEPC 03.000 CLZM2274 S6XOOCT0IEG5ABCC6L87 3131XVQ32 2046-11-01 3.000000 0.00 500000.00 170044.26 Agency Mortgage-Backed Securities FNMS 04.000 CLBV9958 B1V7KEBTPIMZEU4LTD58 3140MQB40 2052-06-01 4.000000 0.00 16000.00 9644.68 Agency Mortgage-Backed Securities FNMS 05.500 CTAB0218 B1V7KEBTPIMZEU4LTD58 31416VG40 2029-02-01 5.500000 0.00 795033.00 330.22 Agency Mortgage-Backed Securities FNMS 06.000 CL930071 B1V7KEBTPIMZEU4LTD58 31412NJQ0 2038-10-01 6.000000 0.00 567000.00 1701.40 Agency Mortgage-Backed Securities FNMS 05.000 CL934272 B1V7KEBTPIMZEU4LTD58 31412TMV2 2038-06-01 5.000000 0.00 185641.00 1611.67 Agency Mortgage-Backed Securities FNMS 05.000 CTMA0494 B1V7KEBTPIMZEU4LTD58 31417YRQ2 2030-08-01 5.000000 0.00 67000.00 1136.86 Agency Mortgage-Backed Securities GNMI SF 596752 X 549300M8ZYFG0OCMTT87 36200B5M5 2032-11-15 6.000000 0.00 34418.00 176.37 Agency Mortgage-Backed Securities FNRM RC064QH R01F064 B1V7KEBTPIMZEU4LTD58 31392AHX9 2031-11-25 6.000000 0.00 337000.00 3504.92 Agency Collateralized Mortgage Obligation FEPC 05.500 CLTA6984 S6XOOCT0IEG5ABCC6L87 3142JVXN3 2056-02-01 5.500000 0.00 897695.00 635626.74 Agency Mortgage-Backed Securities FEPC 05.000 CIRR0115 S6XOOCT0IEG5ABCC6L87 3142JCDV9 2041-09-01 5.000000 0.00 1765112.00 1692146.60 Agency Mortgage-Backed Securities FEPC 06.000 CLSL4422 S6XOOCT0IEG5ABCC6L87 31427R4G2 2054-05-01 6.000000 0.00 17378000.00 14585915.77 Agency Mortgage-Backed Securities FEPC 05.500 CLTA5082 S6XOOCT0IEG5ABCC6L87 3142JTUG6 2056-02-01 5.500000 0.00 2013228.00 1832439.11 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0415 B1V7KEBTPIMZEU4LTD58 3140XFN98 2048-01-01 3.000000 0.00 22242944.00 11158779.99 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 31394D6M7 2035-07-25 4.094800 0.00 390000.00 3128.15 Agency Collateralized Mortgage Obligation FNRM CL051MB R21F051 B1V7KEBTPIMZEU4LTD58 3136BGSF9 2051-08-25 3.000000 0.00 2700.00 1444.96 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 31394TZB4 2034-03-15 4.163000 0.00 5610000.00 61004.78 Agency Collateralized Mortgage Obligation FNRM CL009KC R13F009 B1V7KEBTPIMZEU4LTD58 3136ABSG9 2043-02-25 2.500000 0.00 622059.00 516103.00 Agency Collateralized Mortgage Obligation FNRM CL022DY R20F022 B1V7KEBTPIMZEU4LTD58 3136B9HQ3 2050-04-25 2.500000 0.00 374000.00 246933.46 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A7QC9 2042-08-25 4.254800 0.00 40000.00 2937.54 Agency Collateralized Mortgage Obligation FNRM CL015JY R18F015 B1V7KEBTPIMZEU4LTD58 3136B1GY4 2048-03-25 3.000000 0.00 2375000.00 1978842.08 Agency Collateralized Mortgage Obligation FNRM CL055PC R01F055 B1V7KEBTPIMZEU4LTD58 313921DF2 2031-10-25 6.500000 0.00 140000.00 246.35 Agency Collateralized Mortgage Obligation GNMI SF 569801 X 549300M8ZYFG0OCMTT87 36200RAA0 2032-05-15 6.000000 0.00 66050.00 164.22 Agency Mortgage-Backed Securities GNMI SF 596763 X 549300M8ZYFG0OCMTT87 36200B5Y9 2032-12-15 6.000000 0.00 180000.00 506.31 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BY4F6 2056-03-25 4.540300 0.00 9750000.00 8995914.45 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A3D24 2042-02-25 4.204800 0.00 80000.00 4771.47 Agency Collateralized Mortgage Obligation FNRM CL052GA R13F052 B1V7KEBTPIMZEU4LTD58 3136AEL96 2043-06-25 1.000000 0.00 1000000.00 21854.30 Agency Collateralized Mortgage Obligation FNRM CL076HC R22F076 B1V7KEBTPIMZEU4LTD58 3136BPKR1 2043-12-25 5.000000 0.00 1879000.00 938221.43 Agency Collateralized Mortgage Obligation FNRM RC066DA R21F066 B1V7KEBTPIMZEU4LTD58 3136BG6S5 2048-01-25 2.000000 0.00 500000.00 278125.25 Agency Collateralized Mortgage Obligation FNRM CL037DL R12F037 B1V7KEBTPIMZEU4LTD58 3136A45R6 2032-04-25 3.500000 0.00 100000.00 94752.34 Agency Collateralized Mortgage Obligation 04.000 FGPC U99134 G S6XOOCT0IEG5ABCC6L87 3132H7EG5 2046-01-01 4.000000 0.00 2800000.00 626500.94 Agency Mortgage-Backed Securities FNRM CL061PL R98F061 B1V7KEBTPIMZEU4LTD58 31359UT21 2028-11-25 6.000000 0.00 52000.00 191.01 Agency Collateralized Mortgage Obligation FNMS 04.500 CLMA3639 B1V7KEBTPIMZEU4LTD58 31418DBH4 2049-04-01 4.500000 0.00 7000.00 546.62 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3991 B1V7KEBTPIMZEU4LTD58 31418DNH1 2050-04-01 3.000000 0.00 5000.00 834.47 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3870 B1V7KEBTPIMZEU4LTD58 3140QBJQ2 2049-07-01 4.000000 0.00 439000.00 43749.01 Agency Mortgage-Backed Securities FNMS 02.000 CLBR7241 B1V7KEBTPIMZEU4LTD58 3140L6BK9 2051-04-01 2.000000 0.00 150000.00 72270.09 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3692 B1V7KEBTPIMZEU4LTD58 31418DC67 2049-07-01 3.500000 0.00 11000.00 837.36 Agency Mortgage-Backed Securities Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0385 976000000.00 976000000.00 0.0112 N N N Y ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.870000% ARP1LVXR5 ES7IP3U3RHIGC71XBU11 0000352613 ARP1LVXR5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 05.500 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3.500000 0.00 14000.00 1682.11 Agency Mortgage-Backed Securities FNMS 01.500 CTFS0316 B1V7KEBTPIMZEU4LTD58 3140XFK67 2041-11-01 1.500000 0.00 208741.00 115617.20 Agency Mortgage-Backed Securities FNMS 06.000 CICC3119 B1V7KEBTPIMZEU4LTD58 3140Y9PD0 2041-07-01 6.000000 0.00 4064799.00 4028615.26 Agency Mortgage-Backed Securities FNMS 04.500 CLCC1423 B1V7KEBTPIMZEU4LTD58 3140Y7SM1 2055-11-01 4.500000 0.00 14399040.00 12550094.89 Agency Mortgage-Backed Securities FNMS 04.500 CL890587 B1V7KEBTPIMZEU4LTD58 31410LNC2 2042-05-01 4.500000 0.00 44900000.00 3635465.03 Agency Mortgage-Backed Securities FNMS 06.500 CL890200 B1V7KEBTPIMZEU4LTD58 31410K7M0 2039-10-01 6.500000 0.00 1000000.00 11984.51 Agency Mortgage-Backed Securities FNMS 04.000 CLAV7014 B1V7KEBTPIMZEU4LTD58 3138XJYL5 2044-09-01 4.000000 0.00 4415199.00 1317735.71 Agency Mortgage-Backed Securities FNMS 04.500 CLBV6042 B1V7KEBTPIMZEU4LTD58 3140MKWC2 2055-09-01 4.500000 0.00 5986161.00 4765070.01 Agency Mortgage-Backed Securities FNMS 08.000 CL546522 B1V7KEBTPIMZEU4LTD58 31385KD36 2030-07-01 8.000000 0.00 154241.00 607.45 Agency Mortgage-Backed Securities FNMS 03.500 CIAS0907 B1V7KEBTPIMZEU4LTD58 3138WAAH0 2028-11-01 3.500000 0.00 141000.00 2925.18 Agency Mortgage-Backed Securities FNMS 02.000 CLBU7822 B1V7KEBTPIMZEU4LTD58 3140M9VQ7 2051-12-01 2.000000 0.00 2000000.00 974001.13 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3411 B1V7KEBTPIMZEU4LTD58 3140XJYH0 2053-01-01 6.000000 0.00 200000.00 114088.56 Agency Mortgage-Backed Securities FNMS 04.500 CLBW3311 B1V7KEBTPIMZEU4LTD58 3140MUVD9 2052-07-01 4.500000 0.00 7755000.00 4962692.18 Agency Mortgage-Backed Securities FNMS 05.500 CLDH9213 B1V7KEBTPIMZEU4LTD58 3140URGX0 2056-09-01 5.500000 0.00 10151512.00 9779535.79 Agency Mortgage-Backed Securities FNMS 07.000 CLFA2203 B1V7KEBTPIMZEU4LTD58 3140W2NV9 2055-08-01 7.000000 0.00 29811420.00 18551994.18 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2317 B1V7KEBTPIMZEU4LTD58 3140XHSF5 2052-04-01 2.500000 0.00 20000.00 11620.84 Agency Mortgage-Backed Securities FNMS 02.500 CIFA2740 B1V7KEBTPIMZEU4LTD58 3140W3BJ7 2035-10-01 2.500000 0.00 9584569.00 7469948.83 Agency Mortgage-Backed Securities FNMS 05.500 CTFS2101 B1V7KEBTPIMZEU4LTD58 3140XHKP1 2038-10-01 5.500000 0.00 3704532.00 69172.32 Agency Mortgage-Backed Securities FNMS 06.000 CLDI5311 B1V7KEBTPIMZEU4LTD58 3140UY3V3 2056-09-01 6.000000 0.00 1330449.00 1325848.75 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6471 B1V7KEBTPIMZEU4LTD58 3140XNFM1 2052-05-01 3.000000 0.00 640000.00 424921.41 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3064 B1V7KEBTPIMZEU4LTD58 3140XJMN0 2052-04-01 3.000000 0.00 800000.00 465717.57 Agency Mortgage-Backed Securities FNMS 04.500 CLFA3480 B1V7KEBTPIMZEU4LTD58 3140W32N8 2055-01-01 4.500000 0.00 12822968.00 10501560.36 Agency Mortgage-Backed Securities FNMS 06.500 CLFA2805 B1V7KEBTPIMZEU4LTD58 3140W3DK2 2055-09-01 6.500000 0.00 54535164.00 42764479.37 Agency Mortgage-Backed Securities FNMS 02.000 CLFA2102 B1V7KEBTPIMZEU4LTD58 3140W2KQ3 2052-10-01 2.000000 0.00 1800000.00 1247077.58 Agency Mortgage-Backed Securities FNMS 03.000 CLAO8664 B1V7KEBTPIMZEU4LTD58 3138M0TW0 2042-07-01 3.000000 0.00 2500000.00 235796.18 Agency Mortgage-Backed Securities FNMS 03.000 CICA7946 B1V7KEBTPIMZEU4LTD58 3140QFZL6 2035-11-01 3.000000 0.00 8871195.00 2577582.42 Agency Mortgage-Backed Securities FNMS 06.000 CLBU7223 B1V7KEBTPIMZEU4LTD58 3140M9AZ0 2053-02-01 6.000000 0.00 200000.00 134965.88 Agency Mortgage-Backed Securities FNMS 06.000 CLDF4664 B1V7KEBTPIMZEU4LTD58 3140BVFE5 2055-11-01 6.000000 0.00 13170763.00 12507050.89 Agency Mortgage-Backed Securities FNMS 05.000 CIDF5694 B1V7KEBTPIMZEU4LTD58 3140BWKG2 2040-12-01 5.000000 0.00 1084215.00 898107.53 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5027 B1V7KEBTPIMZEU4LTD58 31418ESR2 2053-05-01 4.000000 0.00 175000.00 124737.29 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5344 B1V7KEBTPIMZEU4LTD58 31418E5E6 2039-04-01 4.500000 0.00 329730.00 191009.11 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5725 B1V7KEBTPIMZEU4LTD58 31418FLF2 2055-05-01 3.500000 0.00 4000.00 3157.86 Agency Mortgage-Backed Securities FNMS 04.500 CTMA5021 B1V7KEBTPIMZEU4LTD58 31418ESK7 2043-05-01 4.500000 0.00 100000.00 61609.58 Agency Mortgage-Backed Securities FNMS 07.000 CLDI4944 B1V7KEBTPIMZEU4LTD58 3140UYP64 2056-09-01 7.000000 0.00 384211.00 397955.34 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4732 B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4.000000 0.00 72573000.00 48241211.15 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4655 B1V7KEBTPIMZEU4LTD58 31418EE55 2052-07-01 4.000000 0.00 49000.00 31707.45 Agency Mortgage-Backed Securities FNMS 02.500 CTFA0264 B1V7KEBTPIMZEU4LTD58 3140W0JJ5 2042-09-01 2.500000 0.00 30000.00 21622.51 Agency Mortgage-Backed Securities FNMS 06.500 ZLFP0140 B1V7KEBTPIMZEU4LTD58 3140XTEN7 2055-02-25 6.500000 0.00 1000.00 715.25 Agency Mortgage-Backed Securities FNMS 04.500 CLCC1819 B1V7KEBTPIMZEU4LTD58 3140Y8AV8 2056-01-01 4.500000 0.00 11016259.00 9825914.72 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5320 B1V7KEBTPIMZEU4LTD58 31418E4E7 2054-03-01 4.000000 0.00 13000.00 9839.10 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5008 B1V7KEBTPIMZEU4LTD58 31418ER69 2053-05-01 4.500000 0.00 165000.00 117348.47 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1722 B1V7KEBTPIMZEU4LTD58 3140Y74G0 2055-12-01 6.000000 0.00 11210753.00 10755596.82 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1265 B1V7KEBTPIMZEU4LTD58 3140Y7MP0 2055-10-01 6.500000 0.00 42377958.00 34448957.53 Agency Mortgage-Backed Securities FNMS 05.000 CLDG5083 B1V7KEBTPIMZEU4LTD58 3140U8UH1 2056-03-01 5.000000 0.00 776869.00 717427.43 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5551 B1V7KEBTPIMZEU4LTD58 31418FEZ6 2054-12-01 4.500000 0.00 84000.00 67872.67 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4951 B1V7KEBTPIMZEU4LTD58 31418EQD5 2037-10-01 1.500000 0.00 884303.00 411759.25 Agency Mortgage-Backed Securities FNMS 06.000 CNMA5718 B1V7KEBTPIMZEU4LTD58 31418FK89 2035-05-01 6.000000 0.00 133987.00 58747.09 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3044 B1V7KEBTPIMZEU4LTD58 3140QNL26 2052-03-01 2.500000 0.00 210000.00 116109.00 Agency Mortgage-Backed Securities FNMS 03.000 CLBN7753 B1V7KEBTPIMZEU4LTD58 3140JQTK9 2049-09-01 3.000000 0.00 425000.00 148387.11 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4138 B1V7KEBTPIMZEU4LTD58 3140QPS40 2052-07-01 5.000000 0.00 125108738.00 77231653.64 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3851 B1V7KEBTPIMZEU4LTD58 3140QPH59 2052-06-01 4.000000 0.00 1000.00 599.48 Agency Mortgage-Backed Securities FNMS 01.500 CICB4005 B1V7KEBTPIMZEU4LTD58 3140QPNX1 2037-04-01 1.500000 0.00 758885.00 434329.64 Agency Mortgage-Backed Securities FNMS 04.500 CIDF7925 B1V7KEBTPIMZEU4LTD58 3140BYYX6 2041-04-01 4.500000 0.00 3081376.00 2750760.73 Agency Mortgage-Backed Securities FNMS 05.500 CL733461 B1V7KEBTPIMZEU4LTD58 31402MZ29 2033-08-01 