N-MFP3 0000916620 XXXXXXXX 2024-12-31 Northern Funds 0000916620 5493004ZY1PEJR3C0A81 U.S. GOVERNMENT MONEY MARKET FUND 549300NLOSKMTSGWO090 S000001266 1 N N 033-73404 Northern Trust Investments, Inc. 801-33358 Deloitte & Touche LLP Chicago IL Northern Trust Investments, Inc. The Northern Trust Company 0000838981 085-05127 N N N Government N N 40 99 13063403935.56 15405583935.56 0.6050 0.7134 2024-12-02 12892263066.20 15234443066.20 0.6018 0.7111 2024-12-03 12776661538.55 14976661538.55 0.6009 0.7043 2024-12-04 12894724742.89 15094724742.89 0.6017 0.7043 2024-12-05 12982556168.84 15182556168.84 0.6013 0.7032 2024-12-06 12847953212.65 15047953212.65 0.5987 0.7012 2024-12-09 12776276804.67 14976276804.67 0.5950 0.6975 2024-12-10 12683257560.05 14883257560.05 0.5902 0.6925 2024-12-11 12784761511.24 15064137176.56 0.5921 0.6976 2024-12-12 12743856792.77 15067891990.04 0.5913 0.6991 2024-12-13 12636619928.86 15094757809.45 0.5891 0.7037 2024-12-16 12546542963.31 15024713988.35 0.5868 0.7027 2024-12-17 13575025562.64 14623229732.12 0.6390 0.6883 2024-12-18 12208672832.39 14706910146.32 0.5646 0.6802 2024-12-19 12657601975.80 15115872434.17 0.5745 0.6860 2024-12-20 12650713091.15 15158731878.67 0.5742 0.6881 2024-12-23 12797219493.96 15305277585.65 0.5764 0.6894 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2024-12-23 1.0001 2024-12-24 1.0001 2024-12-26 1.0001 2024-12-27 1.0001 2024-12-30 1.0001 2024-12-31 N N Fund Level C000003412 2500.00 22087316609.70 22086892551.1500 1.0000 2024-12-02 1.0000 2024-12-03 1.0001 2024-12-04 1.0001 2024-12-05 1.0001 2024-12-06 1.0001 2024-12-09 1.0001 2024-12-10 1.0001 2024-12-11 1.0000 2024-12-12 1.0001 2024-12-13 1.0001 2024-12-16 1.0001 2024-12-17 1.0001 2024-12-18 1.0001 2024-12-19 1.0001 2024-12-20 1.0001 2024-12-23 1.0001 2024-12-24 1.0001 2024-12-26 1.0001 2024-12-27 1.0001 2024-12-30 1.0001 2024-12-31 715480841.17 305738538.63 2024-12-02 317762766.28 490517961.65 2024-12-03 184870170.89 349387777.73 2024-12-04 455677934.25 287779084.13 2024-12-05 397789126.72 241586838.12 2024-12-06 225349046.37 364787189.32 2024-12-09 331934158.70 320980990.19 2024-12-10 289031704.10 273633639.87 2024-12-11 450423046.29 353514184.04 2024-12-12 263504616.01 302992970.87 2024-12-13 406427051.52 518592704.66 2024-12-16 295662329.63 367371949.28 2024-12-17 300431622.40 438535270.53 2024-12-18 831361191.22 456816161.09 2024-12-19 920374927.50 512173549.20 2024-12-20 342593944.66 354149536.33 2024-12-23 520981871.01 352214535.32 2024-12-24 449576184.84 300591908.04 2024-12-26 366309891.54 373514132.49 2024-12-27 203518969.80 319773346.03 2024-12-30 546756926.25 619366155.28 2024-12-31 8815818321.15 7904018422.80 0.0434 2024-12-02 0.0434 2024-12-03 0.0434 2024-12-04 0.0433 2024-12-05 0.0433 2024-12-06 0.0433 2024-12-09 0.0432 2024-12-10 0.0432 2024-12-11 0.0433 2024-12-12 0.0432 2024-12-13 0.0433 2024-12-16 0.0432 2024-12-17 0.0432 2024-12-18 0.0431 2024-12-19 0.0422 2024-12-20 0.0419 2024-12-23 0.0414 2024-12-24 0.0413 2024-12-26 0.0417 2024-12-27 0.0417 2024-12-30 0.0417 2024-12-31 Y 128043.57 Broker-dealer 0.1497 0.00 Depository institution or other banking institution 0.8363 0.00 N FEDERAL HOME LOAN BANKS FHLB 4.529998% 3130AWP61 2549001DPIFGXC1TOL40 US3130AWP611 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-07-25 2025-07-25 N N N 0.0447 40017142.40 40017142.40 0.0018 N N N N FEDERAL HOME LOAN BANKS FHLB 4.509997% 3130AWPC8 2549001DPIFGXC1TOL40 US3130AWPC89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-04-21 2025-04-21 N N N 0.0440 50018399.00 50018399.00 0.0023 N N N N FEDERAL HOME LOAN BANKS FHLB 4.529998% 3130AWTG5 2549001DPIFGXC1TOL40 US3130AWTG57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-08-08 2025-08-08 N N N 0.0442 15011019.90 15011019.90 0.0007 N N N N FEDERAL HOME LOAN BANKS FHLB 4.569998% 3130AYCY0 2549001DPIFGXC1TOL40 US3130AYCY03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2026-01-06 2026-01-06 N N N 0.0454 125001405.00 125001405.00 0.0057 N N N N FEDERAL HOME LOAN BANKS FHLB 5.300000% 3130B0US6 2549001DPIFGXC1TOL40 US3130B0US66 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-05-12 2025-05-12 2025-05-12 N N N 0.0548 209854755.60 209854755.60 0.0095 N N N N FEDERAL HOME LOAN BANKS FHLB 5.320000% 3130B0VB2 2549001DPIFGXC1TOL40 US3130B0VB23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-05-12 2025-05-12 2025-05-12 N N N 0.0549 49966235.50 49966235.50 0.0023 N N N N FEDERAL HOME LOAN BANKS FHLB 4.394998% 3130B2GK5 2549001DPIFGXC1TOL40 US3130B2GK52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-02-24 2025-02-24 N N N 0.0432 276032890.92 276032890.92 0.0125 N N N N FEDERAL HOME LOAN BANKS FHLB 4.399999% 3130B2GL3 2549001DPIFGXC1TOL40 US3130B2GL36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-03-24 2025-03-24 N N N 0.0438 85006017.15 85006017.15 0.0038 N N N N FEDERAL HOME LOAN BANKS FHLB 4.399999% 3130B2JF3 2549001DPIFGXC1TOL40 US3130B2JF31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-03-25 2025-03-25 N N N 0.0438 150010861.50 150010861.50 0.0068 N N N N FEDERAL HOME LOAN BANKS FHLB 4.394998% 3130B2KX2 2549001DPIFGXC1TOL40 US3130B2KX28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-03-04 2025-03-04 N N N 0.0437 95004947.60 95004947.60 0.0043 N N N N FEDERAL HOME LOAN BANKS FHLB 4.399999% 3130B2ME2 2549001DPIFGXC1TOL40 US3130B2ME29 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-04-10 2025-04-10 N N N 0.0439 55002670.80 55002670.80 0.0025 N N N N FEDERAL HOME LOAN BANKS FHLB 4.625000% 3130B2NL5 2549001DPIFGXC1TOL40 US3130B2NL52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-03-03 2025-03-03 2025-03-03 N N N 0.0430 205001689.20 205001689.20 0.0093 N N N N FEDERAL HOME LOAN BANKS FHLB 4.375000% 3130B2T70 2549001DPIFGXC1TOL40 US3130B2T704 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-03-06 2025-03-06 2025-03-06 N N N 0.0467 274839545.75 274839545.75 0.0124 N N N N FEDERAL HOME LOAN BANKS FHLB 4.000000% 3130B2Z99 2549001DPIFGXC1TOL40 US3130B2Z990 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-03-27 2025-03-27 2025-03-27 N N N 0.0455 174762560.00 174762560.00 0.0079 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.400000% 3130B3SC8 2549001DPIFGXC1TOL40 US3130B3SC81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-12-12 2025-12-12 2025-12-12 N N N 0.0450 194786149.35 194786149.35 0.0088 N N N N FEDERAL HOME LOAN BANKS FHLB 4.545000% 3130B3YQ0 2549001DPIFGXC1TOL40 US3130B3YQ04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2026-12-09 2026-12-09 N N N 0.0456 99993350.00 99993350.00 0.0045 N N N N FEDERAL HOME LOAN BANKS FHLB 4.379997% 3130B3ZP1 2549001DPIFGXC1TOL40 US3130B3ZP12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-07-16 2025-07-16 N N N 0.0439 69999272.70 69999272.70 0.0032 N N N N FEDERAL HOME LOAN BANKS FHLB 4.384998% 3130B3ZV8 2549001DPIFGXC1TOL40 US3130B3ZV89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-08-13 2025-08-13 N N N 0.0440 49998976.50 49998976.50 0.0023 N N N N FEDERAL HOME LOAN BANKS FHLB 4.374997% 3130B44B4 2549001DPIFGXC1TOL40 US3130B44B43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-06-11 2025-06-11 N N N 0.0439 29999488.80 29999488.80 0.0014 N N N N FEDERAL HOME LOAN BANKS FHLB 4.357000% 3130B4CQ2 2549001DPIFGXC1TOL40 US3130B4CQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-16 2026-01-16 2026-01-16 N N N 0.0438 199946456.00 199946456.00 0.0091 N N N N FEDERAL HOME LOAN BANKS FHLB 4.379997% 3130B4DC2 2549001DPIFGXC1TOL40 US3130B4DC20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-07-21 2025-07-21 N N N 0.0439 299997840.00 299997840.00 0.0136 N N N N FEDERAL HOME LOAN BANKS FHLB 4.390000% 3130B4FE6 2549001DPIFGXC1TOL40 US3130B4FE67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-01-30 2026-01-30 2026-01-30 N N N 0.0432 205039712.60 205039712.60 0.0093 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313GL6 254900C5LP6DN9OP9V83 US313313GL65 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-06-04 2025-06-04 2025-06-04 N N N 0.0410 24558142.25 24558142.25 0.0011 N N N N FEDERAL HOME LOAN BANKS FHLB 313385BS4 2549001DPIFGXC1TOL40 US313385BS41 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-02-10 2025-02-10 2025-02-10 N N N 0.0422 9951881.90 9951881.90 0.0005 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385BS4 2549001DPIFGXC1TOL40 US313385BS41 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-02-10 2025-02-10 2025-02-10 N N N 0.0422 69663173.30 69663173.30 0.0032 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385BT2 2549001DPIFGXC1TOL40 US313385BT24 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-02-11 2025-02-11 2025-02-11 N N N 0.0422 44778187.35 44778187.35 0.0020 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385BU9 2549001DPIFGXC1TOL40 US313385BU96 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-02-12 2025-02-12 2025-02-12 N N N 0.0422 134318718.45 134318718.45 0.0061 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385CB0 2549001DPIFGXC1TOL40 US313385CB07 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-02-19 2025-02-19 2025-02-19 N N N 0.0422 49706597.00 49706597.00 0.0023 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385EE2 2549001DPIFGXC1TOL40 US313385EE28 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-04-11 2025-04-11 2025-04-11 N N N 0.0416 103771587.15 103771587.15 0.0047 N N N N FEDERAL HOME LOAN BANKS FHLB 313385EK8 2549001DPIFGXC1TOL40 US313385EK87 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-04-16 2025-04-16 2025-04-16 N N N 0.0416 197544334.00 197544334.00 0.0089 N N N N FEDERAL HOME LOAN BANKS FHLB 313385FB7 2549001DPIFGXC1TOL40 US313385FB79 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-05-02 2025-05-02 2025-05-02 N N N 0.0412 152833228.65 152833228.65 0.0069 N N N N FEDERAL HOME LOAN BANKS FHLB 313385FB7 2549001DPIFGXC1TOL40 US313385FB79 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-05-02 2025-05-02 2025-05-02 N N N 0.0412 93671978.85 93671978.85 0.0042 N N N N FEDERAL HOME LOAN BANKS FHLB 313385GY6 2549001DPIFGXC1TOL40 US313385GY63 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-06-16 2025-06-16 2025-06-16 N N N 0.0410 98095736.00 98095736.00 0.0044 N N N N FEDERAL HOME LOAN BANKS FHLB 313385GY6 2549001DPIFGXC1TOL40 US313385GY63 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-06-16 2025-06-16 2025-06-16 N N N 0.0410 98095736.00 98095736.00 0.0044 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.504996% 3133EP4H5 254900C5LP6DN9OP9V83 US3133EP4H58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2026-03-04 2026-03-04 N N N 0.0445 35014805.00 35014805.00 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.469997% 3133EP6U4 254900C5LP6DN9OP9V83 US3133EP6U42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2026-04-01 2026-04-01 N N N 0.0449 5999345.34 5999345.34 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.529998% 3133EPA96 254900C5LP6DN9OP9V83 US3133EPA969 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-11-03 2025-11-03 N N N 0.0440 15017838.30 15017838.30 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.545000% 3133EPB20 254900C5LP6DN9OP9V83 US3133EPB207 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-11-06 2025-11-06 N N N 0.0440 230032420.80 230032420.80 0.0104 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.455000% 3133EPBV6 254900C5LP6DN9OP9V83 US3133EPBV68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-02-24 2025-02-24 N N N 0.0432 35005290.25 35005290.25 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.459996% 3133EPCZ6 254900C5LP6DN9OP9V83 US3133EPCZ63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-01-13 2025-01-13 N N N 0.0432 85002129.25 85002129.25 0.0038 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.519998% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-01-03 2025-01-03 N N N 0.0439 30000101.10 30000101.10 0.0014 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.545000% 3133EPF59 254900C5LP6DN9OP9V83 US3133EPF596 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-11-21 2025-11-21 N N N 0.0441 55030663.05 55030663.05 0.0025 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.504996% 3133EPGJ8 254900C5LP6DN9OP9V83 US3133EPGJ85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-04-21 2025-04-21 N N N 0.0440 80028256.00 80028256.00 0.0036 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.469997% 3133EPJ22 254900C5LP6DN9OP9V83 US3133EPJ226 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-03 2025-10-06 2025-10-06 N N N 0.0436 50037763.00 50037763.00 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.449999% 3133EPJB2 254900C5LP6DN9OP9V83 US3133EPJB23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-03-10 2025-03-10 N N N 0.0433 60010785.00 60010785.00 