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254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 2420100.00 2381526.03 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 100.00 99.78 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 200.00 199.24 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VA2 2026-12-03 0.00 0.00 100.00 99.31 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VL8 2026-10-13 0.00 0.00 5000.00 4993.62 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0.00 0.00 11963500.00 11571192.91 U.S. Treasuries (including strips) BILL 08/05/27 254900HROIFWPRGM1V77 912797VR5 2027-08-05 0.00 0.00 1000200.00 963693.70 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VV6 2027-02-04 0.00 0.00 100.00 98.57 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797WP8 2027-01-12 0.00 0.00 100.00 98.84 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 69857600.00 67351545.92 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 4743300.00 4757432.70 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 1000.00 957.38 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 400.00 395.61 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 100.00 101.22 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 5136300.00 4947265.85 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 100.00 97.92 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 108335000.00 103423416.10 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 100.00 100.09 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 4392000.00 4172972.87 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 108000.00 105157.82 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 777583200.00 748815212.10 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 53200800.00 52413374.96 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 19748000.00 19675327.36 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 8169200.00 7674179.16 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 32529300.00 31913463.11 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 1334900.00 1257496.49 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 1800.00 1781.93 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 155994000.00 147075077.80 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 5691600.00 3665754.66 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 8872000.00 4804290.03 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 15098000.00 10164875.71 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 1120000.00 862131.76 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 16899800.00 14276021.55 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 180144500.00 130415655.80 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 251496900.00 184081584.10 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 8357500.00 6901750.95 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 14888900.00 11789526.08 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 75900000.00 65949946.42 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 82000.00 73008.25 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 16799600.00 15170824.18 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 16711300.00 13497508.12 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 46858100.00 40019207.16 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 50000000.00 43018462.50 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 19800.00 17625.95 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 6766200.00 5897810.67 U.S. Treasuries (including strips) 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 4575500.00 4092348.93 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 200.00 196.39 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 348800.00 337724.82 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 11839000.00 11270434.98 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 200.00 199.29 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 1209800.00 1105536.41 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 100.00 89.41 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 1889700.00 1805695.34 U.S. Treasuries (including strips) 3 3/4 NOTE H 33 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 18668200.00 17308142.01 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 935200.00 888803.79 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 28 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 110507100.00 109054926.20 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 50980000.00 48918987.49 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 2491400.00 2363811.05 U.S. Treasuries (including strips) 4 1/4 NOTE L 33 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 9532300.00 9178581.77 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 42925200.00 41149212.78 U.S. Treasuries (including strips) 4 1/8 NOTE AQ 29 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 200.00 197.36 U.S. Treasuries (including strips) 4 3/8 NOTE AB 31 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 10632400.00 10393309.63 U.S. Treasuries (including strips) 5 1/4 BOND 29 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 300.00 304.51 U.S. Treasuries (including strips) 6 1/8 BOND 29 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125000 0.00 208600.00 216582.34 U.S. Treasuries (including strips) 4 1/2 BOND 36 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 301100.00 287844.37 U.S. Treasuries (including strips) 4 3/8 BOND 38 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 45100.00 41989.58 U.S. Treasuries (including strips) 3 1/2 BOND 39 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 100.00 83.99 U.S. Treasuries (including strips) 4 1/4 BOND 39 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 100.00 91.35 U.S. Treasuries (including strips) 4 1/2 BOND 39 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 310138700.00 286026656.60 U.S. Treasuries (including strips) 4 3/8 BOND 39 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 9759000.00 8965400.56 U.S. Treasuries (including strips) 3 7/8 BOND 40 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 27170000.00 23124298.70 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 94527600.00 84654239.44 U.S. Treasuries (including strips) 4 3/8 BOND 41 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 1634200.00 1474928.01 U.S. Treasuries (including strips) 3 3/4 BOND 41 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 142007900.00 117173203.40 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 120288000.00 91891822.34 U.S. Treasuries (including strips) 3 1/8 BOND 42 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 38024600.00 28594508.71 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 121199900.00 89971291.37 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 171577000.00 120837992.20 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 82672800.00 58440616.93 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 40197900.00 28668870.94 U.S. Treasuries (including strips) 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 2428300.00 1957121.17 U.S. Treasuries (including strips) 3 3/8 BOND 44 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 308600.00 233921.35 U.S. Treasuries (including strips) 3 1/8 BOND 44 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 30133600.00 21647262.57 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 43170600.00 30602041.03 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 5055900.00 3239370.74 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 8058200.00 5468147.46 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 13708400.00 9576537.45 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 61880200.00 38928895.70 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 77285600.00 48872553.87 U.S. Treasuries (including strips) 2 1/4 BOND 46 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 10252600.00 6085036.00 U.S. Treasuries (including strips) 2 7/8 BOND 46 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 50216400.00 33813677.44 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 17764000.00 12155674.27 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 3323800.00 2139106.28 U.S. Treasuries (including strips) 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 155800000.00 107788165.70 U.S. Treasuries (including strips) 3 3/8 BOND 48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 532000.00 383247.61 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 132654400.00 87844274.30 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 50352400.00 32807723.04 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 10150900.00 5701044.89 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 137484600.00 79968364.41 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 404718000.00 212387102.60 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 6135700.00 2634273.83 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 555900.00 262751.00 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549300M8ZYFG0OCMTT87 3618N5ES4 2055-01-20 4.000000 0.00 329100467.09 285501968.50 Agency Mortgage-Backed Securities GNII SF MB0205 M 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.500000 0.00 142141606.20 137622861.40 Agency Mortgage-Backed Securities GNII SF MB0367 M 549300M8ZYFG0OCMTT87 3618N5MR7 2055-05-20 6.000000 0.00 28449857.50 28208384.58 Agency Mortgage-Backed Securities GNII SF MB0751 M 549300M8ZYFG0OCMTT87 3618N5ZR3 2054-01-20 8.000000 0.00 300491.62 311218.10 Agency Mortgage-Backed Securities FEPC 02.500 CLSD3777 S6XOOCT0IEG5ABCC6L87 3132E0FS6 2051-12-01 2.500000 0.00 2343027.69 1880300.55 Agency Mortgage-Backed Securities FHDN 11/04/26 2549001DPIFGXC1TOL40 313385N28 2026-11-04 0.00 0.00 800000.00 797091.20 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5765 S6XOOCT0IEG5ABCC6L87 31427TMP8 2056-07-01 5.000000 0.00 101456374.38 94475646.01 Agency Mortgage-Backed Securities FEPC 06.000 CLSL6746 S6XOOCT0IEG5ABCC6L87 31427UP80 2056-06-01 6.000000 0.00 293288448.00 289397781.10 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0726 S6XOOCT0IEG5ABCC6L87 3133BMYX7 2052-10-01 5.000000 0.00 1150076.74 1094610.59 Agency Mortgage-Backed Securities FNMS 03.500 CLBU2688 B1V7KEBTPIMZEU4LTD58 3140M37A2 2051-10-01 3.500000 0.00 60972.12 52443.92 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5743 B1V7KEBTPIMZEU4LTD58 3140W6LZ3 2053-10-01 5.000000 0.00 45114411.61 42471870.05 Agency Mortgage-Backed Securities FNMS 04.500 CLFA5784 B1V7KEBTPIMZEU4LTD58 3140W6NA6 2056-05-01 4.500000 0.00 1263300.70 1153126.98 Agency Mortgage-Backed Securities FNMS 06.500 CLFA6314 B1V7KEBTPIMZEU4LTD58 3140W7AQ3 2056-03-01 6.500000 0.00 34829349.09 35324278.01 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4512 B1V7KEBTPIMZEU4LTD58 3140X8AN7 2050-04-01 3.500000 0.00 39226.39 34108.07 Agency Mortgage-Backed Securities 8.625 RFPR 30 A N/A 76116FAB3 2030-01-15 0.00 0.00 450000.00 379323.90 Corporate Debt Securities Y 2026-10-07 2026-10-07 2050-01-01 N N N 0.0396 2000000000.00 2000000000.00 0.0167 N N Y N Bank of America Bank of America 4.120000% 03199J004 NQQ6HPCNCCU6TUTQYE16 0001102778 03199J004_4.12_1007 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 507645424.64 482040263.80 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 92961000.00 85992643.44 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 4.256148 0.00 32430900.00 32680958.55 U.S. Treasuries (including strips) 4 1/2 NOTE P 33 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.500000 0.00 212419200.00 205179801.10 U.S. Treasuries (including strips) TINT 05/15/27 254900HROIFWPRGM1V77 912833PD6 2027-05-15 0.00 0.00 23235588.90 22606833.86 U.S. Treasuries (including strips) 0 3/4 TRIB 45 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 134772690.87 87603259.86 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 89581000.00 86979434.13 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 17457500.00 16916806.31 U.S. Treasuries (including strips) Y 2026-10-07 2026-10-07 2027-07-29 N N N 0.0418 1000000000.00 1000000000.00 0.0083 N N Y N Ashton Portfolio Borrowers Ashton Portfolio Borrowers 3.980000% 034154AA2 N/A US034154AA27 Variable Rate Demand Note Y 2026-10-07 2026-10-07 2066-05-01 Y Federal Home Loan Bank - San Francisco 1.0000 7 N N N 0.0398 70000000.00 70000000.00 0.0006 N N Y N Fixed Income Clearing Corp. - BBVA Fixed Income Clearing Corp. - BBVA 3.900000% 05499X005 K8MS7FD7N5Z2WQ51AZ71 05499X005_3.90_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y BILL 03/18/27 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0.00 0.00 24901900.00 24420222.55 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 39050400.00 39166750.99 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 130140900.00 124594230.90 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 15300.00 15486.32 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 50000000.00 49870775.00 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 37380900.00 35516730.77 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 38202600.00 35693625.14 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 12141300.00 11409559.95 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 357657000.00 339497323.50 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 5000100.00 2485455.96 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 14127100.00 7649987.11 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 28000000.00 18851273.00 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 24500000.00 18859132.25 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 18000000.00 14864674.50 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 5062200.00 4088675.66 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 15000000.00 13498466.25 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 15000000.00 13701416.25 U.S. Treasuries (including strips) 4 3/4 BOND 56 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 53069200.00 46623176.16 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 18606000.00 16405119.52 U.S. Treasuries (including strips) 5 BOND 56 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 2667100.00 2474452.70 U.S. Treasuries (including strips) 5 1/8 BOND 46 254900HROIFWPRGM1V77 912810UX4 2046-08-15 5.125000 0.00 8615000.00 8107897.41 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 58934400.00 57536755.97 U.S. Treasuries (including strips) 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 6580400.00 6611459.49 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 8000000.00 7310540.00 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 5949000.00 5478852.02 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 3917000.00 3758644.06 U.S. Treasuries (including strips) 4 NOTE BC 28 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 21344500.00 21347452.66 U.S. Treasuries (including strips) 4 1/8 NOTE AA 31 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 34765900.00 33746755.02 U.S. Treasuries (including strips) 4 3/8 NOTE N 33 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 200000000.00 192306007.60 U.S. Treasuries (including strips) 4 5/8 NOTE E 36 254900HROIFWPRGM1V77 91282CRF0 2036-08-15 4.625000 0.00 2000000.00 1911694.50 U.S. Treasuries (including strips) 4 1/8 NOTE BG 28 254900HROIFWPRGM1V77 91282CRH6 2028-08-31 4.125000 0.00 2586300.00 2560603.84 U.S. Treasuries (including strips) 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375000 0.00 2473300.00 2408021.43 U.S. Treasuries (including strips) 4 3/8 NOTE AS 29 254900HROIFWPRGM1V77 91282CRL7 2029-09-15 4.375000 0.00 1754000.00 1728321.17 U.S. Treasuries (including strips) 5 1/2 BOND 28 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.500000 0.00 6270400.00 6384483.66 U.S. Treasuries (including strips) 5 3/8 BOND 31 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 14900000.00 15191574.38 U.S. Treasuries (including strips) 4 3/8 BOND 38 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 19900000.00 18527551.73 U.S. Treasuries (including strips) 3 7/8 BOND 40 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 13655700.00 11622321.89 U.S. Treasuries (including strips) 4 3/4 BOND 41 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 22000000.00 20504143.00 U.S. Treasuries (including strips) 4 3/8 BOND 41 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 5500000.00 4963960.38 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 5000000.00 3925556.25 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 17000000.00 13262673.25 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 1000000.00 708863.00 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 29000000.00 18663602.50 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 57500.00 56633.01 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 4895500.00 4871453.30 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 1651500.00 1680666.73 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 100.00 101.32 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 51447200.00 51627934.01 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 81261100.00 80646766.08 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 522000.00 504559.53 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 1457000.00 1481814.36 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 50000000.00 48720706.79 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 75219500.00 74018169.37 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 900.00 878.53 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 25000000.00 23906833.33 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 18136000.00 16923596.08 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 24151100.00 24201655.73 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 180076000.00 151042391.50 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 21242100.00 19154707.87 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 8661000.00 7906880.23 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0395 1750000000.00 1750000000.00 0.0146 N Y Y N Fehr Family Investments Project Fehr Family Investments Project 3.990000% 05557FAA0 N/A US05557FAA03 Variable Rate Demand Note Y 2026-10-07 2026-10-07 2056-02-01 Y Federal Home Loan Bank - Des Moines 1.0000 7 N N N 0.0399 25000000.00 25000000.00 0.0002 N N Y N Fixed Income Clearing Corp. - Barclays Fixed Income Clearing Corp. - Barclays 3.900000% 06799C006 AC28XWWI3WIBK2824319 06799C006_3.90_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y United States Treasury Bill 254900HROIFWPRGM1V77 912797SK4 2026-10-29 0.00 0.00 59515500.00 59337191.56 U.S. Treasuries (including strips) BILL 02/18/27 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 5376400.00 5290705.56 U.S. Treasuries (including strips) BILL 03/18/27 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0.00 0.00 8271000.00 8111014.05 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 0.00 0.00 11889800.00 11881001.55 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0.00 0.00 33285900.00 33236403.87 U.S. Treasuries (including strips) BILL 10/22/26 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 282300.00 281666.52 U.S. Treasuries (including strips) BILL 11/05/26 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 44996700.00 44825307.57 U.S. Treasuries (including strips) BILL 10/13/26 254900HROIFWPRGM1V77 912797VL8 2026-10-13 0.00 0.00 2356000.00 2352993.74 U.S. Treasuries (including strips) BILL 07/08/27 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 0.00 0.00 13135900.00 12705147.57 U.S. Treasuries (including strips) BILL 08/05/27 254900HROIFWPRGM1V77 912797VR5 2027-08-05 0.00 0.00 25000000.00 24087525.00 U.S. Treasuries (including strips) BILL 08/05/27 254900HROIFWPRGM1V77 912797VR5 2027-08-05 0.00 0.00 87999900.00 84787991.65 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VS3 2027-01-07 0.00 0.00 87344800.00 86385404.72 U.S. Treasuries (including strips) BILL 01/14/27 254900HROIFWPRGM1V77 912797VT1 2027-01-14 0.00 0.00 500.00 494.11 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797VW4 2026-11-10 0.00 0.00 4581100.00 4561158.47 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797WF0 2026-12-15 0.00 0.00 439700.00 436072.47 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797WL7 2027-03-25 0.00 0.00 40000000.00 39189920.00 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797WQ6 2027-01-19 0.00 0.00 4040100.00 3989740.15 U.S. Treasuries (including strips) 6 1/2 BOND 26 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.500000 0.00 1899400.00 1951339.09 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 482056600.00 478331025.60 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 50000000.00 50127533.15 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 28882700.00 28419503.43 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 100000000.00 97346703.80 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 47800000.00 46531724.42 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 261783500.00 261389384.90 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 4800.00 4814.30 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 359700.00 360771.73 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 12685500.00 12144837.75 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 45500.00 45000.94 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 538599000.00 513395798.40 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 344563000.00 328439519.00 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 36341100.00 35164266.16 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 71755400.00 71608803.72 U.S. Treasuries (including strips) 3 3/4 NOTE AM 28 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 12500000.00 12520826.43 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 259439600.00 253991558.80 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 4924000.00 4742779.24 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 1670500.00 1666182.59 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 56332300.00 56186709.17 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 822500.00 830219.71 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 5727700.00 5781458.28 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 226327200.00 218422043.60 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 397000000.00 395248655.10 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 18000000.00 17183934.00 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 89003200.00 86377917.11 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 42777100.00 42960143.21 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 170000000.00 164272909.70 U.S. Treasuries (including strips) United States Treasury Floating Rate Note 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 4.312148 0.00 100.00 100.81 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 126381000.00 120078434.50 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 6464500.00 6039940.73 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 153000.00 152174.28 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 116999200.00 111511135.30 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 24660700.00 23408577.62 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 218582000.00 201890204.20 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 396153000.00 365901172.30 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 349726000.00 348439008.30 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 486374400.00 456902056.90 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 167661000.00 164486882.30 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 13100000.00 12506052.55 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 8280000.00 8214409.98 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 50827500.00 50317162.62 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 100.00 94.28 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 175171500.00 165156108.50 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 4757000.00 4707245.49 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 42097200.00 40101488.74 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 12094000.00 11520657.07 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 950300.00 931833.06 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 2855100.00 2701236.52 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 65584600.00 65352118.99 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 27848400.00 25447485.00 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.750000 0.00 300.00 299.55 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 1922400.00 1909761.01 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 6077600.00 6037642.29 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 52000.00 50959.99 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 8551400.00 8171256.34 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 24841600.00 24159474.51 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 498000.00 489991.64 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 637413600.00 617446795.10 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 18527000.00 17607857.00 U.S. Treasuries (including strips) 4 1/8 NOTE K 33 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 137355300.00 131802318.60 U.S. Treasuries (including strips) 4 NOTE BC 28 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 49956900.00 49963810.70 U.S. Treasuries (including strips) 4 NOTE BC 28 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 221286400.00 221317011.30 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 23803000.00 23203735.67 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 50000000.00 49553671.31 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 20453500.00 20270920.32 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 85063800.00 85280936.44 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 199756300.00 200266204.00 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 400.00 393.01 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 146219000.00 140169335.10 U.S. Treasuries (including strips) 4 1/8 NOTE AA 31 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 500.00 485.34 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 533804800.00 526357422.30 U.S. Treasuries (including strips) 4 1/2 NOTE P 33 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.500000 0.00 4000200.00 3860010.12 U.S. Treasuries (including strips) 5 NOTE Q 33 254900HROIFWPRGM1V77 91282CRM5 2033-09-30 5.000000 0.00 27884300.00 27596924.40 U.S. Treasuries (including strips) 5 NOTE AD 31 254900HROIFWPRGM1V77 91282CRN3 2031-09-30 5.000000 0.00 31242300.00 31143636.82 U.S. Treasuries (including strips) 6 1/8 BOND 27 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125000 0.00 200.00 207.79 U.S. Treasuries (including strips) 5 1/2 BOND 28 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.500000 0.00 200.00 203.64 U.S. Treasuries (including strips) 5 1/4 BOND 28 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 18637000.00 19145370.77 U.S. Treasuries (including strips) 5 1/4 BOND 29 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 10458900.00 10616123.41 U.S. Treasuries (including strips) 6 1/8 BOND 29 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125000 0.00 1788400.00 1856835.36 U.S. Treasuries (including strips) 6 1/4 BOND 30 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.250000 0.00 5200300.00 5530017.22 U.S. Treasuries (including strips) 6 1/4 BOND 30 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.250000 0.00 54099400.00 57529491.31 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 99000.00 98298.22 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 2310600.00 2231489.68 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 74998900.00 72431087.66 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 100773800.00 100371712.50 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 50000000.00 49704581.79 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 103860100.00 103307532.10 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 50000000.00 50180016.67 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 200.00 178.81 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 26356500.00 23283977.83 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 45176500.00 45339150.46 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 57101000.00 57856634.69 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 5532000.00 5605206.62 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 36212000.00 34752294.28 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 4757300.00 4684403.89 U.S. Treasuries (including strips) 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 194900.00 196425.20 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 100.00 98.62 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 7100000.00 6856267.19 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 179104200.00 166909532.30 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 30015000.00 30068818.39 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 49999800.00 49043903.82 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 243665400.00 243964606.50 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 36988700.00 37412107.44 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 1858200.00 1890430.48 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 18893000.00 18829286.51 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 36453000.00 36330068.33 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 45000000.00 43920450.00 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 14133800.00 14026948.47 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 284802800.00 261530352.80 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 1000.00 918.29 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 18214200.00 17226165.89 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 239038000.00 231051535.70 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 50000000.00 50851556.79 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 12750000.00 12423780.23 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 81088000.00 77134919.46 U.S. Treasuries (including strips) 4 1/4 NOTE BL 26 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 4403900.00 4467129.73 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 1950600.00 1892339.48 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 227211400.00 220425049.90 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 387000000.00 382562658.00 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 66945800.00 67181716.27 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 13888500.00 13937442.92 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 165625000.00 162979803.10 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 50000000.00 42900187.50 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 1491700.00 1456109.03 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 50000000.00 47950650.00 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 537000.00 456019.46 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 100.00 95.63 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 178582200.00 170054096.30 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 200.00 190.45 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 16190000.00 13754898.53 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 13400.00 12747.81 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 26830800.00 25523442.73 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 160702600.00 150202229.20 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 150000100.00 125646458.80 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 150001400.00 125647547.70 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 2701100.00 2516252.92 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 102181800.00 95717647.72 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 900000.00 835943.85 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 2133400.00 1991662.91 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 4707700.00 4008737.19 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 110618200.00 103158425.80 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 117967900.00 110012483.10 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 100.00 99.18 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 18003900.00 16924242.12 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 197407000.00 189890555.70 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 3294400.00 3301635.90 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 175000.00 157803.32 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 800.00 721.39 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 100993000.00 96393947.10 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 103800.00 103719.97 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 19190000.00 19414583.18 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 100000000.00 98008566.67 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 10247800.00 10002247.34 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 30557000.00 30536328.19 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 1925000.00 1904933.09 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 36583700.00 36202337.99 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 500.00 496.35 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 58192800.00 57768162.32 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 689398800.00 670079030.90 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 6622300.00 6328455.30 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 66237600.00 65124675.84 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.500000 0.00 21846500.00 21084158.31 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 143291100.00 130814636.50 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 8513900.00 7141206.03 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0395 13000000000.00 13000000000.00 0.1084 N Y Y N RBC Dominion RBC Dominion 3.880000% 071995005 549300QJJX6CVVUXLE15 071995005_3.88_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury Bill 254900HROIFWPRGM1V77 912797VH7 2026-12-17 0.00 0.00 266.67 264.33 U.S. Treasuries (including strips) 2 7/8 TPRN 43 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0.00 0.00 133.33 52.41 U.S. Treasuries (including strips) 2 1/4 TPRN 46 254900HROIFWPRGM1V77 912803EU3 2046-08-15 0.00 0.00 2793333.33 903704.79 U.S. Treasuries (including strips) 3 TPRN 49 254900HROIFWPRGM1V77 912803FG3 2049-02-15 0.00 0.00 194533.33 54459.02 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 220370666.67 211079069.87 U.S. Treasuries (including strips) 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 15166933.33 14488516.41 U.S. Treasuries (including strips) 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 99568666.67 94678892.73 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 67685733.33 63325587.61 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 37991333.33 35724060.93 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 2436666.67 2371823.27 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 52234933.33 49880313.13 U.S. Treasuries (including strips) 0 5/8 TRIN D 32 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 8235587.24 7357177.41 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 23233200.00 20541993.89 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 41066.67 36733.83 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 33286400.00 28790048.12 U.S. Treasuries (including strips) 4 3/4 BOND 56 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 128169333.33 113229595.40 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 2307333.33 2041992.89 U.S. Treasuries (including strips) 5 1/8 BOND 56 254900HROIFWPRGM1V77 912810UW6 2056-08-15 5.125000 0.00 266666.67 250292.33 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 33333.33 30452.17 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 36000.00 32886.45 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 10000.00 8939.50 U.S. Treasuries (including strips) 1 7/8 TRIN A 36 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 194822983.16 179317067.47 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 7333.33 6763.87 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 15765266.67 14981989.10 U.S. Treasuries (including strips) 4 1/4 NOTE BE 28 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 31238666.67 31119486.06 U.S. Treasuries (including strips) 4 5/8 NOTE E 36 254900HROIFWPRGM1V77 91282CRF0 2036-08-15 4.625000 0.00 6750666.67 6463771.77 U.S. Treasuries (including strips) 4 1/4 NOTE AR 29 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 67760666.67 66797279.40 U.S. Treasuries (including strips) 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375000 0.00 4240000.00 4129826.53 U.S. Treasuries (including strips) 4 3/8 NOTE AS 29 254900HROIFWPRGM1V77 91282CRL7 2029-09-15 4.375000 0.00 24000000.00 23644148.29 U.S. Treasuries (including strips) TINT 02/15/34 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0.00 0.00 363432.31 247060.19 U.S. Treasuries (including strips) TINT 08/15/34 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0.00 0.00 19490735.27 12882226.06 U.S. Treasuries (including strips) TINT 02/15/35 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0.00 0.00 21547.81 13841.26 U.S. Treasuries (including strips) TINT 08/15/40 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0.00 0.00 49854.75 23070.09 U.S. Treasuries (including strips) TINT 11/15/41 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0.00 0.00 0.02 0.01 U.S. Treasuries (including strips) TINT 02/15/43 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0.00 0.00 0.01 0.00 U.S. Treasuries (including strips) 0 1/8 TRIB 51 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 7767756.95 3635358.80 