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03/25/51 N/A 3137FFHE0 2051-03-25 2.5 N/A 15000000.00 1618568.93 Agency Collateralized Mortgage Obligation FERA 4962SP 03/25/50 N/A 3137FRK34 2050-03-25 1.86372 N/A 8977500.00 328580.86 Agency Collateralized Mortgage Obligation FNRA CL020SL R12F020 N/A 3136A4GQ6 2042-03-25 2.26372 N/A 91164018.00 684801.13 Agency Collateralized Mortgage Obligation FNRA CL102SA R25F102 N/A 3136BYCT7 2055-12-25 1.25 N/A 164996762.00 6202750.77 Agency Collateralized Mortgage Obligation GNRA 2007-069 Z N/A 38373MM31 2049-03-16 4.5 N/A 3310000.00 1369629.22 Agency Collateralized Mortgage Obligation FGRA 4701SB 07/15/47 N/A 3137F1N46 2047-07-15 0 N/A 100864805.00 786382.90 Agency Collateralized Mortgage Obligation FNRM CL102HL R25F102 N/A 3136BYDH2 2055-12-25 4.5 N/A 411891.00 379929.08 Agency Collateralized Mortgage Obligation FERM 5018DI 10/25/50 N/A 3137FXA40 2050-10-25 4 N/A 23883521.00 1927919.65 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-153 A-1 20311125 4.10300 N/A 3137H9PA1 2031-11-25 4.103 N/A 400000.00 400441.75 Agency Collateralized Mortgage Obligation FGRM 4734IO 12/15/47 N/A 3137FBXR2 2047-12-15 4 N/A 2048914.00 94142.85 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-084 X3 20461125 FLT N/A 3137FJZC6 2046-11-25 2.311363 N/A 30930260.00 1894013.61 Agency Collateralized Mortgage Obligation FNRM RC046B R24F046 N/A 3136BSJY2 2054-07-25 5 N/A 9392428.00 8663239.88 Agency Collateralized Mortgage Obligation FERA 5606SD 12/25/55 N/A 3137HPCB7 2055-12-25 0.55 N/A 215250018.00 7542540.01 Agency Collateralized Mortgage Obligation FNRM RC069QL R21F069 N/A 3136BJPS8 2051-10-25 2 N/A 9000000.00 5620212.00 Agency Collateralized Mortgage Obligation GNRM 2013-033 AC N/A 38378B7E3 2046-05-16 1.744 N/A 500000.00 81591.82 Agency Collateralized Mortgage Obligation FERM 4977IO 05/25/50 N/A 3137FRZF1 2050-05-25 4.5 N/A 53072318.00 3380846.75 Agency Collateralized Mortgage Obligation FNRM CL059KI R21F059 N/A 3136BGB75 2051-09-25 4 N/A 72771504.00 9671671.92 Agency Collateralized Mortgage Obligation FNRA CL009SG R24F009 N/A 3136BRHB6 2048-05-25 1.91372 N/A 82712887.00 8883243.42 Agency Collateralized Mortgage Obligation FERA 5505FB 02/25/55 N/A 3137HJ6X0 2055-02-25 5.5718 N/A 8273444.00 7170094.71 Agency Collateralized Mortgage Obligation FGRA 4818SC 04/15/48 N/A 3137FGXY6 2048-04-15 1.9435 N/A 16498631.00 299835.17 Agency Collateralized Mortgage Obligation FLMC REMIC SERIES K-085 X3 20451225 FLT N/A 3137FKJF4 2045-12-25 2.391273 N/A 28530506.00 1804168.06 Agency Collateralized Mortgage Obligation FERA 4937MS 12/25/49 N/A 3137FQAD5 2049-12-25 1.86372 N/A 345612857.00 11868299.61 Agency Collateralized Mortgage Obligation FNRA CL001MS R18F001 N/A 3136B0XB7 2048-02-25 1.96372 N/A 50000000.00 775382.72 Agency Collateralized Mortgage Obligation FGRM 4385IA 09/15/44 N/A 3137BDSS6 2044-09-15 4.5 N/A 54151458.00 828193.40 Agency Collateralized Mortgage Obligation FNRA CL053AS R16F053 N/A 3136AS4Y9 2046-08-25 1.81372 N/A 38400349.00 1425777.22 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-067 A-1 20270325 2.89500 N/A 3137FAWR5 2027-03-25 2.895 N/A 575000.00 129272.80 Agency Collateralized Mortgage Obligation FGRA 3842PS 04/15/41 N/A 3137A9QW9 2041-04-15 2.3435 N/A 74504333.00 171817.92 Agency Collateralized Mortgage Obligation FNRM CL016TV R18F016 N/A 3136B1BK9 2041-05-25 3 N/A 7510000.00 7063906.00 Agency Collateralized Mortgage Obligation FERM 5585EC 09/25/54 N/A 3137HNEQ7 2054-09-25 4.5 N/A 3690000.00 3460395.60 Agency Collateralized Mortgage Obligation FGRA 3780SM 12/15/40 N/A 3137A4T98 2040-12-15 2.2435 N/A 46000000.00 267977.55 Agency Collateralized Mortgage Obligation FNRA CL119CS R06F119 N/A 31396LM56 2036-12-25 3.01372 N/A 125000000.00 219101.07 Agency Collateralized Mortgage Obligation GNRA 2022-158 IO N/A 38383YKB7 2064-08-16 0.88495 N/A 101861842.00 7092004.42 Agency Collateralized Mortgage Obligation FNRA CL082SA R12F082 N/A 3136A7NM0 2042-08-25 1.88372 N/A 68500000.00 322445.31 Agency Collateralized Mortgage Obligation FNRM RC078BG R25F078 N/A 3136BXAJ3 2052-05-25 4.5 N/A 3260588.00 3023109.38 Agency Collateralized Mortgage Obligation FERM 5070PI 08/25/50 N/A 3137F9Y54 2050-08-25 3 N/A 39440000.00 4396062.35 Agency Collateralized Mortgage Obligation FERA 5606IG 02/25/55 N/A 3137HPBN2 2054-10-25 0.036813 N/A 36159866.00 3726.92 Agency Collateralized Mortgage Obligation FNRM RC051MI R21F051 N/A 3136BGUD1 2051-08-25 3 N/A 25750500.00 2688146.81 Agency Collateralized Mortgage Obligation FNRM RC068IE R17F068 N/A 3136AXQ81 2047-09-25 4.5 N/A 39712487.00 1157742.42 Agency Collateralized Mortgage Obligation FNRA CL025SA R19F025 N/A 3136B4ZB7 2049-06-25 1.86372 N/A 118240000.00 4201231.91 Agency Collateralized Mortgage Obligation GNRA 2020-083 FA N/A 38382GDK5 2039-06-20 4.47432 N/A 10000.00 3625.17 Agency Collateralized Mortgage Obligation GNRA 2025-196 LI N/A 38385JEB5 2055-11-20 0 N/A 50000000.00 5000.00 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-740 X3 20471125 FLT N/A 3137F72E4 2047-11-25 2.565403 N/A 2992000.00 129719.99 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-1513 A-2 20311225 2.72600 N/A 3137FPJ89 2031-12-25 2.726 N/A 2500000.00 2350638.75 Agency Collateralized Mortgage Obligation FGRA 4425SA 01/15/45 N/A 3137BG4U0 2045-01-15 1.7935 N/A 52600000.00 1011331.59 Agency Collateralized Mortgage Obligation FNRA CL037ST R15F037 N/A 3136ANZT7 2045-06-25 1.43372 N/A 59885082.00 794838.87 Agency Collateralized Mortgage Obligation GNRA 2019-65 BS N/A 38381VKZ2 2049-05-20 2.02568 N/A 8141610.00 248609.80 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-120 X3 20481125 FLT N/A 3137F72S3 2048-11-25 2.835109 N/A 4357000.00 501426.80 Agency Collateralized Mortgage Obligation FNRM CL032IO R20F032 N/A 3136B9PX9 2050-05-25 4 N/A 47500000.00 2960480.22 Agency Collateralized Mortgage Obligation FGRM 4601IC 12/15/45 N/A 3137BQUE5 2045-12-15 4 N/A 11966000.00 199659.66 Agency Collateralized Mortgage Obligation FERM 5128IE 07/25/51 N/A 3137H1C79 2051-07-25 4.5 N/A 13509000.00 1432682.77 Agency Collateralized Mortgage Obligation FERA 5606SG 11/25/55 N/A 3137HPE74 2055-12-25 0.7 N/A 50000000.00 1877516.67 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-138 X3 20500125 FLT N/A 3137H5XX0 2050-01-25 3.082338 N/A 5775000.00 867553.91 Agency Collateralized Mortgage Obligation FNRM CL052IP R19F052 N/A 3136B53Z6 2049-09-25 4 N/A 10910000.00 178851.45 Agency Collateralized Mortgage Obligation GNRA 2025-196 QS N/A 38385JFG3 2055-11-20 0.7 N/A 100000000.00 3265555.56 Agency Collateralized Mortgage Obligation FNRM RC015JI R21F015 N/A 3136BFWT6 2051-04-25 4.5 N/A 2794000.00 349503.46 Agency Collateralized Mortgage Obligation FNRA CL038SP R18F038 N/A 3136B1R63 2048-06-25 2.01372 N/A 80378666.00 1554073.24 Agency Collateralized Mortgage Obligation FERA 5606SA 12/25/55 N/A 3137HPC84 2055-12-25 0.6 N/A 58962602.00 2213515.04 Agency Collateralized Mortgage Obligation GNRA 2009-094 FA N/A 38376K2H3 2039-10-16 4.77344 N/A 11543539.00 261560.06 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-123 A-2 20301225 1.62100 N/A 3137F8ZV8 2030-12-25 1.621 N/A 60000.00 53860.54 Agency Collateralized Mortgage Obligation FNRA RC034PS R17F034 N/A 3136AWUD7 2047-05-25 1.91372 N/A 141990914.00 2894432.55 Agency Collateralized Mortgage Obligation FGRA 4754QS 02/15/48 N/A 3137FDU42 2048-02-15 1.8935 N/A 11000000.00 310967.96 Agency Collateralized Mortgage Obligation FNRM RC082AI R21F082 N/A 3136BKFQ0 2051-11-25 3 N/A 21374999.00 2264239.29 Agency Collateralized Mortgage Obligation FERA 4941WZ 11/25/49 N/A 3137FQV42 2049-11-25 3 N/A 2000000.00 1433906.19 Agency Collateralized Mortgage Obligation FERM 5087IA 03/25/51 N/A 3137FFMB0 2051-03-25 4 N/A 32500000.00 2673707.55 Agency Collateralized Mortgage Obligation FERA 5585SM 10/25/55 N/A 3137HNJW9 2055-10-25 1.8782 N/A 25000000.00 1751889.53 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-098 A-1 20290425 2.04600 N/A 3137FPHJ7 2029-04-25 2.046 N/A 500000.00 307937.88 Agency Collateralized Mortgage Obligation FNRA CL030SJ R15F030 N/A 3136ANRY5 2045-05-25 1.41372 N/A 41575000.00 408574.27 Agency Collateralized Mortgage Obligation FNRA CL102SC R25F102 N/A 3136BYCJ9 2055-12-25 1.82 N/A 79812888.00 4996978.50 Agency Collateralized Mortgage Obligation FNRM RC025HI R21F025 N/A 3136BHDU0 2050-07-25 3.5 N/A 26764306.00 2126878.37 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-163 X3 20570225 FLT N/A 3137HCXN7 2057-02-25 5.880071 N/A 12979557.00 4716269.67 Agency Collateralized Mortgage Obligation FERA 4903SG 08/25/49 N/A 3137FN5S5 2049-08-25 1.86372 N/A 44070264.00 1608789.37 Agency Collateralized Mortgage Obligation GNRA 2025-197 IO N/A 38381SCR6 2066-04-16 0 N/A 136473517.00 9281135.09 Agency Collateralized Mortgage Obligation FERM 5326UO 10/25/50 N/A 3137HAFL5 2050-10-25 0 N/A 1637000.00 952483.42 Agency Collateralized Mortgage Obligation FNRA CL020SY R13F020 N/A 3136ACWA5 2043-03-25 1.91372 N/A 13066000.00 236978.37 Agency Collateralized Mortgage Obligation FNRA CL045SE R19F045 N/A 3136B5PP4 2049-08-25 1.86372 N/A 104126044.00 3955666.80 Agency Collateralized Mortgage Obligation FERM 5564CA 02/25/52 N/A 3137HMCR9 2052-02-25 5 N/A 5000000.00 4698252.78 Agency Collateralized Mortgage Obligation GNRA 2025-173 IJ N/A 38383BA51 2050-08-20 3.49999 N/A 902285.00 132556.62 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-117 X3 20481025 FLT N/A 3137FX3U0 2048-10-25 2.966574 N/A 20439073.00 2400177.27 Agency Collateralized Mortgage Obligation FNRM CL052GI R20F052 N/A 3136BBFJ6 2050-08-25 4.5 N/A 14950008.00 1153952.49 Agency Collateralized Mortgage Obligation GNRM 2019-65 IE N/A 38381VKL3 2046-05-20 3.5 N/A 30926454.00 746570.58 Agency Collateralized Mortgage Obligation FNRA CL146SC R11F146 N/A 3136A3KB6 2042-01-25 1.81372 N/A 128376008.00 844870.64 Agency Collateralized Mortgage Obligation FERM 5585EY 10/25/55 N/A 3137HNEU8 2055-10-25 4.5 N/A 368421.00 328311.01 Agency Collateralized Mortgage Obligation GNRA 2025-196 SM N/A 38385JDS9 2055-11-20 1.39855 N/A 30000000.00 1809143.67 Agency Collateralized Mortgage Obligation GNRM 2025-040 DL N/A 38381MBV1 2055-08-16 4 N/A 588235.00 548875.61 Agency Mortgage-Backed Securities FNRM CL062KI R22F062 N/A 3136BN2D7 2052-09-25 4.5 N/A 12871051.00 1722268.54 Agency Collateralized Mortgage Obligation FERA 4998KS 08/25/50 N/A 3137FVDC3 2050-08-25 2.0782 N/A 25942664.00 1694116.71 Agency Collateralized Mortgage Obligation FNRA CL028HS R21F028 N/A 3136BHGN3 2051-05-25 0 N/A 25000000.00 724488.22 Agency Collateralized Mortgage Obligation FNRA CL083SE R25F083 N/A 3136BXWB6 2055-10-25 0.6282 N/A 85083933.00 2922122.98 Agency Collateralized Mortgage Obligation FNRA CL134MS R12F134 N/A 3136AATF2 2042-12-25 1.96372 N/A 240214.00 3151.34 Agency Collateralized Mortgage Obligation FERM 5070MI 02/25/51 N/A 3137FFBT3 2051-02-25 3.5 N/A 55000000.00 4056059.55 Agency Collateralized Mortgage Obligation FERM 5060IP 11/25/50 N/A 3137F87A5 2050-11-25 3 N/A 30000000.00 3252175.75 Agency Collateralized Mortgage Obligation FERA 4929SA 10/25/49 N/A 3137FPL29 2049-10-25 1.76372 N/A 50404811.00 3459142.42 Agency Collateralized Mortgage Obligation GNRA 2025-173 MI N/A 38383BB92 2055-03-20 6.5 N/A 687777.00 97370.15 Agency Collateralized Mortgage Obligation GNRA 2025-147 AI N/A 38381MJ92 2066-02-16 0.94741 N/A 96176688.00 7736347.57 Agency Collateralized Mortgage Obligation FNRA RC012SK R20F012 N/A 3136B8H51 2050-03-25 1.86372 N/A 110398000.00 4332135.75 Agency Collateralized Mortgage Obligation FNRA CL057SG R19F057 N/A 3136B6QK2 2049-10-25 1.86372 N/A 55888578.00 1310000.62 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES 2608 LL 20330415 5.25000 N/A 31393NZE2 2033-04-15 5.25 N/A 1000.00 1021.15 Agency Collateralized Mortgage Obligation FERM 5071QI 04/25/48 N/A 3137F9T92 2048-04-25 4 N/A 35952899.00 2788792.15 Agency Collateralized Mortgage Obligation FNRA CL027SE R25F027 N/A 3136BVKS6 2049-09-25 1.86372 N/A 70650117.00 7645064.64 Agency Collateralized Mortgage Obligation FGRA 4057LS 06/15/42 N/A 3137ARJP2 2042-06-15 2.2935 N/A 88571428.00 846618.45 Agency Collateralized Mortgage Obligation FGRA 4077HS 07/15/42 N/A 3137ASB37 2042-07-15 1.8435 N/A 110603899.00 538658.05 Agency Collateralized Mortgage Obligation FGRM 4194GI 04/15/43 N/A 3137B1JS2 2043-04-15 4 N/A 53867746.00 1092520.86 Agency Collateralized Mortgage Obligation FNRA CL079SE R15F079 N/A 3136AQKZ2 2045-11-25 2.06372 N/A 24418550.00 363583.52 Agency Collateralized Mortgage Obligation FNRA CL009SH R24F009 N/A 3136BRHC4 2049-11-25 1.81372 N/A 69606673.00 6602853.88 Agency Collateralized Mortgage Obligation FERA 4901CS 07/25/49 N/A 3137FMKD3 2049-07-25 1.91372 N/A 84449463.00 2501708.53 Agency Collateralized Mortgage Obligation FERA 4954SY 02/25/50 N/A 3137FRE31 2050-02-25 1.86372 N/A 118078268.00 4513313.14 Agency Collateralized Mortgage Obligation FERM 05568C 08/25/55 N/A 3137HMML1 2055-08-25 5 N/A 8978480.00 8804712.09 Agency Collateralized Mortgage Obligation FGRA 4853SA 02/15/49 N/A 3137FKT48 2049-02-15 2.3435 N/A 26168899.00 771974.78 Agency Collateralized Mortgage Obligation FNRM CL097DZ R25F097 N/A 3136BX2Q6 2055-11-25 4.5 N/A 484849.00 405271.61 Agency Collateralized Mortgage Obligation FERA 5483SB 12/25/54 N/A 3137HHNN7 2054-12-25 0.9982 N/A 98513675.00 1395719.78 Agency Collateralized Mortgage Obligation FERA 5502SG 02/25/55 N/A 3137HJTE7 2055-02-25 1.465013 N/A 132000000.00 3571052.29 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-G03 X3 20330725 FLT N/A 3137FVEF5 2033-07-25 3.06753 N/A 21909170.00 2426640.63 Agency Collateralized Mortgage Obligation FGRM 5305IO 07/15/49 N/A 3137H9XZ7 2049-07-15 4 N/A 26101907.00 3974720.95 Agency Collateralized Mortgage Obligation FNRA CL057SC R23F057 N/A 3136BQQR3 2049-10-25 1.81372 N/A 54205919.00 4495456.60 Agency Collateralized Mortgage Obligation FGRA 4882SA 05/15/49 N/A 3137FLVY7 2049-05-15 1.7935 N/A 9396431.00 247770.60 Agency Collateralized Mortgage Obligation FNRA CL045BS R19F045 N/A 3136B5PY5 2049-08-25 1.86372 N/A 15504710.00 479072.45 Agency Collateralized Mortgage Obligation FGRM 4274KI 02/15/36 N/A 3137B5UW1 2036-02-15 5 N/A 10368000.00 3327.99 Agency Collateralized Mortgage Obligation FNRA CL006TD R25F006 N/A 3136BUUD0 2055-02-25 0.1782 N/A 70000000.00 235885.75 Agency Collateralized Mortgage Obligation FERM 5050PI 10/25/50 N/A 3137F7RY3 2050-10-25 3 N/A 5368180.00 456460.86 Agency Collateralized Mortgage Obligation FNRM CL016MI R15F016 N/A 3136ANAH0 2045-04-25 4.5 N/A 50000000.00 979724.04 Agency Collateralized Mortgage Obligation FERM 5606PO 12/25/55 N/A 3137HPC35 2055-12-25 0 N/A 1678497.00 1174939.51 Agency Collateralized Mortgage Obligation GNRA 2025-173 IK N/A 38383BA93 2055-08-20 5.99999 N/A 4606824.00 536598.65 Agency Collateralized Mortgage Obligation FERA 4999PS 03/25/44 N/A 3137FV4P4 2044-03-25 1.76372 N/A 43898226.00 1323676.97 Agency Collateralized Mortgage Obligation FERM 5036IK 04/25/50 N/A 3137F6TK3 2050-04-25 4 N/A 3251000.00 251646.92 Agency Collateralized Mortgage Obligation FGRA 5531SE 01/15/50 N/A 3137HKSE5 2050-01-15 1.7435 N/A 48543875.00 5085015.71 Agency Collateralized Mortgage Obligation FERA 5606SC 12/25/55 N/A 3137HPCA9 2055-12-25 0.6 N/A 40426519.00 1517651.95 Agency Collateralized Mortgage Obligation FNRA CL029MI R25F029 N/A 3136BV2F4 2055-05-25 0.3 N/A 50000000.00 349539.54 Agency Collateralized Mortgage Obligation FNRM CL005DI R24F005 N/A 3136BQ3W7 2051-10-25 3 N/A 8800000.00 1307975.72 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-K735 D 20520525 0.00000 N/A 30298FAL8 2052-05-25 0 N/A 21497542.00 19900317.62 Agency Collateralized Mortgage Obligation GNRA 2025-196 AS N/A 38385JDB6 2055-11-20 2.4 N/A 50000000.00 3776666.67 Agency Collateralized Mortgage Obligation FERM 5076IL 02/25/51 N/A 3137F9M57 2051-02-25 3 N/A 19310978.00 1908102.12 Agency Collateralized Mortgage Obligation FERA 5142SH 09/25/51 N/A 3137H2EQ3 2051-09-25 1.7782 N/A 17311159.00 1205031.57 Agency Collateralized Mortgage Obligation GNRA 2025-196 SC N/A 38385JDK6 2055-11-20 1.27838 N/A 170000000.00 8122784.36 Agency Collateralized Mortgage Obligation FNRA RC059SD R19F059 N/A 3136B6NN9 2049-10-25 1.86372 N/A 36516371.00 1001572.97 Agency Collateralized Mortgage Obligation FGRA 4030DS 04/15/42 N/A 3137APKN9 2042-04-15 2.1935 N/A 62000000.00 268618.15 Agency Collateralized Mortgage Obligation FERM 4958HI 03/25/50 N/A 3137FRPP0 2050-03-25 3.5 N/A 24192432.00 947234.71 Agency Collateralized Mortgage Obligation FNRA RC093FA R24F093 N/A 3136BTJ53 2054-12-25 5.5718 N/A 5500000.00 3960018.13 Agency Collateralized Mortgage Obligation FERM 5121KI 09/25/48 N/A 3137H0LW6 2051-06-25 4 N/A 3873000.00 405706.49 Agency Collateralized Mortgage Obligation GNRM 2023-175 HB N/A 38381JC88 2065-05-16 4 N/A 1165197.00 932177.41 Agency Collateralized Mortgage Obligation FERM 5531CI 09/25/51 N/A 3137HKRW6 2051-09-25 3.5 N/A 54472151.00 9433513.76 Agency Collateralized Mortgage Obligation FERA 5561CZ 07/25/55 N/A 3137HM5E6 2055-07-25 5.5 N/A 5000000.00 5128872.66 Agency Collateralized Mortgage Obligation FGRM 4621QI 10/15/46 N/A 3137BSHF3 2046-10-15 3.5 N/A 33242142.00 696073.26 Agency Collateralized Mortgage Obligation FERM 5003KI 08/25/50 N/A 3137FVJQ6 2050-08-25 2.5 N/A 17226325.00 1312753.14 Agency Collateralized Mortgage Obligation FERM 5155NI 10/25/51 N/A 3137H37F3 2051-10-25 3 N/A 86569995.00 7285297.55 Agency Collateralized Mortgage Obligation FGRA 4281CS 12/15/43 N/A 3137B6N23 2043-12-15 1.7435 N/A 14600000.00 95845.40 Agency Collateralized Mortgage Obligation FNRA CL035SA R15F035 N/A 3136ANL88 2045-06-25 1.41372 N/A 160000000.00 1409959.60 Agency Collateralized Mortgage Obligation FERA 4938SK 12/25/49 N/A 3137FQFY4 2049-12-25 1.81372 N/A 46553866.00 2169593.50 Agency Collateralized Mortgage Obligation GNRM 2016-53 IO N/A 38380BP58 2046-11-20 3.5 N/A 8370000.00 324375.36 Agency Collateralized Mortgage Obligation FHLMC REMIC 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3137HHRN3 2054-12-25 0.05 N/A 38010000.00 24082.49 Agency Collateralized Mortgage Obligation FERA 4906SB 09/25/49 N/A 3137FNWG1 2049-09-25 1.91372 N/A 61607054.00 1852389.55 Agency Collateralized Mortgage Obligation FNRA CL080FM R12F080 N/A 3136A7TZ5 2042-08-25 4.68628 N/A 150000.00 14478.71 Agency Collateralized Mortgage Obligation FGRM 4617IP 05/15/46 N/A 3137BRXR1 2046-05-15 3.5 N/A 33920285.00 331041.35 Agency Collateralized Mortgage Obligation FGRM 4491IP 03/15/40 N/A 3137BKT67 2040-03-15 6 N/A 12467233.00 87911.14 Agency Collateralized Mortgage Obligation FNRA CL071PS R19F071 N/A 3136B6B69 2049-11-25 1.86372 N/A 33282680.00 1239036.63 Agency Collateralized Mortgage Obligation FGRA 3838PS 04/15/41 N/A 3137AA3G6 2041-04-15 2.2935 N/A 21899370.00 316791.30 Agency Collateralized Mortgage Obligation FGRA 4321BZ 03/15/44 N/A 3137B8GM3 2044-03-15 3 N/A 7711038.00 10054135.71 Agency Collateralized Mortgage Obligation FXRA CL032FM R00F032 N/A 31358SNY3 2030-10-18 4.70015 N/A 200000.00 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Obligation FNRM CL019EZ R18F019 N/A 3136B1PV0 2048-04-25 4 N/A 3252448.00 3975063.68 Agency Collateralized Mortgage Obligation FGRA 5386SC 06/15/49 N/A 3137HBYC2 2049-06-15 1.7935 N/A 23750082.00 2340535.30 Agency Collateralized Mortgage Obligation GNRA 2025-102 MI N/A 38385G4J5 2049-08-20 4.00002 N/A 611990.00 103529.62 Agency Collateralized Mortgage Obligation FNRA CL103NF R12F103 N/A 3136A8C57 2042-09-25 4.58628 N/A 226474.00 22248.06 Agency Collateralized Mortgage Obligation FERA 4924DS 10/25/49 N/A 3137FPEA9 2049-10-25 1.86372 N/A 45076729.00 1473155.84 Agency Collateralized Mortgage Obligation FNRA CL009SK R24F009 N/A 3136BRGZ4 2049-11-25 1.86372 N/A 96587793.00 8802966.27 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-014 X 20551025 FLT N/A 3137F72J3 2055-10-25 2.771027 N/A 4539000.00 587610.82 Agency Collateralized Mortgage Obligation FNRA CL057NS R19F057 N/A 3136B6RW5 2049-10-25 1.81372 N/A 22607858.00 557726.17 Agency Collateralized Mortgage Obligation FERM 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HSBC Securities USA, Inc. 4.09000000 N/A CYYGQCGNHMHPSMRL3R97 BRSM2LNW8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y N Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618K3RR0 2055-02-20 6.5 N/A 675540.00 480417.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618FSLZ9 2053-10-15 7.5 N/A 4172552.00 4365840.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617HPQB3 2033-11-20 3.5 N/A 999840.00 19995.49 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 162896800.00 129140259.53 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36183FLP2 2044-10-20 3.5 N/A 1250000.00 158631.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618FSLS5 2053-11-15 7 N/A 5770700.00 5859081.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FKN6 2055-05-01 5.5 N/A 117731072.00 110717378.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HSDL7 2054-07-20 7.5 N/A 4700400.00 4973179.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36180YRF0 2041-07-20 5 N/A 1000000.00 27129.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FLH7 2040-10-20 4.5 N/A 6675000.00 166770.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NLVD3 2055-03-20 6.5 N/A 2657752.00 2759038.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618L4VT8 2065-05-20 6.5 N/A 2092244.00 1915276.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LDLF9 2055-08-20 6.5 N/A 1276954.00 1332189.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618FSLR7 2053-11-15 7.5 N/A 4534264.00 4357598.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LJYS4 2055-07-20 6 N/A 25032800.00 25787027.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RYZ6 2031-02-20 3 N/A 1500000.00 110352.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617Q0AR0 2050-08-20 4.5 N/A 1686548.00 624760.92 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Fitch NR Moody's NR 2025-12-01 2025-12-01 2025-12-01 N N N 0.0409 286000000.00 286000000.00 0.0015 N Y Y N Bank of Montreal Bank of Montreal 4.08000000 N/A NQQ6HPCNCCU6TUTQYE16 BYDVC3WW8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 BOND 49 N/A 912810SF6 2049-02-15 3 N/A 33984300.00 26107003.75 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RV2 2047-02-15 3 N/A 3200800.00 2508498.27 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 N/A 43640900.00 25543449.25 U.S. Treasuries (including strips) 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 N/A 23716100.00 23496086.13 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 N/A 32377800.00 24089551.62 U.S. Treasuries (including strips) 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 N/A 23238900.00 23996620.00 U.S. Treasuries (including strips) 2 BOND 41 N/A 912810TC2 2041-11-15 2 N/A 16723800.00 11958858.78 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Moody's P-1 Fitch F1+ 2025-12-01 2025-12-01 2025-12-01 N N N 0.0408 135000000.00 135000000.00 0.0007 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.16499840 3130B4XY2 2549001DPIFGXC1TOL40 US3130B4XY20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2025-12-01 2027-02-10 2027-02-10 N N N 0.0425 99756158.57 99756158.57 0.0005 N N N N MUFG Securities Americas, Inc. MUFG Securities Americas, Inc. 4.08000000 N/A K5HU16E3LMSVCCJJJ255 BYDVC3YH9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/8 TRIN D 30 N/A 912828ZZ6 2030-07-15 0.125 N/A 7800000.00 9396497.93 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 N/A 50963900.00 51406082.46 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 N/A 199600.00 206394.83 U.S. Treasuries (including strips) 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 N/A 652400.00 691055.79 U.S. Treasuries (including strips) 2 3/4 TPRN 47 N/A 912803FA6 2047-11-15 0 N/A 92999900.00 32618505.93 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 N/A 4645000.00 4670608.24 U.S. Treasuries (including strips) 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 N/A 70953200.00 71065977.56 U.S. Treasuries (including strips) 4 NOTE AV 25 N/A 91282CGA3 2025-12-15 4 N/A 4910000.00 4998930.30 U.S. Treasuries (including strips) TRFR BB 04/30/27 N/A 91282CMX6 2027-04-30 3.940393938 N/A 36481000.00 36590152.98 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 N/A 847800.00 744693.30 U.S. Treasuries (including strips) 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 N/A 136033200.00 126122596.59 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SD1 2048-08-15 3 N/A 38985000.00 30079647.98 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.25 N/A 203800.00 200279.50 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RX8 2047-05-15 3 N/A 24286800.00 18808604.99 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1 Fitch F1 2025-12-01 2025-12-01 2025-12-01 N N N 0.0408 380000000.00 380000000.00 0.0019 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.94039440 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2025-12-01 2027-04-30 2027-04-30 N N N 0.0398 201944660.08 201944660.08 0.0010 N Y Y N Goldman Sachs & Co. 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LLC 3.94000000 N/A FOR8UP27PHTHYVLBNG30 BRWP0DCM0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617GLV76 2048-04-20 5 N/A 240053.00 41083.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179V7G9 2051-02-20 3.5 N/A 225000000.00 85558737.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618HJ3S3 2059-08-15 5.69 N/A 4758560.00 4996997.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VHV5 2050-03-20 4.5 N/A 1492496.00 203745.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VX39 2050-11-20 4 N/A 250000000.00 79061811.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36180AB85 2054-10-20 4.5 N/A 590467072.00 549815709.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NY6R2 2055-11-20 5.5 N/A 10006656.00 10235688.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LGZK6 2055-11-20 5.5 N/A 22389952.00 22866634.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618J2UC3 2054-09-20 5 N/A 1906748.00 1889428.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622AAFK5 2045-09-15 5.5 N/A 35000.00 10739.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LSD65 2055-10-20 6.5 N/A 1107666.00 1169075.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WA32 2036-03-20 2 N/A 1350000.00 562871.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WNG9 2051-09-20 3.5 N/A 206171840.00 121639446.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WG44 2051-06-20 3 N/A 270644736.00 136332064.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KGZ92 2055-03-20 6.5 N/A 4259744.00 3895097.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LGC47 2055-10-20 6.5 N/A 1412756.00 1477172.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KGRJ9 2055-02-20 6.5 N/A 1221362.00 1095274.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TLS2 2047-11-20 3.5 N/A 250000000.00 31271049.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618L0NP3 2055-06-20 6.5 N/A 947759.00 956762.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617FTAP3 2057-09-15 3.34 N/A 10280159.00 9160719.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LGUG0 2055-10-20 5.5 N/A 23483968.00 23914856.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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Investment Bank SA Credit Agricole Corporate & Investment Bank SA 4.09000000 N/A 254900BN8XS34XZDJ223 BYDVC3XA5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5VS5 2055-09-20 6 N/A 1000.00 1019.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QWBQ4 2055-02-01 4.5 N/A 403295.00 381546.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q0TL6 2030-09-01 4.25 N/A 33110000.00 33615606.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LE7B2 2055-08-20 6.5 N/A 1374896.00 1435413.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36198T3N0 2044-06-20 4 N/A 772367.00 153610.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q0TN2 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Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M8G24 2055-09-20 7 N/A 4394736.00 4609487.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W2V9 2052-04-20 3 N/A 46743605.00 31365728.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EFP9 2035-10-20 5.5 N/A 1799960.00 31296.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5ZK8 2055-11-20 5 N/A 150188.00 150813.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241LTH9 2040-09-15 5 N/A 19026.00 1047.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NXHK2 2032-11-01 5.03 N/A 4849000.00 5051288.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179T4R3 2048-07-20 5 N/A 47969.00 3279.36 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNA5 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N/A 38384CR43 2053-08-20 0.05 N/A 40000000.00 14478.35 Agency Collateralized Mortgage Obligation GNMA_24-203C N/A 38385BUK4 2054-10-20 6 N/A 3161608.00 906666.98 Agency Collateralized Mortgage Obligation FHLMC_5331B N/A 3137HAED4 2053-07-25 1.9282 N/A 100000000.00 4237340.70 Agency Collateralized Mortgage Obligation GNMA_25-157A N/A 38381UTK8 2055-09-20 1.25112 N/A 50000000.00 2185225.76 Agency Collateralized Mortgage Obligation GNMA_21-177C N/A 38383CFT2 2051-10-20 3 N/A 84166666.00 6473316.80 Agency Collateralized Mortgage Obligation GNMA_21-225C N/A 38383FTX1 2050-03-20 0 N/A 133302452.00 382577.10 Agency Collateralized Mortgage Obligation GNMA_25-124J N/A 38381PHG1 2065-07-20 1.83112 N/A 113303000.00 3666292.65 Agency Collateralized Mortgage Obligation GNMA_24-22D N/A 38384JF33 2051-08-20 0.25 N/A 31792013.00 301610.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A N/A 38382TBX1 2051-05-20 3 N/A 128832.00 10144.09 Agency Collateralized Mortgage Obligation FHLMC_5138E N/A 3137H2LN2 2047-09-25 0.05 N/A 13991131.00 16407.44 Agency Collateralized Mortgage Obligation FHLMC_5338E N/A 3137HAKQ8 2053-09-25 1.8582 N/A 100000000.00 4620058.60 Agency Collateralized Mortgage Obligation GNMA_23-168D N/A 38384D8H3 2051-03-20 2.5 N/A 52213847.00 4760994.58 Agency Collateralized Mortgage Obligation GNMA_22-23H N/A 38383MKY3 2051-04-20 3 N/A 63488195.00 6592284.40 Agency Collateralized Mortgage Obligation FHLMC_5551A N/A 3137HLUE0 2055-06-25 2.3782 N/A 50000000.00 4267216.31 Agency Collateralized Mortgage Obligation GNMA_24-142E N/A 38384XAW3 2054-09-20 1.88112 N/A 100000000.00 4041410.18 Agency Collateralized Mortgage Obligation GNMA_21-193M N/A 38383DRM2 2050-09-20 2.5 N/A 6609621.00 654248.10 Agency Collateralized Mortgage Obligation FHLMC_5192C N/A 3137H5ED5 2051-11-25 3 N/A 38179206.00 2608141.76 Agency Collateralized Mortgage Obligation GNMA_24-142E N/A 38384XAS2 2054-09-20 1.32112 N/A 100000000.00 3133745.87 Agency Collateralized Mortgage Obligation GNMA_23-19A N/A 38383V4E5 2053-02-20 6 N/A 28500000.00 2561786.75 Agency Collateralized Mortgage Obligation GNMA_23-22G N/A 38383VVL9 2053-01-20 6 N/A 8333333.00 623501.07 Agency Collateralized Mortgage Obligation GNMA_15-165 N/A 38379FJ42 2045-11-20 3 N/A 6500656.00 7813850.24 Agency Collateralized Mortgage Obligation GNMA_24-134F N/A 38384VBF3 2050-08-20 3 N/A 115191544.00 17428014.08 Agency Collateralized Mortgage Obligation GNMA_24-22E N/A 38384JF58 2050-09-20 0.05 N/A 38974879.00 72278.04 Agency Collateralized Mortgage Obligation GNMA_25-46B N/A 38385D6Q4 2055-03-20 1.23112 N/A 115000000.00 5087027.91 Agency Collateralized Mortgage Obligation GNMA_15-1 N/A 38379HR49 2045-01-20 1.52568 N/A 65131833.00 670981.82 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4950 N/A 3137FRD81 2048-03-25 0.1 N/A 18495700.00 16158.77 Agency Collateralized Mortgage Obligation GNMA_23-168A N/A 38384D7W1 2053-11-20 0.01 N/A 50000000.00 4363.57 Agency Collateralized Mortgage Obligation GNMA_25-46B N/A 38385D5N2 2055-03-20 0.07 N/A 50000000.00 105055.89 Agency Collateralized Mortgage Obligation GNMA_25-39P N/A 38385EJ39 2050-06-20 1.92568 N/A 39175563.00 4313900.55 Agency Collateralized Mortgage Obligation FHLMC_5591 N/A 3137HNAS7 2055-10-25 0 N/A 23333334.00 18345398.77 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 N/A 5638000.00 5665704.38 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138 N/A 3137H2LP7 2047-07-25 0.05 N/A 15533447.00 19054.37 Agency Collateralized Mortgage Obligation GNMA_12-113 N/A 38378HSG2 2042-01-20 2.67568 N/A 22004881.00 1642.34 Agency Collateralized Mortgage Obligation GNMA_19-110 N/A 38381YWF7 2049-09-20 3.5 N/A 127000000.00 3358602.80 Agency Collateralized Mortgage Obligation GNMA_19-20C N/A 38381RAM1 2049-02-20 3.25 N/A 564430.00 603885.78 Agency Collateralized Mortgage Obligation GNMA_24-134P N/A 38384VCH8 2054-07-20 0.15 N/A 33174082.00 76652.42 Agency Collateralized Mortgage Obligation GNMA_21-91C N/A 38382TPY4 2051-05-20 3 N/A 66375000.00 5002406.59 Agency Collateralized Mortgage Obligation GNMA_14-66 N/A 38379B5Z7 2044-05-16 1.52656 N/A 90187500.00 367087.55 Agency Collateralized Mortgage Obligation GNMA_20-101B N/A 38382F5Q3 2050-07-20 2.12568 N/A 75209809.00 4479955.95 Agency Collateralized Mortgage Obligation GNMA_25-157A N/A 38381UWK4 2055-09-20 6 N/A 2087166.00 331719.84 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125 N/A 999900.00 977894.37 U.S. Treasuries (including strips) FREDDIE MAC FHLMC_5069 N/A 3137F9C25 2041-02-25 3.5 N/A 11377822.00 725680.95 Agency Collateralized Mortgage Obligation GNMA_16-1C N/A 38379TYN3 2046-01-20 2.12568 N/A 64912745.00 1320032.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-78 N/A 38383P6D8 2051-08-20 3 N/A 70000000.00 7783551.60 Agency Collateralized Mortgage Obligation GNMA_24-134C N/A 38384VER4 2054-08-20 1.84112 N/A 224379061.00 10925479.72 Agency Collateralized Mortgage Obligation GNMA_25-110E N/A 38381NWM6 2050-01-20 3.5 N/A 7915951.00 3066417.77 Agency Collateralized Mortgage Obligation GNMA_25-122C N/A 38381PQE6 2055-07-20 2.40112 N/A 84318800.00 7425378.92 Agency Collateralized Mortgage Obligation FHLMC_5394B N/A 3137HBQQ0 2054-03-25 2.9282 N/A 78809211.00 4372655.43 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337 N/A 3137HALW4 2053-09-25 0.05 N/A 36666667.00 22887.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26 N/A 38376VQP5 2040-02-20 2.17568 N/A 100000.00 432.75 Agency Collateralized Mortgage Obligation GNMA_20-79H N/A 38382FYR9 2050-06-16 4 N/A 70586435.00 5258904.10 Agency Collateralized Mortgage Obligation GNMA_16-75H N/A 38379YET1 2040-09-20 6 N/A 25825640.00 310454.23 Agency Collateralized Mortgage Obligation FHLMC_5504E N/A 3137HJTU1 2054-02-25 2.3282 N/A 109076657.00 5366333.56 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5018 N/A 3137FXDH8 2050-10-25 5.5 N/A 25754366.00 1541249.69 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337 N/A 3137HALZ7 2053-09-25 1.8282 N/A 100000000.00 3749162.52 Agency Collateralized Mortgage Obligation GNMA_24-46G N/A 38384MAQ0 2054-03-20 0.03 N/A 25000000.00 13094.96 Agency Collateralized Mortgage Obligation GNMA_24-168D N/A 38384YTC5 2054-10-20 0.03 N/A 50000000.00 26355.74 Agency Collateralized Mortgage Obligation GNMA_24-203B N/A 38385BUB4 2054-12-20 2.00112 N/A 50000000.00 3101393.49 Agency Collateralized Mortgage Obligation GNMA_25-27A N/A 38385DQY5 2055-02-20 0.02 N/A 100000000.00 19770.78 Agency Collateralized Mortgage Obligation GNMA_09-121 N/A 38375ATF1 2039-12-16 4.5 N/A 269500000.00 963207.65 Agency Collateralized Mortgage Obligation GNMA_25-110G N/A 38381NWP9 2050-02-20 3 N/A 13488571.00 1998965.79 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 111443100.00 117545066.46 U.S. Treasuries (including strips) GNMA_14-37 N/A 38379BAB4 2044-03-20 1.53568 N/A 90727657.00 538133.62 Agency Collateralized Mortgage Obligation GNMA_21-187E N/A 38383CWN6 2051-10-20 3 N/A 1000.00 883.08 Agency Collateralized Mortgage Obligation GNMA_21-116H N/A 38382WUT2 2051-07-20 3.5 N/A 29374570.00 3684819.91 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 N/A 1073100.00 1126231.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 6359300.00 6416397.60 U.S. Treasuries (including strips) GNMA_23-183D N/A 38384HKV9 2053-12-20 1.85112 N/A 75000000.00 3081329.92 Agency Collateralized Mortgage Obligation FHLMC_5171F N/A 3137H4J92 2051-12-25 3 N/A 62936833.00 5824029.91 Agency Collateralized Mortgage Obligation FHLMC_5352D N/A 3137HAWZ5 2053-11-25 0 N/A 7142858.00 3190548.93 Agency Collateralized Mortgage Obligation GNMA_25-122A N/A 38381PMH3 2055-07-20 0.43112 N/A 100000000.00 1799861.72 Agency Collateralized Mortgage Obligation GNMA_25-5F N/A 38385CVA3 2053-08-20 1.85112 N/A 146894968.00 6961719.40 Agency Collateralized Mortgage Obligation GNMA_23-140C N/A 38384ETQ8 2048-06-20 1.22972 N/A 9914899.00 1040059.41 Agency Collateralized Mortgage Obligation FHLMC_5297B N/A 3137H9RS0 2053-03-25 6 N/A 9044966.00 1034978.85 Agency Collateralized Mortgage Obligation GNMA_25-90J N/A 38385GZR3 2055-05-20 1.80112 N/A 50000000.00 3403473.37 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5007 N/A 3137FVL83 2050-08-25 5 N/A 80082979.00 4495752.78 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5215 N/A 3137H6MW2 2052-04-25 0 N/A 49872778.00 172821.11 Agency Collateralized Mortgage Obligation GNMA_25-178K N/A 38383BW32 2055-10-20 6 N/A 24173000.00 23954444.73 Agency Collateralized Mortgage Obligation GNMA_24-22B N/A 38384JJ88 2051-12-20 3 N/A 70000000.00 5451012.18 Agency Collateralized Mortgage Obligation GNMA_13-34 N/A 38378JK27 2038-04-20 0.35 N/A 22733674.00 1685.46 Agency Collateralized Mortgage Obligation GNMA_12-84F N/A 38375GNU1 2042-07-16 1.97656 N/A 83772143.00 2883798.87 Agency Collateralized Mortgage Obligation FHLMC_5098D N/A 3137FYGE0 2051-04-25 0 N/A 52000000.00 11033.73 Agency Collateralized Mortgage Obligation GNMA_25-110C N/A 38381NWK0 2055-06-20 0.20112 N/A 100000000.00 1449612.25 Agency Collateralized Mortgage Obligation GNMA_25-110D N/A 38381NWL8 2049-12-20 3 N/A 5473270.00 918446.14 Agency Collateralized Mortgage Obligation GNMA_21-78S N/A 38382QN48 2051-05-20 5 N/A 13020665.00 1264703.62 Agency Collateralized Mortgage Obligation GNMA_25-157B N/A 38381UTX0 2055-09-20 0.55112 N/A 100000000.00 4192970.81 Agency Collateralized Mortgage Obligation GNMA_23-115F N/A 38384CH36 2053-08-20 6 N/A 10000000.00 11970585.75 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGR6 2026-03-15 4.625 N/A 4999400.00 5059184.93 U.S. Treasuries (including strips) GNMA_24-22L N/A 38384JK45 2043-02-16 0.42656 N/A 9801437.00 7007604.50 Agency Collateralized Mortgage Obligation GNMA_13-34 N/A 38378JP48 2039-12-16 0.35 N/A 18588118.00 2470.16 Agency Collateralized Mortgage Obligation FHLMC_5436 N/A 3137HDKD1 2054-07-25 2.9782 N/A 87500000.00 5430176.15 Agency Collateralized Mortgage Obligation GNMA_25-90J N/A 38385GZS1 2055-05-20 1.10112 N/A 50000000.00 2320116.41 Agency Collateralized Mortgage Obligation FHLMC_5171B N/A 3137H4J27 2051-12-25 3 N/A 28028479.00 3693451.79 Agency Collateralized Mortgage Obligation GNMA_23-168C N/A 38384D8G5 2051-06-20 2.5 N/A 94219428.00 8964230.84 Agency Collateralized Mortgage Obligation GNMA_24-167T N/A 38384YM32 2051-06-20 2.60112 N/A 103667052.00 16292139.45 Agency Collateralized Mortgage Obligation GNMA_20-167H N/A 38382LCV1 2050-11-20 2.5 N/A 88686154.00 6499356.48 Agency Collateralized Mortgage Obligation FHLMC_5358A N/A 3137HAV29 2053-11-25 2.3282 N/A 26923076.00 1402610.50 Agency Collateralized Mortgage Obligation GNMA_24-46G N/A 38384MAR8 2054-03-20 0.06 N/A 50000000.00 52379.88 Agency Collateralized Mortgage Obligation GNMA_24-134H N/A 38384VBK2 2053-12-20 0.07 N/A 42683741.00 32767.00 Agency Collateralized Mortgage Obligation GNMA_15-152E N/A 38379FAU3 2045-08-20 0 N/A 26566916.00 29798.39 Agency Collateralized Mortgage Obligation GNMA_25-178A N/A 38383BR79 2055-10-20 1.30112 N/A 50000000.00 3497261.91 Agency Collateralized Mortgage Obligation GNMA_23-149H N/A 38384DHA8 2052-03-20 3 N/A 50074480.00 5520588.63 Agency Collateralized Mortgage Obligation GNMA_20-1E N/A 38382CEN7 2050-01-20 1.97568 N/A 19880943.00 1737510.83 Agency Collateralized Mortgage Obligation GNMA_25-110A N/A 38381NWE4 2055-06-20 1.10112 N/A 80000000.00 2332037.11 Agency Collateralized Mortgage Obligation GNMA_23-141A N/A 38384ED44 2053-09-20 6 N/A 8000000.00 9556384.29 Agency Collateralized Mortgage Obligation GNMA_25-195A N/A 38384TCX8 2067-10-16 0 N/A 111749852.00 9198210.77 Agency Collateralized Mortgage Obligation GNMA_23-82G N/A 38384AS20 2053-06-20 1.90112 N/A 70000000.00 2227421.16 Agency Collateralized Mortgage Obligation GNMA_25-122J N/A 38381PPS6 2055-07-20 1.75112 N/A 50000000.00 3775574.20 Agency Collateralized Mortgage Obligation GNMA_24-185B N/A 38385AAQ5 2054-11-20 1.84112 N/A 100000000.00 5426783.