5.500000 0.00 270000.00 502.83 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ2400 B1V7KEBTPIMZEU4LTD58 3140KMU24 2050-09-01 2.500000 0.00 51217.00 24454.55 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4794 B1V7KEBTPIMZEU4LTD58 3140QQKG9 2052-10-01 4.500000 0.00 1961000.00 1355879.01 Agency Mortgage-Backed Securities FNMS 04.500 CLFA5916 B1V7KEBTPIMZEU4LTD58 3140W6SE3 2056-05-01 4.500000 0.00 32909288.00 29509848.88 Agency Mortgage-Backed Securities FNMS 04.000 CLFA3306 B1V7KEBTPIMZEU4LTD58 3140W3U80 2051-08-01 4.000000 0.00 995000.00 818970.40 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1909 B1V7KEBTPIMZEU4LTD58 3140J6DP9 2045-02-01 4.000000 0.00 59534.00 10398.41 Agency Mortgage-Backed Securities FNMS 05.500 CLDH1380 B1V7KEBTPIMZEU4LTD58 3140UGRA2 2056-07-01 5.500000 0.00 1837660.00 1776256.23 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3272 B1V7KEBTPIMZEU4LTD58 3140QNT69 2052-04-01 4.000000 0.00 100000.00 59958.83 Agency Mortgage-Backed Securities FNMS 05.000 CIDH0153 B1V7KEBTPIMZEU4LTD58 3140UFE34 2041-07-01 5.000000 0.00 3699667.00 3307561.42 Agency Mortgage-Backed Securities FNMS 03.000 CLFA4699 B1V7KEBTPIMZEU4LTD58 3140W5GH1 2051-07-01 3.000000 0.00 33909152.00 27244896.97 Agency Mortgage-Backed Securities FNMS 07.000 CLFA3947 B1V7KEBTPIMZEU4LTD58 3140W4L54 2055-10-01 7.000000 0.00 122118727.00 97897891.19 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2527 B1V7KEBTPIMZEU4LTD58 3140QMYZ1 2051-12-01 2.000000 0.00 978101.00 579020.34 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3991 B1V7KEBTPIMZEU4LTD58 31418DNH1 2050-04-01 3.000000 0.00 71000.00 11849.43 Agency Mortgage-Backed Securities FNMS 06.000 CLDI3756 B1V7KEBTPIMZEU4LTD58 3140UXE68 2056-09-01 6.000000 0.00 1411000.00 1394457.91 Agency Mortgage-Backed Securities FNMS 01.500 CNMA4263 B1V7KEBTPIMZEU4LTD58 31418DWZ1 2031-02-01 1.500000 0.00 980000.00 250182.21 Agency Mortgage-Backed Securities FNMS 05.500 CIDG6190 B1V7KEBTPIMZEU4LTD58 3140U92Y3 2041-04-01 5.500000 0.00 258977.00 251203.64 Agency Mortgage-Backed Securities FNMS 04.500 CLDG6377 B1V7KEBTPIMZEU4LTD58 3140UACP8 2056-04-01 4.500000 0.00 4581193.00 4089172.26 Agency Mortgage-Backed Securities FNMS 05.000 CLDG7457 B1V7KEBTPIMZEU4LTD58 3140UBJB0 2056-09-01 5.000000 0.00 2002184.00 1877115.13 Agency Mortgage-Backed Securities FNMS 07.000 CLDH2186 B1V7KEBTPIMZEU4LTD58 3140UHNC0 2056-05-01 7.000000 0.00 1018570.00 1055977.06 Agency Mortgage-Backed Securities FNMS 04.000 CIDG5462 B1V7KEBTPIMZEU4LTD58 3140U9B80 2041-03-01 4.000000 0.00 188179.00 162020.68 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7224 B1V7KEBTPIMZEU4LTD58 3140QFA25 2050-10-01 2.000000 0.00 105000.00 46216.93 Agency Mortgage-Backed Securities FNMS 04.500 CIDF2778 B1V7KEBTPIMZEU4LTD58 3140BTCQ6 2041-03-01 4.500000 0.00 3021317.00 2808549.30 Agency Mortgage-Backed Securities FNMS 04.500 CIDG4909 B1V7KEBTPIMZEU4LTD58 3140U8N30 2041-03-01 4.500000 0.00 80896.00 75096.41 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4130 B1V7KEBTPIMZEU4LTD58 3140M5SU0 2053-09-01 6.500000 0.00 3066276.00 2017822.48 Agency Mortgage-Backed Securities FNMS 06.000 CLDH0324 B1V7KEBTPIMZEU4LTD58 3140UFLE2 2056-06-01 6.000000 0.00 3318878.00 3088085.48 Agency Mortgage-Backed Securities FNMS 05.000 CLDG9875 B1V7KEBTPIMZEU4LTD58 3140UD6M6 2056-05-01 5.000000 0.00 7076167.00 6549974.65 Agency Mortgage-Backed Securities FNMS 04.500 CIDH0275 B1V7KEBTPIMZEU4LTD58 3140UFJV7 2041-06-01 4.500000 0.00 825154.00 776225.20 Agency Mortgage-Backed Securities FNMS 05.000 CIDG8301 B1V7KEBTPIMZEU4LTD58 3140UCGK1 2041-05-01 5.000000 0.00 2201152.00 2027581.32 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4327 B1V7KEBTPIMZEU4LTD58 31418DYZ9 2051-05-01 3.000000 0.00 66000.00 25159.85 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2644 B1V7KEBTPIMZEU4LTD58 3140QM5E0 2052-01-01 2.500000 0.00 296259.00 183551.76 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0520 B1V7KEBTPIMZEU4LTD58 3140QKSJ8 2051-05-01 2.500000 0.00 1278023.00 718968.83 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2078 B1V7KEBTPIMZEU4LTD58 3140QMJY1 2051-11-01 3.000000 0.00 16000.00 8876.83 Agency Mortgage-Backed Securities FNMS 06.000 DIDF4118 B1V7KEBTPIMZEU4LTD58 3140BUSG8 2040-10-01 6.000000 0.00 5038536.00 4776439.65 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2556 B1V7KEBTPIMZEU4LTD58 3140QMZW7 2052-01-01 3.000000 0.00 1000.00 624.14 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3255 B1V7KEBTPIMZEU4LTD58 3140QNTM4 2052-04-01 3.500000 0.00 34919410.00 20778895.28 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2276 B1V7KEBTPIMZEU4LTD58 3140QMQ64 2051-11-01 2.500000 0.00 300000.00 163537.68 Agency Mortgage-Backed Securities FNMS 05.000 CIDF0942 B1V7KEBTPIMZEU4LTD58 3140BRBL2 2040-10-01 5.000000 0.00 1086270.00 996373.13 Agency Mortgage-Backed Securities FNMS 05.000 CICC0045 B1V7KEBTPIMZEU4LTD58 3140Y6BP4 2040-02-01 5.000000 0.00 2857488.00 2474584.25 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4511 B1V7KEBTPIMZEU4LTD58 31418EAM2 2052-01-01 2.000000 0.00 112000.00 63371.60 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0406 B1V7KEBTPIMZEU4LTD58 3140Y6NY2 2055-05-01 6.000000 0.00 50000000.00 42281428.10 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4623 B1V7KEBTPIMZEU4LTD58 31418ED56 2052-06-01 2.500000 0.00 88000.00 53566.63 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4298 B1V7KEBTPIMZEU4LTD58 31418DX49 2036-03-01 2.500000 0.00 9350000.00 3234612.31 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4549 B1V7KEBTPIMZEU4LTD58 31418EBT6 2052-02-01 3.000000 0.00 97000.00 53423.15 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7738 B1V7KEBTPIMZEU4LTD58 3140XPS42 2054-03-01 6.000000 0.00 3300000.00 2669815.64 Agency Mortgage-Backed Securities FNMS 05.500 CICC0777 B1V7KEBTPIMZEU4LTD58 3140Y62K5 2040-07-01 5.500000 0.00 1457037.00 1127780.50 Agency Mortgage-Backed Securities FNMS 03.500 CIMA4639 B1V7KEBTPIMZEU4LTD58 31418EEM8 2037-05-01 3.500000 0.00 281108.00 113940.19 Agency Mortgage-Backed Securities FNMS 04.500 CLFS9507 B1V7KEBTPIMZEU4LTD58 3140XRR56 2054-02-01 4.500000 0.00 1280692.00 988427.96 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4154 B1V7KEBTPIMZEU4LTD58 31418DTL6 2035-10-01 1.500000 0.00 490000.00 177676.53 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2067 B1V7KEBTPIMZEU4LTD58 3140QMJM7 2051-11-01 3.000000 0.00 6000000.00 3699383.56 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ5257 B1V7KEBTPIMZEU4LTD58 3140KQZX2 2050-10-01 2.500000 0.00 3046528.00 1254090.45 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2400 B1V7KEBTPIMZEU4LTD58 3140QMU28 2051-12-01 2.500000 0.00 1057655.00 649276.08 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2411 B1V7KEBTPIMZEU4LTD58 3140QMVD3 2051-12-01 2.500000 0.00 2550000.00 1441693.88 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1064 B1V7KEBTPIMZEU4LTD58 3140Y7FE3 2055-09-01 6.500000 0.00 56354799.00 49190995.35 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1870 B1V7KEBTPIMZEU4LTD58 3140Y8CG9 2056-01-01 6.000000 0.00 14274064.00 13098511.76 Agency Mortgage-Backed Securities FNMS 04.500 CLCC1667 B1V7KEBTPIMZEU4LTD58 3140Y7Z92 2055-12-01 4.500000 0.00 8777152.00 7842771.75 Agency Mortgage-Backed Securities FNMS 04.500 CLCC1655 B1V7KEBTPIMZEU4LTD58 3140Y7ZV3 2055-12-01 4.500000 0.00 7270715.00 6395373.13 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1267 B1V7KEBTPIMZEU4LTD58 3140Y7MR6 2055-10-01 6.500000 0.00 13499949.00 9881278.39 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9291 B1V7KEBTPIMZEU4LTD58 3140QHKD6 2051-02-01 2.500000 0.00 1706808.00 956214.14 Agency Mortgage-Backed Securities FNMS 05.000 CTMA0184 B1V7KEBTPIMZEU4LTD58 31417YF28 2029-09-01 5.000000 0.00 1000000.00 10482.22 Agency Mortgage-Backed Securities FNMS 07.000 CL256774 B1V7KEBTPIMZEU4LTD58 31371NFP5 2037-05-01 7.000000 0.00 2661162.00 7044.25 Agency Mortgage-Backed Securities FNMS 04.500 CIDE2866 B1V7KEBTPIMZEU4LTD58 3140BFFG5 2040-06-01 4.500000 0.00 12332.00 9776.39 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9873 B1V7KEBTPIMZEU4LTD58 3140XD6K7 2051-12-01 2.500000 0.00 350000.00 194236.15 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2671 B1V7KEBTPIMZEU4LTD58 31418B6H4 2046-07-01 3.500000 0.00 5000.00 518.79 Agency Mortgage-Backed Securities FNMS 03.500 CLFM8033 B1V7KEBTPIMZEU4LTD58 3140XB4T4 2048-11-01 3.500000 0.00 23000.00 9512.14 Agency Mortgage-Backed Securities FNMS 04.000 CLMA0956 B1V7KEBTPIMZEU4LTD58 31418AB23 2041-12-01 4.000000 0.00 9000.00 543.35 Agency Mortgage-Backed Securities FNMS 01.500 CICB0622 B1V7KEBTPIMZEU4LTD58 3140QKVQ8 2036-05-01 1.500000 0.00 65284.00 27069.40 Agency Mortgage-Backed Securities FNMS 03.500 CJAJ7718 B1V7KEBTPIMZEU4LTD58 3138E0SG5 2026-12-01 3.500000 0.00 3101279.00 4264.19 Agency Mortgage-Backed Securities FNMS 02.000 CIBU0936 B1V7KEBTPIMZEU4LTD58 3140M2BE1 2036-10-01 2.000000 0.00 2805805.00 1345732.61 Agency Mortgage-Backed Securities FNMS 03.500 CLAP3442 B1V7KEBTPIMZEU4LTD58 3138M6ZG5 2042-08-01 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2963986.75 Agency Mortgage-Backed Securities FNMS 03.000 CLBO9977 B1V7KEBTPIMZEU4LTD58 3140K6CP8 2049-12-01 3.000000 0.00 2000000.00 885984.22 Agency Mortgage-Backed Securities FNMS 03.000 CZAB8780 B1V7KEBTPIMZEU4LTD58 31417FXJ2 2053-03-01 3.000000 0.00 1000000.00 156343.51 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9239 B1V7KEBTPIMZEU4LTD58 31417GHR0 2043-05-01 3.000000 0.00 114821.00 18008.68 Agency Mortgage-Backed Securities FNMS 03.500 CTMA1010 B1V7KEBTPIMZEU4LTD58 31418ADQ8 2032-03-01 3.500000 0.00 950000.00 39991.98 Agency Mortgage-Backed Securities FNMS 05.000 CTMA0268 B1V7KEBTPIMZEU4LTD58 31417YJN8 2029-12-01 5.000000 0.00 61927.00 752.59 Agency Mortgage-Backed Securities FNMS 02.500 CIMA6103 B1V7KEBTPIMZEU4LTD58 31418FX93 2041-04-01 2.500000 0.00 915586.00 696670.29 Agency Mortgage-Backed Securities FNMS 03.000 CLAB8610 B1V7KEBTPIMZEU4LTD58 31417FR83 2043-03-01 3.000000 0.00 146876.00 23778.73 Agency Mortgage-Backed Securities FNMS 05.000 NBAC2343 B1V7KEBTPIMZEU4LTD58 31417LS97 2047-06-01 5.000000 0.00 1963931.00 103250.17 Agency Mortgage-Backed Securities FNMS 04.500 CLDH9904 B1V7KEBTPIMZEU4LTD58 3140USAE6 2056-07-01 4.500000 0.00 6984496.00 6303144.14 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9749 B1V7KEBTPIMZEU4LTD58 31417GZP4 2043-06-01 3.000000 0.00 265000.00 35681.31 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5997 B1V7KEBTPIMZEU4LTD58 31418FUX3 2056-03-01 5.000000 0.00 25541411.00 22902242.70 Agency Mortgage-Backed Securities FNMS 03.500 CTMA1652 B1V7KEBTPIMZEU4LTD58 31418AZS0 2033-11-01 3.500000 0.00 117595.00 10237.54 Agency Mortgage-Backed Securities FNMS 06.500 CLFS8619 B1V7KEBTPIMZEU4LTD58 3140XQSH1 2054-07-01 6.500000 0.00 27162000.00 16886962.82 Agency Mortgage-Backed Securities FNMS 03.000 CLFS8914 B1V7KEBTPIMZEU4LTD58 3140XQ3Y1 2052-07-01 3.000000 0.00 2000000.00 1390088.48 Agency Mortgage-Backed Securities FNMS 06.500 CL888544 B1V7KEBTPIMZEU4LTD58 31410GER0 2036-08-01 6.500000 0.00 9655424.00 123266.70 Agency 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2.500000 0.00 1000.00 14.79 Agency Mortgage-Backed Securities FEPC 03.500 CIZS7088 S6XOOCT0IEG5ABCC6L87 3132A72V2 2029-11-01 3.500000 0.00 1032.00 40.65 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0678 S6XOOCT0IEG5ABCC6L87 3131Y6XF1 2043-04-01 4.000000 0.00 1000.00 148.50 Agency Mortgage-Backed Securities FEPC 03.000 CLZT0509 S6XOOCT0IEG5ABCC6L87 3132ACR69 2048-08-01 3.000000 0.00 1000.00 250.95 Agency Mortgage-Backed Securities FEPC 05.000 CLZT1821 S6XOOCT0IEG5ABCC6L87 3132AEAW6 2048-11-01 5.000000 0.00 1000.00 95.01 Agency Mortgage-Backed Securities FNMS 03.000 CIAK7410 B1V7KEBTPIMZEU4LTD58 3138ECGU1 2027-03-01 3.000000 0.00 1031.00 3.14 Agency Mortgage-Backed Securities FNMS 05.000 CIBW4437 B1V7KEBTPIMZEU4LTD58 3140MV4X3 2041-08-01 5.000000 0.00 1950819.00 1886975.19 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0744 B1V7KEBTPIMZEU4LTD58 