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 133333333.33 128755333.33 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 32024666.67 32472318.42 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 6666.67 6515.19 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 5333.33 5351.59 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 16666666.67 16096840.58 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 115918133.33 112658758.80 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 339184666.67 327434037.87 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 6425333.33 6374605.33 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 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3140QQP74 2052-10-01 4.500000 0.00 382615.95 349739.67 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5694 B1V7KEBTPIMZEU4LTD58 3140QRKG7 2053-02-01 5.500000 0.00 244855.13 240318.10 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5984 B1V7KEBTPIMZEU4LTD58 3140QRUJ0 2053-04-01 5.000000 0.00 1815.74 1706.57 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8011 B1V7KEBTPIMZEU4LTD58 3140XP3V9 2054-05-01 6.000000 0.00 101556.14 101095.42 Agency Mortgage-Backed Securities FNMS 02.500 CIFS7804 B1V7KEBTPIMZEU4LTD58 3140XPU64 2038-02-01 2.500000 0.00 55329.47 49738.64 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8961 B1V7KEBTPIMZEU4LTD58 3140XQ5X1 2054-09-01 5.500000 0.00 191521.73 184695.43 Agency Mortgage-Backed Securities FNMS 04.500 CLFS8188 B1V7KEBTPIMZEU4LTD58 3140XQC21 2053-05-01 4.500000 0.00 275600.27 251902.78 Agency Mortgage-Backed Securities FNMS 04.500 CLFS8684 B1V7KEBTPIMZEU4LTD58 3140XQUJ4 2053-04-01 4.500000 0.00 215330.20 197155.25 Agency Mortgage-Backed Securities 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Federal Home Loan Banks 1.020000% 3130ALED2 2549001DPIFGXC1TOL40 US3130ALED27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-24 2027-02-24 2027-02-24 N N N 0.0349 27357857.26 27357857.26 0.0002 N N N N Federal Home Loan Banks Federal Home Loan Banks 1.250000% 3130AQF65 2549001DPIFGXC1TOL40 US3130AQF655 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-21 2026-12-21 2026-12-21 N N N 0.0347 220430716.87 220430716.87 0.0018 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.125000% 3130AYPN0 2549001DPIFGXC1TOL40 US3130AYPN01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-15 2027-01-15 2027-01-15 N N N 0.0355 56324624.52 56324624.52 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.000000% 3130B5K64 2549001DPIFGXC1TOL40 US3130B5K649 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-10 2027-03-10 2027-03-10 N N N 0.0404 90729847.18 90729847.18 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.980000% 3130B5X94 2549001DPIFGXC1TOL40 US3130B5X949 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-10-16 2026-10-16 N N N 0.0404 149999800.50 149999800.50 0.0013 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.975000% 3130B6PC4 2549001DPIFGXC1TOL40 US3130B6PC40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-11 2027-06-11 N N N 0.0403 300119466.00 300119466.00 0.0025 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.975000% 3130B6QR0 2549001DPIFGXC1TOL40 US3130B6QR00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-14 2027-06-14 N N N 0.0403 100040355.00 100040355.00 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.975000% 3130B6S49 2549001DPIFGXC1TOL40 US3130B6S491 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-16 2027-06-16 N N N 0.0403 250097900.00 250097900.00 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.980000% 3130B6WA0 2549001DPIFGXC1TOL40 US3130B6WA01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-02 2027-07-02 N N N 0.0404 250126990.00 250126990.00 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.990000% 3130B72L7 2549001DPIFGXC1TOL40 US3130B72L79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-15 2027-07-15 N N N 0.0400 99999233.00 99999233.00 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.990000% 3130B73B8 2549001DPIFGXC1TOL40 US3130B73B88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-16 2027-07-16 N N N 0.0401 144020242.08 144020242.08 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.990000% 3130B73S1 2549001DPIFGXC1TOL40 US3130B73S14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-19 2027-07-19 N N N 0.0401 205031356.80 205031356.80 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.005000% 3130B7H23 2549001DPIFGXC1TOL40 US3130B7H237 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-08-18 2027-08-18 N N N 0.0406 100092923.00 100092923.00 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.750000% 3130B7VA9 2549001DPIFGXC1TOL40 US3130B7VA92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-23 2026-10-23 2026-10-23 N N N 0.0386 249932642.50 249932642.50 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.840000% 3130B84L3 2549001DPIFGXC1TOL40 US3130B84L34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-06 2026-11-06 2026-11-06 N N N 0.0383 499842110.00 499842110.00 0.0042 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B8JX1 2549001DPIFGXC1TOL40 US3130B8JX17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-04 2026-12-04 2026-12-04 N N N 0.0372 499279705.00 499279705.00 0.0042 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.810000% 3130B8KW1 2549001DPIFGXC1TOL40 US3130B8KW15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-04 2026-12-04 2026-12-04 N N N 0.0378 332947470.17 332947470.17 0.0028 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.760000% 3130B8PA4 2549001DPIFGXC1TOL40 US3130B8PA40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-17 2026-12-17 2026-12-17 N N N 0.0373 499440110.00 499440110.00 0.0042 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.970000% 3130B8TF9 2549001DPIFGXC1TOL40 US3130B8TF90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-12-02 2027-12-02 N N N 0.0403 250170977.50 250170977.50 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.970000% 3130B8TP7 2549001DPIFGXC1TOL40 US3130B8TP72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-12-06 2027-12-06 N N N 0.0403 250100257.50 250100257.50 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.740000% 3130B8W32 2549001DPIFGXC1TOL40 US3130B8W325 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-08 2027-01-08 2027-01-08 N N N 0.0373 498908745.00 498908745.00 0.0042 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.960000% 3130B94R8 2549001DPIFGXC1TOL40 US3130B94R85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-20 2028-01-20 N N N 0.0402 250055867.50 250055867.50 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.620000% 3130B95B2 2549001DPIFGXC1TOL40 US3130B95B25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-08 2027-02-08 2027-02-08 N N N 0.0359 99656222.00 99656222.00 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.960000% 3130B95S5 2549001DPIFGXC1TOL40 US3130B95S59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-14 2028-01-14 N N N 0.0405 50010937.50 50010937.50 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.965000% 3130B96N5 2549001DPIFGXC1TOL40 US3130B96N53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-20 2028-01-20 N N N 0.0402 250082697.50 250082697.50 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130B9NL0 2549001DPIFGXC1TOL40 US3130B9NL06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-24 2027-03-24 2027-03-24 N N N 0.0362 497756200.00 497756200.00 0.0042 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.965000% 3130B9RT9 2549001DPIFGXC1TOL40 US3130B9RT95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-03-10 2028-03-10 N N N 0.0402 74994660.75 74994660.75 0.0006 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.730000% 3130B9SP6 2549001DPIFGXC1TOL40 US3130B9SP64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-02 2027-04-02 2027-04-02 N N N 0.0376 995593510.00 995593510.00 0.0083 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.750000% 3130B9T34 2549001DPIFGXC1TOL40 US3130B9T345 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-02 2027-04-02 2027-04-02 N N N 0.0378 248923560.00 248923560.00 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.375000% 3130B9W30 2549001DPIFGXC1TOL40 US3130B9W307 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-09 2027-04-09 2027-04-09 N N N 0.0368 993530000.00 993530000.00 0.0083 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.850000% 3130B9X47 2549001DPIFGXC1TOL40 US3130B9X479 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-14 2027-04-14 2027-04-14 N N N 0.0388 497917935.00 497917935.00 0.0042 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.970000% 3130BA5L7 2549001DPIFGXC1TOL40 US3130BA5L71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-22 2027-04-22 2027-04-22 N N N 0.0400 249074132.50 249074132.50 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.965000% 3130BAEL7 2549001DPIFGXC1TOL40 US3130BAEL78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-04-17 2028-04-17 N N N 0.0402 36741892.22 36741892.22 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.940000% 3130BAFD4 2549001DPIFGXC1TOL40 US3130BAFD44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-20 2027-07-20 N N N 0.0399 250080630.00 250080630.00 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.855000% 3130BAL88 2549001DPIFGXC1TOL40 US3130BAL887 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-28 2027-05-28 2027-05-28 N N N 0.0384 497330110.00 497330110.00 0.0041 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.935000% 3130BAX44 2549001DPIFGXC1TOL40 US3130BAX445 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-01 2027-06-01 N N N 0.0399 700088585.00 700088585.00 0.0058 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.005000% 3130BBJG1 2549001DPIFGXC1TOL40 US3130BBJG12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-07-13 2028-07-13 N N N 0.0406 29982700.20 29982700.20 0.0003 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.560000% 3130BCDP5 2549001DPIFGXC1TOL40 US3130BCDP57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-10-22 2027-10-22 2027-10-22 N N N 0.0460 349699686.00 349699686.00 0.0029 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.955000% 3130BCGJ6 2549001DPIFGXC1TOL40 US3130BCGJ60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-30 2027-09-30 N N N 0.0401 299851794.00 299851794.00 0.0025 N N N N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 313313J74 335800QFR6AM34FHIC10 US313313J742 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-08 2026-10-08 2026-10-08 N N N 0.0365 39964030.40 39964030.40 0.0003 N N Y N Federal Farm Credit Discount Notes Federal Farm Credit Discount Notes 313313K64 335800QFR6AM34FHIC10 US313313K641 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0363 39932502.40 39932502.40 0.0003 N N Y N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.015000% 3133ER2G5 254900C5LP6DN9OP9V83 US3133ER2G57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-03 2027-02-03 N N N 0.0407 39984327.60 39984327.60 0.0003 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.975000% 3133ER3Z2 254900C5LP6DN9OP9V83 US3133ER3Z20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-12 2027-02-12 N N N 0.0403 139989990.00 139989990.00 0.0012 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.965000% 3133ER5G2 254900C5LP6DN9OP9V83 US3133ER5G21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-26 2027-02-26 N N N 0.0401 99987292.00 99987292.00 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.960000% 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-11 2027-03-11 N N N 0.0402 40000948.40 40000948.40 0.0003 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.010000% 3133ERQ95 254900C5LP6DN9OP9V83 US3133ERQ953 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-11-02 2026-11-02 N N N 0.0407 150004227.00 150004227.00 0.0013 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.015000% 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-01-08 2027-01-08 N N N 0.0407 45002268.00 45002268.00 0.0004 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.125000% 3133ERUC3 254900C5LP6DN9OP9V83 US3133ERUC33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-20 2027-09-20 N N N 0.0401 102841691.08 102841691.08 0.0009 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.060000% 3133ERZQ7 254900C5LP6DN9OP9V83 US3133ERZQ73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-11-06 2026-11-06 N N N 0.0412 174958607.25 174958607.25 0.0015 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.130000% 3133ERZU8 254900C5LP6DN9OP9V83 US3133ERZU85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-11-12 2027-11-12 N N N 0.0402 377223860.60 377223860.60 0.0031 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.995000% 3133ET2A4 254900C5LP6DN9OP9V83 US3133ET2A42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-11-26 2027-11-26 N N N 0.0405 270068866.20 270068866.20 0.0023 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.970000% 3133ET2B2 254900C5LP6DN9OP9V83 US3133ET2B25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-28 2027-09-28 N N N 0.0403 154939272.55 154939272.55 0.0013 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.975000% 3133ET2N6 254900C5LP6DN9OP9V83 US3133ET2N62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-12-01 2027-12-01 N N N 0.0402 115012429.20 115012429.20 0.0010 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.945000% 3133ET3V7 254900C5LP6DN9OP9V83 US3133ET3V79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-09 2027-07-09 N N N 0.0400 44889574.22 44889574.22 0.0004 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.965000% 3133ET4B0 254900C5LP6DN9OP9V83 US3133ET4B07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-12-09 2027-12-09 N N N 0.0402 300085134.00 300085134.00 0.0025 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.960000% 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-11-23 2027-11-23 N N N 0.0402 119937436.80 119937436.80 0.0010 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.960000% 3133ET5L7 254900C5LP6DN9OP9V83 US3133ET5L79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-12-22 2027-12-22 N N N 0.0402 275046252.25 275046252.25 0.0023 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.960000% 3133ET5S2 254900C5LP6DN9OP9V83 US3133ET5S23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-12-29 2027-12-29 N N N 0.0402 135013437.90 135013437.90 0.0011 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.960000% 3133ET6A0 254900C5LP6DN9OP9V83 US3133ET6A06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-05 2028-01-05 N N N 0.0402 175018469.50 175018469.50 0.0015 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.965000% 3133ET6B8 254900C5LP6DN9OP9V83 US3133ET6B88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-06 2028-01-06 N N N 0.0402 210034681.50 210034681.50 0.0018 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.950000% 3133ET6G7 254900C5LP6DN9OP9V83 US3133ET6G75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-11-05 2027-11-05 N N N 0.0400 229836315.90 229836315.90 0.0019 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.960000% 3133ET6N2 254900C5LP6DN9OP9V83 US3133ET6N27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-12 2028-01-12 N N N 0.0405 354637804.15 354637804.15 0.0030 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.375000% 3133ET7H4 254900C5LP6DN9OP9V83 US3133ET7H40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-13 2027-01-13 2027-01-13 N N N 0.0349 24931976.75 24931976.75 0.0002 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.950000% 3133ETAL1 254900C5LP6DN9OP9V83 US3133ETAL18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-24 2027-03-24 N N N 0.0400 124963052.50 124963052.50 0.0010 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.950000% 3133ETBP1 254900C5LP6DN9OP9V83 US3133ETBP13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-01 2027-04-01 N N N 0.0400 399926916.00 399926916.00 0.0033 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.070000% 3133ETBU0 254900C5LP6DN9OP9V83 US3133ETBU08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-04-03 2028-04-03 N N N 0.0403 190230614.40 190230614.40 0.0016 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.005000% 3133ETDD6 254900C5LP6DN9OP9V83 US3133ETDD64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-04-16 2027-04-16 N N N 0.0406 150020559.00 150020559.00 0.0013 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.130000% 3133ETEE3 254900C5LP6DN9OP9V83 US3133ETEE39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-04-21 2028-04-21 N N N 0.0403 175352086.00 175352086.00 0.0015 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.333100% 3133ETFL6 254900C5LP6DN9OP9V83 US3133ETFL62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-06 2027-04-30 2027-04-30 N N N 0.0439 95143868.00 95143868.00 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.010000% 3133ETFP7 254900C5LP6DN9OP9V83 US3133ETFP76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-05-05 2027-05-05 N N N 0.0407 149998536.00 149998536.00 0.0013 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.050000% 3133ETG68 254900C5LP6DN9OP9V83 US3133ETG687 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-08-16 2027-08-16 N N N 0.0411 90050747.40 90050747.40 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.985000% 3133ETGX9 254900C5LP6DN9OP9V83 US3133ETGX91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-05-14 2027-05-14 N N N 0.0404 115010568.50 115010568.50 0.0010 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.980000% 3133ETJE8 254900C5LP6DN9OP9V83 US3133ETJE83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-05-27 2027-05-27 N N N 0.0400 24999417.25 24999417.25 0.0002 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.990000% 3133ETJY4 254900C5LP6DN9OP9V83 US3133ETJY48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-05-27 2027-05-27 N N N 0.0405 229987672.00 229987672.00 0.0019 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.000000% 3133ETKJ5 254900C5LP6DN9OP9V83 US3133ETKJ51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-09 2027-06-09 N N N 0.0406 125011897.50 125011897.50 0.0010 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.500000% 3133ETL62 254900C5LP6DN9OP9V83 US3133ETL620 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-27 2026-10-27 2026-10-27 N N N 0.0358 102960665.33 102960665.33 0.0009 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.975000% 3133ETLK1 254900C5LP6DN9OP9V83 US3133ETLK16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-17 2027-06-17 N N N 0.0403 140029302.00 140029302.00 0.0012 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.960000% 3133ETLQ8 254900C5LP6DN9OP9V83 US3133ETLQ85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-03-18 2027-03-18 N N N 0.0402 279952436.40 279952436.40 0.0023 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.000000% 3133ETMH7 254900C5LP6DN9OP9V83 US3133ETMH77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-23 2027-06-23 N N N 0.0406 210002916.90 210002916.90 0.0018 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.980000% 3133ETMJ3 254900C5LP6DN9OP9V83 US3133ETMJ34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-23 2027-06-23 N N N 0.0404 65016109.60 65016109.60 0.0005 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.995000% 3133ETN45 254900C5LP6DN9OP9V83 US3133ETN451 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-08-27 2027-08-27 N N N 0.0401 95001820.20 95001820.20 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.005000% 3133ETPK7 254900C5LP6DN9OP9V83 US3133ETPK79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-09 2027-07-09 N N N 0.0406 99980287.00 99980287.00 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.980000% 3133ETPL5 254900C5LP6DN9OP9V83 US3133ETPL52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-09 2027-07-09 N N N 0.0404 320102201.60 320102201.60 0.0027 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.000000% 3133ETPS0 254900C5LP6DN9OP9V83 US3133ETPS06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-15 2027-07-15 N N N 0.0406 125008335.00 125008335.00 0.0010 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.990000% 3133ETQK6 254900C5LP6DN9OP9V83 US3133ETQK60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-21 2027-07-21 N N N 0.0401 430063730.30 430063730.30 0.0036 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.318100% 3133ETQW0 254900C5LP6DN9OP9V83 US3133ETQW09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-06 2027-07-23 2027-07-23 N N N 0.0490 200436966.00 200436966.00 0.0017 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.720000% 3133ETR41 254900C5LP6DN9OP9V83 US3133ETR411 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-04 2026-11-04 2026-11-04 N N N 0.0375 99929295.00 99929295.00 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.995000% 3133ETRQ2 254900C5LP6DN9OP9V83 US3133ETRQ22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-07-30 2027-07-30 N N N 0.0400 455134907.50 455134907.50 0.0038 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.318100% 3133ETSA6 254900C5LP6DN9OP9V83 US3133ETSA60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-06 2027-07-30 2027-07-30 N N N 0.0438 50119087.50 50119087.50 0.0004 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.970000% 3133ETSB4 254900C5LP6DN9OP9V83 US3133ETSB44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-02-04 2027-02-04 N N N 0.0403 129981959.90 129981959.90 0.0011 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.005000% 3133ETTP2 254900C5LP6DN9OP9V83 US3133ETTP21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-08-18 2027-08-18 N N N 0.0406 90063461.70 90063461.70 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.010000% 3133ETUX3 254900C5LP6DN9OP9V83 US3133ETUX36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-08-24 2027-08-24 N N N 0.0407 100062668.00 100062668.00 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.005000% 3133ETVS3 254900C5LP6DN9OP9V83 US3133ETVS32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-02 2027-09-02 N N N 0.0401 360034621.20 360034621.20 0.0030 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.025000% 3133ETVX2 254900C5LP6DN9OP9V83 US3133ETVX27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-03 2027-09-03 N N N 0.0406 50003122.00 50003122.00 0.0004 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.060000% 3133ETW45 254900C5LP6DN9OP9V83 US3133ETW452 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-11-19 2027-11-19 N N N 0.0412 100078162.00 100078162.00 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.625000% 3133ETW52 254900C5LP6DN9OP9V83 US3133ETW528 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-19 2026-11-19 2026-11-19 N N N 0.0368 19012042.07 19012042.07 0.0002 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.995000% 3133ETY43 254900C5LP6DN9OP9V83 US3133ETY433 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-11-26 2027-11-26 N N N 0.0405 130036969.40 130036969.40 0.0011 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.960000% 3133EWAK6 254900C5LP6DN9OP9V83 US3133EWAK63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-20 2028-01-20 N N N 0.0402 154903862.80 154903862.80 0.0013 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.965000% 3133EWB90 254900C5LP6DN9OP9V83 US3133EWB906 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-03 2027-09-03 N N N 0.0403 139936977.60 139936977.60 0.0012 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.980000% 3133EWBJ8 254900C5LP6DN9OP9V83 US3133EWBJ81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-28 2028-01-28 N N N 0.0404 90026385.30 90026385.30 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.965000% 3133EWBX7 254900C5LP6DN9OP9V83 US3133EWBX75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-03 2028-01-03 N N N 0.0401 16497271.07 16497271.07 0.0001 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.970000% 3133EWCS7 254900C5LP6DN9OP9V83 US3133EWCS71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-11 2028-02-11 N N N 0.0403 49992872.00 49992872.00 0.0004 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.945000% 3133EWD23 254900C5LP6DN9OP9V83 US3133EWD233 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-09 2027-09-09 N N N 0.0400 184993650.80 184993650.80 0.0015 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.970000% 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-17 2028-02-17 N N N 0.0403 44981599.95 44981599.95 0.0004 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.945000% 3133EWEA4 254900C5LP6DN9OP9V83 US3133EWEA46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-08-18 2027-08-18 N N N 0.0400 50000326.00 50000326.00 0.0004 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.975000% 3133EWEH9 254900C5LP6DN9OP9V83 US3133EWEH98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-25 2028-02-25 N N N 0.0406 43982489.76 43982489.76 0.0004 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.945000% 3133EWF62 254900C5LP6DN9OP9V83 US3133EWF626 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-08-17 2027-08-17 N N N 0.0400 59975030.40 59975030.40 0.0005 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.500000% 3133EWFC9 254900C5LP6DN9OP9V83 US3133EWFC92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-26 2027-02-26 2027-02-26 N N N 0.0351 284031441.75 284031441.75 0.0024 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.965000% 3133EWFD7 254900C5LP6DN9OP9V83 US3133EWFD75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-25 2028-02-25 N N N 0.0402 79976004.00 79976004.00 0.0007 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.965000% 3133EWFP0 254900C5LP6DN9OP9V83 US3133EWFP06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-03-02 2028-03-02 N N N 0.0402 44976070.80 44976070.80 0.0004 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.970000% 3133EWGE4 254900C5LP6DN9OP9V83 US3133EWGE40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-03-09 2028-03-09 N N N 0.0403 256870189.30 256870189.30 0.0021 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.500000% 3133EWGG9 254900C5LP6DN9OP9V83 US3133EWGG97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-09 2027-03-09 2027-03-09 N N N 0.0363 127423715.37 127423715.37 0.0011 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.955000% 3133EWGQ7 254900C5LP6DN9OP9V83 US3133EWGQ79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-11 2028-01-11 N N N 0.0401 29996652.30 29996652.30 0.0003 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.965000% 3133EWGU8 254900C5LP6DN9OP9V83 US3133EWGU81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-03-13 2028-03-13 N N N 0.0402 154990434.95 154990434.95 0.0013 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.970000% 3133EWHA1 254900C5LP6DN9OP9V83 US3133EWHA19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-03-17 2028-03-17 N N N 0.0402 320005372.80 320005372.80 0.0027 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.965000% 3133EWHQ6 254900C5LP6DN9OP9V83 US3133EWHQ60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-03-16 2028-03-16 N N N 0.0402 94938669.90 94938669.90 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.970000% 3133EWHW3 254900C5LP6DN9OP9V83 US3133EWHW39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-03-20 2028-03-20 N N N 0.0403 279996547.60 279996547.60 0.0023 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.955000% 3133EWJ50 254900C5LP6DN9OP9V83 US3133EWJ503 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-10-25 2027-10-25 N N N 0.0401 119983018.80 119983018.80 0.0010 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.965000% 3133EWJA9 254900C5LP6DN9OP9V83 US3133EWJA90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-03-24 2028-03-24 N N N 0.0402 44991195.30 44991195.30 0.0004 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.970000% 3133EWJM3 254900C5LP6DN9OP9V83 US3133EWJM39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-03-27 2028-03-27 N N N 0.0403 224976654.00 224976654.00 0.0019 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 4.243100% 3133EWJS0 254900C5LP6DN9OP9V83 US3133EWJS09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-06 2027-10-27 2027-10-27 N N N 0.0432 100240642.00 100240642.00 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.750000% 3133EWKF6 254900C5LP6DN9OP9V83 US3133EWKF68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-30 2027-03-30 2027-03-30 N N N 0.0389 108666391.33 108666391.33 0.0009 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.970000% 3133EWKL3 254900C5LP6DN9OP9V83 US3133EWKL37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-04-06 2028-04-06 N N N 0.0404 67974330.68 67974330.68 0.0006 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.965000% 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-04-10 2028-04-10 N N N 0.0402 85951718.75 85951718.75 0.0007 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.965000% 3133EWLY4 254900C5LP6DN9OP9V83 US3133EWLY49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-04-17 2028-04-17 N N N 0.0405 99978907.00 99978907.00 0.0008 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.625000% 3133EWMY3 254900C5LP6DN9OP9V83 US3133EWMY30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-29 2027-04-29 2027-04-29 N N N 0.0374 29828784.30 29828784.30 0.0002 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.975000% 3133EWMZ0 254900C5LP6DN9OP9V83 US3133EWMZ05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-04-27 2028-04-27 N N N 0.0403 129969425.30 129969425.30 0.0011 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.970000% 3133EWPQ7 254900C5LP6DN9OP9V83 US3133EWPQ78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-05-15 2028-05-15 N N N 0.0403 29983942.20 29983942.20 0.0003 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.875000% 3133EWQP8 254900C5LP6DN9OP9V83 US3133EWQP86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-26 2027-05-26 2027-05-26 N N N 0.0386 69731151.00 69731151.00 0.0006 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.965000% 3133EWSW1 254900C5LP6DN9OP9V83 US3133EWSW10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-12-15 2027-12-15 N N N 0.0404 58494248.28 58494248.28 0.0005 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.935000% 3133EWTK6 254900C5LP6DN9OP9V83 US3133EWTK62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-06-15 2027-06-15 N N N 0.0400 74985094.50 74985094.50 0.0006 N N N N Federal Farm Credit Banks Funding Corp. Federal Farm Credit Banks Funding Corp. 3.965000% 3133EWUS7 254900C5LP6DN9OP9V83 US3133EWUS79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-01 2027-09-01 N N N 0.0400 99997533.00 99997533.00 0.0008 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.020000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-10-16 2026-10-16 N N N 0.0408 141008337.33 141008337.33 0.0012 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.975000% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-05-05 2027-05-05 N N N 0.0403 267994160.28 267994160.28 0.0022 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.995000% 3134HBPD7 S6XOOCT0IEG5ABCC6L87 US3134HBPD74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-05-05 2027-05-05 N N N 0.0406 664595200.08 664595200.08 0.0055 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.020000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-09-22 2027-09-22 N N N 0.0406 335072597.85 335072597.85 0.0028 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.100000% 3134HBTK7 S6XOOCT0IEG5ABCC6L87 US3134HBTK71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-05-23 2028-05-23 N N N 0.0404 591198136.75 591198136.75 0.0049 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.020000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-10-06 2027-10-06 N N N 0.0408 299909040.00 299909040.00 0.0025 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.960000% 3134HBXW6 S6XOOCT0IEG5ABCC6L87 US3134HBXW63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-01-08 2027-01-08 N N N 0.0402 249982062.50 249982062.50 0.0021 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.637000% 3134HCVY2 S6XOOCT0IEG5ABCC6L87 US3134HCVY21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-19 2027-03-19 2027-03-19 N N N 0.0361 497618575.00 497618575.00 0.0041 N N N N Federal National Mortgage Association Federal National Mortgage Association 4.140000% 3135G07M9 B1V7KEBTPIMZEU4LTD58 US3135G07M94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-11-05 2027-11-05 N N N 0.0402 682665412.29 682665412.29 0.0057 N N N N Federal National Mortgage Association Federal National Mortgage Association 4.020000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-11-20 2026-11-20 N N N 0.0408 182876897.90 182876897.90 0.0015 N N N N Federal National Mortgage Association Federal National Mortgage Association 4.020000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2026-12-11 2026-12-11 N N N 0.0408 477898816.96 477898816.96 0.0040 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.960000% 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2027-12-22 2027-12-22 N N N 0.0402 632686088.98 632686088.98 0.0053 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.960000% 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-01-07 2028-01-07 N N N 0.0402 727851022.08 727851022.08 0.0061 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.970000% 3135G1AE1 B1V7KEBTPIMZEU4LTD58 US3135G1AE14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-02-02 2028-02-02 N N N 0.0403 155925948.36 155925948.36 0.0013 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.965000% 3135G1AG6 B1V7KEBTPIMZEU4LTD58 US3135G1AG61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-03-06 2028-03-06 N N N 0.0402 226935631.88 226935631.88 0.0019 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.965000% 3135G1AH4 B1V7KEBTPIMZEU4LTD58 US3135G1AH45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-04-06 2028-04-06 N N N 0.0402 234832813.95 234832813.95 0.0020 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.970000% 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-05-08 2028-05-08 N N N 0.0403 148917541.91 148917541.91 0.0012 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.965000% 3135G1AK7 B1V7KEBTPIMZEU4LTD58 US3135G1AK73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-01 2028-06-08 2028-06-08 N N N 0.0404 491734615.20 491734615.20 0.0041 N N N N Hotel Legado Redondo LLC Hotel Legado Redondo LLC 3.980000% 44143AAA1 254900PJHXJR7LBMCJ17 US44143AAA16 Variable Rate Demand Note Y 2026-10-07 2026-10-07 2066-06-01 Y Federal Home Loan Bank - Des Moines 1.0000 7 N N N 0.0398 49600000.00 49600000.00 0.0004 N N Y N Fixed Income Clearing Corp. - ING Financial Markets Fixed Income Clearing Corp. - ING Financial Markets 3.900000% 45699W001 3TK20IVIUJ8J3ZU0QE75 45699W001_3.90_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y BILL 11/05/26 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 44000000.00 43832404.00 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 396186000.00 387866384.70 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 10000.00 9530.93 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 36700000.00 33897441.20 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 195200000.00 175933662.40 U.S. Treasuries (including strips) 4 1/8 NOTE AQ 29 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 14300000.00 14111384.63 U.S. Treasuries (including strips) 4 3/8 NOTE AC 31 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375000 0.00 8486000.00 8262026.38 U.S. Treasuries (including strips) 3 1/8 BOND 43 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 7800000.00 5746277.55 U.S. Treasuries (including strips) 3 3/8 BOND 44 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 43000000.00 32594354.75 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 300.00 305.93 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 92000000.00 92883361.00 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 42150000.00 35306631.38 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 100000000.00 93572700.00 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 100000000.00 95983563.04 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0395 1000000000.00 1000000000.00 0.0083 N Y Y N ING Financial Markets LLC ING Financial Markets LLC 3.920000% 46799N008 KBVRJ5K57JZ3E2AVWX40 0000319432 46799N008_3.92_1029 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FEPC 04.000 CLSD1487 S6XOOCT0IEG5ABCC6L87 3132DNUL5 2052-08-01 4.000000 0.00 103127634.58 91293658.28 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2850 S6XOOCT0IEG5ABCC6L87 3132DQEX0 2049-10-01 3.500000 0.00 743.72 642.44 Agency Mortgage-Backed Securities FEPC 03.000 CLSD3019 S6XOOCT0IEG5ABCC6L87 3132DQK88 2052-07-01 3.000000 0.00 27082517.08 22318612.06 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4511 S6XOOCT0IEG5ABCC6L87 3132DSAL6 2053-12-01 6.000000 0.00 106774068.42 107225331.20 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5453 S6XOOCT0IEG5ABCC6L87 3132DTBW9 2054-05-01 5.500000 0.00 37678562.98 36537714.73 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ2826 B1V7KEBTPIMZEU4LTD58 3140NXD83 2035-01-01 4.435000 0.00 38612460.49 36133294.92 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7243 S6XOOCT0IEG5ABCC6L87 3142GYBM6 2056-08-01 5.500000 0.00 41526628.06 40108932.07 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9855 S6XOOCT0IEG5ABCC6L87 3133KR5Q3 2053-09-01 6.000000 0.00 102849183.16 102882129.20 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4395 S6XOOCT0IEG5ABCC6L87 31427R3D0 2056-03-01 5.000000 0.00 15157102.04 14149060.45 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2448 S6XOOCT0IEG5ABCC6L87 3142GSWJ3 2054-10-01 5.500000 0.00 817.48 791.54 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ2859 S6XOOCT0IEG5ABCC6L87 3142GTE93 2054-11-01 5.000000 0.00 54476081.39 50971459.55 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6341 S6XOOCT0IEG5ABCC6L87 3133BGBJ6 2052-08-01 5.000000 0.00 8756902.34 8219787.04 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7555 S6XOOCT0IEG5ABCC6L87 3133BHMC7 2052-08-01 5.000000 0.00 1971639.93 1852775.24 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9032 S6XOOCT0IEG5ABCC6L87 3133BKA90 2052-08-01 5.000000 0.00 3515124.43 3305812.05 Agency Mortgage-Backed Securities Y 2026-10-29 