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58 N/A 38382RHG6 2051-02-20 3 N/A 125558.00 9768.60 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5134 N/A 3137H1WU6 2051-08-25 4.5 N/A 30804477.00 3164059.12 Agency Collateralized Mortgage Obligation GNMA_13-76 N/A 38378TNU0 2043-05-20 3.5 N/A 195884000.00 1190088.10 Agency Collateralized Mortgage Obligation GNMA_25-140A N/A 38381QAH4 2055-08-20 0.37112 N/A 100000000.00 3022851.09 Agency Collateralized Mortgage Obligation GNMA_24-142B N/A 38384XAJ2 2054-09-20 1.24112 N/A 135000000.00 3120669.33 Agency Collateralized Mortgage Obligation GNMA_14-100 N/A 38379DKJ2 2044-07-20 0 N/A 2626210.00 155411.71 Agency Collateralized Mortgage Obligation GNMA_24-30H N/A 38384JLU6 2054-02-20 1.75112 N/A 31000000.00 1559190.59 Agency Collateralized Mortgage Obligation GNMA_21-197C N/A 38383DPY8 2051-11-20 3 N/A 100000000.00 5150655.91 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5097 N/A 3137FYPF7 2051-04-25 0.5 N/A 20408166.00 279410.55 Agency Collateralized Mortgage Obligation FHLMC_4950F N/A 3137FRD99 2048-09-25 0.1 N/A 6406947.00 5050.83 Agency Collateralized Mortgage Obligation GNMA_17-57B N/A 38380B7X7 2047-04-20 5 N/A 25000000.00 551021.15 Agency Collateralized Mortgage Obligation GNMA_25-140A N/A 38381QCG4 2051-04-20 5.5 N/A 6363636.00 626943.60 Agency Collateralized Mortgage Obligation GNMA_25-155L N/A 38381U4J8 2055-09-20 5 N/A 5000000.00 916423.53 Agency Collateralized Mortgage Obligation GNMA_23-59C N/A 38383XUK8 2051-12-20 0 N/A 33039521.00 946996.73 Agency Collateralized Mortgage Obligation GNMA_25-46A N/A 38385D5K8 2055-03-20 1.25112 N/A 50000000.00 1561141.83 Agency Collateralized Mortgage Obligation GNMA_25-5B N/A 38385CWH7 2055-01-20 1.15112 N/A 77306893.00 2845175.30 Agency Collateralized Mortgage Obligation GNMA_21-42E N/A 38382PB43 2051-03-20 3 N/A 40000000.00 2711079.75 Agency Collateralized Mortgage Obligation FHLMC_5491C N/A 3137HHW49 2055-01-25 1.09758 N/A 72226975.00 2655425.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 N/A 38377LBA5 2040-09-20 2.53568 N/A 43058548.00 715384.88 Agency Collateralized Mortgage Obligation GNMA_24-134J N/A 38384VBM8 2053-12-20 0.25 N/A 80188113.00 217903.14 Agency Collateralized Mortgage Obligation GNMA_24-168D N/A 38384YTA9 2054-10-20 1.32112 N/A 125000000.00 4157749.89 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138 N/A 3137H2JD7 2050-02-25 3.5 N/A 28341313.00 3867116.86 Agency Collateralized Mortgage Obligation FHLMC_5487C N/A 3137HHUC3 2054-12-25 3.0282 N/A 50000000.00 3696118.22 Agency Collateralized Mortgage Obligation GNMA_24-46A N/A 38384MAA5 2052-07-20 0 N/A 80698946.00 663030.56 Agency Collateralized Mortgage Obligation FHLMC_5591 N/A 3137HNAX6 2055-10-25 1.9782 N/A 60000000.00 4319029.32 Agency Collateralized Mortgage Obligation GNMA_14-94 N/A 38379CZU3 2038-02-20 0.2 N/A 20173198.00 4903.84 Agency Collateralized Mortgage Obligation GNMA_20-86H N/A 38382GBJ0 2050-06-20 1.15 N/A 27169811.00 579207.24 Agency Collateralized Mortgage Obligation GNMA_16-33G N/A 38379VN83 2046-03-20 2.02568 N/A 86172451.00 2196610.69 Agency Collateralized Mortgage Obligation GNMA_14-41 N/A 38379AX96 2044-03-16 2.67656 N/A 30000000.00 288723.48 Agency Collateralized Mortgage Obligation GNMA_03-41A N/A 38373QNJ6 2033-05-20 3.62568 N/A 25000000.00 845.26 Agency Collateralized Mortgage Obligation FHLMC_5504B N/A 3137HJE78 2055-02-25 0.13 N/A 30000000.00 61401.62 Agency Collateralized Mortgage Obligation GNMA_24-46E N/A 38384MAK3 2049-02-20 1.97568 N/A 32705658.00 3018397.68 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.75 N/A 200.00 197.56 U.S. Treasuries (including strips) GNMA_25-157A N/A 38381UWP3 2055-09-20 2.55112 N/A 57046000.00 5375261.90 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5008 N/A 3137FVYF3 2046-12-15 1.921999 N/A 28367228.00 882595.51 Agency Collateralized Mortgage Obligation GNMA_25-46F N/A 38385D7F7 2055-03-20 1.95112 N/A 37500000.00 3373989.99 Agency Collateralized Mortgage Obligation GNMA_23-168F N/A 38384D8K6 2051-11-20 3 N/A 50000000.00 6644231.25 Agency Collateralized Mortgage Obligation GNMA_19-153B N/A 38382BRK1 2049-12-20 1.97568 N/A 11185079.00 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299054265.00 14584793.77 Agency Collateralized Mortgage Obligation FNRA CL105SJ R24F105 N/A 3136BURV4 2055-01-25 0.9282 N/A 213060287.00 5343815.15 Agency Collateralized Mortgage Obligation GNRA 2012-134 PS N/A 38378GBM9 2042-11-20 0.9257 N/A 132412992.00 211718.69 Agency Collateralized Mortgage Obligation FHLMC STACR REMIC TR 2025-DNA3 M-1 20450925 FLT N/A 35564UAR8 2045-09-25 5.1718 N/A 2500000.00 2028251.12 Agency Collateralized Mortgage Obligation FREM MTG TR 2017-KF40 C 20271225 FLT N/A 30306JAJ5 2027-12-25 13.3163 N/A 39927982.00 12223359.73 Agency Collateralized Mortgage Obligation GNRA 2015-020 PS N/A 38379JHZ7 2045-02-20 1.5257 N/A 57578855.00 594324.34 Agency Collateralized Mortgage Obligation GNRA 2025-149 SD N/A 38381URH7 2065-09-20 1.9011 N/A 207707392.00 8937381.79 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-G05 X3 20340125 FLT N/A 3137FFXP7 2034-01-25 2.702 N/A 1625000.00 180731.99 Agency Collateralized Mortgage Obligation GNRA 2021-197 FD N/A 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Obligation FNRA CL096SC R17F096 N/A 3136B0AB2 2057-12-25 1.9137 N/A 48519741.00 1896135.93 Agency Collateralized Mortgage Obligation FGRA 4935BI 08/15/41 N/A 3137FQ6G3 2041-08-15 0.53 N/A 8997993.00 59641.18 Agency Collateralized Mortgage Obligation FGRM 5394PO 02/15/43 N/A 3137HBQN7 2043-02-15 0 N/A 5454332.00 3357891.88 Agency Collateralized Mortgage Obligation FNRM CL063MZ R20F063 N/A 3136BBC67 2050-09-25 2 N/A 1168359.00 890428.08 Agency Collateralized Mortgage Obligation FNRA RC061SE R21F061 N/A 3136BGVN8 2051-09-25 0 N/A 46500000.00 12829.11 Agency Collateralized Mortgage Obligation FNRA CL071SA R25F071 N/A 3136BXAY0 2055-09-25 1.8282 N/A 50000000.00 3473726.43 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-105 X3 20480325 FLT N/A 3137FRUM1 2048-03-25 2.0404 N/A 34625000.00 2648221.07 Agency Collateralized Mortgage Obligation FGRM 4544AI 11/15/44 N/A 3137BMQA7 2044-11-15 4 N/A 10062114.00 1996219.05 Agency Collateralized Mortgage Obligation GNRA 2011-080 SK N/A 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925325.27 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2002-26B A1 20480125 7.00000 N/A 31392CR30 2048-01-25 7 N/A 49841000.00 1030083.81 Agency Collateralized Mortgage Obligation FREDDIE MAC MSCR TR 2023-MN6 M-2 20430526 FLT N/A 355920AA7 2043-05-26 10.8218 N/A 11000000.00 12423969.98 Agency Collateralized Mortgage Obligation FRESB MTG TR 2019-SB62 X1 20390325 FLT N/A 30298AAT2 2039-03-25 1.2168 N/A 623416713.00 8654975.66 Agency Collateralized Mortgage Obligation FNRA CL062SQ R19F062 N/A 3136B6Z89 2059-11-25 1.8137 N/A 10012996.00 692572.42 Agency Collateralized Mortgage Obligation GNRA 2025-178 SP N/A 38383B4V1 2055-10-20 3.1011 N/A 46942333.00 6162469.18 Agency Collateralized Mortgage Obligation FNRM RC002KO R07W002 N/A 31396VAQ1 2037-03-25 0 N/A 19777901.00 234499.71 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-130 X-3 20480825 FLT N/A 3137H1YY6 2048-08-25 3.2027 N/A 13487621.00 1996776.62 Agency Collateralized Mortgage Obligation GNRA 2024-046 TC 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Obligation FHLMC REMIC SERIES K-F113 AS 20280525 FLT N/A 3137H13L8 2028-05-25 4.4318 N/A 11400000.00 3290256.49 Agency Collateralized Mortgage Obligation FGRM 4533JI 12/15/45 N/A 3137BMFN1 2045-12-15 5 N/A 28061628.00 570530.95 Agency Collateralized Mortgage Obligation GNRA 2025-071 SC N/A 38385FR94 2055-04-20 1.1511 N/A 80000000.00 3079501.62 Agency Collateralized Mortgage Obligation FGRA 4301SD 07/15/37 N/A 3137B8CC9 2037-07-15 1.8435 N/A 77000000.00 543998.55 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-107 X1 20300125 FLT N/A 3137FRZC8 2030-01-25 1.7019 N/A 65000000.00 3586104.48 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2018-2 MA 20571126 3.50000 N/A 35563PFG9 2057-11-26 3.5 N/A 1004000.00 199607.53 Agency Collateralized Mortgage Obligation FGRA 5444TI 08/15/44 N/A 3137HFDJ1 2044-08-15 0.05 N/A 29762511.00 39549.27 Agency Collateralized Mortgage Obligation GNRA 2025-005 TC N/A 38385CVD7 2053-07-20 0.05 N/A 18475546.00 10568.75 Agency 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Collateralized Mortgage Obligation FGRA 4935CI 06/15/42 N/A 3137FQ6J7 2042-06-15 0.65 N/A 5451206.00 42474.49 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB48 X1 20380225 FLT N/A 30296RAR1 2038-02-25 0.3692 N/A 243903642.00 457433.01 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-G03 X3 20330725 FLT N/A 3137FVEF5 2033-07-25 3.0675 N/A 7733000.00 856500.36 Agency Collateralized Mortgage Obligation GNRA 2016-04 S N/A 38379TW21 2046-01-20 1.5757 N/A 30081589.00 336016.21 Agency Collateralized Mortgage Obligation FGRA 5444IT 11/15/48 N/A 3137HFDA0 2048-11-15 0.1 N/A 6237243.00 23878.52 Agency Collateralized Mortgage Obligation GNRA 2025-027 IE N/A 38385DRA6 2055-02-20 0.02 N/A 100000000.00 19770.78 Agency Collateralized Mortgage Obligation FRESB MTG TR 2020-SB80 X1 20400925 FLT N/A 30316XAK9 2040-09-25 0.0149 N/A 89500000.00 2881171.99 Agency Collateralized Mortgage Obligation GNRA 2025-071 SA N/A 38385FQ79 2055-04-20 1.0511 N/A 150000000.00 5250137.88 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2042-10-20 3.5 N/A 2000000.00 172692.05 Agency Mortgage-Backed Securities GNII JM MA6273 M N/A 36179U6J6 2049-11-20 2.5 N/A 2712768.00 183835.24 Agency Mortgage-Backed Securities GNII SF MA9169 M N/A 36179YFJ8 2053-06-20 4.5 N/A 466228.00 411462.15 Agency Mortgage-Backed Securities GNRA 2023-057 SC N/A 38383XKJ2 2053-04-20 2.10112 N/A 56262272.00 4472272.27 Agency Collateralized Mortgage Obligation GNII SF MA3245 M N/A 36179RTA7 2045-11-20 4 N/A 1424000.00 113422.45 Agency Mortgage-Backed Securities GNII SF MA8879 M N/A 36179X2L9 2053-05-20 5.5 N/A 15000000.00 11380683.20 Agency Mortgage-Backed Securities GNMI SP 784713 X N/A 3622AADS0 2047-02-15 3 N/A 825000.00 352335.06 Agency Mortgage-Backed Securities GNRA 2020-149 SA N/A 38382KBN2 2050-10-20 0 N/A 25080384.00 393453.93 Agency Collateralized Mortgage Obligation GNRA 2024-079 SI N/A 38384PCN8 2054-05-20 3.15112 N/A 42086464.00 3348527.12 Agency Collateralized Mortgage Obligation GNRM 2021-158 IN N/A 38382X4G7 2051-09-20 2.5 N/A 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MB0024 M N/A 3618N5A25 2054-11-20 4.5 N/A 10961500.00 10288272.39 Agency Mortgage-Backed Securities GNRA 2024-155 SG N/A 38384XKL6 2054-09-20 2.05112 N/A 53191488.00 3714127.48 Agency Collateralized Mortgage Obligation GNRA 2025-001 XS N/A 38385CJN9 2055-01-20 1.82112 N/A 70000000.00 7165731.52 Agency Collateralized Mortgage Obligation GNRM 2021-046 BI N/A 38382P3V2 2051-03-20 2 N/A 18750000.00 1750459.85 Agency Collateralized Mortgage Obligation GNII SF MA5141 M N/A 36179TWA9 2048-04-20 6 N/A 25000.00 2422.23 Agency Mortgage-Backed Securities GNRA 2021-225 YI N/A 38383FZL0 2051-12-20 3 N/A 48280384.00 4717142.98 Agency Collateralized Mortgage Obligation GNRA 2024-126 SG N/A 38384UXN4 2054-08-20 2.55112 N/A 40000000.00 4651719.45 Agency Collateralized Mortgage Obligation GNRA 2025-083 SA N/A 38385GPQ6 2055-05-20 1.70112 N/A 18000000.00 1376194.54 Agency Collateralized Mortgage Obligation GNRA 2025-060 SD N/A 38385FC82 2055-04-20 1.85112 N/A 26019712.00 1780828.55 Agency Collateralized 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Securities GNRM 2022-213 IX N/A 38383LH78 2050-08-20 2.5 N/A 39927296.00 4557005.31 Agency Collateralized Mortgage Obligation GNRA 2025-060 SE N/A 38385FD73 2055-04-20 1.85112 N/A 41952576.00 4777627.21 Agency Collateralized Mortgage Obligation GNII SF MA5024 M N/A 36179TSM8 2048-02-20 6 N/A 359000.00 57445.11 Agency Mortgage-Backed Securities GNII SF MA6547 M N/A 36179VHY9 2050-02-20 6 N/A 239000.00 50547.64 Agency Mortgage-Backed Securities GNRA 2024-204 SG N/A 38385BST8 2054-12-20 1.95112 N/A 64600000.00 5820577.59 Agency Collateralized Mortgage Obligation GNII SF 002798 M N/A 36202DDB4 2029-08-20 7.5 N/A 49151.00 45.97 Agency Mortgage-Backed Securities GNII FS 004211 M N/A 36202EVC0 2038-08-20 6.5 N/A 391729.00 4192.20 Agency Mortgage-Backed Securities GNII SF MA4720 M N/A 36179TG58 2047-09-20 4 N/A 61798000.00 6611416.06 Agency Mortgage-Backed Securities GNRA 2024-137 SB N/A 38384U4P1 2054-08-20 2.10112 N/A 70476160.00 4874246.14 Agency Collateralized Mortgage Obligation GNII SF MA8878 M N/A 36179X2K1 2053-05-20 5 N/A 10000000.00 8198017.87 Agency Mortgage-Backed Securities GNII SF MA7937 M N/A 36179WZA9 2052-03-20 3 N/A 3365240.00 2195716.66 Agency Mortgage-Backed Securities GNII SF 003460 M N/A 36202DZZ7 2033-10-20 6 N/A 75000.00 714.50 Agency Mortgage-Backed Securities GNII SF MA4724 M N/A 36179TG90 2047-09-20 6 N/A 88000.00 10316.14 Agency Mortgage-Backed Securities GNRM 2020-129 GI N/A 38382JYW0 2050-09-20 3 N/A 40000000.00 3686056.47 Agency Collateralized Mortgage Obligation GNII SF MA8724 M N/A 36179XVR4 2053-03-20 4.5 N/A 500000.00 400345.66 Agency Mortgage-Backed Securities GNRM 2020-127 NI N/A 38382H6V7 2050-08-20 3 N/A 41662848.00 3414701.14 Agency Collateralized Mortgage Obligation GNRM 2021-058 IT N/A 38382REJ3 2051-02-20 3 N/A 66333312.00 5032640.67 Agency Collateralized Mortgage Obligation GNII SF 004749 M N/A 36202FH25 2040-07-20 6 N/A 1005214.00 16657.44 Agency Mortgage-Backed Securities GNII SF MA8268 M N/A 36179XFH4 2052-09-20 4.5 N/A 275000.00 208631.60 Agency Mortgage-Backed Securities GNII SF MA9102 M N/A 36179YDF8 2053-04-20 3.5 N/A 105000.00 74437.36 Agency Mortgage-Backed Securities GNII SF MA8098 M N/A 36179W7K8 2052-06-20 3 N/A 9777000.00 6631037.06 Agency Mortgage-Backed Securities GNII SF MA8943 M N/A 36179X5C6 2053-05-20 3 N/A 27000.00 18237.21 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Moody's NR Fitch F1 2025-12-01 2025-12-01 2025-12-01 N N N 0.0409 424000000.00 424000000.00 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.25000000 91282CJS1 254900HROIFWPRGM1V77 US91282CJS17 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2025-12-31 2025-12-31 2025-12-31 N N N 0.0381 593908043.84 593908043.84 0.0030 N Y Y N BNP Paribas SA BNP Paribas SA 4.08000000 N/A R0MUWSFPU8MPRO8K5P83 BYDVC3WX6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 08/15/49 N/A 912834UY2 2049-08-15 0 N/A 614.40 193.43 U.S. 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56000.00 47249.21 Agency Mortgage-Backed Securities FEPC 05.000 CLQX5451 N/A 31426BBV7 2055-01-01 5 N/A 3000.00 2764.64 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2127 N/A 3140W2LH2 2055-06-01 5.5 N/A 1024.00 958.26 Agency Mortgage-Backed Securities 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 N/A 4575000.00 4728281.79 U.S. Treasuries (including strips) FNMS 05.500 CLMA4919 N/A 31418EPD6 2053-02-01 5.5 N/A 454001.00 338405.68 Agency Mortgage-Backed Securities FNMS 02.000 CLBU8892 N/A 3140MA3A0 2052-04-01 2 N/A 2004.00 1350.97 Agency Mortgage-Backed Securities FNMS 02.500 RIBH9343 N/A 3140GYLZ0 2032-09-01 2.5 N/A 1499000.00 107901.58 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9515 N/A 3140XDSD9 2051-11-01 2.5 N/A 2592148.00 1743644.17 Agency Mortgage-Backed Securities FEPC 06.000 CLQY1141 N/A 31426KHT6 2055-04-01 6 N/A 19277720.00 18680159.78 Agency Mortgage-Backed Securities FEPC 05.500 CNRD5241 N/A 3133LPZE0 2035-04-01 5.5 N/A 40014.00 33790.08 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3126 N/A 3140QNPL0 2052-03-01 3.5 N/A 1000.00 661.07 Agency Mortgage-Backed Securities 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.25 N/A 7393500.00 7518648.63 U.S. Treasuries (including strips) FNMS 06.000 CLMA5880 N/A 31418FRA7 2055-11-01 6 N/A 1277806.00 1301352.33 Agency Mortgage-Backed Securities FEPC 03.000 CLZT0511 N/A 3132ACR85 2048-08-01 3 N/A 442937.00 117714.64 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4167 N/A 3142GUTZ6 2055-05-01 6 N/A 12604946.00 11904828.64 Agency Mortgage-Backed Securities FNMS 05.500 CLBY2840 N/A 3140NKEN7 2053-06-01 5.5 N/A 1000.00 759.32 Agency Mortgage-Backed Securities 03.000 FGPC G08747 G N/A 3128MJZM5 2047-02-01 3 N/A 489670.00 102376.41 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5877 N/A 31418FQ75 2055-11-01 4.5 N/A 87850.00 86256.00 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6695 N/A 3140QSNM9 2053-07-01 5.5 N/A 45883328.00 36307151.11 Agency Mortgage-Backed Securities FNMS 04.500 CLBW0035 N/A 3140MRBD8 2052-07-01 4.5 N/A 74000.00 45902.42 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3687 N/A 31418DCZ3 2049-06-01 4 N/A 1000.00 93.98 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5113 N/A 31418EVF4 2043-08-01 5.5 N/A 14779044.00 9994940.62 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1473 N/A 3140XGT74 2051-10-01 3.5 N/A 1000.00 624.96 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1172 N/A 31427NJS9 2055-05-01 5.5 N/A 21556960.00 21288816.68 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5266 N/A 31418EZ86 2039-02-01 5 N/A 20000.00 12989.46 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ6001 N/A 31427DU33 2055-10-01 6.5 N/A 1375242.00 1440988.72 Agency Mortgage-Backed Securities FNMS 05.500 CLDF5478 N/A 3140BWCQ9 2055-12-01 5.5 N/A 1000.00 1020.19 Agency Mortgage-Backed Securities FNMS 03.500 CLAB8579 N/A 31417FQ92 2043-02-01 3.5 N/A 794632.00 139228.56 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8922 N/A 3138WJ4G0 2047-03-01 3.5 N/A 1000.00 207.12 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ5291 N/A 3133CV2Y9 2054-10-01 6 N/A 10965504.00 9567730.62 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3059 N/A 3142GTMH6 2054-12-01 5 N/A 1039.00 965.61 Agency Mortgage-Backed Securities FEPC 03.500 CLRA6599 N/A 3133KNKL6 2052-01-01 3.5 N/A 1000.00 609.01 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4666 N/A 3140QQFG5 2052-09-01 4 N/A 25988384.00 19249952.07 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8133 N/A 3132DWBA0 2051-03-01 1.5 N/A 525000.00 301266.37 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6965 N/A 3140XAW32 2051-04-01 2.5 N/A 427000.00 270330.24 Agency Mortgage-Backed Securities FNMS 04.500 CLCB9199 N/A 3140QVGH1 2054-09-01 4.5 N/A 5000.00 4795.23 Agency Mortgage-Backed Securities FNMS 03.500 CLBD4416 N/A 3140FB4A5 2046-07-01 3.5 N/A 1000.00 104.58 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0044 N/A 3140QKBN7 2051-04-01 3 N/A 100000000.00 56937745.66 Agency Mortgage-Backed Securities FNMS 03.500 CLAB9361 N/A 31417GMK9 2043-05-01 3.5 N/A 2000.00 323.74 Agency Mortgage-Backed Securities FNMS 06.000 CIMA5202 N/A 31418EX88 2038-11-01 6 N/A 10000.00 5094.70 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9241 N/A 31417GHT6 2043-05-01 3 N/A 1008.00 184.30 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5568 N/A 3140JAFJ2 2049-02-01 4.5 N/A 278000.00 89627.70 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8469 N/A 3132DWMS9 2054-10-01 5.5 N/A 18000.00 15897.70 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8257 N/A 3132DWE66 2052-10-01 4.5 N/A 64000.00 50307.35 Agency Mortgage-Backed Securities FNMS 06.000 CL865885 N/A 31409A6W4 2036-03-01 6 N/A 1000.00 8.79 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8256 N/A 3132DWE58 2052-10-01 4 N/A 4000.00 3156.45 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5635 N/A 3140XMHM1 2052-11-01 4 N/A 189046.00 156469.27 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ2225 N/A 3142GSPK8 2054-08-01 6.5 N/A 6210002.00 4769947.87 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ1676 N/A 3140H22J6 2047-12-01 4 N/A 355000.00 74053.29 Agency Mortgage-Backed Securities FEPC 03.000 CLQA4675 N/A 31346YFQ1 2049-11-01 3 N/A 154833.00 50939.83 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6376 N/A 3133WDCM2 2054-06-01 6 N/A 1000.00 868.64 Agency Mortgage-Backed Securities 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 N/A 300.00 308.86 U.S. Treasuries (including strips) FNMS 06.000 CLFA3641 N/A 3140W4BK2 2055-08-01 6 N/A 2108.00 2189.83 Agency Mortgage-Backed Securities FEPC 03.500 CLSD6653 N/A 3132DUMA2 2053-08-01 3.5 N/A 55986.00 47990.56 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2078 N/A 3138YTJY1 2045-09-01 3.5 N/A 29363680.00 9593712.67 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0838 N/A 3140Y64Y3 2055-08-01 5.5 N/A 15006073.00 15197874.40 Agency Mortgage-Backed Securities 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 N/A 2927800.00 2781875.74 U.S. Treasuries (including strips) FNMS 06.000 CL745256 N/A 31403C5R8 2036-02-01 6 N/A 8602000.00 88439.71 Agency Mortgage-Backed Securities FEPC 05.500 CLQY5210 N/A 31426PYG4 2055-06-01 5.5 N/A 9106185.00 8727957.37 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5010 N/A 31418ER85 2053-05-01 5.5 N/A 746230.00 581501.32 Agency Mortgage-Backed Securities FNMS 03.000 CWMA1635 N/A 31418AY93 2028-09-01 3 N/A 1000.00 55.10 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4621 N/A 3140QQD36 2052-09-01 5 N/A 1000.00 786.81 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5235 N/A 3140XLY93 2053-07-01 5.5 N/A 408000.00 335799.69 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1335 N/A 3142GRPV6 2054-04-01 5.5 N/A 4250474.00 3870192.27 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5169 N/A 31418EW71 2038-10-01 5.5 N/A 19000.00 11560.72 Agency Mortgage-Backed Securities FEPC 05.000 CTRB5374 N/A 3133KY6K0 2045-11-01 5 N/A 1000.00 1007.01 Agency Mortgage-Backed Securities FNMS 04.500 CTAL4549 N/A 3138EMBT7 2032-01-01 4.5 N/A 888000.00 43394.03 Agency Mortgage-Backed Securities FNMS 03.000 CLBM5822 N/A 3140JAPG7 2048-11-01 3 N/A 49491942.00 11598200.42 Agency Mortgage-Backed Securities FEPC 05.000 CISB8260 N/A 3132D6E97 2038-10-01 5 N/A 44000.00 27010.64 Agency Mortgage-Backed Securities FEPC 05.500 CLQI6758 N/A 3133WDQK1 2054-05-01 5.5 N/A 99303.00 87803.30 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8065 N/A 3140XP6B0 2054-03-01 5.5 N/A 61000.00 52358.15 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9144 N/A 3140NEES0 2053-04-01 5 N/A 31727.00 30485.72 Agency Mortgage-Backed Securities FNMS 02.000 CIFM8988 N/A 3140XC7A0 2036-09-01 2 N/A 380000.00 197815.94 Agency Mortgage-Backed Securities FEPC 03.000 CLRA6664 N/A 3133KNMM2 2052-02-01 3 N/A 1000.00 676.33 Agency Mortgage-Backed Securities FNMS 06.500 CLDD3013 N/A 3140B3K35 2055-02-01 6.5 N/A 1000.00 1041.05 Agency Mortgage-Backed Securities FEPC 04.000 CLSD7560 N/A 3132DVMH5 2053-02-01 4 N/A 1200.00 898.90 Agency Mortgage-Backed Securities 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 N/A 15508600.00 15961297.99 U.S. Treasuries (including strips) FNMS 04.500 CLMA4684 N/A 31418EF21 2052-06-01 4.5 N/A 42000.00 30744.00 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8422 N/A 3140XCLC0 2051-08-01 2.5 N/A 1000.00 639.31 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4897 N/A 3140J9NP2 2046-12-01 3.5 N/A 98991.00 27025.27 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ4041 N/A 3133CUP26 2054-09-01 6.5 N/A 2231974.00 2105808.87 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4996 N/A 3138WERS0 2045-05-01 3.5 N/A 43782272.00 3772297.21 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2017 N/A 31427PG32 2055-08-01 5.5 N/A 1522920.00 1537581.80 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5330 N/A 31418E4Q0 2039-04-01 5.5 N/A 18000.00 11223.50 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0198 N/A 3140W0GG4 2054-10-01 5.5 N/A 49832714.00 46750343.51 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8104 N/A 3140XCAE8 2051-07-01 3 N/A 2000.00 1197.67 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4623 N/A 31418ED56 2052-06-01 2.5 N/A 1000.00 711.08 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5276 N/A 3140QQ2J3 2052-12-01 5 N/A 11373136.00 8120416.85 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2443 N/A 3140XHWD5 2052-08-01 4 N/A 37986040.00 29014840.27 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4604 N/A 31418EDJ6 2037-05-01 3 N/A 47000.00 28080.22 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ1375 N/A 3142GRQ52 2054-02-01 4.5 N/A 6000.00 5215.08 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5859 N/A 3140BWQM3 2055-12-01 5 N/A 2517310.00 2535741.74 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4152 N/A 3142GUTJ2 2055-05-01 5.5 N/A 78567520.00 72652111.15 Agency Mortgage-Backed Securities FNMS 03.000 CLBO7242 N/A 3140K3BL5 2050-01-01 3 N/A 1000.00 241.94 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0699 N/A 3142GQX56 2054-01-01 6 N/A 18965840.00 18294981.01 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6427 N/A 3140QED90 2050-07-01 3 N/A 726000.00 249760.92 Agency Mortgage-Backed Securities FEPC 05.500 CLQG3783 N/A 3133C4FY5 2053-05-01 5.5 N/A 1016.00 703.13 Agency Mortgage-Backed Securities FEPC 07.000 CLRJ0722 N/A 3142GQYU0 2054-01-01 7 N/A 2048.00 1673.19 Agency Mortgage-Backed Securities FEPC 04.500 CLSD7403 N/A 3132DVGL3 2054-11-01 4.5 N/A 5000.00 4703.67 Agency Mortgage-Backed Securities FNMS 03.000 CLFA3665 N/A 3140W4CB1 2047-08-01 3 N/A 4353697.00 3981926.11 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ0958 N/A 31426XB49 2055-08-01 6 N/A 9208455.00 8790190.48 Agency Mortgage-Backed Securities 4 7/8 BOND 45 N/A 912810UN6 2045-08-15 4.875 N/A 1200.00 1254.40 U.S. Treasuries (including strips) FNMS 05.000 CLFS7131 N/A 3140XN4R2 2054-02-01 5 N/A 5000.00 4367.65 Agency Mortgage-Backed Securities FEPC 05.500 CLQY7766 N/A 31426STY5 2055-07-01 5.5 N/A 36264.00 37060.27 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5552 N/A 31418FE29 2054-12-01 5 N/A 14324362.00 13424466.73 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1440 N/A 3140Y7S66 2055-11-01 5.5 N/A 8734740.00 8885055.51 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2333 N/A 3140X5SX2 2050-02-01 3.5 N/A 146000.00 32626.30 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1814 N/A 31427PAQ7 2055-07-01 5.5 N/A 5208503.00 5160802.81 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5139 N/A 31418EV98 2053-09-01 6 N/A 597936.00 428887.50 Agency Mortgage-Backed Securities FEPC 03.500 CLZL2862 N/A 3131XJFB3 2042-03-01 3.5 N/A 3497.00 376.04 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ1859 N/A 31426YB54 2055-09-01 6.5 N/A 904451.00 948075.62 Agency Mortgage-Backed Securities FNMS 07.000 CLDD2886 N/A 3140B3F49 2055-03-01 7 N/A 1001.00 1057.60 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8483 N/A 3138WJM96 2046-12-01 3 N/A 10514524.00 2070898.52 Agency Mortgage-Backed Securities FNMS 04.000 CLBV6878 N/A 3140MLUC2 2052-04-01 4 N/A 2184584.00 1798364.05 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5087 N/A 31418EUM0 2038-07-01 5.5 N/A 9000.00 5565.20 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2178 N/A 3140X5M42 2050-01-01 3.5 N/A 159000.00 38616.88 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9802 N/A 3140QV3L6 2055-01-01 5.5 N/A 1027.00 948.01 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8233 N/A 3132DWEE9 2052-07-01 5 N/A 88000.00 64811.80 Agency Mortgage-Backed Securities FNMS 04.500 CI890882 N/A 31410LXK3 2034-02-01 4.5 N/A 3126.00 323.61 Agency Mortgage-Backed Securities FEPC 05.000 CISB8371 N/A 3132D6JQ4 2040-03-01 5 N/A 99123.00 80092.78 Agency Mortgage-Backed Securities FNMS 04.000 CLAB4525 N/A 31417BA31 2042-02-01 4 N/A 3000.00 176.66 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0972 N/A 3140Y7CJ5 2055-03-01 6 N/A 313351.00 293899.83 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5089 N/A 31418EUP3 2053-07-01 4 N/A 19000.00 15716.95 Agency Mortgage-Backed Securities FNMS 07.000 CLDE3424 N/A 3140BFYW9 2055-06-01 7 N/A 1001.00 1053.55 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1442 N/A 3140MSS89 2052-06-01 4.5 N/A 7776408.00 5368211.39 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4654 N/A 31418EE48 2052-07-01 3.5 N/A 10000.00 7539.92 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9462 N/A 31417GQQ2 2043-05-01 3 N/A 395875.00 84186.57 Agency Mortgage-Backed Securities FNMS 04.000 CLFS7968 N/A 3140XP2A6 2049-02-01 4 N/A 4612504.00 3804849.78 Agency Mortgage-Backed Securities FNMS 02.000 CIAR6867 N/A 3138W4TZ4 2028-02-01 2 N/A 1377927.00 51982.35 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5438 N/A 31329PBF9 2048-06-01 4.5 N/A 12763894.00 2283797.33 Agency Mortgage-Backed Securities FEPC 06.000 CLQY0137 N/A 31426JEK1 2055-04-01 6 N/A 1026628.00 1065495.08 Agency Mortgage-Backed Securities FNMS 05.000 CLDF3740 N/A 3140BUEN8 2055-11-01 5 N/A 42820298.00 42938396.38 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8206 N/A 3132DWDK6 2052-04-01 3 N/A 6270.00 4415.38 Agency Mortgage-Backed Securities 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.25 N/A 400000.00 416028.28 U.S. Treasuries (including strips) 03.000 FGPC U79062 G N/A 3132G5B81 2031-03-01 3 N/A 1998000.00 169820.54 Agency Mortgage-Backed Securities BILL 01/29/26 N/A 912797RK5 2026-01-29 0 N/A 100.00 99.38 U.S. Treasuries (including strips) FEPC 06.000 CLSL1210 N/A 31427NKY4 2055-05-01 6 N/A 840772.00 849225.96 Agency Mortgage-Backed Securities FEPC 04.000 CIQO4507 N/A 3133WPAG0 2040-11-01 4 N/A 1819849.00 1801927.13 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5617 N/A 31418FG35 2040-02-01 5 N/A 10000.00 7832.16 Agency Mortgage-Backed Securities 03.500 FGPC V82084 G N/A 3132L7J59 2045-12-01 3.5 N/A 2047000.00 263899.87 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ9624 N/A 31427KVS1 2050-11-01 5.5 N/A 1326051.00 1351211.49 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4373 N/A 3132E02E1 2053-11-01 6.5 N/A 3437120.00 3003328.19 Agency Mortgage-Backed Securities FEPC 04.500 CLQC5033 N/A 3133APSW0 2051-08-01 4.5 N/A 833262.00 180016.07 Agency Mortgage-Backed Securities FNMS 04.500 CICB4508 N/A 3140QQAJ4 2037-08-01 4.5 N/A 388000.00 237632.27 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7569 N/A 3132DVMS1 2054-04-01 6 N/A 514780.00 451605.83 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ7501 N/A 31427HKP6 2055-11-01 5.5 N/A 7338450.00 7479701.28 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4799 N/A 3142GVKM2 2055-09-01 6 N/A 2029.00 2082.50 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5470 N/A 31418FCG0 2054-09-01 5.5 N/A 621824.00 543703.93 Agency Mortgage-Backed Securities FEPC 05.500 CISB8261 N/A 3132D6FA3 2038-10-01 5.5 N/A 48000.00 28766.97 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1213 N/A 31418AK31 2042-10-01 3.5 N/A 405000.00 50608.57 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2863 N/A 3140QNFD9 2052-02-01 2.5 N/A 135000.00 81961.59 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9659 N/A 3140QVWV2 2054-12-01 5.5 N/A 5411352.00 5174096.96 Agency Mortgage-Backed Securities FEPC 03.500 CLZA1224 N/A 31329JLD7 2042-06-01 3.5 N/A 9743452.00 1026871.33 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7290 N/A 3140QFC49 2050-10-01 2 N/A 80649760.00 41319228.64 Agency Mortgage-Backed Securities FNMS 05.500 CLDD8484 N/A 3140B9NA3 2055-05-01 5.5 N/A 5428761.00 5150000.84 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0549 N/A 3140Q7TF4 2047-10-01 4 N/A 1000.00 72.52 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4761 N/A 31418EJF8 2052-09-01 5 N/A 17000.00 12758.04 Agency Mortgage-Backed Securities FNMS 03.000 CLAT5993 N/A 3138WTUT1 2043-05-01 3 N/A 3625200.00 464105.38 Agency Mortgage-Backed Securities FNMS 03.500 CLBC1158 N/A 3140EVJC2 2046-02-01 3.5 N/A 250000.00 28661.50 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0307 N/A 31427MKV2 2055-01-01 5.5 N/A 31365609.00 30195630.35 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1867 N/A 3140QMCD4 2051-10-01 2.5 N/A 62000.00 41461.44 Agency Mortgage-Backed Securities FNMS 03.500 CLFM8122 N/A 3140XCAY4 2049-06-01 3.5 N/A 16697.00 7314.69 Agency Mortgage-Backed Securities FEPC 03.000 CIZK3848 N/A 3131X7HZ4 2027-01-01 3 N/A 1000.00 7.49 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7384 N/A 3133KPFZ6 2052-05-01 3.5 N/A 114000.00 81949.51 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4197 N/A 3140MHUX5 2052-04-01 3 N/A 10000.00 6267.59 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3537 N/A 31418C4X9 2048-12-01 4.5 N/A 565000.00 41668.45 Agency Mortgage-Backed Securities 03.500 FGPC T65257 G N/A 31322YZW4 2044-12-01 3.5 N/A 2736.00 119.32 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4555 N/A 3140QQBZ7 2052-09-01 4.5 N/A 47000.00 37889.87 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3650 N/A 31418DBU5 2029-04-01 3.5 N/A 1189000.00 83235.29 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2463 N/A 3140XHWZ6 2052-02-01 3 N/A 1100.00 763.13 Agency Mortgage-Backed Securities FNMS 07.000 CLMA5639 N/A 31418FHR1 2055-02-01 7 N/A 1000.00 727.62 Agency Mortgage-Backed Securities FEPC 04.000 CISB8172 N/A 3132D6CH1 2037-07-01 4 N/A 298000.00 170773.26 Agency Mortgage-Backed Securities FNMS 04.000 CTCA1343 N/A 3140Q8P58 2038-03-01 4 N/A 1009.00 145.42 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1549 N/A 3132DNWJ8 2052-04-01 3.5 N/A 40000.00 27934.57 Agency Mortgage-Backed Securities FNMS 02.000 CICB2966 N/A 3140QNJL7 2037-03-01 2 N/A 1000.00 605.75 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3151 N/A 31418CQD9 2037-10-01 3 N/A 2070000.00 275693.66 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0553 N/A 3140N4TK3 2052-10-01 5.5 N/A 99000.00 70421.52 Agency Mortgage-Backed Securities FNMS 03.500 CICA3278 N/A 3140QAUC2 2034-04-01 3.5 N/A 1000.00 151.57 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3669 N/A 3140QPCF2 2052-05-01 3 N/A 455000.00 358782.30 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8244 N/A 3132DWER0 2052-09-01 4 N/A 17000.00 13406.04 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0024 N/A 3140XFA27 2051-09-01 2.5 N/A 1000.00 543.70 Agency Mortgage-Backed Securities FEPC 05.500 CLQY5240 N/A 31426PZE8 2055-06-01 5.5 N/A 1698296.00 1731833.50 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8349 N/A 3132DWH22 2053-08-01 5.5 N/A 1008.00 817.94 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0096 N/A 31427MDA6 2054-11-01 5 N/A 427646.00 405149.06 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7185 N/A 3133KN6W8 2052-04-01 4 N/A 600000.00 427112.85 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4232 N/A 31418DV25 2041-01-01 2 N/A 1000.00 532.78 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7160 N/A 3140XN5W0 2054-02-01 6.5 N/A 1000.00 799.99 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7567 N/A 3132DVMQ5 2054-02-01 5.5 N/A 164457647.00 140374293.06 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3812 N/A 3140XKGW4 2053-01-01 4.5 N/A 1053000.00 871216.85 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7599 N/A 3140XBNR7 2051-01-01 3.5 N/A 29000.00 9788.60 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5737 N/A 31418FLT2 2055-06-01 6.5 N/A 1000.00 904.12 Agency Mortgage-Backed Securities FNMS 06.500 CL890482 N/A 31410LJ37 2039-01-01 6.5 N/A 1000.00 47.78 Agency Mortgage-Backed Securities FNMS 04.000 CLMB0304 N/A 3138MTKS5 2055-03-01 4 N/A 27100173.00 24815562.57 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4372 N/A 3142GU2E2 2055-06-01 5.5 N/A 1048.00 1067.99 Agency Mortgage-Backed Securities BILL 06/11/26 N/A 912797QX8 2026-06-11 0 N/A 1503200.00 1474769.98 U.S. Treasuries (including strips) FEPC 06.000 CLQJ0517 N/A 3133CQSE6 2054-08-01 6 N/A 2002.00 1915.33 Agency Mortgage-Backed Securities 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 N/A 12164000.00 11583608.11 U.S. Treasuries (including strips) FEPC 05.500 CLSD3173 N/A 3132DQQ25 2053-07-01 5.5 N/A 16961760.00 13771981.10 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1172 N/A 3140XGJS9 2051-11-01 3 N/A 20534387.00 13416486.59 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8784 N/A 3138WJXN3 2047-02-01 3 N/A 30756000.00 6455533.79 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4842 N/A 31418ELY4 2052-12-01 5.5 N/A 41500.00 31909.82 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1085 N/A 3142GRF39 2054-03-01 6.5 N/A 5261.00 4607.56 Agency Mortgage-Backed Securities FEPC 04.000 CIZS6920 N/A 3132A7VM0 2029-03-01 4 N/A 1000.00 32.17 Agency Mortgage-Backed Securities FNMS 02.000 CLFM7152 N/A 3140XA5N8 2051-05-01 2 N/A 1001.00 466.48 Agency Mortgage-Backed Securities FNMS 05.500 CLDB4131 N/A 3140ADSV4 2054-08-01 5.5 N/A 1024.00 888.25 Agency Mortgage-Backed Securities FNMS 04.000 CLAE4680 N/A 31419FFW1 2040-11-01 4 N/A 6200000.00 364517.49 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0734 N/A 31417YY84 2031-05-01 4.5 N/A 982978.00 28240.71 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5468 N/A 31418FCE5 2054-09-01 4.5 N/A 5002.00 4583.56 Agency Mortgage-Backed Securities FNMS 02.500 CIFA1177 N/A 3140W1JX2 2035-07-01 2.5 N/A 7779928.00 6183507.48 Agency Mortgage-Backed Securities FEPC 04.000 CIQO4509 N/A 3133WPAJ4 2040-11-01 4 N/A 1513791.00 1498604.65 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3444 N/A 31418CZJ6 2048-08-01 4.5 N/A 1001.00 81.25 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0781 N/A 3132DM2N4 2051-11-01 3 N/A 56292.00 32726.15 Agency Mortgage-Backed Securities FNMS 03.000 CLFM6063 N/A 3140X9WZ4 2051-02-01 3 N/A 65974.00 35278.58 Agency Mortgage-Backed Securities FNMS 05.000 CTMA5920 N/A 31418FSJ7 2045-11-01 5 N/A 1000.00 1010.87 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5304 N/A 3140QQ3N3 2052-12-01 6 N/A 13880416.00 10140833.78 Agency Mortgage-Backed Securities FNMS 05.500 CLDF5952 N/A 3140BWTJ7 2055-12-01 5.5 N/A 2000.00 2061.89 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4698 N/A 31418EGG9 2052-08-01 3 N/A 1000.00 742.78 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ2479 N/A 3140KMXH8 2050-09-01 2 N/A 138000.00 70218.76 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7334 N/A 3140QFEG0 2050-10-01 2 N/A 12636638.00 6921908.71 Agency Mortgage-Backed Securities FEPC 03.500 CLZM3635 N/A 3131XXBC4 2047-07-01 3.5 N/A 1000.00 83.81 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2956 N/A 3140QAJA9 2049-01-01 4.5 N/A 1024.00 147.29 Agency Mortgage-Backed Securities