3140XFZJ3 2052-02-01 3.000000 0.00 1000.00 611.76 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8658 B1V7KEBTPIMZEU4LTD58 3140XCTQ1 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Mortgage-Backed Securities FNMS 05.000 CLDH1348 B1V7KEBTPIMZEU4LTD58 3140UGQA3 2056-06-01 5.000000 0.00 1967130.00 1842452.65 Agency Mortgage-Backed Securities FNMS 03.000 CLBV7491 B1V7KEBTPIMZEU4LTD58 3140MMKD9 2051-08-01 3.000000 0.00 1015.00 755.01 Agency Mortgage-Backed Securities FNMS 06.000 CLDH0116 B1V7KEBTPIMZEU4LTD58 3140UFDW1 2056-06-01 6.000000 0.00 460640.00 455747.12 Agency Mortgage-Backed Securities FNMS 06.000 CLBU5770 B1V7KEBTPIMZEU4LTD58 3140M7MU2 2055-02-01 6.000000 0.00 1777094.00 1738241.87 Agency Mortgage-Backed Securities FEPC 03.500 CLSL3399 S6XOOCT0IEG5ABCC6L87 31427QX56 2052-08-01 3.500000 0.00 1021.00 801.97 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4395 S6XOOCT0IEG5ABCC6L87 31427R3D0 2056-03-01 5.000000 0.00 1000.00 911.73 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5295 B1V7KEBTPIMZEU4LTD58 31418E3D0 2054-03-01 6.000000 0.00 1000.00 510.05 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5389 B1V7KEBTPIMZEU4LTD58 31418E7B0 2054-06-01 6.000000 0.00 1705.00 895.41 Agency Mortgage-Backed Securities FEPC 03.500 CLQY5966 S6XOOCT0IEG5ABCC6L87 31426QTY9 2055-06-01 3.500000 0.00 2000.00 1340.87 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4206 B1V7KEBTPIMZEU4LTD58 31418DU83 2035-12-01 2.000000 0.00 1000.00 357.09 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4204 B1V7KEBTPIMZEU4LTD58 31418DU67 2040-12-01 2.000000 0.00 1000.00 445.26 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4119 B1V7KEBTPIMZEU4LTD58 31418DSH6 2050-09-01 2.000000 0.00 4383.00 1854.63 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5216 B1V7KEBTPIMZEU4LTD58 31418EYN4 2053-12-01 6.000000 0.00 1001.00 494.57 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5009 B1V7KEBTPIMZEU4LTD58 31418ER77 2053-05-01 5.000000 0.00 15237376.00 10678038.65 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4979 B1V7KEBTPIMZEU4LTD58 31418EQ94 2053-04-01 5.500000 0.00 1000.00 617.99 Agency Mortgage-Backed Securities FEPC 04.500 CLQJ8182 S6XOOCT0IEG5ABCC6L87 3133D0CT6 2054-11-01 4.500000 0.00 1000.00 844.75 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8134 S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2.000000 0.00 151565706.00 74620359.07 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4777 S6XOOCT0IEG5ABCC6L87 3132A5JW6 2048-07-01 3.500000 0.00 2001.00 123.11 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2282 S6XOOCT0IEG5ABCC6L87 3132DPRB6 2052-01-01 3.500000 0.00 1000.00 568.25 Agency Mortgage-Backed Securities FEPC 03.500 CLRA1734 S6XOOCT0IEG5ABCC6L87 3133KG4T2 2049-11-01 3.500000 0.00 1000.00 129.25 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8233 S6XOOCT0IEG5ABCC6L87 3132DWEE9 2052-07-01 5.000000 0.00 1000.00 625.68 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8222 S6XOOCT0IEG5ABCC6L87 3132DWD34 2052-06-01 4.000000 0.00 141006000.00 90585311.23 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2363 S6XOOCT0IEG5ABCC6L87 3132DPTU2 2053-02-01 6.000000 0.00 35828113.00 22286196.94 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8185 S6XOOCT0IEG5ABCC6L87 3132DWCW1 2051-12-01 3.500000 0.00 29000.00 15298.48 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5654 S6XOOCT0IEG5ABCC6L87 3132DTH78 2054-05-01 5.500000 0.00 1000.00 736.35 Agency Mortgage-Backed Securities FEPC 06.000 CLTC6406 S6XOOCT0IEG5ABCC6L87 3130G6AG6 2056-10-01 6.000000 0.00 1000.00 989.92 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6738 S6XOOCT0IEG5ABCC6L87 3132DUPX9 2054-11-01 5.000000 0.00 1000.00 809.04 Agency Mortgage-Backed Securities FEPC 05.500 CLTC2560 S6XOOCT0IEG5ABCC6L87 3130G1WW8 2056-08-01 5.500000 0.00 29628084.00 28478498.26 Agency Mortgage-Backed Securities FEPC 04.000 CLSD5906 S6XOOCT0IEG5ABCC6L87 3132DTR36 2053-02-01 4.000000 0.00 1000.00 718.66 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0707 B1V7KEBTPIMZEU4LTD58 3140Y6YD6 2055-07-01 5.500000 0.00 5365656.00 4715382.39 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1296 B1V7KEBTPIMZEU4LTD58 3140Y7NN4 2055-10-01 6.000000 0.00 291000.00 266801.64 Agency 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1000.00 94.03 Agency Mortgage-Backed Securities FNMS 05.000 CLCC3033 B1V7KEBTPIMZEU4LTD58 3140Y9LP7 2056-07-01 5.000000 0.00 1854146.00 1721857.46 Agency Mortgage-Backed Securities FNMS 06.500 ZLFP0144 B1V7KEBTPIMZEU4LTD58 3140XTES6 2055-01-25 6.500000 0.00 105491584.00 80017496.28 Agency Mortgage-Backed Securities FEPC 05.500 CLTB5736 S6XOOCT0IEG5ABCC6L87 3142K7LS6 2056-06-01 5.500000 0.00 1000.00 907.33 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2008 B1V7KEBTPIMZEU4LTD58 3140XHGS0 2051-01-01 3.000000 0.00 391000.00 235138.13 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3334 B1V7KEBTPIMZEU4LTD58 3140XJV42 2052-04-01 3.000000 0.00 450000.00 291464.73 Agency Mortgage-Backed Securities FEPC 05.000 CLTB5718 S6XOOCT0IEG5ABCC6L87 3142K7K81 2056-06-01 5.000000 0.00 1012.00 944.25 Agency Mortgage-Backed Securities FEPC 05.000 CLTB8041 S6XOOCT0IEG5ABCC6L87 3142K95B7 2056-07-01 5.000000 0.00 1000.00 918.45 Agency Mortgage-Backed Securities 03.500 FGPC G16505 G S6XOOCT0IEG5ABCC6L87 3128MFNW4 2033-02-01 3.500000 0.00 1045.00 105.62 Agency Mortgage-Backed Securities 03.000 FGPC G18557 G S6XOOCT0IEG5ABCC6L87 3128MMTP8 2030-06-01 3.000000 0.00 1029.00 61.56 Agency Mortgage-Backed Securities 03.000 FGPC G08732 G S6XOOCT0IEG5ABCC6L87 3128MJY61 2046-11-01 3.000000 0.00 1000.00 142.71 Agency Mortgage-Backed Securities FNMS 04.500 CLBV6587 B1V7KEBTPIMZEU4LTD58 3140MLJ92 2055-12-01 4.500000 0.00 2554044.00 2177949.95 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5793 B1V7KEBTPIMZEU4LTD58 3140XMNK8 2050-07-01 3.500000 0.00 6834391.00 5022075.94 Agency Mortgage-Backed Securities FNMS 05.000 CLDI2522 B1V7KEBTPIMZEU4LTD58 3140UVYU7 2056-08-01 5.000000 0.00 1000.00 932.26 Agency Mortgage-Backed Securities FNMS 05.500 CLDI3175 B1V7KEBTPIMZEU4LTD58 3140UWQ59 2056-08-01 5.500000 0.00 1000.00 962.06 Agency Mortgage-Backed Securities FNMS 04.000 CLFA2919 B1V7KEBTPIMZEU4LTD58 3140W3G52 2052-08-01 4.000000 0.00 1000.00 816.05 Agency Mortgage-Backed Securities FEPC 05.000 CLTC0710 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2055-10-01 5.000000 0.00 1000.00 927.05 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2371 B1V7KEBTPIMZEU4LTD58 3140QMT53 2051-12-01 2.500000 0.00 1000.00 537.58 Agency Mortgage-Backed Securities FNMS 03.500 CLCB2681 B1V7KEBTPIMZEU4LTD58 3140QM6T6 2052-01-01 3.500000 0.00 226908.00 118029.91 Agency Mortgage-Backed Securities 04.000 FGPC G08624 G S6XOOCT0IEG5ABCC6L87 3128MJVS6 2045-01-01 4.000000 0.00 1000.00 65.72 Agency Mortgage-Backed Securities FEPC 03.500 CIZS6918 S6XOOCT0IEG5ABCC6L87 3132A7VK4 2026-12-01 3.500000 0.00 3950.00 0.71 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2725 B1V7KEBTPIMZEU4LTD58 3140Y9A38 2056-05-01 5.000000 0.00 1160783.00 1062880.15 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3232 B1V7KEBTPIMZEU4LTD58 3140Y9SW5 2056-08-01 5.500000 0.00 1024.00 978.83 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3223 B1V7KEBTPIMZEU4LTD58 3140Y9SM7 2056-08-01 5.500000 0.00 116582.00 112317.10 Agency Mortgage-Backed Securities FNMS 05.000 CIMA6126 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01.500 CLSD4720 S6XOOCT0IEG5ABCC6L87 3132DSG55 2051-11-01 1.500000 0.00 11000.00 6732.11 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8507 S6XOOCT0IEG5ABCC6L87 3132DWNY5 2055-02-01 6.000000 0.00 5046016.00 3013151.03 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4333 S6XOOCT0IEG5ABCC6L87 3132E0Y63 2053-11-01 6.500000 0.00 1024.00 610.50 Agency Mortgage-Backed Securities FEPC 03.000 CLQC8971 S6XOOCT0IEG5ABCC6L87 3133AT6G1 2051-10-01 3.000000 0.00 1000.00 462.88 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8510 S6XOOCT0IEG5ABCC6L87 3132DWN33 2055-02-01 3.500000 0.00 1000.00 793.67 Agency Mortgage-Backed Securities FEPC 04.000 CLSD2526 S6XOOCT0IEG5ABCC6L87 3132DPYX0 2049-08-01 4.000000 0.00 1000.00 669.62 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4406 S6XOOCT0IEG5ABCC6L87 3133BR3P7 2052-12-01 6.000000 0.00 1000.00 850.58 Agency Mortgage-Backed Securities FEPC 06.500 CLQH7547 S6XOOCT0IEG5ABCC6L87 3133CLL46 2053-12-01 6.500000 0.00 1000.00 448.94 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5879 S6XOOCT0IEG5ABCC6L87 3132DTQ86 2054-07-01 5.500000 0.00 1000.00 721.00 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6132 S6XOOCT0IEG5ABCC6L87 3131YCY59 2049-05-01 4.500000 0.00 1000.00 281.88 Agency Mortgage-Backed Securities FEPC 03.000 CLQG5124 S6XOOCT0IEG5ABCC6L87 3133C5VR9 2053-06-01 3.000000 0.00 1001.00 647.94 Agency Mortgage-Backed Securities FNMS 03.000 CLBP3054 B1V7KEBTPIMZEU4LTD58 3140KAMC7 2050-03-01 3.000000 0.00 1491000.00 351404.03 Agency Mortgage-Backed Securities FNMS 06.000 CLDG4587 B1V7KEBTPIMZEU4LTD58 3140U8CZ1 2056-04-01 6.000000 0.00 1017147.00 1001190.27 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ7826 S6XOOCT0IEG5ABCC6L87 31427HVU3 2055-10-01 5.500000 0.00 2065.00 1816.18 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1589 S6XOOCT0IEG5ABCC6L87 31427NXT1 2055-06-01 5.000000 0.00 47809.00 38464.19 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6945 B1V7KEBTPIMZEU4LTD58 3140UAWF8 2056-05-01 5.000000 0.00 1046366.00 971074.14 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9154 B1V7KEBTPIMZEU4LTD58 3140QVE42 2054-09-01 6.000000 0.00 2431000.00 1775451.94 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2579 B1V7KEBTPIMZEU4LTD58 31418B2M7 2036-04-01 3.000000 0.00 300000.00 27547.78 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3251 S6XOOCT0IEG5ABCC6L87 3142GTTH9 2055-01-01 5.500000 0.00 1000.00 803.58 Agency Mortgage-Backed Securities 03.000 FGPC C91908 G S6XOOCT0IEG5ABCC6L87 3128P8DM0 2037-01-01 3.000000 0.00 1000.00 150.74 Agency Mortgage-Backed Securities FEPC 06.000 CLTC4582 S6XOOCT0IEG5ABCC6L87 3130G36U7 2056-09-01 6.000000 0.00 1000.00 995.32 Agency Mortgage-Backed Securities FEPC 03.500 CIZS7838 S6XOOCT0IEG5ABCC6L87 3132A8V71 2032-04-01 3.500000 0.00 1000.00 116.03 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1739 S6XOOCT0IEG5ABCC6L87 3132DN4Y6 2052-10-01 4.500000 0.00 1000.00 668.90 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0260 B1V7KEBTPIMZEU4LTD58 3140Y6JE1 2055-04-01 6.000000 0.00 737373.00 619688.32 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1980 B1V7KEBTPIMZEU4LTD58 3140X5FW8 2048-11-01 3.000000 0.00 169950.00 35918.63 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5693 B1V7KEBTPIMZEU4LTD58 31418FKF3 2055-04-01 3.500000 0.00 1000.00 781.79 Agency Mortgage-Backed Securities FNMS 05.500 CLMA6030 B1V7KEBTPIMZEU4LTD58 31418FVY0 2056-04-01 5.500000 0.00 30000.00 27213.13 Agency Mortgage-Backed Securities FNMS 03.500 CIBM3172 B1V7KEBTPIMZEU4LTD58 3140J7Q24 2032-06-01 3.500000 0.00 24990986.00 2198913.69 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0857 B1V7KEBTPIMZEU4LTD58 3140QK5T1 2051-06-01 3.000000 0.00 1000.00 559.59 Agency Mortgage-Backed Securities FNMS 06.000 CLDF8849 B1V7KEBTPIMZEU4LTD58 3140U0ZP5 2056-01-01 6.000000 0.00 10075259.00 9202545.09 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5701 B1V7KEBTPIMZEU4LTD58 31418FKP1 2055-05-01 6.000000 0.00 682813.00 422616.58 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3387 B1V7KEBTPIMZEU4LTD58 3140QAXR6 2049-04-01 4.000000 0.00 223902.00 43121.73 Agency Mortgage-Backed Securities FNMS 05.500 CLDD3848 B1V7KEBTPIMZEU4LTD58 3140B4H29 2055-03-01 5.500000 0.00 1001.00 661.63 Agency Mortgage-Backed Securities 03.000 FGPC G18489 G S6XOOCT0IEG5ABCC6L87 3128MMRK1 2028-11-01 3.000000 0.00 1001.00 23.23 Agency Mortgage-Backed Securities FEPC 06.500 CLTC6132 S6XOOCT0IEG5ABCC6L87 3130G5V26 2056-10-01 6.500000 0.00 1000.00 1013.95 Agency Mortgage-Backed Securities FNMS 02.000 CLFS1571 B1V7KEBTPIMZEU4LTD58 3140XGW96 