2026-10-29 2026-10-29 N N N 0.0397 500000000.00 500000000.00 0.0042 N N N Y Karlo Lacey Apartments LLC Karlo Lacey Apartments LLC 3.980000% 485913AA5 N/A US485913AA56 Variable Rate Demand Note Y 2026-10-07 2026-10-07 2066-01-01 Y Federal Home Loan Bank - San Francisco 1.0000 7 N N N 0.0398 53120000.00 53120000.00 0.0004 N N Y N Ken-Vin Life Co. LLC Ken-Vin Life Co. LLC 3.980000% 48849PAB4 N/A US48849PAB40 Variable Rate Demand Note Y 2026-10-07 2026-10-07 2075-02-01 Y Federal Home Loan Bank - Cincinnati 1.0000 7 N N N 0.0398 45930000.00 45930000.00 0.0004 N N Y N L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021 L Ward Huntley Irrevocable Life Insurance Trust u/a April 1 2021 3.980000% 50248DAA6 N/A US50248DAA63 Variable Rate Demand Note Y 2026-10-07 2026-10-07 2071-04-01 Y Federal Home Loan Bank - Dallas 1.0000 7 N N N 0.0398 21350000.00 21350000.00 0.0002 N N Y N La Mesa Senior Living LP La Mesa Senior Living LP 3.980000% 503667AA5 549300MT3J8CYDB9JX03 US503667AA54 Variable Rate Demand Note Y 2026-10-07 2026-10-07 2057-08-01 Y Federal Home Loan Bank - San Francisco 1.0000 7 N N N 0.0398 48125000.00 48125000.00 0.0004 N N Y N Magnolia Place Arlington LLC / MP Smokey Point LLC Magnolia Place Arlington LLC / MP Smokey Point LLC 3.980000% 55967TAA9 549300YMXOCHKGQZTQ40 US55967TAA97 Variable Rate Demand Note Y 2026-10-07 2026-10-07 2065-12-01 Y Federal Home Loan Bank - San Francisco 1.0000 7 N N N 0.0398 36000000.00 36000000.00 0.0003 N N Y N MUFG Securities Americas MUFG Securities Americas 3.910000% 606745008 K5HU16E3LMSVCCJJJ255 606745008_3.91_1005 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FEPC 05.000 CTRB5426 S6XOOCT0IEG5ABCC6L87 3133L0A36 2046-09-01 5.000000 0.00 1000.00 948.92 Agency Mortgage-Backed Securities FEPC 06.500 CLQI0213 S6XOOCT0IEG5ABCC6L87 3133W6GW1 2054-02-01 6.500000 0.00 86048.92 87540.68 Agency Mortgage-Backed Securities FNMS 05.500 CT257075 B1V7KEBTPIMZEU4LTD58 31371NQ40 2028-02-01 5.500000 0.00 4553.55 4570.99 Agency Mortgage-Backed Securities FNMS 06.500 CL555404 B1V7KEBTPIMZEU4LTD58 31385XAD9 2033-03-01 6.500000 0.00 40292.02 40877.51 Agency Mortgage-Backed Securities FNMS 04.000 CLAJ5299 B1V7KEBTPIMZEU4LTD58 3138AW3H4 2041-11-01 4.000000 0.00 37557.59 34566.06 Agency Mortgage-Backed Securities FNMS 02.500 CIAK7766 B1V7KEBTPIMZEU4LTD58 3138ECTY9 2027-03-01 2.500000 0.00 10888.99 10843.08 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2044 B1V7KEBTPIMZEU4LTD58 3140Q9HW6 2048-07-01 4.500000 0.00 36739.26 33921.73 Agency Mortgage-Backed Securities FNMS 04.000 CICA3283 B1V7KEBTPIMZEU4LTD58 3140QAUH1 2034-03-01 4.000000 0.00 32273.83 31095.26 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6032 B1V7KEBTPIMZEU4LTD58 3140QDV27 2050-06-01 2.500000 0.00 25744.34 20610.76 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8132 B1V7KEBTPIMZEU4LTD58 3140QGBA4 2050-12-01 2.500000 0.00 2896301.60 2301027.31 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8256 B1V7KEBTPIMZEU4LTD58 3140QGE60 2050-12-01 2.500000 0.00 236121.95 186603.37 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9038 B1V7KEBTPIMZEU4LTD58 3140QHBG9 2051-02-01 2.500000 0.00 26674.61 21376.87 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0838 B1V7KEBTPIMZEU4LTD58 3140QK4Y1 2046-06-01 2.500000 0.00 106503.71 86403.68 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2610 B1V7KEBTPIMZEU4LTD58 3140QM3U6 2052-01-01 2.000000 0.00 77485.28 58925.32 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2620 B1V7KEBTPIMZEU4LTD58 3140QM4E1 2052-01-01 2.500000 0.00 176217.02 142367.83 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2621 B1V7KEBTPIMZEU4LTD58 3140QM4F8 2052-01-01 2.500000 0.00 216493.48 174842.06 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2635 B1V7KEBTPIMZEU4LTD58 3140QM4V3 2052-01-01 2.500000 0.00 2425026.03 1927129.12 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1866 B1V7KEBTPIMZEU4LTD58 3140QMCC6 2051-10-01 2.500000 0.00 52724.13 42052.97 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1878 B1V7KEBTPIMZEU4LTD58 3140QMCQ5 2051-10-01 3.000000 0.00 182808.45 153053.93 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2045 B1V7KEBTPIMZEU4LTD58 3140QMHX5 2051-11-01 2.500000 0.00 865658.98 693689.66 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2287 B1V7KEBTPIMZEU4LTD58 3140QMRH9 2051-12-01 2.500000 0.00 453310.00 361432.63 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2357 B1V7KEBTPIMZEU4LTD58 3140QMTP9 2051-12-01 2.000000 0.00 96209.40 72789.74 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2400 B1V7KEBTPIMZEU4LTD58 3140QMU28 2051-12-01 2.500000 0.00 16286.16 12891.54 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2545 B1V7KEBTPIMZEU4LTD58 3140QMZK3 2052-01-01 3.000000 0.00 2191.89 1806.09 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3582 B1V7KEBTPIMZEU4LTD58 3140QN6U1 2052-05-01 3.000000 0.00 748.18 617.81 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2766 B1V7KEBTPIMZEU4LTD58 3140QNCC4 2052-02-01 2.000000 0.00 170837.51 129465.98 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2854 B1V7KEBTPIMZEU4LTD58 3140QNE40 2052-02-01 2.500000 0.00 51556.82 41720.49 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2843 B1V7KEBTPIMZEU4LTD58 3140QNER9 2047-02-01 2.000000 0.00 196832.67 152047.55 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3103 B1V7KEBTPIMZEU4LTD58 3140QNNV0 2052-03-01 2.500000 0.00 201280.37 162540.12 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3104 B1V7KEBTPIMZEU4LTD58 3140QNNW8 2052-03-01 2.500000 0.00 2127.25 1704.22 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2142 B1V7KEBTPIMZEU4LTD58 3140XHLY1 2052-06-01 3.500000 0.00 34100.55 29502.38 Agency Mortgage-Backed Securities FNMS 05.500 CTFS2490 B1V7KEBTPIMZEU4LTD58 3140XHXU6 2038-10-01 5.500000 0.00 3367.81 3383.74 Agency Mortgage-Backed Securities FNMS 02.500 CLFS3481 B1V7KEBTPIMZEU4LTD58 3140XJ2P7 2052-07-01 2.500000 0.00 129322.97 102180.78 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2805 B1V7KEBTPIMZEU4LTD58 3140XJDK6 2052-09-01 2.500000 0.00 4556.86 3595.23 Agency Mortgage-Backed Securities FNMS 04.500 CIFS2948 B1V7KEBTPIMZEU4LTD58 3140XJH22 2037-09-01 4.500000 0.00 7244.01 7069.23 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2982 B1V7KEBTPIMZEU4LTD58 3140XJJ46 2052-09-01 5.000000 0.00 2374316.58 2237491.31 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3120 B1V7KEBTPIMZEU4LTD58 3140XJPE7 2052-09-01 5.000000 0.00 285404.40 268433.05 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3332 B1V7KEBTPIMZEU4LTD58 3140XJV26 2052-12-01 5.500000 0.00 8993198.08 8725466.58 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3628 B1V7KEBTPIMZEU4LTD58 3140XKA67 2052-11-01 5.500000 0.00 33477.49 33415.17 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3690 B1V7KEBTPIMZEU4LTD58 3140XKC40 2053-01-01 6.000000 0.00 294871.37 293829.98 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3698 B1V7KEBTPIMZEU4LTD58 3140XKDC1 2052-11-01 5.500000 0.00 108398.93 105080.79 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3813 B1V7KEBTPIMZEU4LTD58 3140XKGX2 2052-11-01 4.500000 0.00 194406.46 177005.33 Agency Mortgage-Backed Securities FNMS 02.500 CIFS5346 B1V7KEBTPIMZEU4LTD58 3140XL5G9 2036-04-01 2.500000 0.00 137210.44 129595.52 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5387 B1V7KEBTPIMZEU4LTD58 3140XL6Z6 2052-05-01 2.500000 0.00 22787.57 17900.37 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4524 B1V7KEBTPIMZEU4LTD58 3140XLA24 2053-05-01 5.000000 0.00 73318.07 69090.97 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4687 B1V7KEBTPIMZEU4LTD58 3140XLF52 2053-05-01 5.500000 0.00 25961.72 25175.87 Agency Mortgage-Backed Securities FNMS 03.000 CIFS4692 B1V7KEBTPIMZEU4LTD58 3140XLGA0 2037-04-01 3.000000 0.00 290335.56 274577.51 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4695 B1V7KEBTPIMZEU4LTD58 3140XLGD4 2053-05-01 5.000000 0.00 9546997.07 9001145.39 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4701 B1V7KEBTPIMZEU4LTD58 3140XLGK8 2053-04-01 4.500000 0.00 270428.12 246335.95 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4776 B1V7KEBTPIMZEU4LTD58 3140XLJW9 2053-03-01 5.500000 0.00 34158.87 33184.68 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4849 B1V7KEBTPIMZEU4LTD58 3140XLL71 2042-01-01 6.000000 0.00 8775.63 8944.77 Agency Mortgage-Backed Securities FNMS 02.500 CLFS4919 B1V7KEBTPIMZEU4LTD58 3140XLPD4 2053-05-01 2.500000 0.00 33566.69 26563.46 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4979 B1V7KEBTPIMZEU4LTD58 3140XLQ92 2053-05-01 5.500000 0.00 87219.75 84692.69 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5133 B1V7KEBTPIMZEU4LTD58 3140XLV39 2051-09-01 3.000000 0.00 124547.00 102777.01 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5125 B1V7KEBTPIMZEU4LTD58 3140XLVT2 2051-10-01 2.500000 0.00 4058.95 3174.71 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5200 B1V7KEBTPIMZEU4LTD58 3140XLX60 2053-07-01 5.500000 0.00 29094.34 28088.51 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5209 B1V7KEBTPIMZEU4LTD58 3140XLYF9 2053-07-01 6.000000 0.00 30888.69 30625.19 Agency Mortgage-Backed Securities FNMS 05.000 CLFS6239 B1V7KEBTPIMZEU4LTD58 3140XM4Z6 2053-07-01 5.000000 0.00 100540.39 94899.35 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5452 B1V7KEBTPIMZEU4LTD58 3140XMBW5 2052-06-01 3.500000 0.00 45866.45 39118.56 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5632 B1V7KEBTPIMZEU4LTD58 3140XMHJ8 2053-09-01 5.500000 0.00 743397.33 721225.92 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5676 B1V7KEBTPIMZEU4LTD58 3140XMJW7 2052-12-01 5.000000 0.00 123972.77 116600.95 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5837 B1V7KEBTPIMZEU4LTD58 3140XMPX8 2053-09-01 5.500000 0.00 939056.13 910246.41 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5890 B1V7KEBTPIMZEU4LTD58 3140XMRL2 2053-10-01 6.000000 0.00 255453.95 252124.95 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6110 B1V7KEBTPIMZEU4LTD58 3140XMYG5 2050-07-01 3.000000 0.00 1097470.49 924154.29 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7115 B1V7KEBTPIMZEU4LTD58 3140XN3Z5 2054-02-01 5.500000 0.00 14541.17 14026.28 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6358 B1V7KEBTPIMZEU4LTD58 3140XNB45 2050-11-01 3.000000 0.00 14546.42 12125.50 Agency Mortgage-Backed Securities FNMS 04.000 CLFS6367 B1V7KEBTPIMZEU4LTD58 3140XNCD4 2049-12-01 4.000000 0.00 15544.88 13910.00 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6456 B1V7KEBTPIMZEU4LTD58 3140XNE67 2053-11-01 6.000000 0.00 272294.53 271510.96 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6498 B1V7KEBTPIMZEU4LTD58 3140XNGG3 2053-11-01 6.000000 0.00 1131778.62 1120539.30 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6501 B1V7KEBTPIMZEU4LTD58 3140XNGK4 2053-11-01 5.500000 0.00 46522.94 45335.37 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6599 B1V7KEBTPIMZEU4LTD58 3140XNKM5 2052-09-01 3.500000 0.00 94019.28 80018.44 Agency Mortgage-Backed Securities FNMS 05.000 CLFS6602 B1V7KEBTPIMZEU4LTD58 3140XNKQ6 2049-09-01 5.000000 0.00 13487.37 12973.04 Agency Mortgage-Backed Securities FNMS 06.500 CLAL0814 B1V7KEBTPIMZEU4LTD58 3138EG3Y8 2040-06-01 6.500000 0.00 8988.85 9342.80 Agency Mortgage-Backed Securities FNMS 06.500 CLAL0886 B1V7KEBTPIMZEU4LTD58 3138EG6Y5 2038-10-01 6.500000 0.00 9132.81 9295.70 Agency Mortgage-Backed Securities FNMS 05.500 CLAL0475 B1V7KEBTPIMZEU4LTD58 3138EGQ56 2035-03-01 5.500000 0.00 117214.75 116665.43 Agency Mortgage-Backed Securities FNMS 04.000 CIAL1723 B1V7KEBTPIMZEU4LTD58 3138EH4H2 2027-04-01 4.000000 0.00 111.54 111.51 Agency Mortgage-Backed Securities FNMS 06.000 CLAL2128 B1V7KEBTPIMZEU4LTD58 3138EJLJ5 2042-01-01 6.000000 0.00 7890.91 7917.84 Agency Mortgage-Backed Securities FNMS 02.000 CIAL4042 B1V7KEBTPIMZEU4LTD58 3138ELP49 2028-08-01 2.000000 0.00 8296.74 8118.62 Agency Mortgage-Backed Securities FNMS 02.500 CIAL4860 B1V7KEBTPIMZEU4LTD58 3138EMMJ7 2028-04-01 2.500000 0.00 13898.32 13752.29 Agency Mortgage-Backed Securities FNMS 04.000 CIAL5083 B1V7KEBTPIMZEU4LTD58 3138EMUH2 2029-02-01 4.000000 0.00 1095.09 1085.16 Agency Mortgage-Backed Securities FNMS 06.500 CLAL6966 B1V7KEBTPIMZEU4LTD58 3138EPW42 2038-08-01 6.500000 0.00 1944.24 2008.95 Agency Mortgage-Backed Securities FNMS 04.000 CIAL7971 B1V7KEBTPIMZEU4LTD58 3138EQ2D3 2027-01-01 4.000000 0.00 41.86 41.87 Agency Mortgage-Backed 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39617.11 Agency Mortgage-Backed Securities FNMS 03.000 CLAR3682 B1V7KEBTPIMZEU4LTD58 3138W1CU9 2043-01-01 3.000000 0.00 10538.97 9186.68 Agency Mortgage-Backed Securities FNMS 03.000 CLAR6839 B1V7KEBTPIMZEU4LTD58 3138W4S51 2043-02-01 3.000000 0.00 9373.06 8176.28 Agency Mortgage-Backed Securities FNMS 03.000 CLAR9197 B1V7KEBTPIMZEU4LTD58 3138W7GF5 2043-03-01 3.000000 0.00 213100.10 185707.50 Agency Mortgage-Backed Securities FNMS 03.000 CLAS0203 B1V7KEBTPIMZEU4LTD58 3138W9GM6 2043-08-01 3.000000 0.00 162342.88 141031.26 Agency Mortgage-Backed Securities FNMS 03.000 CLAS0516 B1V7KEBTPIMZEU4LTD58 3138W9SE1 2043-09-01 3.000000 0.00 87506.18 75903.18 Agency Mortgage-Backed Securities FNMS 03.000 CLAS0518 B1V7KEBTPIMZEU4LTD58 3138W9SG6 2043-09-01 3.000000 0.00 901.26 785.82 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3154 B1V7KEBTPIMZEU4LTD58 3138WCQG1 2044-08-01 4.000000 0.00 956.93 869.36 Agency Mortgage-Backed Securities FNMS 02.500 CIAS4489 B1V7KEBTPIMZEU4LTD58 3138WD7B1 2030-03-01 2.500000 0.00 10085.67 9720.51 Agency Mortgage-Backed Securities FNMS 04.500 CLAS4271 B1V7KEBTPIMZEU4LTD58 3138WDW98 2045-01-01 4.500000 0.00 245075.48 228279.24 Agency Mortgage-Backed Securities FNMS 03.000 CLAS5165 B1V7KEBTPIMZEU4LTD58 3138WEW39 2045-06-01 3.000000 0.00 92167.78 79148.77 Agency Mortgage-Backed Securities FNMS 04.500 CLAS6230 B1V7KEBTPIMZEU4LTD58 3138WF4Q6 2045-11-01 4.500000 0.00 11108.94 10311.22 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8056 B1V7KEBTPIMZEU4LTD58 3138WH5S7 2046-10-01 3.000000 0.00 13632406.60 11550829.00 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8301 B1V7KEBTPIMZEU4LTD58 3138WJGK8 2046-11-01 3.000000 0.00 768.40 652.21 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3354 B1V7KEBTPIMZEU4LTD58 3140QNWQ1 2052-04-01 2.500000 0.00 2986566.78 2347647.23 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4386 B1V7KEBTPIMZEU4LTD58 3140QP2U0 2052-08-01 4.500000 0.00 140102.45 127702.68 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4421 B1V7KEBTPIMZEU4LTD58 3140QP4F1 2052-08-01 5.500000 0.00 649583.16 629705.62 Agency Mortgage-Backed Securities FNMS 04.500 CLCB3864 B1V7KEBTPIMZEU4LTD58 3140QPJJ7 2052-06-01 4.500000 0.00 117287.07 107590.25 Agency Mortgage-Backed Securities FNMS 04.500 CLCB3915 B1V7KEBTPIMZEU4LTD58 3140QPK55 2052-06-01 4.500000 0.00 56079.10 51139.82 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4300 B1V7KEBTPIMZEU4LTD58 3140QPX69 2052-08-01 4.500000 0.00 41381.03 37802.19 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4307 B1V7KEBTPIMZEU4LTD58 3140QPYD3 2052-08-01 5.000000 0.00 530439.92 500903.85 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5328 B1V7KEBTPIMZEU4LTD58 3140QQ4N2 2052-12-01 6.500000 0.00 19909670.02 20257255.25 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5397 B1V7KEBTPIMZEU4LTD58 3140QQ7K5 2053-01-01 6.000000 0.00 13763.52 13762.05 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4765 B1V7KEBTPIMZEU4LTD58 3140QQJK2 2052-09-01 5.000000 0.00 37523.34 35306.38 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4893 B1V7KEBTPIMZEU4LTD58 3140QQNK7 2052-10-01 5.000000 0.00 107461.45 101446.38 Agency Mortgage-Backed Securities FNMS 06.000 CLCB4921 B1V7KEBTPIMZEU4LTD58 3140QQPF6 2052-10-01 6.000000 0.00 752694.93 751986.14 Agency Mortgage-Backed Securities FNMS 04.500 CICB4991 B1V7KEBTPIMZEU4LTD58 3140QQRM9 2037-10-01 4.500000 0.00 2427.39 2328.82 Agency Mortgage-Backed Securities FNMS 04.500 CICB4995 B1V7KEBTPIMZEU4LTD58 3140QQRR8 2037-10-01 4.500000 0.00 3932.59 3788.01 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5108 B1V7KEBTPIMZEU4LTD58 3140QQVA0 2052-11-01 5.500000 0.00 1282556.05 1247684.07 Agency Mortgage-Backed Securities FNMS 04.500 CICB5177 B1V7KEBTPIMZEU4LTD58 3140QQXF7 2037-11-01 4.500000 0.00 1880688.30 1802289.93 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5525 B1V7KEBTPIMZEU4LTD58 3140QRD75 2053-01-01 6.000000 0.00 4512247.14 4478149.59 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5769 B1V7KEBTPIMZEU4LTD58 3140QRMT7 2053-02-01 5.000000 0.00 295905.86 278505.34 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5794 B1V7KEBTPIMZEU4LTD58 3140QRNL3 2053-03-01 5.000000 0.00 9790.53 9201.88 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5950 B1V7KEBTPIMZEU4LTD58 3140QRTG8 2053-03-01 4.500000 0.00 10123.59 9204.22 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6033 B1V7KEBTPIMZEU4LTD58 3140QRV34 2053-04-01 6.000000 0.00 330837.07 329424.17 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6129 B1V7KEBTPIMZEU4LTD58 3140QRY31 2053-04-01 5.000000 0.00 9322683.19 8764886.34 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6330 B1V7KEBTPIMZEU4LTD58 3140QSA84 2053-05-01 6.000000 0.00 1036188.90 1029185.64 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6317 B1V7KEBTPIMZEU4LTD58 3140QSAT8 2053-05-01 5.000000 0.00 351413.80 331490.67 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8015 B1V7KEBTPIMZEU4LTD58 3140XP3Z0 2053-07-01 6.000000 0.00 356591.10 355677.63 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8087 B1V7KEBTPIMZEU4LTD58 3140XP6Z7 2054-06-01 5.500000 0.00 78332.33 75182.63 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7274 B1V7KEBTPIMZEU4LTD58 3140XPCL1 2054-02-01 5.000000 0.00 41751.16 39082.54 Agency Mortgage-Backed Securities FNMS 05.500 CTFS7737 B1V7KEBTPIMZEU4LTD58 3140XPS34 2043-10-01 5.500000 0.00 102181.84 100731.84 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7715 B1V7KEBTPIMZEU4LTD58 3140XPSD2 2054-05-01 6.000000 0.00 1203091.57 1187647.89 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8280 B1V7KEBTPIMZEU4LTD58 3140XQFW2 2053-05-01 6.000000 0.00 7966397.51 7860789.63 Agency Mortgage-Backed Securities FNMS 04.000 CLFS8420 B1V7KEBTPIMZEU4LTD58 3140XQLA3 2051-08-01 4.000000 0.00 16184.34 14464.82 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8483 B1V7KEBTPIMZEU4LTD58 3140XQM95 2054-02-01 5.500000 0.00 7942.50 7689.52 Agency Mortgage-Backed Securities FNMS 04.500 CLFS8487 B1V7KEBTPIMZEU4LTD58 3140XQND5 2054-01-01 4.500000 0.00 160604.68 146983.00 Agency Mortgage-Backed Securities FNMS 02.500 CLFS8677 B1V7KEBTPIMZEU4LTD58 3140XQUB1 2052-04-01 2.500000 0.00 4633209.56 3657334.65 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9787 B1V7KEBTPIMZEU4LTD58 3140XR2V6 2054-11-01 5.500000 0.00 27862.06 26740.90 Agency Mortgage-Backed Securities FNMS 03.500 CLFS9324 B1V7KEBTPIMZEU4LTD58 3140XRLE3 2052-09-01 3.500000 0.00 17836.13 15167.83 Agency Mortgage-Backed Securities FNMS 02.500 CLFS9366 B1V7KEBTPIMZEU4LTD58 3140XRMQ5 2052-04-01 2.500000 0.00 11022.24 8723.98 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9605 B1V7KEBTPIMZEU4LTD58 3140XRU78 2054-07-01 6.000000 0.00 543518.39 545112.16 Agency Mortgage-Backed Securities FNMS 06.500 CLFS9631 B1V7KEBTPIMZEU4LTD58 3140XRVZ5 2053-11-01 6.500000 0.00 843751.08 858440.88 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0059 B1V7KEBTPIMZEU4LTD58 3140Y6B58 2054-12-01 5.000000 0.00 11490542.72 10711895.04 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4300 S6XOOCT0IEG5ABCC6L87 3131XXX55 2047-09-01 4.500000 0.00 150824.62 137990.20 Agency Mortgage-Backed Securities FEPC 02.000 CIZA2867 S6XOOCT0IEG5ABCC6L87 31329LFG2 2028-03-01 2.000000 0.00 12756.50 12522.40 Agency Mortgage-Backed Securities FEPC 05.500 CLZS0801 S6XOOCT0IEG5ABCC6L87 3132A03J3 2034-06-01 5.500000 0.00 17943.13 17873.38 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2593 S6XOOCT0IEG5ABCC6L87 3132A23A8 2039-01-01 5.500000 0.00 4938.34 4899.27 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2938 S6XOOCT0IEG5ABCC6L87 3132A3HP8 2040-02-01 5.500000 0.00 7442.74 7373.95 Agency Mortgage-Backed Securities FEPC 05.500 CLZS3433 S6XOOCT0IEG5ABCC6L87 3132A3Y61 2041-03-01 5.500000 0.00 33433.27 33094.54 Agency Mortgage-Backed Securities FEPC 05.500 CLZS3857 S6XOOCT0IEG5ABCC6L87 3132A4JA7 2041-06-01 5.500000 0.00 164126.71 162900.94 Agency Mortgage-Backed Securities FEPC 05.500 CLZS4341 S6XOOCT0IEG5ABCC6L87 3132A4ZE1 2038-06-01 5.500000 0.00 54970.55 54413.62 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4640 S6XOOCT0IEG5ABCC6L87 3132A5EM3 2045-11-01 4.500000 0.00 5557109.66 5136914.37 Agency Mortgage-Backed Securities FEPC 05.000 CLZS4787 S6XOOCT0IEG5ABCC6L87 3132A5J89 2048-07-01 5.000000 0.00 167191.25 158632.02 Agency Mortgage-Backed Securities FEPC 02.500 CIZS7738 S6XOOCT0IEG5ABCC6L87 3132A8S34 2031-01-01 2.500000 0.00 4923.12 4713.95 Agency Mortgage-Backed Securities FEPC 03.000 CLZT0029 S6XOOCT0IEG5ABCC6L87 3132ACA67 2047-05-01 3.000000 0.00 2228.28 1890.40 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0531 S6XOOCT0IEG5ABCC6L87 3132ACSU5 2047-04-01 3.500000 0.00 111546.96 97818.70 Agency Mortgage-Backed Securities FEPC 04.500 CLZT1321 S6XOOCT0IEG5ABCC6L87 3132ADPE2 2048-11-01 4.500000 0.00 304155.11 279735.10 Agency Mortgage-Backed Securities FEPC 04.000 CIZT1890 S6XOOCT0IEG5ABCC6L87 3132AEC38 2034-03-01 4.000000 0.00 11834.61 11441.22 Agency Mortgage-Backed Securities FEPC 05.500 CISB8220 S6XOOCT0IEG5ABCC6L87 3132D6DZ0 2038-02-01 5.500000 0.00 678449.96 674474.62 Agency Mortgage-Backed Securities FEPC 05.000 CISB8247 S6XOOCT0IEG5ABCC6L87 3132D6EU0 2038-08-01 5.000000 0.00 253799.55 247151.47 Agency Mortgage-Backed Securities FEPC 04.500 CISB8292 S6XOOCT0IEG5ABCC6L87 3132D6F96 2039-04-01 4.500000 0.00 1218975.09 1162147.69 Agency Mortgage-Backed Securities FEPC 05.000 CISB8327 S6XOOCT0IEG5ABCC6L87 3132D6HC7 2039-09-01 5.000000 0.00 4484.57 4366.97 Agency Mortgage-Backed Securities FEPC 06.500 CISB8358 S6XOOCT0IEG5ABCC6L87 3132D6JB7 2039-12-01 6.500000 0.00 597.70 612.18 Agency Mortgage-Backed Securities FEPC 05.000 CISB8371 S6XOOCT0IEG5ABCC6L87 3132D6JQ4 2040-03-01 5.000000 0.00 131258.38 127721.86 Agency Mortgage-Backed Securities FEPC 05.000 CISB8378 S6XOOCT0IEG5ABCC6L87 3132D6JX9 2040-04-01 5.000000 0.00 68379.04 66536.62 Agency Mortgage-Backed Securities FEPC 04.000 CLSD0878 S6XOOCT0IEG5ABCC6L87 3132DM6P5 2050-07-01 4.000000 0.00 8075.33 7228.41 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1769 S6XOOCT0IEG5ABCC6L87 3132DN6E8 2052-05-01 2.500000 0.00 36854.87 29419.91 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1921 S6XOOCT0IEG5ABCC6L87 3132DPD21 2052-12-01 4.500000 0.00 484826.20 443932.08 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8471 B1V7KEBTPIMZEU4LTD58 3138WJMV7 2046-12-01 3.000000 0.00 184499.23 156412.30 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9459 B1V7KEBTPIMZEU4LTD58 3138WKQM0 2047-04-01 4.500000 0.00 200.64 185.29 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9588 B1V7KEBTPIMZEU4LTD58 3138WKUN3 2047-05-01 4.000000 0.00 52201.42 46771.02 Agency Mortgage-Backed Securities FNMS 02.500 CLAT2717 B1V7KEBTPIMZEU4LTD58 3138WQAT9 2043-05-01 2.500000 0.00 11596.80 9696.82 Agency Mortgage-Backed Securities FNMS 04.000 CLAT4281 B1V7KEBTPIMZEU4LTD58 3138WRXK1 2043-06-01 4.000000 0.00 25998.01 23645.76 Agency Mortgage-Backed Securities FNMS 03.000 CLAT5992 B1V7KEBTPIMZEU4LTD58 3138WTUS3 2043-04-01 3.000000 0.00 97924.29 85204.58 Agency Mortgage-Backed Securities FNMS 03.000 CLAT8912 B1V7KEBTPIMZEU4LTD58 3138WW3W7 2043-07-01 3.000000 0.00 42046.02 36546.52 Agency Mortgage-Backed Securities FNMS 03.000 CLAU6735 B1V7KEBTPIMZEU4LTD58 3138X6PV1 2043-10-01 3.000000 0.00 127945.53 110760.74 Agency Mortgage-Backed Securities FNMS 06.500 CL652805 B1V7KEBTPIMZEU4LTD58 31390QGN9 2032-08-01 6.500000 0.00 17496.60 17695.26 Agency Mortgage-Backed Securities FNMS 05.500 CL725423 B1V7KEBTPIMZEU4LTD58 31402C4G4 2034-05-01 5.500000 0.00 56948.45 56728.10 Agency Mortgage-Backed Securities FNMS 05.500 CL725424 B1V7KEBTPIMZEU4LTD58 31402C4H2 2034-04-01 5.500000 0.00 5701.18 5678.99 Agency Mortgage-Backed Securities FNMS 05.000 CL735212 B1V7KEBTPIMZEU4LTD58 31402QYH8 2034-12-01 5.000000 0.00 728.82 713.29 Agency Mortgage-Backed Securities FNMS 05.500 CL755617 B1V7KEBTPIMZEU4LTD58 31403RPA0 2034-01-01 5.500000 0.00 757.10 745.52 Agency Mortgage-Backed Securities FNMS 05.500 CL781721 B1V7KEBTPIMZEU4LTD58 31404XPE8 2035-06-01 5.500000 0.00 26019.63 25974.11 Agency Mortgage-Backed Securities FNMS 05.500 CL848491 B1V7KEBTPIMZEU4LTD58 31408DUQ5 2035-12-01 5.500000 0.00 11534.19 11514.11 Agency Mortgage-Backed Securities FNMS 05.500 CL881250 B1V7KEBTPIMZEU4LTD58 31409XBT5 2036-09-01 5.500000 0.00 3307.58 3281.85 Agency Mortgage-Backed Securities FNMS 06.000 CLDA0017 B1V7KEBTPIMZEU4LTD58 3140A0AT6 2053-09-01 6.000000 0.00 10825631.95 10682120.15 Agency Mortgage-Backed Securities FNMS 06.000 CLDA2798 B1V7KEBTPIMZEU4LTD58 3140A3DC4 2054-04-01 6.000000 0.00 592489.00 586396.63 Agency Mortgage-Backed Securities FNMS 05.000 CLDA6334 B1V7KEBTPIMZEU4LTD58 3140A7BC7 2054-04-01 5.000000 0.00 1490501.47 1395161.21 Agency Mortgage-Backed Securities FNMS 06.000 CLDB1087 B1V7KEBTPIMZEU4LTD58 3140AAF51 2054-05-01 6.000000 0.00 103348.82 102539.74 Agency Mortgage-Backed Securities FNMS 05.500 CLDB2551 B1V7KEBTPIMZEU4LTD58 3140ABZR9 2054-05-01 5.500000 0.00 1848205.68 1780451.49 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6780 B1V7KEBTPIMZEU4LTD58 3140QSRA1 2053-07-01 5.000000 0.00 229871.90 216012.41 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7982 B1V7KEBTPIMZEU4LTD58 3140QT2Q1 2054-02-01 5.500000 0.00 163961.67 158787.13 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8006 B1V7KEBTPIMZEU4LTD58 3140QT3Q0 2054-02-01 6.000000 0.00 6895738.16 6878707.98 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7331 B1V7KEBTPIMZEU4LTD58 3140QTED7 2053-10-01 5.500000 0.00 794288.35 768835.82 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7333 B1V7KEBTPIMZEU4LTD58 3140QTEF2 2053-10-01 5.500000 0.00 97454.04 94472.59 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7344 B1V7KEBTPIMZEU4LTD58 3140QTES4 2053-10-01 6.000000 0.00 880750.68 876357.78 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7439 B1V7KEBTPIMZEU4LTD58 3140QTHR3 2053-11-01 6.000000 0.00 17080406.91 16968723.82 Agency Mortgage-Backed Securities FNMS 05.000 CLCB7459 B1V7KEBTPIMZEU4LTD58 3140QTJD2 2053-11-01 5.000000 0.00 81986.17 76683.12 Agency Mortgage-Backed Securities FNMS 07.000 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1631018.31 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9326 B1V7KEBTPIMZEU4LTD58 3140QVLG7 2054-10-01 5.500000 0.00 526113.17 509509.33 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9336 B1V7KEBTPIMZEU4LTD58 3140QVLS1 2054-10-01 6.000000 0.00 76627.59 76748.15 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9378 B1V7KEBTPIMZEU4LTD58 3140QVM43 2054-10-01 6.500000 0.00 20893905.48 21210116.16 Agency Mortgage-Backed Securities FNMS 04.500 CLCB9454 B1V7KEBTPIMZEU4LTD58 3140QVQG2 2054-11-01 4.500000 0.00 2084353.70 1895144.41 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9500 B1V7KEBTPIMZEU4LTD58 3140QVRW6 2054-11-01 6.000000 0.00 82959.09 83202.35 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9501 B1V7KEBTPIMZEU4LTD58 3140QVRX4 2054-11-01 6.000000 0.00 236848.93 237221.58 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2200 S6XOOCT0IEG5ABCC6L87 3132DPNR5 2053-01-01 6.000000 0.00 6445.59 6444.64 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2762 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Mortgage-Backed Securities FEPC 03.500 CLSD8001 S6XOOCT0IEG5ABCC6L87 3132DV3J2 2049-07-01 3.500000 0.00 662251.99 571549.59 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8086 S6XOOCT0IEG5ABCC6L87 3132DV6X8 2050-08-01 4.000000 0.00 18494.81 16449.99 Agency Mortgage-Backed Securities FNMS 04.500 CLDC5716 B1V7KEBTPIMZEU4LTD58 3140ATK62 2054-11-01 4.500000 0.00 748937.03 681325.99 Agency Mortgage-Backed Securities FNMS 06.000 CLDE2828 B1V7KEBTPIMZEU4LTD58 3140BFEA9 2055-07-01 6.000000 0.00 5685423.68 5609741.22 Agency Mortgage-Backed Securities FNMS 05.500 CLDE6123 B1V7KEBTPIMZEU4LTD58 3140BJYV3 2055-08-01 5.500000 0.00 4596327.53 4415312.92 Agency Mortgage-Backed Securities FNMS 04.500 CLCB9630 B1V7KEBTPIMZEU4LTD58 3140QVVY7 2054-12-01 4.500000 0.00 237928.94 216783.00 Agency Mortgage-Backed Securities FNMS 05.500 CLDG9856 B1V7KEBTPIMZEU4LTD58 3140UD5S4 2056-05-01 5.500000 0.00 3546135.76 3442264.32 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3774 B1V7KEBTPIMZEU4LTD58 31418DFQ0 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311679.18 265512.77 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4782 B1V7KEBTPIMZEU4LTD58 31418EJ43 2052-10-01 3.500000 0.00 2267870.24 1931473.52 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4768 B1V7KEBTPIMZEU4LTD58 31418EJN1 2052-09-01 2.500000 0.00 697217.70 550560.66 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4803 B1V7KEBTPIMZEU4LTD58 31418EKR0 2052-11-01 3.500000 0.00 14411.44 12274.07 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4867 B1V7KEBTPIMZEU4LTD58 31418EMR8 2053-01-01 4.500000 0.00 92146.69 83891.45 Agency Mortgage-Backed Securities FNMS 06.000 CLMA4942 B1V7KEBTPIMZEU4LTD58 31418EP46 2053-03-01 6.000000 0.00 959275.84 956353.25 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4919 B1V7KEBTPIMZEU4LTD58 31418EPD6 2053-02-01 5.500000 0.00 23028143.36 22333742.50 Agency Mortgage-Backed Securities FNMS 06.000 CTMA4935 B1V7KEBTPIMZEU4LTD58 31418EPV6 2043-02-01 6.000000 0.00 113272.78 112827.54 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5009 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31418EVC1 2038-08-01 5.000000 0.00 409178.58 398633.14 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5164 B1V7KEBTPIMZEU4LTD58 31418EW22 2053-10-01 5.000000 0.00 793.42 743.16 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5191 B1V7KEBTPIMZEU4LTD58 31418EXV7 2053-11-01 6.000000 0.00 10848823.88 10785936.86 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5207 B1V7KEBTPIMZEU4LTD58 31418EYD6 2053-11-01 4.000000 0.00 11733.32 10309.59 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5469 B1V7KEBTPIMZEU4LTD58 31418FCF2 2054-09-01 5.000000 0.00 4964466.27 4645339.35 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5506 B1V7KEBTPIMZEU4LTD58 31418FDL8 2039-10-01 4.500000 0.00 35940.75 34264.98 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5344 B1V7KEBTPIMZEU4LTD58 31418E5E6 2039-04-01 4.500000 0.00 433229.23 413033.38 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3993 B1V7KEBTPIMZEU4LTD58 31418DNK4 2050-04-01 4.000000 0.00 14874.87 13222.15 Agency Mortgage-Backed Securities 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0.00 5276.61 5073.55 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5854 B1V7KEBTPIMZEU4LTD58 31418FQG5 2055-10-01 6.000000 0.00 4660.45 4608.86 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5908 B1V7KEBTPIMZEU4LTD58 31418FR66 2055-12-01 4.500000 0.00 6857129.56 6198536.55 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5943 B1V7KEBTPIMZEU4LTD58 31418FS99 2056-01-01 4.500000 0.00 30190959.47 27291268.77 Agency Mortgage-Backed Securities FNMS 05.500 CTMA6009 B1V7KEBTPIMZEU4LTD58 31418FVB0 2046-03-01 5.500000 0.00 18452.47 17880.63 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0964 B1V7KEBTPIMZEU4LTD58 31418NCA6 2039-11-01 5.500000 0.00 88930.25 88185.59 Agency Mortgage-Backed Securities FNMS 04.500 CLAD1655 B1V7KEBTPIMZEU4LTD58 31418NZV5 2040-03-01 4.500000 0.00 6360.73 6003.13 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6135 S6XOOCT0IEG5ABCC6L87 3133KMY82 2051-10-01 2.500000 0.00 177249.35 141003.43 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6340 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2.500000 0.00 15221.79 12316.92 Agency Mortgage-Backed Securities FNMS 04.500 CLFM7482 B1V7KEBTPIMZEU4LTD58 3140XBJ43 2048-04-01 4.500000 0.00 30183.46 28429.65 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7592 B1V7KEBTPIMZEU4LTD58 3140XBNJ5 2050-03-01 3.500000 0.00 22751.24 19471.34 Agency Mortgage-Backed Securities FNMS 02.000 CIFM7756 B1V7KEBTPIMZEU4LTD58 3140XBTN0 2036-06-01 2.000000 0.00 4370.87 3864.89 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7900 B1V7KEBTPIMZEU4LTD58 3140XBX62 2051-07-01 2.500000 0.00 61180.10 49127.67 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8210 B1V7KEBTPIMZEU4LTD58 3140XCDQ8 2050-04-01 3.000000 0.00 91014.63 76245.38 Agency Mortgage-Backed Securities FNMS 04.500 CLFM8612 B1V7KEBTPIMZEU4LTD58 3140XCSA7 2050-02-01 4.500000 0.00 157355.74 144722.12 Agency Mortgage-Backed Securities FNMS 04.000 CLFM9138 B1V7KEBTPIMZEU4LTD58 3140XDEL6 2050-03-01 4.000000 0.00 6080.65 5379.30 Agency Mortgage-Backed Securities FNMS 02.000 CLFM9411 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03.000 CLBU9889 B1V7KEBTPIMZEU4LTD58 3140MB7B2 2052-01-01 3.000000 0.00 1139445.94 950647.34 Agency Mortgage-Backed Securities FNMS 03.000 CLBU9893 B1V7KEBTPIMZEU4LTD58 3140MB7F3 2052-01-01 3.000000 0.00 2440978.49 2024798.16 Agency Mortgage-Backed Securities FNMS 03.500 CLBV0295 B1V7KEBTPIMZEU4LTD58 3140MDKH0 2052-02-01 3.500000 0.00 11726.42 10165.46 Agency Mortgage-Backed Securities FNMS 06.000 CLBV6796 B1V7KEBTPIMZEU4LTD58 3140MLRS1 2053-01-01 6.000000 0.00 286234.95 293002.78 Agency Mortgage-Backed Securities FNMS 03.000 CLBV8477 B1V7KEBTPIMZEU4LTD58 3140MNM37 2052-05-01 3.000000 0.00 236394.41 194755.11 Agency Mortgage-Backed Securities FNMS 03.500 CLBV8543 B1V7KEBTPIMZEU4LTD58 3140MNP59 2052-05-01 3.500000 0.00 1533175.54 1323917.69 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0044 B1V7KEBTPIMZEU4LTD58 3140MRBN6 2052-07-01 5.000000 0.00 16561.53 15569.79 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1706 B1V7KEBTPIMZEU4LTD58 3140X43Q7 2043-09-01 3.000000 0.00 3791050.40 3305476.24 Agency Mortgage-Backed Securities FNMS 05.000 CLFM1108 B1V7KEBTPIMZEU4LTD58 3140X4GS9 2044-11-01 5.000000 0.00 6357.01 6143.26 Agency Mortgage-Backed Securities FNMS 03.000 CIFM1896 B1V7KEBTPIMZEU4LTD58 3140X5DA8 2034-11-01 3.000000 0.00 5426.18 5053.79 Agency Mortgage-Backed Securities FNMS 03.000 CLFM2075 B1V7KEBTPIMZEU4LTD58 3140X5JV6 2049-12-01 3.000000 0.00 1763.64 1480.89 Agency Mortgage-Backed Securities FNMS 02.500 CIFM2292 B1V7KEBTPIMZEU4LTD58 3140X5RN5 2032-05-01 2.500000 0.00 168840.98 165105.01 Agency Mortgage-Backed Securities FNMS 04.500 CLFM2337 B1V7KEBTPIMZEU4LTD58 3140X5S38 2049-02-01 4.500000 0.00 144765.44 132961.70 Agency Mortgage-Backed Securities FNMS 05.500 CLFM3041 B1V7KEBTPIMZEU4LTD58 3140X6LX7 2049-08-01 5.500000 0.00 68925.50 67384.71 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3173 B1V7KEBTPIMZEU4LTD58 3140X6Q38 2047-07-01 3.500000 0.00 1138.03 1019.84 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3165 B1V7KEBTPIMZEU4LTD58 3140X6QT1 2047-12-01 2.500000 0.00 66257.05 53956.03 Agency Mortgage-Backed Securities FNMS 03.000 CLFM3415 B1V7KEBTPIMZEU4LTD58 3140X6YM7 2047-05-01 3.000000 0.00 784972.60 678731.79 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3619 B1V7KEBTPIMZEU4LTD58 3140X7AV1 2050-01-01 4.500000 0.00 16964.08 15596.62 Agency Mortgage-Backed Securities FNMS 04.500 CTFM3691 B1V7KEBTPIMZEU4LTD58 3140X7C56 2039-11-01 4.500000 0.00 20436.28 19669.90 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4070 B1V7KEBTPIMZEU4LTD58 3140X7QY8 2050-08-01 2.500000 0.00 29633678.56 23732098.55 Agency Mortgage-Backed Securities FNMS 04.000 CIFM4537 B1V7KEBTPIMZEU4LTD58 3140X8BF3 2034-06-01 4.000000 0.00 9198.91 8874.81 Agency Mortgage-Backed Securities FNMS 04.000 CIFM4742 B1V7KEBTPIMZEU4LTD58 3140X8HU4 2035-03-01 4.000000 0.00 263090.52 252964.75 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4929 B1V7KEBTPIMZEU4LTD58 3140X8PP6 2048-03-01 3.500000 0.00 25132825.04 22051225.13 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1082 B1V7KEBTPIMZEU4LTD58 3140XGFY0 2052-03-01 2.500000 0.00 9564.85 7675.82 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1204 B1V7KEBTPIMZEU4LTD58 3140XGKS7 2048-02-01 3.000000 0.00 602381.06 512045.99 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1227 B1V7KEBTPIMZEU4LTD58 3140XGLH0 2052-04-01 3.000000 0.00 45112.06 37542.51 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1374 B1V7KEBTPIMZEU4LTD58 3140XGQ44 2052-03-01 3.000000 0.00 8180.70 6743.16 Agency Mortgage-Backed Securities United States Treasury Bill 254900HROIFWPRGM1V77 912797VY0 2026-11-24 0.00 0.00 600.00 596.33 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797WD5 2027-03-04 0.00 0.00 900.00 883.85 U.S. Treasuries (including strips) Y 2026-10-05 2026-10-05 2026-10-05 N N N 0.0396 750000000.00 750000000.00 0.0063 N N Y N Natixis Natixis 3.880000% 63899Y008 2549003L5ZG5M2ZSE107 0001274981 63899Y008_3.88_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 32217050.81 16014491.89 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 56254396.99 37873821.25 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 754022500.00 592659422.93 U.S. Treasuries (including strips) 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 84703117.54 57415076.49 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 315049588.16 273748398.70 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 201427278.96 196107643.65 U.S. Treasuries (including strips) 4 1/4 BOND 39 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 9185365.00 8390863.08 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 5749832.85 4268319.42 U.S. Treasuries (including strips) 1 3/8 TRIB 44 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 93302161.50 69807627.61 U.S. Treasuries (including strips) 3 BOND 47 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 9670201.47 6564422.86 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 11653006.45 7592659.10 U.S. Treasuries (including strips) 1 1/4 TRIN X 28 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 129988862.35 127926290.74 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0393 1370950000.00 1370950000.00 0.0114 N Y Y N Fixed Income Clearing Corp. - Northern Trust Fixed Income Clearing Corp. - Northern Trust 3.880000% 66585Q007 6PTKHDJ8HDUF78PFWH30 66585Q007_3.88_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y WI TSY NOTE/BOND 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 5349100.00 5100000.00 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0393 5000000.00 5000000.00 0.0000 N Y Y N CLC Irrevocable Life Insurance Trust CLC Irrevocable Life Insurance Trust 3.990000% 66981LAC1 N/A US66981LAC19 Variable Rate Demand Note Y 2026-10-07 2026-10-07 2051-05-01 Y Federal Home Loan Bank - Des Moines 1.0000 7 N N N 0.0399 18115000.00 18115000.00 0.0002 N N Y N Our Family IV LLC Our Family IV LLC 3.990000% 689878AA4 N/A US689878AA49 Variable Rate Demand Note Y 2026-10-07 2026-10-07 2044-01-01 Y FEDERAL HOME LOAN BANK OF TOPEKA 1.0000 7 N N N 0.0399 13785000.00 13785000.