FNMS 04.500 CLFA1182 N/A 3140W1J46 2049-06-01 4.5 N/A 20975040.00 19291016.29 Agency Mortgage-Backed Securities FNMS 03.000 CI890867 N/A 31410LW40 2032-06-01 3 N/A 498998.00 66852.98 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4747 N/A 3140X8HZ3 2048-01-01 3.5 N/A 447840.00 128962.21 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5774 N/A 3140QRMY6 2053-02-01 5.5 N/A 1024840.00 913475.04 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5700 N/A 31418FKN6 2055-05-01 5.5 N/A 4396155.00 4134259.10 Agency Mortgage-Backed Securities FNMS 02.500 CLFS8686 N/A 3140XQUL9 2053-07-01 2.5 N/A 81000.00 63807.35 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2157 N/A 3140XHMF1 2052-06-01 4.5 N/A 1000.00 706.80 Agency Mortgage-Backed Securities FNMS 02.500 ZLFP0038 N/A 3140XTBG5 2052-01-25 2.5 N/A 4218274.00 3058965.70 Agency Mortgage-Backed Securities FNMS 03.500 CLAT3487 N/A 3138WQ2V3 2043-04-01 3.5 N/A 6493000.00 778912.96 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3897 N/A 3140QPKK2 2052-06-01 3.5 N/A 41000.00 30777.89 Agency Mortgage-Backed Securities FNMS 06.500 CLDF5512 N/A 3140BWDS4 2055-11-01 6.5 N/A 1086000.00 1140003.52 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5462 N/A 3140QRB85 2053-01-01 5.5 N/A 1000.00 694.06 Agency Mortgage-Backed Securities FEPC 04.500 CLSL0454 N/A 31427MQG9 2054-11-01 4.5 N/A 8000.00 7565.80 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0245 N/A 3140Y6HX1 2055-04-01 5.5 N/A 1000.00 909.10 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9969 N/A 3140QWCF7 2055-02-01 5.5 N/A 36368640.00 35511995.71 Agency Mortgage-Backed Securities 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 N/A 12244900.00 12753744.05 U.S. Treasuries (including strips) FNMS 04.000 CLFA1122 N/A 3140W1G80 2053-07-01 4 N/A 4600136.00 4127229.88 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0189 N/A 3140QKF78 2051-04-01 3 N/A 295000.00 156217.80 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2929 N/A 31418CHF4 2047-03-01 3.5 N/A 12980970.00 1762484.70 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4770 N/A 3138WEJQ3 2045-04-01 3.5 N/A 84735488.00 7467410.86 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5290 N/A 3132DS2X9 2054-05-01 5.5 N/A 1000.00 901.17 Agency Mortgage-Backed Securities FNMS 04.000 CLFA1115 N/A 3140W1GZ0 2053-04-01 4 N/A 9461360.00 8568467.59 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6838 N/A 3140XNS47 2053-11-01 5.5 N/A 80000.00 67716.33 Agency Mortgage-Backed Securities FEPC 02.500 CISB0762 N/A 3132CWZ31 2037-04-01 2.5 N/A 18000.00 11255.85 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2950 N/A 31427QH47 2050-10-01 5.5 N/A 11174720.00 11351670.53 Agency Mortgage-Backed Securities FNMS 02.500 CLAB6667 N/A 31417DMR1 2042-10-01 2.5 N/A 140999.00 37296.67 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8506 N/A 3132DWNX7 2055-02-01 5.5 N/A 1000.00 911.40 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1266 N/A 3142GRMQ0 2054-04-01 5.5 N/A 46971250.00 44552263.61 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6671 N/A 3140XNMV3 2053-06-01 5.5 N/A 37999.00 31245.72 Agency Mortgage-Backed Securities FNMS 04.500 CLFA3123 N/A 3140W3PH6 2052-08-01 4.5 N/A 1939720.00 1917241.76 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5772 N/A 31418FMW4 2040-07-01 5.5 N/A 17000.00 15428.39 Agency Mortgage-Backed Securities FEPC 06.000 CLQY5161 N/A 31426PWX9 2055-06-01 6 N/A 1320376.00 1374283.15 Agency Mortgage-Backed Securities FNMS 03.500 CLAR8866 N/A 3138W6Z82 2043-06-01 3.5 N/A 1003.00 228.65 Agency Mortgage-Backed Securities FNMS 05.000 CLDC3674 N/A 3140ARCL2 2054-10-01 5 N/A 3001.00 3002.51 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4256 N/A 31418DWS7 2050-01-01 2.5 N/A 600000.00 284128.58 Agency Mortgage-Backed Securities 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 N/A 20858100.00 15798519.28 U.S. Treasuries (including strips) FNMS 05.000 CKMA4718 N/A 31418EG46 2052-07-01 5 N/A 120999.00 99156.78 Agency Mortgage-Backed Securities FEPC 06.500 CLQY7110 N/A 31426R3U3 2055-07-01 6.5 N/A 626419.00 626240.76 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4804 N/A 31418EKS8 2052-11-01 4 N/A 469424.00 378032.70 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ3596 N/A 31427A7J0 2055-09-01 5.5 N/A 1000.00 1028.80 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5917 N/A 3140QRSF1 2053-03-01 6 N/A 1000.00 858.81 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2284 N/A 3132DPRD2 2052-12-01 6 N/A 8000.00 5916.15 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5354 N/A 3140QC5Q5 2050-03-01 3.5 N/A 475000.00 230082.48 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0542 N/A 31427MS85 2055-03-01 5.5 N/A 4162979.00 4118781.53 Agency Mortgage-Backed Securities FEPC 05.500 CISB8266 N/A 3132D6FF2 2038-11-01 5.5 N/A 29000.00 16465.73 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7777 N/A 3140XBUB4 2050-11-01 4 N/A 2593000.00 1172400.14 Agency Mortgage-Backed Securities FNMS 06.500 CLFA1140 N/A 3140W1HS5 2054-06-01 6.5 N/A 1010.00 836.73 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8341 N/A 3132DWHS5 2053-07-01 5 N/A 2440000.00 2064717.63 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ2136 N/A 31426YLS3 2055-09-01 5.5 N/A 6117616.00 6191677.50 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3383 N/A 31418CXM1 2048-06-01 3.5 N/A 2001.00 208.49 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1269 N/A 3142GRMT4 2054-04-01 6 N/A 5664321.00 4822347.32 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8474 N/A 3132DWMX8 2054-11-01 5 N/A 6000.00 5558.34 Agency Mortgage-Backed Securities FNMS 03.000 CRMA2796 N/A 31418CDA9 2046-10-01 3 N/A 157722.00 42296.52 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ9696 N/A 31427KX26 2055-12-01 5 N/A 2000.00 2028.41 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4776 N/A 3140XLJW9 2053-03-01 5.5 N/A 132999.00 98215.04 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0631 N/A 3140XFVZ1 2052-02-01 3 N/A 44000.00 29059.91 Agency Mortgage-Backed Securities BILL 05/14/26 N/A 912797QN0 2026-05-14 0 N/A 5024000.00 4940320.26 U.S. Treasuries (including strips) FNMS 06.500 CL888009 N/A 31410FR64 2034-12-01 6.5 N/A 1000.00 14.03 Agency Mortgage-Backed Securities FEPC 05.000 CISB8334 N/A 3132D6HK9 2039-10-01 5 N/A 40000.00 30834.86 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4113 N/A 3140QPSB4 2052-07-01 3.5 N/A 42000.00 30886.39 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4782 N/A 3132DSJ37 2053-11-01 5.5 N/A 200000.00 155181.70 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ3883 N/A 3133CUJ49 2054-09-01 5.5 N/A 1001.00 982.34 Agency Mortgage-Backed Securities FNMS 04.500 CICB4990 N/A 3140QQRL1 2037-11-01 4.5 N/A 110823.00 68789.89 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4997 N/A 3132DSRS3 2053-10-01 5 N/A 3802.00 3355.60 Agency Mortgage-Backed Securities FNMS 06.000 CL831544 N/A 31407HZH2 2036-06-01 6 N/A 39594752.00 203903.74 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7790 N/A 3140QTUQ0 2054-01-01 6 N/A 2050.00 1795.21 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ1295 N/A 31426XNM6 2055-08-01 6.5 N/A 6754530.00 7016049.53 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8109 N/A 3138WJAK4 2046-10-01 3 N/A 136988960.00 30215409.68 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5143 N/A 3142GVWD9 2055-10-01 4.5 N/A 1888.00 1862.74 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3909 N/A 3140QPKX4 2052-06-01 4 N/A 44117.00 34072.16 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2390 N/A 3132DPUP1 2053-03-01 5 N/A 32000.00 25975.40 Agency Mortgage-Backed Securities FNMS 03.000 CIAS3594 N/A 3138WC7G2 2029-10-01 3 N/A 494000.00 33670.34 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4305 N/A 31418DYB2 2051-04-01 2 N/A 595000.00 349006.40 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1258 N/A 3140X4MG8 2049-07-01 4 N/A 263000.00 59428.62 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0578 N/A 3132DMUB9 2051-03-01 2.5 N/A 1000.00 561.42 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8362 N/A 3132DWJF1 2053-09-01 5.5 N/A 50000.00 41353.70 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ0001 N/A 3133CQAA3 2054-07-01 6.5 N/A 1062020.00 902031.68 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ8681 N/A 3133D0UE9 2054-11-01 5.5 N/A 1002451.00 991687.54 Agency Mortgage-Backed Securities FNMS 05.000 CL872348 N/A 31409JEV8 2036-05-01 5 N/A 1113716.00 25641.20 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4624 N/A 31418ED64 2052-06-01 3 N/A 11000.00 8089.76 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4158 N/A 31418DTQ5 2050-10-01 2 N/A 1000.00 514.99 Agency Mortgage-Backed Securities 4 NOTE W 30 N/A 91282CMU2 2030-03-31 4 N/A 429900.00 439951.28 U.S. Treasuries (including strips) FNMS 04.000 I3BF0319 N/A 3140FXK92 2048-07-01 4 N/A 1000.00 322.05 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ1260 N/A 3142GRMJ6 2054-04-01 5 N/A 21234560.00 20743455.45 Agency Mortgage-Backed Securities FNMS 03.500 CTMA2138 N/A 31418BLU8 2035-01-01 3.5 N/A 1000.00 93.49 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7702 N/A 3140NCRY7 2053-02-01 6.5 N/A 90575.00 53986.31 Agency Mortgage-Backed Securities 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 N/A 21545100.00 21793166.00 U.S. Treasuries (including strips) FNMS 04.000 CLMA3088 N/A 31418CNE0 2047-08-01 4 N/A 389788.00 41222.43 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5201 N/A 31418EX70 2038-11-01 5.5 N/A 67000.00 40088.13 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9715 N/A 3140XRYM1 2054-11-01 5.5 N/A 31299616.00 30503831.81 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ5122 N/A 3142GVVQ1 2055-10-01 6.5 N/A 34868040.00 36824618.27 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5331 N/A 31418E4R8 2054-04-01 5.5 N/A 9092768.00 7666477.98 Agency Mortgage-Backed Securities FNMS 02.500 CJMA1224 N/A 31418ALE6 2027-10-01 2.5 N/A 2983990.00 65792.36 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8019 N/A 3140QF4D8 2050-12-01 2 N/A 9245974.00 5713698.57 Agency Mortgage-Backed Securities FEPC 03.500 CISB0954 N/A 3132CXBX9 2035-06-01 3.5 N/A 1943000.00 1209312.44 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5270 N/A 3140XL2C1 2053-07-01 5.5 N/A 99000.00 80558.51 Agency Mortgage-Backed Securities FNMS 02.500 CIAS8714 N/A 3138WJVG0 2032-02-01 2.5 N/A 400000.00 63143.54 Agency Mortgage-Backed Securities FNMS 04.000 CTAE4096 N/A 31419ERS0 2030-09-01 4 N/A 1002.00 30.33 Agency Mortgage-Backed Securities FNMS 02.500 CJMA3031 N/A 31418CLM4 2032-04-01 2.5 N/A 1000000.00 195110.07 Agency Mortgage-Backed Securities FNMS 04.000 CNMA3557 N/A 31418C5T7 2029-01-01 4 N/A 436000.00 26425.91 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0879 N/A 3140XF6R7 2052-03-01 2.5 N/A 235000.00 154659.61 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7504 N/A 3132DVKR5 2049-08-01 3.5 N/A 1000.00 185.05 Agency Mortgage-Backed Securities FNMS 06.500 CLFM1735 N/A 3140X44V5 2038-10-01 6.5 N/A 3699000.00 1283001.52 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8278 N/A 3132DWFT5 2052-12-01 6 N/A 1369000.00 1021577.60 Agency Mortgage-Backed Securities FNMS 04.000 CQBM7117 N/A 3140JB4B9 2045-09-01 4 N/A 1000.00 696.33 Agency Mortgage-Backed Securities FNMS 03.500 R3BF0204 N/A 3140FXGN6 2047-04-01 3.5 N/A 1000.00 225.84 Agency Mortgage-Backed Securities 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 N/A 518500.00 453264.03 U.S. Treasuries (including strips) FEPC 05.500 CLQY4580 N/A 31426PCS2 2055-06-01 5.5 N/A 2016.00 2007.63 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ9361 N/A 31427KMK8 2055-10-01 5.5 N/A 15212752.00 15550049.14 Agency Mortgage-Backed Securities FNMS 05.000 CTMA5020 N/A 31418ESJ0 2043-05-01 5 N/A 109000.00 74243.88 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1820 N/A 3140XHAW7 2051-08-01 3 N/A 128000.00 83774.97 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5861 N/A 3140JAQP6 2047-05-01 4.5 N/A 177000.00 35388.64 Agency Mortgage-Backed Securities FEPC 05.500 CISB8273 N/A 3132D6FN5 2038-12-01 5.5 N/A 27000.00 14514.03 Agency Mortgage-Backed Securities FNMS 02.500 CLBT1265 N/A 3140LPMP4 2051-06-01 2.5 N/A 41318.00 28450.70 Agency Mortgage-Backed Securities 0 1/2 NOTE M 27 N/A 912828ZV5 2027-06-30 0.5 N/A 3378100.00 3228384.74 U.S. Treasuries (including strips) FNMS 03.000 CIAL9445 N/A 3138ERP79 2031-07-01 3 N/A 999000.00 116214.97 Agency Mortgage-Backed Securities 4 1/4 NOTE AW 26 N/A 91282CJV4 2026-01-31 4.25 N/A 904500.00 917491.06 U.S. Treasuries (including strips) FNMS 02.000 CLMA4398 N/A 31418D3G5 2051-08-01 2 N/A 24000.00 14864.03 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4404 N/A 31418D3N0 2036-08-01 2.5 N/A 20237536.00 10869899.42 Agency Mortgage-Backed Securities FNMS 07.000 CLDD0219 N/A 3140B0G51 2055-03-01 7 N/A 783948.00 830613.63 Agency Mortgage-Backed Securities FEPC 03.500 CLSL0921 N/A 31427NAX7 2051-05-01 3.5 N/A 2405489.00 2133735.68 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9056 N/A 3133KRBZ6 2053-05-01 5 N/A 1000.00 828.56 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ8851 N/A 31427JZR2 2055-11-01 5.5 N/A 1578676.00 1627019.80 Agency Mortgage-Backed Securities FEPC 02.500 CLQC8979 N/A 3133AT6Q9 2051-10-01 2.5 N/A 3103109.00 2120766.41 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3277 N/A 3140X6UB5 2048-05-01 3.5 N/A 1001.00 184.16 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1561 N/A 31418AWX2 2033-09-01 3 N/A 1000.00 122.68 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8140 N/A 3132DWBH5 2051-04-01 2 N/A 1000.00 582.06 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4300 N/A 3142GUX65 2055-06-01 5.5 N/A 1000.00 994.34 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1770 N/A 3142GR6G0 2054-06-01 5.5 N/A 3031.00 2824.92 Agency Mortgage-Backed Securities FNMS 03.000 CLAY2259 N/A 3138YFQM9 2045-04-01 3 N/A 10996900.00 1982474.40 Agency Mortgage-Backed Securities FNMS 05.500 CL985530 N/A 31415PY36 2038-06-01 5.5 N/A 9211824.00 58143.12 Agency Mortgage-Backed Securities FNMS 03.000 CTFS1644 N/A 3140XGZJ1 2042-04-01 3 N/A 200000.00 139569.95 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4580 N/A 31418ECS7 2052-04-01 3.5 N/A 1000.00 689.87 Agency Mortgage-Backed Securities FNMS 01.500 CIBQ6871 N/A 3140KST56 2036-12-01 1.5 N/A 22380800.00 13201809.10 Agency Mortgage-Backed Securities FNMS 02.500 CIAS4860 N/A 3138WEMJ5 2030-05-01 2.5 N/A 984000.00 85111.96 Agency Mortgage-Backed Securities 4 3/8 NOTE AR 26 N/A 91282CHU8 2026-08-15 4.375 N/A 2339800.00 2379567.28 U.S. Treasuries (including strips) FEPC 05.500 CLRJ1262 N/A 3142GRML1 2054-04-01 5.5 N/A 27304126.00 24745227.06 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9349 N/A 3140XRL78 2054-10-01 5.5 N/A 40415795.00 38250177.71 Agency Mortgage-Backed Securities FNMS 05.500 CLDF3253 N/A 3140BTTK1 2055-10-01 5.5 N/A 1000.00 1029.79 Agency Mortgage-Backed Securities FEPC 05.000 CLQA1175 N/A 31334XJU4 2049-07-01 5 N/A 1000.00 203.57 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3510 N/A 3140QN3U4 2052-05-01 4 N/A 11884199.00 8663597.04 Agency Mortgage-Backed Securities FNMS 02.000 CIMA3983 N/A 31418DM90 2035-04-01 2 N/A 1000.00 179.98 Agency Mortgage-Backed Securities FNMS 06.500 CLDD1682 N/A 3140B12Q8 2055-02-01 6.5 N/A 1568880.00 1636760.78 Agency Mortgage-Backed Securities FEPC 02.000 CTRB5095 N/A 3133KYUU1 2041-01-01 2 N/A 1000.00 535.94 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8220 N/A 3132DWDZ3 2052-06-01 3 N/A 33663.00 24536.12 Agency Mortgage-Backed Securities FEPC 06.500 CLQY9401 N/A 31426UNT7 2055-08-01 6.5 N/A 1024450.00 1078803.00 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2087 N/A 31418BJ98 2034-11-01 3 N/A 1000.00 79.35 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 N/A 5700032.00 2902837.92 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1558 N/A 3140Q8WU5 2048-04-01 4.5 N/A 187504384.00 37272651.18 Agency Mortgage-Backed Securities FNMS 06.000 CL905147 N/A 31411DTC3 2037-02-01 6 N/A 3750000.00 41653.37 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4933 N/A 31418EPT1 2053-02-01 3.5 N/A 1000.00 774.87 Agency Mortgage-Backed Securities FNMS 04.000 CLCA5371 N/A 3140QC6H4 2050-03-01 4 N/A 280000.00 119534.70 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ1395 N/A 31426XRR1 2055-08-01 6 N/A 3029415.00 3132128.94 Agency Mortgage-Backed Securities FNMS 03.500 CLAL9546 N/A 3138ERTC4 2046-11-01 3.5 N/A 501000.00 75335.10 Agency Mortgage-Backed Securities FEPC 03.000 3UZM9916 N/A 3131Y5AR2 2028-04-01 3 N/A 1141.00 13.25 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4911 N/A 3140QQN50 2052-10-01 5.5 N/A 33628864.00 24949280.30 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4106 N/A 31418DR46 2035-07-01 1.5 N/A 1016464.00 394831.62 Agency Mortgage-Backed Securities 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 N/A 499800.00 520531.06 U.S. Treasuries (including strips) 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4 N/A 5490500.00 5657441.28 U.S. Treasuries (including strips) FNMS 03.500 CLFM5001 N/A 3140X8RX7 2050-04-01 3.5 N/A 126999.00 26264.97 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3155 N/A 3131XWQG1 2047-05-01 4.5 N/A 1000.00 156.40 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8317 N/A 3132DWG23 2053-04-01 6 N/A 1024.00 731.09 Agency Mortgage-Backed Securities 03.500 FGPC G61430 G N/A 31335BST4 2044-02-01 3.5 N/A 69323881.00 19944727.85 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5272 N/A 31418E2E9 2054-02-01 6 N/A 916000.00 645880.54 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4700 N/A 31418EGJ3 2052-08-01 4 N/A 44000.00 34119.68 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4570 N/A 31418ECG3 2042-03-01 2 N/A 250000.00 162366.10 Agency Mortgage-Backed Securities 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 N/A 100.00 104.62 U.S. Treasuries (including strips) FNMS 06.500 CLCB5330 N/A 3140QQ4Q5 2052-12-01 6.5 N/A 16499456.00 13316698.22 Agency Mortgage-Backed Securities FNMS 04.000 CLBC1452 N/A 3140EVTJ6 2046-07-01 4 N/A 1000.00 163.48 Agency Mortgage-Backed Securities FEPC 05.000 CTRB5378 N/A 3133KY6P9 2045-11-01 5 N/A 14036027.00 14187335.37 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4914 N/A 3140QQN84 2052-10-01 5.5 N/A 1024.00 868.85 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8361 N/A 3140QUJF4 2054-04-01 6.5 N/A 2775328.00 1985807.06 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1356 N/A 31418AQJ0 2043-02-01 3.5 N/A 106990656.00 15510422.20 Agency Mortgage-Backed Securities FNMS 02.000 CLBR8478 N/A 3140L7M41 2051-04-01 2 N/A 99000.00 56579.42 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8491 N/A 3140QUNH5 2054-05-01 5.5 N/A 1000.00 841.09 Agency Mortgage-Backed Securities FNMS 05.500 CLDE9111 N/A 3140BNDR6 2055-10-01 5.5 N/A 51064.00 48581.36 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1119 N/A 31427NG52 2055-05-01 5.5 N/A 10504128.00 10230243.84 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9739 N/A 3140QVZD9 2055-01-01 5.5 N/A 33523893.00 32967979.28 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4511 N/A 31418EAM2 2052-01-01 2 N/A 549000.00 359206.14 Agency Mortgage-Backed Securities FNMS 04.000 CLFA3077 N/A 3140W3M30 2054-03-01 4 N/A 4804864.00 4609212.55 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5772 N/A 3140XMMW3 2053-06-01 5 N/A 1032.00 834.67 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8178 N/A 3132DWCP6 2051-11-01 2.5 N/A 1771000.00 1127607.88 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4625 N/A 31418ED72 2052-06-01 3.5 N/A 50958.00 37753.15 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2317 N/A 3140XHSF5 2052-04-01 2.5 N/A 1000.00 675.62 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5612 N/A 31418FGW1 2055-02-01 4.5 N/A 22000.00 20776.72 Agency Mortgage-Backed Securities FNMS 02.500 CLBU8884 N/A 3140MA2S2 2052-03-01 2.5 N/A 2481812.00 1670695.12 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9102 N/A 3140XRDG7 2054-02-01 5 N/A 98999.00 87158.38 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4008 N/A 3142GUN25 2055-04-01 5.5 N/A 52504933.00 47147909.11 Agency Mortgage-Backed Securities 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 N/A 6706500.00 6519737.50 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875 N/A 3944000.00 3987991.64 U.S. Treasuries (including strips) FNMS 03.000 CLFM2582 N/A 3140X52Q5 2050-03-01 3 N/A 2589000.00 778110.83 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1856 N/A 3142GSB23 2054-06-01 5.5 N/A 3221617.00 3037076.84 Agency Mortgage-Backed Securities FNMS 06.000 CLDE6765 N/A 3140BKQT4 2055-08-01 6 N/A 11321168.00 11700797.24 Agency Mortgage-Backed Securities FNMS 05.000 REBX9387 N/A 3140NEND3 2053-04-01 5 N/A 123878.00 76030.71 Agency Mortgage-Backed Securities FNMS 03.000 CIAS4206 N/A 3138WDU82 2030-01-01 3 N/A 6498576.00 369896.32 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5134 N/A 3140XLV47 2049-12-01 3.5 N/A 1000.00 751.63 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0200 N/A 31417YGJ0 2029-10-01 4.5 N/A 1004.00 13.00 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7273 N/A 3140QTCK3 2053-10-01 6 N/A 8926750.00 6541278.48 Agency Mortgage-Backed Securities FEPC 05.500 CLQI3682 N/A 3133WACT3 2054-04-01 5.5 N/A 1075012.00 1060881.25 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3524 N/A 3131XW4H3 2047-06-01 4.5 N/A 1382.00 379.31 Agency Mortgage-Backed Securities FNMS 06.000 CLMA4876 N/A 31418EM23 2052-12-01 6 N/A 10000.00 7250.11 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0941 N/A 3132DNBJ1 2052-04-01 3 N/A 7670330.00 5106270.29 Agency Mortgage-Backed Securities FNMS 02.000 CIFM6811 N/A 3140XAR95 2036-04-01 2 N/A 1000.00 466.21 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2756 N/A 3132DQBZ8 2053-05-01 5.5 N/A 100000.00 81230.44 Agency Mortgage-Backed Securities FEPC 05.500 CISB1457 N/A 3132CXTN2 2040-03-01 5.5 N/A 124986.00 102804.98 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1356 N/A 3142GRQJ2 2054-04-01 6.5 N/A 38870400.00 31605270.14 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8221 N/A 3132DWD26 2052-06-01 3.5 N/A 1000.00 742.24 Agency Mortgage-Backed Securities FEPC 03.000 3XZT0983 N/A 3132ADCU0 2028-08-01 3 N/A 1273.00 50.83 Agency Mortgage-Backed Securities FNMS 05.500 CTFS2490 N/A 3140XHXU6 2038-10-01 5.5 N/A 1000.00 110.37 Agency Mortgage-Backed Securities FNMS 05.000 CTMA0268 N/A 31417YJN8 2029-12-01 5 N/A 1000.00 18.62 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8600 N/A 3140QGRW9 2051-01-01 2.5 N/A 165000.00 78808.01 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5137 N/A 3140QQV77 2052-11-01 5.5 N/A 35516288.00 27275868.09 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ8750 N/A 3133D0WK3 2054-11-01 6 N/A 1033597.00 915442.37 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3841 N/A 3140QPHT7 2052-06-01 3.5 N/A 17000.00 12472.76 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4733 N/A 31418EHK9 2052-09-01 4.5 N/A 33414125.00 25871635.61 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0243 N/A 31427MHV6 2054-12-01 5.5 N/A 42424832.00 39998712.70 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3778 N/A 3140X7FU8 2050-08-01 2.5 N/A 190000.00 85110.62 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9645 N/A 3140QVWF7 2054-12-01 5 N/A 18475011.00 17777891.84 Agency Mortgage-Backed Securities 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 N/A 4354800.00 4214721.71 U.S. Treasuries (including strips) FEPC 05.500 CLQX9745 N/A 31426GZK4 2055-04-01 5.5 N/A 9784670.00 9348160.97 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0502 N/A 3140W0RY3 2055-02-01 5.5 N/A 6225152.00 6204659.42 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4607 N/A 3132A5DL6 2045-03-01 3.5 N/A 1689308.00 163354.09 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ0273 N/A 3133CQJS5 2054-07-01 6.5 N/A 1091152.00 912529.85 Agency Mortgage-Backed Securities FNMS 02.500 CTFS1365 N/A 3140XGQT9 2042-03-01 2.5 N/A 225000.00 148126.99 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3122 N/A 3132DQPF7 2053-06-01 5 N/A 13467732.00 10964842.69 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7284 N/A 3140XPCW7 2053-12-01 4.5 N/A 10696848.00 8957663.23 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1985 N/A 3142GSF37 2054-07-01 6.5 N/A 31651258.00 24622199.08 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5611 N/A 31418FGV3 2055-02-01 4 N/A 7000.00 6447.72 Agency Mortgage-Backed Securities FEPC 04.000 CISB8173 N/A 3132D6CJ7 2037-08-01 4 N/A 112391.00 65279.65 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7033 N/A 3140QEY71 2050-09-01 2.5 N/A 16798082.00 8423694.79 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4279 N/A 31418DXH0 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79146.99 Agency Mortgage-Backed Securities FEPC 03.000 CLSL3264 N/A 31427QTW2 2052-03-01 3 N/A 1000.00 906.07 Agency Mortgage-Backed Securities FEPC 03.000 CLZM1990 N/A 3131XVF75 2046-11-01 3 N/A 4395000.00 762190.60 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9242 N/A 3140XDHU3 2051-10-01 3 N/A 18685140.00 11722390.65 Agency Mortgage-Backed Securities 03.000 FGPC G18582 G N/A 3128MMUG6 2031-01-01 3 N/A 2283465.00 200359.81 Agency Mortgage-Backed Securities FNMS 02.500 CIFA3776 N/A 3140W4FS1 2035-02-01 2.5 N/A 3236391.00 3164491.34 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5191 N/A 31418EXV7 2053-11-01 6 N/A 9990448.00 7373057.87 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7466 N/A 3132DVJK2 2055-01-01 5.5 N/A 31656992.00 30487486.96 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6339 N/A 3138WGBH6 2045-12-01 3.5 N/A 22633327.00 4525357.58 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2703 N/A 3140XJAD5 2052-08-01 3.5 N/A 90000.00 65582.76 Agency 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74000.00 53338.65 Agency Mortgage-Backed Securities FEPC 04.000 CLRQ0061 N/A 3142J6B77 2055-11-01 4 N/A 18571682.00 17736928.66 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5849 N/A 31418FQB6 2055-10-01 3.5 N/A 140959.00 130268.56 Agency Mortgage-Backed Securities 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 N/A 200.00 132.37 U.S. Treasuries (including strips) FEPC 02.000 CLRA6534 N/A 3133KNHK2 2051-12-01 2 N/A 1008.00 601.58 Agency Mortgage-Backed Securities FNMS 04.500 CLDF5657 N/A 3140BWJB5 2050-11-01 4.5 N/A 1535512.00 1513885.85 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5528 N/A 31418FEA1 2054-11-01 4 N/A 27840.00 25266.16 Agency Mortgage-Backed Securities FEPC 07.000 CLQJ2001 N/A 3133CSGJ4 2054-07-01 7 N/A 1001.00 1056.98 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3269 N/A 3140NKT35 2053-06-01 5.5 N/A 48250.00 47870.51 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4388 N/A 3142GU2W2 2055-06-01 6 N/A 8187000.00 8229008.17 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0868 N/A 3132DM6D2 2052-02-01 2.5 N/A 100000.00 69177.86 Agency Mortgage-Backed Securities FEPC 06.000 CLRQ0065 N/A 3142J6CB7 2055-11-01 6 N/A 12156446.00 12369125.42 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5136 N/A 3142GVV65 2055-10-01 5.5 N/A 137460224.00 139690867.14 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7351 N/A 3140QFEZ8 2050-10-01 2 N/A 3828113.00 2061072.00 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3253 N/A 3140QNTK8 2052-04-01 3.5 N/A 1000.00 680.00 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6867 N/A 3140QSTZ4 2053-08-01 5.5 N/A 41000.00 34788.08 Agency Mortgage-Backed Securities FEPC 05.500 CISB8315 N/A 3132D6GY0 2039-07-01 5.5 N/A 63000.00 39988.39 Agency Mortgage-Backed Securities FNMS 03.000 CLFM6293 N/A 3140X97F6 2051-01-01 3 N/A 1000.00 496.25 Agency Mortgage-Backed Securities FNMS 04.000 CLMA0907 N/A 31418AAH1 2041-10-01 4 N/A 765388.00 45640.25 Agency Mortgage-Backed Securities FNMS 03.000 CLBE1289 N/A 3140FLNF1 2046-12-01 3 N/A 271546.00 91689.66 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ5863 N/A 3133CWQQ8 2054-10-01 5.5 N/A 1001.00 1013.46 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5552 N/A 3133KMEZ4 2051-07-01 3 N/A 54836.00 33606.86 Agency Mortgage-Backed Securities FNMS 04.500 CLBX0086 N/A 3140N4CY1 2052-10-01 4.5 N/A 1000.00 818.46 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8001 N/A 3132DV3J2 2049-07-01 3.5 N/A 1013.00 91.80 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ7182 N/A 31427G6U3 2055-11-01 5.5 N/A 13852560.00 14087685.55 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0391 N/A 31427MNH0 2054-11-01 5.5 N/A 1000000.00 944255.22 Agency Mortgage-Backed Securities FEPC 06.000 CLZI5046 N/A 3131WHTB3 2036-07-01 6 N/A 78976085.00 248469.75 Agency Mortgage-Backed Securities 1 1/2 NOTE S 28 N/A 91282CDL2 2028-11-30 1.5 N/A 761400.00 723993.97 U.S. Treasuries (including strips) BILL 02/19/26 N/A 912797PM3 2026-02-19 0 N/A 773800.00 767429.30 U.S. Treasuries 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2035-12-01 6 N/A 1879439.00 31031.16 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7548 N/A 3132DVL52 2051-11-01 2.5 N/A 1104.00 688.79 Agency Mortgage-Backed Securities FEPC 04.500 CLQJ9990 N/A 3133D2C39 2054-12-01 4.5 N/A 2001.00 1851.91 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6691 N/A 3140QSNH0 2053-07-01 5 N/A 39618112.00 30320166.42 Agency Mortgage-Backed Securities FNMS 04.000 CNMA3550 N/A 31418C5L4 2028-12-01 4 N/A 574000.00 33017.53 Agency Mortgage-Backed Securities FNMS 05.500 CL888099 N/A 31410FUY9 2035-08-01 5.5 N/A 8824993.00 104380.20 Agency Mortgage-Backed Securities FNMS 04.000 CICA4070 N/A 3140QBQY7 2034-08-01 4 N/A 1000.00 166.77 Agency Mortgage-Backed Securities FNMS 07.000 CLDA2994 N/A 3140A3KG7 2053-11-01 7 N/A 10927.00 11536.20 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8843 N/A 3140QUZH2 2054-07-01 5.5 N/A 201868.00 193711.86 Agency Mortgage-Backed Securities FNMS 06.000 CLDA1723 N/A 3140A14H7 2053-10-01 6 N/A 7827712.00 7027038.81 Agency Mortgage-Backed Securities FNMS 04.000 CKMA3524 N/A 31418C4J0 2048-11-01 4 N/A 2030.00 74.18 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7289 N/A 3140QFC31 2050-10-01 2 N/A 8198032.00 4167816.40 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1273 N/A 3140QLMX1 2051-08-01 2 N/A 1099000.00 676625.02 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2907 N/A 3142GTGR1 2054-11-01 5.5 N/A 6646403.00 6148737.25 Agency Mortgage-Backed Securities FEPC 02.000 CLQD5262 N/A 3133B2Z36 2052-01-01 2 N/A 35456.00 23955.88 Agency Mortgage-Backed Securities FNMS 04.500 CICB4995 N/A 3140QQRR8 2037-10-01 4.5 N/A 85689.00 49324.92 Agency Mortgage-Backed Securities FNMS 05.500 CLDF5862 N/A 3140BWQQ4 2055-12-01 5.5 N/A 3043403.00 3113489.53 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1064 N/A 3142GRFE5 2054-03-01 5.5 N/A 11532000.00 10227420.64 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7343 N/A 3138WHER9 2046-06-01 3 N/A 36126594.00 5232117.23 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5450 N/A 3140QRBU6 2053-01-01 5 N/A 2000.00 1668.27 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7338 N/A 3140XPEL9 2053-09-01 4.5 N/A 4495740.00 4144432.50 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4492 N/A 31418D7E6 2051-12-01 2 N/A 24548.00 15923.00 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4644 N/A 31418EES5 2052-05-01 4 N/A 95861.00 68690.62 Agency Mortgage-Backed Securities FEPC 05.000 CISB8384 N/A 3132D6J50 2040-05-01 5 N/A 1195868.00 1018440.96 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5673 N/A 31418FJT5 2055-04-01 5.5 N/A 2286289.00 2133437.39 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1767 N/A 3142GR6D7 2054-06-01 5.5 N/A 3169822.00 2960670.76 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5910 N/A 31418FR82 2055-11-01 5.5 N/A 31424624.00 31973046.54 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5482 N/A 3140JACU0 2049-02-01 4 N/A 1001.00 90.51 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5917 N/A 3133KMSE6 2051-09-01 3 N/A 413000.00 262721.46 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2952 N/A 3132DQH58 2053-05-01 4.5 N/A 350000.00 255977.42 Agency Mortgage-Backed Securities FEPC 06.000 CISB1215 N/A 3132CXK43 2039-07-01 6 N/A 46000.00 28157.54 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2122 N/A 3140XHLC9 2052-03-01 3 N/A 104000.00 71679.47 Agency Mortgage-Backed Securities 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 N/A 3152400.00 3238849.77 U.S. Treasuries (including strips) FEPC 06.000 CLSL0623 N/A 31427MVR9 2054-09-01 6 N/A 1336514.00 1152712.89 Agency Mortgage-Backed Securities FEPC 06.000 CLQH7482 N/A 3133CLJ31 2054-01-01 6 N/A 1000.00 791.74 Agency Mortgage-Backed Securities FNMS 04.000 CLBN7664 N/A 3140JQQS5 2049-07-01 4 N/A 1000.00 160.80 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5072 N/A 31418ET67 2053-07-01 5.5 N/A 21238891.00 17084470.56 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3692 N/A 31418DC67 2049-07-01 3.5 N/A 406000.00 36934.20 Agency Mortgage-Backed Securities FNMS 06.000 CLDF3870 N/A 3140BUJQ6 2055-10-01 6 N/A 1017216.00 1059665.29 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4341 N/A 3140QPZF7 2052-08-01 4.5 N/A 1000.00 758.99 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1882 N/A 3132DPCT3 2052-11-01 5 N/A 99000.00 75985.81 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1087 N/A 3132DNF40 2052-06-01 3.5 N/A 70000.00 50947.73 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2682 N/A 3142GS6U7 2054-10-01 6 N/A 6308800.00 5423631.17 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3643 N/A 3140W4BM8 2055-11-01 5.5 N/A 54961600.00 56060557.19 Agency Mortgage-Backed Securities FEPC 03.000 CLZT0000 N/A 31326SAV2 2047-01-01 3 N/A 83685.00 31391.93 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5468 N/A 3140QRCE1 2053-01-01 5.5 N/A 5993194.00 5173778.07 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8689 N/A 3138WJUP1 2047-01-01 3.5 N/A 1000.00 227.66 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7673 N/A 3140XBQ37 2051-06-01 2.5 N/A 1024.00 605.07 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5098 N/A 3140J9UY5 2048-12-01 5 N/A 529000.00 101950.31 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5833 N/A 3140JAPT9 2047-05-01 3.5 N/A 385000.00 142140.24 Agency Mortgage-Backed Securities Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2025-12-01 2025-12-01 2025-12-01 N N N 0.0409 2500000000.00 2500000000.00 0.0127 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 4.06000000 N/A 549300H47WTHXPU08X20 BYDVC3XT4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 N/A 62400.00 65252.99 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 N/A 91282CFH9 2027-08-31 3.125 N/A 1800.00 1801.48 U.S. Treasuries (including strips) 3 BOND 52 N/A 912810TJ7 2052-08-15 3 N/A 122003800.00 91124489.69 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 N/A 100.00 103.78 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 N/A 100.00 100.43 U.S. Treasuries (including strips) 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 N/A 4819200.00 3457645.23 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.25 N/A 10000.00 9908.25 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 N/A 1000.00 1051.39 U.S. Treasuries (including strips) 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.75 N/A 100.00 101.34 U.S. Treasuries (including strips) 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 N/A 10324900.00 9801558.71 U.S. Treasuries (including strips) 2 BOND 50 N/A 912810SL3 2050-02-15 2 N/A 3142100.00 1916861.74 U.S. Treasuries (including strips) 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 N/A 34315800.00 35357266.63 U.S. Treasuries (including strips) 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 N/A 57537200.00 59781917.86 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 N/A 61000.00 63821.06 U.S. Treasuries (including strips) 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 N/A 7983500.00 6741283.50 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 N/A 76423600.00 77408517.80 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 N/A 98110700.00 76993212.54 U.S. Treasuries (including strips) BILL 09/03/26 N/A 912797RS8 2026-09-03 0 N/A 200000000.00 194677600.00 U.S. Treasuries (including strips) 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 N/A 100.00 102.90 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 N/A 96581600.00 92061148.60 U.S. Treasuries (including strips) 4 7/8 NOTE BC 26 N/A 91282CKS9 2026-05-31 4.875 N/A 111000.00 114256.25 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 N/A 86000.00 84734.58 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 N/A 15841500.00 9229841.88 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125 N/A 136800.00 138773.97 U.S. Treasuries (including strips) 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 N/A 100.00 89.12 U.S. Treasuries (including strips) 3 3/4 NOTE BG 26 N/A 91282CLH2 2026-08-31 3.75 N/A 100.00 100.96 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RP5 2045-11-15 3 N/A 5135900.00 4025083.66 U.S. Treasuries (including strips) 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 N/A 100.00 98.13 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 N/A 24321300.00 25136166.08 U.S. Treasuries (including strips) 6 BOND 26 N/A 912810EW4 2026-02-15 6 N/A 448600.00 458412.48 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 N/A 1225200.00 1166382.91 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 N/A 100.00 102.76 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 N/A 2791200.00 2789768.62 U.S. Treasuries (including strips) 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 N/A 62840000.00 45977649.64 U.S. Treasuries (including strips) 3 BOND 44 N/A 912810RJ9 2044-11-15 3 N/A 100.00 79.20 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875 N/A 100400.00 101988.32 U.S. Treasuries (including strips) 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 N/A 31410900.00 23817266.51 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SD1 2048-08-15 3 N/A 44332000.00 34057428.71 U.S. Treasuries (including strips) 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 N/A 5355000.00 2907527.04 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 N/A 912828ZV5 2027-06-30 0.5 N/A 100.00 95.57 U.S. Treasuries (including strips) 4 3/8 BOND 40 N/A 912810QH4 2040-05-15 4.375 N/A 3093900.00 3091084.96 U.S. Treasuries (including strips) 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 N/A 400.00 333.61 U.S. Treasuries (including strips) 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 N/A 100.00 63.27 U.S. Treasuries (including strips) 2 BOND 51 N/A 912810SZ2 2051-08-15 2 N/A 200.00 119.50 U.S. Treasuries (including strips) 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 N/A 2409700.00 2547288.26 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 N/A 91282CPC9 2028-10-15 3.5 N/A 100.00 100.43 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 N/A 200.00 209.71 U.S. Treasuries (including strips) 2 5/8 NOTE T 25 N/A 9128285T3 2025-12-31 2.625 N/A 100.00 100.98 U.S. Treasuries (including strips) 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 N/A 200.00 132.37 U.S. Treasuries (including strips) 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 N/A 9803800.00 6493152.67 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 N/A 93000.00 97881.99 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 N/A 91282CCW9 2026-08-31 0.75 N/A 28600.00 28033.23 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RX8 2047-05-15 3 N/A 25001000.00 19279254.84 U.S. Treasuries (including strips) 3 1/8 BOND 44 N/A 912810RH3 2044-08-15 3.125 N/A 100.00 81.81 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 N/A 49999900.00 28603509.92 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 N/A 57385600.00 59482187.89 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 N/A 91282CLX7 2027-11-15 4.125 N/A 100.00 101.30 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 N/A 11129400.00 7923785.45 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 N/A 100.00 98.82 U.S. Treasuries (including strips) 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 N/A 2795600.00 2436289.24 U.S. Treasuries (including strips) 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 N/A 100.00 89.58 U.S. Treasuries (including strips) 6 5/8 BOND 27 N/A 912810EZ7 2027-02-15 6.625 N/A 19000000.00 20076480.21 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 N/A 49999900.00 37039399.29 U.S. Treasuries (including strips) 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 N/A 683700.00 465711.72 U.S. Treasuries (including strips) 2 NOTE F 26 N/A 912828U24 2026-11-15 2 N/A 46000.00 45317.88 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 N/A 91282CME8 2026-12-31 4.25 N/A 14400000.00 14746087.57 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 N/A 49999900.00 53541106.31 U.S. Treasuries (including strips) 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.5 N/A 136200.00 140747.58 U.S. Treasuries (including strips) 4 1/4 NOTE BM 25 N/A 91282CJS1 2025-12-31 4.25 N/A 100.00 101.78 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875 N/A 700.00 742.30 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.25 N/A 8467000.00 8542285.16 U.S. Treasuries (including strips) 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 N/A 7555600.00 6139688.24 U.S. Treasuries (including strips) 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 N/A 60641800.00 30093668.81 U.S. Treasuries (including strips) 0 1/2 NOTE V 26 N/A 91282CBQ3 2026-02-28 0.5 N/A 100.00 99.31 U.S. Treasuries (including strips) 4 BOND 42 N/A 912810TM0 2042-11-15 4 N/A 100.00 93.59 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 N/A 91282CNH0 2028-06-15 3.875 N/A 8242900.00 8466349.66 U.S. Treasuries (including strips) 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 N/A 81000.00 83391.36 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 N/A 100.00 101.14 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 N/A 1920900.00 1825160.57 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RQ3 2046-02-15 2.5 N/A 142900.00 102930.61 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 N/A 3449000.00 3286602.78 U.S. Treasuries (including strips) 6 3/8 BOND 27 N/A 912810FA1 2027-08-15 6.375 N/A 100.00 106.52 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 N/A 3328400.00 3466713.63 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 N/A 36985900.00 30852261.74 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 N/A 11400200.00 9965864.32 U.S. Treasuries (including strips) 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 N/A 400.00 397.07 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 N/A 91282CDQ1 2026-12-31 1.25 N/A 100.00 98.01 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625 N/A 700.00 693.53 U.S. Treasuries (including strips) 3 BOND 49 N/A 912810SF6 2049-02-15 3 N/A 48630600.00 37198751.13 U.S. Treasuries (including strips) 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 N/A 43545400.00 34521637.36 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3 N/A 4281900.00 3374558.32 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 1100.00 1060.11 U.S. Treasuries (including strips) 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 N/A 100.00 65.15 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 N/A 9128287B0 2026-06-30 1.875 N/A 100.00 99.69 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 N/A 100.00 105.60 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 N/A 100.00 100.28 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RV2 2047-02-15 3 N/A 144100.00 112445.09 U.S. Treasuries (including strips) 6 1/8 BOND 27 N/A 912810FB9 2027-11-15 6.125 N/A 200.00 210.32 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 N/A 9128286F2 2026-02-28 2.5 N/A 31000.00 31092.33 U.S. Treasuries (including strips) 4 3/8 BOND 38 N/A 912810PW2 2038-02-15 4.375 N/A 155000.00 160284.26 U.S. Treasuries (including strips) 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.25 N/A 16599800.00 12466582.78 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 N/A 36898300.00 28797250.10 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 N/A 91282CEN7 2027-04-30 2.75 N/A 100.00 99.08 U.S. Treasuries (including strips) Y Fitch NR Standard & Poor's A-1+ Moody's P-1 2025-12-01 2025-12-01 2025-12-01 N N N 0.0406 1250000000.00 1250000000.00 0.0063 N Y Y N HSBC Securities USA, Inc. 