2052-04-01 2.000000 0.00 3543604.00 2037091.54 Agency Mortgage-Backed Securities FNMS 02.000 CLBU3793 B1V7KEBTPIMZEU4LTD58 3140M5GB5 2051-12-01 2.000000 0.00 1024.00 562.76 Agency Mortgage-Backed Securities FNMS 02.000 CTBT9405 B1V7KEBTPIMZEU4LTD58 3140LYNX7 2041-11-01 2.000000 0.00 1000.00 557.92 Agency Mortgage-Backed Securities FNMS 07.000 CLDG5538 B1V7KEBTPIMZEU4LTD58 3140U9EL8 2056-03-01 7.000000 0.00 1000.00 926.60 Agency Mortgage-Backed Securities 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BARCLAYS BANK PLC 3.890000% ARP1MJXL4 G5GSEF7VJP5I7OUK5573 0001484212 ARP1MJXL4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMI SF AE3318 X 549300M8ZYFG0OCMTT87 36180VVK0 2046-07-15 2.500000 0.00 104164.00 59599.34 Agency Mortgage-Backed Securities GNII JM MB0927 M 549300M8ZYFG0OCMTT87 3618N6A56 2056-01-20 6.500000 0.00 932047.00 542667.79 Agency Mortgage-Backed Securities GNMI SF 644935 X 549300M8ZYFG0OCMTT87 36292CPU2 2035-07-15 6.000000 0.00 28571.00 466.51 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ4624 B1V7KEBTPIMZEU4LTD58 3140H6D63 2048-02-01 4.500000 0.00 1024.00 164.88 Agency Mortgage-Backed Securities GNII SF 003626 M 549300M8ZYFG0OCMTT87 36202EA33 2034-10-20 6.500000 0.00 100000.00 1087.41 Agency Mortgage-Backed Securities GNII SF 003320 M 549300M8ZYFG0OCMTT87 36202DVM0 2032-12-20 5.500000 0.00 72748.00 363.89 Agency Mortgage-Backed Securities GNII SF 005333 M 549300M8ZYFG0OCMTT87 36202F4S2 2042-03-20 4.500000 0.00 91672.00 4220.81 Agency Mortgage-Backed Securities GNMI SF 717168 X 549300M8ZYFG0OCMTT87 3620A2W51 2039-06-15 4.500000 0.00 140209.00 869.58 Agency Mortgage-Backed Securities GNII SF 003760 M 549300M8ZYFG0OCMTT87 36202EE96 2035-09-20 5.500000 0.00 142000.00 2183.41 Agency Mortgage-Backed Securities GNMI SF 486538 X 549300M8ZYFG0OCMTT87 36210APX9 2028-09-15 7.000000 0.00 100700.00 268.66 Agency Mortgage-Backed Securities GNII SF MA8564 M 549300M8ZYFG0OCMTT87 36179XQR0 2052-03-20 2.500000 0.00 52743.00 29223.43 Agency Mortgage-Backed Securities GNII SF MA1225 M 549300M8ZYFG0OCMTT87 36179NLE6 2043-08-20 4.000000 0.00 1008.00 50.54 Agency Mortgage-Backed Securities GNMI SF 652226 X 549300M8ZYFG0OCMTT87 36292LSP0 2036-03-15 6.000000 0.00 116236.00 1323.05 Agency Mortgage-Backed Securities GNMI SF 672935 X 549300M8ZYFG0OCMTT87 36295KSY0 2038-08-15 5.500000 0.00 136950.00 1669.48 Agency Mortgage-Backed Securities GNMI SF 617098 X 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DL5350 C 549300M8ZYFG0OCMTT87 3618LG5K9 2055-11-20 6.500000 0.00 57000.00 58047.20 Agency Mortgage-Backed Securities GNII SF DP3909 C 549300M8ZYFG0OCMTT87 3618MJKW9 2056-01-20 7.000000 0.00 1460154.00 1548311.64 Agency Mortgage-Backed Securities FEPC 03.000 CLQA9049 S6XOOCT0IEG5ABCC6L87 3133A4BS4 2050-04-01 3.000000 0.00 2308540.00 616457.40 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5197 B1V7KEBTPIMZEU4LTD58 3140J9X30 2046-07-01 4.500000 0.00 293000.00 59937.29 Agency Mortgage-Backed Securities GNII ET DT3593 C 549300M8ZYFG0OCMTT87 3618W27E0 2063-12-20 8.000000 0.00 64229.00 66730.77 Agency Mortgage-Backed Securities GNII SF DT3363 C 549300M8ZYFG0OCMTT87 3618W2WY8 2056-07-20 6.500000 0.00 3094689.00 3169544.11 Agency Mortgage-Backed Securities FNMS 02.500 CIBM1890 B1V7KEBTPIMZEU4LTD58 3140J6C47 2032-01-01 2.500000 0.00 273000.00 24905.51 Agency Mortgage-Backed Securities GNII SP 783038 M 549300M8ZYFG0OCMTT87 36241LLT1 2040-07-20 5.500000 0.00 1024.00 23.35 Agency 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Mortgage-Backed Securities GNII SF BZ8529 C 549300M8ZYFG0OCMTT87 3617U4PN0 2046-01-20 2.500000 0.00 70238.00 44808.14 Agency Mortgage-Backed Securities FNMS 03.500 CL890765 B1V7KEBTPIMZEU4LTD58 31410LTW2 2046-09-01 3.500000 0.00 10000.00 909.37 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5417 B1V7KEBTPIMZEU4LTD58 31418FAT4 2054-07-01 4.000000 0.00 4000.00 3157.98 Agency Mortgage-Backed Securities FNMS 06.000 CL889643 B1V7KEBTPIMZEU4LTD58 31410KLY8 2038-03-01 6.000000 0.00 123000.00 1345.00 Agency Mortgage-Backed Securities FNMS 06.000 CL946282 B1V7KEBTPIMZEU4LTD58 31413HXK9 2037-09-01 6.000000 0.00 226146.00 585.13 Agency Mortgage-Backed Securities FNMS 05.500 CL932771 B1V7KEBTPIMZEU4LTD58 31412RJQ1 2040-05-01 5.500000 0.00 92000.00 2164.51 Agency Mortgage-Backed Securities FNAR XX.XXX LB888375 B1V7KEBTPIMZEU4LTD58 31410F6L4 2037-11-01 5.693000 0.00 1076000.00 2312.41 Agency Mortgage-Backed Securities FNMS 06.000 CL953495 B1V7KEBTPIMZEU4LTD58 31413RXY7 2037-11-01 6.000000 0.00 370000.00 1369.33 Agency Mortgage-Backed Securities FNMS 05.500 CL889996 B1V7KEBTPIMZEU4LTD58 31410KXZ2 2038-06-01 5.500000 0.00 9000.00 48.20 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH5928 B1V7KEBTPIMZEU4LTD58 3140GUSS7 2047-07-01 6.039000 0.00 10000.00 477.92 Agency Mortgage-Backed Securities 04.000 FGPC Q58905 G S6XOOCT0IEG5ABCC6L87 3132Y23P9 2048-10-01 4.000000 0.00 2000.00 121.07 Agency Mortgage-Backed Securities FNMS 06.000 CL255900 B1V7KEBTPIMZEU4LTD58 31371MGH4 2035-09-01 6.000000 0.00 144025.00 1248.02 Agency Mortgage-Backed Securities FNMS 05.500 NP256776 B1V7KEBTPIMZEU4LTD58 31371NFR1 2037-06-01 5.500000 0.00 300000.00 488.26 Agency Mortgage-Backed Securities FNMS 05.500 NP256219 B1V7KEBTPIMZEU4LTD58 31371MSG3 2036-04-01 5.500000 0.00 235000.00 156.24 Agency Mortgage-Backed Securities FNAR XX.XXX AS067697 B1V7KEBTPIMZEU4LTD58 31362QGE3 2028-11-01 4.101000 0.00 40800000.00 4265.12 Agency Mortgage-Backed Securities FNMS 06.500 GL252334 B1V7KEBTPIMZEU4LTD58 31371HHK7 2029-02-01 6.500000 0.00 488044.00 521.82 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8004 S6XOOCT0IEG5ABCC6L87 3132DV3M5 2049-08-01 3.000000 0.00 15000.00 1395.46 Agency Mortgage-Backed Securities GNII SF AC0071 C 549300M8ZYFG0OCMTT87 36178YCG8 2042-10-20 3.500000 0.00 3810450.00 348872.68 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6601 B1V7KEBTPIMZEU4LTD58 3140XNKP8 2053-12-01 3.500000 0.00 2000.00 1435.48 Agency Mortgage-Backed Securities FNAR XX.XXX WD888527 B1V7KEBTPIMZEU4LTD58 31410GD83 2034-04-01 6.006000 0.00 20000.00 134.03 Agency Mortgage-Backed Securities FNMS 06.000 CL889414 B1V7KEBTPIMZEU4LTD58 31410KDT8 2037-11-01 6.000000 0.00 59000.00 577.60 Agency Mortgage-Backed Securities FNMS 04.000 CLFA4267 B1V7KEBTPIMZEU4LTD58 3140W4W52 2054-04-01 4.000000 0.00 5000.00 4011.82 Agency Mortgage-Backed Securities FNAR XX.XXX WS888507 B1V7KEBTPIMZEU4LTD58 31410GDL4 2035-02-01 5.839000 0.00 251000.00 2041.38 Agency Mortgage-Backed Securities GNII JM MA3001 M 549300M8ZYFG0OCMTT87 36179RKN8 2030-06-20 3.000000 0.00 2380680.00 48462.16 Agency Mortgage-Backed Securities GNII RG DK6163 C 549300M8ZYFG0OCMTT87 3618L5Z46 2044-10-20 3.500000 0.00 1495706.00 1072677.61 Agency Mortgage-Backed Securities FEPC 06.500 CLZS0452 S6XOOCT0IEG5ABCC6L87 3132A0QD1 2029-07-01 6.500000 0.00 8983725.00 2073.54 Agency Mortgage-Backed Securities FEPC 07.500 CLZS0426 S6XOOCT0IEG5ABCC6L87 3132A0PK6 2028-04-01 7.500000 0.00 10929.00 0.29 Agency Mortgage-Backed Securities FEPC 07.500 CLZS0401 S6XOOCT0IEG5ABCC6L87 3132A0NS1 2028-04-01 7.500000 0.00 1636794.00 49.46 Agency Mortgage-Backed Securities FEPC 06.000 CLZS2417 S6XOOCT0IEG5ABCC6L87 3132A2VJ8 2038-10-01 6.000000 0.00 7000.00 106.54 Agency Mortgage-Backed Securities FEPC 03.000 CLSD2864 S6XOOCT0IEG5ABCC6L87 3132DQFD3 2052-03-01 3.000000 0.00 7000.00 4235.18 Agency Mortgage-Backed Securities FEPC 04.500 CLZA7009 S6XOOCT0IEG5ABCC6L87 31329QYE5 2049-05-01 4.500000 0.00 2000.00 196.52 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0771 S6XOOCT0IEG5ABCC6L87 31329H2C4 2031-09-01 6.500000 0.00 1035127.00 493.11 Agency Mortgage-Backed Securities FMAR 1B7789 G S6XOOCT0IEG5ABCC6L87 3128UGBH9 2040-11-01 6.274000 0.00 125000.00 545.88 Agency Mortgage-Backed Securities FEPC 04.500 CLZS2782 S6XOOCT0IEG5ABCC6L87 3132A3CT5 2039-10-01 4.500000 0.00 12000.00 217.68 Agency Mortgage-Backed Securities FEPC 04.000 CLZS3250 S6XOOCT0IEG5ABCC6L87 3132A3TF7 2041-06-01 4.000000 0.00 45000.00 4169.29 Agency Mortgage-Backed Securities 02.000 FGPC G18675 G S6XOOCT0IEG5ABCC6L87 3128MMXD0 2032-10-01 2.000000 0.00 18962.00 2144.30 Agency Mortgage-Backed Securities FMAR 847512 G S6XOOCT0IEG5ABCC6L87 3128JRKZ8 2036-01-01 6.213000 0.00 110000.00 615.23 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2325 S6XOOCT0IEG5ABCC6L87 3132A2SN3 2032-07-01 5.500000 0.00 316560.00 2707.40 Agency Mortgage-Backed Securities FEPC 04.000 CLSD5580 S6XOOCT0IEG5ABCC6L87 3132DTFV7 2052-10-01 4.000000 0.00 5000.00 3937.04 Agency Mortgage-Backed Securities FEPC 05.500 CLZS0944 S6XOOCT0IEG5ABCC6L87 3132A1BM5 2035-10-01 5.500000 0.00 10000.00 61.26 Agency Mortgage-Backed Securities FEPC 07.000 CLZS0478 S6XOOCT0IEG5ABCC6L87 3132A0Q74 2029-12-01 7.000000 0.00 1608816.00 373.49 Agency Mortgage-Backed Securities 08.500 FGPC G00598 G S6XOOCT0IEG5ABCC6L87 31283GUX3 2026-11-01 8.500000 0.00 4881781.00 3.63 Agency Mortgage-Backed Securities FMAR 848661 G S6XOOCT0IEG5ABCC6L87 31300LTS4 2041-12-01 6.245000 0.00 104847.00 1348.63 Agency Mortgage-Backed Securities FNAR XX.XXX LB745169 B1V7KEBTPIMZEU4LTD58 31403C2A8 2036-01-01 6.362000 0.00 90000.00 335.92 Agency Mortgage-Backed Securities FNMS 05.500 RE668366 B1V7KEBTPIMZEU4LTD58 31391JQT0 2032-11-01 5.500000 0.00 500000.00 1004.79 Agency Mortgage-Backed Securities FNMS 05.500 CL779091 B1V7KEBTPIMZEU4LTD58 31404URL6 2034-06-01 5.500000 0.00 423995.00 4296.33 Agency Mortgage-Backed Securities FNMS 05.500 CL780371 B1V7KEBTPIMZEU4LTD58 31404V6G8 2034-06-01 5.500000 0.00 43416.00 588.07 Agency Mortgage-Backed Securities FNMS 06.000 CL745869 B1V7KEBTPIMZEU4LTD58 31403DT25 2036-03-01 6.000000 0.00 492853.00 4593.90 Agency Mortgage-Backed Securities FNMS 06.500 CL641519 B1V7KEBTPIMZEU4LTD58 31390BVL9 2032-04-01 6.500000 0.00 402847.00 1895.07 Agency Mortgage-Backed Securities FNAR XX.XXX WS746335 B1V7KEBTPIMZEU4LTD58 31403EEG8 2033-09-01 6.125000 0.00 2000000.00 1647.63 Agency Mortgage-Backed Securities FNAR XX.XXX WS725245 B1V7KEBTPIMZEU4LTD58 31402CWE8 2034-02-01 5.889000 0.00 170000.00 637.97 Agency Mortgage-Backed Securities FNMS 05.500 RE735329 B1V7KEBTPIMZEU4LTD58 31402Q4N8 2033-11-01 5.500000 0.00 625000.00 4618.30 Agency Mortgage-Backed Securities FNMS 05.500 CL800105 B1V7KEBTPIMZEU4LTD58 31405U3N7 2034-12-01 5.500000 0.00 25375.00 100.04 Agency Mortgage-Backed Securities FNMS 05.500 CL756293 B1V7KEBTPIMZEU4LTD58 31403SGA8 2033-12-01 5.500000 0.00 2649390.00 2973.59 Agency Mortgage-Backed Securities FNAR XX.XXX WS795297 B1V7KEBTPIMZEU4LTD58 31405PRS1 2044-07-01 4.908000 0.00 1000000.00 4292.57 Agency Mortgage-Backed Securities FNAR XX.XXX LB708664 B1V7KEBTPIMZEU4LTD58 31401HJH6 2033-05-01 5.825000 0.00 2000000.00 4545.57 Agency Mortgage-Backed Securities FEPC 06.500 CLZI5041 S6XOOCT0IEG5ABCC6L87 3131WHS65 2036-07-01 6.500000 0.00 88193.00 552.06 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ5453 S6XOOCT0IEG5ABCC6L87 3131WWBW3 2031-11-01 6.500000 0.00 132234.00 102.15 Agency Mortgage-Backed Securities 05.500 FGPC G30308 G S6XOOCT0IEG5ABCC6L87 3128CUKV7 2027-01-01 5.500000 0.00 1000000.00 51.43 Agency Mortgage-Backed Securities 03.000 FGPC G08537 G S6XOOCT0IEG5ABCC6L87 3128MJS35 2043-07-01 3.000000 0.00 18000.00 2465.86 Agency Mortgage-Backed Securities FNMS 08.000 CL745955 B1V7KEBTPIMZEU4LTD58 31403DWQ8 2028-04-01 8.000000 0.00 1100000.00 148.26 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6535 B1V7KEBTPIMZEU4LTD58 3140JBHM1 2046-10-01 6.132000 0.00 1000.00 338.69 Agency Mortgage-Backed Securities FNMS 06.000 CL883115 B1V7KEBTPIMZEU4LTD58 31410ADU7 2036-07-01 6.000000 0.00 115219.00 847.39 Agency Mortgage-Backed Securities FNAR XX.XXX LB888502 B1V7KEBTPIMZEU4LTD58 31410GDF7 2033-06-01 5.513000 0.00 66000.00 659.13 Agency Mortgage-Backed Securities 05.500 FGPC G02252 G S6XOOCT0IEG5ABCC6L87 3128LXQD5 2036-07-01 5.500000 0.00 315000.00 1307.51 Agency Mortgage-Backed Securities 03.500 FGPC G08659 G S6XOOCT0IEG5ABCC6L87 3128MJWV8 2045-08-01 3.500000 0.00 12000.00 997.40 Agency Mortgage-Backed Securities 04.000 FGPC G08842 G S6XOOCT0IEG5ABCC6L87 