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2549001DPIFGXC1TOL40 US3130B1MV60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2024-10-07 2024-10-07 N N N 0.0533 500028.24 500028.24 0.0019 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.170000% 3130B1P92 2549001DPIFGXC1TOL40 US3130B1P928 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-07 2025-07-07 2025-07-07 N N N 0.0563 398299.98 398299.98 0.0015 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.235000% 3130B1Q91 2549001DPIFGXC1TOL40 US3130B1Q918 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-11 2025-07-11 2025-07-11 N N N 0.0547 399074.47 399074.47 0.0015 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.500000% 3130B1QB6 2549001DPIFGXC1TOL40 US3130B1QB60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-11 2025-07-11 2025-07-11 N N N 0.0572 399146.53 399146.53 0.0015 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.440000% 3130B1XA0 2549001DPIFGXC1TOL40 US3130B1XA05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2026-04-10 2026-04-10 N N N 0.0547 100015.99 100015.99 0.0004 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.470000% 3130B1ZD2 2549001DPIFGXC1TOL40 US3130B1ZD26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2026-07-21 2026-07-21 N N N 0.0548 300068.14 300068.14 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.365000% 3130B24M4 2549001DPIFGXC1TOL40 US3130B24M44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-02 2025-05-02 2025-05-02 N N N 0.0529 500255.35 500255.35 0.0019 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.340000% 3130B25J0 2549001DPIFGXC1TOL40 US3130B25J06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-04-03 2025-04-03 N N N 0.0536 500031.95 500031.95 0.0019 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.370000% 3130B26P5 2549001DPIFGXC1TOL40 US3130B26P56 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-02 2025-05-05 2025-05-05 N N N 0.0536 500037.44 500037.44 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312B74 254900C5LP6DN9OP9V83 US313312B741 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-08-12 2024-08-12 2024-08-12 N N N 0.0525 199650.33 199650.33 0.0007 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312G38 254900C5LP6DN9OP9V83 US313312G385 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-09-17 2024-09-17 2024-09-17 N N N 0.0524 397208.00 397208.00 0.0015 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312G61 254900C5LP6DN9OP9V83 US313312G617 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-09-20 2024-09-20 2024-09-20 N N N 0.0524 198516.75 198516.75 0.0007 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312R77 254900C5LP6DN9OP9V83 US313312R770 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-12-02 2024-12-02 2024-12-02 N N N 0.0497 294869.50 294869.50 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313CD8 254900C5LP6DN9OP9V83 US313313CD85 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-02-21 2025-02-21 2025-02-21 N N N 0.0481 194521.94 194521.94 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313313HJ0 254900C5LP6DN9OP9V83 US313313HJ01 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-06-26 2025-06-26 2025-06-26 N N N 0.0453 191704.17 191704.17 0.0007 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384C23 2549001DPIFGXC1TOL40 US313384C235 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-08-15 2024-08-15 2024-08-15 N N N 0.0525 399125.83 399125.83 0.0015 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384E62 2549001DPIFGXC1TOL40 US313384E629 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-09-04 2024-09-04 2024-09-04 N N N 0.0524 397964.17 397964.17 0.0015 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384F53 2549001DPIFGXC1TOL40 US313384F535 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-09-11 2024-09-11 2024-09-11 N N N 0.0524 1590228.00 1590228.00 0.0059 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384H51 2549001DPIFGXC1TOL40 US313384H515 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-09-27 2024-09-27 2024-09-27 N N N 0.0524 594939.50 594939.50 0.0022 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384K32 2549001DPIFGXC1TOL40 US313384K329 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-10-11 2024-10-11 2024-10-11 N N N 0.0511 989780.00 989780.00 0.0037 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384M63 2549001DPIFGXC1TOL40 US313384M630 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-10-30 2024-10-30 2024-10-30 N N N 0.0511 1480624.59 1480624.59 0.0055 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384M71 2549001DPIFGXC1TOL40 US313384M713 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-10-31 2024-10-31 2024-10-31 N N N 0.0511 197388.22 197388.22 0.0007 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384Q51 2549001DPIFGXC1TOL40 US313384Q516 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-11-22 2024-11-22 2024-11-22 N N N 0.0502 787282.66 787282.66 0.0029 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384T25 2549001DPIFGXC1TOL40 US313384T254 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-12-13 2024-12-13 2024-12-13 N N N 0.0497 686966.88 686966.88 0.0026 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384T74 2549001DPIFGXC1TOL40 US313384T742 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-12-18 2024-12-18 2024-12-18 N N N 0.0497 686484.17 686484.17 0.0026 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385AB2 2549001DPIFGXC1TOL40 US313385AB25 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-01-02 2025-01-02 2025-01-02 N N N 0.0493 195759.03 195759.03 0.0007 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385AC0 2549001DPIFGXC1TOL40 US313385AC08 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-01-03 2025-01-03 2025-01-03 N N N 0.0493 489329.17 489329.17 0.0018 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385BE5 2549001DPIFGXC1TOL40 US313385BE54 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-01-29 2025-01-29 2025-01-29 N N N 0.0493 682570.97 682570.97 0.0025 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385BG0 2549001DPIFGXC1TOL40 US313385BG03 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-01-31 2025-01-31 2025-01-31 N N N 0.0493 779862.22 779862.22 0.0029 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385BP0 2549001DPIFGXC1TOL40 US313385BP02 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-02-07 2025-02-07 2025-02-07 N N N 0.0481 2046408.59 2046408.59 0.0076 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 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 0.0481 1266303.27 1266303.27 0.0047 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385BV7 2549001DPIFGXC1TOL40 US313385BV79 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-02-13 2025-02-13 2025-02-13 N N N 0.0481 584207.17 584207.17 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385BW5 2549001DPIFGXC1TOL40 US313385BW52 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-02-14 2025-02-14 2025-02-14 N N N 0.0481 778836.00 778836.00 0.0029 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385CR5 2549001DPIFGXC1TOL40 US313385CR58 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-03-05 2025-03-05 2025-03-05 N N N 0.0474 1262856.83 1262856.83 0.0047 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385DH6 2549001DPIFGXC1TOL40 US313385DH67 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-03-21 2025-03-21 2025-03-21 N N N 0.0474 484660.84 484660.84 0.0018 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385DQ6 2549001DPIFGXC1TOL40 US313385DQ66 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-03-28 2025-03-28 2025-03-28 N N N 0.0474 1549440.00 1549440.00 0.0058 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385DU7 2549001DPIFGXC1TOL40 US313385DU78 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-04-01 2025-04-01 2025-04-01 N N N 0.0467 871513.00 871513.00 0.0032 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385ES1 2549001DPIFGXC1TOL40 US313385ES14 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-04-23 2025-04-23 2025-04-23 N N N 0.0467 579296.33 579296.33 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385FW1 2549001DPIFGXC1TOL40 US313385FW17 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-05-21 2025-05-21 2025-05-21 N N N 0.0461 384957.00 384957.00 0.0014 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385GL4 2549001DPIFGXC1TOL40 US313385GL43 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 0.0453 96128.61 96128.61 0.0004 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385JM9 2549001DPIFGXC1TOL40 US313385JM98 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-07-23 2025-07-23 2025-07-23 N N N 0.0447 95572.21 95572.21 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.510000% 3133EN2C3 254900C5LP6DN9OP9V83 US3133EN2C35 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2024-10-16 2024-10-16 N N N 0.0533 800353.89 800353.89 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.500000% 3133EN6L9 254900C5LP6DN9OP9V83 US3133EN6L97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-01-23 2025-01-23 N N N 0.0534 200186.52 200186.52 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.430000% 3133ENE89 254900C5LP6DN9OP9V83 US3133ENE891 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2024-08-08 2024-08-08 N N N 0.0538 100001.10 100001.10 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.875000% 3133ENEJ5 254900C5LP6DN9OP9V83 US3133ENEJ55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-18 2024-11-18 2024-11-18 N N N 0.0524 296071.07 296071.07 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.405000% 3133ENF70 254900C5LP6DN9OP9V83 US3133ENF708 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2024-08-12 2024-08-12 N N N 0.0532 400002.48 400002.48 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.375000% 3133ENJ84 254900C5LP6DN9OP9V83 US3133ENJ841 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-26 2024-08-26 2024-08-26 N N N 0.0544 698963.31 698963.31 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 1.125000% 3133ENKS8 254900C5LP6DN9OP9V83 US3133ENKS80 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-06 2025-01-06 2025-01-06 N N N 0.0504 1474607.01 1474607.01 0.0055 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.460000% 3133ENX54 254900C5LP6DN9OP9V83 US3133ENX545 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2024-11-01 2024-11-01 N N N 0.0533 700295.61 700295.61 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.470000% 3133ENY61 254900C5LP6DN9OP9V83 US3133ENY618 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2024-11-07 2024-11-07 N N N 0.0533 300140.42 300140.42 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.425000% 3133EP6Y6 254900C5LP6DN9OP9V83 US3133EP6Y63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2026-04-01 2026-04-01 N N N 0.0543 399950.85 399950.85 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.440000% 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2024-12-26 2024-12-26 N N N 0.0533 600341.77 600341.77 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.455000% 3133EPCM5 254900C5LP6DN9OP9V83 US3133EPCM50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-03-07 2025-03-07 N N N 0.0538 400258.71 400258.71 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.485000% 3133EPD44 254900C5LP6DN9OP9V83 US3133EPD443 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-11-14 2025-11-14 N N N 0.0540 801220.52 801220.52 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.455000% 3133EPE76 254900C5LP6DN9OP9V83 US3133EPE763 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-05-20 2025-05-20 N N N 0.0539 700556.33 700556.33 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.465000% 3133EPE84 254900C5LP6DN9OP9V83 US3133EPE847 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-08-20 2025-08-20 N N N 0.0540 400255.36 400255.36 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.480000% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-01-03 2025-01-03 N N N 0.0533 300231.42 300231.42 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.485000% 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-11-28 2025-11-28 N N N 0.0540 100156.19 100156.19 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.490000% 3133EPJR7 254900C5LP6DN9OP9V83 US3133EPJR74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-05-15 2025-05-15 N N N 0.0535 100050.46 100050.46 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.500000% 3133EPLA1 254900C5LP6DN9OP9V83 US3133EPLA12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-06-02 2025-06-02 N N N 0.0536 700404.02 700404.02 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.480000% 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-12-15 2025-12-15 N N N 0.0540 100154.22 100154.22 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.460000% 3133EPM85 254900C5LP6DN9OP9V83 US3133EPM857 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-09-15 2025-09-15 N N N 0.0540 400244.49 400244.49 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.500000% 3133EPNN1 254900C5LP6DN9OP9V83 US3133EPNN15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-06-30 2025-06-30 N N N 0.0539 600784.06 600784.06 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.372800% 3133EPNY7 254900C5LP6DN9OP9V83 US3133EPNY79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-06 2025-06-30 2025-06-30 N N N 0.0534 700599.40 700599.40 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.455000% 3133EPP82 254900C5LP6DN9OP9V83 US3133EPP827 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-10-21 2025-10-21 N N N 0.0539 800968.34 800968.34 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.485000% 3133EPPB5 254900C5LP6DN9OP9V83 US3133EPPB58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-05-02 2025-05-02 N N N 0.0539 1101084.96 1101084.96 0.0041 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.490000% 3133EPQQ1 254900C5LP6DN9OP9V83 US3133EPQQ19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-07-21 2025-07-21 N N N 0.0540 100121.03 100121.03 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.450000% 3133EPQR9 254900C5LP6DN9OP9V83 US3133EPQR91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-01-21 2025-01-21 N N N 0.0534 800545.86 800545.86 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.480000% 3133EPRC1 254900C5LP6DN9OP9V83 US3133EPRC14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-05-27 2025-05-27 N N N 0.0539 200203.06 200203.06 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.475000% 3133EPRU1 254900C5LP6DN9OP9V83 US3133EPRU12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-04-28 2025-04-28 N N N 0.0538 300290.21 300290.21 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.465000% 3133EPSZ9 254900C5LP6DN9OP9V83 US3133EPSZ99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-06-11 2025-06-11 N N N 0.0539 700412.80 700412.80 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.465000% 