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JPM Fixed Income Clearing Corporation - JPM 4.08000000 N/A 549300H47WTHXPU08X20 BYDVC3Y30 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y BILL 06/11/26 N/A 912797QX8 2026-06-11 0 N/A 300.00 294.33 U.S. Treasuries (including strips) 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 N/A 244352000.00 253449572.13 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 N/A 227980800.00 223765607.57 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 N/A 174140800.00 180363918.72 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 N/A 181168000.00 178713437.85 U.S. Treasuries (including strips) BILL 11/27/26 N/A 912797SU2 2026-11-27 0 N/A 3200.00 3089.14 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 N/A 6400.00 5611.05 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 N/A 166360000.00 166274687.65 U.S. Treasuries (including strips) BILL 02/19/26 N/A 912797PM3 2026-02-19 0 N/A 6400.00 6347.31 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 N/A 2068800.00 2049403.42 U.S. Treasuries (including strips) TRFR BF 07/31/26 N/A 91282CLA7 2026-07-31 3.962393938 N/A 2740700.00 2749147.28 U.S. Treasuries (including strips) 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.75 N/A 4196800.00 4253183.17 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 N/A 91282CNL1 2027-06-30 3.75 N/A 12532800.00 12764271.14 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 N/A 41600.00 42297.57 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 N/A 5882800.00 5828215.93 U.S. Treasuries (including strips) BILL 10/29/26 N/A 912797SK4 2026-10-29 0 N/A 186798400.00 180812258.47 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.25 N/A 144310400.00 141843225.24 U.S. Treasuries (including strips) 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 N/A 24748800.00 25499913.17 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375 N/A 1600.00 1646.72 U.S. Treasuries (including strips) BILL 10/01/26 N/A 912797SA6 2026-10-01 0 N/A 3200.00 3105.83 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 N/A 36023000.00 26685458.98 U.S. Treasuries (including strips) BILL 05/28/26 N/A 912797SW8 2026-05-28 0 N/A 8000.00 7856.02 U.S. Treasuries (including strips) BILL 12/26/25 N/A 912797NU7 2025-12-26 0 N/A 100.00 99.73 U.S. Treasuries (including strips) 6 3/8 BOND 27 N/A 912810FA1 2027-08-15 6.375 N/A 974000.00 1037544.28 U.S. Treasuries (including strips) 0 1/2 NOTE V 26 N/A 91282CBQ3 2026-02-28 0.5 N/A 7600.00 7547.27 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 N/A 70142400.00 66859421.56 U.S. Treasuries (including strips) 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 N/A 14963200.00 15404958.39 U.S. Treasuries (including strips) BILL 05/21/26 N/A 912797SV0 2026-05-21 0 N/A 42300800.00 41567938.64 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1+ Fitch NR 2025-12-01 2025-12-01 2025-12-01 N N N 0.0408 1500000000.00 1500000000.00 0.0076 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RK5 254900HROIFWPRGM1V77 US912797RK59 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2026-01-29 2026-01-29 2026-01-29 N N N 0.0370 346818498.72 346818498.72 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797NU7 254900HROIFWPRGM1V77 US912797NU77 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2025-12-26 2025-12-26 2025-12-26 N N N 0.0353 3775583584.87 3775583584.87 0.0191 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.37500000 91282CBC4 254900HROIFWPRGM1V77 US91282CBC47 U.S. Treasury Debt Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2025-12-31 2025-12-31 2025-12-31 N N N 0.0351 403205187.44 403205187.44 0.0020 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.08000000 N/A MBNUM2BPBDO7JBLYG310 BYDVC3X80 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 N/A 24413700.00 25500099.64 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Moody's P-1 Fitch F1 2025-12-01 2025-12-01 2025-12-01 N N N 0.0408 25000000.00 25000000.00 0.0001 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 4.16000160 3133ETX69 254900C5LP6DN9OP9V83 US3133ETX690 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2025-12-01 2027-11-19 2027-11-19 N N N 0.0424 186695000.00 186695000.00 0.0010 N N N N Bank of America Securities, Inc. Bank of America Securities, Inc. 4.08000000 N/A 549300HN4UKV1E2R3U73 BYDVC3YM8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 5/8 NOTE S 26 N/A 912828YU8 2026-11-30 1.625 N/A 902370.00 891928.86 U.S. Treasuries (including strips) 1 5/8 TRIN AE 27 N/A 91282CFR7 2027-10-15 1.625 N/A 8143350.00 9033873.46 U.S. Treasuries (including strips) 0 1/4 TRIB 50 N/A 912810SM1 2050-02-15 0.25 N/A 2113405.00 1590340.01 U.S. Treasuries (including strips) 6 BOND 26 N/A 912810EW4 2026-02-15 6 N/A 582325.00 595062.52 U.S. Treasuries (including strips) 2 3/4 TPRN 47 N/A 912803EZ2 2047-08-15 0 N/A 873880.00 308690.25 U.S. Treasuries (including strips) 2 1/8 TRIN A 35 N/A 91282CML2 2035-01-15 2.125 N/A 2306025.00 2465145.97 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 N/A 912828V49 2027-01-15 0.375 N/A 7978120.00 10614959.53 U.S. Treasuries (including strips) Y Moody's NR Fitch F1+ Standard & Poor's A-1 2025-12-01 2025-12-01 2025-12-01 N N N 0.0408 25000000.00 25000000.00 0.0001 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.10500080 3130B5LU0 2549001DPIFGXC1TOL40 US3130B5LU01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2025-12-01 2026-12-18 2026-12-18 N N N 0.0417 100009395.00 100009395.00 0.0005 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SV0 254900HROIFWPRGM1V77 US912797SV06 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2026-05-21 2026-05-21 2026-05-21 N N N 0.0370 2460089653.23 2460089653.23 0.0125 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797QZ3 254900HROIFWPRGM1V77 US912797QZ38 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2025-12-18 2025-12-18 2025-12-18 N N N 0.0337 1783001793.54 1783001793.54 0.0090 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.06000080 3130B7DF8 2549001DPIFGXC1TOL40 US3130B7DF81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2025-12-01 2025-12-03 2025-12-03 N N N 0.0408 630464123.65 630464123.65 0.0032 N N Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 4.14000000 3133ER4V0 254900C5LP6DN9OP9V83 US3133ER4V07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2025-12-01 2027-02-24 2027-02-24 N N N 0.0423 79996078.40 79996078.40 0.0004 N N N N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 3.98000000 N/A 549300H47WTHXPU08X20 BYDUTM3V4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y BILL 01/13/26 N/A 912797SF5 2026-01-13 0 N/A 100.00 99.55 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 N/A 14307800.00 13615394.89 U.S. Treasuries (including strips) 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 N/A 87126000.00 72664516.37 U.S. Treasuries (including strips) BILL 05/07/26 N/A 912797SP3 2026-05-07 0 N/A 2033000.00 2000618.38 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625 N/A 2000.00 1890.47 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 N/A 41000000.00 35945798.17 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 N/A 127155400.00 134011123.05 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 N/A 14816000.00 8475809.01 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 N/A 1000.00 1026.24 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 N/A 100.00 99.07 U.S. Treasuries (including strips) 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 N/A 50000000.00 44558253.53 U.S. 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Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426QCH4 2055-06-01 6.5 N/A 4942952.00 4894437.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617FXLC1 2052-09-20 5.5 N/A 5733704.00 5447768.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KM2N4 2055-03-20 6 N/A 5884760.00 5729337.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVB52 2054-08-01 5.5 N/A 25521000.00 24147588.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133USKT7 2051-05-01 2.5 N/A 15000.00 11560.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427LAE3 2055-12-01 6.5 N/A 590158.00 621769.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XG26 2037-10-20 3.5 N/A 635000.00 401038.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WG44 2051-06-20 3 N/A 708682.00 356984.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426CPM0 2055-02-01 6 N/A 4289920.00 4186823.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427HZJ4 2055-11-01 6.5 N/A 417638.00 439911.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NJTH2 2055-02-20 6.5 N/A 1372464.00 1425065.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427MVD0 2055-02-01 5 N/A 18697728.00 18156994.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JQTM5 2049-09-01 3 N/A 500000.00 168702.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419AN52 2040-09-01 4.5 N/A 1595000.00 97309.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UZT2 2049-09-20 3.5 N/A 1523000.00 175831.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X5Q48 2049-08-01 4 N/A 10269008.00 2385827.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426UJR6 2055-08-01 6 N/A 8145568.00 7514100.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTQ52 2054-05-01 6 N/A 700000.00 659734.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36178LL35 2027-07-15 2.5 N/A 750000.00 6714.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427DBX8 2055-08-01 6.5 N/A 579991.00 621062.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426PX75 2055-05-01 5.5 N/A 1043368.00 1066575.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X5D4 2053-06-20 3.5 N/A 2782960.00 2058572.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426YQM1 2055-09-01 5.5 N/A 1322794.00 1362063.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWC84 2052-02-01 3 N/A 9309408.00 6128616.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202ESK6 2038-04-20 6 N/A 2726404.00 174200.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241LNG7 2040-06-15 5.5 N/A 2749973.00 102781.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176HTA2 2027-05-15 2.5 N/A 1457000.00 17646.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EXU9 2053-11-01 5.5 N/A 12155620.00 10206544.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABJH6 2051-11-20 2.5 N/A 11385000.00 6915543.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LTQG7 2055-09-20 6 N/A 4991064.00 5173267.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426RWF4 2055-07-01 6 N/A 1020056.00 1060979.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427ARW9 2055-09-01 6 N/A 1039282.00 1047035.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E06J6 2053-12-01 6.5 N/A 6036640.00 4728640.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABHF2 2051-11-20 3 N/A 3572760.00 2187857.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4AM9 2055-09-01 6 N/A 60110592.00 62371651.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDFM1 2050-04-01 4 N/A 384000.00 90827.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X9EK7 2036-01-01 2 N/A 281735.00 136719.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618L7XL6 2055-08-20 7.5 N/A 1613432.00 1735103.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SW37 2047-02-20 5.5 N/A 1530000.00 168006.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427CF99 2055-09-01 5.5 N/A 1092890.00 1114829.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427JWB0 2055-11-01 5.5 N/A 561160.00 573738.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CKBZ0 2053-12-01 7 N/A 15318240.00 10056100.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A2PT3 2030-08-20 2 N/A 420000.00 32730.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618FSKP2 2053-12-15 8 N/A 2198932.00 2311741.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618JLAZ2 2055-01-20 6.5 N/A 1071270.00 1112931.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427LAD5 2055-12-01 6.5 N/A 715687.00 752387.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617JCD40 2049-03-20 5 N/A 90000.00 44836.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KSA85 2065-04-20 6.5 N/A 1656566.00 1708612.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5ZH5 2055-11-20 4 N/A 446748.00 426273.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427KM93 2055-11-01 5.5 N/A 1257284.00 1282037.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CNBS0 2054-02-01 7.5 N/A 2108556.00 1761988.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6NK2 2055-05-01 5.5 N/A 30211872.00 29944347.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427JHG6 2055-11-01 6 N/A 1477634.00 1538677.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TZA6 2033-06-20 4 N/A 1000000.00 86852.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPXX1 2052-03-01 3.5 N/A 65000.00 50771.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CQTM7 2054-07-01 7 N/A 1300342.00 1372377.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BRXW4 2055-11-01 5.5 N/A 1817220.00 1858155.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NHD42 2055-04-20 6.5 N/A 2413536.00 2510309.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NRNL6 2053-08-01 5.5 N/A 299996.00 204656.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426THK6 2055-06-01 5.5 N/A 438654.00 443126.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426M2V3 2055-05-01 5 N/A 1259984.00 1059974.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JAJ41 2049-04-01 3.5 N/A 2811000.00 678981.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XN2Q6 2052-09-01 3.5 N/A 2574000.00 2107005.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426NBS8 2055-05-01 6 N/A 1998856.00 1582808.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EKV1 2052-11-01 5.5 N/A 11000000.00 8370485.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130AMM90 2026-06-10 2 N/A 15000000.00 15000980.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138M5J91 2042-08-01 3.5 N/A 11629568.00 1258078.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCZ68 2051-10-01 2.5 N/A 197000.00 115135.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618L3PU4 2055-06-20 6.5 N/A 1420790.00 1480556.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36178W7J2 2043-04-20 3.5 N/A 1100000.00 67980.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WLQ9 2051-08-20 3 N/A 305910.00 173623.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EZK9 2054-01-01 5 N/A 16542720.00 14942121.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M75S1 2055-11-20 6 N/A 1506102.00 1557598.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425UL52 2054-12-01 5.5 N/A 2585916.00 2582670.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427DNF4 2055-10-01 7 N/A 195000.00 205759.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXG89 2057-09-01 4.5 N/A 1297818.00 379165.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QD6M1 2050-07-01 2 N/A 93979.00 50060.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329MU99 2043-04-01 3 N/A 1400000.00 259104.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426LXQ2 2055-05-01 5.5 N/A 1358656.00 1393004.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329KYR9 2038-08-01 4 N/A 1000000.00 123170.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425UMC6 2054-09-01 6 N/A 3124400.00 3198387.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A4DR6 2043-04-01 3.5 N/A 6000000.00 1117650.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJJE9 2046-11-01 3.5 N/A 75086848.00 22527614.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202E4F3 2039-04-20 4 N/A 14329760.00 458289.22 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1 2025-12-01 2025-12-05 2025-12-05 Y HSBC SECURITIES (USA) INC 1.0000 7 N Standard & Poor's A+ Moody's NR Fitch NR N N 0.0410 350000000.00 350000000.00 0.0018 N N Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.05000000 3130B6SX5 2549001DPIFGXC1TOL40 US3130B6SX59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2025-12-01 2025-12-22 2025-12-22 N N N 0.0410 85869123.27 85869123.27 0.0004 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SL2 254900HROIFWPRGM1V77 US912797SL24 U.S. Treasury Debt Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2026-04-09 2026-04-09 2026-04-09 N N N 0.0369 1083187359.67 1083187359.67 0.0055 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.25000000 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-11-28 2026-11-30 2026-11-30 N N N 0.0365 68797464.28 68797464.28 0.0004 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.07999880 3130B8EX6 2549001DPIFGXC1TOL40 US3130B8EX61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2025-12-01 2026-06-30 2026-06-30 N N N 0.0416 222216953.36 222216953.36 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.06000080 3130B7DB7 2549001DPIFGXC1TOL40 US3130B7DB77 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2025-12-01 2025-12-02 2025-12-02 N N N 0.0411 420309722.60 420309722.60 0.0021 N N Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 4.09000000 N/A 549300HN4UKV1E2R3U73 BYDVC3WT5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRA 2025-009 TB N/A 38385BB33 2055-01-20 0 N/A 250000.00 16.51 Agency Collateralized Mortgage Obligation GNRA 2021-08O LI N/A 38380Q2V3 2071-05-20 0.52595 N/A 62411200.00 1776464.19 Agency Collateralized Mortgage Obligation GNRA 2014-7O ZI N/A 38375UJB7 2064-05-20 1.48639 N/A 12500000.00 20531.60 Agency Collateralized Mortgage Obligation FNRA RC006SG R25F006 N/A 3136BUVE7 2055-02-25 0.9782 N/A 101300000.00 2398603.33 Agency Collateralized Mortgage Obligation GNRA 2020-05O BI N/A 38380L4Z3 2070-03-20 2.32957 N/A 8880320.00 141450.05 Agency Collateralized Mortgage Obligation GNRA 2018-099 IO N/A 38380J7L6 2060-06-16 0.45194 N/A 50000000.00 316229.29 Agency Collateralized Mortgage Obligation FERA 5473TM 11/25/54 N/A 3137HHGW5 2054-11-25 0 N/A 250000.00 69.22 Agency Collateralized Mortgage Obligation FGRA 4347ES 06/15/54 N/A 3137BBR85 2054-06-15 1.7435 N/A 66018944.00 1264671.50 Agency Collateralized Mortgage Obligation FGRA 3472ID 08/15/36 N/A 31397WNU5 2036-08-15 0 N/A 79982750.00 0.93 Agency Collateralized Mortgage Obligation GNRA 2008-059 IO N/A 38373MZ78 2047-11-16 0.1753 N/A 227119159.00 55.71 Agency Collateralized Mortgage Obligation FNRA CL060SA R22F060 N/A 3136BNW51 2052-09-25 1.2282 N/A 193190400.00 8306788.79 Agency Collateralized Mortgage Obligation GNRA 2002-26 IO N/A 38373MBU3 2042-03-16 0.00002 N/A 125000000.00 0.22 Agency Collateralized Mortgage Obligation GNRM 2024-027 BI N/A 38384JES9 2054-02-20 5.5 N/A 23354528.00 4145755.03 Agency Collateralized Mortgage Obligation GNRA 2024-180 TB N/A 38384YT50 2054-11-20 0 N/A 250000.00 0.96 Agency Collateralized Mortgage Obligation FERA 5438SD 08/25/54 N/A 3137HFE35 2054-08-25 1.6782 N/A 150000000.00 4438094.57 Agency Collateralized Mortgage Obligation GNRM 2022-175 GI N/A 38383U6L9 2052-08-20 5 N/A 15971104.00 2058041.64 Agency Collateralized Mortgage Obligation FNRA CL100SB R25F100 N/A 3136BX4T8 2055-12-25 1.3 N/A 95000000.00 3565761.67 Agency Collateralized Mortgage Obligation FNRA CL036FI R09F036 N/A 31397NP58 2037-06-25 0 N/A 16108173.00 3.04 Agency Collateralized Mortgage Obligation GNRA 2025-170 SW N/A 38385HP43 2055-06-20 1.10112 N/A 169691904.00 7343124.97 Agency Collateralized Mortgage Obligation FGRA 4194FI 04/15/43 N/A 3137B1JQ6 2043-04-15 0 N/A 19760200.00 15.58 Agency Collateralized Mortgage Obligation FERA 5438SC 08/25/54 N/A 3137HFA39 2054-08-25 1.8282 N/A 147517184.00 4199620.33 Agency Collateralized Mortgage Obligation GNRA 2022-188 SB N/A 38383LHE3 2052-01-20 0 N/A 108621184.00 2117918.16 Agency Collateralized Mortgage Obligation GNRM 2021-155 IL N/A 38383ALN2 2051-09-20 3.5 N/A 17003680.00 2175826.27 Agency Collateralized Mortgage Obligation FGRA 3320IL 09/15/36 N/A 31397HGD4 2036-09-15 0 N/A 95058510.00 10.70 Agency Collateralized Mortgage Obligation GNRA 2016-4O CI N/A 38376RF35 2066-10-20 1.71099 N/A 9926000.00 36910.49 Agency Collateralized Mortgage Obligation FNRA CL103SN R24F103 N/A 3136BUQE3 2055-01-25 0.9582 N/A 50000000.00 1163606.45 Agency Collateralized Mortgage Obligation FGRA 3533FI 07/15/36 N/A 31398CWQ7 2036-07-15 0 N/A 12224948.00 0.26 Agency Collateralized Mortgage Obligation GNRA 2024-083 TA N/A 38384NNE1 2054-05-20 0 N/A 250000.00 4.30 Agency Collateralized Mortgage Obligation GNRA 2010-046 DI N/A 38376YCJ8 2037-05-20 0 N/A 66987289.00 2.20 Agency Collateralized Mortgage Obligation FNRA CL103SD R24F103 N/A 3136BUPC8 2055-01-25 1.7782 N/A 105302656.00 4609700.16 Agency Collateralized Mortgage Obligation GNRA 2009-055 IL N/A 38374VND7 2038-02-20 0 N/A 112275765.00 1.77 Agency Collateralized Mortgage Obligation GNRA 2009-042 FI N/A 38374UUX7 2037-04-20 0 N/A 77574754.00 1.11 Agency Collateralized Mortgage Obligation GNRA 2023-147 KS N/A 38384DRZ2 2053-10-20 2.40112 N/A 75000000.00 1510164.84 Agency Collateralized Mortgage Obligation GNRA 2017-030 IO N/A 38379U7F7 2058-08-16 0.57047 N/A 1765000.00 12257.25 Agency Collateralized Mortgage Obligation GNRA 2020-06O EI N/A 38380L5W9 2068-02-20 1.93856 N/A 9147088.00 249885.45 Agency Collateralized Mortgage Obligation FERA 5491TI 01/25/55 N/A 3137HJ5S2 2055-01-25 0 N/A 150000.00 7.34 Agency Collateralized Mortgage Obligation GNRA 2022-159 SJ N/A 38383YLW0 2052-09-20 0.60112 N/A 12500000.00 368395.12 Agency Collateralized Mortgage Obligation GNRA 2014-20O BI N/A 38375UQL7 2064-09-20 1.54283 N/A 3499990.00 5159.05 Agency Collateralized Mortgage Obligation GNRM 2024-113 LI N/A 38384QTC2 2054-07-20 6.5 N/A 100000.00 10451.55 Agency Collateralized Mortgage Obligation FERA 5354SC 10/25/53 N/A 3137HATA4 2053-10-25 1.9782 N/A 102874112.00 3806423.40 Agency Collateralized Mortgage Obligation GNRA 2014-7O AI N/A 38375UHE3 2064-05-20 1.57666 N/A 20223392.00 110783.04 Agency Collateralized Mortgage Obligation FERA 5499TQ 02/25/55 N/A 3137HJZ59 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N/A 38375BZZ8 2062-10-20 0.02095 N/A 12173605.00 83.11 Agency Collateralized Mortgage Obligation GNRA 2022-019 SG N/A 38383GMT5 2052-01-20 0 N/A 302070000.00 1199324.77 Agency Collateralized Mortgage Obligation FNRA CL103TI R24F103 N/A 3136BUPH7 2055-01-25 0.1 N/A 9999940.00 27232.59 Agency Collateralized Mortgage Obligation GNRA 2013-H03 SA N/A 38375BF72 2060-08-20 0.60941 N/A 42696886.00 43.23 Agency Collateralized Mortgage Obligation GNRA 2024-042 TC N/A 38384KHR5 2054-03-20 0 N/A 250000.00 0.36 Agency Collateralized Mortgage Obligation FNRA CL022TH R24F022 N/A 3136BRN94 2054-05-25 0 N/A 250000.00 1.36 Agency Collateralized Mortgage Obligation GNRA 2015-26O CI N/A 38376RJU1 2065-08-20 0.06552 N/A 4456446.00 415.52 Agency Collateralized Mortgage Obligation FNRA CL103TM R24F103 N/A 3136BUPU8 2055-01-25 0 N/A 312000.00 79.20 Agency Collateralized Mortgage Obligation GNRA 2022-151 SA N/A 38383YP89 2052-09-20 1.90112 N/A 70101760.00 4755469.01 Agency Collateralized Mortgage Obligation 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38385FF30 2055-03-20 1.70112 N/A 100000000.00 5089566.27 Agency Collateralized Mortgage Obligation FGRA 4793SD 06/15/48 N/A 3137FEZD5 2048-06-15 1.9435 N/A 56250000.00 736182.60 Agency Collateralized Mortgage Obligation GNRA 2024-125 CS N/A 38384VNM5 2054-08-20 1.20112 N/A 50000000.00 1748246.45 Agency Collateralized Mortgage Obligation FNRA CL111SA R12F111 N/A 3136A9EK0 2042-10-25 2.41372 N/A 16443136.00 348809.98 Agency Collateralized Mortgage Obligation FNRA CL060SH R24F060 N/A 3136BSS55 2054-09-25 1.1782 N/A 66098048.00 2180855.65 Agency Collateralized Mortgage Obligation GNRM 2023-019 ZN N/A 38383V6B9 2053-02-20 5 N/A 10000000.00 11118186.61 Agency Collateralized Mortgage Obligation GNRA 2017-129 SA N/A 38380GMB7 2047-08-20 2.12568 N/A 1000000.00 31544.17 Agency Collateralized Mortgage Obligation FNRA CL084HS R12F084 N/A 3136A7P22 2042-08-25 1.81372 N/A 55000000.00 646044.28 Agency Collateralized Mortgage Obligation GNRA 2025-001 SJ N/A 38385CEZ7 2055-01-20 1.10112 N/A 41396720.00 1135542.44 Agency Collateralized Mortgage Obligation GNRA 2025-098 YS N/A 38381NMJ4 2055-06-20 0.15112 N/A 167636224.00 2314540.96 Agency Collateralized Mortgage Obligation GNRA 2023-101 TI N/A 38384CBN8 2053-07-20 0.03 N/A 29999104.00 19832.35 Agency Collateralized Mortgage Obligation FNRM CL047ZA R22F047 N/A 3136BNN51 2052-08-25 4.5 N/A 4637584.00 4702570.66 Agency Collateralized Mortgage Obligation GNRA 2016-169 IO N/A 38379U3N4 2058-06-16 0.51507 N/A 74964480.00 643991.72 Agency Collateralized Mortgage Obligation GNRA 2024-030 MX N/A 38384JNP5 2054-02-20 7 N/A 714286.00 61188.15 Agency Collateralized Mortgage Obligation FNRA CL103AS R13F103 N/A 3136AGMY5 2043-10-25 2.41372 N/A 33433856.00 311556.30 Agency Collateralized Mortgage Obligation GNRM 2019-18 DC N/A 38381B4H4 2049-02-20 5 N/A 1015530.00 1045157.07 Agency Collateralized Mortgage Obligation FNRA CL108SB R06F108 N/A 31396LTD2 2036-11-25 2.41372 N/A 161500000.00 209534.08 Agency Collateralized Mortgage Obligation GNRA 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Collateralized Mortgage Obligation GNRA 2025-002 QS N/A 38385BN89 2055-01-20 1.95112 N/A 20000000.00 631680.32 Agency Collateralized Mortgage Obligation GNRA 2025-083 SG N/A 38385GRZ4 2055-04-20 0.20112 N/A 325000000.00 3472552.90 Agency Collateralized Mortgage Obligation FNRM CL040P R25F040 N/A 3136BWGX8 2054-10-25 5 N/A 69275008.00 66847990.32 Agency Collateralized Mortgage Obligation GNRA 2025-175 FL N/A 38385HKA4 2055-10-20 5.14888 N/A 25000000.00 25055530.47 Agency Collateralized Mortgage Obligation FGRA 4664TZ 03/15/47 N/A 3137BWRN6 2047-03-15 3 N/A 31293000.00 24562784.40 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-SG1 X3 20300925 FLT N/A 3137FXLZ9 2030-09-25 3.03391 N/A 3532000.00 405840.97 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-KG02 X2-A 20290825 0.10000 N/A 30298RAJ7 2029-08-25 0.1 N/A 489726000.00 1343800.73 Agency Collateralized Mortgage Obligation FNRA CL061SB R18F061 N/A 3136B2TG7 2048-08-25 2.01372 N/A 34494080.00 524039.48 Agency Collateralized Mortgage Obligation GNRM 2016-17 GI N/A 38380ANZ6 2046-08-20 3.5 N/A 25414560.00 224352.07 Agency Collateralized Mortgage Obligation GNRM 2021-008 ZM N/A 38382MZM4 2051-01-20 2 N/A 2295000.00 134003.90 Agency Collateralized Mortgage Obligation FERA 5440SH 07/25/54 N/A 3137HDZB9 2054-07-25 1.8282 N/A 50000000.00 1750931.33 Agency Collateralized Mortgage Obligation GNRA 2025-150 ES N/A 38381UC75 2065-09-20 0.65112 N/A 28245344.00 613996.65 Agency Collateralized Mortgage Obligation GNRA 2014-18 SA N/A 38378P5E4 2043-08-20 2.62568 N/A 17901696.00 113506.22 Agency Collateralized Mortgage Obligation FNRA CL064TI R18F064 N/A 3136B23D2 2040-01-25 0.348854 N/A 35132544.00 46489.93 Agency Collateralized Mortgage Obligation GNRA 2016-035 IO N/A 38379UHJ8 2058-03-16 0.74014 N/A 55340544.00 284830.17 Agency Collateralized Mortgage Obligation GNRM 2020-016 ID N/A 38382CT84 2047-01-20 4.5 N/A 6880000.00 146882.39 Agency Collateralized Mortgage Obligation GNRA 2012-061 SM N/A 38378EK93 2042-05-16 2.52656 N/A 20000000.00 769981.28 Agency Collateralized Mortgage Obligation GNRA 2022-073 IO N/A 38381E6V5 2064-07-16 0.55586 N/A 125000000.00 5431061.17 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-063 X3 20450225 FLT N/A 3137BVZB5 2045-02-25 2.14962 N/A 24839000.00 619901.09 Agency Collateralized Mortgage Obligation GNRA 2024-160 SH N/A 38384YRC7 2062-09-20 1.22112 N/A 26326208.00 285570.07 Agency Collateralized Mortgage Obligation GNRM 2012-113 NI N/A 38378HWL6 2042-04-20 4.5 N/A 59146240.00 12742.74 Agency Collateralized Mortgage Obligation FGRM 4708KD 11/15/46 N/A 3137FAH92 2046-11-15 2 N/A 9337856.00 1838050.62 Agency Collateralized Mortgage Obligation GNRA 2020-109 AI N/A 38380PWC4 2060-05-16 0.83599 N/A 11800000.00 546171.57 Agency Collateralized Mortgage Obligation GNRA 2022-063 ET N/A 38383RAT4 2050-10-20 0 N/A 30000000.00 52086.04 Agency Collateralized Mortgage Obligation GNRA 2025-098 SC N/A 38381NNN4 2055-05-20 1.70112 N/A 32891328.00 2427729.63 Agency Collateralized Mortgage Obligation FGRA 4499CZ 08/15/45 N/A 3137BKYF1 2045-08-15 3.5 N/A 125000.00 160352.92 Agency Collateralized Mortgage Obligation GNRA 2020-164 SE N/A 38382LEX5 2050-11-20 0 N/A 70867584.00 613382.42 Agency Collateralized Mortgage Obligation GNRA 2019-10 SG N/A 38381YWZ3 2049-09-20 0 N/A 30000000.00 66785.55 Agency Collateralized Mortgage Obligation GNRA 2015-157 SA N/A 38379FBQ1 2045-10-20 1.64568 N/A 43805824.00 318105.31 Agency Collateralized Mortgage Obligation GNRA 2022-045 SG N/A 38383MT32 2050-05-20 0 N/A 61177216.00 627392.59 Agency Collateralized Mortgage Obligation GNRA 2014-138 IO N/A 38378XRJ2 2056-04-16 0.50546 N/A 134575360.00 281271.19 Agency Collateralized Mortgage Obligation FGRA 4074SE 07/15/42 N/A 3137ASM76 2042-07-15 2.3435 N/A 55904128.00 464473.07 Agency Collateralized Mortgage Obligation GNRM 2013-070 IO N/A 38378TLT5 2041-12-16 4.5 N/A 30020832.00 314078.72 Agency Collateralized Mortgage Obligation GNRA 2014-054 IO N/A 38378N2L6 2055-09-16 0.25384 N/A 109756416.00 51303.33 Agency Collateralized Mortgage Obligation FGRA 5152DT 10/15/61 N/A 3137H3AX0 2061-10-15 0 N/A 58032128.00 16881.76 Agency Collateralized Mortgage Obligation GNRA 2015-085 IO N/A 38379KTL2 2057-07-16 0.29044 N/A 135005000.00 380088.77 Agency Collateralized Mortgage Obligation GNRA 2008-028 IO N/A 38373MS76 2049-10-16 2.66851 N/A 101561000.00 114278.89 Agency Collateralized Mortgage Obligation FNRA CL095SB R25F095 N/A 3136BXN59 2055-10-25 1.2782 N/A 55920448.00 4103381.24 Agency Collateralized Mortgage Obligation FNRA CL005NS R11F005 N/A 31397QMG0 2040-09-25 0.81372 N/A 67766016.00 137040.49 Agency Collateralized Mortgage Obligation FGRM 4334AI 08/15/36 N/A 3137B9HV0 2036-08-15 4.5 N/A 19743072.00 125225.55 Agency Collateralized Mortgage Obligation GNRA 2018-03 IO N/A 38380JNM6 2059-05-16 0.60536 N/A 62400000.00 626798.04 Agency Collateralized Mortgage Obligation GNRA 2019-20 SC N/A 38381RBD0 2049-02-20 2.02568 N/A 9801000.00 230700.04 Agency Collateralized Mortgage Obligation GNRA 2016-49 MS N/A 38379WFS6 2046-04-20 1.92568 N/A 36853056.00 417053.59 Agency Collateralized Mortgage Obligation GNRA 2024-160 WS N/A 38384YPX3 2054-10-20 0.65112 N/A 30000000.00 1552503.62 Agency Collateralized Mortgage Obligation FGRA 3408AI 01/15/38 N/A 31397PU32 2038-01-15 1.9935 N/A 100000000.00 427596.55 Agency Collateralized Mortgage Obligation GNRM 2024-005 MI N/A 38384HSE9 2054-01-20 6 N/A 11347152.00 1046438.21 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2017-3 MB 20560725 3.00000 N/A 35563PBU2 2056-07-25 3 N/A 8000000.00 6453064.00 Agency Collateralized Mortgage Obligation FGRM 4425EA 01/15/45 N/A 3137BG4H9 2045-01-15 2 N/A 50000000.00 3397433.67 Agency Collateralized Mortgage Obligation GNRA 2016-086 IO N/A 38379UWM4 2058-03-16 0.98962 N/A 104827008.00 1327476.34 Agency Collateralized Mortgage Obligation GNRA 2023-164 HF N/A 38384D2J5 2053-11-20 5.94888 N/A 100000000.00 35527735.70 Agency 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N/A 38384EMX0 2053-09-20 5.39888 N/A 1156.00 404.98 Agency Collateralized Mortgage Obligation 08.000 FGPC G06448 G N/A 3128M8P99 2032-08-01 8 N/A 47731.00 1743.95 Agency Mortgage-Backed Securities FERM 5071IH 02/25/51 N/A 3137F9R37 2051-02-25 2.5 N/A 299990.00 27791.84 Agency Collateralized Mortgage Obligation GNRM 2011-155 AI N/A 38378ARN3 2040-08-20 5 N/A 7045632.00 1117.46 Agency Collateralized Mortgage Obligation GNRA 2019-29 WI N/A 38381Y7U2 2046-02-20 0.64926 N/A 73811077.00 517464.41 Agency Collateralized Mortgage Obligation GNMI SF CU0257 X N/A 3618BHJA5 2053-07-15 7 N/A 13287.00 13579.88 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ1759 N/A 3133CR5U3 2054-07-01 6 N/A 1000.00 852.16 Agency Mortgage-Backed Securities FNRA CL034SB R25F034 N/A 3136BVC22 2055-05-25 1.8782 N/A 6117506.00 417256.99 Agency Collateralized Mortgage Obligation FEPC 05.000 CLZM7164 N/A 3131Y15Z9 2048-07-01 5 N/A 2042.00 544.87 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6378 N/A 3132DUCP0 2054-09-01 6 N/A 5198.00 4703.23 Agency Mortgage-Backed Securities FEPC 03.000 CLQF2029 N/A 3133BPHE1 2052-10-01 3 N/A 1000.00 783.60 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4977 N/A 3132DSQ62 2053-11-01 5 N/A 1000.00 882.12 Agency Mortgage-Backed Securities GNRA 2019-69 NI N/A 38381WQR2 2044-07-20 0.80034 N/A 39767332.00 367354.24 Agency Collateralized Mortgage Obligation GNRA 2024-174 CS N/A 38384VSA6 2054-10-20 0 N/A 17821750.00 13.28 Agency Collateralized Mortgage Obligation GNII SP 784064 M N/A 3622A2QR6 2039-03-20 7 N/A 2024.00 260.40 Agency Mortgage-Backed Securities GNRA 2014-069 IB N/A 38379BG44 2036-06-20 0.69314 N/A 52040339.00 199121.71 Agency Collateralized Mortgage Obligation GNRA 2018-018 SA N/A 38380KL78 2043-11-20 0.83974 N/A 84926629.00 564641.80 Agency Collateralized Mortgage Obligation GNRA 2022-213 FA N/A 38383LYW4 2052-12-20 4.99888 N/A 4842428.00 3168697.42 Agency Collateralized Mortgage Obligation GNRA 2016-121 AS N/A 38380AC88 2040-12-20 0.57857 N/A 94316353.00 404960.84 Agency Collateralized Mortgage Obligation FEPC 07.000 CLQJ4009 N/A 3133CUN28 2054-09-01 7 N/A 1000.00 1052.03 Agency Mortgage-Backed Securities 07.000 FGPC A45751 G N/A 3128K6L81 2031-10-01 7 N/A 69535.00 772.76 Agency Mortgage-Backed Securities FEPC 05.500 CLQX0275 N/A 31425UJV8 2054-12-01 5.5 N/A 1000.00 967.86 Agency Mortgage-Backed Securities GNRA 2023-123 TK N/A 38384CRT8 2053-08-20 0.03 N/A 20000000.00 6093.06 Agency Collateralized Mortgage Obligation FEPC 05.000 CLQZ8708 N/A 31427JVA3 2055-11-01 5 N/A 1008.00 1018.97 Agency Mortgage-Backed Securities GNRA 2025-118 SD N/A 38381NC30 2055-07-20 1.85112 N/A 31809792.00 1616671.34 Agency Collateralized Mortgage Obligation FEPC 06.500 CLSD3501 N/A 3132DQ3J3 2053-05-01 6.5 N/A 4041.00 3440.94 Agency Mortgage-Backed Securities FEPC 06.000 CLQF9480 N/A 3133BXQ95 2053-02-01 6 N/A 2001.00 2013.04 Agency Mortgage-Backed Securities FEPC 05.000 CLZA5441 N/A 31329PBJ1 2048-05-01 