3128MJ5C0 2048-10-01 4.000000 0.00 9000.00 546.28 Agency Mortgage-Backed Securities 05.000 FGPC C91151 G S6XOOCT0IEG5ABCC6L87 3128P7H48 2027-12-01 5.000000 0.00 1000000.00 1230.53 Agency Mortgage-Backed Securities 03.000 FGPC G08799 G S6XOOCT0IEG5ABCC6L87 3128MJ3H1 2048-02-01 3.000000 0.00 30000.00 3567.17 Agency Mortgage-Backed Securities 04.000 FGPC G08872 G S6XOOCT0IEG5ABCC6L87 3128MJ6J4 2049-04-01 4.000000 0.00 42000.00 2622.17 Agency Mortgage-Backed Securities FMAR 1J1380 G S6XOOCT0IEG5ABCC6L87 3128NHQ97 2036-03-01 6.746000 0.00 175000.00 109.66 Agency Mortgage-Backed Securities 04.000 FGPC G08857 G S6XOOCT0IEG5ABCC6L87 3128MJ5T3 2049-01-01 4.000000 0.00 2000.00 109.53 Agency Mortgage-Backed Securities FEPC 05.500 CLZJ0103 S6XOOCT0IEG5ABCC6L87 3131WQDG9 2040-06-01 5.500000 0.00 175000.00 2208.27 Agency Mortgage-Backed Securities 03.500 FGPC G08681 G S6XOOCT0IEG5ABCC6L87 3128MJXK1 2045-12-01 3.500000 0.00 11000.00 1007.31 Agency Mortgage-Backed Securities GNII SF MA9330 M 549300M8ZYFG0OCMTT87 36179YLK8 2038-12-20 6.500000 0.00 77990.00 24300.63 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4815 B1V7KEBTPIMZEU4LTD58 3140XLK56 2052-05-01 3.000000 0.00 2000.00 1329.24 Agency Mortgage-Backed Securities FNMS 07.000 CL992249 B1V7KEBTPIMZEU4LTD58 31415XH20 2038-11-01 7.000000 0.00 100000.00 2295.12 Agency Mortgage-Backed Securities GNII SF MA9164 M 549300M8ZYFG0OCMTT87 36179YFD1 2053-09-20 2.000000 0.00 409000.00 269801.40 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3340 B1V7KEBTPIMZEU4LTD58 31418CWA8 2033-04-01 3.500000 0.00 4000.00 328.08 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5188 B1V7KEBTPIMZEU4LTD58 31418EXS4 2053-11-01 4.500000 0.00 1000.00 756.70 Agency Mortgage-Backed Securities FNMS 06.500 CL976394 B1V7KEBTPIMZEU4LTD58 31414UGB8 2038-04-01 6.500000 0.00 11176.00 178.24 Agency Mortgage-Backed Securities GNMI SF AE3305 X 549300M8ZYFG0OCMTT87 36180VU62 2046-10-15 2.500000 0.00 987173.00 422569.09 Agency Mortgage-Backed Securities 07.000 FGPC G01311 G S6XOOCT0IEG5ABCC6L87 31283HN43 2031-09-01 7.000000 0.00 1027150.00 392.87 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4599 S6XOOCT0IEG5ABCC6L87 3132A5DC6 2045-01-01 3.500000 0.00 34000.00 2488.67 Agency Mortgage-Backed Securities FEPC 04.500 CIZS6807 S6XOOCT0IEG5ABCC6L87 3132A7R45 2028-10-01 4.500000 0.00 440000.00 270.32 Agency Mortgage-Backed Securities FNMS 02.000 CIBD5409 B1V7KEBTPIMZEU4LTD58 3140FDAK2 2031-10-01 2.000000 0.00 30022.00 4645.13 Agency Mortgage-Backed Securities FNMS 05.500 CL808413 B1V7KEBTPIMZEU4LTD58 31406FDS7 2035-01-01 5.500000 0.00 497908.00 3087.44 Agency Mortgage-Backed Securities FNMS 05.500 CL769481 B1V7KEBTPIMZEU4LTD58 31404H2N8 2034-02-01 5.500000 0.00 73438.00 1401.86 Agency Mortgage-Backed Securities FNAR XX.XXX LB745606 B1V7KEBTPIMZEU4LTD58 31403DKT5 2036-05-01 6.161000 0.00 75000.00 645.63 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC9053 B1V7KEBTPIMZEU4LTD58 3140F5BX0 2046-12-01 5.948000 0.00 20000.00 1406.43 Agency Mortgage-Backed Securities FNAR XX.XXX LB813844 B1V7KEBTPIMZEU4LTD58 31406MER3 2035-01-01 5.690000 0.00 350000.00 2356.53 Agency Mortgage-Backed Securities FNMS 05.500 CL821507 B1V7KEBTPIMZEU4LTD58 31406VU87 2035-06-01 5.500000 0.00 208871.00 1059.13 Agency Mortgage-Backed Securities FNAR XX.XXX LB817509 B1V7KEBTPIMZEU4LTD58 31406RGS8 2035-09-01 5.538000 0.00 50000.00 322.91 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3155 B1V7KEBTPIMZEU4LTD58 31418CQH0 2032-10-01 3.000000 0.00 27000.00 2394.91 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4346 B1V7KEBTPIMZEU4LTD58 3140XKZL7 2052-04-01 3.500000 0.00 4000.00 2480.31 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3686 B1V7KEBTPIMZEU4LTD58 3140XKCY4 2053-01-01 5.000000 0.00 5000.00 3232.82 Agency Mortgage-Backed Securities FNMS 02.000 CIAS2673 B1V7KEBTPIMZEU4LTD58 3138WB6K6 2029-05-01 2.000000 0.00 25000.00 657.81 Agency Mortgage-Backed Securities FNMS 03.500 CIAS1756 B1V7KEBTPIMZEU4LTD58 3138WA5S2 2029-02-01 3.500000 0.00 52000.00 1131.13 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3106 B1V7KEBTPIMZEU4LTD58 31418CNY6 2047-08-01 3.000000 0.00 1000.00 150.87 Agency Mortgage-Backed Securities FNMS 04.000 CIBN5356 B1V7KEBTPIMZEU4LTD58 3140JM5S7 2034-03-01 4.000000 0.00 31000.00 4935.02 Agency Mortgage-Backed Securities FNMS 03.500 CIBM3350 B1V7KEBTPIMZEU4LTD58 3140J7WL5 2033-01-01 3.500000 0.00 7000.00 812.41 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4481 B1V7KEBTPIMZEU4LTD58 3140J86T5 2043-07-01 3.500000 0.00 10000.00 2693.38 Agency Mortgage-Backed Securities FNMS 05.500 CLBM4422 B1V7KEBTPIMZEU4LTD58 3140J84G5 2048-08-01 5.500000 0.00 6000.00 524.87 Agency Mortgage-Backed Securities FNMS 07.000 CTBM4279 B1V7KEBTPIMZEU4LTD58 3140J8XH1 2027-07-01 7.000000 0.00 120335.00 2117.07 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6578 B1V7KEBTPIMZEU4LTD58 3140HLJY3 2048-08-01 4.500000 0.00 2000.00 98.12 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2324 S6XOOCT0IEG5ABCC6L87 3132A2SM5 2035-02-01 5.500000 0.00 250000.00 4169.04 Agency Mortgage-Backed Securities FEPC 07.500 CLZS0486 S6XOOCT0IEG5ABCC6L87 3132A0RF5 2030-03-01 7.500000 0.00 10966265.00 1171.78 Agency Mortgage-Backed Securities FEPC 05.000 CLZN1918 S6XOOCT0IEG5ABCC6L87 3131Y8DX0 2048-11-01 5.000000 0.00 75000.00 4203.92 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2191 S6XOOCT0IEG5ABCC6L87 3132A2NG3 2038-07-01 5.500000 0.00 90000.00 1658.16 Agency Mortgage-Backed Securities FEPC 03.000 CLQA1033 S6XOOCT0IEG5ABCC6L87 31334XEE5 2049-07-01 3.000000 0.00 5000.00 608.21 Agency Mortgage-Backed Securities FEPC 05.500 CLZS3881 S6XOOCT0IEG5ABCC6L87 3132A4J25 2041-06-01 5.500000 0.00 2000.00 108.78 Agency Mortgage-Backed Securities FEPC 05.500 CLZS1687 S6XOOCT0IEG5ABCC6L87 3132A12U7 2037-11-01 5.500000 0.00 167130.00 798.65 Agency Mortgage-Backed Securities FEPC 06.500 CLZS0572 S6XOOCT0IEG5ABCC6L87 3132A0T55 2031-05-01 6.500000 0.00 1042346.00 413.74 Agency Mortgage-Backed Securities FEPC 03.500 CISB8203 S6XOOCT0IEG5ABCC6L87 3132D6DG2 2038-01-01 3.500000 0.00 8000.00 4163.50 Agency Mortgage-Backed Securities FEPC 07.500 CLZA0756 S6XOOCT0IEG5ABCC6L87 31329HZV6 2031-05-01 7.500000 0.00 500000.00 153.19 Agency Mortgage-Backed Securities FNMS 06.500 CLAE0443 B1V7KEBTPIMZEU4LTD58 31419AP50 2039-10-01 6.500000 0.00 10720.00 145.16 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3218 B1V7KEBTPIMZEU4LTD58 31418CSG0 2032-12-01 3.000000 0.00 42000.00 4071.68 Agency Mortgage-Backed Securities 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31329HT50 2029-01-01 6.500000 0.00 457210.00 191.51 Agency Mortgage-Backed Securities 05.500 FGPC G03037 G S6XOOCT0IEG5ABCC6L87 3128M4V67 2037-07-01 5.500000 0.00 457429.00 2242.75 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0649 S6XOOCT0IEG5ABCC6L87 31329HWJ6 2030-01-01 7.000000 0.00 11500000.00 4706.58 Agency Mortgage-Backed Securities FEPC 06.500 CTZA2027 S6XOOCT0IEG5ABCC6L87 31329KHC1 2027-09-01 6.500000 0.00 1255000.00 2470.53 Agency Mortgage-Backed Securities FEPC 07.500 CLZA0719 S6XOOCT0IEG5ABCC6L87 31329HYQ8 2030-12-01 7.500000 0.00 14151283.00 4927.93 Agency Mortgage-Backed Securities FNMS 06.500 CL555657 B1V7KEBTPIMZEU4LTD58 31385XJA6 2030-08-01 6.500000 0.00 3000000.00 3110.92 Agency Mortgage-Backed Securities FNMS 06.000 CLAL0045 B1V7KEBTPIMZEU4LTD58 3138EGBP8 2032-02-01 6.000000 0.00 150000.00 3483.96 Agency Mortgage-Backed Securities FNMS 03.000 CIAJ4087 B1V7KEBTPIMZEU4LTD58 3138AVRH0 2026-10-25 3.000000 0.00 5324145.00 1181.01 Agency Mortgage-Backed Securities FMAR 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Securities FNMS 05.000 CTMA0472 B1V7KEBTPIMZEU4LTD58 31417YQ26 2030-07-01 5.000000 0.00 350000.00 4508.36 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6324 B1V7KEBTPIMZEU4LTD58 3140QEA28 2050-07-01 2.500000 0.00 6000.00 2459.14 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3229 B1V7KEBTPIMZEU4LTD58 3140X6ST9 2047-02-01 3.500000 0.00 8000.00 2461.53 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7103 B1V7KEBTPIMZEU4LTD58 3140XA3M2 2049-12-01 3.500000 0.00 9000.00 2549.93 Agency Mortgage-Backed Securities FNMS 03.000 CJMA1045 B1V7KEBTPIMZEU4LTD58 31418AET1 2027-04-01 3.000000 0.00 2000000.00 4501.80 Agency Mortgage-Backed Securities FNMS 03.500 CTAO1130 B1V7KEBTPIMZEU4LTD58 3138LRHG0 2032-05-01 3.500000 0.00 8840.00 904.74 Agency Mortgage-Backed Securities FNMS 05.500 CLFM3712 B1V7KEBTPIMZEU4LTD58 3140X7DS5 2049-09-01 5.500000 0.00 26401.00 3057.55 Agency Mortgage-Backed Securities FNMS 06.500 CL995149 B1V7KEBTPIMZEU4LTD58 31416BQA9 2038-10-01 6.500000 0.00 230000.00 1731.37 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2330 B1V7KEBTPIMZEU4LTD58 3140X5SU8 2049-06-01 3.500000 0.00 29000.00 4084.42 Agency Mortgage-Backed Securities FNMS 03.000 CLBC9089 B1V7KEBTPIMZEU4LTD58 3140F5C35 2046-12-01 3.000000 0.00 14000.00 3311.90 Agency Mortgage-Backed Securities FNMS 07.000 K2735207 B1V7KEBTPIMZEU4LTD58 31402QYC9 2034-04-01 7.000000 0.00 740000.00 4897.19 Agency Mortgage-Backed Securities FNAR XX.XXX LB735648 B1V7KEBTPIMZEU4LTD58 31402RHZ5 2034-02-01 6.240000 0.00 170000.00 1152.47 Agency Mortgage-Backed Securities FNMS 04.500 CLAL8419 B1V7KEBTPIMZEU4LTD58 3138ETK96 2046-05-01 4.500000 0.00 1000.00 73.43 Agency Mortgage-Backed Securities FNMS 04.000 CQAL7167 B1V7KEBTPIMZEU4LTD58 3138EP6D1 2041-01-01 4.000000 0.00 44026.00 2318.93 Agency Mortgage-Backed Securities FNMS 05.500 CL735230 B1V7KEBTPIMZEU4LTD58 31402QY39 2035-02-01 5.500000 0.00 251691.00 1848.82 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4439 B1V7KEBTPIMZEU4LTD58 31418D4Z2 2051-10-01 3.000000 0.00 4000.00 1988.21 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4624 B1V7KEBTPIMZEU4LTD58 31418ED64 2052-06-01 3.000000 0.00 4000.00 2526.50 Agency Mortgage-Backed Securities FNMS 05.500 CL995112 B1V7KEBTPIMZEU4LTD58 31416BN53 2036-07-01 5.500000 0.00 169082.00 2104.06 Agency Mortgage-Backed Securities FNMS 04.500 CLAB1389 B1V7KEBTPIMZEU4LTD58 31416WRK0 2040-08-01 4.500000 0.00 14000.00 274.09 Agency Mortgage-Backed Securities FNMS 07.500 CL994641 B1V7KEBTPIMZEU4LTD58 31416A5A4 2038-11-01 7.500000 0.00 95750.00 159.81 Agency Mortgage-Backed Securities FNMS 05.500 CL970320 B1V7KEBTPIMZEU4LTD58 31414MPD2 2038-02-01 5.500000 0.00 415180.00 3998.64 Agency Mortgage-Backed Securities FNMS 06.500 CL960256 B1V7KEBTPIMZEU4LTD58 31414AH96 2037-11-01 6.500000 0.00 490313.00 2648.43 Agency Mortgage-Backed Securities FNMS 06.000 CL918023 B1V7KEBTPIMZEU4LTD58 31411X4G7 2037-05-01 6.000000 0.00 80000.00 1252.01 Agency Mortgage-Backed Securities GNII SF DS8860 C 549300M8ZYFG0OCMTT87 3618VVZZ9 2056-07-20 5.500000 0.00 1051184.00 1027666.97 Agency Mortgage-Backed Securities GNII SF MA5024 M 549300M8ZYFG0OCMTT87 36179TSM8 2048-02-20 6.000000 0.00 366000.00 49363.84 Agency Mortgage-Backed Securities FNMS 03.500 CTMA1982 B1V7KEBTPIMZEU4LTD58 31418BFY7 2034-08-01 3.500000 0.00 55000.00 3447.47 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1200 B1V7KEBTPIMZEU4LTD58 31418AKN7 2032-10-01 3.000000 0.00 20000.00 1352.26 Agency Mortgage-Backed Securities GNII SF CG8222 C 549300M8ZYFG0OCMTT87 3617WND33 2052-03-20 2.000000 0.00 2019012.00 827193.01 Agency Mortgage-Backed Securities FEPC 03.500 CISB8196 S6XOOCT0IEG5ABCC6L87 3132D6C99 2037-12-01 3.500000 0.00 1000.00 498.00 Agency Mortgage-Backed Securities FEPC 07.500 CLZA0835 S6XOOCT0IEG5ABCC6L87 31329H4U2 2032-05-01 7.500000 0.00 2500100.00 2245.76 Agency Mortgage-Backed Securities 03.000 FGPC U70048 G S6XOOCT0IEG5ABCC6L87 3132G0BR0 2027-08-01 3.000000 0.00 200000.00 1386.56 Agency Mortgage-Backed Securities 03.000 FGPC U40194 G S6XOOCT0IEG5ABCC6L87 3132GCCE2 2027-03-01 3.000000 0.00 280000.00 1110.41 Agency Mortgage-Backed Securities 05.000 FGPC G30759 G S6XOOCT0IEG5ABCC6L87 3132J4B57 2031-06-01 5.000000 0.00 475121.00 2291.55 Agency Mortgage-Backed Securities FEPC 04.500 CLZT1595 S6XOOCT0IEG5ABCC6L87 3132ADXY9 2049-01-01 4.500000 0.00 4000.00 197.83 Agency Mortgage-Backed Securities FEPC 04.000 CLQA1173 