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FRANKLIN TEMPLETON ETF TR BRAN DYN CAP ETF 254900HJUU3BO06KS871 35473P462 2500-12-31 N/A 0.00 8637.00 136159.71 Equities ISHARES INC MSCI BRAZIL ETF 5493006D2L7KY3ZDF809 464286400 2500-12-31 N/A 0.00 149492.00 5451973.24 Equities SIMPLIFY EXCHANGE TRADED FUNDS SIMPLIFY OPPORT 5493000ECJNWMYAROH65 82889N558 2500-12-31 N/A 0.00 5772.00 120888.19 Equities SIMPLIFY EXCHANGE TRADED FUNDS NATL MUNI BD ETF 529900353K7RNME76302 82889N442 2500-12-31 N/A 0.00 191.00 4360.53 Equities MORGAN STANLEY ETF TRUST EATON VANCE PFD 254900HK9E4U9W38ME70 61774R114 2500-12-31 N/A 0.00 11784.00 571207.01 Equities SPDR SERIES TRUST ST STR SP HOME 549300MSE80LL1UJS132 78464A888 2500-12-31 N/A 0.00 31842.00 3087718.74 Equities RBB FD INC US TREAS 7 YR NT 549300JY7IHAJOI0SF74 74933W528 2500-12-31 N/A 0.00 840.00 38079.64 Equities SSGA ACTIVE TR M2028 HI YI ETF 984500094AHD07S3EA04 78470P564 2500-12-31 N/A 0.00 89.00 2199.19 Equities SSGA ACTIVE TR ST STR BD ETF 984500E6C92EB1EE8540 78470P556 2500-12-31 N/A 0.00 584.00 14384.68 Equities PIMCO EQUITY SER RAFI ESG US 5493006GPXTGWIXPFE97 72201T342 2500-12-31 N/A 0.00 5117.00 253088.36 Equities NIXXY INC COM NEW 5493007WH4V9MK8Y7L08 75630B402 2500-12-31 N/A 0.00 126493.00 39478.47 Equities SPDR INDEX SHS FDS ST STR MSCI EM 549300EW0BNZNIOG0F80 78463X426 2500-12-31 N/A 0.00 4135.00 335149.19 Equities SSGA ACTIVE TR STATE STR MY2035 984500DD1C2EDC7CD455 78470P614 2500-12-31 N/A 0.00 1177.00 27146.45 Equities PROSHARES TR ULTRASHORT FINA YOJN1DKAU7JWI16N8H58 74347G150 2500-12-31 N/A 0.00 1168.00 29889.12 Equities SIMPLIFY EXCHANGE TRADED FUNDS US EQUI PLUS ETF 529900DHMWXRDNEV4V92 82889N228 2500-12-31 N/A 0.00 93007.00 2683251.95 Equities SIMPLIFY EXCHANGE TRADED FUNDS VETTAFI PRIVATE 529900H4NPBHLSO9P951 82889N251 2500-12-31 N/A 0.00 429.00 7836.33 Equities T ROWE PRICE EXCHANGE-TRADED HEALTHCARE ETF 254900CNTFK0LMKYHJ19 87283Q750 2500-12-31 N/A 0.00 5001.00 171029.70 Equities AB ACTIVE ETFS INC CORPORATE BD ETF 254900SWUO8JGVSQXB63 00039J863 2500-12-31 N/A 0.00 352.00 11770.53 Equities AB ACTIVE ETFS INC CORE PLUS BD ETF 2549009RYFB2CMWFBA42 00039J855 2500-12-31 N/A 0.00 13446.00 450231.24 Equities AB ACTIVE ETFS INC US EQUITY ETF 25490011WTWWPRJWVB39 00039J731 2500-12-31 N/A 0.00 2539.00 69556.16 Equities ALPS ETF TR DYNAM US ETF 549300DG1SJ4BWOH3Z18 00162Q528 2500-12-31 N/A 0.00 2355.00 167369.85 Equities ALPS ETF TR INTL SEC DV DOG 549300E9TFNP417E9586 00162Q718 2500-12-31 N/A 0.00 6858.00 290031.68 Equities ALPS ETF TR OSHARES US SMLCP 54930008YN02Q0DX9368 00162Q395 2500-12-31 N/A 0.00 4309.00 200325.41 Equities ALPS ETF TR REIT DIVIDE DOGS 54930071PTEFFC477C85 00162Q106 2500-12-31 N/A 0.00 1211.00 45962.17 Equities ALPS ETF TR LEVE FOU CAP ETF 5493000MOVYTBEXPLZ02 00162Q353 2500-12-31 N/A 0.00 497.00 23200.26 Equities ABRDN FDS ULTRA SHORT ETF 213800G1AY3D4FPHD177 003022274 2500-12-31 N/A 0.00 3278.00 85146.05 Equities ABSOLUTE SHS TR WBI BBR QTY 3000 549300SDWM2K8PGUIY86 00400R809 2500-12-31 N/A 0.00 2579.00 101100.41 Equities ADVISORS INNER CIRCLE FD II FRON AS LARG ETF 52990087O3HX7E4C9X05 00764Q579 2500-12-31 N/A 0.00 4465.00 141451.20 Equities ADVISOR MANAGED PORTFOLIOS RECK BB REIN ETF 529900EW70Z09QNF6368 00777X439 2500-12-31 N/A 0.00 661.00 34247.14 Equities SIMPLIFY EXCHANGE TRADED FUNDS BARRIER INCOME 529900TG4KRPU18D6A47 82889N335 2500-12-31 N/A 0.00 140140.00 3539936.40 Equities WISDOMTREE TR GLB HIGH DIV FD 5493000O9Q0265UHRT85 97717W877 2500-12-31 N/A 0.00 5298.00 368263.98 Equities WISDOMTREE TR EUROP OPPOR FD 54930087H8THD7L0OH91 97717X552 2500-12-31 N/A 0.00 17705.00 1029970.67 Equities BRERA HOLDINGS PLC CL B 2026 984500EE55766B5O3803 G13311132 2500-12-31 N/A 0.00 14444.00 65286.88 Equities TAIWAN SEMICONDUCTOR MANUFACT SPONSORED ADS 549300KB6NK5SBD14S87 874039100 2500-12-31 N/A 0.00 32827.00 14999969.38 Equities MIND C T I LTD ORD N/A M70240102 2500-12-31 N/A 0.00 7584.00 7584.00 Equities BIOCERES CROP SOLUTIONS CORP SHS 549300SBSSIZUVSY4U27 G1117K114 2500-12-31 N/A 0.00 172841.00 59716.57 Equities BNY MELLON ETF TRUST II MUNICIPAL INTER 254900UKFBUEECF8UJ57 05613H704 2500-12-31 N/A 0.00 144027.00 3552425.96 Equities ARK RESTAURANTS CORP COM N/A 040712101 2500-12-31 N/A 0.00 5021.00 22745.13 Equities AMPLIFY ETF TR AI POWE EQUI ETF 5299001Q30G7TNF56K08 032108565 2500-12-31 N/A 0.00 5226.00 257794.92 Equities ANGEL OAK FUNDS TRUST OAK ULTRASHORT 549300AEKI5OUZTQ9F54 03463K752 2500-12-31 N/A 0.00 26498.00 1349733.93 Equities BNY MELLON ETF TRUST II MUN OPPTYS ETF 254900T8K7UWT0H4Q779 05613H803 2500-12-31 N/A 0.00 148379.00 3460198.28 Equities PROSHARES TR ULTRA FNCLS NEW LYB0BLOHQZOQ1IGGW139 74347X633 2500-12-31 N/A 0.00 268.00 22962.24 Equities LISTED FDS TR HORZN KNTCS SPAC 549300AI8RU2XFLJZ173 53656G555 2500-12-31 N/A 0.00 87.00 8104.05 Equities PROSHARES TR DECLINE RETAIL 5493002U6CHMD65I8F67 74350P527 2500-12-31 N/A 0.00 291.00 7160.96 Equities PROFESIONALLY MANAGED PORTFOLI AKRE FOCUS ETF 254900HSBIRHXKKCR891 74316P579 2500-12-31 N/A 0.00 114298.00 6054365.06 Equities PUTNAM ETF TRUST BDC INCOME ETF 549300HYA2LSODFWQ702 746729508 2500-12-31 N/A 0.00 5888.00 159976.96 Equities KRANESHARES TRUST VALU LINE DY ETF 549300UCOXLQBJIZ3306 500767645 2500-12-31 N/A 0.00 2207.00 61319.73 Equities JOHN HANCOCK EXCHANGE TRADED CORPORATE BD 549300806DHMWYKTGD62 47804J818 2500-12-31 N/A 0.00 26771.00 537026.26 Equities J P MORGAN EXCHANGE TRADED FD RLTY INCOME ETF 549300R863426H3TN061 46641Q126 2500-12-31 N/A 0.00 156.00 7790.64 Equities COLUMBIA ETF TR I INTL EQ INCO ETF 549300AZD93FII3ZYW76 19761L862 2500-12-31 N/A 0.00 305.00 12161.48 Equities CITIUS ONCOLOGY INC COM N/A 17331Y109 2500-12-31 N/A 0.00 85036.00 89287.80 Equities CROSSMARK ETF TRUST LARGE CAP GROW 529900GDY2OQ5SIKY321 22767F103 2500-12-31 N/A 0.00 2424.00 70580.82 Equities ISHARES TR 0 1 YR TI BD ETF 52990005S0XDVMPX4575 46438G257 2500-12-31 N/A 0.00 5098.00 256633.32 Equities ISHARES TR IBONDS OCT 2033 5299003OPJE32ZZ3ZI30 46438G851 2500-12-31 N/A 0.00 14346.00 350616.24 Equities ISHARES TR LIFEPATH TGT2065 529900COMDNCDNP1FN33 46438G745 2500-12-31 N/A 0.00 3382.00 144039.38 Equities MORGAN STANLEY ETF TRUST CALVERT US LARCP 5493007V0QHGZDCX4V94 61774R205 2500-12-31 N/A 0.00 409.00 38785.47 Equities MORGAN STANLEY PATHWAY FDS SMAL MID CAP ETF 2549003FSRKWQQNFLY49 61769L841 2500-12-31 N/A 0.00 7593.00 432157.11 Equities NEUBERGER BERMAN ETF TRUST FLEXIBLE CREDIT 2549008ASCDI2PAL2M84 64135A879 2500-12-31 N/A 0.00 1258.00 62025.82 Equities TIDAL TRUST II YIEL MAGN 7 ETFS 25490066J5AG9XG87622 88636J642 2500-12-31 N/A 0.00 100.00 1133.00 Equities TIMOTHY PLAN US LRGMD CP CORE 5493005RW4DOTZ7WGK45 887432359 2500-12-31 N/A 0.00 3473.00 168891.99 Equities THE ONE GROUP HOSPITALITY INC COM 549300QFZD4IE5DEBE98 88338K103 2500-12-31 N/A 0.00 22596.00 37735.32 Equities TIDAL TRUST I SOUND ENHANCED 549300R07TDHWH3VME68 886364819 2500-12-31 N/A 0.00 62.00 1032.30 Equities TIDAL TRUST I SOUND EQUIT ETF 549300GE3V0GYJ131M18 886364793 2500-12-31 N/A 0.00 39.00 1139.19 Equities ETF OPPORTUNITIES TRUST KING TACT BD ETF 549300A8K9NR1TW02282 26923N702 2500-12-31 N/A 0.00 23.00 514.05 Equities ELEVATION SERIES TRUST SRH RE CO CA ETF 2549005SHQYXTJOWIN34 210322301 2500-12-31 N/A 0.00 136.00 7461.61 Equities ETF OPPORTUNITIES TRUST KINGS DIVID ETF 5493008EAMG4UBEU9361 26923N868 2500-12-31 N/A 0.00 787.00 11085.52 Equities ELEVATION SERIES TRUST CRES SMA MID ETF 529900VSBX85RPK6XN12 210322533 2500-12-31 N/A 0.00 355.00 8766.23 Equities EXCHANGE TRADED CONCEPTS TRUST BLUEMONTE SHORT 529900U83WBBSFO7MY15 301505350 2500-12-31 N/A 0.00 7956.00 193489.12 Equities FRANKLIN TEMPLETON ETF TR FTSE CHINA 5493007BO6696OMBQG08 35473P819 2500-12-31 N/A 0.00 4880.00 100528.00 Equities FIDELITY MERRIMACK STR TR INVESTMENT GR BD 549300X4MUYWBSV82480 316188606 2500-12-31 N/A 0.00 25968.00 1061312.16 Equities FIRST TR EXCHANGE-TRADED FD NASDAQ 100 EX 5493002EKKOG6SUCER28 33733E401 2500-12-31 N/A 0.00 5186.00 499726.59 Equities FIRST TR EXCHANGE-TRADED ALPHA SHS ISSUED FRST 5493002CCQ58JV668U78 33733C108 2500-12-31 N/A 0.00 14078.00 1399188.49 Equities FIRST TR EXCHANGE-TRADED ALPHA COM SHS 549300VT0JCDY0GNZJ32 33733F101 2500-12-31 N/A 0.00 11629.00 2116129.13 Equities FIRST TR EXCHANGE-TRADED FD UT COM SHS ETF 549300QXF6DXPEKB3F89 33736Q104 2500-12-31 N/A 0.00 451.00 29145.51 Equities GRANITESHARES ETF TR 2X LONG MARA 25490063ICLIM11ZYB24 38747T583 2500-12-31 N/A 0.00 10309.00 423596.81 Equities THEMES ETF TR LEVERAGE SHS 2X 529900Y1EPSE4XMZBK33 88340F753 2500-12-31 N/A 0.00 944.00 26082.72 Equities UNITED STS BRENT OIL FD LP UNIT 54930060F5YIVMD0SM62 91167Q100 2500-12-31 N/A 0.00 3856.00 226540.00 Equities J P MORGAN EXCHANGE TRADED FD INFL MANA BD ETF 5493005532K2IEO31Z97 46654Q104 2500-12-31 N/A 0.00 9056.00 417662.72 Equities SPDR INDEX SHS FDS ST STR MSCI WLD 549300L6NXGVZIUJB982 78463X418 2500-12-31 N/A 0.00 1460.00 226072.68 Equities BICYCLE THERAPEUTICS PLC SPONSORED ADS 213800XKUI6R7GKC3E43 088786108 2500-12-31 N/A 0.00 78751.00 287441.15 Equities BNY MELLON ETF TRUST US SMLCP CORE 549300B5X60SJZVUWK57 09661T305 2500-12-31 N/A 0.00 1310.00 54686.74 Equities GRANITESHARES ETF TR 2X LONG NVDA ETF 549300MN9FQ2LPTGZI97 38747R827 2500-12-31 N/A 0.00 83.00 3020.37 Equities PIMCO EQUITY SER RAFI DYN ML US 549300KHR6FEXQWUKG52 72202L363 2500-12-31 N/A 0.00 6145.00 400167.93 Equities RBB FD INC US TREAS 20YR BD 549300NDB3PELKRIWT28 74933W544 2500-12-31 N/A 0.00 1859.00 72800.48 Equities PROSHARES TR SP500 EX FINLS 549300U5AKS5ZG8E7M64 74347B573 2500-12-31 N/A 0.00 1161.00 98019.63 Equities PROSHARES TR S&P KENSHO CLEA 549300THZNWKGH2QM472 74347G515 2500-12-31 N/A 0.00 1153.00 35540.30 Equities LEGG MASON ETF INVT ROYCE QUANT SML 549300PDRO71NW9IHD33 52468L877 2500-12-31 N/A 0.00 620.00 31659.00 Equities VANGUARD SCOTTSDALE FDS VNG RUS1000GRW N/A 92206C680 2500-12-31 N/A 0.00 51456.00 6638853.12 Equities DBX ETF TR XTRACK CSI 500 A 549300VCRO2M1146OP28 233051754 2500-12-31 N/A 0.00 6340.00 257019.16 Equities CALAMOS ETF TR AUTOC GROWT ETF 5299001ILJSKQ75FM792 12811T522 2500-12-31 N/A 0.00 40.00 1150.00 Equities DESWELL INDS INC COM 529900C4GZKVGSEF2O27 250639101 2500-12-31 N/A 0.00 3341.00 10190.05 Equities ISHARES TR LIFEPATH TGT2030 5299000Y8A5SWVJGNI77 46438G828 2500-12-31 N/A 0.00 3167.00 109831.56 Equities TWO RDS SHARED TR LEAD DY YIEL ETF 5493004O5MYND8N9K192 90214Q675 2500-12-31 N/A 0.00 5651.00 124265.49 Equities UNIFIED SER TR ONEASCENT LARGE 5493008MNKBTCUQP0V21 90470L527 2500-12-31 N/A 0.00 273.00 11233.95 Equities CLEARSIGN TECHNOLOGIES CORP COM NEW 529900KAAUSQWCW66J95 185064201 2500-12-31 N/A 0.00 775.00 2867.50 Equities FIDELITY COVINGTON TRUST ENHANCED LARGE 254900KYAE0AQL84TM76 316092113 2500-12-31 N/A 0.00 100.00 4339.00 Equities FIRST TR EXCHANGE-TRADED FD COM SHS ANNUAL 549300J0OKGDPF2LO339 33718M105 2500-12-31 N/A 0.00 299.00 26286.56 Equities FUNDX INVT TR AGGRESSIVE ETF 549300JCDTDN0LNECH20 360876882 2500-12-31 N/A 0.00 1034.00 95500.96 Equities FIRST TR EXCHANGE TRADED FD VI DORSEYWRIGHT MOM 549300TGRKP0XQ93SG22 33738R696 2500-12-31 N/A 0.00 7442.00 329432.04 Equities FUNDVANTAGE TR POLE FOCU GR ETF 254900Q74LBCDNXKDL81 36087T395 2500-12-31 N/A 0.00 568.00 12935.92 Equities FIRST TR EXCHANGE TRADED FD VI FIRST TR BLOOMBE 5493000F54KZCY1U3T29 33738R761 2500-12-31 N/A 0.00 559.00 24906.86 Equities FIRST TR EXCHNG TRADED FD VIII ACTV FCTR SMCP 549300OCRV01DG6UXQ02 33740F797 2500-12-31 N/A 0.00 9514.00 376088.42 Equities FIRST TR EXCHANGE TRADED FD VI DORSY WRGH VLU 54930041WJPH33N85H96 33741L207 2500-12-31 N/A 0.00 4916.00 191959.48 Equities FLEXSHARES TR NRTRN TR QLTY DV 549300Z60HVOAIFFJE65 33939L845 2500-12-31 N/A 0.00 3055.00 272628.20 Equities HARBOR ETF TRUST SMALL CAP EARNER 2549007R5LOX5QYB4R16 41151J786 2500-12-31 N/A 0.00 658.00 24827.66 Equities MOOG INC CL B 549300WM2I4U7OBAHG07 615394301 2500-12-31 N/A 0.00 70.00 25657.80 Equities TIDAL TRUST III ROCKE BD ETF 254900DX9FOOL95T1K22 45259A860 2500-12-31 N/A 0.00 2849.00 63775.43 Equities U S GLOBAL INVS INC CL A 529900IRM26R91LI8531 902952100 2500-12-31 N/A 0.00 24232.00 70515.12 Equities XBP GLOBAL HOLDINGS INC COM NEW 984500BE0P94C4CD8C71 98400V200 2500-12-31 N/A 0.00 21210.00 67235.70 Equities ESHALLGO INC CL A ORD SHS NEW N/A G3121H111 2500-12-31 N/A 0.00 18207.00 12561.01 Equities FITNESS CHAMPS HLDGS LTD ORD SHS CL A NEW N/A G3580P307 2500-12-31 N/A 0.00 8701.00 7978.82 Equities 2023 ETF SERIES TRUST PIC ENH INTL ETF 213800VYQ4ODLH5ZWS77 900934886 2500-12-31 N/A 0.00 494.00 11335.82 Equities TWO RDS SHARED TR HYPATIA WOMEN 5493006PSZAXD5BEWT39 90214Q576 2500-12-31 N/A 0.00 189.00 6997.59 Equities JANUS DETROIT STR TR HEND GLOB AR ETF 2138001DIVRSCT15JK67 47103U670 2500-12-31 N/A 0.00 400.00 14202.12 Equities GRAYSCALE ETHEREUM STAKING SHS NEW 529900MHV4FWORQBYD88 38964R203 2500-12-31 N/A 0.00 500.00 12845.00 Equities GRAY MEDIA INC CL A 529900TM5726KDN7UU35 389375205 2500-12-31 N/A 0.00 2744.00 12677.28 Equities KRANESHARES TRUST MSCI CHINA CLEAN 549300HN5O7BMK5AIO97 500767850 2500-12-31 N/A 0.00 100.00 2127.58 Equities JANUS DETROIT STR TR HEND EM DEBT ETF 529900QLTSH6GU0R4M68 47103U738 2500-12-31 N/A 0.00 583.00 29819.98 Equities ADVISORS INNER CIRCLE FD III DEMCRATIC LG ETF 549300M5EXXX4OS3ZE95 00774Q346 2500-12-31 N/A 0.00 2819.00 136747.72 Equities ABSOLUTE SHS TR WBI BBR VAL 3000 549300NII1Q8B4GY1P97 00400R601 2500-12-31 N/A 0.00 660.00 22885.04 Equities ADVISORSHARES TR INSIDER ADVANTA 54930085C9IKMRA4B072 00768Y818 2500-12-31 N/A 0.00 620.00 89482.62 Equities INVESCO DB MULTI-SECTOR COMMOD BASE METALS FD 549300I8WTPB4O7RVF32 46140H700 2500-12-31 N/A 0.00 115000.00 2939400.00 Equities OLB GROUP INC COM N/A 67086U406 2500-12-31 N/A 0.00 24408.00 4652.16 Equities SPINNAKER ETF SERIES GENTER CAP MUNIC 52990007V4QWGFCEZW48 84858T780 2500-12-31 N/A 0.00 1700.00 16677.00 Equities NUSHARES ETF TR NUVE HI CORP ETF 254900BHVIZ3N6CM2C91 67092P680 2500-12-31 N/A 0.00 4408.00 105545.15 Equities KANDAL M VENTURE LTD SHS CL A N/A G5225N100 2500-12-31 N/A 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FD TR GBL LISTED PVT 549300WINPXXJXBQXI26 46137V118 2500-12-31 N/A 0.00 511.00 28937.93 Equities FRANKLIN TEMPLETON ETF TR EMERGING MKTS DB 254900I1SI397KV3HH89 35473P314 2500-12-31 N/A 0.00 195.00 4699.50 Equities VANGUARD INDEX FDS MRNGSTR TTL STK N/A 922908769 2500-12-31 N/A 0.00 1143.00 428922.18 Equities SCHWAB STRATEGIC TR US DIVIDEND EQ 549300MUIMRQQDWJ5226 808524797 2500-12-31 N/A 0.00 94381.00 3100415.85 Equities DIREXION SHARES ETF TRUST DA FT CH BU ETF 549300YMKNZYZ3DHFK91 25460G195 2500-12-31 N/A 0.00 3870.00 95356.80 Equities DEFINITIVE HEALTHCARE CORP CLASS A COM N/A 24477E103 2500-12-31 N/A 0.00 16069.00 14944.17 Equities EA SERIES TRUST BRID OMN SMA ETF 549300VKRWFTRZFTCQ17 02072L532 2500-12-31 N/A 0.00 1100.00 30937.50 Equities ALECTOR INC COM 549300Z8RQOIY1JMHC25 014442107 2500-12-31 N/A 0.00 168829.00 315710.23 Equities OPTIMUM COMMUNICATIONS INC CL A 54930064K3612MGCER95 02156K103 2500-12-31 N/A 0.00 228928.00 233506.56 Equities AMERICAN CENTY ETF TR US SML CP VALU 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INVESCO EXCHANGE TRADED FD TR BLDG CONSTR ETF 5493006O477QJUWKP203 46137V779 2500-12-31 N/A 0.00 70.00 6410.79 Equities INSPIRED ENTMT INC COM 549300ZUGYK6NBIU6D69 45782N108 2500-12-31 N/A 0.00 15132.00 49784.28 Equities CONNECT BIOPHARMA HLDGS LTD SHS N/A G23549101 2500-12-31 N/A 0.00 548.00 543.62 Equities CODERE ONLINE LUXEMBOURG S A ORDINARY SHARES 222100ZJU57ZQLLYNO89 L18268109 2500-12-31 N/A 0.00 97.00 937.02 Equities HELEN OF TROY LTD COM N/A G4388N106 2500-12-31 N/A 0.00 34.00 957.10 Equities POLIBELI GROUP LTD CL A ORD SHS N/A G71604105 2500-12-31 N/A 0.00 86.00 501.38 Equities MAXCYTE INC COM 54930053YHXULRFCU991 57777K106 2500-12-31 N/A 0.00 635.00 749.30 Equities RIVER CITY BK SACRAMENTO CALIF COM 549300TGUS6Y1N77GV58 76803X106 2500-12-31 N/A 0.00 38.00 1960.04 Equities SPDR SERIES TRUST ST BLOO HIGH ETF 549300NCLW2248PN7J24 78468R622 2500-12-31 N/A 0.00 57100.00 5305161.00 Equities DMC GLOBAL INC COM 549300CBDXD1Z5MRNG02 23291C103 2500-12-31 N/A 0.00 3729.00 21031.56 Equities CHAGEE HLDGS LTD SPONSORED ADS 984500EBA7IRCB66FD03 15743P104 2500-12-31 N/A 0.00 948.00 10769.28 Equities U HAUL HOLDING COMPANY COM SER N 5493003WIDMLDHYC6Y24 023586506 2500-12-31 N/A 0.00 96.00 5131.20 Equities OCTAVE SPECIALTY GROUP INC COM NEW 5493000UC0RBBNDHI717 023139884 2500-12-31 N/A 0.00 52809.00 216516.90 Equities AMERICAN CENTY ETF TR INTL SMCP VLU 549300IHSLZS0JQXM287 025072802 2500-12-31 N/A 0.00 791273.00 86533615.28 Equities AMERICAN CENTY ETF TR US EQT ETF 54930069ENIYWNS5S829 025072885 2500-12-31 N/A 0.00 59.00 7584.45 Equities AMERICAN CENTY ETF TR US LARGE CAP VLU 549300F1U7C6RG7BQE89 025072349 2500-12-31 N/A 0.00 20250.00 1844370.00 Equities ALTIMMUNE INC COM NEW 549300EOYCQ8SW3NVE64 02155H200 2500-12-31 N/A 0.00 122869.00 364920.93 Equities VANGUARD SCOTTSDALE FDS VNG RUS1000VAL N/A 92206C714 2500-12-31 N/A 0.00 5617.00 613264.06 Equities VANGUARD INDEX FDS S&P 500 ETF SHS N/A 922908363 2500-12-31 N/A 0.00 39745.00 27919272.70 Equities COSTAMARE BULKERS 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2500-12-31 N/A 0.00 235381.00 8294826.44 Equities INVESCO EXCHANGE-TRADED FD TR S&P SMALLCAP 600 5493007MWNMX3MSZVQ50 46138G664 2500-12-31 N/A 0.00 7.00 396.97 Equities INVESCO EXCHANGE-TRADED FD TR NASDAQ 100 ETF 549300TKJ3EA6QHM7D23 46138G649 2500-12-31 N/A 0.00 3242.00 985016.86 Equities INVESCO EXCHANGE-TRADED FD TR RAFI EMRGNG MRKT 5493003H1JIGI1UCJV78 46138E727 2500-12-31 N/A 0.00 9146.00 266148.60 Equities NVIDIA CORPORATION COM 549300S4KLFTLO7GSQ80 67066G104 2500-12-31 N/A 0.00 548831.00 124699891.51 Equities GLOBAL X FDS GLOBAL X SILVER 549300W0XPL6JJ7JYT05 37954Y848 2500-12-31 N/A 0.00 28.00 2440.76 Equities INVESCO EXCHANGE-TRADED FD TR RAFI EMRGNG MRKT 5493003H1JIGI1UCJV78 46138E727 2500-12-31 N/A 0.00 322.00 9370.20 Equities FIRST TR EXCHANGE-TRADED FD SHS 549300P5LD08LT4J5846 337345102 2500-12-31 N/A 0.00 19495.00 6403327.70 Equities FIRST TR EXCHANGE TRADED FD VI RISNG DIVD ACHIV 549300R71VNLKJ6ASS69 33738R506 2500-12-31 N/A 0.00 164764.00 12986698.48 Equities 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549300W0WX9TL4G6HM56 464287457 2500-12-31 N/A 0.00 79637.00 6463338.92 Equities ISHARES TR S&P 100 ETF 549300G3FWQPUM47D181 464287101 2500-12-31 N/A 0.00 72.00 27493.92 Equities ISHARES TR CORE S&P US VLU 5493000QQ8DI7M01C732 464287663 2500-12-31 N/A 0.00 1590.00 176140.20 Equities FIVE9 INC COM 254900MXP6EWY0SFFR59 338307101 2500-12-31 N/A 0.00 93.00 3162.93 Equities FULCRUM THERAPEUTICS INC COM N/A 359616109 2500-12-31 N/A 0.00 55055.00 203703.50 Equities FEDERAL SIGNAL CORP COM 549300RTXZRPTNP6G884 313855108 2500-12-31 N/A 0.00 78.00 8912.28 Equities MADDEN STEVEN LTD COM 549300Z9GZ7GYJWSGF43 556269108 2500-12-31 N/A 0.00 1210.00 54619.40 Equities INNOVATIVE SOLUTIONS & SUPPORT COM 254900AR4A0IR8VM4E39 45769N105 2500-12-31 N/A 0.00 1586.00 29705.78 Equities SPDR SERIES TRUST ST LON TREAS ETF 549300GYQKAMF6JUVI06 78464A664 2500-12-31 N/A 0.00 54606.00 1308359.76 Equities NATIONAL CINEMEDIA INC COM NEW 5493000MOLIVSOGKEB48 635309206 2500-12-31 N/A 0.00 47938.00 110257.40 Equities SAB 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ISHARES TR S&P MC 400VL ETF 549300RXJ5JGMYH3Y929 464287705 2500-12-31 N/A 0.00 18235.00 2533388.55 Equities ISHARES TR IBONDS DEC 2032 549300ZCXA0SQGYFIX78 46436E296 2500-12-31 N/A 0.00 2472.00 53778.36 Equities ONE LIBERTY PPTYS INC COM 549300QII1CQZGZBZR14 682406103 2500-12-31 N/A 0.00 27.00 595.89 Equities ISHARES TR CORE HIGH DV ETF 549300M7WVLJWAVPDO86 46429B663 2500-12-31 N/A 0.00 74617.00 2102707.06 Equities ISHARES TR IBOXX HI YD ETF 549300FCCXHK7O37PQ68 464288513 2500-12-31 N/A 0.00 1305089.00 100961685.04 Equities KORRO BIO INC COM N/A 500946108 2500-12-31 N/A 0.00 8617.00 82378.52 Equities GRANITE RIDGE RESOURCES INC COM 254900CAHJQKOQ1YZC67 387432107 2500-12-31 N/A 0.00 148529.00 637189.41 Equities FIRST TR EXCHANGE-TRADED FD II ENERGY ALPHADX 549300FP3GJL1GH4RT40 33734X127 2500-12-31 N/A 0.00 2100.00 46032.00 Equities FIRST TR EXCHANGE-TRADED FD II ENERGY ALPHADX 549300FP3GJL1GH4RT40 33734X127 2500-12-31 N/A 0.00 214014.00 4691186.88 Equities FIDELITY COVINGTON TRUST MSCI 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14816.00 1600556.18 Equities LIMONEIRA CO COM 549300UCPZVJGYHI7550 532746104 2500-12-31 N/A 0.00 767.00 9296.04 Equities JOHN HANCOCK EXCHANGE TRADED MULTI INTL ETF 549300HTHI59FY7GBH65 47804J859 2500-12-31 N/A 0.00 77684.00 3474805.32 Equities LCNB CORP COM N/A 50181P100 2500-12-31 N/A 0.00 643.00 11972.66 Equities LENZ THERAPEUTICS INC COM N/A 52635N103 2500-12-31 N/A 0.00 35579.00 137334.94 Equities LENSAR INC COM N/A 52634L108 2500-12-31 N/A 0.00 1087.00 7500.30 Equities VANECK ETF TRUST SEMICONDUCTR ETF 549300MJTG2N9QRH7I02 92189F676 2500-12-31 N/A 0.00 205470.00 124699743.00 Equities VANGUARD WORLD FD HEALTH CAR ETF N/A 92204A504 2500-12-31 N/A 0.00 2515.00 804271.85 Equities ESCALADE INC COM N/A 296056104 2500-12-31 N/A 0.00 790.00 15278.60 Equities TIDAL TRUST I SP FDS S&P 500 549300JL4D4SLC04BO54 886364801 2500-12-31 N/A 0.00 197534.00 11765125.04 Equities TIDAL TRUST II YIE MST OPT NEW 5299004G7E7UWNBYX252 88636X732 2500-12-31 N/A 0.00 8049.00 130313.31 Equities SPDR SERIES 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N/A 0.00 40316.00 419689.56 Equities ULTIMUS MANAGERS TR WEST EN OPPO ETF 254900JXYOQ40QB1WP18 90386K530 2500-12-31 N/A 0.00 7901.00 197378.04 Equities GABELLI ETFS TRUST GLOB TEC LEA ETF 254900M1XCSV6Z1MUE92 36261K301 2500-12-31 N/A 0.00 1790.00 72394.04 Equities PROSHARES TR SP500 EX ENRGY 549300TNY0VNIXW5FJ64 74347B581 2500-12-31 N/A 0.00 1026.00 84336.58 Equities ETF OPPORTUNITIES TRUST GSR CRY CO3 ETF 254900L25ICQETTFAC20 26923Q143 2500-12-31 N/A 0.00 679.00 24966.83 Equities THE ALGER ETF TRUST CONCENTRATED EQT 254900TOXQPAWYD9ZJ15 015564404 2500-12-31 N/A 0.00 194800.00 7901088.00 Equities EA SERIES TRUST STAN SU BETA ETF 529900Y34YQ4F77O7P87 02072L151 2500-12-31 N/A 0.00 1539.00 50782.08 Equities ALPHA COGNITION INC COM NEW 254900J4A8UTBGYKPA90 02074J501 2500-12-31 N/A 0.00 96164.00 837588.44 Equities AGORA INC ADS 5493001S8SBPD13GC964 00851L103 2500-12-31 N/A 0.00 349735.00 1451400.25 Equities ADVISORS SER TR SCHARF ETF 5299009087NDQMULG802 00770X220 2500-12-31 N/A 0.00 13232.00 750878.95 Equities T ROWE PRICE EXCHANGE-TRADED INTL EQT RESEARC 2549000A93JD046CHJ45 87283Q735 2500-12-31 N/A 0.00 8572.00 277792.80 Equities VANGUARD SCOTTSDALE FDS INTER TERM TREAS N/A 92206C706 2500-12-31 N/A 0.00 355546.00 20159458.20 Equities FIRST TR EXCH TRD ALPHDX FD II CHINA ALPHADEX 549300X7CFZMNE2POE32 33737J141 2500-12-31 N/A 0.00 41397.00 1062048.31 Equities ITAU UNIBANCO HLDG S A SPON ADR REP PFD 5493002W2IVG62O3ZJ94 465562106 2500-12-31 N/A 0.00 2491896.00 20159438.64 Equities MARTIN MIDSTREAM PRTNRS L P UNIT L P INT N/A 573331105 2500-12-31 N/A 0.00 24300.00 52245.00 Equities MILESTONE PHARMACEUTICALS INC COM N/A 59935V107 2500-12-31 N/A 0.00 1418695.00 1163329.90 Equities LUXEXPERIENCE BV SPONSORED ADS N/A 55406W103 2500-12-31 N/A 0.00 32015.00 307664.15 Equities MADISON ETFS TRUST SHOR TERM ST ETF 5493000IALOEBWLDVK15 557441201 2500-12-31 N/A 0.00 1582.00 31220.77 Equities CANARY XRP ETF SHS 529900ML7BY7OFDM3104 13723M100 2500-12-31 N/A 0.00 233656.00 3702209.22 Equities BHAV ACQUISITION CORP CL A ORD SHS N/A G1R59W101 2500-12-31 N/A 0.00 3872.00 38797.44 Equities ZEPP HEALTH CORPORATION SPONSORED ADR 529900B5C2R4FTJCRN49 98945L204 2500-12-31 N/A 0.00 85774.00 339665.04 Equities CROWN RESV ACQUISITION CORP I ORD SHS CL A N/A G2574F119 2500-12-31 N/A 0.00 25554.00 261161.88 Equities CANTOR EQUITY PARTNERS IV INC SHS CL A N/A G1828E100 2500-12-31 N/A 0.00 58960.00 606108.80 Equities BANCO BRADESCO S A SP ADR PFD NEW 549300CTUU1RFXHQJE44 059460303 2500-12-31 N/A 0.00 4014200.00 13487712.00 Equities SPINNAKER ETF SERIES INDE QUAL EA ETF 529900RHR6KWU6NOXQ08 84858T756 2500-12-31 N/A 0.00 48.00 545.24 Equities SPINNAKER ETF SERIES INDE YI FIXE ETF 5299003N08G7Y74N2S21 84858T749 2500-12-31 N/A 0.00 2107.00 20016.50 Equities NUSHARES ETF TR NUVE HI CORP ETF 254900BHVIZ3N6CM2C91 67092P680 2500-12-31 N/A 0.00 85371.00 2044123.22 Equities NYLIM ACTIVE ETF TR MACKAY MUNI SHRT 529900IUV9ITS9M0DL55 64953X100 2500-12-31 N/A 0.00 13042.00 321485.30 Equities GRANITESHARES ETF TR YIELDBOOST BIOTC 2549008L5S27TEHJ5352 38747T641 2500-12-31 N/A 0.00 2055.00 42127.50 Equities FIDELITY SOLANA FD BENEFICIAL INT 254900Q9231L0RUCAR39 31641G104 2500-12-31 N/A 0.00 40.00 559.40 Equities INFINITE EAGLE ACQUISITION COR CL A N/A G4802J103 2500-12-31 N/A 0.00 47208.00 483882.00 Equities ELECTRA BATTERY MATERIALS CORP COM 5493009ZPOP6FTZAUU15 28474P706 2500-12-31 N/A 0.00 498800.00 253440.28 Equities EXCHANGE LISTED FDS TR QRAFT AI US MMTM 549300GE7TLHVR9RWF36 30151E780 2500-12-31 N/A 0.00 504.00 30856.74 Equities FORTRESS VALUE ACQU CORP V ORD SHS CL A N/A G3645T104 2500-12-31 N/A 0.00 18348.00 187149.60 Equities FIRST TR EXCHANGE TRADED FD VI S NETWRK E-COM 549300IEDB7KPSY32N93 33738R829 2500-12-31 N/A 0.00 101.00 3381.96 Equities FIRST TR EXCHNG TRADED FD VIII ACTIVE GLOBAL 5493000JAIO4HZXNFP81 33740F383 2500-12-31 N/A 0.00 3844.00 70306.76 Equities NEOS ETF TRUST NEOS ENHCD INME 549300DPLDPJIDKCEQ92 78433H402 2500-12-31 N/A 0.00 5128.00 230426.17 Equities IMPAX FUNDS SERIES TRUST I GLOB SUS INF ETF 529900IDZS1Q7NSUI796 704223387 2500-12-31 N/A 0.00 3865.00 94982.38 Equities BICYCLE THERAPEUTICS PLC SPONSORED ADS 213800XKUI6R7GKC3E43 088786108 2500-12-31 N/A 0.00 413186.00 1508128.90 Equities TIDAL TRUST I SOUND EQUIT ETF 549300GE3V0GYJ131M18 886364793 2500-12-31 N/A 0.00 39.00 1139.19 Equities TORTOISE CAPITAL SERIES TRUST NORTH AMRCN PIPE 254900VTPHLD0IPOJQ55 890930308 2500-12-31 N/A 0.00 50213.00 2014545.56 Equities TWO RDS SHARED TR LEAD DY YIEL ETF 5493004O5MYND8N9K192 90214Q675 2500-12-31 N/A 0.00 5651.00 124265.49 Equities THORNBURG ETF TR CORE PLUS BD ETF 2549007200VZNRTQ7D45 88521L108 2500-12-31 N/A 0.00 4776.00 114934.44 Equities FIDELITY MERRIMACK STR TR SYSTEMATIC MUN 254900SOPM7VUGA4G733 316188846 2500-12-31 N/A 0.00 12059.00 560575.88 Equities CALAMOS ETF TR AUTOC GROWT ETF 5299001ILJSKQ75FM792 12811T522 2500-12-31 N/A 0.00 40.00 1150.00 Equities VANECK SOLANA TR COM SHS BEN INT 254900S14T1MOLQX6C29 92200B100 2500-12-31 N/A 0.00 32852.00 524482.18 Equities EXCHANGE LISTED FDS TR BILLI CLUB ETF 529900JI2LC9679O4926 30151E434 2500-12-31 N/A 0.00 2481.00 63633.43 Equities EXCHANGE TRADED CONCEPTS TRUST FMQQ NEX FRO ETF 549300RHTKUJDQ8LQE59 301505590 2500-12-31 N/A 0.00 11121.00 132318.77 Equities TIDAL TRUST II CARBON CLCTV CLM 5493008VSTPRHOFOQF49 88634T105 2500-12-31 N/A 0.00 2853.00 70184.66 Equities SPROTT FDS TR NICKE MINER ETF 254900RJVJV4WN8J0754 85208P600 2500-12-31 N/A 0.00 29567.00 404476.56 Equities NEUBERGER BERMAN ETF TRUST FLEXIBLE CREDIT 2549008ASCDI2PAL2M84 64135A879 2500-12-31 N/A 0.00 1258.00 62025.82 Equities ISHARES TR MSCI UK ETF NEW 549300D5PVRLB9ULJS58 46435G334 2500-12-31 N/A 0.00 430298.00 20159461.30 Equities FIDELITY COVINGTON TRUST INT HG DIV ETF 549300V1O2W9E2XS0R14 316092725 2500-12-31 N/A 0.00 42495.00 1188585.15 Equities HARBOR ETF TRUST EMERGING MKTS 2549005EMT8RN86W5H15 41151J711 2500-12-31 N/A 0.00 500.00 14140.65 Equities GUINNESS ATKINSON FDS SMART TRANSN ETF 549300V00BLH54GDJS35 402031876 2500-12-31 N/A 0.00 174.00 10652.96 Equities BNY MELLON ETF TRUST II MUNICIPAL INTER 254900UKFBUEECF8UJ57 05613H704 2500-12-31 N/A 0.00 15290.00 377127.85 Equities KRANESHARES TRUST QUADRATIC DEFLAI 549300HZDPG3D5N0QI26 500767181 2500-12-31 N/A 0.00 7224.00 688039.04 Equities CIA ENERGETICA DE MINAS GERAIS SP ADR N-V PFD 254900W703PXLDSEM056 204409601 2500-12-31 N/A 0.00 793561.00 1626800.05 Equities BLACKROCK ETF TRUST ISHA US AWAR ETF 549300GZDO1SQ7LRLO36 09290C509 2500-12-31 N/A 0.00 3717.00 304013.43 Equities QUETTA ACQUISITION CORP COM N/A 74841A105 2500-12-31 N/A 0.00 1295.00 15255.10 Equities RBB FD INC F/M COMPOUNDR 529900QHY7UVHT8V7Y98 74933W155 2500-12-31 N/A 0.00 630.00 31868.49 Equities PROSHARES TR ULTR S& 500 EQUA 529900VN4C2QIOA21O17 74349Y449 2500-12-31 N/A 0.00 32800.00 1539632.00 Equities WISDOMTREE TR INFLA PLUS FD 254900US5BCIDB07AC11 97717Y352 2500-12-31 N/A 0.00 6448.00 236222.48 Equities INVEST GREEN ACQUISITION CORP CL A ORD SHS N/A G4924G102 2500-12-31 N/A 0.00 23468.00 237378.82 Equities TAIWAN SEMICONDUCTOR MANUFACT SPONSORED ADS 549300KB6NK5SBD14S87 874039100 2500-12-31 N/A 0.00 44118.00 20159278.92 Equities HELIX ACQUISITION CORP III USD CL A ORD SHS N/A G4444S107 2500-12-31 N/A 0.00 26016.00 275769.60 Equities AMANAT ACQUISITION CORP CL A ORD N/A G0375M101 2500-12-31 N/A 0.00 61368.00 635158.80 Equities SILVER PEGASUS ACQUISITION COR SHS CL A N/A G8192J102 2500-12-31 N/A 0.00 17075.00 177750.75 Equities THEMES ETF TR GLOB SYS BKS ETF 529900FKUPZBCJWO2H55 882927601 2500-12-31 N/A 0.00 14247.00 894399.59 Equities NORTHERN LTS FD TR III CP HIGH YILD TRD 5493006HH8Z3PX8JNW39 66538R722 2500-12-31 N/A 0.00 5551.00 115294.27 Equities ALPS ETF TR BBH INTER ETF 5493006RUFZBJW34VD51 00162Q411 2500-12-31 N/A 0.00 6118.00 149551.45 Equities ALPS ETF TR REIT DIVIDE DOGS 54930071PTEFFC477C85 00162Q106 2500-12-31 N/A 0.00 1211.00 45962.17 Equities AB ACTIVE ETFS INC INTL GROWTH ETF 254900I5OQVR9BOTOL95 00039J749 2500-12-31 N/A 0.00 193.00 5504.15 Equities ALPS ETF TR EM SECT DIV DG 549300DACQRFE026T168 00162Q668 2500-12-31 N/A 0.00 2499.00 59121.84 Equities AB ACTIVE ETFS INC CORPORATE BD ETF 254900SWUO8JGVSQXB63 00039J863 2500-12-31 N/A 0.00 352.00 11770.53 Equities ALPS ETF TR DYNAM US ETF 549300DG1SJ4BWOH3Z18 00162Q528 2500-12-31 N/A 0.00 3305.00 234886.35 Equities SPDR SERIES TRUST ST TERM HIGH ETF 549300YI2V5ELVW58659 78468R408 2500-12-31 N/A 0.00 16550.00 402165.00 Equities SSGA ACTIVE TR STATE STR MY2034 9845005583B713FC0873 78470P739 2500-12-31 N/A 0.00 1672.00 38790.40 Equities SELECT SECTOR SPDR TR ST STR FINL ETF 549300Y12KQ6ZG08NY28 81369Y605 2500-12-31 N/A 0.00 373248.00 20159124.48 Equities SIMPLIFY EXCHANGE TRADED FUNDS GAMMA EMERGING 5299007RKKJ9VVHGQM80 82889N459 2500-12-31 N/A 0.00 8225.00 211259.12 Equities WISDOMTREE TR CORE LADD MUN FD 254900IG986AZSBGL811 97717Y386 2500-12-31 N/A 0.00 1065.00 25687.80 Equities FIGX CAP ACQUISITION CORP. USD CL A ORD SHS N/A G3473K100 2500-12-31 N/A 0.00 23200.00 239192.00 Equities INVESCO EXCH TRD SLF IDX FD TR BULLETSHARE 2034 254900YIWJ1HVLZS5D24 46139W767 2500-12-31 N/A 0.00 26836.00 604886.12 Equities NIU TECHNOLOGIES ADS 549300NJKNSC80EVQ065 65481N100 2500-12-31 N/A 0.00 3499.00 6718.08 Equities LEONABIO INC COM 529900CSS4S4X8VY5C81 04746L203 2500-12-31 N/A 0.00 59566.00 209076.66 Equities SIMPLIFY EXCHANGE TRADED FUNDS NATL MUNI BD ETF 529900353K7RNME76302 82889N442 2500-12-31 N/A 0.00 4795.00 109469.85 Equities RBB FD INC F M 3 YR ETF 5299006YR4R79V4XHA43 74933W395 2500-12-31 N/A 0.00 2655.00 131449.05 Equities KRANESHARES TRUST MSCI ONE BELT 549300224X9BV37QDG14 500767868 2500-12-31 N/A 0.00 730.00 19912.43 Equities PROSHARES TR S&P 500 BUYBACK 529900KXFJ7020PZQ557 74350U682 2500-12-31 N/A 0.00 3135.00 129866.43 Equities VNET GROUP INC SPONSORED ADS A 529900672GYJQ3T38I58 90138A103 2500-12-31 N/A 0.00 262602.00 1499457.42 Equities ISHARES TR FUTU EXPO TE ETF 5493001QZSH136RMZK19 46434V381 2500-12-31 N/A 0.00 10030.00 838248.22 Equities ISHARES TR MSCI PERU GL ETF 5493004LUWWHLLHWFK32 464289842 2500-12-31 N/A 0.00 3270.00 292959.30 Equities ISHARES TR IBOXX HI YD ETF 549300FCCXHK7O37PQ68 464288513 2500-12-31 N/A 0.00 260592.00 20159397.12 Equities ETF OPPORTUNITIES TRUST KING TACT BD ETF 549300A8K9NR1TW02282 26923N702 2500-12-31 N/A 0.00 23.00 514.05 Equities TRG LATIN AMER ACQUIS CORP CL A ORD SHS N/A G9037S109 2500-12-31 N/A 0.00 34576.00 345068.48 Equities TAILWIND 2.0 ACQUISITION CORP ORD SHS CL A N/A G8662J111 2500-12-31 N/A 0.00 28333.00 286729.96 Equities TIDAL TRUST II DEFIANCE DAILY T 254900YVW5RSJIRLDG06 88636Y482 2500-12-31 N/A 0.00 18502.00 85849.28 Equities PACER FDS TR CASH COWS ETF 549300LN01SML1MG7602 69374H659 2500-12-31 N/A 0.00 66.00 3233.52 Equities WISDOMTREE TR NEW ECON REAL ES 549300EVAKHIPRKN7I44 97717W331 2500-12-31 N/A 0.00 2994.00 67200.03 Equities SKINHEALTH SYSTEMS INC COM CL A 5493001Z2JZQT4C63C50 88331L108 2500-12-31 N/A 0.00 1865488.00 1158654.60 Equities LISTED FDS TR ALEX PRA TAC ETF 5493007SSD1LO6II5S51 53656F425 2500-12-31 N/A 0.00 11575.00 467501.52 Equities GRANITESHARES ETF TR AUTOCALLABLE NV N/A 38747T716 2500-12-31 N/A 0.00 2460.00 62779.20 Equities PACER FDS TR LUNT LRG CP ALTR N/A 69374H717 2500-12-31 N/A 0.00 840.00 36993.60 Equities KANZHUN LIMITED SPONSORED ADS 254900F4ZCBITP7L0251 48553T106 2500-12-31 N/A 0.00 108916.00 1543339.72 Equities ISHARES TR GL CLEAN ENE ETF 549300WONOCNDW382894 464288224 2500-12-31 N/A 0.00 1185152.00 20159435.52 Equities ISHARES INC CORE MSCI EMKT 5493007C24Z3ZDJ0VD06 46434G103 2500-12-31 N/A 0.00 113087.00 9260694.43 Equities AUTOLUS THERAPEUTICS LTD SPON ADS 549300C0KZP8EYROLL02 05280R100 2500-12-31 N/A 0.00 1802064.00 3351839.04 Equities AMERICAN CENTY ETF TR AVA RES MAR ETF 549300DEB5ZG4OL1O618 025072315 2500-12-31 N/A 0.00 3173.00 253038.18 Equities Y 2026-10-01 2026-12-29 2027-01-19 Y JP MORGAN SECURITIES LLC 1.0000 90 N N N 0.0436 400000000.00 400000000.00 0.0010 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 4.360000% ARP1KDDO5 ZBUT11V806EZRVTWT807 0000782124 ARP1KDDO5 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash N N N Y ISHARES TR 0-5YR HI YL CP 549300R96U5WQ7R5ID10 46434V407 2500-12-31 N/A 0.00 21460.00 886512.60 Equities PLDT INC SPONSORED ADR 254900ADE8GQHM5P2648 69344D408 2500-12-31 N/A 0.00 42403.00 718730.85 Equities SELECT SECTOR SPDR TR ST STR FINL ETF 549300Y12KQ6ZG08NY28 81369Y605 2500-12-31 N/A 0.00 94432.00 5100272.32 Equities VICTORY PORTFOLIOS II SHS FR CA FL ETF 5493000FVGQ9SU6HI752 92647X830 2500-12-31 N/A 0.00 7233.00 368955.33 Equities INOVIO PHARMACEUTICALS INC COM SHS 529900B9W875XDZXTM97 45773H409 2500-12-31 N/A 0.00 68568.00 76110.48 Equities MFS ACTIVE EXCHANGE TRADED FUN BLEND MARKE ETF 254900VCRNL9VU2B2205 55286W884 2500-12-31 N/A 0.00 830.00 22899.70 Equities OSPREY BITCOIN TR UNIT BEN INT 529900QG8XXFONXWQQ37 68839C206 2500-12-31 N/A 0.00 8353.00 223818.64 Equities ISHARES TR MSCI EAFE ETF 549300O0XO3KDQV68404 464287465 2500-12-31 N/A 0.00 88624.00 9264752.96 Equities ISHARES INC MSCI ISRAEL ETF 5493002NZTVKJGKTNC72 464286632 2500-12-31 N/A 0.00 3451.00 419089.44 Equities ISHARES TR CORE S&P500 ETF 5493007M4YMN8XL48C14 464287200 2500-12-31 N/A 0.00 25132.00 19289312.64 Equities FRANKLIN TEMPLETON ETF TR PUTNA STK ETF 254900YIK5OYC211GY96 35473P330 2500-12-31 N/A 0.00 336.00 8880.11 Equities BLACK HAWK ACQUISITION CORP USD CL A SHS N/A G1148A101 2500-12-31 N/A 0.00 2743.00 33766.33 Equities ALDEL FINL II INC CL A N/A G01558108 2500-12-31 N/A 0.00 28102.00 303782.62 Equities M3-BRIGADE ACQUISITION VI CORP ORD SHS CL A 529900K3KULJYPOBI946 G63221108 2500-12-31 N/A 0.00 24620.00 252355.00 Equities ELME COMMUNITIES SH BEN INT 549300DI34BGS8LVKW95 939653101 2500-12-31 N/A 0.00 10428.00 17936.16 Equities PACER FDS TR CASH COWS ETF 549300LN01SML1MG7602 69374H659 2500-12-31 N/A 0.00 66.00 3233.52 Equities WISDOMTREE TR INTK MLTIFACTR 5493008WED0ED5IK6W75 97717Y774 2500-12-31 N/A 0.00 1591.00 53245.68 Equities DOGWOOD THERAPEUTICS INC COM NEW N/A 92829J203 2500-12-31 N/A 0.00 73772.00 99592.20 Equities WISDOMTREE TR 1 3 YR LADDERED 25490032HPMOSDOI9H84 97717Y394 2500-12-31 N/A 0.00 1195.00 59318.13 Equities SPROTT ETF TRUST JR GOLD MINERS E 549300CBKJHPX82GMQ03 85210B201 2500-12-31 N/A 0.00 1321.00 118929.63 Equities WISDOMTREE TR NEW ECON REAL ES 549300EVAKHIPRKN7I44 97717W331 2500-12-31 N/A 0.00 1151.00 25834.08 Equities FIRST TR EXCHANGE-TRADED FD WCM GLOB EQU ETF 254900J5YSB8LKEUQT17 33733E633 2500-12-31 N/A 0.00 216.00 4541.03 Equities DIREXION SHARES ETF TRUST DAILY ETHER BUL N/A 25461H473 2500-12-31 N/A 0.00 3000.00 107500.50 Equities EXCHANGE TRADED CONCEPTS TRUST ETC 6 LOW BETA 549300JMPISHRRF9IF22 301505699 2500-12-31 N/A 0.00 5057.00 189128.26 Equities COHEN & STEERS ETF TRUST REAL EST ACT ETF 636700MK3MWWM3PQT186 19249U104 2500-12-31 N/A 0.00 87000.00 2342040.00 Equities PROFESIONALLY MANAGED PORTFOLI CONG SMID GR ETF 254900NYAXOL69FD7C15 74316P645 2500-12-31 N/A 0.00 3584.00 121748.48 Equities PRECIDIAN ETFS TR HSBC HLDG PLC AD 254900H7TDUJ61ICC463 74016W205 2500-12-31 N/A 0.00 1200.00 135612.00 Equities COLUMBIA ETF TR I DIVERSIFID FXD 5493000XJTC3ZADRR062 19761L508 2500-12-31 N/A 0.00 3596.00 61995.04 Equities COLUMBIA ETF TR I SELECT TECHNOLO 5493005P609ULCRT9076 19761L870 2500-12-31 N/A 0.00 3476.00 138808.50 Equities VANGUARD SCOTTSDALE FDS VNG RUS2000IDX N/A 92206C664 2500-12-31 N/A 0.00 171143.00 19289527.53 Equities CELLECTIS S A SPON ADS 5493000KKX5VQ37Q2W83 15117K103 2500-12-31 N/A 0.00 66489.00 97738.83 Equities BARON ETF TR FIRST PRINC ETF 254900C89SBHGLMCVB50 06829D107 2500-12-31 N/A 0.00 128240.00 2998251.20 Equities VANECK ETF TRUST TECHN TRUSE ETF 2549000PQGB4XPASE011 92189H631 2500-12-31 N/A 0.00 3054.00 101562.30 Equities TIDAL TRUST II YIE BIT INC ETF 2549000RRVC36Z5IBG74 88636X104 2500-12-31 N/A 0.00 24165.00 506498.40 Equities LISTED FDS TR ALEX PRA TAC ETF 5493007SSD1LO6II5S51 53656F425 2500-12-31 N/A 0.00 11575.00 467501.52 Equities KURV ETF TR TECH TIT SEL ETF 52990045IWXABDVYET65 500948302 2500-12-31 N/A 0.00 2923.00 85439.29 Equities FIRST TR EXCHANGE-TRADED FD II DJ INTL INTRNT 549300C6JZUPZ0HUP086 33734X770 2500-12-31 N/A 0.00 21098.00 546398.11 Equities DIMENSIONAL ETF TRUST WORLD EQUITY ETF 5493000MTO0RSDZPTW82 25434V617 2500-12-31 N/A 0.00 21344.00 1779235.84 Equities M EVO GBL ACQUISITION CORP II ORD SHS CL A N/A G6071J102 2500-12-31 N/A 0.00 67132.00 671320.00 Equities INVESCO EXCHANGE-TRADED FD TR ESG NASDAQ 100 549300F267TCX60JAF02 46138G540 2500-12-31 N/A 0.00 21115.00 1089597.34 Equities BAOZUN INC SPONSORED ADR 549300IF0HZ7T4762633 06684L103 2500-12-31 N/A 0.00 232804.00 710052.20 Equities ISHARES TR GL CLEAN ENE ETF 549300WONOCNDW382894 464288224 2500-12-31 N/A 0.00 837096.00 14239002.96 Equities VICTORY PORTFOLIOS II VCSHS US 500 ENH 549300Q6CRVFDKHYIW55 92647N782 2500-12-31 N/A 0.00 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ACQUISITION CORP CL A N/A G8901A103 2500-12-31 N/A 0.00 75472.00 794720.16 Equities LEAPFROG ACQUISITION CORP CL A ORD SHS N/A G5414D103 2500-12-31 N/A 0.00 22396.00 225527.72 Equities BNY MELLON ETF TRUST EMRG MKT EQUIT 549300OFKVVR5H683818 09661T503 2500-12-31 N/A 0.00 15132.00 464277.00 Equities INVESCO ACTIVELY MANAGED EXCHA S&P 500 EQUA ETF 254900E7R8EPN4480A52 46090A697 2500-12-31 N/A 0.00 102571.00 5310100.67 Equities CALAMOS ETF TR S&P 500 STR MARC 529900OZMUJEE6DBWY51 12811T761 2500-12-31 N/A 0.00 381.00 9970.77 Equities FUTURE VISION II ACQUISITION SHS N/A G37068106 2500-12-31 N/A 0.00 4089.00 38150.37 Equities AMERICAN BEACON SELECT FUNDS GLG NAT RES ETF 5299006S3GSL57W1YI52 02368W408 2500-12-31 N/A 0.00 27815.00 1386577.75 Equities EA SERIES TRUST VARI PE CYCL ETF 5299001LQD8NJ47Q2W82 02072Q267 2500-12-31 N/A 0.00 11731.00 367297.61 Equities VANGUARD INDEX FDS S&P 500 ETF SHS N/A 922908363 2500-12-31 N/A 0.00 27460.00 19289551.60 Equities EA SERIES TRUST SEQU GLO VAL ETF 529900RGVG0PW882UT58 02072L276 2500-12-31 N/A 0.00 2472.00 87440.08 Equities TIDAL TRUST III ROCK GL EQUI ETF 254900U1W5W6W3FX0271 45259A886 2500-12-31 N/A 0.00 960.00 33926.40 Equities INVESCO DB MULTI-SECTOR COMMOD AGRICULTURE FD 549300CW37D800HX4P40 46140H106 2500-12-31 N/A 0.00 143502.00 4053931.50 Equities NORTHERN LTS FD TR II BEACON UNIFIED C 5493000IHXM48ZDKWC89 66538F199 2500-12-31 N/A 0.00 1503.00 45912.59 Equities INVESCO EXCHANGE-TRADED FD TR GLOBAL WATER 5493002G9L9B405RS216 46138E651 2500-12-31 N/A 0.00 6702.00 290095.40 Equities GLOBAL X FDS U S ELECT ETF 529900825393SBYF1320 37960A370 2500-12-31 N/A 0.00 115435.00 3553089.30 Equities INVESCO EXCHANGE-TRADED FD TR BLOO EN ANGE ETF 549300RRYSNQ6NV1FH31 46138E719 2500-12-31 N/A 0.00 52582.00 919133.36 Equities ISHARES INC MSCI STH KOR ETF GR1QY1XUY5M0EJSI5J57 464286772 2500-12-31 N/A 0.00 103096.00 19289261.60 Equities PROSHARES TR ULT FTSE EUROPE SFWTKM6PLSKL9V982C20 74347X526 2500-12-31 N/A 0.00 24.00 2288.85 Equities INVESCO EXCHANGE-TRADED FD TR S&P SMLCP INDL 549300RFU1GXX0KUPW74 46138E123 2500-12-31 N/A 0.00 418.00 67428.58 Equities INVESCO EXCHANGE TRADED FD TR S&P500 EQL WGT 549300F8VBQFIX481R47 46137V357 2500-12-31 N/A 0.00 92074.00 19289503.00 Equities GLOBAL X FDS INVT GRAD CO ETF 5299003YT6B3CFVILI13 37960A339 2500-12-31 N/A 0.00 4076.00 96207.05 Equities PROSHARES TR BITCOIN & ETHER 5299001LY7GNOC302Z21 74349Y308 2500-12-31 N/A 0.00 1826.00 84792.32 Equities INNOVATOR ETFS TRUST QUITY MANAGD FLR 549300J7NVPF4YSWOG58 45783Y673 2500-12-31 N/A 0.00 10550.00 412188.50 Equities ENTREPRENEURSHARES SERIES TRUS ERSH PRI PUB ETF 5493004Z5W4ALQTA2M10 293828877 2500-12-31 N/A 0.00 905188.00 19289556.28 Equities BARK INC COM NEW N/A 68622E203 2500-12-31 N/A 0.00 64991.00 537475.57 Equities ISHARES TR IBONDS DEC2026 549300YFLX0EDIINV769 46435GAA0 2500-12-31 N/A 0.00 107149.00 2597291.76 Equities GOLDMAN SACHS ETF TR DATA EN INTL ETF 9845006B10709543CA50 38149W382 2500-12-31 N/A 0.00 10820.00 450914.84 Equities AGORA INC ADS 5493001S8SBPD13GC964 00851L103 2500-12-31 N/A 0.00 9073.00 37652.95 Equities ADVISOR MANAGED PORTFOLIOS RECKONER YIELD 5299000LBEP6KTTHJI93 00777X454 2500-12-31 N/A 0.00 1856.00 96103.68 Equities KRANESHARES TRUST CSI CHI INTERNET 549300URDNVSGEWBN526 500767306 2500-12-31 N/A 0.00 791528.00 19289537.36 Equities PROSHARES TR SHORT QQQ Q95Y09OLRIOMH8CB3M62 74349Y837 2500-12-31 N/A 0.00 4823.00 119899.78 Equities DIANA SHIPPING INC COM 549300XD7FHNJ0THIV12 Y2066G104 2500-12-31 N/A 0.00 119132.00 327613.00 Equities NYLIM ACTIVE ETF TR INTL SML MID CAP 52990073WGAI93L8CK54 64953X308 2500-12-31 N/A 0.00 195.00 4908.40 Equities FIDELITY COVINGTON TRUST METAVERSE ETF 549300TQXUXRFBANFP96 316092188 2500-12-31 N/A 0.00 3583.00 138211.36 Equities FIRST TR EXCHNG TRADED FD VIII ACTIVE GLOBAL 5493000JAIO4HZXNFP81 33740F383 2500-12-31 N/A 0.00 3844.00 70306.76 Equities FRANKLIN TEMPLETON ETF TR FTSE MEXICO 549300RR8MFO12KKU693 35473P736 2500-12-31 N/A 0.00 10067.00 351690.65 Equities DBX ETF TR XTRACK MSCI EAFE VB3LV8F59BT690138S60 233051200 2500-12-31 N/A 0.00 1045.00 57610.85 Equities VANGUARD SCOTTSDALE FDS SHORT TERM TREAS N/A 92206C102 2500-12-31 N/A 0.00 64718.00 3725168.08 Equities VANGUARD INDEX FDS MRNGSTR VAL ETF N/A 922908744 2500-12-31 N/A 0.00 75264.00 16399272.96 Equities GLOBAL SELF STORAGE INC COM N/A 37955N106 2500-12-31 N/A 0.00 25957.00 126670.16 Equities FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT 549300VKM0HG3DGERT15 33738R886 2500-12-31 N/A 0.00 2208.00 55325.19 Equities GLOBAL X FDS LONG-TERM TREAS 529900QDE7VJY88TOZ66 37960A388 2500-12-31 N/A 0.00 178.00 7317.28 Equities ARMADA ACQUISITION CORP III ORD SHS CL A N/A G0R38M101 2500-12-31 N/A 0.00 24134.00 243029.38 Equities DIMENSIONAL ETF TRUST INTERNATNAL VAL 549300F3EUNKP4DGBS58 25434V807 2500-12-31 N/A 0.00 343108.00 19289531.76 Equities DOUBLELINE ETF TRUST SHIL CAP U S ETF 5493001PNRR3NTCOCG20 25861R204 2500-12-31 N/A 0.00 29679.00 924040.83 Equities MADISON ETFS TRUST SHOR TERM ST ETF 5493000IALOEBWLDVK15 557441201 2500-12-31 N/A 0.00 1582.00 31220.77 Equities SSGA ACTIVE ETF TR ST STR TOTAL ETF 549300BX4XYYCFT9AP37 78467V848 2500-12-31 N/A 0.00 169671.00 6355875.66 Equities TIDAL TRUST III VISTASHARES TRGT 254900RF3AXV18M0F482 45259A175 2500-12-31 N/A 0.00 2133.00 39928.69 Equities FIRST TR EXCHANGE-TRADED FD II BLOOMBERG EMMKT 549300DMOSHVIAVZOE61 33734X754 2500-12-31 N/A 0.00 4122.00 173310.31 Equities FIRST TR EXCHANGE-TRADED FD II ALERIAN DISRUPT 549300XQG1DXCIO5RA29 33736N101 2500-12-31 N/A 0.00 303.00 12170.72 Equities FIRST TR EXCHANGE-TRADED FD IV FST LOW OPPT EFT 549300ZVBPE1RKOPM784 33739Q200 2500-12-31 N/A 0.00 4049.00 196497.97 Equities FIRST TR EXCHANGE-TRADED FD II NASDAQ LUX DIGI 549300D67CSMMN7O4494 33719L106 2500-12-31 N/A 0.00 1086.00 25690.74 Equities BITWISE BITCOIN ETF TR SHS BEN INT 529900ZAA28Q7XD31174 09174C104 2500-12-31 N/A 0.00 351172.00 15922138.48 Equities YORKVILLE AMER INVTS TR TRUTH SOCIAL GOD N/A 89844T885 2500-12-31 N/A 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COM CL A N/A G9R39C103 2500-12-31 N/A 0.00 40316.00 419689.56 Equities GABELLI ETFS TRUST GLOB TEC LEA ETF 254900M1XCSV6Z1MUE92 36261K301 2500-12-31 N/A 0.00 1790.00 72394.04 Equities PROSHARES TR SP500 EX ENRGY 549300TNY0VNIXW5FJ64 74347B581 2500-12-31 N/A 0.00 1026.00 84336.58 Equities PLIANT THERAPEUTICS INC COM 5493002Q5LITR7VHZH02 729139105 2500-12-31 N/A 0.00 477296.00 515479.68 Equities INSPIREMD INC COM 549300OQ16IJ5DIS5D30 45779A846 2500-12-31 N/A 0.00 32147.00 22104.28 Equities DIREXION SHARES ETF TRUST DAILY ORCL BULL 254900270A7ZHE9M4R80 25461H796 2500-12-31 N/A 0.00 8550.00 56686.50 Equities DIREXION SHARES ETF TRUST DLY TSM BULL 2X 254900HTAJFDI2GBNQ19 25461A544 2500-12-31 N/A 0.00 3570.00 323549.10 Equities SATELLOS BIOSCIENCE INC COM 529900EN243BZ5QC9N39 80401L803 2500-12-31 N/A 0.00 51808.00 445548.80 Equities GLOBAL X FDS DORSEY WRIGHT 54930044AFS7LABEEY46 37954Y418 2500-12-31 N/A 0.00 4129.00 102419.43 Equities JOHN HANCOCK EXCHANGE TRADED CORE BOND ETF 254900KY31YMUPNE7F02 47804J693 2500-12-31 N/A 0.00 2252.00 54160.60 Equities GOLDMAN SACHS ETF TR ACTIVEBETA JAP 549300MMMXK5H8YIWR18 381430404 2500-12-31 N/A 0.00 2181.00 120621.95 Equities FIRST TR EXCH TRADED FD III MANAGD MUN ETF 549300DKYQCUWNKGQV17 33739N108 2500-12-31 N/A 0.00 98438.00 4676789.38 Equities CAPITAL GROUP GROWTH ETF SHS CREAT UNIT 549300KE3DOPDPXHTD25 14020G101 2500-12-31 N/A 0.00 385112.00 18381395.76 Equities WISDOMTREE TR INDI HED EQU FD 254900CD7Y6RIDM4GU29 97717Y428 2500-12-31 N/A 0.00 65.00 2420.61 Equities HF FOODS GROUP INC COM 54930040ARMFXM6CL697 40417F109 2500-12-31 N/A 0.00 202423.00 319828.34 Equities GORES HLDGS X INC SHS CL A N/A G4002F109 2500-12-31 N/A 0.00 34478.00 360295.10 Equities BITWISE FUNDS TRUST TREND BITCO ETF 549300JSEQ2C9KN8A350 091748202 2500-12-31 N/A 0.00 223.00 8576.56 Equities K2 CAP ACQUISITION CORP ORD SHS CL A N/A G5226B105 2500-12-31 N/A 0.00 18582.00 186749.10 Equities UY SCUTI ACQUISITION CORP. ORD SHS N/A G93Y0A104 2500-12-31 N/A 0.00 882.00 9604.98 Equities CI&T INC COM CL A N/A G21307106 2500-12-31 N/A 0.00 15087.00 45713.61 Equities CROWN RESV ACQUISITION CORP I ORD SHS CL A N/A G2574F119 2500-12-31 N/A 0.00 25554.00 261161.88 Equities CANTOR EQUITY PARTNERS IV INC SHS CL A N/A G1828E100 2500-12-31 N/A 0.00 58960.00 606108.80 Equities SPINNAKER ETF SERIES GENTER CAP MUNIC 52990007V4QWGFCEZW48 84858T780 2500-12-31 N/A 0.00 15215.00 149259.15 Equities NYLIM ACTIVE ETF TR MACKAY MUNI SHRT 529900IUV9ITS9M0DL55 64953X100 2500-12-31 N/A 0.00 13042.00 321485.30 Equities ADAGENE INC ADS 875500IY38EWGFPSEV72 005329107 2500-12-31 N/A 0.00 104925.00 336809.25 Equities ETFS GOLD TR PHYSCL GOLD SHS 549300DWUGC6Q38L2L08 00326A104 2500-12-31 N/A 0.00 71714.00 2851348.64 Equities PIMCO ETF TR 0-5 HIGH YIELD C5UMYP9E80TI8X2OWG13 72201R783 2500-12-31 N/A 0.00 90.00 8150.40 Equities INFLECTION PT ACQUISIT CORP VI CL A ORD SHS N/A G4790S107 2500-12-31 N/A 0.00 190712.00 1914748.48 Equities REPUBLIC DIGITAL