3133EPU45 254900C5LP6DN9OP9V83 US3133EPU454 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-11-10 2025-11-10 N N N 0.0540 200157.94 200157.94 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.470000% 3133EPUF0 254900C5LP6DN9OP9V83 US3133EPUF08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-06-24 2025-06-24 N N N 0.0540 400376.37 400376.37 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.625000% 3133EPW50 254900C5LP6DN9OP9V83 US3133EPW500 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-02 2025-01-02 2025-01-02 N N N 0.0519 199437.50 199437.50 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.480000% 3133EPWV3 254900C5LP6DN9OP9V83 US3133EPWV30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-09-26 2025-09-26 N N N 0.0540 200171.17 200171.17 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.485000% 3133EPXS9 254900C5LP6DN9OP9V83 US3133EPXS91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-10-06 2025-10-06 N N N 0.0539 1001512.34 1001512.34 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.445000% 3133EPY58 254900C5LP6DN9OP9V83 US3133EPY589 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-10-29 2025-10-29 N N N 0.0540 600596.53 600596.53 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.392800% 3133EPYQ2 254900C5LP6DN9OP9V83 US3133EPYQ27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-06 2025-07-17 2025-07-17 N N N 0.0535 700708.60 700708.60 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.490000% 3133EPYR0 254900C5LP6DN9OP9V83 US3133EPYR00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-10-17 2025-10-17 N N N 0.0539 400646.44 400646.44 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.470000% 3133EPZ57 254900C5LP6DN9OP9V83 US3133EPZ578 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2026-01-30 2026-01-30 N N N 0.0542 400535.72 400535.72 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.000000% 3133ERAF8 254900C5LP6DN9OP9V83 US3133ERAF83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-04-04 2025-04-04 2025-04-04 N N N 0.0496 100017.62 100017.62 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.380000% 3133ERBW0 254900C5LP6DN9OP9V83 US3133ERBW08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-06-20 2025-06-20 N N N 0.0539 100020.41 100020.41 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.425000% 3133ERBY6 254900C5LP6DN9OP9V83 US3133ERBY63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2026-04-17 2026-04-17 N N N 0.0543 400205.59 400205.59 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.435000% 3133ERDP3 254900C5LP6DN9OP9V83 US3133ERDP39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2026-05-06 2026-05-06 N N N 0.0543 1400715.61 1400715.61 0.0052 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.425000% 3133EREA5 254900C5LP6DN9OP9V83 US3133EREA50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2026-05-08 2026-05-08 N N N 0.0543 599940.92 599940.92 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.410000% 3133ERFS5 254900C5LP6DN9OP9V83 US3133ERFS59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2026-01-28 2026-01-28 N N N 0.0542 400182.02 400182.02 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.380000% 3133ERGJ4 254900C5LP6DN9OP9V83 US3133ERGJ42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2025-08-06 2025-08-06 N N N 0.0540 400062.03 400062.03 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.415000% 3133ERGK1 254900C5LP6DN9OP9V83 US3133ERGK15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2026-05-07 2026-05-07 N N N 0.0544 399859.26 399859.26 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.430000% 3133ERHZ7 254900C5LP6DN9OP9V83 US3133ERHZ74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2026-06-24 2026-06-24 N N N 0.0544 600277.08 600277.08 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.000000% 3133ERJH5 254900C5LP6DN9OP9V83 US3133ERJH58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-06-25 2025-06-25 2025-06-25 N N N 0.0480 100171.94 100171.94 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.425000% 3133ERKD2 254900C5LP6DN9OP9V83 US3133ERKD26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2026-05-05 2026-05-05 N N N 0.0543 400212.34 400212.34 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.450000% 3133ERKS9 254900C5LP6DN9OP9V83 US3133ERKS94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2026-07-10 2026-07-10 N N N 0.0548 100017.63 100017.63 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.000000% 3133ERLC3 254900C5LP6DN9OP9V83 US3133ERLC34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-15 2025-07-15 2025-07-15 N N N 0.0481 100169.47 100169.47 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.455000% 3133ERLR0 254900C5LP6DN9OP9V83 US3133ERLR03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2026-07-23 2026-07-23 N N N 0.0543 200173.46 200173.46 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.750000% 3133ERMW8 254900C5LP6DN9OP9V83 US3133ERMW88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-29 2025-07-29 2025-07-29 N N N 0.0476 199977.33 199977.33 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.312800% 3133ERMY4 254900C5LP6DN9OP9V83 US3133ERMY45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-06 2024-10-30 2024-10-30 N N N 0.0531 300049.15 300049.15 0.0011 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 5.360000% 3134GY3S9 S6XOOCT0IEG5ABCC6L87 US3134GY3S93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-22 2024-11-22 2024-11-22 N N N 0.0531 99969.67 99969.67 0.0004 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.500000% 3135G04Z3 B1V7KEBTPIMZEU4LTD58 US3135G04Z35 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-06-17 2025-06-17 2025-06-17 N N N 0.0481 385350.10 385350.10 0.0014 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.430000% 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2026-06-18 2026-06-18 N N N 0.0544 400182.91 400182.91 0.0015 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.450000% 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-01 2026-07-29 2026-07-29 N N N 0.0548 200036.38 200036.38 0.0007 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.625000% 3135G0X24 B1V7KEBTPIMZEU4LTD58 US3135G0X247 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-07 2025-01-07 2025-01-07 N N N 0.0507 196990.32 196990.32 0.0007 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.625000% 3135G0ZR7 B1V7KEBTPIMZEU4LTD58 US3135G0ZR78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-09-06 2024-09-06 2024-09-06 N N N 0.0536 398860.92 398860.92 0.0015 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.375000% 3137EAEU9 S6XOOCT0IEG5ABCC6L87 US3137EAEU93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-21 2025-07-21 2025-07-21 N N N 0.0480 862617.19 862617.19 0.0032 N N N N STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND, PREMIER CLASS STATE STREET INSTITUTIONAL U.S. GOVERNMENT MONEY MARKET FUND, PREMIER CLASS 5.260000% 857492706 549300BZ5TGIFZUZDZ37 Investment Company Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0526 45600.00 45600.00 0.0002 N Y Y N United States Treasury UNITED STATES TREASURY 2.125000% 9128282Y5 254900HROIFWPRGM1V77 US9128282Y56 U.S. Treasury Debt Y 2024-09-30 2024-09-30 2024-09-30 N N N 0.0537 596795.90 596795.90 0.0022 N Y Y N United States Treasury UNITED STATES TREASURY 2.250000% 9128283P3 254900HROIFWPRGM1V77 US9128283P31 U.S. Treasury Debt Y 2024-12-31 2024-12-31 2024-12-31 N N N 0.0510 395365.06 395365.06 0.0015 N Y Y N United States Treasury UNITED STATES TREASURY 2.750000% 9128283Z1 254900HROIFWPRGM1V77 US9128283Z13 U.S. Treasury Debt Y 2025-02-28 2025-02-28 2025-02-28 N N N 0.0503 296128.51 296128.51 0.0011 N Y Y N United States Treasury UNITED STATES TREASURY 2.250000% 912828G38 254900HROIFWPRGM1V77 US912828G385 U.S. Treasury Debt Y 2024-11-15 2024-11-15 2024-11-15 N N N 0.0525 495703.30 495703.30 0.0018 N Y Y N United States Treasury UNITED STATES TREASURY 2.125000% 912828XB1 254900HROIFWPRGM1V77 US912828XB14 U.S. Treasury Debt Y 2025-05-15 2025-05-15 2025-05-15 N N N 0.0489 1664095.70 1664095.70 0.0062 N Y Y N United States Treasury UNITED STATES TREASURY 1.500000% 912828YM6 254900HROIFWPRGM1V77 US912828YM69 U.S. Treasury Debt Y 2024-10-31 2024-10-31 2024-10-31 N N N 0.0531 99065.44 99065.44 0.0004 N Y Y N United States Treasury UNITED STATES TREASURY 1.500000% 912828YV6 254900HROIFWPRGM1V77 US912828YV68 U.S. Treasury Debt Y 2024-11-30 2024-11-30 2024-11-30 N N N 0.0525 691432.09 691432.09 0.0026 N Y Y N United States Treasury UNITED STATES TREASURY 0.375000% 912828ZL7 254900HROIFWPRGM1V77 US912828ZL77 U.S. Treasury Debt Y 2025-04-30 2025-04-30 2025-04-30 N N N 0.0492 193404.73 193404.73 0.0007 N Y Y N United States Treasury UNITED STATES TREASURY 0.250000% 912828ZT0 254900HROIFWPRGM1V77 US912828ZT04 U.S. Treasury Debt Y 2025-05-31 2025-05-31 2025-05-31 N N N 0.0489 192534.35 192534.35 0.0007 N Y Y N United States Treasury UNITED STATES TREASURY 0.375000% 91282CCT6 254900HROIFWPRGM1V77 US91282CCT62 U.S. Treasury Debt Y 2024-08-15 2024-08-15 2024-08-15 N N N 0.0540 598841.63 598841.63 0.0022 N Y Y N United States Treasury UNITED STATES TREASURY 0.375000% 91282CCX7 254900HROIFWPRGM1V77 US91282CCX74 U.S. Treasury Debt Y 2024-09-15 2024-09-15 2024-09-15 N N N 0.0541 695709.96 695709.96 0.0026 N Y Y N United States Treasury UNITED STATES TREASURY 0.625000% 91282CDB4 254900HROIFWPRGM1V77 US91282CDB46 U.S. Treasury Debt Y 2024-10-15 2024-10-15 2024-10-15 N N N 0.0527 396223.24 396223.24 0.0015 N Y Y N United States Treasury UNITED STATES TREASURY 0.750000% 91282CDH1 254900HROIFWPRGM1V77 US91282CDH16 U.S. Treasury Debt Y 2024-11-15 2024-11-15 2024-11-15 N N N 0.0525 789762.37 789762.37 0.0029 N Y Y N United States Treasury UNITED STATES TREASURY 1.750000% 91282CED9 254900HROIFWPRGM1V77 US91282CED92 U.S. Treasury Debt Y 2025-03-15 2025-03-15 2025-03-15 N N N 0.0494 294196.99 294196.99 0.0011 N Y Y N United States Treasury UNITED STATES TREASURY 2.750000% 91282CEQ0 254900HROIFWPRGM1V77 US91282CEQ06 U.S. Treasury Debt Y 2025-05-15 2025-05-15 2025-05-15 N N N 0.0489 196726.02 196726.02 0.0007 N Y Y N United States Treasury UNITED STATES TREASURY 5.459000% 91282CGF2 254900HROIFWPRGM1V77 US91282CGF23 U.S. Treasury Debt Y 2024-08-01 2025-01-31 2025-01-31 N N N 0.0535 2000645.20 2000645.20 0.0074 N Y Y N United States Treasury UNITED STATES TREASURY 3.875000% 91282CGU9 254900HROIFWPRGM1V77 US91282CGU99 U.S. Treasury Debt Y 2025-03-31 2025-03-31 2025-03-31 N N N 0.0494 1886851.75 1886851.75 0.0070 N Y Y N United States Treasury UNITED STATES TREASURY 3.875000% 91282CGX3 254900HROIFWPRGM1V77 US91282CGX39 U.S. Treasury Debt Y 2025-04-30 2025-04-30 2025-04-30 N N N 0.0492 992353.40 992353.40 0.0037 N Y Y N United States Treasury UNITED STATES TREASURY 5.428000% 91282CGY1 254900HROIFWPRGM1V77 US91282CGY12 U.S. Treasury Debt Y 2024-08-01 2025-04-30 2025-04-30 N N N 0.0531 1400679.11 1400679.11 0.0052 N Y Y N United States Treasury UNITED STATES TREASURY 5.384000% 91282CHS3 254900HROIFWPRGM1V77 US91282CHS35 U.S. Treasury Debt Y 2024-08-01 2025-07-31 2025-07-31 N N N 0.0535 2199828.62 2199828.62 0.0082 N Y Y N United States Treasury UNITED STATES TREASURY 5.429000% 91282CJD4 254900HROIFWPRGM1V77 US91282CJD48 U.S. Treasury Debt Y 2024-08-01 2025-10-31 2025-10-31 N N N 0.0533 1500891.39 1500891.39 0.0056 N Y Y N United States Treasury UNITED STATES TREASURY 5.504000% 91282CJU6 254900HROIFWPRGM1V77 US91282CJU62 U.S. Treasury Debt Y 2024-08-01 2026-01-31 2026-01-31 N N N 0.0534 1502462.49 1502462.49 0.0056 N Y Y N United States Treasury UNITED STATES TREASURY 5.441000% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y 2024-08-01 2026-07-31 2026-07-31 N N N 0.0540 500366.28 500366.28 0.0019 N Y Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 5.340000% ARP12LN57 FOR8UP27PHTHYVLBNG30 0000769993 ARP12LN57 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 14976800.00 11220005.65 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 11000000.00 11000000.00 0.0409 N Y Y N Amendments made to Item C.8.c. GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 5.330000% ARP12N413 FOR8UP27PHTHYVLBNG30 0000769993 ARP12N413 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 02.500 CIAS5548 B1V7KEBTPIMZEU4LTD58 3138WFEW2 2030-08-01 2.500000 0.00 46029.00 6866.50 Agency Mortgage-Backed Securities FNMS 06.500 CL745875 B1V7KEBTPIMZEU4LTD58 31403DT82 2036-09-01 6.500000 0.00 830000.00 6166.42 Agency Mortgage-Backed Securities FNMS 04.500 CL782028 B1V7KEBTPIMZEU4LTD58 31404XYZ1 2029-04-01 4.500000 0.00 1722346.00 26542.26 Agency Mortgage-Backed Securities FNMS 06.500 CLDB4407 B1V7KEBTPIMZEU4LTD58 3140AD3R0 2054-06-01 6.500000 0.00 59418.00 61103.34 Agency Mortgage-Backed Securities FNMS 06.500 CLDB5052 B1V7KEBTPIMZEU4LTD58 3140AETJ8 2054-06-01 6.500000 0.00 213161.00 219137.70 Agency Mortgage-Backed Securities FNMS 03.000 U3BF0307 B1V7KEBTPIMZEU4LTD58 3140FXKV3 2043-01-01 3.000000 0.00 1121000.00 412033.08 Agency Mortgage-Backed Securities FNMS 05.000 CLBK5094 B1V7KEBTPIMZEU4LTD58 3140HJUU3 2048-05-01 5.000000 0.00 700000.00 60304.86 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9220 B1V7KEBTPIMZEU4LTD58 3140QHG66 2051-02-01 2.000000 0.00 16099700.00 10084892.25 Agency Mortgage-Backed Securities FNMS 04.000 CLFM6891 B1V7KEBTPIMZEU4LTD58 3140XAUR1 2049-10-01 4.000000 0.00 2651000.00 1287299.66 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9765 B1V7KEBTPIMZEU4LTD58 3140XDZ74 2051-11-01 3.000000 0.00 200759.00 160315.14 Agency Mortgage-Backed Securities FNMS 06.500 CL995097 B1V7KEBTPIMZEU4LTD58 31416BNN4 2037-10-01 6.500000 0.00 2595000.00 52135.42 Agency Mortgage-Backed Securities FNMS 04.000 CKAB5459 B1V7KEBTPIMZEU4LTD58 31417CB53 2042-06-01 4.000000 0.00 500000.00 5324.53 Agency Mortgage-Backed Securities FNMS 03.500 CKMA1117 B1V7KEBTPIMZEU4LTD58 31418AG36 2042-07-01 3.500000 0.00 3800000.00 183102.47 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2484 B1V7KEBTPIMZEU4LTD58 31418BXN1 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CLAD7701 B1V7KEBTPIMZEU4LTD58 31418VRX2 2035-01-01 4.500000 0.00 906324.00 119247.45 Agency Mortgage-Backed Securities FNMS 06.000 CLAE0349 B1V7KEBTPIMZEU4LTD58 31419AL70 2040-04-01 6.000000 0.00 16066944.00 280572.65 Agency Mortgage-Backed Securities FNMS 04.500 CLAE0954 B1V7KEBTPIMZEU4LTD58 31419BBY0 2041-02-01 4.500000 0.00 242000.00 10621.28 Agency Mortgage-Backed Securities 04.500 FGPC G60920 G S6XOOCT0IEG5ABCC6L87 31335BAV8 2046-04-01 4.500000 0.00 250000.00 45002.74 Agency Mortgage-Backed Securities FEPC 02.000 CLQB6175 S6XOOCT0IEG5ABCC6L87 3133AC2G2 2050-12-01 2.000000 0.00 275000.00 161868.86 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8135 S6XOOCT0IEG5ABCC6L87 3133KQBC9 2052-10-01 5.500000 0.00 28000.00 24689.72 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8295 S6XOOCT0IEG5ABCC6L87 3133KQGC4 2052-12-01 5.000000 0.00 59188.00 51071.38 Agency Mortgage-Backed Securities FEPC 02.000 3PRE6066 S6XOOCT0IEG5ABCC6L87 3133N3W34 2050-10-01 2.000000 0.00 25000.00 12546.13 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2052-01-01 2.500000 0.00 20735.00 15623.68 Agency Mortgage-Backed Securities FEPC 07.000 CLSD8449 S6XOOCT0IEG5ABCC6L87 3132DWL68 2054-07-01 7.000000 0.00 42668.00 43676.09 Agency Mortgage-Backed Securities GNMI SF AL9337 X 549300M8ZYFG0OCMTT87 36184HLS1 2045-03-15 3.000000 0.00 224577.00 21492.68 Agency Mortgage-Backed Securities GNII SF AT9261 C 549300M8ZYFG0OCMTT87 36194JJE9 2046-07-20 4.500000 0.00 1073346.00 81446.17 Agency Mortgage-Backed Securities GNMI SF 719261 X 549300M8ZYFG0OCMTT87 3620A5B65 2040-08-15 4.500000 0.00 66754.00 5470.35 Agency Mortgage-Backed Securities GNMI SP 783107 X 549300M8ZYFG0OCMTT87 36241LNY8 2040-09-15 4.000000 0.00 3620660.00 137065.56 Agency Mortgage-Backed Securities Y 2024-08-05 2024-08-05 2024-08-05 N N N 0.0533 15000000.00 15000000.00 0.0558 N N Y N Amendments made to Item C.8.c. CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 5.330000% ARP12NWQ7 MBNUM2BPBDO7JBLYG310 0000315030 ARP12NWQ7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 100.00 108.