S6XOOCT0IEG5ABCC6L87 31334XJS9 2049-07-01 4.000000 0.00 5000.00 413.77 Agency Mortgage-Backed Securities FEPC 04.000 CLQA3399 S6XOOCT0IEG5ABCC6L87 31339SX42 2049-10-01 4.000000 0.00 3000.00 399.93 Agency Mortgage-Backed Securities 04.000 FGPC V81760 G S6XOOCT0IEG5ABCC6L87 3132L65V9 2045-05-01 4.000000 0.00 28000.00 2724.17 Agency Mortgage-Backed Securities FEPC 03.500 CISB0096 S6XOOCT0IEG5ABCC6L87 3132CWC93 2034-05-01 3.500000 0.00 21000.00 2144.63 Agency Mortgage-Backed Securities 03.000 FGPC U79018 G S6XOOCT0IEG5ABCC6L87 3132G5AU3 2028-07-01 3.000000 0.00 335000.00 4156.92 Agency Mortgage-Backed Securities 04.000 FGPC G61846 G S6XOOCT0IEG5ABCC6L87 31335CBP8 2049-01-01 4.000000 0.00 1000.00 52.90 Agency Mortgage-Backed Securities FEPC 02.500 CLQB0061 S6XOOCT0IEG5ABCC6L87 3133A6B67 2050-06-01 2.500000 0.00 7581.00 2444.58 Agency Mortgage-Backed Securities FNMS 05.000 CT932349 B1V7KEBTPIMZEU4LTD58 31412QZN2 2030-01-01 5.000000 0.00 691314.00 4379.96 Agency Mortgage-Backed Securities FNMS 05.500 CL962589 B1V7KEBTPIMZEU4LTD58 31414C2W7 2038-04-01 5.500000 0.00 50000.00 345.25 Agency Mortgage-Backed Securities FNMS 04.000 CICB7910 B1V7KEBTPIMZEU4LTD58 3140QTYG8 2038-11-01 4.000000 0.00 2133.00 1057.94 Agency Mortgage-Backed Securities FNMS 04.000 CLBV8019 B1V7KEBTPIMZEU4LTD58 3140MM4D7 2052-08-01 4.000000 0.00 17882.00 4841.50 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6599 B1V7KEBTPIMZEU4LTD58 3140XNKM5 2052-09-01 3.500000 0.00 4000.00 2783.25 Agency Mortgage-Backed Securities GNII SF DG9275 C 549300M8ZYFG0OCMTT87 3618K6JU5 2055-02-20 7.000000 0.00 1830260.00 740249.81 Agency Mortgage-Backed Securities FNMS 03.000 CLBY1455 B1V7KEBTPIMZEU4LTD58 3140NHTM0 2053-12-01 3.000000 0.00 2000.00 1529.28 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6107 S6XOOCT0IEG5ABCC6L87 3133KMYC3 2051-10-01 2.500000 0.00 3000.00 1873.77 Agency Mortgage-Backed Securities FNMS 03.500 CLBD8997 B1V7KEBTPIMZEU4LTD58 3140FG7K9 2046-11-01 3.500000 0.00 12000.00 1970.46 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7538 B1V7KEBTPIMZEU4LTD58 3138WHLU4 2046-07-01 3.000000 0.00 3000.00 306.20 Agency Mortgage-Backed Securities 08.000 FGPC G01098 G S6XOOCT0IEG5ABCC6L87 31283HGF6 2030-01-01 8.000000 0.00 884138.00 299.42 Agency Mortgage-Backed Securities FEPC 06.500 CLTC4867 S6XOOCT0IEG5ABCC6L87 3130G4JM9 2056-08-01 6.500000 0.00 1183.00 1203.89 Agency Mortgage-Backed Securities 02.500 FGPC T45023 G S6XOOCT0IEG5ABCC6L87 31286WSL4 2028-02-01 2.500000 0.00 100000.00 2454.20 Agency Mortgage-Backed Securities FNMS 06.500 ZL310048 B1V7KEBTPIMZEU4LTD58 31374CL53 2038-02-01 6.500000 0.00 178614.00 1995.73 Agency Mortgage-Backed Securities 03.500 FGPC T49005 G S6XOOCT0IEG5ABCC6L87 31287CAE2 2028-12-01 3.500000 0.00 10000.00 92.98 Agency Mortgage-Backed Securities FNMS 06.000 CLAX1912 B1V7KEBTPIMZEU4LTD58 3138Y3DS7 2040-02-01 6.000000 0.00 42000.00 4057.18 Agency Mortgage-Backed Securities FEPC 06.500 CLZI0905 S6XOOCT0IEG5ABCC6L87 3131WDAE6 2033-10-01 6.500000 0.00 42315.00 377.09 Agency Mortgage-Backed Securities FEPC 06.000 CLZI5718 S6XOOCT0IEG5ABCC6L87 3131WJK77 2037-01-01 6.000000 0.00 100259.00 658.11 Agency Mortgage-Backed Securities 07.000 FGPC C68248 G S6XOOCT0IEG5ABCC6L87 31287UEV0 2032-06-01 7.000000 0.00 59806.00 109.51 Agency Mortgage-Backed Securities FEPC 05.500 CLZI7706 S6XOOCT0IEG5ABCC6L87 3131WLR34 2033-05-01 5.500000 0.00 126624.00 1713.50 Agency Mortgage-Backed Securities FEPC 06.500 CLZI8041 S6XOOCT0IEG5ABCC6L87 3131WL5A2 2038-08-01 6.500000 0.00 1010000.00 1831.14 Agency Mortgage-Backed Securities FEPC 07.500 CLZJ3945 S6XOOCT0IEG5ABCC6L87 3131WUL22 2029-10-01 7.500000 0.00 506572.00 290.25 Agency Mortgage-Backed Securities 03.000 FGPC G18527 G S6XOOCT0IEG5ABCC6L87 3128MMSR5 2029-10-01 3.000000 0.00 30000.00 1107.31 Agency Mortgage-Backed Securities 06.000 FGPC C71012 G S6XOOCT0IEG5ABCC6L87 31287YDR2 2032-09-01 6.000000 0.00 249976.00 144.93 Agency Mortgage-Backed Securities 04.000 FGPC G08669 G S6XOOCT0IEG5ABCC6L87 3128MJW71 2045-09-01 4.000000 0.00 3000.00 211.79 Agency Mortgage-Backed Securities FEPC 07.000 CLZA0654 S6XOOCT0IEG5ABCC6L87 31329HWP2 2030-02-01 7.000000 0.00 11000000.00 1515.05 Agency Mortgage-Backed Securities FEPC 07.500 CLZS0515 S6XOOCT0IEG5ABCC6L87 3132A0SC1 2031-01-01 7.500000 0.00 7607968.00 2209.27 Agency Mortgage-Backed Securities 04.000 FGPC G08831 G S6XOOCT0IEG5ABCC6L87 3128MJ4R8 2048-08-01 4.000000 0.00 74000.00 4601.77 Agency Mortgage-Backed Securities FNMS 07.000 CL545868 B1V7KEBTPIMZEU4LTD58 31385JMR6 2032-08-01 7.000000 0.00 1451000.00 3949.36 Agency Mortgage-Backed Securities FNMS 03.000 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XX.XXX WS551026 B1V7KEBTPIMZEU4LTD58 31385SD70 2028-09-01 5.315000 0.00 1922808.00 1483.11 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 268260000.00 207555377.54 U.S. Treasuries (including strips) FNMS 06.000 CL937666 B1V7KEBTPIMZEU4LTD58 31412XFF6 2037-06-01 6.000000 0.00 310000.00 4538.64 Agency Mortgage-Backed Securities GNII SF BZ8511 C 549300M8ZYFG0OCMTT87 3617U4N44 2050-12-20 3.000000 0.00 75144.00 45860.38 Agency Mortgage-Backed Securities FNMS 07.000 CL928938 B1V7KEBTPIMZEU4LTD58 31412MBF4 2037-12-01 7.000000 0.00 200000.00 1568.50 Agency Mortgage-Backed Securities GNII SF MA5596 M 549300M8ZYFG0OCMTT87 36179UGD8 2048-11-20 4.500000 0.00 800000.00 50875.62 Agency Mortgage-Backed Securities GNII SF MA5138 M 549300M8ZYFG0OCMTT87 36179TV77 2048-04-20 4.500000 0.00 300000.00 19259.08 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3866 B1V7KEBTPIMZEU4LTD58 31418DJL7 2034-12-01 3.500000 0.00 7000.00 712.08 Agency 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S6XOOCT0IEG5ABCC6L87 3131WXTQ5 2033-02-01 6.000000 0.00 250025.00 415.14 Agency Mortgage-Backed Securities FEPC 05.500 CLZJ6895 S6XOOCT0IEG5ABCC6L87 3131WXUU4 2033-03-01 5.500000 0.00 1330447.00 2027.88 Agency Mortgage-Backed Securities FEPC 06.500 CLZS3826 S6XOOCT0IEG5ABCC6L87 3132A4HB7 2039-09-01 6.500000 0.00 100000.00 4828.80 Agency Mortgage-Backed Securities FEPC 06.000 CLZS1693 S6XOOCT0IEG5ABCC6L87 3132A13A0 2037-09-01 6.000000 0.00 261785.00 852.88 Agency Mortgage-Backed Securities FEPC 06.500 CLZS4267 S6XOOCT0IEG5ABCC6L87 3132A4W46 2036-11-01 6.500000 0.00 253235.00 2084.86 Agency Mortgage-Backed Securities FEPC 07.000 CLZS4263 S6XOOCT0IEG5ABCC6L87 3132A4WY0 2036-10-01 7.000000 0.00 41467.00 390.04 Agency Mortgage-Backed Securities FNAR XX.XXX LB844000 B1V7KEBTPIMZEU4LTD58 31407XUZ2 2035-11-01 5.927000 0.00 368000.00 2737.99 Agency Mortgage-Backed Securities FEPC 07.000 CLZS0625 S6XOOCT0IEG5ABCC6L87 3132A0VS2 2032-04-01 7.000000 0.00 5576.00 3.28 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2897 S6XOOCT0IEG5ABCC6L87 3132A3GE4 2039-03-01 5.500000 0.00 72516.00 641.91 Agency Mortgage-Backed Securities FEPC 05.500 CLZS1425 S6XOOCT0IEG5ABCC6L87 3132A1SN5 2037-04-01 5.500000 0.00 825000.00 4155.00 Agency Mortgage-Backed Securities 03.000 FGPC U70087 G S6XOOCT0IEG5ABCC6L87 3132G0CY4 2027-05-01 3.000000 0.00 150000.00 769.33 Agency Mortgage-Backed Securities FEPC 02.500 CLZL4361 S6XOOCT0IEG5ABCC6L87 3131XKZ28 2042-12-01 2.500000 0.00 2225.00 429.39 Agency Mortgage-Backed Securities FEPC 04.500 CLZL7877 S6XOOCT0IEG5ABCC6L87 3131XPXE3 2044-03-01 4.500000 0.00 4000.00 240.54 Agency Mortgage-Backed Securities FEPC 06.500 CLZI4159 S6XOOCT0IEG5ABCC6L87 3131WGTQ2 2036-02-01 6.500000 0.00 25000.00 497.04 Agency Mortgage-Backed Securities FEPC 07.500 CLZA0659 S6XOOCT0IEG5ABCC6L87 31329HWU1 2030-03-01 7.500000 0.00 3977488.00 877.88 Agency Mortgage-Backed Securities FEPC 05.000 CTZA2009 S6XOOCT0IEG5ABCC6L87 31329KGS7 2027-06-01 5.000000 0.00 1555275.00 1061.66 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B1V7KEBTPIMZEU4LTD58 31406ABU5 2034-12-01 5.500000 0.00 129327.00 435.68 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3897 B1V7KEBTPIMZEU4LTD58 3140QPKK2 2052-06-01 3.500000 0.00 2000.00 1266.93 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ3865 B1V7KEBTPIMZEU4LTD58 3140KPJK0 2050-09-01 2.500000 0.00 4000.00 1624.57 Agency Mortgage-Backed Securities FNMS 05.500 CL782602 B1V7KEBTPIMZEU4LTD58 31404YNT5 2034-07-01 5.500000 0.00 580068.00 4101.73 Agency Mortgage-Backed Securities FNMS 05.000 CL771019 B1V7KEBTPIMZEU4LTD58 31404KSG8 2034-04-01 5.000000 0.00 249291.00 2578.88 Agency Mortgage-Backed Securities FNMS 04.000 CLBE3702 B1V7KEBTPIMZEU4LTD58 3140FPDG1 2047-06-01 4.000000 0.00 48000.00 4534.51 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3914 B1V7KEBTPIMZEU4LTD58 3140QPK48 2052-06-01 4.000000 0.00 6000.00 3761.15 Agency Mortgage-Backed Securities FNAR XX.XXX LB821177 B1V7KEBTPIMZEU4LTD58 31406VJW7 2035-05-01 5.837000 0.00 1500000.00 4684.40 Agency Mortgage-Backed Securities FNMS 03.500 CICB4243 B1V7KEBTPIMZEU4LTD58 3140QPWD5 2037-07-01 3.500000 0.00 5000.00 2571.34 Agency Mortgage-Backed Securities FNAR XX.XXX LB820607 B1V7KEBTPIMZEU4LTD58 31406UU89 2035-03-01 5.701000 0.00 183493.00 2392.48 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5467 B1V7KEBTPIMZEU4LTD58 31418FCD7 2054-09-01 4.000000 0.00 6000.00 4631.14 Agency Mortgage-Backed Securities GNII SF DH2454 C 549300M8ZYFG0OCMTT87 3618KAWP2 2055-01-20 7.000000 0.00 1145698.00 761368.54 Agency Mortgage-Backed Securities GNII SP 785751 C 549300M8ZYFG0OCMTT87 3622ABH47 2051-11-20 3.500000 0.00 5000000.00 1576456.72 Agency Mortgage-Backed Securities GNII SF DG1170 C 549300M8ZYFG0OCMTT87 3618JWJP1 2054-12-20 7.000000 0.00 1722124.00 1221882.21 Agency Mortgage-Backed Securities GNMI SF BP2898 X 549300M8ZYFG0OCMTT87 3617L9GF6 2050-01-15 4.500000 0.00 1256208.00 833945.67 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4781 B1V7KEBTPIMZEU4LTD58 31418EJ35 2052-10-01 3.000000 0.00 3000.00 1967.87 Agency Mortgage-Backed Securities GNII SF DT6762 C 549300M8ZYFG0OCMTT87 3618W6QP5 2056-09-20 5.500000 0.00 1640382.00 1597796.95 Agency Mortgage-Backed Securities GNII SF DT9411 C 549300M8ZYFG0OCMTT87 3618W9N49 2056-09-20 5.500000 0.00 6095248.00 5914161.57 Agency Mortgage-Backed Securities FEPC 03.000 CLRA6605 S6XOOCT0IEG5ABCC6L87 3133KNKS1 2052-01-01 3.000000 0.00 1000.00 562.82 Agency Mortgage-Backed Securities FEPC 06.000 CTZS8848 S6XOOCT0IEG5ABCC6L87 3132A9ZM2 2027-10-01 6.000000 0.00 6000000.00 3643.19 Agency Mortgage-Backed Securities FEPC 04.000 CLZT1952 S6XOOCT0IEG5ABCC6L87 3132AEEZ5 2049-05-01 4.000000 0.00 4000.00 283.87 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7746 S6XOOCT0IEG5ABCC6L87 3133KPTB4 2052-08-01 3.500000 0.00 2000.00 1230.14 Agency Mortgage-Backed Securities FEPC 03.500 CIZS8716 S6XOOCT0IEG5ABCC6L87 3132A9VH7 2033-09-01 3.500000 0.00 3000.00 191.91 Agency Mortgage-Backed Securities FEPC 03.500 CIZS8670 S6XOOCT0IEG5ABCC6L87 3132A9T31 2032-09-01 3.500000 0.00 17000.00 1670.69 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8331 S6XOOCT0IEG5ABCC6L87 3132DWHG1 2053-06-01 5.500000 0.00 4000.00 2553.53 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0200 B1V7KEBTPIMZEU4LTD58 3140QKGJ1 2051-04-01 3.000000 0.00 5000.00 2659.60 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9944 B1V7KEBTPIMZEU4LTD58 3140MQBN8 2052-06-01 3.500000 0.00 1000.00 614.69 Agency Mortgage-Backed Securities FNMS 03.500 CLBV7920 B1V7KEBTPIMZEU4LTD58 3140MMYS1 2052-08-01 3.500000 0.00 5000.00 3911.65 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1408 B1V7KEBTPIMZEU4LTD58 3140QLR65 2051-08-01 3.000000 0.00 1000.00 551.13 Agency Mortgage-Backed Securities FNMS 03.000 CLBC2849 B1V7KEBTPIMZEU4LTD58 3140EXEX7 2046-09-01 3.000000 0.00 16000.00 2433.93 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3528 B1V7KEBTPIMZEU4LTD58 3140QN4N9 2052-05-01 4.000000 0.00 4000.00 2534.61 Agency Mortgage-Backed Securities FNMS 06.000 CL889579 B1V7KEBTPIMZEU4LTD58 31410KJY1 2038-05-01 6.000000 0.00 379000.00 1995.75 Agency Mortgage-Backed Securities GNII SF MA4966 M 549300M8ZYFG0OCMTT87 36179TQT5 2048-01-20 5.500000 0.00 636386.00 88733.74 Agency Mortgage-Backed Securities GNII SF MA7470 M 549300M8ZYFG0OCMTT87 36179WJP4 2051-07-20 1.500000 0.00 126560.00 65144.33 Agency