ACQUISITION USD CL A ORD SHS N/A G7515A103 2500-12-31 N/A 0.00 37778.00 394024.54 Equities STELLAR V CAP CORP SHS CL A N/A G8475V103 2500-12-31 N/A 0.00 8451.00 90594.72 Equities ELECTRA BATTERY MATERIALS CORP COM 5493009ZPOP6FTZAUU15 28474P706 2500-12-31 N/A 0.00 498800.00 253440.28 Equities ETF OPPORTUNITIES TRUST GSR CRY CO3 ETF 254900L25ICQETTFAC20 26923Q143 2500-12-31 N/A 0.00 679.00 24966.83 Equities FIRST TR EXCHANGE-TRADED FD IV STRUCTURED CR IN 2549004N8C03JQQ2OB54 33738D770 2500-12-31 N/A 0.00 233695.00 4657541.35 Equities EXCHANGE LISTED FDS TR BILLI CLUB ETF 529900JI2LC9679O4926 30151E434 2500-12-31 N/A 0.00 2481.00 63633.43 Equities DBX ETF TR XTRACK MSCI ALL 549300WMQIRBY5PYOK70 233051820 2500-12-31 N/A 0.00 27863.00 1339580.60 Equities FIDELITY COVINGTON TRUST MSCI UTILS INDEX 549300QDQDYTEM1KET27 316092865 2500-12-31 N/A 0.00 338490.00 17398386.00 Equities GLOBAL X FDS GLBX MSCI COLUM 549300OMNC4RBPIQJY21 37954Y327 2500-12-31 N/A 0.00 41307.00 1936059.09 Equities GLOBAL X FDS MSCI SUPDIV EA 549300HLIGE5I4RDIM68 37954Y699 2500-12-31 N/A 0.00 16531.00 363434.03 Equities FIDELITY COVINGTON TRUST ENHANCED LARGE 254900KYAE0AQL84TM76 31609A305 2500-12-31 N/A 0.00 1240.00 55911.60 Equities CALAMOS ETF TR AUTOC GROWT ETF 5299001ILJSKQ75FM792 12811T522 2500-12-31 N/A 0.00 40.00 1150.00 Equities COLUMBIA ETF TR I CORPORATE BD ETF 529900R6EW38AUGQ6V06 19761L789 2500-12-31 N/A 0.00 8.00 149.90 Equities DIREXION SHARES ETF TRUST DAI GOL BEA ETF 549300HIQ2RB0ZCO0820 25461A189 2500-12-31 N/A 0.00 104556.00 4056772.80 Equities VANGUARD SCOTTSDALE FDS VNG RUS1000GRW N/A 92206C680 2500-12-31 N/A 0.00 3686.00 475567.72 Equities NOMURA ETF TR FOCU LARG GR ETF 254900MZL9N2UVO5W196 555927409 2500-12-31 N/A 0.00 7772.00 232071.92 Equities VANGUARD WORLD FD HEALTH CAR ETF N/A 92204A504 2500-12-31 N/A 0.00 12968.00 4147036.72 Equities MANAGED PORTFOLIO SER TREMB GLOBA ETF 529900JSN9A42QUOC744 56167N191 2500-12-31 N/A 0.00 3518.00 102067.03 Equities 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132318.77 Equities THORNBURG ETF TR CORE PLUS BD ETF 2549007200VZNRTQ7D45 88521L108 2500-12-31 N/A 0.00 4776.00 114934.44 Equities THE ONE GROUP HOSPITALITY INC COM 549300QFZD4IE5DEBE98 88338K103 2500-12-31 N/A 0.00 22596.00 37735.32 Equities TORTOISE CAPITAL SERIES TRUST GLOBAL WATER ETF 254900UONDNVO647H447 890930407 2500-12-31 N/A 0.00 1308.00 64121.17 Equities NEUBERGER BERMAN ETF TRUST FLEXIBLE CREDIT 2549008ASCDI2PAL2M84 64135A879 2500-12-31 N/A 0.00 1258.00 62025.82 Equities BLACKROCK ETF TRUST II ISHA SH TERM ETF 529900R8UUYH8SM2G094 092528884 2500-12-31 N/A 0.00 82508.00 4101060.14 Equities CLARUS CORP NEW COM 549300PKSLI6PT0ULL72 18270P109 2500-12-31 N/A 0.00 195134.00 669309.62 Equities ISHARES TR DEVSMCP EXNA ETF 5493005OEWCF4INIR081 464288497 2500-12-31 N/A 0.00 465.00 32796.45 Equities PROSHARES TR ULTRAPRO QQQ 03026FQTQRJ0JSTBI779 74347X831 2500-12-31 N/A 0.00 126770.00 9819604.20 Equities QUETTA ACQUISITION CORP COM N/A 74841A105 2500-12-31 N/A 0.00 1295.00 15255.10 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N/A 0.00 66489.00 97738.83 Equities BLACKROCK ETF TRUST ISHARES INTL DIV 529900IZSQEB204AKT11 09290C848 2500-12-31 N/A 0.00 38456.00 1175215.36 Equities TWO RDS SHARED TR CONDCTR GBL EQTY 549300SM234SHZO4HN34 90214Q584 2500-12-31 N/A 0.00 10622.00 166712.29 Equities VALUED ADVISERS TR KOVITZ CORE EQT 549300VUKI0ZJ3TE1C73 92046L353 2500-12-31 N/A 0.00 1933.00 56333.23 Equities GOLDMAN SACHS ETF TR INNOVAT EQ ETF 5493006MZJE087EOTP35 38149W820 2500-12-31 N/A 0.00 6280.00 509116.46 Equities FIDELITY COVINGTON TRUST CONSMR STAPLES 549300O7ZJHT2R8ULP64 316092303 2500-12-31 N/A 0.00 6858.00 354009.96 Equities FIRST TR EXCHANGE-TRADED FD II INDXX NAT RE ETF 549300KWMZFB7D6MQ189 33734X838 2500-12-31 N/A 0.00 1055.00 17861.15 Equities KIORA PHARMACEUTICALS INC COM 549300395G8DB8ZFV365 49721T507 2500-12-31 N/A 0.00 12795.00 33267.00 Equities LATTICE STRATEGIES TR HART DI EQUI ETF 549300JI9M6VL5ZMRN14 518416870 2500-12-31 N/A 0.00 9065.00 659750.70 Equities DIREXION SHARES ETF TRUST DAILY QCOM 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SM-CP ETF 5493006PCB0FN0Z1IP98 464289131 2500-12-31 N/A 0.00 16943.00 218734.13 Equities ISHARES TR CHINA SM-CAP ETF 549300P5G20CVN24B747 46429B200 2500-12-31 N/A 0.00 10381.00 287034.65 Equities ISHARES TR CORE 1 5 YR USD 549300EL16PGODA21E74 46432F859 2500-12-31 N/A 0.00 69129.00 3262888.80 Equities ISHARES TR EXPND TEC SC ETF 549300MWG0PY0C195J81 464287549 2500-12-31 N/A 0.00 16372.00 2753770.40 Equities ISHARES TR RUS TOP 200 ETF 549300C61G8VMXGKB962 464289446 2500-12-31 N/A 0.00 1361.00 259216.06 Equities ISHARES TR MBS ETF 549300M0TH0IE2E6RP07 464288588 2500-12-31 N/A 0.00 672244.00 60179282.88 Equities OSPREY BITCOIN TR UNIT BEN INT 529900QG8XXFONXWQQ37 68839C206 2500-12-31 N/A 0.00 2432.00 65165.44 Equities INVESCO EXCHANGE-TRADED FD TR KBW HIG DV YLD 549300P1NT23RBE5FJ24 46138E610 2500-12-31 N/A 0.00 17548.00 197239.52 Equities ISHARES TR JPX NIKKEI 400 5493006E0V3ITSKLLV81 464287382 2500-12-31 N/A 0.00 8992.00 920155.86 Equities GABELLI ETFS TRUST FINL SVCS OPPTYS 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and cash N N N Y ISHARES SILVER TR ISHARES 549300K2C2CG14B0ZA09 46428Q109 2500-12-31 N/A 0.00 159029.00 8822928.92 Equities ISHARES TR TRS FLT RT BD 549300IH7Y9SW6BCOA50 46434V860 2500-12-31 N/A 0.00 105814.00 5360537.24 Equities ISHARES TR GL CLEAN ENE ETF 549300WONOCNDW382894 464288224 2500-12-31 N/A 0.00 3228552.00 54917669.52 Equities INVESCO EXCH TRD SLF IDX FD TR BULTSHS 2035 MUN 254900ZZ9EM8XWHMF190 46138J353 2500-12-31 N/A 0.00 19445.00 452582.38 Equities AMPLIFY ETF TR AMPLIFY CYBERSEC 5299009Y7532WSA0KW49 032108664 2500-12-31 N/A 0.00 6351.00 760913.31 Equities AMPLIFY ETF TR SAMSUNG SOFR ETF 529900HCIXX38VADHI11 032108672 2500-12-31 N/A 0.00 1582.00 158366.11 Equities INVESCO DB COMMDY INDX TRCK FD UNIT 549300HIW8J5DIIYYM41 46138B103 2500-12-31 N/A 0.00 135110.00 4323520.00 Equities SPDR SERIES TRUST ST NUVE TERM ETF 549300YOXXYNLG9ZCS82 78468R739 2500-12-31 N/A 0.00 89316.00 4146495.30 Equities INVESCO EXCHANGE TRADED FD TR DORSEY WRGT TECH 549300P2YHV2W6QKYT38 46137V811 2500-12-31 N/A 0.00 5859.00 636521.76 Equities SPDR SERIES TRUST ST STR BLO 1 ETF 549300GQCVCME1YJ6B50 78468R663 2500-12-31 N/A 0.00 22936.00 2102084.40 Equities MORGAN STANLEY ETF TRUST EATO VA ULTR ETF 254900V7QBF5XYWO0K24 61774R700 2500-12-31 N/A 0.00 24258.00 1232548.98 Equities INVESCO EXCHANGE TRADED FD TR S&P500 EQL UTL 549300D0XY6OLMKRM650 46137V274 2500-12-31 N/A 0.00 8533.00 601363.17 Equities SSGA ACTIVE TR STATE STR MY2030 984500G6BAD9FECJ8811 78470P770 2500-12-31 N/A 0.00 1911.00 45749.34 Equities SELECT SECTOR SPDR TR ST STR FINL ETF 549300Y12KQ6ZG08NY28 81369Y605 2500-12-31 N/A 0.00 1016800.00 54917368.00 Equities INVESCO EXCHANGE-TRADED FD TR VAR RATE PFD 549300INXEJOUVOV7Z07 46138G870 2500-12-31 N/A 0.00 7362.00 174258.54 Equities INVESCO EXCH TRD SLF IDX FD TR INVSCO 28 HYCORP 549300TV9CCUPVE03787 46138J452 2500-12-31 N/A 0.00 145215.00 3113467.69 Equities AIR WATER VENTURES LTD ORD SHS N/A G0180H107 2500-12-31 N/A 0.00 40185.00 63090.45 Equities AUTOLUS THERAPEUTICS 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46429B507 2500-12-31 N/A 0.00 332.00 27469.12 Equities ETF SER SOLUTIONS AAM CRES CLO ETF 529900049VWGWJNCTQ69 268961844 2500-12-31 N/A 0.00 3994.00 100489.04 Equities SKINHEALTH SYSTEMS INC COM CL A 5493001Z2JZQT4C63C50 88331L108 2500-12-31 N/A 0.00 1865488.00 1158654.60 Equities MELCO RESORTS AND ENTMNT LTD ADR 529900NRV6LBR3T6B421 585464100 2500-12-31 N/A 0.00 208868.00 952438.08 Equities MOBILE INFRASTRUCTURE CORP COM SHS 254900BL5PV89M4T7T50 60739N101 2500-12-31 N/A 0.00 57820.00 161317.80 Equities HARBOR ETF TRUST ACTI SM GROW ETF 254900A8ZD55YT2I5M68 41151J596 2500-12-31 N/A 0.00 2028.00 50346.93 Equities PROFESIONALLY MANAGED PORTFOLI AKRE FOCUS ETF 254900HSBIRHXKKCR891 74316P579 2500-12-31 N/A 0.00 27244.00 1443114.68 Equities PROSHARES TR ULTRA FNCLS NEW LYB0BLOHQZOQ1IGGW139 74347X633 2500-12-31 N/A 0.00 2724.00 233392.32 Equities QUETTA ACQUISITION CORP COM N/A 74841A105 2500-12-31 N/A 0.00 1295.00 15255.10 Equities PUTNAM ETF TRUST EMER MARK EX ETF 549300O5GUFQ0IEIQS09 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TR EXCHANGE TRADED FD VI NASDQ PHRMTCLS 549300YM82DADOQT2M68 33738R837 2500-12-31 N/A 0.00 11813.00 493429.01 Equities FLEXSHARES TR NRTRN TR QLT DIV 549300COLZ535QQ56B38 33939L860 2500-12-31 N/A 0.00 397.00 35924.53 Equities FIRST TR EXCHANGE TRADED FD VI DORSEY WRIGHT 549300VKM0HG3DGERT15 33738R878 2500-12-31 N/A 0.00 2729.00 116051.82 Equities PGIM ETF TR MUN INCO OPP ETF 529900XTSHLNSZDVD603 69344A776 2500-12-31 N/A 0.00 474.00 22913.16 Equities UBS AG LONDON BRANCH ETRACS ALER MLP N/A 90274D382 2500-12-31 N/A 0.00 4419.00 129762.17 Equities WILEY JOHN & SONS INC CL B 5493003XM719UN7E8P64 968223305 2500-12-31 N/A 0.00 1939.00 92296.40 Equities T ROWE PRICE EXCHANGE-TRADED ULTRA SHRT TRM 549300XEFO03D2YJGG72 87283Q701 2500-12-31 N/A 0.00 48129.00 2386717.11 Equities WISDOMTREE TR CLOUD COMPUTNG 549300ZGGEP9JE4RUB88 97717Y691 2500-12-31 N/A 0.00 17600.00 702592.00 Equities THORNBURG INVT TR FOCUS GROWTH FD N/A 885216218 2500-12-31 N/A 0.00 67.00 2411.93 Equities ACCO GROUP HLDGS LTD 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TR KOVITZ CORE EQT 549300VUKI0ZJ3TE1C73 92046L353 2500-12-31 N/A 0.00 4636.00 135106.48 Equities VANGUARD BD INDEX FDS INTERMED TERM JIWE2HYVQ16M1P11J864 921937819 2500-12-31 N/A 0.00 2129.00 155289.26 Equities USCF ETF TR SUST COM STR FD 54930007KUNSZVHDUL18 90290T825 2500-12-31 N/A 0.00 86.00 2631.60 Equities TIDAL TRUST II CHES TR FIXE ETF 254900VL6JHFX4MTHL48 88636X484 2500-12-31 N/A 0.00 2343.00 51232.04 Equities DOGWOOD THERAPEUTICS INC COM NEW N/A 92829J203 2500-12-31 N/A 0.00 4519.00 6100.65 Equities EMPERY DIGITAL INC COM NEW 254900YNQ643TK62S464 92864V608 2500-12-31 N/A 0.00 32458.00 102404.99 Equities VANGUARD BD INDEX FDS SHORT TRM BOND N/A 921937827 2500-12-31 N/A 0.00 161731.00 12351396.47 Equities TOMI ENVIRONMENTAL SOLUTIONS I COM SHS N/A 890023302 2500-12-31 N/A 0.00 7530.00 10466.70 Equities THOR FINL TECHNOLOGIES TR ADAPT DYNAM ETF 529900ZERAB8W0HZK904 885155309 2500-12-31 N/A 0.00 4805.00 125170.25 Equities VANECK ETF TRUST LONG/FLAT TREND 5493000ZDLF4KV4RAH63 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0.00 15164.00 2817167.92 Equities ISHARES TR U S EQUITY FACTR 549300UJ0D3L1ZD66F49 46434V282 2500-12-31 N/A 0.00 82655.00 6447916.55 Equities ISHARES TR GLOBAL REIT ETF 549300254BKG04Y2B303 46434V647 2500-12-31 N/A 0.00 38994.00 1013064.12 Equities SPDR SERIES TRUST ST STR CONV ETF 549300IXKU3G7R6DMX93 78464A359 2500-12-31 N/A 0.00 451.00 45708.85 Equities SPDR SERIES TRUST ST STR SP HCSVC 549300JPXFHZOFFNSZ24 78464A573 2500-12-31 N/A 0.00 7898.00 1052092.58 Equities SANGOMA TECHNOLOGIES CORP COM NEW 549300KSQC5ICF3CSE88 80100R408 2500-12-31 N/A 0.00 5038.00 24837.34 Equities SPDR SERIES TRUST SP KENSHO INFRA 549300NU6BFND7H5CN84 78468R697 2500-12-31 N/A 0.00 552.00 23282.75 Equities SPDR SERIES TRUST ST STR SP BANK 549300WRV3OCU6OV1X49 78464A797 2500-12-31 N/A 0.00 11733.00 748917.39 Equities SPDR SERIES TRUST SP KENSHO CLEAN 549300I57QWRCY86R962 78468R655 2500-12-31 N/A 0.00 7985.00 671500.17 Equities SPDR SERIES TRUST ST STR R2K LOWV 5493000HR5YXNE4QNM46 78468R887 2500-12-31 N/A 0.00 2961.00 446911.72 Equities INVESCO ACTIVELY MANAGED EXCHA ACTIVE US REAL 549300M1KD1I4FYA4C29 46090A101 2500-12-31 N/A 0.00 1123.00 109351.90 Equities SSGA ACTIVE TR STATE STR MY2031 98450076FB8QED814A78 78470P762 2500-12-31 N/A 0.00 6299.00 150357.13 Equities INNOVATOR ETFS TRUST EQUITY MNGD 100 529900K14M7UJLAYAD35 45784N619 2500-12-31 N/A 0.00 20328.00 550482.24 Equities SELECT SECTOR SPDR TR ST STR FINL ETF 549300Y12KQ6ZG08NY28 81369Y605 2500-12-31 N/A 0.00 36131.00 1951435.31 Equities VANECK ETF TRUST CONSUMER DISCRTN 254900OSTWKP1UXL3A73 92189H623 2500-12-31 N/A 0.00 668.00 16391.58 Equities VICTORY PORTFOLIOS II VCSHS US 500 ENH 549300Q6CRVFDKHYIW55 92647N782 2500-12-31 N/A 0.00 4106.00 320390.36 Equities VISTAGEN THERAPEUTICS INC COM N/A 92840H400 2500-12-31 N/A 0.00 215771.00 64299.76 Equities VICTORY PORTFOLIOS II SHS FR CA FL ETF 5493000FVGQ9SU6HI752 92647X830 2500-12-31 N/A 0.00 9380.00 478473.80 Equities VIRTUS ETF TR II US DIVIDEND ETF 2549005YOQ4OYD46QA94 92790A827 2500-12-31 N/A 0.00 947.00 28299.49 Equities SIMPLIFY EXCHANGE TRADED FUNDS HIGH YIELD ETF 5493008E96H37SFV0515 82889N830 2500-12-31 N/A 0.00 22871.00 461536.78 Equities SIMPLIFY EXCHANGE TRADED FUNDS HIGH YIELD ETF 5493008E96H37SFV0515 82889N830 2500-12-31 N/A 0.00 16184.00 326593.12 Equities VANGUARD INDEX FDS MRNGSTR GRWT ETF N/A 922908736 2500-12-31 N/A 0.00 45647.00 4105491.18 Equities STRATEGY SHS EVENTIDE US MRKT 254900BCUP943Q16KD22 86280R787 2500-12-31 N/A 0.00 2663.00 80715.53 Equities VENTURE GLOBAL INC COM CL A 2549007XC91CAB3E0N98 92333F101 2500-12-31 N/A 0.00 4287.00 53758.98 Equities STRAN & COMPANY INC COMMON STOCK 549300KE0C6619P5BF59 86260J102 2500-12-31 N/A 0.00 3030.00 4363.20 Equities WEDBUSH SER TR DAN IV AI PW ETF 529900FWQXLBLOSZ6B82 947913406 2500-12-31 N/A 0.00 1731.00 44157.81 Equities VICTORY PORTFOLIOS II VICT WE EQUI ETF 2549005Q06VLS7N9P697 92647X798 2500-12-31 N/A 0.00 6888.00 238255.23 Equities WATSCO INC CL B CONV 549300F1Y3LN5BX5WN75 942622101 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ISHARES TR INTL DEV RE ETF 549300QN4SKTR8K5VX79 464288489 2500-12-31 N/A 0.00 100.00 2080.00 Equities ISHARES INC CORE MSCI EMKT 5493007C24Z3ZDJ0VD06 46434G103 2500-12-31 N/A 0.00 261088.00 21380496.32 Equities ISHARES TR RUS 2000 VAL ETF 549300WJAJCAZZLTQD63 464287630 2500-12-31 N/A 0.00 71.00 14981.00 Equities TIDAL TRUST I DIGITAL ASSET 254900MDY2UN0PZP9Z25 886364157 2500-12-31 N/A 0.00 3992.00 78243.20 Equities TANDY LEATHER FACTORY INC COM 549300XB36MQTBM8UQ34 87538X105 2500-12-31 N/A 0.00 7538.00 18995.76 Equities JOHN HANCOCK EXCHANGE TRADED GLOBAL SR LN ETF 2549007P3Q79QRMWN477 47804J669 2500-12-31 N/A 0.00 1812.00 44312.28 Equities THEMES ETF TR LEVERAGE SHS 2X 529900Y1EPSE4XMZBK33 88340W780 2500-12-31 N/A 0.00 7000.00 101853.50 Equities TIDAL TRUST II YIELDMAX JP OPT 5299001I7M1DAEKD8B94 88634T436 2500-12-31 N/A 0.00 5304.00 71020.56 Equities J P MORGAN EXCHANGE TRADED FD FUN LAR COR ETF 529900PYGUVDOXC00J37 46654Q682 2500-12-31 N/A 0.00 50.00 3674.61 Equities TIDAL TRUST II 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CLFA3624 B1V7KEBTPIMZEU4LTD58 3140W4A23 2052-05-01 2.500000 0.00 11728664.00 8599976.01 Agency Mortgage-Backed Securities FNMS 05.500 CIDI6333 B1V7KEBTPIMZEU4LTD58 3140V1BB9 2041-10-01 5.500000 0.00 1184350.00 1178193.22 Agency Mortgage-Backed Securities FNMS 06.000 CLDI6394 B1V7KEBTPIMZEU4LTD58 3140V1C85 2056-10-01 6.000000 0.00 7110962.00 7028889.64 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9348 B1V7KEBTPIMZEU4LTD58 3140XRL60 2054-10-01 5.500000 0.00 139000.00 106001.63 Agency Mortgage-Backed Securities FNMS 03.000 CLAS0302 B1V7KEBTPIMZEU4LTD58 3138W9KQ2 2043-08-01 3.000000 0.00 2026468.00 305212.57 Agency Mortgage-Backed Securities FNMS 03.000 CLAQ1978 B1V7KEBTPIMZEU4LTD58 3138MHFU2 2042-11-01 3.000000 0.00 89044.00 13652.31 Agency Mortgage-Backed Securities FNMS 04.500 CLCC2165 B1V7KEBTPIMZEU4LTD58 3140Y8MP8 2056-03-01 4.500000 0.00 40326185.00 34970126.63 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1171 B1V7KEBTPIMZEU4LTD58 3140XGJR1 2052-01-01 3.000000 0.00 705000.00 379951.48 Agency Mortgage-Backed Securities FNMS 02.500 CICB1090 B1V7KEBTPIMZEU4LTD58 3140QLF84 2036-07-01 2.500000 0.00 225714.00 96180.24 Agency Mortgage-Backed Securities FNMS 03.500 CLBU8931 B1V7KEBTPIMZEU4LTD58 3140MA4R2 2052-04-01 3.500000 0.00 3464000.00 2101059.79 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5758 B1V7KEBTPIMZEU4LTD58 31418FMG9 2055-07-01 4.500000 0.00 1731000.00 1458459.58 Agency Mortgage-Backed Securities FNMS 06.500 CIMA5237 B1V7KEBTPIMZEU4LTD58 31418EZB9 2038-12-01 6.500000 0.00 50000.00 18054.02 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7114 B1V7KEBTPIMZEU4LTD58 3140QS3Y5 2053-09-01 5.500000 0.00 10000.00 6839.10 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4535 B1V7KEBTPIMZEU4LTD58 3140QQBD6 2052-06-01 5.000000 0.00 4604914.00 2819525.80 Agency Mortgage-Backed Securities FNMS 05.500 CLBM4422 B1V7KEBTPIMZEU4LTD58 3140J84G5 2048-08-01 5.500000 0.00 33000.00 2886.79 Agency Mortgage-Backed Securities FNMS 04.500 CLBK5290 B1V7KEBTPIMZEU4LTD58 3140HJ2Y6 2048-06-01 4.500000 0.00 16905266.00 2656333.30 Agency Mortgage-Backed Securities FNMS 05.500 CLBW1398 B1V7KEBTPIMZEU4LTD58 3140MSRU1 2052-12-01 5.500000 0.00 15488062.00 11777523.23 Agency Mortgage-Backed Securities FNMS 02.000 CLBU6909 B1V7KEBTPIMZEU4LTD58 3140M8VB2 2052-03-01 2.000000 0.00 104946.00 44551.12 Agency Mortgage-Backed Securities FNMS 05.500 CLBW4571 B1V7KEBTPIMZEU4LTD58 3140MWCH7 2056-07-01 5.500000 0.00 1462446.00 1304886.91 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5443 B1V7KEBTPIMZEU4LTD58 31418FBM8 2054-08-01 5.000000 0.00 841227.00 677078.50 Agency Mortgage-Backed Securities FNMS 06.000 CLDH1538 B1V7KEBTPIMZEU4LTD58 3140UGV82 2056-05-01 6.000000 0.00 2200351.00 2185608.06 Agency Mortgage-Backed Securities FNMS 04.500 CLAC7370 B1V7KEBTPIMZEU4LTD58 31417UFL4 2039-11-01 4.500000 0.00 775019.00 21378.47 Agency Mortgage-Backed Securities FNMS 04.500 CLDF7500 B1V7KEBTPIMZEU4LTD58 3140BYKN3 2056-01-01 4.500000 0.00 1655600.00 1482202.40 Agency Mortgage-Backed Securities FNMS 04.500 CLDF7984 B1V7KEBTPIMZEU4LTD58 3140BY2S2 2056-06-01 4.500000 0.00 2500758.00 2269692.09 Agency Mortgage-Backed Securities FNMS 04.000 CLBX3532 B1V7KEBTPIMZEU4LTD58 3140N74S6 2056-05-01 4.000000 0.00 181290.00 157882.65 Agency Mortgage-Backed Securities FNMS 04.000 CTMA0818 B1V7KEBTPIMZEU4LTD58 31417Y4C8 2031-08-01 4.000000 0.00 3486000.00 86644.58 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4535 B1V7KEBTPIMZEU4LTD58 31418EBD1 2037-02-01 1.500000 0.00 1513179.00 789809.26 Agency Mortgage-Backed Securities FNMS 03.000 CIMA2871 B1V7KEBTPIMZEU4LTD58 31418CFM1 2032-01-01 3.000000 0.00 115000.00 9553.24 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7501 B1V7KEBTPIMZEU4LTD58 3140XPKP3 2054-03-01 5.500000 0.00 131558546.00 92858321.86 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9412 B1V7KEBTPIMZEU4LTD58 3140NSN67 2053-09-01 6.500000 0.00 540000.00 197650.33 Agency Mortgage-Backed Securities FNMS 04.500 CLBX3520 B1V7KEBTPIMZEU4LTD58 3140N74E7 2055-10-01 4.500000 0.00 2347972.00 2095315.96 Agency Mortgage-Backed Securities FNMS 03.000 CLFA6258 B1V7KEBTPIMZEU4LTD58 3140W65U2 2052-07-01 3.000000 0.00 47381608.00 38212627.52 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ4625 B1V7KEBTPIMZEU4LTD58 3140H6D71 2048-02-01 4.500000 0.00 13000000.00 1411963.63 Agency Mortgage-Backed Securities FNMS 03.500 CIMA5581 B1V7KEBTPIMZEU4LTD58 31418FFX0 2039-12-01 3.500000 0.00 80000.00 59588.99 Agency Mortgage-Backed Securities FNMS 05.000 CNMA5687 B1V7KEBTPIMZEU4LTD58 31418FJ99 2035-04-01 5.000000 0.00 258850.00 148459.62 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5070 B1V7KEBTPIMZEU4LTD58 31418ET42 2053-07-01 4.500000 0.00 411000.00 295772.79 Agency Mortgage-Backed Securities FNMS 04.500 CLFA2754 B1V7KEBTPIMZEU4LTD58 3140W3BY4 2049-01-01 4.500000 0.00 867000.00 721275.24 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5038 B1V7KEBTPIMZEU4LTD58 31418ES43 2053-06-01 5.000000 0.00 669000.00 468698.12 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5912 B1V7KEBTPIMZEU4LTD58 3140QRSA2 2053-03-01 6.000000 0.00 6460000.00 3725173.71 Agency Mortgage-Backed Securities FNMS 04.500 CLDH5320 B1V7KEBTPIMZEU4LTD58 3140UL4E8 2056-06-01 4.500000 0.00 1270822.00 1151704.45 Agency Mortgage-Backed Securities FNMS 06.500 CLDH6029 B1V7KEBTPIMZEU4LTD58 3140UMVX4 2056-07-01 6.500000 0.00 1169205.00 1192762.93 Agency Mortgage-Backed Securities FNMS 06.000 CLDI3218 B1V7KEBTPIMZEU4LTD58 3140UWSG3 2056-09-01 6.000000 0.00 9348437.00 9209059.73 Agency Mortgage-Backed Securities FNMS 03.500 CIFM3340 B1V7KEBTPIMZEU4LTD58 3140X6WA5 2035-05-01 3.500000 0.00 30000.00 2698.75 Agency Mortgage-Backed Securities FNMS 05.000 CLDH9570 B1V7KEBTPIMZEU4LTD58 3140URT40 2056-07-01 5.000000 0.00 2842794.00 2643713.71 Agency Mortgage-Backed Securities FNMS 01.500 CLFM5300 B1V7KEBTPIMZEU4LTD58 3140X83J4 2050-12-01 1.500000 0.00 250000.00 120690.20 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7365 B1V7KEBTPIMZEU4LTD58 3138WHFF4 2046-06-01 3.000000 0.00 5100.00 1106.43 Agency Mortgage-Backed Securities FNMS 04.500 CL725025 B1V7KEBTPIMZEU4LTD58 31402CPJ5 2033-10-01 4.500000 0.00 10700000.00 74809.95 Agency Mortgage-Backed Securities FNMS 03.000 CLAT2040 B1V7KEBTPIMZEU4LTD58 3138WPHS6 2043-04-01 3.000000 0.00 200000.00 28011.26 Agency Mortgage-Backed Securities FNMS 04.000 CLAS1097 B1V7KEBTPIMZEU4LTD58 3138WAGF8 2043-11-01 4.000000 0.00 390000.00 17719.51 Agency Mortgage-Backed Securities FNMS 06.500 CLFA7037 B1V7KEBTPIMZEU4LTD58 3140W7ZB9 2054-08-01 6.500000 0.00 54738089.00 56113225.35 Agency Mortgage-Backed Securities FNMS 07.500 CL545086 B1V7KEBTPIMZEU4LTD58 31385HRF1 2031-07-01 7.500000 0.00 2044511.00 601.59 Agency Mortgage-Backed Securities FNMS 05.500 CLDE6947 B1V7KEBTPIMZEU4LTD58 3140BKWH3 2056-01-01 5.500000 0.00 41675000.00 35887819.84 Agency Mortgage-Backed Securities FNMS 02.500 CVAT2767 B1V7KEBTPIMZEU4LTD58 3138WQCD2 2028-05-01 2.500000 0.00 1000000.00 22352.50 Agency Mortgage-Backed Securities FNMS 02.500 CICB2246 B1V7KEBTPIMZEU4LTD58 3140QMP81 2036-11-01 2.500000 0.00 45544717.00 19586615.84 Agency Mortgage-Backed Securities FNMS 01.500 CICB1947 B1V7KEBTPIMZEU4LTD58 3140QMEV2 2036-10-01 1.500000 0.00 3498395.00 1659446.25 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9601 B1V7KEBTPIMZEU4LTD58 3140XDU38 2051-12-01 2.500000 0.00 10705511.00 5753784.55 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5447 B1V7KEBTPIMZEU4LTD58 3140XMBR6 2052-09-01 2.500000 0.00 45000.00 28201.83 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2122 B1V7KEBTPIMZEU4LTD58 3140XHLC9 2052-03-01 3.000000 0.00 267000.00 157577.72 Agency Mortgage-Backed Securities FNMS 05.500 CLDH8960 B1V7KEBTPIMZEU4LTD58 3140UQ5W6 2056-08-01 5.500000 0.00 1662940.00 1601289.35 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2939 B1V7KEBTPIMZEU4LTD58 3140XJHR7 2052-09-01 4.500000 0.00 180000.00 122527.57 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7283 B1V7KEBTPIMZEU4LTD58 3140XPCV9 2053-09-01 4.500000 0.00 1000000.00 677940.22 Agency Mortgage-Backed Securities FNMS 04.000 CLFA6042 B1V7KEBTPIMZEU4LTD58 3140W6WC2 2052-02-01 4.000000 0.00 10203034.00 8921715.04 Agency Mortgage-Backed Securities FNMS 03.000 CLAS0303 B1V7KEBTPIMZEU4LTD58 3138W9KR0 2043-08-01 3.000000 0.00 1016814.00 149974.97 Agency Mortgage-Backed Securities FNMS 04.000 CLAS2946 B1V7KEBTPIMZEU4LTD58 3138WCHY2 2044-07-01 4.000000 0.00 154000.00 13901.45 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ3591 B1V7KEBTPIMZEU4LTD58 3138MJ7D5 2042-11-01 3.500000 0.00 1637151.00 252425.73 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8520 B1V7KEBTPIMZEU4LTD58 3138WJPE2 2046-12-01 3.000000 0.00 334196.00 44732.88 Agency Mortgage-Backed Securities FNMS 05.500 CIDF5292 B1V7KEBTPIMZEU4LTD58 3140BV3A6 2040-11-01 5.500000 0.00 1001567.00 475029.54 Agency Mortgage-Backed Securities FNMS 06.000 CLDI1814 B1V7KEBTPIMZEU4LTD58 3140UVAQ2 2056-08-01 6.000000 0.00 1162516.00 1179476.33 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2009 B1V7KEBTPIMZEU4LTD58 3140XHGT8 2052-05-01 3.000000 0.00 10000.00 5756.60 Agency Mortgage-Backed Securities FNMS 06.500 CLDI3256 B1V7KEBTPIMZEU4LTD58 3140UWTN7 2056-09-01 6.500000 0.00 7529871.00 7642188.96 Agency Mortgage-Backed Securities FNMS 06.500 CLDI3468 B1V7KEBTPIMZEU4LTD58 3140UW2A4 2056-09-01 6.500000 0.00 201707.00 204927.52 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4977 B1V7KEBTPIMZEU4LTD58 31418EQ78 2053-04-01 4.500000 0.00 6307000.00 4464942.79 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5092 B1V7KEBTPIMZEU4LTD58 31418EUS7 2038-07-01 4.500000 0.00 3000.00 1534.62 Agency Mortgage-Backed Securities FNMS 05.000 CIDH0276 B1V7KEBTPIMZEU4LTD58 3140UFJW5 2041-06-01 5.000000 0.00 3236721.00 2889957.78 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4280 B1V7KEBTPIMZEU4LTD58 31418DXJ6 2051-03-01 1.500000 0.00 8068177.00 4063635.42 Agency Mortgage-Backed Securities FNMS 06.500 CLMA6178 B1V7KEBTPIMZEU4LTD58 31418F2L0 2056-09-01 6.500000 0.00 394945.00 395445.18 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4839 B1V7KEBTPIMZEU4LTD58 31418ELV0 2052-12-01 4.000000 0.00 2920000.00 2061431.12 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5166 B1V7KEBTPIMZEU4LTD58 31418EW48 2053-10-01 6.000000 0.00 9437707.00 4932205.30 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4567 B1V7KEBTPIMZEU4LTD58 31418ECD0 2037-03-01 2.000000 0.00 54748056.00 27703134.86 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6593 B1V7KEBTPIMZEU4LTD58 3140QEKF8 2050-08-01 2.500000 0.00 208847.00 89006.96 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1301 B1V7KEBTPIMZEU4LTD58 3140QLNT9 2051-08-01 2.500000 0.00 140000.00 73972.15 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5297 B1V7KEBTPIMZEU4LTD58 31418E3F5 2054-03-01 6.500000 0.00 54000.00 19670.73 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5273 B1V7KEBTPIMZEU4LTD58 31418E2F6 2054-02-01 6.500000 0.00 996440.00 333813.03 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3982 B1V7KEBTPIMZEU4LTD58 31418DM82 2030-04-01 3.000000 0.00 739499.00 77317.20 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4328 B1V7KEBTPIMZEU4LTD58 31418DY22 2036-05-01 1.500000 0.00 1200000.00 532652.04 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4653 B1V7KEBTPIMZEU4LTD58 31418EE30 2052-07-01 3.000000 0.00 120790019.00 77821757.31 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4550 B1V7KEBTPIMZEU4LTD58 31418EBU3 2052-02-01 3.500000 0.00 577000.00 287444.17 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4123 B1V7KEBTPIMZEU4LTD58 31418DSM5 2035-09-01 2.000000 0.00 9609810.00 2819840.51 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6711 B1V7KEBTPIMZEU4LTD58 3140QEN57 2050-08-01 2.500000 0.00 346685.00 147816.10 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6409 B1V7KEBTPIMZEU4LTD58 3140QEDP4 2050-07-01 2.500000 0.00 78000.00 40132.71 Agency Mortgage-Backed Securities FNMS 06.000 CTMA4935 B1V7KEBTPIMZEU4LTD58 31418EPV6 2043-02-01 6.000000 0.00 600000.00 270786.10 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4788 B1V7KEBTPIMZEU4LTD58 31418EKA7 2037-07-01 1.500000 0.00 6216008.00 3930719.34 Agency Mortgage-Backed Securities FNMS 04.500 CIMA4990 B1V7KEBTPIMZEU4LTD58 31418ERL6 2038-04-01 4.500000 0.00 40000.00 18663.04 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6138 B1V7KEBTPIMZEU4LTD58 3140W6ZC9 2055-11-01 6.000000 0.00 16517005.00 15899393.54 Agency Mortgage-Backed Securities FNMS 03.500 REBM7883 B1V7KEBTPIMZEU4LTD58 3140JCXM1 2049-06-01 3.500000 0.00 1080681.00 669987.38 Agency Mortgage-Backed Securities FNMS 04.000 CTBM5613 B1V7KEBTPIMZEU4LTD58 3140JAGX0 2039-01-01 4.000000 0.00 4000.00 606.39 Agency Mortgage-Backed Securities FNMS 06.000 CLDH1577 B1V7KEBTPIMZEU4LTD58 3140UGXF4 2056-06-01 6.000000 0.00 2170260.00 2155714.20 Agency Mortgage-Backed Securities FNMS 06.500 CLDH7316 B1V7KEBTPIMZEU4LTD58 3140UPDW9 2056-09-01 6.500000 0.00 30188456.00 30780515.35 Agency Mortgage-Backed Securities FNMS 07.000 CLDH9959 B1V7KEBTPIMZEU4LTD58 3140USB54 2056-07-01 7.000000 0.00 1011865.00 1045191.93 Agency Mortgage-Backed Securities FNMS 02.000 CLFS5314 B1V7KEBTPIMZEU4LTD58 3140XL3Y2 2052-05-01 2.000000 0.00 25000.00 15460.71 Agency Mortgage-Backed Securities FNMS 05.000 CIDH3839 B1V7KEBTPIMZEU4LTD58 3140UKHR7 2041-07-01 5.000000 0.00 3315283.00 3202146.11 Agency Mortgage-Backed Securities FNMS 03.500 CLFS0532 B1V7KEBTPIMZEU4LTD58 3140XFSW2 2052-01-01 3.500000 0.00 3070000.00 1657860.12 Agency Mortgage-Backed Securities FNMS 06.500 CLDE2715 B1V7KEBTPIMZEU4LTD58 3140BFAR6 2055-07-01 6.500000 0.00 4103359.00 3550428.79 Agency Mortgage-Backed Securities FNMS 06.000 CLDE9374 B1V7KEBTPIMZEU4LTD58 3140BNMY1 2055-09-01 6.000000 0.00 500000.00 443212.25 Agency Mortgage-Backed Securities FNMS 06.000 CLDF6803 B1V7KEBTPIMZEU4LTD58 3140BXRZ1 2056-01-01 6.000000 0.00 16102033.00 14892893.35 Agency Mortgage-Backed Securities FNMS 03.000 CLAP8527 B1V7KEBTPIMZEU4LTD58 3138MCPM0 2042-09-01 3.000000 0.00 3956487.00 348664.80 Agency Mortgage-Backed Securities FNMS 05.000 CLDC8821 B1V7KEBTPIMZEU4LTD58 3140AWYT0 2054-12-01 5.000000 0.00 364383.00 278568.31 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3152 B1V7KEBTPIMZEU4LTD58 3140XJQE6 2052-08-01 4.500000 0.00 360000.00 223914.82 Agency Mortgage-Backed Securities FNMS 03.000 CTFS5338 B1V7KEBTPIMZEU4LTD58 3140XL4Y1 2040-03-01 3.000000 0.00 45000.00 24336.23 Agency Mortgage-Backed Securities FNMS 02.000 CLFS2041 B1V7KEBTPIMZEU4LTD58 3140XHHT7 2051-08-01 2.000000 0.00 2000.00 1140.76 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2058 B1V7KEBTPIMZEU4LTD58 3140XHJC2 2052-06-01 4.000000 0.00 5025000.00 3129040.91 Agency Mortgage-Backed Securities FNMS 04.500 CLDE3822 B1V7KEBTPIMZEU4LTD58 3140BGG80 2055-11-01 4.500000 0.00 229315.00 200008.47 Agency Mortgage-Backed Securities FNMS 05.000 CIDE7531 B1V7KEBTPIMZEU4LTD58 3140BLLM2 2040-10-01 5.000000 0.00 2053131.00 1574215.09 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1447 B1V7KEBTPIMZEU4LTD58 3140Y7TD0 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FR 4.831%022636 BFXS5XCH7N0Y05NIXW11 00084DBL3 2036-02-26 4.831000 0.00 470000.00 429952.53 Corporate Debt Securities AT&T INC GLBL NT 3.3%52 549300Z40J86GGSTL398 00206RKE1 2052-02-01 3.300000 0.00 10000.00 5710.38 Corporate Debt Securities AT&T INC 4.9%37 549300Z40J86GGSTL398 00206RFW7 2037-08-15 4.900000 0.00 14000.00 12537.58 Corporate Debt Securities RIO TINTO FIN USA LTD SR NT 5.2%40 213800RX94ZKEZXPKH58 767201AL0 2040-11-02 5.200000 0.00 4985000.00 4653037.77 Corporate Debt Securities SYSCO CORP SR GLBL NT 36 5RGWIFLMGH3YS7KWI652 871829BX4 2036-03-25 4.950000 0.00 11173000.00 10149972.19 Corporate Debt Securities CHARLES SCHWAB CORP (THE) ALT TIER I PERP 549300VSGCJ7E698NM85 808513AR6 2079-12-31 5.000000 0.00 21000.00 20993.65 Corporate Debt Securities SABINE PASS LIQUEFACTION LLC 1LIEN GLBL NT 28 549300KJYBG7C6WJYZ11 785592AU0 2028-03-15 4.200000 0.00 1002000.00 988372.80 Corporate Debt Securities T MOBILE USA INC GLBL NT 6%54 549300V2JRLO5DIFGE82 87264ADD4 2054-06-15 6.000000 0.00 434000.00 395339.28 Corporate Debt Securities 3M CO SR GLBL NT 49 LUZQVYP4VS22CLWDAR65 88579YBK6 2049-08-26 3.250000 0.00 3873000.00 2413922.56 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 29 MLU0ZO3ML4LN2LL2TL39 404280CV9 2029-08-17 2.206000 0.00 726000.00 686030.03 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP GLBL NT 2.852%33 353800V2V8PUY9TK3E06 606822CD4 2033-01-19 2.852000 0.00 700000.00 607267.34 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 35 MLU0ZO3ML4LN2LL2TL39 404280EE5 2035-03-04 5.719000 0.00 7005000.00 6816007.82 Corporate Debt Securities MORGAN STANLEY FR 4.431%012330 IGJSJL3JD5P30I6NJZ34 6174468G7 2030-01-23 4.431000 0.00 50000.00 49099.83 Corporate Debt Securities ECOLAB INC GLBL NT 2.7%51 82DYEISM090VG8LTLS26 278865BN9 2051-12-15 2.700000 0.00 12000.00 6692.94 Corporate Debt Securities ENGIE SA SR 144A NT 34 LAXUQCHT4FH58LRZDY46 29286DAB1 2034-04-10 5.625000 0.00 1963000.00 1974939.95 Corporate Debt Securities JBS NV / JBS USA FOOD CO SR GLBL NT6.5%52 N/A 46590XAX4 2052-12-01 6.500000 0.00 17000.00 15941.68 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 32 8I5DZWZKVSZI1NUHU748 46647PCR5 2032-11-08 2.545000 0.00 79000.00 68292.23 Corporate Debt Securities SOLVENTUM CORP SR GLBL NT5.9%54 254900I70403OSGY4M28 83444MAS0 2054-04-30 5.900000 0.00 4869000.00 4511242.11 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT4.9%29 D71FAKCBLFS2O0RBPG08 88339WAB2 2029-03-15 4.900000 0.00 525000.00 519231.13 Corporate Debt Securities SOUTHWESTERN ELEC PWR CO SR GLBL -K NT 26 R64UBJHEC74EB3HGQ410 845437BP6 2026-10-01 2.750000 0.00 2200000.00 2229971.94 Corporate Debt Securities MORGAN STANLEY FR 5.173%011630 IGJSJL3JD5P30I6NJZ34 61747YFK6 2030-01-16 5.173000 0.00 741000.00 740735.75 Corporate Debt Securities MORGAN STANLEY FIN LLC FR 5.35%112930 5493003FCPSE9RKT4B56 61766YME8 2030-11-29 5.350000 0.00 40000.00 40632.88 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC SR NT 5.296%37 35380028MYWPB6AUO129 86562MEP1 2037-07-07 5.296000 0.00 500000.00 472270.11 Corporate Debt Securities CITIGROUP INC SR GLBL NT 39 6SHGI4ZSSLCXXQSBB395 172967EW7 2039-07-15 8.125000 0.00 93000.00 109216.14 Corporate Debt Securities CITIGROUP INC SR GLBL FL NT 29 6SHGI4ZSSLCXXQSBB395 17327CAX1 2029-03-04 4.746800 0.00 3000.00 3017.38 Corporate Debt Securities ENEL FIN INTL N.V. SR 144A NT7.5%32 0YQH6LCEF474UTUV4B96 29278GBA5 2032-10-14 7.500000 0.00 5151000.00 5706758.56 Corporate Debt Securities CONOCOPHILLIPS COMPANY SR GLBL NT3.8%52 6VJJ5GQWIRDQ06DUXG89 20826FAV8 2052-03-15 3.800000 0.00 40000.00 26994.13 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT2.4%28 5493008B6JBRUJ90QL97 37045XDH6 2028-04-10 2.400000 0.00 1300000.00 1258014.33 Corporate Debt Securities GLENCORE FDG LLC GLBL 144A NT 29 213800STG1QDNBY87K49 378272AV0 2029-03-12 4.875000 0.00 2290000.00 2262926.48 Corporate Debt Securities COLUMBIA PIPELINES OPER CO LLC SR 144A NT 55 N/A 19828TAH9 2055-02-15 5.962000 0.00 65000.00 59700.71 Corporate Debt Securities COMCAST CORP NEW GLBL NT 5.168%37 51M0QTTNCGUN7KFCFZ59 20030NET4 2037-01-15 5.168000 0.00 1250000.00 1124470.83 Corporate Debt Securities ECOLAB INC SR GLBL NT 36 82DYEISM090VG8LTLS26 278865BX7 2036-06-15 5.350000 0.00 2716000.00 2637241.28 Corporate Debt Securities CITIGROUP INC SR GLBL NT 29 6SHGI4ZSSLCXXQSBB395 172967LW9 2029-04-23 4.075000 0.00 874000.00 872297.04 Corporate Debt Securities CITIGROUP INC SR GLBL NT 36 6SHGI4ZSSLCXXQSBB395 17327CBA0 2036-03-27 5.333000 0.00 4000.00 3778.66 Corporate Debt Securities COMCAST CORP NEW GLBL NT 3.75%40 51M0QTTNCGUN7KFCFZ59 20030NDH1 2040-04-01 3.750000 0.00 25000.00 18586.90 Corporate Debt Securities COBANK ACB PERP GLBL -L NT P0J8I7M2E0A77CKF1705 19075QAF9 2079-12-31 7.250000 0.00 260000.00 265759.94 Corporate Debt Securities COMCAST CORP NEW SR NT 5.35%53 51M0QTTNCGUN7KFCFZ59 20030NEF4 2053-05-15 5.350000 0.00 5000.00 3945.41 Corporate Debt Securities ELECTRICITE DE FRANCE SA SR 144A NT 45 549300X3UK4GG3FNMO06 268317AQ7 2045-10-13 4.950000 0.00 3000000.00 2481007.50 Corporate Debt Securities DUPONT DE NEMOURS INC 5.419%48 5493004JF0SDFLM8GD76 26078JAF7 2048-11-15 5.419000 0.00 150000.00 133855.69 Corporate Debt Securities PNC FINL SVCS GROUP INC PERP JR SB GLBL CFGNEKW0P8842LEUIA51 693475BD6 2079-12-31 6.000000 0.00 437000.00 439648.22 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT 34 D71FAKCBLFS2O0RBPG08 88339WAC0 2034-03-15 5.150000 0.00 5985000.00 5671720.16 Corporate Debt Securities XYLEM INC SR NT 5.85%37 549300DF5MV96DRYLQ48 98419MAS9 2037-01-15 5.850000 0.00 1000000.00 976842.50 Corporate Debt Securities T MOBILE USA INC SR GLBL NT3.4%52 549300V2JRLO5DIFGE82 87264ACT0 2052-10-15 3.400000 0.00 6421000.00 3871820.19 Corporate Debt Securities WELLS FARGO & CO FR 4.897%072533 PBLD0EJDB5FWOLXP3B76 95000U3B7 2033-07-25 4.897000 0.00 133000.00 127407.59 Corporate Debt Securities UBS GROUP AG SR REGS NT 34 549300SZJ9VS8SGXAN81 H42097FX0 2034-09-11 5.714000 0.00 387000.00 377528.45 Corporate Debt Securities GRAND RIV FDG TR I SR GLBL 144A 36 N/A 38644BAA5 2036-02-15 6.311000 0.00 8457000.00 8026528.13 Corporate Debt Securities MITSUBISHI UFJ FINANCIAL GROUP SR GLBL NT 33 353800V2V8PUY9TK3E06 606822CK8 2033-07-20 5.133000 0.00 699000.00 678708.61 Corporate Debt Securities MARTIN MARIETTA MATLS INC 3.5%27 5299005MZ4WZECVATV08 573284AT3 2027-12-15 3.500000 0.00 8000.00 7933.91 Corporate Debt Securities FORTRESS TRANSN & INFRASTRUCTU SR GLBL 144A 32 529900E7PUVK6BC8PE80 34960PAG6 2032-06-15 7.000000 0.00 200000.00 202783.33 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR FLT NT 30 784F5XWPLTWKTBV3E584 38141GE91 2030-04-20 4.733200 0.00 14000.00 14177.16 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 33 784F5XWPLTWKTBV3E584 38141GCU6 2033-02-15 6.125000 0.00 90000.00 92207.36 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 56 2S72QS2UO2OESLG6Y829 92343VFW9 2056-10-30 2.987000 0.00 1159000.00 619515.44 Corporate Debt Securities SUMITOMO MITSUI FIN GRP INC SR GLBL FL NT 31 35380028MYWPB6AUO129 86562MDX5 2031-07-08 4.875200 0.00 7200000.00 7336238.98 Corporate Debt Securities ARCELORMITTAL SA LUXEMBOURG SR GLBL NT 54 2EULGUTUI56JI9SAL165 03938LBH6 2054-06-17 6.350000 0.00 270000.00 269211.08 Corporate Debt Securities ATHENE HOLDING LTD SR GLBL NT 34 549300H316CT32FQXI76 04686JAG6 2034-01-15 5.875000 0.00 208000.00 200555.59 Corporate Debt Securities AON CORP / AON GLOBAL HLDGS SR GLBL NT3.9%52 N/A 03740LAE2 2052-02-28 3.900000 0.00 35000.00 23413.13 Corporate Debt Securities AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 31 N/A 053773BH9 2031-02-15 8.000000 0.00 1103000.00 1101268.29 Corporate Debt Securities CF INDS INC SR NT 5.375%44 5FVKT86LAD2F40NPC183 12527GAE3 2044-03-15 5.375000 0.00 13000.00 11435.83 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT4.7%48 51M0QTTNCGUN7KFCFZ59 20030NCM1 2048-10-15 4.700000 0.00 2464000.00 1820259.47 Corporate Debt Securities US BANCORP FR 5.033%012637 N1GZ7BBF3NP8GI976H15 91159HJY7 2037-01-26 5.033000 0.00 5000.00 4641.44 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 30 8I5DZWZKVSZI1NUHU748 46647PBE5 2030-10-15 2.739000 0.00 92000.00 85680.87 Corporate Debt Securities US BANCORP FR 5.1%072330 N1GZ7BBF3NP8GI976H15 91159HJS0 2030-07-23 5.100000 0.00 6000.00 5987.53 Corporate Debt Securities PRUDENTIAL FINL INC FR 5.7%121436 5PRBRS5FEH7NREC8OR45 74432QAQ8 2036-12-14 5.700000 0.00 30000.00 29601.40 Corporate Debt Securities KINDER MORGAN INC DEL SR GLBL NT 52 549300WR7IX8XE0TBO16 49456BAW1 2052-08-01 5.450000 0.00 7000.00 6041.01 Corporate Debt Securities 21ST CENTY FOX AMER INC SR DEB 7.75%45 8RS0AKOLN987042F2V04 90131HBR5 2045-12-01 7.750000 0.00 126000.00 130674.36 Corporate Debt Securities KEURIG DR PEPPER INC GLBL NT 5.05%29 DYTQ8KRTKO7Y2BVU5K74 49271VAT7 2029-03-15 5.050000 0.00 1875000.00 1857082.81 Corporate Debt Securities TRUIST BK SR NT 4.42%28 JJKC32MCHWDI71265Z06 89788JAF6 2028-07-24 4.420000 0.00 2488000.00 2493432.13 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 32 8I5DZWZKVSZI1NUHU748 46647PBX3 2032-02-04 1.953000 0.00 3000.00 2567.63 Corporate Debt Securities MORGAN STANLEY FR 5.32%071935 IGJSJL3JD5P30I6NJZ34 61747YFT7 2035-07-19 5.320000 0.00 187000.00 178944.46 Corporate Debt Securities MOLSON COORS BEVERAGE CO SR GLBL NT4.2%46 54930073LBBH6ZCBE225 60871RAH3 2046-07-15 4.200000 0.00 224000.00 164991.68 Corporate Debt Securities LOCKHEED MARTIN CORP SR GLBL NT4.7%46 DPRBOZP0K5RM2YE8UU08 539830BL2 2046-05-15 4.700000 0.00 9000.00 7532.60 Corporate Debt Securities VITERRA FINANCE B.V. SR GLBL 144A 31 549300QHC068L40NNM71 92852LAB5 2031-04-21 3.200000 0.00 399000.00 351815.59 Corporate Debt Securities CANADIAN IMPERIAL BANK OF COMM GLBL NT 5.245%31 2IGI19DL77OX0HC3ZE78 13607PVQ4 2031-01-13 5.245000 0.00 100000.00 99789.85 Corporate Debt Securities DEERE FUNDING CANADA CORP SR GLBL NT 31 N/A 2442GAAB8 2031-07-15 4.850000 0.00 1755000.00 1717678.46 Corporate Debt Securities THE CIGNA GROUP SR GLBL NT 31 549300VIWYMSIGT1U456 125523CM0 2031-03-15 2.375000 0.00 4823000.00 4215926.98 Corporate Debt Securities CREDIT AGRICOLE S A FR 5.313%091530 969500TJ5KRTCJQWXH05 22535WAW7 2030-09-15 5.313000 0.00 1037000.00 1020090.42 Corporate Debt Securities TORONTO DOMINION BK ONT FR 4.456%060832 PT3QB789TSUIDF371261 89115A2E1 2032-06-08 4.456000 0.00 114000.00 108388.13 Corporate Debt Securities TRUIST FINL CORP FR 5.122%012634 549300DRQQI75D2JP341 89788MAM4 2034-01-26 5.122000 0.00 97000.00 92800.46 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR NT 6.561%34 784F5XWPLTWKTBV3E584 38141GA53 2034-10-24 6.561000 0.00 221000.00 231882.26 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 35 784F5XWPLTWKTBV3E584 38141GB37 2035-07-23 5.330000 0.00 270000.00 257639.32 Corporate Debt Securities JAB HLDGS B V SR 144A NT 51 529900RRNKUM3INJGF98 46653KAB4 2051-05-28 3.750000 0.00 250000.00 160657.08 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 48 8I5DZWZKVSZI1NUHU748 46647PAL0 2048-11-15 3.964000 0.00 895000.00 652378.93 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 29 8I5DZWZKVSZI1NUHU748 46647PCJ3 2029-06-01 2.069000 0.00 337000.00 321602.20 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT2.6%30 784F5XWPLTWKTBV3E584 38141GXG4 2030-02-07 2.600000 0.00 595000.00 541883.03 Corporate Debt Securities SYNOPSYS INC SR GLBL NT5.7%55 QG7T915N9S0NY5UKNE63 871607AG2 2055-04-01 5.700000 0.00 5000.00 4536.71 Corporate Debt Securities BAT CAPITAL CORP FR 5.55%080536 2138005GYEXN7XRHFA84 054989AH1 2036-08-05 5.550000 0.00 2295000.00 2203748.89 Corporate Debt Securities BAC CAP TR XIII PERP JR SB 549300I6GXQ4O8PHFJ89 05518UAA5 2500-12-31 4.556200 0.00 30000.00 22072.45 Corporate Debt Securities JPMORGAN CHASE & CO SR NT FXD/FLT 38 8I5DZWZKVSZI1NUHU748 46647PAJ5 2038-07-24 3.882000 0.00 861000.00 713198.16 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD 55 1HNPXZSMMB7HMBMVBS46 694308KV8 2055-03-01 6.150000 0.00 3132000.00 2769358.77 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 33 8I5DZWZKVSZI1NUHU748 46647PCU8 2033-01-25 2.963000 0.00 101000.00 88224.50 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL NT 44 8I5DZWZKVSZI1NUHU748 46625HJU5 2044-02-01 4.850000 0.00 41000.00 34843.79 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD 34 1HNPXZSMMB7HMBMVBS46 694308KP1 2034-03-15 6.950000 0.00 3446000.00 3561805.70 Corporate Debt Securities KRAFT HEINZ FOODS CO SR NT 5.2%45 5493003STKEZ2S0RNU91 50077LAM8 2045-07-15 5.200000 0.00 25000.00 20994.33 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD 36 1HNPXZSMMB7HMBMVBS46 694308LG0 2036-11-01 5.850000 0.00 1510000.00 1443107.00 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT5.5%44 549300GHBMY8T5GXDE41 91324PFK3 2044-07-15 5.500000 0.00 250000.00 228189.58 Corporate Debt Securities VALLEY NATL BANCORP SUB GLBL NT 36 549300ET52S1UBIB9762 919794AH0 2036-06-01 6.219000 0.00 1000000.00 978127.25 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL FL NT 28 8I5DZWZKVSZI1NUHU748 46647PDZ6 2028-01-23 4.950100 0.00 212000.00 214525.22 Corporate Debt Securities MACQUARIE GROUP LIMITED FR 2.871%011433 ACMHD8HWFMFUIQQ8Y590 55608JAZ1 2033-01-14 2.871000 0.00 1850000.00 1600085.35 Corporate Debt Securities MORGAN STANLEY FR 11%081933 IGJSJL3JD5P30I6NJZ34 61760QDB7 2033-08-19 2.088200 0.00 15000.00 10334.93 Corporate Debt Securities HYUNDAI CAP AMER FR 5.6%033028 549300RIPPWJB5Z0FK07 44891ACD7 2028-03-30 5.600000 0.00 678000.00 679579.74 Corporate Debt Securities HSBC HLDGS PLC SR GLBL FL 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2.500000 0.00 644145.00 409139.40 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3914 S6XOOCT0IEG5ABCC6L87 3132E0K35 2053-09-01 5.500000 0.00 126000.00 84326.72 Agency Mortgage-Backed Securities FEPC 03.000 CLSD4086 S6XOOCT0IEG5ABCC6L87 3132E0RF1 2052-08-01 3.000000 0.00 378000.00 240916.38 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7680 S6XOOCT0IEG5ABCC6L87 3142GYRA5 2056-10-01 5.500000 0.00 1031.00 992.26 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4167 S6XOOCT0IEG5ABCC6L87 3142GUTZ6 2055-05-01 6.000000 0.00 1024.00 737.77 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6884 S6XOOCT0IEG5ABCC6L87 3142GXUJ4 2056-06-01 5.000000 0.00 142095872.00 131779628.92 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ7035 S6XOOCT0IEG5ABCC6L87 3142GXY92 2056-07-01 5.000000 0.00 4598208.00 3814447.86 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 165300.00 156913.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 23430000.00 21924083.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 652000.00 627174.