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.539999% 3133EPNN1 254900C5LP6DN9OP9V83 US3133EPNN15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-06-30 2025-06-30 N N N 0.0441 30021230.10 30021230.10 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.529998% 3133EPPN9 254900C5LP6DN9OP9V83 US3133EPPN96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-07-07 2025-07-07 N N N 0.0442 140089376.00 140089376.00 0.0063 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.545000% 3133EPPZ2 254900C5LP6DN9OP9V83 US3133EPPZ27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-07-14 2025-07-14 N N N 0.0445 135003781.35 135003781.35 0.0061 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 4.529998% 3133EPQQ1 254900C5LP6DN9OP9V83 US3133EPQQ19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-07-21 2025-07-21 N N N 0.0448 15005167.95 15005167.95 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.459996% 3133EPR56 254900C5LP6DN9OP9V83 US3133EPR567 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-09-26 2025-09-26 N N N 0.0437 15008361.15 15008361.15 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.529998% 3133EPRW7 254900C5LP6DN9OP9V83 US3133EPRW77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-08-04 2025-08-04 N N N 0.0445 20010378.20 20010378.20 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.500000% 3133EPS97 254900C5LP6DN9OP9V83 US3133EPS979 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-10-03 2025-10-03 N N N 0.0445 180087078.60 180087078.60 0.0082 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.464997% 3133EPTU9 254900C5LP6DN9OP9V83 US3133EPTU93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-05-22 2025-05-22 N N N 0.0437 35010466.05 35010466.05 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.459996% 3133EPXP5 254900C5LP6DN9OP9V83 US3133EPXP52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-05-02 2025-05-02 N N N 0.0437 30007161.90 30007161.90 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.529998% 3133EPXZ3 254900C5LP6DN9OP9V83 US3133EPXZ35 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-10-06 2025-10-06 N N N 0.0445 35025320.75 35025320.75 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.539999% 3133EPZE8 254900C5LP6DN9OP9V83 US3133EPZE87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2025-10-23 2025-10-23 N N N 0.0454 60002598.00 60002598.00 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.519998% 3133ERD73 254900C5LP6DN9OP9V83 US3133ERD738 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-01 2026-11-27 2026-11-27 N N N 0.0454 64996705.15 64996705.15 0.0029 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 4.509997% 3133ERE64 254900C5LP6DN9OP9V83 US3133ERE645 U.S. Government Agency Debt (if categorized as 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39679099.00 1568683.78 Agency Mortgage-Backed Securities FNMA N/A 3138AVS30 2041-10-01 3.500000 0.00 10209180.00 692463.24 Agency Mortgage-Backed Securities FNMA N/A 3138AVTX3 2041-11-01 3.500000 0.00 7194529.00 294663.21 Agency Mortgage-Backed Securities FNMA N/A 3138AVU52 2041-12-01 3.500000 0.00 18178404.00 898630.32 Agency Mortgage-Backed Securities FNMA N/A 3138AWZY2 2041-11-01 3.500000 0.00 10220555.00 785647.98 Agency Mortgage-Backed Securities FNMA N/A 3138AX3F6 2041-12-01 3.500000 0.00 27530084.00 2088711.20 Agency Mortgage-Backed Securities FNMA N/A 3138AX3W9 2042-01-01 3.500000 0.00 34251914.00 3531406.06 Agency Mortgage-Backed Securities FNMA N/A 3138AXTW1 2041-11-01 3.500000 0.00 8628707.00 566699.92 Agency Mortgage-Backed Securities FNMA N/A 3138AXXT3 2041-12-01 3.500000 0.00 42600000.00 2840032.47 Agency Mortgage-Backed Securities FNMA N/A 3138AYBY4 2041-12-01 3.500000 0.00 10018718.00 466777.51 Agency Mortgage-Backed Securities FNMA N/A 3138E02R9 2042-01-01 3.500000 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57598871.00 3791116.70 Agency Mortgage-Backed Securities FNMA N/A 3138E87M8 2042-02-01 3.500000 0.00 1359.00 90.36 Agency Mortgage-Backed Securities FNMA N/A 3138E9V49 2042-03-01 3.500000 0.00 13046031.00 2515607.21 Agency Mortgage-Backed Securities FNMA N/A 3138EBPS8 2042-03-01 3.500000 0.00 3412.00 282.64 Agency Mortgage-Backed Securities FNMA N/A 3138EBPT6 2042-03-01 3.500000 0.00 2471.00 191.40 Agency Mortgage-Backed Securities FNMA N/A 3138EEPV5 2042-03-01 3.500000 0.00 1269.00 112.83 Agency Mortgage-Backed Securities FNMA N/A 3138EHYN6 2042-04-01 3.500000 0.00 23721233.00 2758060.03 Agency Mortgage-Backed Securities FNMA N/A 3138EHYQ9 2042-03-01 3.500000 0.00 20619330.00 2021916.48 Agency Mortgage-Backed Securities FNMA N/A 3138EJE61 2042-06-01 3.500000 0.00 41000945.00 5264917.79 Agency Mortgage-Backed Securities FNMA N/A 3138EJQF8 2042-08-01 3.500000 0.00 26524437.00 2655544.37 Agency Mortgage-Backed Securities FNMA N/A 3138EKCH6 2042-12-01 3.500000 0.00 30025353.00 5112916.16 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3273424.37 Agency Mortgage-Backed Securities FNMA N/A 3138EPYJ7 2045-06-01 3.500000 0.00 25367161.00 4882873.54 Agency Mortgage-Backed Securities FNMA N/A 3138EQBD3 2045-08-01 3.500000 0.00 6737508.00 710228.24 Agency Mortgage-Backed Securities FNMA N/A 3138ER5J5 2047-03-01 3.000000 0.00 27566977.00 5612843.68 Agency Mortgage-Backed Securities FNMA N/A 3138ERBA7 2046-08-01 3.000000 0.00 18931874.00 5166164.07 Agency Mortgage-Backed Securities FNMA N/A 3138ERBB5 2046-08-01 3.000000 0.00 12622204.00 3785966.65 Agency Mortgage-Backed Securities FNMA N/A 3138LT4Y1 2042-06-01 3.500000 0.00 24900325.00 4609920.53 Agency Mortgage-Backed Securities FNMA N/A 3138LTHT8 2042-05-01 3.000000 0.00 1457879.00 742147.55 Agency Mortgage-Backed Securities FNMA N/A 3138LTHZ4 2042-05-01 3.500000 0.00 29588028.00 5236941.57 Agency Mortgage-Backed Securities FNMA N/A 3138LTJX7 2042-05-01 3.500000 0.00 420000.00 33700.76 Agency Mortgage-Backed Securities FNMA N/A 3138LTNW4 2042-06-01 3.500000 0.00 27306096.00 2493268.64 Agency Mortgage-Backed Securities FNMA N/A 3138LUSE6 2042-06-01 3.000000 0.00 5478515.00 561451.22 Agency Mortgage-Backed Securities FNMA N/A 3138LWDS7 2042-07-01 3.500000 0.00 64765770.00 3965055.20 Agency Mortgage-Backed Securities FNMA N/A 3138LWDT5 2042-07-01 3.500000 0.00 31640536.00 3015325.98 Agency Mortgage-Backed Securities FNMA N/A 3138LWEG2 2042-07-01 3.500000 0.00 13466609.00 1099347.60 Agency Mortgage-Backed Securities FNMA N/A 3138LWEN7 2042-07-01 3.000000 0.00 17000000.00 1438195.37 Agency Mortgage-Backed Securities FNMA N/A 3138LWRF0 2042-06-01 3.500000 0.00 10626105.00 1498346.28 Agency Mortgage-Backed Securities FNMA N/A 3138LY3X3 2042-07-01 3.500000 0.00 90069500.00 5226833.73 Agency Mortgage-Backed Securities FNMA N/A 3138M0A83 2042-08-01 3.500000 0.00 16293301.00 2211508.34 Agency Mortgage-Backed Securities FNMA N/A 3138M0A91 2042-08-01 3.500000 0.00 12759703.00 2216683.23 Agency Mortgage-Backed Securities FNMA N/A 3138M0AN0 2042-08-01 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3.500000 0.00 1541008.00 206199.12 Agency Mortgage-Backed Securities FNMA N/A 3138M3SQ8 2042-07-01 3.500000 0.00 19397936.00 2354974.56 Agency Mortgage-Backed Securities FNMA N/A 3138M43U4 2042-08-01 3.500000 0.00 2542970.00 119944.95 Agency Mortgage-Backed Securities FNMA N/A 3138M4FZ0 2042-08-01 3.500000 0.00 6660034.00 833704.11 Agency Mortgage-Backed Securities FNMA N/A 3138M4Q88 2042-07-01 3.500000 0.00 2910086.00 107560.37 Agency Mortgage-Backed Securities FNMA N/A 3138M4RY0 2042-08-01 3.500000 0.00 2376353.00 426752.60 Agency Mortgage-Backed Securities FNMA N/A 3138M4SU7 2042-08-01 3.500000 0.00 2842570.00 136005.16 Agency Mortgage-Backed Securities FNMA N/A 3138M5J42 2042-08-01 3.500000 0.00 65964937.00 5447968.01 Agency Mortgage-Backed Securities FNMA N/A 3138M5KF5 2042-07-01 3.000000 0.00 1503238.00 443108.85 Agency Mortgage-Backed Securities FNMA N/A 3138M5LC1 2042-08-01 3.000000 0.00 1280.00 158.03 Agency Mortgage-Backed Securities FNMA N/A 3138M5XW4 2042-07-01 3.500000 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21501738.00 3817383.32 Agency Mortgage-Backed Securities FNMA N/A 3138W6E77 2043-04-01 3.500000 0.00 4422872.00 480691.04 Agency Mortgage-Backed Securities FNMA N/A 3138W6EY8 2043-04-01 3.000000 0.00 11181997.00 2256552.81 Agency Mortgage-Backed Securities FNMA N/A 3138W6Q58 2043-06-01 3.000000 0.00 7096595.00 1335112.48 Agency Mortgage-Backed Securities FNMA N/A 3138W6RB4 2043-06-01 3.500000 0.00 10301455.00 2062066.48 Agency Mortgage-Backed Securities FNMA N/A 3138W6RF5 2043-06-01 3.500000 0.00 34439487.00 5328808.04 Agency Mortgage-Backed Securities FNMA N/A 3138W6RH1 2043-06-01 3.500000 0.00 32259734.00 4821756.53 Agency Mortgage-Backed Securities FNMA N/A 3138W6RK4 2043-06-01 3.500000 0.00 27251253.00 4943207.54 Agency Mortgage-Backed Securities FNMA N/A 3138W6S56 2043-03-01 3.500000 0.00 12999659.00 2499058.54 Agency Mortgage-Backed Securities FNMA N/A 3138W6S72 2043-03-01 3.000000 0.00 9225473.00 2352895.00 Agency Mortgage-Backed Securities FNMA N/A 3138W6YG5 2043-03-01 3.500000 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3.500000 0.00 13448.00 1257.73 Agency Mortgage-Backed Securities FNMA N/A 3138WEG52 2045-04-01 3.500000 0.00 50188492.00 5217045.99 Agency Mortgage-Backed Securities FNMA N/A 3138WEJU4 2045-04-01 3.000000 0.00 367000.00 43499.07 Agency Mortgage-Backed Securities FNMA N/A 3138WEKH1 2045-04-01 3.500000 0.00 31000000.00 5517252.66 Agency Mortgage-Backed Securities FNMA N/A 3138WEQ51 2045-05-01 3.000000 0.00 17592610.00 5513496.52 Agency Mortgage-Backed Securities FNMA N/A 3138WER68 2045-05-01 3.500000 0.00 28779100.00 5153011.00 Agency Mortgage-Backed Securities FNMA N/A 3138WER76 2045-05-01 3.500000 0.00 53831468.00 5442283.01 Agency Mortgage-Backed Securities FNMA N/A 3138WER84 2045-05-01 3.500000 0.00 28051907.00 2233976.53 Agency Mortgage-Backed Securities FNMA N/A 3138WEVY2 2045-06-01 3.500000 0.00 15849248.00 2845948.60 Agency Mortgage-Backed Securities FNMA N/A 3138WEX20 2045-06-01 3.500000 0.00 34137334.00 5822071.47 Agency Mortgage-Backed Securities FNMA N/A 3138WEXD6 2045-06-01 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2046-04-01 3.000000 0.00 8109976.00 1175652.48 Agency Mortgage-Backed Securities FNMA N/A 3138WGX90 2046-04-01 3.000000 0.00 4818375.00 685512.93 Agency Mortgage-Backed Securities FNMA N/A 3138WH4T6 2046-08-01 3.000000 0.00 27446634.00 3885308.79 Agency Mortgage-Backed Securities FNMA N/A 3138WH5P3 2046-10-01 3.000000 0.00 3067872.00 1306256.14 Agency Mortgage-Backed Securities FNMA N/A 3138WH6L1 2046-10-01 3.000000 0.00 14268913.00 2000096.62 Agency Mortgage-Backed Securities FNMA N/A 3138WHBC5 2046-05-01 3.000000 0.00 13003171.00 1719890.58 Agency Mortgage-Backed Securities FNMA N/A 3138WHFM9 2046-06-01 3.000000 0.00 35290932.00 3234883.80 Agency Mortgage-Backed Securities FNMA N/A 3138WHUW0 2046-08-01 3.000000 0.00 2283990.00 356104.81 Agency Mortgage-Backed Securities FNMA N/A 3138WHUY6 2046-08-01 3.000000 0.00 2090875.00 329176.69 Agency Mortgage-Backed Securities FNMA N/A 3138WHXD9 2046-09-01 3.000000 0.00 22323811.00 3041858.74 Agency Mortgage-Backed Securities FNMA N/A 3138WHXL1 2046-09-01 3.000000 0.00 3293885.00 807126.18 Agency Mortgage-Backed Securities FNMA N/A 3138WHXS6 2046-02-01 3.000000 0.00 9782470.00 1312174.18 Agency Mortgage-Backed Securities FNMA N/A 3138WHYA4 2046-09-01 3.000000 0.00 2371598.00 410600.43 Agency Mortgage-Backed Securities FNMA N/A 3138WHYD8 2046-09-01 3.000000 0.00 45519125.00 5427446.62 Agency Mortgage-Backed Securities FNMA N/A 3138WHYF3 2046-09-01 3.000000 0.00 32115603.00 4960488.90 Agency Mortgage-Backed Securities FNMA N/A 3138WJFK9 2046-11-01 3.000000 0.00 2048.00 371.65 Agency Mortgage-Backed Securities FNMA N/A 3138WJG44 2046-11-01 3.000000 0.00 5013649.00 1275447.54 Agency Mortgage-Backed Securities FNMA N/A 3138WJG69 2046-08-01 3.000000 0.00 8339051.00 1529008.26 Agency Mortgage-Backed Securities FNMA N/A 3138WJGV4 2046-11-01 3.000000 0.00 23687478.00 3806100.04 Agency Mortgage-Backed Securities FNMA N/A 3138WJM88 2046-12-01 3.000000 0.00 4165398.00 851041.18 Agency Mortgage-Backed Securities FNMA N/A 3138WJMA3 2046-12-01 3.000000 0.00 11680697.00 2445295.60 Agency Mortgage-Backed Securities FNMA N/A 3138WJQ35 2046-12-01 3.500000 0.00 18000000.00 2938886.49 Agency Mortgage-Backed Securities FNMA N/A 3138WJQ92 2046-12-01 3.000000 0.00 2807607.00 600362.58 Agency Mortgage-Backed Securities FNMA N/A 3138WJTF5 2047-01-01 3.000000 0.00 1049018.00 166590.83 Agency Mortgage-Backed Securities FNMA N/A 3138WKQB4 2047-04-01 3.500000 0.00 23866728.00 5162663.46 Agency Mortgage-Backed Securities FNMA N/A 3138WKTS4 2046-10-01 3.000000 0.00 1854304.00 412287.26 Agency Mortgage-Backed Securities FNMA N/A 3138WKZC2 2047-06-01 3.000000 