Mortgage-Backed Securities FNMS 06.000 CL915845 B1V7KEBTPIMZEU4LTD58 31411VP60 2037-03-01 6.000000 0.00 200000.00 4900.69 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3489 B1V7KEBTPIMZEU4LTD58 31418C2X1 2033-10-01 3.500000 0.00 52000.00 2865.61 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3237 B1V7KEBTPIMZEU4LTD58 31418CS39 2048-01-01 3.000000 0.00 6000.00 822.92 Agency Mortgage-Backed Securities FNMS 03.500 CIMA2161 B1V7KEBTPIMZEU4LTD58 31418BMK9 2029-12-01 3.500000 0.00 5000.00 280.18 Agency Mortgage-Backed Securities FNMS 06.000 CT928776 B1V7KEBTPIMZEU4LTD58 31412L2H2 2027-10-01 6.000000 0.00 6000000.00 2841.79 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3438 B1V7KEBTPIMZEU4LTD58 31418CZC1 2033-08-01 3.500000 0.00 7000.00 401.32 Agency Mortgage-Backed Securities FNMS 06.000 CL948697 B1V7KEBTPIMZEU4LTD58 31413LNN5 2037-08-01 6.000000 0.00 532410.00 1862.12 Agency Mortgage-Backed Securities FNAR XX.XXX S1914850 B1V7KEBTPIMZEU4LTD58 31411UL74 2037-04-01 5.720000 0.00 33610.00 199.03 Agency Mortgage-Backed Securities GNII SF MA6930 M 549300M8ZYFG0OCMTT87 36179VVX5 2050-10-20 2.000000 0.00 65697280.00 26462891.99 Agency Mortgage-Backed Securities GNII SF BU6352 C 549300M8ZYFG0OCMTT87 3617N8BV6 2051-06-20 3.500000 0.00 750000.00 108074.44 Agency Mortgage-Backed Securities FNAR XX.XXX WS555921 B1V7KEBTPIMZEU4LTD58 31385XSJ7 2035-09-01 4.439000 0.00 250000.00 288.00 Agency Mortgage-Backed Securities FNMS 07.000 CL535345 B1V7KEBTPIMZEU4LTD58 31384VWE8 2030-06-01 7.000000 0.00 100000.00 28.22 Agency Mortgage-Backed Securities FNMS 03.500 CLAU3742 B1V7KEBTPIMZEU4LTD58 3138X3EQ1 2043-08-01 3.500000 0.00 30000.00 3540.18 Agency Mortgage-Backed Securities FNMS 06.500 CL613024 B1V7KEBTPIMZEU4LTD58 31388SAZ8 2031-07-01 6.500000 0.00 750000.00 1595.56 Agency Mortgage-Backed Securities FNMS 07.500 CL535425 B1V7KEBTPIMZEU4LTD58 31384VYW6 2030-08-01 7.500000 0.00 23145311.00 1776.71 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2896 B1V7KEBTPIMZEU4LTD58 31418CGE8 2047-02-01 3.500000 0.00 38000.00 4565.73 Agency Mortgage-Backed Securities FNMS 06.000 CL905844 B1V7KEBTPIMZEU4LTD58 31411ELZ8 2037-01-01 6.000000 0.00 75000.00 555.35 Agency Mortgage-Backed Securities FNMS 06.500 CT257185 B1V7KEBTPIMZEU4LTD58 31371NUJ2 2028-03-01 6.500000 0.00 2035164.00 4113.33 Agency Mortgage-Backed Securities FNMS 05.500 CLMB0312 B1V7KEBTPIMZEU4LTD58 3138MTK22 2055-05-01 5.500000 0.00 2000.00 1468.62 Agency Mortgage-Backed Securities FNMS 03.500 CIAS1758 B1V7KEBTPIMZEU4LTD58 3138WA5U7 2029-02-01 3.500000 0.00 8000.00 218.56 Agency Mortgage-Backed Securities FNMS 03.500 CIAS0907 B1V7KEBTPIMZEU4LTD58 3138WAAH0 2028-11-01 3.500000 0.00 112000.00 2323.54 Agency Mortgage-Backed Securities FNMS 07.500 CL535996 B1V7KEBTPIMZEU4LTD58 31384WNM8 2031-06-01 7.500000 0.00 9635798.00 2965.62 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7796 B1V7KEBTPIMZEU4LTD58 3138WHUW0 2046-08-01 3.000000 0.00 4000.00 522.93 Agency Mortgage-Backed Securities FNAR XX.XXX WS544848 B1V7KEBTPIMZEU4LTD58 31385HHZ8 2030-04-01 4.461000 0.00 17615057.00 4420.70 Agency Mortgage-Backed Securities FNMS 07.500 CL545562 B1V7KEBTPIMZEU4LTD58 31385JB72 2032-03-01 7.500000 0.00 2675199.00 2456.68 Agency Mortgage-Backed Securities FNMS 02.500 CLBT7263 B1V7KEBTPIMZEU4LTD58 3140LWB97 2051-09-01 2.500000 0.00 4000.00 2342.60 Agency Mortgage-Backed Securities FNMS 05.500 CT256555 B1V7KEBTPIMZEU4LTD58 31371M5Q6 2027-01-01 5.500000 0.00 2000000.00 356.96 Agency Mortgage-Backed Securities FNMS 07.500 CL253480 B1V7KEBTPIMZEU4LTD58 31371JQ98 2030-10-01 7.500000 0.00 5062579.00 1095.34 Agency Mortgage-Backed Securities FEPC 06.000 CLZI4821 S6XOOCT0IEG5ABCC6L87 3131WHLA3 2036-05-01 6.000000 0.00 25000.00 290.49 Agency Mortgage-Backed Securities FEPC 02.500 CIZK7530 S6XOOCT0IEG5ABCC6L87 3131XBLK3 2030-07-01 2.500000 0.00 85657.00 4960.05 Agency Mortgage-Backed Securities FEPC 06.500 CLZS2141 S6XOOCT0IEG5ABCC6L87 3132A2LW0 2038-03-01 6.500000 0.00 734667.00 2720.44 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4596 S6XOOCT0IEG5ABCC6L87 3132A5C94 2044-12-01 3.500000 0.00 8000.00 564.97 Agency Mortgage-Backed Securities FMAR 2B1056 G S6XOOCT0IEG5ABCC6L87 31326FE53 2042-12-01 5.900000 0.00 25000.00 662.44 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ4817 S6XOOCT0IEG5ABCC6L87 3131WVK62 2031-02-01 7.000000 0.00 395188.00 151.18 Agency Mortgage-Backed Securities FEPC 04.000 CLZS9472 S6XOOCT0IEG5ABCC6L87 3132AAQZ0 2044-02-01 4.000000 0.00 2000.00 264.72 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 229712000.00 190102415.27 U.S. Treasuries (including strips) FEPC 06.000 CLZS2440 S6XOOCT0IEG5ABCC6L87 3132A2V90 2038-07-01 6.000000 0.00 230000.00 2821.46 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ3803 S6XOOCT0IEG5ABCC6L87 3131WUGL6 2029-07-01 6.500000 0.00 389629.00 232.70 Agency Mortgage-Backed Securities GNII SF MA6819 M 549300M8ZYFG0OCMTT87 36179VSG6 2050-08-20 2.500000 0.00 2252984.00 675597.42 Agency Mortgage-Backed Securities GNII SP 785730 C 549300M8ZYFG0OCMTT87 3622ABHF2 2051-11-20 3.000000 0.00 4763680.00 2451828.54 Agency Mortgage-Backed Securities GNII SF AG8727 C 549300M8ZYFG0OCMTT87 36182DVU6 2045-07-20 3.000000 0.00 2040724.00 331544.21 Agency Mortgage-Backed Securities GNII SF MA6158 M 549300M8ZYFG0OCMTT87 36179UZX3 2049-09-20 5.500000 0.00 6385960.00 785946.18 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2321 B1V7KEBTPIMZEU4LTD58 3140XHSK4 2052-02-01 2.500000 0.00 8000.00 4682.61 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6598 B1V7KEBTPIMZEU4LTD58 3140XNKL7 2052-08-01 3.500000 0.00 2000.00 1355.97 Agency Mortgage-Backed Securities FNMS 03.500 CIFM3098 B1V7KEBTPIMZEU4LTD58 3140X6NQ0 2030-08-01 3.500000 0.00 13000.00 0.88 Agency Mortgage-Backed Securities FEPC 03.500 CLQE2363 S6XOOCT0IEG5ABCC6L87 3133BBTU3 2052-05-01 3.500000 0.00 4000.00 2497.53 Agency Mortgage-Backed Securities FNMS 02.000 CIAS8787 B1V7KEBTPIMZEU4LTD58 3138WJXR4 2032-02-01 2.000000 0.00 27458.00 4485.55 Agency Mortgage-Backed Securities GNII SF DT7350 C 549300M8ZYFG0OCMTT87 3618W7EX9 2056-09-20 6.500000 0.00 1662710.00 1699467.71 Agency Mortgage-Backed Securities GNII SF DU1170 C 549300M8ZYFG0OCMTT87 3618WCJP0 2056-09-20 5.500000 0.00 425349.00 414306.75 Agency Mortgage-Backed Securities 06.500 FGPC C91169 G S6XOOCT0IEG5ABCC6L87 3128P7JN4 2028-02-01 6.500000 0.00 1083071.00 1797.77 Agency Mortgage-Backed Securities 05.500 FGPC G07343 G S6XOOCT0IEG5ABCC6L87 3128M9P48 2040-08-01 5.500000 0.00 2000.00 76.04 Agency Mortgage-Backed Securities FNMS 05.500 CLAL8113 B1V7KEBTPIMZEU4LTD58 3138ETAP1 2042-02-01 5.500000 0.00 4000.00 453.59 Agency 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549300M8ZYFG0OCMTT87 38385H7P6 2055-11-20 5.097800 0.00 171730419.00 129321989.39 Agency Collateralized Mortgage Obligation FEPC 05.000 CLSL5541 S6XOOCT0IEG5ABCC6L87 31427TEP7 2056-06-01 5.000000 0.00 1040.00 946.15 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5483 B1V7KEBTPIMZEU4LTD58 3140W6CV2 2055-12-01 5.500000 0.00 1034.00 931.94 Agency Mortgage-Backed Securities FNMS 05.000 CLDH1024 B1V7KEBTPIMZEU4LTD58 3140UGD66 2056-05-01 5.000000 0.00 1000.00 924.71 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6265 B1V7KEBTPIMZEU4LTD58 3140QD6B5 2050-07-01 2.500000 0.00 165789994.00 67722780.77 Agency Mortgage-Backed Securities FEPC 05.500 CLQY7372 S6XOOCT0IEG5ABCC6L87 31426SFN4 2055-06-01 5.500000 0.00 700192.00 611705.76 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5582 S6XOOCT0IEG5ABCC6L87 3142GWFY0 2055-12-01 5.500000 0.00 1000.00 901.22 Agency Mortgage-Backed Securities GNII SF DS8861 C 549300M8ZYFG0OCMTT87 3618VVZ22 2056-07-20 6.000000 0.00 801453.00 800986.03 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4703 B1V7KEBTPIMZEU4LTD58 3140XLGM4 2053-05-01 4.500000 0.00 94721.00 61773.89 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6764 B1V7KEBTPIMZEU4LTD58 3140XNQS6 2054-01-01 6.500000 0.00 46136332.00 28497366.33 Agency Mortgage-Backed Securities FEPC 06.000 CLTC1176 S6XOOCT0IEG5ABCC6L87 3130G0FS8 2056-07-01 6.000000 0.00 1000.00 988.31 Agency Mortgage-Backed Securities FNMS 05.000 CLBW4566 B1V7KEBTPIMZEU4LTD58 3140MWCC8 2056-06-01 5.000000 0.00 2989241.00 2791491.83 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1419 S6XOOCT0IEG5ABCC6L87 31427NSH3 2055-05-01 5.500000 0.00 1000.00 746.72 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3335 B1V7KEBTPIMZEU4LTD58 3140Y9V50 2056-09-01 5.500000 0.00 13099369.00 12608966.03 Agency Mortgage-Backed Securities FEPC 02.000 CIZK4894 S6XOOCT0IEG5ABCC6L87 3131X8NK8 2028-01-01 2.000000 0.00 4289.00 82.75 Agency Mortgage-Backed Securities GNRA 2025-051 FK 549300M8ZYFG0OCMTT87 38385DU95 2055-03-20 4.697800 0.00 4571260.00 3323074.19 Agency Collateralized Mortgage Obligation GNRA 2025-060 KF 549300M8ZYFG0OCMTT87 38385FL82 2055-04-20 4.697800 0.00 1521790.00 1197025.17 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 900.00 812.64 U.S. Treasuries (including strips) FEPC 05.000 CLSL5253 S6XOOCT0IEG5ABCC6L87 31427SZT8 2056-05-01 5.000000 0.00 292092.00 269124.06 Agency Mortgage-Backed Securities FEPC 06.000 CLSL4673 S6XOOCT0IEG5ABCC6L87 31427SFP8 2056-03-01 6.000000 0.00 1180.00 1062.70 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7454 S6XOOCT0IEG5ABCC6L87 3142GYH81 2056-09-01 5.500000 0.00 20704000.00 19833845.63 Agency Mortgage-Backed Securities FEPC 06.000 CLSL4854 S6XOOCT0IEG5ABCC6L87 31427SMC9 2054-04-01 6.000000 0.00 1008.00 930.41 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 46684800.00 31224148.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 252600.00 159559.08 U.S. Treasuries (including strips) FEPC 06.000 CLSD4491 S6XOOCT0IEG5ABCC6L87 3132E07C0 2053-12-01 6.000000 0.00 2152649.00 1433248.55 Agency Mortgage-Backed Securities FNMS 05.000 CLFA6626 B1V7KEBTPIMZEU4LTD58 3140W7LG3 2056-07-01 5.000000 0.00 1144191.00 1058023.94 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8383 B1V7KEBTPIMZEU4LTD58 3140QUJ56 2054-04-01 5.500000 0.00 20913504.00 16098640.72 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 40000.00 23370.25 U.S. Treasuries (including strips) FEPC 06.000 CLSL5753 S6XOOCT0IEG5ABCC6L87 31427TMB9 2056-06-01 6.000000 0.00 1024.00 1010.75 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3771 B1V7KEBTPIMZEU4LTD58 3140QPFM4 2052-06-01 3.500000 0.00 405000.00 262258.77 Agency Mortgage-Backed Securities FEPC 05.000 CISB1681 S6XOOCT0IEG5ABCC6L87 3132CX2N1 2040-10-01 5.000000 0.00 71983.00 56294.72 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7551 S6XOOCT0IEG5ABCC6L87 3133KPL89 2052-06-01 4.500000 0.00 1024.00 750.39 Agency Mortgage-Backed Securities GNRA 2021-213 EF 549300M8ZYFG0OCMTT87 38383FKK8 2051-12-20 2.500000 0.00 18186372.00 9502596.52 Agency Collateralized Mortgage Obligation GNRA 2025-083 KF 549300M8ZYFG0OCMTT87 38385GRS0 2055-05-20 4.847800 0.00 11369332.00 9369343.19 Agency Collateralized Mortgage Obligation GNII SF DS3965 C 549300M8ZYFG0OCMTT87 3618VQMN1 2056-05-20 5.500000 0.00 1016.00 962.16 Agency Mortgage-Backed Securities FEPC 05.000 CLSL6064 S6XOOCT0IEG5ABCC6L87 31427TW28 2056-05-01 5.000000 0.00 1000.00 919.54 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2457 S6XOOCT0IEG5ABCC6L87 3142GSWT1 2054-09-01 6.000000 0.00 1000.00 693.03 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1412 S6XOOCT0IEG5ABCC6L87 3142GRSA9 2054-05-01 5.500000 0.00 4018627.00 3176998.96 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5808 S6XOOCT0IEG5ABCC6L87 31427TN28 2056-06-01 5.000000 0.00 1000.00 906.65 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ3098 S6XOOCT0IEG5ABCC6L87 3142GTNQ5 2054-12-01 6.500000 0.00 1000.00 614.57 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8089 B1V7KEBTPIMZEU4LTD58 3138WH7B2 2046-10-01 3.500000 0.00 1020.00 216.36 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 39000.00 23029.84 U.S. Treasuries (including strips) FEPC 06.000 CLRJ2612 S6XOOCT0IEG5ABCC6L87 3142GS3W6 2054-10-01 6.000000 0.00 3377519.00 2471328.39 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4291 S6XOOCT0IEG5ABCC6L87 31427RXV7 2056-02-01 5.000000 0.00 1267374.00 1109653.48 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 400.00 394.