5 N/A 1008.00 194.59 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6754 N/A 3133BUQF7 2053-01-01 6 N/A 5000.00 3822.28 Agency Mortgage-Backed Securities FERA 5507SA 02/25/55 N/A 3137HJPX9 2055-02-25 0.9282 N/A 50000000.00 1048494.96 Agency Collateralized Mortgage Obligation MNAR XX.XXX HYAN9591 N/A 3138LNUR0 2030-08-01 3.75 N/A 182200.00 180577.42 Agency Mortgage-Backed Securities GNRA 2023-189 SA N/A 38384GLV0 2053-12-20 2.95112 N/A 762202.00 27130.42 Agency Collateralized Mortgage Obligation FEPC 05.000 CLQA8854 N/A 3133A3ZT8 2050-04-01 5 N/A 1061.00 542.72 Agency Mortgage-Backed Securities GNRA 2015-057 AS N/A 38379LKS4 2045-04-20 1.52568 N/A 136500000.00 1137914.35 Agency Collateralized Mortgage Obligation 02.500 FGPC C91900 G N/A 3128P8DD0 2036-10-01 2.5 N/A 1000.00 170.52 Agency Mortgage-Backed Securities FNRA CL086SI R12F086 N/A 3136A7PS5 2042-08-25 1.31372 N/A 119725333.00 875337.64 Agency Collateralized Mortgage Obligation FEPC 02.500 CLQC0570 N/A 3133AJT37 2051-04-01 2.5 N/A 1000.00 541.73 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ3545 N/A 3133CT5E5 2054-09-01 6.5 N/A 1001.00 1023.80 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5913 N/A 3132DTSA9 2054-04-01 5.5 N/A 2749.00 2549.15 Agency Mortgage-Backed Securities GNRA 2023-16O IG N/A 38383KAV4 2073-06-20 0.31776 N/A 100000.00 3573.48 Agency Collateralized Mortgage Obligation FNRM CL018PI R22F018 N/A 3136BMGK8 2051-11-25 4 N/A 15671258.00 1943448.60 Agency Collateralized Mortgage Obligation GNRA 2024-007 FB N/A 38384GL24 2054-01-20 5.19888 N/A 7912934.00 3458066.41 Agency Collateralized Mortgage Obligation FEPC 02.500 CLSD7523 N/A 3132DVLC7 2050-08-01 2.5 N/A 1024.00 489.36 Agency Mortgage-Backed Securities GNMI SP 784121 X N/A 3622A2SJ2 2029-08-15 7 N/A 7991856.00 486232.48 Agency Mortgage-Backed Securities GNRA 2019-15 SE N/A 38381RLG2 2049-02-20 1.97568 N/A 70798857.00 1386171.72 Agency Collateralized Mortgage Obligation 03.500 FGPC G60138 G N/A 31335AEK0 2045-08-01 3.5 N/A 7003.00 1441.80 Agency Mortgage-Backed Securities GNRA 2024-07O IG N/A 38383KXB3 2074-04-20 0.72008 N/A 50000000.00 2848452.60 Agency Collateralized Mortgage Obligation GNRA 2024-021 SG N/A 38384JBW3 2054-02-20 1.85112 N/A 74779345.00 3175918.59 Agency Collateralized Mortgage Obligation FEPC 05.500 CLRJ4374 N/A 3142GU2G7 2055-06-01 5.5 N/A 1000.00 989.22 Agency Mortgage-Backed Securities FEPC 04.500 CLZM2827 N/A 3131XWD83 2047-03-01 4.5 N/A 1008.00 276.63 Agency Mortgage-Backed Securities FERM 5144QI 04/25/51 N/A 3137H26W9 2051-04-25 2.5 N/A 8800000.00 704233.49 Agency Collateralized Mortgage Obligation FEPC 04.500 CLZM3241 N/A 3131XWS61 2047-05-01 4.5 N/A 33055.00 3591.77 Agency Mortgage-Backed Securities FEPC 04.500 CLQX4115 N/A 31425YSD0 2055-01-01 4.5 N/A 1000.00 866.71 Agency Mortgage-Backed Securities FNRA CL113SB R10F113 N/A 31398T7D7 2040-10-25 2.41372 N/A 32968280.00 61772.08 Agency Collateralized Mortgage Obligation FEPC 04.000 CLQA0639 N/A 31334WV81 2049-06-01 4 N/A 1000.00 135.77 Agency Mortgage-Backed Securities FEPC 06.500 CLQY7373 N/A 31426SFP9 2055-07-01 6.5 N/A 1000.00 1044.63 Agency Mortgage-Backed Securities GNRA 2021-135 GS N/A 38382XAJ4 2051-08-20 2.22568 N/A 27093587.00 2647950.46 Agency Collateralized Mortgage Obligation FEPC 06.500 CLZI6364 N/A 3131WKB90 2037-08-01 6.5 N/A 1001.00 10.93 Agency Mortgage-Backed Securities GNAR AT 081314 M N/A 36225DN83 2035-04-20 5.625 N/A 1000000.00 20120.27 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8580 N/A 3138LMRA3 2038-04-01 3.51 N/A 1000.00 916.58 Agency Mortgage-Backed Securities 06.000 FGPC G03463 G N/A 3128M5FC9 2037-11-01 6 N/A 23100.00 317.01 Agency Mortgage-Backed Securities GNAR WK 785344 M N/A 3622AAZH0 2047-12-20 5.232 N/A 337800.00 84800.31 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ1927 N/A 3142GSD96 2054-07-01 5 N/A 1000.00 886.40 Agency Mortgage-Backed Securities FEPC 06.500 CLQX8645 N/A 31426FTB3 2055-03-01 6.5 N/A 1000.00 1008.53 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8155 N/A 3132DWBY8 2051-07-01 2 N/A 3000.00 1845.95 Agency Mortgage-Backed Securities FNRA CL033FE R25F033 N/A 3136BVVQ8 2054-08-25 5.5218 N/A 1000.00 845.78 Agency Collateralized Mortgage Obligation FEPC 06.000 CLSD8363 N/A 3132DWJG9 2053-09-01 6 N/A 1000.00 746.08 Agency Mortgage-Backed Securities FMAR 841739 G N/A 31288Q4Y3 2054-01-01 4.274 N/A 2214.00 1988.28 Agency Mortgage-Backed Securities FNRM RC044NI R21F044 N/A 3136BHF87 2051-07-25 3 N/A 142530.00 21252.08 Agency Collateralized Mortgage Obligation GNRA 2025-146 SH N/A 38381Q2R1 2053-04-20 2.10112 N/A 95793666.00 6478671.75 Agency Collateralized Mortgage Obligation GNRA 2017-066 AS N/A 38376UFR5 2041-04-20 0.43106 N/A 63354203.00 285756.16 Agency Collateralized Mortgage Obligation FEPC 06.000 CLQJ1762 N/A 3133CR5X7 2054-07-01 6 N/A 1000.00 1012.52 Agency Mortgage-Backed Securities FNRM CL054DO R23F054 N/A 3136BQRF8 2053-11-25 0 N/A 26143775.00 14224646.21 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-509 A-2 20280925 FLT N/A 3137HAST4 2028-09-25 4.85 N/A 1000.00 1028.47 Agency Collateralized Mortgage Obligation GNRA 2023-187 FE N/A 38384GNF3 2053-12-20 5.34888 N/A 3835478.00 1812029.81 Agency Collateralized Mortgage Obligation FEPC 05.000 CLSD7033 N/A 3132DUY68 2054-11-01 5 N/A 1000.00 919.00 Agency Mortgage-Backed Securities FEPC 05.500 CLQY3357 N/A 31426MWT5 2055-04-01 5.5 N/A 1000.00 1017.76 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0578 N/A 3132DMUB9 2051-03-01 2.5 N/A 1000.00 561.42 Agency Mortgage-Backed Securities GNRA 2025-118 S N/A 38381ND39 2055-07-20 6.42077 N/A 26204843.00 27709309.77 Agency Collateralized Mortgage Obligation GNMI SF 726316 X N/A 3620AC3Z5 2039-09-15 5 N/A 1000.00 38.72 Agency Mortgage-Backed Securities FNRA CL040SB R23F040 N/A 3136BQGT0 2053-09-25 2.5282 N/A 107332910.00 5828135.22 Agency Collateralized Mortgage Obligation 04.000 FGPC C91401 G N/A 3128P7RW5 2032-02-01 4 N/A 8601.00 453.57 Agency Mortgage-Backed Securities GNRA 2025-026 SD N/A 38385CF94 2055-02-20 2.47112 N/A 33725024.00 2347991.67 Agency Collateralized Mortgage Obligation GNII SP 783620 M N/A 3622A2AV4 2042-06-20 4 N/A 1000.00 54.32 Agency Mortgage-Backed Securities FNRA RC034SF R15F034 N/A 3136AN4B0 2045-06-25 0 N/A 807803.00 5.06 Agency Collateralized Mortgage Obligation GNRA 2012-106 YF N/A 38378HKR6 2042-09-20 4.48 N/A 486374.00 11669.88 Agency Collateralized Mortgage Obligation FERM 5196IB 07/25/51 N/A 3137H5WH6 2051-07-25 2.5 N/A 7861120.00 694938.98 Agency Collateralized Mortgage Obligation FEPC 06.500 CLSD7202 N/A 3132DVAB1 2054-09-01 6.5 N/A 2000.00 1793.59 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4749 N/A 3132DSH21 2053-11-01 6.5 N/A 3000.00 2206.66 Agency Mortgage-Backed Securities GNRA 2014-099 ID N/A 38379DDR2 2036-11-20 0.89624 N/A 72459294.00 276511.25 Agency Collateralized Mortgage Obligation FEPC 04.000 3PZA3151 N/A 31329LQC9 2043-11-01 4 N/A 2734.00 110.40 Agency Mortgage-Backed Securities GNAR FB 082448 M N/A 36225EWJ7 2039-12-20 6.5 N/A 2750000.00 37096.91 Agency Mortgage-Backed Securities GNRA 2019-84 MS N/A 38381XCQ7 2049-07-20 2.02568 N/A 42947794.00 757641.06 Agency Collateralized Mortgage Obligation GNRA 2023-05O MI N/A 38382YY23 2073-01-20 0.95101 N/A 12424359.00 963711.37 Agency Collateralized Mortgage Obligation FNAR XX.XXX SOBM7482 N/A 3140JCJ47 2054-01-01 4.184 N/A 19235.00 17930.01 Agency Mortgage-Backed Securities GNAR AR 080564 M N/A 36225CTW6 2031-12-20 4.75 N/A 8236606.00 19632.78 Agency Mortgage-Backed Securities FEPC 02.000 CLRA4986 N/A 3133KLRF6 2051-04-01 2 N/A 1000.00 555.14 Agency Mortgage-Backed Securities FNAR XX.XXX HLAN0448 N/A 3138LCQA6 2046-01-01 3.88 N/A 1000.00 771.14 Agency Mortgage-Backed Securities GNRA 2024-172 FA N/A 38384XRH8 2054-10-20 5.19888 N/A 3650649.00 2686024.85 Agency Collateralized Mortgage Obligation FEPC 06.000 CLSD5331 N/A 3132DS4Q2 2054-03-01 6 N/A 1000.00 861.88 Agency Mortgage-Backed Securities GNRA 2025-004 YI N/A 38385CBK3 2055-01-20 0.05204 N/A 190000000.00 9340.84 Agency Collateralized Mortgage Obligation FEPC 02.500 CIZS8562 N/A 3132A9QP5 2030-04-01 2.5 N/A 19375.00 1599.26 Agency Mortgage-Backed Securities GNRA 2023-187 FD N/A 38384GMT4 2053-12-20 5.39888 N/A 9327116.00 3190951.48 Agency Collateralized Mortgage Obligation GNMI SF CU0276 X N/A 3618BHJV9 2053-09-15 6.5 N/A 284184.00 287885.82 Agency Mortgage-Backed Securities FEPC 06.500 CLZI5486 N/A 3131WJCX9 2036-09-01 6.5 N/A 1000.00 54.91 Agency Mortgage-Backed Securities FEPC 06.500 CLSL1948 N/A 31427PEW0 2055-07-01 6.5 N/A 113815.00 113004.69 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2776 N/A 3132DQCM6 2053-04-01 5 N/A 1000.00 829.88 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8055 N/A 3132DV5Q4 2050-04-01 2.5 N/A 1001.00 223.12 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8259 N/A 3132DWE82 2052-10-01 5.5 N/A 1000.00 755.99 Agency Mortgage-Backed Securities GNII SP 783519 M N/A 36241L4C7 2041-01-20 4 N/A 49091047.00 2670999.86 Agency Mortgage-Backed Securities GNII SF DI6864 C N/A 3618NQTV5 2055-02-20 6.5 N/A 12570.00 13057.04 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7655 N/A 3133BVQG3 2053-02-01 5.5 N/A 3002.00 2619.70 Agency Mortgage-Backed Securities GNRA 2017-132 SA N/A 38380GZA5 2040-02-20 0.7111 N/A 60685062.00 301683.15 Agency Collateralized Mortgage Obligation MNAR XX.XXX HYBS6422 N/A 3140LHD49 2037-08-01 4.17 N/A 1000.00 968.95 Agency Mortgage-Backed Securities GNRA 2023-153 TA N/A 38384E5Z4 2053-10-20 0.01 N/A 106767.00 9.15 Agency Collateralized Mortgage Obligation FEPC 05.000 CLZI1985 N/A 3131WEF25 2034-05-01 5 N/A 1000.00 26.38 Agency Mortgage-Backed Securities GNRA 2014-090 SA N/A 38379CWZ5 2038-10-20 0.80083 N/A 61239231.00 153989.80 Agency Collateralized Mortgage Obligation FEPC 02.000 CLQB9783 N/A 3133AG2Q1 2051-03-01 2 N/A 1000.00 610.69 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0530 N/A 31334WST9 2049-06-01 3.5 N/A 5940.00 968.33 Agency Mortgage-Backed Securities GNAR AT MA4091 M N/A 36179SRL3 2046-11-20 4.625 N/A 1616494.00 61079.18 Agency Mortgage-Backed Securities FEPC 03.500 CLZM4821 N/A 3131XYLA5 2047-11-01 3.5 N/A 1708.00 456.05 Agency Mortgage-Backed Securities FEPC 03.500 CLQA4289 N/A 31339UXS4 2049-11-01 3.5 N/A 4002.00 1699.64 Agency Mortgage-Backed Securities GNRA 2016-29 GS N/A 38379T4F3 2042-05-20 0.83794 N/A 40317194.00 134249.42 Agency Collateralized Mortgage Obligation FEPC 06.000 CLQY5449 N/A 31426QBT9 2055-06-01 6 N/A 1008.00 968.66 Agency Mortgage-Backed Securities GNMI SP 784925 X N/A 3622AALE2 2047-10-15 4.5 N/A 1002.00 275.94 Agency Mortgage-Backed Securities FNRM CL011AL R16M011 N/A 3136AT5G5 2039-07-25 2.944 N/A 4972.00 285.30 Agency Collateralized Mortgage Obligation GNAR AT MA4282 M N/A 36179SXK8 2047-02-20 5.5 N/A 500000.00 28464.63 Agency Mortgage-Backed Securities GNAR AF MA3747 M N/A 36179SEU7 2046-06-20 5.5 N/A 996801.00 42530.64 Agency Mortgage-Backed Securities GNRA 2023-164 CS N/A 38384D7N1 2053-11-20 3.00112 N/A 14514200.00 825279.18 Agency Collateralized Mortgage Obligation FEPC 03.000 CIZS8591 N/A 3132A9RL3 2030-12-01 3 N/A 1000.00 93.74 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2951 N/A 3140HUH58 2034-06-01 3.37 N/A 6668403.00 6295655.94 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1684 N/A 3132DN2R3 2052-09-01 4.5 N/A 1000.00 746.17 Agency Mortgage-Backed Securities MNAR XX.XXX HLBS3459 N/A 3140LDZZ5 2051-10-01 2.42 N/A 1136.00 780.06 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8325 N/A 3138LMHB2 2038-02-01 3.56 N/A 1643.00 1309.88 Agency Mortgage-Backed Securities GNRA 2023-076 CF N/A 38383X5B6 2053-05-20 5.09888 N/A 765207.00 432730.26 Agency Collateralized Mortgage Obligation FEPC 06.000 CLQX5115 N/A 31426AVH8 2055-01-01 6 N/A 1000.00 958.62 Agency Mortgage-Backed Securities GNAR AF 082999 M N/A 36225FKM0 2041-12-20 4.75 N/A 2175000.00 50343.66 Agency Mortgage-Backed Securities GNRA 2014-181 SB N/A 38379HNK7 2040-02-20 0.70926 N/A 26202046.00 84815.42 Agency Collateralized Mortgage Obligation GNMI SF 604567 X N/A 36200MTY9 2033-08-15 5.5 N/A 1111745.00 28816.60 Agency Mortgage-Backed Securities GNRA 2025-022 SA N/A 38385CQ35 2055-02-20 1.79112 N/A 93470184.00 5028007.95 Agency Collateralized Mortgage Obligation FKAR 03.260 WEWE6088 N/A 3132YBXR2 2040-02-01 3.26 N/A 2162393.00 1907404.03 Agency Mortgage-Backed Securities FEPC 07.000 CLZI6070 N/A 3131WJW74 2031-02-01 7 N/A 1000.00 8.53 Agency Mortgage-Backed Securities GNRA 2021-155 SM N/A 38383AJY1 2051-07-20 2.22568 N/A 10500000.00 1016056.69 Agency Collateralized Mortgage Obligation FEPC 04.500 CLSD6650 N/A 3132DUL70 2054-10-01 4.5 N/A 2010.00 1842.16 Agency Mortgage-Backed Securities FEPC 04.000 CLZL2199 N/A 3131XHNQ5 2041-10-01 4 N/A 1000.00 78.83 Agency Mortgage-Backed Securities GNRA 2023-076 FA N/A 38383X4Z4 2053-05-20 5.09888 N/A 8986465.00 3618961.23 Agency Collateralized Mortgage Obligation 03.500 FGPC G61281 G N/A 31335BM60 2048-01-01 3.5 N/A 25723.00 4557.67 Agency Mortgage-Backed Securities FNRM RC069IJ R21F069 N/A 3136BJPW9 2049-01-25 2.5 N/A 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Mortgage-Backed Securities 07.000 FGPC G05740 G N/A 3128M7V94 2036-01-01 7 N/A 1000.00 37.16 Agency Mortgage-Backed Securities GNRA 2016-35 WI N/A 38380AL88 2041-08-20 0.76874 N/A 101868319.00 455910.21 Agency Collateralized Mortgage Obligation FEPC 03.500 CLRA7122 N/A 3133KN4F7 2052-04-01 3.5 N/A 1000.00 684.05 Agency Mortgage-Backed Securities FNRM CL049ID R23F049 N/A 3136BQKM0 2048-05-25 5 N/A 46813628.00 5059645.82 Agency Collateralized Mortgage Obligation FNRM RC061HI R20F061 N/A 3136BBK68 2050-09-25 4 N/A 19231935.00 1421694.15 Agency Collateralized Mortgage Obligation GNRA 2024-200 CS N/A 38385BQT0 2054-12-20 1.95112 N/A 14803469.00 824122.57 Agency Collateralized Mortgage Obligation FEPC 05.500 CLZS4339 N/A 3132A4ZC5 2038-05-01 5.5 N/A 1040.00 9.06 Agency Mortgage-Backed Securities GNMI SP 783522 X N/A 36241L4F0 2042-01-15 4 N/A 110674349.00 5825848.76 Agency Mortgage-Backed Securities FEPC 06.000 3PQU8222 N/A 3133JMD38 2054-10-01 6 N/A 1000.00 1011.39 Agency Mortgage-Backed Securities FERM 5571BV 07/25/36 N/A 3137HMEC0 2036-07-25 5 N/A 1000.00 997.75 Agency Collateralized Mortgage Obligation FEPC 04.500 CLSD1505 N/A 3132DNU68 2052-08-01 4.5 N/A 1000.00 740.90 Agency Mortgage-Backed Securities GNAR TL MA1120 M N/A 36179NG51 2043-06-20 6.125 N/A 964273.00 13057.80 Agency Mortgage-Backed Securities GNAR WN 784594 M N/A 3622A3C73 2042-09-20 6.314 N/A 122243.00 20414.05 Agency Mortgage-Backed Securities GNRA 2023-10O IK N/A 38382Y4Y6 2071-06-20 0.49393 N/A 100028.00 2001.27 Agency Collateralized Mortgage Obligation FEPC 04.500 CLZA4819 N/A 31329NK80 2047-02-01 4.5 N/A 3502.00 752.78 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7674 N/A 3131Y2Q35 2048-08-01 4.5 N/A 1000.00 253.99 Agency Mortgage-Backed Securities GNAR AF MA5774 M N/A 36179UMX7 2049-02-20 5.5 N/A 2328869.00 168362.32 Agency Mortgage-Backed Securities GNRA 2024-134 QS N/A 38384VBH9 2053-08-20 2.40112 N/A 115248996.00 4141447.89 Agency Collateralized Mortgage Obligation FEPC 03.500 CLSD1087 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N/A 1135.00 973.13 Agency Mortgage-Backed Securities FEPC 04.000 CLZM8775 N/A 3131Y3XC5 2048-10-01 4 N/A 1004.00 168.27 Agency Mortgage-Backed Securities FERM 5148CI 06/25/49 N/A 3137H2UN2 2049-06-25 2 N/A 997620.00 101865.92 Agency Collateralized Mortgage Obligation FNAR XX.XXX HYAN5386 N/A 3138LH6Y5 2029-05-01 3.25 N/A 3000.00 2728.54 Agency Mortgage-Backed Securities GNRA 2018-51 WI N/A 38380WGF0 2046-11-20 0.72339 N/A 25850462.00 106374.30 Agency Collateralized Mortgage Obligation FEPC 06.000 CLSD6143 N/A 3132DTZG8 2054-07-01 6 N/A 1000.00 847.70 Agency Mortgage-Backed Securities FEPC 03.000 CLZT1484 N/A 3132ADUH9 2046-09-01 3 N/A 1000.00 269.02 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1979 N/A 3142GSFV5 2054-07-01 6.5 N/A 1000.00 841.87 Agency Mortgage-Backed Securities FEPC 02.000 CTSC0634 N/A 3132D9V35 2042-08-01 2 N/A 3000.00 2446.23 Agency Mortgage-Backed Securities GNAR FB MA0186 M N/A 36179MF39 2042-06-20 6.25 N/A 966671.00 19983.45 Agency Mortgage-Backed Securities 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N/A 91282CKT7 2029-05-31 4.5 N/A 43861400.00 46226235.56 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 N/A 68639600.00 66728125.56 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 N/A 2550000.00 2235653.30 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 N/A 11552100.00 11726862.91 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 N/A 35026500.00 33355249.04 U.S. Treasuries (including strips) BILL 12/11/25 N/A 912797QY6 2025-12-11 0 N/A 312000.00 311662.42 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 N/A 19918000.00 20858266.21 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 N/A 65800.00 61923.39 U.S. Treasuries (including strips) 5 3/8 BOND 31 N/A 912810FP8 2031-02-15 5.375 N/A 10000.00 10971.36 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 N/A 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19015855.00 9742378.16 Agency Mortgage-Backed Securities FNMS 05.000 CLDE1295 N/A 3140BDNM8 2055-06-01 5 N/A 1000.00 1008.39 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6017 N/A 3140QDVK7 2050-06-01 2.5 N/A 7938413.00 3235742.36 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7330 N/A 3140QFEC9 2050-10-01 2 N/A 251458187.00 138613919.44 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8063 N/A 3140QF5Z8 2050-12-01 2 N/A 1024.00 581.94 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7427 N/A 3133C8HC2 2053-07-01 6.5 N/A 1000.00 514.34 Agency Mortgage-Backed Securities FNMS 06.000 CLDB7335 N/A 3140AHEH1 2054-07-01 6 N/A 1008.00 974.31 Agency Mortgage-Backed Securities FNMS 05.000 CLDF0005 N/A 3140BQAF8 2055-10-01 5 N/A 1000.00 1002.18 Agency Mortgage-Backed Securities 04.000 FGPC Q62228 G N/A 3132VNPN7 2049-03-01 4 N/A 1000.00 119.86 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6910 N/A 3140QEVC3 2050-09-01 2.5 N/A 52256960.00 26864009.42 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4812 N/A 3140QQK20 2052-10-01 5 N/A 250059636.00 187716501.84 Agency Mortgage-Backed Securities FNMS 06.000 CLDB7676 N/A 3140AHQ62 2054-07-01 6 N/A 1000.00 815.26 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3308 N/A 3140QNVA7 2047-04-01 3 N/A 36572096.00 25746008.30 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4525 N/A 3138WEA33 2045-03-01 3.5 N/A 1024.00 207.55 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4266 N/A 3132E0W32 2053-11-01 6 N/A 27964817.00 23957650.13 Agency Mortgage-Backed Securities FNMS 03.500 CLAX7560 N/A 3138Y9MJ4 2045-01-01 3.5 N/A 1280.00 131.51 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8017 N/A 3140QF4B2 2050-12-01 2 N/A 50008384.00 28745116.58 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8330 N/A 3133BWHF3 2053-02-01 5.5 N/A 1000.00 982.69 Agency Mortgage-Backed Securities FNMS 06.000 CL979900 N/A 31414YDD9 2038-05-01 6 N/A 1838.00 18.18 Agency Mortgage-Backed Securities FNMS 03.500 CLBH2620 N/A 3140GQ4E3 2047-08-01 3.5 N/A 1024.00 157.13 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5304 N/A 3140QQ3N3 2052-12-01 6 N/A 1024.00 748.12 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7141 N/A 3140QS5B3 2053-09-01 6.5 N/A 1047.00 738.54 Agency Mortgage-Backed Securities FNMS 04.500 CLBX2509 N/A 3140N6YF3 2052-11-01 4.5 N/A 1268978.00 1197095.16 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5761 N/A 3138WFMK9 2045-09-01 3.5 N/A 2000.00 461.64 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1015 N/A 3140Q8DV4 2048-01-01 4 N/A 2086028.00 300722.55 Agency Mortgage-Backed Securities FNMS 07.000 CLDB1904 N/A 3140ABDJ1 2054-09-01 7 N/A 1000.00 1076.95 Agency Mortgage-Backed Securities FNMS 02.500 CLBP3050 N/A 3140KAL87 2050-03-01 2.5 N/A 1000.00 232.97 Agency Mortgage-Backed Securities FNMS 03.000 R3BF0554 N/A 3140FXTL6 2050-05-01 3 N/A 15989064.00 7011811.87 Agency Mortgage-Backed Securities FNMS 04.500 CLBK5262 N/A 3140HJZ46 2048-05-01 4.5 N/A 439183.00 96802.64 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7346 N/A 3140QFEU9 2050-10-01 2 N/A 1024.00 583.48 Agency Mortgage-Backed Securities FNMS 03.000 CLBO4645 N/A 3140K0ET1 2049-11-01 3 N/A 1024.00 368.91 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6913 N/A 3140QSVF5 2053-08-01 5.5 N/A 37349672.00 30444608.29 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6329 N/A 3140QSA76 2053-05-01 6 N/A 96940.00 75662.25 Agency Mortgage-Backed Securities FNMS 04.500 CLCB9074 N/A 3140QVCL6 2054-08-01 4.5 N/A 1024.00 963.29 Agency Mortgage-Backed Securities 04.000 FGPC Q17953 G N/A 3132J9H76 2043-05-01 4 N/A 1000.00 211.11 Agency Mortgage-Backed Securities FNMS 04.000 CQAL6685 N/A 3138EPNB6 2035-01-01 4 N/A 1000.00 140.47 Agency Mortgage-Backed Securities FNMS 04.500 CLBW6028 N/A 3140MXVW1 2052-07-01 4.5 N/A 1000.00 894.20 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2320 N/A 3140N6SJ2 2052-12-01 5 N/A 505000.00 449309.13 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4984 N/A 3138WERE1 2045-05-01 3.5 N/A 1024.00 218.71 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5864 N/A 3140QRQS5 2053-03-01 6.5 N/A 5967.00 4298.01 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9961 N/A 3140N3B73 2052-09-01 5 N/A 1000.00 726.54 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3654 N/A 3132E0BX9 2052-10-01 5 N/A 1000.00 789.49 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1538 N/A 3140J5V89 2047-07-01 4 N/A 498000.00 116386.65 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4014 N/A 3140N8N87 2052-12-01 6 N/A 1000.00 992.66 Agency Mortgage-Backed Securities FNMS 04.000 U3BF0198 N/A 3140FXGG1 2040-11-01 4 N/A 4185000.00 807706.47 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5293 N/A 3140QQ3B9 2052-12-01 5.5 N/A 2000.00 1442.66 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7234 N/A 3140QFBC2 2050-10-01 2.5 N/A 1024.00 430.19 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3679 N/A 3140QBCR7 2049-06-01 4.5 N/A 174000.00 42263.48 Agency Mortgage-Backed Securities 04.000 FGPC Q44618 G N/A 3132WJDY4 2046-11-01 4 N/A 1000.00 259.08 Agency Mortgage-Backed Securities FNMS 03.500 CLAS9940 N/A 3138WLBJ1 2047-07-01 3.5 N/A 1024.00 243.68 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8706 N/A 3140QUU87 2054-06-01 6 N/A 1024.00 829.62 Agency Mortgage-Backed Securities FNMS 05.000 CLBN0714 N/A 3140JGYL3 2048-09-01 5 N/A 1000.00 655.70 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6598 N/A 3133C7KK2 2053-07-01 5.5 N/A 731536.00 511669.80 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7059 N/A 3140QSZZ7 2053-09-01 6.5 N/A 12287025.00 10241429.71 Agency Mortgage-Backed Securities FNMS 06.500 CLDA7283 N/A 3140A8CV2 2054-01-01 6.5 N/A 3468276.00 1559400.64 Agency Mortgage-Backed Securities FNMS 03.500 CLAR3198 N/A 3138W0RU5 2043-03-01 3.5 N/A 1000.00 172.54 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5633 N/A 3132DTHJ2 2054-02-01 6 N/A 1008.00 885.08 Agency Mortgage-Backed Securities FNMS 03.500 CLAO1214 N/A 3138LRK43 2042-04-01 3.5 N/A 1000.00 54.35 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3140NKHG9 2053-06-01 4.5 N/A 825168.00 765437.90 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9778 N/A 3140QV2L7 2055-01-01 5 N/A 31641285.00 30261169.87 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7241 N/A 3140QTBK4 2053-10-01 6.5 N/A 21961825.00 15907566.91 Agency Mortgage-Backed Securities FNMS 06.500 CL995378 N/A 31416BXF0 2039-01-01 6.5 N/A 1000.00 9.69 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2310 N/A 3140Q9R88 2048-09-01 4.5 N/A 5222614.00 1585890.95 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7450 N/A 3140QFH44 2050-10-01 2 N/A 1024.00 558.94 Agency Mortgage-Backed Securities FNMS 06.500 CLBY8376 N/A 3140NRJW7 2053-09-01 6.5 N/A 1000.00 713.08 Agency Mortgage-Backed Securities FNMS 05.000 CLDD4043 N/A 3140B4P53 2055-03-01 5 N/A 1000.00 1003.49 Agency Mortgage-Backed Securities FEPC 03.000 CLQD1893 N/A 3133AYC65 2051-11-01 3 N/A 1000.00 622.20 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6008 N/A 3140QRVA8 2053-04-01 4.5 N/A 17622440.00 15140533.26 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CLBW9931 N/A 3140N3A90 2052-09-01 5 N/A 1000.00 599.78 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7281 N/A 3140QFCT4 2050-10-01 2 N/A 46011051.00 25704434.96 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2275 N/A 3140QMQ56 2051-12-01 2.5 N/A 1000.00 650.12 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5314 N/A 3140QQ3Y9 2052-12-01 6 N/A 1000.00 801.01 Agency Mortgage-Backed Securities FNMS 05.500 CLBX2837 N/A 3140N7EK2 2052-11-01 5.5 N/A 1000.00 496.94 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ7216 N/A 3140H9AS2 2048-10-01 4 N/A 1024.00 169.98 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7553 N/A 3133KPMA3 2052-06-01 4 N/A 1000.00 727.91 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3858 N/A 3140QBJC3 2049-07-01 3.5 N/A 603000.00 124437.21 Agency Mortgage-Backed Securities FNMS 04.000 CLAR9367 N/A 3138W7MR2 2043-04-01 4 N/A 1000.00 124.02 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9022 N/A 3140QVAY0 2054-08-01 6.5 N/A 1008.00 883.43 Agency 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05.500 CLDF1081 N/A 3140BRFX2 2055-10-01 5.5 N/A 1000.00 1028.61 Agency Mortgage-Backed Securities FNMS 03.500 CLBM2000 N/A 3140J6GJ0 2047-05-01 3.5 N/A 202037785.00 27798467.00 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7050 N/A 3140QSZQ7 2053-09-01 5.5 N/A 1024.00 838.86 Agency Mortgage-Backed Securities FNMS 05.500 CTBV5974 N/A 3140MKT85 2045-06-01 5.5 N/A 8010.00 7717.64 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4786 N/A 3140QQJ89 2052-10-01 5 N/A 5540496.00 4469039.69 Agency Mortgage-Backed Securities FNMS 06.000 CLDC5675 N/A 3140ATJV9 2054-11-01 6 N/A 1000.00 886.67 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8835 N/A 3140QUY91 2054-07-01 5.5 N/A 1024.00 931.68 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6904 N/A 3140QSU66 2053-08-01 5 N/A 34495560.00 29420920.94 Agency Mortgage-Backed Securities FNMS 06.000 CLDF1058 N/A 3140BRE88 2055-10-01 6 N/A 1950080.00 2004400.51 Agency Mortgage-Backed Securities FNMS 05.000 CLDF0027 N/A 3140BQA50 2055-10-01 5 N/A 1097250.00 1103501.75 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5476 N/A 3140QRCN1 2053-01-01 6 N/A 2049.00 1514.71 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4629 N/A 3138WEEB1 2045-03-01 3.5 N/A 101969317.00 9032666.87 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4423 N/A 3140QP4H7 2052-08-01 5.5 N/A 1024.00 718.52 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2637 N/A 3140QM4X9 2052-01-01 2.5 N/A 693000.00 446015.89 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6547 N/A 3140QSHZ7 2053-06-01 6.5 N/A 1024.00 739.63 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2853 N/A 3140QNE32 2052-02-01 2 N/A 1000.00 658.13 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8137 N/A 3140QUBF2 2054-03-01 5.5 N/A 24206898.00 22042690.51 Agency Mortgage-Backed Securities FNMS 06.000 CL995301 N/A 31416BU22 2038-11-01 6 N/A 90633344.00 1280845.70 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6696 N/A 3140QSNN7 2053-07-01 5.5 N/A 32153440.00 25541176.55 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2683 N/A 3138YT6V1 2045-11-01 3.5 N/A 1000.00 221.19 Agency Mortgage-Backed Securities FNMS 05.500 CLBX7634 N/A 3140NCPU7 2053-05-01 5.5 N/A 1000.00 832.11 Agency Mortgage-Backed Securities 04.000 FGPC Q63397 G N/A 3132VPX37 2049-05-01 4 N/A 1000.00 370.47 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3372 N/A 3140QNXA5 2052-04-01 3.5 N/A 2113983.00 1653104.50 Agency Mortgage-Backed Securities 05.000 FGPC Q61703 G N/A 3132VM3M5 2049-02-01 5 N/A 1000.00 340.50 Agency Mortgage-Backed Securities FEPC 05.000 CLSD5864 N/A 3132DTQR4 2054-06-01 5 N/A 7501572.00 6817834.04 Agency Mortgage-Backed Securities FNMS 02.000 CTBP6566 N/A 3140KEJL3 2040-08-01 2 N/A 1024.00 471.61 Agency Mortgage-Backed Securities FNMS 05.000 CLBY1373 N/A 3140NHQ35 2053-10-01 5 N/A 8380750.00 7292541.68 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7606 N/A 3133BVNX9 2053-02-01 6 N/A 1008.00 846.64 Agency Mortgage-Backed Securities FNMS 06.000 CLBY3620 N/A 3140NLAW9 2053-06-01 6 N/A 1121500.00 1138973.24 Agency Mortgage-Backed Securities FNMS 04.500 CLAB2479 N/A 31416XXH8 2041-03-01 4.5 N/A 3044411.00 199193.63 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0502 N/A 3140QKRY6 2051-05-01 2 N/A 1000.00 599.36 Agency Mortgage-Backed Securities FNMS 03.000 CLBE0881 N/A 3140FK6T2 2046-12-01 3 N/A 1000.00 199.56 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6257 N/A 3140QR5T6 2053-05-01 5.5 N/A 55372736.00 45822767.34 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5911 N/A 3138WFR99 2045-10-01 3.5 N/A 1024.00 115.11 Agency Mortgage-Backed Securities FNMS 06.500 CLBX0215 N/A 3140N4GZ4 2053-05-01 6.5 N/A 263144.00 226266.41 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5150 N/A 3140QQWL5 2052-10-01 6 N/A 1000.00 552.15 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8551 N/A 3140QUQD1 2054-05-01 6.5 N/A 1000.00 843.26 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8650 N/A 3133WFTF4 2054-06-01 6 N/A 1000.00 1018.04 Agency Mortgage-Backed Securities FNMS 06.000 CLCB4926 N/A 3140QQPL3 2052-10-01 6 N/A 7605079.00 5668873.88 Agency Mortgage-Backed Securities FNMS 02.500 CLBU3295 N/A 3140M4UV8 2051-10-01 2.5 N/A 2836808.00 1759628.73 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6920 N/A 3140QSVN8 2053-08-01 6 N/A 46095824.00 36676525.46 Agency Mortgage-Backed Securities FNMS 07.000 NP888880 N/A 31410GQ97 2037-12-01 7 N/A 1007.00 3.51 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0497 N/A 3133BMRS6 2052-09-01 5 N/A 1000.00 843.72 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6599 N/A 3140QSKM2 2053-04-01 5 N/A 523754.00 437540.28 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4847 N/A 3140QQL52 2052-10-01 5.5 N/A 166000.00 123913.52 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7785 N/A 3140QTUK3 2054-01-01 6 N/A 1008.00 863.67 Agency Mortgage-Backed Securities FNMS 06.500 CLDE7792 N/A 3140BLUS9 2055-07-01 6.5 N/A 1000.00 1040.81 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6519 N/A 3138WGG57 2046-01-01 3.5 N/A 1024.00 73.08 Agency Mortgage-Backed Securities FNMS 05.000 CLBX4106 N/A 3140N8R42 2053-02-01 5 N/A 1000.00 833.04 Agency Mortgage-Backed Securities FNMS 06.500 CLFS4787 N/A 3140XLJ90 2053-05-01 6.5 N/A 6884490.00 5320534.75 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6246 N/A 3140QR5G4 2053-05-01 5 N/A 1040.00 807.33 Agency Mortgage-Backed Securities FNMS 05.000 CLBW5991 N/A 3140MXUR3 2052-07-01 5 N/A 1000.00 794.71 Agency Mortgage-Backed Securities FNMS 06.500 CL942511 N/A 31413DR82 2037-08-01 6.5 N/A 1024.00 2.84 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7304 N/A 3140QTDJ5 2053-10-01 6 N/A 1024.00 797.08 Agency Mortgage-Backed Securities 04.000 FGPC Q06568 G N/A 3132GRTZ4 2042-03-01 4 N/A 1000.00 194.58 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7343 N/A 3140QFER6 2050-10-01 2 N/A 1026.00 534.51 Agency Mortgage-Backed Securities FNMS 04.500 CLBH4277 N/A 3140GSXF4 2047-04-01 4.5 N/A 1000.00 286.20 Agency Mortgage-Backed Securities FNMS 04.500 CLBN2985 N/A 3140JKJ72 2048-11-01 4.5 N/A 1000.00 286.75 Agency Mortgage-Backed Securities FNMS 03.000 CICA8374 N/A 3140QGJU2 2035-12-01 3 N/A 1000.00 470.94 Agency Mortgage-Backed Securities FEPC 03.500 ZLZT2387 N/A 3132AEUL8 2046-06-01 3.5 N/A 1024.00 757.35 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9211 N/A 3140QVGV0 2054-09-01 5.5 N/A 1723267.00 1639644.38 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1291 N/A 3140MSNH4 2052-10-01 4.5 N/A 230192129.00 183369000.70 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8083 N/A 3140QT6V6 2053-12-01 5.5 N/A 31459144.00 28241545.46 Agency Mortgage-Backed Securities FNMS 05.000 CLDF1638 N/A 3140BRZC6 2055-11-01 5 N/A 1693464.00 1707802.56 Agency Mortgage-Backed Securities FNMS 05.500 NQ889153 N/A 31410GZS5 2037-12-01 5.5 N/A 40825055.00 215882.01 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1079 N/A 3140Q8FV2 2048-01-01 3.5 N/A 1024.00 125.85 Agency Mortgage-Backed Securities FNMS 06.500 CLDC2627 N/A 3140AP4M3 2055-04-01 6.5 N/A 2620969.00 2719814.35 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6323 N/A 3140QSAZ4 2053-05-01 5.5 N/A 32765870.00 27869218.57 Agency Mortgage-Backed Securities 05.000 FGPC Q61942 G N/A 3132VNEQ2 2049-02-01 5 N/A 1007.00 214.55 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6554 N/A 3140JPH81 2049-05-01 4.5 N/A 1000.00 478.61 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7737 N/A 3138WHS37 2046-08-01 3 N/A 43823576.00 4897408.10 Agency Mortgage-Backed Securities 06.000 FGPC G04303 G N/A 3128M6DG0 2038-04-01 6 N/A 140169472.00 1594346.18 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7385 N/A 3138WHF31 2046-06-01 3.5 N/A 1024.00 290.61 Agency Mortgage-Backed Securities FEPC 06.500 CLQG0646 N/A 3133C0WF5 2053-04-01 6.5 N/A 1000.00 547.93 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9852 N/A 3133KR5M2 2053-09-01 6 N/A 174362835.00 144081002.44 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6192 N/A 3140QR3A9 2053-05-01 6 N/A 1000.00 817.29 Agency Mortgage-Backed Securities FNMS 05.500 CLDE6676 N/A 3140BKM27 2055-08-01 5.5 N/A 1000.00 1024.29 Agency Mortgage-Backed Securities FNMS 02.500 CICB3696 N/A 3140QPDA2 2037-05-01 2.5 N/A 110559.00 70703.28 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9424 N/A 3140N2PJ4 2052-10-01 5 N/A 1226288.00 897095.92 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9857 N/A 3140NS5T7 2053-10-01 6.5 N/A 3095620.00 3202386.38 Agency Mortgage-Backed Securities FNMS 04.000 CLCA5513 N/A 3140QDDT8 2050-04-01 4 N/A 1024.00 343.50 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4091 N/A 3140QPRM1 2052-07-01 4 N/A 1024.00 798.03 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0006 N/A 3133BMAF2 2052-08-01 5 N/A 2000.00 1431.53 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5310 N/A 3140QQ3U7 2052-12-01 6 N/A 2000.00 1543.48 Agency Mortgage-Backed Securities FNMS 05.500 CL779661 N/A 31404VFA1 2034-07-01 5.5 N/A 8483669.00 94552.03 Agency Mortgage-Backed Securities FEPC 04.500 CLSD7563 N/A 3132DVML6 2053-05-01 4.5 N/A 1010.00 781.34 Agency Mortgage-Backed Securities FNMS 04.000 I3BF0155 N/A 3140FXE57 2046-10-01 4 N/A 68249728.00 17521751.89 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7887 N/A 3140LWXR3 2052-10-01 5 N/A 1000.00 766.82 Agency Mortgage-Backed Securities FNMS 02.000 CICA7136 N/A 3140QE4W9 2035-09-01 2 N/A 1000.00 447.36 Agency Mortgage-Backed Securities FNMS 03.000 CLCA5317 N/A 3140QC4B9 2050-03-01 3 N/A 1000.00 241.17 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6549 N/A 3140QSH38 2053-06-01 6.5 N/A 2112.00 1642.66 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5647 N/A 3140QRHZ9 2053-02-01 5.5 N/A 1104.00 933.55 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8357 N/A 3140QUJB3 2054-04-01 6.5 N/A 3072.00 2389.04 Agency Mortgage-Backed Securities FEPC 06.000 CLQF2323 N/A 3133BPSL3 2052-10-01 6 N/A 1031110.00 1025299.02 Agency Mortgage-Backed Securities FNMS 04.000 CLAU7307 N/A 3138X7DM2 2043-08-01 4 N/A 1000.00 108.48 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6545 N/A 3140XNHX5 2053-12-01 6 N/A 1140.00 983.48 Agency Mortgage-Backed Securities FNMS 02.500 CLCA5684 N/A 3140QDJ62 2050-05-01 2.5 N/A 1000.00 451.93 Agency Mortgage-Backed Securities FNMS 04.500 CLCB8656 N/A 3140QUTN6 2054-06-01 4.5 N/A 6285000.00 5669565.38 Agency Mortgage-Backed Securities FNMS 06.500 NP899810 N/A 31410WVB1 2037-08-01 6.5 N/A 2015.00 4.92 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8013 N/A 3140QF3X5 2050-12-01 2 N/A 23344072.00 13273282.70 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8340 N/A 3140QUHS8 2054-04-01 6 N/A 8330162.00 7243739.27 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3855 N/A 3140QPH91 2052-06-01 4 N/A 64028264.00 47919917.45 Agency Mortgage-Backed Securities FNMS 06.000 CLBX2166 N/A 3140N6MQ2 2052-12-01 6 N/A 1000.00 607.83 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7203 N/A 3131Y2AC2 2048-07-01 4.5 N/A 1000.00 271.88 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6177 N/A 3140QR2K8 2053-05-01 5 N/A 1000.00 859.66 Agency Mortgage-Backed Securities FNMS 04.000 CLCB6504 N/A 3140QSGN5 2053-06-01 4 N/A 1001.00 821.64 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7053 N/A 3140QSZT1 2053-09-01 6 N/A 24166086.00 19603295.50 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6915 N/A 3140QSVH1 2053-08-01 5.5 N/A 28985138.00 24965254.32 Agency Mortgage-Backed Securities FNMS 03.500 CLFA1946 N/A 3140W2EU1 2052-08-01 3.5 N/A 1000.00 902.49 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4366 N/A 3131XXZ79 2047-10-01 4.5 N/A 1000.00 435.56 Agency Mortgage-Backed Securities FNMS 04.000 CLAW8254 N/A 3138XYE42 2044-07-01 4 N/A 1008.00 139.50 Agency Mortgage-Backed Securities FNMS 04.500 CLBW5851 N/A 3140MXQD9 2052-09-01 4.5 N/A 18781149.00 14141406.80 Agency Mortgage-Backed Securities FEPC 02.500 CLQC5576 N/A 3133AQFR3 2051-08-01 2.5 N/A 1024.00 533.03 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7272 N/A 3140QFCJ6 2050-10-01 2 N/A 1024.00 523.51 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7481 N/A 3138EQJ37 2044-07-01 3.5 N/A 1000.00 203.83 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7821 N/A 3140QTVP1 2054-01-01 7 N/A 15616040.00 12802510.38 Agency Mortgage-Backed Securities FNMS 05.000 CLDC5581 N/A 3140ATFX9 2054-11-01 5 N/A 7334896.00 6295431.54 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6098 N/A 3140QRX40 2053-03-01 6 N/A 1000.00 686.55 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3156 N/A 3131Y9QH9 2049-02-01 4.5 N/A 1000.00 230.06 Agency Mortgage-Backed Securities FNMS 06.000 NP900174 N/A 31410XCK0 2036-08-01 6 N/A 12962.00 40.61 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8512 N/A 3140QUN69 2054-05-01 6.5 N/A 1000.00 747.69 Agency Mortgage-Backed Securities FNMS 06.000 CL872293 N/A 31409JC65 2036-05-01 6 N/A 1016.00 9.07 Agency Mortgage-Backed Securities FNMS 06.500 CLDE0960 N/A 3140BDB66 2055-06-01 6.5 N/A 9696800.00 9399866.88 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4393 N/A 3140QP3B1 2052-08-01 4.5 N/A 57402038.00 47487184.84 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8118 N/A 3140QUAU0 2054-02-01 5 N/A 8078040.00 6859405.40 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4344 N/A 3138WDZJ3 2045-01-01 3.5 N/A 6000.00 616.25 Agency Mortgage-Backed Securities FNMS 07.000 CL940644 N/A 31413BP54 2037-08-01 7 N/A 1024.00 5.00 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8076 N/A 3140N06N0 2052-08-01 5 N/A 1000.00 960.17 Agency Mortgage-Backed Securities FNMS 05.500 CLBN5069 N/A 3140JMT36 2049-02-01 5.5 N/A 1008.00 17.21 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4782 N/A 3140NMJ40 2053-07-01 5 N/A 1000.00 892.05 Agency Mortgage-Backed Securities FNMS 01.500 CLCA8222 N/A 3140QGD46 2050-12-01 1.5 N/A 1000.00 541.44 Agency Mortgage-Backed Securities FNMS 03.000 CLAU1624 N/A 3138X0YW2 2043-07-01 3 N/A 1000.00 234.22 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0702 N/A 