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.230000% 6903532P1 549300IDY55XMYWXSD28 US6903532P13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2031-09-02 Y U.S. Government 1.0000 7 N N N 0.0423 5851500.00 5851500.00 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.080000% 6903533H8 549300IDY55XMYWXSD28 US6903533H87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2040-07-07 Y U.S. Government 1.0000 7 N N N 0.0408 8443875.00 8443875.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.080000% 6903533V7 549300IDY55XMYWXSD28 US6903533V71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2027-06-20 Y U.S. Government 1.0000 7 N N N 0.0408 1000000.69 1000000.69 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.080000% 6903533X3 549300IDY55XMYWXSD28 US6903533X38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2038-09-20 Y U.S. Government 1.0000 7 N N N 0.0408 2792490.21 2792490.21 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.080000% 6903534F1 549300IDY55XMYWXSD28 US6903534F13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2027-09-20 Y U.S. Government 1.0000 7 N N N 0.0408 3571427.63 3571427.63 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.230000% 6903535F0 549300IDY55XMYWXSD28 US6903535F04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2027-01-20 Y U.S. Government 1.0000 7 N N N 0.0423 5666666.63 5666666.63 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.230000% 6903537A9 549300IDY55XMYWXSD28 US6903537A98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2031-12-20 Y U.S. Government 1.0000 7 N N N 0.0423 31744186.50 31744186.50 0.0003 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.230000% 690353A31 549300IDY55XMYWXSD28 US690353A310 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2031-09-30 Y U.S. Government 1.0000 7 N N N 0.0423 3847600.01 3847600.01 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.230000% 690353A49 549300IDY55XMYWXSD28 US690353A492 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2031-09-30 Y U.S. Government 1.0000 7 N N N 0.0423 7214250.02 7214250.02 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.230000% 690353C39 549300IDY55XMYWXSD28 US690353C399 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2031-09-30 Y U.S. Government 1.0000 7 N N N 0.0423 2260465.01 2260465.01 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.080000% 690353P76 549300IDY55XMYWXSD28 US690353P763 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2040-07-07 Y U.S. Government 1.0000 7 N N N 0.0408 15352500.00 15352500.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.080000% 690353P84 549300IDY55XMYWXSD28 US690353P847 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2030-01-15 Y U.S. Government 1.0000 7 N N N 0.0408 5283018.68 5283018.68 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.230000% 690353Q75 549300IDY55XMYWXSD28 US690353Q753 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2031-09-02 Y U.S. Government 1.0000 7 N N N 0.0423 5853990.00 5853990.00 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.080000% 690353S57 549300IDY55XMYWXSD28 US690353S577 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2040-07-07 Y U.S. Government 1.0000 7 N N N 0.0408 6601575.00 6601575.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.230000% 690353T80 549300IDY55XMYWXSD28 US690353T807 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2031-09-02 Y U.S. Government 1.0000 7 N N N 0.0423 8879340.00 8879340.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.080000% 690353V46 549300IDY55XMYWXSD28 US690353V464 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2040-07-07 Y U.S. Government 1.0000 7 N N N 0.0408 11130562.50 11130562.50 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 3.793600% 690353VS3 549300IDY55XMYWXSD28 US690353VS38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2030-05-15 Y U.S. Government 1.0000 7 N N N 0.0379 10574000.00 10574000.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.230000% 690353W94 549300IDY55XMYWXSD28 US690353W942 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2031-09-02 Y U.S. Government 1.0000 7 N N N 0.0423 6688140.00 6688140.00 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.100000% 690353WB9 549300IDY55XMYWXSD28 US690353WB93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2032-10-15 Y U.S. Government 1.0000 7 N N N 0.0410 10045299.41 10045299.41 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.230000% 690353XK8 549300IDY55XMYWXSD28 US690353XK83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2031-09-30 Y U.S. Government 1.0000 7 N N N 0.0423 6108065.02 6108065.02 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.100000% 690353YG6 549300IDY55XMYWXSD28 US690353YG62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2033-11-15 Y U.S. Government 1.0000 7 N N N 0.0410 11760685.45 11760685.45 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.230000% 690353YY7 549300IDY55XMYWXSD28 US690353YY78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2031-09-30 Y U.S. Government 1.0000 7 N N N 0.0423 2404750.01 2404750.01 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.230000% 690353Z59 549300IDY55XMYWXSD28 US690353Z598 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2031-09-02 Y U.S. Government 1.0000 7 N N N 0.0423 1743000.00 1743000.00 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.080000% 690353Z83 549300IDY55XMYWXSD28 US690353Z838 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2040-07-07 Y U.S. Government 1.0000 7 N N N 0.0408 3761362.50 3761362.50 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.230000% 690353ZD2 549300IDY55XMYWXSD28 US690353ZD23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2031-09-30 Y U.S. Government 1.0000 7 N N N 0.0423 5627115.02 5627115.02 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.230000% 690353ZF7 549300IDY55XMYWXSD28 US690353ZF70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2031-09-30 Y U.S. Government 1.0000 7 N N N 0.0423 3270460.01 3270460.01 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.230000% 690353ZP5 549300IDY55XMYWXSD28 US690353ZP52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2031-09-30 Y U.S. Government 1.0000 7 N N N 0.0423 3366650.01 3366650.01 0.0000 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.230000% 690353ZT7 549300IDY55XMYWXSD28 US690353ZT74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2031-09-30 Y U.S. Government 1.0000 7 N N N 0.0423 9763285.03 9763285.03 0.0001 N N Y N United States International Development Finance Corp. United States International Development Finance Corp. 4.100000% 690353ZU4 549300IDY55XMYWXSD28 US690353ZU48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-07 2026-10-07 2034-06-15 Y U.S. Government 1.0000 7 N N N 0.0410 9260339.25 9260339.25 0.0001 N N Y N Renaissance 88 Co. LP Renaissance 88 Co. LP 3.980000% 75972XAA1 254900D7X1HWVKEPZK68 US75972XAA19 Variable Rate Demand Note Y 2026-10-07 2026-10-07 2062-04-01 Y Federal Home Loan Bank - San Francisco 1.0000 7 N N N 0.0398 27000000.00 27000000.00 0.0002 N N Y N Rock Hill SI LLC Rock Hill SI LLC 3.980000% 77227PAA7 N/A US77227PAA75 Variable Rate Demand Note Y 2026-10-07 2026-10-07 2061-06-01 Y Federal Home Loan Bank - Indianapolis 1.0000 7 N N N 0.0398 35700000.00 35700000.00 0.0003 N N Y N Rohnert Park 668 LP Rohnert Park 668 LP 3.980000% 77540BAA8 5493003XKPAFCX3G2362 US77540BAA89 Variable Rate Demand Note Y 2026-10-07 2026-10-07 2058-06-01 Y Federal Home Loan Bank - San Francisco 1.0000 7 N N N 0.0398 20920000.00 20920000.00 0.0002 N N Y N Royal Bank of Canada Royal Bank of Canada 4.140000% 779998004 ES7IP3U3RHIGC71XBU11 0000352613 779998004_4.14_1007 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FNMS 06.000 CLCB7503 B1V7KEBTPIMZEU4LTD58 3140QTKR9 2053-11-01 6.000000 0.00 77868011.26 77567700.27 Agency Mortgage-Backed Securities GNII SF DO1901 C 549300M8ZYFG0OCMTT87 3618NXDE5 2055-11-20 6.000000 0.00 6262255.23 6259890.19 Agency Mortgage-Backed Securities GNII SF DS4893 C 549300M8ZYFG0OCMTT87 3618VRNJ7 2056-08-20 6.500000 0.00 4190142.25 4282518.59 Agency Mortgage-Backed Securities FNMS 05.000 CLFA3530 B1V7KEBTPIMZEU4LTD58 3140W34Q9 2055-11-01 5.000000 0.00 82318433.24 76936188.84 Agency Mortgage-Backed Securities FNMS 03.000 CLFA4540 B1V7KEBTPIMZEU4LTD58 3140W5BJ2 2050-02-01 3.000000 0.00 96173352.61 83672612.04 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3778 S6XOOCT0IEG5ABCC6L87 31427RFU9 2055-12-01 5.500000 0.00 12364996.66 11950405.20 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4244 S6XOOCT0IEG5ABCC6L87 31427RWE6 2055-11-01 5.500000 0.00 88565306.84 85315009.32 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6579 S6XOOCT0IEG5ABCC6L87 3142GXJZ1 2056-05-01 5.000000 0.00 87411302.99 81506912.30 Agency Mortgage-Backed Securities 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 49349000.00 31344375.13 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 43736500.00 34801012.77 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 22925500.00 20513794.71 U.S. Treasuries (including strips) Y 2026-10-07 2026-10-07 2027-08-23 N N N 0.0420 500000000.00 500000000.00 0.0042 N N Y N Senior Living Riverside LP Senior Living Riverside LP 3.980000% 81723AAA1 N/A US81723AAA16 Variable Rate Demand Note Y 2026-10-07 2026-10-07 2065-08-01 Y Federal Home Loan Bank - San Francisco 1.0000 7 N N N 0.0398 43940000.00 43940000.00 0.0004 N N Y N 17th Street Rentals LLC 17th Street Rentals LLC 3.980000% 81815VAA4 549300NEPGL3MYTX1E03 US81815VAA44 Variable Rate Demand Note Y 2026-10-07 2026-10-07 2061-02-01 Y Federal Home Loan Bank - San Francisco 1.0000 7 N N N 0.0398 18200000.00 18200000.00 0.0002 N N Y N Southside Brookshore Associates LP Southside Brookshore Associates LP 3.980000% 84471LAA5 549300WK0XETJF5RWI83 US84471LAA52 Variable Rate Demand Note Y 2026-10-07 2026-10-07 2059-09-01 Y Federal Home Loan Bank - San Francisco 1.0000 7 N N N 0.0398 7640000.00 7640000.00 0.0001 N N Y N Fixed Income Clearing Corp. - State Street Bank & Trust Co. Fixed Income Clearing Corp. - State Street Bank & Trust Co. 3.900000% 857466007 549300ZFEEJ2IP5VME73 857466007_3.90_1001 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FICC Y FEPC 05.500 CLRA9265 S6XOOCT0IEG5ABCC6L87 3133KRJJ4 2053-06-01 5.500000 0.00 2874186.59 2786367.42 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9473 S6XOOCT0IEG5ABCC6L87 3133KRQ23 2053-07-01 5.500000 0.00 56561964.16 54851731.50 Agency Mortgage-Backed Securities FEPC 02.500 CTRB5115 S6XOOCT0IEG5ABCC6L87 3133KYVG1 2041-06-01 2.500000 0.00 7415089.67 6401386.77 Agency Mortgage-Backed Securities FEPC 02.000 3JRE0019 S6XOOCT0IEG5ABCC6L87 3133LWAU6 2050-11-01 2.000000 0.00 56179.41 43389.67 Agency Mortgage-Backed Securities FNMS 04.000 CKAJ9329 B1V7KEBTPIMZEU4LTD58 3138E2LK9 2042-01-01 4.000000 0.00 33.58 29.86 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4016 B1V7KEBTPIMZEU4LTD58 3140QBPA0 2049-08-01 3.000000 0.00 11931.91 9966.20 Agency Mortgage-Backed Securities FNMS 02.500 CICA9443 B1V7KEBTPIMZEU4LTD58 3140QHP58 2036-03-01 2.500000 0.00 1209384.08 1091643.14 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2548 B1V7KEBTPIMZEU4LTD58 3140QMZN7 2052-01-01 2.500000 0.00 10634.65 8478.51 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3510 B1V7KEBTPIMZEU4LTD58 3140QN3U4 2052-05-01 4.000000 0.00 1600416.92 1420559.22 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3103 B1V7KEBTPIMZEU4LTD58 3140QNNV0 2052-03-01 2.500000 0.00 193372.93 156154.61 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3303 B1V7KEBTPIMZEU4LTD58 3140QNU59 2052-04-01 3.000000 0.00 33351543.56 27927971.15 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3312 B1V7KEBTPIMZEU4LTD58 3140QNVE9 2052-04-01 4.000000 0.00 5356714.62 4770364.47 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3045 B1V7KEBTPIMZEU4LTD58 3140XJL35 2052-10-01 5.000000 0.00 707.80 666.98 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3159 B1V7KEBTPIMZEU4LTD58 3140XJQM8 2052-10-01 4.500000 0.00 65977.02 60307.88 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6241 B1V7KEBTPIMZEU4LTD58 3140XM5B8 2053-11-01 6.000000 0.00 38788621.64 38622270.15 Agency Mortgage-Backed Securities FNMS 04.500 CLAS0558 B1V7KEBTPIMZEU4LTD58 3138W9TQ3 2043-09-01 4.500000 0.00 5099418.37 4784090.73 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7160 B1V7KEBTPIMZEU4LTD58 3138WG5W0 2046-05-01 3.500000 0.00 1114416.07 971044.71 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8089 B1V7KEBTPIMZEU4LTD58 3138WH7B2 2046-10-01 3.500000 0.00 251.29 219.33 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3744 B1V7KEBTPIMZEU4LTD58 3140QPES2 2052-03-01 2.500000 0.00 784.94 619.40 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4679 B1V7KEBTPIMZEU4LTD58 3140QQFV2 2052-09-01 5.000000 0.00 738.33 702.06 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4765 B1V7KEBTPIMZEU4LTD58 3140QQJK2 2052-09-01 5.000000 0.00 50267.11 47297.22 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4889 B1V7KEBTPIMZEU4LTD58 3140QQNF8 2052-10-01 4.500000 0.00 2428147.49 2220370.91 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5136 B1V7KEBTPIMZEU4LTD58 3140QQV69 2052-11-01 5.500000 0.00 35401331.47 34377934.06 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5139 B1V7KEBTPIMZEU4LTD58 3140QQV93 2052-11-01 5.500000 0.00 43854.52 42456.90 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5231 B1V7KEBTPIMZEU4LTD58 3140QQY58 2052-12-01 5.500000 0.00 3797146.86 3681822.03 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5468 B1V7KEBTPIMZEU4LTD58 3140QRCE1 2053-01-01 5.500000 0.00 16779948.89 16288540.63 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5479 B1V7KEBTPIMZEU4LTD58 3140QRCR2 2053-01-01 6.000000 0.00 16065201.17 16024176.00 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5631 B1V7KEBTPIMZEU4LTD58 3140QRHH9 2053-02-01 4.500000 0.00 785.60 716.96 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5773 B1V7KEBTPIMZEU4LTD58 3140QRMX8 2053-02-01 5.500000 0.00 5345713.07 5195672.56 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5793 B1V7KEBTPIMZEU4LTD58 3140QRNK5 2053-02-01 4.500000 0.00 1038013.09 945450.35 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6075 B1V7KEBTPIMZEU4LTD58 3140QRXD0 2053-04-01 5.500000 0.00 13721464.67 13297259.50 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6310 B1V7KEBTPIMZEU4LTD58 3140QSAL5 2053-05-01 5.000000 0.00 5428874.13 5092266.44 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8777 B1V7KEBTPIMZEU4LTD58 3140XQXF9 2053-11-01 6.000000 0.00 712.97 708.42 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0687 B1V7KEBTPIMZEU4LTD58 3140Y6XR6 2055-07-01 5.000000 0.00 127023.86 119357.43 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1696 B1V7KEBTPIMZEU4LTD58 3140Y73E6 2055-12-01 5.500000 0.00 944.86 913.99 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1699 B1V7KEBTPIMZEU4LTD58 3140Y73H9 2055-12-01 5.500000 0.00 1752234.74 1693716.33 Agency Mortgage-Backed Securities FNMS 06.000 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GNII SF DD4820 C 549300M8ZYFG0OCMTT87 3618HXK95 2054-09-20 6.500000 0.00 4291313.59 4395820.43 Agency Mortgage-Backed Securities GNII SF DH3838 C 549300M8ZYFG0OCMTT87 3618KCHP5 2055-01-20 7.000000 0.00 1322498.81 1381501.95 Agency Mortgage-Backed Securities GNII SF DH7931 C 549300M8ZYFG0OCMTT87 3618KGY44 2055-02-20 6.000000 0.00 1080328.21 1077970.21 Agency Mortgage-Backed Securities GNII SF DJ0721 C 549300M8ZYFG0OCMTT87 3618KLYS0 2055-05-20 6.500000 0.00 1444803.97 1482766.36 Agency Mortgage-Backed Securities GNII SF DJ3177 C 549300M8ZYFG0OCMTT87 3618KPQ68 2055-08-20 6.000000 0.00 380056.11 379794.75 Agency Mortgage-Backed Securities GNII SF DK3253 C 549300M8ZYFG0OCMTT87 3618L2TJ7 2055-06-20 7.000000 0.00 769204.78 798283.71 Agency Mortgage-Backed Securities GNII SF DK9358 C 549300M8ZYFG0OCMTT87 3618L9MF7 2055-07-20 6.000000 0.00 6537991.09 6542399.87 Agency Mortgage-Backed Securities GNII SF DK9444 C 549300M8ZYFG0OCMTT87 3618L9P56 2055-07-20 6.000000 0.00 297649.38 298365.32 Agency Mortgage-Backed Securities GNII SF DL4357 C 549300M8ZYFG0OCMTT87 3618LFZW2 2055-10-20 6.500000 0.00 1102351.02 1127254.36 Agency Mortgage-Backed Securities GNII SF DP3067 C 549300M8ZYFG0OCMTT87 3618MHMQ4 2056-01-20 6.000000 0.00 3895070.78 3912911.50 Agency Mortgage-Backed Securities GNII SF MB1288 M 549300M8ZYFG0OCMTT87 3618N6NE3 2056-06-20 7.000000 0.00 1054252.17 1089868.91 Agency Mortgage-Backed Securities GNII SF MB1411 M 549300M8ZYFG0OCMTT87 3618N6R90 2056-09-20 4.500000 0.00 402625516.00 361252925.90 Agency Mortgage-Backed Securities GNII SF DR4626 C 549300M8ZYFG0OCMTT87 3618VDD75 2056-04-20 5.000000 0.00 2033157.25 1908304.68 Agency Mortgage-Backed Securities GNII SF DS7012 C 549300M8ZYFG0OCMTT87 3618VTYH5 2056-07-20 5.500000 0.00 7886463.12 7652302.64 Agency Mortgage-Backed Securities GNII SF DT1231 C 549300M8ZYFG0OCMTT87 3618W0LL2 2056-08-20 6.500000 0.00 2700421.88 2793824.37 Agency Mortgage-Backed Securities GNII SF DT4226 C 549300M8ZYFG0OCMTT87 3618W3VT8 2056-08-20 5.500000 0.00 5198365.16 5044033.79 Agency Mortgage-Backed Securities GNII SF DT8937 C 549300M8ZYFG0OCMTT87 3618W84W0 2056-08-20 6.500000 0.00 1128076.50 1160066.62 Agency Mortgage-Backed Securities GNII SF DU8008 C 549300M8ZYFG0OCMTT87 3618WK3R5 2056-08-20 5.500000 0.00 3703045.87 3604620.97 Agency Mortgage-Backed Securities GNII SF 003570 M 549300M8ZYFG0OCMTT87 36202D6F3 2034-06-20 6.000000 0.00 998.87 1011.88 Agency Mortgage-Backed Securities GNII SF 002934 M 549300M8ZYFG0OCMTT87 36202DHK0 2030-06-20 7.500000 0.00 1081.64 1104.31 Agency Mortgage-Backed Securities GNII SF 004922 M 549300M8ZYFG0OCMTT87 36202FPF7 2041-01-20 4.000000 0.00 46504.31 42481.74 Agency Mortgage-Backed Securities GNII SF MA9171 M 549300M8ZYFG0OCMTT87 36179YFL3 2053-09-20 5.500000 0.00 7291868.19 7082449.79 Agency Mortgage-Backed Securities GNII SF MA9301 M 549300M8ZYFG0OCMTT87 36179YKN3 2053-11-20 3.500000 0.00 13176575.78 11346935.02 Agency Mortgage-Backed Securities GNII SF MA9303 M 549300M8ZYFG0OCMTT87 36179YKQ6 2053-11-20 4.500000 0.00 6550411.01 5973680.08 Agency Mortgage-Backed Securities GNII SF MA9424 M 549300M8ZYFG0OCMTT87 36179YPH1 2053-12-20 6.000000 0.00 1180757.41 1180041.08 Agency Mortgage-Backed Securities GNII SF MA0139 M 549300M8ZYFG0OCMTT87 36179MEL0 2027-06-20 3.000000 0.00 764.01 761.34 Agency Mortgage-Backed Securities GNII SF MA3380 M 549300M8ZYFG0OCMTT87 36179RXH7 2046-01-20 5.500000 0.00 4818.74 4807.66 Agency Mortgage-Backed Securities GNII SF MA7193 M 549300M8ZYFG0OCMTT87 36179V7E4 2051-02-20 2.500000 0.00 46037612.18 37075050.77 Agency Mortgage-Backed Securities GNII SF MA7371 M 549300M8ZYFG0OCMTT87 36179WFL7 2051-05-20 4.500000 0.00 12358.46 11489.97 Agency Mortgage-Backed Securities GNII SF MA7590 M 549300M8ZYFG0OCMTT87 36179WNF1 2051-09-20 3.000000 0.00 18891183.33 15781990.52 Agency Mortgage-Backed Securities GNII SF MA9490 M 549300M8ZYFG0OCMTT87 36179YRK2 2054-02-20 6.500000 0.00 399683.48 406564.48 Agency Mortgage-Backed Securities GNII SF MA9538 M 549300M8ZYFG0OCMTT87 36179YS39 2054-02-20 4.000000 0.00 11066080.77 9702299.43 Agency Mortgage-Backed Securities GNII SF MA9671 M 549300M8ZYFG0OCMTT87 36179YW83 2054-05-20 7.000000 0.00 26659.85 27543.78 Agency Mortgage-Backed Securities GNII SF MA9720 M 549300M8ZYFG0OCMTT87 36179YYR9 2051-08-20 3.000000 0.00 454972.34 380746.63 Agency Mortgage-Backed Securities GNII SF MA9749 M 549300M8ZYFG0OCMTT87 36179YZN7 2039-06-20 5.500000 0.00 130900.54 130684.63 Agency Mortgage-Backed Securities GNII SF BQ9097 C 549300M8ZYFG0OCMTT87 3617LUDA3 2051-08-20 2.500000 0.00 5341951.33 4344587.05 Agency Mortgage-Backed Securities GNII SF BT1888 C 549300M8ZYFG0OCMTT87 3617MQCZ7 2050-12-20 2.500000 0.00 116922.46 93139.72 Agency Mortgage-Backed Securities GNII SF DQ1190 C 549300M8ZYFG0OCMTT87 3618MTKB3 2056-02-20 5.500000 0.00 1754327.45 1731518.66 Agency Mortgage-Backed Securities GNII SF MB0785 M 549300M8ZYFG0OCMTT87 3618N52T5 2040-11-20 5.000000 0.00 423570.00 411937.83 Agency Mortgage-Backed Securities GNII SF MB0809 M 549300M8ZYFG0OCMTT87 3618N53T4 2055-11-20 3.000000 0.00 25997419.05 21724006.64 Agency Mortgage-Backed Securities GNII SF MB0810 M 549300M8ZYFG0OCMTT87 3618N53U1 2055-11-20 3.500000 0.00 483219.08 403864.58 Agency Mortgage-Backed Securities GNII SF MB0846 M 549300M8ZYFG0OCMTT87 3618N55G0 2041-01-20 5.000000 0.00 259822.59 252687.02 Agency Mortgage-Backed Securities GNII SF MB0025 M 549300M8ZYFG0OCMTT87 3618N5A33 2054-11-20 5.000000 0.00 111412627.00 104694755.10 Agency Mortgage-Backed Securities GNII SF MB0206 M 549300M8ZYFG0OCMTT87 3618N5GQ6 2055-02-20 6.000000 0.00 23909.75 23812.99 Agency Mortgage-Backed Securities GNII SF MB0398 M 549300M8ZYFG0OCMTT87 3618N5NQ8 2040-06-20 4.500000 0.00 640992.88 610170.74 Agency Mortgage-Backed Securities GNII SF MB0481 M 549300M8ZYFG0OCMTT87 3618N5RB7 2055-07-20 3.500000 0.00 187555110.78 156756206.70 Agency Mortgage-Backed Securities GNII SF MB0530 M 549300M8ZYFG0OCMTT87 3618N5SU4 2040-07-20 6.000000 0.00 184901.34 184818.01 Agency Mortgage-Backed Securities GNII SF MB0556 M 549300M8ZYFG0OCMTT87 3618N5TN9 2055-06-20 5.500000 0.00 40428710.06 39011301.97 Agency Mortgage-Backed Securities GNII SF MB0596 M 549300M8ZYFG0OCMTT87 3618N5UW7 2040-09-20 6.000000 0.00 3544989.53 3545487.01 Agency Mortgage-Backed Securities GNII SF MB0685 M 549300M8ZYFG0OCMTT87 3618N5XP9 2055-09-20 5.000000 0.00 69328056.93 64769583.14 Agency Mortgage-Backed Securities GNII SF MB0689 M 549300M8ZYFG0OCMTT87 3618N5XT1 2054-05-20 7.000000 0.00 132548.02 136366.18 Agency Mortgage-Backed Securities GNII SF MB0717 M 549300M8ZYFG0OCMTT87 3618N5YP8 2040-11-20 5.000000 0.00 374565.92 363702.30 Agency Mortgage-Backed Securities GNII SF MB0718 M 549300M8ZYFG0OCMTT87 3618N5YQ6 2040-09-20 5.500000 0.00 169178.21 167716.43 Agency Mortgage-Backed Securities GNII SF MB0744 M 549300M8ZYFG0OCMTT87 3618N5ZJ1 2055-11-20 4.500000 0.00 14516062.95 13086085.59 Agency Mortgage-Backed Securities GNII SF MB1074 M 549300M8ZYFG0OCMTT87 3618N6FQ5 2056-04-20 7.000000 0.00 18095923.27 18595857.34 Agency Mortgage-Backed Securities GNII SF MB1138 M 549300M8ZYFG0OCMTT87 3618N6HQ3 2050-01-20 3.000000 0.00 43216722.86 36113478.25 Agency Mortgage-Backed Securities GNII SF MB1144 M 549300M8ZYFG0OCMTT87 3618N6HW0 2056-04-20 6.000000 0.00 7180505.36 7106211.06 Agency Mortgage-Backed Securities GNII SF MB1217 M 549300M8ZYFG0OCMTT87 3618N6K71 2056-06-20 5.500000 0.00 45914515.02 44144811.48 Agency Mortgage-Backed Securities GNII SF MB1220 M 549300M8ZYFG0OCMTT87 3618N6LA3 2056-04-20 7.000000 0.00 9925681.88 10199897.59 Agency Mortgage-Backed Securities GNII SF MB1286 M 549300M8ZYFG0OCMTT87 3618N6NC7 2056-07-20 6.000000 0.00 5649437.61 5590024.35 Agency Mortgage-Backed Securities Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0395 1000000000.00 1000000000.00 0.0083 N Y Y N Wells Fargo Securities Wells Fargo Securities 3.940000% 910QDQ001 KB1H1DSPRFMYMCUFXT09 910QDQ001_3.94_1029 U.S. Government Agency Repurchase Agreement, collateralized only by 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02/15/39 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 31962000.00 26871177.54 U.S. Treasuries (including strips) T 4 1/4 02/15/28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 50000000.00 49933593.75 U.S. Treasuries (including strips) T 2 5/8 02/15/29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 50000000.00 47605468.75 U.S. Treasuries (including strips) T 0 1/2 04/30/27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 30000000.00 29404101.56 U.S. Treasuries (including strips) T 4 1/8 11/15/32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 34742000.00 33443246.33 U.S. Treasuries (including strips) T 5 05/15/46 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 25740000.00 24183031.64 U.S. Treasuries (including strips) T 4 5/8 02/15/55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 45000000.00 38761523.44 U.S. Treasuries (including strips) T 2 3/4 04/30/27 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 50000000.00 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1603.96 1660.77 Agency Mortgage-Backed Securities GNII SF DH6156 C 549300M8ZYFG0OCMTT87 3618KEZV8 2055-01-20 7.000000 0.00 893.76 936.20 Agency Mortgage-Backed Securities GNII SF DH7130 C 549300M8ZYFG0OCMTT87 3618KF4P2 2055-01-20 6.500000 0.00 1223.90 1265.86 Agency Mortgage-Backed Securities GNII SF DJ0101 C 549300M8ZYFG0OCMTT87 3618KLDE4 2055-07-20 6.000000 0.00 33634.01 34286.96 Agency Mortgage-Backed Securities GNII SF DJ4782 C 549300M8ZYFG0OCMTT87 3618KRJ39 2055-04-20 7.500000 0.00 868.35 930.39 Agency Mortgage-Backed Securities GNII SF DJ4783 C 549300M8ZYFG0OCMTT87 3618KRJ47 2055-03-20 7.500000 0.00 6917.08 7410.87 Agency Mortgage-Backed Securities GNII SF DJ4771 C 549300M8ZYFG0OCMTT87 3618KRJQ8 2055-04-20 7.000000 0.00 4107.65 4339.45 Agency Mortgage-Backed Securities GNII SF DJ4772 C 549300M8ZYFG0OCMTT87 3618KRJR6 2055-03-20 7.000000 0.00 3644.77 3850.32 Agency Mortgage-Backed Securities GNII SF DJ4778 C 549300M8ZYFG0OCMTT87 3618KRJX3 2055-04-20 7.000000 0.00 2925.39 3087.83 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1248.20 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4659 S6XOOCT0IEG5ABCC6L87 3132A5E84 2046-04-01 3.500000 0.00 152590.50 133723.52 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4634 S6XOOCT0IEG5ABCC6L87 3132A5EF8 2045-10-01 4.000000 0.00 331.74 300.11 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4638 S6XOOCT0IEG5ABCC6L87 3132A5EK7 2045-11-01 3.500000 0.00 139899.90 122727.39 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4685 S6XOOCT0IEG5ABCC6L87 3132A5F26 2046-09-01 4.500000 0.00 755.60 697.90 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4686 S6XOOCT0IEG5ABCC6L87 3132A5F34 2046-10-01 4.500000 0.00 188353.35 173971.44 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4682 S6XOOCT0IEG5ABCC6L87 3132A5FX8 2046-10-01 3.000000 0.00 2241.04 1899.76 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4701 S6XOOCT0IEG5ABCC6L87 3132A5GJ8 2047-01-01 4.500000 0.00 143.89 132.94 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4754 S6XOOCT0IEG5ABCC6L87 3132A5H73 2048-02-01 3.000000 0.00 5373.30 4511.60 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4726 S6XOOCT0IEG5ABCC6L87 3132A5HB4 2047-07-01 3.500000 0.00 11626.07 10140.26 Agency Mortgage-Backed Securities FEPC 05.000 CLZS4787 S6XOOCT0IEG5ABCC6L87 3132A5J89 2048-07-01 5.000000 0.00 216.01 204.95 Agency Mortgage-Backed Securities FEPC 02.500 CIZS7938 S6XOOCT0IEG5ABCC6L87 3132A8ZB8 2033-01-01 2.500000 0.00 584357.27 548350.28 Agency Mortgage-Backed Securities FEPC 02.500 CIZS8632 S6XOOCT0IEG5ABCC6L87 3132A9SV0 2031-12-01 2.500000 0.00 159.67 150.56 Agency Mortgage-Backed Securities FEPC 04.500 CLZS9728 S6XOOCT0IEG5ABCC6L87 3132AAYZ1 2045-08-01 4.500000 0.00 79446.78 74904.33 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0794 S6XOOCT0IEG5ABCC6L87 3132AC3B4 2048-10-01 4.500000 0.00 10462.20 9663.23 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0794 S6XOOCT0IEG5ABCC6L87 3132AC3B4 2048-10-01 4.500000 0.00 193.74 178.95 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0193 S6XOOCT0IEG5ABCC6L87 3132ACGA2 2047-12-01 3.500000 0.00 563.64 492.50 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0383 S6XOOCT0IEG5ABCC6L87 3132ACM80 2048-03-01 3.500000 0.00 792329.87 688906.61 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0539 S6XOOCT0IEG5ABCC6L87 3132ACS43 2048-03-01 4.000000 0.00 220.84 197.32 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0541 S6XOOCT0IEG5ABCC6L87 3132ACS68 2048-06-01 4.000000 0.00 42786.15 38348.25 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0542 S6XOOCT0IEG5ABCC6L87 3132ACS76 2048-07-01 4.000000 0.00 209.97 187.84 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0530 S6XOOCT0IEG5ABCC6L87 3132ACST8 2047-01-01 4.000000 0.00 913.78 826.48 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0534 S6XOOCT0IEG5ABCC6L87 3132ACSX9 2047-12-01 3.500000 0.00 2827.80 2473.28 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0713 S6XOOCT0IEG5ABCC6L87 3132ACYJ3 2048-10-01 4.500000 0.00 83.37 76.68 Agency Mortgage-Backed Securities FEPC 04.000 CLZT1741 S6XOOCT0IEG5ABCC6L87 3132AD5A2 2048-12-01 4.000000 0.00 432.81 385.20 Agency Mortgage-Backed Securities FEPC 03.500 CLZT1951 S6XOOCT0IEG5ABCC6L87 3132AEEY8 2049-05-01 3.500000 0.00 230.08 197.60 Agency Mortgage-Backed Securities FEPC 06.000 CISB1215 S6XOOCT0IEG5ABCC6L87 3132CXK43 2039-07-01 6.000000 0.00 9892.99 9995.08 Agency Mortgage-Backed Securities FEPC 05.000 CISB2032 S6XOOCT0IEG5ABCC6L87 3132CYHH6 2041-08-01 5.000000 0.00 1024.00 996.19 Agency Mortgage-Backed Securities FEPC 02.000 CISB8089 S6XOOCT0IEG5ABCC6L87 3132D57A4 2036-02-01 2.000000 0.00 6157.32 5452.32 Agency Mortgage-Backed Securities FEPC 01.000 CISB8095 S6XOOCT0IEG5ABCC6L87 3132D57G1 2036-02-01 1.000000 0.00 1035.77 866.22 Agency Mortgage-Backed Securities FEPC 03.500 CISB8164 S6XOOCT0IEG5ABCC6L87 3132D6B90 2037-07-01 3.500000 0.00 529.63 483.43 Agency Mortgage-Backed Securities FEPC 03.500 CISB8166 S6XOOCT0IEG5ABCC6L87 3132D6CB4 2037-06-01 3.500000 0.00 1029.89 940.05 Agency Mortgage-Backed Securities FEPC 05.500 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5.000000 0.00 3363.38 3135.06 Agency Mortgage-Backed Securities FEPC 03.500 CLSD6358 S6XOOCT0IEG5ABCC6L87 3132DUB30 2049-04-01 3.500000 0.00 1947.20 1697.64 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6577 S6XOOCT0IEG5ABCC6L87 3132DUJW8 2054-09-01 5.500000 0.00 821.19 789.75 Agency Mortgage-Backed Securities FEPC 04.500 CLSD6650 S6XOOCT0IEG5ABCC6L87 3132DUL70 2054-10-01 4.500000 0.00 4412.43 4010.56 Agency Mortgage-Backed Securities FEPC 03.500 CLSD6654 S6XOOCT0IEG5ABCC6L87 3132DUMB0 2052-06-01 3.500000 0.00 1715.65 1459.39 Agency Mortgage-Backed Securities FEPC 06.500 CLSD6712 S6XOOCT0IEG5ABCC6L87 3132DUN52 2054-10-01 6.500000 0.00 707.49 723.79 Agency Mortgage-Backed Securities FEPC 04.500 CLSD6706 S6XOOCT0IEG5ABCC6L87 3132DUNX1 2054-01-01 4.500000 0.00 695163.98 631726.79 Agency Mortgage-Backed Securities FEPC 02.000 CLSD7060 S6XOOCT0IEG5ABCC6L87 3132DUZZ3 2052-09-01 2.000000 0.00 1732849.80 1296234.23 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8005 S6XOOCT0IEG5ABCC6L87 3132DV3N3 2049-08-01 3.500000 0.00 500.60 431.89 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8011 S6XOOCT0IEG5ABCC6L87 3132DV3U7 2049-09-01 3.500000 0.00 117.07 100.92 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8024 S6XOOCT0IEG5ABCC6L87 3132DV4H5 2049-11-01 3.000000 0.00 165.45 137.97 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8036 S6XOOCT0IEG5ABCC6L87 3132DV4V4 2050-01-01 3.000000 0.00 7630.90 6334.69 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8057 S6XOOCT0IEG5ABCC6L87 3132DV5S0 2050-04-01 3.500000 0.00 999.04 854.82 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8086 S6XOOCT0IEG5ABCC6L87 3132DV6X8 2050-08-01 4.000000 0.00 389.36 346.32 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8089 S6XOOCT0IEG5ABCC6L87 3132DV7A7 2050-07-01 2.500000 0.00 775.62 618.19 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8097 S6XOOCT0IEG5ABCC6L87 3132DV7J8 2050-08-01 2.000000 0.00 507.43 385.25 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7502 S6XOOCT0IEG5ABCC6L87 3132DVKP9 2049-07-01 3.500000 0.00 193.61 167.10 Agency Mortgage-Backed Securities FNMS 05.500 CLDC4082 B1V7KEBTPIMZEU4LTD58 3140ARRC6 2054-10-01 5.500000 0.00 824.04 795.31 Agency Mortgage-Backed Securities FNMS 05.500 CLDC5218 B1V7KEBTPIMZEU4LTD58 3140ASYQ5 2054-09-01 5.500000 0.00 3721.12 3585.70 Agency Mortgage-Backed Securities FNMS 06.500 CLDC5413 B1V7KEBTPIMZEU4LTD58 3140ATAP1 2054-12-01 6.500000 0.00 982.28 997.60 Agency Mortgage-Backed Securities FNMS 06.500 CLDC5577 B1V7KEBTPIMZEU4LTD58 3140ATFT8 2054-11-01 6.500000 0.00 1956.85 1991.87 Agency Mortgage-Backed Securities FNMS 04.500 CLDC6780 B1V7KEBTPIMZEU4LTD58 3140AURA3 2055-01-01 4.500000 0.00 3552.83 3225.92 Agency Mortgage-Backed Securities FNMS 06.000 CLDC7266 B1V7KEBTPIMZEU4LTD58 3140AVCC3 2054-12-01 6.000000 0.00 977.65 975.68 Agency Mortgage-Backed Securities FNMS 04.500 CLDC7277 B1V7KEBTPIMZEU4LTD58 3140AVCP4 2054-12-01 4.500000 0.00 11694.43 10682.78 Agency Mortgage-Backed Securities FNMS 06.500 CLDC7461 B1V7KEBTPIMZEU4LTD58 3140AVJF9 2054-11-01 6.500000 0.00 753.43 773.91 Agency Mortgage-Backed Securities FNMS 05.500 CLDC7505 B1V7KEBTPIMZEU4LTD58 3140AVKT7 2054-12-01 5.500000 0.00 980.18 945.35 Agency Mortgage-Backed Securities FNMS 06.000 CLDC7722 B1V7KEBTPIMZEU4LTD58 3140AVSL6 2054-12-01 6.000000 0.00 5341.67 5332.32 Agency Mortgage-Backed Securities FNMS 07.000 CLDC8876 B1V7KEBTPIMZEU4LTD58 3140AW2J7 2054-12-01 7.000000 0.00 2831.65 2951.56 Agency Mortgage-Backed Securities FNMS 05.500 CLDC8902 B1V7KEBTPIMZEU4LTD58 3140AW3L1 2055-01-01 5.500000 0.00 1685.73 1619.40 Agency Mortgage-Backed Securities FNMS 06.500 CLDC8924 B1V7KEBTPIMZEU4LTD58 3140AW4J5 2055-01-01 6.500000 0.00 807.70 818.69 Agency Mortgage-Backed Securities FNMS 06.000 CLDC9694 B1V7KEBTPIMZEU4LTD58 3140AXXY8 2055-01-01 6.000000 0.00 539615.19 532460.07 Agency Mortgage-Backed Securities FNMS 06.500 CLDD0447 B1V7KEBTPIMZEU4LTD58 3140B0P93 2055-01-01 6.500000 0.00 742.73 754.71 Agency Mortgage-Backed Securities 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Mortgage-Backed Securities FNMS 06.500 CLDD3787 B1V7KEBTPIMZEU4LTD58 3140B4F54 2055-03-01 6.500000 0.00 744.48 760.15 Agency Mortgage-Backed Securities FNMS 06.500 CLDD5302 B1V7KEBTPIMZEU4LTD58 3140B53L9 2055-03-01 6.500000 0.00 1754.74 1783.99 Agency Mortgage-Backed Securities FNMS 05.500 CLDD5380 B1V7KEBTPIMZEU4LTD58 3140B56S1 2055-04-01 5.500000 0.00 5488.71 5286.42 Agency Mortgage-Backed Securities FNMS 05.500 CLDD5036 B1V7KEBTPIMZEU4LTD58 3140B5S24 2055-04-01 5.500000 0.00 3929.83 3790.72 Agency Mortgage-Backed Securities FNMS 06.500 CLDD5041 B1V7KEBTPIMZEU4LTD58 3140B5S73 2055-03-01 6.500000 0.00 761.99 775.64 Agency Mortgage-Backed Securities FNMS 06.500 CLDD5101 B1V7KEBTPIMZEU4LTD58 3140B5U39 2055-04-01 6.500000 0.00 2347414.87 2394044.18 Agency Mortgage-Backed Securities FNMS 06.500 CLDD5112 B1V7KEBTPIMZEU4LTD58 3140B5VE4 2055-04-01 6.500000 0.00 237.44 241.90 Agency Mortgage-Backed Securities FNMS 05.500 CLDD6256 B1V7KEBTPIMZEU4LTD58 3140B65S0 2055-03-01 5.500000 0.00 1861315.09 1791898.38 Agency Mortgage-Backed Securities FNMS 06.500 CLDD6258 B1V7KEBTPIMZEU4LTD58 3140B65U5 2055-03-01 6.500000 0.00 1969.89 2005.83 Agency Mortgage-Backed Securities FNMS 05.500 CLDD5923 B1V7KEBTPIMZEU4LTD58 3140B6SM8 2055-04-01 5.500000 0.00 983.04 946.08 Agency Mortgage-Backed Securities FNMS 05.500 CLDD6306 B1V7KEBTPIMZEU4LTD58 3140B7AG8 2055-04-01 5.500000 0.00 3739.22 3602.39 Agency Mortgage-Backed Securities FNMS 05.500 CLDD6357 B1V7KEBTPIMZEU4LTD58 3140B7B36 2055-04-01 5.500000 0.00 1984951.29 1912311.11 Agency Mortgage-Backed Securities FNMS 05.500 CLDD6360 B1V7KEBTPIMZEU4LTD58 3140B7B69 2055-05-01 5.500000 0.00 1816.06 1749.13 Agency Mortgage-Backed Securities FNMS 06.500 CLDD6955 B1V7KEBTPIMZEU4LTD58 3140B7WR0 2055-04-01 6.500000 0.00 867.92 883.46 Agency Mortgage-Backed Securities FNMS 05.500 CLDD8061 B1V7KEBTPIMZEU4LTD58 3140B85X5 2055-05-01 5.500000 0.00 743034.54 713939.20 Agency Mortgage-Backed Securities FNMS 06.500 CLDD7683 B1V7KEBTPIMZEU4LTD58 3140B8RD5 2055-06-01 6.500000 0.00 988.00 1010.01 Agency Mortgage-Backed Securities FNMS 05.500 CLDD8257 B1V7KEBTPIMZEU4LTD58 3140B9E70 2055-04-01 5.500000 0.00 474.29 457.28 Agency Mortgage-Backed Securities FNMS 05.500 CLDD8353 B1V7KEBTPIMZEU4LTD58 3140B9H77 2055-05-01 5.500000 0.00 2585.67 2487.23 Agency Mortgage-Backed Securities FNMS 06.500 CLDD8326 B1V7KEBTPIMZEU4LTD58 3140B9HC6 2055-05-01 6.500000 0.00 1415946.23 1437934.62 Agency Mortgage-Backed Securities FNMS 05.500 CIDD9495 B1V7KEBTPIMZEU4LTD58 3140BARR9 2040-07-01 5.500000 0.00 1870.73 1859.20 Agency Mortgage-Backed Securities FNMS 05.500 CLDD9633 B1V7KEBTPIMZEU4LTD58 3140BAV37 2055-06-01 5.500000 0.00 776.81 752.74 Agency Mortgage-Backed Securities FNMS 06.000 CLDE0099 B1V7KEBTPIMZEU4LTD58 3140BCDD1 2055-06-01 6.000000 0.00 982.89 984.65 Agency Mortgage-Backed Securities FNMS 05.500 CLDE1755 B1V7KEBTPIMZEU4LTD58 3140BD5R7 2055-06-01 5.500000 0.00 276857.37 267430.81 Agency Mortgage-Backed Securities FNMS 06.500 CLDE0941 B1V7KEBTPIMZEU4LTD58 3140BDBK5 2055-06-01 6.500000 0.00 834.78 851.33 Agency Mortgage-Backed Securities FNMS 06.500 CLDE1076 B1V7KEBTPIMZEU4LTD58 3140BDFS4 2055-06-01 6.500000 0.00 1625.51 1656.97 Agency Mortgage-Backed Securities FNMS 06.500 CLDE1294 B1V7KEBTPIMZEU4LTD58 3140BDNL0 2055-06-01 6.500000 0.00 1719.95 1742.02 Agency Mortgage-Backed Securities FNMS 06.000 CLDE1549 B1V7KEBTPIMZEU4LTD58 3140BDWK2 2055-07-01 6.000000 0.00 2957.62 2923.93 Agency Mortgage-Backed Securities FNMS 06.000 CLDE2693 B1V7KEBTPIMZEU4LTD58 3140BE7F9 2055-07-01 6.000000 0.00 52377.83 51862.19 Agency Mortgage-Backed Securities FNMS 06.000 CLDE2099 B1V7KEBTPIMZEU4LTD58 3140BEKM9 2055-06-01 6.000000 0.00 2881.88 2860.50 Agency Mortgage-Backed Securities FNMS 06.000 CLDE2434 B1V7KEBTPIMZEU4LTD58 3140BEV47 2055-07-01 6.000000 0.00 881824.44 874263.97 Agency Mortgage-Backed Securities FNMS 06.500 CLDE2498 B1V7KEBTPIMZEU4LTD58 3140BEX45 2055-06-01 6.500000 0.00 1863.07 1892.76 Agency Mortgage-Backed Securities FNMS 05.500 CLDE2528 B1V7KEBTPIMZEU4LTD58 3140BEY28 2055-06-01 5.500000 0.00 1291.23 1239.14 Agency Mortgage-Backed Securities FNMS 05.500 CLDE2703 B1V7KEBTPIMZEU4LTD58 3140BFAD7 2055-07-01 5.500000 0.00 1587.93 1530.26 Agency Mortgage-Backed Securities FNMS 06.500 CLDE2909 B1V7KEBTPIMZEU4LTD58 3140BFGT6 2055-07-01 6.500000 0.00 783.00 795.74 Agency Mortgage-Backed Securities FNMS 07.000 CLDE3281 B1V7KEBTPIMZEU4LTD58 