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 200.00 178.90 U.S. Treasuries (including strips) FNMS 05.000 CLBW4257 B1V7KEBTPIMZEU4LTD58 3140MVWT1 2056-05-01 5.000000 0.00 6872386.00 6382694.38 Agency Mortgage-Backed Securities FEPC 03.500 CLSL3822 S6XOOCT0IEG5ABCC6L87 31427RG87 2052-08-01 3.500000 0.00 1000.00 792.49 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7479 B1V7KEBTPIMZEU4LTD58 3140QTJZ3 2053-11-01 6.000000 0.00 1623001.00 1139988.90 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 265800.00 270054.76 U.S. Treasuries (including strips) FEPC 03.500 CLZS4739 S6XOOCT0IEG5ABCC6L87 3132A5HQ1 2047-10-01 3.500000 0.00 1008.00 106.79 Agency Mortgage-Backed Securities GNII SF DT2940 C 549300M8ZYFG0OCMTT87 3618W2HR0 2056-06-20 6.000000 0.00 1990.00 1989.09 Agency Mortgage-Backed Securities GNII SF DT4126 C 549300M8ZYFG0OCMTT87 3618W3SP0 2056-07-20 6.000000 0.00 1000.00 1002.62 Agency Mortgage-Backed Securities Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 914000000.00 914000000.00 0.0104 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 3.890000% ARP1MJZA6 R0MUWSFPU8MPRO8K5P83 0000872786 ARP1MJZA6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 04.500 CLBX3533 B1V7KEBTPIMZEU4LTD58 3140N74T4 2056-05-01 4.500000 0.00 1000.00 896.41 Agency Mortgage-Backed Securities FNMS 04.000 CLBA3101 B1V7KEBTPIMZEU4LTD58 3140E7NT3 2046-01-01 4.000000 0.00 3281156.00 732967.50 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0193 S6XOOCT0IEG5ABCC6L87 3132ACGA2 2047-12-01 3.500000 0.00 1000.00 245.64 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 2138800.00 1958916.23 U.S. Treasuries (including strips) FNMS 05.500 CLCB6320 B1V7KEBTPIMZEU4LTD58 3140QSAW1 2053-05-01 5.500000 0.00 916193.00 623855.75 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1922 S6XOOCT0IEG5ABCC6L87 3132DPD39 2052-11-01 5.000000 0.00 1000.00 729.96 Agency Mortgage-Backed Securities GNII SF DG1265 C 549300M8ZYFG0OCMTT87 3618JWMN2 2055-04-20 6.500000 0.00 610475.00 506927.77 Agency Mortgage-Backed Securities 05.500 FGPC G06964 G S6XOOCT0IEG5ABCC6L87 3128M9B92 2038-11-01 5.500000 0.00 1009.00 51.51 Agency Mortgage-Backed Securities FNAR XX.XXX LBBE7171 B1V7KEBTPIMZEU4LTD58 3140FS6H1 2047-03-01 3.174000 0.00 26663324.00 2116092.94 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ5137 B1V7KEBTPIMZEU4LTD58 3140Q0V74 2030-10-01 3.820000 0.00 33061942.00 31335851.47 Agency Mortgage-Backed Securities GNII SF DJ4778 C 549300M8ZYFG0OCMTT87 3618KRJX3 2055-04-20 7.000000 0.00 2004.00 1813.60 Agency Mortgage-Backed Securities GNII SF MA5077 M 549300M8ZYFG0OCMTT87 36179TUA1 2048-03-20 3.500000 0.00 1793.00 181.44 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3585 B1V7KEBTPIMZEU4LTD58 3140W36X2 2055-11-01 6.000000 0.00 7851342.00 6983880.27 Agency Mortgage-Backed Securities FHLMC REMIC SERIES K-1511 A-3 20340325 3.5 S6XOOCT0IEG5ABCC6L87 3137FLYK4 2034-03-25 3.542000 0.00 1600.00 1420.22 Agency Collateralized Mortgage Obligation GNRA 2025-099 FE 549300M8ZYFG0OCMTT87 38381NRS9 2055-06-20 4.747800 0.00 1008.00 976.14 Agency Collateralized Mortgage Obligation FEPC 06.500 CLSL5896 S6XOOCT0IEG5ABCC6L87 31427TRS7 2055-11-01 6.500000 0.00 2749.00 2701.71 Agency Mortgage-Backed Securities GNII SF MA8423 M 549300M8ZYFG0OCMTT87 36179XLC8 2052-06-20 2.500000 0.00 392826.00 208153.01 Agency Mortgage-Backed Securities FNMS 05.000 CLDG0437 B1V7KEBTPIMZEU4LTD58 3140U3PX3 2056-04-01 5.000000 0.00 1000.00 887.80 Agency Mortgage-Backed Securities FEPC 04.000 CLQA0639 S6XOOCT0IEG5ABCC6L87 31334WV81 2049-06-01 4.000000 0.00 1973000.00 210595.03 Agency Mortgage-Backed Securities FEPC 07.000 CLQG3847 S6XOOCT0IEG5ABCC6L87 3133C4HY3 2053-05-01 7.000000 0.00 1040862.00 837462.10 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7956 S6XOOCT0IEG5ABCC6L87 3133BVZV0 2053-02-01 6.000000 0.00 348524.00 293247.34 Agency Mortgage-Backed Securities FEPC 06.500 CLQI9729 S6XOOCT0IEG5ABCC6L87 3133WGY25 2054-07-01 6.500000 0.00 1000.00 815.65 Agency Mortgage-Backed Securities FNMS 02.500 CLFA6479 B1V7KEBTPIMZEU4LTD58 3140W7FV7 2053-07-01 2.500000 0.00 1002.00 782.34 Agency Mortgage-Backed Securities FNMS 05.000 CLFM1727 B1V7KEBTPIMZEU4LTD58 3140X44M5 2049-09-01 5.000000 0.00 1046.00 164.45 Agency Mortgage-Backed Securities FNMS 05.000 CLFA6617 B1V7KEBTPIMZEU4LTD58 3140W7K74 2053-10-01 5.000000 0.00 1009.00 941.72 Agency Mortgage-Backed Securities FNMS 06.500 CLFA6325 B1V7KEBTPIMZEU4LTD58 3140W7A34 2056-05-01 6.500000 0.00 1024.00 993.98 Agency Mortgage-Backed Securities FEPC 05.000 CLQF9847 S6XOOCT0IEG5ABCC6L87 3133BX5G2 2053-04-01 5.000000 0.00 2086255.00 1556863.17 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1420 S6XOOCT0IEG5ABCC6L87 3142GRSJ0 2054-05-01 5.500000 0.00 4575080.00 3481449.40 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0445 B1V7KEBTPIMZEU4LTD58 3140W0P74 2055-01-01 5.500000 0.00 260985.00 211448.46 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7513 S6XOOCT0IEG5ABCC6L87 3132DVK20 2050-04-01 3.500000 0.00 57000.00 17085.59 Agency Mortgage-Backed Securities FNMS 06.500 CLDH8512 B1V7KEBTPIMZEU4LTD58 3140UQN63 2056-09-01 6.500000 0.00 3000.00 3056.51 Agency Mortgage-Backed Securities GNRM 2024-089 EL 549300M8ZYFG0OCMTT87 38384N4A0 2054-05-20 5.500000 0.00 961779.00 927195.89 Agency Collateralized Mortgage Obligation GNRA 2024-134 FC 549300M8ZYFG0OCMTT87 38384VAQ0 2054-08-20 4.707800 0.00 1000.00 550.54 Agency Collateralized Mortgage Obligation GNRA 2024-172 FB 549300M8ZYFG0OCMTT87 38384XRF2 2054-10-20 4.647800 0.00 1840.00 1260.11 Agency Collateralized Mortgage Obligation GNRA 2025-063 HF 549300M8ZYFG0OCMTT87 38385E2S2 2055-04-20 4.967800 0.00 1030.00 812.56 Agency Collateralized Mortgage Obligation GNII SF BZ7364 C 549300M8ZYFG0OCMTT87 3617U3FD5 2050-11-20 4.000000 0.00 360499.00 172541.06 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4339 B1V7KEBTPIMZEU4LTD58 3140QPZD2 2052-08-01 4.500000 0.00 1000.00 631.74 Agency Mortgage-Backed Securities FNMS 03.000 CLBV3099 B1V7KEBTPIMZEU4LTD58 3140MGNR8 2052-02-01 3.000000 0.00 1000.00 543.73 Agency Mortgage-Backed Securities GNII SF DP3313 C 549300M8ZYFG0OCMTT87 3618MHVE1 2056-02-20 6.500000 0.00 1015.00 1030.30 Agency Mortgage-Backed Securities FMAR 8C1616 G S6XOOCT0IEG5ABCC6L87 3142BBYM6 2056-09-01 5.144000 0.00 9906750.00 9730932.71 Agency Mortgage-Backed Securities GNII SF MB0365 M 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 1000.00 831.09 Agency Mortgage-Backed Securities GNII SF MB0091 M 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5.000000 0.00 1000.00 809.71 Agency Mortgage-Backed Securities GNII SF MB0025 M 549300M8ZYFG0OCMTT87 3618N5A33 2054-11-20 5.000000 0.00 1000.00 808.20 Agency Mortgage-Backed Securities GNII SF MB0555 M 549300M8ZYFG0OCMTT87 3618N5TM1 2055-08-20 5.000000 0.00 664384.00 581147.11 Agency Mortgage-Backed Securities GNII SF MB0686 M 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 3048.00 2650.55 Agency Mortgage-Backed Securities FEPC 06.500 CLQF1157 S6XOOCT0IEG5ABCC6L87 3133BNJA2 2052-09-01 6.500000 0.00 1000.00 634.21 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8452 S6XOOCT0IEG5ABCC6L87 3132DWL92 2054-08-01 5.000000 0.00 2327000.00 1811181.77 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9620 B1V7KEBTPIMZEU4LTD58 3138WKVN2 2047-05-01 4.500000 0.00 1024.00 227.39 Agency Mortgage-Backed Securities FEPC 04.000 CLQF1743 S6XOOCT0IEG5ABCC6L87 3133BN5C3 2052-10-01 4.000000 0.00 1000.00 690.76 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 974700.00 960842.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 19373800.00 10930029.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 800.00 722.35 U.S. Treasuries (including strips) FNMS 05.500 CLCB5020 B1V7KEBTPIMZEU4LTD58 3140QQSJ5 2052-10-01 5.500000 0.00 1000.00 688.42 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4655 S6XOOCT0IEG5ABCC6L87 3132A5E43 2046-03-01 3.500000 0.00 250000.00 22543.55 Agency Mortgage-Backed Securities FEPC 02.500 CIZS7938 S6XOOCT0IEG5ABCC6L87 3132A8ZB8 2033-01-01 2.500000 0.00 1000.00 132.41 Agency Mortgage-Backed Securities FKAR WV0350 S6XOOCT0IEG5ABCC6L87 3132V8L79 2036-03-01 4.205000 0.00 1199.00 1198.71 Agency Mortgage-Backed Securities FNMS 07.000 CLDB0107 B1V7KEBTPIMZEU4LTD58 3140A9DM9 2054-03-01 7.000000 0.00 1410885.00 903012.26 Agency Mortgage-Backed Securities FNMS 06.500 CLDA5842 B1V7KEBTPIMZEU4LTD58 3140A6P42 2053-11-01 6.500000 0.00 12179.00 12329.67 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5316 B1V7KEBTPIMZEU4LTD58 3140QQ4A0 2052-12-01 6.000000 0.00 935000.00 534018.92 Agency Mortgage-Backed Securities FNMS 06.500 CLCC1055 B1V7KEBTPIMZEU4LTD58 3140Y7E53 2055-09-01 6.500000 0.00 1000.00 861.29 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1859 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0.00 1099.00 745.32 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6578 B1V7KEBTPIMZEU4LTD58 3140QEJY9 2050-08-01 2.500000 0.00 43255807.00 15652330.30 Agency Mortgage-Backed Securities FNMS 03.000 CLCA7755 B1V7KEBTPIMZEU4LTD58 3140QFTM1 2050-10-01 3.000000 0.00 1000.00 378.92 Agency Mortgage-Backed Securities FNMS 05.500 CLDE6247 B1V7KEBTPIMZEU4LTD58 3140BJ5H6 2055-10-01 5.500000 0.00 1505856.00 1089164.33 Agency Mortgage-Backed Securities FNMS 06.500 CLDF1231 B1V7KEBTPIMZEU4LTD58 3140BRLM9 2055-09-01 6.500000 0.00 1001.00 815.95 Agency Mortgage-Backed Securities FNMS 06.500 CLDE7782 B1V7KEBTPIMZEU4LTD58 3140BLUG5 2055-08-01 6.500000 0.00 3393693.00 2158650.48 Agency Mortgage-Backed Securities MNAR XX.XXX XYBM6598 B1V7KEBTPIMZEU4LTD58 3140JBKL9 2031-04-01 1.869900 0.00 40000000.00 8844527.11 Agency Mortgage-Backed Securities FNMS 05.500 CLDF1608 B1V7KEBTPIMZEU4LTD58 3140BRYE3 2055-11-01 5.500000 0.00 2010.00 1918.90 Agency Mortgage-Backed Securities GNRA 2021-193 EF 549300M8ZYFG0OCMTT87 38383DRX8 2051-11-20 2.500000 0.00 2046.00 1059.94 Agency Collateralized Mortgage Obligation GNRM 2021-188 PA 549300M8ZYFG0OCMTT87 38383CRU6 2051-10-20 2.000000 0.00 1015.00 414.11 Agency Collateralized Mortgage Obligation GNII SF MA5651 M 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4.000000 0.00 4688.00 366.37 Agency Mortgage-Backed Securities GNII SF MA5595 M 549300M8ZYFG0OCMTT87 36179UGC0 2048-11-20 4.000000 0.00 149659670.00 11702179.62 Agency Mortgage-Backed Securities GNRA 2024-117 FE 549300M8ZYFG0OCMTT87 38384Q2Y3 2054-07-20 4.947800 0.00 1026.00 400.62 Agency Collateralized Mortgage Obligation GNRA 2026-106 F 549300M8ZYFG0OCMTT87 38385TZY0 2055-12-20 4.767800 0.00 1088.00 1013.44 Agency Collateralized Mortgage Obligation GNRA 2024-132 FD 549300M8ZYFG0OCMTT87 38384UPU7 2054-08-20 4.747800 0.00 1000.00 628.24 Agency Collateralized Mortgage Obligation GNRA 2026-038 FJ 549300M8ZYFG0OCMTT87 38385L4F2 2056-02-20 4.447800 0.00 6965120.00 5815376.09 Agency Collateralized Mortgage Obligation GNRA 2022-103 MF 549300M8ZYFG0OCMTT87 38383TEC3 2052-06-20 4.500000 0.00 17059.00 10585.78 Agency Collateralized Mortgage Obligation GNII SF MA5191 M 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.500000 0.00 2287.00 232.39 Agency Mortgage-Backed Securities GNRA 2025-064 FG 549300M8ZYFG0OCMTT87 38385EP65 2055-04-20 4.947800 0.00 1005.00 517.87 Agency Collateralized Mortgage Obligation GNII SF DP6658 C 549300M8ZYFG0OCMTT87 3618MMMF7 2056-02-20 6.500000 0.00 1000.00 1016.36 Agency Mortgage-Backed Securities GNII SF DQ2628 C 549300M8ZYFG0OCMTT87 3618MU4M4 2056-03-20 7.500000 0.00 1000.00 1066.60 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9203 B1V7KEBTPIMZEU4LTD58 3140XRGM1 2054-09-01 6.000000 0.00 20000.00 13369.02 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0286 B1V7KEBTPIMZEU4LTD58 3140Y6J84 2055-04-01 6.500000 0.00 1000.00 726.35 Agency Mortgage-Backed Securities FNMS 04.500 CLBU5628 B1V7KEBTPIMZEU4LTD58 3140M7HE4 2055-02-01 4.500000 0.00 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