0.00 2843881.00 819185.92 Agency Mortgage-Backed Securities FNMA N/A 3138WLBF9 2047-07-01 3.000000 0.00 6310343.00 1687849.45 Agency Mortgage-Backed Securities FNMA N/A 3138WMMJ7 2043-05-01 3.500000 0.00 19086938.00 2617571.37 Agency Mortgage-Backed Securities FNMA N/A 3138WMMK4 2043-05-01 3.500000 0.00 21901449.00 2285360.65 Agency Mortgage-Backed Securities FNMA N/A 3138WMNZ0 2043-03-01 3.500000 0.00 1958092.00 288536.72 Agency Mortgage-Backed Securities FNMA N/A 3138WNBU2 2043-04-01 3.000000 0.00 15701543.00 3347870.35 Agency Mortgage-Backed Securities FNMA N/A 3138WP6B5 2043-04-01 3.000000 0.00 5453879.00 1380582.76 Agency Mortgage-Backed Securities FNMA N/A 3138WP6U3 2043-05-01 3.500000 0.00 43479572.00 4852551.98 Agency Mortgage-Backed Securities FNMA N/A 3138WPK86 2043-03-01 3.000000 0.00 7769901.00 1097966.43 Agency Mortgage-Backed Securities FNMA N/A 3138WPLG7 2043-04-01 3.500000 0.00 8733433.00 1243482.45 Agency Mortgage-Backed Securities FNMA N/A 3138WQF49 2043-04-01 3.500000 0.00 31571716.00 5462962.05 Agency Mortgage-Backed Securities FNMA N/A 3138WQJ45 2043-05-01 3.500000 0.00 23172533.00 5113719.26 Agency Mortgage-Backed Securities FNMA N/A 3138WQJ52 2043-05-01 3.500000 0.00 7227340.00 1380107.06 Agency Mortgage-Backed Securities FNMA N/A 3138WQJY9 2043-05-01 3.500000 0.00 10008920.00 1660313.10 Agency Mortgage-Backed Securities FNMA N/A 3138WQLU4 2043-04-01 3.000000 0.00 12400068.00 2522129.81 Agency Mortgage-Backed Securities FNMA N/A 3138WQMJ8 2043-04-01 3.000000 0.00 9588095.00 2015892.92 Agency Mortgage-Backed Securities FNMA N/A 3138WQMY5 2043-04-01 3.000000 0.00 1227863.00 236209.03 Agency Mortgage-Backed Securities FNMA N/A 3138WQPA4 2043-03-01 3.000000 0.00 3261188.00 564517.24 Agency Mortgage-Backed Securities FNMA N/A 3138WQQ47 2043-05-01 3.000000 0.00 10198531.00 1935630.88 Agency Mortgage-Backed Securities FNMA N/A 3138WRM64 2043-05-01 3.500000 0.00 9229588.00 1384467.07 Agency Mortgage-Backed Securities FNMA N/A 3138WRNE6 2043-05-01 3.500000 0.00 7582623.00 1229589.38 Agency Mortgage-Backed Securities FNMA N/A 3138WRTC4 2043-05-01 3.500000 0.00 22412296.00 3425770.62 Agency Mortgage-Backed Securities FNMA N/A 3138WRTU4 2043-05-01 3.000000 0.00 18629279.00 3804690.56 Agency Mortgage-Backed Securities FNMA N/A 3138WRTZ3 2043-05-01 3.500000 0.00 11227860.00 1562300.34 Agency Mortgage-Backed Securities FNMA N/A 3138WRWQ9 2043-06-01 3.500000 0.00 5116591.00 1175490.68 Agency Mortgage-Backed Securities FNMA N/A 3138WS3D8 2043-05-01 3.500000 0.00 14289842.00 1598045.63 Agency Mortgage-Backed Securities FNMA N/A 3138WSQQ4 2043-05-01 3.500000 0.00 25601563.00 2618776.79 Agency Mortgage-Backed Securities FNMA N/A 3138WSW61 2043-05-01 3.500000 0.00 14084598.00 1558789.12 Agency Mortgage-Backed Securities FNMA N/A 3138WTGV2 2043-05-01 3.000000 0.00 3743802.00 883029.60 Agency Mortgage-Backed Securities FNMA N/A 3138WTQJ8 2043-06-01 3.500000 0.00 12196234.00 3837618.45 Agency Mortgage-Backed Securities FNMA N/A 3138WTQQ2 2043-06-01 3.000000 0.00 16838010.00 3072930.92 Agency Mortgage-Backed Securities FNMA N/A 3138WU4Y6 2043-06-01 3.500000 0.00 30402796.00 3722079.96 Agency Mortgage-Backed Securities FNMA N/A 3138WUAL7 2043-06-01 3.500000 0.00 12779523.00 2016019.41 Agency Mortgage-Backed Securities FNMA N/A 3138WVNW7 2043-06-01 3.500000 0.00 32044318.00 5437487.62 Agency Mortgage-Backed 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Mortgage-Backed Securities FNMA N/A 3138X1MR4 2043-07-01 3.500000 0.00 3693935.00 380612.35 Agency Mortgage-Backed Securities FNMA N/A 3138X1Z82 2043-07-01 3.500000 0.00 1000000.00 218999.31 Agency Mortgage-Backed Securities FNMA N/A 3138X33Z3 2043-10-01 4.500000 0.00 21834799.00 4094303.18 Agency Mortgage-Backed Securities FNMA N/A 3138X36R8 2043-07-01 3.500000 0.00 2014570.00 247634.18 Agency Mortgage-Backed Securities FNMA N/A 3138X3EP3 2043-08-01 3.500000 0.00 25891851.00 4251699.53 Agency Mortgage-Backed Securities FNMA N/A 3138X3V25 2043-09-01 3.000000 0.00 6594244.00 1666223.24 Agency Mortgage-Backed Securities FNMA N/A 3138X3V58 2043-09-01 3.500000 0.00 12661570.00 2727439.49 Agency Mortgage-Backed Securities FNMA N/A 3138X5T31 2043-08-01 3.500000 0.00 3305796.00 798875.75 Agency Mortgage-Backed Securities FNMA N/A 3138X5VJ3 2043-09-01 3.500000 0.00 3260650.00 168563.01 Agency Mortgage-Backed Securities FNMA N/A 3138X6NY7 2043-10-01 3.500000 0.00 2040678.00 500005.91 Agency 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11949263.00 2751938.65 Agency Mortgage-Backed Securities FNMA N/A 31418CNY6 2047-08-01 3.000000 0.00 19807172.00 3591330.46 Agency Mortgage-Backed Securities FNMA N/A 31418CWT7 2048-05-01 4.000000 0.00 2048.00 192.89 Agency Mortgage-Backed Securities FNMA N/A 31418DA44 2049-03-01 3.000000 0.00 27222692.00 2284943.27 Agency Mortgage-Backed Securities FNMA N/A 31418DES7 2049-08-01 3.000000 0.00 14790170.00 1700520.30 Agency Mortgage-Backed Securities FNMA N/A 31418DQG0 2040-06-01 2.500000 0.00 17009000.00 5727181.90 Agency Mortgage-Backed Securities FNMA N/A 31419A4N4 2041-02-01 3.500000 0.00 68943609.00 4412376.68 Agency Mortgage-Backed Securities Y 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 1100000000.00 1100000000.00 0.0498 N Y Y N FIXED INCOME CLEARING CORP-JP MORGAN TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.470000% N/A 549300H47WTHXPU08X20 0 BNTA4VFZ0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash 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Mortgage-Backed Securities FMAC N/A 3132DNM83 2051-08-01 4.000000 0.00 2080998.00 1494268.01 Agency Mortgage-Backed Securities FMAC N/A 3132DP4F2 2053-02-01 5.000000 0.00 4100000.00 3634029.21 Agency Mortgage-Backed Securities FMAC N/A 3132DSVA7 2052-06-01 2.000000 0.00 40000.00 30181.11 Agency Mortgage-Backed Securities FMAC N/A 3132DU4T1 2054-11-01 5.500000 0.00 18185.00 18131.46 Agency Mortgage-Backed Securities FMAC N/A 3132DURG4 2053-05-01 4.000000 0.00 236425383.00 215020146.52 Agency Mortgage-Backed Securities FMAC N/A 3132DWC27 2052-01-01 2.500000 0.00 9560000.00 6394234.96 Agency Mortgage-Backed Securities FMAC N/A 3132DWEK5 2052-08-01 4.500000 0.00 480000.00 385967.43 Agency Mortgage-Backed Securities FMAC N/A 3132DWMZ3 2054-11-01 6.000000 0.00 46435329.00 45686831.41 Agency Mortgage-Backed Securities FMAC N/A 3132DWNL3 2054-12-01 6.000000 0.00 666113.00 669143.15 Agency Mortgage-Backed Securities FMAC N/A 31339S6F7 2049-10-01 2.500000 0.00 85000.00 39494.58 Agency Mortgage-Backed Securities FMAC N/A 3133A7W47 2050-07-01 4.500000 0.00 5082083.00 2292726.54 Agency Mortgage-Backed Securities FMAC N/A 3133AQP92 2051-08-01 2.500000 0.00 520000.00 343358.19 Agency Mortgage-Backed Securities FMAC N/A 3133ASGU1 2051-09-01 2.500000 0.00 900000.00 596730.87 Agency Mortgage-Backed Securities FMAC N/A 3133B9YE8 2052-04-01 3.500000 0.00 720000.00 522477.67 Agency Mortgage-Backed Securities FMAC N/A 3133BCM46 2052-04-01 2.500000 0.00 505000.00 395207.57 Agency Mortgage-Backed Securities FMAC N/A 3133BJBN1 2052-08-01 5.000000 0.00 3621483.00 2805291.69 Agency Mortgage-Backed Securities FMAC N/A 3133BNEN9 2052-10-01 5.500000 0.00 1274071.00 1240851.78 Agency Mortgage-Backed Securities FMAC N/A 3133BQA30 2052-11-01 5.000000 0.00 1362205.00 1295709.16 Agency Mortgage-Backed Securities FMAC N/A 3133BRSZ8 2052-12-01 5.500000 0.00 215965.00 175056.99 Agency Mortgage-Backed Securities FMAC N/A 3133BUWH6 2053-02-01 5.500000 0.00 504478.00 409736.18 Agency Mortgage-Backed Securities FMAC N/A 3133BWMK6 2053-03-01 5.500000 0.00 4955696.00 4109569.53 Agency Mortgage-Backed Securities FMAC N/A 3133CQN50 2054-08-01 7.000000 0.00 2406773.00 2423114.79 Agency Mortgage-Backed Securities FMAC N/A 3133CSKW0 2054-08-01 6.000000 0.00 17905057.00 17832732.99 Agency Mortgage-Backed Securities FMAC N/A 3133D0E56 2054-10-01 5.500000 0.00 5886253.00 5845418.36 Agency Mortgage-Backed Securities FMAC N/A 3133JMDV6 2054-08-01 6.500000 0.00 1298611.00 1330048.26 Agency Mortgage-Backed Securities FMAC N/A 3133KJXM9 2050-08-01 3.000000 0.00 1152000.00 444363.20 Agency Mortgage-Backed Securities FMAC N/A 3133KLZW0 2051-05-01 2.000000 0.00 29318.00 17849.02 Agency Mortgage-Backed Securities FMAC N/A 3133L83B9 2037-06-01 3.500000 0.00 1508628.00 1040018.86 Agency Mortgage-Backed Securities FMAC N/A 3133W9MS7 2054-04-01 5.000000 0.00 1319022.00 1278422.97 Agency Mortgage-Backed Securities FMAC N/A 3133WKYC4 2038-09-01 3.000000 0.00 841471.00 721797.52 Agency Mortgage-Backed Securities FMAC N/A 3133WLWB6 2039-08-01 6.000000 0.00 1483133.00 1418239.18 Agency Mortgage-Backed Securities FMAC N/A 3133WLZX5 2039-09-01 6.000000 0.00 1231775.00 1253614.92 Agency Mortgage-Backed Securities FMAC N/A 31346AF83 2030-06-01 4.819000 0.00 2375.00 1.03 Agency Mortgage-Backed Securities FNMA N/A 3138ELKX0 2027-05-01 4.000000 0.00 9757221.00 157655.10 Agency Mortgage-Backed Securities FNMA N/A 3138ETHZ2 2029-03-01 4.000000 0.00 3250000.00 32908.96 Agency Mortgage-Backed Securities FNMA N/A 3138LVWU3 2027-06-01 3.000000 0.00 200000.00 5010.52 Agency Mortgage-Backed Securities FNMA N/A 3138MBSS6 2042-10-01 3.000000 0.00 66183.00 5864.99 Agency Mortgage-Backed Securities FNMA N/A 3138W9F88 2028-08-01 2.500000 0.00 310000.00 21982.18 Agency Mortgage-Backed Securities FNMA N/A 3138WFAF3 2030-07-01 2.500000 0.00 93000.00 11210.76 Agency Mortgage-Backed Securities FNMA N/A 3138WFZC3 2025-11-01 2.500000 0.00 27530394.00 364588.58 Agency Mortgage-Backed Securities FNMA N/A 3138WGJG0 2046-01-01 3.500000 0.00 200000.00 34859.84 Agency Mortgage-Backed Securities FNMA N/A 3138WMHQ7 2043-03-01 2.500000 0.00 57000.00 9770.81 Agency Mortgage-Backed Securities FNMA N/A 3138X2E42 2043-08-01 4.000000 0.00 437563.00 80033.95 Agency Mortgage-Backed Securities FNMA N/A 31409GUY0 2036-12-01 6.500000 0.00 2341892.00 17910.11 Agency Mortgage-Backed Securities FNMA N/A 3140AQLP5 2054-10-01 5.500000 0.00 1452500.00 1347734.65 Agency Mortgage-Backed Securities FNMA N/A 3140AVVN8 2054-12-01 6.000000 0.00 36761562.00 37154726.91 Agency Mortgage-Backed Securities FNMA N/A 3140F2MU1 2026-04-01 2.000000 0.00 16500000.00 537247.69 Agency Mortgage-Backed Securities FNMA N/A 3140F8TH0 2046-08-01 4.000000 0.00 632481.00 123010.58 Agency Mortgage-Backed Securities FNMA N/A 3140J86N8 2028-08-01 3.000000 0.00 1000000.00 70617.91 Agency Mortgage-Backed Securities FNMA N/A 3140JHSX2 2048-10-01 3.500000 0.00 250000.00 22857.14 Agency Mortgage-Backed Securities FNMA N/A 3140MBH54 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Mortgage-Backed Securities GNMA N/A 36179QEF4 2044-05-20 4.875000 0.00 72049360.00 1035140.55 Agency Mortgage-Backed Securities GNMA N/A 36179QFG1 2029-06-20 3.500000 0.00 335000.00 18032.88 Agency Mortgage-Backed Securities GNMA N/A 36179QJU6 2044-07-20 4.500000 0.00 250000.00 18164.87 Agency Mortgage-Backed Securities GNMA N/A 36179QS51 2029-11-20 3.000000 0.00 125000.00 7018.79 Agency Mortgage-Backed Securities GNMA N/A 36179R4D8 2046-03-20 3.000000 0.00 7060000.00 795932.79 Agency Mortgage-Backed Securities GNMA N/A 36179R7L7 2046-04-20 4.500000 0.00 5500000.00 437284.83 Agency Mortgage-Backed Securities GNMA N/A 36179RDA4 2030-05-20 3.000000 0.00 1491781.00 102105.08 Agency Mortgage-Backed Securities GNMA N/A 36179RJG5 2045-07-20 4.500000 0.00 3040000.00 226132.24 Agency Mortgage-Backed Securities GNMA N/A 36179RKS7 2030-08-20 2.500000 0.00 235500.00 21561.58 Agency Mortgage-Backed Securities GNMA N/A 36179RQ44 2045-09-20 4.500000 0.00 2161000.00 177080.87 Agency Mortgage-Backed Securities GNMA N/A 36179SJS7 2046-08-20 3.000000 0.00 680000000.00 88034101.92 Agency Mortgage-Backed Securities GNMA N/A 36179SLU9 2046-09-20 4.500000 0.00 3954386.00 424556.96 Agency Mortgage-Backed Securities GNMA N/A 36179SNX1 2046-10-20 4.500000 0.00 250000.00 27446.81 Agency Mortgage-Backed Securities GNMA N/A 36179SQ42 2038-10-20 6.500000 0.00 6000000.00 1247550.90 Agency Mortgage-Backed Securities GNMA N/A 36179TAA3 2047-06-20 3.500000 0.00 1500000.00 63608.74 Agency Mortgage-Backed Securities GNMA N/A 36179TAM7 2047-06-20 4.500000 0.00 750000.00 69802.29 Agency Mortgage-Backed Securities GNMA N/A 36179TC29 2047-06-20 5.000000 0.00 1617000.00 161500.36 Agency Mortgage-Backed Securities GNMA N/A 36179TCY9 2047-07-20 4.000000 0.00 23981105.00 2489813.18 Agency Mortgage-Backed Securities GNMA N/A 36179TE35 2047-08-20 4.500000 0.00 200000.00 18807.39 Agency Mortgage-Backed Securities GNMA N/A 36179TE43 2047-07-20 5.000000 0.00 2680000.00 267630.55 Agency Mortgage-Backed Securities GNMA N/A 36179TSG1 2048-02-20 3.500000 0.00 147000.00 19311.37 Agency Mortgage-Backed Securities GNMA N/A 36179TUA1 2048-03-20 3.500000 0.00 750000.00 94870.76 Agency Mortgage-Backed Securities GNMA N/A 36179TUD5 2048-03-20 