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 12100.00 10424.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 200.00 209.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 26617700.00 27064296.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 521900.00 530656.52 U.S. Treasuries (including strips) Y 2024-08-06 2024-08-06 2024-08-06 N N N 0.0533 27000000.00 27000000.00 0.1005 N N Y N Amendments made to Item C.8.c. GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 5.330000% ARP12NWZ7 FOR8UP27PHTHYVLBNG30 0000769993 ARP12NWZ7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 2012800.00 2040054.19 U.S. Treasuries (including strips) Y 2024-08-06 2024-08-06 2024-08-06 N N N 0.0533 2000000.00 2000000.00 0.0074 N N Y N Amendments made to Item C.8.c. WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 5.340000% ARP12NYW2 VYVVCKR63DVZZN70PB21 0001224385 ARP12NYW2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 05.500 CLMA5353 B1V7KEBTPIMZEU4LTD58 31418E5P1 2054-05-01 5.500000 0.00 1058796.00 1041080.50 Agency Mortgage-Backed Securities Y 2024-08-06 2024-08-06 2024-08-06 N N N 0.0534 1000000.00 1000000.00 0.0037 N N Y N Amendments made to Item C.8.c. FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 5.350000% ARP12OOY7 549300H47WTHXPU08X20 ARP12OOY7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y FEPC 06.500 CLQH1232 S6XOOCT0IEG5ABCC6L87 3133CDLM4 2053-09-01 6.500000 0.00 3000.00 2633.17 Agency Mortgage-Backed Securities FEPC 05.500 CLQH1440 S6XOOCT0IEG5ABCC6L87 3133CDS54 2053-09-01 5.500000 0.00 2000.00 1817.85 Agency Mortgage-Backed Securities FEPC 05.500 CLQH4318 S6XOOCT0IEG5ABCC6L87 3133CGYP6 2053-10-01 5.500000 0.00 2000.00 1986.00 Agency Mortgage-Backed Securities FEPC 06.500 CLQH5054 S6XOOCT0IEG5ABCC6L87 3133CHTK1 2053-11-01 6.500000 0.00 2001.00 2077.64 Agency Mortgage-Backed Securities FEPC 06.500 CLQH6143 S6XOOCT0IEG5ABCC6L87 3133CJZG9 2053-12-01 6.500000 0.00 2001.00 2073.37 Agency Mortgage-Backed Securities FEPC 06.500 CLQH7736 S6XOOCT0IEG5ABCC6L87 3133CLSZ0 2054-01-01 6.500000 0.00 2001.00 1762.45 Agency 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3.500000 0.00 1000.00 237.12 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7908 B1V7KEBTPIMZEU4LTD58 3138EQYE6 2045-12-01 3.500000 0.00 2048.00 393.02 Agency Mortgage-Backed Securities FNMS 03.500 CLAL9442 B1V7KEBTPIMZEU4LTD58 3138ERP46 2046-11-01 3.500000 0.00 1000.00 253.79 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6841 B1V7KEBTPIMZEU4LTD58 3140XNS70 2054-01-01 6.000000 0.00 80342.00 79935.87 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6902 B1V7KEBTPIMZEU4LTD58 3140XNU44 2048-04-01 3.500000 0.00 209187.00 184338.36 Agency Mortgage-Backed Securities FNMS 02.000 CLFS6891 B1V7KEBTPIMZEU4LTD58 3140XNUR3 2051-03-01 2.000000 0.00 161580.00 126003.11 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8004 B1V7KEBTPIMZEU4LTD58 3140XP3N7 2053-10-01 6.000000 0.00 1000.00 1012.12 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8028 B1V7KEBTPIMZEU4LTD58 3140XP4N6 2054-05-01 5.000000 0.00 1000.00 978.45 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8064 B1V7KEBTPIMZEU4LTD58 3140XP6A2 2053-11-01 5.000000 0.00 1000.00 976.48 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7224 B1V7KEBTPIMZEU4LTD58 3140XPA25 2054-02-01 6.000000 0.00 38692.00 38164.56 Agency Mortgage-Backed Securities FNMS 04.000 CLFS7386 B1V7KEBTPIMZEU4LTD58 3140XPF46 2050-04-01 4.000000 0.00 1000.00 909.93 Agency Mortgage-Backed Securities FNMS 03.500 CLFS7381 B1V7KEBTPIMZEU4LTD58 3140XPFX2 2052-09-01 3.500000 0.00 1008.00 871.32 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7428 B1V7KEBTPIMZEU4LTD58 3140XPHE2 2054-03-01 5.500000 0.00 1000.00 964.34 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7949 B1V7KEBTPIMZEU4LTD58 3140XPZP7 2052-05-01 3.000000 0.00 1000.00 873.19 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8511 B1V7KEBTPIMZEU4LTD58 3140XQN52 2054-04-01 6.000000 0.00 9036.00 9197.85 Agency Mortgage-Backed Securities FNMS 05.500 CLDA8127 B1V7KEBTPIMZEU4LTD58 3140YWA52 2054-02-01 5.500000 0.00 1000.00 963.77 Agency Mortgage-Backed Securities FNMS 05.000 CLDA8718 B1V7KEBTPIMZEU4LTD58 3140YWVL4 2054-03-01 5.000000 0.00 1000.00 982.40 Agency Mortgage-Backed Securities FNMS 07.000 CLDA9701 B1V7KEBTPIMZEU4LTD58 3140YXX71 2054-02-01 7.000000 0.00 1000.00 1054.27 Agency Mortgage-Backed Securities FNMS 06.500 NP885032 B1V7KEBTPIMZEU4LTD58 31410CHH8 2036-05-01 6.500000 0.00 20687.00 45.08 Agency Mortgage-Backed Securities FNMS 07.000 NP889809 B1V7KEBTPIMZEU4LTD58 31410KR63 2037-10-01 7.000000 0.00 4994.00 21.08 Agency Mortgage-Backed Securities FNMS 06.000 NP891142 B1V7KEBTPIMZEU4LTD58 31410MBK5 2036-06-01 6.000000 0.00 7056.00 35.22 Agency Mortgage-Backed Securities FNMS 06.000 NP900174 B1V7KEBTPIMZEU4LTD58 31410XCK0 2036-08-01 6.000000 0.00 8244.00 28.75 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5324 B1V7KEBTPIMZEU4LTD58 3140QQ4J1 2052-12-01 6.500000 0.00 1000.00 593.52 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4627 B1V7KEBTPIMZEU4LTD58 3140QQD93 2052-09-01 5.000000 0.00 1000.00 802.20 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4795 B1V7KEBTPIMZEU4LTD58 3140QQKH7 2052-10-01 5.000000 0.00 2048.00 1898.89 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5143 B1V7KEBTPIMZEU4LTD58 3140QQWD3 2052-11-01 6.000000 0.00 1000.00 901.70 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6197 B1V7KEBTPIMZEU4LTD58 3140QR3F8 2053-04-01 6.000000 0.00 11857.00 11770.22 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6201 B1V7KEBTPIMZEU4LTD58 3140QR3K7 2053-05-01 6.000000 0.00 6317.00 5865.20 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5631 B1V7KEBTPIMZEU4LTD58 3140QRHH9 2053-02-01 4.500000 0.00 1000.00 901.29 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5647 B1V7KEBTPIMZEU4LTD58 3140QRHZ9 2053-02-01 5.500000 0.00 1040.00 981.45 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6098 B1V7KEBTPIMZEU4LTD58 3140QRX40 2053-03-01 6.000000 0.00 3014.00 2030.36 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6077 B1V7KEBTPIMZEU4LTD58 3140QRXF5 2053-04-01 5.500000 0.00 37232.00 33358.58 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6912 B1V7KEBTPIMZEU4LTD58 3140QSVE8 2053-08-01 5.500000 0.00 1000.00 946.80 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6916 B1V7KEBTPIMZEU4LTD58 3140QSVJ7 2053-08-01 5.500000 0.00 1024.00 957.10 Agency Mortgage-Backed Securities FNMS 05.000 CLCB7969 B1V7KEBTPIMZEU4LTD58 3140QT2B4 2054-02-01 5.000000 0.00 1008.00 967.94 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7240 B1V7KEBTPIMZEU4LTD58 3140QTBJ7 2053-10-01 6.000000 0.00 1000.00 989.01 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7304 B1V7KEBTPIMZEU4LTD58 3140QTDJ5 2053-10-01 6.000000 0.00 1008.00 974.72 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8180 B1V7KEBTPIMZEU4LTD58 3140QUCS3 2054-03-01 6.500000 0.00 4462.00 4362.76 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8335 B1V7KEBTPIMZEU4LTD58 3140QUHM1 2054-04-01 5.500000 0.00 1000.00 999.86 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8484 B1V7KEBTPIMZEU4LTD58 3140QUNA0 2054-05-01 5.500000 0.00 1024.00 1018.31 Agency 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1200.00 Agency Mortgage-Backed Securities FNMS 04.000 CIFM4742 B1V7KEBTPIMZEU4LTD58 3140X8HU4 2035-03-01 4.000000 0.00 1000.00 334.92 Agency Mortgage-Backed Securities FNMS 03.000 CLFM5166 B1V7KEBTPIMZEU4LTD58 3140X8W45 2050-12-01 3.000000 0.00 1000.00 390.13 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6270 B1V7KEBTPIMZEU4LTD58 3140X96G5 2051-03-01 2.000000 0.00 1000.00 592.32 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7075 B1V7KEBTPIMZEU4LTD58 3140XA2H4 2049-07-01 4.000000 0.00 1000.00 383.92 Agency Mortgage-Backed Securities FNMS 03.500 CLFM6411 B1V7KEBTPIMZEU4LTD58 3140XADR0 2045-11-01 3.500000 0.00 1000.00 463.97 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7592 B1V7KEBTPIMZEU4LTD58 3140XBNJ5 2050-03-01 3.500000 0.00 1000.00 379.52 Agency Mortgage-Backed Securities FNMS 02.000 CIFM7653 B1V7KEBTPIMZEU4LTD58 3140XBQF0 2036-05-01 2.000000 0.00 1000.00 603.14 Agency Mortgage-Backed Securities FNMS 02.000 CIFM7936 B1V7KEBTPIMZEU4LTD58 3140XBZA1 2036-07-01 2.000000 0.00 1000.00 656.66 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8493 B1V7KEBTPIMZEU4LTD58 3140XCNK0 2051-08-01 2.500000 0.00 1024.00 709.51 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8761 B1V7KEBTPIMZEU4LTD58 3140XCWX2 2051-09-01 2.500000 0.00 1008.00 771.88 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9616 B1V7KEBTPIMZEU4LTD58 3140XDVJ2 2051-11-01 2.500000 0.00 1000.00 683.48 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0847 B1V7KEBTPIMZEU4LTD58 3140XF5H0 2052-02-01 3.000000 0.00 1008.00 699.75 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1074 B1V7KEBTPIMZEU4LTD58 3140XGFQ7 2052-03-01 3.000000 0.00 1000.00 717.86 Agency Mortgage-Backed Securities FNMS 02.500 CTFS1572 B1V7KEBTPIMZEU4LTD58 3140XGXA2 2041-11-01 2.500000 0.00 1000.00 746.75 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2025 B1V7KEBTPIMZEU4LTD58 3140XHHB6 2052-06-01 4.000000 0.00 1000.00 823.88 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2442 B1V7KEBTPIMZEU4LTD58 3140XHWC7 2052-07-01 4.000000 0.00 2000.00 1649.82 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2443 B1V7KEBTPIMZEU4LTD58 3140XHWD5 2052-08-01 4.000000 0.00 1024.00 852.43 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2535 B1V7KEBTPIMZEU4LTD58 3140XHY92 2052-08-01 2.500000 0.00 1000.00 751.26 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2735 B1V7KEBTPIMZEU4LTD58 3140XJBD4 2051-02-01 3.500000 0.00 1000.00 758.12 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2906 B1V7KEBTPIMZEU4LTD58 3140XJGQ0 2052-09-01 5.000000 0.00 1000.00 856.08 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3361 B1V7KEBTPIMZEU4LTD58 3140XJWX7 2052-12-01 5.500000 0.00 1024.00 912.51 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3385 B1V7KEBTPIMZEU4LTD58 3140XJXP3 2052-12-01 5.500000 0.00 1000.00 856.23 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3972 B1V7KEBTPIMZEU4LTD58 3140XKMW7 2051-04-01 3.000000 0.00 1000.00 778.48 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4095 B1V7KEBTPIMZEU4LTD58 3140XKRR3 2053-02-01 5.000000 0.00 1024.00 920.71 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5313 B1V7KEBTPIMZEU4LTD58 3140XL3X4 2050-01-01 3.500000 0.00 1024.00 864.93 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4523 B1V7KEBTPIMZEU4LTD58 3140XLAZ1 2053-04-01 5.000000 0.00 1000.00 916.61 Agency Mortgage-Backed Securities FNMS 02.500 CLFS4893 B1V7KEBTPIMZEU4LTD58 3140XLNK0 2052-04-01 2.500000 0.00 1000.00 772.59 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4933 B1V7KEBTPIMZEU4LTD58 3140XLPT9 2053-06-01 6.000000 0.00 1000.00 949.97 Agency Mortgage-Backed Securities FNMS 02.000 CLFS5131 B1V7KEBTPIMZEU4LTD58 3140XLVZ8 2052-02-01 2.000000 0.00 1008.00 752.81 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5150 B1V7KEBTPIMZEU4LTD58 3140XLWL8 2053-06-01 5.000000 0.00 1000.00 926.03 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5192 B1V7KEBTPIMZEU4LTD58 3140XLXW3 2053-06-01 5.500000 0.00 1000.00 916.91 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5558 B1V7KEBTPIMZEU4LTD58 3140XME85 2051-09-01 3.500000 0.00 1000.00 853.57 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5542 B1V7KEBTPIMZEU4LTD58 3140XMEQ5 2053-08-01 6.500000 0.00 1024.00 962.82 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5868 B1V7KEBTPIMZEU4LTD58 3140XMQW9 2052-05-01 3.000000 0.00 1001.00 828.12 Agency Mortgage-Backed Securities FNMS 05.000 CLFS6100 B1V7KEBTPIMZEU4LTD58 3140XMX68 2053-10-01 5.000000 0.00 35508.00 32889.87 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7097 B1V7KEBTPIMZEU4LTD58 3140XN3F9 2054-01-01 6.500000 0.00 5375.00 5265.79 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7105 B1V7KEBTPIMZEU4LTD58 3140XN3P7 2053-09-01 5.000000 0.00 1000.00 877.04 Agency Mortgage-Backed Securities FNMS 04.500 CLFS6427 B1V7KEBTPIMZEU4LTD58 3140XND92 2050-10-02 4.500000 0.00 1000.00 913.04 Agency Mortgage-Backed Securities FNMS 04.000 CLFS6499 B1V7KEBTPIMZEU4LTD58 3140XNGH1 2053-01-01 4.000000 0.00 25925.00 23623.55 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6545 B1V7KEBTPIMZEU4LTD58 3140XNHX5 2053-12-01 6.000000 0.00 5142.00 5098.61 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6599 B1V7KEBTPIMZEU4LTD58 3140XNKM5 2052-09-01 3.500000 0.00 2026.00 1777.26 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6787 B1V7KEBTPIMZEU4LTD58 3140XNRH9 2054-01-01 6.000000 0.00 1000.00 982.64 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6837 B1V7KEBTPIMZEU4LTD58 3140XNS39 2053-07-01 5.500000 0.00 1000.00 965.36 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8955 B1V7KEBTPIMZEU4LTD58 3138WJ5R5 2047-03-01 4.000000 0.00 1000.00 269.64 Agency Mortgage-Backed Securities FNMS 02.000 CIAS8251 B1V7KEBTPIMZEU4LTD58 3138WJEZ7 2031-11-01 2.000000 0.00 1000.00 216.55 Agency Mortgage-Backed Securities FNMS 03.500 CLAS9006 B1V7KEBTPIMZEU4LTD58 3138WKAG0 2043-08-01 3.500000 0.00 1000.00 159.52 Agency Mortgage-Backed Securities FNMS 03.500 CLAT0877 B1V7KEBTPIMZEU4LTD58 3138WM6P1 2043-07-01 3.500000 0.00 1000.00 153.29 Agency Mortgage-Backed Securities FNMS 04.000 CLAT1349 B1V7KEBTPIMZEU4LTD58 3138WNQB8 2043-03-01 4.000000 0.00 1000.00 267.08 Agency Mortgage-Backed Securities FNMS 03.000 CTAT2390 B1V7KEBTPIMZEU4LTD58 3138WPUQ5 2033-05-01 3.000000 0.00 2000.00 143.13 Agency Mortgage-Backed Securities FNMS 04.000 CLAT5134 B1V7KEBTPIMZEU4LTD58 3138WSV47 2043-04-01 4.000000 0.00 1000.00 65.15 Agency Mortgage-Backed Securities FNMS 04.000 CLAT6360 B1V7KEBTPIMZEU4LTD58 3138WUB69 2044-07-01 4.000000 0.00 1000.00 226.36 Agency Mortgage-Backed Securities FNMS 04.000 CLAU2598 B1V7KEBTPIMZEU4LTD58 3138X13G9 2043-08-01 4.000000 0.00 1000.00 122.32 Agency Mortgage-Backed Securities FNMS 04.000 CLAU7307 B1V7KEBTPIMZEU4LTD58 3138X7DM2 2043-08-01 4.000000 0.00 1000.00 114.98 Agency Mortgage-Backed Securities FNMS 04.500 CLAU8868 B1V7KEBTPIMZEU4LTD58 3138X82A8 2043-11-01 4.500000 0.00 1024.00 116.24 Agency Mortgage-Backed Securities FNMS 04.000 CLAV2874 B1V7KEBTPIMZEU4LTD58 3138XEFQ6 2043-12-01 4.000000 0.00 1008.00 171.18 Agency Mortgage-Backed Securities FNMS 04.000 CLAV8875 B1V7KEBTPIMZEU4LTD58 3138XL2H4 2044-12-01 4.000000 0.00 1000.00 289.00 Agency Mortgage-Backed Securities FNMS 04.000 CLAV8835 B1V7KEBTPIMZEU4LTD58 3138XLY97 2044-09-01 4.000000 0.00 1000.00 143.67 Agency Mortgage-Backed Securities FNMS 04.000 CLAW5818 B1V7KEBTPIMZEU4LTD58 3138XVPC8 2044-08-01 4.000000 0.00 1000.00 169.01 Agency Mortgage-Backed Securities FNMS 04.000 CLAW6406 B1V7KEBTPIMZEU4LTD58 3138XWDL9 2044-06-01 4.000000 0.00 2048.00 399.48 Agency Mortgage-Backed Securities FNMS 04.000 CLAX1190 B1V7KEBTPIMZEU4LTD58 3138Y2KC6 2044-10-01 4.000000 0.00 1000.00 359.42 Agency Mortgage-Backed Securities FNMS 04.000 CLAX1274 B1V7KEBTPIMZEU4LTD58 3138Y2MY6 2044-09-01 4.000000 0.00 1000.00 158.60 Agency Mortgage-Backed Securities FNMS 03.500 CLAX1613 B1V7KEBTPIMZEU4LTD58 3138Y2YK3 2044-08-01 3.500000 0.00 1000.00 167.41 Agency Mortgage-Backed Securities FNMS 04.000 CLAX6738 B1V7KEBTPIMZEU4LTD58 3138Y8PY0 2045-04-01 4.000000 0.00 1000.00 274.37 Agency Mortgage-Backed Securities FNMS 04.000 CLAX6790 B1V7KEBTPIMZEU4LTD58 3138Y8RL6 2045-03-01 4.000000 0.00 2000.00 517.36 Agency Mortgage-Backed Securities FNMS 04.000 CLAY1242 B1V7KEBTPIMZEU4LTD58 3138YELY1 2045-01-01 4.000000 0.00 1000.00 184.33 Agency Mortgage-Backed Securities FNMS 04.000 CLAY8218 B1V7KEBTPIMZEU4LTD58 3138YNDY0 2045-05-01 4.000000 0.00 1000.00 121.24 Agency Mortgage-Backed Securities FNMS 03.000 CLAZ0821 B1V7KEBTPIMZEU4LTD58 3138YR4F2 2045-07-01 3.000000 0.00 2016.00 561.61 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2620 B1V7KEBTPIMZEU4LTD58 3138YT4E1 2045-08-01 3.500000 0.00 1000.00 206.76 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ2937 B1V7KEBTPIMZEU4LTD58 3138YUHP9 2045-09-01 4.000000 0.00 1024.00 194.59 Agency Mortgage-Backed Securities FNMS 06.000 GO745324 B1V7KEBTPIMZEU4LTD58 31403DAZ2 2034-03-01 6.000000 0.00 1053.00 12.92 Agency Mortgage-Backed Securities FNMS 06.000 CL831440 B1V7KEBTPIMZEU4LTD58 31407HV94 2036-05-01 6.000000 0.00 1024.00 8.65 Agency Mortgage-Backed Securities FNMS 06.000 CL848942 B1V7KEBTPIMZEU4LTD58 31408EEP3 2036-01-01 6.000000 0.00 1024.00 4.55 Agency Mortgage-Backed Securities FNMS 06.000 CL849355 B1V7KEBTPIMZEU4LTD58 31408ETL6 2036-01-01 6.000000 0.00 1024.00 19.90 Agency Mortgage-Backed Securities FNMS 06.000 CL850583 B1V7KEBTPIMZEU4LTD58 31408F6U8 2036-01-01 6.000000 0.00 1024.00 10.72 Agency Mortgage-Backed Securities FNMS 06.000 CL850088 B1V7KEBTPIMZEU4LTD58 31408FND7 2035-11-01 6.000000 0.00 1024.00 10.27 Agency Mortgage-Backed Securities FNMS 06.000 CL852707 B1V7KEBTPIMZEU4LTD58 31408JKU4 2036-01-01 6.000000 0.00 1024.00 8.35 Agency Mortgage-Backed Securities FNMS 06.000 CL868838 B1V7KEBTPIMZEU4LTD58 31409EHP9 2036-04-01 6.000000 0.00 1024.00 26.30 Agency Mortgage-Backed Securities FNMS 06.000 CL872247 B1V7KEBTPIMZEU4LTD58 31409JBQ2 2036-05-01 6.000000 0.00 1023.00 3.47 Agency Mortgage-Backed Securities FNMS 06.000 CL872293 B1V7KEBTPIMZEU4LTD58 31409JC65 2036-05-01 6.000000 0.00 1024.00 10.30 Agency Mortgage-Backed Securities FNMS 06.000 CL878097 B1V7KEBTPIMZEU4LTD58 31409TRS9 2036-04-01 6.000000 0.00 1024.00 8.60 Agency Mortgage-Backed Securities FNMS 06.000 CL879177 B1V7KEBTPIMZEU4LTD58 31409UXE0 2036-01-01 6.000000 0.00 1024.00 23.83 Agency Mortgage-Backed Securities FNMS 06.000 CL880212 B1V7KEBTPIMZEU4LTD58 31409V3V3 2036-02-01 6.000000 0.00 57405.00 930.98 Agency Mortgage-Backed Securities FNMS 06.000 CL879495 B1V7KEBTPIMZEU4LTD58 31409VC84 2036-02-01 6.000000 0.00 1024.00 18.05 Agency Mortgage-Backed Securities FNMS 06.000 CL879509 B1V7KEBTPIMZEU4LTD58 31409VDN0 2036-03-01 6.000000 0.00 1024.00 26.14 Agency Mortgage-Backed Securities FNMS 06.000 CL880086 B1V7KEBTPIMZEU4LTD58 31409VXP3 2036-03-01 6.000000 0.00 1024.00 11.74 Agency Mortgage-Backed Securities FNMS 06.000 CL880307 B1V7KEBTPIMZEU4LTD58 31409WAG6 2036-04-01 6.000000 0.00 1024.00 2.16 Agency Mortgage-Backed Securities FNMS 06.000 CL880422 B1V7KEBTPIMZEU4LTD58 31409WD32 2036-04-01 6.000000 0.00 1024.00 12.61 Agency Mortgage-Backed Securities FNMS 06.500 NP881738 B1V7KEBTPIMZEU4LTD58 31409XS34 2036-03-01 6.500000 0.00 1024.00 6.03 Agency Mortgage-Backed Securities FNMS 06.000 CL881723 B1V7KEBTPIMZEU4LTD58 31409XSL4 2036-03-01 6.000000 0.00 1024.00 7.42 Agency Mortgage-Backed Securities FNMS 05.000 CLDA1016 B1V7KEBTPIMZEU4LTD58 3140A1DW4 2053-08-01 5.000000 0.00 1000.00 974.38 Agency Mortgage-Backed Securities FNMS 07.000 CLDA1095 B1V7KEBTPIMZEU4LTD58 3140A1GD3 2053-12-01 7.000000 0.00 1000.00 1048.68 Agency Mortgage-Backed Securities FNMS 06.500 CLDA1347 B1V7KEBTPIMZEU4LTD58 3140A1P92 2053-09-01 6.500000 0.00 3001.00 2430.08 Agency Mortgage-Backed Securities FNMS 05.500 CLDA1453 B1V7KEBTPIMZEU4LTD58 3140A1TK3 2053-09-01 5.500000 0.00 1000.00 944.32 Agency Mortgage-Backed Securities FNMS 07.000 CLDA2897 B1V7KEBTPIMZEU4LTD58 3140A3GF4 2053-10-01 7.000000 0.00 1000.00 822.49 Agency Mortgage-Backed Securities FNMS 06.500 CLDA3035 B1V7KEBTPIMZEU4LTD58 3140A3LR2 2054-01-01 6.500000 0.00 1001.00 929.81 Agency Mortgage-Backed Securities FNMS 04.000 CLDA4464 B1V7KEBTPIMZEU4LTD58 3140A46A4 2053-11-01 4.000000 0.00 1000.00 925.66 Agency Mortgage-Backed Securities FNMS 06.500 CLDA3971 B1V7KEBTPIMZEU4LTD58 3140A4MV0 2053-11-01 6.500000 0.00 2000.00 2076.71 Agency Mortgage-Backed Securities FNMS 06.500 CLDA4105 B1V7KEBTPIMZEU4LTD58 3140A4R37 2053-12-01 6.500000 0.00 1002.00 1019.08 Agency Mortgage-Backed Securities FNMS 06.500 CLDA5227 B1V7KEBTPIMZEU4LTD58 3140A5YZ5 2053-12-01 6.500000 0.00 1000.00 1044.14 Agency Mortgage-Backed Securities FNMS 06.500 CLDA7586 B1V7KEBTPIMZEU4LTD58 3140A8NC2 2054-04-01 6.500000 0.00 1000.00 1047.93 Agency Mortgage-Backed Securities FNMS 06.500 CLDA7674 B1V7KEBTPIMZEU4LTD58 3140A8Q47 2053-12-01 6.500000 0.00 1000.00 945.42 Agency Mortgage-Backed Securities FNMS 06.000 CLDB0392 B1V7KEBTPIMZEU4LTD58 3140A9NJ5 2054-04-01 6.000000 0.00 2048.00 2014.00 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5344 B1V7KEBTPIMZEU4LTD58 3140AE5E5 2054-05-01 6.000000 0.00 1000.00 1017.61 Agency Mortgage-Backed Securities FNMS 06.500 CLDB5099 B1V7KEBTPIMZEU4LTD58 3140AEUZ0 2054-07-01 6.500000 0.00 4000.00 4168.77 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5433 B1V7KEBTPIMZEU4LTD58 3140AFBB1 2054-07-01 6.000000 0.00 3072.00 3123.97 Agency Mortgage-Backed Securities FNMS 05.500 CLDB5434 B1V7KEBTPIMZEU4LTD58 3140AFBC9 2054-07-01 5.500000 0.00 3072.00 3080.02 Agency Mortgage-Backed Securities FNMS 06.500 CLDB5955 B1V7KEBTPIMZEU4LTD58 3140AFTM8 2054-06-01 6.500000 0.00 2991.00 3091.14 Agency Mortgage-Backed Securities FNMS 05.500 CLDB7864 B1V7KEBTPIMZEU4LTD58 3140AHW24 2054-07-01 5.500000 0.00 1008.00 1010.63 Agency Mortgage-Backed Securities FNMS 06.000 CLDB7849 B1V7KEBTPIMZEU4LTD58 3140AHWK4 2054-07-01 6.000000 0.00 3024.00 3074.07 Agency Mortgage-Backed Securities FNMS 07.500 CLDB8898 B1V7KEBTPIMZEU4LTD58 3140AJ3G1 2054-07-01 7.500000 0.00 3000.00 3163.97 Agency Mortgage-Backed Securities FNMS 05.500 CLDB8122 B1V7KEBTPIMZEU4LTD58 3140AJAY4 2054-07-01 5.500000 0.00 4032.00 4042.94 Agency Mortgage-Backed Securities FNMS 06.500 CLDB8762 B1V7KEBTPIMZEU4LTD58 3140AJWY0 2054-08-01 6.500000 0.00 1000.00 1043.38 Agency Mortgage-Backed Securities FNMS 06.500 CLDB8866 B1V7KEBTPIMZEU4LTD58 3140AJZ84 2054-07-01 6.500000 0.00 4000.00 4152.99 Agency Mortgage-Backed Securities FNMS 03.500 CLBA3085 B1V7KEBTPIMZEU4LTD58 3140E7NB2 2045-12-01 3.500000 0.00 2000.00 599.82 Agency Mortgage-Backed Securities FNMS 04.000 CTBA4545 B1V7KEBTPIMZEU4LTD58 3140E9BP0 2035-11-01 4.000000 0.00 1000.00 257.12 Agency Mortgage-Backed Securities FNMS 04.000 CLBA4782 B1V7KEBTPIMZEU4LTD58 3140E9J49 2046-01-01 4.000000 0.00 1008.00 175.85 Agency Mortgage-Backed Securities FNMS 02.500 CIBC1790 B1V7KEBTPIMZEU4LTD58 3140EV7C5 2031-03-01 2.500000 0.00 1005.00 130.06 Agency Mortgage-Backed Securities FNMS 03.500 CRBC2809 B1V7KEBTPIMZEU4LTD58 3140EXDP5 2046-08-01 3.500000 0.00 1000.00 355.26 Agency Mortgage-Backed Securities FNMS 03.500 CLBC9002 B1V7KEBTPIMZEU4LTD58 3140F5AC7 2046-11-01 3.500000 0.00 2087.00 637.41 Agency Mortgage-Backed Securities FNMS 04.500 CLBD0976 B1V7KEBTPIMZEU4LTD58 3140F8CN5 2046-04-01 4.500000 0.00 1001.00 110.00 Agency Mortgage-Backed Securities FNMS 04.000 CLBD5353 B1V7KEBTPIMZEU4LTD58 3140FC5P9 2047-05-01 4.000000 0.00 1000.00 479.75 Agency Mortgage-Backed Securities FNMS 03.500 CLBD5192 B1V7KEBTPIMZEU4LTD58 3140FCXW3 2046-07-01 3.500000 0.00 2449.00 539.65 Agency Mortgage-Backed Securities FNMS 03.500 CLBD8003 B1V7KEBTPIMZEU4LTD58 3140FF3M1 2046-09-01 3.500000 0.00 1000.00 229.51 Agency Mortgage-Backed Securities FNMS 03.500 CLBD7724 B1V7KEBTPIMZEU4LTD58 3140FFSN2 2046-07-01 3.500000 0.00 1000.00 434.50 Agency Mortgage-Backed Securities FNMS 04.000 CLBD9081 B1V7KEBTPIMZEU4LTD58 3140FHCT2 2048-06-01 4.000000 0.00 1000.00 426.21 Agency Mortgage-Backed Securities FNMS 04.000 CLBE0911 B1V7KEBTPIMZEU4LTD58 3140FLAM0 2046-10-01 4.000000 0.00 2000.00 749.45 Agency Mortgage-Backed Securities FNMS 04.000 CLBE1585 B1V7KEBTPIMZEU4LTD58 3140FLXP8 2047-05-01 4.000000 0.00 16136.00 4627.48 Agency Mortgage-Backed Securities FNMS 04.000 CLBE2669 B1V7KEBTPIMZEU4LTD58 3140FM6F8 2047-04-01 4.000000 0.00 1000.00 189.97 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3596 B1V7KEBTPIMZEU4LTD58 3140FN7J7 2048-08-01 4.500000 0.00 1000.00 114.26 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3601 B1V7KEBTPIMZEU4LTD58 3140FPAB5 2048-11-01 4.500000 0.00 1000.00 219.40 Agency Mortgage-Backed Securities FNMS 04.500 CLBE8436 B1V7KEBTPIMZEU4LTD58 3140FULS5 2047-04-01 4.500000 0.00 1008.00 160.27 Agency Mortgage-Backed Securities FNMS 04.500 CLBE8750 B1V7KEBTPIMZEU4LTD58 3140FUWL8 2047-05-01 4.500000 0.00 1000.00 372.79 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0169 B1V7KEBTPIMZEU4LTD58 3140FXFK3 2057-01-01 3.500000 0.00 2153.00 671.29 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0396 B1V7KEBTPIMZEU4LTD58 3140FXNN8 2059-08-01 2.500000 0.00 1027.00 475.98 Agency Mortgage-Backed Securities FNMS 04.000 R3BF0570 B1V7KEBTPIMZEU4LTD58 3140FXT44 2050-02-01 4.000000 0.00 2025.00 1320.25 Agency Mortgage-Backed Securities FNMS 04.500 CLBH1485 B1V7KEBTPIMZEU4LTD58 3140GPUK2 2047-06-01 4.500000 0.00 1000.00 327.28 Agency Mortgage-Backed Securities FNMS 04.000 CLBH2333 B1V7KEBTPIMZEU4LTD58 3140GQSX5 2047-05-01 4.000000 0.00 1000.00 265.17 Agency Mortgage-Backed Securities FNMS 04.500 CLBH3067 B1V7KEBTPIMZEU4LTD58 3140GRMR2 2047-05-01 4.500000 0.00 1000.00 345.88 Agency Mortgage-Backed Securities FNMS 04.500 CLBH3270 B1V7KEBTPIMZEU4LTD58 3140GRT46 2047-11-01 4.500000 0.00 1000.00 449.28 Agency Mortgage-Backed Securities FNMS 04.000 CLBH8165 B1V7KEBTPIMZEU4LTD58 3140GXCB5 2047-07-01 4.000000 0.00 1000.00 607.54 Agency Mortgage-Backed Securities FNMS 04.500 CLBH9381 B1V7KEBTPIMZEU4LTD58 3140GYM71 2047-10-01 4.500000 0.00 6001.00 1334.68 Agency Mortgage-Backed Securities FNMS 06.500 CLBJ1351 B1V7KEBTPIMZEU4LTD58 3140H2QD3 2053-06-01 6.500000 0.00 1001.00 947.28 Agency Mortgage-Backed Securities FNMS 03.500 REBJ4579 B1V7KEBTPIMZEU4LTD58 3140H6CR8 2048-01-01 3.500000 0.00 1000.00 352.07 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ4624 B1V7KEBTPIMZEU4LTD58 3140H6D63 2048-02-01 4.500000 0.00 52189.00 12160.63 Agency Mortgage-Backed Securities FNMS 05.000 CLBK0116 B1V7KEBTPIMZEU4LTD58 3140HDDW1 2048-06-01 5.000000 0.00 7000.00 624.44 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6083 B1V7KEBTPIMZEU4LTD58 3140HKXM5 2048-09-01 4.500000 0.00 1000.00 546.00 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8692 B1V7KEBTPIMZEU4LTD58 3140HNUS9 2048-07-01 4.500000 0.00 1000.00 217.46 Agency Mortgage-Backed Securities FNMS 04.000 CLBK9601 B1V7KEBTPIMZEU4LTD58 3140HPU39 2048-06-01 4.000000 0.00 1000.00 442.22 Agency Mortgage-Backed Securities FNMS 04.500 CLBK9762 B1V7KEBTPIMZEU4LTD58 3140HPZ42 2048-08-01 4.500000 0.00 1000.00 91.95 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1926 B1V7KEBTPIMZEU4LTD58 3140J6D87 2047-09-01 4.000000 0.00 1191.00 299.85 Agency Mortgage-Backed Securities FNMS 03.500 CIBM3503 B1V7KEBTPIMZEU4LTD58 3140J73M5 2032-04-01 3.500000 0.00 111755.00 28509.26 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5313 B1V7KEBTPIMZEU4LTD58 3140J93X7 2048-03-01 3.500000 0.00 1024.00 310.94 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5137 B1V7KEBTPIMZEU4LTD58 3140J9V73 2044-06-01 4.500000 0.00 1026.00 296.55 Agency Mortgage-Backed Securities FNMS 04.000 CQBM7117 B1V7KEBTPIMZEU4LTD58 3140JB4B9 2045-09-01 4.000000 0.00 1048.00 838.44 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0892 B1V7KEBTPIMZEU4LTD58 3140JG7E9 2048-11-01 4.500000 0.00 2050.00 540.95 Agency Mortgage-Backed Securities FNMS 04.500 CLBN5408 B1V7KEBTPIMZEU4LTD58 3140JNAJ9 2049-04-01 4.500000 0.00 2005.00 254.00 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6711 B1V7KEBTPIMZEU4LTD58 3140JPN50 2049-06-01 4.500000 0.00 1000.00 268.31 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6949 B1V7KEBTPIMZEU4LTD58 3140JPWK7 2049-02-01 4.500000 0.00 1000.00 309.40 Agency Mortgage-Backed Securities FNMS 04.500 CLBN8879 B1V7KEBTPIMZEU4LTD58 3140JR2M2 2049-05-01 4.500000 0.00 1008.00 68.08 Agency Mortgage-Backed Securities FNMS 03.500 CLBN8289 B1V7KEBTPIMZEU4LTD58 3140JRF71 2049-06-01 3.500000 0.00 1000.00 565.18 Agency Mortgage-Backed Securities FNMS 04.000 CLBO7311 B1V7KEBTPIMZEU4LTD58 3140K3DR0 2050-02-01 4.000000 0.00 4033.00 1756.02 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7786 B1V7KEBTPIMZEU4LTD58 3140K3UL4 2049-12-01 3.500000 0.00 1000.00 479.87 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7794 B1V7KEBTPIMZEU4LTD58 3140K3UU4 2049-12-01 3.500000 0.00 1000.00 413.48 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8113 B1V7KEBTPIMZEU4LTD58 3140K4AP5 2049-11-01 3.500000 0.00 1000.00 413.04 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8242 B1V7KEBTPIMZEU4LTD58 3140K4EQ9 2049-11-01 3.500000 0.00 1000.00 599.61 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1145 B1V7KEBTPIMZEU4LTD58 3140K8HX2 2050-01-01 3.500000 0.00 1000.00 511.31 Agency Mortgage-Backed Securities FNMS 03.000 CLBP7045 B1V7KEBTPIMZEU4LTD58 3140KEZK7 2050-07-01 3.000000 0.00 4000.00 1018.94 Agency Mortgage-Backed Securities FNMS 02.500 CLBP8742 B1V7KEBTPIMZEU4LTD58 3140KGWC3 2050-07-01 2.500000 0.00 3000.00 922.34 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ1226 B1V7KEBTPIMZEU4LTD58 3140KLLG5 2050-09-01 2.000000 0.00 596135.00 335325.15 Agency Mortgage-Backed Securities FNMS 03.000 CLBQ4234 B1V7KEBTPIMZEU4LTD58 3140KPV42 2050-10-01 3.000000 0.00 1000.00 812.92 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ5109 B1V7KEBTPIMZEU4LTD58 3140KQVB4 2050-11-01 2.000000 0.00 35720.00 21514.02 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ7564 B1V7KEBTPIMZEU4LTD58 3140KTMN2 2050-11-01 2.500000 0.00 1000.00 499.42 Agency Mortgage-Backed Securities FNMS 02.500 CKBR8250 B1V7KEBTPIMZEU4LTD58 3140L7EY4 2051-03-01 2.500000 0.00 4000.00 1884.42 Agency Mortgage-Backed Securities FNMS 03.000 CLBT0984 B1V7KEBTPIMZEU4LTD58 3140LPCW0 2051-04-01 3.000000 0.00 5000.00 3200.64 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7887 B1V7KEBTPIMZEU4LTD58 3140LWXR3 2052-10-01 5.000000 0.00 3005.00 2510.63 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4222 B1V7KEBTPIMZEU4LTD58 3140M5VQ5 2053-10-01 5.500000 0.00 2016.00 1867.66 Agency Mortgage-Backed Securities FNMS 05.500 CLBU8742 B1V7KEBTPIMZEU4LTD58 3140MAWC4 2052-06-01 5.500000 0.00 2000.00 1677.27 Agency Mortgage-Backed Securities FNMS 03.000 CLBV3813 B1V7KEBTPIMZEU4LTD58 3140MHGX1 2052-04-01 3.000000 0.00 1000.00 759.48 Agency Mortgage-Backed Securities FNMS 03.500 CLBV5162 B1V7KEBTPIMZEU4LTD58 3140MJWY7 2052-03-01 3.500000 0.00 1000.00 814.64 Agency Mortgage-Backed Securities FNMS 05.000 CLBV8831 B1V7KEBTPIMZEU4LTD58 3140MNY59 2052-06-01 5.000000 0.00 1000.00 852.13 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9614 B1V7KEBTPIMZEU4LTD58 3140MPVG3 2052-04-01 3.500000 0.00 1010.00 757.15 Agency Mortgage-Backed Securities FNMS 02.500 CLBV9644 B1V7KEBTPIMZEU4LTD58 3140MPWE7 2052-05-01 2.500000 0.00 1000.00 745.87 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8026 S6XOOCT0IEG5ABCC6L87 3131Y24K1 2048-09-01 4.500000 0.00 3000.00 984.45 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8027 S6XOOCT0IEG5ABCC6L87 3131Y24L9 2048-09-01 4.500000 0.00 328814.00 89038.42 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7203 S6XOOCT0IEG5ABCC6L87 3131Y2AC2 2048-07-01 4.500000 0.00 1000.00 328.71 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7205 S6XOOCT0IEG5ABCC6L87 3131Y2AE8 2048-07-01 4.500000 0.00 1000.00 347.33 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7272 S6XOOCT0IEG5ABCC6L87 3131Y2CH9 2048-07-01 4.500000 0.00 4848.00 1165.85 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0638 S6XOOCT0IEG5ABCC6L87 3131Y6V71 2043-02-01 3.500000 0.00 2010.00 275.74 Agency Mortgage-Backed Securities FEPC 04.500 CLZN1509 S6XOOCT0IEG5ABCC6L87 3131Y7VA2 2048-11-01 4.500000 0.00 9013.00 2915.58 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3963 S6XOOCT0IEG5ABCC6L87 3131YAML1 2049-03-01 4.500000 0.00 3000.00 779.51 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3987 S6XOOCT0IEG5ABCC6L87 3131YANC0 2049-03-01 4.500000 0.00 1003.00 317.29 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4032 S6XOOCT0IEG5ABCC6L87 3131YAPR5 2049-03-01 4.500000 0.00 3000.00 1024.46 Agency Mortgage-Backed Securities FEPC 05.000 CLZN4057 S6XOOCT0IEG5ABCC6L87 3131YAQJ2 2049-03-01 5.000000 0.00 1000.00 364.22 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4932 S6XOOCT0IEG5ABCC6L87 3131YBPR3 2049-04-01 4.500000 0.00 1000.00 373.18 Agency Mortgage-Backed Securities FEPC 04.500 CLZN5959 S6XOOCT0IEG5ABCC6L87 3131YCTQ9 2049-05-01 4.500000 0.00 1000.00 434.32 Agency Mortgage-Backed Securities FEPC 03.500 3SZT1755 S6XOOCT0IEG5ABCC6L87 3132AD5Q7 2047-02-01 3.500000 0.00 2029.00 736.51 Agency Mortgage-Backed Securities FEPC 03.500 3VZT1098 S6XOOCT0IEG5ABCC6L87 3132ADGF9 2042-11-01 3.500000 0.00 9535.00 1132.83 Agency Mortgage-Backed Securities FEPC 02.500 CLSD5368 S6XOOCT0IEG5ABCC6L87 3132DS6D9 2052-07-01 2.500000 0.00 18523.00 15350.44 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4685 S6XOOCT0IEG5ABCC6L87 3132DSF23 2054-01-01 6.000000 0.00 1000.00 990.76 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8300 S6XOOCT0IEG5ABCC6L87 3132DWGH0 2053-02-01 5.500000 0.00 1000.00 888.69 Agency Mortgage-Backed Securities 04.000 FGPC Q07066 G S6XOOCT0IEG5ABCC6L87 3132GSFF1 2042-03-01 4.000000 0.00 9009.00 1428.19 Agency Mortgage-Backed Securities 04.000 FGPC Q16722 G S6XOOCT0IEG5ABCC6L87 3132J74G4 2043-03-01 4.000000 0.00 5999.00 319.82 Agency Mortgage-Backed Securities 04.000 FGPC Q20299 G S6XOOCT0IEG5ABCC6L87 3132JMKL2 2043-07-01 4.000000 0.00 6000.00 858.17 Agency Mortgage-Backed Securities 04.000 FGPC V81946 G S6XOOCT0IEG5ABCC6L87 3132L7ET2 2045-09-01 4.000000 0.00 9000.00 2644.66 Agency Mortgage-Backed Securities 04.000 FGPC Q37989 G S6XOOCT0IEG5ABCC6L87 3132QU2X0 2045-12-01 4.000000 0.00 31170.00 4697.12 Agency Mortgage-Backed Securities 04.000 FGPC Q37596 G S6XOOCT0IEG5ABCC6L87 3132QUNN9 2045-11-01 4.000000 0.00 4457.00 745.46 Agency Mortgage-Backed Securities 04.000 FGPC Q38970 G S6XOOCT0IEG5ABCC6L87 3132QV6G1 2046-02-01 4.000000 0.00 13117.00 2712.41 Agency Mortgage-Backed Securities 04.000 FGPC Q38492 G S6XOOCT0IEG5ABCC6L87 3132QVNJ6 2046-01-01 4.000000 0.00 1000.00 134.03 Agency Mortgage-Backed Securities 06.500 FGPC G03344 G S6XOOCT0IEG5ABCC6L87 3128M5BM1 2037-10-01 6.500000 0.00 11600.00 144.42 Agency Mortgage-Backed Securities FNMS 03.500 CRAO6522 B1V7KEBTPIMZEU4LTD58 3138LXG86 2042-06-01 3.500000 0.00 2077.00 318.42 Agency Mortgage-Backed Securities FNMS 03.500 CLAP2422 B1V7KEBTPIMZEU4LTD58 3138M5VQ9 2042-08-01 3.500000 0.00 1000.00 158.23 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ5323 B1V7KEBTPIMZEU4LTD58 3138ML4H4 2042-11-01 3.500000 0.00 1030.00 139.56 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ7047 B1V7KEBTPIMZEU4LTD58 3138MNZM5 2042-12-01 3.500000 0.00 1000.00 276.07 Agency Mortgage-Backed Securities FNMS 04.000 CLAQ9096 B1V7KEBTPIMZEU4LTD58 3138MRDA6 2042-12-01 4.000000 0.00 3951996.00 395307.05 Agency Mortgage-Backed Securities FNMS 04.000 CRAQ9541 B1V7KEBTPIMZEU4LTD58 3138MRS77 2042-11-01 4.000000 0.00 3186.00 385.45 Agency Mortgage-Backed Securities FNMS 03.000 CLAR2629 B1V7KEBTPIMZEU4LTD58 3138NY4P7 2043-02-01 3.000000 0.00 2120.00 436.80 Agency Mortgage-Backed Securities FNMS 04.000 CLAR2410 B1V7KEBTPIMZEU4LTD58 3138NYVC6 2042-12-01 4.000000 0.00 1000.00 183.07 Agency Mortgage-Backed Securities FNMS 03.500 CLAR8211 B1V7KEBTPIMZEU4LTD58 3138W6DR4 2043-04-01 3.500000 0.00 8073.00 1540.67 Agency Mortgage-Backed Securities FNMS 04.000 CLAR8634 B1V7KEBTPIMZEU4LTD58 3138W6SY3 2043-03-01 4.000000 0.00 1000.00 237.49 Agency Mortgage-Backed Securities FNMS 03.500 CRAR9224 B1V7KEBTPIMZEU4LTD58 3138W7HA5 2043-03-01 3.500000 0.00 12171.00 1691.58 Agency Mortgage-Backed Securities FNMS 04.000 CLAR9367 B1V7KEBTPIMZEU4LTD58 3138W7MR2 2043-04-01 4.000000 0.00 1000.00 129.29 Agency Mortgage-Backed Securities FNMS 04.500 CLAS1336 B1V7KEBTPIMZEU4LTD58 3138WAPW1 2043-12-01 4.500000 0.00 8475.00 441.34 Agency Mortgage-Backed Securities FNMS 04.000 CLAS4168 B1V7KEBTPIMZEU4LTD58 3138WDT27 2044-12-01 4.000000 0.00 1000.00 133.28 Agency Mortgage-Backed Securities FNMS 03.500 CRAS5221 B1V7KEBTPIMZEU4LTD58 3138WEYT0 2045-06-01 3.500000 0.00 1000.00 381.76 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6597 B1V7KEBTPIMZEU4LTD58 3138WGKK9 2046-02-01 4.000000 0.00 1001.00 76.15 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6638 B1V7KEBTPIMZEU4LTD58 3138WGLU6 2046-02-01 3.500000 0.00 2005.00 488.61 Agency Mortgage-Backed Securities FNMS 03.500 CQMA1372 B1V7KEBTPIMZEU4LTD58 31418AQ27 2043-02-01 3.500000 0.00 6000.00 977.25 Agency Mortgage-Backed Securities FNMS 03.500 CRMA2592 B1V7KEBTPIMZEU4LTD58 31418B3A2 2046-04-01 3.500000 0.00 2000.00 616.14 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4807 B1V7KEBTPIMZEU4LTD58 31418EKV1 2052-11-01 5.500000 0.00 125470.00 108719.55 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0933 B1V7KEBTPIMZEU4LTD58 31418NBB5 2040-04-01 5.500000 0.00 2048.00 126.27 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0944 B1V7KEBTPIMZEU4LTD58 31418NBN9 2040-04-01 5.500000 0.00 88960.00 4810.09 Agency Mortgage-Backed Securities FNMS 05.500 CKAE0978 B1V7KEBTPIMZEU4LTD58 31419BCQ6 2040-06-01 5.500000 0.00 1023.00 31.94 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0855 S6XOOCT0IEG5ABCC6L87 3142GQ5R9 2054-02-01 6.500000 0.00 1000.00 991.70 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0699 S6XOOCT0IEG5ABCC6L87 3142GQX56 2054-01-01 6.000000 0.00 1000.00 1019.58 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1279 S6XOOCT0IEG5ABCC6L87 3142GRM56 2054-04-01 6.500000 0.00 1034.00 1008.28 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1538 S6XOOCT0IEG5ABCC6L87 3142GRV80 2054-05-01 6.500000 0.00 1002.00 1003.52 Agency Mortgage-Backed Securities FNMS 06.000 CLBW1412 B1V7KEBTPIMZEU4LTD58 3140MSSA4 2052-12-01 6.000000 0.00 2003.00 1814.15 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1447 B1V7KEBTPIMZEU4LTD58 3140MSTD7 2052-06-01 5.000000 0.00 3014.00 2182.99 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1968 B1V7KEBTPIMZEU4LTD58 3140MTFJ7 2052-07-01 5.000000 0.00 1000.00 905.67 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3118 B1V7KEBTPIMZEU4LTD58 3140MUPC8 2052-06-01 5.000000 0.00 1000.00 757.67 Agency Mortgage-Backed Securities FNMS 05.500 CLBW4881 B1V7KEBTPIMZEU4LTD58 3140MWM78 2053-04-01 5.500000 0.00 1000.00 857.13 Agency Mortgage-Backed Securities FNMS 05.500 CLBW6216 B1V7KEBTPIMZEU4LTD58 3140MX4A9 2052-08-01 5.500000 0.00 4004.00 3611.92 Agency Mortgage-Backed Securities FNMS 05.000 CLBW5676 B1V7KEBTPIMZEU4LTD58 3140MXJW5 2052-08-01 5.000000 0.00 1013.00 878.60 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7139 B1V7KEBTPIMZEU4LTD58 3140MY4Z2 2052-07-01 5.000000 0.00 2001.00 1693.45 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7030 B1V7KEBTPIMZEU4LTD58 3140MYY48 2052-08-01 4.500000 0.00 1000.00 654.95 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7646 B1V7KEBTPIMZEU4LTD58 3140N0P82 2052-08-01 5.000000 0.00 3026.00 2923.26 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8939 B1V7KEBTPIMZEU4LTD58 3140N14Z3 2052-09-01 5.000000 0.00 3062.00 2604.27 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9955 B1V7KEBTPIMZEU4LTD58 3140N3BZ1 2052-09-01 5.000000 0.00 1000.00 816.82 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0175 B1V7KEBTPIMZEU4LTD58 3140N4FR3 2053-02-01 5.500000 0.00 1000.00 882.63 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1139 B1V7KEBTPIMZEU4LTD58 3140N5HR8 2052-11-01 5.000000 0.00 2000.00 1939.58 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1169 B1V7KEBTPIMZEU4LTD58 3140N5JP0 2052-11-01 5.500000 0.00 1000.00 681.77 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1246 B1V7KEBTPIMZEU4LTD58 3140N5L44 2052-10-01 5.000000 0.00 1000.00 739.90 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1346 B1V7KEBTPIMZEU4LTD58 3140N5P81 2052-11-01 5.000000 0.00 1000.00 805.11 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2228 B1V7KEBTPIMZEU4LTD58 3140N6PN6 2052-11-01 5.000000 0.00 5001.00 4560.95 Agency Mortgage-Backed Securities FNMS 05.000 CLBX3079 B1V7KEBTPIMZEU4LTD58 3140N7M56 2052-11-01 5.000000 0.00 2000.00 1922.20 Agency Mortgage-Backed Securities FNMS 05.500 CLBX3655 B1V7KEBTPIMZEU4LTD58 3140N8BZ0 2052-12-01 5.500000 0.00 1000.00 989.37 Agency Mortgage-Backed Securities FNMS 04.500 CLBX3940 B1V7KEBTPIMZEU4LTD58 3140N8LW6 2053-01-01 4.500000 0.00 1000.00 764.54 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4629 B1V7KEBTPIMZEU4LTD58 3140N9EB8 2053-01-01 6.000000 0.00 1000.00 918.18 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5080 B1V7KEBTPIMZEU4LTD58 3140N9UE4 2053-01-01 6.000000 0.00 1000.00 905.59 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5948 B1V7KEBTPIMZEU4LTD58 3140NATE3 2053-02-01 6.000000 0.00 1000.00 810.14 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6119 B1V7KEBTPIMZEU4LTD58 3140NAYR8 2053-01-01 6.000000 0.00 1001.00 764.94 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6726 B1V7KEBTPIMZEU4LTD58 3140NBPL9 2053-02-01 6.000000 0.00 1000.00 913.83 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7287 B1V7KEBTPIMZEU4LTD58 3140NCCZ0 2053-06-01 6.500000 0.00 884351.00 775708.08 Agency Mortgage-Backed Securities FNMS 06.000 CLBX8393 B1V7KEBTPIMZEU4LTD58 3140NDKF3 2053-04-01 6.000000 0.00 1001.00 891.97 Agency Mortgage-Backed Securities FNMS 06.000 CLBX8731 B1V7KEBTPIMZEU4LTD58 3140NDVZ7 2053-03-01 6.000000 0.00 1000.00 832.02 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9776 B1V7KEBTPIMZEU4LTD58 3140NE2J3 2053-04-01 6.000000 0.00 6000.00 5564.89 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9687 B1V7KEBTPIMZEU4LTD58 3140NEXR1 2053-04-01 6.000000 0.00 1000.00 805.95 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0722 B1V7KEBTPIMZEU4LTD58 3140NGYU8 2053-05-01 5.000000 0.00 1000.00 972.39 Agency Mortgage-Backed Securities FNMS 06.500 CLBY4322 B1V7KEBTPIMZEU4LTD58 3140NLYU7 2053-06-01 6.500000 0.00 1000.00 759.63 Agency Mortgage-Backed Securities FNMS 06.500 CLBY4515 B1V7KEBTPIMZEU4LTD58 3140NMAR8 2053-08-01 6.500000 0.00 2000.00 1865.71 Agency Mortgage-Backed Securities FNMS 07.000 CLBY7158 B1V7KEBTPIMZEU4LTD58 3140NP5U0 2053-08-01 7.000000 0.00 1000.00 1032.30 Agency Mortgage-Backed Securities FNMS 05.000 CLBY8310 B1V7KEBTPIMZEU4LTD58 3140NRGU4 2053-08-01 5.000000 0.00 1001.00 891.09 Agency Mortgage-Backed Securities FNMS 02.500 CICA0772 B1V7KEBTPIMZEU4LTD58 3140Q72E6 2032-11-01 2.500000 0.00 6056.00 1702.34 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0124 B1V7KEBTPIMZEU4LTD58 3140Q7D61 2047-08-01 4.000000 0.00 2050.00 457.83 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1688 B1V7KEBTPIMZEU4LTD58 3140Q82W4 2048-05-01 4.000000 0.00 1075.00 323.58 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2634 B1V7KEBTPIMZEU4LTD58 3140Q94U4 2048-11-01 4.500000 0.00 1125.00 293.43 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1951 B1V7KEBTPIMZEU4LTD58 3140Q9EZ2 2048-07-01 4.000000 0.00 3697.00 383.59 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2092 B1V7KEBTPIMZEU4LTD58 3140Q9KE2 2048-07-01 4.500000 0.00 2340.00 520.15 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2183 B1V7KEBTPIMZEU4LTD58 3140Q9M91 2048-08-01 4.000000 0.00 1023.00 291.13 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2540 B1V7KEBTPIMZEU4LTD58 3140Q9ZE6 2048-10-01 4.500000 0.00 1019.00 86.16 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3488 B1V7KEBTPIMZEU4LTD58 3140QA2W9 2049-05-01 4.000000 0.00 1000.00 244.30 Agency Mortgage-Backed Securities FNMS 04.000 CTCA3544 B1V7KEBTPIMZEU4LTD58 3140QA5E6 2039-05-01 4.000000 0.00 1001.00 272.83 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2951 B1V7KEBTPIMZEU4LTD58 3140QAH52 2049-01-01 4.500000 0.00 1027.00 210.54 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3302 B1V7KEBTPIMZEU4LTD58 3140QAU40 2049-04-01 4.000000 0.00 4096.00 1103.46 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3337 B1V7KEBTPIMZEU4LTD58 3140QAV72 2049-03-01 4.000000 0.00 1000.00 678.89 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5821 B1V7KEBTPIMZEU4LTD58 3140QDPF5 2048-05-01 3.500000 0.00 938876.00 457054.25 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5850 B1V7KEBTPIMZEU4LTD58 3140QDQC1 2048-03-01 3.500000 0.00 1000.00 484.69 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6038 B1V7KEBTPIMZEU4LTD58 3140QDV84 2050-06-01 2.500000 0.00 1011.00 480.75 Agency Mortgage-Backed Securities FNMS 03.500 CLCA6093 B1V7KEBTPIMZEU4LTD58 3140QDXX7 2050-06-01 3.500000 0.00 1000.00 390.02 Agency Mortgage-Backed Securities FNMS 03.000 CTCA6678 B1V7KEBTPIMZEU4LTD58 3140QEM41 2040-08-01 3.000000 0.00 1000.00 421.86 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6800 B1V7KEBTPIMZEU4LTD58 3140QERW4 2050-08-01 2.500000 0.00 95341.00 45256.48 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6913 B1V7KEBTPIMZEU4LTD58 3140QEVF6 2050-09-01 2.500000 0.00 1018.00 497.15 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6929 B1V7KEBTPIMZEU4LTD58 3140QEVX7 2050-09-01 2.000000 0.00 1000.00 542.39 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7983 B1V7KEBTPIMZEU4LTD58 3140QF2R9 2050-12-01 2.000000 0.00 1189.00 712.91 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7341 B1V7KEBTPIMZEU4LTD58 3140QFEP0 2050-10-01 2.000000 0.00 2718.00 1564.61 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7518 B1V7KEBTPIMZEU4LTD58 3140QFK81 2050-11-01 2.000000 0.00 2523.00 1521.38 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7555 B1V7KEBTPIMZEU4LTD58 3140QFMD8 2050-11-01 2.000000 0.00 1024.00 599.81 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7563 B1V7KEBTPIMZEU4LTD58 3140QFMM8 2050-11-01 2.000000 0.00 1535.00 905.89 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7707 B1V7KEBTPIMZEU4LTD58 3140QFR50 2050-11-01 2.000000 0.00 2048.00 1227.30 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7703 B1V7KEBTPIMZEU4LTD58 3140QFRZ4 2050-11-01 2.000000 0.00 81289.00 48694.18 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7716 B1V7KEBTPIMZEU4LTD58 3140QFSE0 2050-11-01 2.000000 0.00 1120.00 645.29 Agency Mortgage-Backed Securities FNMS 02.500 CICA7940 B1V7KEBTPIMZEU4LTD58 3140QFZE2 2035-11-01 2.500000 0.00 1024.00 591.29 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8224 B1V7KEBTPIMZEU4LTD58 3140QGD61 2050-12-01 2.000000 0.00 97807.00 57869.45 Agency Mortgage-Backed Securities FNMS 03.500 CLCA8627 B1V7KEBTPIMZEU4LTD58 3140QGSR9 2051-01-01 3.500000 0.00 6000.00 2758.23 Agency Mortgage-Backed Securities FNMS 04.000 CLCA8676 B1V7KEBTPIMZEU4LTD58 3140QGUA3 2050-08-01 4.000000 0.00 1000.00 397.07 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8730 B1V7KEBTPIMZEU4LTD58 3140QGVY0 2051-01-01 2.000000 0.00 1024.00 601.78 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8805 B1V7KEBTPIMZEU4LTD58 3140QGYB7 2051-01-01 2.000000 0.00 1024.00 613.31 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9294 B1V7KEBTPIMZEU4LTD58 3140QHKG9 2051-02-01 2.500000 0.00 46605.00 27390.35 Agency Mortgage-Backed Securities FNMS 01.500 CLCB0286 B1V7KEBTPIMZEU4LTD58 3140QKJ82 2051-04-01 1.500000 0.00 63749.00 39122.52 Agency Mortgage-Backed Securities FNMS 02.000 CICB0420 B1V7KEBTPIMZEU4LTD58 3140QKPE2 2036-05-01 2.000000 0.00 1000.00 608.70 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0458 B1V7KEBTPIMZEU4LTD58 3140QKQL5 2051-05-01 2.500000 0.00 1000.00 631.57 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0527 B1V7KEBTPIMZEU4LTD58 3140QKSR0 2051-05-01 3.000000 0.00 1000.00 648.32 Agency Mortgage-Backed Securities FNMS 02.500 CICB0744 B1V7KEBTPIMZEU4LTD58 3140QKZJ0 2036-06-01 2.500000 0.00 1000.00 623.24 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1792 B1V7KEBTPIMZEU4LTD58 3140QL7E0 2051-10-01 2.000000 0.00 1000.00 671.55 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0906 B1V7KEBTPIMZEU4LTD58 3140QLAG1 2051-06-01 2.500000 0.00 34334.00 22809.62 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1126 B1V7KEBTPIMZEU4LTD58 3140QLHC3 2051-07-01 2.500000 0.00 1024.00 661.60 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1655 B1V7KEBTPIMZEU4LTD58 3140QLZV1 2051-09-01 2.000000 0.00 1008.00 673.33 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1656 B1V7KEBTPIMZEU4LTD58 3140QLZW9 2051-09-01 2.000000 0.00 1024.00 706.38 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2605 B1V7KEBTPIMZEU4LTD58 3140QM3P7 2052-01-01 2.000000 0.00 2024.00 1406.42 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2611 B1V7KEBTPIMZEU4LTD58 3140QM3V4 2052-01-01 2.000000 0.00 1141.00 793.12 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1830 B1V7KEBTPIMZEU4LTD58 3140QMA87 2051-10-01 2.000000 0.00 1024.00 683.70 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2050 B1V7KEBTPIMZEU4LTD58 3140QMH49 2051-11-01 2.500000 0.00 1024.00 694.35 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2032 B1V7KEBTPIMZEU4LTD58 3140QMHJ6 2051-11-01 2.000000 0.00 11677.00 7957.94 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2160 B1V7KEBTPIMZEU4LTD58 3140QMMJ0 2051-11-01 3.000000 0.00 1000.00 730.10 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3043 B1V7KEBTPIMZEU4LTD58 3140QNLZ3 2052-03-01 2.500000 0.00 1000.00 745.22 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3109 B1V7KEBTPIMZEU4LTD58 3140QNN32 2052-03-01 2.500000 0.00 3000.00 2152.36 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4393 B1V7KEBTPIMZEU4LTD58 3140QP3B1 2052-08-01 4.500000 0.00 1000.00 872.15 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3610 B1V7KEBTPIMZEU4LTD58 3140QPAL1 2052-05-01 4.000000 0.00 1024.00 824.16 Agency Mortgage-Backed Securities FNMS 04.500 CLCB3918 B1V7KEBTPIMZEU4LTD58 3140QPK89 2052-06-01 4.500000 0.00 3000.00 2390.97 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4102 B1V7KEBTPIMZEU4LTD58 3140QPRY5 2052-07-01 4.500000 0.00 1000.00 809.25 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5300 B1V7KEBTPIMZEU4LTD58 3140QQ3J2 2052-12-01 5.500000 0.00 1000.00 900.77 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5314 B1V7KEBTPIMZEU4LTD58 3140QQ3Y9 2052-12-01 6.000000 0.00 1000.00 935.11 Agency Mortgage-Backed Securities FNMS 06.000 NP901421 B1V7KEBTPIMZEU4LTD58 31410YPE8 2036-10-01 6.000000 0.00 1073.00 6.20 Agency Mortgage-Backed Securities FNMS 06.500 NP915801 B1V7KEBTPIMZEU4LTD58 31411VNS4 2037-08-01 6.500000 0.00 5720.00 23.65 Agency Mortgage-Backed Securities FNMS 05.500 NP922386 B1V7KEBTPIMZEU4LTD58 31412DXP8 2037-01-01 5.500000 0.00 2026.00 11.57 Agency Mortgage-Backed Securities FNMS 07.000 CL923447 B1V7KEBTPIMZEU4LTD58 31412E5G7 2037-08-01 7.000000 0.00 7107.00 124.98 Agency Mortgage-Backed Securities FNMS 05.500 NP922741 B1V7KEBTPIMZEU4LTD58 31412EEN2 2037-03-01 5.500000 0.00 3073.00 5.66 Agency Mortgage-Backed Securities FNMS 06.500 NP940659 B1V7KEBTPIMZEU4LTD58 31413BQL8 2037-09-01 6.500000 0.00 1069.00 2.47 Agency Mortgage-Backed Securities FNMS 06.500 CL942487 B1V7KEBTPIMZEU4LTD58 31413DRG4 2037-08-01 6.500000 0.00 5142.00 33.61 Agency Mortgage-Backed Securities FNMS 06.500 NP944132 B1V7KEBTPIMZEU4LTD58 31413FLM2 2037-07-01 6.500000 0.00 139560.00 435.75 Agency Mortgage-Backed Securities FNMS 05.500 NP995509 B1V7KEBTPIMZEU4LTD58 31416B3S5 2039-01-01 5.500000 0.00 4793.00 23.72 Agency Mortgage-Backed Securities FNMS 06.500 NP995218 B1V7KEBTPIMZEU4LTD58 31416BSF6 2038-10-01 6.500000 0.00 1215.00 0.42 Agency Mortgage-Backed Securities FNMS 03.500 CRAB7470 B1V7KEBTPIMZEU4LTD58 31417EJQ5 2043-01-01 3.500000 0.00 1000.00 115.85 Agency Mortgage-Backed Securities 07.000 FGPC G03577 G S6XOOCT0IEG5ABCC6L87 3128M5JW1 2037-11-01 7.000000 0.00 8087.00 104.50 Agency Mortgage-Backed Securities 06.000 FGPC G05097 G S6XOOCT0IEG5ABCC6L87 3128M67J1 2038-09-01 6.000000 0.00 9038.00 106.05 Agency Mortgage-Backed Securities 04.000 FGPC G07786 G S6XOOCT0IEG5ABCC6L87 3128M96X5 2044-08-01 4.000000 0.00 4927.00 895.20 Agency Mortgage-Backed Securities 03.500 FGPC G07346 G S6XOOCT0IEG5ABCC6L87 3128M9P71 2043-04-01 3.500000 0.00 3383.00 697.75 Agency Mortgage-Backed Securities 06.500 FGPC H01814 G S6XOOCT0IEG5ABCC6L87 3128MUAP0 2037-10-01 6.500000 0.00 6181.00 7.81 Agency Mortgage-Backed Securities 05.000 FGPC H05119 G S6XOOCT0IEG5ABCC6L87 3128MXVL0 2038-04-01 5.000000 0.00 1009.00 23.64 Agency Mortgage-Backed Securities 06.000 FGPC H19029 G S6XOOCT0IEG5ABCC6L87 3128NAA65 2037-09-01 6.000000 0.00 1080.00 1.36 Agency Mortgage-Backed Securities 04.500 FGPC C91295 G S6XOOCT0IEG5ABCC6L87 3128P7NL3 2030-04-01 4.500000 0.00 3664.00 82.21 Agency Mortgage-Backed Securities 03.500 FGPC J13972 G S6XOOCT0IEG5ABCC6L87 3128PTMV4 2026-01-01 3.500000 0.00 6440.00 42.12 Agency Mortgage-Backed Securities 05.000 FGPC H09186 G S6XOOCT0IEG5ABCC6L87 3128UNF31 2038-06-01 5.000000 0.00 8204.00 45.44 Agency Mortgage-Backed Securities 04.500 FGPC A87971 G S6XOOCT0IEG5ABCC6L87 3129342C5 2039-08-01 4.500000 0.00 5128.00 193.02 Agency Mortgage-Backed Securities 04.500 FGPC A97236 G S6XOOCT0IEG5ABCC6L87 312946BD7 2041-03-01 4.500000 0.00 1007.00 63.53 Agency Mortgage-Backed Securities FEPC 03.500 CLZL4012 S6XOOCT0IEG5ABCC6L87 3131XKN54 2042-10-01 3.500000 0.00 2202.00 257.80 Agency Mortgage-Backed Securities FEPC 04.000 CLZL8167 S6XOOCT0IEG5ABCC6L87 3131XQCC8 2044-06-01 4.000000 0.00 1072.00 168.50 Agency Mortgage-Backed Securities FEPC 03.500 CLZL9003 S6XOOCT0IEG5ABCC6L87 3131XRAC8 2045-02-01 3.500000 0.00 5883.00 615.88 Agency Mortgage-Backed Securities FEPC 04.000 CLZM0238 S6XOOCT0IEG5ABCC6L87 3131XTHP8 2045-10-01 4.000000 0.00 1020.00 228.43 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3288 S6XOOCT0IEG5ABCC6L87 3131XWUM3 2047-05-01 4.500000 0.00 12003.00 2311.11 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3660 S6XOOCT0IEG5ABCC6L87 3131XXB59 2047-07-01 4.500000 0.00 4000.00 1248.41 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5308 S6XOOCT0IEG5ABCC6L87 3131XY3R8 2047-12-01 4.500000 0.00 2000.00 665.95 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5359 S6XOOCT0IEG5ABCC6L87 3131XY5U9 2048-01-01 4.500000 0.00 14001.00 4578.87 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4963 S6XOOCT0IEG5ABCC6L87 3131XYQQ5 2047-11-01 4.500000 0.00 1000.00 403.50 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6091 S6XOOCT0IEG5ABCC6L87 3133C6XU8 2053-07-01 5.500000 0.00 3000.00 2844.17 Agency Mortgage-Backed Securities FEPC 06.500 CLQG6448 S6XOOCT0IEG5ABCC6L87 3133C7EV5 2053-07-01 6.500000 0.00 2000.00 2080.20 Agency Mortgage-Backed Securities FEPC 06.500 CLQG6539 S6XOOCT0IEG5ABCC6L87 3133C7HQ3 2053-07-01 6.500000 0.00 1000.00 885.41 Agency Mortgage-Backed Securities FEPC 06.000 CLQG6604 S6XOOCT0IEG5ABCC6L87 3133C7KR7 2053-07-01 6.000000 0.00 2001.00 2064.54 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6720 S6XOOCT0IEG5ABCC6L87 3133C7PD3 2053-07-01 5.500000 0.00 1000.00 976.39 Agency Mortgage-Backed Securities FEPC 06.500 CLQG6773 S6XOOCT0IEG5ABCC6L87 3133C7Q26 2053-07-01 6.500000 0.00 1001.00 850.93 Agency Mortgage-Backed Securities FEPC 06.500 CLQG6769 S6XOOCT0IEG5ABCC6L87 3133C7QW0 2053-07-01 6.500000 0.00 3001.00 2681.17 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7988 S6XOOCT0IEG5ABCC6L87 3133C82V6 2053-08-01 6.500000 0.00 2001.00 2068.91 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7990 S6XOOCT0IEG5ABCC6L87 3133C82X2 2053-07-01 6.500000 0.00 2001.00 1851.50 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7997 S6XOOCT0IEG5ABCC6L87 3133C83E3 2053-07-01 6.500000 0.00 2001.00 1255.83 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7427 S6XOOCT0IEG5ABCC6L87 3133C8HC2 2053-07-01 6.500000 0.00 2001.00 1741.99 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7619 S6XOOCT0IEG5ABCC6L87 3133C8PC3 2053-07-01 6.500000 0.00 2001.00 2054.08 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8896 S6XOOCT0IEG5ABCC6L87 3133C93D3 2053-08-01 6.000000 0.00 1000.00 1026.12 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8902 S6XOOCT0IEG5ABCC6L87 3133C93K7 2053-08-01 6.000000 0.00 3001.00 3045.01 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8294 S6XOOCT0IEG5ABCC6L87 3133C9GB3 2053-08-01 6.500000 0.00 2001.00 1727.47 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8368 S6XOOCT0IEG5ABCC6L87 3133C9JM6 2053-08-01 6.500000 0.00 2000.00 2086.33 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8652 S6XOOCT0IEG5ABCC6L87 3133C9TH6 2053-08-01 6.000000 0.00 1000.00 890.30 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8680 S6XOOCT0IEG5ABCC6L87 3133C9UD3 2053-08-01 6.500000 0.00 1001.00 1036.29 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8728 S6XOOCT0IEG5ABCC6L87 3133C9VV2 2053-08-01 6.500000 0.00 2001.00 2027.70 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8729 S6XOOCT0IEG5ABCC6L87 3133C9VW0 2053-08-01 6.500000 0.00 1000.00 932.73 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8760 S6XOOCT0IEG5ABCC6L87 3133C9WV1 2053-08-01 5.500000 0.00 2001.00 1906.47 Agency Mortgage-Backed Securities FEPC 05.000 CLQG8791 S6XOOCT0IEG5ABCC6L87 3133C9XU2 2053-08-01 5.000000 0.00 1000.00 972.82 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8811 S6XOOCT0IEG5ABCC6L87 3133C9YG2 2053-07-01 5.500000 0.00 1264000.00 1024488.38 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8824 S6XOOCT0IEG5ABCC6L87 3133C9YV9 2053-08-01 6.000000 0.00 2000.00 2014.15 Agency Mortgage-Backed Securities FEPC 06.500 CLQG9837 S6XOOCT0IEG5ABCC6L87 3133CA4W7 2053-08-01 6.500000 0.00 2000.00 1924.14 Agency Mortgage-Backed Securities FEPC 06.000 CLQG9087 S6XOOCT0IEG5ABCC6L87 3133CACY4 2053-08-01 6.000000 0.00 2000.00 1891.16 Agency Mortgage-Backed Securities FEPC 06.000 CLQG9236 S6XOOCT0IEG5ABCC6L87 3133CAHM5 2053-08-01 6.000000 0.00 1000.00 995.15 Agency Mortgage-Backed Securities FEPC 06.500 CLQH0202 S6XOOCT0IEG5ABCC6L87 3133CCGK6 2053-09-01 6.500000 0.00 1001.00 907.20 Agency Mortgage-Backed Securities FEPC 05.500 CLQH0566 S6XOOCT0IEG5ABCC6L87 3133CCTX4 2053-08-01 5.500000 0.00 2000.00 1987.43 Agency Mortgage-Backed Securities FEPC 06.500 CLQH1041 S6XOOCT0IEG5ABCC6L87 3133CDEN0 2053-09-01 6.500000 0.00 2001.00 1995.13 Agency Mortgage-Backed Securities 04.000 FGPC Q39568 G S6XOOCT0IEG5ABCC6L87 3132QWT25 2046-03-01 4.000000 0.00 1854.00 337.35 Agency Mortgage-Backed Securities 05.000 FGPC Q61942 G S6XOOCT0IEG5ABCC6L87 3132VNEQ2 2049-02-01 5.000000 0.00 12003.00 2601.26 Agency Mortgage-Backed Securities 04.000 FGPC Q46113 G S6XOOCT0IEG5ABCC6L87 3132WKYK8 2047-02-01 4.000000 0.00 8209.00 1483.26 Agency Mortgage-Backed Securities 04.000 FGPC Q46150 G S6XOOCT0IEG5ABCC6L87 3132WKZQ4 2047-02-01 4.000000 0.00 1013.00 316.64 Agency Mortgage-Backed Securities 04.000 FGPC Q48210 G S6XOOCT0IEG5ABCC6L87 3132WNDQ2 2047-05-01 4.000000 0.00 8006.00 2347.56 Agency Mortgage-Backed Securities 03.500 FGPC G67710 G S6XOOCT0IEG5ABCC6L87 3132XCR72 2048-03-01 3.500000 0.00 1000.00 238.55 Agency Mortgage-Backed Securities 05.000 FGPC Q58036 G S6XOOCT0IEG5ABCC6L87 3132Y14W5 2048-08-01 5.000000 0.00 13001.00 4351.84 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0529 S6XOOCT0IEG5ABCC6L87 31334WSS1 2049-06-01 3.500000 0.00 10001.00 2689.44 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1127 S6XOOCT0IEG5ABCC6L87 31334XHC6 2049-07-01 3.500000 0.00 2000.00 384.73 Agency Mortgage-Backed Securities FEPC 04.500 CLQA2143 S6XOOCT0IEG5ABCC6L87 31334YLY1 2049-08-01 