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 26300.00 25102.34 U.S. Treasuries (including strips) FEPC 06.500 CLQF3737 S6XOOCT0IEG5ABCC6L87 3133BREJ9 2052-12-01 6.500000 0.00 648000.00 409882.51 Agency Mortgage-Backed Securities FEPC 05.500 CLQF0924 S6XOOCT0IEG5ABCC6L87 3133BNAZ6 2052-09-01 5.500000 0.00 638108.00 348488.92 Agency Mortgage-Backed Securities FEPC 03.500 CLZS9817 S6XOOCT0IEG5ABCC6L87 3132AA4A9 2046-09-01 3.500000 0.00 240000.00 34045.23 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ3703 S6XOOCT0IEG5ABCC6L87 3133CUDG8 2054-09-01 5.500000 0.00 594601.00 427552.43 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4404 S6XOOCT0IEG5ABCC6L87 3133BR3M4 2052-12-01 6.000000 0.00 1129063.00 555596.04 Agency Mortgage-Backed Securities FEPC 06.000 CLQF8450 S6XOOCT0IEG5ABCC6L87 3133BWL76 2053-03-01 6.000000 0.00 650000.00 432273.70 Agency Mortgage-Backed Securities FEPC 06.000 CLQG6998 S6XOOCT0IEG5ABCC6L87 3133C7X36 2053-07-01 6.000000 0.00 1054378.00 740530.94 Agency Mortgage-Backed Securities FEPC 02.500 CLQD5204 S6XOOCT0IEG5ABCC6L87 3133B2X95 2052-01-01 2.500000 0.00 1729284.00 1007099.17 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ3144 S6XOOCT0IEG5ABCC6L87 3133CTP52 2054-09-01 6.000000 0.00 278438.00 242733.65 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ5533 S6XOOCT0IEG5ABCC6L87 3133CWEE8 2054-09-01 5.500000 0.00 20705504.00 15782882.15 Agency Mortgage-Backed Securities FEPC 06.500 CLQF8469 S6XOOCT0IEG5ABCC6L87 3133BWMS9 2053-03-01 6.500000 0.00 991462.00 668362.34 Agency Mortgage-Backed Securities FNMS 05.000 CLDG7983 B1V7KEBTPIMZEU4LTD58 3140UB2R3 2056-03-01 5.000000 0.00 1083368.00 1003012.90 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2038 B1V7KEBTPIMZEU4LTD58 3140Q9HQ9 2048-07-01 4.000000 0.00 540847.00 34505.06 Agency Mortgage-Backed Securities FNMS 03.000 CLBQ4840 B1V7KEBTPIMZEU4LTD58 3140KQLW9 2050-10-01 3.000000 0.00 381000.00 103183.44 Agency Mortgage-Backed Securities FNMS 02.500 CLBR0999 B1V7KEBTPIMZEU4LTD58 3140KYDD3 2051-05-01 2.500000 0.00 279000.00 160581.47 Agency Mortgage-Backed Securities FEPC 06.000 CLQG3987 S6XOOCT0IEG5ABCC6L87 3133C4NC4 2053-06-01 6.000000 0.00 1013570.00 960236.67 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0639 S6XOOCT0IEG5ABCC6L87 3132DMV85 2051-06-01 3.000000 0.00 330724.00 158276.33 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ8928 S6XOOCT0IEG5ABCC6L87 3133D04M0 2054-11-01 5.500000 0.00 1310576.00 856667.32 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ5275 S6XOOCT0IEG5ABCC6L87 3133CV2G8 2054-10-01 5.000000 0.00 3403000.00 2799990.35 Agency Mortgage-Backed Securities FEPC 05.000 CISB8363 S6XOOCT0IEG5ABCC6L87 3132D6JG6 2040-02-01 5.000000 0.00 85000.00 50091.96 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0866 S6XOOCT0IEG5ABCC6L87 3132DM6B6 2052-02-01 3.500000 0.00 5000000.00 2564773.23 Agency Mortgage-Backed Securities FEPC 07.500 CLQH8537 S6XOOCT0IEG5ABCC6L87 3133CMPW8 2054-01-01 7.500000 0.00 985914.00 1012687.13 Agency Mortgage-Backed Securities FEPC 05.500 CISB8288 S6XOOCT0IEG5ABCC6L87 3132D6F54 2039-03-01 5.500000 0.00 690023.00 329968.63 Agency Mortgage-Backed Securities FEPC 03.000 CLSD4800 S6XOOCT0IEG5ABCC6L87 3132DSKM3 2051-06-01 3.000000 0.00 1856894.00 1255630.69 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 25772300.00 20106446.69 U.S. Treasuries (including strips) FEPC 05.000 CLRJ5999 S6XOOCT0IEG5ABCC6L87 3142GWUZ0 2056-03-01 5.000000 0.00 10874400.00 9919349.28 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1441 S6XOOCT0IEG5ABCC6L87 3142GRS76 2054-05-01 6.500000 0.00 1987.00 1255.39 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6157 S6XOOCT0IEG5ABCC6L87 3142GWZX0 2056-02-01 5.000000 0.00 2048.00 1867.50 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6606 S6XOOCT0IEG5ABCC6L87 3142GXKU0 2056-05-01 5.500000 0.00 2064.00 1952.21 Agency Mortgage-Backed Securities FNMS 06.000 CLDI0227 B1V7KEBTPIMZEU4LTD58 3140UTHD9 2056-08-01 6.000000 0.00 401035.00 399195.68 Agency Mortgage-Backed Securities FNMS 04.500 CKMA3474 B1V7KEBTPIMZEU4LTD58 31418C2G8 2048-09-01 4.500000 0.00 1000.00 37.55 Agency Mortgage-Backed Securities FNMS 02.500 CLBR0774 B1V7KEBTPIMZEU4LTD58 3140KX2G0 2051-01-01 2.500000 0.00 1577346.00 722462.96 Agency Mortgage-Backed Securities FEPC 05.500 CLSL6592 S6XOOCT0IEG5ABCC6L87 31427UKE2 2056-09-01 5.500000 0.00 1001.00 967.36 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1979 S6XOOCT0IEG5ABCC6L87 3142GSFV5 2054-07-01 6.500000 0.00 29825606.00 18139089.31 Agency Mortgage-Backed Securities FNMS 06.000 CLDI0197 B1V7KEBTPIMZEU4LTD58 3140UTGF5 2056-08-01 6.000000 0.00 688564.00 679474.17 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2745 S6XOOCT0IEG5ABCC6L87 3142GTBP0 2054-11-01 5.500000 0.00 1000.00 880.35 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6136 S6XOOCT0IEG5ABCC6L87 3142GWZA0 2056-02-01 5.000000 0.00 1024.00 938.04 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4398 B1V7KEBTPIMZEU4LTD58 31418D3G5 2051-08-01 2.000000 0.00 1000.00 536.46 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5313 B1V7KEBTPIMZEU4LTD58 3140XL3X4 2050-01-01 3.500000 0.00 400000.00 257335.75 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4840 B1V7KEBTPIMZEU4LTD58 3140XLLW6 2053-05-01 5.500000 0.00 2070460.00 1379054.11 Agency Mortgage-Backed Securities FNMS 03.000 CLFA2248 B1V7KEBTPIMZEU4LTD58 3140W2QA2 2052-07-01 3.000000 0.00 40000.00 30210.60 Agency Mortgage-Backed Securities FNMS 05.000 CLDI0610 B1V7KEBTPIMZEU4LTD58 3140UTVC5 2056-09-01 5.000000 0.00 3301556.00 3082015.00 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0751 B1V7KEBTPIMZEU4LTD58 3140XFZR5 2052-03-01 3.000000 0.00 1028000.00 573865.29 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6058 B1V7KEBTPIMZEU4LTD58 3140XMWU6 2052-04-01 2.500000 0.00 530000.00 336401.75 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3250 S6XOOCT0IEG5ABCC6L87 3142GTTG1 2055-01-01 5.000000 0.00 1024.00 922.57 Agency Mortgage-Backed Securities FNMS 02.500 CTFS0995 B1V7KEBTPIMZEU4LTD58 3140XGC98 2042-03-01 2.500000 0.00 200000.00 112868.07 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0701 B1V7KEBTPIMZEU4LTD58 3140XFX71 2051-12-01 3.000000 0.00 562000.00 295444.03 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1205 B1V7KEBTPIMZEU4LTD58 3140XGKT5 2052-04-01 3.500000 0.00 1000.00 551.18 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2091 S6XOOCT0IEG5ABCC6L87 3142GSKD9 2054-04-01 5.500000 0.00 4662648.00 2989986.06 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ5285 S6XOOCT0IEG5ABCC6L87 3142GV2T7 2055-11-01 6.500000 0.00 19568608.00 17526797.36 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5075 S6XOOCT0IEG5ABCC6L87 3142GVT92 2055-10-01 5.000000 0.00 1008.00 863.30 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5235 S6XOOCT0IEG5ABCC6L87 3142GVY96 2055-11-01 5.500000 0.00 144756398.00 131146789.66 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6074 S6XOOCT0IEG5ABCC6L87 3131YCXB7 2049-05-01 4.500000 0.00 2470379.00 417091.37 Agency Mortgage-Backed Securities FEPC 05.000 CLTC3855 S6XOOCT0IEG5ABCC6L87 3130G3E53 2056-08-01 5.000000 0.00 11299840.00 10452851.09 Agency Mortgage-Backed Securities FEPC 05.500 CLTC3536 S6XOOCT0IEG5ABCC6L87 3130G2ZA1 2056-08-01 5.500000 0.00 3917216.00 3761169.40 Agency Mortgage-Backed Securities FEPC 03.500 CTZA2255 S6XOOCT0IEG5ABCC6L87 31329KQG2 2032-03-01 3.500000 0.00 1000000.00 38623.45 Agency Mortgage-Backed Securities FEPC 06.000 CLTC3324 S6XOOCT0IEG5ABCC6L87 3130G2SN1 2056-08-01 6.000000 0.00 1503564.00 1492976.37 Agency Mortgage-Backed Securities FEPC 03.500 CTZA2278 S6XOOCT0IEG5ABCC6L87 31329KQ72 2032-09-01 3.500000 0.00 2065580.00 115596.15 Agency Mortgage-Backed Securities FEPC 04.500 CLZN2759 S6XOOCT0IEG5ABCC6L87 3131Y9B44 2049-01-01 4.500000 0.00 4393632.00 744303.34 Agency Mortgage-Backed Securities FNMS 03.000 CLBO3192 B1V7KEBTPIMZEU4LTD58 3140JXRN0 2049-10-01 3.000000 0.00 2497000.00 372191.51 Agency Mortgage-Backed Securities FNMS 02.000 REBT1311 B1V7KEBTPIMZEU4LTD58 3140LPN57 2051-07-01 2.000000 0.00 800000.00 238975.07 Agency Mortgage-Backed Securities FNMS 05.000 CLAL5218 B1V7KEBTPIMZEU4LTD58 3138EMYQ8 2044-03-01 5.000000 0.00 659390.00 25930.72 Agency Mortgage-Backed Securities FNMS 06.500 CLAL2859 B1V7KEBTPIMZEU4LTD58 3138EKE92 2031-11-01 6.500000 0.00 19907233.00 384962.87 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ7517 B1V7KEBTPIMZEU4LTD58 3140KTK79 2050-11-01 2.500000 0.00 761294.00 372666.84 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0896 B1V7KEBTPIMZEU4LTD58 3140Y67J3 2055-08-01 6.500000 0.00 1024.00 815.45 Agency Mortgage-Backed Securities FNMS 06.000 CLCC2685 B1V7KEBTPIMZEU4LTD58 3140Y86X9 2056-05-01 6.000000 0.00 1000.00 970.55 Agency Mortgage-Backed Securities FNMS 03.000 CTFM6831 B1V7KEBTPIMZEU4LTD58 3140XASV5 2037-01-01 3.000000 0.00 1000.00 332.30 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2456 B1V7KEBTPIMZEU4LTD58 3140Y8WS1 2056-04-01 5.500000 0.00 2080.00 1911.29 Agency Mortgage-Backed Securities FNMS 03.000 CLFM5166 B1V7KEBTPIMZEU4LTD58 3140X8W45 2050-12-01 3.000000 0.00 350652.00 105208.72 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0983 B1V7KEBTPIMZEU4LTD58 3140Y7CV8 2055-09-01 5.500000 0.00 3195.00 2888.94 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1706 B1V7KEBTPIMZEU4LTD58 3140Y73Q9 2055-12-01 5.500000 0.00 22489584.00 21040317.64 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3505 B1V7KEBTPIMZEU4LTD58 3140X63P4 2050-06-01 2.500000 0.00 2003.00 781.09 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3148 B1V7KEBTPIMZEU4LTD58 3140X6QA2 2050-02-01 4.000000 0.00 18986.00 7498.49 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3282 B1V7KEBTPIMZEU4LTD58 3140X6UG4 2050-05-01 3.500000 0.00 77000.00 24779.68 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3982 B1V7KEBTPIMZEU4LTD58 3140X7M89 2050-05-01 3.500000 0.00 145000.00 26310.80 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6925 B1V7KEBTPIMZEU4LTD58 3140QEVT6 2050-09-01 2.000000 0.00 768000.00 340238.92 Agency Mortgage-Backed Securities FNMS 04.500 CLFM4118 B1V7KEBTPIMZEU4LTD58 3140X7SG5 2049-07-01 4.500000 0.00 125000.00 26102.17 Agency Mortgage-Backed Securities FNMS 02.500 CIFM4032 B1V7KEBTPIMZEU4LTD58 3140X7PS2 2035-08-01 2.500000 0.00 1149000.00 339937.30 Agency Mortgage-Backed Securities FNMS 03.000 CIFM3869 B1V7KEBTPIMZEU4LTD58 3140X7JP5 2035-06-01 3.000000 0.00 444387.00 61308.44 Agency Mortgage-Backed Securities FNMS 06.000 CLCC2357 B1V7KEBTPIMZEU4LTD58 3140Y8TP1 2056-04-01 6.000000 0.00 2141314.00 2037522.39 Agency Mortgage-Backed Securities FNMS 04.000 CZBM6647 B1V7KEBTPIMZEU4LTD58 3140JBL53 2053-10-01 4.000000 0.00 944708.00 620530.69 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8817 B1V7KEBTPIMZEU4LTD58 3140QGYP6 2051-02-01 2.000000 0.00 299000.00 152375.65 Agency Mortgage-Backed Securities FNMS 05.500 CLDD6798 B1V7KEBTPIMZEU4LTD58 3140B7RU9 2055-05-01 5.500000 0.00 1350294.00 1276021.86 Agency Mortgage-Backed Securities FNMS 04.000 CLCA5513 B1V7KEBTPIMZEU4LTD58 3140QDDT8 2050-04-01 4.000000 0.00 72854428.00 20812796.06 Agency Mortgage-Backed Securities FNMS 04.000 CLAV3523 B1V7KEBTPIMZEU4LTD58 3138XE4H8 2044-03-01 4.000000 0.00 1000000.00 242999.41 Agency Mortgage-Backed Securities FNMS 03.000 CRAT3973 B1V7KEBTPIMZEU4LTD58 3138WRMX5 2033-04-01 3.000000 0.00 1025404.00 227414.62 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8827 B1V7KEBTPIMZEU4LTD58 3140QGYZ4 2051-02-01 2.500000 0.00 675444.00 345076.80 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2164 B1V7KEBTPIMZEU4LTD58 3140QMMN1 2051-11-01 3.000000 0.00 5400000.00 3055179.83 Agency Mortgage-Backed Securities FNMS 06.500 CLDE4007 B1V7KEBTPIMZEU4LTD58 3140BGNZ2 2055-08-01 6.500000 0.00 2157740.00 1760331.22 Agency Mortgage-Backed Securities FEPC 04.500 CLZL1354 S6XOOCT0IEG5ABCC6L87 3131XGQF8 2041-05-01 4.500000 0.00 3307000.00 69307.82 Agency Mortgage-Backed Securities FEPC 05.000 CLZI7765 S6XOOCT0IEG5ABCC6L87 3131WLTW8 2037-08-01 5.000000 0.00 3807676.00 66521.12 Agency Mortgage-Backed Securities FEPC 03.500 CIZK9477 S6XOOCT0IEG5ABCC6L87 3131XDQ65 2033-05-01 3.500000 0.00 500000.00 34756.84 Agency Mortgage-Backed Securities FEPC 05.000 CLTC2171 S6XOOCT0IEG5ABCC6L87 3130G1JR4 2056-08-01 5.000000 0.00 1623078.00 1517813.94 Agency Mortgage-Backed Securities FEPC 06.000 CLTC5557 S6XOOCT0IEG5ABCC6L87 3130G5B36 2056-09-01 6.000000 0.00 1029108.00 1018738.02 Agency Mortgage-Backed Securities FEPC 06.000 CLTC2703 S6XOOCT0IEG5ABCC6L87 3130G13M2 2056-08-01 6.000000 0.00 331871.00 325752.44 Agency Mortgage-Backed Securities FEPC 05.000 CLTC6686 S6XOOCT0IEG5ABCC6L87 3130G6J85 2056-09-01 5.000000 0.00 1584202.00 1475802.63 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2117 S6XOOCT0IEG5ABCC6L87 3132DPK64 2052-08-01 3.500000 0.00 475000.00 287576.31 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2235 S6XOOCT0IEG5ABCC6L87 3132DPPU6 2053-01-01 6.000000 0.00 32466944.00 16576712.52 Agency Mortgage-Backed Securities FEPC 05.500 CLTC7093 S6XOOCT0IEG5ABCC6L87 3130G6XX4 2056-10-01 5.500000 0.00 3434060.00 3303608.84 Agency Mortgage-Backed Securities FEPC 06.000 CLTC6659 S6XOOCT0IEG5ABCC6L87 3130G6JD4 2056-09-01 6.000000 0.00 2087072.00 2076069.65 Agency Mortgage-Backed Securities FEPC 03.000 CLSD1185 S6XOOCT0IEG5ABCC6L87 3132DNJ61 2051-10-01 3.000000 0.00 12108532.00 7245673.62 Agency Mortgage-Backed Securities FEPC 06.000 CLTC1512 S6XOOCT0IEG5ABCC6L87 3130G0SA3 2056-08-01 6.000000 0.00 22962.00 22741.30 Agency Mortgage-Backed Securities FEPC 04.500 CLZL1484 S6XOOCT0IEG5ABCC6L87 3131XGUH9 2041-06-01 4.500000 0.00 1350000.00 46247.84 Agency Mortgage-Backed Securities FEPC 05.000 CLTC5101 S6XOOCT0IEG5ABCC6L87 3130G4RX6 2056-09-01 5.000000 0.00 1245620.00 1163644.23 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 5609100.00 5579257.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 330200.00 327859.32 U.S. Treasuries (including strips) FNMS 05.500 CLCC1168 B1V7KEBTPIMZEU4LTD58 3140Y7JN9 2055-10-01 5.500000 0.00 1024.00 942.77 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9020 B1V7KEBTPIMZEU4LTD58 3140XRAW5 2054-03-01 5.500000 0.00 1000.00 757.33 Agency Mortgage-Backed Securities FNMS 02.000 CTFS9157 B1V7KEBTPIMZEU4LTD58 3140XRE76 2042-05-01 2.000000 0.00 49487296.00 33971780.08 Agency Mortgage-Backed Securities FNMS 06.000 CIFS8493 B1V7KEBTPIMZEU4LTD58 3140XQNK9 2038-07-01 6.000000 0.00 73000.00 38304.33 Agency Mortgage-Backed Securities FNMS 05.000 CLDG5827 B1V7KEBTPIMZEU4LTD58 3140U9PM4 2056-04-01 5.000000 0.00 127000.00 111242.20 Agency Mortgage-Backed Securities FNMS 03.500 CLFS8509 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Securities FNAR XX.XXX HYAN3609 B1V7KEBTPIMZEU4LTD58 3138LGAK2 2031-12-01 3.140000 0.00 3470000.00 2893878.79 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4096 B1V7KEBTPIMZEU4LTD58 3140L2RS4 2051-01-01 2.000000 0.00 1000.00 479.55 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ6682 B1V7KEBTPIMZEU4LTD58 3140KSM87 2051-08-01 2.000000 0.00 1027132.00 527235.44 Agency Mortgage-Backed Securities FEPC 05.500 CIQO5367 S6XOOCT0IEG5ABCC6L87 3133WP6C4 2041-05-01 5.500000 0.00 1001.00 963.75 Agency Mortgage-Backed Securities FEPC 04.500 CLSD6473 S6XOOCT0IEG5ABCC6L87 3132DUFN2 2052-05-01 4.500000 0.00 1000.00 722.74 Agency Mortgage-Backed Securities 05.500 FGPC G06623 G S6XOOCT0IEG5ABCC6L87 3128M8VQ4 2039-04-01 5.500000 0.00 1019.00 29.47 Agency Mortgage-Backed Securities FNMS 06.000 CLDE3725 B1V7KEBTPIMZEU4LTD58 3140BGD75 2055-06-01 6.000000 0.00 1000.00 986.89 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0581 B1V7KEBTPIMZEU4LTD58 3140QKUF3 2051-05-01 2.000000 0.00 1000.00 516.95 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 100.00 98.47 U.S. Treasuries (including strips) FEPC 05.500 CLQX9405 S6XOOCT0IEG5ABCC6L87 31426GNX9 2055-04-01 5.500000 0.00 1000.00 721.09 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0424 B1V7KEBTPIMZEU4LTD58 3140Y6PJ3 2055-05-01 5.000000 0.00 1024.00 908.95 Agency Mortgage-Backed Securities GNII RG CH7265 C 549300M8ZYFG0OCMTT87 3617X0CA7 2044-11-20 4.000000 0.00 920685.00 366783.99 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4608 B1V7KEBTPIMZEU4LTD58 3140U8DN7 2056-04-01 5.000000 0.00 668312.00 623525.67 Agency Mortgage-Backed Securities FNMS 04.000 CTMA3728 B1V7KEBTPIMZEU4LTD58 31418DEA6 2039-07-01 4.000000 0.00 1000.00 118.80 Agency Mortgage-Backed Securities FNMS 05.500 CLDG3207 B1V7KEBTPIMZEU4LTD58 3140U6R55 2056-02-01 5.500000 0.00 1000.00 959.04 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4208 B1V7KEBTPIMZEU4LTD58 31418DVA7 2050-12-01 2.000000 0.00 1000.00 467.28 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4260 B1V7KEBTPIMZEU4LTD58 31418DWW8 2036-02-01 1.500000 0.00 1000.00 405.24 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9552 B1V7KEBTPIMZEU4LTD58 3140XRTJ4 2054-07-01 6.000000 0.00 1000.00 665.17 Agency Mortgage-Backed Securities FNMS 06.000 CLDG6287 B1V7KEBTPIMZEU4LTD58 3140U96Z6 2056-05-01 6.000000 0.00 1000.00 842.43 Agency Mortgage-Backed Securities FNMS 03.000 CLFS9086 B1V7KEBTPIMZEU4LTD58 3140XRCY9 2050-07-01 3.000000 0.00 1000.00 709.18 Agency Mortgage-Backed Securities FEPC 06.000 CLQX5868 S6XOOCT0IEG5ABCC6L87 31426BQW9 2055-02-01 6.000000 0.00 1008.00 739.04 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4355 B1V7KEBTPIMZEU4LTD58 31418DZV7 2051-06-01 2.000000 0.00 1024.00 541.06 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4415 B1V7KEBTPIMZEU4LTD58 31418D3Z3 2051-09-01 3.000000 0.00 1000.00 444.81 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4562 B1V7KEBTPIMZEU4LTD58 31418EB82 2052-03-01 2.000000 0.00 1000.00 577.74 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 300.00 242.31 U.S. Treasuries (including strips) GNII SF MA8425 M 549300M8ZYFG0OCMTT87 36179XLE4 2052-10-20 3.500000 0.00 726931.00 465554.43 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0.00 0.00 10754800.00 10687109.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 100.00 80.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 100.00 91.34 U.S. Treasuries (including strips) FNMS 04.500 CLFS5692 B1V7KEBTPIMZEU4LTD58 3140XMKE5 2053-06-01 4.500000 0.00 1000.00 697.59 Agency Mortgage-Backed Securities FNMS 06.000 CLBY0811 B1V7KEBTPIMZEU4LTD58 3140NG3V0 2053-04-01 6.000000 0.00 1001.00 853.20 Agency Mortgage-Backed Securities FEPC 05.000 CLTB7903 S6XOOCT0IEG5ABCC6L87 3142K9X91 2056-07-01 5.000000 0.00 1676.00 1561.19 Agency Mortgage-Backed Securities FEPC 06.000 CLTB6714 S6XOOCT0IEG5ABCC6L87 3142K8N86 2056-07-01 6.000000 0.00 4632185.00 4568022.42 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 200.00 170.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 1200.00 1046.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 200.00 199.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 101974400.00 101424822.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 100.00 95.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 104700.00 100121.82 U.S. Treasuries (including strips) FEPC 04.500 CLRA8327 S6XOOCT0IEG5ABCC6L87 3133KQHC3 2052-12-01 4.500000 0.00 110552.00 77817.87 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9062 S6XOOCT0IEG5ABCC6L87 3133KRB78 2053-05-01 5.500000 0.00 1024.00 791.98 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7912 B1V7KEBTPIMZEU4LTD58 3138WHYJ5 2046-09-01 3.000000 0.00 500000.00 66030.06 Agency Mortgage-Backed Securities FEPC 04.500 CLRA8647 S6XOOCT0IEG5ABCC6L87 3133KQTC0 2053-05-01 4.500000 0.00 432361.00 310714.80 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 1300.00 1254.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 900.00 868.33 U.S. Treasuries (including strips) FEPC 02.500 CLQB1469 S6XOOCT0IEG5ABCC6L87 3133A7T25 2050-07-01 2.500000 0.00 13000.00 5182.48 Agency Mortgage-Backed Securities FEPC 05.000 CISB8314 S6XOOCT0IEG5ABCC6L87 3132D6GX2 2039-07-01 5.000000 0.00 80879.00 42529.21 Agency Mortgage-Backed Securities FEPC 04.000 CLZM0443 S6XOOCT0IEG5ABCC6L87 3131XTP46 2045-11-01 4.000000 0.00 1000.00 88.28 Agency Mortgage-Backed Securities FEPC 03.500 CLZM1720 S6XOOCT0IEG5ABCC6L87 3131XU4D6 2046-09-01 3.500000 0.00 1000.00 80.26 Agency Mortgage-Backed Securities FNMS 03.000 CIBM3537 B1V7KEBTPIMZEU4LTD58 3140J74X0 2031-01-01 3.000000 0.00 1000.00 32.42 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8326 B1V7KEBTPIMZEU4LTD58 3140QUHC3 2054-04-01 5.500000 0.00 1061.00 826.91 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5040 B1V7KEBTPIMZEU4LTD58 31418ES68 2053-06-01 6.000000 0.00 2000.00 1025.31 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7275 B1V7KEBTPIMZEU4LTD58 3140QTCM9 2053-10-01 6.500000 0.00 1000.00 618.10 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6481 B1V7KEBTPIMZEU4LTD58 3140QSFX4 2053-06-01 5.500000 0.00 1000.00 791.57 Agency Mortgage-Backed Securities FNMS 02.500 CIFS3607 B1V7KEBTPIMZEU4LTD58 3140XKAH3 2037-02-01 2.500000 0.00 13379720.00 7491233.84 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7138 B1V7KEBTPIMZEU4LTD58 3140QS4Y4 2053-09-01 6.500000 0.00 17412229.00 8127156.03 Agency Mortgage-Backed Securities FNMS 04.500 CLBY3035 B1V7KEBTPIMZEU4LTD58 3140NKLR0 2053-05-01 4.500000 0.00 1001.00 495.23 Agency Mortgage-Backed Securities FNMS 03.000 CLBD6982 B1V7KEBTPIMZEU4LTD58 3140FEXL3 2046-10-01 3.000000 0.00 501213.00 63043.63 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1518 S6XOOCT0IEG5ABCC6L87 3132DNVK6 2052-08-01 4.500000 0.00 1000.00 682.35 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4606 S6XOOCT0IEG5ABCC6L87 3132A5DK8 2045-03-01 3.000000 0.00 1000.00 101.21 Agency Mortgage-Backed Securities FNMS 06.500 CZ974096 B1V7KEBTPIMZEU4LTD58 31414RUV5 2048-02-01 6.500000 0.00 1002.00 18.79 Agency Mortgage-Backed Securities FNMS 03.500 CTMA2110 B1V7KEBTPIMZEU4LTD58 31418BKY1 2034-12-01 3.500000 0.00 1000.00 75.48 Agency Mortgage-Backed Securities FNMS 02.500 CIMA1240 B1V7KEBTPIMZEU4LTD58 31418ALW6 2027-11-01 2.500000 0.00 1000.00 10.32 Agency Mortgage-Backed Securities FNMS 03.500 CLAB5366 B1V7KEBTPIMZEU4LTD58 31417B6C6 2042-06-01 3.500000 0.00 1000.00 140.64 Agency Mortgage-Backed Securities GNHA AL CP3116 H 549300M8ZYFG0OCMTT87 3617FSN97 2072-10-20 6.609000 0.00 4000000.00 3415118.15 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 100.00 54.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 200.00 152.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 1882800.00 1641157.21 U.S. Treasuries (including strips) FEPC 04.500 CLQJ8387 S6XOOCT0IEG5ABCC6L87 3133D0J85 2054-11-01 4.500000 0.00 1206110.00 943197.89 Agency Mortgage-Backed Securities FNMS 04.000 CLAV0691 B1V7KEBTPIMZEU4LTD58 3138XBXV1 2043-12-01 4.000000 0.00 1000.00 105.90 Agency Mortgage-Backed Securities FNMS 03.000 CLFM7699 B1V7KEBTPIMZEU4LTD58 3140XBRV4 2048-11-01 3.000000 0.00 1000.00 406.06 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ2479 B1V7KEBTPIMZEU4LTD58 3140KMXH8 2050-09-01 2.000000 0.00 1000.00 435.01 Agency Mortgage-Backed Securities FEPC 05.000 CLTA1521 S6XOOCT0IEG5ABCC6L87 3142JPVP3 2055-12-01 5.000000 0.00 1000.00 860.07 Agency Mortgage-Backed Securities FEPC 06.500 CLTA0999 S6XOOCT0IEG5ABCC6L87 3142JPDD0 2055-12-01 6.500000 0.00 1000.00 237.85 Agency Mortgage-Backed Securities FNMS 05.500 CLDG2362 B1V7KEBTPIMZEU4LTD58 3140U5TU0 2056-03-01 5.500000 0.00 1000.00 956.60 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2750 S6XOOCT0IEG5ABCC6L87 31427QBU5 2054-11-01 5.500000 0.00 1000.00 857.32 Agency Mortgage-Backed Securities FEPC 05.500 CLTA6204 S6XOOCT0IEG5ABCC6L87 3142JU3N8 2056-02-01 5.500000 0.00 1002.00 966.94 Agency Mortgage-Backed Securities FEPC 06.500 CLTA1986 S6XOOCT0IEG5ABCC6L87 3142JQF46 2055-12-01 6.500000 0.00 1000.00 472.58 Agency Mortgage-Backed Securities FEPC 05.000 CLTB1274 S6XOOCT0IEG5ABCC6L87 3142K2MY3 2056-04-01 5.000000 0.00 1000.00 927.59 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3047 B1V7KEBTPIMZEU4LTD58 3140Y9L51 2056-07-01 5.500000 0.00 1024.00 986.36 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5419 B1V7KEBTPIMZEU4LTD58 31418FAV9 2054-07-01 5.000000 0.00 339000.00 274933.07 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0761 B1V7KEBTPIMZEU4LTD58 3140UFZ31 2056-06-01 5.000000 0.00 1000.00 929.19 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2445 B1V7KEBTPIMZEU4LTD58 3140Y8WF9 2056-04-01 5.000000 0.00 1040.00 940.23 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1412 S6XOOCT0IEG5ABCC6L87 3142GRSA9 2054-05-01 5.500000 0.00 1024.00 809.54 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3011 S6XOOCT0IEG5ABCC6L87 3142GTKZ8 2054-12-01 5.000000 0.00 1024.00 833.41 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5575 S6XOOCT0IEG5ABCC6L87 31427TFR2 2054-06-01 5.000000 0.00 1000.00 913.17 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5865 B1V7KEBTPIMZEU4LTD58 31418FQT7 2045-10-01 5.500000 0.00 1148735.00 898159.79 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5038 B1V7KEBTPIMZEU4LTD58 31418ES43 2053-06-01 5.000000 0.00 1024.00 717.41 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1569 S6XOOCT0IEG5ABCC6L87 3132DNW66 2052-09-01 4.500000 0.00 1023.00 629.99 Agency Mortgage-Backed Securities FEPC 05.500 CIQO6030 S6XOOCT0IEG5ABCC6L87 3133WQVX8 2041-07-01 5.500000 0.00 1000.00 986.95 Agency Mortgage-Backed Securities FEPC 03.000 CLSD2017 S6XOOCT0IEG5ABCC6L87 3132DPG28 2051-12-01 3.000000 0.00 1000.00 645.31 Agency Mortgage-Backed Securities FEPC 02.500 CTSC0451 S6XOOCT0IEG5ABCC6L87 3132D9QC1 2042-09-01 2.500000 0.00 1000.00 667.25 Agency Mortgage-Backed Securities FNMS 06.000 CLDI5760 B1V7KEBTPIMZEU4LTD58 3140V0MJ2 2056-09-01 6.000000 0.00 1002.00 989.61 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5886 B1V7KEBTPIMZEU4LTD58 3140QRRG0 2053-03-01 4.500000 0.00 1000.00 605.84 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 200.00 187.69 U.S. Treasuries (including strips) FEPC 05.500 CLTC1210 S6XOOCT0IEG5ABCC6L87 3130G0GU2 2056-07-01 5.500000 0.00 1000.00 842.55 Agency Mortgage-Backed Securities FEPC 03.000 CTZS9221 S6XOOCT0IEG5ABCC6L87 3132AAG65 2036-09-01 3.000000 0.00 1000.00 210.76 Agency Mortgage-Backed Securities FEPC 05.500 CISB1905 S6XOOCT0IEG5ABCC6L87 3132CYDJ6 2041-05-01 5.500000 0.00 36999.00 34857.60 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 400.00 398.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 2395600.00 2316333.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 1500.00 1450.94 U.S. Treasuries (including strips) MNAR XX.XXX HXBZ7886 B1V7KEBTPIMZEU4LTD58 3140Q3XQ4 2031-09-01 4.410000 0.00 2672967.00 2566554.85 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ7534 B1V7KEBTPIMZEU4LTD58 3140Q3LQ7 2031-07-01 4.580000 0.00 12000000.00 11635373.33 Agency Mortgage-Backed Securities FNMS 03.000 CIFS4798 B1V7KEBTPIMZEU4LTD58 3140XLKL1 2038-04-01 3.000000 0.00 1000.00 556.01 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5135 B1V7KEBTPIMZEU4LTD58 31418EV56 2053-09-01 4.000000 0.00 60000.00 42904.64 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5591 B1V7KEBTPIMZEU4LTD58 31418FF93 2040-01-01 5.500000 0.00 74000.00 38412.27 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5190 B1V7KEBTPIMZEU4LTD58 31418EXU9 2053-11-01 5.500000 0.00 1024.00 693.59 Agency Mortgage-Backed Securities FEPC 06.000 CLSL6019 S6XOOCT0IEG5ABCC6L87 31427TVM5 2056-07-01 6.000000 0.00 1000.00 981.08 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5855 S6XOOCT0IEG5ABCC6L87 31427TQH2 2056-07-01 5.500000 0.00 1000.00 960.87 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3803 S6XOOCT0IEG5ABCC6L87 31427RGM6 2055-11-01 5.000000 0.00 1000.00 886.99 Agency Mortgage-Backed Securities FNMS 06.000 CLCC3441 B1V7KEBTPIMZEU4LTD58 3140Y9ZF4 2056-09-01 6.000000 0.00 1006.00 996.99 Agency Mortgage-Backed Securities FNMS 05.600 CA908287 B1V7KEBTPIMZEU4LTD58 31411HCY4 2036-12-01 5.600000 0.00 2000.00 234.76 Agency Mortgage-Backed Securities FEPC 04.500 CLSL3718 S6XOOCT0IEG5ABCC6L87 31427RDY3 2053-08-01 4.500000 0.00 1008.00 840.08 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4978 S6XOOCT0IEG5ABCC6L87 31427SQ84 2056-05-01 5.000000 0.00 1000.00 908.07 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5599 S6XOOCT0IEG5ABCC6L87 31427TGH3 2056-06-01 5.000000 0.00 1040.00 965.73 Agency Mortgage-Backed Securities GNII RG CI4203 C 549300M8ZYFG0OCMTT87 3617X8U44 2049-11-20 5.000000 0.00 7393.00 4140.08 Agency Mortgage-Backed Securities FEPC 06.500 CLQY3004 S6XOOCT0IEG5ABCC6L87 31426MKS0 2055-05-01 6.500000 0.00 1001.00 846.59 Agency Mortgage-Backed Securities FEPC 04.000 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31326KUV7 2046-02-01 5.880000 0.00 15017680.00 436288.28 Agency Mortgage-Backed Securities FKAR 04.150 WAWA4496 S6XOOCT0IEG5ABCC6L87 3132XDDA8 2032-10-01 4.150000 0.00 21492448.00 20036013.57 Agency Mortgage-Backed Securities FKAR 01.840 WNWN2094 S6XOOCT0IEG5ABCC6L87 3132XGKG0 2031-01-01 1.840000 0.00 3000000.00 2590774.35 Agency Mortgage-Backed Securities FKAR 04.550 WNWN3242 S6XOOCT0IEG5ABCC6L87 3132XHS88 2037-09-01 4.550000 0.00 8670000.00 8002039.60 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3845 B1V7KEBTPIMZEU4LTD58 3140J8HX4 2037-09-01 5.985000 0.00 857000.00 133511.69 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1618 B1V7KEBTPIMZEU4LTD58 3140HSYQ8 2034-03-01 3.750000 0.00 4250000.00 3852076.04 Agency Mortgage-Backed Securities FKAR 04.200 WAWA3903 S6XOOCT0IEG5ABCC6L87 3132WXRZ5 2030-09-01 4.350000 0.00 1456910.00 1315682.81 Agency Mortgage-Backed Securities FKAR 02.770 WNWN0077 S6XOOCT0IEG5ABCC6L87 3132XECP4 2040-03-01 2.770000 0.00 2604708.00 1912640.70 Agency Mortgage-Backed Securities FNAR XX.XXX WZ735654 B1V7KEBTPIMZEU4LTD58 31402RH77 2044-10-01 4.908000 0.00 650000.00 4736.22 Agency Mortgage-Backed Securities FNAR XX.XXX WS748848 B1V7KEBTPIMZEU4LTD58 31403G5H1 2037-06-01 6.020000 0.00 1030000.00 11554.80 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ1136 B1V7KEBTPIMZEU4LTD58 3140NVHN0 2033-08-01 4.960000 0.00 6192000.00 6053828.96 Agency Mortgage-Backed Securities FNAR XX.XXX S1745466 B1V7KEBTPIMZEU4LTD58 31403DFF1 2036-04-01 5.907000 0.00 500000.00 2473.37 Agency Mortgage-Backed Securities FNAR XX.XXX S1745776 B1V7KEBTPIMZEU4LTD58 31403DQ51 2036-07-01 6.122000 0.00 1200000.00 17195.84 Agency Mortgage-Backed Securities FNAR XX.XXX WS780280 B1V7KEBTPIMZEU4LTD58 31404V2M9 2034-07-01 6.045000 0.00 2150000.00 13523.57 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ4492 B1V7KEBTPIMZEU4LTD58 3140NY7E5 2032-08-01 4.680000 0.00 7865000.00 7582803.80 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ4553 B1V7KEBTPIMZEU4LTD58 3140Q0BX9 2030-08-01 4.120000 0.00 42140000.00 40483345.50 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9785 B1V7KEBTPIMZEU4LTD58 3138LN2T7 2033-07-01 3.775000 0.00 2684692.00 2445987.91 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9277 B1V7KEBTPIMZEU4LTD58 3138LNJX0 2038-05-01 3.560000 0.00 13639984.00 11130592.20 Agency Mortgage-Backed Securities FNAR XX.XXX LB791961 B1V7KEBTPIMZEU4LTD58 31405KZ20 2034-09-01 5.563000 0.00 250000.00 2742.23 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ4317 B1V7KEBTPIMZEU4LTD58 3140NYYP0 2032-07-01 4.350000 0.00 18136000.00 17227117.39 Agency Mortgage-Backed Securities FNAR XX.XXX W2796884 B1V7KEBTPIMZEU4LTD58 31405RJ56 2034-10-01 5.939000 0.00 4471152.00 33931.81 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ5223 B1V7KEBTPIMZEU4LTD58 3140Q0YV8 2030-11-01 3.590000 0.00 11206000.00 10531487.82 Agency Mortgage-Backed Securities FNAR XX.XXX WD745688 B1V7KEBTPIMZEU4LTD58 31403DND7 2034-07-01 5.808000 0.00 1775000.00 7866.39 Agency Mortgage-Backed Securities FNAR XX.XXX WS773341 B1V7KEBTPIMZEU4LTD58 31404NEN2 2035-06-01 5.791000 0.00 3484252.00 15501.48 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ7097 B1V7KEBTPIMZEU4LTD58 3140Q23F3 2036-05-01 4.750000 0.00 4300000.00 4058007.34 Agency Mortgage-Backed Securities FNAR XX.XXX LB813844 B1V7KEBTPIMZEU4LTD58 31406MER3 2035-01-01 5.690000 0.00 1595000.00 10739.03 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ7861 B1V7KEBTPIMZEU4LTD58 3140Q3WX0 2033-09-01 4.920000 0.00 9217000.00 8925626.05 Agency Mortgage-Backed Securities FNAR XX.XXX WD791972 B1V7KEBTPIMZEU4LTD58 31405K2D2 2034-09-01 6.143000 0.00 25000.00 571.76 Agency Mortgage-Backed Securities FNAR XX.XXX HLAN0620 B1V7KEBTPIMZEU4LTD58 3138LCVN2 2046-01-01 4.010000 0.00 2788132.00 1956972.95 Agency Mortgage-Backed Securities FNAR XX.XXX LB800171 B1V7KEBTPIMZEU4LTD58 31405U6G9 2034-12-01 5.714000 0.00 800000.00 3328.68 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ5874 B1V7KEBTPIMZEU4LTD58 3140Q1Q45 2031-01-01 3.855000 0.00 145780000.00 137907211.89 Agency Mortgage-Backed Securities FNAR XX.XXX WD813570 B1V7KEBTPIMZEU4LTD58 31406L2B3 2034-10-01 5.873000 0.00 1049286.00 22105.13 Agency Mortgage-Backed Securities FNAR XX.XXX LBAO4105 B1V7KEBTPIMZEU4LTD58 3138LUR31 2042-06-01 6.060000 0.00 2835048.00 9305.01 Agency Mortgage-Backed Securities FNAR XX.XXX WS806506 B1V7KEBTPIMZEU4LTD58 31406DAF3 2044-10-01 4.908000 0.00 19658000.00 178147.94 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9683 B1V7KEBTPIMZEU4LTD58 3138LNXM8 2030-06-01 3.530000 0.00 9159840.00 8474438.70 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ2050 B1V7KEBTPIMZEU4LTD58 3140NWH40 2034-10-01 4.190000 0.00 23800000.00 21935824.02 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9060 B1V7KEBTPIMZEU4LTD58 3138LNB67 2033-05-01 3.650000 0.00 4045000.00 3676525.89 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ4832 B1V7KEBTPIMZEU4LTD58 3140Q0LN0 2032-09-01 4.130000 0.00 43463000.00 40722611.95 Agency Mortgage-Backed Securities FNAR XX.XXX LB794792 B1V7KEBTPIMZEU4LTD58 31405N7D1 2034-10-01 6.148000 0.00 490000.00 1865.34 Agency Mortgage-Backed Securities FNAR XX.XXX WS781309 B1V7KEBTPIMZEU4LTD58 31404XAJ3 2034-07-01 6.060000 0.00 500000.00 3349.37 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ5020 B1V7KEBTPIMZEU4LTD58 3140Q0SJ2 2030-10-01 4.030000 0.00 33039000.00 31572213.41 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ1841 B1V7KEBTPIMZEU4LTD58 3140NWBK0 2034-10-01 4.360000 0.00 5321000.00 4966872.67 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ5433 B1V7KEBTPIMZEU4LTD58 3140Q1BB5 2032-11-01 4.380000 0.00 14885000.00 14191319.30 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ4944 B1V7KEBTPIMZEU4LTD58 3140Q0P63 2032-11-01 4.190000 0.00 41250000.00 38703236.47 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6740 B1V7KEBTPIMZEU4LTD58 3140Q2P28 2031-04-01 3.595000 0.00 35084000.00 32725687.62 Agency Mortgage-Backed Securities FNAR XX.XXX LB826364 B1V7KEBTPIMZEU4LTD58 31407CB97 2035-07-01 5.688000 0.00 125000.00 1615.95 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6396 B1V7KEBTPIMZEU4LTD58 3140Q2DA3 2033-03-01 4.010000 0.00 28665000.00 26500714.47 Agency Mortgage-Backed Securities FNAR XX.XXX WS846171 B1V7KEBTPIMZEU4LTD58 31408BCG1 2035-10-01 5.983000 0.00 620000.00 14604.40 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ3605 B1V7KEBTPIMZEU4LTD58 3140NYAF8 2035-04-01 4.530000 0.00 20458000.00 19202680.08 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ7140 B1V7KEBTPIMZEU4LTD58 3140Q25A2 2033-06-01 4.050000 0.00 21595000.00 19955647.97 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ4581 B1V7KEBTPIMZEU4LTD58 3140Q0CT7 2032-09-01 4.185000 0.00 26550000.00 24951802.84 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ5257 B1V7KEBTPIMZEU4LTD58 3140Q0ZX3 2032-10-01 4.460000 0.00 1625000.00 1549484.26 Agency Mortgage-Backed Securities FNAR XX.XXX LB735961 B1V7KEBTPIMZEU4LTD58 31402RTS8 2035-09-01 5.471000 0.00 11792000.00 164128.55 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ2345 B1V7KEBTPIMZEU4LTD58 3140NWTB1 2034-11-01 4.700000 0.00 6330000.00 6077788.18 Agency Mortgage-Backed Securities FNAR XX.XXX LB810514 B1V7KEBTPIMZEU4LTD58 31406HN78 2035-01-01 5.875000 0.00 2500000.00 20929.20 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9915 B1V7KEBTPIMZEU4LTD58 3138LPAR7 2033-08-01 3.790000 0.00 5000000.00 4362731.56 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ5939 B1V7KEBTPIMZEU4LTD58 3140Q1S50 2033-01-01 4.385000 0.00 14600000.00 13813634.67 Agency Mortgage-Backed Securities FNAR XX.XXX LB820113 B1V7KEBTPIMZEU4LTD58 31406UDS4 2034-11-01 6.305000 0.00 1000000.00 3252.99 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL8299 B1V7KEBTPIMZEU4LTD58 3138ETGH3 2046-03-01 6.017000 0.00 15000000.00 347244.57 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ2074 B1V7KEBTPIMZEU4LTD58 3140NWJU0 2034-10-01 4.420000 0.00 17045000.00 15976458.43 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ6797 B1V7KEBTPIMZEU4LTD58 3140Q2RT7 2036-04-01 4.740000 0.00 3000000.00 2827667.50 Agency Mortgage-Backed Securities FNAR XX.XXX WS781550 B1V7KEBTPIMZEU4LTD58 31404XH31 2034-10-01 5.873000 0.00 2000000.00 12894.45 Agency Mortgage-Backed Securities FNAR XX.XXX LB841775 B1V7KEBTPIMZEU4LTD58 31407VFQ3 2035-09-01 6.188000 0.00 1700000.00 12439.52 Agency Mortgage-Backed Securities FNAR XX.XXX LB816597 B1V7KEBTPIMZEU4LTD58 31406QGE1 2035-02-01 5.670000 0.00 250000.00 1449.36 Agency Mortgage-Backed Securities FNAR XX.XXX S1865488 B1V7KEBTPIMZEU4LTD58 31409ARH4 2036-02-01 5.881000 0.00 15210000.00 65655.08 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ4622 B1V7KEBTPIMZEU4LTD58 3140Q0D41 2032-08-01 4.550000 0.00 56000000.00 53725631.57 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ5224 B1V7KEBTPIMZEU4LTD58 3140Q0YW6 2030-11-01 3.590000 0.00 27816000.00 26141697.77 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6028 B1V7KEBTPIMZEU4LTD58 3140Q1VW7 2033-01-01 3.910000 0.00 9592000.00 8852550.05 Agency Mortgage-Backed Securities FNAR XX.XXX LB745896 B1V7KEBTPIMZEU4LTD58 31403DUV9 2036-09-01 6.164000 0.00 4000000.00 6487.53 Agency Mortgage-Backed Securities FNAR XX.XXX WS844532 B1V7KEBTPIMZEU4LTD58 31407YHH5 2035-11-01 5.413000 0.00 2323000.00 20209.63 Agency Mortgage-Backed Securities FNAR XX.XXX WD705282 B1V7KEBTPIMZEU4LTD58 31401DRB9 2033-06-01 5.893000 0.00 2014244.00 49942.85 Agency Mortgage-Backed Securities FNAR XX.XXX WS841978 B1V7KEBTPIMZEU4LTD58 31407VM36 2035-03-01 4.162000 0.00 2000000.00 15772.51 Agency Mortgage-Backed Securities FNAR XX.XXX SODG1738 B1V7KEBTPIMZEU4LTD58 3140U44Y2 2056-02-01 4.652000 0.00 14784752.00 13640347.69 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS1351 B1V7KEBTPIMZEU4LTD58 3140LBQD8 2041-03-01 2.150000 0.00 1159806.00 772177.89 Agency Mortgage-Backed Securities FNAR XX.XXX SODG0961 B1V7KEBTPIMZEU4LTD58 3140U4B73 2056-03-01 4.563000 0.00 3606064.00 3453326.13 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3338 B1V7KEBTPIMZEU4LTD58 3140LDV89 2031-10-01 1.850000 0.00 8996000.00 7688146.03 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3486 B1V7KEBTPIMZEU4LTD58 3140LD2U2 2031-10-01 1.690000 0.00 5000000.00 4114595.98 Agency Mortgage-Backed Securities FNAR XX.XXX WS732218 B1V7KEBTPIMZEU4LTD58 31402LPB2 2043-06-01 4.908000 0.00 27000000.00 112314.54 Agency Mortgage-Backed Securities FMAR 782967 G S6XOOCT0IEG5ABCC6L87 31349UJL3 2035-01-01 5.875000 0.00 2425000.00 19095.92 Agency Mortgage-Backed Securities FNAR XX.XXX WS725008 B1V7KEBTPIMZEU4LTD58 31402CNZ1 2033-12-01 6.345000 0.00 2000000.00 7893.91 Agency Mortgage-Backed Securities FNAR XX.XXX WS778711 B1V7KEBTPIMZEU4LTD58 31404UDQ0 2034-05-01 5.544000 0.00 25000000.00 295937.43 Agency Mortgage-Backed Securities FNAR XX.XXX WS836641 B1V7KEBTPIMZEU4LTD58 31407PP28 2035-10-01 5.556000 0.00 2700000.00 40784.63 Agency Mortgage-Backed Securities FNAR XX.XXX LB829708 B1V7KEBTPIMZEU4LTD58 31407FYD6 2035-06-01 6.155000 0.00 92000.00 607.71 Agency Mortgage-Backed Securities FNAR XX.XXX LA255883 B1V7KEBTPIMZEU4LTD58 31371MFY8 2035-08-01 6.226000 0.00 702920.00 8905.58 Agency Mortgage-Backed Securities FNAR XX.XXX LB786142 B1V7KEBTPIMZEU4LTD58 31405DLX3 2034-07-01 5.941000 0.00 1000000.00 3928.74 Agency Mortgage-Backed Securities FMAR 782784 G S6XOOCT0IEG5ABCC6L87 31349UCV8 2034-10-01 6.143000 0.00 1100000.00 8835.06 Agency Mortgage-Backed Securities FNAR XX.XXX LB745777 B1V7KEBTPIMZEU4LTD58 31403DQ69 2036-07-01 5.957000 0.00 1200000.00 8187.37 Agency Mortgage-Backed Securities FNAR XX.XXX LB809181 B1V7KEBTPIMZEU4LTD58 31406F6S5 2035-01-01 5.849000 0.00 1300000.00 19203.97 Agency Mortgage-Backed Securities FNAR XX.XXX LB802661 B1V7KEBTPIMZEU4LTD58 31405XWW9 2034-12-01 5.855000 0.00 6032784.00 49058.12 Agency Mortgage-Backed Securities FNAR XX.XXX LB793065 B1V7KEBTPIMZEU4LTD58 31405MCA3 2034-08-01 6.402000 0.00 3866624.00 565.12 Agency Mortgage-Backed Securities FMAR 782837 G S6XOOCT0IEG5ABCC6L87 31349UEJ3 2034-11-01 5.893000 0.00 93723.00 793.82 Agency Mortgage-Backed Securities FNAR XX.XXX LB815195 B1V7KEBTPIMZEU4LTD58 31406NUU6 2035-05-01 5.940000 0.00 1200000.00 2003.12 Agency Mortgage-Backed Securities FNAR XX.XXX WD690595 B1V7KEBTPIMZEU4LTD58 31400LGC2 2033-10-01 6.148000 0.00 1000000.00 23654.67 Agency Mortgage-Backed Securities FNAR XX.XXX LB675490 B1V7KEBTPIMZEU4LTD58 31391SNF3 2033-03-01 6.273000 0.00 800000.00 990.16 Agency Mortgage-Backed Securities FNAR XX.XXX WN813637 B1V7KEBTPIMZEU4LTD58 31406L4W5 2036-01-01 5.810000 0.00 2455000.00 62817.50 Agency Mortgage-Backed Securities FNAR XX.XXX WN795718 B1V7KEBTPIMZEU4LTD58 31405QAT5 2034-09-01 6.050000 0.00 850000.00 2387.78 Agency Mortgage-Backed Securities FMAR 840214 G S6XOOCT0IEG5ABCC6L87 31347AGX6 2043-09-01 6.323000 0.00 21969440.00 1387970.32 Agency Mortgage-Backed Securities FNAR XX.XXX LB788987 B1V7KEBTPIMZEU4LTD58 31405GRG7 2034-10-01 5.875000 0.00 2300000.00 16911.78 Agency Mortgage-Backed Securities FNAR XX.XXX WS679734 B1V7KEBTPIMZEU4LTD58 31391XEF2 2030-03-01 6.745000 0.00 1305412.00 19172.97 Agency Mortgage-Backed Securities FNAR XX.XXX LB745988 B1V7KEBTPIMZEU4LTD58 31403DXR5 2035-06-01 6.174000 0.00 5646776.00 43159.92 Agency Mortgage-Backed Securities FNAR XX.XXX WS674190 B1V7KEBTPIMZEU4LTD58 31391Q7B4 2042-11-01 4.908000 0.00 4000000.00 5264.87 Agency Mortgage-Backed Securities FNAR XX.XXX LB786627 B1V7KEBTPIMZEU4LTD58 31405D4L8 2034-08-01 5.728000 0.00 3007672.00 7265.69 Agency Mortgage-Backed Securities FNAR XX.XXX WS783251 B1V7KEBTPIMZEU4LTD58 31405AEY5 2044-04-01 4.908000 0.00 7205000.00 55992.53 Agency Mortgage-Backed Securities FNAR XX.XXX LB745059 B1V7KEBTPIMZEU4LTD58 31403CWU1 2035-09-01 5.935000 0.00 1742020.00 6282.79 Agency Mortgage-Backed Securities FNAR XX.XXX S1888307 B1V7KEBTPIMZEU4LTD58 31410F3Q6 2037-04-01 5.874000 0.00 500000.00 1037.62 Agency Mortgage-Backed Securities FNAR XX.XXX LB912244 B1V7KEBTPIMZEU4LTD58 31411NP50 2037-02-01 6.033000 0.00 800000.00 3983.86 Agency Mortgage-Backed Securities FNAR XX.XXX LB898756 B1V7KEBTPIMZEU4LTD58 31410VQH6 2034-06-01 5.725000 0.00 930000.00 9271.08 Agency Mortgage-Backed Securities FNAR XX.XXX LB888989 B1V7KEBTPIMZEU4LTD58 31410GUN1 2037-06-01 4.998000 0.00 2113000.00 49152.40 Agency Mortgage-Backed Securities FNAR XX.XXX S1946362 B1V7KEBTPIMZEU4LTD58 31413HZ35 2037-09-01 6.512000 0.00 1000000.00 1558.34 Agency Mortgage-Backed Securities FNAR XX.XXX S1886375 B1V7KEBTPIMZEU4LTD58 31410DXC9 2036-07-01 6.072000 0.00 14005648.00 63609.73 Agency Mortgage-Backed Securities FNAR XX.XXX WS889611 B1V7KEBTPIMZEU4LTD58 31410KKY9 2035-07-01 5.136000 0.00 3697504.00 24757.39 Agency Mortgage-Backed Securities FNAR XX.XXX LB888241 B1V7KEBTPIMZEU4LTD58 31410FZE8 2034-05-01 5.965000 0.00 400000.00 1695.27 Agency Mortgage-Backed Securities FNAR XX.XXX LBAD3532 B1V7KEBTPIMZEU4LTD58 31418Q4S9 2040-04-01 5.830000 0.00 6000000.00 19428.52 Agency Mortgage-Backed Securities FNAR XX.XXX LBAE0279 B1V7KEBTPIMZEU4LTD58 31419AJZ1 2038-11-01 5.901000 0.00 1200000.00 15846.17 Agency Mortgage-Backed Securities FNAR XX.XXX SODI2385 B1V7KEBTPIMZEU4LTD58 3140UVUK3 2056-09-01 4.749000 0.00 14927660.00 14652630.89 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ7626 B1V7KEBTPIMZEU4LTD58 3140Q3PL4 2036-08-01 4.970000 0.00 9673000.00 9271286.22 Agency Mortgage-Backed Securities FMAR 780870 G S6XOOCT0IEG5ABCC6L87 31342A6F1 2033-09-01 6.297000 0.00 193558.00 602.05 Agency Mortgage-Backed Securities FMAR 840207 G S6XOOCT0IEG5ABCC6L87 31347AGQ1 2045-09-01 5.965000 0.00 3889732.00 224294.23 Agency Mortgage-Backed Securities FKAR 04.400 WNWN1790 S6XOOCT0IEG5ABCC6L87 3132XF7C6 2035-11-01 4.400000 0.00 36080000.00 33258163.14 Agency Mortgage-Backed Securities FMAR 972136 G S6XOOCT0IEG5ABCC6L87 31336CLR2 2034-01-01 5.899000 0.00 200000.00 956.15 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6580 B1V7KEBTPIMZEU4LTD58 3140Q2J25 2033-03-01 4.070000 0.00 63117000.00 58534491.90 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ7927 B1V7KEBTPIMZEU4LTD58 3140Q3YZ3 2033-09-01 4.490000 0.00 75069000.00 71019398.59 Agency Mortgage-Backed Securities FMAR 2B1341 G S6XOOCT0IEG5ABCC6L87 31326FP28 2043-05-01 5.886000 0.00 6626000.00 50580.47 Agency Mortgage-Backed Securities FMAR 2B3277 G S6XOOCT0IEG5ABCC6L87 31326HUA0 2044-10-01 6.105000 0.00 10104384.00 310997.31 Agency Mortgage-Backed Securities FMAR 2B6174 G S6XOOCT0IEG5ABCC6L87 31326L2F1 2047-06-01 3.079000 0.00 139424.00 16724.32 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ4787 B1V7KEBTPIMZEU4LTD58 3140Q0J94 2030-09-01 4.290000 0.00 45640000.00 44170430.02 Agency Mortgage-Backed Securities FNAR XX.XXX SODG0987 B1V7KEBTPIMZEU4LTD58 3140U4CZ0 2056-05-01 4.821000 0.00 2659128.00 2577854.76 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6384 B1V7KEBTPIMZEU4LTD58 3140JBCW4 2047-12-01 5.951000 0.00 750000.00 68194.74 Agency Mortgage-Backed Securities FNAR XX.XXX SODC1742 B1V7KEBTPIMZEU4LTD58 3140AN5C9 2054-09-01 3.020000 0.00 1137082.00 945540.63 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6054 B1V7KEBTPIMZEU4LTD58 3140JAWQ7 2045-06-01 5.936000 0.00 286000.00 35834.57 Agency Mortgage-Backed Securities FNAR XX.XXX SODD0453 B1V7KEBTPIMZEU4LTD58 3140B0QF8 2054-10-01 4.290000 0.00 698019.00 427738.73 Agency Mortgage-Backed Securities FNAR XX.XXX SODG1737 B1V7KEBTPIMZEU4LTD58 3140U44X4 2056-02-01 4.758000 0.00 2480464.00 2392324.56 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ4767 B1V7KEBTPIMZEU4LTD58 3140Q0JM5 2032-09-01 4.310000 0.00 41366000.00 39144312.56 Agency Mortgage-Backed Securities FNAR XX.XXX S1995919 B1V7KEBTPIMZEU4LTD58 31416CK88 2037-07-01 6.416000 0.00 600000.00 3459.64 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ4064 B1V7KEBTPIMZEU4LTD58 3140NYQS3 2032-06-01 4.630000 0.00 72162000.00 69516160.21 Agency Mortgage-Backed Securities FKAR 04.050 WSWS4020 S6XOOCT0IEG5ABCC6L87 3142GGPE8 2041-01-01 4.050000 0.00 3356952.00 2798122.53 Agency Mortgage-Backed Securities FNAR XX.XXX WD995552 B1V7KEBTPIMZEU4LTD58 31416B5M6 2035-05-01 5.819000 0.00 250000.00 7828.07 Agency Mortgage-Backed Securities FMAR 8D0750 G S6XOOCT0IEG5ABCC6L87 3142BNZP2 2054-08-01 3.728000 0.00 3237340.00 2871462.75 Agency Mortgage-Backed Securities FNAR XX.XXX LBAC8552 B1V7KEBTPIMZEU4LTD58 31417VQE6 2040-01-01 5.940000 0.00 20483000.00 64746.34 Agency Mortgage-Backed Securities FMAR 8C1352 G S6XOOCT0IEG5ABCC6L87 3142BBQD5 2056-02-01 4.835000 0.00 4795264.00 4588357.81 Agency Mortgage-Backed Securities FMAR 8C1375 G S6XOOCT0IEG5ABCC6L87 3142BBQ45 2056-03-01 4.850000 0.00 11155504.00 10779590.74 Agency Mortgage-Backed Securities FNAR XX.XXX WE238575 B1V7KEBTPIMZEU4LTD58 31370Q6L8 2033-03-01 4.009000 0.00 5615752.00 9973.41 Agency Mortgage-Backed Securities FNAR XX.XXX WS373183 B1V7KEBTPIMZEU4LTD58 31377CRC9 2032-10-01 4.452000 0.00 20500000.00 22259.76 Agency Mortgage-Backed Securities MNAR XX.XXX HY387801 B1V7KEBTPIMZEU4LTD58 31377UX65 2030-07-01 3.620000 0.00 8664672.00 8046315.37 Agency Mortgage-Backed Securities FNAR XX.XXX AS303469 B1V7KEBTPIMZEU4LTD58 31373UCE5 2028-11-01 4.435000 0.00 5107712.00 3681.22 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0229 B1V7KEBTPIMZEU4LTD58 3140HRHF3 2033-12-01 4.000000 0.00 9778140.00 8830004.96 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ1178 B1V7KEBTPIMZEU4LTD58 3140NVJY4 2031-06-01 5.810000 0.00 34861000.00 35174061.47 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH5135 B1V7KEBTPIMZEU4LTD58 3140GTV56 2047-09-01 6.245000 0.00 50000.00 1483.10 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH5928 B1V7KEBTPIMZEU4LTD58 3140GUSS7 2047-07-01 6.039000 0.00 350000.00 16727.23 Agency Mortgage-Backed Securities FNAR XX.XXX LBCA2903 B1V7KEBTPIMZEU4LTD58 3140QAGM6 2048-12-01 6.083000 0.00 500000.00 19888.56 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ3662 B1V7KEBTPIMZEU4LTD58 3140NYB83 2035-04-01 5.170000 0.00 1926000.00 1851737.65 Agency Mortgage-Backed Securities FMAR 8C1498 G S6XOOCT0IEG5ABCC6L87 3142BBUX6 2056-06-01 4.954000 0.00 7190768.00 6346066.88 Agency Mortgage-Backed Securities FMAR 8D0747 G S6XOOCT0IEG5ABCC6L87 3142BNZL1 2054-08-01 3.751000 0.00 1573524.00 1403037.62 Agency Mortgage-Backed Securities FMAR 8C1339 G S6XOOCT0IEG5ABCC6L87 3142BBPY0 2056-01-01 4.457000 0.00 1486858.00 1414460.11 Agency Mortgage-Backed Securities FMAR 8D0754 G S6XOOCT0IEG5ABCC6L87 3142BNZT4 2054-08-01 3.638000 0.00 4265376.00 3766923.48 Agency Mortgage-Backed Securities FNAR XX.XXX SODG0963 B1V7KEBTPIMZEU4LTD58 3140U4B99 2056-03-01 4.405000 0.00 584734.00 553606.27 Agency Mortgage-Backed Securities FKAR 03.000 WAWA4840 S6XOOCT0IEG5ABCC6L87 3142ACEN5 2042-03-01 3.000000 0.00 57400.00 41883.52 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0726 B1V7KEBTPIMZEU4LTD58 3140HRYY3 2032-01-01 4.010000 0.00 1537898.00 1444414.22 Agency Mortgage-Backed Securities FNAR XX.XXX LB803594 B1V7KEBTPIMZEU4LTD58 31405YXX4 2034-10-01 6.085000 0.00 200000.00 2141.03 Agency Mortgage-Backed Securities FNAR XX.XXX LB770956 B1V7KEBTPIMZEU4LTD58 31404KQH8 2034-04-01 5.780000 0.00 1000000.00 17023.32 Agency Mortgage-Backed Securities FNAR XX.XXX LB881857 B1V7KEBTPIMZEU4LTD58 31409XWS4 2036-04-01 6.070000 0.00 380000.00 2467.28 Agency Mortgage-Backed Securities FNAR XX.XXX WS735322 B1V7KEBTPIMZEU4LTD58 31402Q4F5 2034-07-01 5.725000 0.00 320000.00 731.10 Agency Mortgage-Backed Securities FNAR XX.XXX LB843026 B1V7KEBTPIMZEU4LTD58 31407WSP9 2035-09-01 5.785000 0.00 1000000.00 4340.04 Agency Mortgage-Backed Securities FNAR XX.XXX WD739403 B1V7KEBTPIMZEU4LTD58 31402VNU0 2033-09-01 6.256000 0.00 1100000.00 5985.13 Agency Mortgage-Backed Securities FNAR XX.XXX WS751531 B1V7KEBTPIMZEU4LTD58 31403K4Q3 2034-05-01 5.835000 0.00 200000.00 2847.45 Agency Mortgage-Backed Securities FNAR XX.XXX LB773856 B1V7KEBTPIMZEU4LTD58 31404NWR3 2034-04-01 6.383000 0.00 1395652.00 7216.77 Agency Mortgage-Backed Securities FNAR