5.000000 0.00 12913805.00 1088279.97 Agency Mortgage-Backed Securities GNMA N/A 36179TUE3 2048-03-20 5.500000 0.00 5729851.00 720076.64 Agency Mortgage-Backed Securities GNMA N/A 36179TXB6 2028-04-20 7.500000 0.00 90446.00 14947.88 Agency Mortgage-Backed Securities GNMA N/A 36179TXC4 2030-10-20 8.000000 0.00 78287.00 6944.09 Agency Mortgage-Backed Securities GNMA N/A 36179U7J5 2049-08-20 4.000000 0.00 365278.00 120429.12 Agency Mortgage-Backed Securities GNMA N/A 36179UBF8 2033-08-20 4.500000 0.00 172802.00 9546.16 Agency Mortgage-Backed Securities GNMA N/A 36179UFZ0 2048-10-20 3.500000 0.00 474147.00 18251.94 Agency Mortgage-Backed Securities GNMA N/A 36179UGD8 2048-11-20 4.500000 0.00 600000.00 47493.55 Agency Mortgage-Backed Securities GNMA N/A 36179UKZ4 2049-01-20 5.000000 0.00 9722150.00 612693.03 Agency Mortgage-Backed Securities GNMA N/A 36179USU7 2049-05-20 4.000000 0.00 51109392.00 4515686.24 Agency Mortgage-Backed Securities GNMA N/A 36179UV66 2049-07-20 2.500000 0.00 260000.00 54205.94 Agency Mortgage-Backed Securities GNMA N/A 36179UW40 2034-08-20 4.500000 0.00 1577250.00 329419.57 Agency Mortgage-Backed Securities GNMA N/A 36179V2R0 2050-12-20 1.500000 0.00 777733.00 540841.84 Agency Mortgage-Backed Securities GNMA N/A 36179V6A3 2036-06-20 2.500000 0.00 125000.00 55310.66 Agency Mortgage-Backed Securities GNMA N/A 36179VBF6 2049-12-20 3.000000 0.00 792000.00 143728.37 Agency Mortgage-Backed Securities GNMA N/A 36179VDN7 2050-01-20 3.000000 0.00 275194.00 51713.80 Agency Mortgage-Backed Securities GNMA N/A 36179VHH6 2050-02-20 3.500000 0.00 4143401.00 408223.59 Agency Mortgage-Backed Securities GNMA N/A 36179VJV3 2033-07-20 5.000000 0.00 33409.00 5953.36 Agency Mortgage-Backed Securities GNMA N/A 36179VL32 2050-05-20 3.000000 0.00 1500000.00 269186.48 Agency Mortgage-Backed Securities GNMA N/A 36179VM31 2035-06-20 2.500000 0.00 200000.00 94897.64 Agency Mortgage-Backed Securities GNMA N/A 36179VNC0 2035-06-20 4.500000 0.00 102477.00 50235.36 Agency Mortgage-Backed Securities GNMA N/A 36179VP61 2030-03-20 5.000000 0.00 1805494.00 690772.77 Agency Mortgage-Backed Securities GNMA N/A 36179VQJ2 2050-07-20 3.000000 0.00 2201159.00 363816.53 Agency Mortgage-Backed Securities GNMA N/A 36179VS50 2035-09-20 2.500000 0.00 480000.00 161260.95 Agency Mortgage-Backed Securities GNMA N/A 36179VSK7 2050-07-20 4.000000 0.00 100000.00 26630.28 Agency Mortgage-Backed Securities GNMA N/A 36179VTV2 2050-09-20 2.000000 0.00 42000.00 19864.37 Agency Mortgage-Backed Securities GNMA N/A 36179VVZ0 2050-08-20 3.000000 0.00 12932147.00 4559174.02 Agency Mortgage-Backed Securities GNMA N/A 36179VW89 2035-11-20 4.000000 0.00 118252.00 46420.78 Agency Mortgage-Backed Securities GNMA N/A 36179VXY1 2050-11-20 2.500000 0.00 1445000.00 605595.22 Agency Mortgage-Backed Securities GNMA N/A 36179VZU7 2050-12-20 4.000000 0.00 50000.00 17069.42 Agency Mortgage-Backed Securities GNMA N/A 36179W3C0 2038-02-20 6.500000 0.00 363456.00 233557.37 Agency Mortgage-Backed Securities GNMA N/A 36179W5D6 2052-05-20 3.500000 0.00 13714340.00 10216084.12 Agency Mortgage-Backed Securities GNMA N/A 36179WDH8 2051-04-20 2.500000 0.00 115000.00 58330.47 Agency Mortgage-Backed Securities GNMA N/A 36179WEQ7 2030-07-20 4.000000 0.00 161382.00 111486.75 Agency Mortgage-Backed Securities GNMA N/A 36179WJT6 2051-07-20 3.500000 0.00 514067.00 286701.18 Agency Mortgage-Backed Securities GNMA N/A 36179WNG9 2051-09-20 3.500000 0.00 1073555.00 678913.18 Agency Mortgage-Backed Securities GNMA N/A 36179WRZ3 2051-11-20 2.000000 0.00 6283040.00 3950130.34 Agency Mortgage-Backed Securities GNMA N/A 36179WS74 2035-07-20 4.500000 0.00 56409.00 34996.42 Agency Mortgage-Backed Securities GNMA N/A 36179WV21 2052-01-20 5.500000 0.00 178446.00 102068.72 Agency Mortgage-Backed Securities GNMA N/A 36179WV96 2051-12-20 2.000000 0.00 525494.00 456527.30 Agency Mortgage-Backed Securities GNMA N/A 36179WWY0 2033-01-20 7.500000 0.00 93245.00 46017.06 Agency Mortgage-Backed Securities GNMA N/A 36179WX60 2051-11-20 2.000000 0.00 233923.00 215907.16 Agency Mortgage-Backed Securities GNMA N/A 36179WXL7 2052-02-20 3.500000 0.00 9903190.00 7107212.60 Agency Mortgage-Backed Securities GNMA N/A 36179WXM5 2052-02-20 4.000000 0.00 634008.00 460823.69 Agency Mortgage-Backed Securities GNMA N/A 36179WY93 2052-03-20 2.500000 0.00 15062240.00 10143292.40 Agency Mortgage-Backed Securities GNMA N/A 36179WZ84 2037-07-20 5.000000 0.00 107625.00 75693.92 Agency Mortgage-Backed Securities GNMA N/A 36179WZB7 2052-03-20 3.500000 0.00 14125852.00 10398714.85 Agency Mortgage-Backed Securities GNMA N/A 36179X2L9 2053-05-20 5.500000 0.00 11024703.00 9419286.19 Agency Mortgage-Backed Securities GNMA N/A 36179X6S0 2028-05-20 2.500000 0.00 1349510.00 937023.53 Agency Mortgage-Backed Securities GNMA N/A 36179XA89 2034-07-20 6.500000 0.00 212610.00 109226.00 Agency Mortgage-Backed Securities GNMA N/A 36179XBH8 2052-07-20 3.000000 0.00 4129052.00 3044110.55 Agency Mortgage-Backed Securities GNMA N/A 36179XBQ8 2052-02-20 2.500000 0.00 4049621.00 2723013.74 Agency Mortgage-Backed Securities GNMA N/A 36179XBT2 2052-07-20 4.000000 0.00 801770.00 634172.50 Agency Mortgage-Backed Securities GNMA N/A 36179XC79 2052-08-20 5.000000 0.00 1660050.00 1218237.33 Agency Mortgage-Backed Securities GNMA N/A 36179XDC7 2052-08-20 3.500000 0.00 75116.00 56502.22 Agency Mortgage-Backed Securities GNMA N/A 36179XDG8 2052-08-20 5.500000 0.00 272680.00 201961.95 Agency Mortgage-Backed Securities GNMA N/A 36179XES1 2037-09-20 5.000000 0.00 344531.00 281412.92 Agency Mortgage-Backed Securities GNMA N/A 36179XFE1 2052-08-20 3.000000 0.00 46248745.00 33007905.72 Agency Mortgage-Backed Securities GNMA N/A 36179XG59 2037-09-20 5.000000 0.00 294990.00 219876.00 Agency Mortgage-Backed Securities GNMA N/A 36179XHU3 2052-09-20 2.500000 0.00 4051259.00 2760895.79 Agency Mortgage-Backed Securities GNMA N/A 36179XHY5 2052-10-20 4.500000 0.00 7473463.00 6160032.13 Agency Mortgage-Backed Securities GNMA N/A 36179XHZ2 2052-10-20 5.000000 0.00 1843626.00 1515596.83 Agency Mortgage-Backed Securities GNMA N/A 36179XKG0 2037-11-20 3.500000 0.00 109066.00 81774.50 Agency Mortgage-Backed Securities GNMA N/A 36179XKH8 2037-11-20 4.000000 0.00 146017.00 107947.83 Agency Mortgage-Backed Securities GNMA N/A 36179XLL8 2052-11-20 6.500000 0.00 290000.00 162599.14 Agency Mortgage-Backed Securities GNMA N/A 36179XM29 2051-05-20 3.000000 0.00 5482785.00 3974387.90 Agency Mortgage-Backed Securities GNMA N/A 36179XM45 2052-11-20 4.000000 0.00 804889.00 682743.60 Agency Mortgage-Backed Securities GNMA N/A 36179XMD5 2032-10-20 3.000000 0.00 276346.00 211288.44 Agency Mortgage-Backed Securities GNMA N/A 36179XQQ2 2051-02-20 2.000000 0.00 6184573.00 4298791.13 Agency Mortgage-Backed Securities GNMA N/A 36179XSC1 2038-02-20 4.500000 0.00 480243.00 359731.93 Agency Mortgage-Backed Securities GNMA N/A 36179XUY0 2029-06-20 7.000000 0.00 83076.00 71421.73 Agency Mortgage-Backed Securities GNMA N/A 36179XVM5 2053-01-20 2.500000 0.00 4842138.00 3391283.20 Agency Mortgage-Backed Securities GNMA N/A 36179XW77 2038-04-20 5.000000 0.00 64314.00 49788.93 Agency Mortgage-Backed Securities GNMA N/A 36179XX35 2053-03-20 4.000000 0.00 2479188.00 2082758.18 Agency Mortgage-Backed Securities GNMA N/A 36179XXM3 2053-04-20 3.000000 0.00 825000.00 673585.59 Agency Mortgage-Backed Securities GNMA N/A 36179XXN1 2053-03-20 3.500000 0.00 979385.00 654399.19 Agency Mortgage-Backed Securities GNMA N/A 36179XXW1 2045-02-20 1.500000 0.00 211698.00 101038.29 Agency Mortgage-Backed Securities GNMA N/A 36179XZJ8 2038-05-20 4.000000 0.00 120627.00 86862.34 Agency Mortgage-Backed Securities GNMA N/A 36179Y2D5 2051-01-20 2.000000 0.00 240880.00 190964.49 Agency Mortgage-Backed Securities GNMA N/A 36179Y4A9 2031-02-20 2.000000 0.00 128910.00 113618.39 Agency Mortgage-Backed Securities GNMA N/A 36179Y4L5 2039-08-20 7.000000 0.00 189877.00 193111.18 Agency Mortgage-Backed Securities GNMA N/A 36179Y4M3 2039-10-20 7.500000 0.00 258325.00 264911.79 Agency Mortgage-Backed Securities GNMA N/A 36179Y5E0 2050-07-20 2.500000 0.00 2028613.00 1684349.31 Agency Mortgage-Backed Securities GNMA N/A 36179Y5G5 2054-08-20 3.500000 0.00 13895328.00 12157926.54 Agency Mortgage-Backed Securities GNMA N/A 36179Y5J9 2054-08-20 4.500000 0.00 32338374.00 30558201.05 Agency Mortgage-Backed Securities GNMA N/A 36179YAB0 2053-07-20 4.000000 0.00 834604.00 744042.95 Agency Mortgage-Backed Securities GNMA N/A 36179YAQ7 2053-04-20 4.500000 0.00 2945901.00 2624231.13 Agency Mortgage-Backed Securities GNMA N/A 36179YAU8 2053-07-20 6.500000 0.00 672372.00 420916.81 Agency Mortgage-Backed Securities GNMA N/A 36179YDJ0 2053-07-20 5.000000 0.00 2807510.00 2536866.91 Agency Mortgage-Backed Securities GNMA N/A 36179YFE9 2052-02-20 2.500000 0.00 51231147.00 38479384.34 Agency Mortgage-Backed Securities GNMA N/A 36179YFJ8 2053-06-20 4.500000 0.00 3595704.00 3247395.14 Agency Mortgage-Backed Securities GNMA N/A 36179YG65 2051-01-20 2.000000 0.00 1495971.00 1095774.96 Agency Mortgage-Backed Securities GNMA N/A 36179YHW7 2053-10-20 7.500000 0.00 1011286.00 526350.82 Agency Mortgage-Backed Securities GNMA N/A 36179YJS4 2038-11-20 6.500000 0.00 441196.00 375864.76 Agency Mortgage-Backed Securities GNMA N/A 36179YKA1 2053-11-20 4.000000 0.00 1527254.00 1351791.52 Agency Mortgage-Backed Securities GNMA N/A 36179YKK9 2052-04-20 2.000000 0.00 1003183.00 783239.98 Agency Mortgage-Backed Securities GNMA N/A 36179YKQ6 2053-11-20 4.500000 0.00 2452623.00 2260711.31 Agency Mortgage-Backed Securities GNMA N/A 36179YM84 2031-10-20 2.500000 0.00 48928.00 40448.50 Agency Mortgage-Backed Securities GNMA N/A 36179YMA9 2053-12-20 7.500000 0.00 724437.00 426109.42 Agency Mortgage-Backed Securities GNMA N/A 36179YMH4 2053-09-20 4.500000 0.00 546572.00 505040.73 Agency Mortgage-Backed Securities GNMA N/A 36179YRJ5 2054-01-20 6.000000 0.00 45000000.00 35389594.08 Agency Mortgage-Backed Securities GNMA N/A 36179YSA3 2039-02-20 6.500000 0.00 1021794.00 780106.22 Agency Mortgage-Backed Securities GNMA N/A 36179YXX7 2039-06-20 5.000000 0.00 365359.00 353455.18 Agency Mortgage-Backed Securities GNMA N/A 36179YYR9 2051-08-20 3.000000 0.00 47309933.00 39913961.73 Agency Mortgage-Backed Securities GNMA N/A 36179YYZ1 2054-05-20 7.000000 0.00 10674672.00 10552754.88 Agency Mortgage-Backed Securities GNMA N/A 3617A0C87 2045-07-15 3.000000 0.00 300000.00 45206.21 Agency Mortgage-Backed Securities GNMA N/A 3617A0SY3 2045-08-15 4.500000 0.00 2359549.00 220390.21 Agency Mortgage-Backed Securities GNMA N/A 3617A3ZR4 2047-12-20 3.500000 0.00 8073911.00 500344.90 Agency Mortgage-Backed Securities GNMA N/A 3617AAMJ0 2045-12-15 4.000000 0.00 471754.00 28183.88 Agency Mortgage-Backed Securities GNMA N/A 3617AAQY3 2046-01-15 4.500000 0.00 122050.00 17967.91 Agency Mortgage-Backed Securities GNMA N/A 3617AJM51 2047-05-15 5.000000 0.00 1714808.00 107117.28 Agency Mortgage-Backed Securities GNMA N/A 3617AUFB1 2047-10-20 3.500000 0.00 112000.00 44996.54 Agency Mortgage-Backed Securities GNMA N/A 3617AXWM2 2047-07-15 3.500000 0.00 7640211.00 3252501.33 Agency Mortgage-Backed Securities GNMA N/A 3617B6K27 2047-12-15 3.000000 0.00 78696.00 37193.63 Agency Mortgage-Backed Securities GNMA N/A 3617B6LG5 2048-03-15 3.000000 0.00 25000.00 15988.26 Agency Mortgage-Backed Securities GNMA N/A 3617BBFT3 2047-11-15 3.500000 0.00 1383987.00 102691.75 Agency Mortgage-Backed Securities GNMA N/A 3617BCRX9 2047-09-15 3.000000 0.00 677731.00 320724.58 Agency Mortgage-Backed Securities GNMA N/A 3617BJRG1 2047-10-15 4.000000 0.00 93000.00 30781.83 Agency Mortgage-Backed Securities GNMA N/A 3617BKN98 2049-10-15 3.000000 0.00 31242860.00 5775991.00 Agency Mortgage-Backed Securities GNMA N/A 3617BKPT2 2048-04-20 4.000000 0.00 260867.00 41571.32 Agency Mortgage-Backed Securities GNMA N/A 3617BKXG1 2047-11-20 4.000000 0.00 1503856.00 698923.94 Agency Mortgage-Backed Securities GNMA N/A 3617BMR66 2047-10-15 3.500000 0.00 305409.00 45953.54 Agency Mortgage-Backed Securities GNMA N/A 3617BTGM8 2048-01-15 4.000000 0.00 71000.00 32915.70 Agency Mortgage-Backed Securities GNMA N/A 3617F0GT2 2051-08-20 2.500000 0.00 1260094.00 978420.01 Agency Mortgage-Backed Securities GNMA N/A 3617F5RZ5 2050-10-20 4.000000 0.00 1515000.00 1180726.52 Agency Mortgage-Backed Securities GNMA N/A 3617F94H2 2041-03-20 4.000000 0.00 2225853.00 1686490.28 Agency Mortgage-Backed Securities GNMA N/A 3617F96F4 2042-05-20 4.000000 0.00 1131023.00 973177.14 Agency Mortgage-Backed Securities GNMA N/A 3617FKLG0 2051-08-20 2.500000 0.00 5744759.00 3665690.78 Agency Mortgage-Backed Securities GNMA N/A 3617FYNE3 2065-06-15 5.060000 0.00 6090092.00 6134827.79 Agency Mortgage-Backed Securities GNMA N/A 3617FYWS2 2051-11-20 2.500000 0.00 5429090.00 3754379.88 Agency Mortgage-Backed Securities GNMA N/A 3617G44R0 2048-06-20 4.500000 0.00 93222.00 9403.32 Agency Mortgage-Backed Securities GNMA N/A 3617G7GW9 2048-01-15 5.000000 0.00 199706.00 25423.40 Agency Mortgage-Backed Securities GNMA N/A 3617G8S87 2048-03-15 5.000000 0.00 180903.00 36654.10 Agency Mortgage-Backed Securities GNMA N/A 3617GBUL8 2048-05-20 4.500000 0.00 4561240.00 452183.80 Agency Mortgage-Backed Securities GNMA N/A 3617GEB33 2048-07-20 4.000000 0.00 5029800.00 77886.35 Agency Mortgage-Backed Securities GNMA N/A 3617GNGY0 2048-06-20 4.500000 0.00 283000.00 34885.91 Agency Mortgage-Backed Securities GNMA N/A 3617GNLV0 2048-05-20 4.000000 0.00 1496699.00 675956.01 Agency Mortgage-Backed Securities GNMA N/A 3617GWG87 2048-06-20 4.000000 0.00 1500000.00 503606.66 Agency Mortgage-Backed Securities GNMA N/A 3617HS6X1 2049-03-20 5.000000 0.00 164000.00 23375.11 Agency Mortgage-Backed Securities GNMA N/A 3617J12C8 2048-09-20 5.000000 0.00 1705722.00 259700.32 Agency Mortgage-Backed Securities GNMA N/A 3617JDSL4 2048-11-20 4.000000 0.00 2883231.00 570998.46 Agency Mortgage-Backed Securities GNMA N/A 3617JEM38 2049-02-20 4.500000 0.00 32020083.00 3051793.38 Agency Mortgage-Backed Securities GNMA N/A 3617JHFA3 2049-05-20 4.500000 0.00 41000.00 9669.38 Agency Mortgage-Backed Securities GNMA N/A 3617JHFB1 2049-05-20 5.000000 0.00 343000.00 47831.51 Agency Mortgage-Backed Securities GNMA N/A 3617K1W25 2049-05-20 4.500000 0.00 1617054.00 392018.24 Agency Mortgage-Backed Securities GNMA N/A 3617LJ7H0 2062-08-20 5.000000 0.00 268159.00 257076.53 Agency Mortgage-Backed Securities GNMA N/A 3617M7WQ7 2050-02-20 3.000000 0.00 291000.00 91807.44 Agency Mortgage-Backed Securities GNMA N/A 3617MB5B1 2050-02-20 4.000000 0.00 1000000.00 251676.34 Agency Mortgage-Backed Securities GNMA N/A 3617MFTW0 2050-02-15 3.500000 0.00 1635347.00 276549.60 Agency Mortgage-Backed Securities GNMA N/A 3617MKP78 2050-12-20 2.500000 0.00 100000.00 53742.87 Agency Mortgage-Backed Securities GNMA N/A 3617MN3V3 2050-03-20 3.000000 0.00 200000.00 41868.66 Agency Mortgage-Backed Securities GNMA N/A 3617NAG61 2050-05-15 2.500000 0.00 23057549.00 7252170.22 Agency Mortgage-Backed Securities GNMA N/A 3617NATT7 2050-07-15 2.500000 0.00 10104679.00 4426153.39 Agency Mortgage-Backed Securities GNMA N/A 3617NDS54 2050-10-20 3.000000 0.00 288000.00 127482.54 Agency Mortgage-Backed Securities GNMA N/A 3617NME75 2036-01-20 5.000000 0.00 1832080.00 360427.10 Agency Mortgage-Backed Securities GNMA N/A 3617NP3L9 2035-12-20 5.500000 0.00 4041151.00 1517975.33 Agency Mortgage-Backed Securities GNMA N/A 3617NWAN2 2033-01-20 6.500000 0.00 3285485.00 1351655.48 Agency Mortgage-Backed Securities GNMA N/A 3617NWNF5 2050-09-20 3.000000 0.00 1600607.00 457894.40 Agency Mortgage-Backed Securities GNMA N/A 3617NWPM8 2050-10-20 2.000000 0.00 255068.00 154732.87 Agency Mortgage-Backed Securities GNMA N/A 3617Q12P1 2034-01-20 7.000000 0.00 2868002.00 1353705.61 Agency Mortgage-Backed Securities GNMA N/A 3617Q1ZV2 2035-10-20 5.000000 0.00 9328093.00 3589736.90 Agency Mortgage-Backed Securities GNMA N/A 3617Q9QX1 2050-09-20 2.500000 0.00 128058.00 87142.46 Agency Mortgage-Backed Securities GNMA N/A 3617QBSD8 2050-11-15 2.500000 0.00 514958.00 246455.85 Agency Mortgage-Backed Securities GNMA N/A 3617QGK78 2050-09-20 4.000000 0.00 300000.00 78809.79 Agency Mortgage-Backed Securities GNMA N/A 3617QKY58 2050-09-20 3.500000 0.00 160000.00 99262.19 Agency Mortgage-Backed Securities GNMA N/A 3617QSQZ4 2038-11-20 6.500000 0.00 1251673.00 719920.66 Agency Mortgage-Backed Securities GNMA N/A 3617V6KN9 2049-03-15 3.130000 0.00 90409.00 75466.39 Agency Mortgage-Backed Securities GNMA N/A 3617VBPG8 2051-06-20 2.500000 0.00 11192180.00 7855118.66 Agency Mortgage-Backed Securities GNMA N/A 3617VHS23 2043-10-20 3.000000 0.00 1153764.00 445821.02 Agency Mortgage-Backed Securities GNMA N/A 3617VSU91 2049-07-20 5.500000 0.00 1084648.00 136806.28 Agency Mortgage-Backed Securities GNMA N/A 3617VUST5 2051-06-20 2.500000 0.00 32107665.00 16942482.26 Agency Mortgage-Backed Securities GNMA N/A 3617W73J4 2044-10-20 3.000000 0.00 1430290.00 629401.99 Agency Mortgage-Backed Securities GNMA N/A 3617WGYW1 2051-09-20 2.500000 0.00 200000.00 114456.23 Agency Mortgage-Backed Securities GNMA N/A 3617WJWC1 2043-07-20 3.000000 0.00 1000000.00 545661.50 Agency Mortgage-Backed Securities GNMA N/A 3617WRUF8 2051-08-20 2.500000 0.00 2187894.00 1585265.14 Agency Mortgage-Backed Securities GNMA N/A 3617WYJM1 2054-05-15 3.190000 0.00 141058.00 118417.04 Agency Mortgage-Backed Securities GNMA N/A 3617X1Q93 2051-11-20 2.500000 0.00 1290120.00 992132.00 Agency Mortgage-Backed Securities GNMA N/A 3617X4FV0 2032-07-20 7.000000 0.00 1128455.00 503440.41 Agency Mortgage-Backed Securities GNMA N/A 3617X4FY4 2035-03-20 6.500000 0.00 1277172.00 798784.75 Agency Mortgage-Backed Securities GNMA N/A 3617XBS81 2051-11-20 2.500000 0.00 800000.00 541906.23 Agency Mortgage-Backed Securities GNMA N/A 3617XGWQ5 2050-01-20 3.000000 0.00 25000.00 15798.63 Agency Mortgage-Backed Securities GNMA N/A 3617XH2R4 2052-01-20 3.000000 0.00 12119934.00 8521436.72 Agency Mortgage-Backed Securities GNMA N/A 3617XNPS4 2050-06-20 3.000000 0.00 125000.00 61506.39 Agency Mortgage-Backed Securities GNMA N/A 3617XSR28 2052-02-20 3.500000 0.00 3000000.00 2061401.47 Agency Mortgage-Backed Securities GNMA N/A 3617XXAL3 2052-02-20 3.500000 0.00 774500.00 630332.67 Agency Mortgage-Backed Securities GNMA N/A 3617XXPD5 2029-06-20 3.000000 0.00 1015446.00 270737.80 Agency Mortgage-Backed Securities GNMA N/A 3617XYB55 2051-01-20 2.500000 0.00 7027852.00 3962576.85 Agency Mortgage-Backed Securities GNMA N/A 3617Y1M70 2047-12-20 3.000000 0.00 213009.00 131669.79 Agency Mortgage-Backed Securities GNMA N/A 3617Y3J96 2052-02-20 2.500000 0.00 5204834.00 2938269.97 Agency Mortgage-Backed Securities GNMA N/A 3617Y5S59 2047-09-20 4.000000 0.00 1600000.00 1209687.35 Agency 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Securities GNMA N/A 3618HTN75 2064-05-20 5.500000 0.00 153703.00 152001.82 Agency Mortgage-Backed Securities GNMA N/A 3618HTRL0 2064-06-20 4.500000 0.00 501359.00 469704.98 Agency Mortgage-Backed Securities GNMA N/A 3618HTRM8 2064-06-20 5.000000 0.00 893764.00 862532.95 Agency Mortgage-Backed Securities GNMA N/A 3618HTSY1 2064-05-20 6.500000 0.00 671161.00 679632.12 Agency Mortgage-Backed Securities GNMA N/A 3618HVWU9 2054-09-20 5.500000 0.00 1251492.00 1229614.21 Agency Mortgage-Backed Securities GNMA N/A 3618HWWF0 2054-11-20 7.000000 0.00 1131066.00 1186456.08 Agency Mortgage-Backed Securities GNMA N/A 3618HX2E4 2064-06-20 5.500000 0.00 519160.00 511967.94 Agency Mortgage-Backed Securities GNMA N/A 3618HX3C7 2064-07-20 5.500000 0.00 1121876.00 1108312.62 Agency Mortgage-Backed Securities GNMA N/A 3618HX5A9 2064-07-20 5.000000 0.00 382498.00 369591.77 Agency Mortgage-Backed Securities GNMA N/A 3618HXJF3 2064-05-20 6.500000 0.00 61315.00 62214.57 Agency Mortgage-Backed Securities GNMA N/A 3618HXKL8 2064-10-20 6.500000 0.00 656329.00 666420.01 Agency Mortgage-Backed Securities GNMA N/A 3618HXVH5 2054-09-20 5.500000 0.00 448973.00 451494.45 Agency Mortgage-Backed Securities GNMA N/A 3618HYHY2 2064-08-20 6.500000 0.00 899565.00 912788.70 Agency Mortgage-Backed Securities GNMA N/A 3618HYVR1 2064-06-20 7.000000 0.00 2774940.00 2340767.99 Agency Mortgage-Backed Securities GNMA N/A 3618J0VG7 2054-10-20 5.500000 0.00 1412997.00 1418278.38 Agency Mortgage-Backed Securities GNMA N/A 3618J12Z5 2064-08-20 7.000000 0.00 78379.00 80407.25 Agency Mortgage-Backed Securities GNMA N/A 3618J1DA8 2063-06-20 6.500000 0.00 37309.00 37845.29 Agency Mortgage-Backed Securities GNMA N/A 3618J1LT8 2054-09-20 7.500000 0.00 3302340.00 3517980.30 Agency Mortgage-Backed Securities GNMA N/A 3618J1M75 2054-11-20 6.000000 0.00 1119360.00 1141735.95 Agency Mortgage-Backed Securities GNMA N/A 3618J1QY2 2064-05-20 6.500000 0.00 46266.00 46924.93 Agency Mortgage-Backed Securities GNMA N/A 3618J2EP2 2054-09-20 6.500000 0.00 846890.00 874896.88 Agency Mortgage-Backed Securities GNMA N/A 3618J2T92 2064-09-20 7.000000 0.00 1690420.00 1732235.96 Agency Mortgage-Backed Securities GNMA N/A 3618J2W72 2063-09-20 5.500000 0.00 272864.00 269795.26 Agency Mortgage-Backed Securities GNMA N/A 3618J2W98 2064-08-20 6.500000 0.00 3582615.00 3548312.26 Agency Mortgage-Backed Securities GNMA N/A 3618J3HG7 2064-05-20 6.500000 0.00 543788.00 551881.20 Agency Mortgage-Backed Securities GNMA N/A 3618J3TU3 2064-07-20 6.500000 0.00 484599.00 409258.27 Agency Mortgage-Backed Securities GNMA N/A 3618J3VF3 2064-08-20 6.500000 0.00 1203111.00 1197098.44 Agency Mortgage-Backed Securities GNMA N/A 3618J4AB3 2054-09-20 5.500000 0.00 1353611.00 1357397.81 Agency Mortgage-Backed Securities GNMA N/A 3618J4BH9 2054-08-20 6.000000 0.00 203918.00 210037.61 Agency Mortgage-Backed Securities GNMA N/A 3618J4BP1 2063-07-20 6.500000 0.00 89986.00 91285.08 Agency Mortgage-Backed Securities GNMA N/A 3618J6GB2 2054-10-20 7.500000 0.00 1688409.00 1749338.29 Agency Mortgage-Backed Securities GNMA N/A 3618J6GD8 2054-10-20 7.500000 0.00 1133096.00 1181548.55 Agency Mortgage-Backed Securities GNMA N/A 3618J6GN6 2054-10-20 6.500000 0.00 2260747.00 2337370.87 Agency Mortgage-Backed Securities GNMA N/A 3618J6M66 2064-08-20 7.000000 0.00 907877.00 932020.65 Agency Mortgage-Backed Securities GNMA N/A 3618J6WB4 2064-07-20 6.500000 0.00 210191.00 209685.92 Agency Mortgage-Backed Securities GNMA N/A 3618J74V9 2054-10-20 6.000000 0.00 2160591.00 2210347.07 Agency Mortgage-Backed Securities GNMA N/A 3618J7JP6 2054-10-20 5.500000 0.00 1175167.00 1177402.50 Agency Mortgage-Backed Securities GNMA N/A 3618J7JV3 2054-10-20 5.500000 0.00 1818752.00 1814654.92 Agency Mortgage-Backed Securities GNMA N/A 3618J7P38 2054-10-20 5.000000 0.00 8125962.00 7974980.83 Agency Mortgage-Backed Securities GNMA N/A 3618J7Q52 2054-11-20 5.500000 0.00 6031556.00 6029710.87 Agency Mortgage-Backed Securities GNMA N/A 3618J7YQ7 2054-09-20 6.500000 0.00 2535173.00 2618842.68 Agency Mortgage-Backed Securities GNMA N/A 3618J8TD0 2054-11-20 5.500000 0.00 1400268.00 1387853.91 Agency Mortgage-Backed Securities GNMA N/A 3618J9J23 2064-08-20 5.000000 0.00 267404.00 258537.02 Agency Mortgage-Backed Securities GNMA N/A 3618J9UW4 2054-09-20 6.000000 0.00 5985369.00 6103138.74 Agency Mortgage-Backed Securities GNMA N/A 3618JAAD5 2064-08-20 4.500000 0.00 114437.00 107419.77 Agency Mortgage-Backed Securities GNMA N/A 3618JAAH6 2064-08-20 7.000000 0.00 1477161.00 1515838.43 Agency Mortgage-Backed Securities GNMA N/A 3618JAER0 2064-09-20 6.500000 0.00 52561.00 53350.87 Agency Mortgage-Backed Securities GNMA N/A 3618JARG0 2064-03-20 6.500000 0.00 69628.00 70698.50 Agency Mortgage-Backed Securities GNMA N/A 3618JARH8 2064-10-20 6.500000 0.00 605601.00 614915.30 Agency Mortgage-Backed Securities GNMA N/A 3618JARK1 2064-10-20 7.000000 0.00 6101376.00 6240484.27 Agency Mortgage-Backed Securities GNMA N/A 3618JARL9 2064-10-20 6.500000 0.00 11357439.00 11510650.91 Agency Mortgage-Backed Securities GNMA N/A 3618JAZK2 2054-11-20 5.000000 0.00 6060018.00 5945559.15 Agency Mortgage-Backed Securities GNMA N/A 3618JBNR8 2054-10-20 7.000000 0.00 2036958.00 2155144.18 Agency Mortgage-Backed Securities GNMA N/A 3618JC4L0 2064-08-20 6.500000 0.00 886564.00 898908.86 Agency Mortgage-Backed Securities GNMA N/A 3618JCNJ4 2064-07-20 7.000000 0.00 3116394.00 3193618.24 Agency Mortgage-Backed Securities GNMA N/A 3618JCRM3 2064-10-20 6.500000 0.00 421426.00 428063.34 Agency Mortgage-Backed Securities GNMA N/A 3618JDJS7 2054-11-20 6.500000 0.00 1271394.00 1327955.09 Agency Mortgage-Backed Securities GNMA N/A 3618JDJU2 2054-11-20 6.000000 0.00 1786743.00 1848205.04 Agency Mortgage-Backed Securities GNMA N/A 3618JDPH4 2064-10-20 6.500000 0.00 1813563.00 1841474.20 Agency Mortgage-Backed Securities GNMA N/A 3618JDQA8 2064-10-20 6.500000 0.00 639924.00 649656.20 Agency Mortgage-Backed Securities GNMA N/A 3618JDQJ9 2064-10-20 5.000000 0.00 221953.00 214830.86 Agency Mortgage-Backed Securities GNMA N/A 3618JE3G8 2054-10-20 6.500000 0.00 1032544.00 1083833.65 Agency Mortgage-Backed Securities GNMA N/A 3618JE6N0 2054-10-20 6.500000 0.00 2414050.00 2509562.94 Agency Mortgage-Backed Securities GNMA N/A 3618JE6P5 2054-10-20 6.500000 0.00 4322366.00 4478097.89 Agency Mortgage-Backed Securities GNMA N/A 3618JEYL3 2064-08-20 3.000000 0.00 183762.00 155977.97 Agency Mortgage-Backed Securities GNMA N/A 3618JEZ65 2054-09-20 5.500000 0.00 773160.00 777554.20 Agency Mortgage-Backed Securities GNMA N/A 3618JEZ81 2054-09-20 5.500000 0.00 2228772.00 2220577.88 Agency Mortgage-Backed Securities GNMA N/A 3618JFKS0 2064-09-20 7.000000 0.00 104402.00 107176.49 Agency Mortgage-Backed Securities GNMA N/A 3618JFV82 2054-10-20 7.000000 0.00 1998826.00 2102077.00 Agency Mortgage-Backed Securities GNMA N/A 3618JFXQ0 2064-08-20 7.000000 0.00 629331.00 645840.11 Agency Mortgage-Backed Securities GNMA N/A 3618JGAQ3 2054-11-20 6.500000 0.00 4467950.00 4623431.87 Agency Mortgage-Backed Securities GNMA N/A 3618JH5Q7 2064-09-20 6.500000 0.00 328639.00 333828.29 Agency Mortgage-Backed Securities GNMA N/A 3618JHX78 2054-09-20 5.500000 0.00 1351492.00 1346853.74 Agency Mortgage-Backed Securities GNMA N/A 3618JHXX1 2054-09-20 6.000000 0.00 2002768.00 2042317.40 Agency Mortgage-Backed Securities GNMA N/A 3618JJ7D0 2054-10-20 5.500000 0.00 1268030.00 1263637.29 Agency Mortgage-Backed Securities GNMA N/A 3618JJLD4 2054-09-20 6.500000 0.00 1365248.00 1432878.77 Agency Mortgage-Backed Securities GNMA N/A 3618JJMK7 2054-10-20 6.500000 0.00 2103777.00 2184896.75 Agency Mortgage-Backed Securities GNMA N/A 3618JJML5 2054-11-20 6.000000 0.00 7995781.00 8185067.09 Agency Mortgage-Backed Securities GNMA N/A 3618JJN26 2054-09-20 5.000000 0.00 1822885.00 1778308.77 Agency Mortgage-Backed Securities GNMA N/A 3618JJN91 2054-10-20 6.500000 0.00 760665.00 795740.22 Agency Mortgage-Backed Securities GNMA N/A 3618JJQ56 2054-11-20 6.500000 0.00 719028.00 752795.63 Agency Mortgage-Backed Securities GNMA N/A 3618JJQ72 2054-11-20 6.500000 0.00 1241998.00 1300147.49 Agency Mortgage-Backed Securities GNMA N/A 3618JJQQ0 2054-10-20 7.500000 0.00 1870275.00 1994599.74 Agency Mortgage-Backed Securities GNMA N/A 3618JJXE9 2054-10-20 5.500000 0.00 2355153.00 2354456.12 Agency Mortgage-Backed Securities GNMA N/A 3618JJZZ0 2064-09-20 6.500000 0.00 417489.00 423588.46 Agency Mortgage-Backed Securities GNMA N/A 3618JKF48 2054-10-20 5.000000 0.00 1100680.00 1081657.94 Agency Mortgage-Backed Securities GNMA N/A 3618JKUP4 2064-09-20 6.500000 0.00 624845.00 634259.41 Agency Mortgage-Backed Securities GNMA N/A 3618JKXT3 2064-09-20 6.000000 0.00 306986.00 306218.33 Agency Mortgage-Backed Securities GNMA N/A 3618JLGK9 2054-10-20 6.500000 0.00 2135858.00 2211614.46 Agency Mortgage-Backed Securities GNMA N/A 3618JLJP5 2051-11-20 6.000000 0.00 1423583.00 1446213.89 Agency Mortgage-Backed Securities GNMA N/A 3618JLP52 2054-11-20 6.000000 0.00 1008552.00 1030057.41 Agency Mortgage-Backed Securities GNMA N/A 3618JLU56 2054-11-20 6.000000 0.00 1005584.00 1035740.16 Agency Mortgage-Backed Securities GNMA N/A 3618JMA49 2063-12-20 7.500000 0.00 733413.00 753774.04 Agency Mortgage-Backed Securities GNMA N/A 3618JMJR9 2064-09-20 6.500000 0.00 1583505.00 1607787.84 Agency Mortgage-Backed Securities GNMA N/A 3618JMUF2 2064-10-20 6.000000 0.00 2581846.00 2596997.72 Agency Mortgage-Backed Securities GNMA N/A 3618JMUG0 2064-10-20 5.500000 0.00 1175645.00 1163786.33 Agency Mortgage-Backed Securities GNMA N/A 3618JNFM2 2064-10-20 6.500000 0.00 4526290.00 4594846.17 Agency Mortgage-Backed Securities GNMA N/A 3618JNLH6 2054-07-20 7.000000 0.00 7016940.00 7227561.08 Agency Mortgage-Backed Securities GNMA N/A 3618JNNP6 2054-11-20 6.000000 0.00 3782087.00 3845228.37 Agency Mortgage-Backed Securities GNMA N/A 3618JNPZ2 2054-11-20 5.500000 0.00 1252526.00 1250864.05 Agency Mortgage-Backed Securities GNMA N/A 3618JP6U9 2054-11-20 7.000000 0.00 1129629.00 1198202.59 Agency Mortgage-Backed Securities GNMA N/A 3618JPU24 2064-10-20 6.000000 0.00 1637520.00 1643214.04 Agency Mortgage-Backed Securities GNMA N/A 3618JPZR4 2064-09-20 5.500000 0.00 1813502.00 1796079.29 Agency Mortgage-Backed Securities GNMA N/A 3618JQTU2 2064-10-20 6.500000 0.00 5367207.00 5450788.19 Agency Mortgage-Backed Securities GNMA N/A 3618JRCF1 2054-10-20 6.500000 0.00 1884772.00 1948567.59 Agency Mortgage-Backed Securities GNMA N/A 3618JRSZ0 2054-11-20 5.500000 0.00 4002332.00 3902649.75 Agency Mortgage-Backed Securities GNMA N/A 3618JSHJ6 2054-12-20 5.500000 0.00 1445313.00 1444824.96 Agency Mortgage-Backed Securities GNMA N/A 3618JT4R0 2054-11-20 6.000000 0.00 6037176.00 6137710.81 Agency Mortgage-Backed Securities GNMA N/A 3618JTSD5 2064-10-20 6.500000 0.00 415203.00 421754.71 Agency Mortgage-Backed Securities GNMA N/A 3618JVWQ6 2054-11-20 6.000000 0.00 9190327.00 9345180.56 Agency Mortgage-Backed Securities GNMA N/A 3618JVWZ6 2054-11-20 6.500000 0.00 1001736.00 1037228.95 Agency Mortgage-Backed Securities GNMA N/A 3618JVZ75 2054-12-20 5.500000 0.00 5811942.00 5829618.06 Agency Mortgage-Backed Securities GNMA N/A 3618JWJ48 2054-12-20 6.000000 0.00 8892855.00 9051005.54 Agency Mortgage-Backed Securities GNMA N/A 3618JXHA4 2054-12-20 5.000000 0.00 1559483.00 1508175.49 Agency Mortgage-Backed Securities GNMA N/A 3618JXPE7 2054-11-20 6.500000 0.00 1576877.00 1650478.86 Agency Mortgage-Backed Securities GNMA N/A 3618JXTU7 2064-11-20 6.500000 0.00 1629475.00 1654812.24 Agency Mortgage-Backed Securities GNMA N/A 3618JXU50 2054-12-20 4.500000 0.00 2590350.00 2450854.47 Agency Mortgage-Backed Securities GNMA N/A 3618JXUA9 2054-11-20 5.500000 0.00 2127728.00 2136142.40 Agency Mortgage-Backed Securities GNMA N/A 3618JY4F5 2054-11-20 7.000000 0.00 2104749.00 2168132.51 Agency Mortgage-Backed Securities GNMA N/A 3618JYH87 2054-12-20 5.500000 0.00 2161687.00 2171646.61 Agency Mortgage-Backed Securities GNMA N/A 3618JYNM9 2064-09-20 4.500000 0.00 297552.00 279313.60 Agency Mortgage-Backed Securities GNMA N/A 3618JYWM9 2054-12-20 4.500000 0.00 1316765.00 1240653.35 Agency Mortgage-Backed Securities GNMA N/A 3618K05C3 2054-12-20 5.000000 0.00 1947664.00 1902793.07 Agency Mortgage-Backed Securities GNMA N/A 3618K1FS5 2054-12-20 4.500000 0.00 6395545.00 6035411.86 Agency Mortgage-Backed Securities GNMA N/A 3618K1ZB0 2054-12-20 6.000000 0.00 25152238.00 25599570.55 Agency Mortgage-Backed Securities GNMA N/A 3618K3HB6 2054-12-20 6.000000 0.00 4007578.00 4078852.77 Agency Mortgage-Backed Securities GNMA N/A 3618K3HD2 2054-12-20 6.000000 0.00 5641264.00 5741565.67 Agency Mortgage-Backed Securities GNMA N/A 3618K4MU6 2054-12-20 6.000000 0.00 3749713.00 3835206.45 Agency Mortgage-Backed Securities GNMA N/A 3618K7BE7 2054-12-20 7.000000 0.00 2395477.00 2469586.67 Agency Mortgage-Backed Securities GNMA N/A 3618K9C44 2054-12-20 5.000000 0.00 1163535.00 1137373.69 Agency Mortgage-Backed Securities GNMA N/A 3618K9D43 2054-12-20 5.000000 0.00 1176515.00 1152672.54 Agency Mortgage-Backed Securities GNMA N/A 3618K9DE1 2054-12-20 5.000000 0.00 17520227.00 17116590.17 Agency Mortgage-Backed Securities GNMA N/A 3618K9DG6 2054-12-20 6.000000 0.00 10155824.00 10336445.33 Agency Mortgage-Backed Securities GNMA N/A 3618K9EW0 2054-12-20 5.500000 0.00 17466616.00 17460718.10 Agency Mortgage-Backed Securities GNMA N/A 3618N5A25 2054-11-20 4.500000 0.00 1219.00 1158.53 Agency Mortgage-Backed Securities GNMA N/A 3618N5AW9 2051-11-20 2.500000 0.00 858578.00 716462.25 Agency Mortgage-Backed Securities GNMA N/A 3618N5CB3 2039-12-20 4.500000 0.00 455500.00 447022.23 Agency Mortgage-Backed Securities GNMA N/A 36192S3D0 2046-04-15 4.000000 0.00 2099274.00 627617.23 Agency Mortgage-Backed Securities GNMA N/A 36193NXK1 2046-05-15 4.500000 0.00 226810.00 13938.10 Agency Mortgage-Backed Securities GNMA N/A 36194AUC9 2046-05-15 4.500000 0.00 1242328.00 90803.46 Agency Mortgage-Backed Securities GNMA N/A 36194GRB2 2046-08-15 4.500000 0.00 608518.00 90521.25 Agency Mortgage-Backed Securities GNMA N/A 36194JS66 2046-07-20 4.500000 0.00 1650676.00 375145.31 Agency Mortgage-Backed Securities GNMA N/A 36194QW32 2046-07-15 4.500000 0.00 684850.00 22455.83 Agency Mortgage-Backed Securities GNMA N/A 36195AHX7 2046-08-20 4.000000 0.00 2400234.00 352960.94 Agency Mortgage-Backed Securities GNMA N/A 36196FZG2 2046-10-20 3.500000 0.00 113910.00 30607.83 Agency Mortgage-Backed Securities GNMA N/A 36196YDX8 2047-01-15 4.000000 0.00 94571.00 13326.38 Agency Mortgage-Backed Securities GNMA N/A 36197EFP6 2047-04-20 3.500000 0.00 162352.00 39670.27 Agency Mortgage-Backed Securities GNMA N/A 36197F2X0 2049-02-15 4.500000 0.00 1618804.00 126189.52 Agency Mortgage-Backed Securities GNMA N/A 36201BPG5 2032-07-15 6.500000 0.00 902745.00 16488.22 Agency Mortgage-Backed Securities GNMA N/A 36201LU36 2032-07-15 6.500000 0.00 999900.00 11846.37 Agency Mortgage-Backed Securities GNMA N/A 36201TAM9 2032-08-15 6.500000 0.00 1057273.00 24301.45 Agency Mortgage-Backed Securities GNMA N/A 36202DNX5 2031-07-20 6.000000 0.00 4690000.00 11417.75 Agency Mortgage-Backed Securities GNMA N/A 36202DPD7 2031-08-20 6.500000 0.00 146915224.00 248200.58 Agency Mortgage-Backed Securities GNMA N/A 36202DY54 2033-08-20 6.500000 0.00 618862.00 9110.15 Agency Mortgage-Backed Securities GNMA N/A 36202E5F2 2039-05-20 4.500000 0.00 43000000.00 1187396.76 Agency Mortgage-Backed Securities GNMA N/A 36202E6E4 2039-06-20 5.000000 0.00 26283958.00 833757.25 Agency Mortgage-Backed Securities GNMA N/A 36202EBX6 2034-12-20 6.500000 0.00 2059114.00 25636.21 Agency Mortgage-Backed Securities GNMA N/A 36202F4S2 2042-03-20 4.500000 0.00 31052656.00 1754044.08 Agency Mortgage-Backed Securities GNMA N/A 36202FM60 2040-12-20 3.500000 0.00 1129206.00 74290.89 Agency Mortgage-Backed Securities GNMA N/A 36202KYL3 2026-02-20 4.625000 0.00 50161008.00 11947.14 Agency Mortgage-Backed Securities GNMA N/A 36209RYC1 2041-10-15 4.000000 0.00 203134.00 16282.79 Agency Mortgage-Backed Securities GNMA N/A 3620A7ZN8 2040-08-15 4.500000 0.00 37291765.00 948857.96 Agency Mortgage-Backed Securities GNMA N/A 3620A9PJ4 2039-10-15 5.500000 0.00 150000.00 11743.86 Agency Mortgage-Backed Securities GNMA N/A 3620A9V65 2039-11-15 5.000000 0.00 352491.00 12034.30 Agency Mortgage-Backed Securities GNMA N/A 3620AC6M1 2039-10-15 5.000000 0.00 525000.00 7246.54 Agency Mortgage-Backed Securities GNMA N/A 3620AMRJ3 2040-12-15 4.000000 0.00 738410.00 69849.86 Agency Mortgage-Backed Securities GNMA N/A 3620AWSY7 2040-12-15 4.000000 0.00 225000.00 18995.92 Agency Mortgage-Backed Securities GNMA N/A 36210EFB0 2041-11-15 4.000000 0.00 229504.00 23186.75 Agency Mortgage-Backed Securities GNMA N/A 36212KE90 2031-06-15 6.500000 0.00 855960.00 7564.11 Agency Mortgage-Backed Securities GNMA N/A 36212WDM6 2030-10-20 3.500000 0.00 363214.00 41011.79 Agency Mortgage-Backed Securities GNMA N/A 36225BKX5 2029-09-15 6.500000 0.00 6871997.00 9627.36 Agency Mortgage-Backed Securities GNMA N/A 36225CCN4 2027-05-20 4.875000 0.00 24788980.00 9721.58 Agency Mortgage-Backed Securities GNMA N/A 36225CEK8 2027-11-20 3.750000 0.00 22626740.00 11799.51 Agency Mortgage-Backed Securities GNMA N/A 36225DLE2 2035-01-20 4.625000 0.00 1450000.00 19104.08 Agency Mortgage-Backed Securities GNMA N/A 36225FC80 2041-04-20 4.875000 0.00 30000000.00 850692.37 Agency Mortgage-Backed Securities GNMA N/A 3622A26K3 2048-02-20 3.500000 0.00 93449000.00 24941438.90 Agency Mortgage-Backed Securities GNMA N/A 3622A26Q0 2048-04-20 3.500000 0.00 1131616.00 397593.75 Agency Mortgage-Backed Securities GNMA N/A 3622A2R38 2046-01-20 3.500000 0.00 100000.00 10449.19 Agency Mortgage-Backed Securities GNMA N/A 3622A2TM4 2045-08-20 4.000000 0.00 5802000.00 510592.62 Agency Mortgage-Backed Securities GNMA N/A 3622A2VZ2 2046-04-15 4.000000 0.00 1235068.00 208443.49 Agency Mortgage-Backed Securities GNMA N/A 3622A2ZK1 2047-07-20 3.500000 0.00 1570000.00 491965.67 Agency Mortgage-Backed Securities GNMA N/A 3622AA3K8 2051-03-20 3.000000 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Treasuries (including strips) USTR N/A 912828YG9 2026-09-30 1.625000 0.00 4838100.00 4647508.58 U.S. Treasuries (including strips) USTR N/A 912828YQ7 2026-10-31 1.625000 0.00 973300.00 931551.52 U.S. Treasuries (including strips) USTR N/A 912828YX2 2026-12-31 1.750000 0.00 5558500.00 5296444.52 U.S. Treasuries (including strips) USTR N/A 912828Z52 2025-01-31 1.375000 0.00 31000.00 31098.91 U.S. Treasuries (including strips) USTR N/A 912828Z78 2027-01-31 1.500000 0.00 1003000.00 954767.15 U.S. Treasuries (including strips) USTR N/A 912828ZB9 2027-02-28 1.125000 0.00 95000.00 89293.49 U.S. Treasuries (including strips) USTR N/A 912828ZF0 2025-03-31 0.500000 0.00 1479100.00 1467487.19 U.S. Treasuries (including strips) USTR N/A 912828ZL7 2025-04-30 0.375000 0.00 394800.00 390019.33 U.S. Treasuries (including strips) USTR N/A 912828ZN3 2027-04-30 0.500000 0.00 3959600.00 3635524.73 U.S. Treasuries (including strips) USTR N/A 912828ZQ6 2030-05-15 0.625000 0.00 6805900.00 5590449.29 U.S. Treasuries (including strips) USTR N/A 912828ZW3 2025-06-30 0.250000 0.00 57100.00 56003.79 U.S. Treasuries (including strips) USTR N/A 91282CAB7 2025-07-31 0.250000 0.00 40600.00 39716.84 U.S. Treasuries (including strips) USTR N/A 91282CAJ0 2025-08-31 0.250000 0.00 400.00 389.86 U.S. Treasuries (including strips) USTR N/A 91282CAM3 2025-09-30 0.250000 0.00 3173400.00 3082805.36 U.S. Treasuries (including strips) USTR N/A 