3140BFUF0 2055-06-01 7.000000 0.00 988.33 1031.32 Agency Mortgage-Backed Securities FNMS 06.000 CLDE4446 B1V7KEBTPIMZEU4LTD58 3140BG5G4 2055-06-01 6.000000 0.00 978.03 978.01 Agency Mortgage-Backed Securities FNMS 07.500 CLDE4451 B1V7KEBTPIMZEU4LTD58 3140BG5M1 2055-06-01 7.500000 0.00 1983.14 2134.42 Agency Mortgage-Backed Securities FNMS 07.500 CLDE4453 B1V7KEBTPIMZEU4LTD58 3140BG5P4 2055-06-01 7.500000 0.00 5282.07 5625.63 Agency Mortgage-Backed Securities FNMS 07.500 CLDE4454 B1V7KEBTPIMZEU4LTD58 3140BG5Q2 2055-07-01 7.500000 0.00 1803.19 1913.63 Agency Mortgage-Backed 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2925588.91 2643649.90 Agency Mortgage-Backed Securities FNMS 06.500 CLDE7416 B1V7KEBTPIMZEU4LTD58 3140BLG22 2055-08-01 6.500000 0.00 1757.42 1812.95 Agency Mortgage-Backed Securities FNMS 06.500 CLDE8221 B1V7KEBTPIMZEU4LTD58 3140BMD31 2055-08-01 6.500000 0.00 991.66 1021.93 Agency Mortgage-Backed Securities FNMS 06.500 CLDE8638 B1V7KEBTPIMZEU4LTD58 3140BMS43 2055-09-01 6.500000 0.00 1969.54 2024.85 Agency Mortgage-Backed Securities FNMS 06.000 CLDE8732 B1V7KEBTPIMZEU4LTD58 3140BMV23 2055-09-01 6.000000 0.00 2786.50 2757.53 Agency Mortgage-Backed Securities FNMS 06.000 CLDE8770 B1V7KEBTPIMZEU4LTD58 3140BMW89 2055-09-01 6.000000 0.00 1828.54 1809.53 Agency Mortgage-Backed Securities FNMS 06.500 CLDE8822 B1V7KEBTPIMZEU4LTD58 3140BMYU8 2055-09-01 6.500000 0.00 991.45 1014.35 Agency Mortgage-Backed Securities FNMS 04.500 CLCB9630 B1V7KEBTPIMZEU4LTD58 3140QVVY7 2054-12-01 4.500000 0.00 7930.96 7226.10 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9643 B1V7KEBTPIMZEU4LTD58 3140QVWD2 2054-12-01 5.000000 0.00 1194254.20 1121339.93 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9983 B1V7KEBTPIMZEU4LTD58 3140QWCV2 2055-02-01 5.500000 0.00 4225.52 4097.07 Agency Mortgage-Backed Securities FNMS 06.000 CLDF8649 B1V7KEBTPIMZEU4LTD58 3140U0TF4 2055-12-01 6.000000 0.00 5669.51 5636.96 Agency Mortgage-Backed Securities FNMS 05.000 CLDF8739 B1V7KEBTPIMZEU4LTD58 3140U0V95 2055-12-01 5.000000 0.00 1984.44 1846.91 Agency Mortgage-Backed Securities FNMS 05.500 CLDF9805 B1V7KEBTPIMZEU4LTD58 3140U13P8 2056-02-01 5.500000 0.00 997.41 959.68 Agency Mortgage-Backed Securities FNMS 05.500 CLDF9874 B1V7KEBTPIMZEU4LTD58 3140U16L4 2056-01-01 5.500000 0.00 3057.80 2961.81 Agency Mortgage-Backed Securities FNMS 06.500 CLDF9099 B1V7KEBTPIMZEU4LTD58 3140U1DD4 2055-12-01 6.500000 0.00 993.07 1016.02 Agency Mortgage-Backed Securities FNMS 05.500 CLDF9197 B1V7KEBTPIMZEU4LTD58 3140U1GF6 2056-02-01 5.500000 0.00 6903.14 6654.83 Agency Mortgage-Backed Securities FNMS 05.500 CLDF9366 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Securities GNAR WK 787184 M 549300M8ZYFG0OCMTT87 3622AC2R0 2049-08-20 5.147000 0.00 630.74 640.76 Agency Mortgage-Backed Securities GNII SP 788238 M 549300M8ZYFG0OCMTT87 3622AEBF2 2052-05-20 3.000000 0.00 960.99 803.48 Agency Mortgage-Backed Securities GNII SP 788624 C 549300M8ZYFG0OCMTT87 3622AEPH3 2055-12-20 6.500000 0.00 770.04 771.61 Agency Mortgage-Backed Securities GNMI SP 783535 X 549300M8ZYFG0OCMTT87 36241L4U7 2042-02-15 4.000000 0.00 552372.82 493739.12 Agency Mortgage-Backed Securities GNII JP 782981 C 549300M8ZYFG0OCMTT87 36241LJ23 2033-01-20 6.450000 0.00 787.06 802.86 Agency Mortgage-Backed Securities GNMI SP 783236 X 549300M8ZYFG0OCMTT87 36241LSZ0 2033-12-15 6.500000 0.00 4263.32 4339.32 Agency Mortgage-Backed Securities GNMI SP 783403 X 549300M8ZYFG0OCMTT87 36241LX84 2041-09-15 3.500000 0.00 210605.93 185227.80 Agency Mortgage-Backed Securities GNMI SP 783379 X 549300M8ZYFG0OCMTT87 36241LXG6 2041-08-15 4.000000 0.00 60.09 53.75 Agency Mortgage-Backed Securities FEPC 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05.500 CLDE9204 B1V7KEBTPIMZEU4LTD58 3140BNGN2 2055-10-01 5.500000 0.00 1401.33 1347.42 Agency Mortgage-Backed Securities FNMS 06.500 CLDE9392 B1V7KEBTPIMZEU4LTD58 3140BNNJ3 2055-09-01 6.500000 0.00 411833.90 418833.48 Agency Mortgage-Backed Securities FNMS 05.500 CLDE9719 B1V7KEBTPIMZEU4LTD58 3140BNYR3 2055-09-01 5.500000 0.00 1874.97 1805.87 Agency Mortgage-Backed Securities FNMS 05.500 CLDE9751 B1V7KEBTPIMZEU4LTD58 3140BNZR2 2055-10-01 5.500000 0.00 929.53 895.27 Agency Mortgage-Backed Securities FNMS 07.000 CLDE9921 B1V7KEBTPIMZEU4LTD58 3140BPAX1 2055-11-01 7.000000 0.00 795.22 833.43 Agency Mortgage-Backed Securities FNMS 05.500 CLDF0179 B1V7KEBTPIMZEU4LTD58 3140BQFV8 2055-08-01 5.500000 0.00 1987.87 1910.96 Agency Mortgage-Backed Securities FNMS 06.000 CLDF0449 B1V7KEBTPIMZEU4LTD58 3140BQQB0 2055-10-01 6.000000 0.00 699628.92 691989.20 Agency Mortgage-Backed Securities FNMS 06.000 CLDF1793 B1V7KEBTPIMZEU4LTD58 3140BR7F0 2055-10-01 6.000000 0.00 851.77 845.79 Agency 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1891.41 1761.09 Agency Mortgage-Backed Securities FNMS 05.500 CLDF2812 B1V7KEBTPIMZEU4LTD58 3140BTDS1 2056-04-01 5.500000 0.00 2614810.14 2519525.30 Agency Mortgage-Backed Securities FNMS 05.500 CLDF2834 B1V7KEBTPIMZEU4LTD58 3140BTEG6 2055-10-01 5.500000 0.00 988.67 950.29 Agency Mortgage-Backed Securities FNMS 06.500 CLDF3172 B1V7KEBTPIMZEU4LTD58 3140BTQ24 2055-10-01 6.500000 0.00 5435.46 5558.45 Agency Mortgage-Backed Securities FNMS 05.500 CLDF3295 B1V7KEBTPIMZEU4LTD58 3140BTUV5 2055-11-01 5.500000 0.00 2109829.44 2032068.63 Agency Mortgage-Backed Securities FNMS 07.000 CLDF3316 B1V7KEBTPIMZEU4LTD58 3140BTVJ1 2055-10-01 7.000000 0.00 8975.74 9385.60 Agency Mortgage-Backed Securities FNMS 05.500 CLDF3342 B1V7KEBTPIMZEU4LTD58 3140BTWC5 2055-11-01 5.500000 0.00 903.43 868.83 Agency Mortgage-Backed Securities FNMS 06.500 CLDF3797 B1V7KEBTPIMZEU4LTD58 3140BUGF3 2055-11-01 6.500000 0.00 992.32 1021.67 Agency Mortgage-Backed Securities FNMS 05.500 CLDF3919 B1V7KEBTPIMZEU4LTD58 3140BUK92 2055-12-01 5.500000 0.00 901.77 871.27 Agency Mortgage-Backed Securities FNMS 06.500 CLDF4157 B1V7KEBTPIMZEU4LTD58 3140BUTP7 2055-11-01 6.500000 0.00 3235.19 3276.78 Agency Mortgage-Backed Securities FNMS 06.500 CLDF4310 B1V7KEBTPIMZEU4LTD58 3140BUYG1 2056-02-01 6.500000 0.00 5902.07 6028.30 Agency Mortgage-Backed Securities FNMS 05.000 CLDF4684 B1V7KEBTPIMZEU4LTD58 3140BVF21 2055-11-01 5.000000 0.00 1988.72 1868.54 Agency Mortgage-Backed Securities FNMS 05.000 CLDF4748 B1V7KEBTPIMZEU4LTD58 3140BVH29 2055-12-01 5.000000 0.00 5891.62 5517.34 Agency Mortgage-Backed Securities FNMS 06.500 CLDF4757 B1V7KEBTPIMZEU4LTD58 3140BVJB7 2055-12-01 6.500000 0.00 206516.54 210901.74 Agency Mortgage-Backed Securities FNMS 05.500 CLDF4949 B1V7KEBTPIMZEU4LTD58 3140BVQB9 2055-11-01 5.500000 0.00 884.57 852.51 Agency Mortgage-Backed Securities FNMS 04.500 CLDF5224 B1V7KEBTPIMZEU4LTD58 3140BVYW4 2056-01-01 4.500000 0.00 5829.80 5268.00 Agency Mortgage-Backed Securities FNMS 06.500 CLDF6263 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Securities FNMS 05.500 CLDF7539 B1V7KEBTPIMZEU4LTD58 3140BYLV4 2056-01-01 5.500000 0.00 3972.56 3817.06 Agency Mortgage-Backed Securities FNMS 05.500 CLDF7623 B1V7KEBTPIMZEU4LTD58 3140BYPH1 2055-12-01 5.500000 0.00 980.72 947.01 Agency Mortgage-Backed Securities FNMS 05.500 CLDF7948 B1V7KEBTPIMZEU4LTD58 3140BYZN7 2056-05-01 5.500000 0.00 9940.24 9600.93 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ7336 B1V7KEBTPIMZEU4LTD58 3140E0EJ0 2045-11-01 3.500000 0.00 1389.06 1218.89 Agency Mortgage-Backed Securities FNMS 03.000 CLBC2849 B1V7KEBTPIMZEU4LTD58 3140EXEX7 2046-09-01 3.000000 0.00 1261.94 1064.84 Agency Mortgage-Backed Securities FNMS 04.500 CLBD7057 B1V7KEBTPIMZEU4LTD58 3140FEZX5 2047-03-01 4.500000 0.00 943.50 864.93 Agency Mortgage-Backed Securities FNMS 03.000 CLBD9644 B1V7KEBTPIMZEU4LTD58 3140FHWE3 2046-11-01 3.000000 0.00 234.15 199.01 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3669 B1V7KEBTPIMZEU4LTD58 3140FPCF4 2047-06-01 4.500000 0.00 308.49 282.68 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3757 B1V7KEBTPIMZEU4LTD58 3140FPE70 2047-07-01 4.500000 0.00 413.18 379.01 Agency Mortgage-Backed Securities FNAR XX.XXX LBBE7171 B1V7KEBTPIMZEU4LTD58 3140FS6H1 2047-03-01 3.174000 0.00 149.59 153.97 Agency Mortgage-Backed Securities FNAR XX.XXX LBBE7205 B1V7KEBTPIMZEU4LTD58 3140FTAF8 2047-04-01 3.113000 0.00 172.48 177.42 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0846 B1V7KEBTPIMZEU4LTD58 3140FX5G3 2064-09-01 4.000000 0.00 3719.39 3213.32 Agency Mortgage-Backed Securities FNMS 04.500 CLBH5850 B1V7KEBTPIMZEU4LTD58 3140GUQC4 2047-06-01 4.500000 0.00 974.48 893.13 Agency Mortgage-Backed Securities FNMS 03.500 CLBH9277 B1V7KEBTPIMZEU4LTD58 3140GYJX8 2048-02-01 3.500000 0.00 148.40 128.82 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ4916 B1V7KEBTPIMZEU4LTD58 3140H6PA1 2048-03-01 3.500000 0.00 143.06 124.00 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ7035 B1V7KEBTPIMZEU4LTD58 3140H8Y90 2048-07-01 4.500000 0.00 172.87 159.67 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0793 B1V7KEBTPIMZEU4LTD58 3140HR3B7 2038-12-01 4.150000 0.00 3778.23 3394.78 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0092 B1V7KEBTPIMZEU4LTD58 3140HRC68 2033-10-01 3.690000 0.00 1020.60 925.33 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2507 B1V7KEBTPIMZEU4LTD58 3140HTYD5 2049-05-01 3.830000 0.00 1119.68 904.19 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL2761 B1V7KEBTPIMZEU4LTD58 3140HUB70 2049-06-01 3.950000 0.00 887.32 738.39 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL2763 B1V7KEBTPIMZEU4LTD58 3140HUB96 2049-06-01 3.990000 0.00 1134.27 947.69 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2951 B1V7KEBTPIMZEU4LTD58 3140HUH58 2034-06-01 3.370000 0.00 3125.00 2753.64 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL4038 B1V7KEBTPIMZEU4LTD58 3140HVPY4 2034-09-01 2.980000 0.00 2059492.00 1750548.75 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL5199 B1V7KEBTPIMZEU4LTD58 3140HWX56 2035-02-01 2.510000 0.00 1822997.96 1493895.68 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL5243 B1V7KEBTPIMZEU4LTD58 3140HWZH8 2038-01-01 3.020000 0.00 2808269.85 2267517.21 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL5917 B1V7KEBTPIMZEU4LTD58 3140HXSF8 2035-03-01 2.430000 0.00 10263.14 8349.33 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6317 B1V7KEBTPIMZEU4LTD58 3140HYAT5 2035-04-01 2.320000 0.00 21863.18 17608.14 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6436 B1V7KEBTPIMZEU4LTD58 3140HYEJ3 2035-06-01 2.050000 0.00 3652.00 2825.92 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL9833 B1V7KEBTPIMZEU4LTD58 3140J24T0 2035-12-01 1.750000 0.00 3810000.00 2798615.39 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL9501 B1V7KEBTPIMZEU4LTD58 3140J2RX6 2032-11-01 1.610000 0.00 219262.28 179094.51 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM1086 B1V7KEBTPIMZEU4LTD58 3140J5F46 2047-04-01 6.039000 0.00 90.72 94.69 Agency Mortgage-Backed Securities FNMS 02.500 CTBM1257 B1V7KEBTPIMZEU4LTD58 3140J5MF3 2037-04-01 2.500000 0.00 178.52 159.64 Agency Mortgage-Backed Securities FNMS 06.500 CLBM1505 B1V7KEBTPIMZEU4LTD58 3140J5U72 2040-09-01 6.500000 0.00 882.77 899.91 Agency Mortgage-Backed Securities FNMS 04.000 CLBM2007 B1V7KEBTPIMZEU4LTD58 3140J6GR2 2048-09-01 4.000000 0.00 5407.35 4840.83 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4388 B1V7KEBTPIMZEU4LTD58 3140J82W2 2048-08-01 4.000000 0.00 3737.79 3346.45 Agency Mortgage-Backed Securities FNMS 06.000 CLBM4495 B1V7KEBTPIMZEU4LTD58 3140J87H0 2041-07-01 6.000000 0.00 36303.25 36970.99 Agency Mortgage-Backed Securities FNMS 04.000 CLBM3660 B1V7KEBTPIMZEU4LTD58 3140J8B69 2046-11-01 4.000000 0.00 23094.84 20962.22 Agency Mortgage-Backed Securities FNMS 03.500 CLBM3788 B1V7KEBTPIMZEU4LTD58 3140J8F65 2048-03-01 3.500000 0.00 255.36 222.23 Agency Mortgage-Backed Securities FNMS 03.500 CLBM3788 B1V7KEBTPIMZEU4LTD58 3140J8F65 2048-03-01 3.500000 0.00 5319.11 4628.99 Agency Mortgage-Backed Securities FNMS 02.500 CTBM3972 B1V7KEBTPIMZEU4LTD58 3140J8MW0 2038-04-01 2.500000 0.00 980.48 882.98 Agency Mortgage-Backed Securities FNMS 03.500 CIBM4202 B1V7KEBTPIMZEU4LTD58 3140J8U43 2029-12-01 3.500000 0.00 121.23 119.22 Agency Mortgage-Backed Securities FNMS 06.500 CLBM4345 B1V7KEBTPIMZEU4LTD58 3140J8ZK2 2040-06-01 6.500000 0.00 179.93 185.27 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4621 B1V7KEBTPIMZEU4LTD58 3140J9D32 2046-03-01 3.500000 0.00 139298.44 124958.56 Agency Mortgage-Backed Securities FNMS 05.500 CLBM4681 B1V7KEBTPIMZEU4LTD58 3140J9FX4 2044-05-01 5.500000 0.00 876.62 876.40 Agency Mortgage-Backed Securities FNMS 06.000 CLBM4723 B1V7KEBTPIMZEU4LTD58 3140J9G96 2041-07-01 6.000000 0.00 448.89 457.79 Agency Mortgage-Backed Securities FNMS 04.000 CIBM4706 B1V7KEBTPIMZEU4LTD58 3140J9GQ8 2033-09-01 4.000000 0.00 46.47 44.65 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4857 B1V7KEBTPIMZEU4LTD58 3140J9MF5 2048-03-01 4.000000 0.00 33569.61 30167.74 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5508 B1V7KEBTPIMZEU4LTD58 3140JADN5 2049-02-01 5.000000 0.00 401.53 380.80 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5787 B1V7KEBTPIMZEU4LTD58 3140JAND6 2047-08-01 4.000000 0.00 329.59 296.79 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5839 B1V7KEBTPIMZEU4LTD58 3140JAPZ5 2047-11-01 3.500000 0.00 608.16 539.95 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6817 B1V7KEBTPIMZEU4LTD58 3140JBSF4 2049-11-01 6.028000 0.00 213.57 223.18 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM8038 B1V7KEBTPIMZEU4LTD58 3140JC4Y7 2044-05-01 6.088000 0.00 921.68 964.07 Agency Mortgage-Backed Securities FNAR XX.XXX WSBM8039 B1V7KEBTPIMZEU4LTD58 3140JC4Z4 2050-11-01 5.990000 0.00 8316.54 8689.41 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM8040 B1V7KEBTPIMZEU4LTD58 3140JC5A8 2049-11-01 6.091000 0.00 3102.76 3249.17 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM7416 B1V7KEBTPIMZEU4LTD58 3140JCG24 2054-02-01 4.752000 0.00 343263.91 334197.28 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM7482 B1V7KEBTPIMZEU4LTD58 3140JCJ47 2054-01-01 4.185000 0.00 932.63 883.29 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM8112 B1V7KEBTPIMZEU4LTD58 3140JDAN2 2056-09-01 5.030000 0.00 1017.68 998.66 Agency Mortgage-Backed Securities FNAR XX.XXX WSBN1191 B1V7KEBTPIMZEU4LTD58 3140JHKD4 2043-08-01 5.818000 0.00 330.06 345.04 Agency Mortgage-Backed Securities FNMS 05.500 CLBN5246 B1V7KEBTPIMZEU4LTD58 3140JMZL9 2049-02-01 5.500000 0.00 1295706.30 1267340.12 Agency Mortgage-Backed Securities FNMS 05.000 CLBN6639 B1V7KEBTPIMZEU4LTD58 3140JPLV5 2049-05-01 5.000000 0.00 873.84 832.25 Agency Mortgage-Backed Securities FNMS 04.000 CLBN7664 B1V7KEBTPIMZEU4LTD58 3140JQQS5 2049-07-01 4.000000 0.00 23097.88 20629.23 Agency Mortgage-Backed Securities FNMS 03.500 CLBN8937 B1V7KEBTPIMZEU4LTD58 3140JR4X6 2049-06-01 3.500000 0.00 220.14 192.06 Agency Mortgage-Backed Securities FNMS 03.000 CLBO3189 B1V7KEBTPIMZEU4LTD58 3140JXRK6 2049-10-01 3.000000 0.00 767.68 638.93 Agency Mortgage-Backed Securities FNMS 05.000 CLBO4635 B1V7KEBTPIMZEU4LTD58 3140K0EH7 2049-11-01 5.000000 0.00 4175.36 3985.55 Agency Mortgage-Backed Securities FNMS 03.000 CLBO8933 B1V7KEBTPIMZEU4LTD58 3140K44T4 2050-01-01 3.000000 0.00 201.14 167.79 Agency Mortgage-Backed Securities FNMS 03.000 CLBO9011 B1V7KEBTPIMZEU4LTD58 3140K5AM9 2050-02-01 3.000000 0.00 3024407.06 2528061.53 Agency Mortgage-Backed Securities FNMS 02.500 CLBP3659 B1V7KEBTPIMZEU4LTD58 3140KBB52 2050-08-01 2.500000 0.00 496.35 395.91 Agency Mortgage-Backed Securities FNMS 03.000 CLBP5487 B1V7KEBTPIMZEU4LTD58 3140KDCZ1 2050-06-01 3.000000 0.00 1286.53 1083.33 Agency Mortgage-Backed Securities FNMS 02.000 CLBP6626 B1V7KEBTPIMZEU4LTD58 3140KELG1 2050-08-01 2.000000 0.00 1203.06 914.51 Agency Mortgage-Backed Securities FNMS 03.000 CLBP9638 B1V7KEBTPIMZEU4LTD58 3140KHV81 2050-06-01 3.000000 0.00 317.79 264.13 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ2405 B1V7KEBTPIMZEU4LTD58 3140KMU73 2050-09-01 2.500000 0.00 316301.66 253389.23 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ4495 B1V7KEBTPIMZEU4LTD58 3140KP7H0 2051-02-01 2.000000 0.00 2683.73 2024.76 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ6902 B1V7KEBTPIMZEU4LTD58 3140KSU47 2051-11-01 2.500000 0.00 1230.53 979.90 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ7346 B1V7KEBTPIMZEU4LTD58 3140KTEU5 2050-11-01 2.000000 0.00 593.66 455.47 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ7649 B1V7KEBTPIMZEU4LTD58 3140KTQB4 2050-12-01 2.500000 0.00 19941.02 15723.33 Agency Mortgage-Backed Securities FNMS 03.000 CNBQ7773 B1V7KEBTPIMZEU4LTD58 3140KTT70 2031-03-01 3.000000 0.00 224.55 216.44 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ9217 B1V7KEBTPIMZEU4LTD58 3140KVG38 2051-01-01 2.000000 0.00 7143.58 5378.02 Agency Mortgage-Backed Securities FNMS 04.500 CLFA0474 B1V7KEBTPIMZEU4LTD58 3140W0Q40 2052-07-01 4.500000 0.00 47155.00 43369.12 Agency Mortgage-Backed Securities FNMS 06.500 CLFA0455 B1V7KEBTPIMZEU4LTD58 3140W0QH1 2054-05-01 6.500000 0.00 3636.70 3723.61 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0709 B1V7KEBTPIMZEU4LTD58 3140W0YF6 2054-11-01 5.000000 0.00 61278.69 57857.98 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0725 B1V7KEBTPIMZEU4LTD58 3140W0YX7 2054-01-01 6.000000 0.00 840829.88 833567.07 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1673 B1V7KEBTPIMZEU4LTD58 3140W12F9 2055-07-01 6.000000 0.00 889.21 889.50 Agency Mortgage-Backed Securities FNMS 04.500 CLFA1079 B1V7KEBTPIMZEU4LTD58 3140W1FV0 2053-07-01 4.500000 0.00 1746.93 1607.15 Agency Mortgage-Backed Securities FNMS 03.500 CLFA1191 B1V7KEBTPIMZEU4LTD58 3140W1KD4 2052-08-01 3.500000 0.00 3843.79 3278.96 Agency Mortgage-Backed Securities FNMS 03.000 CLFA1201 B1V7KEBTPIMZEU4LTD58 3140W1KP7 2052-03-01 3.000000 0.00 1547479.58 1279009.92 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1542 B1V7KEBTPIMZEU4LTD58 3140W1WC3 2055-04-01 6.000000 0.00 4493.00 4468.08 Agency Mortgage-Backed Securities FNMS 05.000 CLFA1614 B1V7KEBTPIMZEU4LTD58 3140W1YL1 2055-03-01 5.000000 0.00 147540.43 138374.44 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1818 B1V7KEBTPIMZEU4LTD58 3140W2AU5 2055-04-01 6.000000 0.00 700.09 693.73 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1943 B1V7KEBTPIMZEU4LTD58 3140W2ER8 2055-05-01 5.500000 0.00 876.82 847.24 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1965 B1V7KEBTPIMZEU4LTD58 3140W2FF3 2054-05-01 5.500000 0.00 4139911.78 4005818.20 Agency Mortgage-Backed Securities FNMS 05.000 CLFA2286 B1V7KEBTPIMZEU4LTD58 3140W2RG8 2053-03-01 5.000000 0.00 688754.43 649737.03 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3485 B1V7KEBTPIMZEU4LTD58 3140W32T5 2055-09-01 5.500000 0.00 3688.79 3550.92 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3585 B1V7KEBTPIMZEU4LTD58 3140W36X2 2055-11-01 6.000000 0.00 2678.50 2668.54 Agency Mortgage-Backed Securities FNMS 02.500 CLFA2839 B1V7KEBTPIMZEU4LTD58 3140W3EM7 2052-07-01 2.500000 0.00 1616426.16 1270756.48 Agency Mortgage-Backed Securities FNMS 02.000 CLFA2878 B1V7KEBTPIMZEU4LTD58 3140W3FU8 2052-04-01 2.000000 0.00 48298.94 36431.85 Agency Mortgage-Backed Securities FNMS 06.500 CLFA2975 B1V7KEBTPIMZEU4LTD58 3140W3JV2 2055-08-01 6.500000 0.00 905.70 928.31 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3358 B1V7KEBTPIMZEU4LTD58 3140W3WU9 2055-09-01 6.500000 0.00 2468.44 2511.93 Agency Mortgage-Backed Securities FNMS 04.000 CLFA4489 B1V7KEBTPIMZEU4LTD58 3140W47B7 2053-07-01 4.000000 0.00 4667.21 4119.49 Agency Mortgage-Backed Securities FNMS 03.500 CLFA3617 B1V7KEBTPIMZEU4LTD58 3140W4AT4 2053-12-01 3.500000 0.00 4663.03 3967.96 Agency Mortgage-Backed Securities FNMS 02.500 CLFA3728 B1V7KEBTPIMZEU4LTD58 3140W4EA1 2052-04-01 2.500000 0.00 950.66 757.68 Agency Mortgage-Backed Securities FNMS 03.500 CLFA3829 B1V7KEBTPIMZEU4LTD58 3140W4HF7 2049-08-01 3.500000 0.00 4712.40 4057.84 Agency Mortgage-Backed Securities FNMS 06.000 CLFA4263 B1V7KEBTPIMZEU4LTD58 3140W4WZ6 2056-01-01 6.000000 0.00 76273.15 75682.90 Agency Mortgage-Backed Securities FNMS 03.000 CLFA5285 B1V7KEBTPIMZEU4LTD58 3140W52T0 2052-08-01 3.000000 0.00 953.48 788.96 Agency Mortgage-Backed Securities FNMS 04.000 CLFA5358 B1V7KEBTPIMZEU4LTD58 3140W55U4 2055-09-01 4.000000 0.00 6849.49 6029.73 Agency Mortgage-Backed Securities FNMS 02.000 CLFA5396 B1V7KEBTPIMZEU4LTD58 3140W57J7 2052-01-01 2.000000 0.00 6699.74 5068.29 Agency Mortgage-Backed Securities FNMS 03.000 CLFA5397 B1V7KEBTPIMZEU4LTD58 3140W57K4 2052-06-01 3.000000 0.00 1923.10 1591.45 Agency Mortgage-Backed Securities FNMS 03.500 CLFA4502 B1V7KEBTPIMZEU4LTD58 3140W5AC8 2051-10-01 3.500000 0.00 954.96 827.42 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4514 B1V7KEBTPIMZEU4LTD58 3140W5AQ7 2056-02-01 4.500000 0.00 1973219.46 1783377.99 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4716 B1V7KEBTPIMZEU4LTD58 3140W5G24 2053-04-01 4.500000 0.00 941.23 861.77 Agency Mortgage-Backed Securities FNMS 06.500 CLFA4760 B1V7KEBTPIMZEU4LTD58 3140W5JE5 2055-09-01 6.500000 0.00 56537.09 57369.89 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4954 B1V7KEBTPIMZEU4LTD58 3140W5QG2 2056-05-01 5.500000 0.00 14887705.39 14329052.53 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5043 B1V7KEBTPIMZEU4LTD58 3140W5S96 2053-12-01 5.000000 0.00 5674.07 5332.29 Agency Mortgage-Backed Securities FNMS 06.500 CLAE0746 B1V7KEBTPIMZEU4LTD58 31419AZL4 2036-08-01 6.500000 0.00 85.13 87.03 Agency Mortgage-Backed Securities FNMS 05.500 CLAE4630 N/A 31419FEC6 2040-10-01 5.500000 0.00 1776.01 1742.00 Agency Mortgage-Backed Securities FNMS 04.000 CLAE5432 N/A 31419GBA1 2040-10-01 4.000000 0.00 1580.29 1454.41 Agency Mortgage-Backed Securities FEPC 05.000 CLQX2839 S6XOOCT0IEG5ABCC6L87 31425XEM7 2055-01-01 5.000000 0.00 821.76 767.57 Agency Mortgage-Backed Securities FEPC 06.500 CLQY0810 S6XOOCT0IEG5ABCC6L87 31426J3U1 2055-04-01 6.500000 0.00 967.18 983.80 Agency Mortgage-Backed Securities FEPC 04.500 CLQY0421 S6XOOCT0IEG5ABCC6L87 31426JPF0 2055-03-01 4.500000 0.00 980.38 887.05 Agency Mortgage-Backed Securities FEPC 06.500 CLQY0585 S6XOOCT0IEG5ABCC6L87 31426JUK3 2055-04-01 6.500000 0.00 2390336.81 2428637.45 Agency Mortgage-Backed Securities FEPC 05.000 CLQY3688 S6XOOCT0IEG5ABCC6L87 31426NC24 2055-05-01 5.000000 0.00 982.01 916.28 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ4748 S6XOOCT0IEG5ABCC6L87 31427CH22 2055-10-01 5.500000 0.00 987.25 951.11 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ6908 S6XOOCT0IEG5ABCC6L87 31427GVA9 2055-11-01 6.500000 0.00 2504.62 2554.26 Agency Mortgage-Backed Securities FEPC 07.000 CLQZ6924 S6XOOCT0IEG5ABCC6L87 31427GVS0 2055-11-01 7.000000 0.00 3646.06 3780.79 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ7406 S6XOOCT0IEG5ABCC6L87 31427HGQ9 2055-11-01 6.500000 0.00 993.86 1009.73 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ7495 S6XOOCT0IEG5ABCC6L87 31427HKH4 2055-11-01 5.500000 0.00 958.05 924.26 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ9968 S6XOOCT0IEG5ABCC6L87 31427LCE1 2055-11-01 6.500000 0.00 4789.43 4904.41 Agency Mortgage-Backed Securities FEPC 02.000 CLSL0314 S6XOOCT0IEG5ABCC6L87 31427MK42 2052-01-01 2.000000 0.00 915.32 695.04 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0616 S6XOOCT0IEG5ABCC6L87 31427MVJ7 2055-03-01 6.000000 0.00 2299.14 2284.15 Agency Mortgage-Backed Securities FEPC 03.500 CLSL0707 S6XOOCT0IEG5ABCC6L87 31427MYD7 2053-08-01 3.500000 0.00 878.36 748.73 Agency Mortgage-Backed Securities FEPC 04.000 CLSL1035 S6XOOCT0IEG5ABCC6L87 31427NEH8 2054-07-01 4.000000 0.00 927.67 812.77 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1121 S6XOOCT0IEG5ABCC6L87 31427NG78 2055-05-01 5.500000 0.00 20179.81 19449.47 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1409 S6XOOCT0IEG5ABCC6L87 31427NR76 2055-05-01 5.000000 0.00 2878981.30 2680037.29 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1586 S6XOOCT0IEG5ABCC6L87 31427NXQ7 2053-05-01 6.000000 0.00 5040.90 5024.37 Agency Mortgage-Backed Securities FEPC 03.000 CLSL1899 S6XOOCT0IEG5ABCC6L87 31427PDD3 2052-04-01 3.000000 0.00 872.59 722.10 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2147 S6XOOCT0IEG5ABCC6L87 31427PL51 2055-08-01 5.500000 0.00 1892.84 1824.36 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2472 S6XOOCT0IEG5ABCC6L87 31427PXA7 2054-08-01 5.500000 0.00 769.80 739.63 Agency Mortgage-Backed Securities FEPC 06.000 CLSL2557 S6XOOCT0IEG5ABCC6L87 31427PZX5 2055-08-01 6.000000 0.00 860.51 865.83 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3491 S6XOOCT0IEG5ABCC6L87 31427Q2Z4 2055-12-01 5.000000 0.00 1072.81 999.09 Agency Mortgage-Backed Securities FEPC 06.000 CLSL3022 S6XOOCT0IEG5ABCC6L87 31427QLC4 2055-10-01 6.000000 0.00 13583649.68 13549545.66 Agency Mortgage-Backed Securities FEPC 02.000 CLSL3040 S6XOOCT0IEG5ABCC6L87 31427QLW0 2050-10-01 2.000000 0.00 950.09 720.67 Agency Mortgage-Backed Securities FEPC 03.500 CLSL3240 S6XOOCT0IEG5ABCC6L87 31427QS60 2052-09-01 3.500000 0.00 3715.06 3173.81 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3379 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GNII SF DP5374 C 549300M8ZYFG0OCMTT87 3618MK6K8 2056-06-20 6.000000 0.00 1996.29 2043.88 Agency Mortgage-Backed Securities GNII SF DP5376 C 549300M8ZYFG0OCMTT87 3618MK6M4 2056-07-20 6.000000 0.00 3992.46 4049.23 Agency Mortgage-Backed Securities GNII SF DP6521 C 549300M8ZYFG0OCMTT87 3618MMG64 2056-01-20 6.500000 0.00 4856.80 4963.87 Agency Mortgage-Backed Securities GNII SF DP6648 C 549300M8ZYFG0OCMTT87 3618MML50 2056-02-20 6.500000 0.00 993.42 1015.40 Agency Mortgage-Backed Securities GNII SF DP6658 C 549300M8ZYFG0OCMTT87 3618MMMF7 2056-02-20 6.500000 0.00 3977.76 4065.45 Agency Mortgage-Backed Securities GNII SF DP7969 C 549300M8ZYFG0OCMTT87 3618MN2A8 2056-02-20 6.500000 0.00 3974.22 4109.18 Agency Mortgage-Backed Securities GNII SF DP7284 C 549300M8ZYFG0OCMTT87 3618MNCV1 2056-02-20 6.500000 0.00 3882.09 3967.91 Agency Mortgage-Backed Securities GNII SF DP7747 C 549300M8ZYFG0OCMTT87 3618MNTC5 2056-01-20 6.000000 0.00 5917.23 5971.81 Agency Mortgage-Backed Securities GNII SF DP7964 C 549300M8ZYFG0OCMTT87 3618MNZ53 2056-02-20 6.500000 0.00 2096.00 2167.13 Agency Mortgage-Backed Securities GNII SF DP7965 C 549300M8ZYFG0OCMTT87 3618MNZ61 2056-02-20 6.500000 0.00 9910.14 10246.55 Agency Mortgage-Backed Securities GNII SF DP7966 C 549300M8ZYFG0OCMTT87 3618MNZ79 2056-02-20 6.500000 0.00 107052.48 110687.24 Agency Mortgage-Backed Securities GNII SF DP8126 C 549300M8ZYFG0OCMTT87 3618MPA30 2056-03-20 6.500000 0.00 3024.33 3136.36 Agency Mortgage-Backed Securities GNII SF DP8123 C 549300M8ZYFG0OCMTT87 3618MPAY2 2056-03-20 6.500000 0.00 4972.42 5156.49 Agency Mortgage-Backed Securities GNII SF DP8124 C 549300M8ZYFG0OCMTT87 3618MPAZ9 2056-03-20 6.500000 0.00 2978.33 3088.60 Agency Mortgage-Backed Securities GNII SF DP8154 C 549300M8ZYFG0OCMTT87 3618MPBX3 2056-03-20 6.500000 0.00 2383.34 2459.73 Agency Mortgage-Backed Securities GNII SF DP8155 C 549300M8ZYFG0OCMTT87 3618MPBY1 2056-03-20 6.500000 0.00 994.75 1021.60 Agency Mortgage-Backed Securities GNII SF DP8198 C 549300M8ZYFG0OCMTT87 3618MPDB9 2056-04-20 6.000000 0.00 5128.90 5112.52 Agency Mortgage-Backed Securities GNII SF DP8599 C 549300M8ZYFG0OCMTT87 3618MPRU2 2056-05-20 6.500000 0.00 4638.67 4741.24 Agency Mortgage-Backed Securities GNII SF DP8673 C 549300M8ZYFG0OCMTT87 3618MPT63 2056-02-20 6.500000 0.00 1978.46 2022.07 Agency Mortgage-Backed Securities GNII SF DP9016 C 549300M8ZYFG0OCMTT87 3618MQAR5 2056-01-20 6.500000 0.00 2978.53 3044.44 Agency Mortgage-Backed Securities GNII SF DP9018 C 549300M8ZYFG0OCMTT87 3618MQAT1 2056-01-20 6.500000 0.00 4959.31 5068.93 Agency Mortgage-Backed Securities GNII SF DQ0618 C 549300M8ZYFG0OCMTT87 3618MSVK3 2056-02-20 6.500000 0.00 1448.23 1480.24 Agency Mortgage-Backed Securities GNII SF DQ1177 C 549300M8ZYFG0OCMTT87 3618MTJW9 2056-02-20 6.500000 0.00 2980.56 3046.43 Agency Mortgage-Backed Securities GNII SF DQ1251 C 549300M8ZYFG0OCMTT87 3618MTL89 2056-04-20 6.000000 0.00 4976.51 5007.05 Agency Mortgage-Backed Securities GNII SF DQ1252 C 549300M8ZYFG0OCMTT87 3618MTL97 2056-04-20 6.000000 0.00 995.17 1000.35 Agency Mortgage-Backed Securities GNII SF DQ2624 C 549300M8ZYFG0OCMTT87 3618MU4H5 2056-03-20 7.000000 0.00 1035.71 1094.49 Agency Mortgage-Backed Securities GNII SF DQ2626 C 549300M8ZYFG0OCMTT87 3618MU4K8 2056-03-20 7.000000 0.00 995.62 1051.79 Agency Mortgage-Backed Securities GNII SF DQ2628 C 549300M8ZYFG0OCMTT87 3618MU4M4 2056-03-20 7.500000 0.00 3434.96 3680.85 Agency Mortgage-Backed Securities GNII SF DQ2952 C 549300M8ZYFG0OCMTT87 3618MVH55 2056-02-20 7.000000 0.00 3976.05 4200.35 Agency Mortgage-Backed Securities GNII SF DQ2961 C 549300M8ZYFG0OCMTT87 3618MVJE4 2056-02-20 6.500000 0.00 3989.56 4112.10 Agency Mortgage-Backed Securities GNII SF DQ2962 C 549300M8ZYFG0OCMTT87 3618MVJF1 2056-02-20 6.500000 0.00 993.58 1024.10 Agency Mortgage-Backed Securities GNII ET DQ4518 C 549300M8ZYFG0OCMTT87 3618MXAT6 2065-12-20 6.000000 0.00 173477.37 171901.39 Agency Mortgage-Backed Securities GNII SF DQ5895 C 549300M8ZYFG0OCMTT87 3618MYRQ2 2056-03-20 6.500000 0.00 2984.56 3050.62 Agency Mortgage-Backed Securities GNII SF DQ5945 C 549300M8ZYFG0OCMTT87 3618MYTA5 2056-02-20 7.000000 0.00 6949.93 7197.81 Agency Mortgage-Backed Securities GNII SF DQ6959 C 549300M8ZYFG0OCMTT87 3618N0WU0 2056-03-20 6.500000 0.00 3983.05 4070.85 Agency Mortgage-Backed Securities GNII SF DQ6961 C 549300M8ZYFG0OCMTT87 3618N0WW6 2056-03-20 6.500000 0.00 4542.50 4642.98 Agency Mortgage-Backed Securities GNII SF DQ6962 C 549300M8ZYFG0OCMTT87 3618N0WX4 2056-03-20 6.500000 0.00 7408.46 7572.27 Agency Mortgage-Backed Securities GNII SF DQ7230 C 549300M8ZYFG0OCMTT87 3618N1A73 2056-02-20 6.500000 0.00 1869.86 1920.48 Agency Mortgage-Backed Securities GNII SF DQ7231 C 549300M8ZYFG0OCMTT87 3618N1A81 2056-02-20 6.500000 0.00 3976.11 4083.73 Agency Mortgage-Backed Securities GNII SF DQ7752 C 549300M8ZYFG0OCMTT87 3618N1TH1 2056-03-20 6.500000 0.00 1992.11 2036.18 Agency Mortgage-Backed Securities GNII SF DQ7754 C 549300M8ZYFG0OCMTT87 3618N1TK4 2056-03-20 6.500000 0.00 12824.02 13106.72 Agency Mortgage-Backed Securities GNII ET DQ7760 C 549300M8ZYFG0OCMTT87 3618N1TR9 2066-03-20 6.000000 0.00 1994.08 1971.66 Agency Mortgage-Backed Securities GNII SF MB0813 M 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 5.000000 0.00 3011.84 2811.75 Agency Mortgage-Backed Securities GNII SF MB0025 M 549300M8ZYFG0OCMTT87 3618N5A33 2054-11-20 5.000000 0.00 7740.51 7273.78 Agency Mortgage-Backed Securities GNII SF MB0091 M 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5.000000 0.00 4459.94 4191.06 Agency Mortgage-Backed Securities GNII SF MB0146 M 549300M8ZYFG0OCMTT87 3618N5EU9 2055-01-20 5.000000 0.00 5221.86 4904.47 Agency Mortgage-Backed Securities GNII SF MB0147 M 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.500000 0.00 8329.69 8053.56 Agency Mortgage-Backed Securities GNII SF MB0204 M 549300M8ZYFG0OCMTT87 3618N5GN3 2055-02-20 5.000000 0.00 855.58 804.85 Agency Mortgage-Backed Securities GNII SF MB0205 M 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3618N5VS5 2055-08-20 6.000000 0.00 1528.26 1514.17 Agency Mortgage-Backed Securities GNII SF MB0685 M 549300M8ZYFG0OCMTT87 3618N5XP9 2055-09-20 5.000000 0.00 1944.98 1817.10 Agency Mortgage-Backed Securities GNII SF MB0686 M 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.500000 0.00 6918.23 6661.15 Agency Mortgage-Backed Securities GNAR AF MB0695 M 549300M8ZYFG0OCMTT87 3618N5XZ7 2055-10-20 4.500000 0.00 1893.91 1846.31 Agency Mortgage-Backed Securities GNII SF MB0745 M 549300M8ZYFG0OCMTT87 3618N5ZK8 2055-11-20 5.000000 0.00 1457326.82 1364885.34 Agency Mortgage-Backed Securities GNII SF MB0746 M 549300M8ZYFG0OCMTT87 3618N5ZL6 2055-11-20 5.500000 0.00 6531.41 6286.62 Agency Mortgage-Backed Securities GNII SF MB0995 M 549300M8ZYFG0OCMTT87 3618N6C96 2056-03-20 4.500000 0.00 1818803.05 1634731.09 Agency Mortgage-Backed Securities GNII SF MB0996 M 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5.000000 0.00 983.03 917.03 Agency Mortgage-Backed Securities GNII SF MB1070 M 549300M8ZYFG0OCMTT87 3618N6FL6 2056-03-20 5.000000 0.00 7019.12 6547.84 Agency Mortgage-Backed Securities GNII SF MB1217 M 549300M8ZYFG0OCMTT87 3618N6K71 2056-06-20 5.500000 0.00 6166.13 5928.46 Agency Mortgage-Backed Securities GNAR AT MB1241 M 549300M8ZYFG0OCMTT87 3618N6LX3 2056-05-20 5.000000 0.00 1991.75 1979.36 Agency Mortgage-Backed Securities GNII SF MB1285 M 549300M8ZYFG0OCMTT87 3618N6NB9 2056-07-20 5.500000 0.00 1107.32 1065.59 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8363 S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6.000000 0.00 5253.12 5236.38 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8379 S6XOOCT0IEG5ABCC6L87 3132DWJY0 2053-10-01 4.000000 0.00 805.40 707.94 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8396 S6XOOCT0IEG5ABCC6L87 3132DWKH5 2054-01-01 6.000000 0.00 488.21 484.26 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8402 S6XOOCT0IEG5ABCC6L87 3132DWKP7 2054-02-01 6.000000 0.00 1991.51 1975.35 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8409 S6XOOCT0IEG5ABCC6L87 3132DWKW2 2054-03-01 6.000000 0.00 1123.80 1110.00 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8452 S6XOOCT0IEG5ABCC6L87 3132DWL92 2054-08-01 5.000000 0.00 3338.52 3113.33 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8431 S6XOOCT0IEG5ABCC6L87 3132DWLL5 2054-05-01 5.500000 0.00 676.88 652.00 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8435 S6XOOCT0IEG5ABCC6L87 3132DWLQ4 2054-06-01 4.000000 0.00 97816.91 85836.12 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8438 S6XOOCT0IEG5ABCC6L87 3132DWLT8 2054-06-01 5.500000 0.00 677.24 653.70 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8462 S6XOOCT0IEG5ABCC6L87 3132DWMK6 2054-09-01 5.500000 0.00 704.21 680.17 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8463 S6XOOCT0IEG5ABCC6L87 3132DWML4 2054-09-01 6.000000 0.00 185864.10 184540.81 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8474 S6XOOCT0IEG5ABCC6L87 3132DWMX8 2054-11-01 5.000000 0.00 2878.28 2685.79 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8512 S6XOOCT0IEG5ABCC6L87 3132DWN58 2055-03-01 4.000000 0.00 6017805.09 5272332.77 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8513 S6XOOCT0IEG5ABCC6L87 3132DWN66 2055-03-01 4.500000 0.00 2740.19 2477.88 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8500 S6XOOCT0IEG5ABCC6L87 3132DWNR0 2055-01-01 3.500000 0.00 3782.33 3216.49 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8505 S6XOOCT0IEG5ABCC6L87 3132DWNW9 2055-02-01 5.000000 0.00 859.60 800.69 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8524 S6XOOCT0IEG5ABCC6L87 3132DWPH0 2055-04-01 5.500000 0.00 413515.30 398087.27 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8534 S6XOOCT0IEG5ABCC6L87 3132DWPT4 2055-05-01 6.000000 0.00 44381.02 43852.59 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8537 S6XOOCT0IEG5ABCC6L87 3132DWPW7 2055-05-01 3.500000 0.00 929.16 790.15 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3657 S6XOOCT0IEG5ABCC6L87 3132E0B27 2052-12-01 5.000000 0.00 12412562.33 11813566.55 Agency Mortgage-Backed 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3133A3YK8 2050-04-01 2.500000 0.00 4084.31 3199.50 Agency Mortgage-Backed Securities FEPC 05.000 CLQA8854 S6XOOCT0IEG5ABCC6L87 3133A3ZT8 2050-04-01 5.000000 0.00 2119.03 2021.59 Agency Mortgage-Backed Securities FEPC 02.500 CLQB2668 S6XOOCT0IEG5ABCC6L87 3133A86D4 2050-08-01 2.500000 0.00 2328.31 1864.00 Agency Mortgage-Backed Securities FEPC 02.500 CLQC0613 S6XOOCT0IEG5ABCC6L87 3133AJVE0 2051-04-01 2.500000 0.00 384804.78 300968.86 Agency Mortgage-Backed Securities FEPC 03.000 CLQC0717 S6XOOCT0IEG5ABCC6L87 3133AJYN7 2051-04-01 3.000000 0.00 577.88 477.29 Agency Mortgage-Backed Securities FEPC 04.500 CLQC5033 S6XOOCT0IEG5ABCC6L87 3133APSW0 2051-08-01 4.500000 0.00 214.94 195.54 Agency Mortgage-Backed Securities FEPC 03.000 CLQC7486 S6XOOCT0IEG5ABCC6L87 3133ASJ79 2051-09-01 3.000000 0.00 2221.39 1819.30 Agency Mortgage-Backed Securities FEPC 05.000 CLQC8424 S6XOOCT0IEG5ABCC6L87 3133ATLD1 2051-10-01 5.000000 0.00 358.86 338.07 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4978 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FEPC 06.000 CLSL6067 S6XOOCT0IEG5ABCC6L87 31427TW51 2056-06-01 6.000000 0.00 1973320.41 1958367.24 Agency Mortgage-Backed Securities FEPC 05.000 CLSL6167 S6XOOCT0IEG5ABCC6L87 31427TZ90 2056-07-01 5.000000 0.00 989.01 922.50 Agency Mortgage-Backed Securities FKAR 04.750 WAWA5021 S6XOOCT0IEG5ABCC6L87 3142ACLB3 2055-12-01 4.750000 0.00 17412603.00 14912473.41 Agency Mortgage-Backed Securities FKAR 03.750 WSWS4034 S6XOOCT0IEG5ABCC6L87 3142GGPU2 2034-01-01 3.750000 0.00 1965.25 1769.75 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1768 S6XOOCT0IEG5ABCC6L87 3142GR6E5 2054-06-01 5.500000 0.00 835.90 808.20 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1420 S6XOOCT0IEG5ABCC6L87 3142GRSJ0 2054-05-01 5.500000 0.00 3944.64 3822.30 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1977 S6XOOCT0IEG5ABCC6L87 3142GSFT0 2054-07-01 6.500000 0.00 643.38 655.87 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ2225 S6XOOCT0IEG5ABCC6L87 3142GSPK8 2054-08-01 6.500000 0.00 530.66 538.14 Agency 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3584.26 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7125 S6XOOCT0IEG5ABCC6L87 3142GX4K0 2056-08-01 5.500000 0.00 15814.02 15261.90 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ7171 S6XOOCT0IEG5ABCC6L87 3142GX6H5 2056-08-01 5.000000 0.00 8055.39 7507.05 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7188 S6XOOCT0IEG5ABCC6L87 3142GX7A9 2056-08-01 5.500000 0.00 2068.19 1984.55 Agency Mortgage-Backed Securities FEPC 03.000 CLQC9067 S6XOOCT0IEG5ABCC6L87 3133AUCC0 2051-10-01 3.000000 0.00 620.42 518.89 Agency Mortgage-Backed Securities FEPC 03.000 CLQD0981 S6XOOCT0IEG5ABCC6L87 3133AXCS9 2051-11-01 3.000000 0.00 699.41 576.64 Agency Mortgage-Backed Securities FEPC 02.000 CLQD2424 S6XOOCT0IEG5ABCC6L87 3133AYVR8 2051-12-01 2.000000 0.00 703.49 535.97 Agency Mortgage-Backed Securities FEPC 02.000 CLQD5321 S6XOOCT0IEG5ABCC6L87 3133B24E6 2052-01-01 2.000000 0.00 4314.70 3276.35 Agency Mortgage-Backed Securities FEPC 02.000 CLQD7950 S6XOOCT0IEG5ABCC6L87 3133B5ZP0 2052-02-01 2.000000 0.00 30000.15 22415.52 Agency Mortgage-Backed Securities FEPC 02.500 CLQD8976 S6XOOCT0IEG5ABCC6L87 3133B66M7 2052-03-01 2.500000 0.00 738.91 585.42 Agency Mortgage-Backed Securities FEPC 03.000 CLQD9177 S6XOOCT0IEG5ABCC6L87 3133B7FS2 2052-03-01 3.000000 0.00 670.22 555.11 Agency Mortgage-Backed Securities FEPC 03.500 CLQE2363 S6XOOCT0IEG5ABCC6L87 3133BBTU3 2052-05-01 3.500000 0.00 4981399.08 4244547.76 Agency Mortgage-Backed Securities FEPC 03.000 CLQE3315 S6XOOCT0IEG5ABCC6L87 3133BCVG9 2052-05-01 3.000000 0.00 793.80 658.18 Agency Mortgage-Backed Securities FEPC 05.000 CLQE4069 S6XOOCT0IEG5ABCC6L87 3133BDQW8 2052-06-01 5.000000 0.00 1538.69 1468.45 Agency Mortgage-Backed Securities FEPC 03.500 CLQE4358 S6XOOCT0IEG5ABCC6L87 3133BDZX6 2052-06-01 3.500000 0.00 2802.03 2401.08 Agency Mortgage-Backed Securities FEPC 06.000 CLQE8892 S6XOOCT0IEG5ABCC6L87 3133BJ2Z4 2052-08-01 6.000000 0.00 683.53 700.42 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8367 S6XOOCT0IEG5ABCC6L87 3133BJJL7 2052-07-01 5.000000 0.00 1609.79 1513.39 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8504 S6XOOCT0IEG5ABCC6L87 3133BJNV0 2052-08-01 5.000000 0.00 1253.42 1172.06 Agency Mortgage-Backed Securities FEPC 04.500 CLQE8833 S6XOOCT0IEG5ABCC6L87 3133BJY63 2052-09-01 4.500000 0.00 2537.19 2302.71 Agency Mortgage-Backed Securities FEPC 04.000 CLQE9001 S6XOOCT0IEG5ABCC6L87 3133BKAA7 2052-08-01 4.000000 0.00 738.75 650.57 Agency Mortgage-Backed Securities FEPC 04.500 CLQE9368 S6XOOCT0IEG5ABCC6L87 3133BKMR7 2052-08-01 4.500000 0.00 2769.50 2527.83 Agency Mortgage-Backed Securities FEPC 05.500 CLQE9678 S6XOOCT0IEG5ABCC6L87 3133BKXF1 2052-09-01 5.500000 0.00 1675.59 1626.11 Agency Mortgage-Backed Securities FEPC 06.000 CLQF0037 S6XOOCT0IEG5ABCC6L87 3133BMBE4 2052-09-01 6.000000 0.00 2850.33 2873.40 Agency Mortgage-Backed Securities FEPC 04.000 CLQF1743 S6XOOCT0IEG5ABCC6L87 3133BN5C3 2052-10-01 4.000000 0.00 775.15 690.76 Agency Mortgage-Backed Securities FEPC 06.500 CLQF1157 S6XOOCT0IEG5ABCC6L87 3133BNJA2 2052-09-01 6.500000 0.00 620.95 634.85 Agency Mortgage-Backed Securities FEPC 05.500 CLQF1312 S6XOOCT0IEG5ABCC6L87 3133BNN58 2052-09-01 5.500000 0.00 945.32 920.77 Agency Mortgage-Backed Securities FEPC 05.500 CLQF1317 S6XOOCT0IEG5ABCC6L87 3133BNPA5 2052-10-01 5.500000 0.00 10534.52 10322.89 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1648 S6XOOCT0IEG5ABCC6L87 3133BNZM8 2052-10-01 5.000000 0.00 21506.75 20210.19 Agency Mortgage-Backed Securities FEPC 05.000 CLQF2614 S6XOOCT0IEG5ABCC6L87 3133BP3X4 2052-11-01 5.000000 0.00 10059881.27 9460189.40 Agency Mortgage-Backed Securities FEPC 06.000 CLQF2997 S6XOOCT0IEG5ABCC6L87 3133BQKJ4 2052-11-01 6.000000 0.00 860979.80 863770.52 Agency Mortgage-Backed Securities FEPC 05.500 CLQF4936 S6XOOCT0IEG5ABCC6L87 3133BSPV8 2052-12-01 5.500000 0.00 3959.42 3808.00 Agency Mortgage-Backed Securities FEPC 05.500 CLQF4960 S6XOOCT0IEG5ABCC6L87 3133BSQM7 2052-12-01 5.500000 0.00 1540.94 1493.90 Agency Mortgage-Backed Securities FEPC 04.500 CLQF6276 S6XOOCT0IEG5ABCC6L87 3133BT6M7 2053-01-01 4.500000 0.00 4938.04 4497.54 Agency Mortgage-Backed Securities FEPC 06.000 CLQF5482 S6XOOCT0IEG5ABCC6L87 3133BTCT5 2052-12-01 6.000000 0.00 601.18 594.66 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5634 S6XOOCT0IEG5ABCC6L87 3133BTHK9 2053-01-01 5.500000 0.00 1981.57 1928.71 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7085 S6XOOCT0IEG5ABCC6L87 3133BU2S5 2053-02-01 5.500000 0.00 687.31 665.58 Agency Mortgage-Backed Securities FEPC 05.000 CLQF7094 S6XOOCT0IEG5ABCC6L87 3133BU3B1 2053-02-01 5.000000 0.00 716.56 674.00 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7098 S6XOOCT0IEG5ABCC6L87 3133BU3F2 2053-02-01 5.500000 0.00 1381.57 1336.53 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6796 S6XOOCT0IEG5ABCC6L87 3133BURR0 2053-01-01 5.500000 0.00 477.86 463.42 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7655 S6XOOCT0IEG5ABCC6L87 3133BVQG3 2053-02-01 5.500000 0.00 2357.17 2305.34 Agency Mortgage-Backed Securities FEPC 07.000 CLQG0709 S6XOOCT0IEG5ABCC6L87 3133C0YE6 2053-04-01 7.000000 0.00 170893.60 178955.49 Agency Mortgage-Backed Securities FEPC 06.500 CLQG3136 S6XOOCT0IEG5ABCC6L87 3133C3PV2 2053-04-01 6.500000 0.00 3535.89 3647.72 Agency Mortgage-Backed Securities FEPC 07.000 CLQG3847 S6XOOCT0IEG5ABCC6L87 3133C4HY3 2053-05-01 7.000000 0.00 752.00 806.19 Agency Mortgage-Backed Securities FEPC 05.500 CLQG4032 S6XOOCT0IEG5ABCC6L87 3133C4PR9 2053-06-01 5.500000 0.00 1801.52 1743.92 Agency Mortgage-Backed Securities FEPC 07.000 CLQG5399 S6XOOCT0IEG5ABCC6L87 3133C57L9 2053-06-01 7.000000 0.00 797.26 853.36 Agency Mortgage-Backed Securities FEPC 05.500 CLQG4575 S6XOOCT0IEG5ABCC6L87 3133C5CL3 2053-06-01 5.500000 0.00 3689196.94 3576335.39 Agency Mortgage-Backed Securities FEPC 03.000 CLQG5124 S6XOOCT0IEG5ABCC6L87 3133C5VR9 2053-06-01 3.000000 0.00 3916.54 3236.46 Agency Mortgage-Backed Securities FEPC 05.000 CLQG6069 S6XOOCT0IEG5ABCC6L87 3133C6W62 2053-06-01 5.000000 0.00 2478.65 2321.93 Agency Mortgage-Backed Securities FEPC 06.500 CLQG6746 S6XOOCT0IEG5ABCC6L87 3133C7P76 2053-06-01 6.500000 0.00 334.36 341.47 Agency Mortgage-Backed Securities FEPC 05.000 CLQG7216 S6XOOCT0IEG5ABCC6L87 3133C8AR6 2053-07-01 5.000000 0.00 4087.46 3842.37 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8415 S6XOOCT0IEG5ABCC6L87 3133C9K44 2053-08-01 5.500000 0.00 1402.84 1359.97 Agency Mortgage-Backed Securities FEPC 05.500 CLQH2330 S6XOOCT0IEG5ABCC6L87 3133CEST0 2053-10-01 5.500000 0.00 1582.20 1543.30 Agency Mortgage-Backed Securities FEPC 05.500 CLQH2482 S6XOOCT0IEG5ABCC6L87 3133CEXK3 2053-10-01 5.500000 0.00 3098.38 3002.21 Agency Mortgage-Backed Securities FEPC 06.500 CLQH3677 S6XOOCT0IEG5ABCC6L87 3133CGCN5 2053-10-01 6.500000 0.00 2267.72 2299.69 Agency Mortgage-Backed Securities FEPC 07.000 CLQH4725 S6XOOCT0IEG5ABCC6L87 3133CHHA6 2053-11-01 7.000000 0.00 646.93 679.34 Agency Mortgage-Backed Securities FEPC 06.500 CLQH6285 S6XOOCT0IEG5ABCC6L87 3133CJ6W6 2053-12-01 6.500000 0.00 1207.51 1230.23 Agency Mortgage-Backed Securities FEPC 06.500 CLQH5807 S6XOOCT0IEG5ABCC6L87 3133CJNY3 2053-11-01 6.500000 0.00 615.37 632.57 Agency Mortgage-Backed Securities FEPC 07.500 CLQH8277 S6XOOCT0IEG5ABCC6L87 3133CMFS8 2054-01-01 7.500000 0.00 5273.67 5655.83 Agency Mortgage-Backed Securities FEPC 06.500 CLQH9923 S6XOOCT0IEG5ABCC6L87 3133CPAY3 2054-01-01 6.500000 0.00 636.23 646.63 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ0144 S6XOOCT0IEG5ABCC6L87 3133CQER2 2054-07-01 6.500000 0.00 2225.68 2269.79 Agency Mortgage-Backed Securities FNMS 02.500 CLBR8501 B1V7KEBTPIMZEU4LTD58 3140L7NT5 2051-04-01 2.500000 0.00 2714941.82 2126950.28 Agency Mortgage-Backed Securities FNMS 02.000 CLBR8580 B1V7KEBTPIMZEU4LTD58 3140L7RA2 2051-04-01 2.000000 0.00 3180.19 2416.08 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS1990 B1V7KEBTPIMZEU4LTD58 3140LCF89 2036-06-01 2.070000 0.00 74904.15 57460.43 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS2158 B1V7KEBTPIMZEU4LTD58 3140LCMG3 2031-06-01 1.860000 0.00 969.52 839.44 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS4469 B1V7KEBTPIMZEU4LTD58 3140LE6F9 2037-01-01 2.260000 0.00 9714.38 7566.79 Agency Mortgage-Backed Securities MNMS 02.940 MLBS4813 B1V7KEBTPIMZEU4LTD58 3140LFK37 2052-03-01 2.940000 0.00 3533.72 2572.54 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS6422 B1V7KEBTPIMZEU4LTD58 3140LHD49 2037-08-01 4.170000 0.00 8000.00 7088.55 Agency Mortgage-Backed Securities MNAR XX.XXX H2BS9774 B1V7KEBTPIMZEU4LTD58 3140LL2G5 2036-01-01 5.630000 0.00 6056.00 6037.46 Agency Mortgage-Backed Securities MNAR XX.XXX HXBS9867 B1V7KEBTPIMZEU4LTD58 3140LL6D8 2030-11-01 5.300000 0.00 1000.00 1001.75 Agency Mortgage-Backed Securities MNAR XX.XXX HXBS9138 B1V7KEBTPIMZEU4LTD58 3140LLEL1 2028-07-01 5.460000 0.00 1468.00 1470.37 Agency Mortgage-Backed Securities MNAR XX.XXX H2BS9520 B1V7KEBTPIMZEU4LTD58 3140LLSJ1 2036-06-01 5.620000 0.00 1021.00 1018.45 Agency Mortgage-Backed Securities FNMS 02.500 CLBT7275 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Mortgage-Backed Securities FEPC 04.500 CLZA0913 S6XOOCT0IEG5ABCC6L87 31329JAN7 2033-09-01 4.500000 0.00 13.91 13.53 Agency Mortgage-Backed Securities FEPC 04.000 3PZA3151 S6XOOCT0IEG5ABCC6L87 31329LQC9 2043-11-01 4.000000 0.00 196.77 174.50 Agency Mortgage-Backed Securities FEPC 02.500 CIZS8546 S6XOOCT0IEG5ABCC6L87 3132A9P76 2029-12-01 2.500000 0.00 20394.62 19705.16 Agency Mortgage-Backed Securities FEPC 05.000 CISB8327 S6XOOCT0IEG5ABCC6L87 3132D6HC7 2039-09-01 5.000000 0.00 582.43 567.16 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8508 B1V7KEBTPIMZEU4LTD58 3140QUN28 2054-05-01 6.500000 0.00 1171528.28 1188302.35 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9467 B1V7KEBTPIMZEU4LTD58 3140QVQV9 2049-11-01 5.000000 0.00 790.37 744.87 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2446 S6XOOCT0IEG5ABCC6L87 3132DPWF1 2053-03-01 5.500000 0.00 709.95 688.49 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3136 S6XOOCT0IEG5ABCC6L87 3132DQPV2 2053-06-01 5.500000 0.00 723.23 699.29 Agency Mortgage-Backed Securities GNAR AF MB1295 M 549300M8ZYFG0OCMTT87 3618N6NM5 2056-07-20 4.000000 0.00 1092.37 1041.86 Agency Mortgage-Backed Securities GNAR AF MB1354 M 549300M8ZYFG0OCMTT87 3618N6QG5 2056-07-20 4.000000 0.00 508337.28 484690.05 Agency Mortgage-Backed Securities FNMS 07.000 CLDI2226 B1V7KEBTPIMZEU4LTD58 3140UVPL7 2056-08-01 7.000000 0.00 999.29 1035.03 Agency Mortgage-Backed Securities FNMS 04.500 CLMA6052 B1V7KEBTPIMZEU4LTD58 31418FWN3 2056-05-01 4.500000 0.00 32823971.31 29660561.08 Agency Mortgage-Backed Securities FNMS 07.000 CLMA6148 B1V7KEBTPIMZEU4LTD58 31418FZN0 2056-08-01 7.000000 0.00 89366698.80 92150372.18 Agency Mortgage-Backed Securities FNMS 05.500 CLAD5270 B1V7KEBTPIMZEU4LTD58 31418S2C2 2040-09-01 5.500000 0.00 174.99 171.05 Agency Mortgage-Backed Securities GNMI SP 784925 X 549300M8ZYFG0OCMTT87 3622AALE2 2047-10-15 4.500000 0.00 256.60 235.17 Agency Mortgage-Backed Securities GNMI SP 782461 X 549300M8ZYFG0OCMTT87 36241KWW4 2032-03-15 7.500000 0.00 45.82 47.13 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4399 B1V7KEBTPIMZEU4LTD58 3140N83H9 2052-11-01 6.000000 0.00 200094.00 200500.66 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ5192 B1V7KEBTPIMZEU4LTD58 3140Q0XW7 2035-11-01 4.170000 0.00 31255000.00 28349290.38 Agency Mortgage-Backed Securities FNMS 02.500 CLFM5090 B1V7KEBTPIMZEU4LTD58 3140X8UQ8 2050-11-01 2.500000 0.00 99059.31 78859.52 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6850 S6XOOCT0IEG5ABCC6L87 3142GXTG2 2056-06-01 5.500000 0.00 2561348.31 2465629.59 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6978 S6XOOCT0IEG5ABCC6L87 3142GXXG7 2056-07-01 5.500000 0.00 9653040.38 9381380.23 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7461 S6XOOCT0IEG5ABCC6L87 3142GYJF3 2056-09-01 5.500000 0.00 8031879.21 7717154.49 Agency Mortgage-Backed Securities GNII SF MA4586 M 549300M8ZYFG0OCMTT87 36179TCX1 2047-07-20 3.500000 0.00 428393.25 372873.25 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7559 S6XOOCT0IEG5ABCC6L87 3133KPMG0 2052-06-01 4.000000 0.00 26177250.07 23233938.24 Agency Mortgage-Backed Securities GNII SF MA6656 M 549300M8ZYFG0OCMTT87 36179VMD9 2050-05-20 3.000000 0.00 1594797.69 1332862.80 Agency Mortgage-Backed Securities GNII SF MA7312 M 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.500000 0.00 884440.98 712252.60 Agency Mortgage-Backed Securities GNII SF MA8948 M 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 1697030.44 1650583.66 Agency Mortgage-Backed Securities GNII SF MA8490 M 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5.000000 0.00 6316066.99 6034918.49 Agency Mortgage-Backed Securities GNII SF MA9605 M 549300M8ZYFG0OCMTT87 36179YU69 2054-04-20 5.500000 0.00 32823110.50 31801345.32 Agency Mortgage-Backed Securities GNII SF MA9726 M 549300M8ZYFG0OCMTT87 36179YYX6 2054-06-20 6.000000 0.00 744.35 740.19 Agency Mortgage-Backed Securities 06.500 FGPC C69107 G S6XOOCT0IEG5ABCC6L87 31287VDL1 2032-07-01 6.500000 0.00 12.54 12.70 Agency Mortgage-Backed Securities FMAR 842214 G S6XOOCT0IEG5ABCC6L87 31288RN79 2051-01-01 6.007000 0.00 8303906.00 8658764.89 Agency Mortgage-Backed Securities 07.000 FGPC G02061 G S6XOOCT0IEG5ABCC6L87 3128LXJE1 2036-01-01 7.000000 0.00 15.77 16.28 Agency Mortgage-Backed Securities 05.500 FGPC G06964 G S6XOOCT0IEG5ABCC6L87 3128M9B92 2038-11-01 5.500000 0.00 77.42 77.39 Agency Mortgage-Backed Securities FEPC 07.000 CLTC4140 S6XOOCT0IEG5ABCC6L87 3130G3P28 2056-08-01 7.000000 0.00 220806.89 228686.58 Agency Mortgage-Backed Securities FNAR XX.XXX SOBD9908 B1V7KEBTPIMZEU4LTD58 3140FJAJ2 2052-11-01 3.891000 0.00 5026850.20 4902910.27 Agency Mortgage-Backed Securities FNMS 06.000 CL725229 B1V7KEBTPIMZEU4LTD58 31402CVW9 2034-03-01 6.000000 0.00 4.06 4.09 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1011 B1V7KEBTPIMZEU4LTD58 3140HSDR9 2033-12-01 4.020000 0.00 5519743.00 5082906.86 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6070 B1V7KEBTPIMZEU4LTD58 3140HXW89 2030-05-01 2.170000 0.00 19470198.00 17559140.75 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6436 B1V7KEBTPIMZEU4LTD58 3140HYEJ3 2035-06-01 2.050000 0.00 15153172.00 11725545.54 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6443 B1V7KEBTPIMZEU4LTD58 3140HYER5 2032-05-01 2.090000 0.00 13073767.95 11110396.69 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL9928 B1V7KEBTPIMZEU4LTD58 3140J3A61 2030-12-01 1.370000 0.00 4808404.00 4099417.38 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM1086 B1V7KEBTPIMZEU4LTD58 3140J5F46 2047-04-01 6.039000 0.00 247623.74 258461.42 Agency Mortgage-Backed Securities MNAR XX.XXX XYBM6599 B1V7KEBTPIMZEU4LTD58 3140JBKM7 2031-04-01 1.722527 0.00 3660645.25 2972278.81 Agency Mortgage-Backed Securities FNMS 06.500 CLFA2297 B1V7KEBTPIMZEU4LTD58 3140W2RT0 2055-04-01 6.500000 0.00 46582709.37 47114968.58 Agency Mortgage-Backed Securities FEPC 07.000 CLQZ0350 S6XOOCT0IEG5ABCC6L87 31426WL81 2055-07-01 7.000000 0.00 988.94 1035.10 Agency Mortgage-Backed Securities FEPC 06.500 CLSL0690 S6XOOCT0IEG5ABCC6L87 31427MXU0 2054-08-01 6.500000 0.00 6417730.52 6512790.65 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4309 S6XOOCT0IEG5ABCC6L87 31427RYF1 2056-03-01 5.000000 0.00 802482.53 748056.38 Agency Mortgage-Backed Securities FNMS 05.500 CL953088 B1V7KEBTPIMZEU4LTD58 31413RJ98 2037-10-01 5.500000 0.00 184665.81 181382.55 Agency Mortgage-Backed Securities FNMS 05.500 CLAA0918 B1V7KEBTPIMZEU4LTD58 31416JAU5 2034-09-01 5.500000 0.00 110368.68 109952.65 Agency Mortgage-Backed Securities FNMS 04.500 CKMA3474 B1V7KEBTPIMZEU4LTD58 31418C2G8 2048-09-01 4.500000 0.00 42.28 37.55 Agency Mortgage-Backed Securities GNII SF MB0871 M 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 1017.34 949.18 Agency Mortgage-Backed Securities GNII SF MB0025 M 549300M8ZYFG0OCMTT87 3618N5A33 2054-11-20 5.000000 0.00 12321760.42 11578792.49 Agency Mortgage-Backed Securities GNII SF MB0146 M 549300M8ZYFG0OCMTT87 3618N5EU9 2055-01-20 5.000000 0.00 854.78 802.83 Agency Mortgage-Backed Securities GNII SF MB0424 M 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-05-20 5.500000 0.00 463819.99 447183.03 Agency Mortgage-Backed Securities GNII SF MB0687 M 549300M8ZYFG0OCMTT87 3618N5XR5 2055-10-20 6.000000 0.00 741.03 733.92 Agency Mortgage-Backed Securities GNII SF MB1070 M 549300M8ZYFG0OCMTT87 3618N6FL6 2056-03-20 5.000000 0.00 1010.06 942.24 Agency Mortgage-Backed Securities GNII SF MB1285 M 549300M8ZYFG0OCMTT87 3618N6NB9 2056-07-20 5.500000 0.00 7155.83 6886.13 Agency Mortgage-Backed Securities FKAR 02.770 WNWN0077 S6XOOCT0IEG5ABCC6L87 3132XECP4 2040-03-01 2.770000 0.00 18003912.00 13220297.59 Agency Mortgage-Backed Securities FEPC 02.000 CLQB8977 S6XOOCT0IEG5ABCC6L87 3133AF6N6 2051-03-01 2.000000 0.00 8434534.45 6445174.53 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5440 S6XOOCT0IEG5ABCC6L87 31427TBJ4 2056-05-01 5.500000 0.00 42548.51 40873.27 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5544 S6XOOCT0IEG5ABCC6L87 31427TES1 2056-05-01 5.000000 0.00 979.25 914.05 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5999 S6XOOCT0IEG5ABCC6L87 31427TUZ7 2056-08-01 5.500000 0.00 4070093.76 3917377.96 Agency Mortgage-Backed Securities FMAR 8C1616 G S6XOOCT0IEG5ABCC6L87 3142BBYM6 2056-09-01 5.144000 0.00 18299648.00 17974880.08 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0947 S6XOOCT0IEG5ABCC6L87 3142GRBR0 2054-02-01 6.500000 0.00 557.08 569.91 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1420 S6XOOCT0IEG5ABCC6L87 3142GRSJ0 2054-05-01 5.500000 0.00 808.09 783.03 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2909 S6XOOCT0IEG5ABCC6L87 3142GTGT7 2054-12-01 5.500000 0.00 15139.30 14637.29 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6111 S6XOOCT0IEG5ABCC6L87 3142GWYH6 2056-02-01 5.000000 0.00 3082.61 2874.58 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7125 S6XOOCT0IEG5ABCC6L87 3142GX4K0 2056-08-01 5.500000 0.00 2107.21 2033.64 Agency Mortgage-Backed Securities FEPC 02.000 CLQD0761 S6XOOCT0IEG5ABCC6L87 3133AWZ23 2051-11-01 2.000000 0.00 616.09 474.99 Agency Mortgage-Backed Securities FEPC 02.000 CLQD2424 S6XOOCT0IEG5ABCC6L87 3133AYVR8 2051-12-01 2.000000 0.00 1872300.72 1426448.09 Agency Mortgage-Backed Securities FEPC 05.500 CLQF1312 S6XOOCT0IEG5ABCC6L87 3133BNN58 2052-09-01 5.500000 0.00 89252.23 86934.13 Agency Mortgage-Backed Securities FNMS 02.500 CLBR7725 B1V7KEBTPIMZEU4LTD58 3140L6SP0 2051-04-01 2.500000 0.00 625.50 494.16 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS0344 B1V7KEBTPIMZEU4LTD58 3140LAL29 2036-01-01 1.770000 0.00 1114076.53 853584.08 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS2158 B1V7KEBTPIMZEU4LTD58 3140LCMG3 2031-06-01 1.860000 0.00 10043861.05 8696259.47 Agency Mortgage-Backed Securities FNMS 05.000 CLFA6664 B1V7KEBTPIMZEU4LTD58 3140W7MN7 2056-02-01 5.000000 0.00 87370.11 81396.42 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6668 B1V7KEBTPIMZEU4LTD58 3140W7MS6 2055-11-01 5.500000 0.00 25512577.83 24687591.78 Agency Mortgage-Backed Securities MNAR XX.XXX H2BZ6866 B1V7KEBTPIMZEU4LTD58 3140Q2TY4 2032-06-01 4.490000 0.00 3022798.00 2887962.90 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ7647 B1V7KEBTPIMZEU4LTD58 3140Q3P91 2035-04-01 4.850000 0.00 5647515.00 5418389.35 Agency Mortgage-Backed Securities BILL 01/21/27 254900HROIFWPRGM1V77 912797TM9 2027-01-21 0.00 0.00 400.00 394.88 U.S. Treasuries (including strips) BILL 01/12/27 254900HROIFWPRGM1V77 912797WP8 2027-01-12 0.00 0.00 410000.00 405162.00 U.S. Treasuries (including strips) United States Treasury Bill 254900HROIFWPRGM1V77 912797WR4 2027-01-26 0.00 0.00 1000.00 986.50 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 100.00 98.96 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 200.00 176.39 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 34339400.00 30117808.60 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 273.01 269.74 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 138.24 137.84 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 200.00 182.70 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 100.00 95.58 U.S. Treasuries (including strips) TINT 08/15/33 254900HROIFWPRGM1V77 9128334W7 2033-08-15 0.00 0.00 0.04 0.03 U.S. Treasuries (including strips) 2 3/8 TRIB 27 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 165.58 166.76 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 400.00 266.04 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 100.00 51.41 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 400.00 248.16 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 100.00 95.99 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 300.00 302.77 U.S. Treasuries (including strips) 4 1/4 NOTE BL 26 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 2037200.00 2066284.43 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 2989100.00 2904792.19 U.S. Treasuries (including strips) Y 2026-10-07 2026-10-07 2027-09-09 N N N 0.0424 500000000.00 500000000.00 0.0042 N N Y N MUFG Securities, CA MUFG Securities, CA 3.890000% 933USN006 549300Y1PMK3RWXMWR72 933USN006_3.89_1001 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FEPC 05.000 CLRA9257 S6XOOCT0IEG5ABCC6L87 3133KRJA3 2053-06-01 5.000000 0.00 2128496.85 2001484.71 Agency Mortgage-Backed Securities FEPC 03.000 CTRB5158 S6XOOCT0IEG5ABCC6L87 3133KYWT2 2042-04-01 3.000000 0.00 4445.44 3951.67 Agency Mortgage-Backed Securities FEPC 02.000 CIRC2202 S6XOOCT0IEG5ABCC6L87 3133L8NT8 2036-09-01 2.000000 0.00 6067493.87 5381800.99 Agency Mortgage-Backed Securities FEPC 06.000 CLQI4391 S6XOOCT0IEG5ABCC6L87 3133WA2Y3 2054-04-01 6.000000 0.00 3157303.67 3135686.67 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2051 B1V7KEBTPIMZEU4LTD58 3140Q9H55 2048-07-01 4.500000 0.00 354230.06 328957.16 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2183 B1V7KEBTPIMZEU4LTD58 3140Q9M91 2048-08-01 4.000000 0.00 42.94 38.50 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2787 B1V7KEBTPIMZEU4LTD58 3140QACZ1 2048-12-01 4.000000 0.00 18361.07 16440.72 Agency Mortgage-Backed Securities FNMS 04.000 CLCA4007 B1V7KEBTPIMZEU4LTD58 3140QBNZ7 2049-08-01 4.000000 0.00 3457148.83 3080106.03 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8958 B1V7KEBTPIMZEU4LTD58 3140QG5U7 2051-02-01 2.500000 0.00 85.66 68.02 Agency Mortgage-Backed Securities FNMS 02.500 CICA9444 B1V7KEBTPIMZEU4LTD58 3140QHP66 2036-03-01 2.500000 0.00 69.33 63.03 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0573 B1V7KEBTPIMZEU4LTD58 3140QKT73 2046-05-01 2.500000 0.00 3667707.13 2964174.48 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1409 B1V7KEBTPIMZEU4LTD58 3140QLR73 2051-08-01 3.000000 0.00 133.01 108.93 Agency Mortgage-Backed Securities FNMS 01.500 CICB2580 B1V7KEBTPIMZEU4LTD58 3140QM2N3 2037-01-01 1.500000 0.00 897448.72 776043.95 Agency Mortgage-Backed Securities FNMS 02.000 CICB2586 B1V7KEBTPIMZEU4LTD58 3140QM2U7 2037-01-01 2.000000 0.00 1252222.42 1110660.07 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2664 B1V7KEBTPIMZEU4LTD58 3140QM6A7 2052-01-01 3.000000 0.00 2610775.40 2159938.00 Agency Mortgage-Backed Securities FNMS 02.000 CLFS2448 B1V7KEBTPIMZEU4LTD58 3140XHWJ2 2052-05-01 2.000000 0.00 3056537.10 2312218.70 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3579 B1V7KEBTPIMZEU4LTD58 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Securities 05.500 FGPC H09119 G S6XOOCT0IEG5ABCC6L87 3128UNDY5 2037-12-01 5.500000 0.00 16.02 15.40 Agency Mortgage-Backed Securities FEPC 04.000 CLZJ1073 S6XOOCT0IEG5ABCC6L87 3131WRFN0 2041-01-01 4.000000 0.00 8.95 8.19 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8104 S6XOOCT0IEG5ABCC6L87 3132DWAD5 2050-11-01 1.500000 0.00 2330467.54 1670239.87 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8151 S6XOOCT0IEG5ABCC6L87 3132DWBU6 2051-06-01 2.500000 0.00 369695.83 293312.93 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8211 S6XOOCT0IEG5ABCC6L87 3132DWDQ3 2052-05-01 2.000000 0.00 10085281.40 7580713.82 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8286 S6XOOCT0IEG5ABCC6L87 3132DWF32 2053-01-01 4.000000 0.00 632644.27 556954.22 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8274 S6XOOCT0IEG5ABCC6L87 3132DWFP3 2052-12-01 4.000000 0.00 1265234.36 1114155.54 Agency Mortgage-Backed Securities FNMS 05.500 CLDF5762 B1V7KEBTPIMZEU4LTD58 3140BWML9 2055-12-01 5.500000 0.00 172.03 166.14 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ9246 B1V7KEBTPIMZEU4LTD58 3140HBHY7 2048-06-01 4.000000 0.00 299573.17 268603.96 Agency Mortgage-Backed Securities FNMS 02.000 CIBK8166 B1V7KEBTPIMZEU4LTD58 3140HNCC4 2035-10-01 2.000000 0.00 126.48 112.00 Agency Mortgage-Backed Securities FNMS 03.500 CLBM3289 B1V7KEBTPIMZEU4LTD58 3140J7UP8 2048-01-01 3.500000 0.00 1804079.03 1573967.75 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5359 B1V7KEBTPIMZEU4LTD58 3140J95V9 2048-07-01 4.000000 0.00 300962.24 270191.32 Agency Mortgage-Backed Securities MNAR XX.XXX XYBM6898 B1V7KEBTPIMZEU4LTD58 3140JBUY0 2032-04-01 2.146672 0.00 494243.43 424432.01 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0856 B1V7KEBTPIMZEU4LTD58 3140JG5S0 2048-10-01 4.500000 0.00 418791.36 384963.48 Agency Mortgage-Backed Securities FNMS 02.500 CIBO3208 B1V7KEBTPIMZEU4LTD58 3140JXR67 2034-10-01 2.500000 0.00 39.40 35.98 Agency Mortgage-Backed Securities FNMS 03.000 CLBO8988 B1V7KEBTPIMZEU4LTD58 3140K47A2 2050-02-01 3.000000 0.00 45162.02 37875.24 Agency Mortgage-Backed Securities FNMS 02.500 CKBP3378 B1V7KEBTPIMZEU4LTD58 3140KAXG6 2051-05-01 2.500000 0.00 3042456.46 2356942.00 Agency Mortgage-Backed Securities FNMS 02.500 CLBP7667 B1V7KEBTPIMZEU4LTD58 3140KFQV0 2050-12-01 2.500000 0.00 1048878.12 834342.58 Agency Mortgage-Backed Securities FNMS 05.000 CLFA1158 B1V7KEBTPIMZEU4LTD58 3140W1JC8 2055-02-01 5.000000 0.00 64528.45 60106.50 Agency Mortgage-Backed Securities FNMS 06.500 CLFA2583 B1V7KEBTPIMZEU4LTD58 3140W22R1 2054-09-01 6.500000 0.00 8452471.83 8602115.32 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1989 B1V7KEBTPIMZEU4LTD58 3140W2F71 2055-06-01 6.000000 0.00 65531.18 65723.40 Agency Mortgage-Backed Securities FNMS 05.000 CLFA2005 B1V7KEBTPIMZEU4LTD58 3140W2GP0 2055-06-01 5.000000 0.00 6228651.49 5821009.79 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3507 B1V7KEBTPIMZEU4LTD58 3140W33R8 2055-11-01 5.500000 0.00 2926532.51 2837567.54 Agency Mortgage-Backed Securities FNMS 05.000 CLFA2809 B1V7KEBTPIMZEU4LTD58 3140W3DP1 2055-10-01 5.000000 0.00 161.51 150.35 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4550 B1V7KEBTPIMZEU4LTD58 3140W5BU7 2056-03-01 4.500000 0.00 2362325.06 2136826.96 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4647 B1V7KEBTPIMZEU4LTD58 3140W5EV2 2056-01-01 5.500000 0.00 385714.32 370178.35 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4972 B1V7KEBTPIMZEU4LTD58 3140W5Q23 2056-03-01 4.500000 0.00 11141324.10 10067645.84 Agency Mortgage-Backed Securities FNMS 06.000 NQ889810 B1V7KEBTPIMZEU4LTD58 31410KR71 2037-11-01 6.000000 0.00 56428.83 55639.35 Agency Mortgage-Backed Securities FNAR XX.XXX WZ889916 B1V7KEBTPIMZEU4LTD58 31410KVH4 2038-09-01 4.300000 0.00 3.74 3.72 Agency Mortgage-Backed Securities FNMS 04.500 CL890479 B1V7KEBTPIMZEU4LTD58 31410LJY9 2040-12-01 4.500000 0.00 1084708.40 1022977.64 Agency Mortgage-Backed Securities FNAR XX.XXX WS973150 N/A 31414QTF4 2038-02-01 5.780000 0.00 5.53 5.70 Agency Mortgage-Backed Securities FNMS 03.500 CLAB5366 B1V7KEBTPIMZEU4LTD58 31417B6C6 2042-06-01 3.500000 0.00 789878.20 709562.95 Agency Mortgage-Backed Securities FNMS 03.000 CLAB7809 N/A 31417EVB4 2043-02-01 3.000000 0.00 2162146.87 1891242.12 Agency Mortgage-Backed Securities FNMS 03.500 CTMA2996 B1V7KEBTPIMZEU4LTD58 31418CKJ2 2037-05-01 3.500000 0.00 1053929.73 979943.28 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3057 B1V7KEBTPIMZEU4LTD58 31418CMF8 2047-07-01 3.500000 0.00 3478695.46 3023433.17 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3211 B1V7KEBTPIMZEU4LTD58 31418CR97 2047-12-01 4.000000 0.00 967440.31 868792.57 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3283 B1V7KEBTPIMZEU4LTD58 31418CUH5 2033-02-01 3.000000 0.00 626020.20 589061.64 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4387 B1V7KEBTPIMZEU4LTD58 31418D2V3 2041-07-01 2.000000 0.00 215.69 180.02 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8431 S6XOOCT0IEG5ABCC6L87 3132DWLL5 2054-05-01 5.500000 0.00 62997.61 60681.85 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3605 S6XOOCT0IEG5ABCC6L87 3132E0AE2 2053-08-01 5.500000 0.00 2029036.51 1967669.43 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3653 S6XOOCT0IEG5ABCC6L87 3132E0BW1 2053-08-01 5.000000 0.00 124.93 118.77 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3910 S6XOOCT0IEG5ABCC6L87 3132E0KX9 2053-09-01 5.500000 0.00 5670399.89 5536751.72 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4213 S6XOOCT0IEG5ABCC6L87 3132E0VE9 2053-11-01 6.500000 0.00 247906.43 254914.03 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4222 S6XOOCT0IEG5ABCC6L87 3132E0VP4 2053-10-01 6.000000 0.00 2136152.73 2123956.01 Agency Mortgage-Backed Securities 04.000 FGPC U99082 G N/A 3132H7CU6 2043-11-01 4.000000 0.00 868926.72 789838.94 Agency Mortgage-Backed Securities 04.000 FGPC V83917 G S6XOOCT0IEG5ABCC6L87 3132L9K61 2048-02-01 4.000000 0.00 1794930.89 1610403.42 Agency Mortgage-Backed Securities FEPC 03.000 CLQA2244 S6XOOCT0IEG5ABCC6L87 31334YP50 2046-07-01 3.000000 0.00 1459539.43 1248996.01 Agency Mortgage-Backed Securities FEPC 02.500 CLQB4023 S6XOOCT0IEG5ABCC6L87 3133AAPG1 2050-09-01 2.500000 0.00 31368.67 24999.39 Agency Mortgage-Backed Securities FNMS 03.000 CLBP1334 B1V7KEBTPIMZEU4LTD58 3140K8PU9 2050-03-01 3.000000 0.00 1338946.56 1119207.58 Agency Mortgage-Backed Securities FEPC 02.500 CLQB6553 S6XOOCT0IEG5ABCC6L87 3133ADH66 2050-08-01 2.500000 0.00 564168.95 449571.51 Agency Mortgage-Backed Securities FEPC 02.500 CLQC0344 S6XOOCT0IEG5ABCC6L87 3133AJLZ4 2051-04-01 2.500000 0.00 1516336.80 1205668.04 Agency Mortgage-Backed Securities FEPC 04.000 CLQE3361 S6XOOCT0IEG5ABCC6L87 3133BCWW3 2052-06-01 4.000000 0.00 131.14 115.73 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9293 S6XOOCT0IEG5ABCC6L87 3133BKKE8 2052-09-01 5.000000 0.00 160312.47 150171.71 Agency Mortgage-Backed Securities FEPC 05.500 CLQF2717 S6XOOCT0IEG5ABCC6L87 3133BQAS5 2052-11-01 5.500000 0.00 123.54 119.85 Agency Mortgage-Backed Securities FEPC 05.000 CLQF4910 S6XOOCT0IEG5ABCC6L87 3133BSN32 2052-12-01 5.000000 0.00 411624.74 387184.43 Agency Mortgage-Backed Securities FEPC 06.000 CLQF8750 S6XOOCT0IEG5ABCC6L87 3133BWWK5 2053-03-01 6.000000 0.00 630.30 630.10 Agency Mortgage-Backed Securities FEPC 04.500 CLQG0327 S6XOOCT0IEG5ABCC6L87 3133C0LG5 2053-04-01 4.500000 0.00 147.50 134.05 Agency Mortgage-Backed Securities FEPC 06.000 CLQG9227 S6XOOCT0IEG5ABCC6L87 3133CAHC7 2053-08-01 6.000000 0.00 398569.27 398924.53 Agency Mortgage-Backed Securities FEPC 07.000 CLQJ0064 S6XOOCT0IEG5ABCC6L87 3133CQB95 2054-07-01 7.000000 0.00 171.29 177.40 Agency Mortgage-Backed Securities FNMS 02.500 CLBR0994 B1V7KEBTPIMZEU4LTD58 3140KYC85 2051-05-01 2.500000 0.00 2732001.95 2189874.11 Agency Mortgage-Backed Securities FNMS 02.000 CLBR2660 B1V7KEBTPIMZEU4LTD58 3140L05W3 2051-02-01 2.000000 0.00 958051.14 715713.17 Agency Mortgage-Backed Securities FNMS 02.500 CLBR8795 B1V7KEBTPIMZEU4LTD58 3140L7XZ0 2051-05-01 2.500000 0.00 104.58 83.42 Agency Mortgage-Backed Securities FNMS 02.500 CLBR9814 B1V7KEBTPIMZEU4LTD58 3140L83Y4 2051-05-01 2.500000 0.00 907562.58 726287.74 Agency Mortgage-Backed Securities FNMS 02.500 CLBR9341 B1V7KEBTPIMZEU4LTD58 3140L8LX6 2051-05-01 2.500000 0.00 91070.16 73305.18 Agency Mortgage-Backed Securities FNMS 02.500 CLBT1339 B1V7KEBTPIMZEU4LTD58 3140LPPZ9 2051-07-01 2.500000 0.00 1800435.22 1410844.25 Agency Mortgage-Backed Securities FNMS 02.500 CLBT3222 B1V7KEBTPIMZEU4LTD58 3140LRSL3 2051-07-01 2.500000 0.00 21152.44 16791.74 Agency Mortgage-Backed Securities FNMS 02.000 REBT7247 B1V7KEBTPIMZEU4LTD58 3140LWBR7 2051-09-01 2.000000 0.00 1657242.10 1255445.59 Agency Mortgage-Backed Securities FNMS 04.500 CLBT7954 B1V7KEBTPIMZEU4LTD58 3140LWZU4 2052-10-01 4.500000 0.00 556414.36 507083.78 Agency Mortgage-Backed Securities FNMS 05.000 CLBT8281 B1V7KEBTPIMZEU4LTD58 3140LXFX8 2052-08-01 5.000000 0.00 919372.36 874664.00 Agency Mortgage-Backed Securities FNMS 04.500 CLBT8301 B1V7KEBTPIMZEU4LTD58 3140LXGK5 2052-08-01 4.500000 0.00 739486.98 673168.31 Agency Mortgage-Backed Securities FNMS 02.000 CLBU1450 B1V7KEBTPIMZEU4LTD58 3140M2TG7 2052-01-01 2.000000 0.00 4302648.11 3252419.51 Agency Mortgage-Backed Securities FNMS 02.500 CLBU2794 B1V7KEBTPIMZEU4LTD58 3140M4C89 2051-11-01 2.500000 0.00 1503516.98 1208035.13 Agency Mortgage-Backed Securities FNMS 03.000 CLBU8766 B1V7KEBTPIMZEU4LTD58 3140MAW42 2052-04-01 3.000000 0.00 1403014.15 1176017.22 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4143 B1V7KEBTPIMZEU4LTD58 3140MHS91 2052-03-01 3.000000 0.00 115332.36 96171.81 Agency Mortgage-Backed Securities FNMS 03.500 CLBV4583 B1V7KEBTPIMZEU4LTD58 3140MJCV5 2052-04-01 3.500000 0.00 261.61 223.22 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2984 B1V7KEBTPIMZEU4LTD58 3140X6J69 2045-08-01 4.000000 0.00 1462201.08 1332938.44 Agency Mortgage-Backed Securities FNMS 02.000 CIFM4517 B1V7KEBTPIMZEU4LTD58 3140X8AT4 2035-10-01 2.000000 0.00 1503481.71 1334559.69 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1079 B1V7KEBTPIMZEU4LTD58 3140XGFV6 2052-03-01 2.500000 0.00 862414.72 690173.16 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1373 B1V7KEBTPIMZEU4LTD58 3140XGQ36 2051-11-01 3.000000 0.00 2061840.44 1689477.56 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1390 B1V7KEBTPIMZEU4LTD58 3140XGRL5 2051-12-01 2.500000 0.00 666199.50 528871.06 Agency Mortgage-Backed Securities 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 3332577.50 3306821.68 U.S. Treasuries (including strips) 2 1/8 TRIN A 35 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 2592320.50 2463451.92 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 873162.50 832303.73 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 2365755.00 2240236.32 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 6785047.50 6755115.62 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 798630.00 799376.91 U.S. Treasuries (including strips) United States Treasury Note/Bond 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 4375000.00 4327981.88 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 77402.50 71491.74 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 4714570.00 4164966.64 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 103600.00 92224.67 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 93747.50 91925.73 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 1400000.00 1279344.50 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 107450.00 105722.09 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 35.00 33.21 U.S. Treasuries (including strips) 4 1/8 NOTE BD 28 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 70.00 69.88 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 2831605.00 2163152.96 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 325220.00 209302.65 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 21355180.00 9168536.88 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 17.50 10.31 U.S. Treasuries (including strips) 1 3/8 TRIN D 33 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 209725.81 192906.86 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 726250.00 709013.91 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 950477.50 918721.23 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 35.00 34.10 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 1275400.00 1080251.36 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0394 350000000.00 350000000.00 0.0029 N Y Y N MUFG Securities, CA MUFG Securities, CA 3.940000% 933USN006 549300Y1PMK3RWXMWR72 933USN006_3.94_1029 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FEPC 05.000 CLRA9257 S6XOOCT0IEG5ABCC6L87 3133KRJA3 2053-06-01 5.000000 0.00 564303.69 530630.44 Agency Mortgage-Backed Securities FEPC 02.000 CTRB5131 S6XOOCT0IEG5ABCC6L87 3133KYVY2 2041-10-01 2.000000 0.00 38875.12 32373.69 Agency Mortgage-Backed Securities FEPC 02.500 3JRE0017 S6XOOCT0IEG5ABCC6L87 3133LWAS1 2050-12-01 2.500000 0.00 1058.46 844.28 Agency Mortgage-Backed Securities FEPC 05.500 CLQI6051 S6XOOCT0IEG5ABCC6L87 3133WCWL4 2054-05-01 5.500000 0.00 722.28 694.05 Agency Mortgage-Backed Securities FEPC 07.000 CLQI9901 S6XOOCT0IEG5ABCC6L87 3133WHAA1 2054-07-01 7.000000 0.00 808.55 845.50 Agency Mortgage-Backed Securities 4.00 FMNT 23-27 21 N/A 3134GYH21 2027-06-01 4.000000 0.00 25000000.00 25239355.56 Agency Mortgage-Backed Securities 4.00 FMNT 25-29 F7 N/A 3134HADF7 2029-08-06 4.000000 0.00 11896000.00 11628447.06 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2051 B1V7KEBTPIMZEU4LTD58 3140Q9H55 2048-07-01 4.500000 0.00 250959.80 233054.83 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2183 B1V7KEBTPIMZEU4LTD58 3140Q9M91 2048-08-01 4.000000 0.00 730.41 654.87 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2465 B1V7KEBTPIMZEU4LTD58 3140Q9W33 2048-10-01 4.000000 0.00 1874.39 1682.74 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2486 B1V7KEBTPIMZEU4LTD58 3140Q9XQ1 2048-10-01 4.500000 0.00 7098737.26 6590836.81 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2708 B1V7KEBTPIMZEU4LTD58 3140QAAJ9 2048-05-01 4.000000 0.00 118.96 106.54 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2787 B1V7KEBTPIMZEU4LTD58 3140QACZ1 2048-12-01 4.000000 0.00 9208742.92 8245620.96 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2951 B1V7KEBTPIMZEU4LTD58 3140QAH52 2049-01-01 4.500000 0.00 336.69 310.75 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3633 B1V7KEBTPIMZEU4LTD58 3140QBBB3 2049-06-01 3.500000 0.00 262.17 228.36 Agency Mortgage-Backed Securities FNMS 04.000 CLCA4007 B1V7KEBTPIMZEU4LTD58 3140QBNZ7 2049-08-01 4.000000 0.00 256.82 228.81 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6388 B1V7KEBTPIMZEU4LTD58 3140QEC26 2050-07-01 2.000000 0.00 572.04 436.68 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6422 B1V7KEBTPIMZEU4LTD58 3140QED41 2050-07-01 3.000000 0.00 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0.00 3392.03 2933.16 Agency Mortgage-Backed Securities FNMS 02.000 CICB2586 B1V7KEBTPIMZEU4LTD58 3140QM2U7 2037-01-01 2.000000 0.00 11642345.41 10326191.20 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2784 B1V7KEBTPIMZEU4LTD58 3140QNCW0 2052-01-01 2.000000 0.00 741.96 561.07 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3579 B1V7KEBTPIMZEU4LTD58 3140XJ6R9 2052-06-01 3.500000 0.00 713.37 614.10 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3709 B1V7KEBTPIMZEU4LTD58 3140XKDP2 2052-11-01 5.000000 0.00 5249.35 4943.57 Agency Mortgage-Backed Securities FNMS 02.500 CLFS4936 B1V7KEBTPIMZEU4LTD58 3140XLPW2 2052-01-01 2.500000 0.00 2534891.25 2060382.14 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6791 B1V7KEBTPIMZEU4LTD58 3140XNRM8 2054-01-01 6.000000 0.00 600.27 598.35 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6943 B1V7KEBTPIMZEU4LTD58 3140XNWD2 2052-06-01 3.000000 0.00 35828853.21 29518914.45 Agency Mortgage-Backed Securities FNMS 04.500 CZAL0315 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5.500000 0.00 785.35 761.23 Agency Mortgage-Backed Securities FNMS 