XX.XXX LB813842 B1V7KEBTPIMZEU4LTD58 31406MEP7 2035-01-01 5.570000 0.00 162000.00 840.58 Agency Mortgage-Backed Securities FNAR XX.XXX WS773326 B1V7KEBTPIMZEU4LTD58 31404ND78 2035-06-01 5.620000 0.00 2076184.00 16295.80 Agency Mortgage-Backed Securities FNAR XX.XXX GA743602 B1V7KEBTPIMZEU4LTD58 31403BDF7 2033-09-01 5.695000 0.00 175000.00 3115.93 Agency Mortgage-Backed Securities FNAR XX.XXX WS735332 B1V7KEBTPIMZEU4LTD58 31402Q4R9 2034-08-01 5.769000 0.00 500000.00 2463.10 Agency Mortgage-Backed Securities FNAR XX.XXX WD730611 B1V7KEBTPIMZEU4LTD58 31402JVC8 2033-08-01 5.900000 0.00 1500000.00 20204.49 Agency Mortgage-Backed Securities FNAR XX.XXX LB745768 B1V7KEBTPIMZEU4LTD58 31403DQV4 2036-07-01 5.985000 0.00 64000.00 526.52 Agency Mortgage-Backed Securities FNAR XX.XXX LB800165 B1V7KEBTPIMZEU4LTD58 31405U6A2 2034-12-01 5.770000 0.00 150000.00 860.25 Agency Mortgage-Backed Securities FNAR XX.XXX WD705715 B1V7KEBTPIMZEU4LTD58 31401EAQ2 2033-06-01 6.024000 0.00 200000.00 781.28 Agency Mortgage-Backed Securities FNAR XX.XXX LB806721 B1V7KEBTPIMZEU4LTD58 31406DG67 2034-11-01 6.215000 0.00 114097.00 699.90 Agency Mortgage-Backed Securities FNAR XX.XXX WS836852 B1V7KEBTPIMZEU4LTD58 31407PWM6 2035-10-01 5.610000 0.00 19802300.00 107196.15 Agency Mortgage-Backed Securities FNAR XX.XXX LB776488 B1V7KEBTPIMZEU4LTD58 31404RUM7 2034-03-01 5.657000 0.00 1397000.00 6145.89 Agency Mortgage-Backed Securities FNAR XX.XXX WD747302 B1V7KEBTPIMZEU4LTD58 31403FGK4 2034-07-01 5.905000 0.00 5000000.00 16218.20 Agency Mortgage-Backed Securities FNAR XX.XXX LB823660 B1V7KEBTPIMZEU4LTD58 31406YB58 2035-05-01 5.845000 0.00 300000.00 2192.90 Agency Mortgage-Backed Securities MNAR XX.XXX HY387952 B1V7KEBTPIMZEU4LTD58 31377U5M1 2038-09-01 3.880000 0.00 2079952.00 1719316.50 Agency Mortgage-Backed Securities FMAR 1B7789 G S6XOOCT0IEG5ABCC6L87 3128UGBH9 2040-11-01 6.274000 0.00 200000.00 873.41 Agency Mortgage-Backed Securities FMAR 1Q0223 G S6XOOCT0IEG5ABCC6L87 3128S4G84 2036-11-01 6.535000 0.00 5049936.00 10918.22 Agency Mortgage-Backed Securities FMAR 1Q0287 G S6XOOCT0IEG5ABCC6L87 3128S4J81 2037-07-01 5.575000 0.00 4542464.00 3596.20 Agency Mortgage-Backed Securities FMAR 2B0811 G S6XOOCT0IEG5ABCC6L87 3128LL3U8 2042-09-01 6.438000 0.00 726000.00 7153.68 Agency Mortgage-Backed Securities FNAR XX.XXX LBBJ0705 B1V7KEBTPIMZEU4LTD58 3140H1YB0 2047-10-01 6.350000 0.00 20000.00 2127.44 Agency Mortgage-Backed Securities FNAR XX.XXX WS801344 B1V7KEBTPIMZEU4LTD58 31405WHV0 2034-10-01 6.065000 0.00 400000.00 1125.23 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ7931 B1V7KEBTPIMZEU4LTD58 3140Q3Y59 2031-09-01 4.580000 0.00 3243000.00 3136170.53 Agency Mortgage-Backed Securities FMAR 1N0117 G S6XOOCT0IEG5ABCC6L87 3128QGDW9 2035-12-01 5.697000 0.00 35519936.00 260155.91 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ6677 B1V7KEBTPIMZEU4LTD58 3140Q2M39 2036-04-01 4.770000 0.00 3000000.00 2831572.50 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ6658 B1V7KEBTPIMZEU4LTD58 3140Q2MG0 2036-04-01 4.720000 0.00 1150000.00 1084654.56 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6785 B1V7KEBTPIMZEU4LTD58 3140Q2RF7 2031-04-01 4.010000 0.00 3780000.00 3578939.07 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ7173 B1V7KEBTPIMZEU4LTD58 3140Q26K9 2033-06-01 4.180000 0.00 1855000.00 1727415.37 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0845 B1V7KEBTPIMZEU4LTD58 3140HR5F6 2033-12-01 4.150000 0.00 1192848.00 1067376.71 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6322 B1V7KEBTPIMZEU4LTD58 3140Q2AY4 2033-01-01 4.505000 0.00 9148000.00 8733056.12 Agency Mortgage-Backed Securities FNAR XX.XXX WS877000 B1V7KEBTPIMZEU4LTD58 31409SKM1 2035-06-01 5.885000 0.00 977976.00 1963.02 Agency Mortgage-Backed Securities FNAR XX.XXX LB821378 B1V7KEBTPIMZEU4LTD58 31406VQ74 2035-05-01 5.664000 0.00 300000.00 909.67 Agency Mortgage-Backed Securities FMAR 1J1378 G S6XOOCT0IEG5ABCC6L87 3128NHQ71 2036-11-01 6.015000 0.00 200000.00 1747.55 Agency Mortgage-Backed Securities FMAR 1B7536 G S6XOOCT0IEG5ABCC6L87 3128QPXQ0 2037-11-01 6.250000 0.00 3251996.00 183632.52 Agency Mortgage-Backed Securities FMAR 1L1346 G S6XOOCT0IEG5ABCC6L87 3128Q3P70 2036-06-01 6.430000 0.00 1287464.00 129363.30 Agency Mortgage-Backed Securities FMAR 1Q1829 G S6XOOCT0IEG5ABCC6L87 3128S6A69 2038-10-01 6.183000 0.00 903925.00 83434.50 Agency Mortgage-Backed Securities FMAR 1M1044 G S6XOOCT0IEG5ABCC6L87 3128QFER1 2036-09-01 5.918000 0.00 29344608.00 390737.92 Agency Mortgage-Backed Securities FMAR 1Q0074 G S6XOOCT0IEG5ABCC6L87 3128S4CK1 2036-05-01 5.564000 0.00 8846272.00 88855.72 Agency Mortgage-Backed Securities FMAR 1N1458 G S6XOOCT0IEG5ABCC6L87 3128QHTP5 2037-03-01 5.820000 0.00 21300000.00 136827.56 Agency Mortgage-Backed Securities FMAR 1M1049 G S6XOOCT0IEG5ABCC6L87 3128QFEW0 2036-10-01 5.732000 0.00 6027976.00 171665.47 Agency Mortgage-Backed Securities FMAR 1G2602 G S6XOOCT0IEG5ABCC6L87 3128QS3K0 2036-10-01 5.986000 0.00 200000.00 1674.63 Agency Mortgage-Backed Securities FMAR 1Q0105 G S6XOOCT0IEG5ABCC6L87 3128S4DJ3 2036-09-01 6.204000 0.00 525000.00 2339.33 Agency Mortgage-Backed Securities FMAR 849336 G S6XOOCT0IEG5ABCC6L87 31300MLR2 2034-12-01 5.553000 0.00 2998272.00 2620.56 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1982 B1V7KEBTPIMZEU4LTD58 3140HTFY0 2034-05-01 3.590000 0.00 750000.00 668986.46 Agency Mortgage-Backed Securities FNAR XX.XXX WD845573 B1V7KEBTPIMZEU4LTD58 31408AMW7 2036-02-01 5.925000 0.00 2500000.00 34916.49 Agency Mortgage-Backed Securities FNAR XX.XXX WS843997 B1V7KEBTPIMZEU4LTD58 31407XUW9 2035-11-01 5.532000 0.00 2300000.00 16767.83 Agency Mortgage-Backed Securities FNAR XX.XXX WS849930 B1V7KEBTPIMZEU4LTD58 31408FHF9 2034-08-01 5.960000 0.00 8715504.00 15570.86 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6149 B1V7KEBTPIMZEU4LTD58 3140JAZP6 2049-10-01 5.531000 0.00 984000.00 90225.86 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6793 B1V7KEBTPIMZEU4LTD58 3140JBRP3 2046-08-01 6.072000 0.00 175000.00 40236.08 Agency Mortgage-Backed Securities FNAR XX.XXX WS843823 B1V7KEBTPIMZEU4LTD58 31407XPG0 2035-11-01 5.606000 0.00 12370000.00 91340.37 Agency Mortgage-Backed Securities FNAR XX.XXX LB904688 B1V7KEBTPIMZEU4LTD58 31411DCZ0 2036-12-01 6.081000 0.00 379303.00 1813.60 Agency Mortgage-Backed Securities FNAR XX.XXX WS898080 B1V7KEBTPIMZEU4LTD58 31410UXH0 2036-09-01 5.923000 0.00 2300000.00 60657.23 Agency Mortgage-Backed Securities FNAR XX.XXX WS555258 B1V7KEBTPIMZEU4LTD58 31385WZX0 2033-01-01 5.528000 0.00 300000.00 3306.05 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6931 B1V7KEBTPIMZEU4LTD58 3140JBVZ6 2049-01-01 5.964000 0.00 900000.00 249068.14 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6120 B1V7KEBTPIMZEU4LTD58 3140JAYS1 2049-09-01 4.607000 0.00 160000.00 5402.98 Agency Mortgage-Backed Securities FNAR XX.XXX LB888515 B1V7KEBTPIMZEU4LTD58 31410GDU4 2033-02-01 5.737000 0.00 577006.00 2633.00 Agency Mortgage-Backed Securities FNAR XX.XXX WS844655 B1V7KEBTPIMZEU4LTD58 31407YMC0 2035-12-01 5.767000 0.00 6250000.00 19189.85 Agency Mortgage-Backed Securities FNAR XX.XXX LB907019 B1V7KEBTPIMZEU4LTD58 31411FVL5 2037-08-01 6.199000 0.00 1450000.00 17592.10 Agency Mortgage-Backed Securities FNAR XX.XXX LB908580 B1V7KEBTPIMZEU4LTD58 31411HM56 2037-01-01 5.903000 0.00 650000.00 6603.71 Agency Mortgage-Backed Securities FNAR XX.XXX S1889944 B1V7KEBTPIMZEU4LTD58 31410KWD2 2038-07-01 6.418000 0.00 965000.00 23158.03 Agency Mortgage-Backed Securities FNAR XX.XXX LB894571 B1V7KEBTPIMZEU4LTD58 31410Q2C4 2036-03-01 6.632000 0.00 140000.00 2090.58 Agency Mortgage-Backed Securities FNAR XX.XXX LB995641 B1V7KEBTPIMZEU4LTD58 31416CBJ4 2038-07-01 6.127000 0.00 1350000.00 4133.00 Agency Mortgage-Backed Securities FNAR XX.XXX LB920961 B1V7KEBTPIMZEU4LTD58 31412CFA3 2037-01-01 5.564000 0.00 325000.00 677.11 Agency Mortgage-Backed Securities FNAR XX.XXX S1893580 B1V7KEBTPIMZEU4LTD58 31410PXH1 2036-09-01 6.315000 0.00 2000000.00 10664.88 Agency Mortgage-Backed Securities FNAR XX.XXX LB990908 B1V7KEBTPIMZEU4LTD58 31415VYD1 2035-10-01 6.085000 0.00 2200000.00 41732.48 Agency Mortgage-Backed Securities FNAR XX.XXX WS995639 B1V7KEBTPIMZEU4LTD58 31416CBG0 2035-11-01 5.527000 0.00 4500000.00 39015.55 Agency Mortgage-Backed Securities FNAR XX.XXX S1888148 B1V7KEBTPIMZEU4LTD58 31410FWH4 2037-02-01 5.717000 0.00 850000.00 9846.06 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6557 B1V7KEBTPIMZEU4LTD58 3140JBJB3 2050-01-01 5.982000 0.00 60000.00 7869.90 Agency Mortgage-Backed Securities FNAR XX.XXX LBBN4647 B1V7KEBTPIMZEU4LTD58 3140JMEV0 2049-08-01 3.197000 0.00 8630416.00 1308711.16 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6201 B1V7KEBTPIMZEU4LTD58 3140JA3K2 2042-08-01 6.135000 0.00 590000.00 56643.06 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3346 B1V7KEBTPIMZEU4LTD58 3140J7WG6 2041-06-01 6.168000 0.00 3500000.00 133084.62 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0944 B1V7KEBTPIMZEU4LTD58 3140HSBN0 2031-01-01 3.930000 0.00 5788256.00 5155240.27 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM4873 B1V7KEBTPIMZEU4LTD58 3140J9MX6 2048-10-01 6.004000 0.00 808000.00 39866.27 Agency Mortgage-Backed Securities FNAR XX.XXX SODC1738 B1V7KEBTPIMZEU4LTD58 3140AN4Y2 2054-09-01 3.556000 0.00 2747640.00 2440639.41 Agency Mortgage-Backed Securities FNAR XX.XXX LB935408 B1V7KEBTPIMZEU4LTD58 31412UU99 2039-11-01 6.125000 0.00 13084464.00 197480.03 Agency Mortgage-Backed Securities FNAR XX.XXX LBAC7995 B1V7KEBTPIMZEU4LTD58 31417U3D5 2040-01-01 6.096000 0.00 8330736.00 180403.58 Agency Mortgage-Backed Securities FNAR XX.XXX LB973806 B1V7KEBTPIMZEU4LTD58 31414RKT1 2038-03-01 5.841000 0.00 11119904.00 64697.13 Agency Mortgage-Backed Securities FNAR XX.XXX S1946664 B1V7KEBTPIMZEU4LTD58 31413JFD1 2037-09-01 6.440000 0.00 310000.00 542.05 Agency Mortgage-Backed Securities FNAR XX.XXX LBAE0054 B1V7KEBTPIMZEU4LTD58 31419ABY2 2040-06-01 6.015000 0.00 790000.00 4503.52 Agency Mortgage-Backed Securities FNAR XX.XXX LBAD8552 B1V7KEBTPIMZEU4LTD58 31418WQE3 2040-08-01 6.290000 0.00 6776000.00 91406.09 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6741 B1V7KEBTPIMZEU4LTD58 3140Q2P36 2031-04-01 3.540000 0.00 44578000.00 41480438.25 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6544 B1V7KEBTPIMZEU4LTD58 3140Q2HW1 2031-03-01 3.780000 0.00 57500000.00 54089905.00 Agency Mortgage-Backed Securities FNAR XX.XXX SODG0969 B1V7KEBTPIMZEU4LTD58 3140U4CF4 2056-04-01 4.346000 0.00 1031454.00 989152.44 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6097 B1V7KEBTPIMZEU4LTD58 3140Q1X39 2033-01-01 4.135000 0.00 7159000.00 6683105.27 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3284 B1V7KEBTPIMZEU4LTD58 3140LDUJ6 2038-10-01 2.150000 0.00 2291876.00 1594870.54 Agency Mortgage-Backed Securities FNAR XX.XXX LBAE1973 B1V7KEBTPIMZEU4LTD58 31419CFP3 2040-09-01 6.440000 0.00 400000.00 1262.60 Agency Mortgage-Backed Securities FMAR 2B3360 G S6XOOCT0IEG5ABCC6L87 31326HWV2 2044-11-01 6.166000 0.00 30000.00 1760.08 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6546 B1V7KEBTPIMZEU4LTD58 3140Q2HY7 2033-03-01 4.080000 0.00 7203000.00 6700545.13 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ5883 B1V7KEBTPIMZEU4LTD58 3140Q1RD4 2033-02-01 4.070000 0.00 26994000.00 25077388.51 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ7778 B1V7KEBTPIMZEU4LTD58 3140Q3UC8 2031-09-01 4.720000 0.00 1982000.00 1926938.50 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ1716 B1V7KEBTPIMZEU4LTD58 3140NV4A2 2034-10-01 4.120000 0.00 40066000.00 36855066.25 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ4818 B1V7KEBTPIMZEU4LTD58 3140Q0K84 2030-09-01 4.380000 0.00 36525000.00 35469147.46 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6149 B1V7KEBTPIMZEU4LTD58 3140Q1ZP8 2033-01-01 4.140000 0.00 20225000.00 18889603.93 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ4866 B1V7KEBTPIMZEU4LTD58 3140Q0MQ2 2030-09-01 4.045000 0.00 22556000.00 21588944.70 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ5741 B1V7KEBTPIMZEU4LTD58 3140Q1LX6 2032-12-01 4.380000 0.00 1000000.00 947848.33 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ1726 B1V7KEBTPIMZEU4LTD58 3140NV4L8 2034-09-01 4.380000 0.00 29120000.00 27263260.26 Agency Mortgage-Backed Securities FNAR XX.XXX WS313783 B1V7KEBTPIMZEU4LTD58 31374GRC3 2036-05-01 4.278000 0.00 6558640.00 10040.96 Agency Mortgage-Backed Securities FNAR XX.XXX AM461976 B1V7KEBTPIMZEU4LTD58 31381JFR8 2034-11-01 5.912000 0.00 3250000.00 87224.36 Agency Mortgage-Backed Securities FNAR XX.XXX WS535232 B1V7KEBTPIMZEU4LTD58 31384VSV5 2036-05-01 4.138000 0.00 17700000.00 26420.11 Agency Mortgage-Backed Securities FNAR XX.XXX LBAH3767 B1V7KEBTPIMZEU4LTD58 3138A5FH0 2041-02-01 6.065000 0.00 1700000.00 3245.46 Agency Mortgage-Backed Securities FNAR XX.XXX LB629640 B1V7KEBTPIMZEU4LTD58 31389MPZ4 2026-12-01 4.480000 0.00 4489216.00 1754.54 Agency Mortgage-Backed Securities FNAR XX.XXX LBAK8184 B1V7KEBTPIMZEU4LTD58 3138EDCW9 2042-04-01 5.986000 0.00 810000.00 2215.10 Agency Mortgage-Backed Securities FNAR XX.XXX WSAL1635 B1V7KEBTPIMZEU4LTD58 3138EHY97 2039-09-01 5.950000 0.00 3575000.00 113006.64 Agency Mortgage-Backed Securities FNAR XX.XXX LBAJ2126 B1V7KEBTPIMZEU4LTD58 3138ATLG3 2043-07-01 5.912000 0.00 500000.00 22622.81 Agency Mortgage-Backed Securities FNAR XX.XXX LBAJ1463 B1V7KEBTPIMZEU4LTD58 3138ASTV4 2041-11-01 6.352000 0.00 810000.00 9267.29 Agency Mortgage-Backed Securities FNAR XX.XXX WS555958 B1V7KEBTPIMZEU4LTD58 31385XTP2 2036-10-01 4.435000 0.00 250000.00 2273.49 Agency Mortgage-Backed Securities FNAR XX.XXX LBAI4027 B1V7KEBTPIMZEU4LTD58 3138AHPM2 2041-08-01 6.286000 0.00 1235736.00 8956.54 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL1437 B1V7KEBTPIMZEU4LTD58 3138EHS37 2042-01-01 6.028000 0.00 405515.00 5479.87 Agency Mortgage-Backed Securities FNAR XX.XXX WS555566 B1V7KEBTPIMZEU4LTD58 31385XFF9 2033-04-01 5.729000 0.00 300000.00 755.65 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0019 B1V7KEBTPIMZEU4LTD58 3140HRAV5 2033-10-01 3.780000 0.00 6500000.00 5910125.00 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1108 B1V7KEBTPIMZEU4LTD58 3140HSGS4 2034-02-01 4.060000 0.00 18349088.00 16910291.16 Agency Mortgage-Backed Securities FMAR 8B0379 G S6XOOCT0IEG5ABCC6L87 3142AWM44 2054-10-01 5.361000 0.00 5160120.00 3508244.85 Agency Mortgage-Backed Securities FNAR XX.XXX WSBM1797 B1V7KEBTPIMZEU4LTD58 3140J57K9 2035-12-01 5.632000 0.00 1320000.00 155603.79 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1402 B1V7KEBTPIMZEU4LTD58 3140HSRY9 2029-02-01 3.680000 0.00 3701076.00 3592876.69 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0960 B1V7KEBTPIMZEU4LTD58 3140HSB67 2031-01-01 3.980000 0.00 10000000.00 9516331.11 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0870 B1V7KEBTPIMZEU4LTD58 3140HR6G3 2048-12-01 4.280000 0.00 30127872.00 23721663.90 Agency Mortgage-Backed Securities FMAR 1N0064 G S6XOOCT0IEG5ABCC6L87 3128QGB92 2035-10-01 5.520000 0.00 4996032.00 22788.94 Agency Mortgage-Backed Securities FMAR 1G5120 G S6XOOCT0IEG5ABCC6L87 3128QKD26 2037-09-01 5.730000 0.00 408000.00 721.24 Agency Mortgage-Backed Securities FMAR 1K1238 G S6XOOCT0IEG5ABCC6L87 3128NVLT7 2036-07-01 5.894000 0.00 490000.00 5563.24 Agency Mortgage-Backed Securities FMAR 849135 G S6XOOCT0IEG5ABCC6L87 31300MEG4 2043-08-01 6.269000 0.00 2160988.00 92269.43 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL1303 B1V7KEBTPIMZEU4LTD58 3140HSNV9 2044-01-01 4.750000 0.00 878832.00 680876.73 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ7023 B1V7KEBTPIMZEU4LTD58 3140Q2YV4 2033-05-01 4.310000 0.00 14563000.00 13687224.05 Agency Mortgage-Backed Securities FNAR XX.XXX LBAT2075 B1V7KEBTPIMZEU4LTD58 3138WPJV7 2043-06-01 5.935000 0.00 194000.00 5376.26 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ4078 B1V7KEBTPIMZEU4LTD58 3140NYQ87 2032-06-01 4.460000 0.00 20975000.00 20066903.69 Agency Mortgage-Backed Securities FNAR XX.XXX LB822207 B1V7KEBTPIMZEU4LTD58 31406WNY6 2035-03-01 5.835000 0.00 550000.00 11662.02 Agency Mortgage-Backed Securities FNAR XX.XXX LB881670 B1V7KEBTPIMZEU4LTD58 31409XQX0 2036-03-01 5.642000 0.00 2500000.00 16980.87 Agency Mortgage-Backed Securities FNAR XX.XXX LBBK7907 B1V7KEBTPIMZEU4LTD58 3140HMYD0 2048-11-01 6.064000 0.00 223000.00 8666.71 Agency Mortgage-Backed Securities FMAR 1Q1904 G S6XOOCT0IEG5ABCC6L87 3128S6DH2 2040-09-01 6.039000 0.00 2229192.00 949013.07 Agency Mortgage-Backed Securities FMAR 1M1099 G S6XOOCT0IEG5ABCC6L87 3128QFGG3 2035-09-01 5.667000 0.00 16767264.00 208144.70 Agency Mortgage-Backed Securities FMAR 849753 G S6XOOCT0IEG5ABCC6L87 31300MZS5 2045-07-01 6.055000 0.00 40000000.00 736252.59 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3344 B1V7KEBTPIMZEU4LTD58 3140J7WE1 2047-12-01 5.979000 0.00 144000.00 3713.12 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1873 B1V7KEBTPIMZEU4LTD58 3140HTCK3 2049-04-01 4.080000 0.00 5126930.00 4144695.66 Agency Mortgage-Backed Securities FNAR XX.XXX SODG8597 B1V7KEBTPIMZEU4LTD58 3140UCRT0 2056-05-01 4.632000 0.00 28020768.00 26547376.08 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3265 B1V7KEBTPIMZEU4LTD58 3140LDTX7 2041-10-01 2.290000 0.00 702304.00 468295.41 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3369 B1V7KEBTPIMZEU4LTD58 3140LDW70 2041-10-01 2.310000 0.00 2960648.00 1982002.35 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3436 B1V7KEBTPIMZEU4LTD58 3140LDZA0 2031-10-01 1.680000 0.00 17871000.00 15146053.74 Agency Mortgage-Backed Securities FNAR XX.XXX WS863729 B1V7KEBTPIMZEU4LTD58 31408XSS0 2036-01-01 5.893000 0.00 780000.00 12809.11 Agency Mortgage-Backed Securities FNAR XX.XXX LB849264 B1V7KEBTPIMZEU4LTD58 31408EQR6 2036-01-01 5.955000 0.00 1500000.00 32094.09 Agency Mortgage-Backed Securities FNAR XX.XXX SODG0959 B1V7KEBTPIMZEU4LTD58 3140U4B57 2056-03-01 4.280000 0.00 737862.00 710415.61 Agency Mortgage-Backed Securities FMAR 8B0651 G S6XOOCT0IEG5ABCC6L87 3142AWWL5 2056-06-01 4.549000 0.00 9209936.00 8930379.01 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3538 B1V7KEBTPIMZEU4LTD58 3140LD4Y2 2031-10-01 1.790000 0.00 33916000.00 28628222.37 Agency Mortgage-Backed Securities FNAR XX.XXX WS829608 B1V7KEBTPIMZEU4LTD58 31407FU99 2035-08-01 6.079000 0.00 1375000.00 12979.67 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS6263 B1V7KEBTPIMZEU4LTD58 3140LG5Z1 2050-09-01 4.520000 0.00 2281000.00 1900784.19 Agency Mortgage-Backed Securities FNAR XX.XXX LBBO3236 B1V7KEBTPIMZEU4LTD58 3140JXS25 2049-11-01 3.005000 0.00 400000.00 74232.99 Agency Mortgage-Backed Securities FNAR XX.XXX LBBO4956 B1V7KEBTPIMZEU4LTD58 3140K0QJ0 2049-11-01 2.872000 0.00 60000.00 15283.71 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL1666 B1V7KEBTPIMZEU4LTD58 3138EHZ88 2035-07-01 6.079000 0.00 520000.00 6304.37 Agency Mortgage-Backed Securities FNAR XX.XXX WS995108 B1V7KEBTPIMZEU4LTD58 31416BNZ7 2037-11-01 6.069000 0.00 235000.00 1791.96 Agency Mortgage-Backed Securities FNAR XX.XXX LB913253 B1V7KEBTPIMZEU4LTD58 31411RTJ7 2037-03-01 5.745000 0.00 481000.00 2733.40 Agency Mortgage-Backed Securities FNAR XX.XXX LBBN3064 B1V7KEBTPIMZEU4LTD58 3140JKMN3 2049-02-01 5.858000 0.00 53000.00 3102.44 Agency Mortgage-Backed Securities FNAR XX.XXX WD533019 B1V7KEBTPIMZEU4LTD58 31384TDY0 2030-03-01 5.652000 0.00 2200000.00 2522.01 Agency Mortgage-Backed Securities FNAR XX.XXX WSBO7214 B1V7KEBTPIMZEU4LTD58 3140K3AQ5 2047-07-01 3.439000 0.00 1646620.00 373587.60 Agency Mortgage-Backed Securities FNAR XX.XXX WS544869 B1V7KEBTPIMZEU4LTD58 31385HJN3 2035-08-01 4.576000 0.00 17000000.00 44941.83 Agency Mortgage-Backed Securities FNAR XX.XXX LBAJ0195 B1V7KEBTPIMZEU4LTD58 3138ARGD0 2041-08-01 6.313000 0.00 6603000.00 366025.82 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6959 B1V7KEBTPIMZEU4LTD58 3140JBWV4 2050-03-01 5.933000 0.00 825000.00 169687.37 Agency Mortgage-Backed Securities FMAR 1Q0219 G S6XOOCT0IEG5ABCC6L87 3128S4G43 2037-02-01 6.113000 0.00 5200000.00 13264.08 Agency Mortgage-Backed Securities FMAR 1A1841 G S6XOOCT0IEG5ABCC6L87 3128YSBJ5 2037-06-01 5.605000 0.00 1238578.00 20524.66 Agency Mortgage-Backed Securities FMAR 848565 G S6XOOCT0IEG5ABCC6L87 31300LQS7 2037-12-01 6.157000 0.00 380000.00 789.94 Agency Mortgage-Backed Securities FMAR 841249 G S6XOOCT0IEG5ABCC6L87 31288QL65 2049-03-01 6.023000 0.00 862000.00 157977.90 Agency Mortgage-Backed Securities FMAR 1L1302 G S6XOOCT0IEG5ABCC6L87 3128Q3NT4 2036-04-01 5.939000 0.00 200000.00 945.97 Agency Mortgage-Backed Securities FMAR 848558 G S6XOOCT0IEG5ABCC6L87 31300LQK4 2041-08-01 6.116000 0.00 1271886.00 12401.57 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3844 B1V7KEBTPIMZEU4LTD58 3140J8HW6 2044-12-01 5.848000 0.00 1031000.00 67804.81 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6379 B1V7KEBTPIMZEU4LTD58 3140JBCR5 2043-08-01 5.901000 0.00 2100000.00 121074.98 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6767 B1V7KEBTPIMZEU4LTD58 3140JBQV1 2049-09-01 6.008000 0.00 737832.00 199883.68 Agency Mortgage-Backed Securities FNAR XX.XXX WS725896 B1V7KEBTPIMZEU4LTD58 31402DNM8 2034-10-01 5.824000 0.00 999424.00 923.87 Agency Mortgage-Backed Securities FNAR XX.XXX LBBN4644 B1V7KEBTPIMZEU4LTD58 3140JMES7 2049-07-01 3.208000 0.00 11435340.00 840371.25 Agency Mortgage-Backed Securities FNAR XX.XXX LB735362 B1V7KEBTPIMZEU4LTD58 31402Q5X5 2035-03-01 5.583000 0.00 300000.00 5105.72 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM4576 B1V7KEBTPIMZEU4LTD58 3140J9CN9 2047-11-01 6.094000 0.00 251000.00 12827.48 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6895 B1V7KEBTPIMZEU4LTD58 3140JBUV6 2045-12-01 5.879000 0.00 100000.00 40980.44 Agency Mortgage-Backed Securities FNAR XX.XXX LBAD0374 B1V7KEBTPIMZEU4LTD58 31418MMY5 2039-10-01 6.420000 0.00 3300000.00 43923.34 Agency Mortgage-Backed Securities FNAR XX.XXX WSAE0000 B1V7KEBTPIMZEU4LTD58 31419AAA5 2034-10-01 6.015000 0.00 3975000.00 144827.09 Agency Mortgage-Backed Securities FNAR XX.XXX LBAE0881 B1V7KEBTPIMZEU4LTD58 31419A6T9 2041-02-01 6.076000 0.00 2000000.00 20960.12 Agency Mortgage-Backed Securities FNAR XX.XXX LBBO5007 B1V7KEBTPIMZEU4LTD58 3140K0R59 2049-12-01 2.835000 0.00 70000.00 11840.47 Agency Mortgage-Backed Securities FNAR XX.XXX WSBP4338 B1V7KEBTPIMZEU4LTD58 3140KBZC1 2049-03-01 5.635000 0.00 250000.00 66654.14 Agency Mortgage-Backed Securities FNAR XX.XXX SOBT8269 B1V7KEBTPIMZEU4LTD58 3140LXFK6 2052-08-01 3.888000 0.00 76000.00 49353.70 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL7249 B1V7KEBTPIMZEU4LTD58 3138EQBT8 2045-08-01 6.073000 0.00 7350000.00 119214.76 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL8184 B1V7KEBTPIMZEU4LTD58 3138ETCW4 2044-12-01 5.927000 0.00 24327648.00 1063824.67 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS4410 B1V7KEBTPIMZEU4LTD58 3140LE3U9 2032-01-01 1.930000 0.00 450000.00 380697.17 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL4664 B1V7KEBTPIMZEU4LTD58 3138EMFE6 2043-10-01 6.108000 0.00 713000.00 25438.49 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL8492 B1V7KEBTPIMZEU4LTD58 3138ETNJ1 2046-01-01 5.909000 0.00 1000000.00 45797.66 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN6174 B1V7KEBTPIMZEU4LTD58 3138LJ2G4 2037-07-01 3.210000 0.00 10853008.00 9086179.90 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9351 B1V7KEBTPIMZEU4LTD58 3138LNL90 2033-06-01 3.720000 0.00 14433000.00 13098130.32 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL7160 B1V7KEBTPIMZEU4LTD58 3138EP5W0 2045-07-01 6.018000 0.00 775000.00 47484.01 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL3544 B1V7KEBTPIMZEU4LTD58 3138EK5E1 2043-05-01 5.495000 0.00 423000.00 854.26 Agency Mortgage-Backed Securities FNAR XX.XXX WS837329 B1V7KEBTPIMZEU4LTD58 31407QHE9 2035-09-01 5.918000 0.00 500000.00 1673.32 Agency Mortgage-Backed Securities FNAR XX.XXX WS224713 B1V7KEBTPIMZEU4LTD58 31369YSA4 2031-02-01 5.561000 0.00 48947200.00 29697.16 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL2478 B1V7KEBTPIMZEU4LTD58 3138EJXG8 2040-01-01 5.773000 0.00 1050000.00 9219.44 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL7309 B1V7KEBTPIMZEU4LTD58 3138EQDP4 2045-09-01 6.150000 0.00 1200000.00 35341.03 Agency Mortgage-Backed Securities MNAR XX.XXX HY109599 B1V7KEBTPIMZEU4LTD58 313637UY4 2030-10-01 3.595000 0.00 21214912.00 18079786.50 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS2685 B1V7KEBTPIMZEU4LTD58 3140LC6X4 2031-09-01 1.650000 0.00 15457936.00 13031119.92 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL5087 B1V7KEBTPIMZEU4LTD58 3138EMUM1 2044-03-01 5.816000 0.00 26400000.00 659033.15 Agency Mortgage-Backed Securities FNAR XX.XXX LBAK0714 B1V7KEBTPIMZEU4LTD58 3138E4YL9 2042-02-01 5.950000 0.00 900585.00 9975.20 Agency Mortgage-Backed Securities FMAR 786190 G S6XOOCT0IEG5ABCC6L87 31348S2X1 2027-07-01 6.107000 0.00 24182784.00 867.45 Agency Mortgage-Backed Securities FMAR 840623 G S6XOOCT0IEG5ABCC6L87 31347AVQ4 2047-05-01 5.848000 0.00 420000.00 18030.47 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3855 B1V7KEBTPIMZEU4LTD58 3140LEH91 2031-11-01 2.010000 0.00 54975000.00 47219301.11 Agency Mortgage-Backed Securities FMAR 2B2710 G S6XOOCT0IEG5ABCC6L87 31326HAK0 2044-06-01 6.005000 0.00 20127136.00 143366.57 Agency Mortgage-Backed Securities FMAR 2B1818 G S6XOOCT0IEG5ABCC6L87 31326GAT3 2043-10-01 6.140000 0.00 20442432.00 178592.41 Agency Mortgage-Backed Securities FNAR XX.XXX SODH0390 B1V7KEBTPIMZEU4LTD58 3140UFNG5 2056-05-01 4.977000 0.00 4574840.00 4467800.92 Agency Mortgage-Backed Securities FMAR 8C1464 G S6XOOCT0IEG5ABCC6L87 3142BBTV2 2056-05-01 4.772000 0.00 11925888.00 11493922.60 Agency Mortgage-Backed Securities FNAR XX.XXX SODG3363 B1V7KEBTPIMZEU4LTD58 3140U6WZ3 2056-02-01 5.125000 0.00 725017.00 710101.35 Agency Mortgage-Backed Securities FNAR XX.XXX WS836464 B1V7KEBTPIMZEU4LTD58 31407PJH2 2035-10-01 5.795000 0.00 11267648.00 67570.49 Agency Mortgage-Backed Securities FNAR XX.XXX WS803338 B1V7KEBTPIMZEU4LTD58 31405YPX3 2044-09-01 4.908000 0.00 8900000.00 67505.97 Agency Mortgage-Backed Securities FNAR XX.XXX WD816473 B1V7KEBTPIMZEU4LTD58 31406QCJ4 2035-04-01 5.798000 0.00 2000000.00 44330.50 Agency Mortgage-Backed Securities FNAR XX.XXX S1868952 B1V7KEBTPIMZEU4LTD58 31409EL90 2036-05-01 5.930000 0.00 3550000.00 4788.94 Agency Mortgage-Backed Securities FNAR XX.XXX LB821977 B1V7KEBTPIMZEU4LTD58 31406WFS8 2035-07-01 5.806000 0.00 25001792.00 248070.93 Agency Mortgage-Backed Securities FNAR XX.XXX WS813714 B1V7KEBTPIMZEU4LTD58 31406MAP1 2035-01-01 5.569000 0.00 155000.00 673.49 Agency Mortgage-Backed Securities FNAR XX.XXX LB826179 B1V7KEBTPIMZEU4LTD58 31407B2L2 2035-07-01 6.178000 0.00 3743328.00 65429.40 Agency Mortgage-Backed Securities FNAR XX.XXX LB851836 B1V7KEBTPIMZEU4LTD58 31408HLR4 2035-12-01 6.327000 0.00 3700000.00 29713.23 Agency Mortgage-Backed Securities FNAR XX.XXX LB815261 B1V7KEBTPIMZEU4LTD58 31406NWW0 2035-05-01 5.552000 0.00 920000.00 5356.54 Agency Mortgage-Backed Securities FNAR XX.XXX LB838948 B1V7KEBTPIMZEU4LTD58 31407SBR2 2035-08-01 5.635000 0.00 2195000.00 41268.51 Agency Mortgage-Backed Securities FNAR XX.XXX WS849926 B1V7KEBTPIMZEU4LTD58 31408FHB8 2032-09-01 6.347000 0.00 1670698.00 72605.01 Agency Mortgage-Backed Securities FNAR XX.XXX SODB8402 B1V7KEBTPIMZEU4LTD58 3140AJKQ0 2054-08-01 5.254000 0.00 2760608.00 1592094.84 Agency Mortgage-Backed Securities FNAR XX.XXX LB804377 B1V7KEBTPIMZEU4LTD58 31406AUA8 2034-12-01 5.752000 0.00 890000.00 8675.81 Agency Mortgage-Backed Securities FKAR 04.450 WNWN4142 S6XOOCT0IEG5ABCC6L87 3132XJS84 2035-02-01 4.450000 0.00 3295000.00 3067634.20 Agency Mortgage-Backed Securities FNAR XX.XXX WS555470 B1V7KEBTPIMZEU4LTD58 31385XCF2 2033-04-01 5.481000 0.00 15040576.00 134562.43 Agency Mortgage-Backed Securities FNAR XX.XXX LBAH8844 B1V7KEBTPIMZEU4LTD58 3138AAZJ3 2041-05-01 6.205000 0.00 1000000.00 7426.30 Agency Mortgage-Backed Securities FNAR XX.XXX LBAJ3210 B1V7KEBTPIMZEU4LTD58 3138AUR82 2041-07-01 6.250000 0.00 3619490.00 31167.50 Agency Mortgage-Backed Securities FKAR 02.400 WNWN0087 S6XOOCT0IEG5ABCC6L87 3132XECZ2 2037-11-01 2.400000 0.00 7239072.00 5384228.71 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL7335 B1V7KEBTPIMZEU4LTD58 3138EQEH1 2045-04-01 5.945000 0.00 400000.00 8521.56 Agency Mortgage-Backed Securities FKAR 02.480 WNWN0048 S6XOOCT0IEG5ABCC6L87 3132XEBS9 2036-12-01 2.480000 0.00 20883000.00 15993178.26 Agency Mortgage-Backed Securities FNAR XX.XXX WSAL7183 B1V7KEBTPIMZEU4LTD58 3138EP6V1 2036-01-01 5.918000 0.00 3400000.00 267723.18 Agency Mortgage-Backed Securities FNAR XX.XXX WSAL9172 B1V7KEBTPIMZEU4LTD58 3138ERFN5 2040-12-01 5.941000 0.00 550000.00 44264.03 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL8911 B1V7KEBTPIMZEU4LTD58 3138ET3V6 2046-07-01 6.003000 0.00 15000000.00 1640835.09 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3834 B1V7KEBTPIMZEU4LTD58 3140J8HL0 2045-08-01 5.940000 0.00 800000.00 70878.41 Agency Mortgage-Backed Securities FNAR XX.XXX WSAD0389 B1V7KEBTPIMZEU4LTD58 31418MNF5 2035-01-01 5.912000 0.00 220000.00 6869.30 Agency Mortgage-Backed Securities FNAR XX.XXX WSAE0251 B1V7KEBTPIMZEU4LTD58 31419AH59 2039-01-01 5.979000 0.00 2878348.00 129220.14 Agency Mortgage-Backed Securities FNAR XX.XXX LBAE0923 B1V7KEBTPIMZEU4LTD58 31419BAZ8 2040-10-01 6.530000 0.00 18258000.00 45963.12 Agency Mortgage-Backed Securities FNAR XX.XXX WSAD0959 B1V7KEBTPIMZEU4LTD58 31418NB58 2037-07-01 6.022000 0.00 1140000.00 14793.62 Agency Mortgage-Backed Securities FNAR XX.XXX LBAE0277 B1V7KEBTPIMZEU4LTD58 31419AJX6 2039-09-01 6.215000 0.00 880000.00 13727.82 Agency Mortgage-Backed Securities FNAR XX.XXX SODG4345 B1V7KEBTPIMZEU4LTD58 3140U7ZK1 2056-04-01 4.709000 0.00 2197564.00 2122437.68 Agency Mortgage-Backed Securities FNAR XX.XXX WS535841 B1V7KEBTPIMZEU4LTD58 31384WHS2 2034-02-01 3.984000 0.00 10000000.00 27788.13 Agency Mortgage-Backed Securities FNAR XX.XXX WS534988 B1V7KEBTPIMZEU4LTD58 31384VJ94 2028-10-01 5.820000 0.00 48955392.00 1882.37 Agency Mortgage-Backed Securities FNAR XX.XXX SOBV7993 B1V7KEBTPIMZEU4LTD58 3140MM3B2 2052-08-01 4.648000 0.00 291000.00 184883.22 Agency Mortgage-Backed Securities FNAR XX.XXX WS544860 B1V7KEBTPIMZEU4LTD58 31385HJD5 2034-09-01 5.008000 0.00 10092544.00 2693.35 Agency Mortgage-Backed Securities FNAR XX.XXX WS434001 B1V7KEBTPIMZEU4LTD58 31380ADE9 2027-12-01 6.550000 0.00 7995384.00 656.64 Agency Mortgage-Backed Securities FMAR 1B3488 G S6XOOCT0IEG5ABCC6L87 3128JNXS9 2037-07-01 6.425000 0.00 200000.00 1284.35 Agency Mortgage-Backed Securities FMAR 841176 G S6XOOCT0IEG5ABCC6L87 31288QJV3 2047-11-01 6.006000 0.00 6000.00 951.75 Agency Mortgage-Backed Securities FMAR 841077 G S6XOOCT0IEG5ABCC6L87 31288QFS4 2047-11-01 5.703000 0.00 400000.00 58266.01 Agency Mortgage-Backed Securities FMAR 841073 G S6XOOCT0IEG5ABCC6L87 31288QFN5 2045-09-01 5.941000 0.00 1018000.00 73554.69 Agency Mortgage-Backed Securities FMAR 847864 G S6XOOCT0IEG5ABCC6L87 3128JRWZ5 2038-01-01 5.830000 0.00 8294160.00 112869.81 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM4564 B1V7KEBTPIMZEU4LTD58 3140J9CA7 2046-08-01 5.940000 0.00 105000.00 7452.20 Agency Mortgage-Backed Securities FNAR XX.XXX WZAD0036 B1V7KEBTPIMZEU4LTD58 31418MBE1 2037-08-01 4.172000 0.00 1885000.00 29898.27 Agency Mortgage-Backed Securities FNAR XX.XXX LBAD0898 B1V7KEBTPIMZEU4LTD58 31418M7L0 2040-03-01 6.350000 0.00 9225000.00 31719.45 Agency Mortgage-Backed Securities FNAR XX.XXX S1AE0354 B1V7KEBTPIMZEU4LTD58 31419AMC8 2037-09-01 5.988000 0.00 990000.00 13757.36 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9067 B1V7KEBTPIMZEU4LTD58 3138LNCD1 2033-05-01 3.510000 0.00 12604000.00 11323704.52 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9738 B1V7KEBTPIMZEU4LTD58 3138LNZC8 2030-07-01 3.570000 0.00 6125000.00 5771133.85 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9223 B1V7KEBTPIMZEU4LTD58 3138LNG96 2033-05-01 3.580000 0.00 2000000.00 1722348.27 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8933 B1V7KEBTPIMZEU4LTD58 3138LM4T7 2033-04-01 3.530000 0.00 4402344.00 3979954.99 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL6801 B1V7KEBTPIMZEU4LTD58 3138EPRX4 2045-05-01 5.764000 0.00 2000000.00 83121.71 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL9684 B1V7KEBTPIMZEU4LTD58 3138ERXN5 2043-08-01 5.772000 0.00 145000.00 4226.33 Agency Mortgage-Backed Securities FMAR 972164 G S6XOOCT0IEG5ABCC6L87 31336CMM2 2035-01-01 6.033000 0.00 785000.00 4541.40 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL9150 B1V7KEBTPIMZEU4LTD58 3138EREY2 2046-01-01 5.857000 0.00 1808000.00 91156.71 Agency Mortgage-Backed Securities FNAR XX.XXX SODH1795 B1V7KEBTPIMZEU4LTD58 3140UG7H9 2056-06-01 4.336000 0.00 5164032.00 4906188.35 Agency Mortgage-Backed Securities FNAR XX.XXX SODG6614 B1V7KEBTPIMZEU4LTD58 3140UAK46 2056-05-01 4.459000 0.00 9892832.00 9552351.02 Agency Mortgage-Backed Securities FMAR 848568 G S6XOOCT0IEG5ABCC6L87 31300LQV0 2038-09-01 5.999000 0.00 505000.00 14608.58 Agency Mortgage-Backed Securities FNAR XX.XXX WS696488 B1V7KEBTPIMZEU4LTD58 31400SXR5 2033-05-01 5.715000 0.00 11997184.00 11929.42 Agency Mortgage-Backed Securities FNAR XX.XXX LA723653 B1V7KEBTPIMZEU4LTD58 31402A5N2 2033-07-01 6.125000 0.00 200000.00 2366.59 Agency Mortgage-Backed Securities FNAR XX.XXX WS670223 B1V7KEBTPIMZEU4LTD58 31391LSL0 2033-03-01 5.675000 0.00 3002172.00 28109.26 Agency Mortgage-Backed Securities FNAR XX.XXX LB745982 B1V7KEBTPIMZEU4LTD58 31403DXK0 2035-12-01 6.035000 0.00 150000.00 1094.66 Agency Mortgage-Backed Securities FMAR 849147 G S6XOOCT0IEG5ABCC6L87 31300MEU3 2043-10-01 6.305000 0.00 407000.00 9645.98 Agency Mortgage-Backed Securities FMAR 849266 G S6XOOCT0IEG5ABCC6L87 31300MJK0 2043-08-01 6.088000 0.00 259000.00 13057.62 Agency Mortgage-Backed Securities FMAR 849218 G S6XOOCT0IEG5ABCC6L87 31300MG31 2044-01-01 6.128000 0.00 600000.00 23590.08 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS1990 B1V7KEBTPIMZEU4LTD58 3140LCF89 2036-06-01 2.070000 0.00 4332300.00 3308821.00 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL6662 B1V7KEBTPIMZEU4LTD58 3138EPML5 2045-04-01 5.726000 0.00 15000000.00 550843.69 Agency Mortgage-Backed Securities FMAR 783028 G S6XOOCT0IEG5ABCC6L87 31349ULH9 2035-02-01 5.875000 0.00 1640000.00 11345.17 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9899 B1V7KEBTPIMZEU4LTD58 3138LN7M7 2033-07-01 3.810000 0.00 4527000.00 3543048.27 Agency Mortgage-Backed Securities FNAR XX.XXX LA255592 B1V7KEBTPIMZEU4LTD58 31371L2Z1 2034-12-01 6.062000 0.00 2000000.00 21555.16 Agency Mortgage-Backed Securities MNAR XX.XXX HY387969 B1V7KEBTPIMZEU4LTD58 31377U6E8 2028-08-01 3.650000 0.00 1768590.00 1728544.31 Agency Mortgage-Backed Securities FNAR XX.XXX WS323919 B1V7KEBTPIMZEU4LTD58 31374TYQ6 2029-08-01 5.875000 0.00 2699264.00 2695.33 Agency Mortgage-Backed Securities FNAR XX.XXX LB888553 B1V7KEBTPIMZEU4LTD58 31410GE25 2037-04-01 5.654000 0.00 53000.00 602.59 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL9645 B1V7KEBTPIMZEU4LTD58 3138ERWF3 2044-07-01 5.930000 0.00 89000.00 2326.75 Agency Mortgage-Backed Securities FNAR XX.XXX WSAL2815 B1V7KEBTPIMZEU4LTD58 3138EKDV4 2035-05-01 6.064000 0.00 304806.00 22141.73 Agency Mortgage-Backed Securities FNAR XX.XXX LBAH1204 B1V7KEBTPIMZEU4LTD58 3138A2KS7 2041-01-01 6.065000 0.00 200000.00 1447.82 Agency Mortgage-Backed Securities FMAR 1N0172 G S6XOOCT0IEG5ABCC6L87 3128QGFM9 2036-07-01 5.710000 0.00 25489248.00 114098.00 Agency Mortgage-Backed Securities FMAR 1A1077 G S6XOOCT0IEG5ABCC6L87 3128NFFS1 2036-03-01 5.760000 0.00 2829452.00 48180.17 Agency Mortgage-Backed Securities FMAR 1J1064 G S6XOOCT0IEG5ABCC6L87 3128NHFD0 2038-05-01 5.870000 0.00 1000000.00 7208.44 Agency Mortgage-Backed Securities FMAR 847415 G S6XOOCT0IEG5ABCC6L87 3128JRGY6 2035-06-01 6.070000 0.00 161000.00 1166.21 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL1280 B1V7KEBTPIMZEU4LTD58 3138EHM66 2042-01-01 6.112000 0.00 1500000.00 20407.02 Agency Mortgage-Backed Securities FNAR XX.XXX WS559813 B1V7KEBTPIMZEU4LTD58 31386C3W0 2040-09-01 5.107000 0.00 2498560.00 1942.62 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL3846 B1V7KEBTPIMZEU4LTD58 3138ELHY2 2043-02-01 5.871000 0.00 5000000.00 87725.67 Agency Mortgage-Backed Securities FMAR 1J1681 G S6XOOCT0IEG5ABCC6L87 3128NH2N2 2037-06-01 6.355000 0.00 85000.00 570.73 Agency Mortgage-Backed Securities FMAR 841646 G S6XOOCT0IEG5ABCC6L87 31288QZK9 2053-09-01 5.605000 0.00 2286208.00 1591941.54 Agency Mortgage-Backed Securities FMAR 847581 G S6XOOCT0IEG5ABCC6L87 3128JRM60 2036-07-01 6.315000 0.00 1097728.00 1039.84 Agency Mortgage-Backed Securities FMAR 1J1749 G S6XOOCT0IEG5ABCC6L87 3128NH5J8 2037-06-01 5.935000 0.00 2000000.00 3826.19 Agency Mortgage-Backed Securities FMAR 1Q1903 G S6XOOCT0IEG5ABCC6L87 3128S6DG4 2038-04-01 6.402000 0.00 2243332.00 1414615.91 Agency Mortgage-Backed Securities FMAR 1M1083 G S6XOOCT0IEG5ABCC6L87 3128QFFY5 2037-10-01 6.136000 0.00 4000000.00 72381.75 Agency Mortgage-Backed Securities FMAR 1G1555 G S6XOOCT0IEG5ABCC6L87 3128QJWQ5 2037-02-01 6.410000 0.00 775000.00 1120.93 Agency Mortgage-Backed Securities FMAR 1G5114 G S6XOOCT0IEG5ABCC6L87 3128QKDU4 2036-10-01 6.105000 0.00 13024832.00 73016.08 Agency Mortgage-Backed Securities FMAR 1N1790 G S6XOOCT0IEG5ABCC6L87 3128QH7B0 2037-08-01 5.470000 0.00 4881328.00 78046.76 Agency Mortgage-Backed Securities FMAR 1H2623 G S6XOOCT0IEG5ABCC6L87 3128QLSL6 2036-07-01 6.000000 0.00 50000000.00 308848.48 Agency Mortgage-Backed Securities FMAR 1G2975 G S6XOOCT0IEG5ABCC6L87 3128QTJU9 2038-11-01 6.120000 0.00 4069816.00 175972.16 Agency Mortgage-Backed Securities FMAR 1Q1302 G S6XOOCT0IEG5ABCC6L87 3128S5NT7 2038-11-01 6.187000 0.00 820000.00 12528.41 Agency Mortgage-Backed Securities FMAR 848644 G S6XOOCT0IEG5ABCC6L87 31300LS97 2040-09-01 6.428000 0.00 23116352.00 115525.37 Agency Mortgage-Backed Securities FMAR 848690 G S6XOOCT0IEG5ABCC6L87 31300LUP8 2037-03-01 5.979000 0.00 1110000.00 51321.53 Agency Mortgage-Backed Securities FMAR 840324 G S6XOOCT0IEG5ABCC6L87 31347ALD4 2037-06-01 5.818000 0.00 8324768.00 1037777.42 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL6501 B1V7KEBTPIMZEU4LTD58 3138EPGK4 2045-03-01 6.009000 0.00 3250000.00 90061.60 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL2983 B1V7KEBTPIMZEU4LTD58 3138EKJ55 2043-01-01 5.979000 0.00 296000.00 4390.62 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL6531 B1V7KEBTPIMZEU4LTD58 3138EPHH0 2043-09-01 6.012000 0.00 5250000.00 193198.97 Agency Mortgage-Backed Securities FNAR XX.XXX SODG8465 B1V7KEBTPIMZEU4LTD58 3140UCMP3 2056-05-01 4.394000 0.00 6726912.00 6485183.42 Agency Mortgage-Backed Securities FNAR XX.XXX WS770140 B1V7KEBTPIMZEU4LTD58 31404JS55 2034-03-01 5.633000 0.00 95000.00 564.95 Agency Mortgage-Backed Securities FNAR XX.XXX LA810582 B1V7KEBTPIMZEU4LTD58 31406HRB5 2035-01-01 6.000000 0.00 2000000.00 34926.79 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3036 B1V7KEBTPIMZEU4LTD58 3140LDLS6 2031-10-01 1.735000 0.00 20860000.00 17434792.46 Agency Mortgage-Backed Securities FNAR XX.XXX WN747258 B1V7KEBTPIMZEU4LTD58 31403FE75 2034-01-01 5.933000 0.00 7000000.00 44804.76 Agency Mortgage-Backed Securities FNAR XX.XXX LB826362 B1V7KEBTPIMZEU4LTD58 31407CB71 2035-07-01 5.935000 0.00 1000000.00 3142.77 Agency Mortgage-Backed Securities FNAR XX.XXX WS806484 B1V7KEBTPIMZEU4LTD58 31406C6V5 2033-08-01 4.588000 0.00 7000000.00 93233.82 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN6043 B1V7KEBTPIMZEU4LTD58 3138LJWD8 2037-07-01 3.290000 0.00 10000000.00 8605202.78 Agency Mortgage-Backed Securities FNAR XX.XXX LBAP1961 B1V7KEBTPIMZEU4LTD58 3138M5FB0 2042-08-01 6.070000 0.00 1000000.00 15553.68 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL4610 B1V7KEBTPIMZEU4LTD58 3138EMDQ1 2043-09-01 5.922000 0.00 23800000.00 205363.49 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL8786 B1V7KEBTPIMZEU4LTD58 3138ETXQ4 2044-05-01 6.155000 0.00 62000.00 1027.23 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8576 B1V7KEBTPIMZEU4LTD58 3138LMQ63 2038-04-01 3.510000 0.00 3512000.00 2945477.20 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9403 B1V7KEBTPIMZEU4LTD58 3138LNNV9 2033-07-01 3.750000 0.00 10400480.00 1335641.67 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL6107 B1V7KEBTPIMZEU4LTD58 3138ENYD5 2044-12-01 5.981000 0.00 1600000.00 66642.88 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL8484 B1V7KEBTPIMZEU4LTD58 3138ETNA0 2046-04-01 5.888000 0.00 15000000.00 1015226.42 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8776 B1V7KEBTPIMZEU4LTD58 3138LMXE8 2033-05-01 3.520000 0.00 20608000.00 17643095.91 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6068 B1V7KEBTPIMZEU4LTD58 3140JAW61 2044-03-01 6.357000 0.00 500000.00 22856.34 Agency Mortgage-Backed Securities FNAR XX.XXX LBBO2240 B1V7KEBTPIMZEU4LTD58 3140JWP20 2049-09-01 4.726000 0.00 380000.00 51977.20 Agency Mortgage-Backed Securities FNAR XX.XXX LBBO8857 B1V7KEBTPIMZEU4LTD58 3140K4ZX1 2049-11-01 3.133000 0.00 460000.00 49190.07 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC0054 B1V7KEBTPIMZEU4LTD58 3140EUBY4 2045-11-01 5.987000 0.00 25115040.00 1108383.17 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL8800 B1V7KEBTPIMZEU4LTD58 3138ETX68 2045-02-01 6.014000 0.00 6400000.00 184728.09 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9134 B1V7KEBTPIMZEU4LTD58 3138LNEG2 2033-06-01 3.800000 0.00 4448850.00 4063001.73 Agency Mortgage-Backed Securities FMAR 840698 G S6XOOCT0IEG5ABCC6L87 31347AX33 2047-03-01 3.904000 0.00 1700000.00 185202.07 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9884 B1V7KEBTPIMZEU4LTD58 3138LN6W6 2048-09-01 4.020000 0.00 989450.00 762399.26 Agency Mortgage-Backed Securities FMAR 1N1481 G S6XOOCT0IEG5ABCC6L87 3128QHUE8 2037-06-01 5.907000 0.00 19732768.00 173123.42 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL3224 B1V7KEBTPIMZEU4LTD58 3138EKSN6 2043-03-01 5.989000 0.00 4500000.00 107946.22 Agency Mortgage-Backed Securities FMAR 1N1568 G S6XOOCT0IEG5ABCC6L87 3128QHW55 2037-03-01 5.586000 0.00 22609888.00 227104.11 Agency Mortgage-Backed Securities FMAR 1J1680 G S6XOOCT0IEG5ABCC6L87 3128NH2M4 2037-06-01 6.193000 0.00 100000.00 852.48 Agency Mortgage-Backed Securities FMAR 1Q1453 G S6XOOCT0IEG5ABCC6L87 3128S5TJ3 2038-02-01 6.053000 0.00 17990000.00 413698.88 Agency Mortgage-Backed Securities FMAR 1L0183 G S6XOOCT0IEG5ABCC6L87 3128Q2FY4 2035-08-01 6.016000 0.00 500000.00 601.07 Agency Mortgage-Backed Securities FMAR 1J1621 G S6XOOCT0IEG5ABCC6L87 3128NHYS6 2037-05-01 6.305000 0.00 285000.00 4120.90 Agency Mortgage-Backed Securities FMAR 1H2520 G S6XOOCT0IEG5ABCC6L87 3128QLPD7 2035-06-01 5.953000 0.00 2444940.00 17674.73 Agency Mortgage-Backed Securities FMAR 1B7341 G S6XOOCT0IEG5ABCC6L87 3128QPRM6 2037-05-01 6.305000 0.00 4197512.00 13388.27 Agency Mortgage-Backed Securities FMAR 1Q1830 G S6XOOCT0IEG5ABCC6L87 3128S6A77 2037-05-01 5.633000 0.00 903290.00 36668.57 Agency Mortgage-Backed Securities FMAR 1Q1208 G S6XOOCT0IEG5ABCC6L87 3128S5KV5 2038-04-01 4.735000 0.00 3280296.00 55934.46 Agency Mortgage-Backed Securities FMAR 849128 G S6XOOCT0IEG5ABCC6L87 31300MD91 2043-09-01 6.225000 0.00 270000.00 2324.75 Agency Mortgage-Backed Securities FMAR 849504 G S6XOOCT0IEG5ABCC6L87 31300MRZ8 2044-10-01 6.131000 0.00 39000000.00 610312.51 Agency Mortgage-Backed Securities FMAR 847640 G S6XOOCT0IEG5ABCC6L87 3128JRPZ3 2036-05-01 5.969000 0.00 702920.00 5950.95 Agency Mortgage-Backed Securities FMAR 1Q1104 G S6XOOCT0IEG5ABCC6L87 3128S5GM0 2037-04-01 5.984000 0.00 685000.00 20832.56 Agency Mortgage-Backed Securities FNAR XX.XXX SODF0189 B1V7KEBTPIMZEU4LTD58 3140BQF71 2055-09-01 5.599000 0.00 1544726.00 1533439.84 Agency Mortgage-Backed Securities FNAR XX.XXX SOBV7895 B1V7KEBTPIMZEU4LTD58 3140MMXZ6 2052-07-01 4.359000 0.00 356000.00 212381.18 Agency Mortgage-Backed Securities FNAR XX.XXX HY387802 B1V7KEBTPIMZEU4LTD58 31377UX73 2030-07-01 3.680000 0.00 3327724.00 3151945.60 Agency Mortgage-Backed Securities FNAR XX.XXX S1938346 B1V7KEBTPIMZEU4LTD58 31412X5F7 2037-07-01 6.311000 0.00 1000000.00 5652.53 Agency Mortgage-Backed Securities FNAR XX.XXX S1938298 B1V7KEBTPIMZEU4LTD58 31412X3F9 2037-06-01 6.280000 0.00 290000.00 4794.74 Agency Mortgage-Backed Securities FNAR XX.XXX LB889744 B1V7KEBTPIMZEU4LTD58 31410KP57 2033-10-01 5.494000 0.00 1652158.00 35045.46 Agency Mortgage-Backed Securities FNAR XX.XXX LB888463 B1V7KEBTPIMZEU4LTD58 31410GB85 2037-05-01 6.175000 0.00 500000.00 1992.14 Agency Mortgage-Backed Securities FNAR XX.XXX WS888386 B1V7KEBTPIMZEU4LTD58 31410F6X8 2038-03-01 5.887000 0.00 410000.00 1803.73 Agency Mortgage-Backed Securities FNAR XX.XXX WS889017 B1V7KEBTPIMZEU4LTD58 31410GVJ9 2040-12-01 5.833000 0.00 200000.00 1618.19 Agency Mortgage-Backed Securities FNAR XX.XXX LB894452 B1V7KEBTPIMZEU4LTD58 31410QWM9 2036-09-01 6.570000 0.00 1000000.00 3682.27 Agency Mortgage-Backed Securities FNAR XX.XXX S1893933 B1V7KEBTPIMZEU4LTD58 31410QEE7 2036-10-01 5.611000 0.00 3795000.00 26266.40 Agency Mortgage-Backed Securities FNAR XX.XXX WS888321 B1V7KEBTPIMZEU4LTD58 31410F4E2 2034-08-01 5.850000 0.00 300000.00 2484.44 Agency Mortgage-Backed Securities FNAR XX.XXX LB888518 B1V7KEBTPIMZEU4LTD58 31410GDX8 2035-04-01 5.882000 0.00 189890.00 1205.33 Agency Mortgage-Backed Securities FNAR XX.XXX S1888184 B1V7KEBTPIMZEU4LTD58 31410FXM2 2037-01-01 6.001000 0.00 2000000.00 32097.30 Agency Mortgage-Backed Securities FNAR XX.XXX LB888715 B1V7KEBTPIMZEU4LTD58 31410GK44 2035-10-01 6.389000 0.00 368000.00 1221.38 Agency Mortgage-Backed Securities FNAR XX.XXX SODH1975 B1V7KEBTPIMZEU4LTD58 3140UHFR6 2056-06-01 4.881000 0.00 6638544.00 6525842.67 Agency Mortgage-Backed Securities FNAR XX.XXX SODG9701 B1V7KEBTPIMZEU4LTD58 3140UDX79 2056-05-01 4.669000 0.00 24152320.00 22683692.80 Agency Mortgage-Backed Securities FNAR XX.XXX WS844237 B1V7KEBTPIMZEU4LTD58 31407X4W8 2035-11-01 5.301000 0.00 625000.00 2552.75 Agency Mortgage-Backed Securities FNAR XX.XXX LB835058 B1V7KEBTPIMZEU4LTD58 31407MWT8 2035-06-01 5.993000 0.00 92000.00 694.32 Agency Mortgage-Backed Securities MNAR XX.XXX HLBS6046 B1V7KEBTPIMZEU4LTD58 3140LGWG3 2052-07-01 4.570000 0.00 2826000.00 2342009.21 Agency Mortgage-Backed Securities FNAR XX.XXX WS866920 B1V7KEBTPIMZEU4LTD58 31409CDZ5 2036-02-01 5.938000 0.00 450000.00 1156.48 Agency Mortgage-Backed Securities FNAR XX.XXX S1868894 B1V7KEBTPIMZEU4LTD58 31409EKF7 2036-05-01 5.972000 0.00 204000.00 3702.35 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC0776 B1V7KEBTPIMZEU4LTD58 3140EU2J7 2046-03-01 5.781000 0.00 1000000.00 58619.07 Agency Mortgage-Backed Securities FNAR XX.XXX WS849692 B1V7KEBTPIMZEU4LTD58 31408E7D8 2035-12-01 5.550000 0.00 1400000.00 43059.12 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS8760 B1V7KEBTPIMZEU4LTD58 3140LKWW9 2033-07-01 4.340000 0.00 48480000.00 45599372.26 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS9951 B1V7KEBTPIMZEU4LTD58 3140LMBV0 2033-12-01 5.630000 0.00 4689000.00 4729669.00 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3447 B1V7KEBTPIMZEU4LTD58 3140LDZM4 2041-10-01 2.265000 0.00 1000000.00 665220.58 Agency Mortgage-Backed Securities FMAR 2B5188 G S6XOOCT0IEG5ABCC6L87 31326KXR3 2046-03-01 5.788000 0.00 50000.00 4124.97 Agency Mortgage-Backed Securities FKAR W9WV7003 S6XOOCT0IEG5ABCC6L87 3132VFX88 2035-07-01 4.195000 0.00 100000000.00 99347916.29 Agency Mortgage-Backed Securities FMAR 2B6384 G S6XOOCT0IEG5ABCC6L87 31326MCV3 2047-08-01 6.161000 0.00 190000.00 5032.74 Agency Mortgage-Backed Securities FMAR 2B3034 G S6XOOCT0IEG5ABCC6L87 31326HLP7 2044-08-01 6.053000 0.00 22804320.00 915557.60 Agency Mortgage-Backed Securities FMAR 2B1277 G S6XOOCT0IEG5ABCC6L87 31326FM21 2043-03-01 5.838000 0.00 481000.00 7385.47 Agency Mortgage-Backed Securities FNAR XX.XXX LB948208 B1V7KEBTPIMZEU4LTD58 31413K3R0 2037-07-01 5.510000 0.00 1500000.00 7876.36 Agency Mortgage-Backed Securities FNAR XX.XXX LB995015 B1V7KEBTPIMZEU4LTD58 31416BK49 2036-02-01 5.802000 0.00 7100000.00 88076.98 Agency Mortgage-Backed Securities FNAR XX.XXX S1918191 B1V7KEBTPIMZEU4LTD58 31411YC43 2037-03-01 5.550000 0.00 3400000.00 50363.63 Agency Mortgage-Backed Securities FNAR XX.XXX LB949782 B1V7KEBTPIMZEU4LTD58 31413MUF2 2037-08-01 6.030000 0.00 725000.00 1648.91 Agency Mortgage-Backed Securities FNAR XX.XXX LB897494 B1V7KEBTPIMZEU4LTD58 31410UC75 2036-12-01 6.155000 0.00 230000.00 2296.17 Agency Mortgage-Backed Securities FNAR XX.XXX WS896463 B1V7KEBTPIMZEU4LTD58 31410S5Y9 2034-10-01 6.242000 0.00 1000000.00 9873.23 Agency Mortgage-Backed Securities FNAR XX.XXX LB888498 B1V7KEBTPIMZEU4LTD58 31410GDB6 2034-09-01 5.895000 0.00 1161754.00 13139.13 Agency Mortgage-Backed Securities FMAR 848445 G S6XOOCT0IEG5ABCC6L87 31300LL29 2035-08-01 6.099000 0.00 7271096.00 302287.78 Agency Mortgage-Backed Securities FMAR 1Q1674 G S6XOOCT0IEG5ABCC6L87 3128S52F0 2036-07-01 5.655000 0.00 2277776.00 89752.87 Agency Mortgage-Backed Securities FMAR 1G1642 G S6XOOCT0IEG5ABCC6L87 3128QJZF6 2037-04-01 5.570000 0.00 11993088.00 2162.36 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC1196 B1V7KEBTPIMZEU4LTD58 3140EVKJ5 2046-06-01 5.995000 0.00 1000000.00 42803.03 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8580 B1V7KEBTPIMZEU4LTD58 3138LMRA3 2038-04-01 3.510000 0.00 1498496.00 1256772.72 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9304 B1V7KEBTPIMZEU4LTD58 3138LNKS9 2033-06-01 3.620000 0.00 23009600.00 20860114.75 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL4611 B1V7KEBTPIMZEU4LTD58 3138EMDR9 2043-11-01 6.056000 0.00 1800000.00 19175.00 Agency Mortgage-Backed Securities FNAR XX.XXX WS555098 B1V7KEBTPIMZEU4LTD58 31385WUX5 2032-11-01 6.206000 0.00 2250000.00 2862.54 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL1497 B1V7KEBTPIMZEU4LTD58 3138EHUX8 2036-10-01 5.725000 0.00 155000.00 5788.84 Agency Mortgage-Backed Securities FNAR XX.XXX LB711031 B1V7KEBTPIMZEU4LTD58 31401K4Q5 2033-08-01 6.320000 0.00 20000000.00 67191.26 Agency Mortgage-Backed Securities FNAR XX.XXX WS944510 B1V7KEBTPIMZEU4LTD58 31413FYF3 2037-07-01 5.902000 0.00 5270000.00 18359.30 Agency Mortgage-Backed Securities FNAR XX.XXX GA670672 B1V7KEBTPIMZEU4LTD58 31391MCH4 2033-08-01 5.775000 0.00 215000.00 1131.31 Agency Mortgage-Backed Securities FNAR XX.XXX WS654952 B1V7KEBTPIMZEU4LTD58 31390STH4 2042-07-01 4.908000 0.00 17900000.00 43386.09 Agency Mortgage-Backed Securities FNAR XX.XXX WS557073 B1V7KEBTPIMZEU4LTD58 31385Y2E4 2040-06-01 5.108000 0.00 27321040.00 54687.38 Agency Mortgage-Backed Securities FNAR XX.XXX LBAW1865 B1V7KEBTPIMZEU4LTD58 3138XRCB3 2044-04-01 5.830000 0.00 11999540.00 161639.41 Agency Mortgage-Backed Securities FNAR XX.XXX LB597590 B1V7KEBTPIMZEU4LTD58 31387X2X2 2031-09-01 6.245000 0.00 500000.00 2972.22 Agency Mortgage-Backed Securities FNAR XX.XXX SOBV7891 B1V7KEBTPIMZEU4LTD58 3140MMXV5 2052-07-01 4.039000 0.00 306000.00 167692.42 Agency Mortgage-Backed Securities FMAR 783022 G S6XOOCT0IEG5ABCC6L87 31349ULB2 2035-02-01 5.875000 0.00 93723.00 675.21 Agency Mortgage-Backed Securities FMAR 782630 G S6XOOCT0IEG5ABCC6L87 31349T4P3 2036-01-01 5.884000 0.00 8848288.00 185621.53 Agency Mortgage-Backed Securities FMAR 8C1470 G S6XOOCT0IEG5ABCC6L87 3142BBT34 2056-05-01 4.871000 0.00 9096784.00 8685063.83 Agency Mortgage-Backed Securities FMAR 8C1340 G S6XOOCT0IEG5ABCC6L87 3142BBPZ7 2056-01-01 5.030000 0.00 2191364.00 1642659.28 Agency Mortgage-Backed Securities FMAR 8C1056 G S6XOOCT0IEG5ABCC6L87 3142BBE55 2055-07-01 5.456000 0.00 19243680.00 14558042.94 Agency Mortgage-Backed Securities FKAR 04.500 WRWR1004 S6XOOCT0IEG5ABCC6L87 3142FEDJ6 2034-04-01 4.500000 0.00 9932400.00 9344451.58 Agency Mortgage-Backed Securities FMAR 8D0268 G S6XOOCT0IEG5ABCC6L87 3142BNJM7 2052-08-01 3.910000 0.00 174000.00 119261.20 Agency Mortgage-Backed Securities FMAR 8D0752 G S6XOOCT0IEG5ABCC6L87 3142BNZR8 2054-08-01 4.146000 0.00 1628416.00 1481456.76 Agency Mortgage-Backed Securities FNAR XX.XXX SODH4297 B1V7KEBTPIMZEU4LTD58 3140UKX32 2056-07-01 4.644000 0.00 913000.00 881519.05 Agency Mortgage-Backed Securities FKAR 04.250 WNWN4145 S6XOOCT0IEG5ABCC6L87 3132XJTB6 2041-11-01 4.300000 0.00 20323500.00 18635610.75 Agency Mortgage-Backed Securities FNAR XX.XXX LBAY1355 B1V7KEBTPIMZEU4LTD58 3138YEQH3 2045-04-01 5.784000 0.00 15193552.00 702385.01 Agency Mortgage-Backed Securities FKAR 04.100 WAWA2531 S6XOOCT0IEG5ABCC6L87 3132WWA93 2052-05-01 4.100000 0.00 2329576.00 1821703.38 Agency Mortgage-Backed Securities FNAR XX.XXX LBAZ5284 B1V7KEBTPIMZEU4LTD58 3138YW2S5 2045-07-01 5.975000 0.00 20000000.00 568849.29 Agency Mortgage-Backed Securities FNAR XX.XXX LBAT7897 B1V7KEBTPIMZEU4LTD58 3138WVX30 2043-08-01 5.965000 0.00 107000.00 2014.12 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8775 B1V7KEBTPIMZEU4LTD58 3138LMXD0 2033-05-01 3.520000 0.00 10965664.00 9388017.36 Agency Mortgage-Backed Securities FMAR 8C1444 G S6XOOCT0IEG5ABCC6L87 3142BBS92 2056-04-01 4.426000 0.00 704400.00 671478.28 Agency Mortgage-Backed Securities FMAR 849479 G S6XOOCT0IEG5ABCC6L87 31300MQ89 2037-10-01 5.973000 0.00 4040440.00 296648.12 Agency Mortgage-Backed Securities FMAR 848954 G S6XOOCT0IEG5ABCC6L87 31300L5P6 2043-02-01 5.973000 0.00 482000.00 12871.41 Agency Mortgage-Backed Securities FMAR 849154 G S6XOOCT0IEG5ABCC6L87 31300ME33 2043-10-01 6.056000 0.00 589000.00 12492.75 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ3984 B1V7KEBTPIMZEU4LTD58 3140NYNA5 2032-07-01 4.480000 0.00 42556000.00 40703490.04 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ4396 B1V7KEBTPIMZEU4LTD58 3140NY3E9 2032-07-01 4.440000 0.00 33878000.00 32334710.31 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ4432 B1V7KEBTPIMZEU4LTD58 3140NY4S7 2032-08-01 4.195000 0.00 27600000.00 25976493.65 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ1311 B1V7KEBTPIMZEU4LTD58 3140NVN52 2034-07-01 4.740000 0.00 7717000.00 7404417.77 Agency Mortgage-Backed Securities FKAR 04.950 WNWN0219 S6XOOCT0IEG5ABCC6L87 3132XEG54 2042-04-01 4.950000 0.00 14518000.00 13389290.83 Agency Mortgage-Backed Securities FMAR 8B0561 G S6XOOCT0IEG5ABCC6L87 3142AWTS4 2056-02-01 4.821000 0.00 4473496.00 3946251.95 Agency Mortgage-Backed Securities FNAR XX.XXX LB725216 B1V7KEBTPIMZEU4LTD58 31402CVH2 2034-01-01 6.375000 0.00 500000.00 1635.77 Agency Mortgage-Backed Securities FNAR XX.XXX LB695016 B1V7KEBTPIMZEU4LTD58 31400RDV0 2033-02-01 5.680000 0.00 3600000.00 6772.04 Agency Mortgage-Backed Securities FNAR XX.XXX LB745168 B1V7KEBTPIMZEU4LTD58 31403CZ95 2035-09-01 6.200000 0.00 600000.00 2312.46 Agency Mortgage-Backed Securities FNAR XX.XXX WS745862 B1V7KEBTPIMZEU4LTD58 31403DTT6 2035-04-01 5.883000 0.00 250000.00 1740.51 Agency Mortgage-Backed Securities FNAR XX.XXX WS745362 B1V7KEBTPIMZEU4LTD58 31403DB73 2033-05-01 5.979000 0.00 1410994.00 9663.76 Agency Mortgage-Backed Securities FNAR XX.XXX LB735805 B1V7KEBTPIMZEU4LTD58 31402RNW5 2035-07-01 5.697000 0.00 8600000.00 11499.75 Agency Mortgage-Backed Securities FNAR XX.XXX LB749306 B1V7KEBTPIMZEU4LTD58 31403HNX4 2033-10-01 6.300000 0.00 600000.00 2036.39 Agency Mortgage-Backed Securities FNAR XX.XXX WS773245 B1V7KEBTPIMZEU4LTD58 31404NBN5 2035-02-01 5.617000 0.00 1925000.00 16543.67 Agency Mortgage-Backed Securities FNAR XX.XXX WS735858 B1V7KEBTPIMZEU4LTD58 31402RQK8 2035-08-01 6.052000 0.00 500000.00 2045.90 Agency Mortgage-Backed Securities FNAR XX.XXX WS775852 B1V7KEBTPIMZEU4LTD58 31404Q5M7 2044-03-01 4.908000 0.00 1000000.00 7060.42 Agency Mortgage-Backed Securities FNAR XX.XXX WS783249 B1V7KEBTPIMZEU4LTD58 31405AEW9 2044-04-01 4.908000 0.00 4200000.00 14575.04 Agency Mortgage-Backed Securities FNAR XX.XXX WS735691 B1V7KEBTPIMZEU4LTD58 31402RKC2 2032-04-01 5.827000 0.00 285000.00 859.69 Agency Mortgage-Backed Securities FNAR XX.XXX WD671155 B1V7KEBTPIMZEU4LTD58 31391MTL7 2033-02-01 5.898000 0.00 250000.00 803.05 Agency Mortgage-Backed Securities FNAR XX.XXX WS289517 B1V7KEBTPIMZEU4LTD58 31373CSE8 2034-04-01 3.994000 0.00 20788352.00 46100.26 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH6741 B1V7KEBTPIMZEU4LTD58 3140GVP33 2047-09-01 5.975000 0.00 2000000.00 69509.38 Agency Mortgage-Backed Securities FNAR XX.XXX LBAZ2974 B1V7KEBTPIMZEU4LTD58 3138YUJU6 2045-09-01 6.293000 0.00 40344064.00 1665354.95 Agency Mortgage-Backed Securities FNAR XX.XXX LBBD8032 B1V7KEBTPIMZEU4LTD58 3140FF4S7 2046-09-01 6.272000 0.00 1000000.00 13133.34 Agency Mortgage-Backed Securities FMAR 786625 G S6XOOCT0IEG5ABCC6L87 31295KLE2 2028-09-01 5.869000 0.00 7397376.00 2349.62 Agency Mortgage-Backed Securities FMAR 849333 G S6XOOCT0IEG5ABCC6L87 31300MLN1 2043-09-01 6.265000 0.00 39582600.00 331295.98 Agency Mortgage-Backed Securities FMAR 841084 G S6XOOCT0IEG5ABCC6L87 31288QFZ8 2047-08-01 6.046000 0.00 278000.00 24939.45 Agency Mortgage-Backed Securities FMAR 1B8197 G S6XOOCT0IEG5ABCC6L87 3128UGP92 2041-05-01 6.020000 0.00 17151392.00 325926.46 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ5107 B1V7KEBTPIMZEU4LTD58 3140Q0U91 2030-10-01 3.940000 0.00 44501000.00 42376339.32 Agency Mortgage-Backed Securities FNAR XX.XXX WD690573 B1V7KEBTPIMZEU4LTD58 31400LFN9 2033-10-01 6.393000 0.00 579601.00 76881.16 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1185 B1V7KEBTPIMZEU4LTD58 3140HSJ77 2034-02-01 3.900000 0.00 3772000.00 3435581.61 Agency Mortgage-Backed Securities FNAR XX.XXX WS735086 B1V7KEBTPIMZEU4LTD58 31402QUK5 2034-06-01 6.021000 0.00 2370000.00 5679.24 Agency Mortgage-Backed Securities FNAR XX.XXX LB745448 B1V7KEBTPIMZEU4LTD58 31403DEV7 2036-03-01 5.661000 0.00 4800000.00 34271.27 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH6795 B1V7KEBTPIMZEU4LTD58 3140GVRR8 2047-10-01 6.100000 0.00 10748500.00 528372.07 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1007 B1V7KEBTPIMZEU4LTD58 3140HSDM0 2033-12-01 4.030000 0.00 4204000.00 3873033.33 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH9206 B1V7KEBTPIMZEU4LTD58 3140GYGQ6 2047-09-01 6.225000 0.00 320000.00 19212.03 Agency Mortgage-Backed Securities FNAR XX.XXX LBAV5077 B1V7KEBTPIMZEU4LTD58 3138XGUB7 2044-03-01 5.705000 0.00 350000.00 2812.71 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1981 B1V7KEBTPIMZEU4LTD58 3140HTFX2 2034-05-01 3.590000 0.00 1060000.00 939606.20 Agency Mortgage-Backed Securities FNAR XX.XXX WD705324 B1V7KEBTPIMZEU4LTD58 31401DSM4 2033-06-01 5.898000 0.00 2880000.00 6499.94 Agency Mortgage-Backed Securities FNAR XX.XXX LB725475 B1V7KEBTPIMZEU4LTD58 31402C6L1 2034-05-01 6.250000 0.00 8265000.00 25541.85 Agency Mortgage-Backed Securities FNAR XX.XXX WS754031 B1V7KEBTPIMZEU4LTD58 31403NVY0 2033-12-01 5.842000 0.00 92000.00 895.85 Agency Mortgage-Backed Securities FNAR XX.XXX LB819423 B1V7KEBTPIMZEU4LTD58 31406TLC3 2035-04-01 6.060000 0.00 93723.00 904.24 Agency Mortgage-Backed Securities FNAR XX.XXX LB790764 B1V7KEBTPIMZEU4LTD58 31405JQR8 2034-09-01 6.041000 0.00 2380000.00 13927.57 Agency Mortgage-Backed Securities FNAR XX.XXX WS788182 B1V7KEBTPIMZEU4LTD58 31405FUF7 2034-07-01 5.908000 0.00 3242424.00 12119.27 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1189 B1V7KEBTPIMZEU4LTD58 3140HSKB6 2034-02-01 3.960000 0.00 3562190.00 3261245.50 Agency Mortgage-Backed Securities FNAR XX.XXX WD723639 B1V7KEBTPIMZEU4LTD58 31402A4Y9 2033-06-01 5.678000 0.00 2000000.00 5229.97 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM1332 B1V7KEBTPIMZEU4LTD58 3140J5PS2 2047-05-01 5.880000 0.00 250000.00 16971.96 Agency Mortgage-Backed Securities FNAR XX.XXX LB809347 B1V7KEBTPIMZEU4LTD58 31406GEU9 2035-01-01 6.235000 0.00 355000.00 1708.00 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ4993 B1V7KEBTPIMZEU4LTD58 3140Q0RP9 2032-11-01 4.260000 0.00 62790000.00 59146777.71 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ3321 B1V7KEBTPIMZEU4LTD58 3140NXVP5 2032-03-01 4.795000 0.00 9620000.00 9343835.19 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ2268 B1V7KEBTPIMZEU4LTD58 3140NWQW8 2034-11-01 4.440000 0.00 12920000.00 12110751.50 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ5061 B1V7KEBTPIMZEU4LTD58 3140Q0TT9 2035-10-01 4.770000 0.00 2105000.00 1993867.58 Agency Mortgage-Backed Securities FMAR 848005 G S6XOOCT0IEG5ABCC6L87 3128JR3N4 2038-07-01 6.044000 0.00 14163792.00 166343.75 Agency Mortgage-Backed Securities FMAR 1G1381 G S6XOOCT0IEG5ABCC6L87 3128QJRA6 2036-12-01 6.265000 0.00 150000.00 1295.98 Agency Mortgage-Backed Securities FMAR 2B2905 G S6XOOCT0IEG5ABCC6L87 31326HGN8 2044-08-01 6.100000 0.00 25006680.00 1301602.38 Agency Mortgage-Backed Securities FMAR 841081 G S6XOOCT0IEG5ABCC6L87 31288QFW5 2050-02-01 4.387000 0.00 8200000.00 1096765.01 Agency Mortgage-Backed Securities FMAR 840940 G S6XOOCT0IEG5ABCC6L87 31288QBH2 2049-02-01 5.948000 0.00 3750000.00 189918.39 Agency Mortgage-Backed Securities FMAR 2B6451 G S6XOOCT0IEG5ABCC6L87 31326MEY5 2047-08-01 6.208000 0.00 320000.00 18080.69 Agency Mortgage-Backed Securities FMAR 841842 G S6XOOCT0IEG5ABCC6L87 31288RBK3 2054-02-01 4.507000 0.00 5642192.00 4437897.61 Agency Mortgage-Backed Securities FMAR 2B5033 G S6XOOCT0IEG5ABCC6L87 31326KSW8 2046-01-01 5.915000 0.00 60000.00 4074.37 Agency Mortgage-Backed Securities FMAR 2B7592 G S6XOOCT0IEG5ABCC6L87 31326NNH0 2049-08-01 3.362000 0.00 10657184.00 665865.04 Agency Mortgage-Backed Securities FMAR 2B6349 G S6XOOCT0IEG5ABCC6L87 31326MBS1 2047-07-01 6.130000 0.00 447000.00 1276.72 Agency Mortgage-Backed Securities FNAR XX.XXX SOBW4557 B1V7KEBTPIMZEU4LTD58 3140MWB39 2056-08-01 4.365000 0.00 33074240.00 30891602.00 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL5653 B1V7KEBTPIMZEU4LTD58 3138ENH77 2044-01-01 5.865000 0.00 3323276.00 56736.27 Agency Mortgage-Backed Securities FNAR XX.XXX SOBW5041 B1V7KEBTPIMZEU4LTD58 3140MWS72 2052-08-01 4.578000 0.00 402000.00 244364.43 Agency Mortgage-Backed Securities FNAR XX.XXX WS725557 B1V7KEBTPIMZEU4LTD58 31402DB25 2034-06-01 5.827000 0.00 550000.00 2155.61 Agency Mortgage-Backed Securities FNAR XX.XXX JUAL8016 B1V7KEBTPIMZEU4LTD58 3138EQ4A7 2051-08-01 4.963000 0.00 4876792.00 412905.80 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL5548 B1V7KEBTPIMZEU4LTD58 3138ENEW5 2038-05-01 6.151000 0.00 6000000.00 335898.45 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL3410 B1V7KEBTPIMZEU4LTD58 3138EKYG4 2043-03-01 5.722000 0.00 25258496.00 110220.18 Agency Mortgage-Backed Securities FNAR XX.XXX WS693020 B1V7KEBTPIMZEU4LTD58 31400N4D9 2033-06-01 5.790000 0.00 4470360.00 71854.88 Agency Mortgage-Backed Securities FNAR XX.XXX LBAZ7458 B1V7KEBTPIMZEU4LTD58 3140E0JC0 2045-09-01 6.225000 0.00 13969008.00 232527.18 Agency Mortgage-Backed Securities FMAR 1N0057 G S6XOOCT0IEG5ABCC6L87 3128QGB27 2035-11-01 6.025000 0.00 63582100.00 176335.31 Agency Mortgage-Backed Securities FMAR 1Q1902 G S6XOOCT0IEG5ABCC6L87 3128S6DF6 2037-01-01 5.839000 0.00 1757056.00 564599.90 Agency Mortgage-Backed Securities FMAR 841383 G S6XOOCT0IEG5ABCC6L87 31288QRC6 2048-04-01 6.021000 0.00 1311000.00 331165.78 Agency Mortgage-Backed Securities FMAR 2B1384 G S6XOOCT0IEG5ABCC6L87 31326FRD2 2043-05-01 6.025000 0.00 152010.00 4505.33 Agency Mortgage-Backed Securities FMAR 1J1516 G S6XOOCT0IEG5ABCC6L87 3128NHVH3 2037-02-01 5.879000 0.00 300000.00 605.42 Agency Mortgage-Backed Securities FMAR 841076 G S6XOOCT0IEG5ABCC6L87 31288QFR6 2048-11-01 3.004000 0.00 1100000.00 185826.51 Agency Mortgage-Backed Securities FMAR 2B1569 G S6XOOCT0IEG5ABCC6L87 31326FW61 2043-08-01 6.100000 0.00 53789.00 699.73 Agency Mortgage-Backed Securities FMAR 1N0333 G S6XOOCT0IEG5ABCC6L87 3128QGLN0 2036-12-01 5.865000 0.00 2032732.00 51627.14 Agency Mortgage-Backed Securities FMAR 1Q0895 G S6XOOCT0IEG5ABCC6L87 3128S47G6 2039-09-01 6.354000 0.00 12587584.00 127445.13 Agency Mortgage-Backed Securities FMAR 1Q1676 G S6XOOCT0IEG5ABCC6L87 3128S52H6 2038-02-01 5.712000 0.00 8273376.00 582455.95 Agency Mortgage-Backed Securities FMAR 2B6311 G S6XOOCT0IEG5ABCC6L87 31326MAL7 2047-07-01 6.015000 0.00 215000.00 2270.68 Agency Mortgage-Backed Securities FMAR 2B2415 G S6XOOCT0IEG5ABCC6L87 31326GVG8 2044-04-01 5.781000 0.00 14510592.00 408424.70 Agency Mortgage-Backed Securities FMAR 2B6628 G S6XOOCT0IEG5ABCC6L87 31326MLH4 2047-11-01 6.140000 0.00 335000.00 16600.03 Agency Mortgage-Backed Securities FMAR 2B4849 G S6XOOCT0IEG5ABCC6L87 31326KL62 2045-10-01 6.248000 0.00 12119952.00 649662.81 Agency Mortgage-Backed Securities FMAR 2B1454 G S6XOOCT0IEG5ABCC6L87 31326FTK4 2043-06-01 5.946000 0.00 6954000.00 156567.49 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1560 B1V7KEBTPIMZEU4LTD58 3140HSWW7 2031-02-01 3.980000 0.00 10000000.00 9306131.40 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH5134 B1V7KEBTPIMZEU4LTD58 3140GTV49 2047-09-01 6.245000 0.00 50000.00 3421.78 Agency Mortgage-Backed Securities FNAR XX.XXX S1865915 B1V7KEBTPIMZEU4LTD58 31409BAQ0 2036-03-01 5.747000 0.00 350000.00 865.51 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3166 B1V7KEBTPIMZEU4LTD58 3140J7QU2 2047-10-01 6.059000 0.00 950000.00 82067.70 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1984 B1V7KEBTPIMZEU4LTD58 3140HTF20 2034-05-01 3.590000 0.00 2461008.00 2181489.03 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1480 B1V7KEBTPIMZEU4LTD58 3140HSUE9 2029-02-01 3.520000 0.00 4699000.00 4534044.22 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM1806 B1V7KEBTPIMZEU4LTD58 3140J6AG2 2047-09-01 3.111000 0.00 30000.00 2005.00 Agency Mortgage-Backed Securities FNAR XX.XXX WS888370 B1V7KEBTPIMZEU4LTD58 31410F6F7 2035-07-01 5.934000 0.00 420000.00 5749.03 Agency Mortgage-Backed Securities FNAR XX.XXX LB888520 B1V7KEBTPIMZEU4LTD58 31410GDZ3 2033-07-01 6.068000 0.00 1374208.00 22095.72 Agency Mortgage-Backed Securities FMAR 2B6154 G S6XOOCT0IEG5ABCC6L87 31326LZT5 2047-06-01 6.005000 0.00 320000.00 19544.72 Agency Mortgage-Backed Securities FNAR XX.XXX LBAA7730 B1V7KEBTPIMZEU4LTD58 31416RSU8 2039-08-01 6.315000 0.00 3200000.00 9253.39 Agency Mortgage-Backed Securities FNAR XX.XXX LB809319 B1V7KEBTPIMZEU4LTD58 31406GDY2 2035-01-01 5.920000 0.00 500000.00 795.78 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL8332 B1V7KEBTPIMZEU4LTD58 3138ETHJ8 2043-12-01 6.074000 0.00 71000.00 3318.58 Agency Mortgage-Backed Securities FNAR XX.XXX WD749484 B1V7KEBTPIMZEU4LTD58 31403HUH1 2033-11-01 6.208000 0.00 3300000.00 16456.59 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ0972 B1V7KEBTPIMZEU4LTD58 3140NVCJ4 2034-05-01 5.330000 0.00 11343000.00 11243903.14 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ0937 B1V7KEBTPIMZEU4LTD58 3140NVBF3 2029-05-01 4.730000 0.00 2700000.00 2662981.93 Agency Mortgage-Backed Securities FNAR XX.XXX WS768435 B1V7KEBTPIMZEU4LTD58 31404GV40 2034-01-01 5.650000 0.00 80000.00 802.38 Agency Mortgage-Backed Securities FNAR XX.XXX WD685511 B1V7KEBTPIMZEU4LTD58 31400ER85 2033-07-01 6.030000 0.00 2000000.00 4238.65 Agency Mortgage-Backed Securities FNAR XX.XXX LB722439 B1V7KEBTPIMZEU4LTD58 31401YS48 2033-07-01 5.538000 0.00 110000.00 2255.13 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ2073 B1V7KEBTPIMZEU4LTD58 3140NWJT3 2034-10-01 4.420000 0.00 19985000.00 18732151.46 Agency Mortgage-Backed Securities FNAR XX.XXX LB907788 B1V7KEBTPIMZEU4LTD58 31411GRH7 2036-01-01 6.750000 0.00 1315000.00 20612.10 Agency Mortgage-Backed Securities FNAR XX.XXX WSAC0252 B1V7KEBTPIMZEU4LTD58 31417JH60 2030-08-01 4.420000 0.00 1581088.00 46909.10 Agency Mortgage-Backed Securities Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 3048000000.00 3048000000.00 0.0078 N Y Y N MUFG SECURITIES (CANADA) LTD MUFG SECURITIES (CANADA) LTD 3.890000% ARP1MJVW2 549300Y1PMK3RWXMWR72 ARP1MJVW2 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 CLMA4701 B1V7KEBTPIMZEU4LTD58 31418EGK0 2052-08-01 4.500000 0.00 5577900.00 3646041.66 Agency Mortgage-Backed Securities GNII SF MA9726 M 549300M8ZYFG0OCMTT87 36179YYX6 2054-06-20 6.000000 0.00 1658840.00 817481.54 Agency Mortgage-Backed Securities FNMS 04.000 CLBC0332 B1V7KEBTPIMZEU4LTD58 3140EULN7 2045-12-01 4.000000 0.00 976199.00 182366.97 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3468 B1V7KEBTPIMZEU4LTD58 3140XJ2A0 2052-12-01 5.500000 0.00 24235277.00 17609011.10 Agency Mortgage-Backed Securities FNAR XX.XXX LBAC1668 B1V7KEBTPIMZEU4LTD58 31417K2A4 2039-09-01 6.455000 0.00 1024.00 13.82 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 5779900.00 5845254.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 37479000.00 36134487.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 104102000.00 104187828.48 U.S. Treasuries (including strips) FNMS 04.500 CLBM4456 B1V7KEBTPIMZEU4LTD58 3140J85S8 2048-08-01 4.500000 0.00 14999000.00 3672630.07 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5701 B1V7KEBTPIMZEU4LTD58 3140QRKP7 2053-02-01 6.000000 0.00 3725918.00 2337859.00 Agency Mortgage-Backed Securities FNMS 05.000 CLBW5697 B1V7KEBTPIMZEU4LTD58 3140MXKK9 2052-08-01 5.000000 0.00 2465172.00 1353741.26 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8011 B1V7KEBTPIMZEU4LTD58 3140QT3V9 2054-02-01 6.500000 0.00 12320.00 7877.48 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ1676 B1V7KEBTPIMZEU4LTD58 3140H22J6 2047-12-01 4.000000 0.00 353000.00 65868.35 Agency Mortgage-Backed Securities FNMS 03.500 CIDF7302 B1V7KEBTPIMZEU4LTD58 3140BYDG6 2041-05-01 3.500000 0.00 1000.00 872.74 Agency Mortgage-Backed Securities FEPC 02.500 CTSC0114 S6XOOCT0IEG5ABCC6L87 3132D9DT8 2041-01-01 2.500000 0.00 3962040.00 1646827.58 Agency Mortgage-Backed Securities GNII SP 788131 C 549300M8ZYFG0OCMTT87 3622AD4Q8 2055-07-20 7.500000 0.00 185000.00 163927.80 Agency Mortgage-Backed Securities GNII SF MA7767 M 549300M8ZYFG0OCMTT87 36179WTY4 2051-12-20 2.500000 0.00 5300000.00 2828050.31 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5470 B1V7KEBTPIMZEU4LTD58 3140XMCG9 2053-07-01 5.500000 0.00 35000000.00 25435937.11 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0109 B1V7KEBTPIMZEU4LTD58 3140Y6DP2 2055-03-01 5.500000 0.00 20318923.00 16181471.52 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0868 B1V7KEBTPIMZEU4LTD58 3140W06E0 2055-03-01 6.000000 0.00 28601084.00 22576628.96 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 13661700.00 12163619.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 38384000.00 35355483.21 U.S. Treasuries (including strips) FEPC 06.000 CLQF6752 S6XOOCT0IEG5ABCC6L87 3133BUQD2 2053-01-01 6.000000 0.00 106073.00 86235.50 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 100.00 42.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 3973200.00 2340360.82 U.S. Treasuries (including strips) FEPC 06.500 CLRJ0663 S6XOOCT0IEG5ABCC6L87 3142GQWZ1 2054-01-01 6.500000 0.00 4943238.00 2892063.01 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7534 B1V7KEBTPIMZEU4LTD58 3140QTLQ0 2053-11-01 7.000000 0.00 6652622.00 3998846.29 Agency Mortgage-Backed Securities FEPC 06.500 CLSL2443 S6XOOCT0IEG5ABCC6L87 31427PWD2 2054-03-01 6.500000 0.00 20331272.00 15021444.78 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 400.00 396.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 500.00 284.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 5994300.00 4950184.35 U.S. Treasuries (including strips) GNII SP 787333 C 549300M8ZYFG0OCMTT87 3622ADBA5 2054-03-20 7.500000 0.00 2061.00 2045.09 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3134HADF7 2029-08-06 4.000000 0.00 4998000.00 4885589.98 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 3508800.00 2274507.67 U.S. Treasuries (including strips) FEPC 06.000 CLSL0909 S6XOOCT0IEG5ABCC6L87 31427NAK5 2055-03-01 6.000000 0.00 578468.00 453630.95 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ9664 S6XOOCT0IEG5ABCC6L87 31427KW27 2055-12-01 5.500000 0.00 999998.00 919381.79 Agency Mortgage-Backed Securities 04.500 FGPC U95014 G S6XOOCT0IEG5ABCC6L87 3132H5AQ1 2042-06-01 4.500000 0.00 50006515.00 1480445.51 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7864 B1V7KEBTPIMZEU4LTD58 3138WHW24 2046-09-01 3.500000 0.00 1439106.00 280420.36 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8673 S6XOOCT0IEG5ABCC6L87 3133KQT63 2053-05-01 5.500000 0.00 19843160.00 14247368.84 Agency Mortgage-Backed Securities FEPC 02.500 CLRA7214 S6XOOCT0IEG5ABCC6L87 3133KPAP3 2047-04-01 2.500000 0.00 9916384.00 5761027.37 Agency Mortgage-Backed Securities FEPC 06.000 CLSL4061 S6XOOCT0IEG5ABCC6L87 31427RQP8 2055-01-01 6.000000 0.00 22439879.00 18501826.38 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6732 B1V7KEBTPIMZEU4LTD58 3140QSPS4 2053-06-01 5.000000 0.00 41335600.00 31676808.46 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 4391400.00 4707503.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 90800.00 47649.84 U.S. Treasuries (including strips) GNII SF DR7057 C 549300M8ZYFG0OCMTT87 3618VFZW1 2056-06-20 6.500000 0.00 7929815.00 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254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 22443200.00 15043272.98 U.S. Treasuries (including strips) FNMS 05.000 CLBW7832 B1V7KEBTPIMZEU4LTD58 3140N0V28 2052-08-01 5.000000 0.00 2720781.00 975197.01 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 818900.00 524678.24 U.S. Treasuries (including strips) GNII SF MA7990 M 549300M8ZYFG0OCMTT87 36179W2X5 2052-04-20 4.000000 0.00 4906.00 2954.13 Agency Mortgage-Backed Securities FEPC 02.500 CLRA2595 S6XOOCT0IEG5ABCC6L87 3133KH3C8 2050-05-01 2.500000 0.00 1000.00 320.48 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9670 B1V7KEBTPIMZEU4LTD58 3140XRW84 2054-11-01 5.500000 0.00 8303900.00 6561736.32 Agency Mortgage-Backed Securities FNMS 05.500 CLBX9760 B1V7KEBTPIMZEU4LTD58 3140NEZ24 2053-04-01 5.500000 0.00 1000.00 714.43 Agency Mortgage-Backed Securities FNMS 04.000 CL890834 B1V7KEBTPIMZEU4LTD58 31410LV33 2048-01-01 4.000000 0.00 1024.00 234.68 Agency 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3140Y72U1 2055-12-01 5.000000 0.00 17851782.00 16264476.66 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1014 B1V7KEBTPIMZEU4LTD58 3140Y7DU9 2055-09-01 5.500000 0.00 33340.00 29170.93 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4547 B1V7KEBTPIMZEU4LTD58 31418EBR0 2052-02-01 2.000000 0.00 84013.00 48526.45 Agency Mortgage-Backed Securities FEPC 06.000 CLTC5336 S6XOOCT0IEG5ABCC6L87 3130G4ZA7 2056-09-01 6.000000 0.00 1000.00 994.88 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9434 S6XOOCT0IEG5ABCC6L87 3133KRPT5 2053-07-01 5.500000 0.00 4997072.00 3373937.14 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3505 B1V7KEBTPIMZEU4LTD58 3140X63P4 2050-06-01 2.500000 0.00 365001.00 142335.79 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2373 B1V7KEBTPIMZEU4LTD58 3140Y8T71 2056-04-01 5.000000 0.00 16091413.00 14387082.38 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1911 B1V7KEBTPIMZEU4LTD58 3140X5DR1 2048-07-01 3.500000 0.00 1000.00 163.84 Agency Mortgage-Backed 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05.500 CLSD4507 S6XOOCT0IEG5ABCC6L87 3132DSAG7 2053-12-01 5.500000 0.00 1076.00 766.68 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8062 S6XOOCT0IEG5ABCC6L87 3132DV5X9 2050-05-01 3.000000 0.00 108012.00 23154.04 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3841 B1V7KEBTPIMZEU4LTD58 3140QPHT7 2052-06-01 3.500000 0.00 1000.00 614.21 Agency Mortgage-Backed Securities FNMS 05.000 CLDF7288 B1V7KEBTPIMZEU4LTD58 3140BYC28 2056-04-01 5.000000 0.00 1000.00 931.75 Agency Mortgage-Backed Securities FEPC 04.500 CLSD7563 S6XOOCT0IEG5ABCC6L87 3132DVML6 2053-05-01 4.500000 0.00 53008.00 34176.07 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0728 B1V7KEBTPIMZEU4LTD58 3140Y6Y20 2055-07-01 6.000000 0.00 21694904.00 16048701.48 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1207 B1V7KEBTPIMZEU4LTD58 3140Y7KV9 2055-10-01 5.000000 0.00 1000.00 876.98 Agency Mortgage-Backed Securities FNMS 03.500 CLFS9324 B1V7KEBTPIMZEU4LTD58 3140XRLE3 2052-09-01 3.500000 0.00 1020976.00 774299.73 Agency 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S6XOOCT0IEG5ABCC6L87 3142J6D83 2056-06-01 4.500000 0.00 12274073.00 10900601.90 Agency Mortgage-Backed Securities FEPC 06.000 CLQX3424 S6XOOCT0IEG5ABCC6L87 31425XYW3 2055-01-01 6.000000 0.00 10067690.00 7853372.53 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4042 B1V7KEBTPIMZEU4LTD58 31418DP48 2035-06-01 2.000000 0.00 1000.00 265.97 Agency Mortgage-Backed Securities FEPC 06.500 CLSD2981 S6XOOCT0IEG5ABCC6L87 3132DQJ23 2053-05-01 6.500000 0.00 1000.00 545.11 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5448 S6XOOCT0IEG5ABCC6L87 3133KMBR5 2046-06-01 2.000000 0.00 1000.00 542.00 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8128 S6XOOCT0IEG5ABCC6L87 3132DWA52 2051-02-01 2.000000 0.00 1102.00 530.88 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7576 S6XOOCT0IEG5ABCC6L87 3132DVMZ5 2055-01-01 5.500000 0.00 3024.00 2449.75 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5009 B1V7KEBTPIMZEU4LTD58 31418ER77 2053-05-01 5.000000 0.00 1080.00 756.84 Agency Mortgage-Backed 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599.88 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7525 S6XOOCT0IEG5ABCC6L87 3132DVLE3 2050-10-01 2.500000 0.00 2827.00 1188.84 Agency Mortgage-Backed Securities FEPC 04.000 CLSD7560 S6XOOCT0IEG5ABCC6L87 3132DVMH5 2053-02-01 4.000000 0.00 1024.00 640.29 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7504 S6XOOCT0IEG5ABCC6L87 3132DVKR5 2049-08-01 3.500000 0.00 2981.00 467.25 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6564 S6XOOCT0IEG5ABCC6L87 3133BUJH1 2053-02-01 5.500000 0.00 1000.00 706.86 Agency Mortgage-Backed Securities FNMS 03.000 CLAS0038 B1V7KEBTPIMZEU4LTD58 3138W9BG4 2043-07-01 3.000000 0.00 1000.00 128.99 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8188 S6XOOCT0IEG5ABCC6L87 3132DWCZ4 2052-01-01 2.000000 0.00 196754.00 110902.68 Agency Mortgage-Backed Securities FEPC 06.500 CLQH0429 S6XOOCT0IEG5ABCC6L87 3133CCPN0 2053-09-01 6.500000 0.00 1000.00 738.06 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 100.00 97.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 5758500.00 5803563.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 1200.00 1179.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 3034900.00 2954375.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 700.00 691.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 669600.00 671952.30 U.S. Treasuries (including strips) FNMS 05.000 CLDG9841 B1V7KEBTPIMZEU4LTD58 3140UD5B1 2056-05-01 5.000000 0.00 1000.00 922.59 Agency Mortgage-Backed Securities FNMS 05.000 CLDH2090 B1V7KEBTPIMZEU4LTD58 3140UHKC3 2056-07-01 5.000000 0.00 1000.00 932.95 Agency Mortgage-Backed Securities FEPC 07.000 CLQX7365 S6XOOCT0IEG5ABCC6L87 31426DFF4 2055-03-01 7.000000 0.00 1000.00 682.65 Agency Mortgage-Backed Securities FEPC 06.000 CLQY7296 S6XOOCT0IEG5ABCC6L87 31426SDA4 2055-06-01 6.000000 0.00 1024.00 712.42 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 79000.00 168086.11 U.S. Treasuries (including strips) FNMS 05.000 CLFS6245 B1V7KEBTPIMZEU4LTD58 3140XM5F9 2053-11-01 5.000000 0.00 2964.00 2080.18 Agency Mortgage-Backed Securities FNMS 06.500 CLDI4791 B1V7KEBTPIMZEU4LTD58 3140UYKD4 2056-09-01 6.500000 0.00 1000.00 1021.49 Agency Mortgage-Backed Securities FNMS 03.000 CRMA2838 B1V7KEBTPIMZEU4LTD58 31418CEL4 2046-11-01 3.000000 0.00 147518.00 37699.04 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2664 B1V7KEBTPIMZEU4LTD58 3140QM6A7 2052-01-01 3.000000 0.00 1000.00 547.54 Agency Mortgage-Backed Securities FNMS 06.000 CLCC3256 B1V7KEBTPIMZEU4LTD58 3140Y9TN4 2056-08-01 6.000000 0.00 289663.00 284878.66 Agency Mortgage-Backed 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0.00 1000.00 684.31 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5633 S6XOOCT0IEG5ABCC6L87 3132DTHJ2 2054-02-01 6.000000 0.00 1000.00 683.44 Agency Mortgage-Backed Securities FEPC 02.500 CTSC0081 S6XOOCT0IEG5ABCC6L87 3132D9CS1 2040-10-01 2.500000 0.00 1293.00 495.56 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1872 S6XOOCT0IEG5ABCC6L87 3132DPCH9 2052-11-01 5.500000 0.00 1001.00 649.08 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8160 S6XOOCT0IEG5ABCC6L87 3132DWB51 2051-08-01 2.000000 0.00 2000.00 1074.43 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3356 B1V7KEBTPIMZEU4LTD58 31418CWS9 2048-05-01 3.500000 0.00 1299606.00 127537.17 Agency Mortgage-Backed Securities Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 1422000000.00 1422000000.00 0.0036 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 3.890000% ARP1MJXR1 G5GSEF7VJP5I7OUK5573 0001484212 ARP1MJXR1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, 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2747000.00 340890.41 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4647 S6XOOCT0IEG5ABCC6L87 3132A5EU5 2046-01-01 3.500000 0.00 210000.00 18690.75 Agency Mortgage-Backed Securities FNMS 03.500 CLBH5752 B1V7KEBTPIMZEU4LTD58 3140GUMA2 2047-11-01 3.500000 0.00 3598000.00 490761.78 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1186 B1V7KEBTPIMZEU4LTD58 3140QLJ80 2051-07-01 2.000000 0.00 65776000.00 35015186.79 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2522 B1V7KEBTPIMZEU4LTD58 31418BYU4 2046-02-01 3.500000 0.00 1835000.00 177413.78 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4566 B1V7KEBTPIMZEU4LTD58 31418ECC2 2037-03-01 1.500000 0.00 5000.00 2604.96 Agency Mortgage-Backed Securities FEPC 03.500 CLZL3214 S6XOOCT0IEG5ABCC6L87 3131XJSB9 2042-06-01 3.500000 0.00 25000.00 2970.17 Agency Mortgage-Backed Securities GNII SF MA5931 M 549300M8ZYFG0OCMTT87 36179USU7 2049-05-20 4.000000 0.00 1024.00 71.87 Agency Mortgage-Backed Securities GNII SF MA4380 M 549300M8ZYFG0OCMTT87 36179S2M8 2047-03-20 2.500000 0.00 1393000.00 310442.78 Agency Mortgage-Backed Securities FEPC 05.500 CLZI7464 S6XOOCT0IEG5ABCC6L87 3131WLJH2 2038-05-01 5.500000 0.00 2000000.00 3567.99 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2960 B1V7KEBTPIMZEU4LTD58 3140QAJE1 2049-01-01 4.500000 0.00 2215000.00 135187.65 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8527 B1V7KEBTPIMZEU4LTD58 3140QGPM3 2050-12-01 2.500000 0.00 20000000.00 10005297.05 Agency Mortgage-Backed Securities FEPC 05.500 CLZI9396 S6XOOCT0IEG5ABCC6L87 3131WNNM2 2039-11-01 5.500000 0.00 1020426.00 62595.79 Agency Mortgage-Backed Securities FEPC 06.000 CTZJ9219 S6XOOCT0IEG5ABCC6L87 3131X1G47 2027-12-01 6.000000 0.00 2000000.00 2062.73 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7982 B1V7KEBTPIMZEU4LTD58 3140XB2Q2 2051-07-01 2.500000 0.00 20000000.00 9157964.15 Agency Mortgage-Backed Securities FNMS 02.500 CICB0947 B1V7KEBTPIMZEU4LTD58 3140QLBR6 2036-06-01 2.500000 0.00 256218.00 129760.83 Agency 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94782.00 90174.27 Agency Mortgage-Backed Securities GNPL PN DM8160 549300M8ZYFG0OCMTT87 3618LYB56 2061-01-15 3.780000 0.00 794000.00 690435.24 Agency Mortgage-Backed Securities GNMI SF 681624 X 549300M8ZYFG0OCMTT87 36295VG94 2038-11-15 6.000000 0.00 221699.00 13772.31 Agency Mortgage-Backed Securities GNMI SF 711740 X 549300M8ZYFG0OCMTT87 36297GV98 2043-04-15 2.500000 0.00 430166.00 120930.85 Agency Mortgage-Backed Securities GNII ET DU0377 C 549300M8ZYFG0OCMTT87 3618WBM29 2066-06-20 5.500000 0.00 964456.00 925623.90 Agency Mortgage-Backed Securities FEPC 06.500 CLSL3675 S6XOOCT0IEG5ABCC6L87 31427RCM0 2055-12-01 6.500000 0.00 1008.00 859.29 Agency Mortgage-Backed Securities GNII SF DR9836 C 549300M8ZYFG0OCMTT87 3618VJ4V9 2056-07-20 5.500000 0.00 1460069.00 1410619.97 Agency Mortgage-Backed Securities FEPC 04.000 CLZN3204 S6XOOCT0IEG5ABCC6L87 3131Y9RZ8 2049-02-01 4.000000 0.00 180000.00 14453.31 Agency Mortgage-Backed Securities FEPC 06.000 CTZA2090 S6XOOCT0IEG5ABCC6L87 31329KKB9 2028-10-01 6.000000 0.00 2000000.00 5710.92 Agency Mortgage-Backed Securities FNMS 03.500 CLAW9011 B1V7KEBTPIMZEU4LTD58 3138XZAM3 2039-08-01 3.500000 0.00 232801.00 12469.12 Agency Mortgage-Backed Securities FNMS 03.500 CLBC4437 B1V7KEBTPIMZEU4LTD58 3140EY4X6 2046-04-01 3.500000 0.00 2802240.00 180681.42 Agency Mortgage-Backed Securities FEPC 05.500 CLZS1556 S6XOOCT0IEG5ABCC6L87 3132A1WR1 2037-08-01 5.500000 0.00 1024.00 3.92 Agency Mortgage-Backed Securities GNII SF MA3805 M 549300M8ZYFG0OCMTT87 36179SGN1 2046-07-20 4.500000 0.00 952000.00 63873.53 Agency Mortgage-Backed Securities GNII SF MA5652 M 549300M8ZYFG0OCMTT87 36179UH54 2048-12-20 4.500000 0.00 1024.00 59.11 Agency Mortgage-Backed Securities GNII ET DT3600 C 549300M8ZYFG0OCMTT87 3618W27M2 2065-12-20 7.000000 0.00 252377.00 259136.97 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4791 S6XOOCT0IEG5ABCC6L87 3132A5KC8 2048-09-01 4.500000 0.00 31000.00 2156.74 Agency Mortgage-Backed Securities FEPC 03.000 CLZT2043 S6XOOCT0IEG5ABCC6L87 3132AEHU3 2047-10-01 3.000000 0.00 1024.00 204.58 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3358 B1V7KEBTPIMZEU4LTD58 31418CWU4 2048-05-01 4.500000 0.00 1539200.00 116270.63 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3937 B1V7KEBTPIMZEU4LTD58 31418DLT7 2050-02-01 3.000000 0.00 1101138.00 164701.96 Agency Mortgage-Backed Securities FNMS 04.000 CLAS4348 B1V7KEBTPIMZEU4LTD58 3138WDZN4 2045-01-01 4.000000 0.00 92210304.00 8889831.71 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9927 B1V7KEBTPIMZEU4LTD58 3138WLA52 2047-07-01 4.500000 0.00 35318400.00 5878190.88 Agency Mortgage-Backed Securities FEPC 04.500 CLZS9438 S6XOOCT0IEG5ABCC6L87 3132AAPX6 2041-11-01 4.500000 0.00 179163.00 14819.80 Agency Mortgage-Backed Securities FEPC 03.500 CLZL9933 S6XOOCT0IEG5ABCC6L87 3131XSBA9 2045-07-01 3.500000 0.00 509000.00 65538.53 Agency Mortgage-Backed Securities GNMI SF 738261 X 549300M8ZYFG0OCMTT87 3620ASFA2 2041-05-15 4.500000 0.00 5604029.00 403568.17 Agency Mortgage-Backed Securities GNII SF MA2753 M 549300M8ZYFG0OCMTT87 36179RBW8 2045-04-20 3.000000 0.00 19199994.00 1464776.25 Agency Mortgage-Backed Securities FEPC 07.000 CLTB9495 S6XOOCT0IEG5ABCC6L87 3142KBRR3 2056-07-01 7.000000 0.00 1322159.00 1371554.79 Agency Mortgage-Backed Securities FNMS 03.500 CLBA2101 B1V7KEBTPIMZEU4LTD58 3140E6KP6 2045-08-01 3.500000 0.00 178694.00 15977.29 Agency Mortgage-Backed Securities FEPC 03.500 CLZS3925 S6XOOCT0IEG5ABCC6L87 3132A4LE6 2043-08-01 3.500000 0.00 1260000.00 187472.50 Agency Mortgage-Backed Securities FEPC 05.500 CLZS4004 S6XOOCT0IEG5ABCC6L87 3132A4NV6 2041-06-01 5.500000 0.00 25132.00 1719.81 Agency Mortgage-Backed Securities GNII SF MA4198 M 549300M8ZYFG0OCMTT87 36179SUX3 2047-01-20 4.500000 0.00 8717000.00 723943.69 Agency Mortgage-Backed Securities GNII SF DO0110 C 549300M8ZYFG0OCMTT87 3618NVDP4 2055-12-20 6.500000 0.00 1549615.00 1529568.07 Agency Mortgage-Backed Securities GNII SF MB1412 M 549300M8ZYFG0OCMTT87 3618N6SA6 2056-08-20 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36179TCZ6 2047-07-20 4.500000 0.00 3845523.00 297113.98 Agency Mortgage-Backed Securities GNII SF DM2765 C 549300M8ZYFG0OCMTT87 3618LSCA7 2055-10-20 6.500000 0.00 2800838.00 743467.28 Agency Mortgage-Backed Securities GNII SF MA6153 M 549300M8ZYFG0OCMTT87 36179UZS4 2049-08-20 3.000000 0.00 14942000.00 1821029.76 Agency Mortgage-Backed Securities GNII SF MA8489 M 549300M8ZYFG0OCMTT87 36179XNE2 2052-12-20 4.500000 0.00 1413483.00 952526.24 Agency Mortgage-Backed Securities FNMS 02.500 CIBM1888 B1V7KEBTPIMZEU4LTD58 3140J6C21 2031-10-01 2.500000 0.00 1035609.00 38126.10 Agency Mortgage-Backed Securities FNMS 06.000 CLFA4439 B1V7KEBTPIMZEU4LTD58 3140W44Z7 2056-01-01 6.000000 0.00 1024.00 963.89 Agency Mortgage-Backed Securities GNII SF DN8087 C 549300M8ZYFG0OCMTT87 3618MA6Y0 2055-12-20 6.500000 0.00 1095302.00 754822.61 Agency Mortgage-Backed Securities GNII ET DN6641 C 549300M8ZYFG0OCMTT87 3618M9LW0 2065-11-20 7.000000 0.00 171261.00 175457.24 Agency Mortgage-Backed Securities GNII SF DN5875 C 549300M8ZYFG0OCMTT87 3618M8Q49 2055-11-20 7.000000 0.00 1020780.00 557691.65 Agency Mortgage-Backed Securities GNII SF MA8045 M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 19353900.00 11883470.85 Agency Mortgage-Backed Securities FNMS 06.000 CL995251 B1V7KEBTPIMZEU4LTD58 31416BTG3 2038-11-01 6.000000 0.00 1024.00 9.97 Agency Mortgage-Backed Securities GNII SF DC3518 C 549300M8ZYFG0OCMTT87 3618HH4B3 2054-06-20 7.000000 0.00 1273130.00 963166.49 Agency Mortgage-Backed Securities GNMI SF AD1713 X 549300M8ZYFG0OCMTT87 36180C3W7 2043-02-15 2.500000 0.00 950633.00 126364.35 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 FEPC 03.500 CLZM0948 S6XOOCT0IEG5ABCC6L87 3131XUBR7 2046-04-01 3.500000 0.00 1498000.00 122073.88 Agency Mortgage-Backed Securities GNII SF MB0813 M 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 5.000000 0.00 19940000.00 17993024.27 Agency 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36202FJR8 2040-08-20 5.000000 0.00 12100000.00 401940.00 Agency Mortgage-Backed Securities GNII SF 004372 M 549300M8ZYFG0OCMTT87 36202E2D0 2039-02-20 6.500000 0.00 37998.00 499.97 Agency Mortgage-Backed Securities GNII SF 002973 M 549300M8ZYFG0OCMTT87 36202DJS1 2030-09-20 8.000000 0.00 438837.00 125.65 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0026 S6XOOCT0IEG5ABCC6L87 3132DMA39 2047-02-01 3.000000 0.00 25689100.00 6035292.24 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 MB1318 M 549300M8ZYFG0OCMTT87 3618N6PC5 2041-07-20 4.000000 0.00 758835.00 701336.38 Agency Mortgage-Backed Securities GNII SF MB0872 M 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.500000 0.00 10141792.00 9414614.38 Agency Mortgage-Backed Securities GNII ET DQ7999 C 549300M8ZYFG0OCMTT87 3618N13G1 2065-08-20 7.000000 0.00 168836.00 172932.31 Agency Mortgage-Backed Securities GNII SF MA9014 M 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Agency Mortgage-Backed Securities FEPC 05.500 CLTC2018 S6XOOCT0IEG5ABCC6L87 3130G1DY5 2056-08-01 5.500000 0.00 1321706.00 1268809.96 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7790 S6XOOCT0IEG5ABCC6L87 3133KPUP1 2052-08-01 5.000000 0.00 200000.00 125254.04 Agency Mortgage-Backed Securities GNII SF DU2023 C 549300M8ZYFG0OCMTT87 3618WDG89 2056-09-20 5.500000 0.00 18138976.00 17600385.47 Agency Mortgage-Backed Securities GNII SF DV1955 C 549300M8ZYFG0OCMTT87 3618WRE49 2056-09-20 5.500000 0.00 28155776.00 27319987.44 Agency Mortgage-Backed Securities GNII SF DU9843 C 549300M8ZYFG0OCMTT87 3618WM5C2 2056-09-20 5.500000 0.00 1179248.00 1147162.50 Agency Mortgage-Backed Securities GNII SF DU3723 C 549300M8ZYFG0OCMTT87 3618WFD46 2056-09-20 5.500000 0.00 3279864.00 3182493.22 Agency Mortgage-Backed Securities GNII SF DU1960 C 549300M8ZYFG0OCMTT87 3618WDE99 2056-09-20 6.000000 0.00 1098174.00 1110378.37 Agency Mortgage-Backed Securities GNII SF DU4219 C 549300M8ZYFG0OCMTT87 3618WFVL8 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3618W6C47 2056-07-20 5.000000 0.00 1222930.00 1145880.14 Agency Mortgage-Backed Securities GNII SF DT6614 C 549300M8ZYFG0OCMTT87 3618W6K30 2056-09-20 5.500000 0.00 8347312.00 8138391.77 Agency Mortgage-Backed Securities GNII SF DT7620 C 549300M8ZYFG0OCMTT87 3618W7PD1 2056-09-20 5.500000 0.00 2001752.00 1955380.53 Agency Mortgage-Backed Securities GNMI SF 711731 X 549300M8ZYFG0OCMTT87 36297GVY3 2043-03-15 3.000000 0.00 1293144.00 394736.52 Agency Mortgage-Backed Securities FNMS 02.500 CIAS5298 B1V7KEBTPIMZEU4LTD58 3138WE3G2 2030-07-01 2.500000 0.00 3020000.00 213740.60 Agency Mortgage-Backed Securities FNMS 03.000 CLAS6814 B1V7KEBTPIMZEU4LTD58 3138WGSC9 2046-03-01 3.000000 0.00 249959936.00 30400656.43 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ3734 S6XOOCT0IEG5ABCC6L87 3133CUEF9 2054-09-01 6.000000 0.00 3597180.00 2211232.84 Agency Mortgage-Backed Securities FEPC 04.500 CIQO6189 S6XOOCT0IEG5ABCC6L87 3133WQ2W2 2041-09-01 4.500000 0.00 2249360.00 2126132.36 Agency Mortgage-Backed 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2052-09-20 2.500000 0.00 3726256.00 2017910.67 Agency Mortgage-Backed Securities FNMS 02.500 CJMA1334 B1V7KEBTPIMZEU4LTD58 31418APU6 2028-01-01 2.500000 0.00 4700000.00 62170.22 Agency Mortgage-Backed Securities GNII ET CZ8013 C 549300M8ZYFG0OCMTT87 3618GK3W2 2063-12-20 7.500000 0.00 891229.00 237992.28 Agency Mortgage-Backed Securities GNPL PN CG6814 549300M8ZYFG0OCMTT87 3617WLSB3 2064-07-15 2.770000 0.00 7895030.00 6384286.15 Agency Mortgage-Backed Securities GNII SF AD6163 C 549300M8ZYFG0OCMTT87 36180HZ43 2050-06-20 2.500000 0.00 20081472.00 9028866.17 Agency Mortgage-Backed Securities GNPL PN CQ2023 549300M8ZYFG0OCMTT87 3618A4G83 2065-03-15 5.950000 0.00 33340.00 33569.11 Agency Mortgage-Backed Securities GNII SF DT9409 C 549300M8ZYFG0OCMTT87 3618W9N23 2056-09-20 6.000000 0.00 10212240.00 10205013.13 Agency Mortgage-Backed Securities GNII SF DT8384 C 549300M8ZYFG0OCMTT87 3618W8J53 2056-09-20 6.500000 0.00 3758116.00 3841294.80 Agency Mortgage-Backed Securities GNII SF DT9287 C 549300M8ZYFG0OCMTT87 3618W9J85 2056-09-20 5.500000 0.00 6576992.00 6381593.22 Agency Mortgage-Backed Securities GNII SF DT9324 C 549300M8ZYFG0OCMTT87 3618W9LD1 2056-09-20 5.500000 0.00 5233120.00 5068645.95 Agency Mortgage-Backed Securities GNPL PN DI9902 549300M8ZYFG0OCMTT87 3618NUAB0 2060-06-15 6.100000 0.00 543295.00 548962.34 Agency Mortgage-Backed Securities GNII SF DS4480 C 549300M8ZYFG0OCMTT87 3618VQ6R0 2056-06-20 6.000000 0.00 1886612.00 1830613.48 Agency Mortgage-Backed Securities GNII SF DS0155 C 549300M8ZYFG0OCMTT87 3618VLE43 2056-08-20 5.500000 0.00 840446.00 815291.58 Agency Mortgage-Backed Securities FEPC 05.000 CIQO6191 S6XOOCT0IEG5ABCC6L87 3133WQ2Y8 2041-08-01 5.000000 0.00 2491732.00 2396122.90 Agency Mortgage-Backed Securities FNMS 05.000 CLDI3097 B1V7KEBTPIMZEU4LTD58 3140UWNP8 2056-08-01 5.000000 0.00 1209576.00 1127210.86 Agency Mortgage-Backed Securities FEPC 05.500 3PQU8344 S6XOOCT0IEG5ABCC6L87 3133JMHV2 2055-11-01 5.500000 0.00 3169600.00 2479496.95 Agency 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3140UTPE8 2056-08-01 6.000000 0.00 10363200.00 9859788.59 Agency Mortgage-Backed Securities FNMS 05.000 CLDI3242 B1V7KEBTPIMZEU4LTD58 3140UWS81 2056-09-01 5.000000 0.00 5538704.00 5169772.34 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5995 B1V7KEBTPIMZEU4LTD58 31418FUV7 2056-03-01 4.000000 0.00 27706112.00 23663319.39 Agency Mortgage-Backed Securities FNMS 05.000 CTMA5740 B1V7KEBTPIMZEU4LTD58 31418FLW5 2045-06-01 5.000000 0.00 106249.00 74936.10 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5886 B1V7KEBTPIMZEU4LTD58 31418FRG4 2040-11-01 5.000000 0.00 1200000.00 968212.90 Agency Mortgage-Backed Securities GNII SF DT6454 C 549300M8ZYFG0OCMTT87 3618W6E37 2056-08-20 5.500000 0.00 1164244.00 1145785.75 Agency Mortgage-Backed Securities GNII ET DT5995 C 549300M8ZYFG0OCMTT87 3618W5UU1 2066-06-20 6.500000 0.00 2684964.00 2707453.97 Agency Mortgage-Backed Securities GNII SF DT1657 C 549300M8ZYFG0OCMTT87 3618W0ZW3 2056-08-20 7.000000 0.00 2295920.00 2423084.25 Agency Mortgage-Backed Securities GNMI SF AV9700 X 549300M8ZYFG0OCMTT87 36195LX56 2047-01-15 3.000000 0.00 602471.00 381271.28 Agency Mortgage-Backed Securities GNII SF DT7534 C 549300M8ZYFG0OCMTT87 3618W7LP8 2056-08-20 5.500000 0.00 1496992.00 1462085.82 Agency Mortgage-Backed Securities GNII SF DU3976 C 549300M8ZYFG0OCMTT87 3618WFMZ7 2056-09-20 5.000000 0.00 3923436.00 3681865.25 Agency Mortgage-Backed Securities GNII SF AZ7823 C 549300M8ZYFG0OCMTT87 36197LVQ0 2047-04-20 3.500000 0.00 295000.00 67434.33 Agency Mortgage-Backed Securities GNMI SF AY0520 X 549300M8ZYFG0OCMTT87 36196PSH6 2047-08-15 4.000000 0.00 678180.00 82571.73 Agency Mortgage-Backed Securities GNII SF AX5500 C 549300M8ZYFG0OCMTT87 36196HDD9 2046-12-20 3.000000 0.00 3280792.00 547829.99 Agency Mortgage-Backed Securities GNII SF MB0936 M 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5.000000 0.00 136561408.00 125215896.22 Agency Mortgage-Backed Securities GNII SF DU6206 C 549300M8ZYFG0OCMTT87 3618WH3P6 2056-09-20 6.500000 0.00 1347220.00 1377024.70 Agency Mortgage-Backed Securities FNMS 05.500 CLDI2190 B1V7KEBTPIMZEU4LTD58 3140UVNG0 2056-09-01 5.500000 0.00 2797852.00 2710638.06 Agency Mortgage-Backed Securities FNMS 05.000 CLDI3951 B1V7KEBTPIMZEU4LTD58 3140UXL94 2056-09-01 5.000000 0.00 5961448.00 5555593.02 Agency Mortgage-Backed Securities FNMS 05.500 CLDI1067 B1V7KEBTPIMZEU4LTD58 3140UUFH9 2056-08-01 5.500000 0.00 10703920.00 10301814.81 Agency Mortgage-Backed Securities FNMS 05.500 CLDI4984 B1V7KEBTPIMZEU4LTD58 3140UYRE5 2056-09-01 5.500000 0.00 1065936.00 1026084.44 Agency Mortgage-Backed Securities FNMS 06.500 CLDI5086 B1V7KEBTPIMZEU4LTD58 3140UYUL5 2056-09-01 6.500000 0.00 1454544.00 1481674.32 Agency Mortgage-Backed Securities FNMS 06.500 CLDI5673 B1V7KEBTPIMZEU4LTD58 3140V0JT4 2056-10-01 6.500000 0.00 1092040.00 1115951.43 Agency Mortgage-Backed Securities FNMS 06.000 CLDH6693 B1V7KEBTPIMZEU4LTD58 3140UNNK9 2056-09-01 6.000000 0.00 2244200.00 2236287.70 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6621 B1V7KEBTPIMZEU4LTD58 3140QSLB5 2053-06-01 4.500000 0.00 71000.00 53905.69 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1121 S6XOOCT0IEG5ABCC6L87 3132DNG64 2052-06-01 3.500000 0.00 1049310.00 658457.09 Agency Mortgage-Backed Securities FEPC 02.000 CISB8510 S6XOOCT0IEG5ABCC6L87 3132D6N30 2036-02-01 2.000000 0.00 175000.00 78257.73 Agency Mortgage-Backed Securities GNII SF DU5430 C 549300M8ZYFG0OCMTT87 3618WHA78 2056-08-20 5.500000 0.00 1415142.00 1398033.67 Agency Mortgage-Backed Securities GNII SF DU8192 C 549300M8ZYFG0OCMTT87 3618WLC51 2056-09-20 5.500000 0.00 817001.00 792746.33 Agency Mortgage-Backed Securities GNMI SF AS4932 X 549300M8ZYFG0OCMTT87 36193PPR0 2046-05-15 4.500000 0.00 87000.00 21718.68 Agency Mortgage-Backed Securities GNII SF DV1374 C 549300M8ZYFG0OCMTT87 3618WQQ30 2056-09-20 5.500000 0.00 1152522.00 1139813.78 Agency Mortgage-Backed Securities GNII SF DV1849 C 549300M8ZYFG0OCMTT87 3618WRBS9 2056-09-20 5.500000 0.00 13685872.00 13279587.13 Agency Mortgage-Backed Securities GNII SF DV2290 C 549300M8ZYFG0OCMTT87 3618WRRK9 2056-09-20 5.500000 0.00 1343220.00 1304914.80 Agency Mortgage-Backed Securities GNII SF DV2967 C 549300M8ZYFG0OCMTT87 3618WSJL4 2056-09-20 6.000000 0.00 1718956.00 1732709.94 Agency Mortgage-Backed Securities GNII SF DU3950 C 549300M8ZYFG0OCMTT87 3618WFL70 2056-08-20 5.500000 0.00 1250484.00 1234232.75 Agency Mortgage-Backed Securities GNII SF DU1410 C 549300M8ZYFG0OCMTT87 3618WCR71 2056-07-20 5.500000 0.00 2503040.00 2417500.22 Agency Mortgage-Backed Securities GNII SF DU5905 C 549300M8ZYFG0OCMTT87 3618WHR21 2056-08-20 5.000000 0.00 1500852.00 1412778.82 Agency Mortgage-Backed Securities GNII SF DU4119 C 549300M8ZYFG0OCMTT87 3618WFSG3 2056-09-20 6.000000 0.00 2704656.00 2687471.52 Agency Mortgage-Backed Securities GNII SF DU4085 C 549300M8ZYFG0OCMTT87 3618WFRE9 2056-09-20 5.500000 0.00 2713284.00 2683363.41 Agency Mortgage-Backed Securities GNII SF DU8800 C 549300M8ZYFG0OCMTT87 3618WLX58 2056-09-20 5.500000 0.00 5453032.00 5285583.33 Agency Mortgage-Backed Securities GNII SF 003106 M 549300M8ZYFG0OCMTT87 36202DNX5 2031-07-20 6.000000 0.00 4690000.00 6792.82 Agency Mortgage-Backed Securities GNII SF DV6510 C 549300M8ZYFG0OCMTT87 3618WWGT1 2056-09-20 6.000000 0.00 20675936.00 20661325.00 Agency Mortgage-Backed Securities GNII SF DU9419 C 549300M8ZYFG0OCMTT87 3618WMPC0 2056-09-20 5.500000 0.00 5143424.00 5003674.89 Agency Mortgage-Backed Securities GNII SF AX4344 C 549300M8ZYFG0OCMTT87 36196FZH0 2046-10-20 3.500000 0.00 305000.00 58639.49 Agency Mortgage-Backed Securities GNII SF DV2397 C 549300M8ZYFG0OCMTT87 3618WRUW9 2056-09-20 5.500000 0.00 858591.00 837790.39 Agency Mortgage-Backed Securities GNII SF DV3639 C 549300M8ZYFG0OCMTT87 3618WTBG1 2056-09-20 5.500000 0.00 5778736.00 5634109.01 Agency Mortgage-Backed Securities GNII SF DV6270 C 549300M8ZYFG0OCMTT87 3618WV6F4 2056-09-20 6.500000 0.00 1742618.00 1781184.07 Agency Mortgage-Backed Securities GNII ET DV3617 C 549300M8ZYFG0OCMTT87 3618WTAS6 2066-04-20 2.500000 0.00 388766.00 300909.51 Agency Mortgage-Backed Securities GNII ET DU8235 C 549300M8ZYFG0OCMTT87 3618WLEG5 2066-09-20 6.500000 0.00 5634744.00 5689187.52 Agency Mortgage-Backed Securities GNII SF DU9403 C 549300M8ZYFG0OCMTT87 3618WMNU2 2056-09-20 5.500000 0.00 1934852.00 1884622.38 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3410 B1V7KEBTPIMZEU4LTD58 3140X6YG0 2050-05-01 3.500000 0.00 8323344.00 2385895.71 Agency Mortgage-Backed Securities FNMS 05.500 CLDI3193 B1V7KEBTPIMZEU4LTD58 3140UWRP4 2056-09-01 5.500000 0.00 46450048.00 44315843.39 Agency Mortgage-Backed Securities FNMS 02.000 CTFM5906 B1V7KEBTPIMZEU4LTD58 3140X9R49 2041-01-01 2.000000 0.00 223000.00 110118.42 Agency Mortgage-Backed Securities FNMS 02.000 CLFM8839 B1V7KEBTPIMZEU4LTD58 3140XCZD3 2051-09-01 2.000000 0.00 73662.00 39168.70 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9530 B1V7KEBTPIMZEU4LTD58 3140XDSU1 2051-07-01 2.500000 0.00 612288.00 352258.10 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7147 B1V7KEBTPIMZEU4LTD58 3140XA5H1 2050-08-01 3.500000 0.00 228000.00 78052.29 Agency Mortgage-Backed Securities FNMS 06.000 CKDI3220 B1V7KEBTPIMZEU4LTD58 3140UWSJ7 2056-08-01 6.000000 0.00 6309920.00 6187348.86 Agency Mortgage-Backed Securities FNMS 05.500 CLDF9790 B1V7KEBTPIMZEU4LTD58 3140U12Y0 2056-01-01 5.500000 0.00 1211230.00 1145875.16 Agency Mortgage-Backed Securities FNMS 05.500 CKDI3216 B1V7KEBTPIMZEU4LTD58 3140UWSE8 2056-08-01 5.500000 0.00 7924128.00 7489254.98 Agency Mortgage-Backed Securities FNMS 03.500 CLAS9743 B1V7KEBTPIMZEU4LTD58 3138WKZH1 2047-06-01 3.500000 0.00 50940672.00 12490947.93 Agency Mortgage-Backed Securities GNII SF DS0544 C 549300M8ZYFG0OCMTT87 3618VLS97 2056-09-20 5.500000 0.00 1244106.00 1211035.87 Agency Mortgage-Backed Securities GNII SF DT7619 C 549300M8ZYFG0OCMTT87 3618W7PC3 2056-09-20 5.500000 0.00 1132036.00 1107219.00 Agency Mortgage-Backed Securities GNII SF DT7824 C 549300M8ZYFG0OCMTT87 3618W7VR3 2056-09-20 6.500000 0.00 1010188.00 1064857.47 Agency Mortgage-Backed Securities GNII SF MB1215 M 549300M8ZYFG0OCMTT87 3618N6K55 2056-06-20 4.500000 0.00 5855736.00 5222951.68 Agency Mortgage-Backed Securities GNII SF DU4120 C 549300M8ZYFG0OCMTT87 3618WFSH1 2056-09-20 6.000000 0.00 2066372.00 2057038.89 Agency Mortgage-Backed Securities GNII ET DO2005 C 549300M8ZYFG0OCMTT87 3618NXGN2 2066-04-20 6.500000 0.00 640070.00 645451.68 Agency Mortgage-Backed Securities GNII SF MB1279 M 549300M8ZYFG0OCMTT87 3618N6M53 2052-01-20 2.500000 0.00 87212.00 69583.98 Agency Mortgage-Backed Securities GNII SF DU8820 C 549300M8ZYFG0OCMTT87 3618WLYR9 2056-09-20 5.500000 0.00 3589336.00 3491998.79 Agency Mortgage-Backed Securities GNII ET DT7911 C 549300M8ZYFG0OCMTT87 3618W7YG4 2066-08-20 6.000000 0.00 12545760.00 12395959.56 Agency Mortgage-Backed Securities GNII SF CL2910 C 549300M8ZYFG0OCMTT87 3617YAGT9 2035-05-20 6.000000 0.00 1253668.00 609767.88 Agency Mortgage-Backed Securities GNMI SF AD3523 X 549300M8ZYFG0OCMTT87 36180E4G7 2043-05-15 3.500000 0.00 73268.00 6958.80 Agency Mortgage-Backed Securities GNMI SF AD6012 X 549300M8ZYFG0OCMTT87 36180HVD7 2043-04-15 3.500000 0.00 25000.00 5835.29 Agency Mortgage-Backed Securities GNII SF DV2001 C 549300M8ZYFG0OCMTT87 3618WRGJ4 2056-09-20 5.500000 0.00 3825564.00 3704835.15 Agency Mortgage-Backed Securities GNII SF DV3636 C 549300M8ZYFG0OCMTT87 3618WTBD8 2056-09-20 5.500000 0.00 922322.00 902104.29 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3407 B1V7KEBTPIMZEU4LTD58 31418CYD0 2028-07-01 3.000000 0.00 3247210.00 97454.68 Agency Mortgage-Backed Securities GNII SF CE0714 C 549300M8ZYFG0OCMTT87 3617VNYK3 2051-07-20 3.500000 0.00 500000.00 66659.59 Agency Mortgage-Backed Securities GNII SF AS7206 C 549300M8ZYFG0OCMTT87 36193TAF4 2046-04-20 3.500000 0.00 400000.00 64416.01 Agency Mortgage-Backed Securities GNII SF BT8614 C 549300M8ZYFG0OCMTT87 3617MXSB8 2050-07-20 2.500000 0.00 3073720.00 756674.59 Agency Mortgage-Backed Securities GNII SF BT0812 C 549300M8ZYFG0OCMTT87 3617MN3V3 2050-03-20 3.000000 0.00 400000.00 71490.05 Agency Mortgage-Backed Securities GNII SF DV0952 C 549300M8ZYFG0OCMTT87 3618WQBV4 2056-09-20 5.500000 0.00 2825884.00 2741993.55 Agency Mortgage-Backed Securities GNII SF MA8323 M 549300M8ZYFG0OCMTT87 36179XG83 2037-10-20 6.500000 0.00 189355.00 133924.58 Agency Mortgage-Backed Securities GNII SF DU8798 C 549300M8ZYFG0OCMTT87 3618WLX33 2056-09-20 5.000000 0.00 5481000.00 5071968.20 Agency Mortgage-Backed Securities GNII SF BY2936 C 549300M8ZYFG0OCMTT87 3617QKHM0 2034-05-20 5.000000 0.00 1985746.00 541117.10 Agency Mortgage-Backed Securities GNII SF MA8431 M 549300M8ZYFG0OCMTT87 36179XLL8 2052-11-20 6.500000 0.00 290000.00 83062.46 Agency Mortgage-Backed Securities GNII SF DU2495 C 549300M8ZYFG0OCMTT87 3618WDXY3 2056-09-20 5.500000 0.00 4070464.00 3963140.34 Agency Mortgage-Backed Securities GNMI SF BO9503 X 549300M8ZYFG0OCMTT87 3617KRRY4 2049-10-15 2.500000 0.00 853452.00 554764.24 Agency Mortgage-Backed Securities GNII SF DU4121 C 549300M8ZYFG0OCMTT87 3618WFSJ7 2056-09-20 6.000000 0.00 2111360.00 2103134.84 Agency Mortgage-Backed Securities GNII SF DU2195 C 549300M8ZYFG0OCMTT87 3618WDNL2 2056-08-20 5.500000 0.00 8564960.00 8429922.37 Agency Mortgage-Backed Securities GNMI SF BG6377 X 549300M8ZYFG0OCMTT87 3617GRCN9 2048-04-15 3.000000 0.00 127811.00 64844.05 Agency Mortgage-Backed Securities GNII SF DT7623 C 549300M8ZYFG0OCMTT87 3618W7PG4 2056-09-20 5.500000 0.00 3144360.00 3060784.66 Agency Mortgage-Backed Securities GNII SF DB0874 C 549300M8ZYFG0OCMTT87 3618H26K4 2054-04-20 7.000000 0.00 1022378.00 813489.64 Agency Mortgage-Backed Securities GNII SF DU3984 C 549300M8ZYFG0OCMTT87 3618WFM95 2056-09-20 5.500000 0.00 942795.00 920954.74 Agency Mortgage-Backed Securities GNMI SF BR6259 X 549300M8ZYFG0OCMTT87 3617M45U5 2050-01-15 3.500000 0.00 596987.00 15918.86 Agency Mortgage-Backed Securities GNII RG CQ5549 C 549300M8ZYFG0OCMTT87 3618A8EW3 2039-01-20 6.000000 0.00 1976362.00 777991.25 Agency Mortgage-Backed Securities GNII SF BJ5420 C 549300M8ZYFG0OCMTT87 3617HTAV8 2048-11-20 4.500000 0.00 1368116.00 128209.94 Agency Mortgage-Backed Securities FNMS 03.500 CTMA1772 B1V7KEBTPIMZEU4LTD58 31418A6J2 2034-02-01 3.500000 0.00 3500000.00 277309.73 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4405 B1V7KEBTPIMZEU4LTD58 31418D3P5 2036-08-01 3.000000 0.00 326672.00 132136.74 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5587 B1V7KEBTPIMZEU4LTD58 31418FF51 2055-01-01 6.000000 0.00 1600000.00 952704.64 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5528 B1V7KEBTPIMZEU4LTD58 31418FEA1 2054-11-01 4.000000 0.00 191000.00 152153.07 Agency Mortgage-Backed Securities FNMS 04.500 CLFS6045 B1V7KEBTPIMZEU4LTD58 3140XMWF9 2053-04-01 4.500000 0.00 305672.00 213688.33 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3121 B1V7KEBTPIMZEU4LTD58 31418CPF5 2047-09-01 4.000000 0.00 80000.00 7707.84 Agency Mortgage-Backed Securities FNMS 05.500 CL848491 B1V7KEBTPIMZEU4LTD58 31408DUQ5 2035-12-01 5.500000 0.00 13068896.00 87791.76 Agency Mortgage-Backed Securities FEPC 05.000 CISB8262 S6XOOCT0IEG5ABCC6L87 3132D6FB1 2038-09-01 5.000000 0.00 639000.00 306641.43 Agency Mortgage-Backed Securities FEPC 04.500 CLSD4710 S6XOOCT0IEG5ABCC6L87 3132DSGT3 2053-01-01 4.500000 0.00 52797.00 40734.06 Agency Mortgage-Backed Securities FEPC 06.000 CLTC7040 S6XOOCT0IEG5ABCC6L87 3130G6WA5 2056-10-01 6.000000 0.00 1037200.00 1037827.85 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0461 B1V7KEBTPIMZEU4LTD58 3140FXQP0 2060-03-01 2.500000 0.00 13000000.00 5087342.29 Agency Mortgage-Backed Securities FNMS 03.000 I4BF0217 B1V7KEBTPIMZEU4LTD58 3140FXG30 2057-09-01 3.000000 0.00 35232.00 9718.80 Agency Mortgage-Backed Securities FEPC 05.000 CLSD0093 S6XOOCT0IEG5ABCC6L87 3132DMC60 2049-10-01 5.000000 0.00 1337314.00 122373.42 Agency Mortgage-Backed Securities FEPC 05.500 CLTC2930 S6XOOCT0IEG5ABCC6L87 3130G2EC0 2056-06-01 5.500000 0.00 9629968.00 9004899.22 Agency Mortgage-Backed Securities FEPC 02.500 CISB8104 S6XOOCT0IEG5ABCC6L87 3132D6AD2 2036-05-01 2.500000 0.00 183375.00 61936.83 Agency Mortgage-Backed Securities FEPC 05.500 CISB1905 S6XOOCT0IEG5ABCC6L87 3132CYDJ6 2041-05-01 5.500000 0.00 4686136.00 4414915.44 Agency Mortgage-Backed Securities GNII SF DN3061 C 549300M8ZYFG0OCMTT87 3618M5MJ6 2055-10-20 6.500000 0.00 10794288.00 9222507.94 Agency Mortgage-Backed Securities GNII SF MA3375 M 549300M8ZYFG0OCMTT87 36179RXC8 2046-01-20 3.000000 0.00 129000.00 12468.15 Agency Mortgage-Backed Securities GNII ET DP3242 C 549300M8ZYFG0OCMTT87 3618MHS70 2065-09-20 2.000000 0.00 195790.00 140049.05 Agency Mortgage-Backed Securities GNII SF MA2960 M 549300M8ZYFG0OCMTT87 36179RJD2 2045-07-20 3.000000 0.00 32000000.00 2973449.23 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9787 B1V7KEBTPIMZEU4LTD58 3140XR2V6 2054-11-01 5.500000 0.00 350000.00 233982.91 Agency Mortgage-Backed Securities GNII ET DM7300 C 549300M8ZYFG0OCMTT87 3618LXDD9 2065-08-20 4.500000 0.00 572725.00 507804.78 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2056-09-01 5.000000 0.00 3238352.00 3027987.08 Agency Mortgage-Backed Securities FNMS 06.000 CLDI2961 B1V7KEBTPIMZEU4LTD58 3140UWJF5 2056-08-01 6.000000 0.00 1000.00 992.69 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6326 B1V7KEBTPIMZEU4LTD58 3140QSA43 2053-05-01 5.500000 0.00 417000.00 268697.83 Agency Mortgage-Backed Securities FNMS 05.500 CLDI4538 B1V7KEBTPIMZEU4LTD58 3140UYBG7 2056-08-01 5.500000 0.00 1351138.00 1306552.01 Agency Mortgage-Backed Securities GNII SF AT4176 C 549300M8ZYFG0OCMTT87 36194CT94 2046-07-20 3.000000 0.00 3000.00 774.51 Agency Mortgage-Backed Securities FNMS 05.500 CLDI0765 B1V7KEBTPIMZEU4LTD58 3140UTZ72 2056-07-01 5.500000 0.00 1635750.00 1569686.54 Agency Mortgage-Backed Securities FNMS 06.500 CLDI3607 B1V7KEBTPIMZEU4LTD58 3140UXAH8 2056-08-01 6.500000 0.00 1254781.00 1270073.16 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3134HCAU3 2029-11-23 3.750000 0.00 25000.00 24312.97 Agency Debentures and Agency Strips FNMS 05.500 CLDI5301 B1V7KEBTPIMZEU4LTD58 3140UY3K7 2056-09-01 5.500000 0.00 1073123.00 1045544.34 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5912 B1V7KEBTPIMZEU4LTD58 3140QRSA2 2053-03-01 6.000000 0.00 438930.00 253109.98 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G4D34 2030-07-29 1.300000 0.00 20000.00 17377.66 Agency Debentures and Agency Strips Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GCAG0 2030-12-10 4.000000 0.00 25000.00 24215.36 Agency Debentures and Agency Strips FNMS 05.000 CLDI4515 B1V7KEBTPIMZEU4LTD58 3140UYAR4 2056-08-01 5.000000 0.00 6165071.00 5760569.40 Agency Mortgage-Backed Securities FNMS 06.000 CLDI5302 B1V7KEBTPIMZEU4LTD58 3140UY3L5 2056-09-01 6.000000 0.00 1105616.00 1109932.69 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3134HB4B4 2030-11-07 4.000000 0.00 24000.00 23321.81 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3134HCPB9 2029-01-16 3.920000 0.00 83000.00 82024.98 Agency Debentures and Agency 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2549001DPIFGXC1TOL40 3130B8QY1 2034-12-11 4.800000 0.00 10000.00 9622.85 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B9KZ2 2041-03-05 5.220000 0.00 25000.00 23160.80 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B9L73 2029-11-20 4.000000 0.00 15000.00 14718.98 Agency Debentures and Agency Strips FNMS 02.500 CLCA5701 B1V7KEBTPIMZEU4LTD58 3140QDKP8 2050-05-01 2.500000 0.00 4272718.00 1656196.16 Agency Mortgage-Backed Securities FNMS 04.500 U4BF0247 B1V7KEBTPIMZEU4LTD58 3140FXHZ8 2051-06-01 4.500000 0.00 1161364.00 286115.44 Agency Mortgage-Backed Securities FNMS 05.500 CLDB7829 B1V7KEBTPIMZEU4LTD58 3140AHVX7 2054-08-01 5.500000 0.00 2000.00 1341.77 Agency Mortgage-Backed Securities FEPC 02.000 CISB8511 S6XOOCT0IEG5ABCC6L87 3132D6N48 2036-05-01 2.000000 0.00 107457.00 44149.60 Agency Mortgage-Backed Securities FNMS 05.000 CIMA6218 B1V7KEBTPIMZEU4LTD58 31418F4C8 2041-09-01 5.000000 0.00 26943854.00 26211999.06 Agency Mortgage-Backed 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63544.00 36447.39 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6238 B1V7KEBTPIMZEU4LTD58 3140XM4Y9 2052-04-01 2.500000 0.00 1318000.00 775832.77 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9602 B1V7KEBTPIMZEU4LTD58 3140QVU44 2054-09-01 5.500000 0.00 94701.00 64840.10 Agency Mortgage-Backed Securities GNCL CL DN3159 549300M8ZYFG0OCMTT87 3618M5QL7 2068-07-15 5.700000 0.00 1000.00 992.75 Agency Mortgage-Backed Securities FNMS 06.500 CLDH6805 B1V7KEBTPIMZEU4LTD58 3140UNR33 2056-07-01 6.500000 0.00 1056800.00 1078434.74 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5736 B1V7KEBTPIMZEU4LTD58 31418FLS4 2055-06-01 6.000000 0.00 19000.00 13469.32 Agency Mortgage-Backed Securities FNMS 06.000 CL905400 B1V7KEBTPIMZEU4LTD58 31411D3H0 2036-11-01 6.000000 0.00 4700000.00 84726.04 Agency Mortgage-Backed Securities FNMS 06.000 CL942148 B1V7KEBTPIMZEU4LTD58 31413DEV5 2037-07-01 6.000000 0.00 207000.00 2208.20 Agency Mortgage-Backed Securities FNMS 04.500 CLAB1466 B1V7KEBTPIMZEU4LTD58 31416WTY8 2040-09-01 4.500000 0.00 11113508.00 517880.10 Agency Mortgage-Backed Securities FNMS 04.000 CRMA1510 B1V7KEBTPIMZEU4LTD58 31418AVC9 2043-07-01 4.000000 0.00 2001.00 244.60 Agency Mortgage-Backed Securities 02.500 FGPC G16050 G S6XOOCT0IEG5ABCC6L87 3128ME5K3 2032-01-01 2.500000 0.00 7500.00 878.97 Agency Mortgage-Backed Securities FNMS 04.000 CKBM6354 B1V7KEBTPIMZEU4LTD58 3140JBBY1 2050-06-01 4.000000 0.00 4790000.00 508640.12 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HJ6G7 2051-05-25 5.000000 0.00 2250000.00 1021360.47 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HFJ63 2054-09-25 4.890300 0.00 50000000.00 38842439.76 Agency Collateralized Mortgage Obligation FNMS 04.500 CLBM4600 B1V7KEBTPIMZEU4LTD58 3140J9DE8 2042-08-01 4.500000 0.00 1487000.00 311259.32 Agency Mortgage-Backed Securities FNMS 06.000 CL831610 B1V7KEBTPIMZEU4LTD58 31407H3T1 2036-06-01 6.000000 0.00 374880.00 1388.50 Agency Mortgage-Backed 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11232270.00 6745485.29 Agency Mortgage-Backed Securities FNMS 06.500 CZ946397 B1V7KEBTPIMZEU4LTD58 31413H3E6 2047-09-01 6.500000 0.00 143826.00 2532.57 Agency Mortgage-Backed Securities FNMS 04.500 CLFA5863 B1V7KEBTPIMZEU4LTD58 3140W6QR6 2056-06-01 4.500000 0.00 2048.00 1843.28 Agency Mortgage-Backed Securities FNMS 06.000 CT928005 B1V7KEBTPIMZEU4LTD58 31412LAE0 2027-01-01 6.000000 0.00 2969796.00 769.34 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7940 B1V7KEBTPIMZEU4LTD58 3140XPZE2 2053-09-01 4.500000 0.00 1005.00 688.72 Agency Mortgage-Backed Securities FNMS 06.000 CL896019 B1V7KEBTPIMZEU4LTD58 31410SPC5 2036-08-01 6.000000 0.00 333324.00 473.54 Agency Mortgage-Backed Securities FNMS 05.000 CICC3088 B1V7KEBTPIMZEU4LTD58 3140Y9NE0 2041-07-01 5.000000 0.00 1024.00 959.24 Agency Mortgage-Backed Securities FNMS 06.000 CL884148 B1V7KEBTPIMZEU4LTD58 31410BHZ0 2036-06-01 6.000000 0.00 431474.00 5248.90 Agency Mortgage-Backed Securities FNMS 02.500 CIFS7804 B1V7KEBTPIMZEU4LTD58 3140XPU64 2038-02-01 2.500000 0.00 1000.00 652.34 Agency Mortgage-Backed Securities FNMS 06.000 CL821644 B1V7KEBTPIMZEU4LTD58 31406VZH2 2035-06-01 6.000000 0.00 4206988.00 32329.03 Agency Mortgage-Backed Securities FNMS 06.000 CL802065 B1V7KEBTPIMZEU4LTD58 31405XCA9 2034-10-01 6.000000 0.00 2981997.00 80425.27 Agency Mortgage-Backed Securities FNMS 07.500 CL252717 B1V7KEBTPIMZEU4LTD58 31371HVJ4 2029-09-01 7.500000 0.00 301877.00 91.15 Agency Mortgage-Backed Securities Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EWRZ5 2036-06-02 5.140000 0.00 25000.00 24399.17 Agency Debentures and Agency Strips FNMS 05.000 CLDI4743 B1V7KEBTPIMZEU4LTD58 3140UYHV8 2056-09-01 5.000000 0.00 1155221.00 1090268.44 Agency Mortgage-Backed Securities FNMS 06.000 CLDI4644 B1V7KEBTPIMZEU4LTD58 3140UYES8 2056-07-01 6.000000 0.00 1038506.00 1032302.93 Agency Mortgage-Backed Securities FNMS 06.500 CLDI6886 B1V7KEBTPIMZEU4LTD58 3140V1UL6 2056-10-01 6.500000 0.00 7775750.00 7932222.28 Agency Mortgage-Backed Securities FNMS 05.500 CLDI4035 B1V7KEBTPIMZEU4LTD58 3140UXPV1 2056-09-01 5.500000 0.00 5011986.00 4826179.43 Agency Mortgage-Backed Securities FNMS 08.000 CL253356 B1V7KEBTPIMZEU4LTD58 31371JMD3 2030-07-01 8.000000 0.00 68839.00 18.56 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137H7J38 2042-02-25 3.500000 0.00 775000.00 614778.39 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137FQ2E2 2049-11-25 3.500000 0.00 1526000.00 1034373.84 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HBFD1 2050-06-25 5.500000 0.00 4100000.00 450227.54 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137H0K23 2051-06-25 5.500000 0.00 3000000.00 1779648.54 Agency Collateralized Mortgage Obligation FNMS 05.500 CLDI2238 B1V7KEBTPIMZEU4LTD58 3140UVPY9 2056-07-01 5.500000 0.00 1538671.00 1479308.08 Agency Mortgage-Backed Securities FNMS 06.000 CLDI5747 B1V7KEBTPIMZEU4LTD58 3140V0L53 2056-09-01 6.000000 0.00 15102269.00 14973648.00 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HPUZ4 2056-02-25 4.540300 0.00 920000.00 872848.79 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HK7E8 2036-01-25 5.500000 0.00 4124125.00 3647870.86 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GCMY8 2031-02-27 4.150000 0.00 10000.00 9618.79 Agency Debentures and Agency Strips Fannie Mae B1V7KEBTPIMZEU4LTD58 3136GCDL6 2031-01-13 4.150000 0.00 55000.00 53634.92 Agency Debentures and Agency Strips FNMS 03.000 CIMA5625 B1V7KEBTPIMZEU4LTD58 31418FHB6 2039-12-01 3.000000 0.00 270551.00 212871.07 Agency Mortgage-Backed Securities FNMS 05.000 CLDI6917 B1V7KEBTPIMZEU4LTD58 3140V1VK7 2056-09-01 5.000000 0.00 1151375.00 1073113.48 Agency Mortgage-Backed Securities FEPC 03.500 CLSL6029 S6XOOCT0IEG5ABCC6L87 31427TVX1 2053-08-01 3.500000 0.00 1050.00 892.14 Agency Mortgage-Backed Securities FEPC 06.000 CLSL6007 S6XOOCT0IEG5ABCC6L87 31427TU95 2056-07-01 6.000000 0.00 1024.00 1001.04 Agency Mortgage-Backed Securities FNMS 05.500 CLDI0865 B1V7KEBTPIMZEU4LTD58 3140UT6B5 2056-07-01 5.500000 0.00 2730807.00 2625471.44 Agency Mortgage-Backed Securities FNMS 05.500 CLDI0164 B1V7KEBTPIMZEU4LTD58 3140UTFE9 2056-08-01 5.500000 0.00 3000.00 2882.67 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9734 B1V7KEBTPIMZEU4LTD58 3140QVY81 2055-01-01 5.500000 0.00 265000.00 206375.31 Agency Mortgage-Backed Securities FNMS 04.000 CIBM5279 B1V7KEBTPIMZEU4LTD58 3140J92M2 2033-12-01 4.000000 0.00 6000.00 676.90 Agency Mortgage-Backed Securities FNMS 04.500 CLDG4544 B1V7KEBTPIMZEU4LTD58 3140U8BN9 2056-03-01 4.500000 0.00 1017234.00 665883.28 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4007 B1V7KEBTPIMZEU4LTD58 3140U7NZ1 2056-03-01 5.000000 0.00 2109000.00 1950517.58 Agency Mortgage-Backed Securities FNMS 06.000 CLBM1948 B1V7KEBTPIMZEU4LTD58 3140J6EW3 2041-07-01 6.000000 0.00 724000.00 135271.78 Agency Mortgage-Backed Securities FNMS 05.500 CLMA6119 B1V7KEBTPIMZEU4LTD58 31418FYR2 2056-07-01 5.500000 0.00 2999000.00 2782038.06 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0859 B1V7KEBTPIMZEU4LTD58 3140Q75V5 2047-12-01 3.500000 0.00 38000.00 4680.71 Agency Mortgage-Backed Securities FNMS 04.000 CRAB5692 B1V7KEBTPIMZEU4LTD58 31417CKE4 2042-06-01 4.000000 0.00 3000.00 253.68 Agency Mortgage-Backed Securities FNMS 03.000 CLAB7568 B1V7KEBTPIMZEU4LTD58 31417EMS7 2043-01-01 3.000000 0.00 250000.00 40036.76 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5998 S6XOOCT0IEG5ABCC6L87 31427TUY0 2056-07-01 5.500000 0.00 1000.00 957.46 Agency Mortgage-Backed Securities FNMS 04.500 CRMA1711 B1V7KEBTPIMZEU4LTD58 31418A3V8 2043-11-01 4.500000 0.00 800000.00 102893.17 Agency Mortgage-Backed Securities FNMS 07.000 CL909178 B1V7KEBTPIMZEU4LTD58 31411JCP9 2038-04-01 7.000000 0.00 3323360.00 334965.12 Agency Mortgage-Backed Securities FNMS 04.500 CRMA1629 B1V7KEBTPIMZEU4LTD58 31418AY36 2043-09-01 4.500000 0.00 900000.00 110256.94 Agency Mortgage-Backed Securities GNII SF MA5264 M 549300M8ZYFG0OCMTT87 36179TZ57 2048-06-20 4.000000 0.00 1000.00 76.03 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3130B9WC0 2031-03-17 4.050000 0.00 55000.00 53110.67 Agency Debentures and Agency Strips FEPC 03.000 CLSD8016 S6XOOCT0IEG5ABCC6L87 3132DV3Z6 2049-10-01 3.000000 0.00 416000.00 53201.78 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3130BAKV8 2041-05-14 5.500000 0.00 45000.00 43595.09 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130BAG50 2041-05-06 5.380000 0.00 25000.00 24067.12 Agency Debentures and Agency Strips FNMS 02.000 CLCB1273 B1V7KEBTPIMZEU4LTD58 3140QLMX1 2051-08-01 2.000000 0.00 100000.00 52906.67 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1382 B1V7KEBTPIMZEU4LTD58 3140QLRC2 2051-08-01 2.500000 0.00 1650000.00 857954.70 Agency Mortgage-Backed Securities FNMS 03.500 CLAX9585 B1V7KEBTPIMZEU4LTD58 3138YBUK7 2045-03-01 3.500000 0.00 1873212.00 259147.19 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6974 B1V7KEBTPIMZEU4LTD58 3140QEXC1 2050-09-01 2.500000 0.00 2113155.00 1141198.76 Agency Mortgage-Backed Securities FNMS 04.000 CLCB1434 B1V7KEBTPIMZEU4LTD58 3140QLSY3 2051-08-01 4.000000 0.00 10336.00 3623.46 Agency Mortgage-Backed Securities FNMS 06.000 CLBM4495 B1V7KEBTPIMZEU4LTD58 3140J87H0 2041-07-01 6.000000 0.00 129000.00 29616.64 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4279 B1V7KEBTPIMZEU4LTD58 31418DXH0 2036-03-01 2.000000 0.00 2049.00 844.69 Agency Mortgage-Backed Securities GNII JM 004461 M 549300M8ZYFG0OCMTT87 36202E5W5 2039-06-20 4.500000 0.00 2829.00 12.26 Agency Mortgage-Backed Securities FNMS 03.500 CLAE0937 B1V7KEBTPIMZEU4LTD58 31419BBF1 2041-02-01 3.500000 0.00 800000.00 42111.24 Agency Mortgage-Backed Securities FNMS 06.000 CLDG5661 B1V7KEBTPIMZEU4LTD58 3140U9JF6 2056-03-01 6.000000 0.00 1332227.00 1320570.18 Agency Mortgage-Backed Securities FNMS 04.000 CLFS8146 B1V7KEBTPIMZEU4LTD58 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Agency Mortgage-Backed Securities GNII SF MA5595 M 549300M8ZYFG0OCMTT87 36179UGC0 2048-11-20 4.000000 0.00 1000.00 78.19 Agency Mortgage-Backed Securities GNII SF BA0591 C 549300M8ZYFG0OCMTT87 3617ACUQ1 2047-06-20 3.500000 0.00 1000.00 102.54 Agency Mortgage-Backed Securities GNII JM MA5640 M 549300M8ZYFG0OCMTT87 36179UHR6 2048-11-20 3.500000 0.00 1000.00 15.57 Agency Mortgage-Backed Securities GNII SF MA5710 M 549300M8ZYFG0OCMTT87 36179UKX9 2049-01-20 4.000000 0.00 2000.00 137.02 Agency Mortgage-Backed Securities GNII SF MA0934 M 549300M8ZYFG0OCMTT87 36179NBB3 2043-04-20 3.500000 0.00 3132.00 238.52 Agency Mortgage-Backed Securities GNII SF MA2826 M 549300M8ZYFG0OCMTT87 36179RD71 2045-05-20 3.500000 0.00 1000.00 66.96 Agency Mortgage-Backed Securities 04.500 FGPC C91288 G S6XOOCT0IEG5ABCC6L87 3128P7ND1 2030-02-01 4.500000 0.00 10335.00 96.26 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3130AJL31 2031-05-19 1.600000 0.00 15000.00 12906.17 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130ARTG6 2029-04-26 3.750000 0.00 25000.00 24575.02 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130AJL49 2040-05-18 2.250000 0.00 30000.00 20225.04 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B9KW9 2033-03-02 4.100000 0.00 50000.00 47119.09 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B8XM9 2030-12-27 4.215000 0.00 50000.00 48650.34 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B95Y2 2033-01-27 4.190000 0.00 30000.00 28460.35 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B8YG1 2033-07-08 4.640000 0.00 15000.00 14418.93 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B8VT6 2030-12-04 4.125000 0.00 55000.00 53854.83 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B9GC8 2030-08-26 4.040000 0.00 50000.00 48160.68 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B9LG3 2031-02-19 4.000000 0.00 25000.00 24091.39 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B9NW6 2041-03-11 5.250000 0.00 90000.00 84046.93 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B86Z0 2030-10-29 4.000000 0.00 50000.00 48865.69 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B7K52 2032-09-02 4.870000 0.00 100000.00 96762.68 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130ALA87 2041-02-22 2.150000 0.00 30000.00 19295.47 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B8HH8 2030-11-04 4.050000 0.00 75000.00 73332.00 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B6JH0 2035-06-13 4.940000 0.00 15000.00 14465.05 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B6E77 2035-05-21 5.280000 0.00 30000.00 29381.01 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B85W8 2037-10-30 5.000000 0.00 25000.00 23760.26 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B2WN1 2029-10-10 4.250000 0.00 55000.00 33627.22 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B8HL9 2041-11-26 5.500000 0.00 50000.00 47930.07 Agency Debentures and Agency Strips GNII JM MA6590 M 549300M8ZYFG0OCMTT87 36179VKB5 2050-04-20 3.500000 0.00 1000.00 76.89 Agency Mortgage-Backed Securities FNMS 05.000 CLDH6379 B1V7KEBTPIMZEU4LTD58 3140UNCR6 2056-08-01 5.000000 0.00 1579643.00 1475961.84 Agency Mortgage-Backed Securities FNMS 05.500 CLDH6412 B1V7KEBTPIMZEU4LTD58 3140UNDS3 2056-07-01 5.500000 0.00 2527450.00 2429354.17 Agency Mortgage-Backed Securities FNMS 06.000 CLDH5312 B1V7KEBTPIMZEU4LTD58 3140UL3W9 2056-09-01 6.000000 0.00 1023138.00 1010551.70 Agency Mortgage-Backed Securities FNMS 05.500 CLDH3373 B1V7KEBTPIMZEU4LTD58 3140UJXB7 2056-06-01 5.500000 0.00 1692660.00 1295839.84 Agency Mortgage-Backed Securities FNMS 05.000 CLAH3966 B1V7KEBTPIMZEU4LTD58 3138A5MQ2 2041-02-01 5.000000 0.00 2474623.00 75625.77 Agency Mortgage-Backed Securities FNMS 03.500 CLAK4951 B1V7KEBTPIMZEU4LTD58 3138E9QD5 2042-03-01 3.500000 0.00 485000.00 48560.49 Agency Mortgage-Backed Securities FNMS 04.500 CLAI3054 B1V7KEBTPIMZEU4LTD58 3138AGMC9 2041-08-01 4.500000 0.00 5610554.00 295674.98 Agency Mortgage-Backed Securities FNMS 04.000 CIFS2928 B1V7KEBTPIMZEU4LTD58 3140XJHE6 2037-09-01 4.000000 0.00 18000.00 9117.16 Agency Mortgage-Backed Securities FEPC 04.000 CLTB9041 S6XOOCT0IEG5ABCC6L87 3142KBBK5 2056-07-01 4.000000 0.00 2000.00 1747.76 Agency Mortgage-Backed Securities FNMS 02.500 CIFS4054 B1V7KEBTPIMZEU4LTD58 3140XKQG8 2038-02-01 2.500000 0.00 11599.00 6232.03 Agency Mortgage-Backed Securities FEPC 06.500 CLTB3617 S6XOOCT0IEG5ABCC6L87 3142K5AT0 2056-05-01 6.500000 0.00 1000.00 1012.67 Agency Mortgage-Backed Securities FNMS 06.000 CIDI1127 B1V7KEBTPIMZEU4LTD58 3140UUHD6 2041-08-01 6.000000 0.00 4173.00 4192.65 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2863 B1V7KEBTPIMZEU4LTD58 3140XJFD0 2052-09-01 4.000000 0.00 2071.00 1337.09 Agency Mortgage-Backed Securities FNMS 05.000 CIDI2363 B1V7KEBTPIMZEU4LTD58 3140UVTV1 2041-08-01 5.000000 0.00 4962811.00 4813578.88 Agency Mortgage-Backed Securities FNMS 05.000 CIDI3931 B1V7KEBTPIMZEU4LTD58 3140UXLM5 2041-09-01 5.000000 0.00 1154113.00 1121328.93 Agency Mortgage-Backed Securities FNMS 05.500 CLDI4138 B1V7KEBTPIMZEU4LTD58 3140UXS48 2056-10-01 5.500000 0.00 1164350.00 1124423.92 Agency Mortgage-Backed Securities FNMS 06.500 CLDI1318 B1V7KEBTPIMZEU4LTD58 3140UUPC9 2056-10-01 6.500000 0.00 1040.00 1064.20 Agency Mortgage-Backed Securities FNMS 05.500 CLDI1413 B1V7KEBTPIMZEU4LTD58 3140UUSB8 2056-08-01 5.500000 0.00 1774978.00 1704984.92 Agency Mortgage-Backed Securities FNMS 06.000 CLDI0921 B1V7KEBTPIMZEU4LTD58 3140UUAX9 2056-07-01 6.000000 0.00 1300156.00 1290508.93 Agency Mortgage-Backed Securities FNMS 05.500 CLDH8940 B1V7KEBTPIMZEU4LTD58 3140UQ5A4 2056-08-01 5.500000 0.00 2181093.00 2096657.94 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137FR3G4 2050-02-25 2.500000 0.00 1000000.00 193462.99 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137HQMR9 2049-02-25 4.500000 0.00 750000.00 642730.45 Agency Collateralized Mortgage Obligation FNMS 05.000 CLAK0695 B1V7KEBTPIMZEU4LTD58 3138E4XZ9 2042-03-01 5.000000 0.00 1172012.00 64635.30 Agency Mortgage-Backed Securities FNMS 05.500 CLDI0059 B1V7KEBTPIMZEU4LTD58 3140UTB52 2056-08-01 5.500000 0.00 1614835.00 1555488.05 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0630 B1V7KEBTPIMZEU4LTD58 3140XFVY4 2052-02-01 3.000000 0.00 2000.00 1143.61 Agency Mortgage-Backed Securities FNMS 06.000 CLDI2201 B1V7KEBTPIMZEU4LTD58 3140UVNT2 2056-08-01 6.000000 0.00 2000.00 2029.88 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0631 B1V7KEBTPIMZEU4LTD58 3140XFVZ1 2052-02-01 3.000000 0.00 7000.00 3960.73 Agency Mortgage-Backed Securities FNMS 05.500 CLDI0617 B1V7KEBTPIMZEU4LTD58 3140UTVK7 2056-09-01 5.500000 0.00 2250376.00 2188356.89 Agency Mortgage-Backed Securities FNMS 06.000 CLDH8900 B1V7KEBTPIMZEU4LTD58 3140UQ3J7 2056-07-01 6.000000 0.00 29016128.00 28717176.19 Agency Mortgage-Backed Securities FNMS 05.500 CLDH6160 B1V7KEBTPIMZEU4LTD58 3140UMZ28 2056-07-01 5.500000 0.00 1447088.00 1390104.72 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1538 B1V7KEBTPIMZEU4LTD58 3140XGV89 2052-04-01 3.000000 0.00 1008.00 575.09 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4329 B1V7KEBTPIMZEU4LTD58 3140QPY35 2052-07-01 3.500000 0.00 623175.00 332657.45 Agency Mortgage-Backed Securities FNMS 06.000 CL836527 B1V7KEBTPIMZEU4LTD58 31407PLG1 2035-10-01 6.000000 0.00 1066773.00 9843.54 Agency Mortgage-Backed Securities FNMS 05.500 CL745588 B1V7KEBTPIMZEU4LTD58 31403DJ91 2033-06-01 5.500000 0.00 64999.00 407.93 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3851 B1V7KEBTPIMZEU4LTD58 3140QPH59 2052-06-01 4.000000 0.00 40000.00 23979.18 Agency Mortgage-Backed Securities FNMS 02.500 CICB3696 B1V7KEBTPIMZEU4LTD58 3140QPDA2 2037-05-01 2.500000 0.00 23000.00 12361.24 Agency Mortgage-Backed Securities FNMS 05.000 CLDF8005 B1V7KEBTPIMZEU4LTD58 3140BY3P7 2056-06-01 5.000000 0.00 4774004.00 4452695.74 Agency Mortgage-Backed Securities FNMS 06.000 CLDG9122 B1V7KEBTPIMZEU4LTD58 3140UDD48 2056-05-01 6.000000 0.00 1051350.00 1038688.66 Agency Mortgage-Backed Securities FNMS 05.500 CLDG8182 B1V7KEBTPIMZEU4LTD58 3140UCCU3 2056-06-01 5.500000 0.00 4050338.00 3907255.08 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5111 B1V7KEBTPIMZEU4LTD58 31418EVD9 2038-08-01 5.500000 0.00 9000.00 3921.85 Agency Mortgage-Backed Securities FNMS 05.500 CLDG9139 B1V7KEBTPIMZEU4LTD58 3140UDEM7 2056-05-01 5.500000 0.00 1029250.00 991009.46 Agency Mortgage-Backed Securities FNMS 06.500 CLDG9673 B1V7KEBTPIMZEU4LTD58 3140UDXB0 2056-02-01 6.500000 0.00 1077130.00 1087210.13 Agency Mortgage-Backed Securities FNMS 05.500 CLDH0356 B1V7KEBTPIMZEU4LTD58 3140UFME1 2056-07-01 5.500000 0.00 3892272.00 3740929.92 Agency Mortgage-Backed Securities FNMS 05.000 CLDG7441 B1V7KEBTPIMZEU4LTD58 3140UBHT3 2056-09-01 5.000000 0.00 3687088.00 3477686.39 Agency Mortgage-Backed Securities FNMS 05.000 CTMA4811 B1V7KEBTPIMZEU4LTD58 31418EKZ2 2042-09-01 5.000000 0.00 111000.00 55487.00 Agency Mortgage-Backed Securities FNMS 05.500 CLDG7018 B1V7KEBTPIMZEU4LTD58 3140UAYQ2 2056-08-01 5.500000 0.00 1076782.00 1044806.61 Agency Mortgage-Backed Securities GNPL PN DD4704 549300M8ZYFG0OCMTT87 3618HXGM1 2060-03-15 6.170000 0.00 2000.00 2026.58 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5026 B1V7KEBTPIMZEU4LTD58 31418ESQ4 2053-04-01 3.500000 0.00 2000.00 1362.09 Agency Mortgage-Backed Securities GNPL PN DE5570 549300M8ZYFG0OCMTT87 3618JBFK2 2055-02-15 5.710000 0.00 1000.00 986.69 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5551 B1V7KEBTPIMZEU4LTD58 31418FEZ6 2054-12-01 4.500000 0.00 3000.00 2424.02 Agency Mortgage-Backed Securities GNCL CL DF4992 549300M8ZYFG0OCMTT87 3618JNRM9 2067-01-15 5.850000 0.00 2099.00 2107.25 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4951 B1V7KEBTPIMZEU4LTD58 31418EQD5 2037-10-01 1.500000 0.00 142416.00 66313.36 Agency Mortgage-Backed Securities GNII SF MA9668 M 549300M8ZYFG0OCMTT87 36179YW59 2054-05-20 5.500000 0.00 1000.00 663.32 Agency Mortgage-Backed Securities GNII SF DT2832 C 549300M8ZYFG0OCMTT87 3618W2ED4 2056-07-20 5.500000 0.00 1000.00 966.91 Agency Mortgage-Backed Securities GNII SF DQ2588 C 549300M8ZYFG0OCMTT87 3618MU2V6 2056-04-20 5.500000 0.00 2000.00 1930.07 Agency Mortgage-Backed Securities GNII SF DQ2598 C 549300M8ZYFG0OCMTT87 3618MU3F0 2056-04-20 5.500000 0.00 2048.00 1976.99 Agency Mortgage-Backed Securities FEPC 04.500 CLSL5473 S6XOOCT0IEG5ABCC6L87 31427TCK0 2056-05-01 4.500000 0.00 1000.00 892.03 Agency Mortgage-Backed Securities GNII SF DU6516 C 549300M8ZYFG0OCMTT87 3618WJGZ6 2056-09-20 6.000000 0.00 1000.00 1003.90 Agency Mortgage-Backed Securities FNMS 06.000 CLDI5204 B1V7KEBTPIMZEU4LTD58 3140UYYA5 2056-08-01 6.000000 0.00 1192706.00 1191431.39 Agency Mortgage-Backed Securities FNMS 05.500 CLDI5682 B1V7KEBTPIMZEU4LTD58 3140V0J49 2056-10-01 5.500000 0.00 1547725.00 1487188.14 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5054 B1V7KEBTPIMZEU4LTD58 31418ETL4 2053-06-01 4.000000 0.00 75000.00 53807.89 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4732 B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4.000000 0.00 1696200.00 1127509.44 Agency Mortgage-Backed Securities FNMS 06.000 CLDI5203 B1V7KEBTPIMZEU4LTD58 3140UYX99 2056-09-01 6.000000 0.00 1331230.00 1327566.90 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4655 B1V7KEBTPIMZEU4LTD58 31418EE55 2052-07-01 4.000000 0.00 329000.00 212892.88 Agency Mortgage-Backed Securities FEPC 03.500 CIRR0059 S6XOOCT0IEG5ABCC6L87 3142JCB58 2041-02-01 3.500000 0.00 1000.00 850.20 Agency Mortgage-Backed Securities FNMS 05.000 CLDI5188 B1V7KEBTPIMZEU4LTD58 3140UYXS7 2056-08-01 5.000000 0.00 1057836.00 989195.96 Agency Mortgage-Backed Securities FNMS 05.500 CLDI6891 B1V7KEBTPIMZEU4LTD58 3140V1UR3 2056-09-01 5.500000 0.00 4084014.00 3959498.77 Agency Mortgage-Backed Securities FNMS 05.500 CLDH6220 B1V7KEBTPIMZEU4LTD58 3140UM4E6 2056-07-01 5.500000 0.00 1873875.00 1806340.13 Agency Mortgage-Backed Securities FNMS 06.500 CLDF7344 B1V7KEBTPIMZEU4LTD58 3140BYES9 2056-08-01 6.500000 0.00 1513669.00 1538727.37 Agency Mortgage-Backed Securities FNMS 06.500 CLDF7026 B1V7KEBTPIMZEU4LTD58 3140BXYY6 2055-12-01 6.500000 0.00 1203041.00 1219205.34 Agency Mortgage-Backed Securities FNMS 04.000 CLCA7777 B1V7KEBTPIMZEU4LTD58 3140QFUB3 2050-11-01 4.000000 0.00 16479.00 2133.07 Agency Mortgage-Backed Securities FNMS 05.500 CLDH3115 B1V7KEBTPIMZEU4LTD58 3140UJN93 2056-06-01 5.500000 0.00 9419107.00 9021301.67 Agency Mortgage-Backed Securities FNMS 06.000 CLDH2809 B1V7KEBTPIMZEU4LTD58 3140UJDP8 2056-09-01 6.000000 0.00 1003601.00 1004520.63 Agency Mortgage-Backed Securities 5.98 TVBD 36 A N/A 880591CK6 2036-04-01 5.980000 0.00 105000.00 111959.28 Agency Debentures and Agency Strips GNII JM MA6702 M 549300M8ZYFG0OCMTT87 36179VNT3 2050-06-20 4.000000 0.00 1000.00 172.09 Agency Mortgage-Backed Securities FNMS 05.000 CLDI4744 B1V7KEBTPIMZEU4LTD58 3140UYHW6 2056-09-01 5.000000 0.00 1196620.00 1124493.46 Agency Mortgage-Backed Securities FNMS 06.000 CLDI4150 B1V7KEBTPIMZEU4LTD58 3140UXTG0 2056-09-01 6.000000 0.00 1223320.00 1216529.76 Agency Mortgage-Backed Securities FNMS 06.000 CIDI3418 B1V7KEBTPIMZEU4LTD58 3140UWYQ4 2041-09-01 6.000000 0.00 1702898.00 1721012.05 Agency Mortgage-Backed Securities FNMS 06.500 CLDI5979 B1V7KEBTPIMZEU4LTD58 3140V0UD6 2056-09-01 6.500000 0.00 3967189.00 4047021.18 Agency Mortgage-Backed Securities FNMS 05.500 CLDI4516 B1V7KEBTPIMZEU4LTD58 3140UYAS2 2056-08-01 5.500000 0.00 5080846.00 4877267.16 Agency Mortgage-Backed Securities FNMS 06.000 CLDI5739 B1V7KEBTPIMZEU4LTD58 3140V0LV6 2056-09-01 6.000000 0.00 1673359.00 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Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B8EZ1 2032-10-29 4.000000 0.00 50000.00 47519.49 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130B7LD4 2042-09-12 5.640000 0.00 15000.00 14204.77 Agency Debentures and Agency Strips 02.500 FGPC G08725 G S6XOOCT0IEG5ABCC6L87 3128MJYX2 2046-10-01 2.500000 0.00 1004.00 171.18 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3130AFAT4 2033-11-02 4.090000 0.00 55000.00 51268.60 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130AHHC0 2029-11-06 2.180000 0.00 15000.00 13832.14 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130AJD97 2040-03-26 2.340000 0.00 50000.00 34030.00 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130AJYZ6 2027-09-02 0.900000 0.00 100000.00 96703.20 Agency Debentures and Agency Strips Freddie Mac 2549001DPIFGXC1TOL40 3130AKJU1 2027-12-30 0.875000 0.00 65000.00 62107.53 Agency Debentures and Agency Strips FNMS 04.000 CLFS2685 B1V7KEBTPIMZEU4LTD58 3140XH6X0 2052-08-01 4.000000 0.00 1000.00 616.61 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7131 B1V7KEBTPIMZEU4LTD58 3140XN4R2 2054-02-01 5.000000 0.00 4000.00 3085.58 Agency Mortgage-Backed Securities FNMS 02.000 CIFS3312 B1V7KEBTPIMZEU4LTD58 3140XJVE0 2037-03-01 2.000000 0.00 20000.00 9795.01 Agency Mortgage-Backed Securities FNMS 06.500 CLDI3600 B1V7KEBTPIMZEU4LTD58 3140UXAA3 2056-10-01 6.500000 0.00 1980191.00 2020614.84 Agency Mortgage-Backed Securities FNMS 05.500 CLDI2183 B1V7KEBTPIMZEU4LTD58 3140UVM97 2056-09-01 5.500000 0.00 1007.00 969.90 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2937 B1V7KEBTPIMZEU4LTD58 3140XJHP1 2043-04-01 4.000000 0.00 5431000.00 3204261.57 Agency Mortgage-Backed Securities FNMS 06.000 CLDI2196 B1V7KEBTPIMZEU4LTD58 3140UVNN5 2056-09-01 6.000000 0.00 7000.00 6572.47 Agency Mortgage-Backed Securities Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ETAZ0 2040-03-26 5.625000 0.00 62000.00 59065.97 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ETM53 2032-10-27 4.660000 0.00 57000.00 54523.12 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ENWZ9 2042-05-19 4.980000 0.00 19000.00 16974.54 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ETGY7 2032-05-19 4.800000 0.00 40000.00 39449.27 Agency Debentures and Agency Strips FNMS 05.500 CLDF7634 B1V7KEBTPIMZEU4LTD58 3140BYPU2 2055-12-01 5.500000 0.00 3061311.00 2926210.67 Agency Mortgage-Backed Securities Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ETU21 2030-11-13 4.230000 0.00 77000.00 75700.05 Agency Debentures and Agency Strips Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133EM4F6 2031-09-02 1.730000 0.00 2000.00 1711.32 Agency Debentures and Agency Strips FNMS 06.000 CLDF0689 B1V7KEBTPIMZEU4LTD58 3140BQXT3 2055-09-01 6.000000 0.00 1008.00 927.41 Agency Mortgage-Backed Securities GNII SF MA7649 M 549300M8ZYFG0OCMTT87 36179WQA9 2051-10-20 2.500000 0.00 1008.00 524.26 Agency Mortgage-Backed Securities FNMS 05.500 CLFM3041 B1V7KEBTPIMZEU4LTD58 3140X6LX7 2049-08-01 5.500000 0.00 425000.00 89495.32 Agency Mortgage-Backed Securities FEPC 05.500 CLTB6631 S6XOOCT0IEG5ABCC6L87 3142K8LM7 2056-06-01 5.500000 0.00 1000.00 967.24 Agency Mortgage-Backed Securities FEPC 06.500 CLTB4340 S6XOOCT0IEG5ABCC6L87 3142K5ZE6 2056-06-01 6.500000 0.00 1000.00 1029.04 Agency Mortgage-Backed Securities FEPC 04.500 CLTB8872 S6XOOCT0IEG5ABCC6L87 3142KA2E1 2056-07-01 4.500000 0.00 1000.00 906.18 Agency Mortgage-Backed Securities FEPC 05.000 CLTB5308 S6XOOCT0IEG5ABCC6L87 3142K63S8 2056-06-01 5.000000 0.00 1000.00 932.98 Agency Mortgage-Backed Securities FNMS 05.000 CLAS2288 B1V7KEBTPIMZEU4LTD58 3138WBRJ6 2044-04-01 5.000000 0.00 559223.00 15814.48 Agency Mortgage-Backed Securities Farm Federal Credit Bank 254900C5LP6DN9OP9V83 3133ETL96 2027-10-27 3.610000 0.00 65000.00 65242.68 Agency Debentures and Agency 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2056-09-01 6.500000 0.00 1027070.00 1054153.95 Agency Mortgage-Backed Securities FNMS 05.000 CLDH3277 B1V7KEBTPIMZEU4LTD58 3140UJUB0 2056-07-01 5.000000 0.00 7441627.00 6913732.28 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5105 B1V7KEBTPIMZEU4LTD58 3140J9U74 2048-12-01 5.000000 0.00 55412303.00 6856404.67 Agency Mortgage-Backed Securities FNMS 05.000 CLDH4380 B1V7KEBTPIMZEU4LTD58 3140UK2N2 2056-07-01 5.000000 0.00 1237056.00 1155740.23 Agency Mortgage-Backed Securities FNMS 05.500 CLDH4402 B1V7KEBTPIMZEU4LTD58 3140UK3L5 2056-07-01 5.500000 0.00 1726500.00 1664791.09 Agency Mortgage-Backed Securities FNMS 03.000 CLFA3270 B1V7KEBTPIMZEU4LTD58 3140W3T41 2051-12-01 3.000000 0.00 5747188.00 4422868.60 Agency Mortgage-Backed Securities FNMS 04.000 CLFA4623 B1V7KEBTPIMZEU4LTD58 3140W5D50 2055-02-01 4.000000 0.00 4279104.00 3583867.07 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5827 B1V7KEBTPIMZEU4LTD58 3140JAPM4 2049-04-01 5.000000 0.00 1175000.00 73848.12 Agency Mortgage-Backed 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1000.00 828.76 Agency Mortgage-Backed Securities FNMS 06.000 CL895096 B1V7KEBTPIMZEU4LTD58 31410RNM7 2036-08-01 6.000000 0.00 7639.00 54.51 Agency Mortgage-Backed Securities GNII SF MA9726 M 549300M8ZYFG0OCMTT87 36179YYX6 2054-06-20 6.000000 0.00 2000.00 985.61 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4537 B1V7KEBTPIMZEU4LTD58 31418EBF6 2037-02-01 2.500000 0.00 15098.00 6924.34 Agency Mortgage-Backed Securities FNMS 02.000 CIFS3326 B1V7KEBTPIMZEU4LTD58 3140XJVU4 2037-03-01 2.000000 0.00 2547000.00 1378556.94 Agency Mortgage-Backed Securities FNMS 02.500 CLFS3181 B1V7KEBTPIMZEU4LTD58 3140XJRB1 2051-05-01 2.500000 0.00 11889730.00 7097894.95 Agency Mortgage-Backed Securities FNMS 03.500 CIFS2919 B1V7KEBTPIMZEU4LTD58 3140XJG56 2035-03-01 3.500000 0.00 2000.00 807.94 Agency Mortgage-Backed Securities FNMS 04.000 CLFS3525 B1V7KEBTPIMZEU4LTD58 3140XJ4K6 2052-10-01 4.000000 0.00 21526.00 14178.64 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4701 B1V7KEBTPIMZEU4LTD58 31418EGK0 2052-08-01 4.500000 0.00 1305915.00 853622.42 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4654 B1V7KEBTPIMZEU4LTD58 31418EE48 2052-07-01 3.500000 0.00 1000.00 644.45 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4625 B1V7KEBTPIMZEU4LTD58 31418ED72 2052-06-01 3.500000 0.00 12000.00 7560.42 Agency Mortgage-Backed Securities GNII JM MA6645 M 549300M8ZYFG0OCMTT87 36179VL24 2050-05-20 2.500000 0.00 1000.00 167.68 Agency Mortgage-Backed Securities FNMS 02.000 CLFS3744 B1V7KEBTPIMZEU4LTD58 3140XKES5 2051-07-01 2.000000 0.00 850940.00 504914.82 Agency Mortgage-Backed Securities FNMS 04.000 CLCB5073 B1V7KEBTPIMZEU4LTD58 3140QQT70 2052-11-01 4.000000 0.00 3158083.00 1981716.66 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5378 B1V7KEBTPIMZEU4LTD58 31418E6Q8 2054-05-01 4.000000 0.00 4746672.00 3519040.50 Agency Mortgage-Backed Securities FNMS 04.000 CLMA0583 B1V7KEBTPIMZEU4LTD58 31417YUH8 2040-12-01 4.000000 0.00 1000000.00 31853.68 Agency Mortgage-Backed Securities FNMS 04.000 CTMA0818 B1V7KEBTPIMZEU4LTD58 31417Y4C8 2031-08-01 4.000000 0.00 163000.00 4051.37 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7106 B1V7KEBTPIMZEU4LTD58 3138WG3Q5 2046-05-01 3.500000 0.00 682872.00 58130.20 Agency Mortgage-Backed Securities FNMS 06.500 CLDF7388 B1V7KEBTPIMZEU4LTD58 3140BYF66 2055-12-01 6.500000 0.00 1119187.00 1129205.28 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0118 B1V7KEBTPIMZEU4LTD58 3140FXDY5 2056-06-01 4.500000 0.00 350000.00 64331.15 Agency Mortgage-Backed Securities FNMS 06.000 CLBH8931 B1V7KEBTPIMZEU4LTD58 3140GX4R9 2056-10-01 6.000000 0.00 1574057.00 1563753.75 Agency Mortgage-Backed Securities 04.000 FGPC D98784 G S6XOOCT0IEG5ABCC6L87 3128E5XM6 2031-09-01 4.000000 0.00 15902.00 125.28 Agency Mortgage-Backed Securities FNMS 04.500 CRAV7116 B1V7KEBTPIMZEU4LTD58 3138XJ4A2 2044-03-01 4.500000 0.00 200000.00 35229.85 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5879 B1V7KEBTPIMZEU4LTD58 3140XMQ90 2051-11-01 3.500000 0.00 3407382.00 2104833.78 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Securities GNII SP 788629 C 549300M8ZYFG0OCMTT87 3622AEPN0 2055-12-20 6.500000 0.00 2486528.00 1908460.24 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1501 B1V7KEBTPIMZEU4LTD58 3140Y7U30 2055-11-01 5.000000 0.00 103069568.00 89330255.52 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1675 B1V7KEBTPIMZEU4LTD58 3140Y72H0 2055-12-01 5.000000 0.00 1000.00 901.31 Agency Mortgage-Backed Securities FEPC 06.000 CLQY4202 S6XOOCT0IEG5ABCC6L87 31426NU40 2055-06-01 6.000000 0.00 6666749.00 5797287.25 Agency Mortgage-Backed Securities GNRA 2023-069 FA 549300M8ZYFG0OCMTT87 38384AXK4 2053-05-20 4.597800 0.00 5897299.00 2518031.08 Agency Collateralized Mortgage Obligation GNRA 2026-065 FL 549300M8ZYFG0OCMTT87 38385RRH0 2056-04-20 4.747800 0.00 45092891.00 43169144.52 Agency Collateralized Mortgage Obligation FNMS 02.500 CIFS0783 B1V7KEBTPIMZEU4LTD58 3140XF2R1 2037-03-01 2.500000 0.00 449544.00 252425.27 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0751 B1V7KEBTPIMZEU4LTD58 3140XFZR5 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Agency Mortgage-Backed Securities FNMS 02.500 CLFM7407 B1V7KEBTPIMZEU4LTD58 3140XBGR5 2051-04-01 2.500000 0.00 1000.00 563.92 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7786 B1V7KEBTPIMZEU4LTD58 3140XBUL2 2049-01-01 4.000000 0.00 2967000.00 1035487.39 Agency Mortgage-Backed Securities FNMS 06.000 CLCC2393 B1V7KEBTPIMZEU4LTD58 3140Y8UT1 2056-04-01 6.000000 0.00 1000.00 963.37 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8648 B1V7KEBTPIMZEU4LTD58 3140XCTE8 2051-09-01 3.000000 0.00 65609.00 32198.86 Agency Mortgage-Backed Securities GNII SF MB0308 M 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 8602000.00 5893270.02 Agency Mortgage-Backed Securities GNII SF MB0308 M 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 76056879.00 52106919.90 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4085 B1V7KEBTPIMZEU4LTD58 3140W4RF6 2056-01-01 5.000000 0.00 24338944.00 22026596.69 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5483 B1V7KEBTPIMZEU4LTD58 3140W6CV2 2055-12-01 5.500000 0.00 313262.00 282342.03 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6024 B1V7KEBTPIMZEU4LTD58 3140U9VS4 2056-04-01 5.500000 0.00 7622957.00 7346450.57 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4814 B1V7KEBTPIMZEU4LTD58 3140W5K45 2056-03-01 5.000000 0.00 18045471.00 16218527.73 Agency Mortgage-Backed Securities FEPC 06.000 CLQY8627 S6XOOCT0IEG5ABCC6L87 31426TSR9 2055-07-01 6.000000 0.00 7100440.00 4879830.88 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4163 S6XOOCT0IEG5ABCC6L87 3142GUTV5 2055-05-01 6.000000 0.00 26514.00 24015.11 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0324 S6XOOCT0IEG5ABCC6L87 31427MLE9 2055-02-01 5.500000 0.00 1000.00 828.83 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5582 S6XOOCT0IEG5ABCC6L87 3142GWFY0 2055-12-01 5.500000 0.00 4112.00 3705.80 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6013 S6XOOCT0IEG5ABCC6L87 3142GWVF3 2056-03-01 5.000000 0.00 7636864.00 6782743.86 Agency Mortgage-Backed Securities FNMS 04.000 CLAE0628 B1V7KEBTPIMZEU4LTD58 31419AVW4 2040-11-01 4.000000 0.00 1022.00 84.78 Agency Mortgage-Backed Securities GNII SF MA6339 M 549300M8ZYFG0OCMTT87 36179VBG4 2049-12-20 3.500000 0.00 2683448.00 292440.52 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 1922300.00 1906974.46 U.S. Treasuries (including strips) GNII SF DS4602 C 549300M8ZYFG0OCMTT87 3618VRDF6 2056-07-20 6.000000 0.00 1285308.00 1293197.90 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4249 S6XOOCT0IEG5ABCC6L87 31427RWK2 2056-03-01 5.000000 0.00 29423071.00 26292469.10 Agency Mortgage-Backed Securities GNII SF DS9739 C 549300M8ZYFG0OCMTT87 3618VWZC8 2056-06-20 5.000000 0.00 1000.00 938.45 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 24000000.00 23190317.61 U.S. Treasuries (including strips) Freddie Mac 2549001DPIFGXC1TOL40 3137HQQY0 2056-03-25 4.690300 0.00 2058172.00 1708670.74 Agency Collateralized Mortgage Obligation FEPC 05.000 CLQJ8923 S6XOOCT0IEG5ABCC6L87 3133D04G3 2054-11-01 5.000000 0.00 1000.00 880.74 Agency Mortgage-Backed Securities GNII SF DS1666 C 549300M8ZYFG0OCMTT87 3618VMZ71 2056-04-20 6.000000 0.00 1017.00 1023.22 Agency Mortgage-Backed Securities GNII SF DS4478 C 549300M8ZYFG0OCMTT87 3618VQ6P4 2056-06-20 5.500000 0.00 766841.00 752953.84 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4842 B1V7KEBTPIMZEU4LTD58 31418ELY4 2052-12-01 5.500000 0.00 24220074.00 15485194.74 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4179 B1V7KEBTPIMZEU4LTD58 31418DUD2 2035-11-01 2.000000 0.00 1000.00 350.10 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ0528 S6XOOCT0IEG5ABCC6L87 31426WSS0 2055-08-01 5.500000 0.00 2247551.00 1868585.15 Agency Mortgage-Backed Securities FEPC 05.500 CLQY6287 S6XOOCT0IEG5ABCC6L87 31426Q6Z1 2055-06-01 5.500000 0.00 1024.00 821.70 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5293 B1V7KEBTPIMZEU4LTD58 31418E3B4 2054-03-01 4.500000 0.00 674804.00 516993.68 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4512 B1V7KEBTPIMZEU4LTD58 31418EAN0 2052-01-01 2.500000 0.00 90985.00 50990.39 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4031 B1V7KEBTPIMZEU4LTD58 31418DPR7 2050-05-01 4.500000 0.00 896000.00 136870.12 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4121 B1V7KEBTPIMZEU4LTD58 31418DSK9 2050-09-01 3.000000 0.00 1000.00 265.05 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0461 B1V7KEBTPIMZEU4LTD58 3140UFQP2 2056-07-01 5.000000 0.00 1000.00 929.85 Agency Mortgage-Backed Securities FNMS 05.500 CIDG4883 B1V7KEBTPIMZEU4LTD58 3140U8M98 2041-05-01 5.500000 0.00 1001.00 982.52 Agency Mortgage-Backed Securities FNMS 05.500 CLDF2155 B1V7KEBTPIMZEU4LTD58 3140BSMD6 2055-10-01 5.500000 0.00 1294020.00 1207160.14 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8182 S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2.000000 0.00 1053.00 589.70 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1989 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Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 100.00 97.60 U.S. Treasuries (including strips) FNMS 03.000 CLFA1404 B1V7KEBTPIMZEU4LTD58 3140W1R21 2052-09-01 3.000000 0.00 1000.00 738.43 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0501 B1V7KEBTPIMZEU4LTD58 3140W0RX5 2055-01-01 5.500000 0.00 996997.00 853212.21 Agency Mortgage-Backed Securities FNMS 03.000 CLFA5317 B1V7KEBTPIMZEU4LTD58 3140W54B7 2052-03-01 3.000000 0.00 6737848.00 5383867.07 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1100 S6XOOCT0IEG5ABCC6L87 3142GRGJ3 2054-03-01 5.500000 0.00 1024.00 700.17 Agency Mortgage-Backed Securities FEPC 06.500 CLSL5848 S6XOOCT0IEG5ABCC6L87 31427TQA7 2055-08-01 6.500000 0.00 1024.00 982.36 Agency Mortgage-Backed Securities FNMS 06.000 CLFA4596 B1V7KEBTPIMZEU4LTD58 3140W5DA9 2056-02-01 6.000000 0.00 4200000.00 3787743.48 Agency Mortgage-Backed Securities FEPC 05.000 CLSL6124 S6XOOCT0IEG5ABCC6L87 31427TYW0 2056-07-01 5.000000 0.00 40719353.00 37647725.80 Agency Mortgage-Backed Securities FEPC 06.000 CLQH5184 S6XOOCT0IEG5ABCC6L87 3133CHXM2 2053-11-01 6.000000 0.00 1024.00 586.80 Agency Mortgage-Backed Securities FNMS 02.500 CLBP7667 B1V7KEBTPIMZEU4LTD58 3140KFQV0 2050-12-01 2.500000 0.00 1000.00 477.62 Agency Mortgage-Backed Securities FNMS 04.500 CLDG2379 B1V7KEBTPIMZEU4LTD58 3140U5UD6 2056-04-01 4.500000 0.00 1002.00 900.11 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6967 B1V7KEBTPIMZEU4LTD58 3140UAW50 2056-06-01 5.500000 0.00 548075.00 525625.27 Agency Mortgage-Backed Securities FNMS 06.000 CLDG7412 B1V7KEBTPIMZEU4LTD58 3140UBGW7 2056-08-01 6.000000 0.00 1000.00 991.81 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6312 B1V7KEBTPIMZEU4LTD58 3140UAAN5 2056-06-01 5.500000 0.00 4386472.00 4208141.98 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1774 B1V7KEBTPIMZEU4LTD58 3140Q86L4 2047-12-01 4.000000 0.00 1000.00 94.56 Agency Mortgage-Backed Securities FNMS 06.500 CLDD4440 B1V7KEBTPIMZEU4LTD58 3140B45A4 2055-03-01 6.500000 0.00 4506776.00 2460809.23 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6838 S6XOOCT0IEG5ABCC6L87 3142GXS40 2056-06-01 5.500000 0.00 1008.00 954.02 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5136 S6XOOCT0IEG5ABCC6L87 3142GVV65 2055-10-01 5.500000 0.00 1024.00 904.58 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3071 S6XOOCT0IEG5ABCC6L87 3142GTMV5 2054-12-01 5.500000 0.00 1000.00 786.99 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5194 S6XOOCT0IEG5ABCC6L87 3142GVXY2 2055-11-01 5.000000 0.00 1000.00 892.81 Agency Mortgage-Backed Securities FNMS 04.500 CRMA2089 B1V7KEBTPIMZEU4LTD58 31418BKB1 2044-10-01 4.500000 0.00 1000.00 158.73 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5051 S6XOOCT0IEG5ABCC6L87 3142GVTH4 2055-10-01 6.000000 0.00 1024.00 876.90 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1101 S6XOOCT0IEG5ABCC6L87 3142GRGK0 2054-03-01 6.000000 0.00 1000.00 666.88 Agency Mortgage-Backed Securities FEPC 06.500 CLSL0614 S6XOOCT0IEG5ABCC6L87 31427MVG3 2055-03-01 6.500000 0.00 1000.00 773.50 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1231 S6XOOCT0IEG5ABCC6L87 31427NLM9 2055-05-01 5.000000 0.00 1000.00 842.86 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1121 S6XOOCT0IEG5ABCC6L87 31427NG78 2055-05-01 5.500000 0.00 21685664.00 18719748.26 Agency Mortgage-Backed Securities GNII SF MB0421 M 549300M8ZYFG0OCMTT87 3618N5PF0 2055-06-20 4.000000 0.00 1000.00 841.93 Agency Mortgage-Backed Securities GNII SF MB0485 M 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.500000 0.00 30500000.00 23335233.95 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 50000.00 35573.55 U.S. Treasuries (including strips) FNMS 03.500 CLMA4495 B1V7KEBTPIMZEU4LTD58 31418D7H9 2051-12-01 3.500000 0.00 1450000.00 687412.25 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5760 B1V7KEBTPIMZEU4LTD58 31418FMJ3 2055-07-01 5.500000 0.00 1551400.00 1223386.53 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4379 B1V7KEBTPIMZEU4LTD58 31418D2M3 2051-07-01 2.500000 0.00 206020.00 104054.03 Agency Mortgage-Backed Securities GNII SF MA7909 M 549300M8ZYFG0OCMTT87 36179WYE2 2037-03-20 2.000000 0.00 1440244.00 687007.59 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 500.00 500.86 U.S. Treasuries (including strips) FEPC 04.000 CLZS4731 S6XOOCT0IEG5ABCC6L87 3132A5HG3 2047-08-01 4.000000 0.00 1999059.00 188776.43 Agency Mortgage-Backed Securities FEPC 03.500 CLSD5196 S6XOOCT0IEG5ABCC6L87 3132DSXZ0 2052-06-01 3.500000 0.00 7700.00 5240.34 Agency Mortgage-Backed Securities FNMS 04.500 CLFS9443 B1V7KEBTPIMZEU4LTD58 3140XRP58 2054-02-01 4.500000 0.00 1000.00 779.97 Agency Mortgage-Backed Securities GNII SF MA9015 M 549300M8ZYFG0OCMTT87 36179YAQ7 2053-07-20 4.500000 0.00 308281.00 224795.55 Agency Mortgage-Backed Securities GNII SF MA9608 M 549300M8ZYFG0OCMTT87 36179YU93 2054-04-20 7.000000 0.00 50501000.00 12786073.60 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4513 B1V7KEBTPIMZEU4LTD58 3140W5AP9 2056-02-01 4.500000 0.00 1000.00 873.94 Agency Mortgage-Backed Securities 06.000 FGPC P20586 G S6XOOCT0IEG5ABCC6L87 31283YRE0 2034-11-01 6.000000 0.00 2301.00 26.48 Agency Mortgage-Backed Securities FEPC 04.000 CLSL5373 S6XOOCT0IEG5ABCC6L87 31427S6K9 2051-08-01 4.000000 0.00 38810048.00 33492486.42 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2909 S6XOOCT0IEG5ABCC6L87 3142GTGT7 2054-12-01 5.500000 0.00 1000.00 814.81 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4139 S6XOOCT0IEG5ABCC6L87 31427RS50 2056-02-01 5.000000 0.00 5075994.00 4507566.66 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5698 S6XOOCT0IEG5ABCC6L87 31427TKL9 2056-06-01 5.000000 0.00 11456561.00 10467478.92 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5786 S6XOOCT0IEG5ABCC6L87 31427TNC6 2056-07-01 5.000000 0.00 1000.00 928.81 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5845 S6XOOCT0IEG5ABCC6L87 3142GWP78 2056-01-01 5.500000 0.00 20611.00 18989.00 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5221 S6XOOCT0IEG5ABCC6L87 3142GVYT2 2055-11-01 5.000000 0.00 135628960.00 120653790.78 Agency Mortgage-Backed Securities GNPL PN CP2685 549300M8ZYFG0OCMTT87 3617FR6W7 2065-07-15 4.740000 0.00 1030.00 945.92 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ7155 S6XOOCT0IEG5ABCC6L87 3142GX5R4 2056-08-01 6.000000 0.00 55091.00 54168.23 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ6572 S6XOOCT0IEG5ABCC6L87 3142GXJS7 2056-05-01 6.000000 0.00 1024.00 935.02 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0348 B1V7KEBTPIMZEU4LTD58 3140XFL66 2052-01-01 2.000000 0.00 339998.00 180740.32 Agency Mortgage-Backed Securities FNMS 05.500 CLDI5329 B1V7KEBTPIMZEU4LTD58 3140UY4P5 2056-09-01 5.500000 0.00 4158704.00 4020421.09 Agency Mortgage-Backed Securities FNMS 04.500 CTFS1689 B1V7KEBTPIMZEU4LTD58 3140XG2X6 2039-04-01 4.500000 0.00 1000.00 319.79 Agency Mortgage-Backed 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Securities GNRA 2024-200 FB 549300M8ZYFG0OCMTT87 38385BQN3 2054-12-20 4.747800 0.00 1966070.00 1423606.81 Agency Collateralized Mortgage Obligation GNRA 2025-004 FD 549300M8ZYFG0OCMTT87 38385CAH1 2055-01-20 4.747800 0.00 99999000.00 76768568.97 Agency Collateralized Mortgage Obligation GNRA 2023-080 FA 549300M8ZYFG0OCMTT87 38384BPP0 2053-06-20 4.897800 0.00 100000000.00 50303251.17 Agency Collateralized Mortgage Obligation GNRA 2022-024 FB 549300M8ZYFG0OCMTT87 38383FT29 2052-02-20 3.000000 0.00 9711458.00 5315360.31 Agency Collateralized Mortgage Obligation FEPC 05.000 CLRJ6001 S6XOOCT0IEG5ABCC6L87 3142GWU31 2056-03-01 5.000000 0.00 914286.00 834152.86 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3093 S6XOOCT0IEG5ABCC6L87 3142GTNK8 2054-12-01 6.000000 0.00 28381100.00 19876985.74 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2906 S6XOOCT0IEG5ABCC6L87 3142GTGQ3 2054-11-01 5.500000 0.00 13546997.00 11164025.26 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3006 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939909.35 Agency Mortgage-Backed Securities FNMS 05.000 CLDG1950 B1V7KEBTPIMZEU4LTD58 3140U5EY8 2056-04-01 5.000000 0.00 1000.00 937.75 Agency Mortgage-Backed Securities FNMS 05.000 CLDC4697 B1V7KEBTPIMZEU4LTD58 3140ASGF9 2054-10-01 5.000000 0.00 1000.00 911.38 Agency Mortgage-Backed Securities FNMS 05.500 CLBY5067 B1V7KEBTPIMZEU4LTD58 3140NMTZ0 2053-07-01 5.500000 0.00 1000.00 860.03 Agency Mortgage-Backed Securities FNMS 04.000 CRMA1800 B1V7KEBTPIMZEU4LTD58 31418BAA4 2044-01-01 4.000000 0.00 14992999.00 2629575.15 Agency Mortgage-Backed Securities FNMS 03.500 CLAB8725 B1V7KEBTPIMZEU4LTD58 31417FVT2 2043-03-01 3.500000 0.00 66275967.00 11075785.65 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5831 S6XOOCT0IEG5ABCC6L87 3133BFPQ7 2052-07-01 5.000000 0.00 9646896.00 6631419.41 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0416 S6XOOCT0IEG5ABCC6L87 3132DMN92 2043-01-01 3.500000 0.00 14608128.00 4726713.45 Agency Mortgage-Backed Securities FNMS 04.000 GLAB3087 B1V7KEBTPIMZEU4LTD58 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2055-04-01 5.500000 0.00 58079.00 49376.99 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7502 S6XOOCT0IEG5ABCC6L87 3132DVKP9 2049-07-01 3.500000 0.00 1009.00 168.44 Agency Mortgage-Backed Securities FEPC 06.500 CLSD2448 S6XOOCT0IEG5ABCC6L87 3132DPWH7 2053-02-01 6.500000 0.00 1000.00 507.21 Agency Mortgage-Backed Securities FEPC 02.500 CLQD9176 S6XOOCT0IEG5ABCC6L87 3133B7FR4 2052-03-01 2.500000 0.00 1000.00 657.86 Agency Mortgage-Backed Securities FNMS 04.500 CTMA6063 B1V7KEBTPIMZEU4LTD58 31418FWZ6 2046-05-01 4.500000 0.00 6000.00 5398.05 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5498 S6XOOCT0IEG5ABCC6L87 31427TDC7 2056-06-01 5.500000 0.00 295513.00 284059.23 Agency Mortgage-Backed Securities FEPC 06.500 CLSL4790 S6XOOCT0IEG5ABCC6L87 31427SKC1 2055-04-01 6.500000 0.00 1977.00 1732.13 Agency Mortgage-Backed Securities FEPC 06.000 CLQY5125 S6XOOCT0IEG5ABCC6L87 31426PVT9 2055-05-01 6.000000 0.00 1396518.00 1365460.36 Agency Mortgage-Backed Securities GNII SF MB0147 M 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.500000 0.00 2364248.00 1557769.66 Agency Mortgage-Backed Securities GNII SF MB0366 M 549300M8ZYFG0OCMTT87 3618N5MQ9 2055-05-20 5.500000 0.00 10503760.00 7623933.74 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5146 S6XOOCT0IEG5ABCC6L87 31427SWG9 2056-05-01 5.000000 0.00 427575.00 396860.91 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5943 B1V7KEBTPIMZEU4LTD58 31418FS99 2056-01-01 4.500000 0.00 1024.00 893.35 Agency Mortgage-Backed Securities FEPC 06.000 CLSL6019 S6XOOCT0IEG5ABCC6L87 31427TVM5 2056-07-01 6.000000 0.00 4959264.00 4865458.80 Agency Mortgage-Backed Securities FEPC 06.000 CLQY6514 S6XOOCT0IEG5ABCC6L87 31426RGY1 2055-06-01 6.000000 0.00 1084890.00 1064755.33 Agency Mortgage-Backed Securities FNMS 03.500 REAE5424 B1V7KEBTPIMZEU4LTD58 31419GA20 2040-10-01 3.500000 0.00 2007.00 59.19 Agency Mortgage-Backed Securities GNII SF DN0835 C 549300M8ZYFG0OCMTT87 3618M24U8 2055-10-20 6.500000 0.00 1000.00 1043.29 Agency 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Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HNPH5 2055-11-25 4.990300 0.00 1139.00 865.38 Agency Collateralized Mortgage Obligation FEPC 05.500 CLSD8462 S6XOOCT0IEG5ABCC6L87 3132DWMK6 2054-09-01 5.500000 0.00 1019.00 693.09 Agency Mortgage-Backed Securities FEPC 02.000 CLSD4526 S6XOOCT0IEG5ABCC6L87 3132DSA36 2052-03-01 2.000000 0.00 88060.00 56952.89 Agency Mortgage-Backed Securities FNMS 06.500 CLFA4776 B1V7KEBTPIMZEU4LTD58 3140W5JW5 2055-10-01 6.500000 0.00 1000.00 859.14 Agency Mortgage-Backed Securities GNII SF DU3909 C 549300M8ZYFG0OCMTT87 3618WFKW6 2056-08-20 6.000000 0.00 306132.00 311387.20 Agency Mortgage-Backed Securities GNII SF 005115 M 549300M8ZYFG0OCMTT87 36202FVG8 2041-07-20 4.500000 0.00 1987.00 72.48 Agency Mortgage-Backed Securities GNII SF DV1959 C 549300M8ZYFG0OCMTT87 3618WRE80 2056-09-20 6.000000 0.00 14780514.00 14788456.06 Agency Mortgage-Backed Securities GNAR AF MB1229 M 549300M8ZYFG0OCMTT87 3618N6LK1 2056-06-20 4.500000 0.00 1091330.00 1052325.99 Agency Mortgage-Backed Securities GNII SF DR2177 C 549300M8ZYFG0OCMTT87 3618VAM22 2056-06-20 5.500000 0.00 1192918.00 1157149.13 Agency Mortgage-Backed Securities GNII SF DV2008 C 549300M8ZYFG0OCMTT87 3618WRGR6 2056-09-20 6.000000 0.00 1000.00 1002.03 Agency Mortgage-Backed Securities FEPC 06.000 CLTC2523 S6XOOCT0IEG5ABCC6L87 3130G1VR0 2056-08-01 6.000000 0.00 1184058.00 1163501.00 Agency Mortgage-Backed Securities FEPC 05.000 CLTC4783 S6XOOCT0IEG5ABCC6L87 3130G4FZ4 2056-09-01 5.000000 0.00 1000.00 937.99 Agency Mortgage-Backed Securities FEPC 02.000 CLSD4717 S6XOOCT0IEG5ABCC6L87 3132DSG22 2052-08-01 2.000000 0.00 8290.00 5249.92 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8127 S6XOOCT0IEG5ABCC6L87 3132DWA45 2051-02-01 1.500000 0.00 62319.00 31068.48 Agency Mortgage-Backed Securities FEPC 02.000 CLSD7060 S6XOOCT0IEG5ABCC6L87 3132DUZZ3 2052-09-01 2.000000 0.00 11000.00 7473.50 Agency Mortgage-Backed Securities FEPC 06.000 CLTC6135 S6XOOCT0IEG5ABCC6L87 3130G5V59 2056-09-01 6.000000 0.00 1190000.00 1175297.95 Agency Mortgage-Backed Securities FEPC 03.500 CLZL5672 S6XOOCT0IEG5ABCC6L87 3131XMJR7 2043-04-01 3.500000 0.00 2000000.00 116993.04 Agency Mortgage-Backed Securities FEPC 05.500 CLTC1250 S6XOOCT0IEG5ABCC6L87 3130G0H49 2056-08-01 5.500000 0.00 1039200.00 999736.69 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2359 S6XOOCT0IEG5ABCC6L87 3132DPTQ1 2053-02-01 5.500000 0.00 10827584.00 6755452.52 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5384 S6XOOCT0IEG5ABCC6L87 3132DS6V9 2053-07-01 5.500000 0.00 500000.00 380446.03 Agency Mortgage-Backed Securities FEPC 03.000 CIZK8958 S6XOOCT0IEG5ABCC6L87 3131XC5T0 2032-09-01 3.000000 0.00 1000.00 92.08 Agency Mortgage-Backed Securities FNMS 04.000 CLMA6142 B1V7KEBTPIMZEU4LTD58 31418FZG5 2056-08-01 4.000000 0.00 8820560.00 7684735.92 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8256 B1V7KEBTPIMZEU4LTD58 3140QGE60 2050-12-01 2.500000 0.00 1000.00 466.51 Agency Mortgage-Backed Securities FNMS 05.500 CLDD1012 B1V7KEBTPIMZEU4LTD58 3140B1DS2 2055-02-01 5.500000 0.00 1000.00 853.09 Agency Mortgage-Backed Securities FNAR XX.XXX WSBM8039 B1V7KEBTPIMZEU4LTD58 3140JC4Z4 2050-11-01 5.990000 0.00 99398.00 94861.07 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2575 B1V7KEBTPIMZEU4LTD58 3140XH2H9 2051-04-01 2.500000 0.00 1000.00 595.25 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2676 B1V7KEBTPIMZEU4LTD58 3140XH6N2 2052-06-01 3.000000 0.00 18998496.00 12010912.59 Agency Mortgage-Backed Securities GNRA 2024-157 FA 549300M8ZYFG0OCMTT87 38384WBL8 2054-09-20 4.747800 0.00 1002.00 538.44 Agency Collateralized Mortgage Obligation GNRM 2025-005 PB 549300M8ZYFG0OCMTT87 38385CUB2 2054-07-20 5.500000 0.00 1067.00 875.02 Agency Collateralized Mortgage Obligation FNMS 03.500 CTCA4395 B1V7KEBTPIMZEU4LTD58 3140QB3D8 2039-10-01 3.500000 0.00 1001.00 280.12 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4389 B1V7KEBTPIMZEU4LTD58 3140X72X6 2050-09-01 3.500000 0.00 3000000.00 1022776.44 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4099 B1V7KEBTPIMZEU4LTD58 3140X7RV3 2042-10-01 3.500000 0.00 28997799.00 9811450.86 Agency Mortgage-Backed Securities FNMS 03.500 CRAL7653 B1V7KEBTPIMZEU4LTD58 3138EQQF2 2045-06-01 3.500000 0.00 6473.00 891.80 Agency Mortgage-Backed Securities FNMS 02.000 CLFM5026 B1V7KEBTPIMZEU4LTD58 3140X8SQ1 2050-12-01 2.000000 0.00 10000.00 4749.21 Agency Mortgage-Backed Securities FEPC 03.500 CLZM2433 S6XOOCT0IEG5ABCC6L87 3131XVV28 2047-01-01 3.500000 0.00 5264172.00 1538060.14 Agency Mortgage-Backed Securities FEPC 06.000 CLTC4255 S6XOOCT0IEG5ABCC6L87 3130G3TM0 2056-08-01 6.000000 0.00 1000.00 820.09 Agency Mortgage-Backed Securities FEPC 05.500 CLTC4654 S6XOOCT0IEG5ABCC6L87 3130G4BY1 2056-08-01 5.500000 0.00 2527024.00 2431809.67 Agency Mortgage-Backed Securities FNMS 03.000 CLBQ6341 B1V7KEBTPIMZEU4LTD58 3140KSBK2 2050-11-01 3.000000 0.00 98000.00 27542.78 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6817 B1V7KEBTPIMZEU4LTD58 3140JBSF4 2049-11-01 6.028000 0.00 1008.00 224.74 Agency Mortgage-Backed Securities FEPC 04.500 CIQO2551 S6XOOCT0IEG5ABCC6L87 3133WLZQ0 2039-09-01 4.500000 0.00 1000.00 815.24 Agency Mortgage-Backed Securities FNMS 02.000 CLBP6626 B1V7KEBTPIMZEU4LTD58 3140KELG1 2050-08-01 2.000000 0.00 1666.00 759.88 Agency Mortgage-Backed Securities FNMS 06.500 CLDC7461 B1V7KEBTPIMZEU4LTD58 3140AVJF9 2054-11-01 6.500000 0.00 1001.00 774.68 Agency Mortgage-Backed Securities FNMS 05.500 CLDD5380 B1V7KEBTPIMZEU4LTD58 3140B56S1 2055-04-01 5.500000 0.00 2877292.00 2169222.52 Agency Mortgage-Backed Securities FNMS 05.500 CLBT8024 B1V7KEBTPIMZEU4LTD58 3140LW4J3 2053-01-01 5.500000 0.00 1001.00 453.65 Agency Mortgage-Backed Securities FNMS 05.000 CLAL5853 B1V7KEBTPIMZEU4LTD58 3138ENQF9 2044-09-01 5.000000 0.00 1000.00 67.37 Agency Mortgage-Backed Securities GNII SF DR7253 C 549300M8ZYFG0OCMTT87 3618VGBW5 2056-05-20 5.000000 0.00 7722330.00 7121221.97 Agency Mortgage-Backed Securities GNII SF DR4168 C 549300M8ZYFG0OCMTT87 3618VCTZ8 2056-06-20 5.500000 0.00 25148151.00 24321305.87 Agency Mortgage-Backed Securities GNII SP 785785 C 549300M8ZYFG0OCMTT87 3622ABJ60 2051-11-20 3.000000 0.00 4400.00 2688.58 Agency Mortgage-Backed Securities GNII SF DS9747 C 549300M8ZYFG0OCMTT87 3618VWZL8 2056-06-20 5.500000 0.00 1024.00 990.37 Agency Mortgage-Backed Securities FEPC 05.000 CLRQ0136 S6XOOCT0IEG5ABCC6L87 3142J6EJ8 2056-07-01 5.000000 0.00 1008.00 920.22 Agency Mortgage-Backed Securities FNMS 06.500 CLFA6620 B1V7KEBTPIMZEU4LTD58 3140W7LA6 2055-08-01 6.500000 0.00 7466280.00 7550496.36 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6976 B1V7KEBTPIMZEU4LTD58 3140UAXE0 2056-06-01 5.500000 0.00 1005880.00 975281.15 Agency Mortgage-Backed Securities FNMS 03.000 CLFA4708 B1V7KEBTPIMZEU4LTD58 3140W5GS7 2051-04-01 3.000000 0.00 2144.00 1682.48 Agency Mortgage-Backed Securities FNMS 03.000 CLFA5829 B1V7KEBTPIMZEU4LTD58 3140W6PP1 2052-07-01 3.000000 0.00 21489608.00 17259440.55 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5072 B1V7KEBTPIMZEU4LTD58 3140W5T61 2054-11-01 5.000000 0.00 3262784.00 2824352.44 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4928 S6XOOCT0IEG5ABCC6L87 3133BSPM8 2052-12-01 6.000000 0.00 1000.00 416.19 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0895 S6XOOCT0IEG5ABCC6L87 3133BM7G4 2052-10-01 5.000000 0.00 2002.00 1322.53 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8489 S6XOOCT0IEG5ABCC6L87 3132DWNE9 2054-12-01 4.500000 0.00 40000.00 32420.87 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5819 S6XOOCT0IEG5ABCC6L87 3133BTPC8 2052-11-01 5.500000 0.00 1000.00 904.10 Agency Mortgage-Backed Securities FNMS 06.500 CLFA0726 B1V7KEBTPIMZEU4LTD58 3140W0YY5 2055-01-01 6.500000 0.00 17016129.00 12136312.50 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6222 B1V7KEBTPIMZEU4LTD58 3140U94G0 2056-04-01 5.000000 0.00 6487604.00 6031125.40 Agency Mortgage-Backed Securities FEPC 06.000 CLQI9010 S6XOOCT0IEG5ABCC6L87 3133WGAK1 2054-07-01 6.000000 0.00 100000.00 57812.67 Agency Mortgage-Backed Securities FNMS 06.500 CLDD0640 B1V7KEBTPIMZEU4LTD58 3140B0WA2 2055-08-01 6.500000 0.00 2217064.00 2225589.82 Agency Mortgage-Backed Securities FHLMC REMIC SERIES K-117 A-2 20300825 1.4 S6XOOCT0IEG5ABCC6L87 3137FX3Q9 2030-08-25 1.406000 0.00 42946.00 37189.37 Agency Collateralized Mortgage Obligation FNMS 06.000 CLDC9694 B1V7KEBTPIMZEU4LTD58 3140AXXY8 2055-01-01 6.000000 0.00 737130.00 450172.95 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7672 S6XOOCT0IEG5ABCC6L87 3133KPQZ4 2052-07-01 4.500000 0.00 39000.00 26819.01 Agency Mortgage-Backed Securities FNMS 05.500 CLDC1769 B1V7KEBTPIMZEU4LTD58 3140AN6F1 2054-10-01 5.500000 0.00 1000.00 770.76 Agency Mortgage-Backed Securities FEPC 04.500 CTRB5243 S6XOOCT0IEG5ABCC6L87 3133KYZG7 2043-06-01 4.500000 0.00 1568545.00 1058862.70 Agency Mortgage-Backed Securities FNMS 06.500 CLDC9919 B1V7KEBTPIMZEU4LTD58 3140AYAV7 2055-01-01 6.500000 0.00 1003.00 802.54 Agency Mortgage-Backed Securities FNMS 06.000 CLDC9627 B1V7KEBTPIMZEU4LTD58 3140AXVV6 2055-01-01 6.000000 0.00 1434913.00 1194099.28 Agency Mortgage-Backed Securities FNMS 06.000 CLDC7619 B1V7KEBTPIMZEU4LTD58 3140AVPD7 2054-10-01 6.000000 0.00 287604.00 281811.31 Agency Mortgage-Backed Securities FNMS 07.000 CLDC7350 B1V7KEBTPIMZEU4LTD58 3140AVEY3 2054-11-01 7.000000 0.00 1000.00 899.91 Agency Mortgage-Backed Securities FNMS 05.500 CLDH2282 B1V7KEBTPIMZEU4LTD58 3140UHRC6 2056-06-01 5.500000 0.00 4082210.00 3926790.39 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2898 B1V7KEBTPIMZEU4LTD58 3140XJGG2 2052-09-01 4.500000 0.00 1000.00 611.66 Agency Mortgage-Backed Securities FNMS 04.500 CLDD6866 B1V7KEBTPIMZEU4LTD58 3140B7TY9 2055-02-01 4.500000 0.00 1000.00 888.90 Agency Mortgage-Backed Securities FEPC 04.500 CIQO4057 S6XOOCT0IEG5ABCC6L87 3133WNQJ2 2040-08-01 4.500000 0.00 4000512.00 2569445.28 Agency Mortgage-Backed Securities FEPC 06.500 CLQI6285 S6XOOCT0IEG5ABCC6L87 3133WC6W9 2054-05-01 6.500000 0.00 13156272.00 8205255.74 Agency Mortgage-Backed Securities FEPC 04.500 CIQO5396 S6XOOCT0IEG5ABCC6L87 3133WP7H2 2041-04-01 4.500000 0.00 1478490.00 1374740.11 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ2535 S6XOOCT0IEG5ABCC6L87 3133CSY88 2054-08-01 6.500000 0.00 1439224.00 873013.69 Agency Mortgage-Backed Securities FEPC 01.500 CIRC1879 S6XOOCT0IEG5ABCC6L87 3133L8CQ6 2036-03-01 1.500000 0.00 738803.00 303818.76 Agency Mortgage-Backed Securities FNMS 05.500 CLDE8709 B1V7KEBTPIMZEU4LTD58 3140BMVB3 2055-09-01 5.500000 0.00 1081450.00 1026466.78 Agency Mortgage-Backed Securities GNCL CL DT0328 549300M8ZYFG0OCMTT87 3618VYLH8 2068-09-15 5.490000 0.00 19350000.00 19082708.77 Agency Mortgage-Backed Securities GNII SF DS6800 C 549300M8ZYFG0OCMTT87 3618VTRV2 2056-06-20 5.500000 0.00 1000.00 972.66 Agency Mortgage-Backed Securities GNRA 2026-028 PF 549300M8ZYFG0OCMTT87 38385NAE4 2056-02-20 4.647800 0.00 1959924.00 1872552.63 Agency Collateralized Mortgage Obligation FNMS 06.000 CLDI5307 B1V7KEBTPIMZEU4LTD58 3140UY3R2 2056-09-01 6.000000 0.00 1387894.00 1387319.87 Agency Mortgage-Backed Securities FNMS 02.000 CLFM5835 B1V7KEBTPIMZEU4LTD58 3140X9PV1 2051-02-01 2.000000 0.00 3530234.00 1912754.72 Agency Mortgage-Backed Securities FNMS 04.000 CLFM8216 B1V7KEBTPIMZEU4LTD58 3140XCDW5 2048-11-01 4.000000 0.00 62000.00 21269.74 Agency Mortgage-Backed Securities FNMS 05.500 CLDI6665 B1V7KEBTPIMZEU4LTD58 3140V1MP6 2056-09-01 5.500000 0.00 2740528.00 2633141.93 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0727 B1V7KEBTPIMZEU4LTD58 3140UFYZ1 2056-06-01 5.000000 0.00 1001.00 933.04 Agency Mortgage-Backed Securities FNMS 05.000 CLDH2108 B1V7KEBTPIMZEU4LTD58 3140UHKW9 2056-06-01 5.000000 0.00 1246000.00 1158774.91 Agency Mortgage-Backed Securities FNMS 02.000 CLBU5903 B1V7KEBTPIMZEU4LTD58 3140M7RZ6 2051-12-01 2.000000 0.00 13525800.00 7165958.94 Agency Mortgage-Backed Securities FNMS 02.000 CLFM7078 B1V7KEBTPIMZEU4LTD58 3140XA2L5 2051-04-01 2.000000 0.00 1000.00 492.00 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6947 B1V7KEBTPIMZEU4LTD58 3140UAWH4 2056-05-01 5.500000 0.00 2000.00 1921.21 Agency Mortgage-Backed Securities FNMS 07.000 CLDB6118 B1V7KEBTPIMZEU4LTD58 3140AFYQ3 2054-07-01 7.000000 0.00 1248916.00 433539.22 Agency Mortgage-Backed Securities FNMS 05.500 CLDC2953 B1V7KEBTPIMZEU4LTD58 3140AQH70 2054-09-01 5.500000 0.00 1000.00 849.30 Agency Mortgage-Backed Securities FNMS 06.000 CLDB8982 B1V7KEBTPIMZEU4LTD58 3140AJ6U7 2054-08-01 6.000000 0.00 1483402.00 1118321.86 Agency Mortgage-Backed Securities FNMS 04.500 CIDC2919 B1V7KEBTPIMZEU4LTD58 3140AQG55 2039-09-01 4.500000 0.00 1000.00 670.33 Agency Mortgage-Backed Securities FEPC 05.500 CLQH0408 S6XOOCT0IEG5ABCC6L87 3133CCNZ5 2053-09-01 5.500000 0.00 1052630.00 975213.63 Agency Mortgage-Backed Securities FEPC 07.500 CLQH9049 S6XOOCT0IEG5ABCC6L87 3133CNBS0 2054-02-01 7.500000 0.00 1000.00 648.09 Agency Mortgage-Backed Securities FNMS 06.500 CLDC1413 B1V7KEBTPIMZEU4LTD58 3140ANSB6 2054-08-01 6.500000 0.00 1000.00 902.25 Agency Mortgage-Backed Securities FEPC 06.500 CLQG3848 S6XOOCT0IEG5ABCC6L87 3133C4HZ0 2053-05-01 6.500000 0.00 1466900.00 1206023.35 Agency Mortgage-Backed Securities FNMS 07.000 CKDC0835 B1V7KEBTPIMZEU4LTD58 3140AM4V0 2055-02-01 7.000000 0.00 1000.00 483.91 Agency Mortgage-Backed Securities FNMS 06.500 CLDC0245 B1V7KEBTPIMZEU4LTD58 3140AMHX2 2054-08-01 6.500000 0.00 1026.00 596.62 Agency Mortgage-Backed Securities FEPC 04.000 CLQE6074 S6XOOCT0IEG5ABCC6L87 3133BFXB1 2052-07-01 4.000000 0.00 4000.00 2730.44 Agency Mortgage-Backed Securities FNMS 06.000 CLDB8386 B1V7KEBTPIMZEU4LTD58 3140AJJ82 2054-07-01 6.000000 0.00 4846928.00 4236112.02 Agency Mortgage-Backed Securities FEPC 06.000 CLQG1173 S6XOOCT0IEG5ABCC6L87 3133C1JS0 2053-04-01 6.000000 0.00 1410950.00 1351148.84 Agency Mortgage-Backed Securities GNRA 2023-149 YF 549300M8ZYFG0OCMTT87 38384DGD3 2053-10-20 4.947800 0.00 4335.00 968.89 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 570000.00 569592.83 U.S. Treasuries (including strips) MNAR XX.XXX HY387952 B1V7KEBTPIMZEU4LTD58 31377U5M1 2038-09-01 3.880000 0.00 1000.00 826.61 Agency Mortgage-Backed Securities FEPC 02.500 CLQD9176 S6XOOCT0IEG5ABCC6L87 3133B7FR4 2052-03-01 2.500000 0.00 1000.00 657.86 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BPCC3 2052-10-25 4.560300 0.00 70316.00 43404.60 Agency Collateralized Mortgage Obligation FEPC 05.000 CLQE4965 S6XOOCT0IEG5ABCC6L87 3133BEQS5 2052-06-01 5.000000 0.00 1000.00 665.50 Agency Mortgage-Backed Securities FNMS 04.500 CLDB2624 B1V7KEBTPIMZEU4LTD58 3140AB4J1 2054-04-01 4.500000 0.00 1000.00 856.82 Agency Mortgage-Backed Securities FNMS 05.500 CLDB3174 B1V7KEBTPIMZEU4LTD58 3140ACQ48 2054-04-01 5.500000 0.00 1000.00 741.36 Agency Mortgage-Backed Securities FNMS 05.500 CLDA6823 B1V7KEBTPIMZEU4LTD58 3140A7SM7 2056-04-01 5.500000 0.00 1024042.00 981679.39 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BU3V0 2055-02-25 5.490300 0.00 800691.00 479089.73 Agency Collateralized Mortgage Obligation FNMS 05.500 CLDA6473 B1V7KEBTPIMZEU4LTD58 3140A7FP4 2054-03-01 5.500000 0.00 1000.00 952.43 Agency Mortgage-Backed Securities FNMS 04.000 CR310226 B1V7KEBTPIMZEU4LTD58 31374CSP2 2046-06-25 4.000000 0.00 1014.00 656.34 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8515 S6XOOCT0IEG5ABCC6L87 3132DWN82 2055-03-01 5.500000 0.00 20000.00 14700.67 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8225 S6XOOCT0IEG5ABCC6L87 3132DWD67 2052-07-01 3.000000 0.00 3000.00 1921.63 Agency Mortgage-Backed Securities FNMS 04.500 CLDF8869 B1V7KEBTPIMZEU4LTD58 3140U02B2 2056-01-01 4.500000 0.00 1002.00 821.54 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0725 B1V7KEBTPIMZEU4LTD58 3140W0YX7 2054-01-01 6.000000 0.00 389184.00 244007.00 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8417 S6XOOCT0IEG5ABCC6L87 3132DWK69 2054-03-01 4.500000 0.00 1000.00 764.27 Agency Mortgage-Backed Securities FHLMC REMIC SERIES K-108 A-2 20300325 1.5 S6XOOCT0IEG5ABCC6L87 3137FTBM8 2030-03-25 1.517000 0.00 2022.00 1792.92 Agency Collateralized Mortgage Obligation Freddie Mac 2549001DPIFGXC1TOL40 3137FQLH4 2042-11-15 4.175200 0.00 1685.00 350.63 Agency Collateralized Mortgage Obligation FNMS 05.500 CLDF8814 B1V7KEBTPIMZEU4LTD58 3140U0YL5 2056-01-01 5.500000 0.00 1020.00 932.33 Agency Mortgage-Backed Securities FNMS 06.500 CLDI5441 B1V7KEBTPIMZEU4LTD58 3140V0BK1 2056-09-01 6.500000 0.00 1176950.00 1194616.15 Agency Mortgage-Backed Securities FNMS 06.000 CLDI6659 B1V7KEBTPIMZEU4LTD58 3140V1MH4 2056-09-01 6.000000 0.00 1487696.00 1483606.82 Agency Mortgage-Backed Securities FNMS 05.500 CLDI4654 B1V7KEBTPIMZEU4LTD58 3140UYE41 2056-09-01 5.500000 0.00 1100260.00 1058801.71 Agency Mortgage-Backed Securities GNII SF DU8512 C 549300M8ZYFG0OCMTT87 3618WLN59 2056-09-20 6.000000 0.00 1014.00 1024.36 Agency Mortgage-Backed Securities GNII SF DR0303 C 549300M8ZYFG0OCMTT87 3618V8KQ6 2056-05-20 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05.500 CLDG4461 B1V7KEBTPIMZEU4LTD58 3140U75X6 2056-03-01 5.500000 0.00 6498163.00 6219376.65 Agency Mortgage-Backed Securities FNMS 04.500 CLDC7048 B1V7KEBTPIMZEU4LTD58 3140AUZN6 2054-11-01 4.500000 0.00 1002.00 883.29 Agency Mortgage-Backed Securities FNMS 05.500 CLBY0557 B1V7KEBTPIMZEU4LTD58 3140NGTP5 2053-05-01 5.500000 0.00 92483.00 56852.40 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9799 B1V7KEBTPIMZEU4LTD58 3140QV3H5 2055-01-01 5.500000 0.00 1000.00 795.06 Agency Mortgage-Backed Securities FNMS 06.500 CLDC1658 B1V7KEBTPIMZEU4LTD58 3140ANZY8 2054-09-01 6.500000 0.00 833330.00 359768.24 Agency Mortgage-Backed Securities FEPC 04.000 CLZT1545 S6XOOCT0IEG5ABCC6L87 3132ADWE4 2048-12-01 4.000000 0.00 2210998.00 123669.03 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3886 B1V7KEBTPIMZEU4LTD58 3140NLJ83 2053-06-01 5.500000 0.00 1000.00 925.28 Agency Mortgage-Backed Securities FNMS 05.500 CLDG5315 B1V7KEBTPIMZEU4LTD58 3140U83Z1 2056-04-01 5.500000 0.00 800218.00 771589.58 Agency Mortgage-Backed Securities FNMS 04.500 CLDG3589 B1V7KEBTPIMZEU4LTD58 3140U67B4 2056-03-01 4.500000 0.00 1024.00 900.80 Agency Mortgage-Backed Securities FNMS 04.500 CLBY3002 B1V7KEBTPIMZEU4LTD58 3140NKKQ3 2053-05-01 4.500000 0.00 1180550.00 1009796.70 Agency Mortgage-Backed Securities FNMS 05.500 CLBY2967 B1V7KEBTPIMZEU4LTD58 3140NKJM4 2053-05-01 5.500000 0.00 95000.00 58739.34 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0889 B1V7KEBTPIMZEU4LTD58 3140NG7B0 2053-04-01 5.000000 0.00 2015.00 1491.18 Agency Mortgage-Backed Securities FNMS 05.500 CIDF9049 B1V7KEBTPIMZEU4LTD58 3140U1BT1 2041-01-01 5.500000 0.00 3004.00 2654.33 Agency Mortgage-Backed Securities FNMS 06.000 CLDG1178 B1V7KEBTPIMZEU4LTD58 3140U4JY6 2056-01-01 6.000000 0.00 1000.00 1011.28 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4663 S6XOOCT0IEG5ABCC6L87 3132A5FC4 2046-05-01 3.500000 0.00 500000.00 44744.70 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4659 S6XOOCT0IEG5ABCC6L87 3132A5E84 2046-04-01 3.500000 0.00 10531000.00 941338.49 Agency Mortgage-Backed Securities FEPC 05.500 CLTC2493 S6XOOCT0IEG5ABCC6L87 3130G1UT7 2056-08-01 5.500000 0.00 1000484.00 962943.08 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4654 S6XOOCT0IEG5ABCC6L87 3132A5E35 2046-03-01 3.000000 0.00 677533.00 76783.55 Agency Mortgage-Backed Securities FEPC 05.500 CLTC1808 S6XOOCT0IEG5ABCC6L87 3130G03S1 2056-07-01 5.500000 0.00 1443218.00 1391500.66 Agency Mortgage-Backed Securities FEPC 05.000 CLTC2599 S6XOOCT0IEG5ABCC6L87 3130G1X56 2056-08-01 5.000000 0.00 1004054.00 938853.73 Agency Mortgage-Backed Securities FEPC 03.500 CLZT1951 S6XOOCT0IEG5ABCC6L87 3132AEEY8 2049-05-01 3.500000 0.00 1012.00 66.33 Agency Mortgage-Backed Securities FEPC 05.500 CLTC2130 S6XOOCT0IEG5ABCC6L87 3130G1HG0 2056-07-01 5.500000 0.00 1000.00 960.28 Agency Mortgage-Backed Securities FEPC 02.500 CIZS6993 S6XOOCT0IEG5ABCC6L87 3132A7XW6 2029-07-01 2.500000 0.00 1000.00 26.96 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6628 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Mortgage-Backed Securities GNII SF DU5504 C 549300M8ZYFG0OCMTT87 3618WHDH3 2056-09-20 5.500000 0.00 1000.00 974.30 Agency Mortgage-Backed Securities GNCL CL DU5357 549300M8ZYFG0OCMTT87 3618WG5S0 2068-07-15 5.330000 0.00 17061233.00 16528796.46 Agency Mortgage-Backed Securities GNII SF DU3643 C 549300M8ZYFG0OCMTT87 3618WFBL0 2056-09-20 6.000000 0.00 1012.00 1016.32 Agency Mortgage-Backed Securities GNII SF DV1926 C 549300M8ZYFG0OCMTT87 3618WRD73 2056-09-20 6.000000 0.00 4604261.00 4610169.80 Agency Mortgage-Backed Securities FNMS 04.500 CLFS6348 B1V7KEBTPIMZEU4LTD58 3140XNBS2 2050-09-01 4.500000 0.00 1561000.00 1010703.56 Agency Mortgage-Backed Securities FNMS 05.500 CLDF9366 B1V7KEBTPIMZEU4LTD58 3140U1MQ5 2056-01-01 5.500000 0.00 1008.00 964.30 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9524 B1V7KEBTPIMZEU4LTD58 3140QVSN5 2054-11-01 6.500000 0.00 1024.00 883.20 Agency Mortgage-Backed Securities FNMS 05.000 CLFA6256 B1V7KEBTPIMZEU4LTD58 3140W65S7 2056-06-01 5.000000 0.00 1000.00 930.58 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5941 B1V7KEBTPIMZEU4LTD58 3140W6S78 2055-08-01 5.500000 0.00 20607520.00 18979679.95 Agency Mortgage-Backed Securities FKAR 04.550 WDWD0081 S6XOOCT0IEG5ABCC6L87 3142KDCT1 2036-06-01 4.550000 0.00 5412864.00 5035670.08 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5896 B1V7KEBTPIMZEU4LTD58 3140W6RS3 2050-10-01 5.000000 0.00 7018.00 6354.95 Agency Mortgage-Backed Securities FNMS 05.000 CLFA6432 B1V7KEBTPIMZEU4LTD58 3140W7EE6 2056-07-01 5.000000 0.00 1000.00 932.27 Agency Mortgage-Backed Securities FNMS 02.000 CLFA5867 B1V7KEBTPIMZEU4LTD58 3140W6QV7 2052-02-01 2.000000 0.00 8964500.00 6640533.79 Agency Mortgage-Backed Securities FNMS 04.000 CIBM4787 B1V7KEBTPIMZEU4LTD58 3140J9J93 2033-10-01 4.000000 0.00 1000.00 136.87 Agency Mortgage-Backed Securities FNMS 05.500 CLDA6611 B1V7KEBTPIMZEU4LTD58 3140A7KZ6 2054-03-01 5.500000 0.00 2005.00 1557.64 Agency Mortgage-Backed Securities FNMS 07.500 CLDA4663 B1V7KEBTPIMZEU4LTD58 3140A5FD5 2053-12-01 7.500000 0.00 1000.00 525.18 Agency Mortgage-Backed Securities FEPC 04.500 CTRB5339 S6XOOCT0IEG5ABCC6L87 3133KY4Y2 2045-02-01 4.500000 0.00 1000.00 876.14 Agency Mortgage-Backed Securities FEPC 03.000 CLZL6730 S6XOOCT0IEG5ABCC6L87 3131XNPP2 2043-07-01 3.000000 0.00 7890816.00 1005680.42 Agency Mortgage-Backed Securities FEPC 04.500 CLZL1169 S6XOOCT0IEG5ABCC6L87 3131XGJN9 2041-04-01 4.500000 0.00 118359.00 7924.83 Agency Mortgage-Backed Securities FNMS 06.000 CLDG0289 B1V7KEBTPIMZEU4LTD58 3140U3KB6 2056-01-01 6.000000 0.00 1255112.00 1085085.83 Agency Mortgage-Backed Securities FNMS 06.500 CLDC2241 B1V7KEBTPIMZEU4LTD58 3140APP32 2054-09-01 6.500000 0.00 1000.00 557.84 Agency Mortgage-Backed Securities FEPC 06.000 CLSL5715 S6XOOCT0IEG5ABCC6L87 31427TK54 2056-05-01 6.000000 0.00 1321610.00 1266278.07 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 54518600.00 47816233.24 U.S. Treasuries (including strips) FEPC 03.500 CTZJ9466 S6XOOCT0IEG5ABCC6L87 3131X1QT1 2032-09-01 3.500000 0.00 1005.00 69.46 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5470 B1V7KEBTPIMZEU4LTD58 3140XMCG9 2053-07-01 5.500000 0.00 339576.00 246783.82 Agency Mortgage-Backed Securities FNMS 05.560 CA846209 B1V7KEBTPIMZEU4LTD58 31408BDN5 2035-09-01 5.560000 0.00 1000.00 398.21 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8790 S6XOOCT0IEG5ABCC6L87 3133KQXT8 2053-04-01 5.000000 0.00 94480.00 60888.04 Agency Mortgage-Backed Securities FNMS 03.000 I6BF0497 B1V7KEBTPIMZEU4LTD58 3140FXRT1 2060-07-01 3.000000 0.00 45657536.00 18894689.24 Agency Mortgage-Backed Securities FNMS 02.000 CLBK8506 B1V7KEBTPIMZEU4LTD58 3140HNNY4 2050-12-01 2.000000 0.00 1000.00 495.53 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7115 S6XOOCT0IEG5ABCC6L87 3133KN3Y7 2052-04-01 4.000000 0.00 73000.00 37542.71 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1066 B1V7KEBTPIMZEU4LTD58 3140J5FG9 2047-02-01 4.000000 0.00 474000.00 52717.72 Agency Mortgage-Backed Securities MNAR XX.XXX HXBL5691 B1V7KEBTPIMZEU4LTD58 3140HXKD1 2027-03-01 1.770000 0.00 4757303.00 4693868.33 Agency Mortgage-Backed Securities 07.000 FGPC G02061 G S6XOOCT0IEG5ABCC6L87 3128LXJE1 2036-01-01 7.000000 0.00 702626.00 6118.98 Agency Mortgage-Backed Securities FEPC 03.000 CTZA2471 S6XOOCT0IEG5ABCC6L87 31329KW83 2037-09-01 3.000000 0.00 3456420.00 402482.00 Agency Mortgage-Backed Securities FEPC 04.000 CLSD2215 S6XOOCT0IEG5ABCC6L87 3132DPN87 2052-10-01 4.000000 0.00 1353000.00 886504.45 Agency Mortgage-Backed Securities FEPC 05.000 CLTC5332 S6XOOCT0IEG5ABCC6L87 3130G4Y67 2056-09-01 5.000000 0.00 1000.00 932.89 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2758 S6XOOCT0IEG5ABCC6L87 3132DQB39 2053-04-01 5.500000 0.00 1000.00 655.71 Agency Mortgage-Backed Securities FEPC 05.000 CLTC4959 S6XOOCT0IEG5ABCC6L87 3130G4MH6 2056-09-01 5.000000 0.00 1000.00 937.29 Agency Mortgage-Backed Securities FEPC 05.000 CLTC5829 S6XOOCT0IEG5ABCC6L87 3130G5LK7 2056-09-01 5.000000 0.00 1644742.00 1532413.98 Agency Mortgage-Backed Securities FEPC 05.500 CLTC6239 S6XOOCT0IEG5ABCC6L87 3130G5ZD8 2056-08-01 5.500000 0.00 1156928.00 1112441.29 Agency Mortgage-Backed Securities FEPC 05.000 CLTC5806 S6XOOCT0IEG5ABCC6L87 3130G5KU6 2056-09-01 5.000000 0.00 2528388.00 2358649.17 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0.00 0.00 2424000.00 2420097.36 U.S. Treasuries (including strips) GNII SF DT1956 C 549300M8ZYFG0OCMTT87 3618W1E53 2056-07-20 6.000000 0.00 1951022.00 1959285.55 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9239 B1V7KEBTPIMZEU4LTD58 3140QVHR8 2054-09-01 5.500000 0.00 358444.00 251312.16 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5876 B1V7KEBTPIMZEU4LTD58 3140XMQ66 2052-05-01 2.500000 0.00 4585722.00 2874450.51 Agency Mortgage-Backed Securities GNII SF DU2320 C 549300M8ZYFG0OCMTT87 3618WDSH6 2056-09-20 6.000000 0.00 1000.00 1011.73 Agency Mortgage-Backed Securities GNII SF DT3581 C 549300M8ZYFG0OCMTT87 3618W26S0 2056-07-20 6.000000 0.00 1000.00 1005.01 Agency Mortgage-Backed Securities FNMS 05.500 CLAC9080 B1V7KEBTPIMZEU4LTD58 31417WCS8 2038-01-01 5.500000 0.00 11455888.00 594663.52 Agency Mortgage-Backed Securities GNII SF DU3442 C 549300M8ZYFG0OCMTT87 3618WEZF0 2056-08-20 6.000000 0.00 1000.00 1003.12 Agency Mortgage-Backed Securities GNII SF DU1976 C 549300M8ZYFG0OCMTT87 3618WDFR8 2056-07-20 6.500000 0.00 1000.00 1052.12 Agency Mortgage-Backed Securities GNII SF DU3912 C 549300M8ZYFG0OCMTT87 3618WFKZ9 2056-08-20 6.500000 0.00 2000.00 2105.99 Agency Mortgage-Backed Securities GNII SF DU2914 C 549300M8ZYFG0OCMTT87 3618WEGX2 2056-09-20 6.000000 0.00 1000.00 997.82 Agency Mortgage-Backed Securities GNII SF DU3956 C 549300M8ZYFG0OCMTT87 3618WFMD6 2056-08-20 6.000000 0.00 1000.00 1018.29 Agency Mortgage-Backed Securities GNII SF DU5935 C 549300M8ZYFG0OCMTT87 3618WHSY0 2056-08-20 6.000000 0.00 1000.00 1000.08 Agency Mortgage-Backed Securities GNRM 2026-010 AY 549300M8ZYFG0OCMTT87 38385LQ92 2056-01-20 4.500000 0.00 1210.00 974.41 Agency Collateralized Mortgage Obligation FNMS 05.500 CLCB7475 B1V7KEBTPIMZEU4LTD58 3140QTJV2 2053-11-01 5.500000 0.00 1024.00 759.25 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3174 S6XOOCT0IEG5ABCC6L87 3132DQQ33 2053-06-01 5.500000 0.00 1600000.00 1061825.57 Agency Mortgage-Backed Securities FNMS 02.500 CLAP3118 B1V7KEBTPIMZEU4LTD58 3138M6PC5 2042-11-01 2.500000 0.00 1000.00 191.69 Agency Mortgage-Backed Securities FNMS 06.000 CIBY3150 B1V7KEBTPIMZEU4LTD58 3140NKQC8 2038-05-01 6.000000 0.00 1000000.00 477031.45 Agency Mortgage-Backed Securities FNMS 06.000 CLDB2495 B1V7KEBTPIMZEU4LTD58 3140ABXZ3 2054-05-01 6.000000 0.00 1000.00 516.00 Agency Mortgage-Backed Securities FNMS 05.500 CLDB3132 B1V7KEBTPIMZEU4LTD58 3140ACPS6 2054-06-01 5.500000 0.00 1000.00 622.73 Agency Mortgage-Backed Securities FNMS 06.500 CLBW5096 B1V7KEBTPIMZEU4LTD58 3140MWUW4 2053-01-01 6.500000 0.00 2236.00 1044.64 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8157 B1V7KEBTPIMZEU4LTD58 3140QUB39 2054-03-01 6.000000 0.00 1000.00 714.50 Agency Mortgage-Backed Securities FEPC 02.500 CTSC0151 S6XOOCT0IEG5ABCC6L87 3132D9EY6 2041-06-01 2.500000 0.00 250000.00 120017.20 Agency Mortgage-Backed Securities FEPC 05.500 CISB8319 S6XOOCT0IEG5ABCC6L87 3132D6G46 2039-08-01 5.500000 0.00 1000.00 433.06 Agency Mortgage-Backed Securities FEPC 03.000 CLQC6768 S6XOOCT0IEG5ABCC6L87 3133ARQV0 2051-09-01 3.000000 0.00 400000.00 209903.89 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3064 S6XOOCT0IEG5ABCC6L87 3131XWMM2 2047-04-01 4.500000 0.00 2000.00 196.39 Agency Mortgage-Backed Securities FEPC 02.000 CLQC2565 S6XOOCT0IEG5ABCC6L87 3133ALZ68 2051-06-01 2.000000 0.00 2365000.00 1259311.45 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 100.00 100.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 3862500.00 3707555.81 U.S. Treasuries (including strips) FEPC 05.000 CLSL5544 S6XOOCT0IEG5ABCC6L87 31427TES1 2056-05-01 5.000000 0.00 6801668.00 6161620.98 Agency Mortgage-Backed Securities GNRM 2026-089 BT 549300M8ZYFG0OCMTT87 38385RQ24 2056-05-20 4.500000 0.00 6726.00 6122.26 Agency Collateralized Mortgage Obligation FNMS 05.500 CLFA3485 B1V7KEBTPIMZEU4LTD58 3140W32T5 2055-09-01 5.500000 0.00 20975562.00 18546448.75 Agency Mortgage-Backed Securities FNMS 06.000 CIMA5178 B1V7KEBTPIMZEU4LTD58 31418EXG0 2038-10-01 6.000000 0.00 668056.00 252676.53 Agency Mortgage-Backed Securities FNMS 04.000 CICA2527 B1V7KEBTPIMZEU4LTD58 3140Q9YZ0 2033-10-01 4.000000 0.00 1000.00 156.41 Agency Mortgage-Backed Securities FNMS 05.000 CLDI0047 B1V7KEBTPIMZEU4LTD58 3140UTBR4 2056-07-01 5.000000 0.00 1000.00 875.14 Agency Mortgage-Backed Securities GNII SF DT1593 C 549300M8ZYFG0OCMTT87 3618W0XW5 2056-06-20 6.500000 0.00 1000.00 1028.78 Agency Mortgage-Backed Securities GNII ET DV3276 C 549300M8ZYFG0OCMTT87 3618WST90 2066-09-20 6.500000 0.00 3157080.00 3187587.21 Agency Mortgage-Backed Securities GNII SF DT3766 C 549300M8ZYFG0OCMTT87 3618W3FF6 2056-06-20 6.000000 0.00 1385394.00 1402232.15 Agency Mortgage-Backed Securities GNII SF DS8660 C 549300M8ZYFG0OCMTT87 3618VVTR4 2056-07-20 6.500000 0.00 969564.00 989352.60 Agency Mortgage-Backed Securities GNII SF DT0210 C 549300M8ZYFG0OCMTT87 3618VYGT8 2056-07-20 5.500000 0.00 1000.00 978.42 Agency Mortgage-Backed Securities GNII SF AU5856 C 549300M8ZYFG0OCMTT87 36194TQH2 2046-07-20 3.500000 0.00 1000.00 87.28 Agency Mortgage-Backed Securities GNII SF DT4124 C 549300M8ZYFG0OCMTT87 3618W3SM7 2056-07-20 6.000000 0.00 2482634.00 2488182.42 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8085 B1V7KEBTPIMZEU4LTD58 3140QT6X2 2054-02-01 6.000000 0.00 1001.00 801.98 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6880 B1V7KEBTPIMZEU4LTD58 3140NBUE9 2053-02-01 5.500000 0.00 1000.00 581.36 Agency Mortgage-Backed Securities FNMS 05.000 CLDI0313 B1V7KEBTPIMZEU4LTD58 3140UTK37 2056-09-01 5.000000 0.00 1049020.00 982719.81 Agency Mortgage-Backed Securities FNMS 05.500 CLDI2152 B1V7KEBTPIMZEU4LTD58 3140UVMA4 2056-09-01 5.500000 0.00 1517244.00 1457978.33 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1011 S6XOOCT0IEG5ABCC6L87 3132DNDQ3 2052-04-01 2.500000 0.00 1593972.00 959353.57 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AKTK9 2054-08-25 4.085200 0.00 4002.00 220.69 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BQLF4 2053-10-25 4.990300 0.00 1019.00 469.12 Agency Collateralized Mortgage Obligation FEPC 04.000 CLSD1524 S6XOOCT0IEG5ABCC6L87 3132DNVR1 2052-08-01 4.000000 0.00 2440000.00 1492775.66 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2337 S6XOOCT0IEG5ABCC6L87 3132DPS25 2052-09-01 5.500000 0.00 641660.00 385868.14 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2909 S6XOOCT0IEG5ABCC6L87 3142GTGT7 2054-12-01 5.500000 0.00 462702.00 377015.31 Agency Mortgage-Backed Securities GNII SF DU8144 C 549300M8ZYFG0OCMTT87 3618WLBM5 2056-09-20 5.500000 0.00 1280010.00 1248769.51 Agency Mortgage-Backed Securities GNII SF DV2003 C 549300M8ZYFG0OCMTT87 3618WRGL9 2056-09-20 5.500000 0.00 2422100.00 2395388.01 Agency Mortgage-Backed Securities GNII SF DV3031 C 549300M8ZYFG0OCMTT87 3618WSLL1 2056-09-20 6.000000 0.00 1105870.00 1121596.95 Agency Mortgage-Backed Securities GNII SF DU8556 C 549300M8ZYFG0OCMTT87 3618WLQH0 2056-09-20 5.500000 0.00 1000.00 972.80 Agency Mortgage-Backed Securities FNMS 05.500 CLDG2362 B1V7KEBTPIMZEU4LTD58 3140U5TU0 2056-03-01 5.500000 0.00 1000.00 956.60 Agency Mortgage-Backed Securities FNMS 03.500 CLFM9993 B1V7KEBTPIMZEU4LTD58 3140XEC77 2051-07-01 3.500000 0.00 184900.00 79581.29 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AT6Z2 2046-11-25 4.135200 0.00 17874.00 1402.38 Agency Collateralized Mortgage Obligation FNMS 02.000 CIFM7261 B1V7KEBTPIMZEU4LTD58 3140XBB74 2036-05-01 2.000000 0.00 1010.00 374.09 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4393 B1V7KEBTPIMZEU4LTD58 3140L23B7 2051-03-01 2.000000 0.00 1000.00 502.53 Agency Mortgage-Backed Securities FNMS 05.000 CLDF9348 B1V7KEBTPIMZEU4LTD58 3140U1L60 2056-01-01 5.000000 0.00 1000.00 926.88 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS5337 B1V7KEBTPIMZEU4LTD58 3140LF4X9 2032-04-01 3.010000 0.00 225000.00 198051.31 Agency Mortgage-Backed Securities FNMS 05.500 CL746356 B1V7KEBTPIMZEU4LTD58 31403EE52 2033-10-01 5.500000 0.00 19129844.00 231281.13 Agency Mortgage-Backed Securities FEPC 04.500 CIQO5350 S6XOOCT0IEG5ABCC6L87 3133WP5K7 2041-04-01 4.500000 0.00 1128924.00 1052513.39 Agency Mortgage-Backed Securities FNRM CL075GA R26F075 B1V7KEBTPIMZEU4LTD58 3136G7LD6 2030-05-25 4.550000 0.00 1615.00 1569.66 Agency Collateralized Mortgage Obligation FNMS 05.500 CLDA0353 B1V7KEBTPIMZEU4LTD58 3140A0MB2 2053-11-01 5.500000 0.00 1000.00 803.98 Agency Mortgage-Backed Securities MNRM CL004A2 R19M004 B1V7KEBTPIMZEU4LTD58 3136B35Z9 2031-02-25 3.610000 0.00 31059.00 23999.20 Agency Collateralized Mortgage Obligation GNII SF DS1268 C 549300M8ZYFG0OCMTT87 3618VMMR1 2056-06-20 5.500000 0.00 2184524.00 2159067.07 Agency Mortgage-Backed Securities GNII SF DS1881 C 549300M8ZYFG0OCMTT87 3618VNCS8 2056-06-20 5.500000 0.00 4187757.00 4127917.67 Agency Mortgage-Backed Securities GNII SF DU8613 C 549300M8ZYFG0OCMTT87 3618WLSA3 2056-09-20 5.500000 0.00 1029212.00 1002075.34 Agency Mortgage-Backed Securities GNII SF DU2907 C 549300M8ZYFG0OCMTT87 3618WEGQ7 2056-09-20 6.000000 0.00 1000.00 1005.67 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 100002400.00 90295542.04 U.S. Treasuries (including strips) GNPL PN DO7387 549300M8ZYFG0OCMTT87 3618V4F40 2061-05-15 4.457000 0.00 1000.00 914.49 Agency Mortgage-Backed Securities GNII SF DS8857 C 549300M8ZYFG0OCMTT87 3618VVZW6 2056-07-20 5.500000 0.00 1000.00 968.30 Agency Mortgage-Backed Securities GNII SF DS9015 C 549300M8ZYFG0OCMTT87 3618VWAQ4 2056-07-20 6.500000 0.00 1000.00 1020.12 Agency Mortgage-Backed Securities GNII SF DS1316 C 549300M8ZYFG0OCMTT87 3618VMN90 2056-06-20 6.000000 0.00 6097218.00 6182092.88 Agency Mortgage-Backed Securities GNII SF DT1358 C 549300M8ZYFG0OCMTT87 3618W0QK9 2056-09-20 6.000000 0.00 8655290.00 8716468.47 Agency Mortgage-Backed Securities GNII SF DS6954 C 549300M8ZYFG0OCMTT87 3618VTWP9 2056-06-20 5.000000 0.00 1000.00 922.33 Agency Mortgage-Backed Securities GNII SF DS8738 C 549300M8ZYFG0OCMTT87 3618VVV75 2056-06-20 5.500000 0.00 11980311.00 11590259.23 Agency Mortgage-Backed Securities GNII SF DS5729 C 549300M8ZYFG0OCMTT87 3618VSLJ7 2056-08-20 6.000000 0.00 1000.00 1011.42 Agency Mortgage-Backed Securities GNII SF DS1159 C 549300M8ZYFG0OCMTT87 3618VMJC8 2056-06-20 6.000000 0.00 1000.00 998.44 Agency Mortgage-Backed Securities 05.650 FGPC U32054 G S6XOOCT0IEG5ABCC6L87 31321XH72 2038-06-01 5.650000 0.00 1000.00 72.24 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8336 S6XOOCT0IEG5ABCC6L87 3132DWHM8 2053-04-01 3.500000 0.00 1001.00 665.82 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4696 B1V7KEBTPIMZEU4LTD58 3140QQGE9 2052-09-01 5.500000 0.00 3305000.00 1947781.92 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5153 B1V7KEBTPIMZEU4LTD58 3140QQWP6 2052-11-01 6.500000 0.00 1019.00 664.13 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5462 B1V7KEBTPIMZEU4LTD58 3140QRB85 2053-01-01 5.500000 0.00 166662.00 97794.52 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 FEPC 03.500 CLZS3800 S6XOOCT0IEG5ABCC6L87 3132A4GH5 2043-08-01 3.500000 0.00 1000.00 108.97 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0698 B1V7KEBTPIMZEU4LTD58 3140UFX41 2056-06-01 5.000000 0.00 102096.00 95191.86 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0544 B1V7KEBTPIMZEU4LTD58 3140UFTA2 2056-06-01 5.000000 0.00 1000.00 930.46 Agency Mortgage-Backed Securities FNMS 05.000 CLDH4196 B1V7KEBTPIMZEU4LTD58 3140UKUW1 2056-07-01 5.000000 0.00 1000.00 927.32 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0580 B1V7KEBTPIMZEU4LTD58 3140UFUE2 2056-05-01 5.000000 0.00 1000.00 931.81 Agency Mortgage-Backed Securities FNMS 06.000 CLDA5348 B1V7KEBTPIMZEU4LTD58 3140A55J3 2054-02-01 6.000000 0.00 1000.00 753.28 Agency Mortgage-Backed Securities FNMS 05.000 CLDB0948 B1V7KEBTPIMZEU4LTD58 3140AABS5 2054-04-01 5.000000 0.00 1000.00 838.46 Agency Mortgage-Backed Securities FNMS 05.500 CLDB0058 B1V7KEBTPIMZEU4LTD58 3140A9B41 2054-04-01 5.500000 0.00 1000.00 418.69 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4943 B1V7KEBTPIMZEU4LTD58 3140QQP58 2052-10-01 4.500000 0.00 2000.00 1343.27 Agency Mortgage-Backed Securities FNMS 05.500 CLDA6414 B1V7KEBTPIMZEU4LTD58 3140A7DU5 2054-02-01 5.500000 0.00 1000.00 935.57 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6320 B1V7KEBTPIMZEU4LTD58 3140QSAW1 2053-05-01 5.500000 0.00 1163.00 791.91 Agency Mortgage-Backed Securities FEPC 05.500 CLTC2170 S6XOOCT0IEG5ABCC6L87 3130G1JQ6 2056-08-01 5.500000 0.00 1995.00 1918.53 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ9556 S6XOOCT0IEG5ABCC6L87 3133D1TM1 2054-11-01 5.500000 0.00 14089898.00 11539996.88 Agency Mortgage-Backed Securities FNMS 04.500 CLAS4354 B1V7KEBTPIMZEU4LTD58 3138WDZU8 2045-01-01 4.500000 0.00 1000.00 135.34 Agency Mortgage-Backed Securities FEPC 03.000 CLRA3595 S6XOOCT0IEG5ABCC6L87 3133KJ7G1 2050-09-01 3.000000 0.00 3340700.00 1641153.76 Agency Mortgage-Backed Securities FNMS 04.500 CLDF5823 B1V7KEBTPIMZEU4LTD58 3140BWPH5 2056-01-01 4.500000 0.00 1000.00 896.19 Agency Mortgage-Backed Securities FEPC 02.000 CLRA3206 S6XOOCT0IEG5ABCC6L87 3133KJR38 2050-08-01 2.000000 0.00 34000.00 15212.33 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0183 B1V7KEBTPIMZEU4LTD58 3140FXFZ0 2057-01-01 4.000000 0.00 300000.00 85942.77 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7982 B1V7KEBTPIMZEU4LTD58 3138WH2Q4 2046-09-01 3.000000 0.00 535080431.00 73130840.19 Agency Mortgage-Backed Securities FNMS 05.500 CLDF5952 B1V7KEBTPIMZEU4LTD58 3140BWTJ7 2055-12-01 5.500000 0.00 1155680.00 1107791.98 Agency Mortgage-Backed Securities FNMS 05.500 CLBX9507 B1V7KEBTPIMZEU4LTD58 3140NER56 2053-03-01 5.500000 0.00 1000.00 639.96 Agency Mortgage-Backed Securities FNMS 05.500 CLDI5077 B1V7KEBTPIMZEU4LTD58 3140UYUB7 2056-09-01 5.500000 0.00 1501248.00 1448007.07 Agency Mortgage-Backed Securities FNMS 06.500 CLBX4360 B1V7KEBTPIMZEU4LTD58 3140N8Z27 2053-04-01 6.500000 0.00 1292102.00 1062260.62 Agency Mortgage-Backed Securities FNMS 05.500 CLDI6638 B1V7KEBTPIMZEU4LTD58 3140V1LU6 2056-09-01 5.500000 0.00 1000.00 972.62 Agency Mortgage-Backed Securities GNII SP 785249 C 549300M8ZYFG0OCMTT87 3622AAWJ9 2050-11-20 4.000000 0.00 1000.00 333.93 Agency Mortgage-Backed Securities GNII SP 785165 C 549300M8ZYFG0OCMTT87 3622AATW4 2050-10-20 4.000000 0.00 34446656.00 9738952.35 Agency Mortgage-Backed Securities GNII SP 785241 C 549300M8ZYFG0OCMTT87 3622AAWA8 2050-12-20 3.500000 0.00 1000.00 346.49 Agency Mortgage-Backed Securities GNII SP 785240 C 549300M8ZYFG0OCMTT87 3622AAV92 2050-12-20 3.000000 0.00 53998528.00 21904298.51 Agency Mortgage-Backed Securities GNII SP 785106 C 549300M8ZYFG0OCMTT87 3622AAR30 2050-08-20 3.500000 0.00 2063.00 656.74 Agency Mortgage-Backed Securities FEPC 04.000 CLZM4728 S6XOOCT0IEG5ABCC6L87 3131XYHD4 2047-11-01 4.000000 0.00 1000.00 106.91 Agency Mortgage-Backed Securities FEPC 05.500 CLTC2820 S6XOOCT0IEG5ABCC6L87 3130G2AW0 2056-08-01 5.500000 0.00 1279730.00 1231907.30 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4526 S6XOOCT0IEG5ABCC6L87 3132A5A39 2043-08-01 3.500000 0.00 572000.00 54909.65 Agency Mortgage-Backed Securities FNMS 05.500 CIBW2573 B1V7KEBTPIMZEU4LTD58 3140MT2F9 2041-02-01 5.500000 0.00 1024490.00 994088.85 Agency Mortgage-Backed Securities FNMS 05.500 CLDF1067 B1V7KEBTPIMZEU4LTD58 3140BRFH7 2055-10-01 5.500000 0.00 1000.00 955.15 Agency Mortgage-Backed Securities Freddie Mac 2549001DPIFGXC1TOL40 3137HRL56 2053-09-25 4.500000 0.00 8824459.00 7920590.71 Agency Collateralized Mortgage Obligation 07.500 FGPC G05801 G S6XOOCT0IEG5ABCC6L87 3128M7X68 2032-12-01 7.500000 0.00 1389.00 39.38 Agency Mortgage-Backed Securities FMAR 842199 G S6XOOCT0IEG5ABCC6L87 31288RNQ7 2056-08-01 4.471000 0.00 11313688.00 10613913.14 Agency Mortgage-Backed Securities FNMS 05.000 CLDF2405 B1V7KEBTPIMZEU4LTD58 3140BSU70 2055-10-01 5.000000 0.00 903162.00 837763.88 Agency Mortgage-Backed Securities FNMS 04.500 CLDF5224 B1V7KEBTPIMZEU4LTD58 3140BVYW4 2056-01-01 4.500000 0.00 4014799.00 3510363.68 Agency Mortgage-Backed Securities FNMS 04.500 CLAW3649 B1V7KEBTPIMZEU4LTD58 3138XTBT1 2044-04-01 4.500000 0.00 1572712.00 33230.11 Agency Mortgage-Backed Securities FNMS 05.000 CLDF4314 B1V7KEBTPIMZEU4LTD58 3140BUYL0 2056-02-01 5.000000 0.00 6533971.00 4616401.26 Agency Mortgage-Backed Securities FNMS 06.500 CLDF4681 B1V7KEBTPIMZEU4LTD58 3140BVFX3 2055-11-01 6.500000 0.00 2012.00 1554.32 Agency Mortgage-Backed Securities FNMS 03.500 CLAK9431 B1V7KEBTPIMZEU4LTD58 3138EEPR4 2042-03-01 3.500000 0.00 64130688.00 7657133.87 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 4490600.00 4283568.37 U.S. Treasuries (including strips) FNMS 05.500 CLDI0297 B1V7KEBTPIMZEU4LTD58 3140UTKK9 2056-09-01 5.500000 0.00 1929668.00 1858758.52 Agency Mortgage-Backed Securities FNMS 06.000 CLDH2943 B1V7KEBTPIMZEU4LTD58 3140UJHV1 2056-08-01 6.000000 0.00 1609192.00 1589230.35 Agency Mortgage-Backed Securities FNMS 05.000 CLDH4092 B1V7KEBTPIMZEU4LTD58 3140UKRN5 2056-08-01 5.000000 0.00 1000.00 930.33 Agency Mortgage-Backed Securities FEPC 06.000 CIQO2445 S6XOOCT0IEG5ABCC6L87 3133WLWE0 2039-08-01 6.000000 0.00 1590312.00 855841.82 Agency Mortgage-Backed Securities FEPC 02.000 3JRE0027 S6XOOCT0IEG5ABCC6L87 3133LWA44 2051-05-01 2.000000 0.00 13019671.00 6709369.16 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6299 S6XOOCT0IEG5ABCC6L87 3132DT7L8 2054-09-01 5.500000 0.00 1500000.00 1090464.53 Agency Mortgage-Backed Securities FEPC 02.500 ZLSI2151 S6XOOCT0IEG5ABCC6L87 3133USL82 2050-02-25 2.500000 0.00 11705744.00 9265774.69 Agency Mortgage-Backed Securities FEPC 06.000 CLQI3925 S6XOOCT0IEG5ABCC6L87 3133WALE6 2054-03-01 6.000000 0.00 1000.00 963.69 Agency Mortgage-Backed Securities FEPC 06.500 CLQI9981 S6XOOCT0IEG5ABCC6L87 3133WHCS0 2054-07-01 6.500000 0.00 1022112.00 1002371.10 Agency Mortgage-Backed Securities FEPC 02.000 CISB1100 S6XOOCT0IEG5ABCC6L87 3132CXGH9 2036-12-01 2.000000 0.00 2284388.00 1354219.75 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8394 S6XOOCT0IEG5ABCC6L87 3132DWKF9 2054-01-01 5.000000 0.00 255000.00 196009.36 Agency Mortgage-Backed Securities GNII SF DS6689 C 549300M8ZYFG0OCMTT87 3618VTNE4 2056-06-20 6.000000 0.00 1436660.00 1430609.82 Agency Mortgage-Backed Securities FKAR 03.750 WSWS4034 S6XOOCT0IEG5ABCC6L87 3142GGPU2 2034-01-01 3.750000 0.00 1000.00 884.87 Agency Mortgage-Backed Securities GNPL PN DS2222 549300M8ZYFG0OCMTT87 3618VNPF2 2061-09-15 5.230000 0.00 1000.00 974.86 Agency Mortgage-Backed Securities GNII SF DR3771 C 549300M8ZYFG0OCMTT87 3618VCFL4 2056-04-20 6.000000 0.00 2533526.00 2546346.01 Agency Mortgage-Backed Securities GNII SF DR1067 C 549300M8ZYFG0OCMTT87 3618V9FG2 2056-04-20 5.000000 0.00 1417700.00 1323059.84 Agency Mortgage-Backed Securities GNII SF DR8325 C 549300M8ZYFG0OCMTT87 3618VHHA5 2056-06-20 6.000000 0.00 1688290.00 1682273.19 Agency Mortgage-Backed Securities GNII SF DS0855 C 549300M8ZYFG0OCMTT87 3618VL5Q4 2056-07-20 6.000000 0.00 1000.00 1017.14 Agency Mortgage-Backed Securities FNMS 06.500 CLDI0344 B1V7KEBTPIMZEU4LTD58 3140UTL28 2056-08-01 6.500000 0.00 1000.00 1018.09 Agency Mortgage-Backed Securities FNMS 05.000 CLBY2251 B1V7KEBTPIMZEU4LTD58 3140NJQD9 2053-05-01 5.000000 0.00 1762110.00 1138517.71 Agency Mortgage-Backed Securities MNAR XX.XXX H2BZ5295 B1V7KEBTPIMZEU4LTD58 3140Q03D2 2029-03-01 4.595000 0.00 1102170.00 1090175.67 Agency Mortgage-Backed Securities FNMS 05.500 CLDI2684 B1V7KEBTPIMZEU4LTD58 3140UV6W4 2056-09-01 5.500000 0.00 1097274.00 1052900.85 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0434 S6XOOCT0IEG5ABCC6L87 31427MPU9 2053-11-01 5.500000 0.00 1008.00 760.23 Agency Mortgage-Backed Securities FNMS 06.000 CLDI6657 B1V7KEBTPIMZEU4LTD58 3140V1MF8 2056-09-01 6.000000 0.00 1795000.00 1772927.48 Agency Mortgage-Backed Securities FNMS 05.000 CLBX8434 B1V7KEBTPIMZEU4LTD58 3140NDLQ8 2053-04-01 5.000000 0.00 1652946.00 908669.36 Agency Mortgage-Backed Securities GNII SF DU8147 C 549300M8ZYFG0OCMTT87 3618WLBQ6 2056-09-20 5.500000 0.00 5517910.00 5360950.60 Agency Mortgage-Backed Securities GNII SF DV0932 C 549300M8ZYFG0OCMTT87 3618WQA94 2056-09-20 6.000000 0.00 4498015.00 4595281.57 Agency Mortgage-Backed Securities GNII SF DU8571 C 549300M8ZYFG0OCMTT87 3618WLQY3 2056-09-20 6.000000 0.00 1000.00 1002.28 Agency Mortgage-Backed Securities GNII SF DS1562 C 549300M8ZYFG0OCMTT87 3618VMWX7 2056-05-20 5.000000 0.00 6839778.00 6419425.49 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5634 S6XOOCT0IEG5ABCC6L87 3133BTHK9 2053-01-01 5.500000 0.00 8074143.00 5056074.29 Agency Mortgage-Backed Securities FNMS 03.000 CIAS9505 B1V7KEBTPIMZEU4LTD58 3138WKR31 2032-04-01 3.000000 0.00 1112000.00 125154.98 Agency Mortgage-Backed Securities FEPC 02.000 CTRB0689 S6XOOCT0IEG5ABCC6L87 3133KTXS4 2041-10-01 2.000000 0.00 100000.00 46634.51 Agency Mortgage-Backed Securities 04.000 FGPC Q44621 G S6XOOCT0IEG5ABCC6L87 3132WJD32 2046-11-01 4.000000 0.00 1000.00 139.80 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ1575 B1V7KEBTPIMZEU4LTD58 3140KLXD9 2050-09-01 2.000000 0.00 1000.00 438.03 Agency Mortgage-Backed Securities FNMS 04.000 CLFA6469 B1V7KEBTPIMZEU4LTD58 3140W7FK1 2052-06-01 4.000000 0.00 3006237.00 2639660.81 Agency Mortgage-Backed Securities FNMS 05.000 CLDH7970 B1V7KEBTPIMZEU4LTD58 3140UP2C5 2056-07-01 5.000000 0.00 2797816.00 2603804.00 Agency Mortgage-Backed Securities FNMS 05.000 CLFA6617 B1V7KEBTPIMZEU4LTD58 3140W7K74 2053-10-01 5.000000 0.00 2000.00 1866.64 Agency Mortgage-Backed Securities FNMS 05.500 CLDH7878 B1V7KEBTPIMZEU4LTD58 3140UPXG2 2056-09-01 5.500000 0.00 3092712.00 2972138.16 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6732 B1V7KEBTPIMZEU4LTD58 3140QSPS4 2053-06-01 5.000000 0.00 589487.00 451742.97 Agency Mortgage-Backed Securities GNII SF DT2938 C 549300M8ZYFG0OCMTT87 3618W2HP4 2056-06-20 5.500000 0.00 1004.00 975.29 Agency Mortgage-Backed Securities GNII SF DT4128 C 549300M8ZYFG0OCMTT87 3618W3SR6 2056-07-20 6.000000 0.00 1000.00 1000.33 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4697 S6XOOCT0IEG5ABCC6L87 31427SGF9 2054-11-01 5.500000 0.00 2048.00 1912.60 Agency Mortgage-Backed Securities FEPC 06.000 CLSL3022 S6XOOCT0IEG5ABCC6L87 31427QLC4 2055-10-01 6.000000 0.00 1008.00 925.96 Agency Mortgage-Backed Securities GNII SF DU2317 C 549300M8ZYFG0OCMTT87 3618WDSE3 2056-09-20 6.000000 0.00 1000.00 1015.22 Agency 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Mortgage-Backed Securities GNII SF DS5995 C 549300M8ZYFG0OCMTT87 3618VSUU2 2056-06-20 6.500000 0.00 1003.00 1052.05 Agency Mortgage-Backed Securities GNII SF DS2470 C 549300M8ZYFG0OCMTT87 3618VNW72 2056-06-20 6.000000 0.00 2000.00 2016.53 Agency Mortgage-Backed Securities GNII SF DS8858 C 549300M8ZYFG0OCMTT87 3618VVZX4 2056-07-20 5.500000 0.00 2004.00 1940.75 Agency Mortgage-Backed Securities GNII SF DS7785 C 549300M8ZYFG0OCMTT87 3618VUUJ2 2056-06-20 6.000000 0.00 1004.00 997.79 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5550 B1V7KEBTPIMZEU4LTD58 31418FEY9 2054-12-01 4.000000 0.00 3579.00 2888.79 Agency Mortgage-Backed Securities FEPC 06.500 CLSL3582 S6XOOCT0IEG5ABCC6L87 31427Q6U1 2055-10-01 6.500000 0.00 3037384.00 2418503.12 Agency Mortgage-Backed Securities FNMS 06.500 CLFA1972 B1V7KEBTPIMZEU4LTD58 3140W2FN6 2055-06-01 6.500000 0.00 6224416.00 4661729.37 Agency Mortgage-Backed Securities GNII SF DS3270 C 549300M8ZYFG0OCMTT87 3618VPT30 2056-06-20 5.500000 0.00 5620330.00 5493292.21 Agency Mortgage-Backed Securities GNRA 2024-061 FH 549300M8ZYFG0OCMTT87 38384MFM4 2054-04-20 4.797800 0.00 5780077.00 2921713.37 Agency Collateralized Mortgage Obligation FEPC 02.500 CLSD8212 S6XOOCT0IEG5ABCC6L87 3132DWDR1 2052-05-01 2.500000 0.00 909454.00 552096.75 Agency Mortgage-Backed Securities FEPC 04.000 CLSD2932 S6XOOCT0IEG5ABCC6L87 3132DQHH2 2053-04-01 4.000000 0.00 2025000.00 1357944.96 Agency Mortgage-Backed Securities FEPC 01.500 CIQN5553 S6XOOCT0IEG5ABCC6L87 3133GCE24 2036-03-01 1.500000 0.00 1000000.00 422381.78 Agency Mortgage-Backed Securities FEPC 02.500 CLRA4561 S6XOOCT0IEG5ABCC6L87 3133KLB63 2051-02-01 2.500000 0.00 288275.00 161271.11 Agency Mortgage-Backed Securities FNMS 05.500 CLDG7021 B1V7KEBTPIMZEU4LTD58 3140UAYT6 2056-08-01 5.500000 0.00 2771564.00 2661017.96 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6414 B1V7KEBTPIMZEU4LTD58 3140UADU6 2056-03-01 5.500000 0.00 1000.00 960.22 Agency Mortgage-Backed Securities FNMS 05.000 CLDF4324 B1V7KEBTPIMZEU4LTD58 3140BUYW6 2056-03-01 5.000000 0.00 1000.00 931.32 Agency Mortgage-Backed Securities FNMS 05.000 CLDH1441 B1V7KEBTPIMZEU4LTD58 3140UGS78 2056-06-01 5.000000 0.00 1002.00 929.72 Agency Mortgage-Backed Securities FNMS 03.500 CLBU2692 B1V7KEBTPIMZEU4LTD58 3140M37E4 2051-11-01 3.500000 0.00 35097.00 25138.65 Agency Mortgage-Backed Securities FNMS 04.500 CLBT7869 B1V7KEBTPIMZEU4LTD58 3140LWW78 2052-09-01 4.500000 0.00 254000.00 172645.54 Agency Mortgage-Backed Securities FNMS 02.500 CLBT4675 B1V7KEBTPIMZEU4LTD58 3140LTFR0 2051-08-01 2.500000 0.00 68000.00 36249.22 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6661 B1V7KEBTPIMZEU4LTD58 3140UAMK8 2056-04-01 5.500000 0.00 3691.00 3357.12 Agency Mortgage-Backed Securities FNMS 02.500 CLBU5917 B1V7KEBTPIMZEU4LTD58 3140M7SF9 2051-12-01 2.500000 0.00 1000.00 519.96 Agency Mortgage-Backed Securities FNMS 07.000 CLDE3948 B1V7KEBTPIMZEU4LTD58 3140BGL68 2055-06-01 7.000000 0.00 1805146.00 1432462.64 Agency Mortgage-Backed 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Agency Mortgage-Backed Securities FEPC 02.500 CLQC4810 S6XOOCT0IEG5ABCC6L87 3133APKX6 2051-08-01 2.500000 0.00 1468580.00 798727.41 Agency Mortgage-Backed Securities FEPC 05.500 CTQK1728 S6XOOCT0IEG5ABCC6L87 3133D44M2 2045-02-01 5.500000 0.00 1030286.00 830129.03 Agency Mortgage-Backed Securities FEPC 02.500 CLRA3988 S6XOOCT0IEG5ABCC6L87 3133KKND7 2050-11-01 2.500000 0.00 8332273.00 3181264.67 Agency Mortgage-Backed Securities FEPC 02.500 CLQB5864 S6XOOCT0IEG5ABCC6L87 3133ACQR2 2050-11-01 2.500000 0.00 61516.00 30027.29 Agency Mortgage-Backed Securities FEPC 02.500 CLQB5864 S6XOOCT0IEG5ABCC6L87 3133ACQR2 2050-11-01 2.500000 0.00 1375346.00 671336.12 Agency Mortgage-Backed Securities FNMS 03.500 CLAO2976 B1V7KEBTPIMZEU4LTD58 3138LTJW9 2042-05-01 3.500000 0.00 1000.00 105.99 Agency Mortgage-Backed Securities FEPC 03.500 CNQS0354 S6XOOCT0IEG5ABCC6L87 3133HMMB2 2036-04-01 3.500000 0.00 1113288.00 998426.75 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ5826 S6XOOCT0IEG5ABCC6L87 3133CWPK2 2054-10-01 5.000000 0.00 152457.00 120068.22 Agency Mortgage-Backed Securities FEPC 04.000 CLQF0897 S6XOOCT0IEG5ABCC6L87 3133BM7J8 2052-10-01 4.000000 0.00 380590.00 241196.22 Agency Mortgage-Backed Securities FNMS 03.000 CLAS0038 B1V7KEBTPIMZEU4LTD58 3138W9BG4 2043-07-01 3.000000 0.00 1000.00 128.99 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ6652 S6XOOCT0IEG5ABCC6L87 3133CXL99 2054-10-01 5.500000 0.00 265195.00 211011.93 Agency Mortgage-Backed Securities GNII SF DR3772 C 549300M8ZYFG0OCMTT87 3618VCFM2 2056-04-20 6.000000 0.00 1906100.00 1914838.60 Agency Mortgage-Backed Securities GNII SF DS8856 C 549300M8ZYFG0OCMTT87 3618VVZV8 2056-07-20 5.500000 0.00 2979.00 2884.16 Agency Mortgage-Backed Securities GNII SF DS9040 C 549300M8ZYFG0OCMTT87 3618VWBH3 2056-07-20 5.500000 0.00 1000.00 987.00 Agency Mortgage-Backed Securities GNII SF DT0944 C 549300M8ZYFG0OCMTT87 3618W0BM1 2056-06-20 5.000000 0.00 6308798.00 5814682.01 Agency Mortgage-Backed Securities GNII SP 784131 M 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Mortgage-Backed Securities GNII SF MB0744 M 549300M8ZYFG0OCMTT87 3618N5ZJ1 2055-11-20 4.500000 0.00 235857267.00 205763225.51 Agency Mortgage-Backed Securities FNMS 02.000 CIFM6578 B1V7KEBTPIMZEU4LTD58 3140XAJY9 2036-01-01 2.000000 0.00 97000.00 42541.95 Agency Mortgage-Backed Securities FNMS 04.500 CLFM6627 B1V7KEBTPIMZEU4LTD58 3140XALH3 2049-09-01 4.500000 0.00 1000.00 305.44 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8692 B1V7KEBTPIMZEU4LTD58 3140XCUS5 2051-09-01 2.500000 0.00 66761.00 39160.75 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9855 B1V7KEBTPIMZEU4LTD58 3140XD5R3 2051-12-01 2.500000 0.00 2218361.00 1380132.47 Agency Mortgage-Backed Securities MNAR XX.XXX HXBS9138 B1V7KEBTPIMZEU4LTD58 3140LLEL1 2028-07-01 5.460000 0.00 1965164.00 1968332.50 Agency Mortgage-Backed Securities FEPC 04.500 CLTC6825 S6XOOCT0IEG5ABCC6L87 3130G6PK1 2056-09-01 4.500000 0.00 5431024.00 4922642.14 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ5323 B1V7KEBTPIMZEU4LTD58 3138ML4H4 2042-11-01 3.500000 0.00 1000.00 99.99 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8214 S6XOOCT0IEG5ABCC6L87 3132DWDT7 2052-05-01 3.500000 0.00 95000.00 58549.29 Agency Mortgage-Backed Securities FEPC 05.000 CLTC6233 S6XOOCT0IEG5ABCC6L87 3130G5Y72 2056-09-01 5.000000 0.00 2044228.00 1913564.58 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7668 S6XOOCT0IEG5ABCC6L87 3131Y2QV3 2048-08-01 4.500000 0.00 1000.00 171.14 Agency Mortgage-Backed Securities FEPC 06.000 CLTC5742 S6XOOCT0IEG5ABCC6L87 3130G5HU0 2056-09-01 6.000000 0.00 1438660.00 1420733.34 Agency Mortgage-Backed Securities FEPC 05.550 6GZM8975 S6XOOCT0IEG5ABCC6L87 3131Y36L5 2037-06-01 5.550000 0.00 3345050.00 146218.07 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7535 S6XOOCT0IEG5ABCC6L87 3132DVLQ6 2051-02-01 2.500000 0.00 1000.00 464.95 Agency Mortgage-Backed Securities GNMI SF 685877 X 549300M8ZYFG0OCMTT87 36296A6N9 2038-05-15 5.500000 0.00 1000.00 51.77 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 54387900.00 52526746.06 U.S. Treasuries (including strips) FEPC 05.500 CLSD7559 S6XOOCT0IEG5ABCC6L87 3132DVMG7 2053-03-01 5.500000 0.00 1024.00 658.03 Agency Mortgage-Backed Securities FNMS 05.500 CLDE8578 B1V7KEBTPIMZEU4LTD58 3140BMQ86 2055-10-01 5.500000 0.00 1000.00 709.60 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9382 B1V7KEBTPIMZEU4LTD58 3140QHM85 2051-03-01 2.000000 0.00 1040.00 545.36 Agency Mortgage-Backed Securities FNMS 03.500 CLCB1921 B1V7KEBTPIMZEU4LTD58 3140QMD35 2051-10-01 3.500000 0.00 1014.00 451.14 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2836 B1V7KEBTPIMZEU4LTD58 3140QNEJ7 2052-02-01 2.000000 0.00 1000.00 531.16 Agency Mortgage-Backed Securities FNMS 05.000 CLDF2760 B1V7KEBTPIMZEU4LTD58 3140BTB61 2056-03-01 5.000000 0.00 2014.00 1876.44 Agency Mortgage-Backed Securities FNMS 06.500 CLDE8706 B1V7KEBTPIMZEU4LTD58 3140BMU81 2055-09-01 6.500000 0.00 1000.00 1011.23 Agency Mortgage-Backed Securities FNMS 06.500 CLDF2365 B1V7KEBTPIMZEU4LTD58 3140BSTX5 2055-10-01 6.500000 0.00 1084630.00 1094958.14 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3841 B1V7KEBTPIMZEU4LTD58 3140QPHT7 2052-06-01 3.500000 0.00 58000.00 35623.98 Agency Mortgage-Backed Securities FNMS 02.500 CICB2248 B1V7KEBTPIMZEU4LTD58 3140QMQA5 2036-11-01 2.500000 0.00 1000.00 546.52 Agency Mortgage-Backed Securities FNMS 07.000 CLDF3254 B1V7KEBTPIMZEU4LTD58 3140BTTL9 2055-10-01 7.000000 0.00 1010380.00 1043313.50 Agency Mortgage-Backed Securities FNMS 05.000 CLFS1446 B1V7KEBTPIMZEU4LTD58 3140XGTC3 2051-01-01 5.000000 0.00 306000.00 146611.67 Agency Mortgage-Backed Securities FNMS 05.500 CLDI0332 B1V7KEBTPIMZEU4LTD58 3140UTLN2 2056-08-01 5.500000 0.00 1082870.00 1040682.62 Agency Mortgage-Backed Securities FNMS 06.000 CLDI4132 B1V7KEBTPIMZEU4LTD58 3140UXSW6 2056-10-01 6.000000 0.00 2004.00 1985.59 Agency Mortgage-Backed Securities FNMS 05.500 CLDE8581 B1V7KEBTPIMZEU4LTD58 3140BMRB8 2055-10-01 5.500000 0.00 1000.00 952.25 Agency Mortgage-Backed Securities FEPC 06.500 CLQG9970 S6XOOCT0IEG5ABCC6L87 3133CBCF3 2053-09-01 6.500000 0.00 1000.00 577.46 Agency Mortgage-Backed Securities FNMS 02.000 CLFM8114 B1V7KEBTPIMZEU4LTD58 3140XCAQ1 2051-06-01 2.000000 0.00 1670217.00 957225.82 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5891 B1V7KEBTPIMZEU4LTD58 3140X9RM9 2048-01-01 3.500000 0.00 1000.00 371.59 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4178 S6XOOCT0IEG5ABCC6L87 3142GUUC5 2055-05-01 6.500000 0.00 1000.00 774.01 Agency Mortgage-Backed Securities FMAR 842214 G S6XOOCT0IEG5ABCC6L87 31288RN79 2051-01-01 6.007000 0.00 586315.00 611370.57 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ3549 S6XOOCT0IEG5ABCC6L87 3133CT5J4 2054-09-01 6.500000 0.00 1000.00 695.39 Agency Mortgage-Backed Securities FMAR 842175 G S6XOOCT0IEG5ABCC6L87 31288RMY1 2056-06-01 4.221000 0.00 1038336.00 963803.34 Agency Mortgage-Backed Securities FNMS 06.500 CLDF3636 B1V7KEBTPIMZEU4LTD58 3140BUBE1 2055-11-01 6.500000 0.00 1939346.00 1732244.95 Agency Mortgage-Backed Securities FNMS 06.500 CLDD7800 B1V7KEBTPIMZEU4LTD58 3140B8U25 2055-05-01 6.500000 0.00 1000.00 696.15 Agency Mortgage-Backed Securities FNMS 06.000 CLDF2766 B1V7KEBTPIMZEU4LTD58 3140BTCC7 2056-03-01 6.000000 0.00 1000.00 788.12 Agency Mortgage-Backed Securities FEPC 04.500 CIQO4086 S6XOOCT0IEG5ABCC6L87 3133WNRF9 2040-09-01 4.500000 0.00 1519758.00 1050225.87 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0007 B1V7KEBTPIMZEU4LTD58 3140XFAH4 2050-08-01 3.000000 0.00 210000.00 112463.11 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3853 B1V7KEBTPIMZEU4LTD58 3140XKH78 2052-05-01 3.500000 0.00 9000.00 4979.11 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0028 B1V7KEBTPIMZEU4LTD58 3140XFA68 2051-09-01 2.500000 0.00 100000.00 52853.79 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2562 B1V7KEBTPIMZEU4LTD58 3140W2Z46 2055-08-01 6.000000 0.00 1173.00 983.27 Agency Mortgage-Backed Securities GNII SP 784134 M 549300M8ZYFG0OCMTT87 3622A2SX1 2045-12-20 4.000000 0.00 6314481.00 482370.06 Agency Mortgage-Backed Securities FNMS 02.500 CIFS0783 B1V7KEBTPIMZEU4LTD58 3140XF2R1 2037-03-01 2.500000 0.00 1000.00 561.51 Agency Mortgage-Backed Securities GNMI SP 781750 X 549300M8ZYFG0OCMTT87 36225B5K0 2034-03-15 6.500000 0.00 1911.00 9.37 Agency Mortgage-Backed Securities FEPC 06.000 CLTC6231 S6XOOCT0IEG5ABCC6L87 3130G5Y56 2056-09-01 6.000000 0.00 4172472.00 4152357.90 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4718 S6XOOCT0IEG5ABCC6L87 3132A5G33 2047-05-01 4.000000 0.00 10190000.00 896851.05 Agency Mortgage-Backed Securities FNMS 06.500 CLDG6747 B1V7KEBTPIMZEU4LTD58 3140UAP90 2056-04-01 6.500000 0.00 1800000.00 1821854.80 Agency Mortgage-Backed Securities FNMS 05.000 CLDG8994 B1V7KEBTPIMZEU4LTD58 3140UC7G0 2056-05-01 5.000000 0.00 1000.00 926.30 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6736 B1V7KEBTPIMZEU4LTD58 3140UAPW9 2056-04-01 5.500000 0.00 226429.00 216846.80 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6663 B1V7KEBTPIMZEU4LTD58 3140UAMM4 2056-04-01 5.500000 0.00 5428096.00 4833895.08 Agency Mortgage-Backed Securities GNII SP 783802 C 549300M8ZYFG0OCMTT87 3622A2GK2 2043-04-20 3.500000 0.00 602618.00 68842.12 Agency Mortgage-Backed Securities GNII SP 785225 C 549300M8ZYFG0OCMTT87 3622AAVS0 2050-12-20 3.000000 0.00 1000.00 387.22 Agency Mortgage-Backed Securities FNMS 04.500 CLDG9685 B1V7KEBTPIMZEU4LTD58 3140UDXP9 2056-04-01 4.500000 0.00 1000.00 904.09 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1859 B1V7KEBTPIMZEU4LTD58 3140Y8B54 2056-01-01 5.500000 0.00 317435.00 285250.53 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3909 B1V7KEBTPIMZEU4LTD58 3140QPKX4 2052-06-01 4.000000 0.00 1000.00 650.62 Agency Mortgage-Backed Securities FNAR XX.XXX LB770900 B1V7KEBTPIMZEU4LTD58 31404KNR9 2034-04-01 5.676000 0.00 4906893.00 32024.22 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3113 B1V7KEBTPIMZEU4LTD58 3140QNN73 2052-03-01 3.000000 0.00 17476618.00 10052205.69 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4552 B1V7KEBTPIMZEU4LTD58 3140QQBW4 2052-09-01 4.500000 0.00 6082280.00 3892454.92 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2054 B1V7KEBTPIMZEU4LTD58 3140QMH80 2051-11-01 2.000000 0.00 1000.00 534.65 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2408 B1V7KEBTPIMZEU4LTD58 3140QMVA9 2051-12-01 2.500000 0.00 1000.00 579.59 Agency Mortgage-Backed Securities FNMS 05.500 CLDF7948 B1V7KEBTPIMZEU4LTD58 3140BYZN7 2056-05-01 5.500000 0.00 1000.00 959.61 Agency Mortgage-Backed Securities 06.050 FGPC U31851 G S6XOOCT0IEG5ABCC6L87 31321XBU7 2038-05-01 6.050000 0.00 893116.00 55166.93 Agency Mortgage-Backed Securities FEPC 05.500 CLTC6234 S6XOOCT0IEG5ABCC6L87 3130G5Y80 2056-09-01 5.500000 0.00 4072056.00 3930464.73 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8453 S6XOOCT0IEG5ABCC6L87 3132DWMA8 2054-08-01 5.500000 0.00 5554000.00 3677192.53 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8361 S6XOOCT0IEG5ABCC6L87 3132DWJE4 2053-09-01 5.000000 0.00 2500000.00 1809850.00 Agency Mortgage-Backed Securities FEPC 03.500 CLZL8383 S6XOOCT0IEG5ABCC6L87 3131XQJ49 2044-08-01 3.500000 0.00 1146983.00 145013.70 Agency Mortgage-Backed Securities FEPC 04.500 CLZL7558 S6XOOCT0IEG5ABCC6L87 3131XPMF2 2043-12-01 4.500000 0.00 1004.00 120.16 Agency Mortgage-Backed Securities FEPC 05.500 CLTC2206 S6XOOCT0IEG5ABCC6L87 3130G1KU5 2056-08-01 5.500000 0.00 1632520.00 1571616.03 Agency Mortgage-Backed Securities GNII SF DR1252 C 549300M8ZYFG0OCMTT87 3618V9L91 2056-05-20 5.000000 0.00 1000.00 937.13 Agency Mortgage-Backed Securities GNRM 2026-079 GT 549300M8ZYFG0OCMTT87 38385PXG9 2056-04-20 4.500000 0.00 4091523.00 3526808.13 Agency Collateralized Mortgage Obligation GNII SF DU3414 C 549300M8ZYFG0OCMTT87 3618WEYK0 2056-08-20 6.000000 0.00 3940.00 3945.48 Agency Mortgage-Backed Securities GNPL PN DT0324 549300M8ZYFG0OCMTT87 3618VYLD7 2061-08-15 4.500000 0.00 6000.00 5511.38 Agency Mortgage-Backed Securities GNII SF DT0283 C 549300M8ZYFG0OCMTT87 3618VYJ40 2056-06-20 5.500000 0.00 2721995.00 2681999.22 Agency Mortgage-Backed Securities GNII SF DO4642 C 549300M8ZYFG0OCMTT87 3618V1EP0 2055-12-20 7.000000 0.00 2000.00 2095.46 Agency Mortgage-Backed Securities GNII SF DT6221 C 549300M8ZYFG0OCMTT87 3618W54E6 2056-08-20 6.000000 0.00 1024.00 1027.13 Agency Mortgage-Backed Securities GNII SF DU3970 C 549300M8ZYFG0OCMTT87 3618WFMT1 2056-08-20 6.000000 0.00 1332954.00 1339103.38 Agency Mortgage-Backed Securities GNII SF DO6734 C 549300M8ZYFG0OCMTT87 3618V3PT6 2055-12-20 6.500000 0.00 1000.00 1013.42 Agency Mortgage-Backed Securities GNII SF DU0252 C 549300M8ZYFG0OCMTT87 3618WBH58 2056-09-20 6.000000 0.00 1000.00 999.30 Agency Mortgage-Backed Securities GNII SF DR5920 C 549300M8ZYFG0OCMTT87 3618VESH5 2056-07-20 5.500000 0.00 1000.00 974.97 Agency Mortgage-Backed Securities FNMS 06.000 CLDF2198 B1V7KEBTPIMZEU4LTD58 3140BSNQ6 2055-11-01 6.000000 0.00 622859.00 614663.52 Agency Mortgage-Backed Securities FNMS 06.000 CLDF2354 B1V7KEBTPIMZEU4LTD58 3140BSTL1 2055-10-01 6.000000 0.00 1000.00 988.93 Agency Mortgage-Backed Securities FNMS 05.500 CLDH1595 B1V7KEBTPIMZEU4LTD58 3140UGXZ0 2056-06-01 5.500000 0.00 4766758.00 4120492.90 Agency Mortgage-Backed Securities FNMS 05.000 CLDH3990 B1V7KEBTPIMZEU4LTD58 3140UKNG4 2056-07-01 5.000000 0.00 1000.00 933.38 Agency Mortgage-Backed Securities FNMS 04.500 CLDH3378 B1V7KEBTPIMZEU4LTD58 3140UJXG6 2056-05-01 4.500000 0.00 1000.00 901.10 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3173 B1V7KEBTPIMZEU4LTD58 3140QNQ39 2052-03-01 3.500000 0.00 1000.00 581.83 Agency Mortgage-Backed Securities FNMS 04.500 CLDH5380 B1V7KEBTPIMZEU4LTD58 3140UL6S5 2056-07-01 4.500000 0.00 1001.00 903.02 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8331 S6XOOCT0IEG5ABCC6L87 3132DWHG1 2053-06-01 5.500000 0.00 2933370.00 1872612.97 Agency Mortgage-Backed Securities FEPC 02.500 CLRA3055 S6XOOCT0IEG5ABCC6L87 3133KJMC3 2050-07-01 2.500000 0.00 1000.00 529.03 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9798 S6XOOCT0IEG5ABCC6L87 3133KR3F9 2053-09-01 5.500000 0.00 2000000.00 1319401.22 Agency Mortgage-Backed Securities FEPC 05.000 CLSD5092 S6XOOCT0IEG5ABCC6L87 3132DSUR1 2053-08-01 5.000000 0.00 9346000.00 7246920.56 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8264 S6XOOCT0IEG5ABCC6L87 3132DWFD0 2052-11-01 3.500000 0.00 23948.00 15708.88 Agency Mortgage-Backed Securities FEPC 02.500 CLSD5368 S6XOOCT0IEG5ABCC6L87 3132DS6D9 2052-07-01 2.500000 0.00 1000.00 682.91 Agency Mortgage-Backed Securities FEPC 01.500 CLRA3908 S6XOOCT0IEG5ABCC6L87 3133KKKV0 2050-11-01 1.500000 0.00 2595000.00 1134208.13 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2473 B1V7KEBTPIMZEU4LTD58 3140XHXB8 2052-07-01 5.000000 0.00 6379.00 3978.34 Agency Mortgage-Backed Securities FNMS 06.500 CLFA4760 B1V7KEBTPIMZEU4LTD58 3140W5JE5 2055-09-01 6.500000 0.00 162346.00 134314.52 Agency Mortgage-Backed Securities FNMS 05.500 CLDI6662 B1V7KEBTPIMZEU4LTD58 3140V1ML5 2056-09-01 5.500000 0.00 1000.00 962.32 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2320 B1V7KEBTPIMZEU4LTD58 3140N6SJ2 2052-12-01 5.000000 0.00 1000.00 784.01 Agency Mortgage-Backed Securities FNMS 05.000 CLDI3321 B1V7KEBTPIMZEU4LTD58 3140UWVP9 2056-09-01 5.000000 0.00 1129880.00 1066582.74 Agency Mortgage-Backed Securities FNMS 05.000 CLDI0752 B1V7KEBTPIMZEU4LTD58 3140UTZS6 2056-07-01 5.000000 0.00 2005.00 1875.84 Agency Mortgage-Backed Securities GNII SP 785015 C 549300M8ZYFG0OCMTT87 3622AAN83 2049-10-20 3.500000 0.00 2000.00 334.03 Agency Mortgage-Backed Securities GNII SP 788238 M 549300M8ZYFG0OCMTT87 3622AEBF2 2052-05-20 3.000000 0.00 16397777.00 12488414.56 Agency Mortgage-Backed Securities GNII SP 785283 C 549300M8ZYFG0OCMTT87 3622AAXL3 2051-01-20 2.500000 0.00 81227.00 32824.41 Agency Mortgage-Backed Securities GNII SP 788404 C 549300M8ZYFG0OCMTT87 3622AEGM2 2056-01-20 6.000000 0.00 1366.00 1191.57 Agency Mortgage-Backed Securities FEPC 05.000 CLTC2410 S6XOOCT0IEG5ABCC6L87 3130G1R87 2056-08-01 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3140Y9SD7 2056-08-01 5.000000 0.00 10265053.00 9541603.55 Agency Mortgage-Backed Securities GNPL PN DO7373 549300M8ZYFG0OCMTT87 3618V4FN8 2061-05-15 4.950000 0.00 333741.00 318949.20 Agency Mortgage-Backed Securities GNII SF DO4983 C 549300M8ZYFG0OCMTT87 3618V1RC5 2056-01-20 5.500000 0.00 2000.00 1854.06 Agency Mortgage-Backed Securities GNII SF DR4541 C 549300M8ZYFG0OCMTT87 3618VDBJ1 2056-04-20 5.500000 0.00 1000.00 965.13 Agency Mortgage-Backed Securities GNII SF DR8323 C 549300M8ZYFG0OCMTT87 3618VHG81 2056-06-20 6.000000 0.00 2320944.00 2314865.72 Agency Mortgage-Backed Securities GNPL PN DR7547 549300M8ZYFG0OCMTT87 3618VGL46 2061-07-15 4.830000 0.00 496000.00 468585.96 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 7885000.00 7891096.95 U.S. Treasuries (including strips) GNII SF DT2066 C 549300M8ZYFG0OCMTT87 3618W1JK5 2056-07-20 5.500000 0.00 4548396.00 4487918.56 Agency Mortgage-Backed Securities GNII SF DS9719 C 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Securities GNII SP 786518 M 549300M8ZYFG0OCMTT87 3622ACDX5 2050-12-20 4.500000 0.00 2047.00 1311.26 Agency Mortgage-Backed Securities GNII SF DT2877 C 549300M8ZYFG0OCMTT87 3618W2FS0 2056-06-20 5.500000 0.00 1008.00 947.41 Agency Mortgage-Backed Securities GNII SP 785259 C 549300M8ZYFG0OCMTT87 3622AAWU4 2050-12-20 3.000000 0.00 1024.00 501.63 Agency Mortgage-Backed Securities GNII SP 786211 M 549300M8ZYFG0OCMTT87 3622ABYG1 2044-12-20 4.000000 0.00 44152704.00 24814378.48 Agency Mortgage-Backed Securities GNII SP 785242 C 549300M8ZYFG0OCMTT87 3622AAWB6 2050-12-20 3.500000 0.00 20915800.00 9024540.09 Agency Mortgage-Backed Securities GNII SP 785535 C 549300M8ZYFG0OCMTT87 3622ABBC5 2051-06-20 3.000000 0.00 1215.00 591.40 Agency Mortgage-Backed Securities FEPC 02.500 CLRA4575 S6XOOCT0IEG5ABCC6L87 3133KLCL9 2051-02-01 2.500000 0.00 1000.00 412.97 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8418 S6XOOCT0IEG5ABCC6L87 3132DWK77 2054-04-01 4.500000 0.00 919000.00 709332.11 Agency 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5.500000 0.00 3004.00 2912.46 Agency Mortgage-Backed Securities FNMS 06.500 CLDG4704 B1V7KEBTPIMZEU4LTD58 3140U8GN4 2056-05-01 6.500000 0.00 1133536.00 1168126.34 Agency Mortgage-Backed Securities FNMS 06.000 CLDE2434 B1V7KEBTPIMZEU4LTD58 3140BEV47 2055-07-01 6.000000 0.00 183413.00 155557.86 Agency Mortgage-Backed Securities GNII SF DR9484 C 549300M8ZYFG0OCMTT87 3618VJRD4 2056-05-20 5.000000 0.00 6570092.00 6159527.09 Agency Mortgage-Backed Securities GNII SF DS1666 C 549300M8ZYFG0OCMTT87 3618VMZ71 2056-04-20 6.000000 0.00 1008.00 1014.16 Agency Mortgage-Backed Securities GNII SF DS0847 C 549300M8ZYFG0OCMTT87 3618VL5G6 2056-07-20 5.500000 0.00 1001.00 975.89 Agency Mortgage-Backed Securities GNII SF DS8844 C 549300M8ZYFG0OCMTT87 3618VVZH9 2056-07-20 6.000000 0.00 6623082.00 6579924.25 Agency Mortgage-Backed Securities GNII SF MB0871 M 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 1274.00 1159.40 Agency Mortgage-Backed Securities Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 2441000000.00 2441000000.00 0.0062 N Y Y N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 3.890000% ARP1MK4V1 L3I9ZG2KFGXZ61BMYR72 0001041839 ARP1MK4V1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 05.500 CLSL3028 S6XOOCT0IEG5ABCC6L87 31427QLJ9 2055-10-01 5.500000 0.00 6820000.00 6185046.94 Agency Mortgage-Backed Securities FEPC 05.000 CLTB2369 S6XOOCT0IEG5ABCC6L87 3142K3T32 2056-05-01 5.000000 0.00 10199232.00 9256186.82 Agency Mortgage-Backed Securities FNMS 05.000 CLBJ9899 B1V7KEBTPIMZEU4LTD58 3140HB7M4 2049-11-01 5.000000 0.00 1538039.00 229539.56 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2005 B1V7KEBTPIMZEU4LTD58 3140Y8GP5 2056-02-01 5.000000 0.00 2398061.00 1996881.25 Agency Mortgage-Backed Securities FEPC 05.000 CLQA0355 S6XOOCT0IEG5ABCC6L87 31334WMC2 2049-06-01 5.000000 0.00 1815993.00 615698.66 Agency Mortgage-Backed Securities 05.000 FGPC Q63396 G S6XOOCT0IEG5ABCC6L87 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Mortgage-Backed Securities FNMS 04.500 CLMA4867 B1V7KEBTPIMZEU4LTD58 31418EMR8 2053-01-01 4.500000 0.00 31886500.00 22479031.23 Agency Mortgage-Backed Securities FNMS 05.000 CLBO9096 B1V7KEBTPIMZEU4LTD58 3140K5DA2 2050-01-01 5.000000 0.00 1464786.00 279492.90 Agency Mortgage-Backed Securities FNMS 05.000 CLBN8180 B1V7KEBTPIMZEU4LTD58 3140JRCS8 2049-05-01 5.000000 0.00 1450314.00 268083.90 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 8746500.00 8539937.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 8110200.00 8035338.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 100.00 94.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 17933100.00 17692079.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 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ATD24RO41 Non-Negotiable Time Deposit Y 2026-10-05 2026-10-05 2026-10-05 N N N 0.0392 1000000000.00 1000000000.00 0.0026 N N Y N ING BANK NV ING BANK NV 3.920000% ATD24SMG4 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD24SMG4 Non-Negotiable Time Deposit Y 2026-10-06 2026-10-06 2026-10-06 N N N 0.0392 500000000.00 500000000.00 0.0013 N N Y N LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 3.910000% ATD24SMH2 N/A ATD24SMH2 Non-Negotiable Time Deposit Y 2026-10-06 2026-10-06 2026-10-06 N N N 0.0391 995000000.00 995000000.00 0.0025 N N Y N DBS BANK LTD DBS BANK LTD 3.920000% ATD24SMJ8 ATUEL7OJR5057F2PV266 0001501323 ATD24SMJ8 Non-Negotiable Time Deposit Y 2026-10-06 2026-10-06 2026-10-06 N N N 0.0392 200000000.00 200000000.00 0.0005 N N Y N DBS BANK LTD DBS BANK LTD 3.920000% ATD24SMK5 ATUEL7OJR5057F2PV266 0001501323 ATD24SMK5 Non-Negotiable Time Deposit Y 2026-10-06 2026-10-06 2026-10-06 N N N 0.0392 200000000.00 200000000.00 0.0005 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (LONDON BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (LONDON BRANCH) 3.900000% ATD24SML3 1VUV7VQFKUOQSJ21A208 0001330437 ATD24SML3 Non-Negotiable Time Deposit Y 2026-10-06 2026-10-06 2026-10-06 N N N 0.0390 850000000.00 850000000.00 0.0022 N N Y N ING BANK NV ING BANK NV 3.920000% ATD24SMM1 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD24SMM1 Non-Negotiable Time Deposit Y 2026-10-06 2026-10-06 2026-10-06 N N N 0.0392 1000000000.00 1000000000.00 0.0026 N N Y N NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 3.920000% ATD24SMN9 N/A ATD24SMN9 Non-Negotiable Time Deposit Y 2026-10-06 2026-10-06 2026-10-06 N N N 0.0392 499000000.00 499000000.00 0.0013 N N Y N SANTANDER UK PLC SANTANDER UK PLC 3.910000% ATD24SMO7 PTCQB104N23FMNK2RZ28 0000891478 ATD24SMO7 Non-Negotiable Time Deposit Y 2026-10-06 2026-10-06 2026-10-06 N N N 0.0391 500000000.00 500000000.00 0.0013 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.920000% ATD24SMQ2 N/A 0000859994 ATD24SMQ2 Non-Negotiable Time Deposit Y 2026-10-06 2026-10-06 2026-10-06 N N N 0.0392 1500000000.00 1500000000.00 0.0038 N N Y N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 3.880000% ATD24TGX2 RB0PEZSDGCO3JS6CEU02 0001512734 ATD24TGX2 Non-Negotiable Time Deposit Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 1500000000.00 1500000000.00 0.0038 N Y Y N NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) NORDDEUTSCHE LANDESBANK GIROZENTRALE (NEW YORK BRANCH) 3.920000% ATD24TGY0 N/A ATD24TGY0 Non-Negotiable Time Deposit Y 2026-10-07 2026-10-07 2026-10-07 N N N 0.0392 478996934.40 478996934.40 0.0012 N N Y N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 3.880000% ATD24TGZ7 N/A 0001098062 ATD24TGZ7 Non-Negotiable Time Deposit Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 750000000.00 750000000.00 0.0019 N Y Y N ING BANK NV ING BANK NV 3.920000% ATD24TH11 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD24TH11 Non-Negotiable Time Deposit Y 2026-10-07 2026-10-07 2026-10-07 N N N 0.0392 999993600.00 999993600.00 0.0026 N N Y N TORONTO-DOMINION BANK (CAYMAN ISLANDS BRANCH) TORONTO-DOMINION BANK (CAYMAN ISLANDS BRANCH) 3.910000% ATD24TH29 PT3QB789TSUIDF371261 ATD24TH29 Non-Negotiable Time Deposit Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0391 449000000.00 449000000.00 0.0011 N Y Y N TORONTO-DOMINION BANK (CAYMAN ISLANDS BRANCH) TORONTO-DOMINION BANK (CAYMAN ISLANDS BRANCH) 3.950000% ATD24TH37 PT3QB789TSUIDF371261 ATD24TH37 Non-Negotiable Time Deposit Y 2026-10-07 2026-10-07 2026-10-07 N N N 0.0395 500000000.00 500000000.00 0.0013 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 3.930000% ATD24TH45 ES7IP3U3RHIGC71XBU11 0000352613 ATD24TH45 Non-Negotiable Time Deposit Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0393 3570000000.00 3570000000.00 0.0091 N Y Y N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 3.910000% ATD24TH52 BSGEFEIOM18Y80CKCV46 0000926171 ATD24TH52 Non-Negotiable Time Deposit Y 2026-10-07 2026-10-07 2026-10-07 N N N 0.0391 499996125.00 499996125.00 0.0013 N N Y N DBS BANK LTD DBS BANK LTD 3.920000% ATD24THC7 ATUEL7OJR5057F2PV266 0001501323 ATD24THC7 Non-Negotiable Time Deposit Y 2026-10-07 2026-10-07 2026-10-07 N N N 0.0392 899994240.00 899994240.00 0.0023 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.920000% ATD24THF0 N/A 0000859994 ATD24THF0 Non-Negotiable Time Deposit Y 2026-10-07 2026-10-07 2026-10-07 N N N 0.0392 1199992320.00 1199992320.00 0.0031 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 3.920000% ATD24THG8 N/A 0000859994 ATD24THG8 Non-Negotiable Time Deposit Y 2026-10-07 2026-10-07 2026-10-07 N N N 0.0392 1299991680.00 1299991680.00 0.0033 N N Y N 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 N/A Charles Schwab Family of Funds 2026-10-07 Dana Smith Dana Smith CFO