91282CAQ4 2025-10-15 0.125000 0.00 146300.00 175863.57 U.S. Treasuries (including strips) USTR N/A 91282CBF7 2031-01-15 0.125000 0.00 1401000.00 1508850.85 U.S. Treasuries (including strips) USTR N/A 91282CBL4 2031-02-15 1.125000 0.00 5117300.00 4245100.99 U.S. Treasuries (including strips) USTR N/A 91282CBP5 2028-02-29 1.125000 0.00 2611700.00 2379087.46 U.S. Treasuries (including strips) USTR N/A 91282CBZ3 2028-04-30 1.250000 0.00 46400.00 42126.25 U.S. Treasuries (including strips) USTR N/A 91282CCP4 2026-07-31 0.625000 0.00 1228200.00 1164022.25 U.S. Treasuries (including strips) USTR N/A 91282CCR0 2028-07-31 1.000000 0.00 392000.00 350634.04 U.S. Treasuries (including strips) USTR N/A 91282CCV1 2028-08-31 1.125000 0.00 4844500.00 4338561.91 U.S. Treasuries (including strips) USTR N/A 91282CCZ2 2026-09-30 0.875000 0.00 500.00 472.98 U.S. Treasuries (including strips) USTR N/A 91282CDW8 2029-01-31 1.750000 0.00 5007200.00 4557852.94 U.S. Treasuries (including strips) USTR N/A 91282CDZ1 2025-02-15 1.500000 0.00 1039800.00 1041790.18 U.S. Treasuries (including strips) USTR N/A 91282CEH0 2025-04-15 2.625000 0.00 2729600.00 2731846.14 U.S. Treasuries (including strips) USTR N/A 91282CEM9 2029-04-30 2.875000 0.00 950200.00 898821.37 U.S. Treasuries (including strips) USTR N/A 91282CEQ0 2025-05-15 2.750000 0.00 325600.00 324872.44 U.S. Treasuries (including strips) USTR N/A 91282CES6 2029-05-31 2.750000 0.00 31100.00 29153.95 U.S. Treasuries (including strips) USTR N/A 91282CEU1 2025-06-15 2.875000 0.00 2700500.00 2687247.93 U.S. Treasuries (including strips) USTR N/A 91282CEV9 2029-06-30 3.250000 0.00 808100.00 771100.33 U.S. Treasuries (including strips) USTR N/A 91282CEY3 2025-07-15 3.000000 0.00 2392400.00 2409616.13 U.S. Treasuries (including strips) USTR N/A 91282CFE6 2025-08-15 3.125000 0.00 238600.00 239751.18 U.S. Treasuries (including strips) USTR N/A 91282CFH9 2027-08-31 3.125000 0.00 6054000.00 5943276.99 U.S. Treasuries (including strips) USTR N/A 91282CFJ5 2029-08-31 3.125000 0.00 986500.00 944867.50 U.S. Treasuries (including strips) USTR N/A 91282CFK2 2025-09-15 3.500000 0.00 38300.00 38487.07 U.S. Treasuries (including strips) USTR N/A 91282CFP1 2025-10-15 4.250000 0.00 178600.00 180244.44 U.S. Treasuries (including strips) USTR N/A 91282CFR7 2027-10-15 1.625000 0.00 7749800.00 8234428.02 U.S. Treasuries (including strips) USTR N/A 91282CFU0 2027-10-31 4.125000 0.00 814300.00 816752.64 U.S. Treasuries (including strips) USTR N/A 91282CFZ9 2027-11-30 3.875000 0.00 5259900.00 5217979.32 U.S. Treasuries (including strips) USTR N/A 91282CGA3 2025-12-15 4.000000 0.00 3167800.00 3167997.17 U.S. Treasuries (including strips) USTR N/A 91282CGC9 2027-12-31 3.875000 0.00 4613300.00 4560745.29 U.S. Treasuries (including strips) USTR N/A 91282CGG0 2025-01-31 4.125000 0.00 1310000.00 1332044.86 U.S. Treasuries (including strips) USTR N/A 91282CGH8 2028-01-31 3.500000 0.00 954700.00 946673.48 U.S. Treasuries (including strips) USTR N/A 91282CGK1 2033-01-15 1.125000 0.00 4337900.00 4252755.60 U.S. Treasuries (including strips) USTR N/A 91282CGR6 2026-03-15 4.625000 0.00 5040300.00 5131920.45 U.S. Treasuries (including strips) USTR N/A 91282CGT2 2028-03-31 3.625000 0.00 1049400.00 1037592.25 U.S. Treasuries (including strips) USTR N/A 91282CGU9 2025-03-31 3.875000 0.00 134500.00 135656.43 U.S. Treasuries (including strips) USTR N/A 91282CGV7 2026-04-15 3.750000 0.00 81300.00 81432.25 U.S. Treasuries (including strips) USTR N/A 91282CHF1 2030-05-31 3.750000 0.00 19500.00 18938.90 U.S. Treasuries (including strips) USTR N/A 91282CHK0 2028-06-30 4.000000 0.00 6031200.00 5968837.39 U.S. Treasuries (including strips) USTR N/A 91282CHL8 2025-06-30 4.625000 0.00 341200.00 341984.08 U.S. Treasuries (including strips) USTR N/A 91282CHN4 2025-07-31 4.750000 0.00 7279600.00 7443570.38 U.S. Treasuries (including strips) USTR N/A 91282CHQ7 2028-07-31 4.125000 0.00 31600.00 31922.00 U.S. Treasuries (including strips) USTR N/A 91282CHT1 2033-08-15 3.875000 0.00 310500.00 300294.25 U.S. Treasuries (including strips) USTR N/A 91282CHV6 2025-08-31 5.000000 0.00 992200.00 1013590.67 U.S. Treasuries (including strips) USTR N/A 91282CHW4 2030-08-31 4.125000 0.00 2946200.00 2941812.92 U.S. Treasuries (including strips) USTR N/A 91282CHY0 2026-09-15 4.625000 0.00 80800.00 82385.91 U.S. Treasuries (including strips) USTR N/A 91282CJB8 2025-09-30 5.000000 0.00 939100.00 955921.50 U.S. Treasuries (including strips) USTR N/A 91282CJG7 2030-10-31 4.875000 0.00 303600.00 312816.93 U.S. Treasuries (including strips) USTR N/A 91282CJH5 2028-10-15 2.375000 0.00 10214000.00 10741835.47 U.S. Treasuries (including strips) USTR N/A 91282CJJ1 2033-11-15 4.500000 0.00 6367400.00 6379544.11 U.S. Treasuries (including strips) USTR N/A 91282CJK8 2026-11-15 4.625000 0.00 999600.00 1012066.08 U.S. Treasuries (including strips) USTR N/A 91282CJL6 2025-11-30 4.875000 0.00 958100.00 967309.06 U.S. Treasuries (including strips) USTR N/A 91282CJM4 2030-11-30 4.375000 0.00 689800.00 689859.30 U.S. Treasuries (including strips) USTR N/A 91282CJR3 2028-12-31 3.750000 0.00 5276600.00 5158214.20 U.S. Treasuries (including strips) USTR N/A 91282CJT9 2027-01-15 4.000000 0.00 16400.00 16621.49 U.S. Treasuries (including strips) USTR N/A 91282CJZ5 2034-02-15 4.000000 0.00 3703800.00 3604912.24 U.S. Treasuries (including strips) USTR N/A 91282CKC4 2031-02-28 4.250000 0.00 905800.00 908557.44 U.S. Treasuries (including strips) USTR N/A 91282CKN0 2031-04-30 4.625000 0.00 1010700.00 1027545.85 U.S. Treasuries (including strips) USTR N/A 91282CKV2 2027-06-15 4.625000 0.00 922500.00 932127.18 U.S. Treasuries (including strips) USTR N/A 91282CKW0 2031-06-30 4.250000 0.00 1944300.00 1920921.74 U.S. Treasuries (including strips) USTR N/A 91282CKZ3 2027-07-15 4.375000 0.00 26000.00 26589.38 U.S. Treasuries (including strips) USTR N/A 91282CLE9 2034-07-15 1.875000 0.00 7863000.00 7735623.78 U.S. Treasuries (including strips) USTR N/A 91282CLH2 2026-08-31 3.750000 0.00 1987900.00 1997726.43 U.S. Treasuries (including strips) USTR N/A 91282CLJ8 2031-08-31 3.750000 0.00 56800.00 55156.56 U.S. Treasuries (including strips) USTR N/A 91282CLN9 2029-09-30 3.500000 0.00 135700.00 131805.56 U.S. Treasuries (including strips) USTR N/A 91282CLP4 2026-09-30 3.500000 0.00 1110900.00 1106985.36 U.S. Treasuries (including strips) USTR N/A 91282CLS8 2026-10-31 4.125000 0.00 1401000.00 1407806.01 U.S. Treasuries (including strips) USTR N/A 91282CLW9 2034-11-15 4.250000 0.00 5170600.00 5068452.48 U.S. Treasuries (including strips) USTR N/A 91282CMB4 2027-12-15 4.000000 0.00 5023000.00 4993265.06 U.S. Treasuries (including strips) USTR N/A 91282CME8 2026-12-31 4.250000 0.00 3130900.00 3131438.51 U.S. Treasuries (including strips) USTR N/A 9128334T4 2032-02-15 0.00 0.00 4588750.00 3284925.52 U.S. Treasuries (including strips) USTR N/A 9128334U1 2032-08-15 0.00 0.00 7026750.00 4912035.53 U.S. Treasuries (including strips) USTR N/A 9128334V9 2033-02-15 0.00 0.00 2503350.00 1708140.85 U.S. Treasuries (including strips) USTR N/A 9128334W7 2033-08-15 0.00 0.00 6991750.00 4654442.93 U.S. Treasuries (including strips) USTR N/A 9128334X5 2034-02-15 0.00 0.00 11464750.00 7445586.99 U.S. Treasuries (including strips) USTR N/A 9128334Y3 2034-08-15 0.00 0.00 925750.00 587127.31 U.S. Treasuries (including strips) USTR N/A 9128334Z0 2035-02-15 0.00 0.00 3340750.00 2063130.27 U.S. Treasuries (including strips) USTR N/A 9128335A4 2035-08-15 0.00 0.00 3187750.00 1919774.62 U.S. Treasuries (including strips) USTR N/A 9128335B2 2036-02-15 0.00 0.00 6362750.00 3736136.81 U.S. Treasuries (including strips) USTR N/A 9128337E4 2036-08-15 0.00 0.00 1172750.00 670089.41 U.S. Treasuries (including strips) USTR N/A 9128337F1 2037-02-15 0.00 0.00 14164750.00 7881748.50 U.S. Treasuries (including strips) USTR N/A 9128337N4 2030-11-15 0.00 0.00 1149000.00 874237.33 U.S. Treasuries (including strips) USTR N/A 9128337Q7 2031-11-15 0.00 0.00 10119000.00 7326672.07 U.S. Treasuries (including strips) USTR N/A 9128337R5 2032-05-15 0.00 0.00 12850708.00 9099252.22 U.S. Treasuries (including strips) USTR N/A 9128337S3 2032-11-15 0.00 0.00 12763586.00 8810933.16 U.S. Treasuries (including strips) USTR N/A 9128337T1 2033-05-15 0.00 0.00 7071000.00 4767409.62 U.S. Treasuries (including strips) USTR N/A 9128337U8 2033-11-15 0.00 0.00 12069600.00 7929932.38 U.S. Treasuries (including strips) USTR N/A 9128337V6 2034-05-15 0.00 0.00 9224000.00 5920304.49 U.S. Treasuries (including strips) USTR N/A 9128337W4 2034-11-15 0.00 0.00 378000.00 236701.71 U.S. Treasuries (including strips) USTR N/A 912833LU2 2025-02-15 0.00 0.00 946973.75 942142.29 U.S. Treasuries (including strips) USTR N/A 912833LV0 2025-05-15 0.00 0.00 333335.01 328292.98 U.S. Treasuries (including strips) USTR N/A 912833LW8 2025-08-15 0.00 0.00 1408940.62 1372867.51 U.S. Treasuries (including strips) USTR N/A 912833LX6 2025-11-15 0.00 0.00 993335.01 957261.06 U.S. Treasuries (including strips) USTR N/A 912833LY4 2026-02-15 0.00 0.00 259965.63 247804.44 U.S. Treasuries (including strips) USTR N/A 912833LZ1 2026-05-15 0.00 0.00 733335.00 691676.44 U.S. Treasuries (including strips) USTR N/A 912833PA2 2026-08-15 0.00 0.00 818515.63 763373.05 U.S. Treasuries (including strips) USTR N/A 912833PB0 2026-11-15 0.00 0.00 179335.01 165444.44 U.S. Treasuries (including strips) USTR N/A 912833PC8 2027-02-15 0.00 0.00 11291508.13 10300938.00 U.S. Treasuries (including strips) USTR N/A 912833PD6 2027-05-15 0.00 0.00 5986117.51 5397598.35 U.S. Treasuries (including strips) USTR N/A 912833PE4 2027-08-15 0.00 0.00 1101995.00 982129.90 U.S. Treasuries (including strips) USTR N/A 912833QB9 2027-11-15 0.00 0.00 333117.51 293550.81 U.S. Treasuries (including strips) USTR N/A 912833RY8 2028-02-15 0.00 0.00 15858851.25 13820592.39 U.S. Treasuries (including strips) USTR N/A 912833RZ5 2028-08-15 0.00 0.00 6441851.25 5482556.53 U.S. Treasuries (including strips) USTR N/A 912833WQ9 2028-05-15 0.00 0.00 5811511.25 5004269.09 U.S. Treasuries (including strips) USTR N/A 912833WR7 2028-11-15 0.00 0.00 2241511.25 1885604.09 U.S. Treasuries (including strips) USTR N/A 912833X88 2035-05-15 0.00 0.00 2104000.00 1283231.70 U.S. Treasuries (including strips) USTR N/A 912833X96 2035-11-15 0.00 0.00 1386000.00 824232.02 U.S. Treasuries (including strips) USTR N/A 912833XN5 2029-02-15 0.00 0.00 5760676.25 4790031.11 U.S. Treasuries (including strips) USTR N/A 912833XP0 2029-08-15 0.00 0.00 916206.25 743964.97 U.S. Treasuries (including strips) USTR N/A 912833XS4 2029-05-15 0.00 0.00 4399750.00 3616475.71 U.S. Treasuries (including strips) USTR N/A 912833XT2 2029-11-15 0.00 0.00 970950.00 778417.41 U.S. Treasuries (including strips) USTR N/A 912833XU9 2030-05-15 0.00 0.00 9393750.00 7352863.88 U.S. Treasuries (including strips) USTR N/A 912833XX3 2030-02-15 0.00 0.00 9988875.00 7907632.96 U.S. Treasuries (including strips) USTR N/A 912833XY1 2030-08-15 0.00 0.00 1977875.00 1525301.60 U.S. Treasuries (including strips) USTR N/A 912833XZ8 2031-02-15 0.00 0.00 13010680.00 9783810.18 U.S. Treasuries (including strips) USTR N/A 912833Y20 2036-05-15 0.00 0.00 7442000.00 4313881.81 U.S. Treasuries (including strips) USTR N/A 912833Y38 2036-11-15 0.00 0.00 7841000.00 4421924.11 U.S. Treasuries (including strips) USTR N/A 912833Y46 2037-05-15 0.00 0.00 8941000.00 4903271.22 U.S. Treasuries (including strips) USTR N/A 912833Z52 2037-08-15 0.00 0.00 1793750.00 970630.41 U.S. Treasuries (including strips) USTR N/A 912833Z60 2038-02-15 0.00 0.00 3827750.00 2011585.97 U.S. Treasuries (including strips) USTR N/A 912834A65 2051-11-15 0.00 0.00 4938000.00 1310619.27 U.S. Treasuries (including strips) USTR N/A 912834AD0 2037-11-15 0.00 0.00 8546000.00 4557427.97 U.S. Treasuries (including strips) USTR N/A 912834AE8 2038-05-15 0.00 0.00 1829000.00 949481.45 U.S. Treasuries (including strips) USTR N/A 912834AT5 2038-08-15 0.00 0.00 4948750.00 2532141.76 U.S. Treasuries (including strips) USTR N/A 912834AU2 2039-02-15 0.00 0.00 2637750.00 1308764.50 U.S. Treasuries (including strips) USTR N/A 912834B56 2052-02-15 0.00 0.00 1718350.00 453950.27 U.S. Treasuries (including strips) USTR N/A 912834C55 2052-05-15 0.00 0.00 1047000.00 275230.12 U.S. Treasuries (including strips) USTR N/A 912834D47 2052-08-15 0.00 0.00 2006000.00 524681.34 U.S. Treasuries (including strips) USTR N/A 912834DU9 2038-11-15 0.00 0.00 3562000.00 1797630.98 U.S. Treasuries (including strips) USTR N/A 912834DV7 2039-05-15 0.00 0.00 9725421.00 4752832.69 U.S. Treasuries (including strips) USTR N/A 912834EP9 2039-08-15 0.00 0.00 4649750.00 2236962.18 U.S. Treasuries (including strips) USTR N/A 912834EV6 2039-11-15 0.00 0.00 6221000.00 2943453.71 U.S. Treasuries (including strips) USTR N/A 912834F29 2052-11-15 0.00 0.00 509000.00 132567.01 U.S. Treasuries (including strips) USTR N/A 912834F94 2053-02-15 0.00 0.00 2497000.00 648400.98 U.S. Treasuries (including strips) USTR N/A 912834FB9 2040-02-15 0.00 0.00 6821750.00 3188090.29 U.S. Treasuries (including strips) USTR N/A 912834G93 2053-05-15 0.00 0.00 1268000.00 328853.26 U.S. Treasuries (including strips) USTR N/A 912834H84 2053-08-15 0.00 0.00 1052000.00 271705.30 U.S. Treasuries (including strips) USTR N/A 912834HV3 2040-05-15 0.00 0.00 9686000.00 4460364.26 U.S. Treasuries (including strips) USTR N/A 912834J66 2053-11-15 0.00 0.00 864000.00 221449.25 U.S. Treasuries (including strips) USTR N/A 912834JB5 2040-08-15 0.00 0.00 3336750.00 1513406.32 U.S. Treasuries (including strips) USTR N/A 912834JH2 2040-11-15 0.00 0.00 6253000.00 2797535.92 U.S. Treasuries (including strips) USTR N/A 912834JP4 2041-02-15 0.00 0.00 3770750.00 1663790.65 U.S. Treasuries (including strips) USTR N/A 912834K56 2054-02-15 0.00 0.00 381000.00 96746.95 U.S. Treasuries (including strips) USTR N/A 912834KB3 2045-05-15 0.00 0.00 2635000.00 943535.53 U.S. Treasuries (including strips) USTR N/A 912834KH0 2041-05-15 0.00 0.00 7598000.00 3311687.07 U.S. Treasuries (including strips) USTR N/A 912834KP2 2041-08-15 0.00 0.00 4088750.00 1757418.35 U.S. Treasuries (including strips) USTR N/A 912834KV9 2041-11-15 0.00 0.00 4154000.00 1763721.94 U.S. Treasuries (including strips) USTR N/A 912834LB2 2042-02-15 0.00 0.00 18953750.00 7953258.85 U.S. Treasuries (including strips) USTR N/A 912834LK2 2042-05-15 0.00 0.00 6284000.00 2600985.30 U.S. Treasuries (including strips) USTR N/A 912834LR7 2042-08-15 0.00 0.00 5824750.00 2382363.52 U.S. Treasuries (including strips) USTR N/A 912834LX4 2042-11-15 0.00 0.00 896000.00 361505.54 U.S. Treasuries (including strips) USTR N/A 912834MD7 2043-02-15 0.00 0.00 5398750.00 2152292.67 U.S. Treasuries (including strips) USTR N/A 912834MM7 2043-05-15 0.00 0.00 2178000.00 857489.49 U.S. Treasuries (including strips) USTR N/A 912834MT2 2043-08-15 0.00 0.00 9664750.00 3759520.10 U.S. Treasuries (including strips) USTR N/A 912834MZ8 2043-11-15 0.00 0.00 6705000.00 2582504.50 U.S. Treasuries (including strips) USTR N/A 912834NP9 2044-05-15 0.00 0.00 3704000.00 1389511.15 U.S. Treasuries (including strips) USTR N/A 912834NV6 2044-08-15 0.00 0.00 1482750.00 550202.56 U.S. Treasuries (including strips) USTR N/A 912834PB8 2044-11-15 0.00 0.00 3370000.00 1233605.35 U.S. Treasuries (including strips) USTR N/A 912834PH5 2045-02-15 0.00 0.00 644350.00 233422.88 U.S. Treasuries (including strips) USTR N/A 912834PM4 2045-08-15 0.00 0.00 501750.00 177377.15 U.S. Treasuries (including strips) USTR N/A 912834PT9 2045-11-15 0.00 0.00 2720000.00 949573.76 U.S. Treasuries (including strips) USTR N/A 912834PZ5 2046-02-15 0.00 0.00 1475750.00 507596.02 U.S. Treasuries (including strips) USTR N/A 912834QH4 2046-05-15 0.00 0.00 403000.00 136964.39 U.S. Treasuries (including strips) USTR N/A 912834QP6 2046-08-15 0.00 0.00 1303750.00 438228.18 U.S. Treasuries (including strips) USTR N/A 912834QV3 2046-11-15 0.00 0.00 846000.00 280756.94 U.S. Treasuries (including strips) USTR N/A 912834RB6 2047-02-15 0.00 0.00 850750.00 279597.29 U.S. Treasuries (including strips) USTR N/A 912834RK6 2047-05-15 0.00 0.00 2129000.00 690775.34 U.S. Treasuries (including strips) USTR N/A 912834RR1 2047-08-15 0.00 0.00 911750.00 291985.20 U.S. Treasuries (including strips) USTR N/A 912834SZ2 2047-11-15 0.00 0.00 1817000.00 575747.34 U.S. Treasuries (including strips) USTR N/A 912834TF5 2048-02-15 0.00 0.00 1633750.00 510050.22 U.S. Treasuries (including strips) USTR N/A 912834TP3 2048-05-15 0.00 0.00 1223000.00 376982.41 U.S. Treasuries (including strips) USTR N/A 912834TV0 2048-08-15 0.00 0.00 1344750.00 410207.92 U.S. Treasuries (including strips) USTR N/A 912834UB2 2048-11-15 0.00 0.00 523000.00 157530.74 U.S. Treasuries (including strips) USTR N/A 912834UH9 2049-02-15 0.00 0.00 7114750.00 2118801.01 U.S. Treasuries (including strips) USTR N/A 912834UR7 2049-05-15 0.00 0.00 928000.00 272284.48 U.S. Treasuries (including strips) USTR N/A 912834UY2 2049-08-15 0.00 0.00 673750.00 195444.10 U.S. Treasuries (including strips) USTR N/A 912834VE5 2049-11-15 0.00 0.00 358000.00 102899.22 U.S. Treasuries (including strips) USTR N/A 912834VM7 2050-02-15 0.00 0.00 422379.00 120220.05 U.S. Treasuries (including strips) USTR N/A 912834VV7 2050-05-15 0.00 0.00 2221000.00 625013.83 U.S. Treasuries (including strips) USTR N/A 912834WC8 2050-08-15 0.00 0.00 744750.00 207201.37 U.S. Treasuries (including strips) USTR N/A 912834WJ3 2050-11-15 0.00 0.00 865000.00 238156.99 U.S. Treasuries (including strips) USTR N/A 912834WR5 2051-02-15 0.00 0.00 1011750.00 275929.52 U.S. Treasuries (including strips) USTR N/A 912834WZ7 2051-05-15 0.00 0.00 559000.00 150981.99 U.S. Treasuries (including strips) USTR N/A 912834XG8 2051-08-15 0.00 0.00 435250.00 116385.41 U.S. Treasuries (including strips) USTR N/A 912834XP8 2054-05-15 0.00 0.00 121000.00 30595.82 U.S. Treasuries (including strips) USTR N/A 912834XW3 2054-08-15 0.00 0.00 772000.00 193417.65 U.S. Treasuries (including strips) USTR N/A 912834YC6 2054-11-15 0.00 0.00 400000.00 99136.40 U.S. Treasuries (including strips) Y 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 700000000.00 700000000.00 0.0317 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARK 4.450000% N/A MBNUM2BPBDO7JBLYG310 0 BNTA4VGV8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 91282CLF6 2034-08-15 3.875000 0.00 143041000.00 137700027.86 U.S. Treasuries (including strips) Y 2025-01-02 2025-01-02 2025-01-02 N N N 0.0445 135000000.00 135000000.00 0.0061 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARK 4.450000% N/A MBNUM2BPBDO7JBLYG310 0 BNTA4VGW6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR N/A 91282CCR0 2028-07-31 1.000000 0.00 432020700.00 386346438.63 U.S. Treasuries (including strips) USTR N/A 91282CEW7 2027-06-30 3.250000 0.00 178895800.00 174653643.89 U.S. Treasuries (including strips) Y 2025-01-02 2025-01-02 2025-01-02 N N N 0.0445 550000000.00 550000000.00 0.0249 N Y Y N FIXED INCOME CLEARING CORP-BARCLAYS BANK PLC TRI-PARTY FIXED INCOME CLEARIN-BARCLAYS BANK PLC 4.490000% N/A 549300H47WTHXPU08X20 0 BNTA4VH05 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP Y USTR N/A 912828Z78 2027-01-31 1.500000 0.00 700.00 666.34 U.S. Treasuries (including strips) USTR N/A 912797JR9 2025-01-23 0.00 0.00 300.00 299.26 U.S. Treasuries (including strips) USTR N/A 912797LB1 2025-05-15 0.00 0.00 99100.00 97580.80 U.S. Treasuries (including strips) USTR N/A 912797LY1 2025-01-16 0.00 0.00 300.00 299.50 U.S. Treasuries (including strips) USTR N/A 912797NA1 2025-10-30 0.00 0.00 13823100.00 13361394.64 U.S. Treasuries (including strips) USTR N/A 912810QC5 2039-08-15 4.500000 0.00 200.00 197.86 U.S. Treasuries (including strips) USTR N/A 912810QU5 2042-02-15 3.125000 0.00 1784000.00 1451865.14 U.S. Treasuries (including strips) USTR N/A 912810QW1 2042-05-15 3.000000 0.00 99600.00 78544.87 U.S. Treasuries (including strips) USTR N/A 912810QY7 2042-11-15 2.750000 0.00 297542000.00 223140574.06 U.S. Treasuries (including strips) USTR N/A 912810QZ4 2043-02-15 3.125000 0.00 1838800.00 1471876.20 U.S. Treasuries (including strips) USTR N/A 912810RC4 2043-08-15 3.625000 0.00 4000.00 3439.53 U.S. Treasuries (including strips) USTR N/A 912810RG5 2044-05-15 3.375000 0.00 100.00 81.38 U.S. Treasuries (including strips) USTR N/A 912810RK6 2045-02-15 2.500000 0.00 100.00 70.24 U.S. Treasuries (including strips) USTR N/A 912810RM2 2045-05-15 3.000000 0.00 4870000.00 3694450.93 U.S. Treasuries (including strips) USTR N/A 912810RQ3 2046-02-15 2.500000 0.00 5000000.00 3461260.00 U.S. Treasuries (including strips) USTR N/A 912810RU4 2046-11-15 2.875000 0.00 100.00 72.94 U.S. Treasuries (including strips) USTR N/A 912810RV2 2047-02-15 3.000000 0.00 16419700.00 12346267.98 U.S. Treasuries (including strips) USTR N/A 912810RY6 2047-08-15 2.750000 0.00 110250800.00 78625964.40 U.S. Treasuries (including strips) USTR N/A 912810SE9 2048-11-15 3.375000 0.00 100.00 78.51 U.S. Treasuries (including strips) USTR N/A 912810SF6 2049-02-15 3.000000 0.00 800.00 590.88 U.S. Treasuries (including strips) USTR N/A 912810SJ8 2049-08-15 2.250000 0.00 55000000.00 34505432.50 U.S. Treasuries (including strips) USTR N/A 912810SL3 2050-02-15 2.000000 0.00 4094800.00 2411460.48 U.S. Treasuries (including strips) USTR N/A 912810SW9 2041-02-15 1.875000 0.00 200.00 135.43 U.S. Treasuries (including strips) USTR N/A 912810TA6 2041-08-15 1.750000 0.00 147000000.00 96142483.50 U.S. Treasuries (including strips) USTR N/A 912810TQ1 2043-02-15 3.875000 0.00 200.00 179.47 U.S. Treasuries (including strips) USTR N/A 912810TR9 2053-05-15 3.625000 0.00 200.00 163.55 U.S. Treasuries (including strips) USTR N/A 912810TU2 2043-08-15 4.375000 0.00 100.00 95.69 U.S. Treasuries (including strips) USTR N/A 9128282R0 2027-08-15 2.250000 0.00 1600.00 1534.16 U.S. Treasuries (including strips) USTR N/A 9128283W8 2028-02-15 2.750000 0.00 100.00 96.51 U.S. Treasuries (including strips) USTR N/A 9128286T2 2029-05-15 2.375000 0.00 200.00 184.91 U.S. Treasuries (including strips) USTR N/A 912828X88 2027-05-15 2.375000 0.00 50000400.00 48032482.06 U.S. Treasuries (including strips) USTR N/A 912828ZE3 2027-03-31 0.625000 0.00 1200.00 1109.74 U.S. Treasuries (including strips) USTR N/A 91282CAD3 2027-07-31 0.375000 0.00 88775100.00 80522930.94 U.S. Treasuries (including strips) USTR N/A 91282CBP5 2028-02-29 1.125000 0.00 24999900.00 22773269.81 U.S. Treasuries (including strips) USTR N/A 91282CBZ3 2028-04-30 1.250000 0.00 200.00 181.58 U.S. Treasuries (including strips) USTR N/A 91282CCZ2 2026-09-30 0.875000 0.00 482100.00 456038.90 U.S. Treasuries (including strips) USTR N/A 91282CDG3 2026-10-31 1.125000 0.00 100.00 94.73 U.S. Treasuries (including strips) USTR N/A 91282CDK4 2026-11-30 1.250000 0.00 100.00 94.66 U.S. Treasuries (including strips) USTR N/A 91282CDL2 2028-11-30 1.500000 0.00 89004700.00 80044371.94 U.S. Treasuries (including strips) USTR N/A 91282CDY4 2032-02-15 1.875000 0.00 80936300.00 68692114.90 U.S. Treasuries (including strips) USTR N/A 91282CEC1 2027-02-28 1.875000 0.00 10499900.00 10055523.87 U.S. Treasuries (including strips) USTR N/A 91282CFJ5 2029-08-31 3.125000 0.00 200.00 191.56 U.S. Treasuries (including strips) USTR N/A 91282CGM7 2033-02-15 3.500000 0.00 200.00 188.80 U.S. Treasuries (including strips) USTR N/A 91282CHW4 2030-08-31 4.125000 0.00 48607800.00 48535419.78 U.S. Treasuries (including strips) USTR N/A 91282CHY0 2026-09-15 4.625000 0.00 7000.00 7137.39 U.S. Treasuries (including strips) USTR N/A 91282CJM4 2030-11-30 4.375000 0.00 200.00 200.02 U.S. Treasuries (including strips) USTR N/A 91282CJZ5 2034-02-15 4.000000 0.00 166330600.00 161889739.31 U.S. Treasuries (including strips) USTR N/A 91282CKB6 2026-02-28 4.625000 0.00 600.00 611.83 U.S. Treasuries (including strips) USTR N/A 91282CKD2 2029-02-28 4.250000 0.00 103025200.00 104035177.06 U.S. Treasuries (including strips) USTR N/A 91282CKP5 2029-04-30 4.625000 0.00 203267000.00 206815128.74 U.S. Treasuries (including strips) USTR N/A 91282CKV2 2027-06-15 4.625000 0.00 24346600.00 24600680.31 U.S. Treasuries (including strips) USTR N/A 91282CLL3 2027-09-15 3.375000 0.00 49999900.00 49364592.72 U.S. Treasuries (including strips) USTR N/A 91282CLQ2 2027-10-15 3.875000 0.00 376300.00 375440.19 U.S. Treasuries (including strips) Y 2025-01-02 2025-01-02 2025-01-02 N N N 0.0449 1350000000.00 1350000000.00 0.0611 N Y Y N FIXED INCOME CLEARING CORP-JP MORGAN TRI-PARTY FIXED INCOME CLEARIN-JP MORGAN 4.460000% N/A 549300H47WTHXPU08X20 0 BNTA4VH62 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP Y USTR N/A 912810EV6 2025-08-15 6.875000 0.00 263800.00 275450.53 U.S. Treasuries (including strips) USTR N/A 912810EW4 2026-02-15 6.000000 0.00 37963600.00 39597477.42 U.S. Treasuries (including strips) USTR N/A 912810EX2 2026-08-15 6.750000 0.00 25033700.00 26694022.60 U.S. Treasuries (including strips) USTR N/A 9128285M8 2028-11-15 3.125000 0.00 491967200.00 472664863.96 U.S. Treasuries (including strips) USTR N/A 912828ZE3 2027-03-31 0.625000 0.00 626943200.00 579785579.49 U.S. Treasuries (including strips) USTR N/A 91282CFB2 2027-07-31 2.750000 0.00 1096961600.00 1069027937.96 U.S. Treasuries (including strips) USTR N/A 91282CME8 2026-12-31 4.250000 0.00 820813500.00 820954679.92 U.S. Treasuries (including strips) Y 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 2950000000.00 2950000000.00 0.1336 N Y Y N Northern Funds 2025-01-08 Kevin P. O Rourke Kevin P. O Rourke President