03.000 CLFS8895 B1V7KEBTPIMZEU4LTD58 3140XQ3D7 2052-04-01 3.000000 0.00 8770776.59 7227792.34 Agency Mortgage-Backed Securities FNMS 04.000 CLFS9773 B1V7KEBTPIMZEU4LTD58 3140XR2F1 2051-12-01 4.000000 0.00 23247804.44 20691364.79 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9558 B1V7KEBTPIMZEU4LTD58 3140XRTQ8 2054-08-01 6.000000 0.00 10906196.15 10882326.12 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9670 B1V7KEBTPIMZEU4LTD58 3140XRW84 2054-11-01 5.500000 0.00 22401031.84 21638692.38 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9690 B1V7KEBTPIMZEU4LTD58 3140XRXU4 2054-11-01 5.000000 0.00 5137.10 4806.62 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0094 B1V7KEBTPIMZEU4LTD58 3140Y6C81 2055-03-01 5.000000 0.00 2656.23 2480.28 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0585 B1V7KEBTPIMZEU4LTD58 3140Y6UK4 2055-06-01 6.000000 0.00 38539256.40 38162278.23 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1441 B1V7KEBTPIMZEU4LTD58 3140Y7S74 2055-11-01 5.500000 0.00 34285082.15 33115294.21 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1641 B1V7KEBTPIMZEU4LTD58 3140Y7ZF8 2055-12-01 5.500000 0.00 3801.22 3653.67 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2372 B1V7KEBTPIMZEU4LTD58 3140Y8T63 2056-04-01 5.000000 0.00 42051856.46 39141396.08 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2850 B1V7KEBTPIMZEU4LTD58 3140Y9EY6 2056-06-01 5.500000 0.00 1337.40 1287.42 Agency Mortgage-Backed Securities GNII SF CH7852 C 549300M8ZYFG0OCMTT87 3617X0WM9 2052-02-20 3.500000 0.00 1009020.66 844519.46 Agency Mortgage-Backed Securities GNII SF CI5879 C 549300M8ZYFG0OCMTT87 3617XAQ85 2051-12-20 3.500000 0.00 53452.98 44227.50 Agency Mortgage-Backed Securities GNII SF CI5859 C 549300M8ZYFG0OCMTT87 3617XAQL6 2051-12-20 3.000000 0.00 1606.36 1330.97 Agency Mortgage-Backed Securities GNII SF CJ2164 C 549300M8ZYFG0OCMTT87 3617XJMM9 2052-04-20 3.500000 0.00 5462818.90 4680081.32 Agency Mortgage-Backed Securities GNII SF CK1560 C 549300M8ZYFG0OCMTT87 3617XVWV1 2051-12-20 3.500000 0.00 1805036.68 1510774.99 Agency Mortgage-Backed Securities GNII SF CK1632 C 549300M8ZYFG0OCMTT87 3617XVY56 2052-01-20 4.000000 0.00 2349.42 2036.55 Agency Mortgage-Backed Securities GNII SF CL5007 C 549300M8ZYFG0OCMTT87 3617YCR48 2052-01-20 4.000000 0.00 3911570.12 3390675.02 Agency Mortgage-Backed Securities GNII SF CS4481 C 549300M8ZYFG0OCMTT87 3618AW6S8 2053-08-20 6.000000 0.00 2530.42 2530.34 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3756 S6XOOCT0IEG5ABCC6L87 3131XXE56 2047-07-01 4.500000 0.00 205.46 190.64 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0595 S6XOOCT0IEG5ABCC6L87 3131Y6UU1 2043-01-01 3.500000 0.00 3747.84 3317.77 Agency Mortgage-Backed Securities FEPC 04.000 CLZN4495 S6XOOCT0IEG5ABCC6L87 3131YA7G9 2048-12-01 4.000000 0.00 235.34 210.56 Agency Mortgage-Backed Securities FEPC 04.000 CLZA5570 S6XOOCT0IEG5ABCC6L87 31329PFK4 2048-07-01 4.000000 0.00 328865.03 295189.99 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5921 S6XOOCT0IEG5ABCC6L87 31329PSJ3 2048-11-01 4.500000 0.00 1663071.71 1541609.26 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4522 S6XOOCT0IEG5ABCC6L87 3132A5AX3 2043-07-01 3.000000 0.00 428770.65 372690.31 Agency Mortgage-Backed Securities FEPC 03.000 CISB0361 S6XOOCT0IEG5ABCC6L87 3132CWMJ0 2035-07-01 3.000000 0.00 1782.03 1657.99 Agency Mortgage-Backed Securities FEPC 02.500 CTSC0114 S6XOOCT0IEG5ABCC6L87 3132D9DT8 2041-01-01 2.500000 0.00 4697.75 4081.28 Agency Mortgage-Backed Securities FEPC 02.000 CTSC0630 S6XOOCT0IEG5ABCC6L87 3132D9VX9 2042-08-01 2.000000 0.00 1700.37 1431.50 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0823 S6XOOCT0IEG5ABCC6L87 3132DM4G7 2052-01-01 2.500000 0.00 692.32 555.68 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1684 S6XOOCT0IEG5ABCC6L87 3132DN2R3 2052-09-01 4.500000 0.00 3473728.72 3162625.05 Agency Mortgage-Backed Securities FEPC 02.000 CLSD1696 S6XOOCT0IEG5ABCC6L87 3132DN3D3 2047-04-01 2.000000 0.00 4971.08 3837.89 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1790 S6XOOCT0IEG5ABCC6L87 3132DN7B3 2052-09-01 5.000000 0.00 29846011.26 28081090.61 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2181 S6XOOCT0IEG5ABCC6L87 3132DPM62 2053-01-01 5.500000 0.00 1905.33 1846.77 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8522 B1V7KEBTPIMZEU4LTD58 3138WJPG7 2046-12-01 3.000000 0.00 760.70 640.37 Agency Mortgage-Backed Securities FNMS 04.000 CRAS9193 B1V7KEBTPIMZEU4LTD58 3138WKGB5 2044-10-01 4.000000 0.00 217.99 200.83 Agency Mortgage-Backed Securities FNMS 04.000 CLAW7429 B1V7KEBTPIMZEU4LTD58 3138XXHF6 2042-02-01 4.000000 0.00 92097.99 84783.40 Agency Mortgage-Backed Securities FNAR XX.XXX WS735475 B1V7KEBTPIMZEU4LTD58 31402RCL1 2038-03-01 4.375000 0.00 102.24 101.65 Agency Mortgage-Backed Securities FNAR XX.XXX LB837922 B1V7KEBTPIMZEU4LTD58 31407Q4F0 2035-08-01 6.040000 0.00 35.61 36.52 Agency Mortgage-Backed Securities FNMS 05.500 CLDB5277 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Mortgage-Backed Securities FNMS 06.000 CLCB7992 B1V7KEBTPIMZEU4LTD58 3140QT3A5 2054-02-01 6.000000 0.00 1470.74 1476.96 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8011 B1V7KEBTPIMZEU4LTD58 3140QT3V9 2054-02-01 6.500000 0.00 5773641.24 5935396.21 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7439 B1V7KEBTPIMZEU4LTD58 3140QTHR3 2053-11-01 6.000000 0.00 22562307.90 22414780.48 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7504 B1V7KEBTPIMZEU4LTD58 3140QTKS7 2053-11-01 6.000000 0.00 88356.51 88162.24 Agency Mortgage-Backed Securities FNMS 04.500 CLCB7951 B1V7KEBTPIMZEU4LTD58 3140QTZR3 2054-02-01 4.500000 0.00 6394311.00 5835524.95 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8987 B1V7KEBTPIMZEU4LTD58 3140QU6Z4 2054-08-01 5.500000 0.00 5000955.53 4822809.27 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8155 B1V7KEBTPIMZEU4LTD58 3140QUBZ8 2054-03-01 6.000000 0.00 10982056.38 11028503.16 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8220 B1V7KEBTPIMZEU4LTD58 3140QUD29 2054-03-01 5.000000 0.00 2723.70 2550.49 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8219 B1V7KEBTPIMZEU4LTD58 3140QUDZ6 2054-03-01 5.000000 0.00 4635131.98 4347590.54 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8296 B1V7KEBTPIMZEU4LTD58 3140QUGE0 2054-04-01 6.000000 0.00 1414.36 1420.34 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8300 B1V7KEBTPIMZEU4LTD58 3140QUGJ9 2054-04-01 6.500000 0.00 711.68 731.19 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8314 B1V7KEBTPIMZEU4LTD58 3140QUGY6 2054-04-01 5.000000 0.00 878.85 823.23 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8362 B1V7KEBTPIMZEU4LTD58 3140QUJG2 2054-04-01 6.500000 0.00 544.69 555.15 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8497 B1V7KEBTPIMZEU4LTD58 3140QUNP7 2054-05-01 6.000000 0.00 761.93 758.85 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8696 B1V7KEBTPIMZEU4LTD58 3140QUUW4 2054-06-01 6.000000 0.00 785.46 786.75 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8754 B1V7KEBTPIMZEU4LTD58 3140QUWQ5 2054-06-01 5.500000 0.00 877.32 848.72 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9783 B1V7KEBTPIMZEU4LTD58 3140QV2R4 2055-01-01 5.000000 0.00 906.67 846.26 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9819 B1V7KEBTPIMZEU4LTD58 3140QV4D3 2055-01-01 6.000000 0.00 2787.17 2779.13 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9025 B1V7KEBTPIMZEU4LTD58 3140QVA38 2054-08-01 6.500000 0.00 661.22 677.27 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9342 B1V7KEBTPIMZEU4LTD58 3140QVLY8 2054-10-01 6.000000 0.00 16580730.62 16521493.19 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9435 B1V7KEBTPIMZEU4LTD58 3140QVPV0 2054-11-01 5.000000 0.00 2105.18 1969.11 Agency Mortgage-Backed Securities FEPC 06.500 CLSD2364 S6XOOCT0IEG5ABCC6L87 3132DPTV0 2053-02-01 6.500000 0.00 3765029.58 3830699.65 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3551 S6XOOCT0IEG5ABCC6L87 3132DQ5L6 2053-06-01 5.000000 0.00 750.18 705.10 Agency Mortgage-Backed Securities 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6.000000 0.00 870.77 866.49 Agency Mortgage-Backed Securities FNMS 05.000 CLDE8009 B1V7KEBTPIMZEU4LTD58 3140BL3T7 2055-09-01 5.000000 0.00 515900.64 480727.96 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9663 B1V7KEBTPIMZEU4LTD58 3140QVWZ3 2054-12-01 5.500000 0.00 853.50 825.13 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9673 B1V7KEBTPIMZEU4LTD58 3140QVXB5 2054-12-01 5.500000 0.00 18698309.04 18007042.95 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9987 B1V7KEBTPIMZEU4LTD58 3140QWCZ3 2055-02-01 6.000000 0.00 853.62 851.69 Agency Mortgage-Backed Securities FNMS 06.500 CLDF8156 B1V7KEBTPIMZEU4LTD58 3140U0B22 2056-01-01 6.500000 0.00 774.47 788.97 Agency Mortgage-Backed Securities FNMS 05.500 CLDF8370 B1V7KEBTPIMZEU4LTD58 3140U0JQ1 2056-02-01 5.500000 0.00 989.74 961.88 Agency Mortgage-Backed Securities FNMS 05.500 CLDF9052 B1V7KEBTPIMZEU4LTD58 3140U1BW4 2056-01-01 5.500000 0.00 885.73 856.98 Agency Mortgage-Backed Securities FNMS 05.000 CLDG1142 B1V7KEBTPIMZEU4LTD58 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1305676.43 1303996.46 Agency Mortgage-Backed Securities GNII SP 787530 C 549300M8ZYFG0OCMTT87 3622ADHF8 2054-04-20 7.000000 0.00 116.39 119.35 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7124 S6XOOCT0IEG5ABCC6L87 3133KN4H3 2052-04-01 3.500000 0.00 674.79 576.80 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6565 S6XOOCT0IEG5ABCC6L87 3133KNJJ3 2052-01-01 2.500000 0.00 679.43 544.69 Agency Mortgage-Backed Securities GNII SF MA9240 M 549300M8ZYFG0OCMTT87 36179YHR8 2053-10-20 5.000000 0.00 1002.42 946.33 Agency Mortgage-Backed Securities FNMS 04.000 CLBW3665 B1V7KEBTPIMZEU4LTD58 3140MVCB2 2052-07-01 4.000000 0.00 795.34 701.12 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3835 B1V7KEBTPIMZEU4LTD58 3140MVHM3 2052-10-01 5.000000 0.00 5038758.65 4787414.17 Agency Mortgage-Backed Securities FNMS 05.500 CLBW4886 B1V7KEBTPIMZEU4LTD58 3140MWNC6 2053-04-01 5.500000 0.00 573.88 561.82 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6373 B1V7KEBTPIMZEU4LTD58 3140MYCK6 2052-08-01 5.000000 0.00 1628.77 1527.75 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9766 B1V7KEBTPIMZEU4LTD58 3140N2Z87 2053-06-01 5.000000 0.00 546959.24 514162.35 Agency Mortgage-Backed Securities FNMS 04.000 CLBX0516 B1V7KEBTPIMZEU4LTD58 3140N4SE8 2052-10-01 4.000000 0.00 2680594.53 2368123.59 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2816 B1V7KEBTPIMZEU4LTD58 3140N7DW7 2052-11-01 5.000000 0.00 108204.48 102809.28 Agency Mortgage-Backed Securities FNMS 05.000 CLBY3024 B1V7KEBTPIMZEU4LTD58 3140NKLE9 2053-06-01 5.000000 0.00 25520890.65 23860342.71 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9764 B1V7KEBTPIMZEU4LTD58 3140NSZ64 2053-09-01 6.500000 0.00 633.30 652.66 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2583 B1V7KEBTPIMZEU4LTD58 3140Q92R3 2048-11-01 4.500000 0.00 141.14 129.89 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6485 B1V7KEBTPIMZEU4LTD58 3140XAF31 2051-02-01 2.500000 0.00 1200.04 959.11 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9443 B1V7KEBTPIMZEU4LTD58 3140XDP59 2051-10-01 2.500000 0.00 16831483.86 13326392.80 Agency Mortgage-Backed Securities FNMS 01.500 CTFS0316 B1V7KEBTPIMZEU4LTD58 3140XFK67 2041-11-01 1.500000 0.00 3426.38 2769.39 Agency Mortgage-Backed Securities FNMS 03.500 CLFS0539 B1V7KEBTPIMZEU4LTD58 3140XFS51 2052-02-01 3.500000 0.00 614.19 532.96 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0634 B1V7KEBTPIMZEU4LTD58 3140XFV40 2052-03-01 3.000000 0.00 1439.90 1188.11 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1734 B1V7KEBTPIMZEU4LTD58 3140XG4U0 2052-05-01 3.500000 0.00 669.93 573.84 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1428 B1V7KEBTPIMZEU4LTD58 3140XGSS9 2052-04-01 4.000000 0.00 30806881.06 27183967.88 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2592 B1V7KEBTPIMZEU4LTD58 3140XH3A3 2052-08-01 5.000000 0.00 652.40 613.83 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ7226 S6XOOCT0IEG5ABCC6L87 3142GYA47 2056-08-01 6.000000 0.00 2514.93 2484.66 Agency Mortgage-Backed Securities FEPC 05.000 CLTA8492 S6XOOCT0IEG5ABCC6L87 3142JXNJ9 2056-03-01 5.000000 0.00 993.07 928.32 Agency Mortgage-Backed Securities GNII SF MA4653 M 549300M8ZYFG0OCMTT87 36179TE27 2047-08-20 4.000000 0.00 2778.09 2499.84 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ2101 S6XOOCT0IEG5ABCC6L87 3133CSKN0 2054-08-01 5.500000 0.00 5411605.43 5219929.37 Agency Mortgage-Backed Securities 1.23 FCOR 21-30 DY 254900C5LP6DN9OP9V83 3133EL2C7 2030-07-29 1.230000 0.00 1000.00 869.13 Agency Mortgage-Backed Securities 1.95 FCOR 21-40 Q 254900C5LP6DN9OP9V83 3133EL3Q5 2040-08-13 1.950000 0.00 85000.00 53994.54 Agency Mortgage-Backed Securities 1.73 FCOR 21-35 BB 254900C5LP6DN9OP9V83 3133EMEL2 2035-10-26 1.730000 0.00 10000000.00 7435055.56 Agency Mortgage-Backed Securities FEPC 04.000 CLRA2461 S6XOOCT0IEG5ABCC6L87 3133KHWW2 2050-04-01 4.000000 0.00 1291.35 1148.20 Agency Mortgage-Backed Securities FEPC 02.500 CLRA4921 S6XOOCT0IEG5ABCC6L87 3133KLPE1 2051-03-01 2.500000 0.00 3651134.46 2898467.29 Agency Mortgage-Backed Securities FEPC 04.500 CLRA8567 S6XOOCT0IEG5ABCC6L87 3133KQQU3 2052-10-01 4.500000 0.00 709.43 647.86 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8673 S6XOOCT0IEG5ABCC6L87 3133KQT63 2053-05-01 5.500000 0.00 1517.72 1470.46 Agency Mortgage-Backed Securities GNII SF MA7989 M 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.500000 0.00 747183.39 639842.61 Agency Mortgage-Backed Securities GNII SF MA8044 M 549300M8ZYFG0OCMTT87 36179W5D6 2052-05-20 3.500000 0.00 689.54 594.04 Agency Mortgage-Backed Securities GNII SF MA9607 M 549300M8ZYFG0OCMTT87 36179YU85 2054-04-20 6.500000 0.00 332.88 337.04 Agency Mortgage-Backed Securities 04.000 FGPC G16557 G S6XOOCT0IEG5ABCC6L87 3128MFQJ0 2033-07-01 4.000000 0.00 926.38 901.39 Agency Mortgage-Backed Securities 05.500 FGPC H03116 G S6XOOCT0IEG5ABCC6L87 3128MVN90 2037-07-01 5.500000 0.00 86.81 84.80 Agency Mortgage-Backed Securities FMAR 1B8894 G S6XOOCT0IEG5ABCC6L87 3128UHHW8 2041-10-01 6.473000 0.00 1073.22 1126.53 Agency Mortgage-Backed Securities 05.500 FGPC H09119 G S6XOOCT0IEG5ABCC6L87 3128UNDY5 2037-12-01 5.500000 0.00 32.33 31.09 Agency Mortgage-Backed Securities 2.875 FHLB 29 EC 2549001DPIFGXC1TOL40 3130AG3X1 2029-03-09 2.875000 0.00 5935000.00 5645099.48 Agency Mortgage-Backed Securities 4.50 FHOR 26-30 9H 2549001DPIFGXC1TOL40 3130B7BK9 2030-08-14 4.500000 0.00 10000000.00 9834860.00 Agency Mortgage-Backed Securities FEPC 04.000 CLZJ1073 S6XOOCT0IEG5ABCC6L87 3131WRFN0 2041-01-01 4.000000 0.00 2007220.03 1837654.54 Agency Mortgage-Backed Securities FEPC 02.000 CLSD7537 S6XOOCT0IEG5ABCC6L87 3132DVLS2 2051-03-01 2.000000 0.00 17348104.38 13171567.53 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8104 S6XOOCT0IEG5ABCC6L87 3132DWAD5 2050-11-01 1.500000 0.00 1332.30 954.85 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8107 S6XOOCT0IEG5ABCC6L87 3132DWAG8 2050-11-01 2.500000 0.00 471.99 375.46 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8151 S6XOOCT0IEG5ABCC6L87 3132DWBU6 2051-06-01 2.500000 0.00 2157056.49 1711386.81 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8172 S6XOOCT0IEG5ABCC6L87 3132DWCH4 2051-10-01 2.000000 0.00 725.05 547.85 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8212 S6XOOCT0IEG5ABCC6L87 3132DWDR1 2052-05-01 2.500000 0.00 2481.45 1959.60 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8286 S6XOOCT0IEG5ABCC6L87 3132DWF32 2053-01-01 4.000000 0.00 27390836.34 24113775.37 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8264 S6XOOCT0IEG5ABCC6L87 3132DWFD0 2052-11-01 3.500000 0.00 776.92 661.21 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8324 S6XOOCT0IEG5ABCC6L87 3132DWG98 2053-05-01 5.500000 0.00 1338.67 1294.47 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8331 S6XOOCT0IEG5ABCC6L87 3132DWHG1 2053-06-01 5.500000 0.00 13618400.67 13176858.83 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8332 S6XOOCT0IEG5ABCC6L87 3132DWHH9 2053-06-01 6.000000 0.00 981656.84 975514.94 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8382 S6XOOCT0IEG5ABCC6L87 3132DWJ38 2053-12-01 5.000000 0.00 819.36 768.30 Agency Mortgage-Backed Securities FNMS 04.000 CLBC0332 B1V7KEBTPIMZEU4LTD58 3140EULN7 2045-12-01 4.000000 0.00 3345.66 3045.24 Agency Mortgage-Backed Securities FNMS 04.000 CLBD7052 B1V7KEBTPIMZEU4LTD58 3140FEZS6 2047-03-01 4.000000 0.00 270.73 241.71 Agency Mortgage-Backed Securities FNMS 04.000 CLBE5042 B1V7KEBTPIMZEU4LTD58 3140FQS81 2046-08-01 4.000000 0.00 1862.49 1688.53 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0103 B1V7KEBTPIMZEU4LTD58 3140FXDH2 2056-06-01 3.500000 0.00 1023.12 876.48 Agency Mortgage-Backed Securities FNMS 03.500 U3BF0208 B1V7KEBTPIMZEU4LTD58 3140FXGS5 2042-02-01 3.500000 0.00 217.48 195.13 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0226 B1V7KEBTPIMZEU4LTD58 3140FXHC9 2058-01-01 3.500000 0.00 1645.31 1395.76 Agency Mortgage-Backed Securities FNMS 02.500 R3BF0443 B1V7KEBTPIMZEU4LTD58 3140FXP55 2049-09-01 2.500000 0.00 765.03 627.13 Agency Mortgage-Backed Securities FNMS 02.500 R3BF0508 B1V7KEBTPIMZEU4LTD58 3140FXR61 2050-06-01 2.500000 0.00 2057.75 1641.78 Agency Mortgage-Backed Securities FNMS 04.000 I6BF0720 B1V7KEBTPIMZEU4LTD58 3140FXYS5 2063-03-01 4.000000 0.00 734.05 629.74 Agency Mortgage-Backed Securities FNMS 02.500 I6BF0741 B1V7KEBTPIMZEU4LTD58 3140FXZF2 2063-06-01 2.500000 0.00 750.49 572.41 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ5332 B1V7KEBTPIMZEU4LTD58 3140H64S5 2048-05-01 4.000000 0.00 450.75 402.83 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ9246 B1V7KEBTPIMZEU4LTD58 3140HBHY7 2048-06-01 4.000000 0.00 869.35 779.48 Agency Mortgage-Backed Securities FNMS 02.000 CIBK8166 B1V7KEBTPIMZEU4LTD58 3140HNCC4 2035-10-01 2.000000 0.00 365.15 323.35 Agency Mortgage-Backed Securities FNMS 02.500 CLBK8508 B1V7KEBTPIMZEU4LTD58 3140HNN24 2050-12-01 2.500000 0.00 847015.07 673596.26 Agency Mortgage-Backed Securities FNMS 02.000 CLBK8506 B1V7KEBTPIMZEU4LTD58 3140HNNY4 2050-12-01 2.000000 0.00 32586227.50 24776322.56 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL4895 B1V7KEBTPIMZEU4LTD58 3140HWNM0 2035-12-01 2.350000 0.00 1768.79 1411.05 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL8042 B1V7KEBTPIMZEU4LTD58 3140J05C0 2035-09-01 1.460000 0.00 32383900.00 23175735.93 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1193 B1V7KEBTPIMZEU4LTD58 3140J5KF5 2047-05-01 4.000000 0.00 1965.67 1762.11 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1579 B1V7KEBTPIMZEU4LTD58 3140J5XH7 2047-07-01 4.000000 0.00 4992.17 4500.00 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1959 B1V7KEBTPIMZEU4LTD58 3140J6E94 2047-10-01 3.500000 0.00 273.20 237.62 Agency Mortgage-Backed Securities FNMS 04.000 CLBM3307 B1V7KEBTPIMZEU4LTD58 3140J7U94 2048-01-01 4.000000 0.00 717.40 644.52 Agency Mortgage-Backed Securities FNMS 03.500 CLBM3289 B1V7KEBTPIMZEU4LTD58 3140J7UP8 2048-01-01 3.500000 0.00 14099115.64 12300765.60 Agency Mortgage-Backed Securities FNMS 05.500 CLBM4422 B1V7KEBTPIMZEU4LTD58 3140J84G5 2048-08-01 5.500000 0.00 89.62 87.48 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4456 B1V7KEBTPIMZEU4LTD58 3140J85S8 2048-08-01 4.500000 0.00 264.23 244.86 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4484 B1V7KEBTPIMZEU4LTD58 3140J86W8 2047-05-01 4.000000 0.00 183.03 164.93 Agency Mortgage-Backed Securities FNMS 03.500 CLBM3668 B1V7KEBTPIMZEU4LTD58 3140J8CE1 2048-03-01 3.500000 0.00 9795322.00 8516439.31 Agency Mortgage-Backed Securities FNMS 03.500 CLBM3788 B1V7KEBTPIMZEU4LTD58 3140J8F65 2048-03-01 3.500000 0.00 255.10 222.00 Agency Mortgage-Backed Securities FNMS 04.000 CLBM3900 B1V7KEBTPIMZEU4LTD58 3140J8KN2 2048-04-01 4.000000 0.00 205.41 183.72 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5359 B1V7KEBTPIMZEU4LTD58 3140J95V9 2048-07-01 4.000000 0.00 3205470.85 2877737.81 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4560 B1V7KEBTPIMZEU4LTD58 3140J9B67 2048-10-01 4.500000 0.00 242.69 224.99 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5746 B1V7KEBTPIMZEU4LTD58 3140JAL48 2049-03-01 4.000000 0.00 785.07 704.92 Agency Mortgage-Backed Securities MNAR XX.XXX XYBM6491 B1V7KEBTPIMZEU4LTD58 3140JBF92 2032-11-01 1.455725 0.00 5896.66 4763.86 Agency Mortgage-Backed Securities FNMS 04.000 CLBO5991 B1V7KEBTPIMZEU4LTD58 3140K1UR5 2050-01-01 4.000000 0.00 2946090.10 2631230.32 Agency Mortgage-Backed Securities FNMS 03.000 CLBO8988 B1V7KEBTPIMZEU4LTD58 3140K47A2 2050-02-01 3.000000 0.00 787.94 660.80 Agency Mortgage-Backed Securities FNMS 02.500 CKBP3378 B1V7KEBTPIMZEU4LTD58 3140KAXG6 2051-05-01 2.500000 0.00 19971.44 15471.55 Agency Mortgage-Backed Securities FNMS 03.000 CLBP5421 B1V7KEBTPIMZEU4LTD58 3140KDAX8 2050-05-01 3.000000 0.00 445.88 372.19 Agency Mortgage-Backed Securities FNMS 02.500 CLBP7667 B1V7KEBTPIMZEU4LTD58 3140KFQV0 2050-12-01 2.500000 0.00 1804.29 1435.24 Agency Mortgage-Backed Securities FNMS 02.500 CLBR0994 B1V7KEBTPIMZEU4LTD58 3140KYC85 2051-05-01 2.500000 0.00 36007452.03 28862273.28 Agency Mortgage-Backed Securities FNMS 06.500 CLFA1156 B1V7KEBTPIMZEU4LTD58 3140W1JA2 2054-07-01 6.500000 0.00 749.05 766.14 Agency Mortgage-Backed Securities FNMS 05.000 CLFA1158 B1V7KEBTPIMZEU4LTD58 3140W1JC8 2055-02-01 5.000000 0.00 4273.86 3980.98 Agency Mortgage-Backed Securities FNMS 06.500 CLFA2583 B1V7KEBTPIMZEU4LTD58 3140W22R1 2054-09-01 6.500000 0.00 730.52 743.46 Agency Mortgage-Backed Securities FNMS 05.000 CLFA2005 B1V7KEBTPIMZEU4LTD58 3140W2GP0 2055-06-01 5.000000 0.00 1839.93 1719.51 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3507 B1V7KEBTPIMZEU4LTD58 3140W33R8 2055-11-01 5.500000 0.00 2056.23 1993.72 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3254 B1V7KEBTPIMZEU4LTD58 3140W3TL3 2055-10-01 5.500000 0.00 933.96 903.44 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4348 B1V7KEBTPIMZEU4LTD58 3140W4ZN0 2056-01-01 5.500000 0.00 6651044.50 6423382.94 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4550 B1V7KEBTPIMZEU4LTD58 3140W5BU7 2056-03-01 4.500000 0.00 1007.43 911.27 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4972 B1V7KEBTPIMZEU4LTD58 3140W5Q23 2056-03-01 4.500000 0.00 1101.54 995.38 Agency Mortgage-Backed Securities FEPC 05.500 CLQX2047 S6XOOCT0IEG5ABCC6L87 31425WHZ7 2054-12-01 5.500000 0.00 1712.00 1651.87 Agency Mortgage-Backed Securities FEPC 06.000 CLQX3595 S6XOOCT0IEG5ABCC6L87 31425X7H6 2055-01-01 6.000000 0.00 1451.73 1442.89 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ2100 S6XOOCT0IEG5ABCC6L87 31426YKN5 2055-09-01 5.500000 0.00 13873569.58 13366096.00 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ5576 S6XOOCT0IEG5ABCC6L87 31427DFS5 2055-10-01 5.500000 0.00 8388798.67 8090396.99 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0214 S6XOOCT0IEG5ABCC6L87 31427MGY1 2055-02-01 5.500000 0.00 597971.06 577571.61 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0215 S6XOOCT0IEG5ABCC6L87 31427MGZ8 2055-01-01 5.500000 0.00 4828446.63 4681664.54 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1123 S6XOOCT0IEG5ABCC6L87 31427NG94 2055-05-01 6.000000 0.00 3861546.20 3810532.60 Agency 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0.00 6.43 6.34 Agency Mortgage-Backed Securities FNAR XX.XXX WZ889916 B1V7KEBTPIMZEU4LTD58 31410KVH4 2038-09-01 4.300000 0.00 86.32 85.85 Agency Mortgage-Backed Securities FNMS 05.000 CL890481 N/A 31410LJ29 2041-02-01 5.000000 0.00 1427340.77 1382162.26 Agency Mortgage-Backed Securities FNMS 04.000 CL890834 B1V7KEBTPIMZEU4LTD58 31410LV33 2048-01-01 4.000000 0.00 1305.17 1173.39 Agency Mortgage-Backed Securities FNMS 03.500 CLAB5366 B1V7KEBTPIMZEU4LTD58 31417B6C6 2042-06-01 3.500000 0.00 8973263.10 8060856.72 Agency Mortgage-Backed Securities FNAR XX.XXX LBAC1668 B1V7KEBTPIMZEU4LTD58 31417K2A4 2039-09-01 6.455000 0.00 17.91 18.63 Agency Mortgage-Backed Securities FNMS 03.500 CTMA2996 B1V7KEBTPIMZEU4LTD58 31418CKJ2 2037-05-01 3.500000 0.00 879.42 817.69 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4387 B1V7KEBTPIMZEU4LTD58 31418D2V3 2041-07-01 2.000000 0.00 3081.27 2571.74 Agency Mortgage-Backed Securities GNII SF MB0145 M 549300M8ZYFG0OCMTT87 3618N5ET2 2055-01-20 4.500000 0.00 949.70 860.96 Agency Mortgage-Backed Securities GNII SF MB0307 M 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 337151.97 319305.77 Agency Mortgage-Backed Securities GNAR AF MB0494 M 549300M8ZYFG0OCMTT87 3618N5RQ4 2055-07-20 4.500000 0.00 41548407.30 40557643.98 Agency Mortgage-Backed Securities GNII SF MB0622 M 549300M8ZYFG0OCMTT87 3618N5VQ9 2055-09-20 5.000000 0.00 3890.56 3651.35 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8368 S6XOOCT0IEG5ABCC6L87 3132DWJM6 2053-10-01 6.000000 0.00 549.43 545.06 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3653 S6XOOCT0IEG5ABCC6L87 3132E0BW1 2053-08-01 5.000000 0.00 1405.48 1336.12 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3911 S6XOOCT0IEG5ABCC6L87 3132E0KY7 2053-09-01 5.500000 0.00 726.98 703.81 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4213 S6XOOCT0IEG5ABCC6L87 3132E0VE9 2053-11-01 6.500000 0.00 701.58 721.41 Agency Mortgage-Backed Securities 03.000 FGPC Z40290 G S6XOOCT0IEG5ABCC6L87 3132FCKB0 2044-06-15 3.000000 0.00 19210170.16 16830926.56 Agency Mortgage-Backed Securities 04.000 FGPC V83917 G S6XOOCT0IEG5ABCC6L87 3132L9K61 2048-02-01 4.000000 0.00 199.18 178.71 Agency Mortgage-Backed Securities 04.500 FGPC Q63763 G S6XOOCT0IEG5ABCC6L87 3132VQFD3 2049-05-01 4.500000 0.00 2119592.08 1955024.83 Agency Mortgage-Backed Securities 04.000 FGPC Q46684 G S6XOOCT0IEG5ABCC6L87 3132WLNA0 2047-03-01 4.000000 0.00 2496262.80 2254924.67 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1023 S6XOOCT0IEG5ABCC6L87 31334XD48 2049-07-01 3.500000 0.00 288.47 251.00 Agency Mortgage-Backed Securities FEPC 02.500 CLQB3456 S6XOOCT0IEG5ABCC6L87 3133A9ZV0 2050-09-01 2.500000 0.00 543.35 434.35 Agency Mortgage-Backed Securities FEPC 02.500 CLQB4023 S6XOOCT0IEG5ABCC6L87 3133AAPG1 2050-09-01 2.500000 0.00 3297.80 2628.19 Agency Mortgage-Backed Securities FEPC 02.500 CLQC2508 S6XOOCT0IEG5ABCC6L87 3133ALYD4 2051-06-01 2.500000 0.00 10381899.55 8274362.41 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5109 S6XOOCT0IEG5ABCC6L87 31427SVB1 2056-05-01 5.500000 0.00 3954968.48 3802190.25 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ0879 S6XOOCT0IEG5ABCC6L87 3142GQ6R8 2054-02-01 5.500000 0.00 2719953.25 2623121.71 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ0273 S6XOOCT0IEG5ABCC6L87 3142GQJT0 2053-11-01 5.500000 0.00 633945.11 613765.72 Agency Mortgage-Backed Securities FEPC 07.500 CLRJ1243 S6XOOCT0IEG5ABCC6L87 3142GRLZ1 2054-03-01 7.500000 0.00 994880.72 1049228.73 Agency Mortgage-Backed Securities FEPC 07.000 CLRJ1455 S6XOOCT0IEG5ABCC6L87 3142GRTM2 2054-05-01 7.000000 0.00 1241485.25 1290313.97 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3065 S6XOOCT0IEG5ABCC6L87 3142GTMP8 2054-12-01 5.500000 0.00 17144430.53 16558597.72 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3251 S6XOOCT0IEG5ABCC6L87 3142GTTH9 2055-01-01 5.500000 0.00 17251188.65 16653392.80 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4185 S6XOOCT0IEG5ABCC6L87 3142GUUK7 2055-05-01 6.500000 0.00 9811118.08 9994037.66 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5597 S6XOOCT0IEG5ABCC6L87 3142GWGF0 2055-12-01 5.000000 0.00 15085.31 14045.72 Agency Mortgage-Backed Securities FEPC 03.000 CLQD6216 S6XOOCT0IEG5ABCC6L87 3133B33Z8 2052-02-01 3.000000 0.00 31776.57 26319.32 Agency Mortgage-Backed Securities FEPC 02.000 CLQD6642 S6XOOCT0IEG5ABCC6L87 3133B4LX1 2047-02-01 2.000000 0.00 738.11 570.50 Agency Mortgage-Backed Securities FEPC 03.000 CLQD7878 S6XOOCT0IEG5ABCC6L87 3133B5XF4 2052-03-01 3.000000 0.00 3050356.32 2555846.79 Agency Mortgage-Backed Securities FEPC 04.000 CLQE3361 S6XOOCT0IEG5ABCC6L87 3133BCWW3 2052-06-01 4.000000 0.00 298204.35 263171.66 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8029 S6XOOCT0IEG5ABCC6L87 3133BH4N3 2052-08-01 5.000000 0.00 661.01 621.92 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0466 S6XOOCT0IEG5ABCC6L87 3133BMQT5 2052-09-01 5.000000 0.00 556.79 523.24 Agency Mortgage-Backed Securities FEPC 05.500 CLQF2717 S6XOOCT0IEG5ABCC6L87 3133BQAS5 2052-11-01 5.500000 0.00 705.94 684.84 Agency Mortgage-Backed Securities FEPC 06.000 CLQF5589 S6XOOCT0IEG5ABCC6L87 3133BTF62 2053-01-01 6.000000 0.00 613.16 614.17 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0747 S6XOOCT0IEG5ABCC6L87 3133C0ZL9 2053-04-01 5.000000 0.00 56313.57 53033.35 Agency Mortgage-Backed Securities FEPC 06.500 CLQH1526 S6XOOCT0IEG5ABCC6L87 3133CDVT8 2053-09-01 6.500000 0.00 709.68 731.37 Agency Mortgage-Backed Securities FNMS 02.000 CLBR2660 B1V7KEBTPIMZEU4LTD58 3140L05W3 2051-02-01 2.000000 0.00 705.48 527.03 Agency Mortgage-Backed Securities FNMS 02.500 CLBR2807 B1V7KEBTPIMZEU4LTD58 3140L1DM4 2050-12-01 2.500000 0.00 12110077.79 9667885.50 Agency Mortgage-Backed Securities FNMS 02.500 CLBR7215 B1V7KEBTPIMZEU4LTD58 3140L6AR5 2051-04-01 2.500000 0.00 23609739.96 18749176.56 Agency Mortgage-Backed Securities FNMS 02.500 CLBR7223 B1V7KEBTPIMZEU4LTD58 3140L6AZ7 2051-04-01 2.500000 0.00 1350.60 1073.26 Agency Mortgage-Backed Securities FNMS 02.500 CLBR8795 B1V7KEBTPIMZEU4LTD58 3140L7XZ0 2051-05-01 2.500000 0.00 3003.68 2395.76 Agency Mortgage-Backed Securities FNMS 02.500 CLBR9345 B1V7KEBTPIMZEU4LTD58 3140L8L32 2051-05-01 2.500000 0.00 11287282.45 9061214.64 Agency Mortgage-Backed Securities FNMS 02.500 CLBR9341 B1V7KEBTPIMZEU4LTD58 3140L8LX6 2051-05-01 2.500000 0.00 1248.61 1005.05 Agency Mortgage-Backed Securities FNMS 02.500 CLBR9357 B1V7KEBTPIMZEU4LTD58 3140L8MF4 2051-05-01 2.500000 0.00 12588383.60 10123123.51 Agency Mortgage-Backed Securities FNMS 02.500 CLBR9718 B1V7KEBTPIMZEU4LTD58 3140L8YQ7 2051-04-01 2.500000 0.00 8103625.65 6492980.53 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0837 B1V7KEBTPIMZEU4LTD58 3140LN4X2 2051-06-01 2.500000 0.00 668.11 531.35 Agency Mortgage-Backed Securities FNMS 02.500 CLBT1339 B1V7KEBTPIMZEU4LTD58 3140LPPZ9 2051-07-01 2.500000 0.00 4893.65 3834.73 Agency Mortgage-Backed Securities FNMS 02.500 CLBT3222 B1V7KEBTPIMZEU4LTD58 3140LRSL3 2051-07-01 2.500000 0.00 5760.46 4572.91 Agency Mortgage-Backed Securities FNMS 02.000 REBT7247 B1V7KEBTPIMZEU4LTD58 3140LWBR7 2051-09-01 2.000000 0.00 1773.46 1343.49 Agency Mortgage-Backed Securities FNMS 04.500 CLBT7954 B1V7KEBTPIMZEU4LTD58 3140LWZU4 2052-10-01 4.500000 0.00 2651.59 2416.50 Agency Mortgage-Backed Securities FNMS 04.500 CLBT8301 B1V7KEBTPIMZEU4LTD58 3140LXGK5 2052-08-01 4.500000 0.00 1312.75 1195.02 Agency Mortgage-Backed Securities FNMS 02.000 CLBT9375 B1V7KEBTPIMZEU4LTD58 3140LYMZ3 2051-11-01 2.000000 0.00 28277235.30 21643653.53 Agency Mortgage-Backed Securities FNMS 02.500 CLBU2794 B1V7KEBTPIMZEU4LTD58 3140M4C89 2051-11-01 2.500000 0.00 8900.88 7151.62 Agency Mortgage-Backed Securities FNMS 03.000 CLBU8766 B1V7KEBTPIMZEU4LTD58 3140MAW42 2052-04-01 3.000000 0.00 3515003.18 2946302.62 Agency Mortgage-Backed Securities FNMS 03.500 CLBV4583 B1V7KEBTPIMZEU4LTD58 3140MJCV5 2052-04-01 3.500000 0.00 280409.83 239264.30 Agency Mortgage-Backed Securities FNMS 05.000 CLBV7861 B1V7KEBTPIMZEU4LTD58 3140MMWX2 2052-07-01 5.000000 0.00 761.92 725.19 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1374 B1V7KEBTPIMZEU4LTD58 3140MSQ40 2052-11-01 4.500000 0.00 800.81 730.14 Agency Mortgage-Backed Securities FNMS 03.000 CIFM2398 B1V7KEBTPIMZEU4LTD58 3140X5UY7 2033-06-01 3.000000 0.00 5312020.50 5107824.66 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2984 B1V7KEBTPIMZEU4LTD58 3140X6J69 2045-08-01 4.000000 0.00 269.84 245.99 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4070 B1V7KEBTPIMZEU4LTD58 3140X7QY8 2050-08-01 2.500000 0.00 2095.55 1678.22 Agency Mortgage-Backed Securities FNMS 02.000 CIFM4517 B1V7KEBTPIMZEU4LTD58 3140X8AT4 2035-10-01 2.000000 0.00 2344.70 2081.26 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1384 B1V7KEBTPIMZEU4LTD58 3140XGRE1 2052-04-01 4.000000 0.00 22101732.43 19511591.11 Agency Mortgage-Backed Securities United States Treasury Bill 254900HROIFWPRGM1V77 912797TC1 2026-12-24 0.00 0.00 1400.00 1386.87 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 13200.00 13097.98 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 11247900.00 10949459.90 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 13000.00 12857.41 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 100.00 100.43 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 21018000.00 20309929.51 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 10674300.00 9973260.01 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 7750000.00 7158179.00 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 16124700.00 15393614.16 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 1500.00 966.10 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 527700.00 333354.55 U.S. Treasuries (including strips) 3 3/8 BOND 42 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 100.00 77.13 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 30067800.00 25399623.71 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 531800.00 439168.55 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 1984000.00 1766443.49 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 200.00 161.61 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 469400.00 412615.74 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 2872000.00 2319678.50 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 300.00 269.97 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 100.00 86.04 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 800.00 721.04 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 14565400.00 12789783.06 U.S. Treasuries (including strips) 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 796700.00 727727.89 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 32924400.00 32284588.37 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 21370900.00 20701462.46 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 5946400.00 5901010.45 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 200.00 189.76 U.S. Treasuries (including strips) 4 NOTE BC 28 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 104972600.00 104987121.20 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 4366200.00 4256276.55 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 44965300.00 34350420.32 U.S. Treasuries (including strips) 2 1/4 BOND 46 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 431400.00 256040.86 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 18536400.00 11929517.29 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 100.00 67.03 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 100.00 58.17 U.S. Treasuries (including strips) 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 7433400.00 3191422.51 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 2600.00 1228.91 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 100.00 60.08 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 1000.00 498.83 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 300.00 170.81 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 100.00 100.35 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 500.00 483.29 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 300.00 302.88 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 8356800.00 8386249.27 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 52223000.00 43803098.77 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 100.00 85.15 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 1479700.00 1420268.78 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 3033400.00 2948391.75 U.S. Treasuries (including strips) Y 2026-10-29 2026-10-29 2026-10-29 N N N 0.0399 1500000000.00 1500000000.00 0.0125 N N N Y Fixed Income Clearing Corp. - Standard Chartered Bank Fixed Income Clearing Corp. - Standard Chartered Bank 3.900000% 935QTY008 U4LOSYZ7YG4W3S5F2G91 935QTY008_3.90_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y BILL 11/27/26 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0.00 0.00 100.00 99.37 U.S. Treasuries (including strips) BILL 10/15/26 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0.00 0.00 1101000.00 1099362.81 U.S. Treasuries (including strips) BILL 10/15/26 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0.00 0.00 39210100.00 39151794.58 U.S. Treasuries (including strips) BILL 10/22/26 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0.00 0.00 4510700.00 4500577.99 U.S. Treasuries (including strips) BILL 11/05/26 254900HROIFWPRGM1V77 912797UM7 2026-11-05 0.00 0.00 249945000.00 248992959.50 U.S. Treasuries (including strips) BILL 10/13/26 254900HROIFWPRGM1V77 912797VL8 2026-10-13 0.00 0.00 569000.00 568273.96 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 49726000.00 49874159.03 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 27 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 9000.00 8981.61 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 18000000.00 18219204.59 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 50000000.00 47347175.00 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 5000000.00 4987077.50 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 49878100.00 46602330.84 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 50000000.00 49468728.69 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 89867800.00 88537666.69 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 2559400.00 2549981.41 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 6400000.00 6012185.60 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 5097000.00 2533623.13 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 218700.00 168346.62 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 304000.00 194621.10 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 17065300.00 15193996.00 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 11350000.00 9171146.18 U.S. Treasuries (including strips) 4 3/4 BOND 45 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 1621200.00 1461186.75 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 2577600.00 2263373.81 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 