4.500000 0.00 1005.00 412.05 Agency Mortgage-Backed Securities 04.000 FGPC G61559 G S6XOOCT0IEG5ABCC6L87 31335BWU6 2048-03-01 4.000000 0.00 10108.00 1854.91 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5570 S6XOOCT0IEG5ABCC6L87 3133A0FK5 2049-12-01 3.500000 0.00 1008.00 295.86 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5745 S6XOOCT0IEG5ABCC6L87 3133A0L28 2049-12-01 3.500000 0.00 3000.00 1329.25 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5867 S6XOOCT0IEG5ABCC6L87 3133A0QU1 2049-12-01 3.500000 0.00 12003.00 2435.07 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6040 S6XOOCT0IEG5ABCC6L87 3133A0V92 2050-01-01 3.500000 0.00 1000.00 538.98 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6043 S6XOOCT0IEG5ABCC6L87 3133A0WC4 2050-01-01 3.500000 0.00 1000.00 466.63 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6087 S6XOOCT0IEG5ABCC6L87 3133A0XQ2 2049-12-01 3.500000 0.00 1000.00 535.36 Agency Mortgage-Backed Securities FEPC 03.500 CLQA7048 S6XOOCT0IEG5ABCC6L87 3133A1ZM7 2050-02-01 3.500000 0.00 1000.00 522.40 Agency Mortgage-Backed Securities FEPC 02.500 CLQD1136 S6XOOCT0IEG5ABCC6L87 3133AXHM7 2051-11-01 2.500000 0.00 1000.00 634.72 Agency Mortgage-Backed Securities FEPC 02.500 CLQD6813 S6XOOCT0IEG5ABCC6L87 3133B4SA4 2052-02-01 2.500000 0.00 1000.00 652.87 Agency Mortgage-Backed Securities FEPC 03.000 CLQD9192 S6XOOCT0IEG5ABCC6L87 3133B7F94 2052-03-01 3.000000 0.00 1024.00 741.12 Agency Mortgage-Backed Securities FEPC 03.500 CLQE0095 S6XOOCT0IEG5ABCC6L87 3133B9C85 2052-04-01 3.500000 0.00 1000.00 818.12 Agency Mortgage-Backed Securities FEPC 03.500 CLQE4395 S6XOOCT0IEG5ABCC6L87 3133BD3C7 2052-06-01 3.500000 0.00 1000.00 666.57 Agency Mortgage-Backed Securities FEPC 05.000 CLQE3952 S6XOOCT0IEG5ABCC6L87 3133BDL94 2052-06-01 5.000000 0.00 3000.00 2562.94 Agency Mortgage-Backed Securities FEPC 05.000 CLQE4327 S6XOOCT0IEG5ABCC6L87 3133BDYY5 2052-06-01 5.000000 0.00 1000.00 863.78 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5512 S6XOOCT0IEG5ABCC6L87 3133BFDR8 2052-07-01 5.000000 0.00 1000.00 960.61 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6082 S6XOOCT0IEG5ABCC6L87 3133BFXK1 2052-07-01 5.000000 0.00 1000.00 911.98 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6542 S6XOOCT0IEG5ABCC6L87 3133BGHT8 2052-07-01 5.000000 0.00 3000.00 2327.00 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7424 S6XOOCT0IEG5ABCC6L87 3133BHG91 2052-08-01 5.000000 0.00 1000.00 837.40 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7501 S6XOOCT0IEG5ABCC6L87 3133BHKN5 2052-08-01 4.500000 0.00 1000.00 755.52 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7508 S6XOOCT0IEG5ABCC6L87 3133BHKV7 2052-08-01 4.500000 0.00 1000.00 823.40 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7553 S6XOOCT0IEG5ABCC6L87 3133BHMA1 2052-08-01 5.000000 0.00 1000.00 962.05 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7945 S6XOOCT0IEG5ABCC6L87 3133BHZJ8 2052-08-01 5.000000 0.00 1000.00 962.92 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8965 S6XOOCT0IEG5ABCC6L87 3133BJ6A5 2052-08-01 5.000000 0.00 1000.00 970.17 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8165 S6XOOCT0IEG5ABCC6L87 3133BJCA8 2052-08-01 5.000000 0.00 1000.00 865.10 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8749 S6XOOCT0IEG5ABCC6L87 3133BJWJ7 2052-08-01 5.000000 0.00 4000.00 2097.14 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8789 S6XOOCT0IEG5ABCC6L87 3133BJXS6 2052-08-01 5.000000 0.00 1000.00 973.29 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9166 S6XOOCT0IEG5ABCC6L87 3133BKFF1 2052-09-01 5.000000 0.00 1000.00 733.15 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9219 S6XOOCT0IEG5ABCC6L87 3133BKG45 2052-09-01 5.000000 0.00 1039.00 833.25 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9194 S6XOOCT0IEG5ABCC6L87 3133BKGB9 2052-09-01 5.000000 0.00 1000.00 959.72 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9215 S6XOOCT0IEG5ABCC6L87 3133BKGY9 2052-09-01 5.000000 0.00 1000.00 882.10 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9307 S6XOOCT0IEG5ABCC6L87 3133BKKU2 2052-09-01 5.000000 0.00 1000.00 733.21 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9574 S6XOOCT0IEG5ABCC6L87 3133BKT74 2052-09-01 5.000000 0.00 1000.00 965.06 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9646 S6XOOCT0IEG5ABCC6L87 3133BKWF2 2052-09-01 5.000000 0.00 1000.00 906.67 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0792 S6XOOCT0IEG5ABCC6L87 3133BM2Z7 2052-09-01 5.000000 0.00 2000.00 1632.72 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0006 S6XOOCT0IEG5ABCC6L87 3133BMAF2 2052-08-01 5.000000 0.00 1000.00 963.99 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0237 S6XOOCT0IEG5ABCC6L87 3133BMHN8 2052-09-01 5.000000 0.00 1000.00 963.92 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0239 S6XOOCT0IEG5ABCC6L87 3133BMHQ1 2052-09-01 5.000000 0.00 1000.00 943.61 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0297 S6XOOCT0IEG5ABCC6L87 3133BMKJ3 2052-09-01 5.000000 0.00 4198.00 3468.83 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1294 S6XOOCT0IEG5ABCC6L87 3133BNNK5 2052-10-01 5.000000 0.00 1000.00 963.19 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1405 S6XOOCT0IEG5ABCC6L87 3133BNR21 2052-10-01 5.000000 0.00 1000.00 744.26 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4932 S6XOOCT0IEG5ABCC6L87 3133BSPR7 2052-12-01 6.000000 0.00 1000.00 777.88 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7876 S6XOOCT0IEG5ABCC6L87 3133BVXD2 2053-02-01 6.000000 0.00 1041.00 702.47 Agency Mortgage-Backed Securities FEPC 06.000 CLQF8935 S6XOOCT0IEG5ABCC6L87 3133BW4U4 2053-03-01 6.000000 0.00 317453.00 287888.48 Agency Mortgage-Backed Securities FEPC 05.500 CLQF9918 S6XOOCT0IEG5ABCC6L87 3133BYAT6 2053-03-01 5.500000 0.00 2000.00 1976.62 Agency Mortgage-Backed Securities FEPC 06.000 CLQG3147 S6XOOCT0IEG5ABCC6L87 3133C3P83 2053-05-01 6.000000 0.00 2000.00 1993.03 Agency Mortgage-Backed Securities FEPC 05.500 CLQG3810 S6XOOCT0IEG5ABCC6L87 3133C4GT5 2053-04-01 5.500000 0.00 2001.00 584.70 Agency Mortgage-Backed Securities FEPC 06.000 CLQG4192 S6XOOCT0IEG5ABCC6L87 3133C4UR3 2053-06-01 6.000000 0.00 2000.00 2012.80 Agency Mortgage-Backed Securities FEPC 06.500 CLQG5015 S6XOOCT0IEG5ABCC6L87 3133C5SC6 2053-06-01 6.500000 0.00 2001.00 2075.36 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6022 S6XOOCT0IEG5ABCC6L87 3133C6VP1 2053-06-01 5.500000 0.00 1000.00 663.14 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 29600.00 27692.29 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 5000000.00 5000000.00 0.0186 N Y Y N Amendments made to Item C.8.b. FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 5.340000% ARP12OP26 549300H47WTHXPU08X20 ARP12OP26 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N United States Treasury 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 6179400.00 6120096.10 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 6000000.00 6000000.00 0.0223 N Y Y N Amendments made to Item C.8.b. BARCLAYS BANK PLC BARCLAYS BANK PLC 5.340000% ARP12OWB8 G5GSEF7VJP5I7OUK5573 0001484212 ARP12OWB8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CHM6 2026-07-15 4.500000 0.00 5080100.00 5100758.34 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 5000000.00 5000000.00 0.0186 N Y Y N Amendments made to Item C.8.c. BOFA SECURITIES INC BOFA SECURITIES INC 5.350000% ARP12OWC6 549300HN4UKV1E2R3U73 0001675365 ARP12OWC6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII ET CX8524 C 549300M8ZYFG0OCMTT87 3618FVPH8 2063-08-20 6.500000 0.00 152407.00 128397.24 Agency Mortgage-Backed Securities GNII SF BG2631 C 549300M8ZYFG0OCMTT87 3617GL4Q4 2048-08-20 5.000000 0.00 3900875.00 901604.02 Agency Mortgage-Backed Securities Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 1000000.00 1000000.00 0.0037 N Y Y N Amendments made to Item C.8.c. BOFA SECURITIES INC BOFA SECURITIES INC 5.350000% ARP12OWG7 549300HN4UKV1E2R3U73 0001675365 ARP12OWG7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 1059500.00 1020095.08 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 1000000.00 1000000.00 0.0037 N Y Y N Amendments made to Item C.8.c. BARCLAYS BANK PLC BARCLAYS BANK PLC 5.350000% ARP12OWL6 G5GSEF7VJP5I7OUK5573 0001484212 ARP12OWL6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 05.000 CLMA5038 B1V7KEBTPIMZEU4LTD58 31418ES43 2053-06-01 5.000000 0.00 3381174.00 3090459.34 Agency Mortgage-Backed Securities Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 3000000.00 3000000.00 0.0112 N Y Y N Amendments made to Item C.8.c. BANCO BILBAO VIZCAYA ARGENTARIA SA BANCO BILBAO VIZCAYA ARGENTARIA SA 5.340000% ARP12OWN2 K8MS7FD7N5Z2WQ51AZ71 0000842180 ARP12OWN2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 200.00 122.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 1700.00 1419.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 300.00 315.64 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CKK6 2026-04-30 4.875000 0.00 999000.00 1018192.29 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 1000000.00 1000000.00 0.0037 N Y Y N Amendments made to Item C.8.c. BNP PARIBAS SA BNP PARIBAS SA 5.330000% ARP12OWP7 R0MUWSFPU8MPRO8K5P83 0000872786 ARP12OWP7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 977400.00 1019112.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CJD4 2025-10-31 5.429000 0.00 1100.00 1115.31 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0533 1000000.00 1000000.00 0.0037 N Y Y N Amendments made to Item C.8.c. BANK OF MONTREAL BANK OF MONTREAL 5.345000% ARP12OWQ5 NQQ6HPCNCCU6TUTQYE16 0000009622 ARP12OWQ5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF DC7946 C 549300M8ZYFG0OCMTT87 3618HNZK6 2054-07-20 6.000000 0.00 1020098.00 1030153.11 Agency Mortgage-Backed Securities Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 1000000.00 1000000.00 0.0037 N Y Y N Amendments made to Item C.8.c. CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 5.330000% ARP12OWU6 MBNUM2BPBDO7JBLYG310 0000315030 ARP12OWU6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 82600.00 78369.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 100.00 103.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 1500.00 1543.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 3945000.00 3999986.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 100.00 93.33 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0533 4000000.00 4000000.00 0.0149 N Y Y N Amendments made to Item C.8.c. CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 5.340000% ARP12OWW2 2IGI19DL77OX0HC3ZE78 0000800030 ARP12OWW2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 3500.00 2140.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 600.00 427.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 1900.00 1638.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912828XL9 2025-07-15 0.375000 0.00 100.00 129.09 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 700.00 778.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CBQ3 2026-02-28 0.500000 0.00 400.00 376.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CCJ8 2026-06-30 0.875000 0.00 700.00 655.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 1010300.00 1023160.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CHV6 2025-08-31 5.000000 0.00 986400.00 1009153.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CJL6 2025-11-30 4.875000 0.00 1600.00 1617.85 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 2000000.00 2000000.00 0.0074 N Y Y N Amendments made to Item C.8.c. CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 5.340000% ARP12OX27 1VUV7VQFKUOQSJ21A208 0001330437 ARP12OX27 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 1996600.00 2040355.51 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 2000000.00 2000000.00 0.0074 N Y Y N Amendments made to Item C.8.c. DAIWA CAPITAL MARKETS AMERICA INC DAIWA CAPITAL MARKETS AMERICA INC 5.350000% ARP12OX43 M67H5PRC0NQKM73ZAS82 0000026617 ARP12OX43 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 05.000 CLQE9591 S6XOOCT0IEG5ABCC6L87 3133BKUQ0 2052-09-01 5.000000 0.00 469600.00 451625.69 Agency Mortgage-Backed Securities FNMS 05.500 CLDA1488 B1V7KEBTPIMZEU4LTD58 3140A1UN5 2053-10-01 5.500000 0.00 1549.00 1540.12 Agency Mortgage-Backed Securities FNMS 05.500 CLDB2559 B1V7KEBTPIMZEU4LTD58 3140ABZZ1 2054-05-01 5.500000 0.00 1000.00 1000.58 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7125 B1V7KEBTPIMZEU4LTD58 3140XN4K7 2054-02-01 6.000000 0.00 1000.00 993.18 Agency Mortgage-Backed Securities GNII SF MA8801 M 549300M8ZYFG0OCMTT87 36179XX68 2053-04-20 5.500000 0.00 1013.00 927.13 Agency Mortgage-Backed Securities GNII SF MA9607 M 549300M8ZYFG0OCMTT87 36179YU85 2054-04-20 6.500000 0.00 440323.00 446671.99 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 129800.00 134602.43 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 1000000.00 1000000.00 0.0037 N Y Y N Amendments made to Item C.8.c. DAIWA CAPITAL MARKETS AMERICA INC DAIWA CAPITAL MARKETS AMERICA INC 5.340000% ARP12OX50 M67H5PRC0NQKM73ZAS82 0000026617 ARP12OX50 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 100.00 119.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 9128282Y5 2024-09-30 2.125000 0.00 162300.00 162580.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912828YY0 2024-12-31 1.750000 0.00 328500.00 324387.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 241600.00 254195.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 2200.00 2185.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 266700.00 276567.54 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 1000000.00 1000000.00 0.0037 N Y Y N Amendments made to Item C.8.c. GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 5.340000% ARP12OX92 FOR8UP27PHTHYVLBNG30 0000769993 ARP12OX92 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRA 2013-107 AD 549300M8ZYFG0OCMTT87 38378KYP8 2047-11-16 2.799600 0.00 1000000.00 145106.97 Agency Collateralized Mortgage Obligation GNII SF MA1892 M 549300M8ZYFG0OCMTT87 36179QC58 2029-04-20 4.000000 0.00 3262450.00 184386.97 Agency Mortgage-Backed Securities GNPL PN CN7606 549300M8ZYFG0OCMTT87 3617F7NX0 2057-11-15 4.500000 0.00 85875.00 81252.32 Agency Mortgage-Backed Securities GNPL PN CM8618 549300M8ZYFG0OCMTT87 3617YUSF2 2057-05-15 2.750000 0.00 2454000.00 2020017.42 Agency Mortgage-Backed Securities GNII SF AU0313 C 549300M8ZYFG0OCMTT87 36194MK26 2046-07-20 4.000000 0.00 1898012.00 502445.15 Agency Mortgage-Backed Securities GNMI SF 738017 X 549300M8ZYFG0OCMTT87 3620AR4A6 2041-02-15 4.000000 0.00 2500000.00 128200.06 Agency Mortgage-Backed Securities Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 3000000.00 3000000.00 0.0112 N Y Y N Amendments made to Item C.8.c. GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 5.340000% ARP12OXA9 FOR8UP27PHTHYVLBNG30 0000769993 ARP12OXA9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRA 2024-073 AC 549300M8ZYFG0OCMTT87 38381LCY6 2064-11-16 3.500000 0.00 6639104.00 5958853.73 Agency Collateralized Mortgage Obligation FNMS 04.000 CLBC1516 B1V7KEBTPIMZEU4LTD58 3140EVVJ3 2046-08-01 4.000000 0.00 18520048.00 3278999.37 Agency Mortgage-Backed Securities Y 2024-08-07 2024-08-07 2024-08-07 N N N 0.0534 9000000.00 9000000.00 0.0335 N N Y N Amendments made to Item C.8.c. JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 5.340000% ARP12OXJ0 ZBUT11V806EZRVTWT807 0000782124 ARP12OXJ0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797JR9 2025-01-23 0.00 0.00 1044800.00 1019624.