3133BMX75 2052-09-01 5 N/A 1000.00 572.67 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4747 N/A 3140J9HZ7 2048-10-01 4.5 N/A 1001.00 175.28 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5135 N/A 3140QQV51 2052-11-01 5.5 N/A 39519607.00 30761618.79 Agency Mortgage-Backed Securities FNMS 03.500 CLCA4353 N/A 3140QBZT8 2049-10-01 3.5 N/A 1000.00 447.40 Agency Mortgage-Backed Securities FNMS 04.500 CLBH4628 N/A 3140GTEA4 2047-06-01 4.5 N/A 1000.00 383.06 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7350 N/A 3140QFEY1 2050-10-01 2 N/A 1000.00 541.79 Agency Mortgage-Backed Securities FNMS 03.500 I3BF0154 N/A 3140FXE40 2046-11-01 3.5 N/A 1000.00 166.15 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7778 N/A 3140QTUC1 2054-01-01 5.5 N/A 37616102.00 30413855.29 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6877 N/A 3140QSUB5 2053-08-01 6 N/A 1024.00 915.14 Agency Mortgage-Backed Securities FEPC 05.000 CLQH2146 N/A 3133CEL34 2053-10-01 5 N/A 34721792.00 29019956.57 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6744 N/A 3140QSP62 2053-07-01 5.5 N/A 203710551.00 175017411.12 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8784 N/A 3138WJXN3 2047-02-01 3 N/A 1024.00 214.93 Agency Mortgage-Backed Securities FNMS 06.000 CLDB7356 N/A 3140AHE65 2054-07-01 6 N/A 3177870.00 2990681.16 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7979 N/A 3140QF2M0 2050-12-01 2 N/A 27498235.00 14855527.04 Agency Mortgage-Backed Securities FEPC 02.500 ZLSI2106 N/A 3133USKT7 2051-05-25 2.5 N/A 1855000.00 1429697.00 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5598 N/A 3140QRGG2 2053-02-01 4.5 N/A 15755289.00 12299362.99 Agency Mortgage-Backed Securities FNMS 05.500 CLBY5097 N/A 3140NMUX3 2053-07-01 5.5 N/A 1000.00 734.48 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6331 N/A 3140QSA92 2053-05-01 6 N/A 1000.00 855.64 Agency Mortgage-Backed Securities FNMS 05.500 CLDE9208 N/A 3140BNGS1 2055-10-01 5.5 N/A 1000.00 1015.67 Agency Mortgage-Backed Securities FNMS 04.500 ZK310191 N/A 31374CRL2 2041-05-01 4.5 N/A 1000.00 166.05 Agency Mortgage-Backed Securities FNMS 03.000 CLBD6341 N/A 3140FEBK9 2046-09-01 3 N/A 1000.00 108.23 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8508 N/A 3132DWNZ2 2055-02-01 6.5 N/A 1024.00 794.35 Agency Mortgage-Backed Securities FNMS 06.000 CLBX3845 N/A 3140N8HX9 2053-03-01 6 N/A 1000.00 649.29 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6040 N/A 3133A0V92 2050-01-01 3.5 N/A 1000.00 456.87 Agency Mortgage-Backed Securities FNMS 06.000 CLDF1781 N/A 3140BR6T1 2055-10-01 6 N/A 3319376.00 3416388.05 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7229 N/A 3133BVA62 2053-02-01 5.5 N/A 1000.00 471.04 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5997 N/A 3138WFUX2 2045-10-01 3.5 N/A 2048.00 308.93 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7604 N/A 3140QTNW5 2053-12-01 6.5 N/A 3200.00 2256.54 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8696 N/A 3140QUUW4 2054-06-01 6 N/A 1087.00 989.06 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0226 N/A 3140LNHC4 2051-09-01 2.5 N/A 1024.00 644.57 Agency Mortgage-Backed Securities FNMS 06.000 CLDE6804 N/A 3140BKR22 2055-09-01 6 N/A 3815146.00 3980242.20 Agency Mortgage-Backed Securities FNMS 05.500 CLDA6051 N/A 3140A6WM4 2054-05-01 5.5 N/A 1000.00 936.77 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8000 N/A 3138WH3J9 2046-09-01 3 N/A 1024.00 269.44 Agency Mortgage-Backed Securities FNMS 04.500 CLBN9618 N/A 3140JSVL0 2049-04-01 4.5 N/A 1000.00 224.04 Agency Mortgage-Backed Securities FNMS 05.500 CL995867 N/A 31416CJL1 2039-06-01 5.5 N/A 21947639.00 442116.68 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0494 N/A 3132DMRP2 2049-06-01 3.5 N/A 2042456.00 909749.99 Agency Mortgage-Backed Securities FNMS 06.000 CLDD7620 N/A 3140B8PE5 2055-04-01 6 N/A 1000.00 1025.04 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9891 N/A 3140MP7D7 2052-06-01 3.5 N/A 1000.00 716.31 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8374 N/A 3140QUJU1 2054-04-01 7 N/A 1000.00 676.21 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0316 N/A 3140Q7K63 2047-09-01 3.5 N/A 1023.00 113.01 Agency Mortgage-Backed Securities 05.000 FGPC Q62923 G N/A 3132VPG93 2049-04-01 5 N/A 1000.00 97.82 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6586 N/A 3132DUJ73 2054-11-01 5.5 N/A 14704076.00 13075761.54 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7357 N/A 3140QFE70 2050-10-01 2.5 N/A 1024.00 538.28 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4912 N/A 3140QQN68 2052-10-01 5.5 N/A 1000.00 810.85 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5027 N/A 3140QQSR7 2052-11-01 5.5 N/A 934270.00 732639.97 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5886 N/A 3140QRRG0 2053-03-01 4.5 N/A 1000.00 747.91 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3962 N/A 3131YAMK3 2049-03-01 4.5 N/A 1000.00 426.56 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ6610 N/A 3138YYKY8 2045-12-01 3.5 N/A 27399840.00 7994946.83 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8940 N/A 3140N15A7 2052-09-01 5 N/A 4885120.00 4140385.26 Agency Mortgage-Backed Securities FNMS 05.000 CLDC6385 N/A 3140AUCX9 2054-11-01 5 N/A 6047822.00 5597381.89 Agency Mortgage-Backed Securities FNMS 06.500 CLDE8607 N/A 3140BMR51 2055-10-01 6.5 N/A 1383.00 1372.77 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3155 N/A 3131XWQG1 2047-05-01 4.5 N/A 1000.00 156.40 Agency Mortgage-Backed Securities 04.500 FGPC Q34969 G N/A 3132QRQX1 2045-07-01 4.5 N/A 1008.00 193.18 Agency Mortgage-Backed Securities FNMS 03.000 CVAT6276 N/A 3138WT6N1 2028-06-01 3 N/A 9661567.00 418641.12 Agency Mortgage-Backed Securities FNMS 04.000 CLBN1207 N/A 3140JHKV4 2048-11-01 4 N/A 1000.00 308.71 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4845 N/A 3140QQL37 2052-10-01 5.5 N/A 1120.00 975.52 Agency Mortgage-Backed Securities FNMS 04.490 CA837400 N/A 31407QKM7 2035-08-01 4.49 N/A 1094000.00 43981.46 Agency Mortgage-Backed Securities FNMS 03.500 CLBO0569 N/A 3140JUT38 2049-06-01 3.5 N/A 1000.00 240.61 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6908 N/A 3140QEVA7 2050-09-01 2 N/A 7361536.00 3667699.96 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7858 N/A 3140QTWU9 2054-01-01 5.5 N/A 27984656.00 24771831.62 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5455 N/A 3131Y0BY7 2048-01-01 4.5 N/A 1000.00 327.72 Agency Mortgage-Backed Securities FNMS 04.500 CLAI7232 N/A 3138AMBA2 2041-07-01 4.5 N/A 1000.00 37.51 Agency Mortgage-Backed Securities FNMS 06.500 CLDB6468 N/A 3140AGFJ8 2054-06-01 6.5 N/A 1000.00 897.83 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6907 N/A 3140QEU91 2050-09-01 2 N/A 351732423.00 176555118.18 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7338 N/A 3140QTEL9 2053-10-01 6 N/A 35358362.00 29887013.13 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9834 N/A 3140QV4U5 2055-01-01 6.5 N/A 1024.00 795.34 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1864 N/A 3140JJCA5 2048-09-01 4.5 N/A 1000.00 418.13 Agency Mortgage-Backed Securities FEPC 05.000 CLQF9002 N/A 3133BXAB7 2053-03-01 5 N/A 1008.00 956.95 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8841 N/A 3140HNZF2 2048-08-01 4.5 N/A 1023.00 190.63 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0624 N/A 3131Y6VR7 2043-02-01 4 N/A 1000.00 257.11 Agency Mortgage-Backed Securities FEPC 04.000 CLZN0955 N/A 3131Y7BY2 2048-10-01 4 N/A 1022.00 255.73 Agency Mortgage-Backed Securities FNMS 04.500 CLBV7822 N/A 3140MMVQ8 2052-06-01 4.5 N/A 1116220.00 997537.48 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6115 N/A 3140NAYM9 2053-01-01 6 N/A 20440352.00 11806473.07 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7908 N/A 3138EQYE6 2045-12-01 3.5 N/A 1024.00 178.46 Agency Mortgage-Backed Securities FNMS 03.000 CICA4267 N/A 3140QBW53 2034-09-01 3 N/A 1000.00 106.61 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0237 N/A 3140Q7HP5 2047-08-01 4 N/A 1000.00 109.56 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4144 N/A 3140M5TA3 2053-09-01 6.5 N/A 1000.00 808.54 Agency Mortgage-Backed Securities FNMS 05.500 CLDA2948 N/A 3140A3H22 2053-10-01 5.5 N/A 1000.00 862.29 Agency Mortgage-Backed Securities FNMS 05.500 CLDB0876 N/A 3140A96N5 2054-03-01 5.5 N/A 1000.00 805.63 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5429 N/A 3140JAA73 2049-01-01 4.5 N/A 1024.00 195.26 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9792 N/A 3140QV3A0 2055-01-01 5.5 N/A 27770132.00 26719165.15 Agency Mortgage-Backed Securities FNMS 03.500 CLCB1155 N/A 3140QLH90 2051-07-01 3.5 N/A 13426984.00 8017025.70 Agency Mortgage-Backed Securities FNMS 05.500 NP995509 N/A 31416B3S5 2039-01-01 5.5 N/A 1024.00 4.62 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6697 N/A 3140QSNP2 2053-07-01 5.5 N/A 1040.00 826.94 Agency Mortgage-Backed Securities FNMS 06.500 CLDC0245 N/A 3140AMHX2 2054-08-01 6.5 N/A 1000.00 748.24 Agency Mortgage-Backed Securities FNMS 05.500 CLDF3962 N/A 3140BUML3 2055-11-01 5.5 N/A 2005318.00 2073440.66 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6690 N/A 3140HLNG7 2048-11-01 4.5 N/A 1000.00 553.54 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0958 N/A 3132DNB36 2052-04-01 3.5 N/A 2018000.00 1341870.19 Agency Mortgage-Backed Securities FNMS 06.500 CL745932 N/A 31403DVZ9 2036-11-01 6.5 N/A 1024.00 5.82 Agency Mortgage-Backed Securities FNMS 05.500 CLDF3617 N/A 3140BUAT9 2055-10-01 5.5 N/A 1000.00 1018.96 Agency Mortgage-Backed Securities 05.000 FGPC N70075 G N/A 31281LCL0 2035-01-01 5 N/A 3502.00 65.45 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8865 N/A 3140QUZ74 2054-07-01 6.5 N/A 27206304.00 24544881.68 Agency Mortgage-Backed Securities FNMS 03.500 CLAS9797 N/A 3138WK3F0 2047-06-01 3.5 N/A 1000.00 212.57 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5464 N/A 3140QRCA9 2053-01-01 5.5 N/A 1000.00 852.96 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4421 N/A 3140QP4F1 2052-08-01 5.5 N/A 793000.00 580420.85 Agency Mortgage-Backed Securities FEPC 06.500 CLQG5615 N/A 3133C6GY9 2053-06-01 6.5 N/A 1000.00 851.69 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8910 N/A 3140ND3U9 2053-05-01 5.5 N/A 1000.00 541.64 Agency Mortgage-Backed Securities 05.000 FGPC Q61698 G N/A 3132VM3G8 2049-02-01 5 N/A 1000.00 352.67 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6996 N/A 3140MYX23 2052-08-01 5 N/A 1000.00 272.06 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7479 N/A 3140QTJZ3 2053-11-01 6 N/A 225934730.00 190342554.34 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8843 N/A 3140QUZH2 2054-07-01 5.5 N/A 1025.00 983.59 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7359 N/A 3140QFE96 2050-10-01 2.5 N/A 55103232.00 29084655.08 Agency Mortgage-Backed Securities FNMS 05.000 CLDC9289 N/A 3140AXKB2 2054-12-01 5 N/A 1573364.00 1473594.07 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3623 N/A 3140QPAZ0 2052-05-01 4 N/A 27440840.00 20135565.76 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8484 N/A 3140QUNA0 2054-05-01 5.5 N/A 2032.00 1895.88 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3385 N/A 3140XJXP3 2052-12-01 5.5 N/A 1000.00 752.80 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0864 N/A 3140Q76A0 2047-12-01 4 N/A 54137471.00 15330992.73 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1403 N/A 3133BNRY1 2052-10-01 5 N/A 1000.00 827.27 Agency Mortgage-Backed Securities FNMS 06.000 CLDC8279 N/A 3140AWFV6 2055-01-01 6 N/A 1018.00 991.60 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6202 N/A 3140QR3L5 2053-05-01 5 N/A 32710300.00 28158944.24 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6701 N/A 3140QSNT4 2053-07-01 6 N/A 13466970.00 10523084.73 Agency Mortgage-Backed Securities FNMS 03.000 CRAR8635 N/A 3138W6SZ0 2043-03-01 3 N/A 1024.00 209.55 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7983 N/A 3140QF2R9 2050-12-01 2 N/A 332251494.00 181703948.55 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5771 N/A 3138WFMV5 2045-09-01 3.5 N/A 2304.00 224.05 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ2383 N/A 3140H3UH7 2047-11-01 3.5 N/A 1000.00 423.62 Agency Mortgage-Backed Securities FEPC 06.500 CLQI9548 N/A 3133WGTD7 2054-07-01 6.5 N/A 1000.00 592.51 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6628 N/A 3140QSLJ8 2053-06-01 5 N/A 1024.00 879.65 Agency Mortgage-Backed Securities FNMS 04.000 CLBN6691 N/A 3140JPNH4 2049-06-01 4 N/A 125000.00 26333.01 Agency Mortgage-Backed Securities FNMS 06.500 CLDC8255 N/A 3140AWE54 2055-01-01 6.5 N/A 1000.00 914.75 Agency Mortgage-Backed Securities FEPC 07.000 CLQH4770 N/A 3133CHJP1 2053-11-01 7 N/A 2928141.00 2722658.45 Agency Mortgage-Backed Securities FEPC 06.000 CLQG1644 N/A 3133C1ZH6 2053-04-01 6 N/A 1000.00 774.60 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0317 N/A 3140Q7K71 2047-09-01 3.5 N/A 200055041.00 29820505.29 Agency Mortgage-Backed Securities FEPC 05.000 CIQO4174 N/A 3133WNT75 2040-09-01 5 N/A 1061302.00 1069165.59 Agency Mortgage-Backed Securities FNMS 05.500 CL890125 N/A 31410K4J0 2039-04-01 5.5 N/A 1011.00 16.30 Agency Mortgage-Backed Securities FNMS 04.000 CRBM7223 N/A 3140JCAZ7 2046-05-01 4 N/A 1076.00 788.04 Agency Mortgage-Backed Securities FEPC 06.500 CLQF7471 N/A 3133BVJQ9 2053-02-01 6.5 N/A 1401.00 558.41 Agency Mortgage-Backed Securities FNMS 03.000 CLAY7018 N/A 3138YLYQ8 2045-04-01 3 N/A 1024.00 142.91 Agency Mortgage-Backed Securities FNMS 06.500 NP940659 N/A 31413BQL8 2037-09-01 6.5 N/A 1024.00 2.24 Agency Mortgage-Backed Securities FNMS 07.000 CL928603 N/A 31412LU40 2037-08-01 7 N/A 3679817.00 110598.47 Agency Mortgage-Backed Securities FNMS 05.500 CLDD5799 N/A 3140B6NR2 2055-04-01 5.5 N/A 1000.00 1018.49 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8056 N/A 3140QF5S4 2050-12-01 2 N/A 1000.00 555.59 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9275 N/A 3133KRJU9 2053-06-01 5.5 N/A 1024.00 826.09 Agency Mortgage-Backed Securities FNMS 04.500 CLCB9302 N/A 3140QVKQ6 2054-10-01 4.5 N/A 6000.00 5552.32 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6984 N/A 3140QEXN7 2050-09-01 2 N/A 1000.00 521.24 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7110 N/A 3140QS3U3 2053-09-01 5.5 N/A 1040.00 904.72 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6800 N/A 3140QERW4 2050-08-01 2.5 N/A 1074.00 451.95 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2401 N/A 3140QMU36 2051-12-01 2.5 N/A 900802.00 597998.61 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6561 N/A 3140QSJF9 2053-06-01 5 N/A 1000.00 799.21 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7233 N/A 3138WHBB7 2046-05-01 3 N/A 1024.00 124.82 Agency Mortgage-Backed Securities FNMS 05.000 CLBY3392 N/A 3140NKXW6 2053-06-01 5 N/A 1000.00 810.65 Agency Mortgage-Backed Securities FNMS 06.500 CIDB8650 N/A 3140AJTG3 2039-07-01 6.5 N/A 2673.00 1269.82 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7559 N/A 3132DVMG7 2053-03-01 5.5 N/A 27082185.00 20818414.00 Agency Mortgage-Backed Securities FNMS 05.000 CLDD9440 N/A 3140BAP26 2055-05-01 5 N/A 1000.00 966.54 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7518 N/A 3140QFK81 2050-11-01 2 N/A 4975849.00 2769081.47 Agency Mortgage-Backed Securities FNMS 03.500 CLAU5848 N/A 3138X5QA8 2043-09-01 3.5 N/A 1000.00 204.39 Agency Mortgage-Backed Securities 03.500 FGPC G67710 G N/A 3132XCR72 2048-03-01 3.5 N/A 1182.00 254.72 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5846 N/A 3140QRP80 2053-03-01 5.5 N/A 1056.00 849.83 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4651 N/A 3138WEEZ8 2045-03-01 3.5 N/A 1024.00 97.38 Agency Mortgage-Backed Securities FNMS 06.000 CLDF4389 N/A 3140BU2X9 2055-11-01 6 N/A 1000910.00 1043999.34 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1689 N/A 3140MS2X2 2052-07-01 5 N/A 1000.00 853.21 Agency Mortgage-Backed Securities FNMS 07.000 CLCB9230 N/A 3140QVHG2 2054-08-01 7 N/A 1810971.00 1149447.70 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4840 N/A 3140QQLW3 2052-10-01 5.5 N/A 1000.00 763.43 Agency Mortgage-Backed Securities FNMS 03.000 CLAQ4616 N/A 3138MLDW1 2042-11-01 3 N/A 1998.00 131.48 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2639 N/A 3140Q94Z3 2048-11-01 4.5 N/A 24116615.00 3882348.48 Agency Mortgage-Backed Securities FNMS 06.000 CLDB7306 N/A 3140AHDL3 2054-07-01 6 N/A 1000.00 1029.13 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7331 N/A 3140QFED7 2050-10-01 2 N/A 22623577.00 11573119.02 Agency Mortgage-Backed Securities 05.500 FGPC A90953 G N/A 312939BW0 2040-02-01 5.5 N/A 21868.00 824.85 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5122 N/A 3140QQVQ5 2052-11-01 4.5 N/A 509224.00 402555.87 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0475 N/A 3140N4Q59 2052-09-01 5 N/A 1000.00 677.81 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8059 N/A 3140QF5V7 2050-12-01 2 N/A 55024640.00 34647415.82 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3808 N/A 3140NLGS2 2053-08-01 5.5 N/A 1032.00 734.18 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5818 N/A 3133BFPB0 2052-07-01 5 N/A 1000.00 797.78 Agency Mortgage-Backed Securities FEPC 03.000 CLQD3323 N/A 3133B0VQ3 2051-12-01 3 N/A 1000.00 590.97 Agency Mortgage-Backed Securities FNMS 04.000 CLAL8191 N/A 3138ETC53 2045-12-01 4 N/A 1000.00 187.22 Agency Mortgage-Backed Securities FEPC 03.500 CLQA4805 N/A 31346YKS1 2049-11-01 3.5 N/A 1000.00 458.02 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3611 N/A 3140QPAM9 2052-05-01 4 N/A 10806464.00 7909289.53 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8552 N/A 3140QUQE9 2054-05-01 6.5 N/A 42578669.00 35488982.73 Agency Mortgage-Backed Securities FNMS 02.500 GLBM7363 N/A 3140JCFD1 2050-11-01 2.5 N/A 1024.00 755.41 Agency Mortgage-Backed Securities FNMS 05.500 CLDC2618 N/A 3140AP4C5 2055-04-01 5.5 N/A 1000.00 1020.85 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7308 N/A 3140QTDN6 2053-10-01 6.5 N/A 12776900.00 10431905.94 Agency Mortgage-Backed Securities FEPC 04.500 CLSD0984 N/A 3132DNCV3 2052-04-01 4.5 N/A 19565280.00 8987522.32 Agency Mortgage-Backed Securities FNMS 03.500 CLAL2952 N/A 3138EKH65 2042-12-01 3.5 N/A 1008.00 205.09 Agency Mortgage-Backed Securities FNMS 06.000 CLDD2293 N/A 3140B2RP1 2055-02-01 6 N/A 1000.00 1035.78 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1846 N/A 3140MTBQ5 2053-03-01 4.5 N/A 1000.00 682.37 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7892 N/A 3140LWXW2 2052-10-01 5 N/A 1000.00 895.01 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5766 N/A 3140QRMQ3 2053-02-01 5.5 N/A 1152.00 999.53 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4027 N/A 3140J8PM9 2048-05-01 3.5 N/A 1024.00 306.17 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8056 N/A 3138WH5S7 2046-10-01 3 N/A 550823.00 92531.81 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4334 N/A 3140QPY84 2052-08-01 4 N/A 16753591.00 12330017.82 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4341 N/A 3140J8ZF3 2048-02-01 4 N/A 1024.00 309.85 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8323 N/A 3140QUG91 2054-04-01 5.5 N/A 474000.00 423503.32 Agency Mortgage-Backed Securities FNMS 02.000 CLBP7525 N/A 3140KFLF0 2050-11-01 2 N/A 337578496.00 182867999.90 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4311 N/A 3140M5YH2 2053-12-01 6.5 N/A 1000.00 667.78 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9420 N/A 3133KRPD0 2053-07-01 5 N/A 18493664.00 17462003.30 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6262 N/A 3140QR5Y5 2053-05-01 6 N/A 18044359.00 13922502.15 Agency Mortgage-Backed Securities FNMS 06.000 CLDC4593 N/A 3140ASC71 2054-11-01 6 N/A 1000.00 905.12 Agency Mortgage-Backed Securities FNMS 06.000 CLBY4494 N/A 3140NL7G8 2053-08-01 6 N/A 697310.00 597171.73 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0343 N/A 3132ACLY4 2048-06-01 4.5 N/A 1024.00 240.40 Agency Mortgage-Backed Securities FNMS 05.500 CL190350 N/A 31368HL76 2034-03-01 5.5 N/A 2000.00 13.92 Agency Mortgage-Backed Securities FEPC 05.500 CLQI4601 N/A 3133WBDE3 2054-05-01 5.5 N/A 1008.00 811.70 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8199 N/A 3132DWDC4 2052-03-01 2 N/A 58129353.00 38552063.33 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6356 N/A 3140MYB27 2052-08-01 5 N/A 3486900.00 1650191.99 Agency Mortgage-Backed Securities FNMS 06.500 NP944132 N/A 31413FLM2 2037-07-01 6.5 N/A 1024.00 3.04 Agency Mortgage-Backed Securities FNMS 03.000 CLAS6931 N/A 3138WGVZ4 2046-04-01 3 N/A 2048.00 253.62 Agency Mortgage-Backed Securities FEPC 06.000 CLQG3683 N/A 3133C4CU6 2053-05-01 6 N/A 1175050.00 944289.05 Agency Mortgage-Backed Securities FNMS 06.500 CL940537 N/A 31413BLS8 2037-07-01 6.5 N/A 1024.00 8.35 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7905 N/A 3140QTYB9 2053-10-01 5.5 N/A 19693953.00 17484366.60 Agency Mortgage-Backed Securities 04.000 FGPC Q48209 G N/A 3132WNDP4 2047-05-01 4 N/A 1000.00 317.41 Agency Mortgage-Backed Securities FNMS 05.000 CLCB7472 N/A 3140QTJS9 2053-11-01 5 N/A 14043979.00 13515081.45 Agency Mortgage-Backed Securities FNMS 04.500 CLBH4281 N/A 3140GSXK3 2047-06-01 4.5 N/A 1001.00 415.20 Agency Mortgage-Backed Securities 05.000 FGPC Q59889 G N/A 3132Y37B4 2048-11-01 5 N/A 1000.00 199.83 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7279 N/A 3140QTCR8 2053-10-01 6.5 N/A 4674790.00 3567463.99 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7272 N/A 3131Y2CH9 2048-07-01 4.5 N/A 1000.00 216.94 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6561 N/A 3132DUJE8 2054-10-01 6 N/A 1024.00 1005.21 Agency Mortgage-Backed Securities FNMS 05.500 CLDE2054 N/A 3140BEH84 2055-06-01 5.5 N/A 1000.00 1017.82 Agency Mortgage-Backed Securities FNMS 06.000 CLBU5036 N/A 3140M6S20 2054-10-01 6 N/A 1000.00 944.79 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3184 N/A 3140QNRE4 2052-03-01 4 N/A 406673.00 234641.29 Agency Mortgage-Backed Securities FNMS 05.500 CLDD1108 N/A 3140B1GS9 2055-01-01 5.5 N/A 1000.00 879.40 Agency Mortgage-Backed Securities FNMS 06.500 CLDA1048 N/A 3140A1EW3 2053-10-01 6.5 N/A 1000.00 867.45 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6919 N/A 3140QEVM1 2050-09-01 2.5 N/A 31413171.00 15006929.44 Agency Mortgage-Backed Securities FEPC 05.000 CLQH1454 N/A 3133CDTK0 2053-09-01 5 N/A 1303848.00 1041548.29 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9780 N/A 3140QV2N3 2055-01-01 5 N/A 1024.00 979.01 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6873 N/A 3140QST76 2053-08-01 6 N/A 13349936.00 10849348.03 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8540 N/A 3140QUP26 2054-05-01 6 N/A 1024.00 910.36 Agency Mortgage-Backed Securities FNMS 06.500 CLDA4711 N/A 3140A5GV4 2053-12-01 6.5 N/A 1060294.00 621445.40 Agency Mortgage-Backed Securities 05.000 FGPC Q58465 G N/A 3132Y2MP8 2048-09-01 5 N/A 1000.00 299.89 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7601 N/A 3140QTNT2 2053-12-01 6 N/A 245022.00 203397.06 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0984 N/A 3140XGCW7 2052-04-01 3 N/A 1000.00 672.62 Agency Mortgage-Backed Securities FNMS 06.000 NP891142 N/A 31410MBK5 2036-06-01 6 N/A 1001.00 4.63 Agency Mortgage-Backed Securities 03.500 FGPC Q41962 G N/A 3132WFFC8 2046-07-01 3.5 N/A 1000.00 182.58 Agency Mortgage-Backed Securities FNMS 03.000 CLBM5179 N/A 3140J9XH9 2047-07-01 3 N/A 898996.00 212654.19 Agency Mortgage-Backed Securities FNMS 07.000 CLDB5630 N/A 3140AFHG4 2054-06-01 7 N/A 1000.00 1034.94 Agency Mortgage-Backed Securities FNMS 04.500 CICA3162 N/A 3140QAQQ6 2034-02-01 4.5 N/A 2000.00 230.30 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ3793 N/A 3138YVGB9 2046-03-01 3.5 N/A 1000.00 250.71 Agency Mortgage-Backed Securities FEPC 02.000 CLQD1254 N/A 3133AXMB5 2051-11-01 2 N/A 229000.00 150701.78 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6633 N/A 3140QELP5 2050-08-01 2 N/A 7436861.00 3652172.68 Agency Mortgage-Backed Securities FNMS 06.500 CLDE5602 N/A 3140BJGL5 2055-08-01 6.5 N/A 1000.00 987.06 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7982 N/A 3140QT2Q1 2054-02-01 5.5 N/A 811096.00 727082.24 Agency Mortgage-Backed Securities 04.000 FGPC Q53147 G N/A 3132XVP98 2047-12-01 4 N/A 1000.00 325.37 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5525 N/A 3138WFD78 2045-07-01 3.5 N/A 2048.00 198.69 Agency Mortgage-Backed Securities FNMS 03.500 CLBO6102 N/A 3140K1X84 2049-11-01 3.5 N/A 1000.00 182.04 Agency Mortgage-Backed Securities FEPC 05.500 CTRB5375 N/A 3133KY6L8 2045-11-01 5.5 N/A 1599618.00 1629207.60 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7776 N/A 3140N0UA1 2052-09-01 5 N/A 1002.00 712.88 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6475 N/A 3140QSFR7 2053-06-01 5 N/A 1000.00 883.65 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5477 N/A 3140QRCP6 2053-01-01 6 N/A 1024.00 780.64 Agency Mortgage-Backed Securities FNMS 05.000 CLDF3977 N/A 3140BUM33 2055-11-01 5 N/A 1589608.00 1596648.37 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0790 N/A 3140MR2Y2 2052-09-01 5 N/A 6444143.00 4826933.55 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8999 N/A 3140QU7M2 2054-08-01 5.5 N/A 1000.00 875.91 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6700 N/A 3140QSNS6 2053-07-01 6 N/A 1024.00 817.12 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4809 N/A 3140QQKX2 2052-10-01 4 N/A 1024.00 810.30 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7620 N/A 3140QTPE3 2053-12-01 6 N/A 60006424.00 52040352.13 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5104 N/A 3140QQU60 2052-11-01 4.5 N/A 1000.00 809.87 Agency Mortgage-Backed Securities 06.000 FGPC P20586 G N/A 31283YRE0 2034-11-01 6 N/A 7678.00 101.10 Agency Mortgage-Backed Securities FNMS 05.000 CLBX4137 N/A 3140N8S33 2052-12-01 5 N/A 1024.00 783.64 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6637 N/A 3140QSLT6 2053-06-01 5.5 N/A 308992.00 261508.85 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8714 N/A 3140QUVG8 2054-06-01 6 N/A 1024.00 984.50 Agency Mortgage-Backed Securities FNMS 04.000 U3BF0193 N/A 3140FXGB2 2041-04-01 4 N/A 1000.00 208.69 Agency Mortgage-Backed Securities FNMS 04.500 CLCB3863 N/A 3140QPJH1 2052-06-01 4.5 N/A 1370557.00 1011305.18 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7498 N/A 3140QTKL2 2053-11-01 6 N/A 56488802.00 47021367.98 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0184 N/A 3140NGF21 2053-05-01 5 N/A 1000.00 699.97 Agency Mortgage-Backed Securities FEPC 06.000 CLQF5452 N/A 3133BTBV1 2052-12-01 6 N/A 1000.00 651.23 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7896 N/A 3140N0X26 2052-08-01 4.5 N/A 1000.00 712.83 Agency Mortgage-Backed Securities FNMS 02.000 CICA6862 N/A 3140QETU6 2035-09-01 2 N/A 87000.00 34487.74 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8779 N/A 3140QGXH5 2051-02-01 2 N/A 10000.00 5739.97 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1111 N/A 3140N5GV0 2052-10-01 5 N/A 1000.00 736.39 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6929 N/A 3140QEVX7 2050-09-01 2 N/A 58847810.00 28584248.80 Agency Mortgage-Backed Securities FNMS 04.000 CLAY1242 N/A 3138YELY1 2045-01-01 4 N/A 1000.00 181.21 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 N/A 94548826.00 48150592.43 Agency Mortgage-Backed Securities FNMS 06.000 CLBY0727 N/A 3140NGYZ7 2053-05-01 6 N/A 1000.00 769.65 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7282 N/A 3140QFCU1 2050-10-01 2 N/A 1024.00 559.45 Agency Mortgage-Backed Securities 04.000 FGPC Q11599 G N/A 3132HMX48 2042-10-01 4 N/A 1000.00 122.74 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6718 N/A 3140QSPC9 2053-07-01 4.5 N/A 28458360.00 25652620.58 Agency Mortgage-Backed Securities FEPC 06.500 CLRA9672 N/A 3133KRW91 2053-08-01 6.5 N/A 1024.00 821.77 Agency Mortgage-Backed Securities FNMS 05.500 CLDB5434 N/A 3140AFBC9 2054-07-01 5.5 N/A 1024.00 857.66 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4782 N/A 3140QQJ48 2052-10-01 5 N/A 1024.00 810.78 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8965 N/A 3133BJ6A5 2052-08-01 5 N/A 1000.00 835.45 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9232 N/A 3140NEHJ7 2053-04-01 6 N/A 1000.00 782.71 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2400 N/A 3140QMU28 2051-12-01 2.5 N/A 235000.00 165463.49 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7984 N/A 3140QT2S7 2054-02-01 5.5 N/A 2249000.00 1933143.49 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8032 N/A 3140QF4S5 2050-12-01 2 N/A 1024.00 559.57 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7236 N/A 3140QTBE8 2053-10-01 5.5 N/A 2000.00 1780.73 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6469 N/A 3140QSFK2 2053-06-01 6.5 N/A 1024.00 719.85 Agency Mortgage-Backed Securities FNMS 06.500 CLDD4665 N/A 3140B5FF9 2055-03-01 6.5 N/A 1000.00 498.94 Agency Mortgage-Backed Securities FNMS 03.000 CTBV9849 N/A 3140MP5K3 2042-05-01 3 N/A 1367796.00 906268.96 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1031 N/A 3140XGED7 2048-01-01 3.5 N/A 1000.00 610.14 Agency Mortgage-Backed Securities FEPC 06.000 CLQI7565 N/A 3133WEMN7 2054-06-01 6 N/A 1009.00 894.57 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7054 N/A 3140QSZU8 2053-09-01 6 N/A 1024.00 838.95 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9785 N/A 3140XR2T1 2054-11-01 5.5 N/A 1050.00 1009.88 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7516 N/A 3140QTK65 2053-11-01 6.5 N/A 2048.00 1644.63 Agency Mortgage-Backed Securities FEPC 02.500 CLQD2061 N/A 3133AYJE1 2051-12-01 2.5 N/A 1000.00 611.05 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8803 N/A 3140K4X96 2050-01-01 3.5 N/A 1000.00 419.60 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7302 N/A 3140QTDG1 2053-10-01 5.5 N/A 7168.00 6301.26 Agency Mortgage-Backed Securities FEPC 05.500 CLQH4318 N/A 3133CGYP6 2053-10-01 5.5 N/A 1000.00 759.67 Agency Mortgage-Backed Securities FEPC 05.500 CLQF3482 N/A 3133BQ2P0 2052-11-01 5.5 N/A 5614982.00 4184518.90 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7021 N/A 3140QSYT2 2053-09-01 5.5 N/A 1289098.00 1286966.26 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8542 N/A 3140QUP42 2054-05-01 6 N/A 103106855.00 91055975.17 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8029 N/A 3140QT4P1 2054-02-01 7 N/A 35534693.00 28166621.44 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7345 N/A 3133BVES0 2053-02-01 5.5 N/A 1000.00 689.14 Agency Mortgage-Backed Securities FEPC 05.500 CLQI6398 N/A 3133WDDB5 2054-06-01 5.5 N/A 1019.00 915.18 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7227 N/A 3133BVA47 2053-01-01 5.5 N/A 1000.00 728.25 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8541 N/A 3140QUP34 2054-05-01 6 N/A 1024.00 923.46 Agency Mortgage-Backed Securities FNMS 05.500 CLDD6798 N/A 3140B7RU9 2055-05-01 5.5 N/A 714944.00 723950.17 Agency Mortgage-Backed Securities 03.500 FGPC U80320 G N/A 3132G7K95 2033-04-01 3.5 N/A 1123636.00 277712.31 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7329 N/A 3140QFEB1 2050-10-01 2 N/A 1024.00 558.21 Agency Mortgage-Backed Securities FEPC 04.500 CLZN5961 N/A 3131YCTS5 2049-05-01 4.5 N/A 1000.00 250.16 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4621 N/A 3140J9D32 2046-03-01 3.5 N/A 1000.00 224.62 Agency Mortgage-Backed Securities FNMS 07.000 CLDB0712 N/A 3140A9YJ3 2054-04-01 7 N/A 250776.00 262812.19 Agency Mortgage-Backed Securities FNMS 03.000 CLBV2616 N/A 3140MF4A8 2052-07-01 3 N/A 56000.00 38368.39 Agency Mortgage-Backed Securities FNMS 05.000 CLDE1004 N/A 3140BDDJ6 2055-06-01 5 N/A 1000.00 976.75 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7929 N/A 3133KPY28 2052-09-01 4.5 N/A 1000.00 740.55 Agency Mortgage-Backed Securities FNMS 06.500 NP954858 N/A 31413TJB9 2037-10-01 6.5 N/A 35644032.00 166025.64 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7049 N/A 3140QSZP9 2053-09-01 5.5 N/A 37892980.00 30644024.24 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8344 N/A 3140QUHW9 2054-04-01 6 N/A 8889839.00 7515118.62 Agency Mortgage-Backed Securities FNMS 05.000 CLMB0291 N/A 3138MTKD8 2054-12-01 5 N/A 1000.00 917.12 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7576 N/A 3132DVMZ5 2055-01-01 5.5 N/A 2024.00 1938.16 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6917 N/A 3140NPVK3 2053-08-01 5.5 N/A 1528.00 1510.43 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6572 N/A 3140QEJS2 2050-08-01 2.5 N/A 6393486.00 2617129.44 Agency Mortgage-Backed Securities FNMS 05.500 CLBY7228 N/A 3140NQA65 2053-07-01 5.5 N/A 111226752.00 95510007.92 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7569 N/A 3132DVMS1 2054-04-01 6 N/A 3834768.00 3364162.56 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6732 N/A 3140QSPS4 2053-06-01 5 N/A 27647888.00 24784752.64 Agency Mortgage-Backed Securities FNMS 07.000 CLCB9037 N/A 3140QVBF0 2054-08-01 7 N/A 14865844.00 12092023.59 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6187 N/A 3140QR2V4 2053-05-01 5.5 N/A 1040.00 857.30 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7129 N/A 3140QS4P3 2053-09-01 6 N/A 82652375.00 64736222.76 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0124 N/A 3140Q7D61 2047-08-01 4 N/A 1024.00 199.99 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7391 N/A 3132DVF83 2055-01-01 6 N/A 1000.00 938.11 Agency Mortgage-Backed Securities 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Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 4.13499960 3133ER3C3 254900C5LP6DN9OP9V83 US3133ER3C35 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2025-12-01 2026-08-07 2026-08-07 N N N 0.0419 85010034.25 85010034.25 0.0004 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.06500120 3130B8M74 2549001DPIFGXC1TOL40 US3130B8M748 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2025-12-01 2026-06-18 2026-06-18 N N N 0.0413 445260000.00 445260000.00 0.0023 N N N N Barclays Bank plc Barclays Bank plc 3.96000000 N/A G5GSEF7VJP5I7OUK5573 BYDDRC0M9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 03.500 FGPC V83709 G N/A 3132L9DN2 2043-01-01 3.5 N/A 4430091.00 1492294.03 Agency Mortgage-Backed Securities GNRA 2025-001 SA N/A 38385CFC7 2055-01-20 1.80112 N/A 267283678.00 24936476.66 Agency Collateralized Mortgage Obligation FNMS 02.000 CIMA4751 N/A 31418EH52 2037-08-01 2 N/A 1735053.00 1156428.10 Agency Mortgage-Backed Securities 03.500 FGPC Q45219 G N/A 3132WJYR6 2045-01-01 3.5 N/A 1250000.00 219116.11 Agency Mortgage-Backed Securities FNMS 06.000 CL930063 N/A 31412NJG2 2038-09-01 6 N/A 7520201.00 327177.90 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3774 N/A 31418DFQ0 2049-09-01 3 N/A 9909701.00 1283394.16 Agency Mortgage-Backed Securities GNRA 2025-173 SK N/A 38383BB27 2055-08-20 1.10112 N/A 378246575.00 11043662.54 Agency Collateralized Mortgage Obligation FNMS 03.000 CIBV7970 N/A 3140MM2C1 2037-08-01 3 N/A 489846.00 306052.07 Agency Mortgage-Backed Securities 03.000 FGPC Q44073 G N/A 3132WHQ32 2046-09-01 3 N/A 48712237.00 8020894.22 Agency Mortgage-Backed Securities FNMS 05.500 CL555880 N/A 31385XQ91 2033-11-01 5.5 N/A 112553131.00 621214.54 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9927 N/A 3138WLA52 2047-07-01 4.5 N/A 35327400.00 6891097.44 Agency Mortgage-Backed Securities GNRA 2024-117 LS N/A 38384Q4M7 2047-05-20 1.97568 N/A 151753785.00 15488144.22 Agency Collateralized Mortgage Obligation FNST TR0426 C23 RC N/A 31422MZK5 2052-01-01 1.5 N/A 20000000.00 1705789.06 Agency Collateralized Mortgage Obligation FNMS 02.500 CIBW5970 N/A 3140MXT46 2037-07-01 2.5 N/A 621237.00 404318.74 Agency Mortgage-Backed Securities FGST GIO 0365 S16046 N/A 31325XWF3 2049-05-15 4.5 N/A 19469225.00 984065.77 Agency Collateralized Mortgage Obligation FNMS 03.500 CLCA1191 N/A 3140Q8KD6 2047-11-01 3.5 N/A 11678260.00 1549300.89 Agency Mortgage-Backed Securities FNMS 03.500 CLBA2101 N/A 3140E6KP6 2045-08-01 3.5 N/A 3584858.00 382810.00 Agency Mortgage-Backed Securities GNRA 2023-149 DS N/A 38384DGH4 2053-10-20 2.30112 N/A 250000000.00 11396580.43 Agency Collateralized Mortgage Obligation FNMS 04.000 CLBN3112 N/A 3140JKN69 2049-04-01 4 N/A 1591723.00 380778.26 Agency 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Agency Mortgage-Backed Securities 04.500 FGPC Q27614 G N/A 3132M8DT0 2044-05-01 4.5 N/A 863747.00 220758.67 Agency Mortgage-Backed Securities FEPC 03.000 CLQA5902 N/A 3133A0RX4 2050-01-01 3 N/A 954968.00 194482.84 Agency Mortgage-Backed Securities FNMS 03.500 CLBD1215 N/A 3140F8K55 2046-06-01 3.5 N/A 3272047.00 513382.87 Agency Mortgage-Backed Securities FNMS 03.500 CLAJ7680 N/A 3138E0RA9 2041-12-01 3.5 N/A 4200000.00 279388.44 Agency Mortgage-Backed Securities FEPC 03.000 CTRB5017 N/A 3133KYSE0 2039-11-01 3 N/A 8341331.00 1342973.12 Agency Mortgage-Backed Securities 03.000 FGPC G18719 G N/A 3128MMYR8 2034-01-01 3 N/A 13002261.00 1609897.28 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2641 N/A 3140Q95B5 2048-11-01 4.5 N/A 11000000.00 955639.05 Agency Mortgage-Backed Securities 03.500 FGPC Q18615 G N/A 3132JAAR6 2043-05-01 3.5 N/A 3098106.00 468976.86 Agency Mortgage-Backed Securities FEPC 03.000 CLQA8866 N/A 3133A3Z76 2050-04-01 3 N/A 2526285.00 694900.82 Agency Mortgage-Backed Securities FNMS 03.500 CLAO5472 N/A 3138LWCJ8 2042-07-01 3.5 N/A 7737893.00 631793.27 Agency Mortgage-Backed Securities FNMS 03.500 CLBM3803 N/A 3140J8GM9 2046-11-01 3.5 N/A 2800000.00 503945.74 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5078 N/A 3140J9UC3 2047-05-01 3.5 N/A 1700000.00 413080.83 Agency Mortgage-Backed Securities 03.000 FGPC Q14276 G N/A 3132HQXD9 2043-01-01 3 N/A 2519000.00 426912.34 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2522 N/A 31418BYU4 2046-02-01 3.5 N/A 1835000.00 207113.74 Agency Mortgage-Backed Securities FEPC 06.500 CLSD6147 N/A 3132DTZL7 2054-09-01 6.5 N/A 5909179.00 5031274.18 Agency Mortgage-Backed Securities GNRM 2021-161 IU N/A 38383A3M4 2051-09-20 3 N/A 127866666.00 15274458.09 Agency Collateralized Mortgage Obligation FERM 5131JI 08/25/51 N/A 3137H1TY2 2051-08-25 3 N/A 111364000.00 11907309.15 Agency Collateralized Mortgage Obligation 03.500 FGPC Q28431 G N/A 3132M9A87 2044-09-01 3.5 N/A 1400000.00 204676.90 Agency Mortgage-Backed Securities 04.000 FGPC Q38492 G N/A 3132QVNJ6 2046-01-01 4 N/A 17000000.00 2127541.90 Agency Mortgage-Backed Securities FNMS 05.500 CLBW1235 N/A 3140MSLR4 2052-10-01 5.5 N/A 18852637.00 14324175.89 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9300 N/A 3140XRKN4 2054-10-01 6 N/A 15736316.00 14580344.62 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3937 N/A 31418DLT7 2050-02-01 3 N/A 1104138.00 193296.68 Agency Mortgage-Backed Securities 03.000 FGPC G07160 G N/A 3128M9JD5 2042-10-01 3 N/A 22000000.00 2223221.28 Agency Mortgage-Backed Securities FNMS 06.000 CLDE0097 N/A 3140BCDB5 2055-06-01 6 N/A 11051491.00 10955265.64 Agency Mortgage-Backed Securities FEPC 05.500 CLQH5942 N/A 3133CJS77 2053-12-01 5.5 N/A 21823228.00 18976452.88 Agency Mortgage-Backed Securities 03.500 FGPC G07664 G N/A 3128M9Z54 2043-08-01 3.5 N/A 1260000.00 216168.00 Agency Mortgage-Backed Securities 03.500 FGPC G08711 G N/A 3128MJYH7 2046-06-01 3.5 N/A 18715000.00 2135828.25 Agency Mortgage-Backed Securities FNMS 03.500 CLAU1650 N/A 3138X0ZQ4 2043-07-01 3.5 N/A 6130000.00 676620.34 Agency