100.00 97.68 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 8099000.00 7710047.55 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 100.00 89.41 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 2465800.00 2446267.17 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 100.00 94.47 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 18000000.00 16954191.94 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 5298000.00 5035160.92 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 50000000.00 48388036.68 U.S. Treasuries (including strips) 5 NOTE AD 31 254900HROIFWPRGM1V77 91282CRN3 2031-09-30 5.000000 0.00 3747000.00 3735166.97 U.S. Treasuries (including strips) 4 1/4 BOND 39 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 16480400.00 15054903.08 U.S. Treasuries (including strips) 4 1/4 BOND 40 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 100.00 89.56 U.S. Treasuries (including strips) 3 1/8 BOND 41 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 1480800.00 1131230.14 U.S. Treasuries (including strips) 3 BOND 42 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 300.00 222.70 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 44600.00 31410.82 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 100.00 70.69 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 100.00 70.69 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 200.00 142.64 U.S. Treasuries (including strips) 3 BOND 45 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 4119900.00 2878116.82 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 430100.00 270576.34 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 100.00 63.24 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 9543900.00 6142191.58 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 1942100.00 1301754.67 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 7500000.00 3935835.00 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 400.00 231.63 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 100.00 47.27 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 11592700.00 6964433.35 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 30378300.00 15153751.69 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 149813600.00 85299257.07 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 811200.00 806407.14 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 13253900.00 12328098.52 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 966100.00 960960.05 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 48015100.00 46215686.11 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 20016700.00 19865373.75 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 5376400.00 5275342.15 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 175000.00 165507.08 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 1665300.00 1681289.79 U.S. Treasuries (including strips) 4 1/4 NOTE BL 26 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 19200.00 19475.67 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 46289000.00 44906440.15 U.S. Treasuries (including strips) 4 NOTE AV 27 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 1094100.00 1097955.60 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 100.00 96.69 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 4384700.00 3795044.45 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 5023000.00 4347505.70 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 220000.00 220460.53 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 7933100.00 7867880.93 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 127700.00 127980.48 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 800.00 771.53 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 2666700.00 2566058.08 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 500.00 490.04 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 6478000.00 6410470.93 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 400.00 365.17 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0395 1000000000.00 1000000000.00 0.0083 N Y Y N Fixed Income Clearing Corp. - Wells Fargo Bank Fixed Income Clearing Corp. - Wells Fargo Bank 3.900000% 936ZZN004 HPFHU0OQ28E4N0NFVK49 936ZZN004_3.90_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y 4 1/4 NOTE E 35 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 698999600.00 653092451.80 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 383976900.00 366907603.40 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0395 1000000000.00 1000000000.00 0.0083 N Y Y N Fixed Income Clearing Corp. - Mizuho Bank Fixed Income Clearing Corp. - Mizuho Bank 3.900000% 945ABD006 5493004GRDTUI7EMIZ82 945ABD006_3.90_1001 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FICC Y FEPC 02.000 CIRC2382 S6XOOCT0IEG5ABCC6L87 3133L8UF0 2037-02-01 2.000000 0.00 429720.01 379258.46 Agency Mortgage-Backed Securities FEPC 02.500 ZLSI2106 S6XOOCT0IEG5ABCC6L87 3133USKT7 2051-05-25 2.500000 0.00 12566.25 9960.14 Agency Mortgage-Backed Securities FEPC 05.000 CLTC0207 S6XOOCT0IEG5ABCC6L87 3133W4GQ9 2056-08-01 5.000000 0.00 7468260.06 6962814.03 Agency Mortgage-Backed Securities FEPC 05.500 CLTC0530 S6XOOCT0IEG5ABCC6L87 3133W4ST0 2056-08-01 5.500000 0.00 29085949.84 27932562.67 Agency Mortgage-Backed Securities FEPC 05.500 CIQO5184 S6XOOCT0IEG5ABCC6L87 3133WPXM2 2041-03-01 5.500000 0.00 1103872.20 1099870.18 Agency Mortgage-Backed Securities FEPC 05.500 CIQO6214 S6XOOCT0IEG5ABCC6L87 3133WQ3X9 2041-09-01 5.500000 0.00 1378396.00 1376475.28 Agency Mortgage-Backed Securities FEPC 05.000 CIQO6235 S6XOOCT0IEG5ABCC6L87 3133WQ4U4 2041-09-01 5.000000 0.00 703732.00 688527.71 Agency Mortgage-Backed Securities FEPC 04.000 CLQA4650 S6XOOCT0IEG5ABCC6L87 31346YEX7 2049-11-01 4.000000 0.00 385.06 344.32 Agency Mortgage-Backed Securities FNMS 08.000 CL253356 B1V7KEBTPIMZEU4LTD58 31371JMD3 2030-07-01 8.000000 0.00 311.29 319.03 Agency Mortgage-Backed Securities FNMS 05.500 CL254693 B1V7KEBTPIMZEU4LTD58 31371K3A7 2033-03-01 5.500000 0.00 287.92 287.11 Agency Mortgage-Backed Securities FNMS 08.000 CL253947 B1V7KEBTPIMZEU4LTD58 31371KBQ3 2031-07-01 8.000000 0.00 841.70 865.70 Agency Mortgage-Backed Securities FNMS 05.500 CL254477 B1V7KEBTPIMZEU4LTD58 31371KUA7 2032-10-01 5.500000 0.00 1213.59 1225.53 Agency Mortgage-Backed Securities FNMS 07.000 K2255062 B1V7KEBTPIMZEU4LTD58 31371LJF7 2033-11-01 7.000000 0.00 87.64 88.45 Agency Mortgage-Backed Securities FNMS 06.000 CT256478 B1V7KEBTPIMZEU4LTD58 31371M2K2 2026-11-01 6.000000 0.00 288.40 288.92 Agency Mortgage-Backed Securities FNMS 06.000 CL255900 B1V7KEBTPIMZEU4LTD58 31371MGH4 2035-09-01 6.000000 0.00 9865.49 10066.54 Agency Mortgage-Backed Securities FNMS 06.000 CL256270 B1V7KEBTPIMZEU4LTD58 31371MT31 2036-05-01 6.000000 0.00 4738.97 4760.27 Agency Mortgage-Backed Securities FNMS 08.000 CL535039 B1V7KEBTPIMZEU4LTD58 31384VLU4 2029-12-01 8.000000 0.00 177.54 182.18 Agency Mortgage-Backed Securities FNMS 07.500 CL535996 B1V7KEBTPIMZEU4LTD58 31384WNM8 2031-06-01 7.500000 0.00 441.97 452.57 Agency Mortgage-Backed Securities FNMS 05.500 CL555330 B1V7KEBTPIMZEU4LTD58 31385W4P1 2033-04-01 5.500000 0.00 92.85 92.35 Agency Mortgage-Backed Securities FNMS 05.500 CL555424 B1V7KEBTPIMZEU4LTD58 31385XAZ0 2033-05-01 5.500000 0.00 43.30 43.14 Agency Mortgage-Backed Securities FNMS 08.000 CL557288 B1V7KEBTPIMZEU4LTD58 31386ACZ7 2030-09-01 8.000000 0.00 65.47 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589093.60 Agency Mortgage-Backed Securities FNMS 05.000 CLDH2083 B1V7KEBTPIMZEU4LTD58 3140UHJ50 2056-06-01 5.000000 0.00 1546683.58 1447901.19 Agency Mortgage-Backed Securities FNMS 05.000 CLDH2086 B1V7KEBTPIMZEU4LTD58 3140UHJ84 2056-06-01 5.000000 0.00 1005045.81 938556.79 Agency Mortgage-Backed Securities FNMS 05.000 CLDH2062 B1V7KEBTPIMZEU4LTD58 3140UHJG6 2056-06-01 5.000000 0.00 1821421.34 1702447.52 Agency Mortgage-Backed Securities FNMS 05.500 CLDH2066 B1V7KEBTPIMZEU4LTD58 3140UHJL5 2056-05-01 5.500000 0.00 1099152.44 1057433.62 Agency Mortgage-Backed Securities FNMS 05.000 CLDH2072 B1V7KEBTPIMZEU4LTD58 3140UHJS0 2056-06-01 5.000000 0.00 1092958.68 1019743.32 Agency Mortgage-Backed Securities FNMS 05.500 CLDH2117 B1V7KEBTPIMZEU4LTD58 3140UHK74 2056-07-01 5.500000 0.00 1156035.32 1119480.97 Agency Mortgage-Backed Securities FNMS 05.000 CLDH2483 B1V7KEBTPIMZEU4LTD58 3140UHXM7 2056-05-01 5.000000 0.00 288846.55 272083.85 Agency Mortgage-Backed Securities FNMS 04.500 CLDH2484 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Agency Mortgage-Backed Securities FNMS 06.500 CLDH7811 B1V7KEBTPIMZEU4LTD58 3140UPVD1 2056-09-01 6.500000 0.00 7567255.00 7686001.21 Agency Mortgage-Backed Securities FNMS 05.000 CLDH8128 B1V7KEBTPIMZEU4LTD58 3140UQA67 2056-09-01 5.000000 0.00 1612805.87 1515596.86 Agency Mortgage-Backed Securities FNMS 05.500 CLDH9895 B1V7KEBTPIMZEU4LTD58 3140UR7H5 2056-07-01 5.500000 0.00 1284933.96 1241753.18 Agency Mortgage-Backed Securities FNMS 05.000 CLDH9136 B1V7KEBTPIMZEU4LTD58 3140UREJ3 2056-09-01 5.000000 0.00 1670010.83 1571015.56 Agency Mortgage-Backed Securities FNMS 06.000 CLDH9187 B1V7KEBTPIMZEU4LTD58 3140URF52 2056-09-01 6.000000 0.00 4548132.00 4504180.37 Agency Mortgage-Backed Securities FNMS 06.500 CLDH9172 B1V7KEBTPIMZEU4LTD58 3140URFN3 2056-09-01 6.500000 0.00 11395889.00 11526190.86 Agency Mortgage-Backed Securities FNMS 05.500 CLDI1081 B1V7KEBTPIMZEU4LTD58 3140UUFX4 2056-08-01 5.500000 0.00 2066009.06 1986171.35 Agency Mortgage-Backed Securities FNMS 05.500 CIDI1454 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5.500000 0.00 449111.74 445827.63 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6562 S6XOOCT0IEG5ABCC6L87 3133KNJF1 2052-01-01 2.500000 0.00 625.79 505.85 Agency Mortgage-Backed Securities FEPC 05.500 CLTC3113 S6XOOCT0IEG5ABCC6L87 3130G2K33 2056-08-01 5.500000 0.00 998.82 964.91 Agency Mortgage-Backed Securities FEPC 05.000 CLTC4573 S6XOOCT0IEG5ABCC6L87 3130G36K9 2056-07-01 5.000000 0.00 1306953.00 1222468.65 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8180 B1V7KEBTPIMZEU4LTD58 3140NDCS4 2053-04-01 5.500000 0.00 4747933.06 4577238.01 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3521 B1V7KEBTPIMZEU4LTD58 3140NK4F5 2053-06-01 5.500000 0.00 2420369.18 2336892.00 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1009 B1V7KEBTPIMZEU4LTD58 3140Q8DP7 2048-01-01 4.000000 0.00 4879186.25 4371834.91 Agency Mortgage-Backed Securities FNMS 03.500 CLFM6411 B1V7KEBTPIMZEU4LTD58 3140XADR0 2045-11-01 3.500000 0.00 4148357.70 3644147.41 Agency Mortgage-Backed Securities FNMS 02.000 CLFM7203 B1V7KEBTPIMZEU4LTD58 3140XBAD2 2051-05-01 2.000000 0.00 1407799.43 1068628.33 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7599 B1V7KEBTPIMZEU4LTD58 3140XBNR7 2051-01-01 3.500000 0.00 208575.47 179555.63 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0037 B1V7KEBTPIMZEU4LTD58 3140XFBF7 2051-08-01 3.000000 0.00 104002.86 87216.97 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0630 B1V7KEBTPIMZEU4LTD58 3140XFVY4 2052-02-01 3.000000 0.00 421830.14 348801.50 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2654 B1V7KEBTPIMZEU4LTD58 3140XH5Q6 2052-08-01 4.000000 0.00 4739771.72 4186262.23 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1831 B1V7KEBTPIMZEU4LTD58 3140XHA98 2052-05-01 4.000000 0.00 664648.69 590547.15 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6766 S6XOOCT0IEG5ABCC6L87 3133KNQT3 2052-02-01 2.500000 0.00 146312.42 117277.29 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7559 S6XOOCT0IEG5ABCC6L87 3133KPMG0 2052-06-01 4.000000 0.00 4698.51 4170.22 Agency Mortgage-Backed Securities FEPC 05.500 CLRA7615 S6XOOCT0IEG5ABCC6L87 3133KPN87 2052-10-01 5.500000 0.00 5717.51 5549.69 Agency Mortgage-Backed Securities 07.000 FGPC G05394 G S6XOOCT0IEG5ABCC6L87 3128M7KF2 2035-05-01 7.000000 0.00 983709.40 1015205.70 Agency Mortgage-Backed Securities 03.000 FGPC G18681 G S6XOOCT0IEG5ABCC6L87 3128MMXK4 2033-03-01 3.000000 0.00 2185.67 2073.71 Agency Mortgage-Backed Securities FEPC 05.500 CLTC4081 S6XOOCT0IEG5ABCC6L87 3130G3M70 2056-09-01 5.500000 0.00 3107913.86 2996891.59 Agency Mortgage-Backed Securities FEPC 05.500 CLTC4083 S6XOOCT0IEG5ABCC6L87 3130G3M96 2056-09-01 5.500000 0.00 7265557.88 6984152.33 Agency Mortgage-Backed Securities FEPC 05.500 CLTC4084 S6XOOCT0IEG5ABCC6L87 3130G3NA2 2056-08-01 5.500000 0.00 8702205.61 8362928.86 Agency Mortgage-Backed Securities FEPC 06.000 CLTC6015 S6XOOCT0IEG5ABCC6L87 3130G5SD6 2056-09-01 6.000000 0.00 254773.00 253546.35 Agency Mortgage-Backed Securities FEPC 05.500 CLZI9164 S6XOOCT0IEG5ABCC6L87 3131WNFD1 2039-09-01 5.500000 0.00 206225.72 204320.72 Agency Mortgage-Backed Securities FEPC 05.500 CLZI9945 S6XOOCT0IEG5ABCC6L87 3131WPBN8 2040-04-01 5.500000 0.00 78947.63 78010.02 Agency Mortgage-Backed Securities FEPC 04.000 CLZJ0564 S6XOOCT0IEG5ABCC6L87 3131WQTV9 2040-10-01 4.000000 0.00 351270.09 324182.68 Agency Mortgage-Backed Securities FEPC 04.000 CLZJ0616 S6XOOCT0IEG5ABCC6L87 3131WQVH7 2040-10-01 4.000000 0.00 22.02 20.31 Agency Mortgage-Backed Securities FEPC 04.000 CLZJ1097 S6XOOCT0IEG5ABCC6L87 3131WRGE9 2041-01-01 4.000000 0.00 283150.34 260895.92 Agency Mortgage-Backed Securities FEPC 04.000 CLZJ1377 S6XOOCT0IEG5ABCC6L87 3131WRQ65 2041-03-01 4.000000 0.00 427965.26 391401.72 Agency Mortgage-Backed Securities FEPC 08.000 CLZJ5090 S6XOOCT0IEG5ABCC6L87 3131WVUP9 2030-11-01 8.000000 0.00 171.78 174.41 Agency Mortgage-Backed Securities FEPC 05.000 CTZJ9240 S6XOOCT0IEG5ABCC6L87 3131X1HR5 2028-03-01 5.000000 0.00 2.19 2.20 Agency Mortgage-Backed Securities FEPC 04.000 CLSD7560 S6XOOCT0IEG5ABCC6L87 3132DVMH5 2053-02-01 4.000000 0.00 9205.32 8206.84 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8199 S6XOOCT0IEG5ABCC6L87 3132DWDC4 2052-03-01 2.000000 0.00 15979.32 12009.43 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8240 S6XOOCT0IEG5ABCC6L87 3132DWEM1 2052-07-01 2.000000 0.00 2038207.81 1533362.30 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8328 S6XOOCT0IEG5ABCC6L87 3132DWHD8 2053-06-01 4.500000 0.00 5451.52 4961.70 Agency Mortgage-Backed Securities FNMS 06.000 CLDF0689 B1V7KEBTPIMZEU4LTD58 3140BQXT3 2055-09-01 6.000000 0.00 8092377.66 8054856.00 Agency Mortgage-Backed Securities FNMS 06.000 CLDF1443 B1V7KEBTPIMZEU4LTD58 3140BRS91 2055-10-01 6.000000 0.00 349473.89 346382.91 Agency Mortgage-Backed Securities FNMS 06.500 CLDF2913 B1V7KEBTPIMZEU4LTD58 3140BTGX7 2055-11-01 6.500000 0.00 974412.88 998535.55 Agency Mortgage-Backed Securities FNMS 04.500 CLDF2952 B1V7KEBTPIMZEU4LTD58 3140BTH65 2055-11-01 4.500000 0.00 1175392.50 1066145.64 Agency Mortgage-Backed Securities FNMS 06.500 CLDF3739 B1V7KEBTPIMZEU4LTD58 3140BUEM0 2055-10-01 6.500000 0.00 993074.97 1010449.92 Agency Mortgage-Backed Securities FNMS 05.500 CIDF3960 B1V7KEBTPIMZEU4LTD58 3140BUMJ8 2041-01-01 5.500000 0.00 1498201.73 1494043.56 Agency Mortgage-Backed Securities FNMS 06.500 CLDF4297 B1V7KEBTPIMZEU4LTD58 3140BUX31 2056-01-01 6.500000 0.00 812674.76 836706.46 Agency Mortgage-Backed Securities FNMS 06.500 CLDF5019 B1V7KEBTPIMZEU4LTD58 3140BVSH4 2055-11-01 6.500000 0.00 1604414.46 1654595.91 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5076 B1V7KEBTPIMZEU4LTD58 3140BVUA6 2055-11-01 5.000000 0.00 1819810.76 1698015.88 Agency Mortgage-Backed Securities FNMS 06.500 CLDF5092 B1V7KEBTPIMZEU4LTD58 3140BVUS7 2055-11-01 6.500000 0.00 1047179.14 1072314.70 Agency Mortgage-Backed Securities FNMS 06.500 CLDF5142 B1V7KEBTPIMZEU4LTD58 3140BVWC0 2055-12-01 6.500000 0.00 1244298.50 1274169.26 Agency Mortgage-Backed Securities FNMS 05.000 CLDF6018 B1V7KEBTPIMZEU4LTD58 3140BWVL9 2055-12-01 5.000000 0.00 1037279.06 982947.19 Agency Mortgage-Backed Securities FNMS 05.000 CLDF6096 B1V7KEBTPIMZEU4LTD58 3140BWX29 2056-01-01 5.000000 0.00 982.90 928.98 Agency Mortgage-Backed Securities FNMS 05.000 CLDF6095 B1V7KEBTPIMZEU4LTD58 3140BWXZ6 2056-01-01 5.000000 0.00 3115229.45 2899938.37 Agency Mortgage-Backed Securities FNMS 06.500 CLDF6755 B1V7KEBTPIMZEU4LTD58 3140BXQH2 2056-01-01 6.500000 0.00 827707.26 844850.00 Agency Mortgage-Backed Securities FNMS 03.500 CLBA2901 B1V7KEBTPIMZEU4LTD58 3140E7GK0 2045-11-01 3.500000 0.00 2788214.48 2444334.07 Agency Mortgage-Backed Securities FNMS 03.500 CLBC1747 B1V7KEBTPIMZEU4LTD58 3140EV5H6 2046-01-01 3.500000 0.00 3919265.55 3442798.26 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0169 B1V7KEBTPIMZEU4LTD58 3140FXFK3 2057-01-01 3.500000 0.00 701632.49 596071.49 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ0650 B1V7KEBTPIMZEU4LTD58 3140H1WL0 2048-03-01 3.500000 0.00 50046.47 43443.56 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ4916 B1V7KEBTPIMZEU4LTD58 3140H6PA1 2048-03-01 3.500000 0.00 166751.29 144533.25 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4600 B1V7KEBTPIMZEU4LTD58 3140J9DE8 2042-08-01 4.500000 0.00 222.17 209.32 Agency Mortgage-Backed Securities FNMS 04.500 CKBQ1104 B1V7KEBTPIMZEU4LTD58 3140KLGN6 2050-04-01 4.500000 0.00 1251146.23 1111159.24 Agency Mortgage-Backed Securities FNMS 03.500 CLFA0753 B1V7KEBTPIMZEU4LTD58 3140W0ZT5 2050-07-01 3.500000 0.00 3825948.96 3427217.91 Agency Mortgage-Backed Securities FNMS 03.500 CLFA1690 B1V7KEBTPIMZEU4LTD58 3140W12Y8 2052-04-01 3.500000 0.00 8721040.00 7496949.98 Agency Mortgage-Backed Securities FNMS 03.000 CLFA2577 B1V7KEBTPIMZEU4LTD58 3140W22K6 2053-03-01 3.000000 0.00 7543928.57 6267410.36 Agency Mortgage-Backed Securities FNMS 05.000 CLFA2594 B1V7KEBTPIMZEU4LTD58 3140W23C3 2049-08-01 5.000000 0.00 875.79 835.18 Agency Mortgage-Backed Securities FNMS 03.500 CLFA2674 B1V7KEBTPIMZEU4LTD58 3140W26L0 2052-04-01 3.500000 0.00 3456865.20 2991251.19 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1810 B1V7KEBTPIMZEU4LTD58 3140W2AL5 2055-05-01 6.000000 0.00 8456196.54 8368525.51 Agency Mortgage-Backed Securities FNMS 04.000 CLFA1952 B1V7KEBTPIMZEU4LTD58 3140W2E23 2053-07-01 4.000000 0.00 4811694.08 4276577.03 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3555 B1V7KEBTPIMZEU4LTD58 3140W35R6 2055-11-01 6.500000 0.00 7828660.50 7948392.90 Agency Mortgage-Backed Securities FNMS 03.000 CLFA3270 B1V7KEBTPIMZEU4LTD58 3140W3T41 2051-12-01 3.000000 0.00 17781279.65 14802553.77 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3275 B1V7KEBTPIMZEU4LTD58 3140W3T90 2055-10-01 6.500000 0.00 32047217.19 32693452.88 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3276 B1V7KEBTPIMZEU4LTD58 3140W3UA5 2055-10-01 6.500000 0.00 16793531.03 17172663.65 Agency Mortgage-Backed Securities FNMS 06.500 CLFA4404 B1V7KEBTPIMZEU4LTD58 3140W43N5 2056-01-01 6.500000 0.00 6114195.03 6190140.12 Agency Mortgage-Backed Securities FNMS 06.500 CLFA3695 B1V7KEBTPIMZEU4LTD58 3140W4C96 2055-05-01 6.500000 0.00 1020150.38 1035341.56 Agency Mortgage-Backed Securities FNMS 02.500 CLFA4620 B1V7KEBTPIMZEU4LTD58 3140W5D27 2052-04-01 2.500000 0.00 839586.18 673055.84 Agency Mortgage-Backed Securities FNMS 04.000 CLFA4624 B1V7KEBTPIMZEU4LTD58 3140W5D68 2053-01-01 4.000000 0.00 20659128.15 18595037.92 Agency Mortgage-Backed Securities FNMS 04.000 CLFA4626 B1V7KEBTPIMZEU4LTD58 3140W5D84 2049-09-01 4.000000 0.00 21353988.29 19368178.89 Agency Mortgage-Backed Securities FNMS 04.000 CLFA4627 B1V7KEBTPIMZEU4LTD58 3140W5D92 2050-04-01 4.000000 0.00 16257741.90 14615892.41 Agency Mortgage-Backed Securities FNMS 06.500 CLFA4635 B1V7KEBTPIMZEU4LTD58 3140W5EH3 2055-12-01 6.500000 0.00 10809367.72 11020259.69 Agency Mortgage-Backed Securities FNMS 06.500 CLFA4762 B1V7KEBTPIMZEU4LTD58 3140W5JG0 2055-05-01 6.500000 0.00 13397618.14 13557413.01 Agency Mortgage-Backed Securities FNMS 06.500 CLFA4768 B1V7KEBTPIMZEU4LTD58 3140W5JN5 2055-10-01 6.500000 0.00 19734123.32 19959726.01 Agency Mortgage-Backed Securities FNMS 02.000 CLFA4843 B1V7KEBTPIMZEU4LTD58 3140W5LZ5 2052-03-01 2.000000 0.00 3148836.76 2425772.88 Agency Mortgage-Backed Securities FEPC 06.500 CLQY5294 S6XOOCT0IEG5ABCC6L87 31426P3C7 2055-06-01 6.500000 0.00 19382.61 19775.98 Agency Mortgage-Backed Securities FEPC 06.500 CLQY5999 S6XOOCT0IEG5ABCC6L87 31426QUZ4 2055-06-01 6.500000 0.00 1346108.37 1388924.19 Agency Mortgage-Backed Securities FEPC 06.500 CLQY6010 S6XOOCT0IEG5ABCC6L87 31426QVC4 2055-06-01 6.500000 0.00 1154.65 1179.89 Agency Mortgage-Backed Securities FEPC 06.500 CLQY7151 S6XOOCT0IEG5ABCC6L87 31426R5M9 2055-06-01 6.500000 0.00 2175.76 2222.18 Agency Mortgage-Backed Securities FEPC 06.500 CLQY6843 S6XOOCT0IEG5ABCC6L87 31426RS93 2055-06-01 6.500000 0.00 1349.86 1379.37 Agency Mortgage-Backed Securities FEPC 05.000 CLQY6999 S6XOOCT0IEG5ABCC6L87 31426RX55 2055-06-01 5.000000 0.00 1058719.33 987277.77 Agency Mortgage-Backed Securities FEPC 06.500 CLQY7009 S6XOOCT0IEG5ABCC6L87 31426RYF2 2055-06-01 6.500000 0.00 1135.68 1158.73 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ1360 S6XOOCT0IEG5ABCC6L87 31426XQN1 2055-08-01 6.500000 0.00 5327191.17 5394399.60 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ8122 S6XOOCT0IEG5ABCC6L87 31427JAY4 2055-11-01 6.500000 0.00 34168.81 35014.39 Agency Mortgage-Backed Securities FEPC 03.500 CLSL1927 S6XOOCT0IEG5ABCC6L87 31427PD92 2048-11-01 3.500000 0.00 262125.86 232072.99 Agency Mortgage-Backed Securities FEPC 04.000 CLSL3057 S6XOOCT0IEG5ABCC6L87 31427QMF6 2052-05-01 4.000000 0.00 21846806.25 19668553.44 Agency Mortgage-Backed Securities FEPC 06.500 CLSL3318 S6XOOCT0IEG5ABCC6L87 31427QVL3 2055-10-01 6.500000 0.00 1874137.47 1895493.48 Agency Mortgage-Backed Securities FNMS 07.500 CLDA9075 B1V7KEBTPIMZEU4LTD58 3140YXCM1 2054-02-01 7.500000 0.00 164003.91 173651.05 Agency Mortgage-Backed Securities FNMS 06.000 CL884148 B1V7KEBTPIMZEU4LTD58 31410BHZ0 2036-06-01 6.000000 0.00 12.15 12.18 Agency 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0.00 600412.16 531111.65 Agency Mortgage-Backed Securities FEPC 04.000 CLQA7231 S6XOOCT0IEG5ABCC6L87 3133A2A83 2050-02-01 4.000000 0.00 337.59 300.56 Agency Mortgage-Backed Securities FEPC 06.500 CLSL4732 S6XOOCT0IEG5ABCC6L87 31427SHJ0 2056-04-01 6.500000 0.00 934.20 950.02 Agency Mortgage-Backed Securities FEPC 06.500 CLSL5050 S6XOOCT0IEG5ABCC6L87 31427STG3 2056-03-01 6.500000 0.00 633873.62 641141.05 Agency Mortgage-Backed Securities FEPC 03.500 CLSL5974 S6XOOCT0IEG5ABCC6L87 31427TT89 2046-06-01 3.500000 0.00 1910373.69 1692316.84 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5980 S6XOOCT0IEG5ABCC6L87 31427TUE4 2056-07-01 5.000000 0.00 40307953.76 37765359.40 Agency Mortgage-Backed Securities FEPC 03.000 CLQC9160 S6XOOCT0IEG5ABCC6L87 3133AUE95 2051-10-01 3.000000 0.00 13192.55 10947.66 Agency Mortgage-Backed Securities FEPC 03.000 CLQD7951 S6XOOCT0IEG5ABCC6L87 3133B5ZQ8 2052-03-01 3.000000 0.00 4214145.22 3484915.49 Agency Mortgage-Backed Securities FEPC 03.000 CLQE1068 S6XOOCT0IEG5ABCC6L87 3133BAFH9 2052-04-01 3.000000 0.00 718.38 593.62 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ0016 S6XOOCT0IEG5ABCC6L87 3133CQAR6 2054-07-01 6.500000 0.00 2772284.00 2831309.01 Agency Mortgage-Backed Securities FNMS 02.000 CLBR3257 B1V7KEBTPIMZEU4LTD58 3140L1TP0 2051-02-01 2.000000 0.00 7631990.18 5816844.27 Agency Mortgage-Backed Securities FNMS 02.000 CLBU9867 B1V7KEBTPIMZEU4LTD58 3140MB6D9 2052-01-01 2.000000 0.00 16407607.04 12579074.24 Agency Mortgage-Backed Securities FNMS 02.500 CLBV0761 B1V7KEBTPIMZEU4LTD58 3140MDZ35 2052-01-01 2.500000 0.00 398110.84 314435.46 Agency Mortgage-Backed Securities FNMS 01.500 CIBV1300 B1V7KEBTPIMZEU4LTD58 3140MENS1 2037-01-01 1.500000 0.00 150573.86 129633.90 Agency Mortgage-Backed Securities FNMS 03.500 CLBV7239 B1V7KEBTPIMZEU4LTD58 3140MMBH0 2052-05-01 3.500000 0.00 408340.93 348343.17 Agency Mortgage-Backed Securities FNMS 03.500 CLFA5409 B1V7KEBTPIMZEU4LTD58 3140W6AK8 2052-09-01 3.500000 0.00 22791917.84 19814300.64 Agency Mortgage-Backed Securities FNMS 04.000 CLFA5410 B1V7KEBTPIMZEU4LTD58 3140W6AL6 2052-07-01 4.000000 0.00 26072623.31 23197574.86 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5437 B1V7KEBTPIMZEU4LTD58 3140W6BF8 2056-04-01 5.000000 0.00 1015.40 945.00 Agency Mortgage-Backed Securities FNMS 06.000 CLFA5445 B1V7KEBTPIMZEU4LTD58 3140W6BP6 2056-04-01 6.000000 0.00 1870636.99 1861955.98 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5874 B1V7KEBTPIMZEU4LTD58 3140W6Q47 2056-05-01 5.500000 0.00 28071907.98 27210986.24 Agency Mortgage-Backed Securities FNMS 03.500 CLFA5868 B1V7KEBTPIMZEU4LTD58 3140W6QW5 2052-04-01 3.500000 0.00 32519342.01 28289468.08 Agency Mortgage-Backed Securities FNMS 06.000 CLFA5888 B1V7KEBTPIMZEU4LTD58 3140W6RJ3 2056-05-01 6.000000 0.00 26583264.24 26534359.88 Agency Mortgage-Backed Securities FNMS 06.000 CLFA5890 B1V7KEBTPIMZEU4LTD58 3140W6RL8 2056-05-01 6.000000 0.00 12355892.48 12317753.95 Agency Mortgage-Backed Securities FNMS 06.000 CLFA5891 B1V7KEBTPIMZEU4LTD58 3140W6RM6 2056-06-01 6.000000 0.00 33091678.33 32916303.45 Agency Mortgage-Backed Securities FNMS 06.000 CLFA5892 B1V7KEBTPIMZEU4LTD58 3140W6RN4 2056-06-01 6.000000 0.00 23446674.36 23287690.27 Agency Mortgage-Backed Securities FNMS 02.500 CLFA6365 B1V7KEBTPIMZEU4LTD58 3140W7CB4 2053-07-01 2.500000 0.00 30922232.15 24486972.06 Agency Mortgage-Backed Securities FNMS 04.500 CLFA6368 B1V7KEBTPIMZEU4LTD58 3140W7CE8 2056-07-01 4.500000 0.00 20633208.21 18759671.63 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6375 B1V7KEBTPIMZEU4LTD58 3140W7CM0 2056-07-01 5.500000 0.00 34649721.67 33443376.23 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6377 B1V7KEBTPIMZEU4LTD58 3140W7CP3 2056-07-01 5.500000 0.00 14928675.57 14389310.82 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6639 B1V7KEBTPIMZEU4LTD58 3140W7LV0 2056-08-01 5.500000 0.00 14510.51 13988.12 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6717 B1V7KEBTPIMZEU4LTD58 3140W7PB0 2056-08-01 5.500000 0.00 14935039.85 14521646.25 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6724 B1V7KEBTPIMZEU4LTD58 3140W7PJ3 2056-09-01 5.500000 0.00 3746471.20 3596131.14 Agency Mortgage-Backed Securities FNMS 06.500 CLFA6732 B1V7KEBTPIMZEU4LTD58 3140W7PS3 2056-08-01 6.500000 0.00 808653.81 820055.92 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3278 B1V7KEBTPIMZEU4LTD58 3140X6UC3 2048-11-01 3.500000 0.00 6902833.51 5987582.98 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5315 B1V7KEBTPIMZEU4LTD58 3140X83Z8 2049-06-01 3.500000 0.00 119250.10 103670.01 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0770 B1V7KEBTPIMZEU4LTD58 3140Q72C0 2047-11-01 3.500000 0.00 1180468.07 1022390.93 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1074 B1V7KEBTPIMZEU4LTD58 3140XGFQ7 2052-03-01 3.000000 0.00 2900351.09 2427004.13 Agency Mortgage-Backed Securities FNMS 02.000 CLFS1101 B1V7KEBTPIMZEU4LTD58 3140XGGK9 2051-07-01 2.000000 0.00 611388.47 465327.22 Agency Mortgage-Backed Securities 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 1696900.00 1598309.35 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 1200000.00 1161312.88 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 3933000.00 3892000.95 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0395 1000000000.00 1000000000.00 0.0083 N Y Y N Fixed Income Clearing Corp. - Natixis Fixed Income Clearing Corp. - Natixis 3.900000% 954ZEB000 8EWQ2UQKS07AKK8ANH81 954ZEB000_3.90_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FICC Y T 3 3/8 12/31/27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 300000000.00 297633960.00 U.S. Treasuries (including strips) T 3 3/8 12/31/27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 8432500.00 8365994.56 U.S. Treasuries (including strips) T 4 3/8 05/15/36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 700000000.00 666533280.00 U.S. Treasuries (including strips) T 1 1/4 03/31/28 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 50000000.00 47466720.00 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0395 1000000000.00 1000000000.00 0.0083 N Y Y N Bank of America NA Bank of America NA 3.900000% 959JAE009 NQQ6HPCNCCU6TUTQYE16 0001102113 959JAE009_3.90_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N 4 1/8 NOTE AA 31 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 910432866.67 883977963.33 U.S. Treasuries (including strips) 4 1/8 NOTE AQ 29 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 137880533.33 136022057.33 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0395 1000000000.00 1000000000.00 0.0083 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.800000% 959JDD008 N/A 0000315030 959JDD008_3.80_1130 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash Y N N N FCFR 03SF EZ 27/11 254900C5LP6DN9OP9V83 3133ETP76 2027-11-03 4.025000 0.00 1200000.00 1207899.67 Agency Mortgage-Backed Securities RFIN 10/15/27 N/A 76116EHJ2 2027-10-15 0.00 0.00 428000.00 406070.14 Corporate Debt Securities TINT 02/15/34 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0.00 0.00 95775419.38 65107842.77 U.S. Treasuries (including strips) TINT 11/15/33 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0.00 0.00 156407726.10 107834368.30 U.S. Treasuries (including strips) TINT 05/15/36 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0.00 0.00 134307400.00 80443820.15 U.S. Treasuries (including strips) Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0385 250000000.00 250000000.00 0.0021 N N N Y Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 3.860000% 959JFJ003 N/A 0000058056 959JFJ003_3.86_1001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 67322000.00 67132993.49 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 108160900.00 101706000.90 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 51088600.00 48037077.92 U.S. Treasuries (including strips) 3 3/4 NOTE H 33 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 104756200.00 97200631.29 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 103315400.00 103489388.30 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 95238700.00 92433920.29 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0391 500000000.00 500000000.00 0.0042 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.890000% 959JFY000 N/A 0000769993 959JFY000_3.89_1001 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N 7.125 FNSM BB 01/30 B1V7KEBTPIMZEU4LTD58 31359MFJ7 2030-01-15 7.125000 0.00 15000.00 16161.06 Agency Mortgage-Backed Securities 6.625 FNSM BB 11/30 B1V7KEBTPIMZEU4LTD58 31359MGK3 2030-11-15 6.625000 0.00 876000.00 946933.01 Agency Mortgage-Backed Securities 4.375 FHLB 28 I4 2549001DPIFGXC1TOL40 3130AWTR1 2028-09-08 4.375000 0.00 10000.00 9925.13 Agency Mortgage-Backed Securities 4.50 FHLB 30 ME 2549001DPIFGXC1TOL40 3130AWTS9 2030-09-13 4.500000 0.00 15000.00 14730.90 Agency Mortgage-Backed Securities 4.625 FHLB 26 G6658 2549001DPIFGXC1TOL40 3130AXU63 2026-11-17 4.625000 0.00 150000.00 152573.07 Agency Mortgage-Backed Securities 4.75 FHLB 27 G6982 2549001DPIFGXC1TOL40 3130B0TY5 2027-04-09 4.750000 0.00 270000.00 276163.42 Agency Mortgage-Backed Securities 3.875 FHLB 27 G8130 2549001DPIFGXC1TOL40 3130B6R24 2027-06-04 3.875000 0.00 50000.00 50401.41 Agency Mortgage-Backed Securities 5.75 FHOR 27-39 FN 2549001DPIFGXC1TOL40 3130BBMS1 2039-08-04 5.750000 0.00 1210000.00 1184607.48 Agency Mortgage-Backed Securities FMDN 10/14/26 S6XOOCT0IEG5ABCC6L87 313397K59 2026-10-14 0.00 0.00 17300000.00 17272320.00 Agency Mortgage-Backed Securities 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 1410590400.00 1304852544.00 U.S. Treasuries (including strips) 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 741658400.00 665752444.00 U.S. Treasuries (including strips) 4 3/4 BOND 56 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 1183228000.00 1045307986.00 U.S. Treasuries (including strips) TINT 08/15/28 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0.00 0.00 26468774.30 24163211.71 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0394 3000000000.00 3000000000.00 0.0250 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.890000% 959JHR003 8I5DZWZKVSZI1NUHU748 0001168163 959JHR003_3.89_1001 Other Repurchase Agreement, if collateral falls outside Treasury, Government Agency and cash Y N N N FEPC 06.500 CLTC0315 S6XOOCT0IEG5ABCC6L87 3133W4K43 2056-07-01 6.500000 0.00 21354.91 21972.71 Agency Mortgage-Backed Securities 2.70 FMNT 22-37 T2 S6XOOCT0IEG5ABCC6L87 3134GSAT2 2037-12-28 2.700000 0.00 163760.00 124435.66 Agency Mortgage-Backed Securities 2.22 FMNT GB21-40K0 S6XOOCT0IEG5ABCC6L87 3134GV5K0 2040-07-13 2.220000 0.00 860320.00 571871.34 Agency Mortgage-Backed Securities 1.56 FMNT 20-31 97 S6XOOCT0IEG5ABCC6L87 3134GVU97 2031-12-30 1.560000 0.00 300000.00 250149.90 Agency Mortgage-Backed Securities 1.54 FMNT 21-33 K0 N/A 3134GW3K0 2033-10-25 1.540000 0.00 400000.00 313063.02 Agency Mortgage-Backed Securities 1.50 FMNT 20-32 J2 S6XOOCT0IEG5ABCC6L87 3134GWDJ2 2032-07-29 1.500000 0.00 300000.00 244999.40 Agency Mortgage-Backed Securities 1.55 FMNT 21-34 72 N/A 3134GWJ72 2034-03-15 1.550000 0.00 500000.00 381021.42 Agency Mortgage-Backed Securities 1.52 FMNT 21-34 F7 N/A 3134GWYF7 2034-04-13 1.520000 0.00 300000.00 227889.03 Agency Mortgage-Backed Securities 5.625 FNPR A 07/37 B1V7KEBTPIMZEU4LTD58 31358DJP0 2037-07-15 0.00 0.00 16620.00 9006.03 Agency Mortgage-Backed Securities 1.415 FNNT A 25-35 B1V7KEBTPIMZEU4LTD58 3136G4U84 2035-08-27 1.415000 0.00 200000.00 142931.82 Agency Mortgage-Backed Securities FNMS 06.000 NP256091 B1V7KEBTPIMZEU4LTD58 31371MNG8 2035-12-01 6.000000 0.00 3128.44 3070.29 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6157 B1V7KEBTPIMZEU4LTD58 3140XMZX7 2052-09-01 3.000000 0.00 223.69 184.57 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6779 B1V7KEBTPIMZEU4LTD58 3140XNQ98 2053-12-01 6.500000 0.00 6390.04 6474.08 Agency Mortgage-Backed Securities FNMS 03.500 CLAL5318 B1V7KEBTPIMZEU4LTD58 3138EM4C2 2044-06-01 3.500000 0.00 137552.96 122670.06 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4041 B1V7KEBTPIMZEU4LTD58 3140QPP35 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Securities FNMS 03.000 CLFM4889 B1V7KEBTPIMZEU4LTD58 3140X8NF0 2048-02-01 3.000000 0.00 511139.70 434474.71 Agency Mortgage-Backed Securities 2 7/8 TPRN 43 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0.00 0.00 7022800.00 2760409.86 U.S. Treasuries (including strips) 2 3/4 TPRN 47 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0.00 0.00 200.00 60.98 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 13000.00 12451.87 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 11567800.00 10968454.93 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 3024300.00 2562858.35 U.S. Treasuries (including strips) 4 3/4 BOND 53 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 8855100.00 7920820.54 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 765900.00 671742.36 U.S. Treasuries 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26978579.79 Agency Mortgage-Backed Securities FNMS 03.500 CIMA6084 B1V7KEBTPIMZEU4LTD58 31418FXN2 2041-06-01 3.500000 0.00 448045.88 408380.13 Agency Mortgage-Backed Securities FNMS 05.000 CLBX8085 B1V7KEBTPIMZEU4LTD58 3140NC6X2 2053-04-01 5.000000 0.00 21040255.63 19690055.67 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2600 B1V7KEBTPIMZEU4LTD58 3140XH3J4 2052-05-01 3.000000 0.00 116102.41 96362.17 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2023 B1V7KEBTPIMZEU4LTD58 3140XHG92 2052-05-01 4.000000 0.00 419819.42 371788.82 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6846 S6XOOCT0IEG5ABCC6L87 3142GXTC1 2056-06-01 5.000000 0.00 2488053.40 2316322.42 Agency Mortgage-Backed Securities FEPC 04.500 CLRQ0109 S6XOOCT0IEG5ABCC6L87 3142J6DP5 2056-04-01 4.500000 0.00 83921028.36 75833139.25 Agency Mortgage-Backed Securities FEPC 05.000 CLTC6638 S6XOOCT0IEG5ABCC6L87 3130G6HQ7 2056-09-01 5.000000 0.00 1223400.00 1140171.83 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7570 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1900826.31 1673238.89 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5308 S6XOOCT0IEG5ABCC6L87 31427S3S5 2056-05-01 5.000000 0.00 71367168.51 66706805.20 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5311 S6XOOCT0IEG5ABCC6L87 31427S3V8 2056-05-01 5.000000 0.00 125107900.16 116559499.80 Agency Mortgage-Backed Securities FNMS 05.500 CLDA8158 B1V7KEBTPIMZEU4LTD58 3140YWB44 2054-03-01 5.500000 0.00 34993545.68 33740796.20 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3305 B1V7KEBTPIMZEU4LTD58 31418CU77 2048-03-01 3.500000 0.00 1563.93 1351.17 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8503 S6XOOCT0IEG5ABCC6L87 3132DWNU3 2055-02-01 4.000000 0.00 89151443.66 78108095.82 Agency Mortgage-Backed Securities FEPC 06.500 CLSL5890 S6XOOCT0IEG5ABCC6L87 31427TRL2 2056-01-01 6.500000 0.00 386608.26 394189.69 Agency Mortgage-Backed Securities FEPC 06.000 CLSL6050 S6XOOCT0IEG5ABCC6L87 31427TWL6 2056-04-01 6.000000 0.00 31248060.10 31012397.64 Agency Mortgage-Backed Securities FEPC 05.500 CLSL6396 S6XOOCT0IEG5ABCC6L87 31427UDA8 2056-09-01 5.500000 0.00 53502308.52 51339453.95 Agency Mortgage-Backed Securities FNMS 02.500 CLBV9805 B1V7KEBTPIMZEU4LTD58 3140MP3P4 2052-05-01 2.500000 0.00 180000.13 141813.80 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5611 B1V7KEBTPIMZEU4LTD58 3140W6GV8 2056-04-01 5.000000 0.00 2013472.78 1873934.65 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5686 B1V7KEBTPIMZEU4LTD58 3140W6J86 2056-05-01 5.000000 0.00 8493321.69 7921099.24 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6573 B1V7KEBTPIMZEU4LTD58 3140W7JT8 2055-03-01 5.500000 0.00 12291198.54 11899730.70 Agency Mortgage-Backed Securities FNMS 05.000 CLFA6574 B1V7KEBTPIMZEU4LTD58 3140W7JU5 2054-03-01 5.000000 0.00 22465977.79 21091279.62 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1449 B1V7KEBTPIMZEU4LTD58 3140X4TF3 2049-09-01 3.500000 0.00 143.12 123.39 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1886 B1V7KEBTPIMZEU4LTD58 3140X5CY7 2049-06-01 3.500000 0.00 3329.35 2877.29 Agency Mortgage-Backed Securities 4 1/8 NOTE BD 28 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 6076000.00 6065771.05 U.S. Treasuries (including strips) FEPC 02.000 CLSD8146 S6XOOCT0IEG5ABCC6L87 3132DWBP7 2051-05-01 2.000000 0.00 2584909.33 1949360.54 Agency Mortgage-Backed Securities 03.500 FGPC G08800 G S6XOOCT0IEG5ABCC6L87 3128MJ3J7 2048-02-01 3.500000 0.00 12331.62 10636.39 Agency Mortgage-Backed Securities Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0395 1000000000.00 1000000000.00 0.0083 N Y Y N Allspring Funds Trust 2026-10-07 David Berardi David Berardi Assistant Treasurer