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 400.00 385.12 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 1000000.00 1000000.00 0.0037 N Y Y N Amendments made to Item C.8.c. JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 5.340000% ARP12OXK7 ZBUT11V806EZRVTWT807 0000782124 ARP12OXK7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 4000.00 3824.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CGF2 2025-01-31 5.459000 0.00 600.00 608.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912797LR6 2025-01-02 0.00 0.00 400.00 391.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CCX7 2024-09-15 0.375000 0.00 8196800.00 8155211.49 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 8000000.00 8000000.00 0.0298 N Y Y N Amendments made to Item C.8.c. JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 5.340000% ARP12OXL5 ZBUT11V806EZRVTWT807 0000782124 ARP12OXL5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CGR6 2026-03-15 4.625000 0.00 8006400.00 8159968.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CGF2 2025-01-31 5.459000 0.00 100.00 101.43 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 8000000.00 8000000.00 0.0298 N Y Y N Amendments made to Item C.8.c. JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 5.340000% ARP12OXN1 ZBUT11V806EZRVTWT807 0000782124 ARP12OXN1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912797LT2 2024-10-15 0.00 0.00 2057000.00 2034599.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 700.00 740.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 1600.00 847.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 1600.00 969.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 3200.00 2883.62 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 2000000.00 2000000.00 0.0074 N Y Y N Amendments made to Item C.8.c. JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 5.340000% ARP12OXO9 ZBUT11V806EZRVTWT807 0000782124 ARP12OXO9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF MA8646 M 549300M8ZYFG0OCMTT87 36179XTB2 2053-01-20 4.500000 0.00 1149899.00 1030001.82 Agency Mortgage-Backed Securities Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 1000000.00 1000000.00 0.0037 N Y Y N Amendments made to Item C.8.c. JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 5.350000% ARP12OXU5 ZBUT11V806EZRVTWT807 0000782124 ARP12OXU5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 03.000 CLSD0952 S6XOOCT0IEG5ABCC6L87 3132DNBV4 2052-04-01 3.000000 0.00 100000.00 75526.25 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1099 S6XOOCT0IEG5ABCC6L87 3132DNGG2 2052-05-01 2.500000 0.00 64000.00 47893.89 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6907 B1V7KEBTPIMZEU4LTD58 3140QSU90 2053-08-01 5.000000 0.00 202000.00 190728.80 Agency Mortgage-Backed Securities GNII SF MA9306 M 549300M8ZYFG0OCMTT87 36179YKT0 2053-10-20 6.000000 0.00 117879.00 116144.39 Agency Mortgage-Backed Securities GNII SF MA9604 M 549300M8ZYFG0OCMTT87 36179YU51 2054-04-20 5.000000 0.00 7930880.00 7799380.13 Agency Mortgage-Backed Securities GNII SF 004774 M 549300M8ZYFG0OCMTT87 36202FJT4 2040-08-20 6.000000 0.00 302939.00 10327.60 Agency Mortgage-Backed Securities Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 8000000.00 8000000.00 0.0298 N Y Y N Amendments made to Item C.8.c. MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 5.350000% ARP12OXV3 7TK5RJIZDFROZCA6XF66 0000812291 ARP12OXV3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 993700.00 1020077.08 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 1000000.00 1000000.00 0.0037 N Y Y N Amendments made to Item C.8.c. MUFG SECURITIES AMERICAS INC MUFG SECURITIES AMERICAS INC 5.340000% ARP12OXX9 K5HU16E3LMSVCCJJJ255 ARP12OXX9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 100.00 51.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 3382200.00 2039880.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 100.00 93.58 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 2000000.00 2000000.00 0.0074 N Y Y N Amendments made to Item C.8.c. MUFG SECURITIES AMERICAS INC MUFG SECURITIES AMERICAS INC 5.350000% ARP12OY18 K5HU16E3LMSVCCJJJ255 ARP12OY18 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 04.000 CIZK2082 S6XOOCT0IEG5ABCC6L87 3131X5J37 2025-01-01 4.000000 0.00 21000.00 24.20 Agency Mortgage-Backed Securities FEPC 04.500 CIZS6481 S6XOOCT0IEG5ABCC6L87 3132A7FW6 2026-07-01 4.500000 0.00 999983.00 1066.77 Agency Mortgage-Backed Securities FEPC 04.500 CIZS6543 S6XOOCT0IEG5ABCC6L87 3132A7HU8 2026-06-01 4.500000 0.00 214997.00 262.68 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0132 S6XOOCT0IEG5ABCC6L87 3132ACED8 2047-05-01 4.000000 0.00 1443789.00 412098.50 Agency Mortgage-Backed Securities FNAR XX.XXX LB837922 B1V7KEBTPIMZEU4LTD58 31407Q4F0 2035-08-01 6.490000 0.00 83625064.00 626547.86 Agency Mortgage-Backed Securities Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 1000000.00 1000000.00 0.0037 N Y Y N Amendments made to Item C.8.c. NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 5.340000% ARP12OY59 OXTKY6Q8X53C9ILVV871 0000902266 ARP12OY59 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNAR XX.XXX LBAO7685 B1V7KEBTPIMZEU4LTD58 3138LYRF6 2042-07-01 7.311000 0.00 1642800.00 47452.59 Agency Mortgage-Backed Securities FNMS 03.500 CICA5476 B1V7KEBTPIMZEU4LTD58 3140QDCN2 2035-03-01 3.500000 0.00 1000.00 366.54 Agency Mortgage-Backed Securities GNMI SF 772023 X 549300M8ZYFG0OCMTT87 36176PPG5 2026-07-15 3.500000 0.00 1500000.00 27448.43 Agency Mortgage-Backed Securities GNII SF MA3033 M 549300M8ZYFG0OCMTT87 36179RLN7 2045-08-20 3.000000 0.00 1210000.00 173600.28 Agency Mortgage-Backed Securities GNII SF BX9217 C 549300M8ZYFG0OCMTT87 3617QEG29 2050-08-20 3.000000 0.00 1296900.00 182625.71 Agency Mortgage-Backed Securities GNII SF 003900 M 549300M8ZYFG0OCMTT87 36202EKM0 2036-09-20 6.500000 0.00 1514300.00 14255.06 Agency Mortgage-Backed Securities GNMI SP 782619 X 549300M8ZYFG0OCMTT87 36241K4C9 2039-04-15 5.000000 0.00 1504000.00 53200.31 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 276600.00 219660.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 293700.00 306251.07 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 1000000.00 1000000.00 0.0037 N Y Y N Amendments made to Item C.8.c. RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 5.350000% ARP12OY67 549300QJJX6CVVUXLE15 0001317808 ARP12OY67 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRA 2024-005 JF 549300M8ZYFG0OCMTT87 38384HSJ8 2054-01-20 6.500000 0.00 1800.00 1762.17 Agency Collateralized Mortgage Obligation GNRA 2024-058 AF 549300M8ZYFG0OCMTT87 38384NEM3 2054-04-20 6.394100 0.00 1300.00 1270.46 Agency Collateralized Mortgage Obligation GNRA 2021-077 FT 549300M8ZYFG0OCMTT87 38382QR51 2051-05-20 3.500000 0.00 1000.00 635.76 Agency Collateralized Mortgage Obligation GNRA 2022-075 FA 549300M8ZYFG0OCMTT87 38383RJX6 2052-04-20 4.000000 0.00 77191.00 60144.28 Agency Collateralized Mortgage Obligation GNRA 2023-069 FC 549300M8ZYFG0OCMTT87 38384AXZ1 2053-05-20 6.404100 0.00 55950.00 40514.21 Agency Collateralized Mortgage Obligation FNAR XX.XXX HYAN5991 B1V7KEBTPIMZEU4LTD58 3138LJUR9 2027-07-01 2.940000 0.00 1400.00 1273.41 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8269 B1V7KEBTPIMZEU4LTD58 3138WJFK9 2046-11-01 3.000000 0.00 2135.00 410.02 Agency Mortgage-Backed Securities FNMS 02.500 CLBR3181 B1V7KEBTPIMZEU4LTD58 3140L1RB3 2051-02-01 2.500000 0.00 1000.00 620.21 Agency Mortgage-Backed Securities FNMS 03.000 CLBW9776 B1V7KEBTPIMZEU4LTD58 3140N22J9 2048-06-01 3.000000 0.00 1000.00 831.57 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0435 B1V7KEBTPIMZEU4LTD58 3140QKPV4 2051-05-01 2.000000 0.00 1014.00 636.50 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8040 B1V7KEBTPIMZEU4LTD58 3140QT5A3 2054-02-01 7.000000 0.00 1006.00 970.70 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7428 B1V7KEBTPIMZEU4LTD58 3140QTHE2 2053-11-01 6.500000 0.00 922934.00 919425.24 Agency Mortgage-Backed Securities GNII SF MA5710 M 549300M8ZYFG0OCMTT87 36179UKX9 2049-01-20 4.000000 0.00 1000.00 90.26 Agency Mortgage-Backed Securities GNII SF MA7419 M 549300M8ZYFG0OCMTT87 36179WG44 2051-06-20 3.000000 0.00 1000.00 566.77 Agency Mortgage-Backed Securities GNII SF MA8728 M 549300M8ZYFG0OCMTT87 36179XVV5 2053-01-20 6.500000 0.00 1024.00 748.99 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN2699 B1V7KEBTPIMZEU4LTD58 3138LE7M7 2026-11-01 2.540000 0.00 1000.00 870.07 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 500.00 346.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 500.00 281.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CCJ8 2026-06-30 0.875000 0.00 1085000.00 1016334.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 1000.00 994.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CGV7 2026-04-15 3.750000 0.00 400.00 399.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 900.00 950.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 91282CKY6 2026-06-30 4.625000 0.00 300.00 302.40 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 2000000.00 2000000.00 0.0074 N Y Y N Amendments made to Item C.8.c. BARCLAYS BANK PLC BARCLAYS BANK PLC 5.340000% ARP12OYF7 G5GSEF7VJP5I7OUK5573 0001484212 ARP12OYF7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y United States Treasury 254900HROIFWPRGM1V77 91282CHM6 2026-07-15 4.500000 0.00 30899700.00 31025354.30 U.S. Treasuries (including strips) Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 30412481.00 30412481.00 0.1132 N Y Y N Amendments made to Item C.8.c. BANCO SANTANDER SA BANCO SANTANDER SA 5.350000% ARP12OYJ9 5493006QMFDDMYWIAM13 0000891478 ARP12OYJ9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 06.000 CLCB6092 B1V7KEBTPIMZEU4LTD58 3140QRXW8 2053-04-01 6.000000 0.00 1024.00 936.60 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6920 B1V7KEBTPIMZEU4LTD58 3140QSVN8 2053-08-01 6.000000 0.00 1000.00 962.02 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7301 B1V7KEBTPIMZEU4LTD58 3140QTDF3 2053-10-01 5.500000 0.00 638001.00 614485.94 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0331 B1V7KEBTPIMZEU4LTD58 3140XFLM1 2052-01-01 3.000000 0.00 1263.00 905.07 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1237 B1V7KEBTPIMZEU4LTD58 3140XGLT4 2051-12-01 3.500000 0.00 2991.00 2137.19 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1812 B1V7KEBTPIMZEU4LTD58 3140XHAN7 2052-05-01 4.000000 0.00 1008.00 857.18 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4096 B1V7KEBTPIMZEU4LTD58 3140XKRS1 2053-03-01 5.000000 0.00 1024.00 913.46 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4195 B1V7KEBTPIMZEU4LTD58 3140XKUV0 2052-06-01 3.000000 0.00 1024.00 801.16 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5504 B1V7KEBTPIMZEU4LTD58 3140XMDJ2 2045-08-01 4.000000 0.00 1024.00 882.17 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4784 B1V7KEBTPIMZEU4LTD58 31418EJ68 2052-10-01 4.500000 0.00 1024.00 874.35 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5295 B1V7KEBTPIMZEU4LTD58 3140QQ3D5 2052-12-01 5.500000 0.00 1188856.00 1039292.43 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4956 B1V7KEBTPIMZEU4LTD58 3140QQQJ7 2052-10-01 5.500000 0.00 1024.00 884.04 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5847 B1V7KEBTPIMZEU4LTD58 3140QRP98 2053-03-01 5.500000 0.00 2048.00 1864.63 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6069 B1V7KEBTPIMZEU4LTD58 3140QRW74 2053-04-01 5.500000 0.00 1024.00 917.07 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6054 B1V7KEBTPIMZEU4LTD58 3140QRWQ2 2053-04-01 5.000000 0.00 1024.00 900.54 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8276 S6XOOCT0IEG5ABCC6L87 3132DWFR9 2052-12-01 5.000000 0.00 5096.00 4521.67 Agency Mortgage-Backed Securities 04.000 FGPC U99179 G S6XOOCT0IEG5ABCC6L87 3132H7FV1 2042-09-01 4.000000 0.00 1311316.00 363682.33 Agency Mortgage-Backed Securities FNMS 07.500 GL252790 B1V7KEBTPIMZEU4LTD58 31371HXT0 2029-08-01 7.500000 0.00 300154.00 475.91 Agency Mortgage-Backed Securities FNMS 03.500 ZC310204 B1V7KEBTPIMZEU4LTD58 31374CRZ1 2044-04-25 3.500000 0.00 11524.00 8354.48 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6262 B1V7KEBTPIMZEU4LTD58 3138WF5Y8 2045-11-01 3.500000 0.00 1977.00 216.67 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7884 B1V7KEBTPIMZEU4LTD58 3138WHXN7 2046-09-01 3.000000 0.00 1024.00 250.05 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0175 B1V7KEBTPIMZEU4LTD58 3140FXFR8 2057-01-01 2.500000 0.00 1000.00 459.40 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0182 B1V7KEBTPIMZEU4LTD58 3140FXFY3 2057-01-01 4.000000 0.00 1024.00 394.36 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0288 B1V7KEBTPIMZEU4LTD58 3140FXKA9 2052-03-01 4.000000 0.00 1024.00 357.20 Agency Mortgage-Backed Securities FNMS 05.000 CLBT8038 B1V7KEBTPIMZEU4LTD58 3140LW4Y0 2053-01-01 5.000000 0.00 1008.00 862.71 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6384 B1V7KEBTPIMZEU4LTD58 3140NBCW9 2053-02-01 5.500000 0.00 1008.00 877.65 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6571 B1V7KEBTPIMZEU4LTD58 3140QEJR4 2050-08-01 2.500000 0.00 15360.00 6485.08 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7703 B1V7KEBTPIMZEU4LTD58 3140QFRZ4 2050-11-01 2.000000 0.00 1000.00 599.03 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0817 B1V7KEBTPIMZEU4LTD58 3140QK4B1 2051-06-01 2.000000 0.00 1024.00 665.81 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0084 B1V7KEBTPIMZEU4LTD58 3140QKCW6 2051-04-01 2.000000 0.00 1024.00 635.97 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0165 B1V7KEBTPIMZEU4LTD58 3140QKFF0 2051-04-01 2.500000 0.00 1034.00 645.91 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1543 B1V7KEBTPIMZEU4LTD58 3140QLWD4 2051-09-01 2.000000 0.00 1040.00 689.48 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1829 B1V7KEBTPIMZEU4LTD58 3140QMA79 2051-10-01 2.500000 0.00 1024.00 691.93 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2285 B1V7KEBTPIMZEU4LTD58 3140QMRF3 2051-12-01 2.500000 0.00 1024.00 701.08 Agency Mortgage-Backed Securities FNMS 04.500 CLCB3863 B1V7KEBTPIMZEU4LTD58 3140QPJH1 2052-06-01 4.500000 0.00 1000.00 819.61 Agency Mortgage-Backed Securities Y 2024-08-01 2024-08-01 2024-08-01 N N N 0.0535 2000000.00 2000000.00 0.0074 N Y Y N Amendments made to Item C.8.c. Schwab Annuity Portfolios 2024-08-07 Dana Smith Dana Smith CFO