Mortgage-Backed Securities FEPC 03.000 CIRC3002 N/A 3133L9KP7 2038-08-01 3 N/A 1100000.00 838866.20 Agency Mortgage-Backed Securities 03.500 FGPC Q36667 G N/A 3132QTMR4 2045-10-01 3.5 N/A 2750000.00 423932.68 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2864 N/A 31418CFE9 2047-01-01 3.5 N/A 1412969.00 212495.20 Agency Mortgage-Backed Securities FNST TR0427 C20 RC N/A 31423XMW8 2051-10-25 2 N/A 15000000.00 1600343.96 Agency Collateralized Mortgage Obligation FNST TR0429 C1 RC N/A 31423YVH9 2052-06-01 2 N/A 200611345.00 22428042.17 Agency Collateralized Mortgage Obligation FEPC 02.500 CISB0316 N/A 3132CWK52 2033-01-01 2.5 N/A 985882.00 192675.16 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5392 N/A 3140XL7E2 2053-07-01 6.5 N/A 24513654.00 18653294.78 Agency Mortgage-Backed Securities FNMS 04.000 CLAS1111 N/A 3138WAGV3 2043-11-01 4 N/A 5250000.00 898547.17 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8169 N/A 3140QUCF1 2054-03-01 6.5 N/A 1260863.00 1034732.48 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ2854 N/A 3140H4E42 2048-03-01 4 N/A 8534238.00 1682276.55 Agency Mortgage-Backed Securities FNMS 03.500 CLBH1380 N/A 3140GPRA8 2047-07-01 3.5 N/A 7052044.00 1370969.17 Agency Mortgage-Backed Securities FNMS 06.000 CLAE0801 N/A 31419A3K1 2039-09-01 6 N/A 10608428.00 229780.52 Agency Mortgage-Backed Securities FEPC 03.000 CLZN4984 N/A 3131YBRD2 2049-04-01 3 N/A 7219026.00 788382.28 Agency Mortgage-Backed Securities FEPC 06.500 CLQY7424 N/A 31426SHA0 2055-07-01 6.5 N/A 13636663.00 14242609.73 Agency Mortgage-Backed Securities FEPC 03.000 CLQA4883 N/A 31346YM83 2049-12-01 3 N/A 25037623.00 5269678.53 Agency Mortgage-Backed Securities 03.500 FGPC Q32117 G N/A 3132QNK73 2045-03-01 3.5 N/A 5540806.00 504290.89 Agency Mortgage-Backed Securities FEPC 03.000 CLQA9049 N/A 3133A4BS4 2050-04-01 3 N/A 2316541.00 727797.96 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5696 N/A 3138WFKJ4 2045-08-01 3.5 N/A 3054168.00 272572.40 Agency Mortgage-Backed Securities FNMS 07.000 CLFA1612 N/A 3140W1YJ6 2055-05-01 7 N/A 25059382.00 23902393.73 Agency Mortgage-Backed Securities FNMS 02.500 CIAL8671 N/A 3138ETT55 2028-11-01 2.5 N/A 5694439.00 263542.94 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4666 N/A 31418EFG0 2037-07-01 3 N/A 394160.00 247504.65 Agency Mortgage-Backed Securities 04.000 FGPC Q58636 G N/A 3132Y2S23 2048-09-01 4 N/A 3809499.00 700529.80 Agency Mortgage-Backed Securities FNRM RC077IT R21F077 N/A 3136BJUJ2 2050-10-25 3 N/A 168632893.00 15367766.15 Agency Collateralized Mortgage Obligation 03.000 FGPC G08732 G N/A 3128MJY61 2046-11-01 3 N/A 5928000.00 986187.63 Agency Mortgage-Backed Securities FNMS 04.000 CLBK4439 N/A 3140HH4Z5 2048-06-01 4 N/A 5750000.00 1284159.54 Agency Mortgage-Backed Securities FNMS 05.500 CLAI1202 N/A 3138AEKQ5 2041-04-01 5.5 N/A 11910961.00 391202.90 Agency Mortgage-Backed Securities 03.500 FGPC G08716 G N/A 3128MJYN4 2046-08-01 3.5 N/A 30508000.00 3654711.44 Agency Mortgage-Backed Securities FNMS 04.000 CLAS4348 N/A 3138WDZN4 2045-01-01 4 N/A 92218741.00 10803589.14 Agency Mortgage-Backed Securities FNMS 02.500 CIFS2983 N/A 3140XJJ53 2037-07-01 2.5 N/A 314591.00 206645.39 Agency Mortgage-Backed Securities FNMS 01.500 CLFS4327 N/A 3140XKYZ7 2052-04-01 1.5 N/A 13782863.00 9263488.03 Agency Mortgage-Backed Securities FNMS 04.500 CLAS3877 N/A 3138WDJX0 2044-11-01 4.5 N/A 33477900.00 3857257.45 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3800 N/A 31418DGJ5 2039-10-01 3 N/A 1546449.00 206062.08 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3905 N/A 31418DKT8 2050-01-01 3 N/A 3102545.00 548677.84 Agency Mortgage-Backed Securities 03.500 FGPC Q07758 G N/A 3132GS5T2 2042-04-01 3.5 N/A 6750000.00 806670.73 Agency Mortgage-Backed Securities FNMS 04.500 CLAL0079 N/A 3138EGCR3 2040-02-01 4.5 N/A 403110719.00 12116276.22 Agency Mortgage-Backed Securities FEPC 03.000 CTZA2501 N/A 31329KX66 2038-04-01 3 N/A 1803067.00 266558.63 Agency Mortgage-Backed Securities FNMS 02.500 CIBT8211 N/A 3140LXDR3 2037-06-01 2.5 N/A 499950.00 338839.07 Agency Mortgage-Backed Securities 04.000 FGPC G67711 G N/A 3132XCR80 2048-03-01 4 N/A 3461000.00 818198.38 Agency Mortgage-Backed Securities 03.500 FGPC G07295 G N/A 3128M9NL2 2042-05-01 3.5 N/A 18590513.00 1997521.27 Agency Mortgage-Backed Securities FNMS 03.000 CLBM4197 N/A 3140J8UX9 2047-03-01 3 N/A 39000000.00 7087485.23 Agency Mortgage-Backed Securities 04.500 FGPC G08820 G N/A 3128MJ4E7 2048-05-01 4.5 N/A 16250742.00 1391199.07 Agency Mortgage-Backed Securities 03.500 FGPC G06784 G N/A 3128M82R4 2041-10-01 3.5 N/A 8000000.00 393490.26 Agency Mortgage-Backed Securities FNMS 03.500 CLAH2680 N/A 3138A36S1 2041-01-01 3.5 N/A 3821508.00 181715.45 Agency Mortgage-Backed Securities FNMS 03.500 CLBD1437 N/A 3140F8S32 2046-08-01 3.5 N/A 4000853.00 836478.54 Agency Mortgage-Backed Securities 03.500 FGPC G08676 G N/A 3128MJXE5 2045-11-01 3.5 N/A 3851024.00 403746.58 Agency Mortgage-Backed Securities FNMS 05.500 CLAI1206 N/A 3138AEKU6 2041-04-01 5.5 N/A 12734611.00 411749.47 Agency Mortgage-Backed Securities FNMS 02.500 CIBW5564 N/A 3140MXFE9 2037-07-01 2.5 N/A 1740136.00 1340442.23 Agency Mortgage-Backed Securities FEPC 07.000 CLSD4719 N/A 3132DSG48 2054-01-01 7 N/A 7302585.00 5775049.31 Agency Mortgage-Backed Securities FNMS 03.000 CLAQ1224 N/A 3138MGLE3 2042-11-01 3 N/A 5750000.00 1194855.09 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4579 N/A 31418ECR9 2052-04-01 3 N/A 25000000.00 17527278.04 Agency Mortgage-Backed Securities 04.000 FGPC G06886 G N/A 3128M86X7 2042-01-01 4 N/A 16629581.00 1545948.96 Agency Mortgage-Backed Securities FNRM RC043KI R21F043 N/A 3136BH6Q7 2051-07-25 3 N/A 165881263.00 15059634.30 Agency Collateralized Mortgage Obligation FERM 5558PO 07/25/55 N/A 3137HM4H0 2055-07-25 0 N/A 45957448.00 33884406.13 Agency Collateralized Mortgage Obligation FNMS 03.500 CLMA3182 N/A 31418CRC0 2047-11-01 3.5 N/A 7724818.00 1009674.72 Agency Mortgage-Backed Securities FNMS 04.000 CLAB5122 N/A 31417BVQ7 2042-04-01 4 N/A 3233356.00 988942.24 Agency Mortgage-Backed Securities FEPC 04.000 CLZT1703 N/A 3132AD3L0 2049-01-01 4 N/A 26500000.00 4725587.30 Agency Mortgage-Backed Securities 03.000 FGPC G61985 G N/A 31335CF25 2047-10-01 3 N/A 21281788.00 4939936.62 Agency Mortgage-Backed Securities FEPC 07.000 CLSL0520 N/A 31427MSJ1 2054-09-01 7 N/A 27101531.00 22695825.86 Agency Mortgage-Backed Securities FNMS 04.000 CLBN3197 N/A 3140JKRT5 2049-01-01 4 N/A 6225454.00 1180747.29 Agency Mortgage-Backed Securities FNMS 02.500 CICB3791 N/A 3140QPF93 2037-05-01 2.5 N/A 6124522.00 3238103.30 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7545 N/A 3138WHL34 2046-07-01 3.5 N/A 10750000.00 1155772.79 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3474 N/A 3140QA2G4 2046-04-01 3.5 N/A 13021075.00 3809603.34 Agency Mortgage-Backed Securities FEPC 05.000 CLRQ0063 N/A 3142J6B93 2055-11-01 5 N/A 8000000.00 8002206.98 Agency Mortgage-Backed Securities FEPC 05.000 CLSD0093 N/A 3132DMC60 2049-10-01 5 N/A 32777876.00 3571533.00 Agency Mortgage-Backed Securities FNMS 03.500 CLBC4437 N/A 3140EY4X6 2046-04-01 3.5 N/A 2802240.00 217939.44 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3238 N/A 31418CS47 2048-01-01 3.5 N/A 3250397.00 452656.41 Agency Mortgage-Backed Securities 04.500 FGPC G61578 G N/A 31335BXF8 2048-08-01 4.5 N/A 22000000.00 1655677.63 Agency Mortgage-Backed Securities 03.000 FGPC Q13691 G N/A 3132HQC42 2042-12-01 3 N/A 2698267.00 481497.30 Agency Mortgage-Backed Securities GNRA 2023-141 SM N/A 38384EE27 2050-05-20 1.97568 N/A 113975590.00 11758164.35 Agency Collateralized Mortgage Obligation FNMS 03.500 CLMA2549 N/A 31418BZP4 2046-03-01 3.5 N/A 4191182.00 410120.40 Agency Mortgage-Backed Securities 04.000 FGPC Q47571 G N/A 3132WMMV3 2047-04-01 4 N/A 8542295.00 634022.32 Agency Mortgage-Backed Securities 04.000 FGPC G61761 G N/A 31335B5W2 2046-01-01 4 N/A 13822918.00 3892965.88 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8066 N/A 3132DV6B6 2050-05-01 5 N/A 2051297.00 220491.60 Agency Mortgage-Backed Securities 05.000 FGPC Q02257 G N/A 3132GFQJ9 2041-07-01 5 N/A 12026210.00 666094.42 Agency Mortgage-Backed Securities FNMS 03.000 CICB4486 N/A 3140QP6Y8 2037-08-01 3 N/A 327822.00 258376.65 Agency Mortgage-Backed Securities 04.500 FGPC G61615 G N/A 31335BYL4 2045-07-01 4.5 N/A 9956295.00 2583928.57 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2229 N/A 31418BPP5 2045-03-01 3.5 N/A 1800000.00 222431.72 Agency Mortgage-Backed Securities GNRM 2024-024 EI N/A 38384JX66 2051-02-20 4 N/A 107857312.00 19097819.11 Agency Collateralized Mortgage Obligation FNMS 04.500 CLAC4613 N/A 31417QDT8 2040-05-01 4.5 N/A 1315430.00 297007.89 Agency Mortgage-Backed Securities FEPC 06.500 CLSL1374 N/A 31427NQ44 2055-05-01 6.5 N/A 17967885.00 17568812.41 Agency Mortgage-Backed Securities FNMS 05.000 CLAK9716 N/A 3138EEYN3 2042-04-01 5 N/A 2539492.00 218038.80 Agency Mortgage-Backed Securities GNRA 2025-040 IO N/A 38381MFC9 2066-03-16 0.80634 N/A 253401703.00 18263826.58 Agency Mortgage-Backed Securities FEST IO 0414 RP8110 N/A 3142G9VC1 2053-12-25 4 N/A 25496981.00 5028832.62 Agency Collateralized Mortgage Obligation FNMS 04.500 CLBK7487 N/A 3140HMJ96 2048-07-01 4.5 N/A 8089000.00 1862590.84 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5056 N/A 3138WETN9 2045-05-01 3.5 N/A 5051351.00 561022.53 Agency Mortgage-Backed Securities FNMS 04.000 CLAJ1890 N/A 3138ATC40 2042-05-01 4 N/A 2699234.00 616868.26 Agency Mortgage-Backed Securities FEPC 05.000 CLSD0291 N/A 3132DMKC8 2050-03-01 5 N/A 9180496.00 1322196.09 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ3319 N/A 3142GTVM5 2055-01-01 6.5 N/A 3018043.00 2738432.99 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1233 N/A 3140X4LP9 2048-03-01 3.5 N/A 41830842.00 7770040.40 Agency Mortgage-Backed Securities FEST IO 0400 RP3772 N/A 3142G42E0 2053-03-25 4.5 N/A 44006575.00 7858667.97 Agency Collateralized Mortgage Obligation FNMS 03.500 CLBH5752 N/A 3140GUMA2 2047-11-01 3.5 N/A 3600000.00 572294.60 Agency Mortgage-Backed Securities FNST TR0427 C94 RC N/A 31423XQY0 2052-08-25 4.5 N/A 33248274.00 5311797.75 Agency Collateralized Mortgage Obligation FEPC 02.500 CIZK4686 N/A 3131X8F35 2027-11-01 2.5 N/A 10000000.00 239136.22 Agency Mortgage-Backed Securities FNST TR0430 C50 RC N/A 31424QLZ6 2052-06-01 2.5 N/A 25000000.00 2789579.88 Agency Collateralized Mortgage Obligation FNMS 03.000 CIMA4538 N/A 31418EBG4 2037-02-01 3 N/A 1297160.00 718176.82 Agency Mortgage-Backed Securities FNMS 03.500 CLAK1081 N/A 3138E5FX1 2042-01-01 3.5 N/A 10027586.00 606818.94 Agency Mortgage-Backed Securities GNRM 2025-173 AI N/A 38383BZU9 2051-10-20 2.5 N/A 217700948.00 21796068.04 Agency Collateralized Mortgage Obligation FEPC 06.000 CLQY2216 N/A 31426LPA6 2055-05-01 6 N/A 14464858.00 14774526.59 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8062 N/A 3132DV5X9 2050-05-01 3 N/A 15771802.00 3945701.18 Agency Mortgage-Backed Securities FNMS 03.000 CLAS0516 N/A 3138W9SE1 2043-09-01 3 N/A 63437254.00 11197147.63 Agency Mortgage-Backed Securities 03.000 FGPC C09022 G N/A 31292SAX8 2042-12-01 3 N/A 4613265.00 696023.01 Agency Mortgage-Backed Securities FEST IO 0408 RP4996 N/A 3142G6GE0 2053-07-25 4 N/A 19000000.00 3592615.43 Agency Collateralized Mortgage Obligation FNMS 03.500 CLAS7921 N/A 3138WHYT3 2046-09-01 3.5 N/A 1600000.00 379612.77 Agency Mortgage-Backed Securities 03.500 FGPC G60136 G N/A 31335AEH7 2043-12-01 3.5 N/A 1740000.00 401853.37 Agency Mortgage-Backed Securities FEPC 04.000 CLZN2844 N/A 3131Y9ER0 2049-01-01 4 N/A 12032537.00 571959.91 Agency Mortgage-Backed Securities FGST GIO 0303 S12836 N/A 31325UEH5 2043-01-15 3.5 N/A 44045604.00 935380.09 Agency Collateralized Mortgage Obligation FEPC 05.500 CLRA8416 N/A 3133KQK54 2053-01-01 5.5 N/A 27228303.00 20728200.56 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6395 N/A 3138WGC93 2045-12-01 3.5 N/A 6130000.00 581789.23 Agency Mortgage-Backed Securities FNMS 03.500 CLAO4134 N/A 3138LUSY2 2042-06-01 3.5 N/A 10920000.00 1261500.22 Agency Mortgage-Backed Securities FEPC 06.500 CLSL0746 N/A 31427MZL8 2055-04-01 6.5 N/A 23269334.00 21809149.26 Agency Mortgage-Backed Securities GNRM 2025-099 EO N/A 38381NRR1 2055-06-20 0 N/A 47661421.00 34823578.77 Agency Collateralized Mortgage Obligation 03.500 FGPC G08654 G N/A 3128MJWQ9 2045-07-01 3.5 N/A 1906000.00 195647.08 Agency Mortgage-Backed Securities FEPC 01.500 CISB8152 N/A 3132D6BV1 2037-05-01 1.5 N/A 4650933.00 2882804.32 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ4687 N/A 3133CVF41 2054-09-01 6.5 N/A 5000640.00 4803714.93 Agency Mortgage-Backed Securities FEPC 06.000 CLQX9429 N/A 31426GPP4 2055-04-01 6 N/A 10117959.00 10265782.42 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6573 N/A 3138WGJT2 2046-01-01 3.5 N/A 2395000.00 252411.10 Agency Mortgage-Backed Securities FNMS 03.500 CIMA4832 N/A 31418ELN8 2037-12-01 3.5 N/A 948692.00 602380.37 Agency 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Agency Collateralized Mortgage Obligation FNMS 03.500 CIBW1354 N/A 3140MSQG3 2037-11-01 3.5 N/A 1709915.00 1078398.44 Agency Mortgage-Backed Securities FEPC 01.500 CLQB9274 N/A 3133AGJT7 2051-02-01 1.5 N/A 2557720.00 1643498.06 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3183 N/A 31418CRD8 2047-11-01 4 N/A 30116000.00 3545312.42 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7481 N/A 3138EQJ37 2044-07-01 3.5 N/A 4963000.00 1011603.17 Agency Mortgage-Backed Securities FEPC 07.000 CLSL1064 N/A 31427NFE4 2055-03-01 7 N/A 11727407.00 11226740.54 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0026 N/A 3132DMA39 2047-02-01 3 N/A 30000000.00 8246211.76 Agency Mortgage-Backed Securities FEPC 03.000 CISB8187 N/A 3132D6CY4 2037-11-01 3 N/A 796766.00 512825.53 Agency Mortgage-Backed Securities 04.500 FGPC A91161 G N/A 312939JE2 2040-02-01 4.5 N/A 12000000.00 289190.94 Agency Mortgage-Backed Securities FNMS 03.500 CLAW9441 N/A 3138XZP39 2044-07-01 3.5 N/A 125400920.00 11964280.46 Agency Mortgage-Backed Securities FNMS 06.000 CLBM1948 N/A 3140J6EW3 2041-07-01 6 N/A 15534000.00 3455956.88 Agency Mortgage-Backed Securities FNMS 03.500 CLAP6242 N/A 3138M95C1 2042-10-01 3.5 N/A 4590000.00 437282.85 Agency Mortgage-Backed Securities 05.000 FGPC Q58591 G N/A 3132Y2RM0 2048-09-01 5 N/A 2233722.00 256275.88 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ6748 N/A 31427GQA5 2055-10-01 6 N/A 19691423.00 20418347.27 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4581 N/A 31418ECT5 2037-04-01 1.5 N/A 4263416.00 2642472.13 Agency Mortgage-Backed Securities 04.500 FGPC G08818 G N/A 3128MJ4C1 2048-06-01 4.5 N/A 3148000.00 266122.41 Agency Mortgage-Backed Securities 04.500 FGPC G08827 G N/A 3128MJ4M9 2048-07-01 4.5 N/A 2767500.00 246873.26 Agency Mortgage-Backed Securities FEST IO 0377 RM1956 N/A 3133Q5E51 2051-01-25 2 N/A 100000000.00 8636299.42 Agency Collateralized Mortgage Obligation FNMS 06.000 CLDE0100 N/A 3140BCDE9 2055-06-01 6 N/A 8704528.00 8820648.90 Agency 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7347112.74 Agency Mortgage-Backed Securities 03.000 FGPC Q34990 G N/A 3132QRRL6 2045-08-01 3 N/A 46397892.00 7115611.71 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1350 N/A 31427NQC6 2055-05-01 6 N/A 15285283.00 15303434.04 Agency Mortgage-Backed Securities FEPC 03.000 CTRB5027 N/A 3133KYSQ3 2040-01-01 3 N/A 975247.00 196500.85 Agency Mortgage-Backed Securities FNMS 05.000 CLCA1795 N/A 3140Q87H2 2048-05-01 5 N/A 6692881.00 497514.36 Agency Mortgage-Backed Securities FNMS 03.000 CIMA5090 N/A 31418EUQ1 2038-06-01 3 N/A 547857.00 374725.78 Agency Mortgage-Backed Securities FEPC 06.500 CLSL1148 N/A 31427NH28 2054-04-01 6.5 N/A 11961928.00 10849563.90 Agency Mortgage-Backed Securities FNMS 03.500 CLAJ9278 N/A 3138E2JY2 2041-12-01 3.5 N/A 10325000.00 721679.67 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4561 N/A 31418EB74 2052-03-01 1.5 N/A 2337313.00 1491760.09 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ7366 N/A 3140E0FG5 2045-11-01 4 N/A 57418790.00 9992290.74 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4629 N/A 31418EEB2 2037-06-01 3 N/A 484501.00 299782.32 Agency Mortgage-Backed Securities FEPC 03.000 CIQO0873 N/A 3133WJ6J3 2037-09-01 3 N/A 835831.00 384654.23 Agency Mortgage-Backed Securities FNMS 05.000 CLAH5962 N/A 3138A7TU2 2041-02-01 5 N/A 1875775.00 230308.07 Agency Mortgage-Backed Securities 03.500 FGPC Q17647 G N/A 3132J85H9 2043-04-01 3.5 N/A 4608244.00 310629.70 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3741 N/A 31418DEP3 2039-08-01 3 N/A 2655329.00 309967.86 Agency Mortgage-Backed Securities FEPC 06.500 CLSL0750 N/A 31427MZQ7 2055-04-01 6.5 N/A 18757920.00 16837054.81 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3871 N/A 31418DJR4 2049-12-01 3 N/A 1269360.00 216175.56 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4886 N/A 3138WENC9 2045-05-01 3.5 N/A 2300000.00 448629.95 Agency Mortgage-Backed Securities FNST TR0441 C10 RC N/A 31424VEH3 2054-05-01 4.5 N/A 21447567.00 4177685.36 Agency Collateralized Mortgage Obligation FNMS 02.500 CICB3759 N/A 3140QPE94 2037-03-01 2.5 N/A 1301444.00 771948.43 Agency Mortgage-Backed Securities FNST TR0437 C17 RC N/A 31424UPP5 2053-05-01 4.5 N/A 25469583.00 4692513.03 Agency Collateralized Mortgage Obligation 03.500 FGPC Q06884 G N/A 3132GR6V8 2042-03-01 3.5 N/A 2314492.00 230221.39 Agency Mortgage-Backed Securities 04.000 FGPC V83169 G N/A 3132L8QW0 2047-04-01 4 N/A 62562572.00 4643970.38 Agency Mortgage-Backed Securities FEPC 03.000 CLZN6177 N/A 3131YC2J4 2049-06-01 3 N/A 4910900.00 586965.17 Agency Mortgage-Backed Securities FEPC 03.000 CISB8155 N/A 3132D6BY5 2037-05-01 3 N/A 1055997.00 649079.55 Agency Mortgage-Backed Securities GNRM 2022-009 MI N/A 38383FQ30 2052-01-20 3.5 N/A 227000000.00 14760769.16 Agency Collateralized Mortgage Obligation FEPC 03.500 CLZS4651 N/A 3132A5EY7 2046-03-01 3.5 N/A 2937941.00 294108.12 Agency Mortgage-Backed Securities FEPC 03.000 CIQO1552 N/A 3133WKWM4 2037-12-01 3 N/A 495168.00 381059.41 Agency Mortgage-Backed Securities FEST IO 0408 RP5001 N/A 3142G6GK6 2053-08-25 4.5 N/A 20000000.00 3839548.40 Agency Collateralized Mortgage Obligation FNMS 04.500 CLAB2812 N/A 31416YDS4 2041-04-01 4.5 N/A 67550592.00 1612111.66 Agency Mortgage-Backed Securities FNMS 03.000 CLAK7581 N/A 3138ECM75 2042-08-01 3 N/A 2375000.00 257725.51 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4601 N/A 31418EDF4 2037-05-01 1.5 N/A 314707.00 202768.40 Agency Mortgage-Backed Securities 03.500 FGPC G07098 G N/A 3128M9GF3 2042-07-01 3.5 N/A 3090043.00 233575.59 Agency Mortgage-Backed Securities FNMS 06.000 CL928828 N/A 31412L4M9 2037-10-01 6 N/A 12795401.00 357349.10 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1352 N/A 31427NQE2 2055-05-01 6 N/A 14685055.00 14843088.97 Agency Mortgage-Backed Securities FEPC 04.500 CLZN5068 N/A 3131YBTZ1 2049-04-01 4.5 N/A 2876437.00 304074.37 Agency Mortgage-Backed Securities GNRA 2025-173 SA N/A 38383BZP0 2055-10-20 0 N/A 2500000000.00 27454800.24 Agency Collateralized Mortgage Obligation FEPC 06.000 CLSD6566 N/A 3132DUJK4 2054-10-01 6 N/A 9157922.00 8058757.97 Agency Mortgage-Backed Securities FNMS 05.000 CLAE4303 N/A 31419EX95 2040-09-01 5 N/A 33917394.00 1698194.07 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7475 N/A 3140QTJV2 2053-11-01 5.5 N/A 7445111.00 6228397.15 Agency Mortgage-Backed Securities FEPC 03.000 CLZT1323 N/A 3132ADPG7 2048-10-01 3 N/A 11034161.00 1384590.11 Agency Mortgage-Backed Securities FNMS 03.500 CLAT1800 N/A 3138WPAA2 2043-04-01 3.5 N/A 59014669.00 4423450.27 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0237 N/A 3140Q7HP5 2047-08-01 4 N/A 16500000.00 1807797.11 Agency Mortgage-Backed Securities 03.000 FGPC Q43733 G N/A 3132WHEF8 2046-10-01 3 N/A 1000000.00 239493.18 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ4603 N/A 3140H6DH9 2048-02-01 4 N/A 2008442.00 312683.07 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7800 N/A 3138WHU26 2046-08-01 3 N/A 103500000.00 14660615.12 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4655 N/A 3140J9E56 2047-05-01 3.5 N/A 2600000.00 496325.37 Agency Mortgage-Backed Securities FNMS 02.500 CIMA3124 N/A 31418CPJ7 2032-09-01 2.5 N/A 2225000.00 283600.57 Agency Mortgage-Backed Securities FNMS 06.000 CL995251 N/A 31416BTG3 2038-11-01 6 N/A 22862795.00 255659.85 Agency Mortgage-Backed Securities GNRM 2021-140 IO N/A 38382XYK5 2051-08-20 2.5 N/A 192635000.00 12660558.51 Agency Collateralized Mortgage Obligation FEPC 06.000 CLSL1348 N/A 31427NQA0 2055-05-01 6 N/A 22193771.00 22163307.25 Agency Mortgage-Backed Securities FNST TR0439 C30 RC N/A 31424UK88 2053-09-01 6 N/A 118394156.00 15086479.73 Agency Collateralized Mortgage Obligation FEPC 02.500 CIRC2815 N/A 3133L9DU4 2038-01-01 2.5 N/A 1758863.00 1331082.78 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3960 N/A 31418DMJ8 2050-03-01 3 N/A 1659156.00 303828.72 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4706 N/A 3132A5GP4 2047-03-01 3 N/A 3539673.00 756246.70 Agency Mortgage-Backed Securities FNMS 05.500 CLAI1172 N/A 3138AEJS3 2041-04-01 5.5 N/A 8496607.00 478956.81 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3802 N/A 31418DGL0 2049-10-01 3 N/A 9172205.00 1259155.37 Agency Mortgage-Backed Securities FNMS 03.500 CLAO0780 N/A 3138LQ2N3 2042-04-01 3.5 N/A 3300000.00 325441.30 Agency Mortgage-Backed Securities 03.500 FGPC G08681 G N/A 3128MJXK1 2045-12-01 3.5 N/A 12558000.00 1358280.17 Agency Mortgage-Backed Securities GNRM 2025-173 CI N/A 38383BZW5 2051-10-20 3 N/A 118467431.00 19777980.88 Agency Collateralized Mortgage Obligation 05.500 FGPC A90726 G N/A 312938YX5 2040-01-01 5.5 N/A 7112245.00 464886.36 Agency Mortgage-Backed Securities FNMS 03.500 CLAO2993 N/A 3138LTKF4 2042-05-01 3.5 N/A 8160000.00 698508.20 Agency Mortgage-Backed Securities FNMS 02.500 CICB3444 N/A 3140QNZJ4 2037-04-01 2.5 N/A 1698225.00 1128464.25 Agency Mortgage-Backed Securities FEPC 03.500 CLZM2184 N/A 3131XVM93 2046-11-01 3.5 N/A 770274.00 294557.29 Agency Mortgage-Backed Securities 04.000 FGPC Q60732 G N/A 3132VLY68 2048-12-01 4 N/A 1748541.00 708529.02 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4566 N/A 31418ECC2 2037-03-01 1.5 N/A 2425000.00 1482018.45 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8515 N/A 3133KQN85 2053-02-01 5 N/A 22464709.00 18233159.34 Agency Mortgage-Backed Securities GNRA 2025-171 SD N/A 38385HTX5 2055-10-20 0 N/A 1000000000.00 12374167.39 Agency Collateralized Mortgage Obligation 05.500 FGPC Q00293 G N/A 3132GDKE1 2041-04-01 5.5 N/A 2781935.00 343541.63 Agency Mortgage-Backed Securities FNRM RC053LI R21F053 N/A 3136BGNK3 2050-11-25 3 N/A 107041666.00 11214108.04 Agency Collateralized Mortgage Obligation FEPC 06.000 CLQI8838 N/A 3133WFZB6 2054-07-01 6 N/A 17916450.00 14191747.92 Agency Mortgage-Backed Securities FNMS 03.000 CIFS3271 N/A 3140XJT52 2037-08-01 3 N/A 3215783.00 2230773.36 Agency Mortgage-Backed Securities 03.500 FGPC C04060 G N/A 31292LQM0 2042-06-01 3.5 N/A 4735000.00 378005.39 Agency Mortgage-Backed Securities FNMS 01.500 CIBW3040 N/A 3140MULW8 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5.5 N/A 3553086.00 240843.02 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3776 N/A 31418DFS6 2049-09-01 4 N/A 32500000.00 3901565.55 Agency Mortgage-Backed Securities FNMS 06.000 CL929605 N/A 31412MYA0 2038-06-01 6 N/A 6657643.00 232351.43 Agency Mortgage-Backed Securities FNMS 05.500 CLAI1963 N/A 3138AFFD7 2041-04-01 5.5 N/A 3763060.00 247639.01 Agency Mortgage-Backed Securities FNMS 07.000 CLBU5134 N/A 3140M6V42 2054-11-01 7 N/A 5800366.00 4278939.70 Agency Mortgage-Backed Securities Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2025-12-01 2025-12-05 2025-12-05 Y BARCLAYS BANK PLC 1.0000 7 N Standard & Poor's A+ Moody's A1 Fitch A+ N N 0.0396 1450000000.00 1450000000.00 0.0073 N N Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.05500040 3130B8PK2 2549001DPIFGXC1TOL40 US3130B8PK22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2025-12-01 2026-07-21 2026-07-21 N N N 0.0411 446694718.58 446694718.58 0.0023 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 4.19000040 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2025-12-01 2026-10-16 2026-10-16 N N N 0.0420 344789402.50 344789402.50 0.0017 N N N N BNP Paribas SA BNP Paribas SA 4.24000000 N/A R0MUWSFPU8MPRO8K5P83 BRWX5W460 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 CLSD7378 N/A 3132DVFT7 2053-06-01 4 N/A 1000.00 903.90 Agency Mortgage-Backed Securities FNAR XX.XXX HL469625 N/A 31381SVS8 2041-11-01 4.68 N/A 649000.00 498138.86 Agency Mortgage-Backed Securities FEPC 05.000 CLQB3781 N/A 3133AAFW7 2050-09-01 5 N/A 2000.00 1105.25 Agency Mortgage-Backed Securities GNRA 2014-008 JS N/A 38378P8A9 2044-01-16 0.42656 N/A 198453000.00 425688.36 Agency Collateralized Mortgage Obligation FEPC 05.500 CLQY0278 N/A 31426JJY6 2055-04-01 5.5 N/A 1000.00 920.25 Agency 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CLQH3989 N/A 3133CGNE3 2053-10-01 6 N/A 1000.00 885.65 Agency Mortgage-Backed Securities GNMI SP 783522 X N/A 36241L4F0 2042-01-15 4 N/A 1000.00 52.64 Agency Mortgage-Backed Securities GNRA 2024-039 JS N/A 38384KLT6 2054-03-20 2.30112 N/A 14900000.00 590458.04 Agency Collateralized Mortgage Obligation FEPC 03.000 CLQE2559 N/A 3133BBZY8 2047-05-01 3 N/A 1000.00 785.18 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8246 N/A 3132DWET6 2052-09-01 5 N/A 2044.00 1579.54 Agency Mortgage-Backed Securities GNRA 2014-118 KS N/A 38379EHH8 2044-08-16 1.52656 N/A 35501323.00 803028.07 Agency Collateralized Mortgage Obligation FERM 5070IE 09/25/50 N/A 3137F9XF3 2050-09-25 3 N/A 10000000.00 1146872.25 Agency Collateralized Mortgage Obligation FNRM RC061HI R20F061 N/A 3136BBK68 2050-09-25 4 N/A 31230580.00 2308677.36 Agency Collateralized Mortgage Obligation FNRM CL061KI R21F061 N/A 3136BGVA6 2049-04-25 2.5 N/A 3600000.00 423082.00 Agency Collateralized Mortgage Obligation GNRA 2022-197 SE N/A 38383LEU0 2048-03-20 2.07568 N/A 4587781.00 453717.25 Agency Collateralized Mortgage Obligation GNRA 2023-28O IC N/A 38383KLV2 2073-12-20 0.58269 N/A 30517545.00 1888484.87 Agency Collateralized Mortgage Obligation FEPC 05.500 CLSD4967 N/A 3132DSQU9 2054-02-01 5.5 N/A 1000.00 830.69 Agency Mortgage-Backed Securities FEPC 04.000 CLSD6491 N/A 3132DUF85 2054-01-01 4 N/A 1008.00 879.69 Agency Mortgage-Backed Securities FEPC 02.000 CLQC1809 N/A 3133ALAJ7 2051-05-01 2 N/A 1000.00 544.82 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3190 N/A 3131Y9RK1 2049-02-01 4.5 N/A 1000.00 92.50 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ1124 N/A 31426XHA9 2055-08-01 6.5 N/A 1000.00 896.92 Agency Mortgage-Backed Securities FEPC 04.000 CLZL2199 N/A 3131XHNQ5 2041-10-01 4 N/A 1000.00 78.83 Agency Mortgage-Backed Securities GNRA 2009-106 SL N/A 38376JCQ5 2036-04-20 2.02568 N/A 161210059.00 200490.02 Agency Collateralized Mortgage Obligation FEPC 03.500 CLSD1936 N/A 3132DPEH7 2052-06-01 3.5 N/A 2000.00 1496.40 Agency Mortgage-Backed Securities GNRM 2021-116 IY N/A 38382WSD0 2051-06-20 3.5 N/A 52118480.00 4653714.34 Agency Collateralized Mortgage Obligation GNRA 2023-043 SM N/A 38383XGB4 2053-03-20 1.53112 N/A 83400000.00 1667721.30 Agency Collateralized Mortgage Obligation FEPC 05.500 CLQJ1976 N/A 3133CSFR7 2054-08-01 5.5 N/A 1001.00 766.37 Agency Mortgage-Backed Securities FEPC 06.500 CLQX0203 N/A 31425UGM1 2054-10-01 6.5 N/A 1000.00 875.82 Agency Mortgage-Backed Securities GNII SF MA5595 M N/A 36179UGC0 2048-11-20 4 N/A 41480778.00 3822337.07 Agency Mortgage-Backed Securities GNRA 2024-186 FA N/A 38384XUV3 2054-11-20 5.69888 N/A 6256.00 4640.55 Agency Collateralized Mortgage Obligation FEPC 02.500 CLSD1274 N/A 3132DNMX8 2052-05-01 2.5 N/A 1000.00 689.25 Agency Mortgage-Backed Securities FEPC 06.500 CLQX9389 N/A 31426GNF8 2055-03-01 6.5 N/A 1000.00 693.14 Agency Mortgage-Backed Securities GNRA 2025-146 TC N/A 38381QUL3 2053-02-20 0.09 N/A 20375261.00 45043.42 Agency Collateralized Mortgage Obligation FEPC 06.500 CLRJ0954 N/A 3142GRBY5 2054-02-01 6.5 N/A 1000.00 733.16 Agency Mortgage-Backed Securities FEPC 04.500 CLQZ8560 N/A 31427JQN1 2055-11-01 4.5 N/A 1000.00 983.49 Agency Mortgage-Backed Securities FGRA 3761SC 11/15/40 N/A 3137A2LT6 2040-11-15 0.4935 N/A 25000000.00 68140.40 Agency Collateralized Mortgage Obligation FEPC 06.500 CLQZ1638 N/A 31426XZC5 2055-08-01 6.5 N/A 1000.00 1045.39 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8285 N/A 3132DWF24 2053-01-01 3.5 N/A 1000.00 779.76 Agency Mortgage-Backed Securities GNRM 2024-157 BO N/A 38384WBY0 2053-08-20 0 N/A 6716768.00 3947030.02 Agency Collateralized Mortgage Obligation GNRA 2023-151 SD N/A 38384DKU0 2053-10-20 2.90112 N/A 33152702.00 2168852.99 Agency Collateralized Mortgage Obligation FGRA 3632BS 02/15/40 N/A 31398WRF3 2040-02-15 3.311667 N/A 2800000.00 507923.90 Agency Collateralized Mortgage Obligation FEPC 04.000 CLZL8654 N/A 3131XQTK2 2044-11-01 4 N/A 1000.00 132.27 Agency Mortgage-Backed Securities FEPC 05.500 CLQY3969 N/A 31426NMT4 2055-05-01 5.5 N/A 1000.00 1016.93 Agency Mortgage-Backed Securities FGRA 3575ST 04/15/39 N/A 31398JUG6 2039-04-15 2.3435 N/A 20000000.00 21595.15 Agency Collateralized Mortgage Obligation FEPC 06.000 CLSD8421 N/A 3132DWLA9 2054-04-01 6 N/A 1000.00 754.84 Agency Mortgage-Backed Securities GNRA 2024-021 TE N/A 38384JCG7 2053-07-20 0.1 N/A 5259471.00 4549.47 Agency Collateralized Mortgage Obligation GNMI SF 726316 X N/A 3620AC3Z5 2039-09-15 5 N/A 4616988.00 178786.34 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8463 N/A 3132DWML4 2054-09-01 6 N/A 2000.00 1582.52 Agency Mortgage-Backed Securities FEPC 03.000 CLZT1484 N/A 3132ADUH9 2046-09-01 3 N/A 1000.00 269.02 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8243 N/A 3132DWEQ2 2052-09-01 3.5 N/A 1000.00 771.00 Agency Mortgage-Backed Securities FERA 5262SA 10/25/52 N/A 3137H95X3 2052-10-25 1.1282 N/A 12906772.00 464373.49 Agency Collateralized Mortgage Obligation GNRA 2021-137 ES N/A 38382WXU6 2051-07-20 0 N/A 89365000.00 280929.46 Agency Collateralized Mortgage Obligation GNRA 2024-066 FC N/A 38383KUG5 2054-04-20 5.22888 N/A 1165255.00 789768.07 Agency Collateralized Mortgage Obligation FEPC 02.500 CLQD7076 N/A 3133B42H7 2052-02-01 2.5 N/A 2000.00 1256.94 Agency Mortgage-Backed Securities FEPC 06.000 3PQU8222 N/A 3133JMD38 2054-10-01 6 N/A 1000.00 1011.39 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0764 N/A 3132DMZ57 2051-10-01 2.5 N/A 1000.00 632.27 Agency Mortgage-Backed Securities FNRA CL083QI R05F083 N/A 31394FH24 2035-02-25 2.50372 N/A 14545453.00 10607.27 Agency Collateralized Mortgage Obligation FEPC 06.000 CLQY7664 N/A 31426SQS1 2055-07-01 6 N/A 1000.00 1031.61 Agency Mortgage-Backed Securities FEPC 04.000 CLZM8775 N/A 3131Y3XC5 2048-10-01 4 N/A 1000.00 167.60 Agency Mortgage-Backed Securities FEPC 04.000 CTZK9998 N/A 3131XEDB6 2031-02-01 4 N/A 1000.00 68.95 Agency Mortgage-Backed Securities FERM 5442BO 08/25/54 N/A 3137HF4S1 2054-08-25 0 N/A 5583107.00 3434390.57 Agency Collateralized Mortgage Obligation FEPC 02.000 CLRA2677 N/A 3133KH6N1 2050-06-01 2 N/A 1000.00 504.62 Agency Mortgage-Backed Securities FNRM CL002CI R23F002 N/A 3136BPUY5 2050-10-25 2 N/A 4100003.00 419123.30 Agency Collateralized Mortgage Obligation FEPC 06.500 CLSL1361 N/A 31427NQP7 2055-05-01 6.5 N/A 1000.00 938.56 Agency Mortgage-Backed Securities FEPC 02.500 CLRA3513 N/A 3133KJ3W0 2050-09-01 2.5 N/A 1000.00 469.18 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ2069 N/A 31426YJP2 2055-09-01 6.5 N/A 85331.00 87246.51 Agency Mortgage-Backed Securities GNRA 2025-146 SB N/A 38381QUA7 2055-08-20 1.25112 N/A 100000000.00 4822748.44 Agency Collateralized Mortgage Obligation GNRA 2025-146 TU N/A 38381QUT6 2054-04-20 0.02 N/A 21285519.00 13816.42 Agency Collateralized Mortgage Obligation FEPC 02.500 CLQD6543 N/A 3133B4HU2 2052-02-01 2.5 N/A 1000.00 664.69 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0468 N/A 3133BMQV0 2052-09-01 5 N/A 1000.00 603.16 Agency Mortgage-Backed Securities FTRA 4794WI 03/15/43 N/A 3137F5MK2 2043-03-15 1.864553 N/A 200002.00 1624.58 Agency Collateralized Mortgage Obligation FNRA CL035IO R19F035 N/A 3136B5HS7 2059-07-25 1.699657 N/A 57174809.00 634966.97 Agency Collateralized Mortgage Obligation GNRA 2010-042 DS N/A 38377ELA0 2040-04-20 1.62568 N/A 273000000.00 1028306.41 Agency Collateralized Mortgage Obligation GNMI SF CU0256 X N/A 3618BHH90 2053-07-15 6.5 N/A 1080572.00 1087285.35 Agency Mortgage-Backed Securities GNRA 2025-022 SA N/A 38385CQ35 2055-02-20 1.79112 N/A 3958552.00 212940.96 Agency Collateralized Mortgage Obligation FEPC 04.000 ZLZT2465 N/A 3132AEW28 2048-07-15 4 N/A 2048.00 1749.43 Agency Mortgage-Backed Securities FEPC 03.000 CLSD5993 N/A 3132DTUS7 2050-04-01 3 N/A 1024.00 846.43 Agency Mortgage-Backed Securities FEPC 05.500 CLQY3357 N/A 31426MWT5 2055-04-01 5.5 N/A 1000.00 1017.76 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ2734 N/A 31427ABC0 2055-09-01 6 N/A 1008.00 1037.68 Agency Mortgage-Backed Securities GNAR AT 081220 M N/A 36225DLA0 2035-01-20 5.625 N/A 1000000.00 19669.43 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3621 N/A 3132E0AW2 2053-09-01 6 N/A 1000.00 841.56 Agency Mortgage-Backed Securities GNRA 2007-017 AI N/A 38375JSQ9 2037-04-16 2.47656 N/A 40000000.00 73159.79 Agency Collateralized Mortgage Obligation FEPC 06.000 CLQX4108 N/A 31425YR66 2055-01-01 6 N/A 1008.00 924.31 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8348 N/A 3132DWHZ9 2053-08-01 5 N/A 1000.00 854.05 Agency Mortgage-Backed Securities FNRA RC065SE R24F065 N/A 3136BSK38 2054-09-25 1.8282 N/A 69953111.00 4243544.22 Agency Collateralized Mortgage Obligation FERM 5588PO 07/25/54 N/A 3137HNJF6 2054-07-25 0 N/A 22322949.00 17289981.97 Agency Collateralized Mortgage Obligation FEPC 04.500 CLSD8314 N/A 3132DWGX5 2053-04-01 4.5 N/A 1000.00 838.03 Agency Mortgage-Backed Securities FEPC 07.000 CLQG5399 N/A 3133C57L9 2053-06-01 7 N/A 1000.00 1060.45 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ7353 N/A 31427HE32 2055-11-01 5.5 N/A 1000.00 1030.85 Agency Mortgage-Backed Securities GNRM 2021-139 IY N/A 38382XKM6 2051-08-20 3 N/A 461825.00 57030.98 Agency Collateralized Mortgage Obligation FGRA 2084PS 08/15/28 N/A 3133TG4V8 2028-08-15 4.4935 N/A 37457440.00 2462.06 Agency Collateralized Mortgage Obligation GNII SP 783519 M N/A 36241L4C7 2041-01-20 4 N/A 213353.00 11608.35 Agency Mortgage-Backed Securities FNRA CL065IO R19F065 N/A 3136B7AY7 2059-11-25 1.483986 N/A 32166333.00 374433.77 Agency Collateralized Mortgage Obligation FEPC 03.000 CLZL6396 N/A 3131XNC92 2043-07-01 3 N/A 1000.00 137.04 Agency Mortgage-Backed Securities FEPC 05.500 CLQG4784 N/A 3133C5J51 2053-06-01 5.5 N/A 1000.00 794.42 Agency Mortgage-Backed Securities GNRA 2010-012 SD N/A 38376TAG7 2040-01-16 2.32656 N/A 24000000.00 47929.68 Agency Collateralized Mortgage Obligation GNRA 2024-097 FA N/A 38384PPQ7 2054-06-20 5.29888 N/A 13214317.00 6694324.83 Agency Collateralized Mortgage Obligation FNRM CL044MI R21F044 N/A 3136BHD55 2051-07-25 2.5 N/A 1000000.00 147748.31 Agency Collateralized Mortgage Obligation GNRA 2025-171 HF N/A 38385HZK6 2055-10-20 5.19888 N/A 152664.00 152881.00 Agency Collateralized Mortgage Obligation FEPC 05.500 CLQZ3002 N/A 31427AKQ9 2055-09-01 5.5 N/A 1024.00 999.30 Agency Mortgage-Backed Securities FEPC 04.500 CLZL1577 N/A 3131XGXE3 2041-07-01 4.5 N/A 2000.00 71.11 Agency Mortgage-Backed Securities GNRA 2024-174 CS N/A 38384VSA6 2054-10-20 0 N/A 5047261.00 3.76 Agency Collateralized Mortgage Obligation FEPC 03.000 CLSD8074 N/A 3132DV6K6 2050-07-01 3 N/A 1000.00 274.83 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3391 N/A 3131Y9XU2 2049-02-01 4.5 N/A 1000.00 203.47 Agency Mortgage-Backed Securities GNRA 2021-041 SI N/A 38382PCR1 2050-10-20 0 N/A 162046.00 49.75 Agency Collateralized Mortgage Obligation FNRA CL087SX R09F087 N/A 31398FM65 2039-11-25 2.06372 N/A 103151785.00 154772.71 Agency Collateralized Mortgage Obligation GNRA 2014-056 ST N/A 38379BCZ9 2039-12-16 2.02656 N/A 299424.00 2231.40 Agency Collateralized Mortgage Obligation FEPC 06.000 CLQY3277 N/A 31426MUB6 2055-05-01 6 N/A 1006.00 1029.99 Agency Mortgage-Backed Securities FEPC 04.000 CLZJ0915 N/A 3131WRAQ8 2040-12-01 4 N/A 1000.00 96.55 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ0796 N/A 31426W3E8 2055-08-01 6 N/A 1008.00 969.23 Agency Mortgage-Backed Securities FNRA CL150AS R10F150 N/A 31397QAX6 2041-01-25 2.30372 N/A 27857143.00 397331.99 Agency Collateralized Mortgage Obligation GNRA 2015-170 ZA N/A 38379FYH6 2045-10-20 3 N/A 485839.00 576453.25 Agency Collateralized Mortgage Obligation GNRA 2005-39 NS N/A 38374LNT4 2035-06-20 2.12568 N/A 50000000.00 32314.63 Agency Collateralized Mortgage Obligation FNRM CL050BC R25F050 N/A 3136BWUM6 2051-11-25 5.5 N/A 4966801.00 4593585.70 Agency Collateralized Mortgage Obligation FEPC 06.000 CLRJ0000 N/A 3142GQAA0 2053-10-01 6 N/A 1025.00 776.30 Agency Mortgage-Backed Securities FEPC 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6 N/A 1008.00 1026.39 Agency Mortgage-Backed Securities GNRM 2021-076 NI N/A 38382RNV6 2050-08-20 3 N/A 19186066.00 1408600.85 Agency Collateralized Mortgage Obligation FERM 05563G 11/25/52 N/A 3137HMKL3 2052-11-25 5 N/A 116400.00 105725.71 Agency Collateralized Mortgage Obligation GNRM 2020-126 GI N/A 38382HWQ9 2050-08-20 3 N/A 18485964.00 1489266.15 Agency Collateralized Mortgage Obligation FEPC 05.500 CLSD8277 N/A 3132DWFS7 2052-12-01 5.5 N/A 1000.00 778.25 Agency Mortgage-Backed Securities GNMI SF CU0288 X N/A 3618BHJ98 2053-06-15 7 N/A 432334.00 444867.84 Agency Mortgage-Backed Securities FERM 5293CI 04/25/51 N/A 3137H9QF9 2051-04-25 2.5 N/A 7892009.00 1016965.62 Agency Collateralized Mortgage Obligation FEPC 02.000 CLQB3535 N/A 3133A94U6 2050-09-01 2 N/A 1000.00 526.31 Agency Mortgage-Backed Securities GNRA 2021-049 SA N/A 38382PY97 2051-03-20 2.22568 N/A 100386.00 4773.24 Agency Collateralized Mortgage Obligation FEPC 02.500 CLSD8173 N/A 3132DWCJ0 2051-10-01 2.5 N/A 1000.00 622.28 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7577 N/A 3133KPM21 2052-06-01 5 N/A 1081.00 712.56 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3281 N/A 3131Y9UE1 2049-02-01 4.5 N/A 1000.00 102.05 Agency Mortgage-Backed Securities FEPC 04.000 CLQE9625 N/A 3133BKVS5 2052-09-01 4 N/A 1000.00 777.52 Agency Mortgage-Backed Securities GNRA 2021-155 SM N/A 38383AJY1 2051-07-20 2.22568 N/A 7000000.00 677371.13 Agency Collateralized Mortgage Obligation FEPC 02.000 CLRA6510 N/A 3133KNGT4 2051-12-01 2 N/A 1239.00 793.43 Agency Mortgage-Backed Securities FEPC 03.000 CLQF9466 N/A 3133BXQT1 2053-03-01 3 N/A 1000.00 795.83 Agency Mortgage-Backed Securities GNRM 2021-188 PA N/A 38383CRU6 2051-10-20 2 N/A 52763.00 24942.94 Agency Collateralized Mortgage Obligation FEPC 05.000 CLQG8408 N/A 3133C9KV4 2053-08-01 5 N/A 2000.00 1675.10 Agency Mortgage-Backed Securities 03.500 FGPC G08566 G N/A 3128MJTY6 2044-01-01 3.5 N/A 2613607.00 211324.76 Agency Mortgage-Backed Securities GNRA 2025-146 SC N/A 38381QTW1 2055-08-20 1.85112 N/A 250000000.00 13518111.43 Agency Collateralized Mortgage Obligation FEPC 07.000 CLZJ6011 N/A 3131WWVC5 2032-04-01 7 N/A 1000.00 3.97 Agency Mortgage-Backed Securities FEPC 06.500 CLZS3826 N/A 3132A4HB7 2039-09-01 6.5 N/A 2000.00 116.03 Agency Mortgage-Backed Securities FEPC 06.500 CLQX4196 N/A 31425YUW5 2055-01-01 6.5 N/A 1000.00 827.33 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1658 N/A 3132DNZX4 2052-04-01 2.5 N/A 1000.00 714.25 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2244 N/A 3142GSP69 2054-08-01 6 N/A 1000.00 914.13 Agency Mortgage-Backed Securities FNRM CL075BZ R25F075 N/A 3136BXHS6 2055-09-25 5.5 N/A 3823860.00 3820452.08 Agency Collateralized Mortgage Obligation GNRM 2023-146 AO N/A 38384DAQ0 2053-10-20 0 N/A 4913140.00 1887514.76 Agency Collateralized Mortgage Obligation GNRM 2015-082 AI N/A 38379NMF6 2045-06-20 7 N/A 14100000.00 122184.20 Agency Collateralized Mortgage Obligation FEPC 06.000 CLQX5115 N/A 31426AVH8 2055-01-01 6 N/A 1000.00 958.62 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7221 N/A 3131Y2AW8 2048-07-01 4.5 N/A 1000.00 183.21 Agency Mortgage-Backed Securities FEPC 02.000 CLQC3549 N/A 3133AM5J1 2051-06-01 2 N/A 1000.00 447.62 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7033 N/A 3132DUY68 2054-11-01 5 N/A 1000.00 919.00 Agency Mortgage-Backed Securities FNRA CL038SE R24F038 N/A 3136BR4R5 2054-06-25 1.8782 N/A 19793856.00 558170.72 Agency Collateralized Mortgage Obligation FEPC 05.500 CLQZ1278 N/A 31426XM47 2055-08-01 5.5 N/A 1024.00 1019.28 Agency Mortgage-Backed Securities FEPC 06.500 CLSL1947 N/A 31427PEV2 2055-08-01 6.5 N/A 1022.00 1077.16 Agency Mortgage-Backed Securities FGRA 2322SW 06/15/29 N/A 3133TUK64 2029-06-15 4.3435 N/A 36910346.00 2717.48 Agency Collateralized Mortgage Obligation FEPC 03.000 CTQK0366 N/A 3133D3MP7 2040-08-01 3 N/A 1000.00 431.37 Agency Mortgage-Backed Securities GNRA 2024-200 CS N/A 38385BQT0 2054-12-20 1.95112 N/A 36404091.00 2026648.82 Agency Collateralized Mortgage Obligation FERA 5597SB 11/25/55 N/A 3137HNPM4 2055-11-25 0.6282 N/A 27747520.00 1056774.01 Agency Collateralized Mortgage Obligation FEPC 02.500 CLRA4414 N/A 3133KK3X5 2051-01-01 2.5 N/A 1000.00 538.41 Agency Mortgage-Backed Securities GNRA 2023-083 SJ N/A 38384BVY4 2053-06-20 2.00112 N/A 38401462.00 2979554.72 Agency Collateralized Mortgage Obligation FNRA CL074CS R17F074 N/A 3136AX4Y8 2047-10-25 2.01372 N/A 13709000.00 400878.44 Agency Collateralized Mortgage Obligation GNRA 2025-095 SC N/A 38385GTM1 2055-05-20 1.03112 N/A 10890423.00 508218.63 Agency Collateralized Mortgage Obligation GNRA 2025-146 TB N/A 38381Q2Q3 2053-02-20 0.05 N/A 33370779.00 39834.28 Agency Collateralized Mortgage Obligation FERM 5149NI 01/25/51 N/A 3137H2TB0 2051-01-25 2.5 N/A 2421200.00 283302.69 Agency Collateralized Mortgage Obligation FEPC 03.000 CIZS8693 N/A 3132A9US4 2033-04-01 3 N/A 1000.00 111.45 Agency Mortgage-Backed Securities GNMI SP 784925 X N/A 3622AALE2 2047-10-15 4.5 N/A 276299.00 76090.54 Agency Mortgage-Backed Securities GNRA 2024-144 SJ N/A 38384WWD3 2054-01-20 1.65112 N/A 35412870.00 1728230.81 Agency Collateralized Mortgage Obligation FEPC 05.000 CLQZ8718 N/A 31427JVL9 2055-11-01 5 N/A 1000.00 1006.93 Agency Mortgage-Backed Securities FEPC 03.000 CLZL4351 N/A 3131XKZQ5 2042-12-01 3 N/A 2000.00 321.54 Agency Mortgage-Backed Securities FEPC 02.500 CLQD7332 N/A 3133B5ED0 2052-02-01 2.5 N/A 1000.00 647.34 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8415 N/A 3133C9K44 2053-08-01 5.5 N/A 1024.00 853.14 Agency Mortgage-Backed Securities GNRA 2022-153 YF N/A 38383YGA4 2052-09-20 5.04888 N/A 52000.00 39288.05 Agency Collateralized Mortgage Obligation FEPC 06.000 CLRA9853 N/A 3133KR5N0 2053-09-01 6 N/A 1000.00 832.03 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8533 N/A 3132DWPS6 2055-05-01 5.5 N/A 1000.00 945.17 Agency Mortgage-Backed Securities GNMI SF 723240 X N/A 3620A9PZ8 2039-10-15 5 N/A 10326464.00 169939.12 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4724 N/A 3132A5G90 2047-06-01 4.5 N/A 1000.00 103.30 Agency Mortgage-Backed Securities FERM 5160IU 11/25/50 N/A 3137H3WN8 2050-11-25 2.5 N/A 13200000.00 1349178.59 Agency Collateralized Mortgage Obligation FERA 05349S 10/25/53 N/A 3137HARN8 2053-10-25 1.6282 N/A 7441170.00 241643.26 Agency Collateralized Mortgage Obligation FEPC 03.500 CLRA7122 N/A 3133KN4F7 2052-04-01 3.5 N/A 1000.00 684.05 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3605 N/A 3132E0AE2 2053-08-01 5.5 N/A 1036.00 901.00 Agency Mortgage-Backed Securities FEPC 03.500 CLZT1480 N/A 3132ADUD8 2045-11-01 3.5 N/A 1000.00 290.42 Agency Mortgage-Backed Securities GNRA 2023-135 TA N/A 38384EHN8 2053-09-20 0.2 N/A 50000000.00 57346.91 Agency Collateralized Mortgage Obligation GNRA 2023-23O IL N/A 38383KGM8 2073-09-20 0.66363 N/A 37811798.00 2049562.63 Agency Collateralized Mortgage Obligation GNPL PN DF5004 N/A 3618JNRZ0 2060-10-15 5.96 N/A 246015.00 264926.54 Agency Mortgage-Backed Securities FEPC 07.500 CLQH8278 N/A 3133CMFT6 2054-01-01 7.5 N/A 1000.00 1067.17 Agency Mortgage-Backed Securities FEPC 02.000 CLQB3891 N/A 3133AAKC5 2050-10-01 2 N/A 1000.00 542.99 Agency Mortgage-Backed Securities GNRA 2020-011 IO N/A 38382B5H2 2048-10-20 0.64075 N/A 100044.00 626.84 Agency Collateralized Mortgage Obligation GNRA 2025-060 SB N/A 38385FB83 2055-04-20 1.85112 N/A 66375526.00 3707947.00 Agency Collateralized Mortgage Obligation GNRA 2024-18O IC N/A 38383KY55 2074-09-20 0.76572 N/A 33500000.00 2046950.14 Agency Collateralized Mortgage Obligation FEPC 03.000 CLZA4193 N/A 31329MUS7 2043-04-01 3 N/A 1000.00 211.00 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9268 N/A 3133KRJM7 2053-06-01 5.5 N/A 1024.00 851.41 Agency Mortgage-Backed Securities FEPC 02.500 CTRB5157 N/A 3133KYWS4 2042-05-01 2.5 N/A 1000.00 690.91 Agency Mortgage-Backed Securities GNRA 2023-054 S N/A 38383XNQ3 2053-04-20 2.10112 N/A 30299593.00 1715937.08 Agency Collateralized Mortgage Obligation FEPC 04.500 CLSD1684 N/A 3132DN2R3 2052-09-01 4.5 N/A 2000.00 1492.35 Agency Mortgage-Backed Securities FNRA CL128SM R12F128 N/A 3136A9RC4 2042-11-25 1.96372 N/A 30000000.00 386333.97 Agency Collateralized Mortgage Obligation GNRA 2024-079 VS N/A 38384PCS7 2054-05-20 1.15112 N/A 25842323.00 1081919.28 Agency Collateralized Mortgage Obligation FEPC 05.500 CLRA9565 N/A 3133KRTW4 2053-08-01 5.5 N/A 1024.00 865.76 Agency Mortgage-Backed Securities FEPC 06.000 CLQI9074 N/A 3133WGCK9 2054-06-01 6 N/A 1000.00 962.14 Agency Mortgage-Backed Securities FEPC 05.000 CLQX5484 N/A 31426BCW4 2054-12-01 5 N/A 2000.00 1994.52 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8795 N/A 3133KQXY7 2053-04-01 5.5 N/A 2000.00 1634.25 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6551 N/A 3133BUH42 2053-01-01 5.5 N/A 1000.00 774.62 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0778 N/A 3132DM2K0 2051-12-01 2.5 N/A 1000.00 658.42 Agency Mortgage-Backed Securities GNRA 2023-176 FA N/A 38384DP84 2053-11-20 5.99888 N/A 1728895.00 614938.10 Agency Collateralized Mortgage Obligation FEPC 06.000 CLQJ9110 N/A 3133D1DP1 2054-11-01 6 N/A 1000.00 1022.17 Agency Mortgage-Backed Securities GNRA 2024-172 FA N/A 38384XRH8 2054-10-20 5.19888 N/A 762026.00 560673.12 Agency Collateralized Mortgage Obligation FEPC 06.000 CLQZ0567 N/A 31426WTZ3 2055-08-01 6 N/A 1024.00 1045.02 Agency Mortgage-Backed Securities GNRA 2024-172 FB N/A 38384XRF2 2054-10-20 5.09888 N/A 836726.00 729683.31 Agency Collateralized Mortgage Obligation FEPC 05.500 CLQZ4029 N/A 31427BPP4 2055-09-01 5.5 N/A 1024.00 1039.22 Agency Mortgage-Backed Securities FEPC 07.000 CLZS9701 N/A 3132AAX66 2031-12-01 7 N/A 1000.00 71.99 Agency Mortgage-Backed Securities GNRA 2024-030 LS N/A 38384JNG5 2054-02-20 1.90112 N/A 30720000.00 738871.97 Agency Collateralized Mortgage Obligation FNRA CL053AS R18F053 N/A 3136B2PA4 2048-07-25 1.695836 N/A 4368808.00 38971.42 Agency Collateralized Mortgage Obligation FNRA RC040PS R16F040 N/A 3136ASM78 2046-07-25 1.317517 N/A 157677272.00 518087.86 Agency Collateralized Mortgage Obligation FEPC 04.000 CLZJ1052 N/A 3131WREZ4 2041-01-01 4 N/A 1000.00 112.64 Agency Mortgage-Backed Securities FEPC 03.500 CNRD5120 N/A 3133LPVM6 2032-10-01 3.5 N/A 1003.00 438.31 Agency Mortgage-Backed Securities FEPC 05.500 CLQY2684 N/A 31426L6W9 2055-05-01 5.5 N/A 2000.00 2023.00 Agency Mortgage-Backed Securities FEPC 04.500 CLZT1704 N/A 3132AD3M8 2049-01-01 4.5 N/A 1000.00 207.17 Agency Mortgage-Backed Securities FEPC 06.500 CLQF1157 N/A 3133BNJA2 2052-09-01 6.5 N/A 2001.00 1327.10 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7881 N/A 3133KPXJ2 2052-09-01 5 N/A 1000.00 798.76 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7509 N/A 3132DVKW4 2049-11-01 3 N/A 1068.00 366.76 Agency Mortgage-Backed Securities FEPC 05.500 CLQY1952 N/A 31426LE26 2055-04-01 5.5 N/A 1000.00 977.99 Agency Mortgage-Backed Securities GNRA 2013-188 MS N/A 38378PKQ0 2043-12-16 1.47656 N/A 88104086.00 946602.02 Agency Collateralized Mortgage Obligation FEPC 06.000 CLQZ0288 N/A 31426WKA7 2055-08-01 6 N/A 1017.00 1056.79 Agency Mortgage-Backed Securities FEPC 03.000 CIZS8591 N/A 3132A9RL3 2030-12-01 3 N/A 1000.00 93.74 Agency Mortgage-Backed Securities FNRA CL065TD R24F065 N/A 3136BSJ48 2054-09-25 0.1 N/A 100984.00 263.49 Agency Collateralized Mortgage Obligation FEPC 06.500 CLZI4412 N/A 3131WG3V9 2035-01-01 6.5 N/A 1001.00 50.42 Agency Mortgage-Backed Securities GNRA 2014-152 AS N/A 38379GYJ0 2044-10-20 1.52568 N/A 57000000.00 516280.27 Agency Collateralized Mortgage Obligation FNRA CL059BI R19F059 N/A 3136B6LD3 2049-10-25 1.733615 N/A 63684502.00 696551.98 Agency Collateralized Mortgage Obligation FEPC 05.000 CLZI6177 N/A 3131WJ2J1 2037-06-01 5 N/A 1000.00 10.45 Agency Mortgage-Backed Securities FNRA CL056JS R24F056 N/A 3136BSSY2 2054-08-25 3.0282 N/A 100224.00 6538.34 Agency Collateralized Mortgage Obligation FEPC 06.500 CLQZ3410 N/A 31427AYG6 2055-09-01 6.5 N/A 1012.00 964.89 Agency Mortgage-Backed Securities GNRA 2025-146 SJ N/A 38381QWF4 2054-05-20 1.85112 N/A 104260319.00 5328723.17 Agency Collateralized Mortgage Obligation GNRA 2010-014 QS N/A 38376WKR5 2040-02-16 2.47656 N/A 25000000.00 58475.78 Agency Collateralized Mortgage Obligation FEPC 06.500 CLQX3647 N/A 31425YBR7 2055-01-01 6.5 N/A 1000.00 901.39 Agency Mortgage-Backed Securities GNMI SF CU0277 X N/A 3618BHJW7 2053-09-15 7 N/A 31930.00 31570.50 Agency Mortgage-Backed Securities FEPC 04.500 CLZI8901 N/A 3131WM3J3 2039-06-01 4.5 N/A 1000.00 71.83 Agency Mortgage-Backed Securities FNRA CL065TB R24F065 N/A 3136BSH32 2054-09-25 0.05 N/A 39812460.00 66422.91 Agency Collateralized Mortgage Obligation FEPC 04.000 CLZL6251 N/A 3131XM5L5 2043-06-01 4 N/A 1000.00 138.79 Agency Mortgage-Backed Securities FEPC 06.500 CLZS1780 N/A 3132A16R0 2037-12-01 6.5 N/A 1006.00 5.96 Agency Mortgage-Backed Securities FGRA 3990US 01/15/27 N/A 3137AL6H7 2027-01-15 2.3935 N/A 104170.00 12.52 Agency Collateralized Mortgage Obligation FEPC 05.500 CLQZ2870 N/A 31427AFL6 2055-09-01 5.5 N/A 2000.00 1917.08 Agency Mortgage-Backed Securities FEPC 05.000 CLQY0615 N/A 31426JVH9 2055-04-01 5 N/A 2000.00 1970.19 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6382 N/A 3132DUCT2 2054-07-01 5 N/A 1000.00 956.36 Agency Mortgage-Backed Securities MNRA RC0052A2 R24M00 N/A 3136BTHY2 2033-10-25 4.72 N/A 132085.00 134403.88 Agency Collateralized Mortgage Obligation GNAR FT 082467 M N/A 36225EW57 2040-01-20 5.75 N/A 1000000.00 30413.32 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1189 N/A 3132DNKA0 2052-07-01 5 N/A 1000.00 716.41 Agency Mortgage-Backed Securities GNRA 2016-61 QS N/A 38379WE24 2046-05-20 1.97568 N/A 7000000.00 223323.40 Agency Collateralized Mortgage Obligation FEPC 02.500 CLSD7521 N/A 3132DVLA1 2050-07-01 2.5 N/A 1000.00 471.93 Agency Mortgage-Backed Securities FERA 5385SA 02/25/54 N/A 3137HBJK1 2054-02-25 2.2882 N/A 1101376.00 67209.02 Agency Collateralized Mortgage Obligation GNAR WN 784594 M N/A 3622A3C73 2042-09-20 6.314 N/A 150901.00 25199.82 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ4288 N/A 31427BXS9 2055-10-01 5 N/A 1000.00 1005.73 Agency Mortgage-Backed Securities FHLMC REMIC SERIES K-058 A-1 20260725 2.34000 N/A 3137BSP64 2026-07-25 2.34 N/A 1861.00 300.81 Agency Collateralized Mortgage Obligation FEPC 06.500 CLQY9777 N/A 31426U2K9 2055-07-01 6.5 N/A 1101.00 1148.23 Agency Mortgage-Backed Securities FEPC 05.000 CLZM8200 N/A 3131Y3DD5 2048-09-01 5 N/A 1000.00 221.24 Agency Mortgage-Backed Securities FNRA CL014SA R12F014 N/A 3136A4WV7 2042-03-25 2.31372 N/A 40416958.00 357317.95 Agency Collateralized Mortgage Obligation FEPC 03.000 CLRA2457 N/A 3133KHWS1 2050-04-01 3 N/A 1000.00 365.41 Agency Mortgage-Backed Securities FEPC 05.500 CLQY5896 N/A 31426QRS4 2055-06-01 5.5 N/A 2000.00 2032.74 Agency Mortgage-Backed Securities FTRA 4448TS 05/15/40 N/A 3137BGZC6 2040-05-15 1.880002 N/A 113880121.00 425257.37 Agency Collateralized Mortgage Obligation FEPC 05.500 CLQZ0232 N/A 31426WHJ2 2055-08-01 5.5 N/A 1000.00 952.78 Agency Mortgage-Backed Securities FEPC 04.500 CLQX4049 N/A 31425YQB6 2054-12-01 4.5 N/A 1000.00 976.00 Agency Mortgage-Backed Securities GNRA 2022-101 AS N/A 38383F6E8 2052-06-20 1.95112 N/A 80000000.00 4753091.94 Agency Collateralized Mortgage Obligation GNRA 2023-070 FA N/A 38384ADT7 2053-05-20 5.09888 N/A 512025.00 379322.35 Agency Collateralized Mortgage Obligation FEPC 02.000 CLRA4986 N/A 3133KLRF6 2051-04-01 2 N/A 2000.00 1110.28 Agency Mortgage-Backed Securities FEPC 07.000 CLSD4586 N/A 3132DSCX8 2054-01-01 7 N/A 1011.00 674.73 Agency Mortgage-Backed Securities FEPC 06.500 CLQX8624 N/A 31426FSN8 2055-03-01 6.5 N/A 1001.00 842.64 Agency Mortgage-Backed Securities FEPC 06.500 CLSL2362 N/A 31427PTU8 2054-02-01 6.5 N/A 1000.00 973.94 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4606 N/A 3132A5DK8 2045-03-01 3 N/A 2000.00 236.15 Agency Mortgage-Backed Securities FEPC 05.500 CLQY3175 N/A 31426MQ54 2055-05-01 5.5 N/A 1000.00 902.81 Agency Mortgage-Backed Securities GNRM 2024-061 DY N/A 38384MFB8 2054-04-20 5.75 N/A 362231.00 372424.72 Agency Collateralized Mortgage Obligation FEPC 06.000 CLSD8439 N/A 3132DWLU5 2054-06-01 6 N/A 1008.00 772.11 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ6388 N/A 3133CXCZ1 2054-10-01 5.5 N/A 1000.00 733.29 Agency Mortgage-Backed Securities FEPC 04.000 CLZN3505 N/A 3131Y93N1 2049-02-01 4 N/A 1000.00 123.61 Agency Mortgage-Backed Securities FEPC 07.000 CLQJ4009 N/A 3133CUN28 2054-09-01 7 N/A 1001.00 1053.09 Agency Mortgage-Backed Securities GNAR AT MA4091 M N/A 36179SRL3 2046-11-20 4.625 N/A 274680.00 10378.78 Agency Mortgage-Backed Securities FEPC 03.000 CLQF2029 N/A 3133BPHE1 2052-10-01 3 N/A 1000.00 783.60 Agency Mortgage-Backed Securities FEPC 06.000 CLZI7249 N/A 3131WLBS6 2038-03-01 6 N/A 2000.00 29.69 Agency Mortgage-Backed Securities FEPC 02.000 CLSD0716 N/A 3132DMYM1 2051-07-01 2 N/A 2000.00 1161.49 Agency Mortgage-Backed Securities FEPC 04.000 CLZA1383 N/A 31329JRC3 2045-02-01 4 N/A 1000.00 44.77 Agency Mortgage-Backed Securities FEPC 05.000 CLZL7442 N/A 3131XPHT8 2043-11-01 5 N/A 1000.00 200.87 Agency Mortgage-Backed Securities FEPC 02.000 CLRA3606 N/A 3133KKAF6 2050-10-01 2 N/A 1000.00 481.17 Agency Mortgage-Backed Securities FEPC 02.500 CLRA4142 N/A 3133KKS75 2050-12-01 2.5 N/A 1000.00 520.78 Agency Mortgage-Backed Securities FEPC 06.000 CLQY5449 N/A 31426QBT9 2055-06-01 6 N/A 2016.00 1937.32 Agency Mortgage-Backed Securities FEPC 04.500 CLZI7757 N/A 3131WLTN8 2033-05-01 4.5 N/A 1000.00 34.67 Agency Mortgage-Backed Securities FERA 5196SA 02/25/52 N/A 3137H5XH5 2052-02-25 0 N/A 361363.00 24.28 Agency Collateralized Mortgage Obligation GNAR AT 082534 M N/A 36225EY89 2040-05-20 5.625 N/A 1497120.00 32906.42 Agency Mortgage-Backed Securities FEPC 04.500 CLZL7983 N/A 3131XP2Q0 2044-04-01 4.5 N/A 1000.00 142.99 Agency Mortgage-Backed Securities GNRA 2009-013 SE N/A 38374TMZ4 2039-03-16 1.92656 N/A 50000000.00 174441.21 Agency Collateralized Mortgage Obligation FEPC 03.500 CLSD1070 N/A 3132DNFK4 2052-04-01 3.5 N/A 1000.00 660.57 Agency Mortgage-Backed Securities FEPC 05.000 CLQY3223 N/A 31426MSM5 2055-05-01 5 N/A 2000.00 1626.68 Agency Mortgage-Backed Securities FEPC 06.000 CLQX5808 N/A 31426BN28 2055-01-01 6 N/A 2001.00 2029.54 Agency Mortgage-Backed Securities FNRM CL094PO R24F094 N/A 3136BTK69 2054-08-25 0 N/A 23861240.00 13857053.60 Agency Collateralized Mortgage Obligation FEPC 04.500 CLRJ2851 N/A 3142GTEZ5 2054-11-01 4.5 N/A 1000.00 919.78 Agency Mortgage-Backed Securities FEPC 03.000 CLQE2230 N/A 3133BBPP8 2052-05-01 3 N/A 1000.00 734.60 Agency Mortgage-Backed Securities FNRA CL022S R07F022 N/A 31396PW31 2037-03-25 2.56372 N/A 94696183.00 321363.05 Agency Collateralized Mortgage Obligation FEPC 05.000 CLRQ0055 N/A 3142J6BZ5 2055-10-01 5 N/A 1000.00 995.32 Agency Mortgage-Backed Securities GNRA 2025-082 TC N/A 38385F4B4 2055-05-20 0.1 N/A 50000000.00 68049.64 Agency Collateralized Mortgage Obligation FEPC 06.000 CLQX6541 N/A 31426CHT4 2055-01-01 6 N/A 1000.00 879.33 Agency Mortgage-Backed Securities FEPC 04.500 CLQG1065 N/A 3133C1FE5 2053-04-01 4.5 N/A 1000.00 858.87 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ8709 N/A 31427JVB1 2055-11-01 5 N/A 1000.00 1009.10 Agency Mortgage-Backed Securities FEPC 05.000 CLZS2678 N/A 3132A26P2 2035-12-01 5 N/A 1000.00 36.61 Agency Mortgage-Backed Securities GNRM 2021-146 IP N/A 38382WZL4 2051-08-20 2.5 N/A 9058640.00 861251.96 Agency Collateralized Mortgage Obligation GNRA 2024-08O BI N/A 38383KYT3 2074-05-20 0.77442 N/A 29282264.00 1901164.42 Agency Collateralized Mortgage Obligation FNRA CL008SM R02F008 N/A 31392BYZ3 2032-03-25 3.91372 N/A 55000000.00 2392.49 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-1509 A-1 20291225 3.95000 N/A 3137FKKM7 2029-12-25 3.95 N/A 1808.00 418.06 Agency Collateralized Mortgage Obligation FEPC 05.500 CLQX8629 N/A 31426FST5 2055-03-01 5.5 N/A 1000.00 1012.11 Agency Mortgage-Backed Securities FNRA CL059CS R19F059 N/A 3136B6KT9 2049-10-25 1.88372 N/A 6405661.00 318999.51 Agency Collateralized Mortgage Obligation FERM 5178IB 11/25/51 N/A 3137H53Z8 2051-11-25 4 N/A 41029039.00 4960204.45 Agency Collateralized Mortgage Obligation FNRM RC077PI R20F077 N/A 3136BCVL1 2050-11-25 2.5 N/A 5184745.00 479761.58 Agency Collateralized Mortgage Obligation FEPC 03.000 CLSD4818 N/A 3132DSK76 2052-06-01 3 N/A 1000.00 800.88 Agency Mortgage-Backed Securities 04.000 FGPC G08767 G N/A 3128MJZ94 2047-06-01 4 N/A 1000.00 102.04 Agency Mortgage-Backed Securities FERM 5069IL 02/25/51 N/A 3137F9C66 2051-02-25 3 N/A 6659441.00 620160.30 Agency Collateralized Mortgage Obligation FEPC 02.500 CLSD8167 N/A 3132DWCC5 2051-09-01 2.5 N/A 2000.00 1227.40 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8937 N/A 3133C94W0 2053-08-01 6.5 N/A 1008.00 802.32 Agency Mortgage-Backed Securities FMAR 1Q1615 G N/A 3128S5YL2 2037-02-01 6.378 N/A 2398.00 131.46 Agency Mortgage-Backed Securities FEPC 02.000 CLSD1507 N/A 3132DNU84 2051-05-01 2 N/A 1000.00 665.54 Agency Mortgage-Backed Securities GNRM 2023-116 LO N/A 38384EEF8 2053-08-20 0 N/A 246660.00 96362.60 Agency Collateralized Mortgage Obligation FEPC 04.500 CLSD1275 N/A 3132DNMY6 2052-07-01 4.5 N/A 1000.00 719.91 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ1178 N/A 3133CRJX2 2054-08-01 6 N/A 1000.00 908.07 Agency Mortgage-Backed Securities FEPC 06.500 CLQX8645 N/A 31426FTB3 2055-03-01 6.5 N/A 2000.00 2017.06 Agency Mortgage-Backed Securities GNRA 2023-16O IG N/A 38383KAV4 2073-06-20 0.31776 N/A 17900000.00 639652.84 Agency Collateralized Mortgage Obligation GNRA 2025-082 SD N/A 38385F4E8 2065-05-20 1.70112 N/A 50623112.00 1211302.29 Agency Collateralized Mortgage Obligation FERA 5479MS 12/25/54 N/A 3137HHMS7 2054-12-25 0 N/A 149999999.00 3611.46 Agency Collateralized Mortgage Obligation FEPC 04.500 CLSD8504 N/A 3132DWNV1 2055-02-01 4.5 N/A 1000.00 943.72 Agency Mortgage-Backed Securities GNAR AF MA4335 M N/A 36179SY84 2047-03-20 5.5 N/A 104273.00 8810.12 Agency Mortgage-Backed Securities FEPC 04.500 CLQX2342 N/A 31425WS85 2054-12-01 4.5 N/A 1000.00 831.21 Agency Mortgage-Backed Securities FNRA RC034SF R15F034 N/A 3136AN4B0 2045-06-25 0 N/A 105951.00 0.66 Agency Collateralized Mortgage Obligation FEPC 02.000 CLRA5053 N/A 3133KLTJ6 2051-04-01 2 N/A 1000.00 588.16 Agency Mortgage-Backed Securities FEPC 02.000 CLQB8155 N/A 3133AFBY6 2051-01-01 2 N/A 1000.00 555.60 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8076 N/A 3133KP6M5 2052-11-01 5 N/A 1000.00 788.65 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7927 N/A 3133KPYY8 2052-09-01 4.5 N/A 1000.00 775.33 Agency Mortgage-Backed Securities GNRA 2023-164 CS N/A 38384D7N1 2053-11-20 3.00112 N/A 14694534.00 835532.99 Agency Collateralized Mortgage Obligation FEPC 04.000 CLZL8221 N/A 3131XQD29 2044-06-01 4 N/A 1000.00 136.13 Agency Mortgage-Backed Securities FEPC 02.000 CLRA3524 N/A 3133KJ4H2 2050-09-01 2 N/A 1000.00 540.05 Agency Mortgage-Backed Securities FEPC 05.500 CLQY0393 N/A 31426JNK1 2055-04-01 5.5 N/A 1000.00 926.32 Agency Mortgage-Backed Securities FEPC 06.500 CLQI0213 N/A 3133W6GW1 2054-02-01 6.5 N/A 1000.00 653.59 Agency Mortgage-Backed Securities FNRM RC075AI R25F075 N/A 3136BXJQ8 2053-06-25 5.5 N/A 9395127.00 1033481.61 Agency Collateralized Mortgage Obligation GNRA 2003-55 PS N/A 38374BAG8 2033-06-20 2.62568 N/A 79814842.00 4139.58 Agency Collateralized Mortgage Obligation FEPC 04.500 CLQX4115 N/A 31425YSD0 2055-01-01 4.5 N/A 1000.00 866.71 Agency Mortgage-Backed Securities FERM 5095MI 04/25/51 N/A 3137FXZM3 2051-04-25 2.5 N/A 13055000.00 1191344.69 Agency Collateralized Mortgage Obligation FEPC 03.500 CLSD0958 N/A 3132DNB36 2052-04-01 3.5 N/A 1000.00 664.95 Agency Mortgage-Backed Securities FEPC 03.000 CLZL3929 N/A 3131XKLJ6 2042-10-01 3 N/A 1000.00 306.16 Agency Mortgage-Backed Securities GNRA 2025-048 SA N/A 38385DF68 2055-03-20 1.85112 N/A 37959533.00 2549069.65 Agency Collateralized Mortgage Obligation FERM 5038IB 10/25/50 N/A 3137FXMY1 2050-10-25 2.5 N/A 110000.00 11442.30 Agency Collateralized Mortgage Obligation GNRM 2024-005 MJ N/A 38384HSF6 2054-01-20 5.5 N/A 5210114.00 5291407.41 Agency Collateralized Mortgage Obligation FEPC 02.500 CLRA6815 N/A 3133KNSC8 2052-02-01 2.5 N/A 1000.00 637.01 Agency Mortgage-Backed Securities FNRA RC110AS R11F110 N/A 3136A2CR2 2041-04-25 2.46372 N/A 100000000.00 37781.52 Agency Collateralized Mortgage Obligation FEPC 05.500 CLZT1773 N/A 3132AD6J2 2049-02-01 5.5 N/A 1000.00 103.07 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2870 N/A 3132DQFK7 2053-04-01 5.5 N/A 1000.00 803.36 Agency Mortgage-Backed Securities FEPC 04.000 CLZA1369 N/A 31329JQW0 2043-12-01 4 N/A 1000.00 65.89 Agency Mortgage-Backed Securities FEPC 05.500 CLQY3174 N/A 31426MQ47 2055-05-01 5.5 N/A 1000.00 944.01 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2875 N/A 3132DQFQ4 2053-05-01 5 N/A 2000.00 1634.65 Agency Mortgage-Backed Securities GNII SF MB0147 M N/A 3618N5EV7 2055-01-20 5.5 N/A 49809408.00 44445193.56 Agency Mortgage-Backed Securities FERM 5149IT 10/25/51 N/A 3137H2SY1 2051-10-25 3 N/A 6967519.00 610345.20 Agency Collateralized Mortgage Obligation GNRA 2021-135 GS N/A 38382XAJ4 2051-08-20 2.22568 N/A 12133094.00 1185809.46 Agency Collateralized Mortgage Obligation FEPC 05.500 CLQY3594 N/A 31426M7G1 2055-05-01 5.5 N/A 2000.00 2031.93 Agency Mortgage-Backed Securities FNRA CL002SA R12F002 N/A 3136A3XL0 2042-02-25 2.31372 N/A 15333333.00 200965.32 Agency Collateralized Mortgage Obligation GNAR FL MA3416 M N/A 36179RYM5 2045-11-20 6.25 N/A 441492.00 88970.96 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1641 N/A 3132DNZE6 2052-09-01 4.5 N/A 2000.00 1510.60 Agency Mortgage-Backed Securities GNRM 2011-155 AI N/A 38378ARN3 2040-08-20 5 N/A 103601.00 16.43 Agency Collateralized Mortgage Obligation FEPC 05.500 CLQX5198 N/A 31426AX45 2055-01-01 5.5 N/A 1000.00 874.56 Agency Mortgage-Backed Securities FEPC 06.500 CLQH7686 N/A 3133CLRF5 2054-01-01 6.5 N/A 1000.00 734.97 Agency Mortgage-Backed Securities FEPC 04.500 CLQX0544 N/A 31425UTA3 2054-11-01 4.5 N/A 1000.00 979.66 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ2727 N/A 3133CTA41 2054-09-01 5.5 N/A 1000.00 1005.81 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7507 N/A 3132DVKU8 2049-11-01 3 N/A 2000.00 733.19 Agency Mortgage-Backed Securities FEPC 03.000 CLZA4210 N/A 31329MVB3 2043-04-01 3 N/A 1000.00 178.33 Agency Mortgage-Backed Securities FEPC 07.000 CLSL0523 N/A 31427MSM4 2055-02-01 7 N/A 1004.00 886.02 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2926 N/A 3132DQHB5 2053-05-01 5 N/A 1000.00 732.76 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ7956 N/A 3133CYZV3 2054-11-01 5.5 N/A 1000.00 993.93 Agency Mortgage-Backed Securities GNII SF MA8949 M N/A 36179X5J1 2053-06-20 6 N/A 1921754.00 1175279.26 Agency Mortgage-Backed Securities FNRM CL034MI R21F034 N/A 3136BHWC9 2051-03-25 2.5 N/A 260000.00 25649.26 Agency Collateralized Mortgage Obligation FEPC 03.500 CLZL6154 N/A 3131XMZT5 2043-06-01 3.5 N/A 1000.00 121.22 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ6317 N/A 3131WXAS1 2032-08-01 6.5 N/A 2000.00 8.81 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7323 N/A 3132DVD44 2054-12-01 5 N/A 2000.00 1829.28 Agency Mortgage-Backed Securities GNRA 2023-05O MI N/A 38382YY23 2073-01-20 0.95101 N/A 15464060.00 1199489.69 Agency Collateralized Mortgage Obligation FEPC 05.000 CLSL0799 N/A 31427M3H2 2055-03-01 5 N/A 1000.00 957.55 Agency Mortgage-Backed Securities FTRA 4908SA 12/15/42 N/A 3137FNE63 2042-12-15 1.610411 N/A 43734086.00 552522.61 Agency Collateralized Mortgage Obligation FERM 5135DI 05/25/48 N/A 3137H1RF5 2048-05-25 2.5 N/A 244635.00 23734.66 Agency Collateralized Mortgage Obligation GNRA 2025-146 TA N/A 38381QUK5 2053-03-20 0.1 N/A 30617387.00 68673.25 Agency Collateralized Mortgage Obligation FEPC 06.000 CLQY9637 N/A 31426UV76 2055-08-01 6 N/A 2048.00 1939.85 Agency Mortgage-Backed Securities FNRA CL091AS R15F091 N/A 3136AQTM2 2045-12-25 1.730684 N/A 82366191.00 374235.74 Agency Collateralized Mortgage Obligation GNAR WK 787723 M N/A 3622ADPG7 2048-05-20 5.318 N/A 3229388.00 2779067.06 Agency Mortgage-Backed Securities FEPC 05.000 CLQE4069 N/A 3133BDQW8 2052-06-01 5 N/A 1000.00 867.96 Agency Mortgage-Backed Securities FEPC 03.000 CIZT2091 N/A 3132AEKC9 2034-06-01 3 N/A 1000.00 90.66 Agency Mortgage-Backed Securities GNRA 2023-187 FE N/A 38384GNF3 2053-12-20 5.34888 N/A 1649203.00 779148.00 Agency Collateralized Mortgage Obligation FNRA CL034SB R25F034 N/A 3136BVC22 2055-05-25 1.8782 N/A 10506944.00 716647.57 Agency Collateralized Mortgage Obligation FEPC 02.000 CLRA5833 N/A 3133KMPS8 2051-09-01 2 N/A 1000.00 604.10 Agency Mortgage-Backed Securities FERA 5092SH 02/25/51 N/A 3137FYDY9 2051-02-25 0 N/A 32887478.00 67983.89 Agency Collateralized Mortgage Obligation FEPC 04.000 CLZS4740 N/A 3132A5HR9 2047-10-01 4 N/A 2000.00 245.23 Agency Mortgage-Backed Securities FERM 5175GI 12/25/51 N/A 3137H4NP1 2051-12-25 2.5 N/A 5237500.00 416894.32 Agency Collateralized Mortgage Obligation FGRA 4657PS 02/15/47 N/A 3137BVPF7 2047-02-15 1.7435 N/A 36091396.00 923300.11 Agency Collateralized Mortgage Obligation FEPC 06.000 CLQZ7333 N/A 31427HEF5 2055-11-01 6 N/A 1023.00 1058.73 Agency Mortgage-Backed Securities FEPC 02.000 CLQD7365 N/A 3133B5FE7 2052-02-01 2 N/A 1000.00 657.50 Agency Mortgage-Backed Securities GNRA 2016-17 SH N/A 38379T5T2 2046-02-20 2.02568 N/A 25777777.00 429740.73 Agency Collateralized Mortgage Obligation GNRA 2025-105 XS N/A 38381NKG2 2049-09-20 1.97568 N/A 47929783.00 5891019.33 Agency Collateralized Mortgage Obligation FTRA 4770SA 08/15/43 N/A 3137F35M2 2043-08-15 1.890835 N/A 76400829.00 655852.17 Agency Collateralized Mortgage Obligation FEPC 02.500 CLRA2645 N/A 3133KH5E2 2050-06-01 2.5 N/A 1000.00 378.70 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8362 N/A 3132DWJF1 2053-09-01 5.5 N/A 1024.00 846.92 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ7192 N/A 3133CX7D6 2054-09-01 6.5 N/A 1000.00 775.47 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6980 N/A 3132DUXH5 2054-11-01 5.5 N/A 1000.00 932.45 Agency Mortgage-Backed Securities GNRA 2024-14O IH N/A 38383KL83 2074-08-20 0.82669 N/A 21852326.00 1543857.33 Agency Collateralized Mortgage Obligation FGRA 4303SA 02/15/44 N/A 3137B83U9 2044-02-15 2.3935 N/A 100062.00 975.54 Agency Collateralized Mortgage Obligation FNRA CL089S R05F089 N/A 31394FUZ6 2035-10-25 2.51372 N/A 31962174.00 33725.26 Agency Collateralized Mortgage Obligation FEPC 02.500 CLSD1751 N/A 3132DN5L3 2051-10-01 2.5 N/A 1000.00 663.19 Agency Mortgage-Backed Securities FEPC 04.500 CLSD6156 N/A 3132DTZV5 2053-05-01 4.5 N/A 1008.00 865.27 Agency Mortgage-Backed Securities GNRM 2024-186 CO N/A 38384XVB6 2054-11-20 0 N/A 1000.00 534.74 Agency Collateralized Mortgage Obligation GNRM 2024-089 EL N/A 38384N4A0 2054-05-20 5.5 N/A 1052186.00 1082649.94 Agency Collateralized Mortgage Obligation FEPC 05.500 CLQZ3279 N/A 31427AUD7 2055-09-01 5.5 N/A 1000.00 1022.16 Agency Mortgage-Backed Securities 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Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2025-12-01 2026-06-23 2026-06-23 N N N 0.0411 492505000.00 492505000.00 0.0025 N N N N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 4.03000000 N/A 549300H47WTHXPU08X20 BYDUK8RR7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 N/A 100.00 101.15 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 N/A 731100.00 470201.79 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 N/A 16125600.00 16369551.91 U.S. Treasuries (including strips) 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 N/A 81165000.00 69092041.22 U.S. Treasuries (including strips) BILL 10/01/26 N/A 912797SA6 2026-10-01 0 N/A 355000.00 344553.06 U.S. Treasuries (including strips) 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 N/A 270400000.00 254225177.53 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 N/A 91282CND9 2028-05-15 3.75 N/A 53981400.00 54388132.85 U.S. Treasuries (including strips) 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 N/A 700.00 484.93 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 N/A 50002000.00 49047777.05 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 N/A 91282CNX5 2030-08-31 3.625 N/A 50000.00 50509.26 U.S. Treasuries (including strips) 4 5/8 NOTE BD 26 N/A 91282CKY6 2026-06-30 4.625 N/A 466700.00 477922.54 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 N/A 14314000.00 14391131.74 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125 N/A 300.00 309.06 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 N/A 138200.00 142113.70 U.S. Treasuries (including strips) Y Fitch NR Standard & Poor's A-1+ Moody's P-1 2025-12-05 2025-12-05 2025-12-05 N N N 0.0403 450000000.00 450000000.00 0.0023 N N Y N Fixed Income Clearing Corporation - CITI Fixed Income Clearing Corporation - CITI 4.08000000 N/A 549300H47WTHXPU08X20 BYDVC3XX5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 112037000.00 106761703.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3 N/A 1454000.00 1134595.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810EW4 2026-02-15 6 N/A 46794100.00 47817653.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 209230300.00 174501509.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 326798000.00 311906078.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375 N/A 6905500.00 5831018.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 N/A 66330000.00 64810911.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3 N/A 50094000.00 41150284.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 N/A 35224000.00 36598205.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125 N/A 861679000.00 897486579.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.25 N/A 400.00 420.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5 N/A 200.00 216.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 N/A 400.00 411.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SG3 2026-01-20 0 N/A 18300.00 18203.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375 N/A 99980000.00 109691684.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 N/A 161651000.00 105222822.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCF6 2026-05-31 0.75 N/A 9341600.00 9237226.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.75 N/A 3389000.00 3423920.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 330655700.00 290774514.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797RR0 2025-12-02 0 N/A 181119600.00 181100039.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125 N/A 100.00 105.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3 N/A 14445000.00 11320768.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 100000000.00 104168485.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797QD2 2026-04-16 0 N/A 47702200.00 47042669.38 U.S. Treasuries (including strips) Y Fitch NR Standard & Poor's A-1+ Moody's P-1 2025-12-01 2025-12-01 2025-12-01 N N N 0.0408 2500000000.00 2500000000.00 0.0127 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.87500000 9128287B0 254900HROIFWPRGM1V77 US9128287B09 U.S. Treasury Debt Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-06-30 2026-06-30 2026-06-30 N N N 0.0372 181236325.00 181236325.00 0.0009 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc. 4.08000000 N/A OXTKY6Q8X53C9ILVV871 BYDVC3YP1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 02/15/54 N/A 912834K56 2054-02-15 0 N/A 110999.97 28688.61 U.S. Treasuries (including strips) TINT 11/15/26 N/A 912833PB0 2026-11-15 0 N/A 11388137.53 11000200.63 U.S. Treasuries (including strips) TINT 02/15/55 N/A 912834YK8 2055-02-15 0 N/A 111017.53 27854.63 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 N/A 9128286F2 2026-02-28 2.5 N/A 14992000.00 15033923.76 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 N/A 11108500.00 11460975.50 U.S. Treasuries (including strips) TINT 08/15/35 N/A 9128335A4 2035-08-15 0 N/A 43641.12 29153.36 U.S. Treasuries (including strips) TINT 08/15/46 N/A 912834QP6 2046-08-15 0 N/A 111000.00 40448.29 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 N/A 91282CDC2 2026-10-15 0.125 N/A 100.00 117.77 U.S. Treasuries (including strips) TINT 02/15/53 N/A 912834F94 2053-02-15 0 N/A 125625.60 33711.63 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 N/A 4245200.00 3386576.32 U.S. Treasuries (including strips) TINT 05/15/28 N/A 912833WQ9 2028-05-15 0 N/A 16023710.25 14692428.36 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 N/A 912828S50 2026-07-15 0.125 N/A 800.00 1077.52 U.S. Treasuries (including strips) 1 1/8 TRIN A 33 N/A 91282CGK1 2033-01-15 1.125 N/A 100.00 106.36 U.S. Treasuries (including strips) TINT 11/15/31 N/A 9128337Q7 2031-11-15 0 N/A 42375065.15 33834074.14 U.S. Treasuries (including strips) TINT 08/15/28 N/A 912833RZ5 2028-08-15 0 N/A 110999.81 100866.75 U.S. Treasuries (including strips) TINT 08/15/32 N/A 9128334U1 2032-08-15 0 N/A 36128466.25 27892548.83 U.S. Treasuries (including strips) TINT 02/15/29 N/A 912833XN5 2029-02-15 0 N/A 110999.94 99014.50 U.S. Treasuries (including strips) TINT 08/15/34 N/A 9128334Y3 2034-08-15 0 N/A 111000.00 77993.93 U.S. Treasuries (including strips) TINT 05/15/50 N/A 912834VV7 2050-05-15 0 N/A 264674.00 80347.09 U.S. Treasuries (including strips) TINT 08/15/43 N/A 912834MT2 2043-08-15 0 N/A 111000.00 47240.16 U.S. Treasuries (including strips) TINT 11/15/49 N/A 912834VE5 2049-11-15 0 N/A 255603.00 79461.86 U.S. Treasuries (including strips) TINT 08/15/33 N/A 9128334W7 2033-08-15 0 N/A 111012.16 81876.69 U.S. Treasuries (including strips) 0 7/8 TRIN A 29 N/A 9128285W6 2029-01-15 0.875 N/A 1716800.00 2189819.99 U.S. Treasuries (including strips) TINT 05/15/43 N/A 912834MM7 2043-05-15 0 N/A 264583.58 114302.49 U.S. Treasuries (including strips) TINT 02/15/46 N/A 912834PZ5 2046-02-15 0 N/A 111000.00 41446.85 U.S. Treasuries (including strips) 4 TPRN B 34 N/A 912821PD1 2034-02-15 0 N/A 76800.00 56005.17 U.S. Treasuries (including strips) 2 1/8 TRIN A 35 N/A 91282CML2 2035-01-15 2.125 N/A 100.00 106.94 U.S. Treasuries (including strips) TINT 05/15/32 N/A 9128337R5 2032-05-15 0 N/A 117788.47 91961.23 U.S. Treasuries (including strips) 1 3/8 TRIN D 33 N/A 91282CHP9 2033-07-15 1.375 N/A 200.00 212.19 U.S. Treasuries (including strips) TINT 08/15/31 N/A 9128334S6 2031-08-15 0 N/A 28153913.82 22726233.39 U.S. Treasuries (including strips) TINT 05/15/33 N/A 9128337T1 2033-05-15 0 N/A 130683.96 97532.58 U.S. Treasuries (including strips) 4 1/2 TPRN 39 N/A 912803DH3 2039-08-15 0 N/A 54200.00 29838.83 U.S. Treasuries (including strips) 0 1/8 TRIN X 26 N/A 91282CCA7 2026-04-15 0.125 N/A 8645600.00 10633607.52 U.S. Treasuries (including strips) TINT 11/15/33 N/A 9128337U8 2033-11-15 0 N/A 127660.48 93042.79 U.S. Treasuries (including strips) TINT 02/15/49 N/A 912834UH9 2049-02-15 0 N/A 146820.00 47370.00 U.S. Treasuries (including strips) 3 1/8 TPRN 48 N/A 912803FD0 2048-05-15 0 N/A 185000.00 63225.60 U.S. Treasuries (including strips) TINT 05/15/41 N/A 912834KH0 2041-05-15 0 N/A 8566963.73 4155294.39 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 N/A 27264200.00 26549660.30 U.S. Treasuries (including strips) 0 1/8 TRIN X 27 N/A 91282CEJ6 2027-04-15 0.125 N/A 16722100.00 18890210.55 U.S. Treasuries (including strips) TINT 02/15/41 N/A 912834JP4 2041-02-15 0 N/A 111000.00 54535.41 U.S. Treasuries (including strips) TINT 02/15/43 N/A 912834MD7 2043-02-15 0 N/A 110999.00 48626.89 U.S. Treasuries (including strips) TINT 08/15/54 N/A 912834XW3 2054-08-15 0 N/A 111000.00 28326.09 U.S. Treasuries (including strips) TINT 02/15/31 N/A 912833XZ8 2031-02-15 0 N/A 111000.00 91494.19 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 N/A 44000.00 43351.78 U.S. Treasuries (including strips) TINT 02/15/33 N/A 9128334V9 2033-02-15 0 N/A 36157789.82 27278304.43 U.S. Treasuries (including strips) TINT 08/15/51 N/A 912834XG8 2051-08-15 0 N/A 132906.40 37951.56 U.S. Treasuries (including strips) 2 3/8 TRIN AE 28 N/A 91282CJH5 2028-10-15 2.375 N/A 1800.00 1980.95 U.S. Treasuries (including strips) TINT 11/15/40 N/A 912834JH2 2040-11-15 0 N/A 264674.00 131862.17 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.25 N/A 9188400.00 9270898.95 U.S. Treasuries (including strips) 1 7/8 TRIN D 35 N/A 91282CNS6 2035-07-15 1.875 N/A 100.00 102.95 U.S. Treasuries (including strips) TINT 02/15/36 N/A 9128335B2 2036-02-15 0 N/A 110999.99 72259.22 U.S. Treasuries (including strips) 3 BOND 52 N/A 912810TJ7 2052-08-15 3 N/A 12035300.00 9031767.92 U.S. Treasuries (including strips) Y Standard & Poor's NR Fitch NR Moody's NR 2025-12-01 2025-12-01 2025-12-01 N N N 0.0408 245000000.00 245000000.00 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.62500000 91282CKB6 254900HROIFWPRGM1V77 US91282CKB62 U.S. Treasury Debt Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-02-28 2026-02-28 2026-02-28 N N N 0.0390 136631240.28 136631240.28 0.0007 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RL3 254900HROIFWPRGM1V77 US912797RL33 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2026-02-05 2026-02-05 2026-02-05 N N N 0.0366 2988798220.06 2988798220.06 0.0151 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.93039360 91282CKM2 254900HROIFWPRGM1V77 US91282CKM28 U.S. Treasury Debt Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2025-12-01 2026-04-30 2026-04-30 N N N 0.0394 3290819651.21 3290819651.21 0.0167 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 4.08499920 3133ETX28 254900C5LP6DN9OP9V83 US3133ETX286 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2025-12-01 2026-11-19 2026-11-19 N N N 0.0417 151280765.51 151280765.51 0.0008 N N N N BlackRock Liquidity Funds 2025-12-04 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer