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Variable Rate Notes Federal Home Loan Mortgage Corp. 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LLC Goldman Sachs & Co. 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12660.35 Agency Mortgage-Backed Securities GNII RG CS3955 C N/A 3618AWMC5 2040-05-20 5.5 N/A 4280136.00 2852511.48 Agency Mortgage-Backed Securities GNII SP 788707 C N/A 3622AER40 2056-06-20 5 N/A 75997520.00 75586128.55 Agency Mortgage-Backed Securities GNII SF MA1231 M N/A 36179NLL0 2038-05-20 7 N/A 421761.00 26046.60 Agency Mortgage-Backed Securities GNII SF MA8153 M N/A 36179XBW5 2052-07-20 5.5 N/A 332832.00 181298.47 Agency Mortgage-Backed Securities GNII SF CU9631 C N/A 3618BTVY3 2053-05-20 6.5 N/A 2335324.00 1674243.05 Agency Mortgage-Backed Securities GNII SF MA7912 M N/A 36179WYH5 2037-03-20 3.5 N/A 647991.00 182905.40 Agency Mortgage-Backed Securities GNII JM MB0473 M N/A 3618N5Q36 2055-07-20 6 N/A 1012500.00 551107.10 Agency Mortgage-Backed Securities GNPL PN DF9973 549300M8ZYFG0OCMTT87 3618JUCJ6 2059-11-15 4.98 N/A 50963.00 50585.68 Agency Mortgage-Backed Securities GNII SF DM7749 C N/A 3618LXTE0 2055-09-20 6.5 N/A 1682302.00 1411571.42 Agency Mortgage-Backed Securities 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Mortgage-Backed Securities GNMI SF BE0204 X N/A 3617BTGM8 2048-01-15 4 N/A 50000.00 22483.42 Agency Mortgage-Backed Securities GNPL PN DC4409 N/A 3618HJ3S3 2059-08-15 5.69 N/A 708561.00 731313.21 Agency Mortgage-Backed Securities GNII SF DQ5024 C N/A 3618MXSM2 2056-05-20 5.5 N/A 13300880.00 13552734.97 Agency Mortgage-Backed Securities GNII SF DQ6189 C N/A 3618MY2W6 2056-05-20 5.5 N/A 4248672.00 4337182.88 Agency Mortgage-Backed Securities GNII SF DI3294 C N/A 3618NLUT9 2055-03-20 6.5 N/A 385099.00 332509.62 Agency Mortgage-Backed Securities GNMI SF 723339 X N/A 3620A9S44 2039-09-15 5 N/A 378798.00 13521.51 Agency Mortgage-Backed Securities GNMI SF AL4668 X N/A 36184BFH5 2045-03-15 3 N/A 248522.00 42527.61 Agency Mortgage-Backed Securities GNMI SF BD7135 X N/A 3617BN4U6 2047-12-15 4 N/A 56009.00 6763.79 Agency Mortgage-Backed Securities GNMI SF 738107 X 549300M8ZYFG0OCMTT87 3620ASAG4 2041-03-15 4 N/A 611292.00 37101.13 Agency Mortgage-Backed Securities GNII SF MA8725 M 549300M8ZYFG0OCMTT87 36179XVS2 2053-03-20 5 N/A 100000.00 71171.16 Agency Mortgage-Backed Securities GNII SF DH3021 C N/A 3618KBLA5 2055-02-20 6.5 N/A 378079.00 278028.40 Agency Mortgage-Backed Securities GNMI SF 711044 X N/A 36297F5D0 2039-12-15 4.5 N/A 1025030.00 33847.98 Agency Mortgage-Backed Securities GNII SF DH3119 C N/A 3618KBPC7 2055-03-20 6.5 N/A 626397.00 445511.77 Agency Mortgage-Backed Securities GNII SF MB1214 M N/A 3618N6K48 2056-05-20 4 N/A 519703.00 486843.33 Agency Mortgage-Backed Securities GNII SF DQ4090 C N/A 3618MWRK9 2056-03-20 6 N/A 1017546.00 1059259.33 Agency Mortgage-Backed Securities GNII SF DF9046 C N/A 3618JTBP6 2055-04-20 6.5 N/A 410267.00 383572.08 Agency Mortgage-Backed Securities GNII JM 004534 M N/A 36202FBB1 2039-09-20 5.5 N/A 2338276.00 7658.50 Agency Mortgage-Backed Securities GNII SF DR7230 C N/A 3618VGA71 2056-05-20 5.5 N/A 8175936.00 8327534.12 Agency Mortgage-Backed Securities GNII SF DQ5194 C N/A 3618MXXX2 2056-06-20 6 N/A 6907528.00 7184598.16 Agency Mortgage-Backed Securities GNII JM MA6328 M 549300M8ZYFG0OCMTT87 36179VA59 2049-12-20 2.5 N/A 1099580.00 101862.05 Agency Mortgage-Backed Securities GNMI SF 775626 X N/A 36176TPK8 2041-11-15 3.1 N/A 931133.00 107548.95 Agency Mortgage-Backed Securities GNII SF DQ0547 C N/A 3618MSTC4 2056-03-20 6 N/A 1075856.00 1125119.04 Agency Mortgage-Backed Securities GNII SF MA9907 M N/A 36180AAG8 2054-09-20 6 N/A 99000.00 52085.01 Agency Mortgage-Backed Securities GNPL PN CO3176 N/A 3617FEQ53 2064-07-15 4.32 N/A 14475264.00 13609859.88 Agency Mortgage-Backed Securities GNII SF DR6794 C N/A 3618VFRP5 2056-06-20 5.5 N/A 1673444.00 1710876.53 Agency Mortgage-Backed Securities GNII SF BA1457 C N/A 3617ADTN8 2047-05-20 5 N/A 1498292.00 309016.99 Agency Mortgage-Backed Securities GNII SF DR6917 C N/A 3618VFVJ4 2056-04-20 5.5 N/A 3600832.00 3672433.01 Agency Mortgage-Backed Securities GNII RG CF4599 C N/A 3617W6DC0 2049-06-20 5 N/A 2274276.00 640130.22 Agency Mortgage-Backed Securities GNMI SF 723344 X N/A 3620A9S93 2039-09-15 4 N/A 981050.00 57141.31 Agency Mortgage-Backed Securities GNMI SF 608280 X N/A 36202SXH6 2033-09-15 5 N/A 1361190.00 15354.80 Agency Mortgage-Backed Securities GNII SF MA7648 M N/A 36179WP93 2051-10-20 2 N/A 61980.00 34724.61 Agency Mortgage-Backed Securities GNII SF AR4868 C N/A 36193BMR4 2046-03-20 4 N/A 2734440.00 370420.82 Agency Mortgage-Backed Securities GNII SF DQ3305 C N/A 3618MVU68 2056-02-20 5 N/A 2379456.00 2359675.61 Agency Mortgage-Backed Securities GNPL PN CH2684 N/A 3617WT6V6 2057-04-15 2.77 N/A 1327686.00 1117808.17 Agency Mortgage-Backed Securities GNII SF DR3398 C N/A 3618VBX36 2056-05-20 6 N/A 1208458.00 1268144.60 Agency Mortgage-Backed Securities GNII SF MA9667 M N/A 36179YW42 2054-05-20 5 N/A 84000.00 71050.25 Agency Mortgage-Backed Securities GNMI SF 746806 X N/A 3620C2U77 2040-09-15 4 N/A 125000.00 5378.36 Agency Mortgage-Backed Securities GNII SF DQ6184 C N/A 3618MY2R7 2056-05-20 5.5 N/A 453911.00 465931.47 Agency Mortgage-Backed Securities GNII SF DQ6262 C N/A 3618MY5X1 2056-06-20 6 N/A 1059594.00 1120545.38 Agency Mortgage-Backed Securities GNMI SF 723324 X N/A 3620A9SM4 2039-09-15 4 N/A 80000.00 6001.69 Agency Mortgage-Backed Securities GNII SF DS8770 C N/A 3618VVW74 2056-06-20 6 N/A 4408504.00 4553439.45 Agency Mortgage-Backed Securities GNII SF MA4196 M N/A 36179SUV7 2047-01-20 3.5 N/A 294000.00 35476.37 Agency Mortgage-Backed Securities GNII SF DS5979 C N/A 3618VSUC2 2056-06-20 5.5 N/A 1470854.00 1509711.84 Agency Mortgage-Backed Securities GNII SF DM4901 C N/A 3618LUNS1 2056-04-20 6 N/A 271477.00 284065.37 Agency Mortgage-Backed Securities GNII SF MA8880 M N/A 36179X2M7 2053-05-20 6 N/A 120000.00 58087.02 Agency Mortgage-Backed Securities GNII SF MB0874 M N/A 3618N56L8 2056-01-20 6.5 N/A 171750144.00 174797353.94 Agency Mortgage-Backed Securities GNII SF DP0893 C N/A 3618ME7E5 2056-05-20 5.5 N/A 686914.00 702265.82 Agency Mortgage-Backed Securities GNMI SF AE7779 X N/A 36181BUC2 2043-09-15 3.5 N/A 1075000.00 199328.23 Agency Mortgage-Backed Securities GNII ET DE0737 C N/A 3618J5ZA5 2063-12-20 7.5 N/A 341951.00 131816.87 Agency Mortgage-Backed Securities GNII SF DH7697 C N/A 3618KGRS9 2055-02-20 6.5 N/A 1338356.00 805270.00 Agency Mortgage-Backed Securities GNII SF DQ5084 C N/A 3618MXUH0 2056-05-20 5.5 N/A 40169472.00 40933664.66 Agency Mortgage-Backed Securities GNII SF DH3035 C N/A 3618KBLQ0 2055-02-20 6.5 N/A 1079518.00 616822.92 Agency Mortgage-Backed Securities GNII SF MA4070 M N/A 36179SQX8 2046-11-20 4 N/A 530112.00 46928.23 Agency Mortgage-Backed Securities GNII JM MA5390 M N/A 36179T7B5 2048-08-20 5 N/A 300000.00 9088.06 Agency Mortgage-Backed Securities GNII SF AS4942 C N/A 36193PP33 2046-05-20 4 N/A 63000.00 5228.95 Agency Mortgage-Backed Securities GNII SF DQ6252 C N/A 3618MY5M5 2056-06-20 5.5 N/A 3065676.00 3187676.28 Agency Mortgage-Backed Securities GNII ET DM7528 C N/A 3618LXLH1 2065-09-20 5 N/A 234424.00 232648.48 Agency Mortgage-Backed Securities GNMI SF BE0143 X N/A 3617BTEQ1 2048-01-15 4 N/A 60000.00 25735.28 Agency Mortgage-Backed Securities GNII SF DR8378 C N/A 3618VHJX3 2056-05-20 6 N/A 2168652.00 2242599.53 Agency Mortgage-Backed Securities GNII SF AE8011 C N/A 36181B3U2 2043-12-20 4 N/A 1231384.00 138929.00 Agency Mortgage-Backed Securities GNPL PN CF1030 N/A 3617W2EB0 2058-01-15 5.38 N/A 3149000.00 3136169.12 Agency Mortgage-Backed Securities GNII SF DQ5190 C N/A 3618MXXT1 2056-06-20 6 N/A 7833624.00 8140501.00 Agency Mortgage-Backed Securities GNII SF DR3146 C N/A 3618VBP76 2056-05-20 5.5 N/A 2597348.00 2649214.54 Agency Mortgage-Backed Securities GNII SF MA8799 M N/A 36179XX43 2053-04-20 4.5 N/A 188500.00 143819.94 Agency Mortgage-Backed Securities GNII SF DI3647 C N/A 3618NMBQ4 2055-06-20 6.5 N/A 505540.00 370431.84 Agency Mortgage-Backed Securities GNII SF DQ6250 C N/A 3618MY5K9 2056-06-20 5.5 N/A 1080704.00 1123715.54 Agency Mortgage-Backed Securities GNII SF DG6812 C N/A 3618K3R90 2055-02-20 6.5 N/A 339897.00 271219.49 Agency Mortgage-Backed Securities GNII SF DR2621 C N/A 3618VA4E6 2056-05-20 6 N/A 2058084.00 2147364.65 Agency Mortgage-Backed Securities GNII SF DR4423 C N/A 3618VC4G7 2055-11-20 6 N/A 272959.00 283104.16 Agency Mortgage-Backed Securities GNII SF DQ4122 C N/A 3618MWSK8 2056-04-20 6 N/A 99119.00 103824.94 Agency Mortgage-Backed Securities GNII SF DN6604 C N/A 3618M9KR2 2056-03-20 6 N/A 1119366.00 1157521.62 Agency Mortgage-Backed Securities GNII SF DM3453 C N/A 3618LSZS3 2055-09-20 6 N/A 688746.00 612719.43 Agency Mortgage-Backed Securities GNII SF DR3988 C N/A 3618VCND3 2056-05-20 5.5 N/A 6743500.00 6881953.79 Agency Mortgage-Backed Securities GNII SP 783229 M N/A 36241LSS6 2040-12-20 5.5 N/A 10400000.00 326009.68 Agency Mortgage-Backed Securities GNMI SF 732027 X N/A 3620AKHC3 2040-12-15 4 N/A 1428106.00 121121.63 Agency Mortgage-Backed Securities GNII SF DQ6153 C N/A 3618MYZS9 2056-05-20 5.5 N/A 7000.00 7251.22 Agency Mortgage-Backed Securities GNII SF DQ6261 C N/A 3618MY5W3 2056-06-20 6 N/A 1000116.00 1057656.01 Agency Mortgage-Backed Securities GNPL PN CL6608 N/A 3617YEKV1 2057-05-15 2.57 N/A 119551.00 99860.40 Agency Mortgage-Backed Securities GNII SF DP2645 C N/A 3618MG5E2 2056-05-20 6 N/A 1451656.00 1507966.40 Agency Mortgage-Backed Securities GNII SF DH4993 C N/A 3618KDRN7 2055-07-20 6.5 N/A 470847.00 490292.13 Agency Mortgage-Backed Securities GNCL CL CG6141 N/A 3617WKZE1 2065-12-15 5.85 N/A 390875.00 406183.03 Agency Mortgage-Backed Securities GNII SF 779601 C N/A 36176X3J6 2041-11-20 4 N/A 2954448.00 175796.26 Agency Mortgage-Backed Securities GNII SF BT6486 C N/A 3617MVF34 2050-03-20 4 N/A 280000.00 8443.25 Agency Mortgage-Backed Securities GNMI SF 628095 X N/A 36291GXY7 2034-05-15 5.5 N/A 10075424.00 74426.18 Agency Mortgage-Backed Securities GNII SF DQ8227 C N/A 3618N2D86 2056-04-20 6 N/A 1766238.00 1838239.80 Agency Mortgage-Backed Securities GNPL PN DM8162 N/A 3618LYB72 2060-12-15 5.43 N/A 485500.00 499668.72 Agency Mortgage-Backed Securities GNII SF MB0282 M N/A 3618N5J42 2040-04-20 5 N/A 180000.00 133183.51 Agency Mortgage-Backed Securities GNII SF DR6683 C N/A 3618VFM88 2056-05-20 6 N/A 3218764.00 3328248.16 Agency Mortgage-Backed Securities GNMI SF 391705 X N/A 36205JDJ1 2038-01-15 5.5 N/A 498832.00 6782.45 Agency Mortgage-Backed Securities GNII SF DQ6331 C N/A 3618N0A83 2056-05-20 6 N/A 964032.00 1007223.57 Agency Mortgage-Backed Securities GNMI SP 782637 X N/A 36241K4W5 2039-04-15 5.5 N/A 3500000.00 72710.02 Agency Mortgage-Backed Securities GNII SF DP2268 C N/A 3618MGQV1 2056-03-20 6 N/A 1255366.00 1322879.00 Agency Mortgage-Backed Securities GNMI SF 702957 X N/A 36296V5S3 2038-12-15 5 N/A 173475.00 16312.48 Agency Mortgage-Backed Securities GNMI SF 703625 X N/A 36296WVS2 2040-09-15 5 N/A 500000.00 94407.59 Agency Mortgage-Backed Securities GNII SP 784899 C N/A 3622AAKL7 2048-02-20 4 N/A 109000.00 14354.31 Agency Mortgage-Backed Securities GNII JM MA6033 M N/A 36179UV25 2049-06-20 5 N/A 541284.00 33102.29 Agency Mortgage-Backed Securities GNII SF DR4149 C N/A 3618VCTE5 2056-06-20 6 N/A 2493388.00 2606553.74 Agency Mortgage-Backed Securities GNPL PN CN2464 N/A 3617F0WZ0 2057-10-15 3.85 N/A 13117232.00 11337491.82 Agency Mortgage-Backed Securities GNII SF BG2388 C N/A 3617GLUM4 2048-03-20 5 N/A 196548.00 78422.29 Agency Mortgage-Backed Securities GNII SF DJ0057 C N/A 3618KLB22 2055-06-20 5.5 N/A 493196.00 497623.74 Agency Mortgage-Backed Securities GNII SF DQ7415 C N/A 3618N1GY8 2056-03-20 6.5 N/A 1331230.00 1400511.13 Agency Mortgage-Backed Securities GNII SF 765273 C N/A 36176F6J2 2031-04-20 4.5 N/A 1517663.00 29838.70 Agency Mortgage-Backed Securities GNII SF 763320 C N/A 36176DYR8 2041-05-20 5 N/A 3951796.00 189606.39 Agency Mortgage-Backed Securities GNII SF DP6722 C N/A 3618MMPF4 2056-03-20 6.5 N/A 1293574.00 1300930.66 Agency Mortgage-Backed Securities GNII SF DJ6568 C N/A 3618KTJM3 2055-05-20 6.5 N/A 741764.00 704615.08 Agency Mortgage-Backed Securities GNII ET DE7656 C N/A 3618JDQH3 2063-07-20 3 N/A 275092.00 238000.10 Agency Mortgage-Backed Securities GNII SF MA7393 M N/A 36179WGA0 2036-06-20 3 N/A 154855.00 56431.74 Agency Mortgage-Backed Securities GNII SF MA7312 M 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.5 N/A 2699000.00 1290089.08 Agency Mortgage-Backed Securities GNMI SF 799904 X N/A 36177VAE2 2042-04-15 2.99 N/A 995620.00 184255.24 Agency Mortgage-Backed Securities GNII ET DS4181 C N/A 3618VQUE2 2066-06-20 6.5 N/A 3191120.00 3340557.31 Agency Mortgage-Backed Securities GNII SF MA7192 M N/A 36179V7D6 2051-02-20 2 N/A 25000000.00 11856235.95 Agency Mortgage-Backed Securities GNII SF DK1252 C N/A 3618L0L91 2056-04-20 6.5 N/A 1021160.00 1074143.24 Agency Mortgage-Backed Securities GNII SF DS0785 C N/A 3618VL2S3 2056-06-20 5.5 N/A 1570744.00 1629317.92 Agency Mortgage-Backed Securities GNII SF DQ7509 C N/A 3618N1KW7 2056-04-20 6 N/A 1676652.00 1744196.87 Agency Mortgage-Backed Securities GNII SF DO5923 C N/A 3618V2SL2 2055-12-20 6.5 N/A 575010.00 609594.37 Agency Mortgage-Backed Securities GNII SF DS5862 C N/A 3618VSQP8 2056-05-20 5.5 N/A 511171.00 523917.46 Agency Mortgage-Backed Securities GNMI SF 644810 X N/A 36292CKX1 2035-05-15 5.5 N/A 10000000.00 48452.62 Agency Mortgage-Backed Securities GNII SF MA9779 M 549300M8ZYFG0OCMTT87 36179Y2L7 2054-07-20 5.5 N/A 5000000.00 3495928.18 Agency Mortgage-Backed Securities GNII JM MA4828 M N/A 36179TLH6 2047-11-20 3.5 N/A 647282.00 24543.90 Agency Mortgage-Backed Securities GNII SF DI6912 C N/A 3618NQVD2 2055-03-20 6.5 N/A 720489.00 580412.31 Agency Mortgage-Backed Securities GNII SF DK5809 C N/A 3618L5N23 2055-08-20 6.5 N/A 1166114.00 1255423.58 Agency Mortgage-Backed Securities GNII SF DQ5122 C N/A 3618MXVP1 2056-06-20 5.5 N/A 29982752.00 30593637.26 Agency Mortgage-Backed Securities GNII SF DL5342 C N/A 3618LG5B9 2055-12-20 6 N/A 1941028.00 2001806.74 Agency Mortgage-Backed Securities GNII SF MA7534 M N/A 36179WLP1 2051-08-20 2.5 N/A 570690000.00 311803642.48 Agency Mortgage-Backed Securities GNII SF BA7589 C N/A 3617ALNE6 2048-06-20 5 N/A 2392110.00 376026.78 Agency Mortgage-Backed Securities GNII JM 004187 M N/A 36202EUL1 2038-07-20 5.5 N/A 3000000.00 8368.09 Agency Mortgage-Backed Securities GNII JM MA5321 M N/A 36179T4E2 2048-06-20 4.5 N/A 3099632.00 95668.92 Agency Mortgage-Backed Securities GNII SF DO3408 C N/A 3618NYYD2 2055-10-20 6 N/A 2709400.00 2627260.00 Agency Mortgage-Backed Securities GNII SF DN4849 C N/A 3618M7L61 2055-10-20 6.5 N/A 727462.00 763143.68 Agency Mortgage-Backed Securities GNII SF DP1351 C N/A 3618MFQC5 2055-12-20 6.5 N/A 1001296.00 1046580.65 Agency Mortgage-Backed Securities GNII SF DR4416 C N/A 3618VC3Z6 2055-11-20 6 N/A 263078.00 274021.57 Agency Mortgage-Backed Securities GNII SF DS9312 C N/A 3618VWKZ3 2056-06-20 5.5 N/A 1056874.00 1080602.47 Agency Mortgage-Backed Securities GNII SF DS8723 C N/A 3618VVVQ3 2056-06-20 6 N/A 4580580.00 4762824.48 Agency Mortgage-Backed Securities GNII SF BF3000 C N/A 3617G9KM2 2048-07-20 5.5 N/A 438399.00 52961.45 Agency Mortgage-Backed Securities GNII SF BG2389 C N/A 3617GLUN2 2048-03-20 5 N/A 230675.00 57634.50 Agency Mortgage-Backed Securities GNII SF DQ3205 C N/A 3618MVR21 2056-06-20 6 N/A 945235.00 980778.99 Agency Mortgage-Backed Securities GNII SF DN7966 C N/A 3618MAZ77 2055-12-20 6.5 N/A 1029620.00 1077239.99 Agency Mortgage-Backed Securities GNMI SF 720178 X N/A 3620A6CP0 2039-06-15 5 N/A 92133.00 9998.92 Agency Mortgage-Backed Securities GNII JM 004939 M N/A 36202FPY6 2039-10-20 5.5 N/A 1168920.00 310306.96 Agency Mortgage-Backed Securities GNMI SF AD1378 X N/A 36180CQ77 2033-04-15 3.5 N/A 1014472.00 355159.12 Agency Mortgage-Backed Securities GNMI SP 783095 X N/A 36241LNL6 2040-09-15 4 N/A 553678.00 21017.08 Agency Mortgage-Backed Securities GNII ET DM7600 C N/A 3618LXNR7 2065-10-20 5 N/A 367480.00 364761.01 Agency Mortgage-Backed Securities GNII SF DR2614 C N/A 3618VA3X5 2056-05-20 6 N/A 3378640.00 3529837.24 Agency Mortgage-Backed Securities GNII SF DQ5183 C N/A 3618MXXL8 2056-06-20 6 N/A 7584392.00 7839419.71 Agency Mortgage-Backed Securities GNII SF MA2826 M N/A 36179RD71 2045-05-20 3.5 N/A 805500.00 59081.16 Agency Mortgage-Backed Securities GNCL CL DJ0400 N/A 3618KLNR4 2068-06-15 5.35 N/A 1877262.00 1901789.78 Agency Mortgage-Backed Securities GNII SF DS1570 C N/A 3618VMW74 2056-05-20 5.5 N/A 49906112.00 50960763.59 Agency Mortgage-Backed Securities GNII SF 678014 C N/A 36295RGX0 2048-04-20 4 N/A 294730.00 32246.81 Agency Mortgage-Backed Securities GNII SF DR9700 C N/A 3618VJX54 2056-05-20 6 N/A 1275492.00 1337648.29 Agency Mortgage-Backed Securities GNII SF DI8054 C N/A 3618NR5P2 2055-03-20 6.5 N/A 482867.00 412945.26 Agency Mortgage-Backed Securities GNII SF DP2646 C N/A 3618MG5F9 2056-05-20 6 N/A 1592500.00 1646897.16 Agency Mortgage-Backed Securities GNII SF BF4965 C N/A 3617GBQS8 2048-03-20 5 N/A 925000.00 31851.64 Agency Mortgage-Backed Securities GNII SF DP2273 C N/A 3618MGQ25 2056-03-20 5 N/A 2220776.00 2202100.51 Agency Mortgage-Backed Securities GNII SF DL5312 C N/A 3618LG3V7 2055-11-20 6 N/A 1940932.00 1996162.35 Agency Mortgage-Backed Securities GNMI SF 687827 X N/A 36296DD88 2038-08-15 5.5 N/A 10000000.00 60947.87 Agency Mortgage-Backed Securities GNMI SF 661530 X N/A 36294V4P2 2036-12-15 6 N/A 10570000.00 58784.22 Agency Mortgage-Backed Securities GNII SF DL5322 C N/A 3618LG4F1 2055-11-20 6 N/A 395522.00 406016.59 Agency Mortgage-Backed Securities GNII SF DQ6248 C N/A 3618MY5H6 2056-06-20 5.5 N/A 1068450.00 1110980.25 Agency Mortgage-Backed Securities GNII SF DK1298 C N/A 3618L0NP3 2055-06-20 6.5 N/A 497289.00 495522.27 Agency Mortgage-Backed Securities GNII SF DK8052 C N/A 3618L75M5 2055-07-20 6.5 N/A 380822.00 319399.26 Agency Mortgage-Backed Securities GNII JM MA5125 M N/A 36179TVS1 2048-03-20 3 N/A 570306.00 30835.91 Agency Mortgage-Backed Securities GNII SF DQ0519 C N/A 3618MSSG6 2056-05-20 6 N/A 1794590.00 1855931.99 Agency Mortgage-Backed Securities GNMI SF 553461 X N/A 36213FZ22 2042-01-15 3.5 N/A 265700.00 15752.24 Agency Mortgage-Backed Securities GNMI SF 757043 X N/A 36230RZG4 2040-12-15 4 N/A 135681.00 12370.38 Agency Mortgage-Backed Securities GNII SF DC6667 C N/A 3618HMMQ9 2054-07-20 6.5 N/A 21505344.00 9521986.53 Agency Mortgage-Backed Securities GNMI SF 722292 X N/A 3620A8NH2 2039-09-15 5 N/A 750000.00 19167.61 Agency Mortgage-Backed Securities GNII SF MA5819 M N/A 36179UPC0 2049-03-20 5 N/A 1847360.00 115117.18 Agency Mortgage-Backed Securities GNII SF DR4482 C N/A 3618VC6T7 2056-03-20 6 N/A 815842.00 849633.05 Agency Mortgage-Backed Securities GNII SF DQ5949 C N/A 3618MYTE7 2056-02-20 6.5 N/A 606164.00 638278.26 Agency Mortgage-Backed Securities GNII SF DP3103 C N/A 3618MHNU4 2056-01-20 6.5 N/A 1170848.00 1268334.99 Agency Mortgage-Backed Securities GNII SF DP6727 C N/A 3618MMPL1 2056-03-20 6.5 N/A 1137278.00 1197554.38 Agency Mortgage-Backed Securities GNII SF DP1398 C N/A 3618MFRT7 2056-01-20 6.5 N/A 654954.00 699928.91 Agency 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Obligation FNRM RC050DY R26F050 N/A 3136G6SM1 2056-07-25 5 N/A 5120274.00 4957207.50 Agency Collateralized Mortgage Obligation GNRA 2022-063 SB N/A 38383RBN6 2046-11-20 1.99128 N/A 24233941.00 1274150.81 Agency Collateralized Mortgage Obligation FNRA CL012A2 R17M012 N/A 3136AX7E9 2027-06-25 3.167008 N/A 1800000.00 848976.52 Agency Collateralized Mortgage Obligation FNRA CL141SA R12F141 N/A 3136AAAP0 2042-12-25 2.95776 N/A 45267000.00 574823.87 Agency Collateralized Mortgage Obligation GNRA 2026-108 BS N/A 38385TTU5 2056-06-20 1.95665 N/A 100525384.00 5532466.17 Agency Collateralized Mortgage Obligation FERA 5649SC 04/25/56 N/A 3137HRAY5 2056-04-25 0.42224 N/A 10000000.00 121219.17 Agency Collateralized Mortgage Obligation FERA 5668FL 06/25/56 N/A 3137GCF65 2056-06-25 5.07776 N/A 60362056.00 60772411.99 Agency Collateralized Mortgage Obligation FERA 4924DS 10/25/49 N/A 3137FPEA9 2049-10-25 2.30776 N/A 45076729.00 1110541.76 Agency Collateralized Mortgage Obligation FNRM CL021AI R13F021 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Collateralized Mortgage Obligation FERA 4906QS 09/25/49 N/A 3137FNWB2 2049-09-25 2.30776 N/A 550000.00 16541.37 Agency Collateralized Mortgage Obligation GNRA 2020-154 SA N/A 38382KTK9 2050-10-20 2.54649 N/A 20513623.00 1304828.03 Agency Collateralized Mortgage Obligation FERM 4960MA 12/25/49 N/A 3137FRTL5 2049-12-25 3.5 N/A 4300000.00 655730.81 Agency Collateralized Mortgage Obligation FGRM 4019GI 12/15/41 N/A 3137AN2X2 2041-12-15 4.5 N/A 87085000.00 158117.00 Agency Collateralized Mortgage Obligation FERA 5490SE 01/25/55 N/A 3137HJ5H6 2055-01-25 3.52224 N/A 75000000.00 4379026.68 Agency Collateralized Mortgage Obligation FNRA CL030SE R26F030 N/A 3136G5TU4 2056-05-25 2.58224 N/A 40035288.00 2767643.44 Agency Collateralized Mortgage Obligation FERA 5617SL 02/25/50 N/A 3137HPNR0 2050-02-25 2.30776 N/A 75167131.00 7225821.20 Agency Collateralized Mortgage Obligation FERM 5668HI 10/25/50 N/A 3137GCFR9 2050-10-25 5.5 N/A 8575096.00 1246704.85 Agency Collateralized Mortgage Obligation FGRA 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N/A 3137FBXR2 2047-12-15 4 N/A 2048914.00 85697.55 Agency Collateralized Mortgage Obligation FNRA CL046FB R26F046 N/A 3136G6NC8 2056-06-25 4.82776 N/A 33972000.00 33417498.04 Agency Collateralized Mortgage Obligation GNRA 2025-100 SG N/A 38385GT25 2055-06-20 1.54128 N/A 213338436.00 6328308.10 Agency Collateralized Mortgage Obligation FGRA 4701SB 07/15/47 N/A 3137F1N46 2047-07-15 0.24251 N/A 100864805.00 491433.28 Agency Collateralized Mortgage Obligation FERM 05562P 01/25/54 N/A 3137HLYG1 2054-01-25 5 N/A 1500000.00 1414918.28 Agency Collateralized Mortgage Obligation FNRA CL045AS R16F045 N/A 3136ASXT8 2046-07-25 2.25776 N/A 20000000.00 494681.81 Agency Collateralized Mortgage Obligation FNRA CL119CS R06F119 N/A 31396LM56 2036-12-25 3.45776 N/A 125000000.00 168913.10 Agency Collateralized Mortgage Obligation FGRA 4631SA 11/15/46 N/A 3137BT2F7 2046-11-15 2.29251 N/A 107147046.00 3489652.42 Agency Collateralized Mortgage Obligation FNRA CL050FG R26F050 N/A 3136G6SA7 2056-07-25 4.44067 N/A 62403818.00 62942659.97 Agency Collateralized Mortgage Obligation FGRM 4491IP 03/15/40 N/A 3137BKT67 2040-03-15 6 N/A 12467233.00 73174.75 Agency Collateralized Mortgage Obligation FERA 5441SB 08/25/54 N/A 3137HF2X2 2054-08-25 1.40224 N/A 70000000.00 1340613.32 Agency Collateralized Mortgage Obligation FGRA 3531FA 05/15/39 N/A 31398CUX4 2039-05-15 4.40749 N/A 1745000.00 20065.66 Agency Collateralized Mortgage Obligation FERM 5564PE 08/25/54 N/A 3137HMDN7 2054-08-25 5 N/A 1000000.00 943055.00 Agency Collateralized Mortgage Obligation GNRA 2024-181 LS N/A 38384X5A7 2054-11-20 2.34128 N/A 83339243.00 2689810.57 Agency Collateralized Mortgage Obligation FNRA CL084FT R16F084 N/A 3136AUKP5 2046-11-25 4.24224 N/A 19000000.00 3108248.22 Agency Collateralized Mortgage Obligation FGRA 4820ES 03/15/48 N/A 3137FHHV8 2048-03-15 2.49251 N/A 25941382.00 349616.77 Agency Collateralized Mortgage Obligation FERA 5564SC 08/25/55 N/A 3137HME63 2055-08-25 1.47224 N/A 34000000.00 862734.02 Agency Collateralized Mortgage Obligation FERA 5606SD 12/25/55 N/A 3137HPCB7 2055-12-25 1.12224 N/A 215250018.00 5251041.68 Agency Collateralized Mortgage Obligation GNRA 2022-182 S N/A 38383U5R7 2052-10-20 2.69128 N/A 50000000.00 2899981.50 Agency Collateralized Mortgage Obligation GNRA 2026-108 ST N/A 38385TTQ4 2066-06-20 1.41033 N/A 55000000.00 1473051.71 Agency Collateralized Mortgage Obligation FNRA CL136SA R10F136 N/A 31398STD5 2040-12-25 2.25776 N/A 50000000.00 216989.17 Agency Collateralized Mortgage Obligation FNRA CL026SA R20F026 N/A 3136B9YP6 2050-05-25 2.20776 N/A 11870512.00 444468.96 Agency Collateralized Mortgage Obligation FERM 4940PI 07/25/49 N/A 3137FQMB6 2049-07-25 4 N/A 56566666.00 2070532.77 Agency Collateralized Mortgage Obligation FERA 5668BI 06/25/56 N/A 3137GCEW9 2056-06-25 0.05 N/A 55618822.00 47439.80 Agency Collateralized Mortgage Obligation FERA 5606SC 12/25/55 N/A 3137HPCA9 2055-12-25 1.17224 N/A 40426519.00 847973.74 Agency Collateralized Mortgage Obligation FNRA CL025FG R01F025 N/A 31359SS92 2031-06-25 4.44224 N/A 1000000.00 1926.18 Agency Collateralized Mortgage Obligation GNRA 2025-196 GZ N/A 38385JFA6 2065-11-20 4.75 N/A 983802.00 936443.95 Agency Collateralized Mortgage Obligation FERA 5565FA 08/25/55 N/A 3137HMGJ3 2055-08-25 4.77776 N/A 2200000.00 1790440.13 Agency Collateralized Mortgage Obligation FNRA RC059SD R19F059 N/A 3136B6NN9 2049-10-25 2.30776 N/A 36516371.00 783962.14 Agency Collateralized Mortgage Obligation GNRA 2015-130 IO N/A 38379KJ74 2057-07-16 0.66615 N/A 5300000.00 54402.62 Agency Collateralized Mortgage Obligation GNRA 2026-108 IG N/A 38385TQD6 2056-06-20 0.05 N/A 20000000.00 32197.78 Agency Collateralized Mortgage Obligation FGRA 3988NS 01/15/42 N/A 3137AKWP2 2042-01-15 2.76755 N/A 119039665.00 766873.86 Agency Collateralized Mortgage Obligation FNRA CL082F R06F082 N/A 31396KYS5 2036-09-25 4.31224 N/A 18691166.00 25028.07 Agency Collateralized Mortgage Obligation FGRM 4621QI 10/15/46 N/A 3137BSHF3 2046-10-15 3.5 N/A 33242142.00 640420.76 Agency Collateralized Mortgage Obligation GNRM 2020-047 VI N/A 38382EBY2 2049-06-20 4 N/A 27088714.00 642087.87 Agency Collateralized Mortgage Obligation FNRA CL058FM R12F058 N/A 3136A6JP0 2042-06-25 4.24224 N/A 30284159.00 1072008.21 Agency Collateralized Mortgage Obligation FNRA CL115SN R10F115 N/A 31398NPN8 2040-10-25 2.25776 N/A 33422321.00 218496.35 Agency Collateralized Mortgage Obligation FERA 5639FC 03/25/56 N/A 3137HQN64 2056-03-25 4.52776 N/A 13357470.00 13077809.90 Agency Collateralized Mortgage Obligation GNRA 2026-108 TZ N/A 38385TNT4 2056-06-20 6 N/A 93550.00 93900.10 Agency Collateralized Mortgage Obligation FNRA CL053SP R23F053 N/A 3136BQTV1 2053-11-25 2.32224 N/A 74472971.00 1935976.50 Agency Collateralized Mortgage Obligation FNRM CL040JI R12F040 N/A 3136A5BY1 2032-04-25 4.5 N/A 41753556.00 80607.50 Agency Collateralized Mortgage Obligation MNRA CL013A2 R22M013 N/A 3136BNX43 2032-05-25 2.672683 N/A 1450000.00 1314518.16 Agency Collateralized Mortgage Obligation FGRA 3471SG 08/15/35 N/A 31397WVW2 2035-08-15 2.34251 N/A 200000000.00 144127.35 Agency Collateralized Mortgage Obligation GNRA 2026-082 LZ N/A 38385SGT4 2066-05-20 4.75 N/A 862000.00 576993.07 Agency Collateralized Mortgage Obligation FNRM RC025HI R21F025 N/A 3136BHDU0 2050-07-25 3.5 N/A 26764306.00 1998536.35 Agency Collateralized Mortgage Obligation GNRA 2020-086 HS N/A 38382GAH5 2050-06-20 1.84649 N/A 38358017.00 1732001.95 Agency Collateralized Mortgage Obligation FERA 4990SP 07/25/50 N/A 3137FUYM0 2050-07-25 2.35776 N/A 20581257.00 896689.63 Agency Collateralized Mortgage Obligation FERA 5668IG 06/25/56 N/A 3137GCG23 2056-06-25 0.1 N/A 25000000.00 51747.22 Agency Collateralized Mortgage Obligation FNRA RC012SK R20F012 N/A 3136B8H51 2050-03-25 2.30776 N/A 110398000.00 3404626.97 Agency Collateralized Mortgage Obligation FERM 5617PE 12/25/55 N/A 3137HPNM1 2055-12-25 4.5 N/A 1305000.00 1239419.12 Agency Collateralized Mortgage Obligation FNRA CL079SE R15F079 N/A 3136AQKZ2 2045-11-25 2.50776 N/A 24418550.00 271342.34 Agency Collateralized Mortgage Obligation FNRA CL083YS R12F083 N/A 3136A7B27 2042-08-25 1.65776 N/A 42404350.00 198689.12 Agency Collateralized Mortgage Obligation FNRA CL045SE R19F045 N/A 3136B5PP4 2049-08-25 2.30776 N/A 104126044.00 2975314.38 Agency Collateralized Mortgage Obligation FERM 4941IM 07/25/49 N/A 3137FQSS3 2049-07-25 4.5 N/A 32180993.00 1325259.19 Agency Collateralized Mortgage Obligation FERM 4977IO 05/25/50 N/A 3137FRZF1 2050-05-25 4.5 N/A 53072318.00 3089378.82 Agency Collateralized Mortgage Obligation FERA 4962SP 03/25/50 N/A 3137FRK34 2050-03-25 2.30776 N/A 16977500.00 491512.53 Agency Collateralized Mortgage Obligation FGRM 4877BI 04/15/49 N/A 3137FLXC3 2049-04-15 4 N/A 5931012.00 125580.50 Agency Collateralized Mortgage Obligation FGRA 4077HS 07/15/42 N/A 3137ASB37 2042-07-15 2.39251 N/A 110603899.00 416675.26 Agency Collateralized Mortgage Obligation FNRA CL030SJ R15F030 N/A 3136ANRY5 2045-05-25 1.85776 N/A 41575000.00 275927.38 Agency Collateralized Mortgage Obligation FNRA CL035SA R15F035 N/A 3136ANL88 2045-06-25 1.85776 N/A 160000000.00 1031168.49 Agency Collateralized Mortgage Obligation FERA 5531DS 04/25/55 N/A 3137HKS39 2055-04-25 1.47224 N/A 31500000.00 848406.73 Agency Collateralized Mortgage Obligation FNRA CL038FM R19F038 N/A 3136B5ES0 2049-07-25 4.19224 N/A 31967403.00 6833324.25 Agency Collateralized Mortgage Obligation FNRA CL057NS R19F057 N/A 3136B6RW5 2049-10-25 2.25776 N/A 22607858.00 433181.27 Agency Collateralized Mortgage Obligation FGRA 4427SA 01/15/45 N/A 3137BGBD0 2045-01-15 1.89251 N/A 82000000.00 529056.94 Agency Collateralized Mortgage Obligation FGRA 4076SG 07/15/42 N/A 3137ASG40 2042-07-15 2.99251 N/A 23218083.00 142092.86 Agency Collateralized Mortgage Obligation FNRM CL062KI R22F062 N/A 3136BN2D7 2052-09-25 4.5 N/A 12871051.00 1499491.44 Agency Collateralized Mortgage Obligation FNRA CL071PS R19F071 N/A 3136B6B69 2049-11-25 2.30776 N/A 33282680.00 982226.21 Agency Collateralized Mortgage Obligation FERM 5606PB 09/25/54 N/A 3137HPBZ5 2055-12-25 4.5 N/A 56061000.00 52420597.94 Agency Collateralized Mortgage Obligation FGRM 4617IP 05/15/46 N/A 3137BRXR1 2046-05-15 3.5 N/A 33920285.00 308385.75 Agency Collateralized Mortgage Obligation FERA 5606SA 12/25/55 N/A 3137HPC84 2055-12-25 1.17224 N/A 58962602.00 1441283.76 Agency Collateralized Mortgage Obligation FERA 5681CS 07/25/56 N/A 3137GB5E1 2056-07-25 1.91033 N/A 86863018.00 3323494.04 Agency Collateralized Mortgage Obligation FGRA 3842PS 04/15/41 N/A 3137A9QW9 2041-04-15 2.89251 N/A 74504333.00 114669.77 Agency Collateralized Mortgage Obligation FERA 4938SK 12/25/49 N/A 3137FQFY4 2049-12-25 2.25776 N/A 46553866.00 1851919.22 Agency Collateralized Mortgage Obligation FGRM 5107LI 05/15/51 N/A 3137H03M8 2051-05-15 3.5 N/A 22612941.00 1379256.76 Agency Collateralized Mortgage Obligation FNRA CL007WS R25F007 N/A 3136BUVV9 2054-09-25 1.47224 N/A 101000000.00 1640383.01 Agency Collateralized Mortgage Obligation FNRM CL123PM R10F123 N/A 31398NY24 2040-07-25 4 N/A 1940000.00 97666.61 Agency Collateralized Mortgage Obligation FNRA CL026KL R16F026 N/A 3136AR4L9 2042-11-25 1.15992 N/A 4820101.00 1392202.27 Agency Collateralized Mortgage Obligation FERM 5502DV 12/25/35 N/A 3137HJSP3 2035-12-25 5.5 N/A 1200000.00 1103489.76 Agency Collateralized Mortgage Obligation FNRM CL115IP R13F115 N/A 3136AG5U2 2043-11-25 4.5 N/A 91659666.00 526362.21 Agency Collateralized Mortgage Obligation FERA 4999PS 03/25/44 N/A 3137FV4P4 2044-03-25 2.20776 N/A 43898226.00 994785.24 Agency Collateralized Mortgage Obligation GNRA 2026-108 SC N/A 38385TPB1 2056-06-20 2.00933 N/A 180364000.00 8305608.39 Agency Collateralized Mortgage Obligation FERA 5393SA 12/25/53 N/A 3137HBQG2 2053-12-25 2.17224 N/A 65696903.00 1847128.78 Agency Collateralized Mortgage Obligation FGRA 4898SA 07/15/49 N/A 3137FMPL0 2049-07-15 2.39251 N/A 56459014.00 1111455.63 Agency Collateralized Mortgage Obligation FNRM CL052GI R20F052 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4.87776 N/A 2289000.00 1152929.92 Agency Collateralized Mortgage Obligation Y Moody's NR Fitch F1+ Standard & Poor's A-1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1500000000.00 1500000000.00 0.0078 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.74000040 3130B5VS4 2549001DPIFGXC1TOL40 US3130B5VS45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-07-01 2027-04-09 2027-04-09 N N N 0.0377 185694029.36 185694029.36 0.0010 N N N N Fixed Income Clearing Corporation - Barclays Fixed Income Clearing Corporation - Barclays 3.65000000 N/A 549300H47WTHXPU08X20 BYJ7GHS62 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 1 1/4 BOND 50 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.25 N/A 100.00 48.15 U.S. Treasuries (including strips) 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 N/A 409500.00 314512.58 U.S. Treasuries (including strips) BILL 10/22/26 254900HROIFWPRGM1V77 912797UL9 2026-10-22 0 N/A 66000.00 65224.96 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 72786400.00 66568144.85 U.S. Treasuries (including strips) 6 1/8 BOND 29 N/A 912810FJ2 2029-08-15 6.125 N/A 47300.00 51089.91 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 N/A 1418300.00 1298055.74 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 N/A 43259400.00 35027709.37 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 471000.00 351094.63 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 200.00 202.93 U.S. Treasuries (including strips) 4 3/8 BOND 40 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375 N/A 1556300.00 1520104.74 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 400.00 398.77 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 201519600.00 205615373.06 U.S. Treasuries (including strips) 4 NOTE N 30 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 N/A 399600.00 403799.23 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 13506200.00 13276587.85 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 N/A 25933600.00 26614679.95 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 88417400.00 88375156.78 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 600.00 573.43 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 96458200.00 91591597.58 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 733200.00 736731.42 U.S. Treasuries (including strips) 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5 N/A 400.00 408.54 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 N/A 16200900.00 15798708.90 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 14829300.00 15028287.33 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 N/A 189100.00 100096.54 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 N/A 200.00 199.59 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 16910700.00 14699960.83 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 N/A 155700.00 155892.32 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 21999900.00 21511964.22 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 N/A 988500.00 971316.54 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 22000700.00 21817500.17 U.S. Treasuries (including strips) 5 BOND 56 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5 N/A 300.00 307.27 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625 N/A 200.00 197.65 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 173702400.00 151191715.78 U.S. Treasuries (including strips) BILL 03/18/27 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0 N/A 2399500.00 2334559.93 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 N/A 10905100.00 9751075.97 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 12937000.00 13286589.31 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 7218100.00 6898766.76 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 489400.00 483749.64 U.S. Treasuries (including strips) 6 5/8 BOND 27 N/A 912810EZ7 2027-02-15 6.625 N/A 52700.00 54911.16 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 668000.00 661693.41 U.S. Treasuries (including strips) BILL 05/13/27 N/A 912797UX3 2027-05-13 0 N/A 199800.00 193214.79 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 N/A 129101800.00 126881765.45 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 49781800.00 49934132.31 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 940400.00 922508.65 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 6795200.00 3781805.70 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 N/A 30000.00 29273.62 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 24253100.00 23303921.19 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 N/A 13882000.00 9770668.07 U.S. Treasuries (including strips) 4 5/8 BOND 40 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 N/A 71937900.00 73118539.65 U.S. Treasuries (including strips) BILL 08/18/26 N/A 912797UU9 2026-08-18 0 N/A 200.00 199.03 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 109982200.00 104929596.21 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 300000.00 301942.09 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 46096400.00 42894199.48 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 N/A 4425800.00 3331276.85 U.S. Treasuries (including strips) 3 3/8 BOND 48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 N/A 12248300.00 9696865.81 U.S. Treasuries (including strips) 3 3/4 NOTE R 32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.75 N/A 90540600.00 88617430.07 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 N/A 20938400.00 20427272.72 U.S. Treasuries (including strips) 0 5/8 NOTE AB 26 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625 N/A 200.00 200.00 U.S. Treasuries (including strips) BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0 N/A 70000.00 69545.49 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375 N/A 52071300.00 52252286.82 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 20955000.00 11891468.03 U.S. Treasuries (including strips) 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875 N/A 23904600.00 16753030.94 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 35000.00 30467.56 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 91234700.00 91683506.30 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 12713800.00 12926841.00 U.S. Treasuries (including strips) BILL 09/22/26 254900HROIFWPRGM1V77 912797VD6 2026-09-22 0 N/A 13900.00 13782.46 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 N/A 3900.00 3809.28 U.S. Treasuries (including strips) 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625 N/A 715800.00 696147.89 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 N/A 171800.00 105747.52 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 152141100.00 150508502.12 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 25030000.00 24264019.08 U.S. Treasuries (including strips) 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375 N/A 140800.00 89169.87 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 N/A 104630000.00 103544673.01 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125 N/A 64787900.00 64878223.89 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 27 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875 N/A 600.00 605.18 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 N/A 100.00 98.48 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.25 N/A 5122000.00 5137975.52 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 48205000.00 48039825.57 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 100.00 99.46 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 9063500.00 7545078.25 U.S. Treasuries (including strips) BILL 11/12/26 N/A 912797UY1 2026-11-12 0 N/A 77200.00 76121.75 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 122331200.00 117974508.68 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.5 N/A 16914700.00 11754515.56 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 N/A 50000500.00 47166121.66 U.S. Treasuries (including strips) 3 1/8 BOND 43 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 354915400.00 289601385.65 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 N/A 56125900.00 55951630.63 U.S. Treasuries (including strips) 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 N/A 63232200.00 60622006.40 U.S. Treasuries (including strips) TRFR AX 01/31/27 N/A 91282CMJ7 2027-01-31 3.873695001 N/A 3464200.00 3487752.89 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375 N/A 8643900.00 8653876.61 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 91164200.00 57782280.52 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 N/A 12363800.00 11201688.94 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 N/A 664437200.00 640605332.62 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875 N/A 586200.00 582296.18 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 312200.00 308593.39 U.S. Treasuries (including strips) 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 N/A 472265200.00 314285824.09 U.S. Treasuries (including strips) 2 BOND 51 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2 N/A 11357800.00 6606384.35 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3 N/A 9294900.00 7149228.10 U.S. Treasuries (including strips) 3 3/8 BOND 44 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375 N/A 100.00 82.48 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.5 N/A 9400000.00 9376825.53 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 N/A 500.00 380.26 U.S. Treasuries (including strips) BILL 10/01/26 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0 N/A 1000000.00 990462.00 U.S. Treasuries (including strips) 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 N/A 94324100.00 94521811.65 U.S. Treasuries (including strips) 4 3/8 NOTE AR 26 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375 N/A 200.00 203.37 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2026-07-07 2026-07-07 2026-07-07 N N N 0.0365 3621400000.00 3621400000.00 0.0188 N N Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.73500000 3133ER3G4 254900C5LP6DN9OP9V83 US3133ER3G49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-07-01 2027-02-10 2027-02-10 N N N 0.0382 430042858.10 430042858.10 0.0022 N N N N Mizuho Securities USA LLC Mizuho Securities USA LLC 3.76000000 N/A 7TK5RJIZDFROZCA6XF66 BRWXLLU75 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FGRA 5121TC 09/15/41 N/A 3137H0N20 2044-03-15 0.02 N/A 9834426.00 2432.28 Agency Collateralized Mortgage Obligation FRESB MTG TR 2019-SB58 B 20381125 FLT N/A 30308MAA5 2038-11-25 5.2302 N/A 62248000.00 22642096.51 Agency Collateralized Mortgage Obligation GNRA 2021-215 IH N/A 38383D2X5 2051-12-20 3 N/A 39646357.00 2515101.56 Agency Collateralized Mortgage Obligation FGRA 5331TH 08/15/44 N/A 3137HAEJ1 2044-08-15 0.05 N/A 11538316.00 15416.77 Agency Collateralized Mortgage Obligation GNRA 2026-101 FA N/A 38385TJ77 2056-06-20 4.6382 N/A 100000000.00 100419238.06 Agency Collateralized Mortgage Obligation FRESB MTG TR 2021-SB87 B 20410425 FLT N/A 30320VAF8 2041-04-25 7.9754 N/A 42861096.00 27540442.92 Agency Collateralized Mortgage Obligation GNRA 2025-152 SC N/A 38381UNY4 2055-09-20 1.6917 N/A 127000000.00 3703002.73 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB52 X1-SA 20380725 FLT N/A 30297CAM4 2038-07-25 0 N/A 96789390.00 74012.65 Agency Collateralized Mortgage Obligation FGRM 4783JI 07/15/33 N/A 3137F4Y48 2033-07-15 3.5 N/A 124269272.00 206471.42 Agency Collateralized Mortgage Obligation FNRA CL085SC R17F085 N/A 3136AYSU8 2047-11-25 2.4578 N/A 39003748.00 528814.45 Agency Collateralized Mortgage Obligation GNRA 2025-090 SC N/A 38385GYT0 2055-05-20 1.5413 N/A 163449087.00 3666980.07 Agency Collateralized Mortgage Obligation FGRA 4161SP 02/15/43 N/A 3137AYNW7 2043-02-15 2.4425 N/A 20500000.00 445245.17 Agency Collateralized Mortgage Obligation FRESB MTG TR 2020-SB70 B 20391025 FLT N/A 302987AJ1 2039-10-25 13.9435 N/A 41272141.00 19610809.15 Agency Collateralized Mortgage Obligation GNRA 2025-027 ID N/A 38385DQZ2 2055-02-20 0.07 N/A 50000000.00 25090.99 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-143 X3 20500425 FLT N/A 3137H74D2 2050-04-25 3.2474 N/A 7000000.00 1047563.82 Agency Collateralized Mortgage Obligation FNRA CL022SB R26F022 N/A 3136G5HK9 2056-04-25 1.3722 N/A 210371335.00 4835009.19 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-F100 AS 20280125 FLT N/A 3137FF3L9 2028-01-25 3.7717 N/A 13460000.00 2424206.86 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-034 A-PT2 20540725 FLT N/A 3137HLY30 2054-07-25 3.0036 N/A 500000.00 442439.38 Agency Collateralized Mortgage Obligation GNRA 2026-045 FL N/A 38385N6F6 2056-03-20 4.2087 N/A 18249932.00 17933332.85 Agency Collateralized Mortgage Obligation GNRA 2022-009 FB N/A 38383FN58 2052-01-20 2.5 N/A 300000000.00 172375450.06 Agency Collateralized Mortgage Obligation FNST TR0427 C55 RC N/A 31423XPH8 2037-08-25 1.5 N/A 139000000.00 4531622.62 Agency Collateralized Mortgage Obligation GNRA 2003-41 DS N/A 38373QNJ6 2033-05-20 3.9465 N/A 25000000.00 751.71 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-113 X3 20480525 FLT N/A 3137FV5R9 2048-05-25 3.0772 N/A 108643404.00 11834618.89 Agency Collateralized Mortgage Obligation FNRM RC091IK R20F091 N/A 3136BCX47 2043-11-25 4 N/A 22639231.00 640619.43 Agency Collateralized Mortgage Obligation FGRA 4091ES 08/15/42 N/A 3137ATDJ8 2042-08-15 2.8425 N/A 22372053.00 394399.77 Agency Collateralized Mortgage Obligation FRESB MTG TR 2020-SB75 X1 20400425 FLT N/A 30314WAJ6 2040-04-25 0.7429 N/A 444201323.00 12122754.89 Agency Collateralized Mortgage Obligation FGRA 4351AS 06/15/44 N/A 3137BBPE4 2044-06-15 2.4925 N/A 50000000.00 205926.92 Agency Collateralized Mortgage Obligation GNRA 2025-027 FB N/A 38385DQU3 2055-02-20 5.3387 N/A 100000000.00 54098006.05 Agency Collateralized Mortgage Obligation FNRA CL043FI R12F043 N/A 3136A5YL4 2041-07-25 3.7422 N/A 7000000.00 4049.43 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-X04 X-FX 20340125 FLT N/A 3137FWHN3 2034-01-25 1.3772 N/A 19940000.00 326538.30 Agency Collateralized Mortgage Obligation FNRA CL035SJ R25F035 N/A 3136BVK56 2055-05-25 1.2722 N/A 100000000.00 1620779.78 Agency Collateralized Mortgage Obligation FNRA CL006BI R24F006 N/A 3136BQ2W8 2043-07-25 3.0144 N/A 6098639.00 637058.02 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES T-042 A6 20420225 9.50000 N/A 31392MH47 2042-02-25 9.5 N/A 128000.00 3362.83 Agency Collateralized Mortgage Obligation GNRA 2024-046 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299054265.00 13436556.67 Agency Collateralized Mortgage Obligation GNRA 2025-022 HS N/A 38385CT65 2055-02-20 1.6413 N/A 84894016.00 3088942.05 Agency Collateralized Mortgage Obligation GNRA 2012-134 PS N/A 38378GBM9 2042-11-20 1.2465 N/A 132412992.00 112180.19 Agency Collateralized Mortgage Obligation GNRA 2025-149 SD N/A 38381URH7 2065-09-20 2.3913 N/A 207707392.00 6206440.21 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-G05 X3 20340125 FLT N/A 3137FFXP7 2034-01-25 2.7013 N/A 1625000.00 161089.56 Agency Collateralized Mortgage Obligation GNRA 2021-197 FD N/A 38383DQB7 2051-11-20 2.5 N/A 150000000.00 82912364.54 Agency Collateralized Mortgage Obligation GNRA 2025-090 SD N/A 38385GYL7 2055-05-20 0.6713 N/A 200000000.00 2052906.68 Agency Collateralized Mortgage Obligation GNRA 2025-178 ZB N/A 38383BW65 2055-10-20 6 N/A 24164000.00 9772428.57 Agency Collateralized Mortgage Obligation GNRA 2025-157 SC N/A 38381UWP3 2055-09-20 3.0413 N/A 57046000.00 4509187.85 Agency 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Mortgage Obligation FGRA 3747SA 10/15/40 N/A 31398QUP0 2040-10-15 2.7925 N/A 48956061.00 140238.03 Agency Collateralized Mortgage Obligation GNRA 2026-008 SP N/A 38385LUG1 2056-01-20 3.7913 N/A 29993714.00 3755164.47 Agency Collateralized Mortgage Obligation FREMF 2022-KF140 MORTGAGE TR CS 20290725 FLT N/A 30328BAE7 2029-07-25 8.8417 N/A 70488842.00 52181921.95 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-131 X3 20490925 FLT N/A 3137H2N91 2049-09-25 3.0482 N/A 20902000.00 2685791.22 Agency Collateralized Mortgage Obligation FNRA CL006SB R24F006 N/A 3136BQ2Q1 2054-03-25 3.3922 N/A 63668669.00 2862852.54 Agency Collateralized Mortgage Obligation GNRA 2022-009 FE N/A 38383FN74 2052-01-20 2.5 N/A 6677000.00 3836502.93 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-K95 D 20520825 0.00000 N/A 30311MAW2 2052-08-25 0 N/A 94991142.00 69309336.85 Agency Collateralized Mortgage Obligation FNRA CL050ST R23F050 N/A 3136BQLT4 2049-07-25 0.1 N/A 20341106.00 50512.30 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4076513.77 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-748 X3 20500225 FLT N/A 3137H5YF8 2050-02-25 2.7837 N/A 14432000.00 877716.86 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TR 2019-SB64 B 20390625 FLT N/A 30298DAA7 2039-06-25 11.5199 N/A 44262383.00 17036061.27 Agency Collateralized Mortgage Obligation FGRA 4279SA 12/15/43 N/A 3137B6G96 2043-12-15 2.3925 N/A 35692773.00 286560.62 Agency Collateralized Mortgage Obligation FNRA CL052PS R12F052 N/A 3136A6AM6 2042-05-25 2.8378 N/A 104663303.00 909158.26 Agency Collateralized Mortgage Obligation FGRA 4795WS 03/15/48 N/A 3137F5S67 2048-03-15 2.4425 N/A 21176438.00 312248.90 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB55 X1 20380825 FLT N/A 30297PAL7 2038-08-25 0 N/A 177390777.00 340225.74 Agency Collateralized Mortgage Obligation GNRA 2026-101 PF N/A 38385TK26 2056-06-20 4.493 N/A 40234333.00 40265557.19 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST 2021-SB91 X1 20410825 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U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 N/A 47065400.00 47385333.45 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 100000000.00 100000000.00 0.0005 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.67999920 3133EWMR8 254900C5LP6DN9OP9V83 US3133EWMR88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-07-01 2027-07-23 2027-07-23 N N N 0.0375 146978581.64 146978581.64 0.0008 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.63499920 3130BASK4 2549001DPIFGXC1TOL40 US3130BASK40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-07-01 2026-09-23 2026-09-23 N N N 0.0380 445923150.93 445923150.93 0.0023 N N N N Fixed Income Clearing Corporation - Barclays Fixed Income Clearing Corporation - Barclays 3.67000000 N/A 549300H47WTHXPU08X20 BYJ7ANFV4 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 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.75 N/A 48758300.00 48528798.99 U.S. Treasuries (including strips) 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 1000.00 983.00 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 N/A 800.00 810.32 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 N/A 398400.00 302990.47 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 N/A 100.00 100.02 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 N/A 33735900.00 32027615.23 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 100.00 98.10 U.S. Treasuries (including strips) 6 1/4 BOND 30 N/A 912810FM5 2030-05-15 6.25 N/A 100.00 108.16 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 N/A 3362100.00 3438285.71 U.S. Treasuries (including strips) 3 7/8 NOTE AM 29 N/A 91282CQJ3 2029-04-15 3.875 N/A 8522600.00 8532651.96 U.S. Treasuries (including strips) 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 N/A 41077500.00 40177995.17 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.75 N/A 100.00 98.84 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 N/A 100.00 71.90 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 261725500.00 267044924.28 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 N/A 100.00 99.53 U.S. Treasuries (including strips) 2 7/8 BOND 45 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875 N/A 36000.00 27284.64 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625 N/A 300.00 304.53 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875 N/A 517900.00 514985.90 U.S. Treasuries (including strips) 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 N/A 2257800.00 2129812.09 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 5119000.00 5171096.82 U.S. Treasuries (including strips) BILL 07/02/26 254900HROIFWPRGM1V77 912797TF4 2026-07-02 0 N/A 598200.00 598140.18 U.S. Treasuries (including strips) 5 3/8 BOND 31 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375 N/A 400.00 428.48 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 400.00 405.78 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.5 N/A 25000000.00 25015643.09 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875 N/A 5000.00 4893.24 U.S. Treasuries (including strips) 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 200.00 202.54 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.5 N/A 5809500.00 5793160.70 U.S. Treasuries (including strips) TRFR BK 10/31/26 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 3.980695001 N/A 100.00 100.72 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 16638900.00 16587713.14 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 27 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875 N/A 2900200.00 2925259.36 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.25 N/A 50000400.00 50697872.43 U.S. Treasuries (including strips) 5 BOND 56 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5 N/A 25084000.00 25691484.31 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.5 N/A 1900.00 1874.36 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 42276900.00 43419325.00 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 200.00 194.23 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 100.00 100.35 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 N/A 1200.00 1231.51 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 300.00 297.17 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 17403600.00 15280646.95 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.75 N/A 54000.00 53875.12 U.S. Treasuries (including strips) 3 3/4 NOTE AM 28 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.75 N/A 200.00 200.22 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 N/A 200.00 201.99 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 N/A 1200.00 1208.06 U.S. Treasuries (including strips) 4 NOTE F 35 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 N/A 22877400.00 22318939.79 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 21773300.00 17837245.77 U.S. Treasuries (including strips) 6 1/8 BOND 29 N/A 912810FJ2 2029-08-15 6.125 N/A 100.00 108.01 U.S. Treasuries (including strips) 1 5/8 BOND 50 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625 N/A 100.00 52.93 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 N/A 273263000.00 244345147.97 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 3793300.00 3753117.45 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 269391900.00 188449332.16 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625 N/A 900.00 728.74 U.S. Treasuries (including strips) 5 1/4 BOND 28 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.25 N/A 100.00 103.16 U.S. Treasuries (including strips) 5 BOND 45 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5 N/A 6158000.00 6289436.35 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 30887100.00 31786851.01 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 200.00 201.75 U.S. Treasuries (including strips) 4 1/4 BOND 39 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.25 N/A 100.00 97.54 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 100.00 95.58 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 4513000.00 4505184.15 U.S. Treasuries (including strips) 2 3/8 BOND 49 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 N/A 300.00 193.44 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 N/A 100.00 70.38 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 N/A 200.00 145.17 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 N/A 1304600.00 1288790.71 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 200.00 207.27 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 N/A 100.00 99.69 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 49004800.00 49721936.24 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 100.00 101.09 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 N/A 265600.00 256073.53 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 100.00 98.85 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 51244800.00 51071438.84 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 100.00 99.02 U.S. Treasuries (including strips) BILL 10/13/26 N/A 912797VL8 2026-10-13 0 N/A 100.00 98.93 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 447900.00 449962.47 U.S. Treasuries (including strips) 4 NOTE N 32 N/A 91282CNR8 2032-07-31 4 N/A 400.00 401.66 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 300.00 297.66 U.S. Treasuries (including strips) 1 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Citigroup Global Markets, Inc. 3.64000000 N/A MBNUM2BPBDO7JBLYG310 BYJ7GHAH7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 3/8 TRIB 56 N/A 912810US5 2056-02-15 2.375 N/A 9979000.00 9679836.10 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 800.00 771.95 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625 N/A 800.00 789.05 U.S. Treasuries (including strips) 1 TRIB 49 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1 N/A 100.00 94.78 U.S. Treasuries (including strips) 3 5/8 TRIB 28 N/A 912810FD5 2028-04-15 3.625 N/A 4000.00 8508.51 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 9500000.00 9500000.00 0.0001 N Y Y N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 3.71000160 3135G1AJ0 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Bank of America Securities, Inc. 3.64000000 N/A 549300HN4UKV1E2R3U73 BYJ7GHC44 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY BILL GOVT N/A 912797TC1 2500-12-31 0 N/A 5491976.00 5389007.55 U.S. Treasuries (including strips) TREASURY NOTE 254900HROIFWPRGM1V77 91282CGP0 2500-12-31 4 N/A 220384.00 222788.09 U.S. Treasuries (including strips) TREASURY (CPI) NOTE 254900HROIFWPRGM1V77 9128287D6 2500-12-31 0.25 N/A 1253522.00 1558252.03 U.S. Treasuries (including strips) TREASURY BILL GOVT 254900HROIFWPRGM1V77 912797RG4 2500-12-31 0 N/A 381970.00 380587.27 U.S. Treasuries (including strips) TREASURY BOND 254900HROIFWPRGM1V77 912810EY0 2500-12-31 6.5 N/A 204184.00 207242.95 U.S. Treasuries (including strips) TREASURY NOTE 254900HROIFWPRGM1V77 91282CKR1 2500-12-31 4.5 N/A 971420.00 980228.44 U.S. Treasuries (including strips) TREASURY STRIP (INT) CSTRIP 254900HROIFWPRGM1V77 912833RY8 2500-12-31 0 N/A 999946.00 934754.21 U.S. Treasuries (including strips) TREASURY NOTE 254900HROIFWPRGM1V77 91282CGH8 2500-12-31 3.5 N/A 443073.00 445128.20 U.S. Treasuries (including strips) TREASURY NOTE 254900HROIFWPRGM1V77 91282CJC6 2500-12-31 4.625 N/A 79844.00 80808.03 U.S. Treasuries (including strips) Y Fitch F1+ Standard & Poor's A-1 Moody's NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 10000000.00 10000000.00 0.0001 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62999880 3130B8NY4 2549001DPIFGXC1TOL40 US3130B8NY44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-07-01 2026-08-19 2026-08-19 N N N 0.0374 222366559.94 222366559.94 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.63999960 3130BAPG6 2549001DPIFGXC1TOL40 US3130BAPG64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-07-01 2026-10-13 2026-10-13 N N N 0.0373 442874149.68 442874149.68 0.0023 N N N N Royal Bank of Canada Royal Bank of Canada 3.64000000 N/A 549300HXQQQCCUBS2Z23 BYJ7GHC93 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 1/2 TPRN 46 254900HROIFWPRGM1V77 912803ET6 2046-05-15 0 N/A 625000.00 232116.25 U.S. Treasuries (including strips) 3 3/8 TPRN 48 254900HROIFWPRGM1V77 912803FF5 2048-11-15 0 N/A 6000000.00 1957758.00 U.S. Treasuries (including strips) 2 7/8 TPRN 49 254900HROIFWPRGM1V77 912803FJ7 2049-05-15 0 N/A 9155200.00 2910135.96 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 5000000.00 5000000.00 0.0000 N Y Y N Fixed Income Clearing Corporation - MS Fixed Income Clearing Corporation - MS 3.65000000 N/A 549300H47WTHXPU08X20 BYJ7GHB03 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y FNMS 07.000 K2849182 N/A 31408EM74 2036-01-01 7 N/A 50000.00 566.99 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4162 N/A 3140W4TU1 2056-01-01 5 N/A 1000.00 969.59 Agency Mortgage-Backed Securities FNMS 05.500 CL725423 N/A 31402C4G4 2034-05-01 5.5 N/A 7500000.00 46760.07 Agency Mortgage-Backed Securities FNMS 06.500 CL545995 N/A 31385JRQ3 2032-10-01 6.5 N/A 85000.00 94.78 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8256 N/A 3140QGE60 2050-12-01 2.5 N/A 1000.00 509.86 Agency Mortgage-Backed Securities FNMS 05.500 CLBW9788 N/A 3140N22W0 2053-06-01 5.5 N/A 34309248.00 20109896.86 Agency Mortgage-Backed Securities BILL 11/12/26 N/A 912797UY1 2026-11-12 0 N/A 100.00 98.60 U.S. Treasuries (including strips) FNMS 02.500 CLCB2643 N/A 3140QM5D2 2052-01-01 2.5 N/A 3460500.00 2140001.24 Agency Mortgage-Backed Securities FEPC 06.000 CISB8360 N/A 3132D6JD3 2040-01-01 6 N/A 16000.00 8170.14 Agency Mortgage-Backed Securities FEPC 05.000 CLTB7448 N/A 3142K9H24 2056-07-01 5 N/A 1129172.00 1124686.68 Agency Mortgage-Backed Securities FNMS 03.500 CIAL5259 N/A 3138EMZZ7 2029-05-01 3.5 N/A 36000.00 1223.63 Agency Mortgage-Backed Securities FEPC 02.000 CLQD0652 N/A 3133AWWM2 2051-11-01 2 N/A 100000.00 57754.94 Agency Mortgage-Backed Securities FNMS 05.500 CLDB3997 N/A 3140ADNP2 2054-05-01 5.5 N/A 1024.00 831.36 Agency Mortgage-Backed Securities FNMS 05.500 CL555956 N/A 31385XTM9 2033-12-01 5.5 N/A 30000.00 169.87 Agency Mortgage-Backed Securities FNMS 06.000 CLDG6350 N/A 3140UABU8 2056-06-01 6 N/A 224664.00 234093.45 Agency Mortgage-Backed Securities FEPC 05.500 CLQI5492 N/A 3133WCC51 2054-05-01 5.5 N/A 3000.00 2739.91 Agency Mortgage-Backed Securities FNMS 07.000 CLDD7849 N/A 3140B8WK3 2055-04-01 7 N/A 1000.00 878.20 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0824 N/A 3140FX4J8 2064-08-01 3.5 N/A 81182800.00 64824964.25 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0371 N/A 3140Y6MV9 2055-05-01 5 N/A 2048.00 1985.67 Agency Mortgage-Backed Securities FNMS 03.000 CLBV2946 N/A 3140MGHY0 2052-03-01 3 N/A 1000.00 630.77 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9665 N/A 3140QVW34 2054-12-01 5.5 N/A 3104.00 2610.59 Agency Mortgage-Backed Securities FNMS 05.500 CLAE0098 N/A 31419ADC8 2038-02-01 5.5 N/A 5000.00 88.71 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4228 N/A 3140XKVW7 2052-08-01 3.5 N/A 1000.00 739.76 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5460 N/A 3140XMB62 2053-05-01 6 N/A 2000.00 1401.94 Agency Mortgage-Backed Securities FNMS 03.500 CLFS8828 N/A 3140XQY27 2052-08-01 3.5 N/A 1017.00 801.60 Agency Mortgage-Backed Securities FEPC 06.500 CLTB2317 N/A 3142K3SF6 2056-04-01 6.5 N/A 1266124.00 1326366.68 Agency Mortgage-Backed Securities FNMS 05.000 CLAL7319 N/A 3138EQDZ2 2039-06-01 5 N/A 6000.00 596.23 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7848 N/A 3140XPWJ4 2052-06-01 3 N/A 1000.00 706.96 Agency Mortgage-Backed Securities FNMS 04.500 CTDH3397 N/A 3140UJX35 2046-06-01 4.5 N/A 1000.00 971.62 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1202 N/A 3140XGKQ1 2050-09-01 3 N/A 3982000.00 2244107.18 Agency Mortgage-Backed Securities FNMS 05.000 CL865186 N/A 31409AF38 2036-02-01 5 N/A 60000.00 150.06 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9325 N/A 3140QVLF9 2054-10-01 5.5 N/A 4013.00 3212.79 Agency Mortgage-Backed Securities FNMS 07.000 CLDA7463 N/A 3140A8JH6 2054-01-01 7 N/A 1005.00 640.84 Agency Mortgage-Backed Securities FNMS 04.500 CIAL4898 N/A 3138EMNQ0 2027-01-01 4.5 N/A 22000.00 0.23 Agency Mortgage-Backed Securities FNMS 05.500 CLBM4681 N/A 3140J9FX4 2044-05-01 5.5 N/A 4000.00 935.77 Agency Mortgage-Backed Securities FNMS 03.000 CKCA0522 N/A 3140Q7SL2 2047-10-01 3 N/A 17000.00 1349.01 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5132 N/A 3132DSVZ2 2054-04-01 5.5 N/A 20000.00 16001.61 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8877 N/A 3140QU2K1 2054-07-01 6.5 N/A 2300.00 1454.72 Agency Mortgage-Backed Securities FNMS 03.000 CLFA5476 N/A 3140W6CN0 2052-06-01 3 N/A 2065.00 1811.84 Agency Mortgage-Backed Securities FEPC 04.500 CLRQ0011 N/A 3142J6AM5 2055-06-01 4.5 N/A 84578.00 77169.26 Agency Mortgage-Backed Securities 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 100.00 99.50 U.S. Treasuries (including strips) FNMS 05.500 CLCB7434 B1V7KEBTPIMZEU4LTD58 3140QTHL6 2053-11-01 5.5 N/A 2080.00 1710.51 Agency Mortgage-Backed Securities FNMS 05.000 CLFA2826 N/A 3140W3D89 2055-07-01 5 N/A 4788800.00 4645467.45 Agency Mortgage-Backed Securities FNMS 07.000 CL535336 N/A 31384VV58 2030-02-01 7 N/A 36000.00 10.84 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3528 N/A 3140QN4N9 2052-05-01 4 N/A 4000.00 2785.44 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9473 N/A 3140XRQ32 2054-10-01 5 N/A 3727.00 3337.72 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5256 N/A 3140W5ZW7 2056-04-01 5 N/A 2030.00 1998.49 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5647 N/A 3140QRHZ9 2053-02-01 5.5 N/A 3000.00 2387.00 Agency Mortgage-Backed Securities FNMS 03.500 CIFM7745 N/A 3140XBTB6 2034-10-01 3.5 N/A 2000.00 577.07 Agency Mortgage-Backed Securities FNMS 02.500 CIAS7495 N/A 3138WHKH4 2031-07-01 2.5 N/A 15000.00 1502.35 Agency Mortgage-Backed Securities FNMS 04.500 CLBW0035 N/A 3140MRBD8 2052-07-01 4.5 N/A 5000.00 2881.53 Agency Mortgage-Backed Securities FNMS 04.500 CIBT6626 N/A 3140LVLG2 2038-04-01 4.5 N/A 513024.00 209840.46 Agency Mortgage-Backed Securities FNMS 06.000 CL486203 N/A 31382MDG6 2029-02-01 6 N/A 974976.00 703.25 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4715 N/A 3132A5GY5 2047-04-01 4.5 N/A 3000.00 238.80 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5984 N/A 3140JAUJ5 2049-05-01 5 N/A 25000.00 3207.11 Agency Mortgage-Backed Securities FNMS 06.500 CLAL8130 N/A 3138ETA89 2040-06-01 6.5 N/A 23990.00 2782.61 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5555 N/A 3140QDE59 2050-04-01 3.5 N/A 3000.00 917.66 Agency Mortgage-Backed Securities FNMS 03.500 CLAR2583 N/A 3138NY2R5 2043-02-01 3.5 N/A 1000.00 159.30 Agency Mortgage-Backed Securities FNMS 05.000 CLDF8770 N/A 3140U0W86 2056-02-01 5 N/A 2016.00 1993.91 Agency Mortgage-Backed Securities FNMS 03.500 CLCB2681 N/A 3140QM6T6 2052-01-01 3.5 N/A 7797.00 4473.00 Agency Mortgage-Backed Securities FNMS 03.500 CLAO0413 N/A 3138LQN75 2042-06-01 3.5 N/A 36000.00 2216.20 Agency Mortgage-Backed Securities 03.500 FGPC U89026 G N/A 3132H1A49 2033-12-01 3.5 N/A 1000.00 99.84 Agency Mortgage-Backed Securities FNMS 08.000 CL537806 N/A 31384YNX0 2030-05-01 8 N/A 692863.00 307.36 Agency Mortgage-Backed Securities FNMS 04.000 CIBN5356 N/A 3140JM5S7 2034-03-01 4 N/A 16000.00 2831.71 Agency Mortgage-Backed Securities 05.625 FGPC U30271 G N/A 31335YJQ0 2037-01-01 5.625 N/A 1009.00 8.00 Agency Mortgage-Backed Securities FNMS 03.500 CIFM3628 N/A 3140X7A66 2035-04-01 3.5 N/A 8000.00 2153.98 Agency Mortgage-Backed Securities FNMS 02.500 CNAS8342 N/A 3138WJHU5 2026-11-01 2.5 N/A 10000.00 56.52 Agency Mortgage-Backed Securities FNMS 05.000 CLBY6690 N/A 3140NPNG1 2053-08-01 5 N/A 1000.00 920.40 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3885 N/A 3140XKJ76 2051-11-01 3 N/A 1001.00 699.62 Agency Mortgage-Backed Securities FNMS 03.000 CIAK7410 N/A 3138ECGU1 2027-03-01 3 N/A 175000.00 1050.64 Agency Mortgage-Backed Securities FEPC 03.500 CIZS7928 N/A 3132A8YZ6 2033-02-01 3.5 N/A 9000.00 947.88 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ9928 N/A 3133D2A56 2054-12-01 5 N/A 1000.00 917.71 Agency Mortgage-Backed Securities FNMS 06.000 CL849985 N/A 31408FJ67 2036-02-01 6 N/A 400740.00 26687.35 Agency Mortgage-Backed Securities FNMS 07.000 GO252608 N/A 31371HR59 2029-05-01 7 N/A 144000.00 361.01 Agency Mortgage-Backed Securities FNMS 03.500 CLBO3024 N/A 3140JXLE6 2049-10-01 3.5 N/A 1000.00 178.95 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7622 N/A 3140XPPG8 2054-04-01 5.5 N/A 1000.00 816.39 Agency Mortgage-Backed Securities FEPC 08.000 CLZJ4406 N/A 3131WU3P1 2030-08-01 8 N/A 2679808.00 810.67 Agency Mortgage-Backed Securities FNMS 06.500 CLFA1899 N/A 3140W2DD0 2055-06-01 6.5 N/A 1091.00 877.10 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4793 N/A 3140X8KF3 2050-11-01 2 N/A 1000.00 459.22 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9517 N/A 3140XDSF4 2051-11-01 2.5 N/A 3000.00 1788.19 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3747 B1V7KEBTPIMZEU4LTD58 31418DEV0 2049-08-01 4.5 N/A 1000.00 89.96 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0863 N/A 3140W05Z4 2055-03-01 5.5 N/A 1044.00 912.95 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0598 N/A 31329HUX7 2029-05-01 6.5 N/A 469885.00 265.25 Agency Mortgage-Backed Securities FNMS 03.500 CIAS9518 N/A 3138WKSG1 2032-03-01 3.5 N/A 1000.00 109.72 Agency Mortgage-Backed Securities FNMS 05.900 CA906944 N/A 31411FS96 2036-12-01 5.9 N/A 982306.00 26743.02 Agency Mortgage-Backed Securities FNMS 04.000 CLBO7222 N/A 3140K3AY8 2050-01-01 4 N/A 39000.00 7019.91 Agency Mortgage-Backed Securities FNMS 06.000 CLDD2398 N/A 3140B2UY8 2055-02-01 6 N/A 2148270.00 969890.12 Agency Mortgage-Backed Securities FNMS 03.000 CLAT5993 N/A 3138WTUT1 2043-05-01 3 N/A 2000.00 239.53 Agency Mortgage-Backed Securities FNMS 04.000 CLCA4626 N/A 3140QCD86 2049-11-01 4 N/A 2000.00 594.54 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6756 N/A 3140QSQJ3 2053-07-01 6 N/A 6244.00 4067.75 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4620 N/A 3140QQD28 2052-09-01 5 N/A 1000.00 690.05 Agency Mortgage-Backed Securities FNMS 04.500 CLAL6294 N/A 3138EN7G8 2044-11-01 4.5 N/A 5000.00 392.44 Agency Mortgage-Backed Securities FNMS 06.000 CLDH3676 N/A 3140UKCN1 2056-06-01 6 N/A 1000.00 1036.34 Agency Mortgage-Backed Securities FEPC 02.500 CLRA3611 N/A 3133KKAL3 2050-09-01 2.5 N/A 499000.00 240350.31 Agency Mortgage-Backed Securities FNMS 05.500 CLDF4736 N/A 3140BVHN3 2055-11-01 5.5 N/A 1000.00 1021.05 Agency Mortgage-Backed Securities FEPC 07.000 CLZS3721 N/A 3132A4D21 2039-03-01 7 N/A 2400000.00 87874.62 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5160 N/A 3140QQWW1 2052-11-01 6.5 N/A 1020.00 645.92 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6569 N/A 3140NBJP7 2053-03-01 5.5 N/A 1002.00 636.66 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7362 N/A 3140XPFC8 2050-04-01 3 N/A 1025.00 749.82 Agency Mortgage-Backed Securities FNMS 03.500 CIFS0471 N/A 3140XFQZ7 2033-05-01 3.5 N/A 2000.00 539.94 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8067 N/A 3132DV6C4 2050-06-01 2.5 N/A 650000.00 206952.90 Agency Mortgage-Backed Securities FEPC 04.000 ZLSI2017 N/A 3133USG21 2048-12-01 4 N/A 1000.00 318.68 Agency Mortgage-Backed Securities FNMS 05.000 CLBW2630 N/A 3140MT4Q3 2056-02-01 5 N/A 1000.00 991.63 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1002 N/A 3140X4DG8 2048-01-01 3.5 N/A 1000.00 233.16 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5230 N/A 3140XLY44 2053-06-01 5.5 N/A 3000.00 1986.97 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4728 N/A 3132A5HD0 2047-07-01 4.5 N/A 3000.00 324.96 Agency Mortgage-Backed Securities FNMS 04.000 CLCA4030 N/A 3140QBPQ5 2049-08-01 4 N/A 1000.00 103.43 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5286 N/A 3140QQ2U8 2052-12-01 5.5 N/A 4096.00 2785.89 Agency Mortgage-Backed Securities FNMS 06.000 CL483363 N/A 31382H5Y7 2029-01-01 6 N/A 25000.00 100.94 Agency Mortgage-Backed Securities BILL 11/27/26 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0 N/A 100.00 98.44 U.S. Treasuries (including strips) FNMS 05.000 CLDF4746 N/A 3140BVHY9 2055-12-01 5 N/A 1008.00 997.74 Agency Mortgage-Backed Securities FEPC 05.000 CLSD5413 N/A 3132DTAN0 2054-05-01 5 N/A 10000.00 8186.06 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6851 N/A 3140QSTH4 2053-08-01 4.5 N/A 1000.00 686.93 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7532 N/A 3140XPLN7 2054-03-01 5.5 N/A 1000.00 820.76 Agency Mortgage-Backed Securities FNMS 03.500 CIAS0907 N/A 3138WAAH0 2028-11-01 3.5 N/A 13000.00 327.48 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1649 N/A 3132DNZN6 2049-06-01 3.5 N/A 43390000.00 27526349.21 Agency Mortgage-Backed Securities FNMS 04.500 CLFM1568 N/A 3140X4W69 2046-05-01 4.5 N/A 2000.00 511.21 Agency Mortgage-Backed Securities FNMS 05.500 CLDG5759 N/A 3140U9MH8 2056-04-01 5.5 N/A 1000.00 1022.46 Agency Mortgage-Backed Securities FNMS 07.500 CL520487 N/A 31384DF49 2029-11-01 7.5 N/A 919616.00 911.05 Agency Mortgage-Backed Securities FNMS 03.500 CIFM8138 N/A 3140XCBG2 2035-09-01 3.5 N/A 3000.00 484.02 Agency Mortgage-Backed Securities FNMS 03.000 CIAQ2884 N/A 3138MJF20 2027-12-01 3 N/A 130905.00 2457.47 Agency Mortgage-Backed Securities FNMS 06.000 CLDE3154 N/A 3140BFQG3 2055-06-01 6 N/A 1000.00 953.11 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6740 N/A 3140QEP22 2050-08-01 3 N/A 2000.00 619.66 Agency Mortgage-Backed Securities BILL 10/08/26 N/A 912797UJ4 2026-10-08 0 N/A 100.00 98.98 U.S. Treasuries (including strips) FNMS 04.500 CLFM1924 N/A 3140X5D67 2049-07-01 4.5 N/A 1024.00 252.77 Agency Mortgage-Backed Securities FNMS 05.000 CLDG3803 N/A 3140U7GM8 2056-03-01 5 N/A 1012.00 949.83 Agency Mortgage-Backed Securities FNMS 04.000 CTFS2876 N/A 3140XJFS7 2039-02-01 4 N/A 5000.00 2826.53 Agency Mortgage-Backed Securities FNMS 03.000 CLFM7529 N/A 3140XBLK4 2051-05-01 3 N/A 1000.00 561.15 Agency Mortgage-Backed Securities FNMS 02.500 CLBR3006 N/A 3140L1KU8 2051-03-01 2.5 N/A 1000.00 545.37 Agency Mortgage-Backed Securities FNMS 03.500 CLAY5612 N/A 3138YKGW7 2045-06-01 3.5 N/A 9000.00 1678.88 Agency Mortgage-Backed Securities FNMS 05.000 CLFM8425 N/A 3140XCLF3 2047-07-01 5 N/A 1001.00 415.83 Agency Mortgage-Backed Securities FNMS 06.500 CL545699 N/A 31385JGG7 2032-06-01 6.5 N/A 56000.00 54.53 Agency Mortgage-Backed Securities FEPC 05.500 CLQG3700 N/A 3133C4DD3 2053-05-01 5.5 N/A 1000.00 479.12 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5171 N/A 3140XLW95 2051-12-01 3 N/A 1000.00 708.79 Agency Mortgage-Backed Securities FNMS 04.000 CIAL7713 N/A 3138EQSB9 2027-04-01 4 N/A 999936.00 295.90 Agency Mortgage-Backed Securities FNMS 03.500 CLBO0988 N/A 3140JVC26 2049-07-01 3.5 N/A 2000.00 241.01 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8541 N/A 3140QUP34 2054-05-01 6 N/A 2118.00 1710.62 Agency Mortgage-Backed Securities FNMS 06.500 CL745932 N/A 31403DVZ9 2036-11-01 6.5 N/A 12610000.00 64491.18 Agency Mortgage-Backed Securities FNMS 03.000 CLAZ2936 N/A 3138YUHN4 2045-09-01 3 N/A 1000.00 138.16 Agency Mortgage-Backed Securities FNMS 06.000 CL725690 N/A 31402DF70 2034-08-01 6 N/A 171167.00 1072.94 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4878 N/A 3140U8M49 2056-06-01 5 N/A 1000.00 999.37 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5660 N/A 3140XMJE7 2053-08-01 5.5 N/A 1045.00 817.92 Agency Mortgage-Backed Securities FNMS 06.000 CLDG8468 N/A 3140UCMS7 2056-05-01 6 N/A 9001.00 9392.75 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8353 N/A 3132DWH63 2053-07-01 4 N/A 47710720.00 37168642.74 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2297 B1V7KEBTPIMZEU4LTD58 3140Q9RT2 2048-09-01 4.5 N/A 1000.00 165.77 Agency Mortgage-Backed Securities FNMS 03.500 CIAV2326 N/A 3138XDSQ4 2028-12-01 3.5 N/A 1000.00 27.61 Agency Mortgage-Backed Securities FEPC 02.000 CLQC0619 N/A 3133AJVL4 2051-04-01 2 N/A 31617.00 19802.18 Agency Mortgage-Backed Securities FEPC 05.000 CLTB6630 N/A 3142K8LL9 2056-06-01 5 N/A 3398184.00 3396569.11 Agency Mortgage-Backed Securities FNMS 03.500 CLAT1714 N/A 3138WN3Y3 2043-04-01 3.5 N/A 10000.00 1020.76 Agency Mortgage-Backed Securities FNMS 02.500 CIAS6269 N/A 3138WF6F8 2030-12-01 2.5 N/A 4000.00 403.28 Agency Mortgage-Backed Securities FNMS 02.500 CLFA1330 N/A 3140W1PQ0 2053-07-01 2.5 N/A 1008.00 780.47 Agency Mortgage-Backed Securities FEPC 03.500 CLZM5226 N/A 3131XYYX1 2047-12-01 3.5 N/A 1000.00 169.73 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3225 N/A 3140QASP6 2049-03-01 4.5 N/A 1000.00 89.59 Agency Mortgage-Backed Securities FNMS 05.500 CLDF5190 N/A 3140BVXU9 2055-12-01 5.5 N/A 2048.00 1791.28 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6031 N/A 3140X9VZ5 2051-02-01 2 N/A 1145330.00 648341.96 Agency Mortgage-Backed Securities FNMS 05.500 CT257499 N/A 31371N7L3 2028-12-01 5.5 N/A 75327616.00 128214.91 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8039 N/A 3132DV4Y8 2050-01-01 4 N/A 1000.00 131.98 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2807 N/A 3140XJDM2 2052-09-01 5 N/A 1040.00 744.68 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7538 N/A 3138WHLU4 2046-07-01 3 N/A 1000.00 109.85 Agency Mortgage-Backed Securities FNMS 03.000 CLAR7214 N/A 3138W5AQ1 2043-06-01 3 N/A 20000.00 2156.33 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6920 N/A 3140QSVN8 2053-08-01 6 N/A 2000.00 1469.56 Agency Mortgage-Backed Securities FNMS 02.500 CWAQ4542 N/A 3138MLBL7 2027-11-01 2.5 N/A 4417144.00 58984.41 Agency Mortgage-Backed Securities FNMS 03.500 CLAY1306 N/A 3138YENY9 2045-03-01 3.5 N/A 5138.00 588.01 Agency Mortgage-Backed Securities 02.000 FGPC U40892 G N/A 3132H9S76 2028-06-01 2 N/A 3664.00 27.42 Agency Mortgage-Backed Securities FNMS 04.500 CLFM7812 N/A 3140XBVE7 2047-06-01 4.5 N/A 2000.00 870.88 Agency Mortgage-Backed Securities 04.000 FGPC Q58905 G N/A 3132Y23P9 2048-10-01 4 N/A 1000.00 67.75 Agency Mortgage-Backed Securities FEPC 06.000 CLTA2929 N/A 3142JRHF7 2056-01-01 6 N/A 1748500.00 1258225.45 Agency Mortgage-Backed Securities FEPC 05.500 CLTB2486 N/A 3142K3XQ6 2056-05-01 5.5 N/A 1001834.00 968860.10 Agency Mortgage-Backed Securities FNMS 02.000 CWAT4240 N/A 3138WRWA4 2028-05-01 2 N/A 1159388.00 15512.57 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5793 N/A 3140QRNK5 2053-02-01 4.5 N/A 2000.00 1522.23 Agency Mortgage-Backed Securities FEPC 03.000 CLQC7500 N/A 3133ASKM4 2051-09-01 3 N/A 3450000.00 1970593.87 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5843 N/A 3140XMP59 2052-10-01 4 N/A 1000.00 733.26 Agency Mortgage-Backed Securities FNMS 05.500 CTFS9497 N/A 3140XRRT4 2044-10-01 5.5 N/A 36000.00 28829.63 Agency Mortgage-Backed Securities FNMS 05.500 CLDF3656 N/A 3140BUB27 2055-11-01 5.5 N/A 1182726.00 1195910.05 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7010 N/A 3140XNYG3 2053-06-01 5 N/A 3000.00 2475.23 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4495 N/A 3140X77H6 2050-10-01 2 N/A 1000.00 471.82 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9792 N/A 3140QV3A0 2055-01-01 5.5 N/A 4110.00 3594.33 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0199 N/A 3140W0GH2 2053-03-01 5.5 N/A 1024.00 844.48 Agency Mortgage-Backed Securities FNMS 05.000 CLFS1446 N/A 3140XGTC3 2051-01-01 5 N/A 3002.00 1572.41 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8019 N/A 3132DV4C6 2049-10-01 4.5 N/A 1000.00 118.22 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2336 B1V7KEBTPIMZEU4LTD58 3140X5S20 2050-01-01 4 N/A 2000.00 375.05 Agency Mortgage-Backed Securities FNMS 06.500 CLDG2593 N/A 3140U53B0 2056-02-01 6.5 N/A 2600000.00 2713818.85 Agency Mortgage-Backed Securities FEPC 03.000 CLQD6555 N/A 3133B4H81 2052-02-01 3 N/A 1000.00 522.19 Agency Mortgage-Backed Securities FNMS 02.500 CLFM5018 B1V7KEBTPIMZEU4LTD58 3140X8SG3 2050-12-01 2.5 N/A 5000.00 2409.89 Agency Mortgage-Backed Securities FNMS 04.500 CLBH1172 N/A 3140GPJS8 2047-05-01 4.5 N/A 1000.00 185.65 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2676 N/A 3140XH6N2 2052-06-01 3 N/A 1001.00 689.80 Agency Mortgage-Backed Securities FNMS 08.000 CL535533 N/A 31384V4S8 2030-10-01 8 N/A 563456.00 202.66 Agency Mortgage-Backed Securities FNMS 06.000 NPAL0901 N/A 3138EHAB8 2038-07-01 6 N/A 24750.00 303.90 Agency Mortgage-Backed Securities FEPC 06.000 CLRQ0086 N/A 3142J6CY7 2056-01-01 6 N/A 268314.00 248027.64 Agency Mortgage-Backed Securities FNMS 04.000 CLFS7084 N/A 3140XN2S2 2052-08-01 4 N/A 1000.00 758.93 Agency Mortgage-Backed Securities FNMS 02.000 CLFA1352 N/A 3140W1QE6 2052-02-01 2 N/A 3000.00 2227.86 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0249 N/A 3140Y6H37 2055-04-01 5.5 N/A 1705200.00 1387698.56 Agency Mortgage-Backed Securities FNMS 02.500 CICA8794 N/A 3140QGXY8 2036-01-01 2.5 N/A 5095.00 1821.22 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ4492 N/A 3140H57E5 2047-11-01 4 N/A 2000.00 363.89 Agency Mortgage-Backed Securities FNMS 04.000 CIFM4537 N/A 3140X8BF3 2034-06-01 4 N/A 2000.00 201.58 Agency Mortgage-Backed Securities FNMS 03.000 CLCA7752 B1V7KEBTPIMZEU4LTD58 3140QFTJ8 2050-11-01 3 N/A 2000.00 990.89 Agency Mortgage-Backed Securities FNMS 04.500 CLAW0744 N/A 3138XPZJ5 2044-03-01 4.5 N/A 2000.00 54.22 Agency Mortgage-Backed Securities FNMS 05.500 CLBV1688 N/A 3140ME2W5 2055-05-01 5.5 N/A 1000.00 997.31 Agency Mortgage-Backed Securities FNMS 03.500 CIFM8087 N/A 3140XB6Z8 2035-03-01 3.5 N/A 1000.00 325.83 Agency Mortgage-Backed Securities FNMS 04.000 CIFM3388 N/A 3140X6XS5 2034-03-01 4 N/A 300000.00 2171.03 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1181 N/A 3140XGJ34 2052-04-01 3.5 N/A 3940.00 2467.42 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9585 N/A 3138WKUK9 2047-05-01 4 N/A 1000.00 193.73 Agency Mortgage-Backed Securities FNMS 04.000 CLAW8645 N/A 3138XYTB0 2044-07-01 4 N/A 1000.00 132.45 Agency Mortgage-Backed Securities FEPC 05.500 CLTA8522 N/A 3142JXPG3 2056-03-01 5.5 N/A 7383104.00 7425959.72 Agency Mortgage-Backed Securities FNMS 03.500 CIBM4905 N/A 3140J9NX5 2033-11-01 3.5 N/A 3000.00 510.25 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6484 B1V7KEBTPIMZEU4LTD58 3140QSF22 2053-06-01 5.5 N/A 1000.00 740.86 Agency Mortgage-Backed Securities FNMS 05.000 CLDH4162 N/A 3140UKTU7 2056-06-01 5 N/A 2121500.00 2121121.90 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2026 N/A 3140XHHC4 2052-05-01 3.5 N/A 1024.00 648.71 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8429 N/A 3132DWLJ0 2054-05-01 4.5 N/A 120000.00 103710.45 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1164 N/A 3140J5JJ9 2045-12-01 3.5 N/A 2000.00 241.33 Agency Mortgage-Backed Securities FNMS 02.500 CIFM4614 N/A 3140X8DU8 2035-05-01 2.5 N/A 2166.00 423.19 Agency Mortgage-Backed Securities FNMS 05.000 CLDF4138 N/A 3140BUS45 2055-11-01 5 N/A 1002.00 986.57 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5034 N/A 3140W5SY1 2056-04-01 5.5 N/A 28430432.00 27705218.52 Agency Mortgage-Backed Securities FNMS 02.000 CLFA1274 N/A 3140W1MY6 2052-02-01 2 N/A 2036.00 1523.45 Agency Mortgage-Backed Securities FNMS 04.000 CIBM4205 N/A 3140J8U76 2027-01-01 4 N/A 8634367.00 103.05 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2789 N/A 3140X6C33 2049-07-01 4 N/A 19000.00 3178.88 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3955 N/A 3138WDMD0 2044-12-01 4 N/A 3000.00 183.84 Agency Mortgage-Backed Securities FNMS 06.000 CL669954 N/A 31391LH73 2033-01-01 6 N/A 38760.00 520.31 Agency Mortgage-Backed Securities FNMS 03.500 CLFS9436 N/A 3140XRPW9 2053-12-01 3.5 N/A 5000.00 4044.31 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8003 N/A 3132DV3L7 2049-07-01 4 N/A 1000.00 96.13 Agency Mortgage-Backed Securities FEPC 04.500 CLZA6511 N/A 31329QGU9 2049-04-01 4.5 N/A 68000.00 13337.06 Agency Mortgage-Backed Securities FEPC 01.500 CISB1789 N/A 3132CX7A4 2036-05-01 1.5 N/A 1027.00 869.70 Agency Mortgage-Backed Securities FNMS 03.000 CLBO8662 N/A 3140K4TU4 2050-03-01 3 N/A 1000.00 148.52 Agency Mortgage-Backed Securities FNMS 06.500 CLDD0955 N/A 3140B1BZ8 2055-01-01 6.5 N/A 1987492.00 1026158.46 Agency Mortgage-Backed Securities FNMS 07.000 CLCB9230 N/A 3140QVHG2 2054-08-01 7 N/A 4056.00 2136.01 Agency Mortgage-Backed Securities FNMS 03.500 CIAL8841 N/A 3138ETZF6 2031-07-01 3.5 N/A 157129.00 377.44 Agency Mortgage-Backed Securities FNMS 02.500 CIAS4930 N/A 3138WEPQ6 2030-05-01 2.5 N/A 64000.00 4217.57 Agency Mortgage-Backed Securities FEPC 03.000 CTZA2493 N/A 31329KXW9 2038-02-01 3 N/A 76000.00 10255.74 Agency Mortgage-Backed Securities FNMS 02.500 CLBR2236 N/A 3140L0PW1 2051-08-01 2.5 N/A 1000.00 591.06 Agency Mortgage-Backed Securities FEPC 05.000 CTRB5349 N/A 3133KY5J4 2045-06-01 5 N/A 1000.00 818.54 Agency Mortgage-Backed Securities FNMS 05.500 CL742874 N/A 31403AJT3 2033-10-01 5.5 N/A 27000.00 231.79 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7342 N/A 3140QTEQ8 2053-10-01 6 N/A 5120.00 3808.96 Agency Mortgage-Backed Securities FNMS 02.500 CIFS1153 N/A 3140XGH77 2037-04-01 2.5 N/A 1379.00 767.64 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8781 N/A 3140QGXK8 2051-01-01 2.5 N/A 4036000.00 2100464.09 Agency Mortgage-Backed Securities FNMS 07.000 CLBW6901 N/A 3140MYU34 2052-12-01 7 N/A 1000.00 785.77 Agency Mortgage-Backed Securities FNMS 04.000 CLBH4019 N/A 3140GSPD8 2047-09-01 4 N/A 30000.00 3567.29 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9449 N/A 3133KRQA5 2053-07-01 6 N/A 1000.00 814.85 Agency Mortgage-Backed Securities FNMS 04.000 CLFS9771 N/A 3140XR2D6 2052-10-01 4 N/A 1024.00 853.00 Agency Mortgage-Backed Securities FNMS 06.000 CLAD0440 N/A 31418MP22 2039-10-01 6 N/A 4000.00 65.30 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4744 N/A 3132A5HV0 2047-11-01 4 N/A 1000.00 110.25 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3047 N/A 3142GTL53 2054-12-01 6 N/A 21208680.00 17731712.42 Agency Mortgage-Backed Securities FNMS 04.000 CIAL1558 N/A 3138EHWU2 2027-01-01 4 N/A 2000000.00 1801.59 Agency Mortgage-Backed Securities FNMS 03.000 CLAR4126 N/A 3138W1SQ1 2043-02-01 3 N/A 6118.00 1430.52 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8438 N/A 3132DWLT8 2054-06-01 5.5 N/A 2000.00 1420.18 Agency Mortgage-Backed Securities FNMS 04.500 CLDG0888 N/A 3140U37A3 2056-01-01 4.5 N/A 1000.00 961.58 Agency Mortgage-Backed Securities FNMS 04.000 CLFS0015 N/A 3140XFAR2 2050-01-01 4 N/A 2000.00 994.74 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6408 N/A 3138WGDN1 2046-01-01 3.5 N/A 2000.00 206.34 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9716 N/A 3140XDYN0 2051-12-01 2.5 N/A 5000000.00 2917129.21 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4029 N/A 3140L2PP2 2051-02-01 2 N/A 225000.00 122762.24 Agency Mortgage-Backed Securities FEPC 05.500 CTSC0834 N/A 3132D94T8 2044-12-01 5.5 N/A 6000.00 5574.28 Agency Mortgage-Backed Securities 04.500 FGPC G30761 G N/A 3132J4B73 2034-04-01 4.5 N/A 1000.00 47.22 Agency Mortgage-Backed Securities FNMS 06.500 CLAE0443 N/A 31419AP50 2039-10-01 6.5 N/A 6000.00 85.32 Agency Mortgage-Backed Securities FNMS 03.500 CLCA8624 N/A 3140QGSN8 2051-01-01 3.5 N/A 4000.00 2183.86 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3656 N/A 31418DB27 2029-05-01 3.5 N/A 1000.00 44.75 Agency Mortgage-Backed Securities FNMS 06.000 CLDF6637 N/A 3140BXLT1 2055-11-01 6 N/A 1000.00 1029.87 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9994 N/A 3138WLC84 2047-04-01 4.5 N/A 1000.00 122.96 Agency Mortgage-Backed Securities FNMS 04.000 CICA2528 N/A 3140Q9Y23 2033-10-01 4 N/A 20097.00 3097.67 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2893 N/A 3140X6GB1 2044-07-01 4 N/A 1144.00 330.26 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4880 N/A 3140W5M68 2056-03-01 5.5 N/A 2048.00 2027.65 Agency Mortgage-Backed Securities FNMS 04.000 CLCA6106 N/A 3140QDYC2 2050-06-01 4 N/A 1000.00 205.33 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9974 N/A 3140XSCL5 2054-12-01 6 N/A 2044.00 1778.73 Agency Mortgage-Backed Securities FNMS 04.500 CLAE7731 N/A 31419JSV1 2040-11-01 4.5 N/A 3000.00 91.62 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4975 N/A 3132DSQ47 2054-02-01 6 N/A 14355000.00 7518179.80 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5992 N/A 3140QRUS0 2053-03-01 6 N/A 1000.00 649.06 Agency Mortgage-Backed Securities FNMS 03.500 CIAJ4093 N/A 3138AVRP2 2026-10-01 3.5 N/A 257984.00 233.88 Agency Mortgage-Backed Securities FNMS 04.000 CLDE8864 N/A 3140BMZ60 2055-09-01 4 N/A 1202792.00 1121056.49 Agency Mortgage-Backed Securities FNMS 04.500 CLFS9133 N/A 3140XREF8 2054-01-01 4.5 N/A 1000.00 808.41 Agency Mortgage-Backed Securities FEPC 05.500 CLTB7381 N/A 3142K9FX8 2056-07-01 5.5 N/A 3271580.00 3356004.94 Agency Mortgage-Backed Securities FEPC 04.500 CLZT1854 N/A 3132AEBX3 2049-03-01 4.5 N/A 19200000.00 2281267.83 Agency Mortgage-Backed Securities FNMS 04.000 CTFM1133 N/A 3140X4HK5 2036-06-01 4 N/A 15000.00 3009.29 Agency Mortgage-Backed Securities FEPC 06.000 CISB8254 N/A 3132D6E30 2038-08-01 6 N/A 1000.00 450.69 Agency Mortgage-Backed Securities FNMS 06.500 GL252284 N/A 31371HFZ6 2029-01-01 6.5 N/A 114000.00 146.90 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2253 N/A 3132DPQE1 2052-12-01 3.5 N/A 4000.00 2909.50 Agency Mortgage-Backed Securities FNMS 04.000 CLAV5885 N/A 3138XHRF0 2044-03-01 4 N/A 1000.00 105.83 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9490 N/A 3138WKRL1 2047-04-01 4.5 N/A 1000.00 87.63 Agency Mortgage-Backed Securities FNMS 03.500 CIAW9162 N/A 3138XZFC0 2029-08-01 3.5 N/A 3999.00 161.97 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1066 N/A 3140J5FG9 2047-02-01 4 N/A 18000.00 2192.94 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2575 N/A 3140XH2H9 2051-04-01 2.5 N/A 1000.00 646.71 Agency Mortgage-Backed Securities FNMS 05.500 CL750789 N/A 31403KC27 2033-12-01 5.5 N/A 60000.00 477.88 Agency Mortgage-Backed Securities FNMS 04.500 CIFM2876 N/A 3140X6FS5 2033-09-01 4.5 N/A 272000.00 508.81 Agency Mortgage-Backed Securities FNMS 03.000 CLFM6117 N/A 3140X9YP4 2048-11-01 3 N/A 3000.00 1144.22 Agency Mortgage-Backed Securities FEPC 03.500 CLZS9776 N/A 3132AA2H6 2046-08-01 3.5 N/A 1000.00 170.66 Agency Mortgage-Backed Securities FNMS 03.000 CIAL4934 N/A 3138EMPU9 2029-02-01 3 N/A 1000.00 35.50 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3392 N/A 31418CXW9 2033-06-01 3.5 N/A 1000.00 75.46 Agency Mortgage-Backed Securities FNMS 04.000 CLAS0613 N/A 3138W9VF4 2043-10-01 4 N/A 1000.00 129.82 Agency Mortgage-Backed Securities FNMS 02.000 CLFA0354 N/A 3140W0MC6 2052-03-01 2 N/A 1000.00 730.06 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5133 N/A 3140XLV39 2051-09-01 3 N/A 3000.00 2200.23 Agency Mortgage-Backed Securities FNMS 05.500 CLDD7227 N/A 3140B8A50 2055-05-01 5.5 N/A 1008.00 735.15 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2482 N/A 3132DPXK9 2053-03-01 5.5 N/A 33839744.00 23863952.90 Agency Mortgage-Backed Securities FNMS 04.500 CLBM3280 N/A 3140J7UE3 2047-11-01 4.5 N/A 2799000.00 366022.53 Agency Mortgage-Backed Securities FEPC 04.000 CIZK3399 N/A 3131X6X47 2026-07-25 4 N/A 2149888.00 292.38 Agency Mortgage-Backed Securities FNMS 04.000 CKAH9290 N/A 3138ABKC2 2041-04-01 4 N/A 1000000.00 11150.22 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2578 N/A 3132DP2K3 2053-03-01 6 N/A 1000.00 652.72 Agency Mortgage-Backed Securities FNMS 06.000 CLFA5309 N/A 3140W53T9 2056-04-01 6 N/A 8973024.00 9146778.11 Agency Mortgage-Backed Securities FNMS 05.000 CLDF8541 N/A 3140U0P35 2056-01-01 5 N/A 1000.00 989.03 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4343 N/A 31418DZH8 2051-05-01 1.5 N/A 93000.00 53009.92 Agency Mortgage-Backed Securities FNMS 04.000 CLAL4452 N/A 3138EL5N9 2043-11-01 4 N/A 7000.00 816.61 Agency Mortgage-Backed Securities FNMS 06.000 CLBM4495 N/A 3140J87H0 2041-07-01 6 N/A 1000.00 248.93 Agency Mortgage-Backed Securities FNMS 04.500 CLDC0453 N/A 3140AMQF1 2054-10-01 4.5 N/A 1000.00 735.17 Agency Mortgage-Backed Securities FNMS 03.000 CIAQ7406 N/A 3138MPGQ2 2027-11-01 3 N/A 123119.00 1316.35 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2124 N/A 3140W2LE9 2055-06-01 5.5 N/A 1024.00 917.85 Agency Mortgage-Backed Securities FEPC 06.000 CLQX4334 N/A 31425YY84 2055-01-01 6 N/A 11524608.00 8227002.87 Agency Mortgage-Backed Securities FNMS 04.500 CLAS1131 N/A 3138WAHH3 2043-11-01 4.5 N/A 5752.00 183.95 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5139 N/A 3140XLV96 2052-07-01 3.5 N/A 60331.00 46754.83 Agency Mortgage-Backed Securities 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 100.00 59.49 U.S. Treasuries (including strips) FNMS 03.500 CLFS4925 N/A 3140XLPK8 2052-04-01 3.5 N/A 3000.00 2061.31 Agency Mortgage-Backed Securities FNMS 05.500 CL791047 N/A 31405JZL1 2034-07-01 5.5 N/A 109000.00 341.49 Agency Mortgage-Backed Securities FNMS 03.000 CWAL4159 N/A 3138ELTR4 2028-01-01 3 N/A 1000.00 12.85 Agency Mortgage-Backed Securities FNMS 04.000 CLAH6582 N/A 3138A8J49 2041-03-01 4 N/A 25000.00 1185.46 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4783 N/A 3138WEJ59 2045-04-01 3.5 N/A 6000.00 1062.03 Agency Mortgage-Backed Securities FEPC 04.000 CLZM0187 N/A 3131XTF47 2045-09-01 4 N/A 1085000.00 116470.43 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3955 N/A 3140QBMD7 2049-08-01 3.5 N/A 2000.00 233.18 Agency Mortgage-Backed Securities FNMS 02.500 CIAS5405 N/A 3138WFAF3 2030-07-01 2.5 N/A 9000.00 690.37 Agency Mortgage-Backed Securities FNMS 05.500 CLDB0473 N/A 3140A9Q37 2054-05-01 5.5 N/A 1004.00 993.99 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5853 N/A 3140QRQF3 2053-03-01 6 N/A 1024.00 741.99 Agency Mortgage-Backed Securities FNMS 05.000 CTBV6159 N/A 3140MKZZ8 2045-08-01 5 N/A 1000.00 984.44 Agency Mortgage-Backed Securities FNMS 08.000 CL535283 N/A 31384VUG5 2030-05-01 8 N/A 697856.00 142.81 Agency Mortgage-Backed Securities FNMS 03.500 CNFM3343 N/A 3140X6WD9 2030-02-01 3.5 N/A 3000.00 157.70 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3905 N/A 3140QPKT3 2052-06-01 3.5 N/A 25488000.00 17359891.74 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3476 N/A 3132DQ2H8 2053-07-01 5.5 N/A 8054032.00 6072628.59 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7075 N/A 3140XA2H4 2049-07-01 4 N/A 1000.00 316.59 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8205 N/A 3132DWDJ9 2052-04-01 2.5 N/A 717543.00 461164.84 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3411 N/A 3140W3YH6 2055-11-01 5.5 N/A 155975.00 146758.63 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ3040 N/A 3133CTLV9 2054-09-01 5.5 N/A 1546522.00 1264357.99 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0848 N/A 3140Y65J5 2055-08-01 5.5 N/A 4001.00 3858.15 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2835 N/A 3140XJEH2 2051-12-01 3.5 N/A 13953136.00 8683951.13 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5365 B1V7KEBTPIMZEU4LTD58 3140XL6B9 2050-02-01 3 N/A 1000.00 692.12 Agency Mortgage-Backed Securities FNMS 07.000 CLDD7370 N/A 3140B8FL0 2055-04-01 7 N/A 2052.00 1569.30 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0908 N/A 3140W1AJ2 2054-12-01 5.5 N/A 1031.00 965.39 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1454 N/A 3132DNTK9 2052-08-01 4.5 N/A 746000.00 483887.76 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3897 N/A 3140QPKK2 2052-06-01 3.5 N/A 1000.00 703.66 Agency Mortgage-Backed Securities FNMS 04.500 CLAJ1415 N/A 3138ASSD5 2041-09-01 4.5 N/A 11515.00 405.79 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7567 N/A 3132DVMQ5 2054-02-01 5.5 N/A 1000.00 786.86 Agency Mortgage-Backed Securities FNMS 02.500 CICA9440 N/A 3140QHP25 2036-03-01 2.5 N/A 4000.00 1739.45 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9838 N/A 3140QV4Y7 2055-01-01 6.5 N/A 2000.00 1054.87 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5236 N/A 31418EZA1 2053-12-01 4 N/A 7377712.00 5614768.96 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4149 N/A 3140QBTF5 2049-09-01 3 N/A 1000.00 444.95 Agency Mortgage-Backed Securities FNMS 06.500 CL870634 N/A 31409GHK5 2036-07-01 6.5 N/A 44000.00 114.54 Agency Mortgage-Backed Securities FNMS 02.500 CIBM1036 N/A 3140J5EJ4 2032-02-01 2.5 N/A 8000.00 1086.43 Agency Mortgage-Backed Securities FNMS 06.000 CLDF0925 N/A 3140BRA33 2055-12-01 6 N/A 3014336.00 2695143.00 Agency Mortgage-Backed Securities FNMS 03.500 CIFM1578 N/A 3140X4XG6 2034-09-01 3.5 N/A 4000.00 715.27 Agency Mortgage-Backed Securities FNMS 03.000 CLFS8849 N/A 3140XQZP5 2052-07-01 3 N/A 2000.00 1490.81 Agency Mortgage-Backed Securities FNMS 03.500 CLBD7883 N/A 3140FFXM8 2046-09-01 3.5 N/A 2000.00 242.71 Agency Mortgage-Backed Securities FNMS 06.500 CLBX3681 N/A 3140N8CT3 2052-12-01 6.5 N/A 1107726.00 869242.39 Agency Mortgage-Backed Securities FEPC 02.000 CLSD5109 N/A 3132DSVA7 2052-06-01 2 N/A 126000.00 90873.55 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6883 N/A 3140UAUH6 2056-04-01 5 N/A 2007.00 1983.53 Agency Mortgage-Backed Securities 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2 N/A 152421000.00 151740897.50 U.S. Treasuries (including strips) FEPC 03.500 CIZS8607 N/A 3132A9R41 2031-04-01 3.5 N/A 3000.00 238.67 Agency Mortgage-Backed Securities FNMS 07.500 CL545144 N/A 31385HS94 2031-06-01 7.5 N/A 1230848.00 323.37 Agency Mortgage-Backed Securities FNMS 04.500 CLBM3562 N/A 3140J75Y7 2048-02-01 4.5 N/A 4000.00 693.26 Agency Mortgage-Backed Securities FNMS 03.500 CIFS7777 N/A 3140XPUB3 2033-05-01 3.5 N/A 1001.00 368.45 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5001 B1V7KEBTPIMZEU4LTD58 3140X8RX7 2050-04-01 3.5 N/A 9000.00 1732.14 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3514 N/A 3140QA3Y4 2049-05-01 4.5 N/A 6000.00 772.92 Agency Mortgage-Backed Securities FNMS 04.000 CIAJ6954 N/A 3138AYWQ8 2026-11-01 4 N/A 825000.00 2136.12 Agency Mortgage-Backed Securities FNMS 03.500 CIAL3254 N/A 3138EKTL9 2027-04-01 3.5 N/A 250000.00 450.52 Agency Mortgage-Backed Securities FEPC 04.000 CLZM6072 N/A 3131Y0W99 2048-04-01 4 N/A 270000.00 47082.66 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2074 N/A 3140QMJU9 2051-11-01 2.5 N/A 1000.00 634.85 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ0546 N/A 3138MFTC1 2042-11-01 3.5 N/A 22000.00 1986.22 Agency Mortgage-Backed Securities FNMS 05.000 CTBK6605 N/A 3140HLKT2 2038-08-01 5 N/A 1648814.00 390519.92 Agency Mortgage-Backed Securities FNMS 05.500 CL822658 N/A 31406W5T7 2035-04-01 5.5 N/A 35000.00 313.30 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1966 N/A 3140X5FG3 2049-12-01 3 N/A 12500000.00 5991283.66 Agency Mortgage-Backed Securities FNMS 04.500 CLFS0844 N/A 3140XF5E7 2050-01-01 4.5 N/A 3000.00 1680.04 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4679 N/A 3140QQFV2 2052-09-01 5 N/A 1120.00 764.65 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9454 N/A 3140XRQG3 2054-09-01 6 N/A 3000.00 2558.07 Agency Mortgage-Backed Securities FEPC 05.500 CTRB5301 N/A 3133KY3J6 2044-07-01 5.5 N/A 1000.00 571.54 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3685 N/A 3140QBCX4 2049-06-01 4.5 N/A 1008.00 323.14 Agency Mortgage-Backed Securities FNMS 06.500 CLFA4447 N/A 3140W45H6 2056-01-01 6.5 N/A 65360128.00 64821720.51 Agency Mortgage-Backed Securities FNMS 06.500 CL252804 N/A 31371HX94 2029-09-01 6.5 N/A 391168.00 253.00 Agency Mortgage-Backed Securities FNMS 04.500 CLFM7313 N/A 3140XBDT4 2049-04-01 4.5 N/A 1000.00 344.69 Agency Mortgage-Backed Securities FNMS 07.000 CLDD2036 N/A 3140B2HN7 2055-02-01 7 N/A 1000.00 798.74 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6307 N/A 3140QEAH5 2050-07-01 2.5 N/A 26245.00 10105.93 Agency Mortgage-Backed Securities FNMS 02.000 CLFS3200 N/A 3140XJRW5 2052-01-01 2 N/A 1000.00 617.47 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7398 N/A 3140XBGG9 2051-06-01 2.5 N/A 5000.00 2729.69 Agency Mortgage-Backed Securities FNMS 04.000 CLCA5022 N/A 3140QCSL1 2050-01-01 4 N/A 1000.00 158.16 Agency Mortgage-Backed Securities FNMS 03.500 CIAL6453 N/A 3138EPE34 2029-10-01 3.5 N/A 85000.00 1413.57 Agency Mortgage-Backed Securities FEPC 06.500 CTQK1730 N/A 3133D44P5 2045-04-01 6.5 N/A 1000.00 612.09 Agency Mortgage-Backed Securities FEPC 05.500 CTRB5410 N/A 3133L0AK8 2046-06-01 5.5 N/A 10554496.00 10735194.84 Agency Mortgage-Backed Securities FNMS 04.500 CTDH3398 N/A 3140UJX43 2046-06-01 4.5 N/A 1000.00 971.62 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0401 N/A 3140UFNT7 2056-06-01 5 N/A 4008.00 4001.66 Agency Mortgage-Backed Securities FNMS 03.000 CLBC4714 N/A 3140F0GY4 2046-10-01 3 N/A 18000.00 3903.64 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3614 N/A 31418DAQ5 2049-03-01 3.5 N/A 1000.00 69.57 Agency Mortgage-Backed Securities FNMS 03.000 CJAK5617 N/A 3138EAG35 2027-03-01 3 N/A 110000.00 1174.76 Agency Mortgage-Backed Securities FNMS 04.000 CLFA5375 N/A 3140W56M1 2054-11-01 4 N/A 65552384.00 61148579.27 Agency Mortgage-Backed Securities FNMS 02.500 CIAS5548 N/A 3138WFEW2 2030-08-01 2.5 N/A 59538.00 4696.26 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5902 N/A 3140QRRY1 2053-03-01 5.5 N/A 1026.00 688.18 Agency Mortgage-Backed Securities BILL 08/04/26 N/A 912797US4 2026-08-04 0 N/A 100.00 99.66 U.S. Treasuries (including strips) FEPC 04.500 CLSD8460 N/A 3132DWMH3 2054-09-01 4.5 N/A 34096.00 30239.14 Agency Mortgage-Backed Securities FNMS 04.500 CLFS5520 N/A 3140XMD29 2053-01-01 4.5 N/A 3036.00 2323.73 Agency Mortgage-Backed Securities FNMS 04.500 CLDF5224 N/A 3140BVYW4 2056-01-01 4.5 N/A 55513.00 52655.24 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5280 N/A 3140X82N6 2050-10-01 3.5 N/A 1001.00 346.74 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6622 N/A 3133KNLB7 2052-01-01 2.5 N/A 12639000.00 7831093.21 Agency Mortgage-Backed Securities FNMS 06.000 CLDE7073 N/A 3140BK2F0 2055-08-01 6 N/A 27851808.00 21582139.86 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1281 N/A 31427NM71 2055-04-01 5.5 N/A 260000.00 231774.72 Agency Mortgage-Backed Securities FNMS 05.000 CLDG1673 N/A 3140U42F5 2056-02-01 5 N/A 3114.00 3093.33 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1001 N/A 3140X4DF0 2048-11-01 3.5 N/A 3003.00 405.15 Agency Mortgage-Backed Securities FNMS 01.500 CNFS7971 N/A 3140XP2D0 2031-07-01 1.5 N/A 1000.00 561.24 Agency Mortgage-Backed Securities FNMS 03.500 CLCA7390 N/A 3140QFF87 2050-10-01 3.5 N/A 1000.00 483.38 Agency Mortgage-Backed Securities FNMS 04.000 CLBH2623 N/A 3140GQ4H6 2047-08-01 4 N/A 3000.00 369.55 Agency Mortgage-Backed Securities FNMS 07.500 CLBU5395 N/A 3140M67H0 2055-01-01 7.5 N/A 2454748.00 910762.87 Agency Mortgage-Backed Securities FNMS 04.000 CLFM6201 N/A 3140X93K9 2049-09-01 4 N/A 14000.00 3015.90 Agency Mortgage-Backed Securities FNMS 06.500 CLDF4936 N/A 3140BVPW4 2055-11-01 6.5 N/A 1001.00 1049.69 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1675 N/A 3140XG2H1 2052-04-01 4 N/A 5151.00 3386.66 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5213 N/A 3138EMYK1 2044-04-01 4.5 N/A 2000.00 117.44 Agency Mortgage-Backed Securities 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 100.00 91.28 U.S. Treasuries (including strips) FEPC 05.500 CLQG1692 N/A 3133C12Z2 2053-04-01 5.5 N/A 1000.00 855.63 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1394 N/A 3140QLRQ1 2051-08-01 2.5 N/A 2479.00 1690.28 Agency Mortgage-Backed Securities FNMS 04.500 CLAS8700 N/A 3138WJU22 2047-01-01 4.5 N/A 1000.00 98.26 Agency Mortgage-Backed Securities BILL 08/27/26 254900HROIFWPRGM1V77 912797TY3 2026-08-27 0 N/A 790600.00 786018.47 U.S. Treasuries (including strips) FNMS 04.500 CLAL7306 N/A 3138EQDL3 2042-09-01 4.5 N/A 10000.00 1168.11 Agency Mortgage-Backed Securities FNMS 03.500 CLAR9902 N/A 3138W8AC6 2043-04-01 3.5 N/A 1000.00 127.14 Agency Mortgage-Backed Securities FNMS 04.000 CLAV8842 N/A 3138XLZG0 2044-09-01 4 N/A 4000.00 273.85 Agency Mortgage-Backed Securities FNMS 05.000 CLBJ9181 N/A 3140HBFX1 2048-05-01 5 N/A 1002.00 122.81 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8011 N/A 3140XP3V9 2054-05-01 6 N/A 2000.00 1444.86 Agency Mortgage-Backed Securities FNMS 02.500 CLBV4133 N/A 3140MHSX8 2052-03-01 2.5 N/A 2080.00 1307.61 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0542 N/A 3132ACS76 2048-07-01 4 N/A 2280.00 452.28 Agency Mortgage-Backed Securities FNMS 03.500 CICB3393 N/A 3140QNXX5 2037-04-01 3.5 N/A 2000.00 1026.50 Agency Mortgage-Backed Securities FNMS 03.000 CIFM1660 N/A 3140X4Z25 2032-08-01 3 N/A 2285000.00 344066.38 Agency Mortgage-Backed Securities FEPC 07.000 CLZS0625 N/A 3132A0VS2 2032-04-01 7 N/A 279936.00 186.49 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3993 N/A 3142GUNK5 2055-04-01 5 N/A 16867392.00 15725299.87 Agency Mortgage-Backed Securities FNMS 06.000 CLBM1948 N/A 3140J6EW3 2041-07-01 6 N/A 4000.00 806.98 Agency Mortgage-Backed Securities FNMS 06.500 CL545819 N/A 31385JK80 2032-08-01 6.5 N/A 213376.00 200.02 Agency Mortgage-Backed Securities FNMS 05.500 CL684500 N/A 31400DNR9 2032-12-01 5.5 N/A 187789.00 1501.67 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7059 N/A 3140XNZZ0 2052-07-01 3 N/A 1000.00 728.31 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6923 N/A 3140QSVR9 2053-08-01 6 N/A 15362.00 11278.05 Agency Mortgage-Backed Securities FNMS 04.500 CLAL9107 N/A 3138ERDM9 2046-03-01 4.5 N/A 2000.00 242.45 Agency Mortgage-Backed Securities FNMS 03.500 CLCA4074 N/A 3140QBQ43 2049-08-01 3.5 N/A 12000.00 1524.24 Agency Mortgage-Backed Securities FNMS 07.000 CL545139 N/A 31385HS45 2031-08-01 7 N/A 196707.00 80.70 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2438 N/A 3140X5V83 2047-05-01 3.5 N/A 2000.00 378.11 Agency Mortgage-Backed Securities FNMS 03.500 CLCA6091 N/A 3140QDXV1 2050-06-01 3.5 N/A 2553.00 1047.57 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3444 N/A 31418CZJ6 2048-08-01 4.5 N/A 1000.00 74.70 Agency Mortgage-Backed Securities FNMS 03.500 CLFM6849 N/A 3140XATF9 2049-12-01 3.5 N/A 1000.00 341.33 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8847 N/A 3140QUZM1 2054-07-01 6 N/A 2044.00 1643.63 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3922 N/A 3132E0LB6 2053-09-01 5.5 N/A 89636224.00 68553089.70 Agency Mortgage-Backed Securities FNMS 05.500 CLDG8174 N/A 3140UCCL3 2056-05-01 5.5 N/A 1000.00 1013.65 Agency Mortgage-Backed Securities FNMS 02.000 CIFM6147 N/A 3140X9ZM0 2036-02-01 2 N/A 2000.00 662.28 Agency Mortgage-Backed Securities FNMS 08.000 CL695533 N/A 31400RV24 2027-06-01 8 N/A 1250000.00 1813.22 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8525 N/A 3140QUPK6 2054-05-01 5 N/A 1130.00 991.19 Agency Mortgage-Backed Securities FNMS 03.000 CLFA5204 N/A 3140W5YA6 2052-07-01 3 N/A 1074.00 932.36 Agency Mortgage-Backed Securities FNMS 05.500 CLDF9052 N/A 3140U1BW4 2056-01-01 5.5 N/A 2001.00 1989.33 Agency Mortgage-Backed Securities FNMS 02.500 CLFS7879 B1V7KEBTPIMZEU4LTD58 3140XPXH7 2052-07-01 2.5 N/A 10000.00 7400.86 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8321 N/A 3132DWG64 2053-05-01 4 N/A 15972.00 12129.09 Agency Mortgage-Backed Securities FNMS 07.500 CL545278 N/A 31385HXF4 2031-11-01 7.5 N/A 30000.00 21.72 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3304 N/A 3140QNU67 2052-04-01 3 N/A 3000.00 1984.79 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4424 N/A 3140U74J8 2056-05-01 5 N/A 2012.00 1679.81 Agency Mortgage-Backed Securities FEPC 04.000 CLQE3568 N/A 3133BC6D4 2052-06-01 4 N/A 5000.00 3124.94 Agency Mortgage-Backed Securities FNMS 02.500 CIBC2777 N/A 3140EXCP6 2031-08-01 2.5 N/A 3000.00 262.95 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9793 N/A 3140QV3B8 2055-01-01 5.5 N/A 3000.00 2743.10 Agency Mortgage-Backed Securities FNMS 02.000 CIAR6867 N/A 3138W4TZ4 2028-02-01 2 N/A 25000.00 620.54 Agency Mortgage-Backed Securities FNMS 06.000 CLDF4666 N/A 3140BVFG0 2055-10-01 6 N/A 1000.00 1039.05 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4427 N/A 3140J84M2 2048-04-01 3.5 N/A 1000.00 226.98 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6576 N/A 3140XAJW3 2051-03-01 2 N/A 1000.00 482.34 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6101 N/A 3140XMX76 2053-08-01 5.5 N/A 1000.00 804.98 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5487 N/A 3140QRCZ4 2053-01-01 6 N/A 3000.00 2258.92 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3104 B1V7KEBTPIMZEU4LTD58 3140QNNW8 2052-03-01 2.5 N/A 7000.00 4346.35 Agency Mortgage-Backed Securities FNMS 06.500 CL545762 N/A 31385JJF6 2032-07-01 6.5 N/A 14000.00 14.45 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4776 N/A 3140NMJW8 2053-07-01 5 N/A 15800000.00 14151728.19 Agency Mortgage-Backed Securities FEPC 02.000 CIRC2281 N/A 3133L8RA5 2036-10-01 2 N/A 127270144.00 64990151.00 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8980 N/A 3140XC6S2 2051-09-01 2.5 N/A 1000.00 649.15 Agency Mortgage-Backed Securities FEPC 05.500 CLTB6508 N/A 3142K8GS0 2056-06-01 5.5 N/A 1337342.00 1367648.25 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4659 N/A 3132A5E84 2046-04-01 3.5 N/A 2753000.00 270385.09 Agency Mortgage-Backed Securities FEPC 04.000 CLRA3586 N/A 3133KJ6X5 2050-09-01 4 N/A 19000.00 4218.29 Agency Mortgage-Backed Securities FEPC 02.000 CIQN4339 N/A 3133GAZC3 2035-11-01 2 N/A 1350000.00 597126.04 Agency Mortgage-Backed Securities FNMS 05.000 CIFA4646 N/A 3140W5EU4 2041-02-01 5 N/A 1000.00 981.17 Agency Mortgage-Backed Securities 04.500 FGPC G60201 G N/A 31335AGJ1 2044-12-01 4.5 N/A 1000.00 74.49 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5261 N/A 3140J9Z38 2048-01-01 4 N/A 2000.00 268.87 Agency Mortgage-Backed Securities FNMS 03.000 CLAS5165 N/A 3138WEW39 2045-06-01 3 N/A 2000.00 432.14 Agency Mortgage-Backed Securities FNMS 04.500 ZK310192 N/A 31374CRM0 2040-09-01 4.5 N/A 2000.00 359.60 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6902 N/A 3140QEU42 2050-09-01 2 N/A 1000.00 502.19 Agency Mortgage-Backed Securities FNMS 06.000 CLDC3258 N/A 3140AQTQ5 2054-09-01 6 N/A 1044.00 805.95 Agency Mortgage-Backed Securities FNMS 04.500 CIAL3912 N/A 3138ELK28 2027-01-01 4.5 N/A 500000.00 0.54 Agency Mortgage-Backed Securities FNMS 04.500 CLAL4482 N/A 3138EL6U2 2041-11-01 4.5 N/A 8000.00 743.77 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5649 N/A 3140QRH30 2053-02-01 6 N/A 2000.00 1232.55 Agency Mortgage-Backed Securities FEPC 07.000 4LZT0562 N/A 3132ACTT7 2037-08-01 7 N/A 332963.00 874.61 Agency Mortgage-Backed Securities FNMS 03.500 CIAL4192 N/A 3138ELUS0 2028-10-01 3.5 N/A 105000.00 2926.97 Agency Mortgage-Backed Securities FNMS 06.500 CL582386 N/A 31387E6X0 2031-05-01 6.5 N/A 375000.00 387.06 Agency Mortgage-Backed Securities FNMS 08.500 CL775902 N/A 31404RAB3 2030-04-01 8.5 N/A 100000.00 247.40 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8227 N/A 3132DWD83 2052-07-01 4 N/A 1286.00 934.31 Agency Mortgage-Backed Securities FNMS 04.000 CLFM5750 N/A 3140X9L86 2050-08-01 4 N/A 99000.00 22192.28 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7002 N/A 3140XNX82 2054-01-01 6.5 N/A 2046.00 1423.38 Agency Mortgage-Backed Securities FNMS 04.000 CLFA1657 N/A 3140W1ZX4 2050-11-01 4 N/A 2000.00 1665.76 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8277 S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.5 N/A 402000.00 286653.77 Agency Mortgage-Backed Securities FNMS 03.000 CIAL6185 N/A 3138EN2T5 2029-10-01 3 N/A 1528000.00 70345.26 Agency Mortgage-Backed Securities FNMS 04.000 ZLFP0013 N/A 3140XTAP6 2048-06-25 4 N/A 1000.00 602.66 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2314 N/A 3140XHSC2 2052-02-01 2.5 N/A 1000.00 562.60 Agency Mortgage-Backed Securities FNMS 04.500 CLFM7970 N/A 3140XB2C3 2050-04-01 4.5 N/A 1000.00 265.08 Agency Mortgage-Backed Securities FEPC 07.000 CLQI9848 N/A 3133WG5H4 2054-07-01 7 N/A 1035922.00 907586.52 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0624 N/A 3140W0VS1 2054-11-01 5 N/A 2001.00 1890.15 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2055 B1V7KEBTPIMZEU4LTD58 3140Q9H97 2048-07-01 4.5 N/A 7000.00 532.86 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1182 N/A 3140Q8J48 2048-02-01 3.5 N/A 8000.00 1738.30 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ3714 N/A 31427BDU6 2055-09-01 6.5 N/A 1068160.00 1111618.93 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6839 N/A 3138WGS54 2046-03-01 4 N/A 1000.00 150.08 Agency Mortgage-Backed Securities FEPC 04.000 CIZK3388 N/A 3131X6XR6 2026-07-25 4 N/A 2998272.00 111.25 Agency Mortgage-Backed Securities FNMS 05.000 CLBY3263 N/A 3140NKTV3 2053-06-01 5 N/A 1000.00 959.19 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7279 N/A 3140QTCR8 2053-10-01 6.5 N/A 4000.00 2678.86 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8452 N/A 3132DWL92 2054-08-01 5 N/A 49000.00 41550.71 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1341 N/A 3140XGP37 2052-01-01 3.5 N/A 1000.00 609.79 Agency Mortgage-Backed Securities FNMS 03.000 CIAL8774 N/A 3138ETXC5 2029-03-01 3 N/A 36000.00 486.19 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9317 N/A 3140QVK78 2054-10-01 5 N/A 3082.00 2739.43 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2044 N/A 3140Q9HW6 2048-07-01 4.5 N/A 1000.00 203.41 Agency Mortgage-Backed Securities FNMS 04.000 CLBH5369 N/A 3140GT6F2 2047-08-01 4 N/A 15128.00 2712.90 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3251 N/A 31418CTH7 2028-01-01 3.5 N/A 4000.00 93.36 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5507 N/A 3140XMDM5 2051-09-01 3.5 N/A 2000.00 1453.42 Agency Mortgage-Backed Securities FNMS 05.000 CIFS8575 N/A 3140XQQ59 2039-05-01 5 N/A 301000.00 170679.52 Agency Mortgage-Backed Securities FNMS 05.000 CLBX5969 N/A 3140NAT37 2053-02-01 5 N/A 1000.00 862.95 Agency Mortgage-Backed Securities FNMS 07.000 CLDD8892 N/A 3140B93A5 2055-09-01 7 N/A 3319664.00 3625515.64 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5846 N/A 3140QRP80 2053-03-01 5.5 N/A 4016.00 2963.46 Agency Mortgage-Backed Securities FNMS 04.500 CLDF3906 N/A 3140BUKU5 2055-12-01 4.5 N/A 1532344.00 1477847.15 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2158 N/A 3140X5MG5 2049-10-01 4 N/A 2000.00 518.02 Agency Mortgage-Backed Securities FNMS 03.500 ZLFP0039 N/A 3140XTBH3 2050-11-25 3.5 N/A 1024.00 753.62 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2051 N/A 3140XHH59 2052-04-01 3.5 N/A 1000.00 707.26 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ5923 N/A 3131WWSL9 2032-04-01 7 N/A 35197.00 127.65 Agency Mortgage-Backed Securities FNMS 02.500 CLBP5878 N/A 3140KDQ86 2050-06-01 2.5 N/A 12000.00 4782.77 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7249 N/A 3140XPBT5 2052-10-01 4.5 N/A 1000.00 772.24 Agency Mortgage-Backed Securities FEPC 02.500 CIRC1176 N/A 3133L7JV0 2034-11-01 2.5 N/A 125941376.00 31200019.41 Agency Mortgage-Backed Securities FNMS 05.500 CLAL6964 N/A 3138EPW26 2041-03-01 5.5 N/A 9000.00 880.85 Agency Mortgage-Backed Securities FNMS 04.000 CTFM2837 N/A 3140X6EK3 2035-12-01 4 N/A 8000.00 1733.08 Agency Mortgage-Backed Securities FNMS 05.000 CLDG3593 N/A 3140U67F5 2056-03-01 5 N/A 1000.00 946.10 Agency Mortgage-Backed Securities FNMS 04.000 CIAL3353 N/A 3138EKWP6 2027-06-01 4 N/A 1000000.00 4977.70 Agency Mortgage-Backed Securities FNMS 03.000 REBM5053 N/A 3140J9TK7 2048-04-01 3 N/A 23000.00 3069.21 Agency Mortgage-Backed Securities FNMS 04.500 CLFA1423 N/A 3140W1SM6 2054-04-01 4.5 N/A 11025100.00 9674504.70 Agency Mortgage-Backed Securities FNMS 04.000 CLAH3990 N/A 3138A5NG3 2041-02-01 4 N/A 10015.00 185.66 Agency Mortgage-Backed Securities FNMS 06.500 CLDB6657 N/A 3140AGMF8 2054-07-01 6.5 N/A 1000.00 521.70 Agency Mortgage-Backed Securities FEPC 04.000 CLZT2087 N/A 3132AEJ80 2049-06-01 4 N/A 3000.00 269.48 Agency Mortgage-Backed Securities FNMS 02.500 CLFS4205 N/A 3140XKU73 2053-03-01 2.5 N/A 1000.00 703.21 Agency Mortgage-Backed Securities FNMS 03.500 CIAL8271 N/A 3138ETFM3 2031-04-01 3.5 N/A 3060.00 284.60 Agency Mortgage-Backed Securities FNMS 03.000 CIFM3081 N/A 3140X6M73 2033-04-01 3 N/A 11000.00 1761.34 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8210 N/A 3140XQDQ7 2054-05-01 6 N/A 2393.00 1920.22 Agency Mortgage-Backed Securities FEPC 02.000 CTRB5148 N/A 3133KYWH8 2042-03-01 2 N/A 56306624.00 34669602.75 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1626 N/A 3140XGYY9 2052-04-01 2.5 N/A 1000.00 618.59 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9971 N/A 3140QWCH3 2055-02-01 5.5 N/A 3072.00 2835.16 Agency Mortgage-Backed Securities FEPC 05.500 CLTB6310 N/A 3142K8AL1 2056-06-01 5.5 N/A 1298228.00 1325957.57 Agency Mortgage-Backed Securities FNMS 02.500 CIAS8242 N/A 3138WJEQ7 2031-11-01 2.5 N/A 4000.00 478.00 Agency Mortgage-Backed Securities FNMS 04.500 CLFS9881 N/A 3140XR6T7 2053-05-01 4.5 N/A 1003.00 798.88 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1878 N/A 3140Q9CQ4 2048-06-01 4 N/A 2048.00 500.13 Agency Mortgage-Backed Securities FNMS 05.500 K0783474 N/A 31405AMX8 2034-11-01 5.5 N/A 18000.00 559.41 Agency Mortgage-Backed Securities FNMS 05.500 CLAL1543 N/A 3138EHWD0 2038-12-01 5.5 N/A 23000.00 741.89 Agency Mortgage-Backed Securities FNMS 04.500 CLCA6381 N/A 3140QECT7 2050-07-01 4.5 N/A 2063.00 475.59 Agency Mortgage-Backed Securities FNMS 08.000 CL564538 N/A 31386JEK9 2031-01-01 8 N/A 1596852.00 2155.69 Agency Mortgage-Backed Securities FNMS 07.000 CLDH0818 N/A 3140UF4C5 2056-06-01 7 N/A 1202600.00 1284934.67 Agency Mortgage-Backed Securities FEPC 03.500 CISB8183 N/A 3132D6CU2 2037-10-01 3.5 N/A 1000.00 539.48 Agency Mortgage-Backed Securities 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.5 N/A 55576500.00 55121465.72 U.S. Treasuries (including strips) FNMS 05.500 CLDH4031 N/A 3140UKPR8 2056-06-01 5.5 N/A 3034936.00 3159536.98 Agency Mortgage-Backed Securities FNMS 06.500 CL850043 N/A 31408FLY3 2036-06-01 6.5 N/A 2004.00 236.27 Agency Mortgage-Backed Securities FEPC 04.500 CLZS2728 N/A 3132A3A59 2039-07-01 4.5 N/A 59259.00 1263.84 Agency Mortgage-Backed Securities FEPC 06.500 CLZS2078 N/A 3132A2JX1 2038-04-01 6.5 N/A 148000.00 1201.63 Agency Mortgage-Backed Securities FEPC 05.500 CLTB2462 N/A 3142K3WY0 2056-04-01 5.5 N/A 8512290.00 8257078.65 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1873 N/A 3140J6CK1 2047-09-01 3.5 N/A 3000.00 717.83 Agency Mortgage-Backed Securities FNMS 02.000 CLFA5967 N/A 3140W6TZ5 2053-11-01 2 N/A 59915.00 48156.16 Agency Mortgage-Backed Securities FNMS 04.000 CLBO4821 N/A 3140K0LB2 2049-12-01 4 N/A 2006.00 127.15 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5986 N/A 3140QRUL5 2053-03-01 5 N/A 1000.00 835.50 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7838 N/A 3138WHV82 2046-08-01 3 N/A 6997.00 1544.50 Agency Mortgage-Backed Securities FNMS 03.000 CLFM0076 B1V7KEBTPIMZEU4LTD58 3140X3CN6 2050-03-01 3 N/A 10007000.00 2985204.94 Agency Mortgage-Backed Securities FNMS 05.500 CLDF9069 N/A 3140U1CF0 2056-01-01 5.5 N/A 1007.00 1014.46 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4090 N/A 3140QPRL3 2052-07-01 4 N/A 7023.00 4920.43 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ3023 N/A 3140KNLD8 2050-10-01 2 N/A 1000.00 529.26 Agency Mortgage-Backed Securities FNMS 03.500 CIAL4195 N/A 3138ELUV3 2027-06-01 3.5 N/A 574830.00 1.76 Agency Mortgage-Backed Securities FNMS 06.500 CL545936 N/A 31385JPV4 2032-09-01 6.5 N/A 55000.00 58.37 Agency Mortgage-Backed Securities FNMS 03.500 CWAL4919 N/A 3138EMPD7 2029-03-01 3.5 N/A 1001.00 33.71 Agency Mortgage-Backed Securities FNMS 03.000 CLFS8488 N/A 3140XQNE3 2052-03-01 3 N/A 3000.00 2243.50 Agency Mortgage-Backed Securities FNMS 04.000 CICA2404 N/A 3140Q9U68 2033-10-01 4 N/A 20000.00 2243.58 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0273 N/A 3140XFJT9 2051-12-01 2.5 N/A 1990.00 1169.78 Agency Mortgage-Backed Securities FNMS 04.000 CLAX2501 N/A 3138Y3X71 2044-10-01 4 N/A 2000.00 160.24 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5876 N/A 3138ENQ69 2042-01-01 4.5 N/A 2000.00 130.02 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9504 N/A 3140XDR24 2051-11-01 2.5 N/A 1000.00 610.88 Agency Mortgage-Backed Securities FNMS 04.500 CLAS1626 N/A 3138WAYY7 2044-02-01 4.5 N/A 2000.00 113.63 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8699 N/A 3140QUUZ7 2054-06-01 6 N/A 2175.00 1737.04 Agency Mortgage-Backed Securities FEPC 01.500 CNSA0088 N/A 3132CJCZ4 2032-01-01 1.5 N/A 600000.00 391625.06 Agency Mortgage-Backed Securities FNMS 04.500 CTFM1043 N/A 3140X4ER3 2039-06-01 4.5 N/A 10000.00 1543.28 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3372 N/A 3140QNXA5 2052-04-01 3.5 N/A 4000.00 2967.11 Agency Mortgage-Backed Securities FNMS 02.000 CIBP6580 N/A 3140KEJ25 2035-08-01 2 N/A 87901824.00 32598202.60 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3381 N/A 3140X6XK2 2048-11-01 3.5 N/A 5000.00 1451.78 Agency Mortgage-Backed Securities FNMS 03.000 CVAT6276 N/A 3138WT6N1 2028-06-01 3 N/A 2016.00 53.78 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2213 N/A 3133W8N66 2054-03-01 5 N/A 1000.00 902.12 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7524 N/A 3132DVLD5 2050-08-01 3 N/A 4000.00 1689.43 Agency Mortgage-Backed Securities FNMS 05.500 CL763699 N/A 31404BNQ1 2034-04-01 5.5 N/A 5300000.00 49511.72 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7610 N/A 3140XPN47 2054-04-01 4.5 N/A 1000.00 874.17 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9933 N/A 3140QWBB7 2055-02-01 5.5 N/A 1024.00 957.70 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7538 N/A 3140XPLU1 2054-03-01 6 N/A 5171.00 4027.44 Agency Mortgage-Backed Securities FNMS 05.000 CLDG0489 N/A 3140U3RK9 2056-02-01 5 N/A 45686.00 44275.76 Agency Mortgage-Backed Securities FNMS 03.500 CLCA7398 N/A 3140QFGG8 2050-10-01 3.5 N/A 1000.00 388.40 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4325 N/A 3140U7YX4 2056-04-01 5 N/A 1000.00 997.80 Agency Mortgage-Backed Securities FEPC 04.000 CLRA1193 N/A 3133KGKE7 2049-08-01 4 N/A 4000.00 633.24 Agency Mortgage-Backed Securities 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 100.00 95.57 U.S. Treasuries (including strips) FNMS 07.000 CLDF3001 N/A 3140BTKP9 2055-10-01 7 N/A 2615100.00 2765641.00 Agency Mortgage-Backed Securities 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 N/A 100.00 61.55 U.S. Treasuries (including strips) FNMS 05.500 KL793282 N/A 31405MJ32 2034-05-01 5.5 N/A 5001.00 575.01 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3408 N/A 3140QNYE6 2052-04-01 2.5 N/A 7055.00 4629.37 Agency Mortgage-Backed Securities FNMS 02.000 CIFA5413 N/A 3140W6AP7 2037-03-01 2 N/A 1008.00 904.12 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3247 N/A 3140X6TD3 2045-10-01 4.5 N/A 6000.00 1799.46 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9323 N/A 3140QVLD4 2054-10-01 5.5 N/A 3000.00 2610.65 Agency Mortgage-Backed Securities FNMS 02.000 CLFS1015 N/A 3140XGDV8 2052-02-01 2 N/A 1000.00 610.69 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0874 N/A 3140Y66L9 2055-08-01 6 N/A 1024.00 952.04 Agency Mortgage-Backed Securities FNMS 03.500 CIAV6368 N/A 3138XJCE5 2029-01-01 3.5 N/A 3000.00 47.58 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0533 N/A 3131Y6SW0 2042-06-01 4 N/A 48000.00 3935.05 Agency Mortgage-Backed Securities FNMS 06.000 CL256959 N/A 31371NMG7 2037-11-01 6 N/A 136000.00 646.04 Agency Mortgage-Backed Securities FNMS 07.000 CLDB5838 N/A 3140AFPY6 2054-06-01 7 N/A 1000.00 825.68 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9338 N/A 3140QVLU6 2054-10-01 6 N/A 3381.00 2837.98 Agency Mortgage-Backed Securities FNMS 04.000 CIAL9421 B1V7KEBTPIMZEU4LTD58 3138ERPF1 2031-03-01 4 N/A 70000.00 784.33 Agency Mortgage-Backed Securities FNMS 05.000 CL768230 N/A 31404GPP0 2034-05-01 5 N/A 42000.00 333.34 Agency Mortgage-Backed Securities FEPC 05.500 CLTB4817 N/A 3142K6K75 2056-06-01 5.5 N/A 4463280.00 4508007.45 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4427 N/A 3140U74M1 2056-04-01 5 N/A 1000.00 994.14 Agency Mortgage-Backed Securities FNMS 05.500 CLDG5368 N/A 3140U86E5 2056-03-01 5.5 N/A 1000.00 1019.79 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2161 N/A 3140W2MK4 2055-06-01 6 N/A 1024.00 908.93 Agency Mortgage-Backed Securities FNMS 04.500 CLBM1396 N/A 3140J5RS0 2047-03-01 4.5 N/A 3000.00 528.62 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ7284 N/A 31427HCW0 2055-11-01 6.5 N/A 1105500.00 748881.12 Agency Mortgage-Backed Securities Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1000000000.00 1000000000.00 0.0052 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130BAVT1 2549001DPIFGXC1TOL40 US3130BAVT12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-07-01 2027-02-25 2027-02-25 N N N 0.0376 800003775.92 800003775.92 0.0041 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-10-01 2026-10-01 2026-10-01 N N N 0.0378 231558474.45 231558474.45 0.0012 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.64500000 3130BAUN5 2549001DPIFGXC1TOL40 US3130BAUN50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-07-01 2026-11-20 2026-11-20 N N N 0.0374 449677342.39 449677342.39 0.0023 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2026-10-08 2026-10-08 2026-10-08 N N N 0.0377 14332820.20 14332820.20 0.0001 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.70000080 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-07-01 2027-11-23 2027-11-23 N N N 0.0370 57996368.09 57996368.09 0.0003 N N N N U.S. Treasury Notes U.S. Treasury Notes 4.00000000 91282CJT9 254900HROIFWPRGM1V77 US91282CJT99 U.S. Treasury Debt Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2027-01-15 2027-01-15 2027-01-15 N N N 0.0398 187714175.10 187714175.10 0.0010 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.65000040 3130B8F56 2549001DPIFGXC1TOL40 US3130B8F569 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-07-01 2026-07-02 2026-07-02 N N N 0.0366 489174432.56 489174432.56 0.0025 N N Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.71999880 3130BB7M1 2549001DPIFGXC1TOL40 US3130BB7M19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-07-01 2027-12-22 2027-12-22 N N N 0.0379 499556273.28 499556273.28 0.0026 N N N N BNP Paribas SA BNP Paribas SA 3.62999880 N/A R0MUWSFPU8MPRO8K5P83 BYDY244P7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 7/8 NOTE Q 32 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875 N/A 1500.00 1486.51 U.S. Treasuries (including strips) TINT 02/15/30 N/A 912833XX3 2030-02-15 0 N/A 128.00 110.06 U.S. Treasuries (including strips) TINT 11/15/45 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 163.84 61.32 U.S. Treasuries (including strips) TINT 08/15/26 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0 N/A 127.45 126.85 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375 N/A 1978300.00 2015231.80 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 N/A 91282CQV6 2029-06-15 4.125 N/A 647978400.00 649325918.88 U.S. Treasuries (including strips) TINT 08/15/30 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0 N/A 10.24 8.62 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125 N/A 1504400.00 2092888.50 U.S. Treasuries (including strips) TINT 05/15/45 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 N/A 1019732.48 392176.88 U.S. Treasuries (including strips) 2 1/8 TRIN A 35 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 N/A 2957800.00 3158263.61 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.25 N/A 9490600.00 9623177.39 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 3611200.00 3578197.12 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 N/A 500000.00 497553.81 U.S. Treasuries (including strips) TINT 08/15/51 N/A 912834XG8 2051-08-15 0 N/A 424.08 119.10 U.S. Treasuries (including strips) TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.878695001 N/A 100.00 100.65 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 N/A 515300.00 519127.46 U.S. Treasuries (including strips) 5 BOND 56 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5 N/A 11886800.00 12221175.68 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 800.00 800.12 U.S. Treasuries (including strips) TINT 02/15/37 N/A 9128337F1 2037-02-15 0 N/A 200.00 123.72 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.5 N/A 700.00 677.93 U.S. Treasuries (including strips) 3 1/8 BOND 44 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125 N/A 6322800.00 5072674.99 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-07-01 2026-07-07 2026-07-28 Y BNP PARIBAS SA 1.0000 7 N Fitch AA- Moody's A1 Standard & Poor's A+ N N 0.0363 675000000.00 675000000.00 0.0035 N N Y N Federal Home Loan Bank Bonds Federal Home Loan Bank Bonds 3.50000000 3130B8WC2 2549001DPIFGXC1TOL40 US3130B8WC23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2027-01-11 2027-01-11 2027-01-11 N N N 0.0384 1336012197.75 1336012197.75 0.0069 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 3.75999840 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-07-01 2026-09-23 2026-09-23 N N N 0.0380 418363439.38 418363439.38 0.0022 N N N N Natixis SA Natixis SA 3.65000000 N/A KX1WK48MPD4Y2NCUIZ63 BYJ7GHC51 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y MNAR XX.XXX HYBZ3754 N/A 3140NYE49 2035-06-01 4.945 N/A 58428565.00 59708119.72 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL3084 N/A 3140HUNA0 2039-06-01 3.37 N/A 2993506.00 2625288.96 Agency Mortgage-Backed Securities GNII SF MA9172 M 549300M8ZYFG0OCMTT87 36179YFM1 2053-08-20 6 N/A 335369.00 170306.11 Agency Mortgage-Backed Securities 4 1/8 NOTE AB 28 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 16632200.00 16917284.91 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 N/A 100.00 99.45 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375 N/A 60681200.00 62359548.12 U.S. Treasuries (including strips) 4 1/8 NOTE BD 28 N/A 91282CQY0 2028-06-30 4.125 N/A 100.00 100.03 U.S. Treasuries (including strips) 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 N/A 800.00 782.52 U.S. Treasuries (including strips) 4 3/8 NOTE AR 26 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375 N/A 200.00 203.36 U.S. Treasuries (including strips) 4 3/8 NOTE C 36 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375 N/A 200.00 201.05 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 100.00 96.55 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 351100.00 348744.49 U.S. Treasuries (including strips) FNAR XX.XXX AM462363 N/A 31381JTU6 2037-06-01 6.199 N/A 1299.00 33.63 Agency Mortgage-Backed Securities 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.75 N/A 6498600.00 6412282.35 U.S. Treasuries (including strips) 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625 N/A 200.00 197.26 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 400.00 404.13 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125 N/A 15788700.00 15827242.55 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 N/A 91282CQV6 2029-06-15 4.125 N/A 20000000.00 20041591.48 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 N/A 999600.00 617793.67 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 N/A 14571900.00 14670954.47 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375 N/A 100.00 101.87 U.S. Treasuries (including strips) 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 6316100.00 7219803.93 U.S. Treasuries (including strips) 0 1/8 TRIN A 32 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 50000000.00 54509563.52 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 6656600.00 5850961.30 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 8200.00 8106.65 U.S. Treasuries (including strips) 5 BOND 46 N/A 912810UV8 2046-05-15 5 N/A 89944400.00 92052696.74 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 500.00 477.90 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625 N/A 4398200.00 4350324.01 U.S. Treasuries (including strips) BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0 N/A 5300.00 5264.97 U.S. Treasuries (including strips) FEPC 06.000 CLSL1028 N/A 31427NEA3 2055-04-01 6 N/A 1000.00 727.28 Agency Mortgage-Backed Securities FEPC 04.500 CLSL1854 N/A 31427PBY9 2051-09-01 4.5 N/A 1008.00 888.71 Agency Mortgage-Backed Securities 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 300.00 305.19 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125 N/A 1100.00 1095.78 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 N/A 100.00 63.97 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.25 N/A 100.00 94.53 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 N/A 51136200.00 49888425.58 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RV2 2047-02-15 3 N/A 25000100.00 19082522.46 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 N/A 9556600.00 9627582.94 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 3065700.00 2293934.08 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.5 N/A 25000000.00 24758425.00 U.S. Treasuries (including strips) MNAR XX.XXX HXBZ5550 B1V7KEBTPIMZEU4LTD58 3140Q1EY2 2032-12-01 4.3 N/A 1171.00 1157.61 Agency Mortgage-Backed Securities 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 13999800.00 13984505.22 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875 N/A 119900.00 108954.44 U.S. Treasuries (including strips) 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875 N/A 100.00 72.16 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625 N/A 100.00 98.39 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.5 N/A 200.00 203.16 U.S. Treasuries (including strips) 4 1/8 NOTE AA 31 N/A 91282CQX2 2031-06-30 4.125 N/A 100.00 99.91 U.S. Treasuries (including strips) FNMS 05.500 CLDH0418 N/A 3140UFPC2 2056-06-01 5.5 N/A 2000.00 2038.21 Agency Mortgage-Backed Securities 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 12662500.00 12658335.91 U.S. Treasuries (including strips) FNAR XX.XXX HYAN8857 N/A 3138LMZX4 2030-05-01 3.445 N/A 805969.00 778114.82 Agency Mortgage-Backed Securities FEPC 05.000 CLQX3908 N/A 31425YKW6 2055-01-01 5 N/A 29874139.00 27954210.69 Agency Mortgage-Backed Securities BILL 11/12/26 N/A 912797UY1 2026-11-12 0 N/A 100.00 98.59 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 N/A 5999900.00 6078470.26 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 1000.00 1018.38 U.S. Treasuries (including strips) 1 3/4 TRIN A 34 N/A 91282CJY8 2034-01-15 1.75 N/A 10381500.00 11120217.87 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875 N/A 4814300.00 4744510.39 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 14195100.00 13928299.55 U.S. Treasuries (including strips) TINT 05/15/34 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 106.56 75.73 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 25334200.00 21988432.54 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 N/A 8000000.00 6972070.00 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 3900200.00 2551283.65 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4 N/A 400.00 404.11 U.S. Treasuries (including strips) FNMS 05.500 CLCC2847 N/A 3140Y9EV2 2056-06-01 5.5 N/A 22029582.00 22417166.39 Agency Mortgage-Backed Securities 4 1/2 NOTE AQ 26 254900HROIFWPRGM1V77 91282CHM6 2026-07-15 4.5 N/A 25000000.00 25520433.98 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 2911600.00 3621447.48 U.S. Treasuries (including strips) BILL 12/24/26 N/A 912797TC1 2026-12-24 0 N/A 100.00 98.12 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 N/A 200.00 201.83 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625 N/A 24871900.00 24834773.73 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 N/A 200.00 199.83 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 615800.00 535829.01 U.S. Treasuries (including strips) 0 1/8 TRIB 52 N/A 912810TE8 2052-02-15 0.125 N/A 5000000.00 3156452.20 U.S. Treasuries (including strips) FEPC 05.000 CLSL5579 N/A 31427TFV3 2056-05-01 5 N/A 7892032.00 7835112.91 Agency Mortgage-Backed Securities 3 7/8 NOTE AM 29 N/A 91282CQJ3 2029-04-15 3.875 N/A 6086300.00 6096746.82 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 900.00 904.25 U.S. Treasuries (including strips) 1 3/4 BOND 41 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 8916500.00 6090390.74 U.S. Treasuries (including strips) 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625 N/A 4300.00 4154.02 U.S. Treasuries (including strips) 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 4698000.00 4784868.56 U.S. Treasuries (including strips) BILL 11/27/26 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0 N/A 100.00 98.42 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 200.00 203.14 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 27 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875 N/A 8999800.00 9078769.31 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 100.00 99.77 U.S. Treasuries (including strips) 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 100.00 100.90 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 24104800.00 24326155.96 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 N/A 4134100.00 4162940.09 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 N/A 22020000.00 21985511.18 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625 N/A 8395800.00 8454759.44 U.S. Treasuries (including strips) 1 5/8 TRIN AE 29 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625 N/A 4999900.00 5279369.13 U.S. Treasuries (including strips) 3 3/8 BOND 48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 N/A 100.00 79.46 U.S. Treasuries (including strips) FEPC 04.500 CLTA9845 N/A 3142JY5F5 2056-04-01 4.5 N/A 1000.00 965.19 Agency Mortgage-Backed Securities 3 3/8 TPRN 44 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0 N/A 100.00 41.55 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 100.00 99.97 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875 N/A 21672600.00 21465539.98 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 100.00 70.72 U.S. Treasuries (including strips) 3 5/8 BOND 53 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625 N/A 1006700.00 827898.65 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.75 N/A 100.00 100.38 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 25000000.00 24471050.00 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1 Fitch F1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 800000000.00 800000000.00 0.0041 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 3.65000000 N/A VYVVCKR63DVZZN70PB21 BYJ7DD3E4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 02.500 CLBQ2401 N/A 3140KMU32 2050-09-01 2.5 N/A 2729502.00 1159066.46 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4014 N/A 31418DN81 2035-05-01 3 N/A 13000.00 2468.88 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8609 N/A 3140QGR74 2051-01-01 2.5 N/A 503683.00 320064.86 Agency Mortgage-Backed Securities FNMS 06.500 CLDD2617 N/A 3140B24B7 2055-03-01 6.5 N/A 7264770.00 3300545.89 Agency Mortgage-Backed Securities FNMS 03.500 CIBM3547 N/A 3140J75H4 2031-11-01 3.5 N/A 121920806.00 191631.78 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2914 N/A 3140XJGY3 2052-09-01 4.5 N/A 205000.00 144031.93 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5912 N/A 3140QRSA2 2053-03-01 6 N/A 6460000.00 4026404.10 Agency Mortgage-Backed Securities FNMS 03.000 CLCA7607 N/A 3140QFNZ8 2050-11-01 3 N/A 61191263.00 31302292.75 Agency Mortgage-Backed Securities FNMS 03.000 CLAS0303 N/A 3138W9KR0 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3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 2000.00 1981.72 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 N/A 26000000.00 25902786.00 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.5 N/A 100000000.00 100253092.27 U.S. Treasuries (including strips) 3 7/8 NOTE Y 31 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875 N/A 40984000.00 40760769.73 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 N/A 37000000.00 37653029.56 U.S. Treasuries (including strips) 4 NOTE G 31 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4 N/A 5000.00 5051.43 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 7000.00 7036.09 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 N/A 159396800.00 116150510.74 U.S. Treasuries (including strips) 4.50 FCDB 26 B N/A 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N/A 5000.00 5063.27 U.S. Treasuries (including strips) 3 3/4 NOTE R 32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.75 N/A 10275000.00 10071247.09 U.S. Treasuries (including strips) 4 NOTE B 34 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 30000000.00 29883813.81 U.S. Treasuries (including strips) 4 1/4 NOTE L 33 N/A 91282CQT1 2033-05-31 4.25 N/A 50000000.00 50182180.33 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875 N/A 38749300.00 38549142.29 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 55000000.00 56650842.43 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 400.00 376.80 U.S. Treasuries (including strips) 3 7/8 TRIB 29 N/A 912810FH6 2029-04-15 3.875 N/A 1200000.00 2573867.16 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 135263500.00 121545520.48 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125 N/A 30000.00 30222.83 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 N/A 48200000.00 49300509.86 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 2700.00 2560.82 U.S. Treasuries (including strips) 1 7/8 TRIN A 36 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 N/A 4000000.00 4036470.01 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 10000000.00 9423626.46 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 8000.00 7649.41 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 2400.00 2260.46 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.25 N/A 57006900.00 58235997.11 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 2700.00 2569.62 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 20000.00 20289.11 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 19900.00 19897.74 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 N/A 72000.00 72561.04 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.5 N/A 49000.00 49064.10 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 26000000.00 26542839.45 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.75 N/A 101145900.00 98782501.69 U.S. Treasuries (including strips) 1 TRIB 48 N/A 912810SB5 2048-02-15 1 N/A 15000000.00 14700756.84 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 N/A 4000.00 4047.60 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875 N/A 23370200.00 23245086.87 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 2100.00 1977.19 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 N/A 27000000.00 36201324.54 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 5000.00 5091.92 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.75 N/A 2000.00 1986.58 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 5600000.00 5590606.00 U.S. Treasuries (including strips) 0 5/8 NOTE AB 26 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625 N/A 4000.00 3999.63 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.25 N/A 50000000.00 50698466.85 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 3800.00 3607.63 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375 N/A 4000.00 4074.67 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 N/A 31758000.00 31711909.25 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.75 N/A 4000.00 3975.90 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125 N/A 39000000.00 39419065.60 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 103090800.00 102978173.30 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 N/A 27000.00 27188.36 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 17800000.00 18478321.12 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 N/A 39000.00 39052.26 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 25000000.00 25610621.06 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 N/A 40000.00 39966.75 U.S. Treasuries (including strips) 4 NOTE N 32 N/A 91282CNR8 2032-07-31 4 N/A 26000.00 26143.09 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 41000000.00 35926875.25 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125 N/A 34000.00 34160.74 U.S. Treasuries (including strips) 4 3/8 NOTE AH 29 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 N/A 8628300.00 8698448.08 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 38000.00 37877.26 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 N/A 50000000.00 49835521.74 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Moody's P-1 Fitch F1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1500000000.00 1500000000.00 0.0078 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 3.65000000 N/A VYVVCKR63DVZZN70PB21 BYJ7GHCJ1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 05.000 CLSL5358 N/A 31427S5U8 2056-05-01 5 N/A 21338873.00 21045533.77 Agency Mortgage-Backed Securities FEPC 06.000 CLTB0244 N/A 3142K1HW5 2056-04-01 6 N/A 6904163.00 7164806.96 Agency Mortgage-Backed Securities FEPC 06.000 CLTB4685 N/A 3142K6F30 2056-06-01 6 N/A 1827029.00 1889669.98 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1748 N/A 3142GR5J5 2054-06-01 6.5 N/A 14864024.00 8191031.08 Agency Mortgage-Backed Securities FEPC 02.500 CLQC9148 N/A 3133AUEV6 2051-10-01 2.5 N/A 46942552.00 28116034.18 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0324 N/A 3132ACLD0 2047-12-01 3.5 N/A 14134669.00 3827435.01 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8218 N/A 3132DWDX8 2052-06-01 2 N/A 73000.00 47666.74 Agency Mortgage-Backed Securities FEPC 02.500 CLSL3231 N/A 31427QSV5 2052-05-01 2.5 N/A 15974105.00 13147822.37 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Moody's P-1 Fitch F1+ 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 81000000.00 81000000.00 0.0004 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130BB6A8 2549001DPIFGXC1TOL40 US3130BB6A89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-07-01 2026-12-14 2026-12-14 N N N 0.0375 608845518.86 608845518.86 0.0032 N N N N Fixed Income Clearing Corporation - WF Fixed Income Clearing Corporation - WF 3.65000000 N/A 549300H47WTHXPU08X20 BYJ76QDZ5 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 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 338698000.00 337537451.30 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 298030700.00 297514554.80 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1+ Fitch NR 2026-07-02 2026-07-02 2026-07-02 N N N 0.0365 622600000.00 622600000.00 0.0032 N N Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.66500160 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-07-01 2027-04-19 2027-04-19 N N N 0.0374 80208359.71 80208359.71 0.0004 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.64500000 3130BAWU7 2549001DPIFGXC1TOL40 US3130BAWU75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-07-01 2026-10-29 2026-10-29 N N N 0.0373 447774749.25 447774749.25 0.0023 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385ZB5 2549001DPIFGXC1TOL40 US313385ZB59 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2026-07-08 2026-07-08 2026-07-08 N N N 0.0366 443643814.32 443643814.32 0.0023 N N Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UV7 254900HROIFWPRGM1V77 US912797UV77 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2026-08-25 2026-08-25 2026-08-25 N N N 0.0366 607488716.07 607488716.07 0.0032 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 3.63000000 N/A 549300H47WTHXPU08X20 BYJ7GHAT1 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 Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 24994000.00 25329382.60 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 3000.00 2866.79 U.S. Treasuries (including strips) 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 N/A 91987100.00 66768454.36 U.S. Treasuries (including strips) BILL 10/20/26 N/A 912797VM6 2026-10-20 0 N/A 10352000.00 10231658.00 U.S. Treasuries (including strips) 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4 N/A 6731800.00 6715998.37 U.S. Treasuries (including strips) 4 NOTE AA 28 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4 N/A 6427800.00 6410721.34 U.S. Treasuries (including strips) BILL 07/02/26 254900HROIFWPRGM1V77 912797TF4 2026-07-02 0 N/A 12940000.00 12938706.00 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 24995200.00 23783707.92 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625 N/A 5000.00 4952.91 U.S. Treasuries (including strips) 1 NOTE N 28 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1 N/A 1200.00 1130.56 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 54649900.00 42393935.81 U.S. Treasuries (including strips) 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.25 N/A 16015900.00 9858217.02 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625 N/A 100.00 98.28 U.S. Treasuries (including strips) BILL 02/18/27 N/A 912797TV9 2027-02-18 0 N/A 2000.00 1951.72 U.S. Treasuries (including strips) 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 300.00 178.46 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875 N/A 12100.00 11841.64 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.5 N/A 100.00 97.61 U.S. Treasuries (including strips) BILL 11/12/26 N/A 912797UY1 2026-11-12 0 N/A 600.00 591.62 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 293049000.00 284922858.09 U.S. Treasuries (including strips) 3 7/8 NOTE W 31 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875 N/A 200.00 199.39 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.5 N/A 100.00 99.30 U.S. Treasuries (including strips) 3 7/8 NOTE AN 29 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875 N/A 500.00 498.97 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 86586800.00 48189082.61 U.S. Treasuries (including strips) 3 BOND 49 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 87095300.00 64922913.43 U.S. Treasuries (including strips) 5 3/8 BOND 31 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375 N/A 4735600.00 5072759.99 U.S. Treasuries (including strips) TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.878695001 N/A 1000.00 1006.86 U.S. Treasuries (including strips) 5 1/4 BOND 28 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.25 N/A 300.00 309.47 U.S. Treasuries (including strips) 4 1/4 NOTE M 33 N/A 91282CQW4 2033-06-30 4.25 N/A 649000.00 648023.26 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.5 N/A 2200.00 2130.48 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 100.00 101.68 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 1474000.00 1462755.43 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 2000.00 1911.52 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375 N/A 70000.00 71307.14 U.S. Treasuries (including strips) BILL 08/25/26 N/A 912797UV7 2026-08-25 0 N/A 100.00 99.44 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875 N/A 54700.00 54421.72 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 100.00 74.30 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 800.00 775.52 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 27928000.00 27968427.54 U.S. Treasuries (including strips) 4 NOTE U 29 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4 N/A 1895600.00 1920063.83 U.S. Treasuries (including strips) 3 BOND 44 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 N/A 43642100.00 33768380.37 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.75 N/A 100.00 94.90 U.S. Treasuries (including strips) 4 1/8 BOND 44 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125 N/A 20000000.00 18511665.75 U.S. Treasuries (including strips) BILL 12/24/26 N/A 912797TC1 2026-12-24 0 N/A 50000000.00 49063200.00 U.S. Treasuries (including strips) 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.5 N/A 100.00 91.62 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 N/A 19925300.00 20103332.56 U.S. Treasuries (including strips) 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4 N/A 300.00 300.57 U.S. Treasuries (including strips) 1 7/8 BOND 41 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875 N/A 400.00 281.93 U.S. Treasuries (including strips) BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0 N/A 1600.00 1589.61 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.5 N/A 1012500.00 977131.35 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 2341000.00 2360480.05 U.S. Treasuries (including strips) 4 1/4 NOTE BL 26 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.25 N/A 5100.00 5124.89 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 1000.00 1004.92 U.S. Treasuries (including strips) 2 1/2 BOND 45 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.5 N/A 5100.00 3648.21 U.S. Treasuries (including strips) 3 5/8 NOTE AH 30 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 4652000.00 4548823.29 U.S. Treasuries (including strips) 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 N/A 100.00 97.52 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 N/A 717000.00 621120.36 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 100.00 99.02 U.S. Treasuries (including strips) 5 BOND 56 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5 N/A 858700.00 879496.00 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 200.00 205.40 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 254900HROIFWPRGM1V77 912828YD6 2026-08-31 1.375 N/A 8000.00 8004.16 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 N/A 76643000.00 77978691.86 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 42154300.00 41921128.99 U.S. Treasuries (including strips) 6 3/4 BOND 26 254900HROIFWPRGM1V77 912810EX2 2026-08-15 6.75 N/A 3400.00 3499.20 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375 N/A 73000.00 74654.19 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 1000.00 980.97 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 360700.00 356533.10 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 400.00 392.13 U.S. Treasuries (including strips) BILL 07/09/26 254900HROIFWPRGM1V77 912797RF6 2026-07-09 0 N/A 100.00 99.92 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875 N/A 9300.00 9161.70 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 N/A 100.00 100.14 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 1335600.00 1310241.30 U.S. Treasuries (including strips) 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 3216100.00 3275277.98 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.75 N/A 19682000.00 19636485.38 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 N/A 5000.00 4859.62 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.75 N/A 113300.00 112598.27 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875 N/A 28463100.00 28366075.94 U.S. Treasuries (including strips) 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 N/A 24999900.00 18471394.86 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 N/A 600.00 536.51 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625 N/A 9843000.00 9693640.66 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 N/A 2800.00 2667.31 U.S. Treasuries (including strips) 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 100.00 69.95 U.S. Treasuries (including strips) 6 1/8 BOND 27 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125 N/A 500.00 517.20 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875 N/A 2200.00 2252.81 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 254900HROIFWPRGM1V77 912828Y95 2026-07-31 1.875 N/A 100.00 100.61 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.25 N/A 32100.00 32547.77 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 3122200.00 2978765.52 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 100.00 93.38 U.S. Treasuries (including strips) 3 3/4 NOTE BG 26 N/A 91282CLH2 2026-08-31 3.75 N/A 300100.00 303829.66 U.S. Treasuries (including strips) BILL 06/10/27 N/A 912797VF1 2027-06-10 0 N/A 1000.00 963.64 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 100.00 71.37 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125 N/A 600.00 599.86 U.S. Treasuries (including strips) 4 1/8 NOTE AP 29 N/A 91282CQV6 2029-06-15 4.125 N/A 200.00 200.31 U.S. Treasuries (including strips) 2 1/4 BOND 49 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.25 N/A 998600.00 634309.61 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125 N/A 575700.00 584870.49 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 N/A 100.00 100.61 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 25200.00 15972.43 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625 N/A 5100.00 5043.85 U.S. Treasuries (including strips) 4 1/8 BOND 53 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125 N/A 15358900.00 13750243.94 U.S. Treasuries (including strips) 2 1/2 BOND 46 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.5 N/A 100.00 70.38 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 700.00 666.03 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125 N/A 9700.00 9690.85 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 1000.00 996.92 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 6800.00 6238.01 U.S. Treasuries (including strips) TRFR BF 07/31/26 254900HROIFWPRGM1V77 91282CLA7 2026-07-31 3.957695001 N/A 300.00 301.99 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 500.00 503.24 U.S. Treasuries (including strips) BILL 08/27/26 254900HROIFWPRGM1V77 912797TY3 2026-08-27 0 N/A 30001200.00 29827343.05 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.75 N/A 1014200.00 1012340.64 U.S. Treasuries (including strips) 3 3/8 BOND 44 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375 N/A 15000.00 12372.09 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.75 N/A 193041700.00 190812941.85 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 N/A 7825000.00 6783609.88 U.S. Treasuries (including strips) BILL 08/13/26 N/A 912797TW7 2026-08-13 0 N/A 100.00 99.57 U.S. Treasuries (including strips) 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 49499800.00 28089968.47 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 N/A 100.00 98.79 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 100.00 100.31 U.S. Treasuries (including strips) 2 1/4 BOND 41 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.25 N/A 24863100.00 18304649.32 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625 N/A 4000.00 3980.43 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 3208600.00 3181881.99 U.S. Treasuries (including strips) 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625 N/A 200.00 174.10 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 6650000.00 6680621.67 U.S. Treasuries (including strips) 4 NOTE W 30 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4 N/A 500.00 502.31 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 100.00 96.21 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625 N/A 61800.00 61711.83 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625 N/A 100.00 100.64 U.S. Treasuries (including strips) BILL 10/13/26 N/A 912797VL8 2026-10-13 0 N/A 132400.00 130978.29 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1+ Fitch NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0363 1250000000.00 1250000000.00 0.0065 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.65000040 3130BB2K0 2549001DPIFGXC1TOL40 US3130BB2K08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-07-01 2026-12-09 2026-12-09 N N N 0.0378 446507613.08 446507613.08 0.0023 N N N N JP Morgan Securities LLC JP Morgan Securities LLC 3.62000000 N/A ZBUT11V806EZRVTWT807 BYDZ0X2C3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.25 N/A 379159700.00 357000061.49 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-07-01 2026-07-07 2026-07-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Standard & Poor's AA- Fitch AA Moody's Aa3 N N 0.0362 350000000.00 350000000.00 0.0018 N N Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.64000000 N/A 254900BN8XS34XZDJ223 BYJ746SR3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 2 1/2 NOTE W 27 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 200.00 199.03 U.S. Treasuries (including strips) 1 3/8 BOND 50 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375 N/A 368000.00 184805.46 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 N/A 99189600.00 100188519.28 U.S. Treasuries (including strips) 4 1/8 NOTE AA 31 N/A 91282CQX2 2031-06-30 4.125 N/A 278506800.00 278260321.48 U.S. Treasuries (including strips) 2 3/4 BOND 47 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 200.00 143.24 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875 N/A 18300.00 18212.27 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375 N/A 3058600.00 2924562.21 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 13033900.00 12991800.50 U.S. Treasuries (including strips) 2 3/8 TPRN C 29 254900HROIFWPRGM1V77 912821CA1 2029-05-15 0 N/A 100.00 88.89 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.25 N/A 3076900.00 3036035.69 U.S. Treasuries (including strips) 5 BOND 37 N/A 912810PU6 2037-05-15 5 N/A 20024000.00 21255055.50 U.S. Treasuries (including strips) 3 5/8 TPRN 53 N/A 912803GS6 2053-05-15 0 N/A 500.00 132.48 U.S. Treasuries (including strips) 0 1/8 TRIN A 32 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 2554300.00 2784675.56 U.S. Treasuries (including strips) 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3 N/A 3931700.00 2955293.15 U.S. Treasuries (including strips) TINT 05/15/34 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 829.44 589.45 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.75 N/A 300.00 299.40 U.S. Treasuries (including strips) 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125 N/A 1000.00 1003.54 U.S. Treasuries (including strips) 1 7/8 TRIN D 34 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 100000000.00 105916991.94 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 49996800.00 49984262.28 U.S. Treasuries (including strips) 3 7/8 TRIB 29 N/A 912810FH6 2029-04-15 3.875 N/A 400.00 857.96 U.S. Treasuries (including strips) 3 5/8 BOND 44 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625 N/A 6834600.00 5940379.02 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 N/A 1222500.00 1267407.12 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 N/A 96573400.00 97567347.68 U.S. Treasuries (including strips) 1 7/8 TPRN 51 254900HROIFWPRGM1V77 912803GC1 2051-11-15 0 N/A 3300.00 933.40 U.S. Treasuries (including strips) 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 400.00 399.56 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 58432600.00 50715684.07 U.S. Treasuries (including strips) 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.25 N/A 400.00 367.20 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625 N/A 40105600.00 38821702.31 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875 N/A 100.00 99.09 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 200.00 201.44 U.S. Treasuries (including strips) 3 TPRN 44 254900HROIFWPRGM1V77 912803EK5 2044-11-15 0 N/A 200.00 80.75 U.S. Treasuries (including strips) TINT 08/15/45 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 N/A 180.00 68.30 U.S. Treasuries (including strips) 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375 N/A 400.00 261.66 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 N/A 2086300.00 2089095.64 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 N/A 100.00 100.14 U.S. Treasuries (including strips) 3 7/8 NOTE P 32 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875 N/A 9822000.00 9769417.60 U.S. Treasuries (including strips) TINT 11/15/45 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 440.00 164.69 U.S. Treasuries (including strips) 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 N/A 49769200.00 47854653.53 U.S. Treasuries (including strips) TINT 05/15/37 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 491.52 300.11 U.S. Treasuries (including strips) 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 243644800.00 203453762.90 U.S. Treasuries (including strips) 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 500.00 482.77 U.S. Treasuries (including strips) 4 BOND 42 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 100.00 91.57 U.S. Treasuries (including strips) 4 1/4 NOTE BL 26 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.25 N/A 59900.00 60190.13 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625 N/A 29421800.00 27478492.55 U.S. Treasuries (including strips) TINT 02/15/47 254900HROIFWPRGM1V77 912834RB6 2047-02-15 0 N/A 503068.92 176264.79 U.S. Treasuries (including strips) 2 3/8 BOND 42 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375 N/A 100.00 74.52 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875 N/A 13355200.00 10398128.34 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1 Fitch F1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 1055000000.00 1055000000.00 0.0055 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UY1 254900HROIFWPRGM1V77 US912797UY17 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2026-11-12 2026-11-12 2026-11-12 N N N 0.0383 475537402.47 475537402.47 0.0025 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 3.63000000 N/A 549300H47WTHXPU08X20 BYJ7GHBA1 U.S. Treasury 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254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875 N/A 300.00 300.38 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 71185600.00 71807838.00 U.S. Treasuries (including strips) 4 1/4 NOTE BM 26 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 N/A 19051800.00 19077634.24 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375 N/A 13568700.00 13483870.92 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 200.00 200.96 U.S. Treasuries (including strips) 3 1/2 NOTE AL 29 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.5 N/A 339912000.00 337892457.19 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.5 N/A 2450600.00 2456946.86 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 101764400.00 97781708.62 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375 N/A 32484900.00 32237085.48 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375 N/A 401100.00 408589.92 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.5 N/A 57379000.00 52636850.73 U.S. Treasuries (including strips) 4 1/8 NOTE BD 28 N/A 91282CQY0 2028-06-30 4.125 N/A 400.00 400.00 U.S. Treasuries (including strips) BILL 02/18/27 N/A 912797TV9 2027-02-18 0 N/A 3000.00 2927.57 U.S. Treasuries (including strips) TRFR BB 04/30/27 N/A 91282CMX6 2027-04-30 3.9357 N/A 47000.00 47354.52 U.S. Treasuries (including strips) 3 3/4 NOTE BG 26 N/A 91282CLH2 2026-08-31 3.75 N/A 61500.00 62264.33 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.25 N/A 109094400.00 107649771.96 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625 N/A 200.00 198.42 U.S. Treasuries 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Treasuries (including strips) 2 3/4 NOTE E 32 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 68868400.00 64084286.14 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 1593800.00 1588896.93 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 122628400.00 109219279.17 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625 N/A 700.00 683.72 U.S. Treasuries (including strips) 4 NOTE K 32 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 N/A 23977200.00 23864853.27 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625 N/A 104245000.00 102449273.35 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 54621400.00 54872918.57 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375 N/A 204073600.00 201812056.36 U.S. Treasuries (including strips) 4 NOTE V 28 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 16319900.00 16498225.42 U.S. Treasuries (including strips) 4 1/4 NOTE J 33 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.25 N/A 99855800.00 100848160.94 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625 N/A 1000.00 1011.90 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125 N/A 52643800.00 46222121.97 U.S. Treasuries (including strips) 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125 N/A 23000.00 23032.07 U.S. Treasuries (including strips) TRFR BK 10/31/27 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 3.9657 N/A 26220000.00 26437595.35 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.5 N/A 653400.00 642793.53 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.75 N/A 19066400.00 19022308.95 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 N/A 20900100.00 20983721.99 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.5 N/A 22680100.00 22554647.99 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125 N/A 25596900.00 25668293.53 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 10000500.00 9902160.98 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2026-07-01 2026-07-01 2026-07-01 N N N 0.0363 4500000000.00 4500000000.00 0.0233 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.50000000 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2027-03-31 2027-03-31 2027-03-31 N N N 0.0401 197781250.00 197781250.00 0.0010 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.69500040 3130BAGR2 2549001DPIFGXC1TOL40 US3130BAGR21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-07-01 2028-01-24 2028-01-24 N N N 0.0377 156546770.37 156546770.37 0.0008 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VK0 254900HROIFWPRGM1V77 US912797VK04 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2026-10-06 2026-10-06 2026-10-06 N N N 0.0375 1958085230.59 1958085230.59 0.0101 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313384AX7 2549001DPIFGXC1TOL40 US313384AX79 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2027-01-22 2027-01-22 2027-01-22 N N N 0.0393 196623614.94 196623614.94 0.0010 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RS8 254900HROIFWPRGM1V77 US912797RS85 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-09-03 2026-09-03 2026-09-03 N N N 0.0367 6426911218.56 6426911218.56 0.0333 N Y Y N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 3.64000000 N/A L3I9ZG2KFGXZ61BMYR72 BYJ7GHA46 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 7/8 TRIN D 34 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 100.00 105.92 U.S. Treasuries (including strips) 2 3/8 TRIB 56 N/A 912810US5 2056-02-15 2.375 N/A 2103200.00 2040147.44 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 2000000.00 2000000.00 0.0000 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.25000000 91282CKE0 254900HROIFWPRGM1V77 US91282CKE02 U.S. Treasury Debt Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2027-03-15 2027-03-15 2027-03-15 N N N 0.0400 709571445.66 709571445.66 0.0037 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.95769600 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-07-01 2026-07-31 2026-07-31 N N N 0.0391 1501272479.16 1501272479.16 0.0078 N Y Y N Deutsche Bank AG Deutsche Bank AG 3.65000000 N/A 7LTWFZYICNSX8D621K86 BYJ7GHAD6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNPL PN DN1444 N/A 3618M3S97 2061-04-15 5.3 N/A 120000.00 121943.42 Agency Mortgage-Backed Securities GNPL PN DO7371 N/A 3618V4FL2 2061-05-15 5.42 N/A 290000.00 299073.75 Agency Mortgage-Backed Securities FKAR 04.600 WNWN4159 N/A 3132XJTR1 2036-03-01 4.6 N/A 7500000.00 7538719.17 Agency Mortgage-Backed Securities MNAR XX.XXX HXBS8814 N/A 3140LKYL1 2029-09-01 4.42 N/A 180000.00 180726.22 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ7013 N/A 3140Q2YK8 2031-05-01 4.26 N/A 38182000.00 38006650.31 Agency Mortgage-Backed Securities GNPL PN DJ4969 549300M8ZYFG0OCMTT87 3618KRQW7 2060-04-15 5.75 N/A 100000.00 103928.85 Agency Mortgage-Backed Securities FKAR 04.650 WNWN4163 N/A 3132XJTV2 2036-05-01 4.65 N/A 52399000.00 52630961.62 Agency Mortgage-Backed Securities FKAR 04.950 WNWN5207 N/A 3132XKYD3 2030-01-01 4.95 N/A 14000000.00 14225169.00 Agency Mortgage-Backed Securities 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 N/A 102122400.00 96701232.40 U.S. Treasuries (including strips) MNAR XX.XXX HXBZ7009 N/A 3140Q2YF9 2031-05-01 4.26 N/A 34896000.00 34721239.49 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN1894 N/A 3138LEC82 2026-07-25 2.57 N/A 1000000.00 999417.28 Agency Mortgage-Backed Securities MNRA CL003A2 R25M003 N/A 3136BWXC5 2026-12-25 2.32773 N/A 15650000.00 6940231.68 Agency Collateralized Mortgage Obligation FKAR 04.200 WNWN5402 N/A 3132XLAC9 2031-03-01 4.2 N/A 31440000.00 31236970.95 Agency Mortgage-Backed Securities 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875 N/A 84293500.00 48032409.05 U.S. Treasuries (including strips) GNPL PN DJ0407 N/A 3618KLNY9 2061-04-15 4.19 N/A 290000.00 276983.45 Agency Mortgage-Backed Securities MNRA CL001X1 R20M001 N/A 3136B75P2 2029-10-25 0.26638 N/A 699016683.00 3677105.09 Agency Collateralized Mortgage Obligation FNMS 04.500 CLAL0160 N/A 3138EGFA7 2041-05-01 4.5 N/A 7403.00 263.03 Agency Mortgage-Backed Securities FNAR XX.XXX XYAL6416 B1V7KEBTPIMZEU4LTD58 3138EPDW1 2027-01-01 3.301 N/A 32034385.00 23421876.66 Agency Mortgage-Backed Securities GNII SF MB1216 M N/A 3618N6K63 2056-05-20 5 N/A 39523267.00 39277739.69 Agency Mortgage-Backed Securities FKAR 04.500 WNWN5414 N/A 3132XLAQ8 2031-04-01 4.5 N/A 45255000.00 45396059.84 Agency Mortgage-Backed Securities FNRA CL001A2 R17M001 N/A 3136AUG21 2026-10-25 2.498169 N/A 2132000.00 1248466.26 Agency Collateralized Mortgage Obligation FKAR 04.500 WRWR1004 S6XOOCT0IEG5ABCC6L87 3142FEDJ6 2034-04-01 4.5 N/A 48000000.00 48071760.00 Agency Mortgage-Backed Securities FKAR 04.850 WRWR0001 N/A 3142FDAB8 2040-06-01 4.85 N/A 3995000.00 4033619.44 Agency Mortgage-Backed Securities FKAR 04.250 WDWD0036 N/A 3142KDBE5 2032-12-01 4.25 N/A 15750000.00 15602384.87 Agency Mortgage-Backed Securities FKAR 04.600 WNWN4164 N/A 3132XJTW0 2034-08-01 4.6 N/A 8300000.00 8345687.81 Agency Mortgage-Backed Securities FKAR 04.300 WDWD0029 N/A 3142KDA71 2035-10-01 4.3 N/A 8680000.00 8513343.04 Agency Mortgage-Backed Securities MNRM CL006A2 R25M006 N/A 3136BXUK8 2035-10-25 4.25 N/A 25000.00 24380.44 Agency Collateralized Mortgage Obligation 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 9964000.00 9953114.33 U.S. Treasuries (including strips) FKAR WV9008 N/A 3132VJAH5 2035-08-01 4.131 N/A 31775000.00 31828437.61 Agency Mortgage-Backed Securities FNRA CL014AL R12M014 N/A 3136A9MS4 2027-09-25 2.971659 N/A 240000.00 190367.29 Agency Collateralized Mortgage Obligation 4 1/2 BOND 44 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 N/A 104085200.00 101815285.81 U.S. Treasuries (including strips) MNAR XX.XXX HYBZ0571 N/A 3140NUT58 2034-02-01 5.3 N/A 846000.00 862381.25 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6630 N/A 3140Q2LL0 2033-03-01 4.36 N/A 190000.00 188366.42 Agency Mortgage-Backed Securities MNRM CL0211A2 R19M02 N/A 3136B6TJ2 2029-05-25 2.25 N/A 315000.00 154494.10 Agency Collateralized Mortgage Obligation 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.25 N/A 84645100.00 77763406.60 U.S. Treasuries (including strips) 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875 N/A 84187100.00 75518670.01 U.S. Treasuries (including strips) 4 BOND 52 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4 N/A 90165800.00 78455516.72 U.S. Treasuries (including strips) FKAR 04.000 WNWN5398 N/A 3132XK7L5 2031-01-01 4 N/A 11653000.00 11486481.22 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6317 B1V7KEBTPIMZEU4LTD58 3140HYAT5 2035-04-01 2.32 N/A 97975000.00 83023964.67 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ2400 N/A 3140NWU29 2029-11-01 3.815 N/A 12150000.00 11933525.81 Agency Mortgage-Backed Securities FKAR 04.100 WAWA3343 N/A 3132WW5D0 2030-12-01 4.1 N/A 25100281.00 24802290.88 Agency Mortgage-Backed Securities GNPL PN DR2920 N/A 3618VBG50 2061-05-15 5.42 N/A 300000.00 309386.64 Agency Mortgage-Backed Securities FKAR 04.450 WAWA4871 N/A 3142ACFM6 2035-07-01 4.45 N/A 14856739.00 14733410.55 Agency Mortgage-Backed Securities FKAR 04.300 WNWN5412 N/A 3132XLAN5 2031-03-01 4.3 N/A 12670000.00 12641402.40 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6511 B1V7KEBTPIMZEU4LTD58 3140Q2GV4 2031-03-01 4.49 N/A 19566000.00 19567798.98 Agency Mortgage-Backed Securities FKAR 04.400 WNWN2767 N/A 3132XHCD4 2032-03-01 4.4 N/A 2041000.00 2040396.77 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS6259 B1V7KEBTPIMZEU4LTD58 3140LG5V0 2034-09-01 3.91 N/A 48880000.00 46696076.89 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ1350 N/A 3140NVQC4 2031-07-01 4.8 N/A 3000000.00 3051224.00 Agency Mortgage-Backed Securities FKAR 04.400 WNWN1752 N/A 3132XF5N4 2035-10-01 4.4 N/A 24767000.00 24521520.49 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN2351 N/A 3138LETH4 2026-09-01 2.15 N/A 1125000.00 1120592.19 Agency Mortgage-Backed Securities GNII SF MB0997 M 549300M8ZYFG0OCMTT87 3618N6DB0 2056-02-20 5.5 N/A 118810354.00 119096427.20 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Moody's P-1 Fitch F1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1250000000.00 1250000000.00 0.0065 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.63499920 3130BAZA8 2549001DPIFGXC1TOL40 US3130BAZA84 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-07-01 2026-09-04 2026-09-04 N N N 0.0365 249788311.42 249788311.42 0.0013 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UP0 254900HROIFWPRGM1V77 US912797UP00 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-07-14 2026-07-14 2026-07-14 N N N 0.0337 659147.48 659147.48 0.0000 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.63999960 3130BAQL4 2549001DPIFGXC1TOL40 US3130BAQL41 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-07-01 2026-10-21 2026-10-21 N N N 0.0373 311470000.00 311470000.00 0.0016 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62499840 3130B8QF2 2549001DPIFGXC1TOL40 US3130B8QF28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-07-01 2026-07-24 2026-07-24 N N N 0.0367 446955065.56 446955065.56 0.0023 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.75000120 3133ETL21 254900C5LP6DN9OP9V83 US3133ETL216 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-07-01 2027-10-22 2027-10-22 N N N 0.0379 93853131.09 93853131.09 0.0005 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 3.75999840 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-07-01 2026-10-23 2026-10-23 N N N 0.0378 542367036.70 542367036.70 0.0028 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797RF6 254900HROIFWPRGM1V77 US912797RF64 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-07-09 2026-07-09 2026-07-09 N N N 0.0328 1937832751.47 1937832751.47 0.0100 N Y Y N Bank of Montreal Bank of Montreal 3.64000000 N/A NQQ6HPCNCCU6TUTQYE16 BYJ7GHA20 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y BILL 07/09/26 254900HROIFWPRGM1V77 912797RF6 2026-07-09 0 N/A 1021000.00 1020070.89 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1+ Standard & Poor's A-1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 1000000.00 1000000.00 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TF4 254900HROIFWPRGM1V77 US912797TF47 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2026-07-02 2026-07-02 2026-07-02 N N N 0.0182 176087393.02 176087393.02 0.0009 N Y Y N Fixed Income Clearing Corporation - BNY Fixed Income Clearing Corporation - BNY 3.65000000 N/A 549300H47WTHXPU08X20 BYJ7GHBB9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y FNMS 03.000 CLBQ4234 N/A 3140KPV42 2050-10-01 3 N/A 10000.00 3497.07 Agency Mortgage-Backed Securities 05.500 FGPC N31136 G N/A 31281BHM5 2034-09-01 5.5 N/A 23334691.00 27762.15 Agency Mortgage-Backed Securities FNMS 06.000 CL880824 N/A 31409WSM4 2036-04-01 6 N/A 18413002.00 127462.09 Agency Mortgage-Backed Securities FNMS 03.500 CLBN7929 N/A 3140JQY31 2049-07-01 3.5 N/A 1000.00 425.49 Agency Mortgage-Backed Securities FEPC 03.500 CLQA4802 N/A 31346YKP7 2049-11-01 3.5 N/A 4602534.00 1953369.96 Agency Mortgage-Backed Securities 06.500 FGPC A67429 G N/A 3128KYHE2 2037-11-01 6.5 N/A 13384027.00 200561.03 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7553 N/A 3133BHMA1 2052-08-01 5 N/A 10000.00 9422.05 Agency Mortgage-Backed Securities FNMS 03.500 CLBO6102 N/A 3140K1X84 2049-11-01 3.5 N/A 13000.00 2274.72 Agency Mortgage-Backed Securities 05.500 FGPC H09192 G N/A 3128UNF98 2038-04-01 5.5 N/A 43703435.00 75295.71 Agency Mortgage-Backed Securities 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 N/A 18908100.00 18912826.61 U.S. Treasuries (including strips) FNMS 02.500 CLCB0988 N/A 3140QLC20 2051-07-01 2.5 N/A 41890880.00 24164227.15 Agency Mortgage-Backed Securities FNMS 04.000 CLBH0500 N/A 3140GNRW5 2047-04-01 4 N/A 263000.00 61082.93 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0565 N/A 31427MTX9 2055-01-01 6 N/A 28524468.00 25017623.15 Agency Mortgage-Backed Securities 06.000 FGPC P58001 G N/A 3128CD3J1 2036-04-01 6 N/A 27222780.00 183589.81 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8194 N/A 3133BJC75 2052-08-01 5 N/A 12000.00 9054.64 Agency Mortgage-Backed Securities FNMS 04.500 CLBX3985 N/A 3140N8NB0 2052-10-01 4.5 N/A 1000.00 660.73 Agency Mortgage-Backed Securities FNMS 02.500 CLBR7726 N/A 3140L6SQ8 2051-04-01 2.5 N/A 2000.00 1054.65 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ8384 N/A 3133D0J51 2054-11-01 5 N/A 5658184.00 4453923.71 Agency Mortgage-Backed Securities 04.500 FGPC Q54960 G N/A 3132XXQN2 2048-03-01 4.5 N/A 730000.00 161337.99 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8242 N/A 3140K4EQ9 2049-11-01 3.5 N/A 1000.00 499.55 Agency Mortgage-Backed Securities FEPC 05.500 ZLZT2435 N/A 3132AEV45 2037-10-15 5.5 N/A 4319758.00 3011369.27 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0807 N/A 3133BM3Q6 2052-10-01 5 N/A 10001.00 7604.54 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6452 N/A 3140MYE24 2052-09-01 5 N/A 1000.00 563.14 Agency Mortgage-Backed Securities FEPC 06.500 CLRQ0078 N/A 3142J6CQ4 2055-12-01 6.5 N/A 37208952.00 30982727.15 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1875 N/A 3140Y8CM6 2056-01-01 6 N/A 18749763.00 18682331.46 Agency Mortgage-Backed Securities FEPC 06.500 CLQH0186 N/A 3133CCF35 2053-09-01 6.5 N/A 1204150.00 744485.06 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5745 N/A 3133A0L28 2049-12-01 3.5 N/A 1281750.00 537328.18 Agency Mortgage-Backed Securities 04.000 FGPC Q06568 G N/A 3132GRTZ4 2042-03-01 4 N/A 1202376.00 156870.14 Agency Mortgage-Backed Securities FEPC 06.500 CLQI7430 N/A 3133WEHF0 2054-06-01 6.5 N/A 1090080.00 803782.13 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ4788 B1V7KEBTPIMZEU4LTD58 3138YWKA4 2045-10-01 4 N/A 5309200.00 444060.17 Agency Mortgage-Backed Securities FNMS 06.500 CLDA5463 N/A 3140A6B96 2053-11-01 6.5 N/A 14000.00 12505.87 Agency Mortgage-Backed Securities FNMS 04.000 CLAR9386 N/A 3138W7NC4 2043-04-01 4 N/A 1159179.00 437771.28 Agency Mortgage-Backed Securities FEPC 06.000 CLSL2900 N/A 31427QGJ5 2055-09-01 6 N/A 69570832.00 66121514.98 Agency Mortgage-Backed Securities 04.000 FGPC Q38492 G N/A 3132QVNJ6 2046-01-01 4 N/A 16999000.00 2025671.36 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7156 N/A 3131Y15R7 2048-07-01 4.5 N/A 2612450.00 288231.57 Agency Mortgage-Backed Securities FNMS 06.000 CL872247 N/A 31409JBQ2 2036-05-01 6 N/A 103785751.00 228608.01 Agency Mortgage-Backed Securities FNMS 06.500 CLBY0243 N/A 3140NGHV5 2053-04-01 6.5 N/A 1002.00 592.78 Agency Mortgage-Backed Securities 04.000 FGPC Q06696 G N/A 3132GRXZ9 2042-03-01 4 N/A 1651110.00 184997.13 Agency Mortgage-Backed Securities FNMS 06.500 CLBY4322 N/A 3140NLYU7 2053-06-01 6.5 N/A 1031532.00 571220.34 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5586 N/A 31427TF43 2056-06-01 5 N/A 29499504.00 29436634.01 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9995 N/A 3133KSC83 2053-10-01 6 N/A 36211566.00 25826740.55 Agency Mortgage-Backed Securities 06.000 FGPC H00416 G N/A 3128MSN97 2036-12-01 6 N/A 11187534.00 129359.04 Agency Mortgage-Backed Securities 06.000 FGPC H02643 G N/A 3128MU5C5 2038-05-01 6 N/A 31305985.00 172185.94 Agency Mortgage-Backed Securities 05.500 FGPC H10115 G N/A 3128N0DU1 2037-04-01 5.5 N/A 24686222.00 304408.03 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2663 N/A 3140NJ5Z3 2053-05-01 6.5 N/A 1000.00 791.57 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3288 N/A 3131XWUM3 2047-05-01 4.5 N/A 1647849.00 214685.84 Agency Mortgage-Backed Securities 05.000 FGPC Q62923 G N/A 3132VPG93 2049-04-01 5 N/A 1004959.00 93591.83 Agency Mortgage-Backed Securities FNMS 04.000 CRAP9766 N/A 3138MDZ88 2042-10-01 4 N/A 1100000.00 113248.47 Agency Mortgage-Backed Securities 04.000 FGPC Q17953 G N/A 3132J9H76 2043-05-01 4 N/A 1375362.00 255357.22 Agency Mortgage-Backed Securities FEPC 04.500 CLTB0442 N/A 3142K1P48 2056-04-01 4.5 N/A 9011.00 8702.43 Agency Mortgage-Backed Securities 05.000 FGPC Q58718 G N/A 3132Y2VL7 2048-09-01 5 N/A 2873300.00 942263.26 Agency Mortgage-Backed Securities 04.000 FGPC Q31066 G N/A 3132QMFG1 2045-02-01 4 N/A 169293.00 19192.85 Agency Mortgage-Backed Securities FNMS 05.500 NP871040 N/A 31409GV94 2037-02-01 5.5 N/A 70006796.00 267189.29 Agency Mortgage-Backed Securities FEPC 03.500 CIRR0073 N/A 3142JCCK4 2041-04-01 3.5 N/A 6016.00 5636.13 Agency Mortgage-Backed Securities FNMS 04.500 CLBE8750 N/A 3140FUWL8 2047-05-01 4.5 N/A 3000.00 791.40 Agency Mortgage-Backed Securities FEPC 04.000 CLZL2854 N/A 3131XJE32 2042-03-01 4 N/A 2233091.00 136454.63 Agency Mortgage-Backed Securities FNMS 06.000 CLBX8731 N/A 3140NDVZ7 2053-03-01 6 N/A 11000.00 5422.81 Agency Mortgage-Backed Securities FNMS 04.500 CLBX5100 N/A 3140N9U20 2053-02-01 4.5 N/A 11000.00 5739.23 Agency Mortgage-Backed Securities FNMS 03.500 CLFA3343 N/A 3140W3WD7 2052-09-01 3.5 N/A 573553.00 497693.55 Agency Mortgage-Backed Securities FEPC 04.500 CLTA1448 N/A 3142JPTE1 2055-12-01 4.5 N/A 6008.00 5787.38 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4582 N/A 31418ECU2 2037-04-01 2 N/A 63247232.00 35622276.01 Agency Mortgage-Backed Securities 05.000 FGPC Q57806 G N/A 3132Y1U89 2048-08-01 5 N/A 2176726.00 467143.36 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6431 N/A 3140MYED0 2052-08-01 5 N/A 1112710.00 476954.03 Agency Mortgage-Backed Securities 07.000 FGPC G03577 G N/A 3128M5JW1 2037-11-01 7 N/A 29814447.00 335287.62 Agency Mortgage-Backed Securities FNMS 06.000 NP959967 N/A 31413Y6C0 2037-11-01 6 N/A 15360.00 20.63 Agency Mortgage-Backed Securities FNMS 03.000 CLBV3421 N/A 3140MGYT2 2052-05-01 3 N/A 1000.00 637.74 Agency Mortgage-Backed Securities FEPC 05.000 CLTB5513 N/A 3142K7DT3 2056-06-01 5 N/A 6080.00 6049.77 Agency Mortgage-Backed Securities FNMS 04.000 CLBA2905 N/A 3140E7GP9 2045-11-01 4 N/A 1363982.00 187155.06 Agency Mortgage-Backed Securities FNMS 03.500 CLBA3149 N/A 3140E7QB9 2046-04-01 3.5 N/A 15120.00 2279.57 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6996 N/A 3140MYX23 2052-08-01 5 N/A 12000.00 3186.83 Agency Mortgage-Backed Securities FNMS 03.500 CLBN9502 N/A 3140JSRY7 2049-06-01 3.5 N/A 1000.00 315.91 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5227 N/A 3140W5YZ1 2056-04-01 5 N/A 67442816.00 67011839.20 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4387 N/A 3131XX2U4 2047-10-01 4.5 N/A 1524466.00 313576.46 Agency Mortgage-Backed Securities FNMS 05.500 NP880419 N/A 31409WDY4 2036-12-01 5.5 N/A 58282584.00 63446.13 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4129 N/A 3142GUST1 2055-05-01 5.5 N/A 199989760.00 187286758.96 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3194 N/A 3131Y9RP0 2049-02-01 4.5 N/A 1435770.00 356048.44 Agency Mortgage-Backed Securities FNMS 06.000 CLBY0745 N/A 3140NGZK9 2053-05-01 6 N/A 1000.00 634.40 Agency Mortgage-Backed Securities FNMS 03.500 CLBP0048 N/A 3140K7BS1 2050-01-01 3.5 N/A 1000.00 312.83 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1322 N/A 3133BNPF4 2052-10-01 5 N/A 2235210.00 1628009.37 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2319 N/A 3140NJSH8 2053-07-01 6.5 N/A 11000.00 6150.17 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4213 N/A 3132E0VE9 2053-11-01 6.5 N/A 442060.00 310916.56 Agency Mortgage-Backed Securities FNMS 06.500 CLBW5088 N/A 3140MWUN4 2053-01-01 6.5 N/A 2000.00 577.46 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8751 N/A 3140N1WM1 2052-10-01 5 N/A 1000.00 716.34 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3675 N/A 3140MVCM8 2052-07-01 5 N/A 1000.00 601.83 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7909 N/A 3140N0YF6 2052-08-01 5 N/A 1000.00 946.51 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2370 N/A 3140JWT42 2049-11-01 3.5 N/A 11000.00 1990.45 Agency Mortgage-Backed Securities FEPC 03.000 CLQD3323 N/A 3133B0VQ3 2051-12-01 3 N/A 1483560.00 674770.81 Agency Mortgage-Backed Securities FNMS 06.000 CLBY5604 N/A 3140NNGN9 2053-07-01 6 N/A 1000.00 460.98 Agency Mortgage-Backed Securities FNMS 04.500 CLFA5008 N/A 3140W5R63 2056-03-01 4.5 N/A 11264.00 10863.23 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5661 S6XOOCT0IEG5ABCC6L87 3142GWJF7 2056-01-01 5 N/A 1042.00 1012.81 Agency Mortgage-Backed Securities FNMS 06.000 CLBY3475 N/A 3140NK2H3 2053-06-01 6 N/A 11000.00 6700.23 Agency Mortgage-Backed Securities 06.000 FGPC G04303 G N/A 3128M6DG0 2038-04-01 6 N/A 140164553.00 1503430.84 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3360 N/A 3140NKWW7 2053-05-01 5.5 N/A 1000.00 865.72 Agency Mortgage-Backed Securities FEPC 05.000 CLQG5544 N/A 3133C6ER6 2053-06-01 5 N/A 13004.00 11755.33 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7496 N/A 3133BHKH8 2052-08-01 4.5 N/A 9000.00 6789.73 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1829 N/A 3140MTA78 2052-11-01 4.5 N/A 1000.00 616.49 Agency Mortgage-Backed Securities FNMS 05.500 CLDB1963 N/A 3140ABFD2 2054-10-01 5.5 N/A 545932.00 527026.45 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1848 N/A 3140MTBS1 2053-03-01 5 N/A 1177749.00 645632.69 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0679 N/A 3140FXXH0 2062-09-01 4.5 N/A 7168.00 4810.63 Agency Mortgage-Backed Securities FNMS 06.500 CLBY5498 N/A 3140NNDC6 2053-09-01 6.5 N/A 2000.00 2059.64 Agency Mortgage-Backed Securities 05.000 FGPC Q58036 G N/A 3132Y14W5 2048-08-01 5 N/A 1491721.00 386748.48 Agency Mortgage-Backed Securities 04.000 FGPC V80989 G N/A 3132L6C25 2044-02-01 4 N/A 26036389.00 3507454.12 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1193 N/A 3140W1KF9 2055-03-01 6 N/A 32318091.00 28860323.06 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ7574 N/A 3133CYMX3 2054-10-01 6 N/A 1246909.00 853267.41 Agency Mortgage-Backed Securities FEPC 06.500 CLTB6550 N/A 3142K8H42 2056-05-01 6.5 N/A 6008.00 6302.63 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8651 N/A 3140N1TH6 2052-08-01 5 N/A 1000.00 610.34 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9387 N/A 3140N2ND9 2052-09-01 5 N/A 11000.00 4725.85 Agency Mortgage-Backed Securities FNMS 02.000 CLBP5772 N/A 3140KDMW7 2050-05-01 2 N/A 1024.00 427.33 Agency Mortgage-Backed Securities FNMS 03.000 CLBU8850 N/A 3140MAZQ0 2052-05-01 3 N/A 157444032.00 107315933.30 Agency Mortgage-Backed Securities 04.500 FGPC A94284 G N/A 312942XM2 2040-10-01 4.5 N/A 25000544.00 606823.58 Agency Mortgage-Backed Securities FNMS 06.500 CLDC4858 N/A 3140ASMG0 2054-09-01 6.5 N/A 1121838.00 1167661.32 Agency Mortgage-Backed Securities FEPC 05.000 CLTA4868 N/A 3142JTMS9 2056-02-01 5 N/A 6055928.00 5974721.79 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3987 N/A 3131YANC0 2049-03-01 4.5 N/A 2182536.00 554604.89 Agency Mortgage-Backed Securities FEPC 05.000 CLTB1263 N/A 3142K2MM9 2056-01-01 5 N/A 6080.00 6050.16 Agency Mortgage-Backed Securities FNMS 04.000 CLBH6683 N/A 3140GVM93 2047-07-01 4 N/A 5145.00 159.41 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4842 B1V7KEBTPIMZEU4LTD58 31418ELY4 2052-12-01 5.5 N/A 20900640.00 14589273.79 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8892 N/A 3133BW2Z5 2053-03-01 5.5 N/A 8000.00 6246.95 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5867 N/A 3133A0QU1 2049-12-01 3.5 N/A 1899859.00 250062.83 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4887 N/A 3140NMND5 2053-07-01 5.5 N/A 1035650.00 726850.39 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9886 N/A 3140MP6Y2 2052-05-01 3.5 N/A 2000.00 1195.71 Agency Mortgage-Backed Securities FNMS 06.500 NP995218 N/A 31416BSF6 2038-10-01 6.5 N/A 3542.00 0.88 Agency Mortgage-Backed Securities FNMS 06.000 CLCB4637 N/A 3140QQEK7 2052-09-01 6 N/A 5683960.00 4311260.55 Agency Mortgage-Backed Securities 03.000 FGPC C91891 G N/A 3128P8C41 2036-09-01 3 N/A 14994594.00 2475157.95 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6557 N/A 3140JPJB2 2049-04-01 4.5 N/A 2000.00 420.22 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1205 N/A 3140Y7KT4 2055-10-01 5 N/A 17696425.00 17512535.91 Agency Mortgage-Backed Securities FNMS 03.500 CLCB1155 N/A 3140QLH90 2051-07-01 3.5 N/A 2016.00 1105.69 Agency Mortgage-Backed Securities FNMS 06.000 CL880307 N/A 31409WAG6 2036-04-01 6 N/A 59491914.00 106666.43 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6081 N/A 3140HKXK9 2048-09-01 4.5 N/A 1000.00 237.47 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8784 N/A 3140N1XN8 2052-09-01 5 N/A 5000.00 4514.62 Agency Mortgage-Backed Securities FNMS 04.500 CLBV9710 N/A 3140MPYG0 2052-06-01 4.5 N/A 1000.00 580.62 Agency Mortgage-Backed Securities 04.500 FGPC Q62230 G N/A 3132VNPQ0 2049-03-01 4.5 N/A 5044030.00 265873.73 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9955 N/A 3140N3BZ1 2052-09-01 5 N/A 11000.00 6597.95 Agency Mortgage-Backed Securities FNMS 06.000 CLBY3620 N/A 3140NLAW9 2053-06-01 6 N/A 1000.00 1009.22 Agency Mortgage-Backed Securities 04.000 FGPC Q16722 G N/A 3132J74G4 2043-03-01 4 N/A 1291230.00 59968.87 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1476 B1V7KEBTPIMZEU4LTD58 3140XGUA5 2052-03-01 3 N/A 2404584.00 1616316.41 Agency Mortgage-Backed Securities FEPC 03.000 CLQD2809 N/A 3133B0DN0 2051-11-01 3 N/A 1080191.00 496040.31 Agency Mortgage-Backed Securities FEPC 03.000 CLSD2283 N/A 3132DPRC4 2052-04-01 3 N/A 13813078.00 7913906.01 Agency Mortgage-Backed Securities FEPC 05.500 CLTB7046 N/A 3142K8ZL4 2056-06-01 5.5 N/A 6032.00 6142.42 Agency Mortgage-Backed Securities FNMS 04.000 CLAH4474 N/A 3138A56L1 2041-01-01 4 N/A 1140994.00 62487.24 Agency Mortgage-Backed Securities 04.000 FGPC Q61920 G N/A 3132VND26 2049-03-01 4 N/A 1014675.00 209418.85 Agency Mortgage-Backed Securities FNMS 06.000 CL850583 N/A 31408F6U8 2036-01-01 6 N/A 44762425.00 397117.13 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8729 N/A 3133C9VW0 2053-08-01 6.5 N/A 1065880.00 863197.19 Agency Mortgage-Backed Securities FEPC 03.000 CLQC5295 N/A 3133AP3C1 2051-08-01 3 N/A 6189607.00 3219708.35 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ6640 N/A 3138YYLW1 2046-01-01 4 N/A 20000.00 6239.70 Agency Mortgage-Backed Securities FEPC 06.500 CLQG5769 N/A 3133C6MS5 2053-06-01 6.5 N/A 1008358.00 589120.53 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1394 N/A 31334XRP6 2049-07-01 3.5 N/A 2064000.00 886074.47 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5600 N/A 3133BFGH7 2052-07-01 5 N/A 1342410.00 729339.01 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7899 N/A 3140N0X59 2052-08-01 4.5 N/A 3000.00 1863.53 Agency Mortgage-Backed Securities 05.500 FGPC K39033 G N/A 31303ABA3 2047-04-01 5.5 N/A 33857745.00 548464.76 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1389 N/A 31427NRK7 2055-04-01 6 N/A 188531200.00 160631717.90 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ3930 N/A 3133CULK0 2054-09-01 6.5 N/A 1301947.00 1147122.21 Agency Mortgage-Backed Securities FEPC 05.000 CLTB5077 N/A 3142K6UB5 2056-05-01 5 N/A 6800.00 6540.58 Agency Mortgage-Backed Securities FNMS 06.000 CL831395 N/A 31407HUU8 2036-04-01 6 N/A 44808995.00 508783.39 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1031 N/A 3140XGED7 2048-01-01 3.5 N/A 880863.00 496666.64 Agency Mortgage-Backed Securities FNMS 06.000 CL848942 N/A 31408EEP3 2036-01-01 6 N/A 69814192.00 176202.05 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6727 N/A 3140NBPM7 2053-02-01 6 N/A 1000.00 640.37 Agency Mortgage-Backed Securities FNMS 03.500 CLBN8300 N/A 3140JRGJ4 2049-07-01 3.5 N/A 1067458.00 457275.00 Agency Mortgage-Backed Securities FNMS 05.000 CLBW4827 N/A 3140MWLH7 2052-07-01 5 N/A 2000.00 1755.59 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0245 N/A 3140NGHX1 2053-04-01 5 N/A 1000.00 721.87 Agency Mortgage-Backed Securities FEPC 05.500 CLTA3687 N/A 3142JSCZ6 2056-01-01 5.5 N/A 6080.00 6068.46 Agency Mortgage-Backed Securities 04.500 FGPC A90398 G N/A 312938NP4 2039-12-01 4.5 N/A 1076810.00 44014.91 Agency Mortgage-Backed Securities FNMS 06.000 CL869016 N/A 31409EN98 2036-05-01 6 N/A 69862997.00 93583.81 Agency Mortgage-Backed Securities FNMS 03.500 CLBN7935 N/A 3140JQY98 2049-06-01 3.5 N/A 1000.00 227.51 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0475 N/A 3142GQQ54 2053-12-01 6 N/A 1000.00 711.17 Agency Mortgage-Backed Securities FNMS 04.000 CLBA4737 N/A 3140E9HP4 2045-12-01 4 N/A 536121.00 75926.81 Agency Mortgage-Backed Securities FNMS 06.500 CLDA4711 N/A 3140A5GV4 2053-12-01 6.5 N/A 1068344.00 483976.64 Agency Mortgage-Backed Securities 4 1/8 NOTE W 29 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125 N/A 4000000.00 4039000.59 U.S. Treasuries (including strips) FNMS 06.000 CLAC1509 N/A 31417KVB0 2039-08-01 6 N/A 1000.00 33.98 Agency Mortgage-Backed Securities FNMS 06.000 NP880413 N/A 31409WDS7 2036-10-01 6 N/A 72713831.00 166045.23 Agency Mortgage-Backed Securities FNMS 06.000 CLCC2689 N/A 3140Y87B6 2056-05-01 6 N/A 17622610.00 18282421.73 Agency Mortgage-Backed Securities FNMS 03.500 CLBP3617 N/A 3140KBAT1 2050-06-01 3.5 N/A 13000.00 5306.70 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4710 N/A 3131YBGT9 2049-04-01 4.5 N/A 1451278.00 403332.58 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4784 N/A 31418EJ68 2052-10-01 4.5 N/A 26212416.00 18748796.05 Agency Mortgage-Backed Securities FNMS 05.000 CLFS6808 N/A 3140XNR63 2053-12-01 5 N/A 41801327.00 33987460.92 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6879 N/A 3140HLUD6 2048-07-01 4.5 N/A 13000.00 3122.43 Agency Mortgage-Backed Securities FEPC 05.000 CLQG7960 N/A 3133C8ZZ1 2053-07-01 5 N/A 200606.00 191646.04 Agency Mortgage-Backed Securities FNMS 06.000 CLBT7959 N/A 3140LWZZ3 2052-11-01 6 N/A 12000.00 7798.85 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9931 N/A 3140N3A90 2052-09-01 5 N/A 1000.00 587.85 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8148 N/A 3140NDBS5 2053-04-01 5.5 N/A 2000.00 1845.17 Agency Mortgage-Backed Securities 04.500 FGPC Q56865 G N/A 3132Y0TX8 2048-06-01 4.5 N/A 1099300.00 466732.85 Agency Mortgage-Backed Securities FNMS 03.500 CRAY4215 N/A 3138YHVH0 2045-05-01 3.5 N/A 1664259.00 93240.85 Agency Mortgage-Backed Securities FNMS 06.000 CLDE3193 N/A 3140BFRP2 2055-07-01 6 N/A 9787450.00 9199124.16 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1772 S6XOOCT0IEG5ABCC6L87 31427N6J3 2055-06-01 5.5 N/A 1041.00 976.09 Agency Mortgage-Backed Securities FNMS 06.000 NP880456 N/A 31409WE56 2036-04-01 6 N/A 31003544.00 88871.44 Agency Mortgage-Backed Securities FNMS 05.500 CLDC0104 N/A 3140AMDJ7 2054-09-01 5.5 N/A 3013.00 3012.49 Agency Mortgage-Backed Securities FNMS 04.000 CLDB8242 N/A 3140AJEQ7 2054-11-01 4 N/A 560539.00 510033.66 Agency Mortgage-Backed Securities 04.000 FGPC Q46150 G N/A 3132WKZQ4 2047-02-01 4 N/A 11414309.00 2859200.51 Agency Mortgage-Backed Securities 05.000 FGPC Q63082 G N/A 3132VPM88 2049-04-01 5 N/A 1871732.00 575837.59 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3506 N/A 3140NK3Q2 2053-06-01 5.5 N/A 1000.00 503.28 Agency Mortgage-Backed Securities FEPC 05.500 CLQG1934 N/A 3133C2EF1 2053-05-01 5.5 N/A 1353170.00 1316607.45 Agency Mortgage-Backed Securities 04.000 FGPC Q63189 G N/A 3132VPRK6 2049-04-01 4 N/A 1611920.00 625032.04 Agency Mortgage-Backed Securities FNMS 06.000 CL878096 N/A 31409TRR1 2036-04-01 6 N/A 70035476.00 546956.85 Agency Mortgage-Backed Securities FNMS 07.000 CL923447 N/A 31412E5G7 2037-08-01 7 N/A 13312.00 140.60 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6331 N/A 3131YDA87 2049-05-01 4.5 N/A 1684000.00 558426.17 Agency Mortgage-Backed Securities 04.000 FGPC Q05827 G N/A 3132GMD82 2042-02-01 4 N/A 1029229.00 180020.30 Agency Mortgage-Backed Securities FNMS 05.000 CLFS6100 N/A 3140XMX68 2053-10-01 5 N/A 45237035.00 35462808.13 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8244 N/A 3140K4ES5 2049-11-01 3.5 N/A 12000.00 1438.95 Agency Mortgage-Backed Securities 05.000 FGPC Q61698 G N/A 3132VM3G8 2049-02-01 5 N/A 1747148.00 598205.32 Agency Mortgage-Backed Securities FEPC 04.500 CLRQ0117 N/A 3142J6DX8 2056-05-01 4.5 N/A 6880.00 6607.94 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ7117 N/A 3140H84B8 2048-08-01 4.5 N/A 1005.00 155.75 Agency Mortgage-Backed Securities FEPC 06.000 CLTA9213 N/A 3142JYGX4 2056-03-01 6 N/A 6016.00 6289.25 Agency Mortgage-Backed Securities 04.500 FGPC Q58355 G N/A 3132Y2H90 2048-09-01 4.5 N/A 1786759.00 130643.05 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3598 N/A 3140MU7L8 2052-07-01 5 N/A 12000.00 6267.06 Agency Mortgage-Backed Securities FNMS 05.000 CLBN1028 N/A 3140JHEA7 2049-03-01 5 N/A 1185001.00 109621.46 Agency Mortgage-Backed Securities FNMS 04.500 CLBN8879 N/A 3140JR2M2 2049-05-01 4.5 N/A 11000.00 484.91 Agency Mortgage-Backed Securities FNMS 05.500 CLDH0524 N/A 3140UFSN5 2056-06-01 5.5 N/A 14711216.00 14876740.07 Agency Mortgage-Backed Securities FEPC 05.500 CLQH1440 N/A 3133CDS54 2053-09-01 5.5 N/A 1046300.00 646026.51 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9748 N/A 3140NSZN7 2053-09-01 6.5 N/A 1189140.00 613183.05 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1133 N/A 3140K8HK0 2050-01-01 3.5 N/A 1031356.00 387180.49 Agency Mortgage-Backed Securities FNMS 06.000 CL882005 N/A 31409X3N7 2036-04-01 6 N/A 40725724.00 457364.52 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5879 N/A 3133A0Q80 2049-12-01 3.5 N/A 435889.00 175582.15 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8759 N/A 3140N1WV1 2052-10-01 5 N/A 2000.00 1474.72 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6545 N/A 3140XNHX5 2053-12-01 6 N/A 1050.00 757.61 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8272 N/A 3133KQFM3 2053-01-01 6 N/A 34026624.00 24610571.91 Agency Mortgage-Backed Securities FNMS 04.000 CLAV8835 N/A 3138XLY97 2044-09-01 4 N/A 3034963.00 331623.83 Agency Mortgage-Backed Securities FEPC 07.000 CLQI6403 S6XOOCT0IEG5ABCC6L87 3133WDDG4 2054-06-01 7 N/A 1379960.00 1201006.33 Agency Mortgage-Backed Securities FEPC 06.000 CLTB6639 N/A 3142K8LV7 2056-06-01 6 N/A 6080.00 6347.43 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6349 N/A 3140MYBT8 2052-08-01 5 N/A 13000.00 6332.50 Agency Mortgage-Backed Securities FEPC 05.500 CLTA0629 N/A 3142JNVX1 2055-11-01 5.5 N/A 6016.00 6120.03 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3468 N/A 3140NK2A8 2053-06-01 5.5 N/A 1012100.00 976992.82 Agency Mortgage-Backed Securities FEPC 06.000 CLQG6066 N/A 3133C6W39 2053-07-01 6 N/A 11000.00 10856.07 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3605 N/A 3140FPAF6 2049-02-01 4.5 N/A 1000.00 784.86 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7876 N/A 3133BVXD2 2053-02-01 6 N/A 1064785.00 473234.19 Agency Mortgage-Backed Securities 4 NOTE M 32 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4 N/A 18597500.00 18375855.00 U.S. Treasuries (including strips) FNMS 04.000 I4BF0605 B1V7KEBTPIMZEU4LTD58 3140FXU75 2062-03-01 4 N/A 3201704.00 2222330.27 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4600 B1V7KEBTPIMZEU4LTD58 31418EDE7 2052-05-01 3.5 N/A 5996.00 4036.72 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5866 N/A 3133A0QT4 2049-12-01 3.5 N/A 2601170.00 1077197.76 Agency Mortgage-Backed Securities FNMS 05.000 CLBV0953 N/A 3140MEBX3 2052-09-01 5 N/A 1543150.00 1434483.60 Agency Mortgage-Backed Securities FEPC 04.000 CLRA5803 N/A 3133KMNU5 2051-09-01 4 N/A 37546441.00 11828547.34 Agency Mortgage-Backed Securities FEPC 06.000 CLQG1643 N/A 3133C1ZG8 2053-04-01 6 N/A 1042600.00 609291.54 Agency Mortgage-Backed Securities FNMS 03.500 CLBN8599 N/A 3140JRRV5 2049-05-01 3.5 N/A 1008.00 121.79 Agency Mortgage-Backed Securities FNMS 06.000 NP891142 N/A 31410MBK5 2036-06-01 6 N/A 13312.00 56.81 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9871 B1V7KEBTPIMZEU4LTD58 3140XR6H3 2054-11-01 5.5 N/A 2025.00 1740.56 Agency Mortgage-Backed Securities FEPC 04.000 3VZA3582 N/A 31329L6T4 2042-06-01 4 N/A 44775838.00 4098416.39 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ8310 N/A 3140HAGU8 2048-01-01 4.5 N/A 1000.00 470.01 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ8365 N/A 3140HAJK7 2049-07-01 3.5 N/A 2002.00 751.83 Agency Mortgage-Backed Securities 03.500 FGPC Q18298 G N/A 3132J9UY2 2043-05-01 3.5 N/A 1957308.00 230515.99 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9775 N/A 3140NE2H7 2053-04-01 6 N/A 1000.00 670.95 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4872 N/A 3140W5MW1 2056-03-01 5 N/A 69127612.00 67164243.46 Agency Mortgage-Backed Securities FNMS 06.500 NP885032 N/A 31410CHH8 2036-05-01 6.5 N/A 15716023.00 4852.33 Agency Mortgage-Backed Securities FEPC 05.500 CLQG0748 N/A 3133C0ZM7 2053-04-01 5.5 N/A 8000.00 6638.78 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1278 N/A 3140JHM42 2049-03-01 4.5 N/A 1000.00 258.77 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5877 N/A 3133A0Q64 2049-12-01 3.5 N/A 1287761.00 351306.51 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ4672 N/A 31427CFN8 2055-09-01 5 N/A 4010.00 3946.42 Agency Mortgage-Backed Securities FEPC 05.500 CLTB5533 N/A 3142K7EF2 2056-06-01 5.5 N/A 6032.00 6187.63 Agency Mortgage-Backed Securities FNMS 03.500 CLAS9006 N/A 3138WKAG0 2043-08-01 3.5 N/A 1147568.00 150170.53 Agency Mortgage-Backed Securities 06.000 FGPC P51364 G N/A 3128C6QR3 2036-12-01 6 N/A 14974506.00 378267.49 Agency Mortgage-Backed Securities FEPC 05.000 CLTA0622 N/A 3142JNVQ6 2055-11-01 5 N/A 6008.00 5985.61 Agency Mortgage-Backed Securities FNMS 06.000 CLBX0662 N/A 3140N4WY9 2052-11-01 6 N/A 14000.00 6264.75 Agency Mortgage-Backed Securities FNMS 05.500 CLBY8200 N/A 3140NRDE3 2053-08-01 5.5 N/A 12000.00 10517.81 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1479 N/A 3140MSUD5 2052-06-01 5 N/A 1000.00 721.60 Agency Mortgage-Backed Securities FEPC 04.500 CLZN5053 N/A 3131YBTJ7 2049-04-01 4.5 N/A 1394852.00 375794.18 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7347 N/A 3140NCEV7 2053-09-01 6.5 N/A 1001.00 635.40 Agency Mortgage-Backed Securities FNMS 03.500 CTFM7030 N/A 3140XAY48 2039-11-01 3.5 N/A 11336544.00 4776031.41 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9307 N/A 3133BKKU2 2052-09-01 5 N/A 2516263.00 1491752.51 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8632 N/A 3133BJSV5 2052-08-01 5 N/A 1137950.00 940603.43 Agency Mortgage-Backed Securities FNMS 06.500 CLBX9789 N/A 3140NE2X2 2053-04-01 6.5 N/A 2000.00 1225.98 Agency Mortgage-Backed Securities FNMS 06.500 CLDA6377 N/A 3140A7CP7 2053-12-01 6.5 N/A 17000.00 10688.34 Agency Mortgage-Backed Securities FEPC 05.500 CLTB7438 N/A 3142K9HQ1 2056-07-01 5.5 N/A 6176.00 6276.12 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7829 N/A 3131Y2VW5 2048-08-01 4.5 N/A 1049687.00 368057.75 Agency Mortgage-Backed Securities 04.000 FGPC Q07066 G N/A 3132GSFF1 2042-03-01 4 N/A 3814373.00 446352.00 Agency Mortgage-Backed Securities FNMS 06.500 CL889711 N/A 31410KN42 2038-07-01 6.5 N/A 2000.00 14.95 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5139 N/A 31418EV98 2053-09-01 6 N/A 25192.00 14462.11 Agency Mortgage-Backed Securities FEPC 05.500 CLRQ0085 N/A 3142J6CX9 2056-01-01 5.5 N/A 6008.00 5667.71 Agency Mortgage-Backed Securities FNMS 06.500 CLDF8376 N/A 3140U0JW8 2056-02-01 6.5 N/A 993210.00 1042735.03 Agency Mortgage-Backed Securities 04.000 FGPC Q52358 G N/A 3132XUTQ8 2047-11-01 4 N/A 1271724.00 425893.75 Agency Mortgage-Backed Securities FEPC 05.000 CLQY4960 N/A 31426PQN8 2055-05-01 5 N/A 5000.00 4304.51 Agency Mortgage-Backed Securities FEPC 06.500 CLQG6973 N/A 3133C7XA0 2053-07-01 6.5 N/A 13001.00 9931.87 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4085 N/A 3140W4RF6 2056-01-01 5 N/A 24339968.00 23978760.50 Agency Mortgage-Backed Securities FNMS 03.500 CLBO0325 N/A 3140JULF9 2049-05-01 3.5 N/A 11000.00 4335.10 Agency Mortgage-Backed Securities FNMS 03.500 CRMA2734 N/A 31418CBC7 2046-08-01 3.5 N/A 13000.00 3032.80 Agency Mortgage-Backed Securities FEPC 05.000 CLQE4893 N/A 3133BENJ8 2052-07-01 5 N/A 1392620.00 644942.52 Agency Mortgage-Backed Securities FNMS 05.500 CLBX5245 N/A 3140N9ZK5 2053-01-01 5.5 N/A 11000.00 6416.15 Agency Mortgage-Backed Securities 04.000 FGPC Q57312 G N/A 3132Y1DS4 2048-05-01 4 N/A 1005975.00 154959.31 Agency Mortgage-Backed Securities FNMS 04.000 CLAW5818 N/A 3138XVPC8 2044-08-01 4 N/A 1656830.00 263830.55 Agency Mortgage-Backed Securities FEPC 06.500 CLSL3313 N/A 31427QVF6 2055-11-01 6.5 N/A 3080.00 2766.69 Agency Mortgage-Backed Securities FNMS 06.500 CLBY6746 N/A 3140NPP87 2053-07-01 6.5 N/A 1018590.00 338798.85 Agency Mortgage-Backed Securities FNMS 06.000 CLAD0223 N/A 31418MG97 2039-05-01 6 N/A 13312.00 89.54 Agency Mortgage-Backed Securities FEPC 05.000 CLTB2561 N/A 3142K3Z35 2056-05-01 5 N/A 6800.00 6745.37 Agency Mortgage-Backed Securities FNMS 04.500 CLAI7232 N/A 3138AMBA2 2041-07-01 4.5 N/A 1891875.00 66611.92 Agency Mortgage-Backed Securities FNMS 03.500 CLBU8404 B1V7KEBTPIMZEU4LTD58 3140MAKS2 2051-12-01 3.5 N/A 395040.00 334249.04 Agency Mortgage-Backed Securities FNMS 06.000 CLBY2209 N/A 3140NJN34 2053-08-01 6 N/A 15000.00 13820.87 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0283 N/A 31334WJ44 2049-06-01 3.5 N/A 2226499.00 583417.13 Agency Mortgage-Backed Securities 04.000 FGPC G60046 G N/A 31335ABP2 2045-04-01 4 N/A 27861696.00 3673868.55 Agency Mortgage-Backed Securities FNMS 06.000 CLBY3476 N/A 3140NK2J9 2053-05-01 6 N/A 3000.00 1296.74 Agency Mortgage-Backed Securities FEPC 05.500 CLQG0585 N/A 3133C0UJ9 2053-04-01 5.5 N/A 1189042.00 660351.66 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5359 N/A 3131XY5U9 2048-01-01 4.5 N/A 1302891.00 401021.31 Agency Mortgage-Backed Securities 4 NOTE AJ 27 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4 N/A 23500.00 23932.41 U.S. Treasuries (including strips) FEPC 05.000 CLQF1004 N/A 3133BNDH3 2052-10-01 5 N/A 8000.00 5077.05 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3706 N/A 3140MVDL9 2052-07-01 5 N/A 12000.00 7211.36 Agency Mortgage-Backed Securities FNMS 04.500 CLCC2819 N/A 3140Y9DZ4 2056-06-01 4.5 N/A 16141527.00 15619834.59 Agency Mortgage-Backed Securities FNMS 05.000 CLBV5072 N/A 3140MJT62 2052-07-01 5 N/A 11000.00 4401.41 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6262 N/A 3140QR5Y5 2053-05-01 6 N/A 33271743.00 23818249.25 Agency Mortgage-Backed Securities FNMS 05.500 CLBY0687 N/A 3140NGXR6 2053-04-01 5.5 N/A 10000.00 5774.82 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7170 N/A 3140HL6G6 2048-07-01 4.5 N/A 11000.00 3761.02 Agency Mortgage-Backed Securities FEPC 03.000 CLQB4522 N/A 3133ABAX8 2050-10-01 3 N/A 7080870.00 2354542.70 Agency Mortgage-Backed Securities FNMS 06.000 CL817753 N/A 31406RQE8 2036-04-01 6 N/A 33381310.00 133561.61 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5724 N/A 3140W6LE0 2056-05-01 5 N/A 51580735.00 51346091.80 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6754 N/A 3133BUQF7 2053-01-01 6 N/A 4406600.00 2885048.75 Agency Mortgage-Backed Securities FNMS 04.500 CIDG7140 N/A 3140UA5A9 2041-04-01 4.5 N/A 260020.00 256872.48 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1864 N/A 3140JJCA5 2048-09-01 4.5 N/A 12000.00 4857.65 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0729 N/A 3133BMY25 2052-10-01 5 N/A 1889261.00 887138.01 Agency Mortgage-Backed Securities FEPC 04.500 CLQA6444 N/A 3133A1ER9 2050-01-01 4.5 N/A 318692.00 179633.42 Agency Mortgage-Backed Securities FNMS 05.000 CLBN6534 N/A 3140JPHL2 2049-03-01 5 N/A 12000.00 1883.13 Agency Mortgage-Backed Securities FNMS 04.500 CLBX9742 N/A 3140NEZG3 2053-04-01 4.5 N/A 2000.00 1846.06 Agency Mortgage-Backed Securities FNMS 04.500 CLBK9913 N/A 3140HQAP0 2048-09-01 4.5 N/A 3000.00 753.12 Agency Mortgage-Backed Securities FNMS 04.000 CLBH3137 N/A 3140GRPX6 2047-07-01 4 N/A 7000.00 1413.57 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8910 N/A 3140N13U5 2052-09-01 5 N/A 1000.00 868.84 Agency Mortgage-Backed Securities FEPC 06.000 CLQG1652 N/A 3133C1ZR4 2053-04-01 6 N/A 13000.00 9573.69 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8811 N/A 3133C9YG2 2053-07-01 5.5 N/A 1269000.00 551561.48 Agency Mortgage-Backed Securities 04.000 FGPC V81946 G N/A 3132L7ET2 2045-09-01 4 N/A 498092.00 128565.87 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6785 N/A 3133BURE9 2053-01-01 5.5 N/A 2373001.00 1171133.08 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7030 N/A 3140MYY48 2052-08-01 4.5 N/A 18000.00 9085.67 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6901 N/A 3142GXU39 2056-06-01 5.5 N/A 182267648.00 185174918.33 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ3410 N/A 3133CTYF0 2054-09-01 6 N/A 1107247.00 857580.96 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7822 N/A 3133BVVP7 2053-02-01 6 N/A 1199530.00 500989.05 Agency Mortgage-Backed Securities FNMS 06.500 CLBJ1351 N/A 3140H2QD3 2053-06-01 6.5 N/A 7000.00 6476.54 Agency Mortgage-Backed Securities 05.000 FGPC L10232 G N/A 3128DHHH0 2040-06-01 5 N/A 45869573.00 394632.39 Agency Mortgage-Backed Securities FNMS 04.000 CLBX6581 N/A 3140NBJ36 2053-03-01 4 N/A 1272138.00 961885.25 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8692 N/A 3140QUUS3 2054-06-01 5.5 N/A 528000.00 466382.80 Agency Mortgage-Backed Securities FNMS 06.000 CL871311 N/A 31409HAL8 2036-05-01 6 N/A 48584772.00 86722.43 Agency Mortgage-Backed Securities 06.500 FGPC A44247 G N/A 3128K4WG6 2036-04-01 6.5 N/A 20058577.00 350494.15 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9209 N/A 3140QVGT5 2054-09-01 5.5 N/A 3808684.00 3358015.52 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7382 N/A 3140N0FY6 2052-08-01 5 N/A 1000.00 930.18 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4004 N/A 3140M5NW1 2053-06-01 6 N/A 1008.00 744.69 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7940 N/A 3140N0ZE8 2052-08-01 5 N/A 505564.00 477016.16 Agency Mortgage-Backed Securities 04.000 FGPC Q63007 G N/A 3132VPKV9 2049-04-01 4 N/A 4950720.00 1257289.59 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8205 N/A 3132DWDJ9 2052-04-01 2.5 N/A 1000.00 642.70 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4869 N/A 3140NMMT1 2053-06-01 5.5 N/A 2000.00 1190.88 Agency Mortgage-Backed Securities FNMS 04.500 CLBN4839 N/A 3140JMLV2 2049-02-01 4.5 N/A 14000.00 3067.87 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0565 N/A 3131Y6TW9 2042-12-01 4 N/A 2299045.00 173028.44 Agency Mortgage-Backed Securities FEPC 06.500 CLQX3652 N/A 31425YBW6 2055-01-01 6.5 N/A 2000281.00 2062199.53 Agency Mortgage-Backed Securities FNMS 05.000 CLDF9520 N/A 3140U1SJ5 2056-01-01 5 N/A 6000.00 5845.03 Agency Mortgage-Backed Securities 04.000 FGPC Q05155 G N/A 3132GLMC5 2041-12-01 4 N/A 6492802.00 582543.85 Agency Mortgage-Backed Securities FNMS 05.000 CLBN4860 N/A 3140JMMJ8 2049-01-01 5 N/A 11000.00 3301.36 Agency Mortgage-Backed Securities FNMS 03.500 CLBA6486 N/A 3140EBF48 2046-07-01 3.5 N/A 2000.00 437.69 Agency Mortgage-Backed Securities FNMS 06.000 CL870158 N/A 31409FWT1 2036-03-01 6 N/A 40325753.00 109395.93 Agency Mortgage-Backed Securities FNMS 05.500 CLBW7479 N/A 3140N0JZ9 2052-11-01 5.5 N/A 11000.00 8266.75 Agency Mortgage-Backed Securities FEPC 06.500 CLQH0323 N/A 3133CCLC8 2053-09-01 6.5 N/A 1950610.00 1183395.22 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5954 N/A 3140NATL7 2053-02-01 6 N/A 1000.00 501.53 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4782 N/A 3140NMJ40 2053-07-01 5 N/A 13000.00 11024.48 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6013 N/A 3142GWVF3 2056-03-01 5 N/A 16345541.00 16005570.60 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9100 N/A 3140NEDE2 2053-03-01 5 N/A 3000.00 2852.49 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8368 N/A 3133C9JM6 2053-08-01 6.5 N/A 1123170.00 886712.34 Agency Mortgage-Backed Securities 04.000 FGPC Q48678 G N/A 3132WNUC4 2047-06-01 4 N/A 1656217.00 498855.41 Agency Mortgage-Backed Securities 04.000 FGPC V81716 G N/A 3132L63Z2 2045-04-01 4 N/A 16887232.00 4524511.29 Agency Mortgage-Backed Securities FEPC 04.000 CLRQ0061 N/A 3142J6B77 2055-11-01 4 N/A 85307.00 78792.19 Agency Mortgage-Backed Securities 04.000 FGPC G07314 G N/A 3128M9N73 2043-01-01 4 N/A 4895645.00 526169.21 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7887 N/A 3140LWXR3 2052-10-01 5 N/A 1000.00 687.01 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6872 N/A 3140NBT68 2053-02-01 5.5 N/A 11000.00 5404.24 Agency Mortgage-Backed Securities FEPC 06.000 CLTB5942 N/A 3142K7S83 2056-06-01 6 N/A 6032.00 6251.20 Agency Mortgage-Backed Securities FNMS 06.500 CLDB6101 N/A 3140AFX76 2054-07-01 6.5 N/A 1089734.00 600305.76 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4162 N/A 3140W4TU1 2056-01-01 5 N/A 888040.00 861031.81 Agency Mortgage-Backed Securities FNMS 06.500 CLDF4147 N/A 3140BUTD4 2055-11-01 6.5 N/A 1894240.00 1978817.26 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8410 N/A 3140N1KY8 2052-09-01 5 N/A 15000.00 8514.39 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6891 N/A 3142GXUR6 2056-06-01 5 N/A 187677064.00 186679143.39 Agency Mortgage-Backed Securities FNMS 06.000 CLDB7292 N/A 3140AHC67 2054-07-01 6 N/A 22000.00 16566.65 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2951 N/A 3140QAH52 2049-01-01 4.5 N/A 5553880.00 947836.03 Agency Mortgage-Backed Securities FNMS 04.500 CLBN2084 N/A 3140JJJ67 2048-10-01 4.5 N/A 2000.00 548.70 Agency Mortgage-Backed Securities FEPC 04.000 CLQA6187 N/A 3133A02U7 2050-01-01 4 N/A 1115329.00 151705.40 Agency Mortgage-Backed Securities FEPC 03.500 CLQA7038 N/A 3133A1ZB1 2050-02-01 3.5 N/A 149652.00 63362.27 Agency Mortgage-Backed Securities FEPC 04.000 CLZL2943 N/A 3131XJHU9 2042-04-01 4 N/A 2680530.00 104245.28 Agency Mortgage-Backed Securities FNMS 04.500 CLBN7822 N/A 3140JQVQ3 2049-03-01 4.5 N/A 11000.00 2128.37 Agency Mortgage-Backed Securities 04.500 FGPC Q63957 G N/A 3132VQMF0 2049-05-01 4.5 N/A 2329656.00 441024.06 Agency Mortgage-Backed Securities FNMS 06.000 CL880316 N/A 31409WAR2 2036-04-01 6 N/A 23417020.00 69000.82 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8746 N/A 3133BJWF5 2052-08-01 5 N/A 2017747.00 1517706.05 Agency Mortgage-Backed Securities FNMS 03.500 CRMA2592 N/A 31418B3A2 2046-04-01 3.5 N/A 13000.00 2840.64 Agency Mortgage-Backed Securities FNMS 04.000 CLAT2780 N/A 3138WQCS9 2043-04-01 4 N/A 1315841.00 142599.56 Agency Mortgage-Backed Securities FNMS 03.000 CLBU8600 N/A 3140MARW6 2052-01-01 3 N/A 1000.00 695.10 Agency Mortgage-Backed Securities 04.000 FGPC Q50600 G N/A 3132XSU24 2047-09-01 4 N/A 1737556.00 525926.62 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8330 N/A 3133BWHF3 2053-02-01 5.5 N/A 1160300.00 1124532.42 Agency Mortgage-Backed Securities FNMS 04.000 CLBD5369 N/A 3140FC6F0 2047-06-01 4 N/A 1477996.00 377727.31 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6422 N/A 3140MYD41 2052-08-01 5 N/A 1000.00 466.97 Agency Mortgage-Backed Securities FNMS 04.500 CZAE0512 N/A 31419ASA6 2050-07-01 4.5 N/A 12000.00 1627.85 Agency Mortgage-Backed Securities 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 174369000.00 176909302.00 U.S. Treasuries (including strips) FNMS 05.000 CLBW6445 N/A 3140MYET5 2052-09-01 5 N/A 3000.00 1765.41 Agency Mortgage-Backed Securities 04.000 FGPC Q49665 G N/A 3132WPW37 2047-08-01 4 N/A 9699191.00 2517541.98 Agency Mortgage-Backed Securities FNMS 06.000 CLBX2070 N/A 3140N6JQ6 2052-11-01 6 N/A 11000.00 4148.13 Agency Mortgage-Backed Securities FNMS 03.500 CLBO3685 N/A 3140JYCX2 2049-12-01 3.5 N/A 11000.00 4558.03 Agency Mortgage-Backed Securities FEPC 05.500 CLQF9918 N/A 3133BYAT6 2053-03-01 5.5 N/A 1119500.00 782997.14 Agency Mortgage-Backed Securities FEPC 05.000 CTQK1870 N/A 3133D5CF5 2046-04-01 5 N/A 10206544.00 9637197.28 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7663 N/A 3140N0QR9 2052-09-01 5 N/A 2000.00 1420.72 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1257 N/A 31334XME6 2049-07-01 3.5 N/A 2107185.00 334894.09 Agency Mortgage-Backed Securities 06.500 FGPC H09184 G N/A 3128UNFZ0 2038-09-01 6.5 N/A 45166461.00 122323.09 Agency Mortgage-Backed Securities FNMS 07.000 CL940644 N/A 31413BP54 2037-08-01 7 N/A 14336.00 68.28 Agency Mortgage-Backed Securities FNMS 04.500 CLBH7668 N/A 3140GWQW6 2047-10-01 4.5 N/A 1064340.00 300674.94 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1882 N/A 3140MTCU5 2053-06-01 4.5 N/A 5000.00 4601.90 Agency Mortgage-Backed Securities FNMS 06.500 CLBX0215 N/A 3140N4GZ4 2053-05-01 6.5 N/A 4001.00 3401.90 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5807 N/A 3133BFNY2 2052-07-01 5 N/A 9000.00 7455.77 Agency Mortgage-Backed Securities FEPC 03.500 CLQA3343 N/A 31339SWC5 2049-09-01 3.5 N/A 3157481.00 504037.29 Agency Mortgage-Backed Securities FNMS 04.000 CLAH3583 N/A 3138A46V2 2040-12-01 4 N/A 1246285.00 49058.57 Agency Mortgage-Backed Securities FNMS 04.500 CLAB2479 N/A 31416XXH8 2041-03-01 4.5 N/A 2000.00 100.76 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5247 N/A 3142GVZM6 2055-11-01 6 N/A 51498163.00 50570617.05 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8342 S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.5 N/A 294329856.00 212887950.85 Agency Mortgage-Backed Securities FEPC 05.000 CLTB7604 N/A 3142K9NW1 2056-07-01 5 N/A 6064.00 6039.91 Agency Mortgage-Backed Securities FEPC 05.000 CLQF6444 N/A 3133BUER4 2053-01-01 5 N/A 202448.00 190457.59 Agency Mortgage-Backed Securities FEPC 06.000 CLQF5597 N/A 3133BTGE4 2053-01-01 6 N/A 5468152.00 3819563.43 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5948 N/A 3140NATE3 2053-02-01 6 N/A 12000.00 6207.72 Agency Mortgage-Backed Securities FNMS 04.000 CLAX1190 N/A 3138Y2KC6 2044-10-01 4 N/A 1725055.00 582992.55 Agency Mortgage-Backed Securities FNMS 06.000 CL831404 N/A 31407HU53 2036-03-01 6 N/A 19140364.00 118223.50 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4713 N/A 3131XYGW3 2047-11-01 4.5 N/A 1931892.00 496698.13 Agency Mortgage-Backed Securities 04.000 FGPC Q29169 G N/A 3132M92A1 2044-10-01 4 N/A 4671707.00 496774.13 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8173 N/A 3140NDCK1 2053-04-01 5.5 N/A 2000.00 955.64 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5367 N/A 3131XY6C8 2048-01-01 4.5 N/A 1893472.00 557329.11 Agency Mortgage-Backed Securities 04.000 FGPC Q63503 G N/A 3132VP3M8 2049-05-01 4 N/A 37725769.00 10884407.37 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0555 N/A 31334WTL5 2049-06-01 4.5 N/A 2244317.00 250714.11 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6910 N/A 3133A1VB5 2050-02-01 3.5 N/A 1074963.00 314212.61 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9031 N/A 3140NEA96 2053-04-01 5 N/A 1000.00 701.19 Agency Mortgage-Backed Securities 04.000 FGPC Q37596 G N/A 3132QUNN9 2045-11-01 4 N/A 10373618.00 1637147.47 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4979 N/A 31418EQ94 2053-04-01 5.5 N/A 48933922.00 33052187.64 Agency Mortgage-Backed Securities FEPC 06.500 CLQH0184 N/A 3133CCFZ4 2053-09-01 6.5 N/A 15000.00 11438.54 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0809 N/A 3133BM3S2 2052-10-01 5 N/A 934929.00 644242.57 Agency Mortgage-Backed Securities 04.500 FGPC V84386 G N/A 3132L92T1 2048-06-01 4.5 N/A 149986578.00 17794249.39 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3455 N/A 31427QZV7 2055-12-01 5.5 N/A 61359480.00 60268309.65 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6172 N/A 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N/A 31409JCR9 2036-05-01 6 N/A 90808739.00 597295.01 Agency Mortgage-Backed Securities FNMS 04.500 CLBH4277 N/A 3140GSXF4 2047-04-01 4.5 N/A 1775508.00 491554.32 Agency Mortgage-Backed Securities FNMS 06.500 CLDA7623 N/A 3140A8PH9 2054-05-01 6.5 N/A 18000.00 17319.64 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8506 N/A 3133BWNX7 2053-03-01 5.5 N/A 1173810.00 943335.07 Agency Mortgage-Backed Securities 05.000 FGPC Q59601 G N/A 3132Y3U36 2048-11-01 5 N/A 1475034.00 247136.74 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6949 N/A 3140JPWK7 2049-02-01 4.5 N/A 11000.00 2755.83 Agency Mortgage-Backed Securities FNMS 04.000 CLBH8165 N/A 3140GXCB5 2047-07-01 4 N/A 1314758.00 505274.24 Agency Mortgage-Backed Securities FEPC 04.500 CLQF0671 N/A 3133BMW84 2052-09-01 4.5 N/A 1484350.00 1007102.42 Agency Mortgage-Backed Securities FNMS 04.500 CLBD5350 N/A 3140FC5L8 2047-05-01 4.5 N/A 3000.00 892.19 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2400 N/A 3140W2U25 2055-07-01 5.5 N/A 30193728.00 23926625.97 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3660 N/A 3131XXB59 2047-07-01 4.5 N/A 1016494.00 299808.25 Agency Mortgage-Backed Securities 3 3/8 BOND 48 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375 N/A 100.00 79.17 U.S. Treasuries (including strips) FNMS 03.000 CLBQ3099 N/A 3140KNNR5 2050-10-01 3 N/A 11000.00 3754.23 Agency Mortgage-Backed Securities FNMS 04.000 CLBH0358 N/A 3140GNMG5 2047-04-01 4 N/A 14000.00 2066.20 Agency Mortgage-Backed Securities FEPC 06.500 CLQF7619 N/A 3133BVPC3 2053-02-01 6.5 N/A 1107659.00 567289.55 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4967 N/A 3131YBQU5 2049-04-01 4.5 N/A 771000.00 129229.44 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3162 N/A 3131Y9QP1 2049-02-01 4.5 N/A 2436376.00 274176.80 Agency Mortgage-Backed Securities FNMS 06.000 CL880829 N/A 31409WSS1 2036-04-01 6 N/A 57713477.00 344342.43 Agency Mortgage-Backed Securities FEPC 04.000 CLQA4810 N/A 31346YKX0 2049-11-01 4 N/A 2049800.00 504426.91 Agency 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N/A 3132Y2PY6 2048-09-01 5 N/A 1268607.00 501109.58 Agency Mortgage-Backed Securities FEPC 04.500 CLQA5873 N/A 3133A0Q23 2049-12-01 4.5 N/A 1457469.00 133008.73 Agency Mortgage-Backed Securities FNMS 04.500 CLBN8539 N/A 3140JRPZ8 2049-04-01 4.5 N/A 1000.00 234.20 Agency Mortgage-Backed Securities FNMS 06.000 CL880212 N/A 31409V3V3 2036-02-01 6 N/A 60324265.00 565309.61 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5602 N/A 3140QRGL1 2053-02-01 6 N/A 43723968.00 28170669.06 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8142 N/A 3133BJBK7 2052-08-01 5 N/A 9000.00 5101.27 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5749 N/A 3142GWL72 2056-01-01 6 N/A 33537360.00 32860237.28 Agency Mortgage-Backed Securities 06.000 FGPC P51360 G N/A 3128C6QM4 2036-09-01 6 N/A 12998430.00 526377.09 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ1469 N/A 3133CRT29 2054-08-01 6 N/A 14000.00 11487.07 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3156 N/A 3131Y9QH9 2049-02-01 4.5 N/A 1705431.00 376610.52 Agency Mortgage-Backed Securities FEPC 03.000 CLQC0590 N/A 3133AJUP6 2051-04-01 3 N/A 2449360.00 1446267.65 Agency Mortgage-Backed Securities 06.000 FGPC P20586 G N/A 31283YRE0 2034-11-01 6 N/A 2076.00 25.21 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5308 N/A 3131XY3R8 2047-12-01 4.5 N/A 2736481.00 539725.00 Agency Mortgage-Backed Securities FNMS 04.500 CLBK1971 N/A 3140HFFM6 2048-03-01 4.5 N/A 1214835.00 251617.77 Agency Mortgage-Backed Securities 05.500 FGPC K30272 G N/A 31302PJR6 2047-08-01 5.5 N/A 18324080.00 134636.62 Agency Mortgage-Backed Securities FNMS 04.500 CLBN7874 N/A 3140JQXC2 2049-05-01 4.5 N/A 1000.00 218.75 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1538 N/A 3133BNV75 2052-10-01 5 N/A 2615156.00 1583070.47 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6554 N/A 3140JPH81 2049-05-01 4.5 N/A 1036801.00 479241.54 Agency Mortgage-Backed Securities FEPC 06.500 CLQX7599 N/A 31426DNR9 2055-03-01 6.5 N/A 2413375.00 2069035.75 Agency Mortgage-Backed Securities FNMS 02.500 CLBV4133 N/A 3140MHSX8 2052-03-01 2.5 N/A 11767600.00 7397819.62 Agency Mortgage-Backed Securities FEPC 06.000 CLQG1644 N/A 3133C1ZH6 2053-04-01 6 N/A 996880.00 616207.06 Agency Mortgage-Backed Securities 05.000 FGPC Q57654 G N/A 3132Y1QG6 2048-08-01 5 N/A 2271800.00 161026.56 Agency Mortgage-Backed Securities FEPC 06.500 CLSL0679 N/A 31427MXH9 2054-11-01 6.5 N/A 54920720.00 37615900.09 Agency Mortgage-Backed Securities FEPC 04.500 CLQF1929 N/A 3133BPEA2 2052-10-01 4.5 N/A 2643202.00 1962352.75 Agency Mortgage-Backed Securities 05.500 FGPC K00031 G N/A 31301AA81 2037-04-01 5.5 N/A 14491175.00 47192.72 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6129 N/A 3140HKY36 2048-07-01 4.5 N/A 12000.00 3887.08 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8587 N/A 3140N1RH8 2052-10-01 5 N/A 11000.00 7752.99 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0764 N/A 3140N4Z67 2052-12-01 5.5 N/A 1000.00 729.74 Agency Mortgage-Backed Securities 04.000 FGPC Q19955 G N/A 3132JBQH9 2043-07-01 4 N/A 6383175.00 425388.35 Agency Mortgage-Backed Securities FNMS 04.000 CLAT6360 N/A 3138WUB69 2044-07-01 4 N/A 1287976.00 164110.23 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4720 N/A 31427SG69 2056-04-01 5 N/A 51130801.00 50392356.96 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6427 N/A 3142GXD95 2056-04-01 5.5 N/A 207000000.00 206778113.24 Agency Mortgage-Backed Securities FNMS 05.000 CLBN3678 N/A 3140JLCQ5 2049-02-01 5 N/A 14000.00 2481.61 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6432 N/A 3133BUED5 2053-01-01 5.5 N/A 1036395.00 431458.33 Agency Mortgage-Backed Securities FNMS 06.000 CL881723 N/A 31409XSL4 2036-03-01 6 N/A 38730931.00 227064.61 Agency Mortgage-Backed Securities FNMS 04.500 CLBV2618 N/A 3140MF4C4 2052-07-01 4.5 N/A 3000.00 2003.51 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3337 N/A 3140QAV72 2049-03-01 4 N/A 1331600.00 869770.94 Agency Mortgage-Backed Securities FNMS 04.000 CRMA1510 N/A 31418AVC9 2043-07-01 4 N/A 492000.00 66983.96 Agency Mortgage-Backed Securities FNMS 06.000 CL880086 N/A 31409VXP3 2036-03-01 6 N/A 45273648.00 421938.11 Agency Mortgage-Backed Securities FEPC 05.000 CLTB6519 N/A 3142K8G50 2056-05-01 5 N/A 6032.00 6010.38 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0974 N/A 3140N5CL6 2052-10-01 5 N/A 16000.00 8412.19 Agency Mortgage-Backed Securities FNMS 05.000 CIDF7975 N/A 3140BY2H6 2041-05-01 5 N/A 1812960.00 1829967.16 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6846 N/A 3142GXTC1 2056-06-01 5 N/A 6400.00 6329.79 Agency Mortgage-Backed Securities FNMS 05.000 CLBW4160 N/A 3140MVTS7 2052-08-01 5 N/A 2000.00 594.83 Agency Mortgage-Backed Securities 04.000 FGPC Q46113 G N/A 3132WKYK8 2047-02-01 4 N/A 19474257.00 2915376.49 Agency Mortgage-Backed Securities FNMS 06.500 CLDB6254 N/A 3140AF5Q5 2054-07-01 6.5 N/A 22000.00 22852.01 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3346 N/A 3140QAWG1 2049-04-01 4.5 N/A 1024.00 256.69 Agency Mortgage-Backed Securities FNMS 04.000 CRAS5038 N/A 3138WES42 2045-05-01 4 N/A 51960.00 5376.91 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3305 N/A 31418CU77 2048-03-01 3.5 N/A 153741056.00 19000714.67 Agency Mortgage-Backed Securities FNMS 04.500 CLBK5337 N/A 3140HJ4X6 2048-07-01 4.5 N/A 1024.00 158.21 Agency Mortgage-Backed Securities 06.500 FGPC H01814 G N/A 3128MUAP0 2037-10-01 6.5 N/A 113927594.00 130151.35 Agency Mortgage-Backed Securities FNMS 04.500 CLBN7888 N/A 3140JQXS7 2049-05-01 4.5 N/A 11000.00 3879.14 Agency Mortgage-Backed Securities FNMS 03.500 CRBC3492 N/A 3140EX3A9 2046-02-01 3.5 N/A 550000.00 193376.50 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7076 N/A 3140HL2J4 2048-06-01 4.5 N/A 1000.00 340.26 Agency Mortgage-Backed Securities FNMS 04.500 CLBN4887 N/A 3140JMND0 2049-04-01 4.5 N/A 992498.00 90285.38 Agency Mortgage-Backed Securities FNMS 04.000 CLAK1516 N/A 3138E5VJ4 2042-02-01 4 N/A 2003418.00 217640.00 Agency Mortgage-Backed Securities FNMS 06.500 CLDD2881 N/A 3140B3FX5 2055-03-01 6.5 N/A 1088644.00 886696.92 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1790 N/A 3140W17C1 2055-06-01 5.5 N/A 26201360.00 23486619.11 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8286 N/A 3140K4F47 2049-11-01 3.5 N/A 2000.00 859.24 Agency Mortgage-Backed Securities 07.000 FGPC G03822 G N/A 3128M5SK7 2038-01-01 7 N/A 29514545.00 276113.80 Agency Mortgage-Backed Securities FNMS 05.000 CLBT8335 N/A 3140LXHM0 2052-08-01 5 N/A 2000.00 1522.90 Agency Mortgage-Backed Securities FEPC 04.500 CLQA2150 N/A 31334YL70 2049-08-01 4.5 N/A 2426507.00 696862.68 Agency Mortgage-Backed Securities FEPC 06.000 CLTA9770 N/A 3142JY2C5 2056-03-01 6 N/A 6016.00 6274.19 Agency Mortgage-Backed Securities FNMS 02.000 CLFA1085 N/A 3140W1F32 2052-04-01 2 N/A 25031178.00 18406784.64 Agency Mortgage-Backed Securities 04.000 FGPC Q11599 G N/A 3132HMX48 2042-10-01 4 N/A 4695847.00 537841.39 Agency Mortgage-Backed Securities 05.500 FGPC H09047 G N/A 3128UNBQ4 2037-07-01 5.5 N/A 140000000.00 388316.34 Agency Mortgage-Backed Securities 05.000 FGPC Q57805 G N/A 3132Y1U71 2048-08-01 5 N/A 392217.00 38166.82 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7786 N/A 3140K3UL4 2049-12-01 3.5 N/A 2000.00 797.13 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7287 N/A 3140K3CZ3 2050-02-01 3.5 N/A 12000.00 3776.95 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3160 N/A 3131Y9QM8 2049-02-01 4.5 N/A 1019796.00 359817.59 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7646 N/A 3140N0P82 2052-08-01 5 N/A 11000.00 3643.52 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ6635 N/A 3142GXLR6 2056-05-01 6.5 N/A 6176.00 6369.27 Agency Mortgage-Backed Securities FNMS 05.500 CLBX9761 N/A 3140NEZ32 2053-04-01 5.5 N/A 12000.00 7394.34 Agency Mortgage-Backed Securities FNMS 05.000 CLBV9091 N/A 3140MPC58 2052-08-01 5 N/A 10000.00 9442.19 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3690 N/A 3142GUC43 2055-03-01 5.5 N/A 6160.00 5378.90 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7654 N/A 3133BVQF5 2053-02-01 5.5 N/A 9000.00 7635.34 Agency Mortgage-Backed Securities FNMS 06.000 CL850088 N/A 31408FND7 2035-11-01 6 N/A 37407971.00 254701.79 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0694 N/A 3133C0XX5 2053-04-01 5 N/A 4852279.00 3213314.78 Agency Mortgage-Backed Securities FEPC 03.500 CIRR0081 N/A 3142JCCT5 2041-05-01 3.5 N/A 6080.00 5741.67 Agency Mortgage-Backed Securities 05.000 FGPC Q63051 G N/A 3132VPL97 2049-04-01 5 N/A 1758199.00 603035.01 Agency Mortgage-Backed Securities FEPC 04.000 CLZL2698 N/A 3131XH7K6 2042-02-01 4 N/A 1148420.00 191358.90 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7402 N/A 3131Y2GK8 2048-07-01 4.5 N/A 1991620.00 606767.28 Agency Mortgage-Backed Securities FNMS 03.500 CLBO9987 N/A 3140K6CZ6 2049-12-01 3.5 N/A 16000.00 5975.79 Agency Mortgage-Backed Securities FNMS 06.000 CL995301 N/A 31416BU22 2038-11-01 6 N/A 14336.00 192.24 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6422 N/A 3142GXD46 2056-04-01 5.5 N/A 239764836.00 242518083.78 Agency Mortgage-Backed Securities FNMS 06.000 NP887760 N/A 31410FJD8 2036-07-01 6 N/A 2041.00 3.47 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8578 N/A 3140N1Q89 2052-10-01 5 N/A 12000.00 6802.42 Agency Mortgage-Backed Securities 4 1/4 NOTE AA 29 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 35875800.00 35985579.95 U.S. Treasuries (including strips) FNMS 06.000 CL879495 N/A 31409VC84 2036-02-01 6 N/A 22705806.00 267172.14 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4653 N/A 31418EE30 2052-07-01 3 N/A 1000.00 703.21 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9016 N/A 3140NSAS3 2053-08-01 6.5 N/A 1000.00 742.91 Agency Mortgage-Backed Securities FNMS 04.000 CLAU2598 N/A 3138X13G9 2043-08-01 4 N/A 3607984.00 313717.67 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ7813 N/A 3140H9VF7 2049-05-01 4.5 N/A 1001.00 271.27 Agency Mortgage-Backed Securities FNMS 03.500 CLAB7126 N/A 31417D4L4 2042-12-01 3.5 N/A 1052.00 125.88 Agency 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NP899810 N/A 31410WVB1 2037-08-01 6.5 N/A 17454.00 40.38 Agency Mortgage-Backed Securities 07.000 FGPC A82560 G N/A 312928ZZ0 2038-10-01 7 N/A 895777.00 15279.66 Agency Mortgage-Backed Securities FNMS 05.000 CLDF9219 N/A 3140U1G58 2056-01-01 5 N/A 13000.00 12839.99 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6470 N/A 3140MYFL1 2052-09-01 5 N/A 2000.00 1644.49 Agency Mortgage-Backed Securities FNMS 05.500 CLBX2824 N/A 3140N7D64 2052-11-01 5.5 N/A 2000.00 1217.20 Agency Mortgage-Backed Securities FNMS 05.500 CLBY2777 N/A 3140NKCP4 2053-06-01 5.5 N/A 3000.00 2363.62 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ6934 N/A 3142GXV46 2056-06-01 6 N/A 144849408.00 152217221.37 Agency Mortgage-Backed Securities FNMS 06.000 CL982357 N/A 31415BZW2 2038-05-01 6 N/A 28202570.00 481797.80 Agency Mortgage-Backed Securities 05.000 FGPC H01001 G N/A 3128MTDE5 2037-07-01 5 N/A 11343842.00 112383.26 Agency Mortgage-Backed Securities FNMS 02.500 CICB0339 N/A 3140QKLV8 2036-05-01 2.5 N/A 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04.500 CLBE3591 N/A 3140FN7D0 2048-06-01 4.5 N/A 1400234.00 520600.03 Agency Mortgage-Backed Securities FNMS 06.000 CLBY3466 N/A 3140NKZ87 2053-06-01 6 N/A 1000.00 819.29 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5527 N/A 31427TD94 2056-06-01 5 N/A 3328.00 3309.09 Agency Mortgage-Backed Securities FNMS 06.000 CL878097 N/A 31409TRS9 2036-04-01 6 N/A 56234268.00 407896.78 Agency Mortgage-Backed Securities FEPC 04.000 CLQA6204 N/A 3133A03M4 2050-01-01 4 N/A 1892288.00 502545.75 Agency Mortgage-Backed Securities FEPC 05.500 CLQF9810 N/A 3133BX3T6 2053-02-01 5.5 N/A 980379.00 517688.44 Agency Mortgage-Backed Securities FNMS 04.500 CLBH4088 N/A 3140GSRJ3 2047-10-01 4.5 N/A 3072.00 886.80 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7481 N/A 3138EQJ37 2044-07-01 3.5 N/A 1634000.00 299910.97 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3601 N/A 3140FPAB5 2048-11-01 4.5 N/A 1081671.00 96430.01 Agency Mortgage-Backed Securities FNMS 06.000 NP878450 N/A 31409T5K0 2036-08-01 6 N/A 23470296.00 89507.15 Agency Mortgage-Backed Securities FNMS 04.500 CLAV1870 N/A 3138XDCG3 2043-12-01 4.5 N/A 6440305.00 287426.97 Agency Mortgage-Backed Securities FNMS 03.000 CLFS9398 N/A 3140XRNQ4 2053-10-01 3 N/A 6441000.00 5051091.74 Agency Mortgage-Backed Securities FNMS 05.000 CLBV5067 N/A 3140MJTZ8 2052-07-01 5 N/A 1001.00 949.07 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0230 N/A 3133BMHF5 2052-09-01 5 N/A 11000.00 10428.93 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2892 N/A 3140Y9GA6 2056-06-01 5.5 N/A 264399622.00 267738770.23 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1250 N/A 31334XL72 2049-07-01 3.5 N/A 1175920.00 292110.07 Agency Mortgage-Backed Securities 04.000 FGPC Q48899 G N/A 3132WN3H3 2047-06-01 4 N/A 5158182.00 1395174.07 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ4618 N/A 3140H6DY2 2048-02-01 4 N/A 7168.00 1144.34 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5188 N/A 31427SXS2 2054-12-01 5.5 N/A 19173504.00 18809995.85 Agency 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N/A 3133A03L6 2050-01-01 4 N/A 1394440.00 675051.34 Agency Mortgage-Backed Securities FEPC 05.000 CLQG2058 N/A 3133C2JB5 2053-03-01 5 N/A 2206972.00 1402696.63 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5614 N/A 3133BTGX2 2053-01-01 5.5 N/A 5904602.00 4190880.59 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4518 N/A 3140J9AU5 2048-10-01 4.5 N/A 1000.00 248.18 Agency Mortgage-Backed Securities 03.500 FGPC Q15748 G N/A 3132J6ZN7 2043-02-01 3.5 N/A 626000.00 133926.82 Agency Mortgage-Backed Securities FNMS 04.500 CLBW8786 N/A 3140N1XQ1 2052-09-01 4.5 N/A 2000.00 1491.23 Agency Mortgage-Backed Securities FNMS 04.500 CLBH4628 N/A 3140GTEA4 2047-06-01 4.5 N/A 3012.00 1009.04 Agency Mortgage-Backed Securities FEPC 06.000 CLQI2080 N/A 3133W8JZ7 2054-03-01 6 N/A 7030.00 7159.96 Agency Mortgage-Backed Securities FNMS 04.000 CLAW9490 N/A 3138XZRL7 2044-11-01 4 N/A 1176433.00 24016.90 Agency Mortgage-Backed Securities 04.000 FGPC Q62244 G N/A 3132VNP64 2049-03-01 4 N/A 2049910.00 454903.02 Agency Mortgage-Backed Securities FNMS 06.000 NP891423 N/A 31410MLC2 2036-03-01 6 N/A 74481247.00 79903.46 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8413 N/A 3140N1K36 2052-09-01 5 N/A 13000.00 7966.95 Agency Mortgage-Backed Securities FNMS 03.500 CRAS6038 N/A 3138WFV86 2040-10-01 3.5 N/A 1322523.00 150664.51 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1403 N/A 3133BNRY1 2052-10-01 5 N/A 290892.00 195501.65 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8410 N/A 3131Y3KX3 2048-09-01 4.5 N/A 1764000.00 151489.01 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6087 N/A 3133A0XQ2 2049-12-01 3.5 N/A 1512542.00 586044.25 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5973 N/A 3133A0T61 2050-01-01 3.5 N/A 2115512.00 1221138.60 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0186 N/A 3140FXF49 2057-02-01 4.5 N/A 68078.00 17849.61 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8574 N/A 3140N1Q48 2052-09-01 5 N/A 1000.00 941.99 Agency Mortgage-Backed Securities FNMS 04.000 CLAR9367 N/A 3138W7MR2 2043-04-01 4 N/A 1748193.00 210504.00 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5134 N/A 3142GVV40 2055-10-01 5.5 N/A 30689840.00 28332898.93 Agency Mortgage-Backed Securities FNMS 05.000 CLDH1387 N/A 3140UGRH7 2056-07-01 5 N/A 6016.00 5986.11 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9537 N/A 3140N2S36 2052-10-01 5 N/A 1000.00 674.52 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8538 N/A 3133KQPX8 2053-02-01 5 N/A 34293722.00 29107454.26 Agency Mortgage-Backed Securities FNMS 03.500 CLBO1528 N/A 3140JVVW9 2049-07-01 3.5 N/A 1000.00 323.12 Agency Mortgage-Backed Securities FNMS 04.000 CLBE2669 N/A 3140FM6F8 2047-04-01 4 N/A 3211061.00 579661.71 Agency Mortgage-Backed Securities 05.000 FGPC Q61942 G N/A 3132VNEQ2 2049-02-01 5 N/A 1021487.00 209331.78 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4978 N/A 3131YBQ76 2049-04-01 4.5 N/A 288000.00 66193.64 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1225 N/A 31334XLE7 2049-07-01 3.5 N/A 78661.00 19049.58 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8756 N/A 3140K4WS5 2050-01-01 3.5 N/A 10000.00 2244.23 Agency Mortgage-Backed Securities FNMS 07.000 CLDA1095 N/A 3140A1GD3 2053-12-01 7 N/A 14000.00 14748.02 Agency Mortgage-Backed Securities FNMS 03.500 CLBN9557 N/A 3140JSTP4 2049-07-01 3.5 N/A 1000.00 270.09 Agency Mortgage-Backed Securities FNMS 04.000 CLAO9551 N/A 3138M1TH1 2042-07-01 4 N/A 1254175.00 162662.06 Agency Mortgage-Backed Securities FEPC 04.500 CLTB1808 N/A 3142K3AJ7 2056-04-01 4.5 N/A 4178496.00 4038260.35 Agency Mortgage-Backed Securities 03.500 FGPC Q44455 G N/A 3132WH5R2 2046-11-01 3.5 N/A 15393675.00 3372193.15 Agency Mortgage-Backed Securities FNMS 06.500 CL942511 N/A 31413DR82 2037-08-01 6.5 N/A 16607.00 44.51 Agency Mortgage-Backed Securities FEPC 03.000 CIZS7077 N/A 3132A72J9 2029-12-01 3 N/A 18624000.00 1049481.36 Agency Mortgage-Backed Securities FNMS 04.000 CLAY8218 N/A 3138YNDY0 2045-05-01 4 N/A 152472.00 13964.36 Agency Mortgage-Backed Securities FEPC 03.500 CLQB0734 N/A 3133A6Y70 2050-07-01 3.5 N/A 79433.00 50303.00 Agency Mortgage-Backed Securities 03.500 FGPC U93186 G N/A 3132QDF30 2046-09-01 3.5 N/A 1801647.00 600167.42 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7909 N/A 3140LWYF8 2052-10-01 5 N/A 3365840.00 2975644.27 Agency Mortgage-Backed Securities FEPC 06.000 CLTA0611 N/A 3142JNVD5 2055-12-01 6 N/A 6032.00 6313.76 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8280 N/A 3133BJFV9 2052-06-01 5 N/A 1019492.00 565663.94 Agency Mortgage-Backed Securities FEPC 04.500 CLTB1091 N/A 3142K2F96 2056-04-01 4.5 N/A 1025790.00 992123.95 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6301 N/A 3140MYAB8 2052-08-01 5 N/A 1008.00 458.62 Agency Mortgage-Backed Securities FNMS 05.500 NP913248 N/A 31411RTD0 2037-03-01 5.5 N/A 10694.00 6.76 Agency Mortgage-Backed Securities FNMS 04.500 CLBN3155 N/A 3140JKQH2 2049-05-01 4.5 N/A 11000.00 1648.72 Agency Mortgage-Backed Securities FNMS 04.500 CLBK9008 N/A 3140HPAJ6 2048-09-01 4.5 N/A 11000.00 3125.65 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8372 N/A 3140N1JS3 2052-08-01 5 N/A 1000.00 738.12 Agency Mortgage-Backed Securities FEPC 05.000 CLQG1231 N/A 3133C1LL2 2053-04-01 5 N/A 1570500.00 1165896.78 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8692 N/A 3140HNUS9 2048-07-01 4.5 N/A 11000.00 2279.22 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5855 N/A 3133BTQG8 2053-01-01 5.5 N/A 3761098.00 2126618.46 Agency Mortgage-Backed Securities FNMS 05.500 NQ889153 N/A 31410GZS5 2037-12-01 5.5 N/A 40818915.00 192098.67 Agency Mortgage-Backed Securities 05.000 FGPC Q59889 G N/A 3132Y37B4 2048-11-01 5 N/A 1386953.00 228897.54 Agency Mortgage-Backed Securities FNMS 06.000 CLDC1412 N/A 3140ANSA8 2054-08-01 6 N/A 1000.00 798.15 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5053 N/A 3140W5TK0 2056-04-01 5.5 N/A 50012400.00 49923925.22 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3654 N/A 3132E0BX9 2052-10-01 5 N/A 255703089.00 184303414.40 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9992 N/A 3133KSC59 2053-10-01 6 N/A 39211220.00 28197346.35 Agency Mortgage-Backed Securities FEPC 05.000 CLQX1526 N/A 31425VVU4 2054-12-01 5 N/A 1008.00 825.76 Agency Mortgage-Backed Securities FNMS 06.000 CL940767 N/A 31413BTY7 2037-06-01 6 N/A 13312.00 72.01 Agency Mortgage-Backed Securities 05.500 FGPC P51363 G N/A 3128C6QQ5 2036-09-01 5.5 N/A 10911306.00 189045.18 Agency Mortgage-Backed Securities FEPC 05.000 CLQG2557 N/A 3133C2ZW1 2053-05-01 5 N/A 1306400.00 1087196.29 Agency Mortgage-Backed Securities FNMS 03.500 CLBD8003 N/A 3140FF3M1 2046-09-01 3.5 N/A 1325821.00 192832.79 Agency Mortgage-Backed Securities 06.000 FGPC H02223 G N/A 3128MUPG4 2038-01-01 6 N/A 47472694.00 172467.38 Agency Mortgage-Backed Securities FNMS 06.000 CL849355 N/A 31408ETL6 2036-01-01 6 N/A 29755072.00 459386.68 Agency Mortgage-Backed Securities FNMS 04.000 CLBN1207 N/A 3140JHKV4 2048-11-01 4 N/A 1000.00 255.38 Agency Mortgage-Backed Securities FEPC 05.500 CLTA8679 N/A 3142JXUD4 2056-03-01 5.5 N/A 6064.00 6248.68 Agency Mortgage-Backed Securities 04.000 FGPC Q20297 G N/A 3132JMKJ7 2043-07-01 4 N/A 1997021.00 326208.44 Agency Mortgage-Backed Securities FEPC 06.000 CLQY4299 N/A 31426NX54 2055-06-01 6 N/A 507480.00 428507.71 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7904 N/A 3140LWYA9 2052-10-01 5 N/A 1000.00 739.01 Agency Mortgage-Backed Securities FNMS 04.000 CRAY3392 N/A 3138YGXW7 2045-04-01 4 N/A 72722.00 11309.76 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8902 N/A 3140HN3L4 2048-10-01 4.5 N/A 1024.00 179.59 Agency Mortgage-Backed Securities FEPC 04.000 CLSL2245 N/A 31427PP73 2050-01-01 4 N/A 7943568.00 6915040.29 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6369 N/A 3140MYCF7 2052-08-01 5 N/A 12000.00 7404.59 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8795 N/A 3140N1XZ1 2052-09-01 5 N/A 1000.00 944.57 Agency Mortgage-Backed Securities 04.000 FGPC Q50946 G N/A 3132XTBQ0 2047-09-01 4 N/A 842662.00 177771.85 Agency Mortgage-Backed Securities FEPC 03.000 CLSD3108 N/A 3132DQNZ5 2052-05-01 3 N/A 8873739.00 5850512.79 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6471 N/A 3140MYFM9 2052-09-01 5 N/A 1001.00 736.92 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0477 N/A 3140N4Q75 2052-09-01 5 N/A 3000.00 2820.51 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0486 N/A 3140N4RG4 2052-10-01 5 N/A 1000.00 730.57 Agency Mortgage-Backed Securities 05.000 FGPC H05119 G N/A 3128MXVL0 2038-04-01 5 N/A 10002625.00 210642.98 Agency Mortgage-Backed Securities FNMS 06.000 CLFA5704 N/A 3140W6KS0 2056-04-01 6 N/A 8096096.00 8234079.65 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8761 N/A 3140K4WX4 2050-01-01 3.5 N/A 10000.00 4468.16 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7187 N/A 3131Y16Y1 2048-07-01 4.5 N/A 2132424.00 599632.25 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ2948 N/A 3140H4H23 2047-11-01 4 N/A 1551632.00 404501.21 Agency Mortgage-Backed Securities FNMS 04.000 CLBH7573 N/A 3140GWMX8 2047-08-01 4 N/A 1004.00 275.39 Agency Mortgage-Backed Securities FNMS 04.000 CLAY1242 N/A 3138YELY1 2045-01-01 4 N/A 1133294.00 198533.68 Agency Mortgage-Backed Securities FNMS 03.000 CLCA9297 N/A 3140QHKK0 2051-02-01 3 N/A 15398480.00 8018531.90 Agency Mortgage-Backed Securities FNMS 04.000 CLAX1274 N/A 3138Y2MY6 2044-09-01 4 N/A 2813555.00 321506.99 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6203 N/A 3131YC3L8 2049-05-01 4.5 N/A 1144701.00 335667.76 Agency Mortgage-Backed Securities FNMS 02.000 CLFM9665 N/A 3140XDW36 2051-12-01 2 N/A 6262768.00 3752348.87 Agency Mortgage-Backed Securities FEPC 04.000 CLQE8679 N/A 3133BJUC4 2052-08-01 4 N/A 1408370.00 511451.54 Agency Mortgage-Backed Securities FEPC 04.500 CLZN5010 N/A 3131YBR75 2049-04-01 4.5 N/A 1063721.00 68465.80 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7761 N/A 3133BHTS5 2052-07-01 5 N/A 1610651.00 519521.36 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1536 N/A 3140N5V68 2052-10-01 5.5 N/A 13000.00 7740.75 Agency Mortgage-Backed Securities FEPC 02.500 CLQB3610 N/A 3133AAAK8 2050-09-01 2.5 N/A 1037419.00 502206.12 Agency Mortgage-Backed Securities FNMS 03.500 CLBD5192 N/A 3140FCXW3 2046-07-01 3.5 N/A 1589803.00 335218.84 Agency Mortgage-Backed Securities 03.500 FGPC Q48724 G N/A 3132WNVS8 2047-06-01 3.5 N/A 1228944.00 539472.41 Agency Mortgage-Backed Securities 04.000 FGPC Q62038 G N/A 3132VNHQ9 2049-03-01 4 N/A 4289244.00 453203.61 Agency Mortgage-Backed Securities FNMS 04.500 CIBY4098 N/A 3140NLRU5 2038-06-01 4.5 N/A 1051320.00 552870.05 Agency Mortgage-Backed Securities FNMS 04.000 CLBE3697 N/A 3140FPDB2 2047-06-01 4 N/A 11264.00 2439.46 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4806 N/A 3140W5KU7 2056-03-01 5 N/A 253856742.00 248583524.02 Agency Mortgage-Backed Securities FNMS 06.000 CLBY4344 N/A 3140NLZJ1 2053-07-01 6 N/A 13000.00 7848.61 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1139 N/A 3140N5HR8 2052-11-01 5 N/A 1000.00 885.45 Agency Mortgage-Backed Securities FNMS 03.500 CLBN7933 N/A 3140JQY72 2049-06-01 3.5 N/A 13000.00 5200.93 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0007 N/A 3133BMAG0 2052-09-01 5 N/A 1655800.00 1088980.74 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0722 N/A 3140NGYU8 2053-05-01 5 N/A 3001.00 2827.66 Agency Mortgage-Backed Securities FNMS 04.500 CLBH1485 N/A 3140GPUK2 2047-06-01 4.5 N/A 1084177.00 231846.37 Agency Mortgage-Backed Securities FNMS 06.000 CLBX3155 N/A 3140N7QH6 2052-12-01 6 N/A 1138368.00 610179.58 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3596 N/A 3140FN7J7 2048-08-01 4.5 N/A 1199698.00 132128.60 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2174 N/A 3140NJMY7 2053-07-01 6.5 N/A 3003.00 2666.61 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8775 N/A 3133BWXC2 2053-03-01 5.5 N/A 15002.00 8474.47 Agency Mortgage-Backed Securities FNMS 05.500 CL995867 N/A 31416CJL1 2039-06-01 5.5 N/A 13312.00 237.98 Agency Mortgage-Backed Securities FNMS 02.500 CICB0333 N/A 3140QKLP1 2036-04-01 2.5 N/A 1099000.00 506782.88 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3205 N/A 3131Y9R21 2049-02-01 4.5 N/A 3124963.00 417994.38 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6779 N/A 3140NBQ95 2053-03-01 5.5 N/A 11000.00 7848.70 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9785 N/A 3140NE2T1 2053-04-01 6 N/A 2438280.00 1429679.99 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4806 N/A 31418EKU3 2052-11-01 5 N/A 325997926.00 237143708.48 Agency Mortgage-Backed Securities FNMS 06.500 CLDB6103 N/A 3140AFX92 2054-07-01 6.5 N/A 17000.00 13067.28 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1141 N/A 3140N5HT4 2052-11-01 5 N/A 1000.00 687.03 Agency Mortgage-Backed Securities FNMS 06.000 NP901421 N/A 31410YPE8 2036-10-01 6 N/A 14336.00 19.77 Agency Mortgage-Backed Securities FEPC 05.000 CLQA1139 N/A 31334XHQ5 2049-07-01 5 N/A 1052482.00 190359.35 Agency Mortgage-Backed Securities FNMS 06.000 CL979900 N/A 31414YDD9 2038-05-01 6 N/A 13312.00 126.52 Agency Mortgage-Backed Securities FNMS 04.000 CLAV8875 N/A 3138XL2H4 2044-12-01 4 N/A 2551666.00 582599.42 Agency Mortgage-Backed Securities FNMS 06.500 CLBX9799 N/A 3140NE3H6 2053-04-01 6.5 N/A 2000.00 1609.07 Agency Mortgage-Backed Securities FNMS 03.500 CLBO3076 N/A 3140JXM21 2049-08-01 3.5 N/A 3000.00 1361.85 Agency Mortgage-Backed Securities FNMS 05.000 CLDH3367 N/A 3140UJW51 2056-06-01 5 N/A 13000.00 12957.24 Agency Mortgage-Backed Securities FNMS 06.500 CLDF5888 N/A 3140BWRJ9 2055-11-01 6.5 N/A 1000128.00 966252.00 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4740 N/A 3131YBHR2 2049-04-01 4.5 N/A 1663189.00 585967.50 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8232 N/A 3133BJED0 2052-08-01 5 N/A 12000.00 7320.27 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0891 N/A 3140JG7D1 2048-11-01 4.5 N/A 11000.00 1393.92 Agency Mortgage-Backed Securities FNMS 07.000 CLDF0479 N/A 3140BQQ95 2055-09-01 7 N/A 1026328.00 1096242.59 Agency Mortgage-Backed Securities FEPC 06.000 CISB1630 N/A 3132CXY30 2040-09-01 6 N/A 6748956.00 5451023.62 Agency Mortgage-Backed Securities FEPC 03.500 CLSL4677 N/A 31427SFT0 2055-06-01 3.5 N/A 56676510.00 50651761.12 Agency Mortgage-Backed Securities 04.000 FGPC Q02918 G N/A 3132GGG33 2041-08-01 4 N/A 6108259.00 581273.08 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3600 N/A 3140FPAA7 2048-11-01 4.5 N/A 2000.00 968.72 Agency Mortgage-Backed Securities 06.000 FGPC H19029 G N/A 3128NAA65 2037-09-01 6 N/A 30645760.00 32672.94 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5566 N/A 3142GWFG9 2055-12-01 5.5 N/A 64999000.00 60332966.87 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2124 N/A 3140W2LE9 2055-06-01 5.5 N/A 69274112.00 62093346.93 Agency Mortgage-Backed Securities FNMS 04.500 CLBD0976 N/A 3140F8CN5 2046-04-01 4.5 N/A 3529437.00 270130.30 Agency Mortgage-Backed Securities FNMS 03.500 CLBO9039 N/A 3140K5BH9 2050-02-01 3.5 N/A 1008.00 167.28 Agency Mortgage-Backed Securities FNMS 05.000 CLBT8197 N/A 3140LXDB8 2052-06-01 5 N/A 2000.00 1101.46 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6096 N/A 3131YCXZ4 2049-05-01 4.5 N/A 1025195.00 69609.45 Agency Mortgage-Backed Securities FNMS 04.000 CLAT3310 N/A 3138WQVC3 2043-04-01 4 N/A 1432638.00 201619.13 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9013 N/A 3140NSAP9 2053-08-01 6 N/A 11000.00 7895.33 Agency Mortgage-Backed Securities 05.000 FGPC Q59262 G N/A 3132Y3JG0 2048-10-01 5 N/A 1479450.00 647866.00 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8918 N/A 3140N14C4 2052-09-01 5 N/A 1000.00 945.99 Agency Mortgage-Backed Securities FNMS 03.500 CLBD7724 N/A 3140FFSN2 2046-07-01 3.5 N/A 2000.00 452.39 Agency Mortgage-Backed Securities FNMS 04.500 CLBN9736 N/A 3140JSZA0 2049-04-01 4.5 N/A 1000.00 426.41 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3962 N/A 3131YAMK3 2049-03-01 4.5 N/A 1428906.00 485400.21 Agency Mortgage-Backed Securities 04.000 FGPC Q20299 G N/A 3132JMKL2 2043-07-01 4 N/A 1324082.00 176171.55 Agency Mortgage-Backed Securities FEPC 03.000 CLQD1893 N/A 3133AYC65 2051-11-01 3 N/A 9001.00 5447.86 Agency Mortgage-Backed Securities 05.000 FGPC Q58384 G N/A 3132Y2J64 2048-09-01 5 N/A 1540725.00 188127.59 Agency Mortgage-Backed Securities 04.500 FGPC Q62386 G N/A 3132VNUL5 2049-04-01 4.5 N/A 2231007.00 320003.47 Agency Mortgage-Backed Securities FNMS 04.000 CLBP1134 N/A 3140K8HL8 2050-01-01 4 N/A 1000.00 411.76 Agency Mortgage-Backed Securities FNMS 06.000 CL852322 N/A 31408H4F9 2036-04-01 6 N/A 22909830.00 143710.47 Agency Mortgage-Backed Securities FEPC 02.000 CIRC1890 N/A 3133L8C37 2036-03-01 2 N/A 8871296.00 3823631.65 Agency Mortgage-Backed Securities 04.000 FGPC Q16986 G N/A 3132J8F47 2043-04-01 4 N/A 5842944.00 560974.05 Agency Mortgage-Backed Securities FNMS 06.500 CL934095 N/A 31412TGC1 2038-07-01 6.5 N/A 2087.00 15.92 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1024 N/A 3142GRD64 2054-03-01 6.5 N/A 2006.00 1419.47 Agency Mortgage-Backed Securities FEPC 05.000 CLQA0281 N/A 31334WJ28 2049-04-01 5 N/A 1652225.00 167655.77 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0721 N/A 31334WYS4 2049-06-01 3.5 N/A 1820319.00 492668.10 Agency Mortgage-Backed Securities FNMS 04.500 CLBK0122 N/A 3140HDD43 2048-06-01 4.5 N/A 1616567.00 543581.23 Agency Mortgage-Backed Securities FNMS 04.500 CLBK9051 N/A 3140HPBV8 2048-11-01 4.5 N/A 14000.00 5180.50 Agency Mortgage-Backed Securities FNMS 04.500 CLMA6078 N/A 31418FXG7 2056-06-01 4.5 N/A 61889178.00 59723749.58 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9053 N/A 3140N2BX8 2052-09-01 5 N/A 1644650.00 1270544.08 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7256 N/A 3131Y2BZ0 2048-07-01 4.5 N/A 1953580.00 399155.76 Agency Mortgage-Backed Securities FNMS 04.000 CLBO2375 N/A 3140JWT91 2049-11-01 4 N/A 15000.00 1030.98 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7272 N/A 3140N0CJ2 2052-08-01 5 N/A 1000.00 638.19 Agency Mortgage-Backed Securities 03.500 FGPC Q50914 G N/A 3132XTAQ1 2047-09-01 3.5 N/A 623650.00 164096.32 Agency Mortgage-Backed Securities 04.500 FGPC Q57827 G N/A 3132Y1VV7 2048-07-01 4.5 N/A 1569296.00 401640.97 Agency Mortgage-Backed Securities FNMS 04.000 CLBC4421 N/A 3140EY4F5 2046-03-01 4 N/A 96000.00 14215.27 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0495 N/A 3131Y6RQ4 2042-10-01 4 N/A 3100000.00 324279.13 Agency Mortgage-Backed Securities FNMS 06.000 CL851161 N/A 31408GTS6 2036-04-01 6 N/A 14312686.00 144664.34 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3118 N/A 3140MUPC8 2052-06-01 5 N/A 12010.00 5639.98 Agency Mortgage-Backed Securities FNMS 04.000 CQMA2916 N/A 31418CG24 2047-02-01 4 N/A 12000.00 1891.77 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1111 N/A 3140N5GV0 2052-10-01 5 N/A 11000.00 6266.77 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0081 N/A 31334WCS8 2049-06-01 4.5 N/A 1154743.00 162826.61 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3903 N/A 3140MVKR8 2052-08-01 5 N/A 2000.00 1194.25 Agency Mortgage-Backed Securities FNMS 05.000 CLDF7144 N/A 3140BX5E2 2055-11-01 5 N/A 569025.00 564388.85 Agency Mortgage-Backed Securities FNMS 04.000 CQAK0765 N/A 3138E4Z79 2042-03-01 4 N/A 4758990.00 431990.22 Agency Mortgage-Backed Securities 04.000 FGPC Q52072 G N/A 3132XUJS5 2047-11-01 4 N/A 2262845.00 380216.82 Agency Mortgage-Backed Securities 05.000 FGPC Q58716 G N/A 3132Y2VJ2 2048-09-01 5 N/A 1293255.00 465470.88 Agency Mortgage-Backed Securities 04.500 FGPC Q62997 G N/A 3132VPKK3 2049-04-01 4.5 N/A 1727000.00 302027.77 Agency Mortgage-Backed Securities FNMS 02.500 I6BF0680 B1V7KEBTPIMZEU4LTD58 3140FXXJ6 2062-09-01 2.5 N/A 40253157.00 23604277.34 Agency Mortgage-Backed Securities FNMS 04.500 CLBX8481 N/A 3140NDM79 2053-03-01 4.5 N/A 11000.00 4085.39 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6150 N/A 3140HKZQ4 2048-08-01 4.5 N/A 13000.00 1293.65 Agency Mortgage-Backed Securities FNMS 05.500 CLDB2846 N/A 3140ACEU3 2054-10-01 5.5 N/A 15001.00 14883.06 Agency Mortgage-Backed Securities FEPC 06.000 CLQF3354 N/A 3133BQWP7 2052-11-01 6 N/A 389495.00 309671.83 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7338 N/A 3140NCEL9 2053-08-01 6.5 N/A 11000.00 8184.59 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8140 N/A 3133WFBH9 2054-06-01 6 N/A 3089406.00 2469094.73 Agency Mortgage-Backed Securities FEPC 05.500 CLQH4318 N/A 3133CGYP6 2053-10-01 5.5 N/A 645000.00 406372.96 Agency Mortgage-Backed Securities FNMS 05.500 CLBW1844 N/A 3140MTBN2 2053-01-01 5.5 N/A 12000.00 8532.46 Agency Mortgage-Backed Securities FNMS 04.000 CLAU9237 N/A 3138X9HP7 2038-10-01 4 N/A 4195471.00 507993.38 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5551 N/A 31418FEZ6 2054-12-01 4.5 N/A 354640.00 313125.92 Agency Mortgage-Backed Securities FEPC 04.000 CLZL2666 N/A 3131XH6B7 2042-02-01 4 N/A 3118519.00 541131.35 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1057 N/A 3140N5E75 2052-12-01 5.5 N/A 11000.00 8186.90 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6937 N/A 3142GXV79 2056-06-01 5.5 N/A 198475984.00 200693666.52 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6196 N/A 3140MX3E2 2052-08-01 5 N/A 1000.00 637.41 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4629 N/A 3140N9EB8 2053-01-01 6 N/A 13000.00 6177.42 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1360 N/A 3140N5QN7 2052-11-01 5.5 N/A 2000.00 1200.24 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6992 N/A 3140NPXW5 2053-07-01 5.5 N/A 1000.00 978.99 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6690 N/A 3140HLNG7 2048-11-01 4.5 N/A 12000.00 5915.99 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8749 N/A 3133BJWJ7 2052-08-01 5 N/A 2183750.00 598364.09 Agency Mortgage-Backed Securities FNMS 06.500 CLBY6719 N/A 3140NPPD6 2053-08-01 6.5 N/A 13000.00 8398.30 Agency Mortgage-Backed Securities FNMS 06.000 CL868838 N/A 31409EHP9 2036-04-01 6 N/A 20024804.00 457136.40 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4800 N/A 3142GVKN0 2055-09-01 6 N/A 207702016.00 199116883.15 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8499 N/A 3132DWNQ2 2054-12-01 3.5 N/A 5263680.00 4556815.19 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1294 N/A 3133BNNK5 2052-10-01 5 N/A 1156066.00 470695.40 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ6592 N/A 3142GXKE6 2056-05-01 6 N/A 6176.00 6269.08 Agency Mortgage-Backed Securities FNMS 04.000 CLAP2981 N/A 3138M6J32 2042-08-01 4 N/A 9049978.00 1311522.12 Agency Mortgage-Backed Securities FNMS 04.500 CLBN3864 N/A 3140JLJJ4 2049-03-01 4.5 N/A 12000.00 3154.72 Agency Mortgage-Backed Securities 04.000 FGPC Q62228 G N/A 3132VNPN7 2049-03-01 4 N/A 3967504.00 456054.34 Agency Mortgage-Backed Securities FNMS 05.500 CLBX7974 N/A 3140NC2G3 2053-03-01 5.5 N/A 16000.00 12983.94 Agency Mortgage-Backed Securities FNMS 04.500 CLBN2148 N/A 3140JJL64 2048-11-01 4.5 N/A 2064.00 391.62 Agency Mortgage-Backed Securities FEPC 05.500 CLQG1705 N/A 3133C13N8 2053-04-01 5.5 N/A 1455490.00 1390819.82 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3634 N/A 3142GUBC6 2055-03-01 5.5 N/A 180588800.00 163315521.05 Agency Mortgage-Backed Securities FNMS 04.000 CLBA4782 N/A 3140E9J49 2046-01-01 4 N/A 8543886.00 1142948.36 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0897 N/A 31418M7K2 2040-04-01 5.5 N/A 824974.00 24702.32 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8074 N/A 3133BH6K7 2052-08-01 5 N/A 9000.00 5302.29 Agency Mortgage-Backed Securities FEPC 06.500 CLQG6539 N/A 3133C7HQ3 2053-07-01 6.5 N/A 1245436.00 541666.97 Agency Mortgage-Backed Securities 05.000 FGPC Q58035 G N/A 3132Y14V7 2048-08-01 5 N/A 1876246.00 516660.38 Agency Mortgage-Backed Securities FEPC 06.000 CLQF2786 S6XOOCT0IEG5ABCC6L87 3133BQCX2 2052-11-01 6 N/A 25001.00 6066.49 Agency Mortgage-Backed Securities FNMS 06.500 CLCC2407 N/A 3140Y8U95 2056-04-01 6.5 N/A 19384860.00 20502726.39 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6410 N/A 3142GXDQ7 2056-04-01 5 N/A 249995520.00 245917198.77 Agency Mortgage-Backed Securities BILL 12/03/26 N/A 912797VA2 2026-12-03 0 N/A 200.00 196.74 U.S. Treasuries (including strips) FNMS 06.500 CLDE9560 N/A 3140BNTS7 2055-10-01 6.5 N/A 5067392.00 4977064.37 Agency Mortgage-Backed Securities FEPC 05.500 CLQH0312 N/A 3133CCKZ8 2053-09-01 5.5 N/A 4958560.00 4088507.15 Agency Mortgage-Backed Securities FNMS 06.000 CLBY6707 N/A 3140NPNZ9 2053-08-01 6 N/A 11000.00 4215.81 Agency Mortgage-Backed Securities FEPC 06.500 CLQF7800 N/A 3133BVUZ6 2053-02-01 6.5 N/A 1213600.00 695839.25 Agency Mortgage-Backed Securities 04.000 FGPC Q03209 G N/A 3132GJGS2 2041-09-01 4 N/A 3609996.00 369590.90 Agency Mortgage-Backed Securities 06.000 FGPC P51239 G N/A 3128C6LU1 2037-01-01 6 N/A 11480048.00 212768.16 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9710 N/A 3133BKYF0 2052-09-01 5 N/A 17001.00 12009.85 Agency Mortgage-Backed Securities FEPC 05.000 CLTB7635 N/A 3142K9PV1 2056-07-01 5 N/A 6064.00 6031.99 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9291 N/A 3133BKKC2 2052-09-01 5 N/A 1133995.00 529492.42 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2634 N/A 3140Q94U4 2048-11-01 4.5 N/A 176833024.00 38108878.60 Agency Mortgage-Backed Securities FNMS 06.500 CLBW9795 N/A 3140N23D1 2053-06-01 6.5 N/A 3000.00 1970.57 Agency Mortgage-Backed Securities 06.000 FGPC H01482 G N/A 3128MTUF3 2036-06-01 6 N/A 33185995.00 317636.79 Agency Mortgage-Backed Securities FEPC 02.500 CLQD1527 S6XOOCT0IEG5ABCC6L87 3133AXVU3 2051-11-01 2.5 N/A 2011071.00 1201212.61 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7299 N/A 3131Y2DC9 2048-05-01 4.5 N/A 1418333.00 318770.85 Agency Mortgage-Backed Securities FNMS 06.500 CLDA4438 N/A 3140A44Y4 2053-11-01 6.5 N/A 17000.00 10819.87 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4839 N/A 31418ELV0 2052-12-01 4 N/A 8233760.00 6394754.94 Agency Mortgage-Backed Securities FNMS 06.000 CLBW9616 N/A 3140N2VJ7 2053-06-01 6 N/A 1000.00 726.71 Agency Mortgage-Backed Securities FNMS 04.500 CLBH3067 N/A 3140GRMR2 2047-05-01 4.5 N/A 1479334.00 483106.03 Agency Mortgage-Backed Securities 04.500 FGPC Q53142 G N/A 3132XVP49 2047-12-01 4.5 N/A 1473482.00 500199.42 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4654 B1V7KEBTPIMZEU4LTD58 31418EE48 2052-07-01 3.5 N/A 2000.00 1419.80 Agency Mortgage-Backed Securities 04.000 FGPC Q20119 G N/A 3132JMDY2 2043-07-01 4 N/A 5828031.00 245130.61 Agency Mortgage-Backed Securities 04.000 FGPC Q05105 G N/A 3132GLKS2 2041-12-01 4 N/A 3322776.00 324827.37 Agency Mortgage-Backed Securities FNMS 05.500 CLDH5444 N/A 3140UMBN8 2056-07-01 5.5 N/A 6008.00 6075.25 Agency Mortgage-Backed Securities 05.000 FGPC H09186 G N/A 3128UNF31 2038-06-01 5 N/A 21518947.00 107625.27 Agency Mortgage-Backed Securities 04.000 FGPC Q27912 G N/A 3132M8N51 2044-08-01 4 N/A 19014061.00 2502777.72 Agency Mortgage-Backed Securities 05.500 FGPC H09089 G N/A 3128UNC26 2037-09-01 5.5 N/A 16138641.00 55182.48 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9584 N/A 3133BKUH0 2052-09-01 5 N/A 3512726.00 2474509.91 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6209 N/A 3140NN3T0 2053-08-01 5.5 N/A 12000.00 8670.39 Agency Mortgage-Backed Securities FNMS 05.000 CLDA1016 N/A 3140A1DW4 2053-08-01 5 N/A 501007.00 256555.09 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3500 N/A 3140QN3J9 2052-05-01 3.5 N/A 33993480.00 21844327.43 Agency Mortgage-Backed Securities 03.500 FGPC Q48725 G N/A 3132WNVT6 2047-06-01 3.5 N/A 1150603.00 209973.36 Agency Mortgage-Backed Securities FNMS 04.000 CLAQ0017 N/A 3138MFAT4 2042-10-01 4 N/A 5886462.00 525490.77 Agency Mortgage-Backed Securities FNMS 04.500 CLBN7019 N/A 3140JPYR0 2049-05-01 4.5 N/A 12000.00 3863.79 Agency Mortgage-Backed Securities FNMS 05.500 CZ994095 N/A 31416AKG4 2048-11-01 5.5 N/A 14352.00 86.92 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0944 N/A 31418NBN9 2040-04-01 5.5 N/A 94018757.00 3579735.50 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4366 N/A 3131XXZ79 2047-10-01 4.5 N/A 1663280.00 676030.29 Agency Mortgage-Backed Securities FNMS 06.000 CLDB7306 N/A 3140AHDL3 2054-07-01 6 N/A 14000.00 14203.43 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7022 N/A 3140MYYU0 2052-08-01 5 N/A 11000.00 5601.24 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7413 N/A 3131Y2GW2 2048-07-01 4.5 N/A 1002008.00 162827.14 Agency Mortgage-Backed Securities 04.500 FGPC Q58671 G N/A 3132Y2T55 2048-09-01 4.5 N/A 36807.00 23004.50 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ7821 N/A 3140H9VP5 2049-05-01 4.5 N/A 7000.00 1279.25 Agency Mortgage-Backed Securities FNMS 05.000 CLDG3585 N/A 3140U66X7 2056-03-01 5 N/A 5742280.00 5672495.80 Agency Mortgage-Backed Securities FNMS 04.500 CLBE8436 N/A 3140FULS5 2047-04-01 4.5 N/A 11103.00 1346.35 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4860 N/A 3131YBMH8 2049-03-01 4.5 N/A 1121009.00 108980.92 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5612 N/A 31418FGW1 2055-02-01 4.5 N/A 4000.00 3596.04 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5883 N/A 3140QDRD8 2049-12-01 3.5 N/A 2000.00 772.68 Agency Mortgage-Backed Securities FEPC 06.000 CLQF5419 N/A 3133BTAU4 2053-01-01 6 N/A 1046750.00 487159.56 Agency Mortgage-Backed Securities 05.500 FGPC P51359 G N/A 3128C6QL6 2036-10-01 5.5 N/A 7575393.00 394091.61 Agency Mortgage-Backed Securities FNMS 04.500 CLCA0872 N/A 3140Q76J1 2047-12-01 4.5 N/A 2147.00 555.76 Agency Mortgage-Backed Securities FNMS 06.500 CL555135 N/A 31385WV48 2032-12-01 6.5 N/A 62697048.00 64364.89 Agency Mortgage-Backed Securities FNMS 07.000 NP889809 N/A 31410KR63 2037-10-01 7 N/A 14334.00 44.54 Agency Mortgage-Backed Securities 05.000 FGPC Q58535 G N/A 3132Y2PV2 2048-09-01 5 N/A 2191396.00 542840.76 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7935 N/A 3140N0Y90 2052-08-01 5 N/A 2000.00 1716.27 Agency Mortgage-Backed Securities FNMS 03.500 CLAR3198 N/A 3138W0RU5 2043-03-01 3.5 N/A 1074117.00 174858.51 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8782 N/A 3140N1XL2 2052-09-01 5 N/A 114704.00 59908.76 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0861 N/A 3133BM5W1 2052-10-01 5 N/A 11001.00 10364.80 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0716 N/A 3140JGYN9 2048-09-01 4.5 N/A 1000.00 299.00 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3573 N/A 3140QA6K1 2049-05-01 4 N/A 1024.00 125.47 Agency Mortgage-Backed Securities FNMS 04.500 CLBW0030 N/A 3140MRA80 2052-07-01 4.5 N/A 5950022.00 3867008.68 Agency Mortgage-Backed Securities FNMS 06.500 CL745932 N/A 31403DVZ9 2036-11-01 6.5 N/A 79981807.00 409050.08 Agency Mortgage-Backed Securities FNMS 05.500 CLDE5075 N/A 3140BHT92 2055-07-01 5.5 N/A 19000.00 16977.80 Agency Mortgage-Backed Securities FNMS 03.500 CLBO1161 N/A 3140JVJF0 2049-07-01 3.5 N/A 11000.00 3016.95 Agency Mortgage-Backed Securities 04.500 FGPC A97806 G N/A 312946U79 2041-03-01 4.5 N/A 2365009.00 305204.50 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9004 N/A 3140NSAE4 2053-08-01 6 N/A 1000.00 676.72 Agency Mortgage-Backed Securities 05.000 FGPC Q62009 G N/A 3132VNGT4 2049-03-01 5 N/A 182000.00 82692.12 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7315 N/A 3140NCDV8 2053-07-01 6.5 N/A 11000.00 5317.57 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7131 N/A 3133BG4Q8 2052-08-01 5 N/A 9000.00 5135.37 Agency Mortgage-Backed Securities FNMS 06.500 CL940537 N/A 31413BLS8 2037-07-01 6.5 N/A 14336.00 113.20 Agency Mortgage-Backed Securities 06.500 FGPC K39030 G N/A 31303AA71 2047-12-01 6.5 N/A 65118477.00 196681.74 Agency Mortgage-Backed Securities FNMS 04.000 CLBA2878 N/A 3140E7FU9 2045-10-01 4 N/A 300733.00 27862.26 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5998 N/A 3142GWUY3 2056-03-01 5 N/A 154322688.00 151965303.60 Agency Mortgage-Backed Securities FNMS 05.500 CLBX3655 N/A 3140N8BZ0 2052-12-01 5.5 N/A 1000.00 968.72 Agency Mortgage-Backed Securities FEPC 06.000 CLQG9226 N/A 3133CAHB9 2053-08-01 6 N/A 10000.00 8539.93 Agency Mortgage-Backed Securities FEPC 05.000 CLQA0278 N/A 31334WJX0 2049-05-01 5 N/A 1592028.00 148475.10 Agency Mortgage-Backed Securities FEPC 06.000 CISB1952 N/A 3132CYEZ9 2040-08-01 6 N/A 13531776.00 13970724.26 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1246 N/A 3140N5L44 2052-10-01 5 N/A 9000.00 5410.65 Agency Mortgage-Backed Securities FNMS 04.500 CLBN9496 N/A 3140JSRS0 2049-05-01 4.5 N/A 1000.00 309.22 Agency Mortgage-Backed Securities FNMS 02.500 CLFA4121 N/A 3140W4SK4 2053-07-01 2.5 N/A 12699968.00 10339904.14 Agency Mortgage-Backed Securities FNMS 06.500 CL900928 N/A 31410X4M5 2037-02-01 6.5 N/A 16520.00 160.12 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2591 N/A 3140XH2Z9 2052-08-01 5 N/A 851452.00 591461.16 Agency Mortgage-Backed Securities FEPC 07.000 CLQY7759 N/A 31426STR0 2055-07-01 7 N/A 1089100.00 986525.13 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8143 N/A 3133BJBL5 2052-08-01 5 N/A 1529007.00 835349.68 Agency Mortgage-Backed Securities FEPC 04.500 CLTB5738 N/A 3142K7LU1 2056-06-01 4.5 N/A 6008.00 5809.30 Agency Mortgage-Backed Securities FNMS 05.500 CLBX7634 N/A 3140NCPU7 2053-05-01 5.5 N/A 1000.00 821.51 Agency Mortgage-Backed Securities FEPC 02.500 CLSL3613 N/A 31427RAP5 2052-04-01 2.5 N/A 22361696.00 18374167.86 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8690 N/A 3140HNUQ3 2048-07-01 4.5 N/A 12000.00 3873.70 Agency Mortgage-Backed Securities FNMS 03.000 CLBU6230 N/A 3140M74Q1 2052-01-01 3 N/A 1000.00 702.21 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7892 N/A 3140LWXW2 2052-10-01 5 N/A 5000.00 4226.40 Agency Mortgage-Backed Securities FNMS 05.000 CLBW5676 N/A 3140MXJW5 2052-08-01 5 N/A 1008.00 635.27 Agency Mortgage-Backed Securities FEPC 07.000 CLQJ7941 N/A 3133CYZE1 2054-10-01 7 N/A 1459251.00 1014163.52 Agency Mortgage-Backed Securities 05.000 FGPC Q58037 G N/A 3132Y14X3 2048-08-01 5 N/A 1199752.00 417734.60 Agency Mortgage-Backed Securities FNMS 04.000 CQMA1169 N/A 31418AJP4 2042-08-01 4 N/A 1000.00 89.27 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3628 N/A 3140FPA66 2047-05-01 4.5 N/A 11264.00 2451.70 Agency Mortgage-Backed Securities FNMS 04.500 CLBN5408 N/A 3140JNAJ9 2049-04-01 4.5 N/A 12000.00 1418.28 Agency Mortgage-Backed Securities FNMS 06.000 CL940768 N/A 31413BTZ4 2037-06-01 6 N/A 13312.00 66.01 Agency Mortgage-Backed Securities FNMS 05.500 CLBX2837 N/A 3140N7EK2 2052-11-01 5.5 N/A 11000.00 5378.83 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0792 N/A 3133BM2Z7 2052-09-01 5 N/A 1658000.00 1301158.14 Agency Mortgage-Backed Securities FNMS 02.000 CLBU3685 N/A 3140M5CX1 2051-11-01 2 N/A 2128522.00 1272722.25 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7179 S6XOOCT0IEG5ABCC6L87 3133BG6Q6 2052-08-01 5 N/A 19001.00 16181.19 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0021 N/A 3133BMAW5 2052-09-01 5 N/A 8000.00 7544.34 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0175 N/A 3140N4FR3 2053-02-01 5.5 N/A 1000.00 701.70 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5568 N/A 31427TFJ0 2056-06-01 5.5 N/A 13366976.00 13724015.36 Agency Mortgage-Backed Securities FNMS 04.000 CLBE8518 N/A 3140FUPC6 2047-03-01 4 N/A 2005.00 614.47 Agency Mortgage-Backed Securities FNMS 06.000 CLBX2166 N/A 3140N6MQ2 2052-12-01 6 N/A 12000.00 4822.45 Agency Mortgage-Backed Securities FEPC 04.500 CLSL5386 N/A 31427S6Y9 2056-05-01 4.5 N/A 17054219.00 16501875.01 Agency Mortgage-Backed Securities FEPC 03.500 3VZT1189 N/A 3132ADKA5 2047-01-01 3.5 N/A 2322000.00 724300.47 Agency Mortgage-Backed Securities FNMS 04.500 CLBN8279 N/A 3140JRFV8 2049-05-01 4.5 N/A 14000.00 2871.01 Agency Mortgage-Backed Securities FNMS 06.500 NP940520 N/A 31413BK91 2037-07-01 6.5 N/A 34200869.00 247006.57 Agency Mortgage-Backed Securities FNMS 04.000 CLBC1516 N/A 3140EVVJ3 2046-08-01 4 N/A 18624.00 2619.17 Agency Mortgage-Backed Securities FNMS 04.500 CLBN4845 N/A 3140JML34 2049-03-01 4.5 N/A 12000.00 2926.10 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0399 N/A 31334WNQ0 2049-06-01 4.5 N/A 1454622.00 420795.87 Agency Mortgage-Backed Securities FNMS 05.500 CLDH4670 N/A 3140ULFL0 2056-07-01 5.5 N/A 6032.00 6170.28 Agency Mortgage-Backed Securities 04.000 FGPC Q29156 G N/A 3132M9ZV9 2044-10-01 4 N/A 1156050.00 349478.86 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4873 N/A 3140NMMX2 2053-06-01 5.5 N/A 11000.00 5742.45 Agency Mortgage-Backed Securities FNMS 05.000 CLBX8252 N/A 3140NDE29 2053-05-01 5 N/A 1000.00 713.41 Agency Mortgage-Backed Securities FEPC 03.500 CLQA4289 N/A 31339UXS4 2049-11-01 3.5 N/A 13003.00 5050.19 Agency Mortgage-Backed Securities 06.000 FGPC A44666 G N/A 3128K5FF4 2036-04-01 6 N/A 157188776.00 171533.52 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1608 N/A 3132DNYD9 2052-09-01 4.5 N/A 2668088.00 1946359.73 Agency Mortgage-Backed Securities 04.000 FGPC Q17118 G N/A 3132J8K82 2043-04-01 4 N/A 2064354.00 337450.50 Agency Mortgage-Backed Securities FNMS 05.500 CLBY7695 N/A 3140NQRR1 2053-07-01 5.5 N/A 5001.00 4228.71 Agency Mortgage-Backed Securities 04.500 FGPC A97236 G N/A 312946BD7 2041-03-01 4.5 N/A 4576383.00 181218.24 Agency Mortgage-Backed Securities FEPC 03.000 CLQC6994 N/A 3133ARXX8 2051-09-01 3 N/A 505194.00 325003.13 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8284 N/A 3140K4F21 2049-11-01 3.5 N/A 2000.00 1107.03 Agency Mortgage-Backed Securities FNMS 04.500 CLBK9876 N/A 3140HP6N2 2048-10-01 4.5 N/A 1000.00 300.03 Agency Mortgage-Backed Securities FNMS 04.500 CLBH4281 N/A 3140GSXK3 2047-06-01 4.5 N/A 1494261.00 599058.61 Agency Mortgage-Backed Securities 04.500 FGPC Q58621 G N/A 3132Y2SK3 2048-09-01 4.5 N/A 571430.00 118225.18 Agency Mortgage-Backed Securities FNMS 04.000 CLBV9898 N/A 3140MP7L9 2052-05-01 4 N/A 3000.00 1641.73 Agency Mortgage-Backed Securities FEPC 05.000 CLTB7488 N/A 3142K9KA2 2056-07-01 5 N/A 6064.00 6020.11 Agency Mortgage-Backed Securities FNMS 04.000 CRBM7223 N/A 3140JCAZ7 2046-05-01 4 N/A 3000.00 2013.58 Agency Mortgage-Backed Securities FNMS 04.000 CLAU2688 N/A 3138X17A8 2043-07-01 4 N/A 1446671.00 156502.55 Agency Mortgage-Backed Securities FNMS 04.500 CLBN4852 N/A 3140JMMA7 2049-01-01 4.5 N/A 1000.00 363.16 Agency Mortgage-Backed Securities FNMS 03.000 CLBV3813 N/A 3140MHGX1 2052-04-01 3 N/A 11000.00 8043.66 Agency Mortgage-Backed Securities FNMS 06.500 CLDC7977 N/A 3140AV2K6 2055-01-01 6.5 N/A 7828312.00 4684261.56 Agency Mortgage-Backed Securities FNMS 06.500 CLBY7596 N/A 3140NQNN4 2053-08-01 6.5 N/A 1000.00 680.39 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8722 N/A 3133BJVP4 2052-08-01 5 N/A 1236130.00 1050023.33 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4144 N/A 3140M5TA3 2053-09-01 6.5 N/A 1000.00 679.14 Agency Mortgage-Backed Securities 04.500 FGPC Q59886 G N/A 3132Y36Y5 2048-11-01 4.5 N/A 1721985.00 930245.40 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8871 N/A 3133BJ2C5 2052-08-01 5 N/A 14000.00 13275.87 Agency Mortgage-Backed Securities FEPC 06.500 CLQF7471 N/A 3133BVJQ9 2053-02-01 6.5 N/A 1076659.00 426166.72 Agency Mortgage-Backed Securities FNMS 03.500 CLBN5945 N/A 3140JNTB6 2049-06-01 3.5 N/A 2000.00 504.35 Agency Mortgage-Backed Securities FNMS 06.000 NP256327 N/A 31371MVU8 2036-06-01 6 N/A 56793417.00 77654.57 Agency Mortgage-Backed Securities 05.500 FGPC H19004 G N/A 3128NAAD0 2037-01-01 5.5 N/A 20388257.00 66848.37 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2208 N/A 3140NJN26 2053-08-01 6.5 N/A 4001.00 4112.93 Agency Mortgage-Backed Securities FNMS 07.000 CLDA6144 N/A 3140A6ZJ8 2054-01-01 7 N/A 1924911.00 893856.73 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5853 N/A 31418FQF7 2055-10-01 5.5 N/A 4339000.00 3794992.10 Agency Mortgage-Backed Securities FNMS 06.500 NP899282 N/A 31410WCT3 2036-11-01 6.5 N/A 15000.00 58.66 Agency Mortgage-Backed Securities FEPC 05.000 CLQE3671 N/A 3133BDCG8 2052-06-01 5 N/A 1372358.00 757777.56 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0588 N/A 3140JGUN3 2048-11-01 4.5 N/A 2000.00 525.00 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8370 N/A 3140N1JQ7 2052-08-01 5 N/A 2000.00 1597.83 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4814 N/A 3140W5K45 2056-03-01 5 N/A 68045471.00 66458537.24 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8371 N/A 3140N1JR5 2052-09-01 5 N/A 1000.00 661.49 Agency Mortgage-Backed Securities FEPC 06.000 CLQG1280 N/A 3133C1M56 2053-04-01 6 N/A 1263430.00 707488.85 Agency Mortgage-Backed Securities FNMS 04.500 CLBN9632 N/A 3140JSV22 2049-04-01 4.5 N/A 13000.00 3678.85 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4750 N/A 3131YBH35 2049-04-01 4.5 N/A 1965563.00 367559.55 Agency Mortgage-Backed Securities FNMS 06.500 CLDB5596 N/A 3140AFGE0 2054-06-01 6.5 N/A 2529492.00 2007833.19 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4154 N/A 3131XXTK7 2047-09-01 4.5 N/A 1144629.00 258718.49 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ5628 N/A 31427DHE4 2055-10-01 5 N/A 1000.00 967.73 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5576 N/A 31427TFS0 2056-06-01 5.5 N/A 6144.00 6295.15 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8784 S6XOOCT0IEG5ABCC6L87 3133C9XM0 2053-08-01 6.5 N/A 20759.00 20654.95 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3053 N/A 3140QAMB3 2049-02-01 4.5 N/A 73920067.00 19512573.77 Agency Mortgage-Backed Securities FNMS 06.000 CL880422 N/A 31409WD32 2036-04-01 6 N/A 22429474.00 238363.62 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7890 N/A 3140N0XU4 2052-08-01 4.5 N/A 1000.00 760.61 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0739 N/A 3140NGZD5 2053-05-01 5 N/A 1000.00 955.87 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4732 B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4 N/A 144954209.00 105370485.42 Agency Mortgage-Backed Securities FNMS 05.000 CLBV8831 N/A 3140MNY59 2052-06-01 5 N/A 11000.00 7752.18 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8583 N/A 3140N1RD7 2052-10-01 5 N/A 1000.00 941.28 Agency Mortgage-Backed Securities FNMS 03.500 CRBC0100 N/A 3140EUDE6 2045-12-01 3.5 N/A 400000.00 48518.14 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8254 N/A 3140NDE45 2053-06-01 5.5 N/A 5000.00 4663.64 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8189 N/A 3132DWC27 2052-01-01 2.5 N/A 8992304.00 5496276.18 Agency Mortgage-Backed Securities FNMS 06.500 NP944054 N/A 31413FH70 2037-07-01 6.5 N/A 15362.00 17.76 Agency Mortgage-Backed Securities FNMS 06.500 NP878663 N/A 31409UFC4 2036-02-01 6.5 N/A 28323440.00 245990.61 Agency Mortgage-Backed Securities FEPC 06.000 CLQG9236 N/A 3133CAHM5 2053-08-01 6 N/A 78554.00 70803.16 Agency Mortgage-Backed Securities FNMS 06.500 CLBY6827 N/A 3140NPSR2 2053-09-01 6.5 N/A 11000.00 8264.23 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2843 N/A 3133C3EQ5 2053-05-01 5.5 N/A 8000.00 6935.43 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0121 S6XOOCT0IEG5ABCC6L87 31334WD24 2049-06-01 3.5 N/A 26000.00 6440.40 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2419 N/A 3133C2VL9 2053-03-01 5.5 N/A 1208864.00 354415.01 Agency Mortgage-Backed Securities FEPC 06.000 CLQG7618 N/A 3133C8PB5 2053-07-01 6 N/A 46642063.00 27893290.63 Agency Mortgage-Backed Securities FNMS 06.500 NP913968 B1V7KEBTPIMZEU4LTD58 31411SMR4 2037-02-01 6.5 N/A 33644600.00 250215.98 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1844 N/A 3140N6BN1 2052-12-01 5.5 N/A 1275053.00 606688.32 Agency Mortgage-Backed Securities FNMS 04.000 CLBV9899 N/A 3140MP7M7 2052-05-01 4 N/A 1008.00 565.29 Agency Mortgage-Backed Securities FEPC 02.000 CLSL2826 N/A 31427QD82 2052-02-01 2 N/A 45325930.00 34826752.49 Agency Mortgage-Backed Securities FNMS 05.000 CLBJ7541 N/A 3140H9LX9 2048-12-01 5 N/A 1000.00 461.93 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9961 N/A 3140N3B73 2052-09-01 5 N/A 1000.00 710.58 Agency Mortgage-Backed Securities FNMS 05.000 CLFS6885 N/A 3140XNUK8 2053-10-01 5 N/A 44347694.00 33806423.66 Agency Mortgage-Backed Securities FEPC 03.500 CLQE4395 N/A 3133BD3C7 2052-06-01 3.5 N/A 16001.00 9371.04 Agency Mortgage-Backed Securities FNMS 05.000 CLDG2650 N/A 3140U55L6 2056-02-01 5 N/A 1000.00 947.10 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7350 N/A 3140NCEY1 2053-09-01 6.5 N/A 1097520.00 416574.10 Agency Mortgage-Backed Securities FEPC 06.500 CLSL5848 N/A 31427TQA7 2055-08-01 6.5 N/A 98081664.00 103897721.41 Agency Mortgage-Backed Securities FEPC 05.000 CLQH2773 N/A 3133CFCJ6 2053-09-01 5 N/A 100101.00 68693.55 Agency Mortgage-Backed Securities 04.000 FGPC Q48220 G N/A 3132WND25 2047-05-01 4 N/A 1381346.00 208641.66 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ5707 N/A 3138MMKV3 2043-01-01 3.5 N/A 2097699.00 359327.37 Agency Mortgage-Backed Securities 05.000 FGPC Q59887 G N/A 3132Y36Z2 2048-11-01 5 N/A 1306163.00 378712.50 Agency Mortgage-Backed Securities FNMS 06.500 NP881738 N/A 31409XS34 2036-03-01 6.5 N/A 23642459.00 117184.29 Agency Mortgage-Backed Securities FNMS 06.500 NP878451 N/A 31409T5L8 2036-08-01 6.5 N/A 53222926.00 70503.32 Agency Mortgage-Backed Securities FNMS 03.500 CLAB5366 N/A 31417B6C6 2042-06-01 3.5 N/A 14000.00 2134.40 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0173 N/A 3140N4FP7 2053-02-01 5.5 N/A 2000.00 1732.64 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6211 N/A 3133C63U1 2053-06-01 5.5 N/A 42482386.00 26673330.06 Agency Mortgage-Backed Securities FNMS 07.000 CLDD4386 N/A 3140B42U3 2055-04-01 7 N/A 1182390.00 1244962.64 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3052 N/A 3140QAMA5 2049-02-01 4.5 N/A 2026.00 127.90 Agency Mortgage-Backed Securities 04.500 FGPC Q63742 G N/A 3132VQEQ5 2049-05-01 4.5 N/A 1844507.00 97557.72 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9145 N/A 3133BKES4 2052-09-01 5 N/A 2209760.00 1031483.80 Agency Mortgage-Backed Securities FEPC 06.000 CLTA3651 N/A 3142JSBV6 2056-01-01 6 N/A 10080.00 10483.64 Agency Mortgage-Backed Securities FEPC 04.500 CLQF9073 N/A 3133BXCJ8 2053-02-01 4.5 N/A 8000.00 6910.06 Agency Mortgage-Backed Securities FEPC 04.500 CTRB1252 N/A 3133KUL96 2046-03-01 4.5 N/A 7000.00 6847.39 Agency Mortgage-Backed Securities FEPC 06.000 CLQF3362 N/A 3133BQWX0 2052-11-01 6 N/A 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Mortgage Obligation GNRA 2025-026 SC N/A 38385CF45 2055-02-20 2.39128 N/A 54715948.00 2901451.42 Agency Collateralized Mortgage Obligation GNII SF DJ4783 C 549300M8ZYFG0OCMTT87 3618KRJ47 2055-03-20 7.5 N/A 1000.00 1074.43 Agency Mortgage-Backed Securities FNRA CL056JS R24F056 N/A 3136BSSY2 2054-08-25 3.47224 N/A 12930761.00 752799.93 Agency Collateralized Mortgage Obligation GNII SF DQ2962 C 549300M8ZYFG0OCMTT87 3618MVJF1 2056-02-20 6.5 N/A 1000.00 1060.98 Agency Mortgage-Backed Securities GNII SF CE3259 C 549300M8ZYFG0OCMTT87 3617VRTQ7 2051-08-20 4 N/A 1016.00 754.39 Agency Mortgage-Backed Securities GNII SF DQ1226 C 549300M8ZYFG0OCMTT87 3618MTLF3 2056-03-20 6 N/A 1000.00 1032.22 Agency Mortgage-Backed Securities GNII SF DP0286 C 549300M8ZYFG0OCMTT87 3618MEJ77 2056-03-20 6.5 N/A 2539621.00 2727758.65 Agency Mortgage-Backed Securities GNII SF MA5077 M 549300M8ZYFG0OCMTT87 36179TUA1 2048-03-20 3.5 N/A 1024.00 113.17 Agency Mortgage-Backed Securities FERM 5442BO 08/25/54 N/A 3137HF4S1 2054-08-25 0 N/A 4032397.00 1780494.84 Agency Collateralized Mortgage Obligation FNMS 06.000 CLCC0438 B1V7KEBTPIMZEU4LTD58 3140Y6PY0 2055-05-01 6 N/A 1024.00 778.01 Agency Mortgage-Backed Securities 05.500 FGPC G06964 G N/A 3128M9B92 2038-11-01 5.5 N/A 13801.00 764.89 Agency Mortgage-Backed Securities GNII SF CT6580 C 549300M8ZYFG0OCMTT87 3618BCJZ1 2054-09-20 7.5 N/A 1000.00 1018.06 Agency Mortgage-Backed Securities FNMS 05.500 CLDF3295 B1V7KEBTPIMZEU4LTD58 3140BTUV5 2055-11-01 5.5 N/A 1000.00 947.70 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8178 S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.5 N/A 2000.00 1198.40 Agency Mortgage-Backed Securities GNII SF DJ4780 C 549300M8ZYFG0OCMTT87 3618KRJZ8 2055-04-20 7.5 N/A 2000.00 2150.57 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6578 B1V7KEBTPIMZEU4LTD58 3140Q2JY5 2033-03-01 4.14 N/A 1411899.00 1383060.96 Agency Mortgage-Backed Securities FNRA CL082SA R21F082 N/A 3136BKEP3 2051-12-25 2.245873 N/A 21791806.00 462446.74 Agency Collateralized Mortgage Obligation GNII SF DP3318 C 549300M8ZYFG0OCMTT87 3618MHVK7 2056-02-20 6.5 N/A 322869.00 339375.18 Agency Mortgage-Backed Securities FHLMC REMIC SERIES K-108 A-2 20300325 1.51700 N/A 3137FTBM8 2030-03-25 1.517 N/A 1000.00 906.69 Agency Collateralized Mortgage Obligation GNRA 2020-076 KS N/A 38382EWB9 2050-05-20 2.34649 N/A 62390144.00 2110768.55 Agency Collateralized Mortgage Obligation FNMS 03.000 CLCA6738 B1V7KEBTPIMZEU4LTD58 3140QEPY2 2050-08-01 3 N/A 1001.00 356.27 Agency Mortgage-Backed Securities GNII SF DJ4771 C 549300M8ZYFG0OCMTT87 3618KRJQ8 2055-04-20 7 N/A 1695274.00 1606380.01 Agency Mortgage-Backed Securities FERM 5464IJ 05/25/51 N/A 3137HFVH5 2051-05-25 3.5 N/A 1106492.00 137916.11 Agency Collateralized Mortgage Obligation GNII SF MB0147 M 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.5 N/A 2048.00 1467.72 Agency Mortgage-Backed Securities GNII SF DP0886 C 549300M8ZYFG0OCMTT87 3618ME6X4 2056-01-20 7.5 N/A 4672.00 5059.41 Agency Mortgage-Backed Securities GNII SF MA8648 M 549300M8ZYFG0OCMTT87 36179XTD8 2053-02-20 5.5 N/A 7740096.00 4622735.62 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ2184 S6XOOCT0IEG5ABCC6L87 31426YNA0 2055-09-01 5.5 N/A 1000.00 863.08 Agency Mortgage-Backed Securities GNII SF DH7130 C 549300M8ZYFG0OCMTT87 3618KF4P2 2055-01-20 6.5 N/A 41372.00 26788.51 Agency Mortgage-Backed Securities GNII SF MB0308 M 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.5 N/A 1000.00 746.16 Agency Mortgage-Backed Securities GNII SF DN6115 C 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.5 N/A 2000.00 2160.82 Agency Mortgage-Backed Securities GNRA 2023-151 SD N/A 38384DKU0 2053-10-20 3.39128 N/A 33152708.00 1536804.20 Agency Collateralized Mortgage Obligation FEPC 05.500 CLQZ4009 S6XOOCT0IEG5ABCC6L87 31427BN35 2055-09-01 5.5 N/A 1000.00 986.60 Agency Mortgage-Backed Securities GNII SF DP8198 C 549300M8ZYFG0OCMTT87 3618MPDB9 2056-04-20 6 N/A 1000.00 1031.41 Agency Mortgage-Backed Securities GNII SF DN6050 C 549300M8ZYFG0OCMTT87 3618M8WK6 2055-10-20 6.5 N/A 1000.00 1047.18 Agency Mortgage-Backed Securities GNRA 2019-11 SD N/A 38381BSJ4 2045-08-20 1.11823 N/A 52945957.00 382026.06 Agency Collateralized Mortgage Obligation FNRM RC048AE R25F048 N/A 3136BV6S2 2052-10-25 5 N/A 1000.00 637.03 Agency Collateralized Mortgage Obligation GNII SF MA3376 M 549300M8ZYFG0OCMTT87 36179RXD6 2046-01-20 3.5 N/A 16297470.00 1489692.52 Agency Mortgage-Backed Securities GNII SF DP8628 C 549300M8ZYFG0OCMTT87 3618MPSR8 2056-04-20 6.5 N/A 1950448.00 2051476.34 Agency Mortgage-Backed Securities GNRA 2018-127 SA N/A 38380YXX8 2044-07-20 1.26318 N/A 103749492.00 720946.69 Agency Collateralized Mortgage Obligation GNII SF BT5018 C 549300M8ZYFG0OCMTT87 3617MTSF8 2050-03-20 4 N/A 1000.00 134.73 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8928 B1V7KEBTPIMZEU4LTD58 3140XQ4N4 2054-09-01 6 N/A 1024.00 796.58 Agency Mortgage-Backed Securities FNRM RC082AI R25F082 N/A 3136BXF74 2052-08-25 5.5 N/A 12787965.00 1086937.22 Agency Collateralized Mortgage Obligation GNII SF MA8948 M 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.5 N/A 1153424.00 768509.97 Agency Mortgage-Backed Securities GNII SF DP8185 C 549300M8ZYFG0OCMTT87 3618MPCW4 2056-03-20 6 N/A 2243066.00 2340640.60 Agency Mortgage-Backed Securities GNRA 2015-126 IA N/A 38379QGB5 2044-06-20 1.19129 N/A 31229106.00 58011.78 Agency Collateralized Mortgage Obligation GNRM 2021-139 IY N/A 38382XKM6 2051-08-20 3 N/A 2646062.00 324427.82 Agency Collateralized Mortgage Obligation GNII SF DP8675 C 549300M8ZYFG0OCMTT87 3618MPT89 2056-02-20 7 N/A 434917.00 456545.11 Agency Mortgage-Backed Securities GNII SF CZ1645 C 549300M8ZYFG0OCMTT87 3618GCZJ4 2054-03-20 5.5 N/A 1498184.00 1486312.59 Agency Mortgage-Backed Securities GNII SF BZ3902 C 549300M8ZYFG0OCMTT87 3617QYKP9 2050-11-20 4 N/A 59171.00 38479.07 Agency Mortgage-Backed Securities GNII SF DQ2628 C 549300M8ZYFG0OCMTT87 3618MU4M4 2056-03-20 7.5 N/A 10555.00 11514.61 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3686 B1V7KEBTPIMZEU4LTD58 31418DCY6 2049-06-01 3.5 N/A 1718.00 138.12 Agency Mortgage-Backed Securities FERA 5508SE 02/25/55 N/A 3137HJH67 2055-02-25 1.27224 N/A 88811400.00 1218770.00 Agency Collateralized Mortgage Obligation GNII SF MA9603 M 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.5 N/A 1008.00 902.05 Agency Mortgage-Backed Securities GNRA 2023-123 TK N/A 38384CRT8 2053-08-20 0.03 N/A 20000000.00 4967.68 Agency Collateralized Mortgage Obligation GNRA 2025-118 SD N/A 38381NC30 2055-07-20 2.34128 N/A 31809822.00 1207104.28 Agency Collateralized Mortgage Obligation GNRA 2015-057 AS N/A 38379LKS4 2045-04-20 1.84649 N/A 136500000.00 872100.52 Agency Collateralized Mortgage Obligation FNRM CL018PI R22F018 N/A 3136BMGK8 2051-11-25 4 N/A 15671248.00 1786416.43 Agency Collateralized Mortgage Obligation GNII SF DP1324 C 549300M8ZYFG0OCMTT87 3618MFPH5 2056-02-20 6.5 N/A 1000.00 1062.08 Agency Mortgage-Backed Securities FNMS 05.500 CLDG0271 B1V7KEBTPIMZEU4LTD58 3140U3JR3 2056-01-01 5.5 N/A 1000.00 879.79 Agency Mortgage-Backed Securities GNII SF DQ2961 C 549300M8ZYFG0OCMTT87 3618MVJE4 2056-02-20 6.5 N/A 2492639.00 2644732.79 Agency Mortgage-Backed Securities GNRA 2024-07O IG N/A 38383KXB3 2074-04-20 1.04701 N/A 50000000.00 3216650.67 Agency Collateralized Mortgage Obligation MNRM CL050A2 R20M050 N/A 3136BCGS3 2030-10-25 1.2 N/A 5000.00 3806.97 Agency Collateralized Mortgage Obligation GNII SF CZ2469 C 549300M8ZYFG0OCMTT87 3618GDW63 2054-01-20 7.5 N/A 1000.00 670.91 Agency Mortgage-Backed Securities GNII SF DP8127 C 549300M8ZYFG0OCMTT87 3618MPA48 2056-03-20 6.5 N/A 810351.00 863552.98 Agency Mortgage-Backed Securities GNII SF DP6648 C 549300M8ZYFG0OCMTT87 3618MML50 2056-02-20 6.5 N/A 9866.00 10373.62 Agency Mortgage-Backed Securities FEPC 04.500 CLQX4115 S6XOOCT0IEG5ABCC6L87 31425YSD0 2055-01-01 4.5 N/A 1000.00 848.51 Agency Mortgage-Backed Securities FNRA CL113SB R10F113 N/A 31398T7D7 2040-10-25 2.85776 N/A 32968831.00 44847.81 Agency Collateralized Mortgage Obligation GNRA 2021-135 GS N/A 38382XAJ4 2051-08-20 2.54649 N/A 79415041.00 6555756.61 Agency Collateralized Mortgage Obligation GNII SF MA9779 M 549300M8ZYFG0OCMTT87 36179Y2L7 2054-07-20 5.5 N/A 385248.00 269359.87 Agency Mortgage-Backed Securities GNII SF MA9606 M 549300M8ZYFG0OCMTT87 36179YU77 2054-02-20 6 N/A 915246.00 451314.95 Agency Mortgage-Backed Securities GNII SF DP1323 C 549300M8ZYFG0OCMTT87 3618MFPG7 2056-03-20 6.5 N/A 385881.00 409670.41 Agency Mortgage-Backed Securities FEPC 03.500 CLZT1479 S6XOOCT0IEG5ABCC6L87 3132ADUC0 2046-03-01 3.5 N/A 1000.00 273.66 Agency Mortgage-Backed Securities FNMS 06.000 CLFA2938 B1V7KEBTPIMZEU4LTD58 3140W3HQ5 2053-02-01 6 N/A 1008.00 808.84 Agency Mortgage-Backed Securities MNRA CL013A2 R18M013 N/A 3136B3DE7 2030-09-25 3.893412 N/A 2590.00 1661.75 Agency Collateralized Mortgage Obligation GNII SF CQ3399 C 549300M8ZYFG0OCMTT87 3618A5X40 2053-07-20 7.5 N/A 153188.00 61577.13 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8363 S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6 N/A 1000.00 606.78 Agency Mortgage-Backed Securities FNRA CL112TB R25F112 N/A 3136BYNH1 2055-01-25 0.02 N/A 123061.00 59.79 Agency Collateralized Mortgage Obligation GNRA 2025-146 SH N/A 38381Q2R1 2053-04-20 2.59128 N/A 95793666.00 5270659.59 Agency Collateralized Mortgage Obligation GNII SF DA7708 C 549300M8ZYFG0OCMTT87 3618GXR57 2054-03-20 5 N/A 1725682.00 1619190.50 Agency Mortgage-Backed Securities FEPC 04.500 CLQF6276 S6XOOCT0IEG5ABCC6L87 3133BT6M7 2053-01-01 4.5 N/A 1000.00 672.54 Agency Mortgage-Backed Securities FNRM CL054DO R23F054 N/A 3136BQRF8 2053-11-25 0 N/A 31375184.00 13554282.78 Agency Collateralized Mortgage Obligation GNII SF MA9362 M 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.5 N/A 329297.00 239425.23 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2211 S6XOOCT0IEG5ABCC6L87 3132DPN46 2053-01-01 5.5 N/A 1024.00 755.78 Agency Mortgage-Backed Securities FNRA CL011SB R24F011 N/A 3136BRAZ0 2054-03-25 4.47224 N/A 100014.00 5750.61 Agency Collateralized Mortgage Obligation FERM 5651CI 12/25/48 N/A 3137HQT68 2048-12-25 5 N/A 7941751.00 1224588.97 Agency Collateralized Mortgage Obligation FEPC 05.500 CLQY3357 S6XOOCT0IEG5ABCC6L87 31426MWT5 2055-04-01 5.5 N/A 1000.00 1002.59 Agency Mortgage-Backed Securities GNII SF MB0365 M 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5 N/A 51871385.00 46814851.49 Agency Mortgage-Backed Securities GNII SF MA9423 M 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.5 N/A 520004.00 363911.40 Agency Mortgage-Backed Securities GNRA 2024-17O ID N/A 38383KS78 2074-09-20 1.26372 N/A 73200000.00 5419654.30 Agency Collateralized Mortgage Obligation GNII SF DJ4779 C 549300M8ZYFG0OCMTT87 3618KRJY1 2055-03-20 7.5 N/A 1572582.00 1513894.71 Agency Mortgage-Backed Securities GNRA 2012-106 YF N/A 38378HKR6 2042-09-20 4.48 N/A 486345.00 10233.49 Agency Collateralized Mortgage Obligation GNRA 2026-083 FB N/A 38385SVV2 2056-05-20 4.66872 N/A 11136962.00 10983846.61 Agency Collateralized Mortgage Obligation GNRM 2023-066 OQ N/A 38384AQK2 2052-07-20 0 N/A 4831365.00 2809483.78 Agency Collateralized Mortgage Obligation FNRA RC065SE R24F065 N/A 3136BSK38 2054-09-25 2.27224 N/A 100000.00 4713.79 Agency Collateralized Mortgage Obligation GNII SF DP7747 C 549300M8ZYFG0OCMTT87 3618MNTC5 2056-01-20 6 N/A 81544.00 85001.94 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8342 S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.5 N/A 1000.00 723.30 Agency Mortgage-Backed Securities GNII SF MA9488 M 549300M8ZYFG0OCMTT87 36179YRH9 2054-01-20 5.5 N/A 1566.00 1037.06 Agency Mortgage-Backed Securities FEPC 02.000 CLRA4986 S6XOOCT0IEG5ABCC6L87 3133KLRF6 2051-04-01 2 N/A 1000.00 531.30 Agency Mortgage-Backed Securities GNII SF MA8569 M 549300M8ZYFG0OCMTT87 36179XQW9 2053-01-20 5 N/A 44117299.00 30436994.18 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3416 B1V7KEBTPIMZEU4LTD58 31418CYN8 2048-07-01 4.5 N/A 2859.00 205.11 Agency Mortgage-Backed Securities GNII SF MA8491 M 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.5 N/A 7671984.00 4573688.73 Agency Mortgage-Backed Securities GNRA 2026-052 SB N/A 38385NMQ4 2056-03-20 0.39128 N/A 100000000.00 816215.79 Agency Collateralized Mortgage Obligation GNII SF DP1322 C 549300M8ZYFG0OCMTT87 3618MFPF9 2056-03-20 6.5 N/A 270812.00 287485.12 Agency Mortgage-Backed Securities GNII SF DP8691 C 549300M8ZYFG0OCMTT87 3618MPUQ7 2056-03-20 6.5 N/A 1615002.00 1695872.74 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4306 B1V7KEBTPIMZEU4LTD58 31418DYC0 2051-04-01 2.5 N/A 1002.00 525.73 Agency Mortgage-Backed Securities FEPC 03.000 CLRA3078 S6XOOCT0IEG5ABCC6L87 3133KJM33 2050-07-01 3 N/A 1000.00 434.48 Agency Mortgage-Backed Securities FERA 5631CS 03/25/56 N/A 3137HQHV6 2056-03-25 1.45224 N/A 14115072.00 623028.36 Agency Collateralized Mortgage Obligation GNII SF MA6710 M 549300M8ZYFG0OCMTT87 36179VN30 2050-06-20 3 N/A 21146327.00 4969722.34 Agency Mortgage-Backed Securities GNRA 2023-153 TA N/A 38384E5Z4 2053-10-20 0.01 N/A 106676.00 6.99 Agency Collateralized Mortgage Obligation GNII SF MB0685 M 549300M8ZYFG0OCMTT87 3618N5XP9 2055-09-20 5 N/A 1544832.00 1500624.39 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8135 S6XOOCT0IEG5ABCC6L87 3133KQBC9 2052-10-01 5.5 N/A 1000.00 685.11 Agency Mortgage-Backed Securities GNRM 2025-118 CI N/A 38381NG36 2052-03-20 6 N/A 3881308.00 128644.59 Agency Collateralized Mortgage Obligation FNRM CL011AL R16M011 N/A 3136AT5G5 2039-07-25 2.944 N/A 1163.00 56.34 Agency Collateralized Mortgage Obligation GNII SF MA7533 M N/A 36179WLN6 2051-08-20 2 N/A 12000.00 6405.28 Agency Mortgage-Backed Securities GNRA 2023-164 CS N/A 38384D7N1 2053-11-20 3.49128 N/A 14514207.00 727069.58 Agency Collateralized Mortgage Obligation FNMS 03.000 CIMA4774 B1V7KEBTPIMZEU4LTD58 31418EJU5 2037-10-01 3 N/A 1000.00 606.71 Agency Mortgage-Backed Securities FNRA CL009SA R25F009 N/A 3136BVDD7 2055-03-25 2.17224 N/A 100038.00 6862.82 Agency Collateralized Mortgage Obligation GNII SF DQ1225 C 549300M8ZYFG0OCMTT87 3618MTLE6 2056-03-20 6 N/A 3344654.00 3452151.51 Agency Mortgage-Backed Securities FEPC 05.500 CLQX6178 S6XOOCT0IEG5ABCC6L87 31426B2L9 2055-01-01 5.5 N/A 1000.00 862.02 Agency Mortgage-Backed Securities GNII SF DP3336 C 549300M8ZYFG0OCMTT87 3618MHV50 2056-03-20 6.5 N/A 3339374.00 3508751.96 Agency Mortgage-Backed Securities GNII SF MB0872 M 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.5 N/A 1008.00 1004.76 Agency Mortgage-Backed Securities GNRA 2021-155 SM N/A 38383AJY1 2051-07-20 2.54649 N/A 8391360.00 615415.22 Agency Collateralized Mortgage Obligation GNII SF MA8202 M 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5 N/A 1000.00 686.77 Agency Mortgage-Backed Securities GNII SF CB4292 C 549300M8ZYFG0OCMTT87 3617UPXV6 2051-03-20 4 N/A 2000.00 1201.92 Agency Mortgage-Backed Securities GNII SF DQ5953 C 549300M8ZYFG0OCMTT87 3618MYTJ6 2056-02-20 6.5 N/A 220721.00 232740.49 Agency Mortgage-Backed Securities FNRA CL056ES R24F056 N/A 3136BSSR7 2054-08-25 3.47224 N/A 100138.00 6690.01 Agency 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1564092.79 Agency Mortgage-Backed Securities FNMS 04.500 CLCA5385 N/A 3140QC6X9 2050-03-01 4.5 N/A 114000.00 14441.01 Agency Mortgage-Backed Securities FNMS 02.000 CLFA4192 N/A 3140W4US4 2052-06-01 2 N/A 40000.00 31427.86 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7715 N/A 3140XPSD2 2054-05-01 6 N/A 1490000.00 1252316.22 Agency Mortgage-Backed Securities GNRA 2025-105 SN N/A 38381NDG0 2055-06-20 2.84128 N/A 25000000.00 2156626.85 Agency Collateralized Mortgage Obligation FEPC 02.000 CLRA6507 N/A 3133KNGQ0 2051-12-01 2 N/A 405000.00 247287.69 Agency Mortgage-Backed Securities FNMS 05.500 CLFM4854 N/A 3140X8MC8 2044-05-01 5.5 N/A 330000.00 115601.31 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2676 N/A 3140XH6N2 2052-06-01 3 N/A 3000.00 2067.32 Agency Mortgage-Backed Securities GNRA 2021-228 JI N/A 38383D3V8 2051-12-20 3 N/A 28000000.00 2028989.31 Agency Collateralized Mortgage Obligation FNMS 05.500 CLFS8559 N/A 3140XQQM2 2052-11-01 5.5 N/A 686000.00 518403.01 Agency Mortgage-Backed Securities FNMS 05.000 CL357426 N/A 31376KA30 2033-09-01 5 N/A 208000.00 1221.83 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5419 N/A 31418FAV9 2054-07-01 5 N/A 239000.00 208857.28 Agency Mortgage-Backed Securities FNMS 02.000 CLFM7201 N/A 3140XBAB6 2051-05-01 2 N/A 42100000.00 23108228.93 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5444 N/A 31418FBN6 2054-08-01 5.5 N/A 53000.00 39268.01 Agency Mortgage-Backed Securities 03.000 FGPC Q45735 G N/A 3132WKLR7 2047-01-01 3 N/A 62997376.00 11885075.97 Agency Mortgage-Backed Securities GNII SF BM7534 C N/A 3617JYLP6 2050-02-20 3.5 N/A 97000.00 21601.45 Agency Mortgage-Backed Securities FNMS 03.500 CTFM3463 N/A 3140X6Z53 2036-12-01 3.5 N/A 41000.00 9819.86 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4121 N/A 31418DSK9 2050-09-01 3 N/A 2521764.00 732283.95 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9878 N/A 3140XR6Q3 2053-04-01 5 N/A 1866254.00 1543745.58 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8342 N/A 3140QUHU3 2054-04-01 6 N/A 605000.00 433956.83 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9717 N/A 3140XRYP4 2054-07-01 6 N/A 4938088.00 3460233.59 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4798 N/A 3140QQKL8 2052-10-01 5 N/A 261355.00 196633.06 Agency Mortgage-Backed Securities GNRA 2024-155 SG N/A 38384XKL6 2054-09-20 2.54128 N/A 53191488.00 3070415.11 Agency Collateralized Mortgage Obligation FNMS 05.500 CIMA5267 N/A 31418EZ94 2039-02-01 5.5 N/A 191000.00 84194.72 Agency Mortgage-Backed Securities FEPC 04.500 CLQF3213 N/A 3133BQSA5 2052-11-01 4.5 N/A 300000.00 225705.25 Agency Mortgage-Backed Securities FNMS 05.000 CLDC7000 N/A 3140AUX65 2054-12-01 5 N/A 8000.00 6839.44 Agency Mortgage-Backed Securities GNRA 2024-108 SB N/A 38384UEW5 2054-07-20 2.39128 N/A 75000000.00 3627540.80 Agency Collateralized Mortgage Obligation 03.000 FGPC G18569 G N/A 3128MMT37 2030-09-01 3 N/A 400000.00 26479.11 Agency Mortgage-Backed Securities FNMS 05.000 CIMA4899 N/A 31418ENR7 2038-01-01 5 N/A 250000.00 126813.80 Agency Mortgage-Backed Securities FNMS 03.000 CLFA0795 N/A 3140W03D5 2050-02-01 3 N/A 425000.00 342935.89 Agency Mortgage-Backed Securities GNII SF DR3761 C N/A 3618VCFA8 2056-04-20 6.5 N/A 2354239.00 2480990.46 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4670 N/A 3132A5FK6 2046-06-01 4.5 N/A 1000.00 67.32 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1590 N/A 3140XGXU8 2052-04-01 2.5 N/A 646000.00 388726.04 Agency Mortgage-Backed Securities FNMS 05.500 CLBM4422 N/A 3140J84G5 2048-08-01 5.5 N/A 166000.00 15378.00 Agency Mortgage-Backed Securities FNMS 03.500 CLFM8404 N/A 3140XCKS6 2051-08-01 3.5 N/A 510000.00 231727.81 Agency Mortgage-Backed Securities GNII SF DP3309 C 549300M8ZYFG0OCMTT87 3618MHVA9 2056-02-20 6.5 N/A 1013919.00 1067990.07 Agency Mortgage-Backed Securities FNMS 04.000 CLAY8351 N/A 3138YNH59 2045-05-01 4 N/A 17000.00 447.49 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1107 N/A 3140XGGR4 2051-12-01 2.5 N/A 100000.00 57693.27 Agency Mortgage-Backed Securities FNMS 05.500 CL888023 N/A 31410FSL0 2036-06-01 5.5 N/A 16149056.00 174215.48 Agency Mortgage-Backed Securities FNMS 02.500 CLAR6322 N/A 3138W4AY7 2043-02-01 2.5 N/A 176000.00 31348.37 Agency Mortgage-Backed Securities FNMS 02.000 CLFA3394 N/A 3140W3XY0 2051-10-01 2 N/A 23000.00 17761.57 Agency Mortgage-Backed Securities FNMS 05.000 CLMA3594 N/A 31418C7G3 2049-02-01 5 N/A 16000.00 1189.65 Agency Mortgage-Backed Securities FNMS 05.500 CL735500 B1V7KEBTPIMZEU4LTD58 31402RDD8 2035-05-01 5.5 N/A 2720000.00 22384.57 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9349 B1V7KEBTPIMZEU4LTD58 3140XDL79 2051-10-01 3 N/A 5000.00 2785.05 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9783 N/A 31417G2R6 2043-07-01 3 N/A 2500000.00 446522.75 Agency Mortgage-Backed Securities GNII SF MA8874 M N/A 36179X2F2 2051-05-20 3 N/A 291150.00 186329.38 Agency Mortgage-Backed Securities GNII SF DR3641 C N/A 3618VCBJ3 2056-03-20 5 N/A 2419316.00 2420299.07 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ0555 N/A 31426WTM2 2055-08-01 6 N/A 2311904.00 2322850.74 Agency Mortgage-Backed Securities GNRA 2025-171 KS N/A 38385HVA2 2055-10-20 1.09128 N/A 75000000.00 2226432.25 Agency Collateralized Mortgage Obligation FNMS 04.000 CLMA5942 N/A 31418FS81 2056-01-01 4 N/A 32000.00 29736.01 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1401 N/A 31418ARX8 2033-04-01 3 N/A 3240000.00 301396.94 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2349 N/A 3132A2TE2 2038-09-01 5.5 N/A 11500880.00 67321.56 Agency Mortgage-Backed Securities GNRA 2026-005 SM N/A 38385LCG1 2055-12-20 2.09128 N/A 50000000.00 3493250.42 Agency Collateralized Mortgage Obligation FNMS 06.000 CLCB5916 N/A 3140QRSE4 2053-02-01 6 N/A 6313000.00 4578488.34 Agency Mortgage-Backed Securities 02.500 FGPC G15144 G N/A 3128MD5D1 2029-07-01 2.5 N/A 1260000.00 40577.97 Agency Mortgage-Backed Securities GNRA 2025-001 XS N/A 38385CJN9 2055-01-20 2.31128 N/A 24000000.00 1922166.07 Agency Collateralized Mortgage Obligation FNMS 02.000 CIAL9021 N/A 3138ERAX8 2030-08-01 2 N/A 1020000.00 47346.84 Agency Mortgage-Backed Securities FNMS 04.000 CTMA0534 N/A 31417YSY4 2030-10-01 4 N/A 1000000.00 13278.59 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3165 N/A 3140X6QT1 2047-12-01 2.5 N/A 184000.00 58394.79 Agency Mortgage-Backed Securities GNPL PN DK6753 N/A 3618L6QE2 2060-12-15 5.25 N/A 269123.00 273935.74 Agency Mortgage-Backed Securities FNMS 05.500 CLBV7939 N/A 3140MMZD3 2052-08-01 5.5 N/A 15771380.00 9583980.56 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6515 B1V7KEBTPIMZEU4LTD58 3138WGGZ1 2046-01-01 4 N/A 41000.00 3305.54 Agency Mortgage-Backed Securities GNII SF DQ7943 C N/A 3618N1ZG6 2056-02-20 5.5 N/A 1385440.00 1414640.67 Agency Mortgage-Backed Securities FNMS 05.500 CL852523 N/A 31408JD40 2036-02-01 5.5 N/A 5200000.00 9614.08 Agency Mortgage-Backed Securities FNMS 03.500 CTMA2417 N/A 31418BVK9 2035-10-01 3.5 N/A 545734.00 48778.15 Agency Mortgage-Backed Securities GNRM 2020-151 LI N/A 38382J3S3 2050-10-20 3 N/A 103333248.00 8895766.01 Agency Collateralized Mortgage Obligation FNMS 02.500 CLCB0414 N/A 3140QKN87 2051-05-01 2.5 N/A 200000.00 111772.83 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0383 B1V7KEBTPIMZEU4LTD58 3140QKM96 2051-05-01 2.5 N/A 71000.00 39076.72 Agency Mortgage-Backed Securities FEPC 04.500 CLSL2800 N/A 31427QDE9 2053-10-01 4.5 N/A 1000.00 920.33 Agency Mortgage-Backed Securities GNRA 2025-033 LS N/A 38385CB56 2055-02-20 2.99128 N/A 35514112.00 2427308.75 Agency Collateralized Mortgage Obligation GNII SF DS6493 C N/A 3618VTGA0 2056-06-20 5.5 N/A 7117553.00 7266164.35 Agency Mortgage-Backed Securities GNRA 2025-155 SL N/A 38381UX64 2055-09-20 2.44128 N/A 50000000.00 3499457.59 Agency Collateralized Mortgage Obligation FNMS 05.000 CIMA5860 N/A 31418FQN0 2040-10-01 5 N/A 20000.00 16519.03 Agency Mortgage-Backed Securities GNII SF DF0806 C N/A 3618JH3P1 2056-04-20 6.5 N/A 1001.00 1064.75 Agency Mortgage-Backed Securities FNMS 05.500 CL995570 N/A 31416B6F0 2039-01-01 5.5 N/A 15000.00 139.21 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3229 N/A 3140X6ST9 2047-02-01 3.5 N/A 36000.00 12103.35 Agency Mortgage-Backed Securities FNMS 04.500 CIAL1953 N/A 3138EJE38 2027-01-01 4.5 N/A 83983.00 2.05 Agency Mortgage-Backed Securities GNRA 2018-44 SI N/A 38380VVC2 2048-03-20 0 N/A 148500000.00 209224.58 Agency Collateralized Mortgage Obligation FNMS 02.500 CLMA4326 N/A 31418DYY2 2051-05-01 2.5 N/A 2028000.00 1070772.21 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4211 N/A 31418DVD1 2050-12-01 3 N/A 7000.00 2516.94 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4664 N/A 3132A5FD2 2046-05-01 4 N/A 308333.00 30396.08 Agency Mortgage-Backed Securities FNMS 02.000 CLFS3056 N/A 3140XJME0 2052-10-01 2 N/A 28000.00 18488.07 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4842 B1V7KEBTPIMZEU4LTD58 31418ELY4 2052-12-01 5.5 N/A 12855920.00 8973817.87 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8485 N/A 3140QUNB8 2054-05-01 5.5 N/A 264999.00 224906.71 Agency Mortgage-Backed Securities GNII SF MB1142 M 549300M8ZYFG0OCMTT87 3618N6HU4 2056-05-20 5 N/A 614130.00 609101.56 Agency Mortgage-Backed Securities GNII SF BD0560 C N/A 3617BFTR3 2048-09-20 4.5 N/A 28320.00 5257.62 Agency Mortgage-Backed Securities FNMS 04.000 CLAB9594 N/A 31417GUU8 2043-06-01 4 N/A 200000.00 20249.08 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4356 N/A 31418DZW5 2051-06-01 2.5 N/A 26494360.00 14604236.30 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6340 N/A 3140QSBJ9 2053-05-01 6.5 N/A 230206.00 131369.24 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5188 N/A 31418EXS4 2053-11-01 4.5 N/A 201000.00 165886.28 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0605 N/A 3140XFU74 2052-02-01 2.5 N/A 630000.00 384976.11 Agency Mortgage-Backed Securities FNMS 02.000 CIFM6619 N/A 3140XAK92 2036-03-01 2 N/A 9000.00 3542.98 Agency Mortgage-Backed Securities GNRA 2025-084 SE N/A 38385GAX7 2055-05-20 1.49128 N/A 70000000.00 1989995.99 Agency Collateralized Mortgage Obligation GNRM 2020-187 IO N/A 38382LF97 2050-12-20 3 N/A 27957280.00 2990897.47 Agency Collateralized Mortgage Obligation FNMS 06.000 CLDA5833 N/A 3140A6PT7 2054-01-01 6 N/A 6017536.00 4574375.63 Agency Mortgage-Backed Securities GNII SF DR1414 C N/A 3618V9SB9 2056-04-20 5.5 N/A 1288892.00 1313671.07 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2276 N/A 31427PQ64 2055-04-01 5.5 N/A 13995584.00 10828226.51 Agency Mortgage-Backed Securities GNRA 2026-046 SL N/A 38385PFM6 2056-03-20 0.50128 N/A 1113000000.00 11663629.28 Agency Collateralized Mortgage Obligation FNMS 05.500 CLFS9262 B1V7KEBTPIMZEU4LTD58 3140XRJG1 2054-10-01 5.5 N/A 20000.00 16932.33 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4978 N/A 31418EQ86 2053-04-01 5 N/A 483000.00 361116.96 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2805 N/A 3140XJDK6 2052-09-01 2.5 N/A 440000.00 290633.68 Agency Mortgage-Backed Securities FNMS 02.000 CIFS2931 N/A 3140XJHH9 2037-03-01 2 N/A 14000.00 7839.86 Agency Mortgage-Backed Securities GNII SF DS6956 C N/A 3618VTWR5 2056-06-20 5.5 N/A 1800440.00 1840711.44 Agency Mortgage-Backed Securities GNII SF AF5097 C N/A 36181LUW6 2043-08-20 4 N/A 1188000.00 124053.39 Agency Mortgage-Backed Securities GNRM 2020-129 BI N/A 38382JYC4 2050-09-20 2.5 N/A 54105600.00 4072557.47 Agency Collateralized Mortgage Obligation FNMS 02.500 CLCB0388 N/A 3140QKNE4 2051-05-01 2.5 N/A 200000.00 105968.75 Agency Mortgage-Backed Securities FNMS 04.500 CLFS6640 N/A 3140XNLW2 2053-08-01 4.5 N/A 85000.00 71588.75 Agency Mortgage-Backed Securities GNII SF 004837 M N/A 36202FLS3 2040-10-20 6 N/A 1019.00 17.21 Agency Mortgage-Backed Securities GNII SF MA8098 M 549300M8ZYFG0OCMTT87 36179W7K8 2052-06-20 3 N/A 5000.00 3173.75 Agency Mortgage-Backed Securities FEPC 02.500 ZLSI2106 N/A 3133USKT7 2051-05-25 2.5 N/A 315000.00 229633.20 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8275 N/A 3140XQFR3 2054-06-01 5.5 N/A 300000.00 215673.47 Agency Mortgage-Backed Securities GNII SF MB1068 M N/A 3618N6FJ1 2056-04-20 4 N/A 13457280.00 12552577.74 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3505 N/A 3140X63P4 2050-06-01 2.5 N/A 280000.00 119991.34 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8755 N/A 3140QUWR3 2054-06-01 6 N/A 158514.00 121119.27 Agency Mortgage-Backed Securities GNII SP 785106 C N/A 3622AAR30 2050-08-20 3.5 N/A 33793984.00 12064023.33 Agency Mortgage-Backed Securities GNII SF MB0092 M N/A 3618N5C64 2054-12-20 5.5 N/A 47000.00 35135.08 Agency Mortgage-Backed Securities FNMS 05.000 CLFS6866 N/A 3140XNTY0 2053-10-01 5 N/A 1155000.00 999747.30 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4849 N/A 3140XLL71 2042-01-01 6 N/A 15000.00 9695.35 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0386 N/A 3140Q7NC7 2047-09-01 4 N/A 1400000.00 307992.31 Agency Mortgage-Backed Securities GNII SF 005281 M N/A 36202F2N5 2042-01-20 4.5 N/A 1000.00 47.00 Agency Mortgage-Backed Securities FNMS 04.500 CLDF2537 N/A 3140BSZB6 2055-12-01 4.5 N/A 1005336.00 964470.77 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2766 N/A 3140QNCC4 2052-02-01 2 N/A 233097.00 141677.02 Agency Mortgage-Backed Securities FNMS 05.000 CLFA3779 N/A 3140W4FV4 2049-12-01 5 N/A 15034752.00 14159431.53 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4494 N/A 31418D7G1 2051-12-01 3 N/A 754355.00 422677.11 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4571 N/A 31418ECH1 2042-03-01 2.5 N/A 20000000.00 12064831.18 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8226 B1V7KEBTPIMZEU4LTD58 3140QUD86 2054-03-01 6.5 N/A 100000.00 53494.88 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4036 N/A 3140QPPW1 2052-07-01 5 N/A 39000.00 27277.27 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4026 N/A 31418DPL0 2050-05-01 4 N/A 27000.00 4957.13 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1466 N/A 3132DNTX1 2052-08-01 5 N/A 754000.00 536550.10 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9814 B1V7KEBTPIMZEU4LTD58 31417G3Y0 2043-07-01 3 N/A 1200000.00 209689.41 Agency Mortgage-Backed Securities GNPL PN DO7387 N/A 3618V4F40 2061-05-15 4.457 N/A 2173312.00 2103270.99 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5618 B1V7KEBTPIMZEU4LTD58 31418FG43 2040-02-01 5.5 N/A 3000.00 1789.02 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7021 N/A 3140QEYT3 2050-09-01 2 N/A 29000.00 15243.48 Agency Mortgage-Backed Securities FNMS 06.500 CLDE2670 N/A 3140BE6G8 2055-06-01 6.5 N/A 1407386.00 1454059.80 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6921 N/A 3140QSVP3 2053-08-01 6 N/A 138968.00 103159.66 Agency Mortgage-Backed Securities FNMS 03.500 CIMA4832 N/A 31418ELN8 2037-12-01 3.5 N/A 7000.00 3884.67 Agency Mortgage-Backed Securities GNRA 2025-071 SA N/A 38385FQ79 2055-04-20 1.54128 N/A 150000000.00 4188350.12 Agency Collateralized Mortgage Obligation FNMS 06.500 CLDA7307 N/A 3140A8DM1 2054-01-01 6.5 N/A 60000.00 27053.56 Agency Mortgage-Backed Securities GNII SF DS1791 C N/A 3618VM7C1 2056-06-20 5.5 N/A 14647574.00 14975204.43 Agency Mortgage-Backed Securities FNMS 03.000 CLCA5216 N/A 3140QCYN0 2050-02-01 3 N/A 543000.00 194308.15 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1074 N/A 3140XGFQ7 2052-03-01 3 N/A 106000.00 63731.35 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5557 B1V7KEBTPIMZEU4LTD58 31418FE78 2039-12-01 4.5 N/A 23000.00 17357.75 Agency Mortgage-Backed Securities GNII SF DR6247 C N/A 3618VE5G2 2056-05-20 6 N/A 1054776.00 1103384.65 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5734 N/A 31418FLQ8 2055-06-01 5 N/A 67000.00 60813.58 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5271 B1V7KEBTPIMZEU4LTD58 31418E2D1 2054-02-01 5.5 N/A 23080032.00 16365973.44 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2310 B1V7KEBTPIMZEU4LTD58 3140XHR82 2048-09-01 5 N/A 2055000.00 1201593.32 Agency Mortgage-Backed Securities FNMS 04.500 CLAS6234 N/A 3138WF4U7 2045-11-01 4.5 N/A 55228.00 10865.21 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6517 N/A 3140XNG32 2052-04-01 2.5 N/A 145000.00 98856.19 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1339 N/A 3140X4PZ3 2049-08-01 3 N/A 1823000.00 603160.94 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2792 N/A 3140XJC68 2052-09-01 5 N/A 2500000.00 1782643.61 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4000 B1V7KEBTPIMZEU4LTD58 3140XKNS5 2041-07-01 6 N/A 100000.00 61715.83 Agency Mortgage-Backed Securities FNMS 06.000 CL942478 N/A 31413DQ75 2037-08-01 6 N/A 1130000.00 16777.71 Agency Mortgage-Backed Securities FNMS 04.000 CLFM9043 N/A 3140XDBM7 2049-02-01 4 N/A 109000.00 46959.17 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0434 B1V7KEBTPIMZEU4LTD58 3140XFPU9 2051-11-01 2.5 N/A 60000.00 33833.49 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4654 B1V7KEBTPIMZEU4LTD58 31418EE48 2052-07-01 3.5 N/A 271000.00 192382.78 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8440 B1V7KEBTPIMZEU4LTD58 3140XCLW6 2051-08-01 2.5 N/A 75000.00 42949.99 Agency Mortgage-Backed Securities FNMS 05.000 CLBK0983 N/A 3140HECV2 2048-02-01 5 N/A 3000.00 447.50 Agency Mortgage-Backed Securities FNMS 06.500 CLDD6935 N/A 3140B7V59 2055-05-01 6.5 N/A 3396264.00 3562887.53 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0378 N/A 3140XFM40 2052-01-01 2.5 N/A 358701.00 210138.98 Agency Mortgage-Backed Securities GNII SF MA9170 M N/A 36179YFK5 2053-08-20 5 N/A 1000.00 789.73 Agency Mortgage-Backed Securities FNMS 04.000 CIFM4742 N/A 3140X8HU4 2035-03-01 4 N/A 1203000.00 277825.83 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4078 N/A 31418DQ88 2050-07-01 2.5 N/A 511000.00 171030.88 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5269 N/A 3140XL2B3 2053-07-01 5.5 N/A 26000.00 20345.29 Agency Mortgage-Backed Securities GNRA 2025-060 SC N/A 38385FC58 2055-03-20 2.34128 N/A 56307520.00 3594613.92 Agency Collateralized Mortgage Obligation FNMS 04.500 CLFM9895 N/A 3140XD7H3 2050-10-01 4.5 N/A 20000.00 11767.47 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3497 N/A 3140XJ3F8 2052-08-01 3.5 N/A 22000.00 16220.41 Agency Mortgage-Backed Securities FNMS 05.000 CLBP4793 N/A 3140KCKF8 2050-05-01 5 N/A 1384076.00 427082.34 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4547 N/A 31418EBR0 2052-02-01 2 N/A 2408000.00 1519593.98 Agency Mortgage-Backed Securities GNII SF DS5995 C N/A 3618VSUU2 2056-06-20 6.5 N/A 1107127.00 1204730.33 Agency Mortgage-Backed Securities FNMS 04.000 CICB4742 N/A 3140QQHU2 2037-09-01 4 N/A 1166000.00 620086.09 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5010 N/A 31418ER85 2053-05-01 5.5 N/A 6373980.00 4328434.90 Agency Mortgage-Backed Securities GNII SF DN0391 C N/A 3618M2NG8 2056-03-20 5.5 N/A 610968.00 624418.27 Agency Mortgage-Backed Securities GNII SP 785015 C N/A 3622AAN83 2049-10-20 3.5 N/A 27943808.00 5086869.98 Agency Mortgage-Backed Securities GNII SF MA8268 M 549300M8ZYFG0OCMTT87 36179XFH4 2052-09-20 4.5 N/A 1218025.00 855494.49 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2629 N/A 3140QM4P6 2052-01-01 2.5 N/A 400000.00 239357.85 Agency Mortgage-Backed Securities 02.500 FGPC E04297 G N/A 31294NX20 2028-03-01 2.5 N/A 708000.00 20255.78 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3247 N/A 3140X6TD3 2045-10-01 4.5 N/A 104000.00 31190.71 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5373 N/A 31418E6K1 2039-05-01 4.5 N/A 13000.00 8862.31 Agency Mortgage-Backed Securities GNRA 2023-097 S N/A 38384B3S8 2053-07-20 1.84128 N/A 149999872.00 3391137.09 Agency Collateralized Mortgage Obligation GNRA 2026-102 SE N/A 38385TEJ6 2056-06-20 1.9379 N/A 105209600.00 5842531.65 Agency Collateralized Mortgage Obligation FNMS 02.500 CLCB0440 N/A 3140QKP28 2051-05-01 2.5 N/A 57000.00 30619.72 Agency Mortgage-Backed Securities FNMS 05.500 CTFS7737 N/A 3140XPS34 2043-10-01 5.5 N/A 150000.00 111660.38 Agency Mortgage-Backed Securities FNMS 02.500 CLFA5165 N/A 3140W5W34 2050-11-01 2.5 N/A 33742720.00 28106249.27 Agency Mortgage-Backed Securities GNII SF DR6660 C N/A 3618VFMH8 2056-06-20 6 N/A 1127936.00 1183697.02 Agency Mortgage-Backed Securities FNMS 05.000 CLCB7459 N/A 3140QTJD2 2053-11-01 5 N/A 99000.00 82203.69 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6970 N/A 3140QEW81 2050-09-01 2.5 N/A 195000.00 94136.26 Agency Mortgage-Backed Securities FNMS 03.500 CTBM1258 N/A 3140J5MG1 2037-03-01 3.5 N/A 14000.00 3473.31 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4142 N/A 3140MHS83 2052-03-01 3 N/A 100000.00 53285.79 Agency Mortgage-Backed Securities FEPC 06.500 CLRQ0042 N/A 3142J6BL6 2055-08-01 6.5 N/A 12000.00 7893.12 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2789 N/A 3140X6C33 2049-07-01 4 N/A 104694.00 17516.29 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5246 N/A 31418EZL7 2054-01-01 5.5 N/A 110000.00 83324.17 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7729 N/A 3138WHST0 2046-08-01 3 N/A 56000.00 12410.79 Agency Mortgage-Backed Securities FEPC 05.000 CLZS2921 N/A 3132A3G61 2040-06-01 5 N/A 1180000.00 98292.76 Agency Mortgage-Backed Securities GNII SF MA8949 M N/A 36179X5J1 2053-06-20 6 N/A 5000.00 2490.08 Agency Mortgage-Backed Securities GNII RG CM0721 C N/A 3617YKYS9 2050-03-20 3.5 N/A 194000.00 109241.89 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5449 N/A 31418FBT3 2039-08-01 5.5 N/A 81140.00 41272.64 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5422 N/A 31418FAY3 2054-07-01 6.5 N/A 300000.00 131234.93 Agency Mortgage-Backed Securities FNMS 04.500 CLFM5838 N/A 3140X9PY5 2048-06-01 4.5 N/A 100000.00 25556.39 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4919 B1V7KEBTPIMZEU4LTD58 31418EPD6 2053-02-01 5.5 N/A 37047680.00 24297143.93 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4512 N/A 31418EAN0 2052-01-01 2.5 N/A 5458264.00 3356672.30 Agency Mortgage-Backed Securities FNMS 03.000 CLBV8459 N/A 3140MNMH6 2052-04-01 3 N/A 200000.00 136760.98 Agency Mortgage-Backed Securities FNMS 04.500 CICB4991 N/A 3140QQRM9 2037-10-01 4.5 N/A 5789.00 2796.11 Agency Mortgage-Backed Securities FNMS 03.500 CIFS1845 N/A 3140XHBP1 2029-12-01 3.5 N/A 1000000.00 231672.47 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3664 B1V7KEBTPIMZEU4LTD58 3140QBCA4 2049-06-01 4 N/A 957000.00 259188.48 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2699 B1V7KEBTPIMZEU4LTD58 3140XH7M3 2052-08-01 5 N/A 1032462.00 738619.61 Agency Mortgage-Backed Securities GNII SF MA9172 M 549300M8ZYFG0OCMTT87 36179YFM1 2053-08-20 6 N/A 22000.00 11171.98 Agency Mortgage-Backed Securities FNMS 03.500 CLFM8996 B1V7KEBTPIMZEU4LTD58 3140XC7J1 2051-09-01 3.5 N/A 75000.00 34216.88 Agency Mortgage-Backed Securities GNII JM 004709 M N/A 36202FGS9 2040-06-20 4.5 N/A 1000.00 32.44 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6129 N/A 3140QRY31 2053-04-01 5 N/A 12058660.00 9490379.00 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4625 N/A 31418ED72 2052-06-01 3.5 N/A 257000.00 178854.06 Agency Mortgage-Backed Securities FNMS 02.500 CLBV8463 N/A 3140MNMM5 2052-04-01 2.5 N/A 395000.00 252167.64 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3871 N/A 31418DJR4 2049-12-01 3 N/A 6078648.00 972214.57 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5774 B1V7KEBTPIMZEU4LTD58 3140QRMY6 2053-02-01 5.5 N/A 1609796.00 1356264.21 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6322 N/A 3140QSAY7 2053-05-01 5.5 N/A 100000.00 74815.42 Agency Mortgage-Backed Securities GNII SF MA8490 M 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5 N/A 2016.00 1420.49 Agency Mortgage-Backed Securities FNMS 04.500 CLFA1548 N/A 3140W1WJ8 2053-09-01 4.5 N/A 435000.00 383890.02 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2587 B1V7KEBTPIMZEU4LTD58 3140XH2V8 2052-08-01 4.5 N/A 27000.00 19347.35 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5731 N/A 3140QRLM3 2053-02-01 5.5 N/A 18529248.00 12917754.48 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6668 N/A 3140XNMS0 2053-12-01 5.5 N/A 55000.00 44912.40 Agency Mortgage-Backed Securities GNRA 2025-083 SA N/A 38385GPQ6 2055-05-20 2.19128 N/A 18000000.00 1061780.03 Agency Collateralized Mortgage Obligation FNMS 02.000 CLFM9079 N/A 3140XDCR5 2051-10-01 2 N/A 21672000.00 12702195.18 Agency Mortgage-Backed Securities FNMS 06.000 CLDB3860 N/A 3140ADJE2 2054-04-01 6 N/A 816941.00 826684.58 Agency Mortgage-Backed Securities FNMS 05.500 CL995655 B1V7KEBTPIMZEU4LTD58 31416CBY1 2038-07-01 5.5 N/A 3202000.00 21103.68 Agency Mortgage-Backed Securities GNII SF DO6734 C N/A 3618V3PT6 2055-12-20 6.5 N/A 1139560.00 1193623.87 Agency Mortgage-Backed Securities FNMS 05.000 CLDF2455 N/A 3140BSWR4 2055-12-01 5 N/A 6683380.00 6628006.48 Agency Mortgage-Backed Securities GNRA 2024-079 FB N/A 38384PAH3 2054-05-20 4.90872 N/A 50000000.00 18146646.11 Agency Collateralized Mortgage Obligation FNMS 03.000 CLBO1907 N/A 3140JWDM9 2049-08-01 3 N/A 2271764.00 731633.09 Agency Mortgage-Backed Securities GNRM 2021-199 MI N/A 38383DKX5 2051-11-20 3 N/A 20976000.00 1816879.94 Agency Collateralized Mortgage Obligation FNMS 02.500 CLFA5181 N/A 3140W5XK5 2052-04-01 2.5 N/A 13643040.00 11444637.82 Agency Mortgage-Backed Securities FNMS 02.500 CLBO6208 B1V7KEBTPIMZEU4LTD58 3140K13S3 2049-12-01 2.5 N/A 5445000.00 1430255.66 Agency Mortgage-Backed Securities FNMS 04.500 CLDG1527 N/A 3140U4VV8 2056-02-01 4.5 N/A 1009384.00 970915.37 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4678 N/A 3140QQFU4 2052-09-01 5 N/A 226000.00 151501.50 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7502 B1V7KEBTPIMZEU4LTD58 3140XPKQ1 2054-03-01 6 N/A 600000.00 373153.72 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4094 N/A 3140XKRQ5 2052-11-01 5 N/A 2200000.00 1520656.57 Agency Mortgage-Backed Securities 02.500 FGPC G18549 G N/A 3128MMTF0 2030-04-01 2.5 N/A 425000.00 28351.33 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1014 B1V7KEBTPIMZEU4LTD58 3140Y7DU9 2055-09-01 5.5 N/A 354000.00 333034.05 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1637 N/A 3140QLZB5 2051-09-01 3 N/A 540000.00 279267.77 Agency Mortgage-Backed Securities FNMS 05.000 CLFM8356 N/A 3140XCJA7 2050-10-01 5 N/A 2100000.00 704618.25 Agency Mortgage-Backed Securities GNRA 2025-098 QF N/A 38381NNH7 2053-12-20 4.70872 N/A 27884100.00 16212076.83 Agency Collateralized Mortgage Obligation FNMS 05.500 CL745418 N/A 31403DDX4 2036-04-01 5.5 N/A 9285000.00 64492.43 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5507 B1V7KEBTPIMZEU4LTD58 31418FDM6 2039-10-01 5 N/A 31000.00 20313.82 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3745 N/A 3140QPET0 2052-03-01 3 N/A 146000.00 101534.23 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2621 N/A 3140QM4F8 2052-01-01 2.5 N/A 320129.00 191996.14 Agency Mortgage-Backed Securities GNRA 2021-225 YI N/A 38383FZL0 2051-12-20 3 N/A 48280384.00 4493607.55 Agency Collateralized Mortgage Obligation FNMS 03.000 CLFS0916 N/A 3140XGAS8 2052-03-01 3 N/A 9000.00 5928.06 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5983 N/A 31418FUH8 2046-02-01 5.5 N/A 14000.00 13661.02 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5647 N/A 3140XMHZ2 2053-07-01 5.5 N/A 100000.00 73786.57 Agency Mortgage-Backed Securities FNMS 04.000 CIAX5294 N/A 3138Y63C6 2027-01-01 4 N/A 14748.00 4.10 Agency Mortgage-Backed Securities GNRA 2026-102 DS N/A 38385TEG2 2056-06-20 1.9379 N/A 67434880.00 4082325.94 Agency Collateralized Mortgage Obligation GNRA 2024-011 CS N/A 38384G2P4 2054-01-20 2.29128 N/A 50000000.00 2380305.65 Agency Collateralized Mortgage Obligation FNMS 04.500 CLBM5629 N/A 3140JAHF8 2049-02-01 4.5 N/A 31000.00 5170.00 Agency Mortgage-Backed Securities FNMS 05.000 CLDG0408 N/A 3140U3N23 2056-02-01 5 N/A 7438824.00 7394357.27 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3238 N/A 31418CS47 2048-01-01 3.5 N/A 96000.00 12437.25 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3358 N/A 31418CWU4 2048-05-01 4.5 N/A 1257000.00 105660.06 Agency Mortgage-Backed Securities FNMS 02.500 CIFS1696 N/A 3140XG3E7 2033-12-01 2.5 N/A 20000.00 7049.48 Agency Mortgage-Backed Securities FNMS 06.000 CL813957 N/A 31406MJA5 2035-05-01 6 N/A 321657.00 656.16 Agency Mortgage-Backed Securities GNII SF BC4732 C N/A 3617B8HH4 2047-10-20 3.5 N/A 398000.00 67147.32 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5190 N/A 31418EXU9 2053-11-01 5.5 N/A 153000.00 112364.07 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5189 N/A 31418EXT2 2053-11-01 5 N/A 811000.00 676179.89 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4652 N/A 31418EE22 2052-07-01 2.5 N/A 10181360.00 6849472.59 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2050 B1V7KEBTPIMZEU4LTD58 3140XHH42 2051-02-01 4 N/A 34000.00 20222.15 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5535 N/A 31418FEH6 2039-11-01 5 N/A 31000.00 21211.07 Agency Mortgage-Backed Securities GNII SF DS1732 C N/A 3618VM4R1 2056-05-20 5.5 N/A 1000.00 1023.72 Agency Mortgage-Backed Securities FNMS 04.500 CLDE3839 N/A 3140BGHR7 2055-11-01 4.5 N/A 2082132.00 1997883.17 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4379 N/A 31418D2M3 2051-07-01 2.5 N/A 96169.00 53214.38 Agency Mortgage-Backed Securities FNMS 03.000 CLFM2217 N/A 3140X5PB3 2047-03-01 3 N/A 600000.00 225350.27 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0414 N/A 3140W0N84 2055-01-01 6 N/A 365000.00 320961.55 Agency Mortgage-Backed Securities FNMS 04.500 CLFM6355 B1V7KEBTPIMZEU4LTD58 3140XABZ4 2050-08-01 4.5 N/A 206000.00 53706.96 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7160 N/A 3140XN5W0 2054-02-01 6.5 N/A 906673.00 641944.63 Agency Mortgage-Backed Securities FEPC 03.000 CIZS8633 N/A 3132A9SW8 2031-12-01 3 N/A 4000000.00 451463.30 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2854 N/A 3140QNE40 2052-02-01 2.5 N/A 76552.00 45896.62 Agency Mortgage-Backed Securities FNMS 03.500 CICA1818 N/A 3140Q9AU7 2033-05-01 3.5 N/A 180000.00 28300.15 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8149 N/A 3140QUBT2 2054-03-01 5.5 N/A 6253464.00 5420369.42 Agency Mortgage-Backed Securities FNMS 03.000 CIAO7975 N/A 3138LY2H9 2027-06-01 3 N/A 108147.00 936.47 Agency Mortgage-Backed Securities FNMS 05.500 CL934693 N/A 31412T3A9 2038-12-01 5.5 N/A 210700.00 1031.98 Agency Mortgage-Backed Securities FNMS 05.500 CL845549 N/A 31408AL65 2036-01-01 5.5 N/A 5650000.00 64261.94 Agency Mortgage-Backed Securities FNMS 04.500 CLDF7182 N/A 3140BX6U5 2055-12-01 4.5 N/A 1362304.00 1309978.96 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4624 N/A 31418ED64 2052-06-01 3 N/A 30000.00 20798.90 Agency Mortgage-Backed Securities GNII SF DS6977 C N/A 3618VTXE3 2056-06-20 5.5 N/A 2009.00 2053.94 Agency Mortgage-Backed Securities GNII SF DS1666 C N/A 3618VMZ71 2056-04-20 6 N/A 11412159.00 11952981.90 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4656 N/A 31418EE63 2052-07-01 4.5 N/A 2343000.00 1671669.93 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7963 N/A 3140QFZ51 2050-11-01 2.5 N/A 54500.00 28416.48 Agency Mortgage-Backed Securities FNMS 06.000 CL745512 N/A 31403DGV5 2036-05-01 6 N/A 260000.00 2452.04 Agency Mortgage-Backed Securities GNRM 2022-060 IU N/A 38383PBJ9 2051-02-20 3 N/A 45809600.00 5168014.69 Agency Collateralized Mortgage Obligation FNMS 03.500 CTMA2758 B1V7KEBTPIMZEU4LTD58 31418CB45 2036-09-01 3.5 N/A 23000.00 3378.04 Agency Mortgage-Backed Securities FNMS 05.500 CLAL5304 N/A 3138EM3N9 2040-03-01 5.5 N/A 73096.00 8883.42 Agency Mortgage-Backed Securities FNMS 06.500 CLFM6315 N/A 3140XAAR3 2040-06-01 6.5 N/A 275000.00 97843.37 Agency Mortgage-Backed Securities GNRA 2025-001 IS N/A 38385CFD5 2055-01-20 2.34128 N/A 17000000.00 1197609.84 Agency Collateralized Mortgage Obligation FNMS 05.000 CIMA5093 B1V7KEBTPIMZEU4LTD58 31418EUT5 2038-07-01 5 N/A 148000.00 76409.28 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6359 B1V7KEBTPIMZEU4LTD58 3140QEB50 2050-07-01 2.5 N/A 292218.00 134546.98 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3657 N/A 3132E0B27 2052-12-01 5 N/A 340000.00 240189.91 Agency Mortgage-Backed Securities FNMS 04.000 CLAT7208 B1V7KEBTPIMZEU4LTD58 3138WVAJ0 2043-06-01 4 N/A 300000.00 38904.39 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9610 N/A 3140QVVC5 2054-12-01 5 N/A 47000.00 44045.71 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5108 N/A 31418EVA5 2053-08-01 6 N/A 23017920.00 13462789.05 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8323 N/A 3132DWG80 2053-05-01 5 N/A 3103000.00 2388307.48 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4182 N/A 31418DUG5 2050-11-01 2 N/A 43387000.00 21662056.38 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1783 B1V7KEBTPIMZEU4LTD58 3140QL6V3 2051-10-01 2.5 N/A 1840000.00 1096141.36 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1831 B1V7KEBTPIMZEU4LTD58 3140XHA98 2052-05-01 4 N/A 245000.00 159907.88 Agency Mortgage-Backed Securities FNMS 05.500 CLDF7577 N/A 3140BYM35 2056-02-01 5.5 N/A 1553996.00 1456752.26 Agency Mortgage-Backed Securities FEPC 04.000 CIZT1873 N/A 3132AECJ3 2034-04-01 4 N/A 53000.00 6077.16 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5149 N/A 31418EWK2 2038-09-01 5.5 N/A 557000.00 263863.24 Agency Mortgage-Backed Securities FNMS 06.000 CLCB4639 B1V7KEBTPIMZEU4LTD58 3140QQEM3 2052-09-01 6 N/A 500000.00 304218.81 Agency Mortgage-Backed Securities FNMS 03.000 CLFM7290 N/A 3140XBC40 2051-05-01 3 N/A 485000.00 162269.62 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4580 N/A 31418ECS7 2052-04-01 3.5 N/A 64000.00 40939.70 Agency Mortgage-Backed Securities FNMS 02.500 CLFA5161 B1V7KEBTPIMZEU4LTD58 3140W5WX8 2052-04-01 2.5 N/A 5790792.00 4872886.68 Agency Mortgage-Backed Securities FNMS 02.500 CIAS7495 N/A 3138WHKH4 2031-07-01 2.5 N/A 82000.00 8212.83 Agency Mortgage-Backed Securities GNII SF DS6800 C N/A 3618VTRV2 2056-06-20 5.5 N/A 9454680.00 9706151.38 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5645 N/A 31418FHX8 2055-03-01 5 N/A 438000.00 386757.71 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3991 N/A 31418DNH1 2050-04-01 3 N/A 237000.00 43317.99 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7248 N/A 3140QFBS7 2050-10-01 2.5 N/A 836310.00 420691.17 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9378 N/A 3140QVM43 2054-10-01 6.5 N/A 42000000.00 23327748.61 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7786 B1V7KEBTPIMZEU4LTD58 3140XBUL2 2049-01-01 4 N/A 320000.00 122277.72 Agency Mortgage-Backed Securities FNMS 04.500 CIFA3110 N/A 3140W3N47 2040-10-01 4.5 N/A 54000.00 49108.80 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4079 N/A 31418DQ96 2050-07-01 3 N/A 2421740.00 648357.85 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0792 B1V7KEBTPIMZEU4LTD58 31417Y3A3 2031-07-01 4.5 N/A 7300000.00 221398.61 Agency Mortgage-Backed Securities FNMS 05.500 CLAD8326 N/A 31418WHC7 2040-07-01 5.5 N/A 2000000.00 43490.61 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4371 N/A 3140XK2D1 2052-02-01 3.5 N/A 32000.00 23220.90 Agency Mortgage-Backed Securities FEPC 02.500 CLRA3913 N/A 3133KKK24 2050-11-01 2.5 N/A 43000.00 20731.07 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4613 N/A 3140QQDT9 2052-09-01 4.5 N/A 290000.00 217270.82 Agency Mortgage-Backed Securities FNMS 05.000 CLFM3717 N/A 3140X7DX4 2049-09-01 5 N/A 5623928.00 924115.53 Agency Mortgage-Backed Securities FEPC 05.000 CLTB6919 N/A 3142K8VM6 2056-06-01 5 N/A 6918680.00 6855047.36 Agency Mortgage-Backed Securities FNMS 06.000 CL918327 N/A 31411YHC0 2037-05-01 6 N/A 2080000.00 44981.19 Agency Mortgage-Backed Securities FNMS 02.500 CLBR8296 N/A 3140L7GE6 2051-05-01 2.5 N/A 12000.00 6353.71 Agency Mortgage-Backed Securities FNMS 05.000 CLAI9856 N/A 3138AP5S3 2041-09-01 5 N/A 570000.00 15220.26 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5164 B1V7KEBTPIMZEU4LTD58 31418EW22 2053-10-01 5 N/A 219000.00 177351.44 Agency Mortgage-Backed Securities GNII SF MA3520 M N/A 36179R4D8 2046-03-20 3 N/A 1000.00 98.08 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2178 N/A 3140X5M42 2050-01-01 3.5 N/A 30000.00 6889.51 Agency Mortgage-Backed Securities FNMS 06.000 CLDE1152 N/A 3140BDH60 2055-06-01 6 N/A 5290952.00 4576057.68 Agency Mortgage-Backed Securities GNII SF DS1814 C N/A 3618VNAP6 2056-06-20 5.5 N/A 2690244.00 2797274.16 Agency Mortgage-Backed Securities GNRA 2025-219 SD N/A 38385KNC0 2055-12-20 1.84128 N/A 30000000.00 1359995.50 Agency Collateralized Mortgage Obligation FNMS 04.500 CLDG7798 N/A 3140UBUY7 2056-06-01 4.5 N/A 2621628.00 2536619.09 Agency Mortgage-Backed Securities FNMS 04.500 CIFS3282 B1V7KEBTPIMZEU4LTD58 3140XJUG6 2037-11-01 4.5 N/A 70000.00 35998.83 Agency Mortgage-Backed Securities FNMS 03.000 CLBC1489 N/A 3140EVUP0 2046-08-01 3 N/A 7000.00 1764.09 Agency Mortgage-Backed Securities GNII SF DO7622 C N/A 3618V4PF4 2055-12-20 5.5 N/A 1068580.00 1103713.81 Agency Mortgage-Backed Securities BILL 07/28/26 N/A 912797UR6 2026-07-28 0 N/A 4937600.00 4923671.03 U.S. Treasuries (including strips) FNMS 02.500 CLMA4282 N/A 31418DXL1 2051-03-01 2.5 N/A 626234.00 294445.02 Agency Mortgage-Backed Securities FNMS 05.000 CL735676 N/A 31402RJV2 2035-07-01 5 N/A 57000.00 483.67 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7240 N/A 3140QFBJ7 2050-10-01 2.5 N/A 5000.00 2460.25 Agency Mortgage-Backed Securities GNII SF BD7818 C N/A 3617BPVK3 2047-10-20 3 N/A 391000.00 43001.70 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5761 N/A 31418FMK0 2055-07-01 6 N/A 68000.00 52017.09 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5696 N/A 3138WFKJ4 2045-08-01 3.5 N/A 75000.00 6221.06 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7206 N/A 3140XPAG4 2054-02-01 5.5 N/A 58000.00 45586.86 Agency Mortgage-Backed Securities FNMS 02.500 CIAK7766 N/A 3138ECTY9 2027-03-01 2.5 N/A 3500000.00 18396.92 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5328 N/A 31418E4N7 2054-04-01 6 N/A 6000.00 3520.70 Agency Mortgage-Backed Securities FNMS 03.000 ZLFP0012 N/A 3140XTAN1 2051-08-25 3 N/A 22000.00 13549.10 Agency Mortgage-Backed Securities GNII SP 784119 M N/A 3622A2SG8 2046-02-20 3 N/A 62683776.00 7169172.69 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7860 N/A 3138WHWW8 2046-09-01 3 N/A 2230000.00 557192.84 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5284 N/A 3140XL2S6 2050-09-01 3.5 N/A 88000.00 59944.26 Agency Mortgage-Backed Securities GNRA 2024-001 QS N/A 38384H3Z9 2054-01-20 2.19128 N/A 90448512.00 1852640.47 Agency Collateralized Mortgage Obligation FNMS 02.500 CLBT2761 B1V7KEBTPIMZEU4LTD58 3140LRB72 2051-08-01 2.5 N/A 239000.00 121263.53 Agency Mortgage-Backed Securities FNMS 04.500 CLFM9679 B1V7KEBTPIMZEU4LTD58 3140XDXH4 2046-09-01 4.5 N/A 62000.00 31311.68 Agency Mortgage-Backed Securities FNMS 04.000 CIBM3087 N/A 3140J7ND3 2032-12-01 4 N/A 1620000.00 121297.54 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2896 N/A 31418CGE8 2047-02-01 3.5 N/A 134839.00 17683.92 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5941 N/A 31418FS73 2056-01-01 3.5 N/A 5000.00 4510.55 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7518 B1V7KEBTPIMZEU4LTD58 3140XBK82 2051-06-01 2.5 N/A 175000.00 96301.99 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4730 N/A 31418EHG8 2052-09-01 3 N/A 59000.00 41637.20 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5319 N/A 31418E4D9 2039-03-01 4.5 N/A 32000.00 19876.33 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0730 N/A 3140Y6Y46 2055-07-01 6 N/A 700790.00 670120.17 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5316 B1V7KEBTPIMZEU4LTD58 3140QQ4A0 2052-12-01 6 N/A 70000.00 43008.08 Agency Mortgage-Backed Securities FNMS 05.500 CL995018 N/A 31416BK72 2038-06-01 5.5 N/A 51540480.00 310655.34 Agency Mortgage-Backed Securities GNII SF CX8273 C N/A 3618FVFN6 2053-11-20 7 N/A 1379152.00 984261.56 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7207 N/A 3140N0AH8 2052-09-01 4.5 N/A 9191.00 6492.98 Agency Mortgage-Backed Securities GNII SF MA9726 M N/A 36179YYX6 2054-06-20 6 N/A 48000.00 26055.90 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4876 N/A 3140N9M29 2053-01-01 5.5 N/A 400000.00 285560.05 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9203 N/A 3140XRGM1 2054-09-01 6 N/A 2230000.00 1611834.02 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5497 N/A 3140QRDB6 2053-01-01 6.5 N/A 100000.00 54860.96 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2055 B1V7KEBTPIMZEU4LTD58 3140Q9H97 2048-07-01 4.5 N/A 16000.00 1217.96 Agency Mortgage-Backed Securities FNMS 05.000 CLFM1986 N/A 3140X5F40 2049-09-01 5 N/A 6841000.00 1177604.41 Agency Mortgage-Backed Securities GNII SF MA8727 M 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6 N/A 120000.00 52271.85 Agency Mortgage-Backed Securities FNMS 02.500 CLAB8464 N/A 31417FMN5 2043-02-01 2.5 N/A 1072316.00 201385.90 Agency Mortgage-Backed Securities FNMS 05.500 CLMA6030 N/A 31418FVY0 2056-04-01 5.5 N/A 20000.00 19700.30 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3628 B1V7KEBTPIMZEU4LTD58 3140XKA67 2052-11-01 5.5 N/A 65000.00 36573.17 Agency Mortgage-Backed Securities GNII ET DO4679 C N/A 3618V1FU8 2065-12-20 7 N/A 1000.00 1033.73 Agency Mortgage-Backed Securities FNMS 04.500 CLCB9630 B1V7KEBTPIMZEU4LTD58 3140QVVY7 2054-12-01 4.5 N/A 171000.00 149603.34 Agency Mortgage-Backed Securities GNII SF DO1123 C N/A 3618NWG87 2056-03-20 6 N/A 879360.00 927319.70 Agency Mortgage-Backed Securities FNMS 03.000 CLAR6380 N/A 3138W4CS8 2043-02-01 3 N/A 325000.00 56960.75 Agency Mortgage-Backed Securities GNII SF DR3760 C N/A 3618VCE92 2056-04-20 6.5 N/A 2098648.00 2212964.37 Agency Mortgage-Backed Securities FNMS 03.500 CICA4721 N/A 3140QCG75 2034-11-01 3.5 N/A 114000.00 21493.80 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5353 N/A 31418E5P1 2054-05-01 5.5 N/A 550000.00 398721.15 Agency Mortgage-Backed Securities GNII SP 784134 M N/A 3622A2SX1 2045-12-20 4 N/A 299750000.00 25173359.91 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4418 B1V7KEBTPIMZEU4LTD58 3140QP4C8 2052-08-01 5.5 N/A 600000.00 364647.26 Agency Mortgage-Backed Securities GNII SF DO4642 C N/A 3618V1EP0 2055-12-20 7 N/A 3284075.00 3510103.72 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6380 N/A 3140XNCS1 2052-02-01 2.5 N/A 10000.00 7188.78 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5591 N/A 31418FF93 2040-01-01 5.5 N/A 291000.00 167536.21 Agency Mortgage-Backed Securities GNRA 2025-060 SE N/A 38385FD73 2055-04-20 2.34128 N/A 13844352.00 1253484.22 Agency Collateralized Mortgage Obligation GNII JP 785008 C N/A 3622AANZ3 2030-07-20 2.5 N/A 431990.00 59819.67 Agency Mortgage-Backed Securities GNII SF MB0025 M N/A 3618N5A33 2054-11-20 5 N/A 347387.00 305256.81 Agency Mortgage-Backed Securities FNMS 02.000 CLBR0948 N/A 3140KYBS2 2051-04-01 2 N/A 65000.00 37245.90 Agency Mortgage-Backed Securities GNII JP 785023 M N/A 3622AAPG3 2034-05-20 3 N/A 4362999.00 648250.27 Agency Mortgage-Backed Securities GNRM 2026-002 DI N/A 38385LDV7 2056-01-20 6 N/A 19214272.00 3061446.37 Agency Collateralized Mortgage Obligation GNRA 2025-139 SM N/A 38381QZR5 2055-08-20 2.34128 N/A 37500000.00 1942474.15 Agency Collateralized Mortgage Obligation FNMS 05.500 CL725256 B1V7KEBTPIMZEU4LTD58 31402CWR9 2034-02-01 5.5 N/A 3733000.00 21184.58 Agency Mortgage-Backed Securities FNMS 05.500 CL995838 N/A 31416CHP4 2039-05-01 5.5 N/A 3157508.00 25040.97 Agency Mortgage-Backed Securities GNII SF BM1773 C N/A 3617JR6J2 2049-04-20 4.5 N/A 198000.00 31966.76 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4245 B1V7KEBTPIMZEU4LTD58 3140X7WF2 2050-09-01 2.5 N/A 3625000.00 1519095.45 Agency Mortgage-Backed Securities FEPC 04.500 CISB8276 N/A 3132D6FR6 2039-01-01 4.5 N/A 525000.00 375922.85 Agency Mortgage-Backed Securities FNMS 05.000 CLFM2908 N/A 3140X6GS4 2049-10-01 5 N/A 287000.00 83294.74 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0094 N/A 3140Y6C81 2055-03-01 5 N/A 1577086.00 1381600.93 Agency Mortgage-Backed Securities FNMS 05.000 CLBY3414 N/A 3140NKYL9 2053-06-01 5 N/A 1021356.00 807759.12 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3939 N/A 31418DLV2 2050-02-01 3.5 N/A 134000.00 17402.59 Agency Mortgage-Backed Securities FNMS 06.500 CLAL0603 N/A 3138EGU51 2039-10-01 6.5 N/A 600000.00 14264.33 Agency Mortgage-Backed Securities GNII SF DR9413 C N/A 3618VJN63 2056-04-20 4.5 N/A 2359516.00 2276673.90 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8006 N/A 3140QT3Q0 2054-02-01 6 N/A 8168912.00 7167429.03 Agency Mortgage-Backed Securities 4 5/8 BOND 40 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 N/A 52000.00 52994.65 U.S. Treasuries (including strips) GNII SF 004928 M N/A 36202FPM2 2038-12-20 6 N/A 1001.00 15.56 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1914 N/A 3140XHDU8 2051-08-01 3 N/A 168888.00 104027.45 Agency Mortgage-Backed Securities FNMS 05.500 CLBU5181 N/A 3140M6XK4 2054-10-01 5.5 N/A 3756812.00 3716669.26 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4977 N/A 31418EQ78 2053-04-01 4.5 N/A 610000.00 471761.56 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1873 N/A 3140XHCK1 2052-05-01 3 N/A 13000.00 8356.66 Agency Mortgage-Backed Securities GNII SP 784033 M N/A 3622A2PS5 2030-04-20 6 N/A 1187875.00 114864.29 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7294 N/A 3140XPC80 2044-05-01 5.5 N/A 400000.00 291536.34 Agency Mortgage-Backed Securities FNMS 02.000 CIAB8787 N/A 31417FXR4 2028-03-01 2 N/A 280000.00 7549.69 Agency Mortgage-Backed Securities FNMS 04.500 CLAL8383 N/A 3138ETJ56 2045-10-01 4.5 N/A 500000.00 60582.86 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4480 N/A 3140XK6S4 2050-03-01 4.5 N/A 300000.00 203368.04 Agency Mortgage-Backed Securities GNII SF DR6853 C N/A 3618VFTJ7 2056-05-20 5.5 N/A 1000.00 1021.78 Agency Mortgage-Backed Securities FNMS 05.500 CIFS8924 B1V7KEBTPIMZEU4LTD58 3140XQ4J3 2038-11-01 5.5 N/A 29306.00 20128.17 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5217 N/A 31418EYP9 2053-12-01 6.5 N/A 312100.00 117871.23 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5388 N/A 31418E7A2 2054-06-01 5.5 N/A 747000.00 535302.32 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5590 B1V7KEBTPIMZEU4LTD58 31418FF85 2040-01-01 5 N/A 41000.00 27584.39 Agency Mortgage-Backed Securities FNMS 04.500 CLBM3570 N/A 3140J76G5 2046-03-01 4.5 N/A 10000.00 1921.75 Agency Mortgage-Backed Securities FNMS 05.000 CLFM2001 N/A 3140X5GK3 2049-09-01 5 N/A 114000.00 26350.01 Agency Mortgage-Backed Securities FNMS 02.500 CLFM2629 B1V7KEBTPIMZEU4LTD58 3140X54P5 2050-03-01 2.5 N/A 275000.00 95967.36 Agency Mortgage-Backed Securities FNMS 04.000 CLFS6333 N/A 3140XNBB9 2052-10-01 4 N/A 605000.00 451030.74 Agency Mortgage-Backed Securities GNII SF MA9905 M N/A 36180AAE3 2054-09-20 5 N/A 23000.00 19186.48 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5833 B1V7KEBTPIMZEU4LTD58 3140XMPT7 2053-10-01 6 N/A 18000.00 12761.21 Agency Mortgage-Backed Securities FNMS 05.500 CIFS9460 N/A 3140XRQN8 2039-10-01 5.5 N/A 16000.00 11384.98 Agency Mortgage-Backed Securities FNMS 04.500 CLFA2471 N/A 3140W2W98 2053-02-01 4.5 N/A 1248792.00 1107005.64 Agency Mortgage-Backed Securities FNMS 02.500 CLBR8915 B1V7KEBTPIMZEU4LTD58 3140L73Z3 2051-05-01 2.5 N/A 20000.00 13132.35 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4577 N/A 31418ECP3 2052-04-01 2 N/A 1566000.00 1006484.12 Agency Mortgage-Backed Securities GNRA 2024-183 FB N/A 38384XWA7 2054-11-20 4.75872 N/A 50000000.00 29270429.64 Agency Collateralized Mortgage Obligation FNMS 02.500 CIFM3936 N/A 3140X7LS6 2035-08-01 2.5 N/A 150000.00 25384.24 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4562 B1V7KEBTPIMZEU4LTD58 31418EB82 2052-03-01 2 N/A 1032000.00 652558.17 Agency Mortgage-Backed Securities FNMS 04.500 CLFA2927 N/A 3140W3HD4 2053-10-01 4.5 N/A 250000.00 226657.70 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0392 B1V7KEBTPIMZEU4LTD58 3140XFNJ6 2052-01-01 2.5 N/A 130000.00 86292.05 Agency Mortgage-Backed Securities FNMS 06.000 CTMA5286 N/A 31418E2U3 2044-01-01 6 N/A 768587.00 301423.19 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1711 N/A 3140Q83V5 2048-05-01 4.5 N/A 2585000.00 282192.05 Agency Mortgage-Backed Securities GNII SF AV7468 C N/A 36195JJM0 2046-09-20 3.5 N/A 3040.00 341.78 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3443 B1V7KEBTPIMZEU4LTD58 31418CZH0 2048-08-01 4 N/A 44000.00 3053.92 Agency Mortgage-Backed Securities GNII SF MB0940 M 549300M8ZYFG0OCMTT87 3618N6BJ5 2055-10-20 7 N/A 7165121.00 7156955.41 Agency Mortgage-Backed Securities FEPC 03.000 CLQE4038 N/A 3133BDPX7 2052-06-01 3 N/A 58000.00 40266.03 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2045 N/A 3140QMHX5 2051-11-01 2.5 N/A 1300000.00 761126.86 Agency Mortgage-Backed Securities FNMS 02.500 CLFA5568 N/A 3140W6FJ6 2051-11-01 2.5 N/A 12712240.00 10732541.67 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7303 N/A 3140XPDH9 2053-07-01 5 N/A 468002.00 400027.36 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5270 N/A 3140XL2C1 2053-07-01 5.5 N/A 100000.00 74575.97 Agency Mortgage-Backed Securities FNMS 05.000 CIMA6004 N/A 31418FU62 2041-03-01 5 N/A 7000.00 6646.33 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5572 N/A 31418FFN2 2054-11-01 3.5 N/A 4000.00 3425.32 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3381 N/A 3140X6XK2 2048-11-01 3.5 N/A 52000.00 15098.55 Agency Mortgage-Backed Securities GNII SF DR3772 C N/A 3618VCFM2 2056-04-20 6 N/A 1000.00 1045.78 Agency Mortgage-Backed Securities FNMS 03.500 CIAL9420 N/A 3138ERPE4 2031-08-01 3.5 N/A 12000000.00 831503.75 Agency Mortgage-Backed Securities FNMS 03.500 CLFM6818 N/A 3140XASG8 2050-08-01 3.5 N/A 182000.00 72092.77 Agency Mortgage-Backed Securities FNMS 04.000 CLAQ6744 B1V7KEBTPIMZEU4LTD58 3138MNP61 2042-11-01 4 N/A 100000.00 4229.40 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2461 N/A 3140XHWX1 2051-12-01 3 N/A 1174000.00 725801.84 Agency Mortgage-Backed Securities FNMS 03.500 CLBV7920 N/A 3140MMYS1 2052-08-01 3.5 N/A 1000.00 847.70 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0968 B1V7KEBTPIMZEU4LTD58 31418ACE6 2031-12-01 4.5 N/A 1500000.00 85655.98 Agency Mortgage-Backed Securities FNMS 05.000 CIMA4992 N/A 31418ERN2 2038-04-01 5 N/A 147000.00 69623.43 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1237 N/A 31418ALT3 2032-11-01 3 N/A 7000000.00 550135.98 Agency Mortgage-Backed Securities FNMS 03.000 CLAB8839 B1V7KEBTPIMZEU4LTD58 31417FZD3 2043-03-01 3 N/A 401400.00 70431.94 Agency Mortgage-Backed Securities FNMS 03.500 CIAL6853 N/A 3138EPTK0 2029-11-01 3.5 N/A 1010000.00 22557.50 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2824 B1V7KEBTPIMZEU4LTD58 3140XJD67 2051-12-01 2.5 N/A 33000.00 22993.17 Agency Mortgage-Backed Securities GNRA 2025-033 GS N/A 38385CB98 2055-02-20 2.99128 N/A 41103296.00 1888031.09 Agency Collateralized Mortgage Obligation FNMS 05.000 CLBV6520 N/A 3140MLG61 2055-12-01 5 N/A 3432684.00 3413322.91 Agency Mortgage-Backed Securities FNMS 03.000 CLAT0682 N/A 3138WMXL0 2043-04-01 3 N/A 895000.00 140041.56 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0439 N/A 3140XFPZ8 2052-01-01 2.5 N/A 240000.00 140713.41 Agency Mortgage-Backed Securities 02.500 FGPC G18515 G N/A 3128MMSD6 2029-06-01 2.5 N/A 5000000.00 199285.96 Agency Mortgage-Backed Securities GNII SF DQ6141 C N/A 3618MYZE0 2056-05-20 5 N/A 1373144.00 1362517.66 Agency Mortgage-Backed Securities FNMS 02.500 CICB3696 N/A 3140QPDA2 2037-05-01 2.5 N/A 10000.00 5916.16 Agency Mortgage-Backed Securities FNMS 05.000 CLBU8750 N/A 3140MAWL4 2052-06-01 5 N/A 100000.00 70076.12 Agency Mortgage-Backed Securities GNRA 2026-043 SA N/A 38385NXX7 2056-03-20 0 N/A 235634688.00 205393.62 Agency Collateralized Mortgage Obligation FNMS 06.000 CLCB5473 N/A 3140QRCK7 2053-01-01 6 N/A 194000.00 129039.65 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6304 N/A 3140QSAE1 2053-05-01 4.5 N/A 300000.00 238771.01 Agency Mortgage-Backed Securities FNMS 03.000 CLAB7931 B1V7KEBTPIMZEU4LTD58 31417EY54 2043-02-01 3 N/A 16000.00 2885.96 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4733 N/A 31418EHK9 2052-09-01 4.5 N/A 30000.00 21689.35 Agency Mortgage-Backed Securities FNMS 03.500 CIMA2972 B1V7KEBTPIMZEU4LTD58 31418CJS4 2032-04-01 3.5 N/A 291000.00 22094.73 Agency Mortgage-Backed Securities FNMS 05.500 CLAE0115 N/A 31419ADV6 2035-12-01 5.5 N/A 260000.00 5017.15 Agency Mortgage-Backed Securities GNRA 2024-137 SB N/A 38384U4P1 2054-08-20 2.59128 N/A 70476160.00 3417835.46 Agency Collateralized Mortgage Obligation FNMS 02.500 CLBV4138 N/A 3140MHS42 2052-03-01 2.5 N/A 40000.00 23866.11 Agency Mortgage-Backed Securities FNMS 05.500 CL888352 N/A 31410F5M3 2037-05-01 5.5 N/A 25272896.00 286634.29 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0853 B1V7KEBTPIMZEU4LTD58 3140Q75P8 2047-12-01 3.5 N/A 654000.00 160502.27 Agency Mortgage-Backed Securities FNMS 04.500 CTFS6853 N/A 3140XNTK0 2039-07-01 4.5 N/A 13543.00 9095.49 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4698 N/A 31418EGG9 2052-08-01 3 N/A 800000.00 558733.16 Agency Mortgage-Backed Securities FNMS 02.500 CLBR4654 N/A 3140L3E49 2051-03-01 2.5 N/A 31758.00 18258.78 Agency Mortgage-Backed Securities FNMS 04.000 CLBV9900 N/A 3140MQAA7 2052-05-01 4 N/A 200000.00 125119.58 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1408 N/A 3140W1R62 2054-09-01 6 N/A 144000.00 125614.79 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7736 N/A 3140QFS26 2050-11-01 2.5 N/A 125000.00 52624.89 Agency Mortgage-Backed Securities GNRA 2018-13 LS N/A 38380X2V8 2048-08-20 0 N/A 100000000.00 130302.85 Agency Collateralized Mortgage Obligation GNII SF BS1728 C N/A 3617MB4M8 2050-01-20 4 N/A 97000.00 22728.40 Agency Mortgage-Backed Securities FNMS 02.500 CLBR8283 N/A 3140L7FZ0 2051-04-01 2.5 N/A 26000.00 12676.18 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1478 N/A 3140MSUC7 2052-06-01 4.5 N/A 8818.00 6447.86 Agency Mortgage-Backed Securities GNII SF DS1660 C N/A 3618VMZZ9 2056-04-20 6 N/A 239656.00 250440.18 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8104 B1V7KEBTPIMZEU4LTD58 3140XCAE8 2051-07-01 3 N/A 2000.00 1134.55 Agency Mortgage-Backed Securities FNMS 02.500 CLFA0977 N/A 3140W1CP6 2052-04-01 2.5 N/A 5843392.00 4447781.50 Agency Mortgage-Backed Securities FNMS 03.000 CLFA3956 N/A 3140W4ME4 2053-03-01 3 N/A 4184000.00 3568734.99 Agency Mortgage-Backed Securities GNMI SF BC1138 X N/A 3617B4HP5 2047-08-15 4 N/A 1000.00 457.39 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4562 N/A 3140QQB87 2052-09-01 5 N/A 2440600.00 1744363.40 Agency Mortgage-Backed Securities GNII SF MA9301 M N/A 36179YKN3 2053-11-20 3.5 N/A 2754786.00 1932518.60 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7280 N/A 3140XPCS6 2053-03-01 5 N/A 860000.00 677080.85 Agency Mortgage-Backed Securities GNRA 2026-030 SC N/A 38385MAQ9 2056-02-20 2.64128 N/A 55983808.00 4458078.96 Agency Collateralized Mortgage Obligation GNRA 2024-159 SA N/A 38384YBB6 2054-10-20 1.89128 N/A 100000000.00 5104917.52 Agency Collateralized Mortgage Obligation FNMS 02.500 CIAS5412 N/A 3138WFAN6 2030-07-01 2.5 N/A 510000.00 37491.93 Agency Mortgage-Backed Securities FNMS 05.000 CLDA6334 N/A 3140A7BC7 2054-04-01 5 N/A 1556206.00 1493899.71 Agency Mortgage-Backed Securities GNRA 2019-70 ST N/A 38381V2L3 2049-06-20 2.34649 N/A 67574912.00 1508845.07 Agency Collateralized Mortgage Obligation FNMS 03.000 CLAR3691 N/A 3138W1C54 2043-02-01 3 N/A 97079.00 23767.54 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6024 N/A 3140X9VS1 2051-02-01 2.5 N/A 325000.00 127657.32 Agency Mortgage-Backed Securities FNMS 02.500 CIFM2550 N/A 3140X5ZQ9 2033-07-01 2.5 N/A 111000.00 22994.98 Agency Mortgage-Backed Securities FNMS 02.000 CLBR0715 N/A 3140KXYM2 2051-01-01 2 N/A 130000.00 61435.08 Agency Mortgage-Backed Securities FNMS 03.000 CLAR8749 B1V7KEBTPIMZEU4LTD58 3138W6WK8 2043-03-01 3 N/A 160000.00 20303.61 Agency Mortgage-Backed Securities FNMS 06.500 CLFS9631 N/A 3140XRVZ5 2053-11-01 6.5 N/A 1200000.00 934762.41 Agency Mortgage-Backed Securities GNII SF DS3967 C N/A 3618VQMQ4 2056-05-20 5 N/A 2016.00 2007.85 Agency Mortgage-Backed Securities GNMI SF AZ1638 X N/A 36197DZB7 2047-02-15 4 N/A 463830.00 52077.28 Agency Mortgage-Backed Securities GNII SF BW4732 C N/A 3617NWHH8 2050-08-20 2.5 N/A 276000.00 98834.71 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8684 N/A 3138WJUJ5 2047-01-01 3.5 N/A 161000.00 34212.02 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4511 B1V7KEBTPIMZEU4LTD58 31418EAM2 2052-01-01 2 N/A 570000.00 353078.55 Agency Mortgage-Backed Securities FNMS 02.500 CIAB4720 N/A 31417BG68 2027-03-01 2.5 N/A 1500000.00 6876.29 Agency Mortgage-Backed Securities GNRA 2025-079 SA N/A 38385GUQ0 2053-11-20 1.59128 N/A 50000000.00 1378353.00 Agency Collateralized Mortgage Obligation FNMS 03.500 CLBD9324 B1V7KEBTPIMZEU4LTD58 3140FHLE5 2046-10-01 3.5 N/A 55000.00 14690.09 Agency Mortgage-Backed Securities GNPL PN CH0471 N/A 3617WRQY2 2057-08-15 3.94 N/A 5001000.00 4560757.29 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3227 N/A 3140W3SR1 2055-04-01 6 N/A 22290816.00 19811275.40 Agency Mortgage-Backed Securities GNII SF DS9316 C N/A 3618VWK59 2056-06-20 6.5 N/A 2465856.00 2593987.08 Agency Mortgage-Backed Securities FNMS 06.000 CLDD1040 N/A 3140B1EN2 2055-02-01 6 N/A 211667.00 178953.12 Agency Mortgage-Backed Securities FNMS 05.500 CTFA0235 N/A 3140W0HM0 2044-12-01 5.5 N/A 50000.00 41701.32 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5245 N/A 31418EZK9 2054-01-01 5 N/A 5339616.00 4528957.87 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2018 N/A 3140XHG43 2050-03-01 4.5 N/A 350000.00 206767.59 Agency Mortgage-Backed Securities GNII SF DS3258 C N/A 3618VPTP1 2056-06-20 5.5 N/A 3395567.00 3475768.78 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7573 B1V7KEBTPIMZEU4LTD58 3140QTMX4 2053-11-01 6 N/A 1297312.00 1098849.45 Agency Mortgage-Backed Securities FNMS 05.000 CLDG0934 N/A 3140U4BC2 2056-02-01 5 N/A 4403330.00 4367795.10 Agency Mortgage-Backed Securities FNMS 04.500 CLCB3641 N/A 3140QPBK2 2052-05-01 4.5 N/A 36018176.00 24071350.28 Agency Mortgage-Backed Securities GNRA 2024-044 KS N/A 38384KV65 2054-03-20 3.04128 N/A 40689000.00 2802291.07 Agency Collateralized Mortgage Obligation FNMS 03.500 CLCA8289 B1V7KEBTPIMZEU4LTD58 3140QGF77 2050-12-01 3.5 N/A 510000.00 256457.71 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5772 N/A 3140XMMW3 2053-06-01 5 N/A 4800000.00 3389017.72 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6423 B1V7KEBTPIMZEU4LTD58 3140QED58 2050-07-01 3 N/A 29000.00 7304.39 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5106 N/A 31418EU81 2053-08-01 5 N/A 17191776.00 13415870.46 Agency Mortgage-Backed Securities GNRA 2020-183 SH N/A 38382LTX9 2050-12-20 0 N/A 33213280.00 127235.38 Agency Collateralized Mortgage Obligation FNMS 04.500 CLFS7940 N/A 3140XPZE2 2053-09-01 4.5 N/A 400000.00 298169.64 Agency Mortgage-Backed Securities GNII SF CR3025 C N/A 3618AHLE5 2052-12-20 5.5 N/A 385000.00 203765.20 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5120 N/A 3140XLVN5 2053-07-01 6 N/A 375000.00 261192.82 Agency Mortgage-Backed Securities GNII SF DQ4317 C N/A 3618MWYN5 2056-03-20 5 N/A 1000.00 1000.17 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2670 B1V7KEBTPIMZEU4LTD58 31418B6G6 2046-07-01 3 N/A 3133656.00 443617.35 Agency Mortgage-Backed Securities FNMS 05.500 CLFM6080 N/A 3140X9XJ9 2044-05-01 5.5 N/A 47000.00 17767.78 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4623 N/A 31418ED56 2052-06-01 2.5 N/A 2766912.00 1846516.56 Agency Mortgage-Backed Securities FNMS 05.000 CL899079 N/A 31410V2L3 2037-03-01 5 N/A 14298.00 119.25 Agency Mortgage-Backed Securities GNRA 2024-125 HS N/A 38384VPD3 2054-08-20 2.39128 N/A 62421376.00 3705271.56 Agency Collateralized Mortgage Obligation FNMS 05.500 CIMA5111 N/A 31418EVD9 2038-08-01 5.5 N/A 360000.00 174687.01 Agency Mortgage-Backed Securities FNMS 02.500 CLBT8452 B1V7KEBTPIMZEU4LTD58 3140LXMA0 2051-10-01 2.5 N/A 11000.00 6417.39 Agency Mortgage-Backed Securities FNMS 03.000 CLFM3689 N/A 3140X7C31 2050-06-01 3 N/A 465000.00 174886.59 Agency Mortgage-Backed Securities FNMS 06.000 CLDA2798 N/A 3140A3DC4 2054-04-01 6 N/A 1000000.00 663509.15 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5233 N/A 31418EY79 2053-12-01 4.5 N/A 150000.00 125797.76 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1451 N/A 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300000.00 157445.34 Agency Mortgage-Backed Securities FEPC 04.000 CISB8189 N/A 3132D6C24 2037-11-01 4 N/A 135000.00 70709.22 Agency Mortgage-Backed Securities GNRA 2025-169 SD N/A 38385HMB0 2055-10-20 3.59128 N/A 168851968.00 17902323.36 Agency Collateralized Mortgage Obligation FNMS 05.000 CLCB4103 B1V7KEBTPIMZEU4LTD58 3140QPRZ2 2052-07-01 5 N/A 100000.00 68416.62 Agency Mortgage-Backed Securities GNRA 2025-131 SG N/A 38381QRC7 2055-08-20 1.69128 N/A 4000000.00 172530.16 Agency Collateralized Mortgage Obligation FNMS 03.500 CIFM3340 N/A 3140X6WA5 2035-05-01 3.5 N/A 27000.00 2669.65 Agency Mortgage-Backed Securities Y Fitch F1 Standard & Poor's A-1 Moody's NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 1104000000.00 1104000000.00 0.0057 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.70500120 3130B8LF7 2549001DPIFGXC1TOL40 US3130B8LF72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & 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Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 3.75999840 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-07-01 2026-10-16 2026-10-16 N N N 0.0379 344665653.19 344665653.19 0.0018 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TM9 254900HROIFWPRGM1V77 US912797TM97 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2027-01-21 2027-01-21 2027-01-21 N N N 0.0380 2233855512.99 2233855512.99 0.0116 N Y Y N BNP Paribas SA BNP Paribas SA 3.81000000 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 FNRA CL044IS R06F044 N/A 31395NBF3 2036-06-25 2.85776 N/A 42412200.00 41343.46 Agency Collateralized Mortgage Obligation FNRA CL012SD R25F012 N/A 3136BVGE2 2055-03-25 2.25224 N/A 56767890.00 3040726.03 Agency Collateralized Mortgage Obligation GNII SF MA8045 M 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31716582.00 31194454.80 Agency Mortgage-Backed Securities GNII SF MA9670 M 549300M8ZYFG0OCMTT87 36179YW75 2054-05-20 6.5 N/A 1024.00 407.68 Agency Mortgage-Backed Securities GNII SF MA9490 M N/A 36179YRK2 2054-02-20 6.5 N/A 4034296.00 1450042.29 Agency Mortgage-Backed Securities GNRA 2026-007 TA N/A 38385LAF5 2054-09-20 0.11 N/A 100009.00 222.47 Agency Collateralized Mortgage Obligation FNRA CL065BS R16F065 N/A 3136ATST2 2046-09-25 2.35776 N/A 31164258.00 344149.08 Agency Collateralized Mortgage Obligation GNRA 2024-064 T N/A 38384MQF7 2054-04-20 0.2 N/A 200177.00 839.91 Agency Collateralized Mortgage Obligation GNII SF MB0622 M 549300M8ZYFG0OCMTT87 3618N5VQ9 2055-09-20 5 N/A 55983700.00 53719019.50 Agency Mortgage-Backed Securities GNII SF MA9963 M N/A 36180AB85 2054-10-20 4.5 N/A 380400.00 330729.55 Agency Mortgage-Backed Securities GNII SF MA5930 M N/A 36179UST0 2049-05-20 3.5 N/A 497264630.00 44981032.46 Agency Mortgage-Backed Securities GNRA 2025-095 SC N/A 38385GTM1 2055-05-20 1.52128 N/A 10890416.00 401401.86 Agency Collateralized Mortgage Obligation GNRA 2023-135 TA N/A 38384EHN8 2053-09-20 0.2 N/A 50000000.00 45153.99 Agency Collateralized Mortgage Obligation FNRA CL053AS R18F053 N/A 3136B2PA4 2048-07-25 1.964408 N/A 4371960.00 31309.62 Agency Collateralized Mortgage Obligation FNRA RC040PS R16F040 N/A 3136ASM78 2046-07-25 1.454324 N/A 157677272.00 412018.18 Agency Collateralized Mortgage Obligation FERM 5013IN 09/25/50 N/A 3137FW3E8 2050-09-25 2.5 N/A 699980.00 78996.37 Agency Collateralized Mortgage Obligation FNRA CL059BI R19F059 N/A 3136B6LD3 2049-10-25 2.119618 N/A 100032.00 928.93 Agency Collateralized Mortgage Obligation FNRA CL014SA R12F014 N/A 3136A4WV7 2042-03-25 2.75776 N/A 40416822.00 276692.78 Agency Collateralized Mortgage Obligation GNII SF MA8569 M 549300M8ZYFG0OCMTT87 36179XQW9 2053-01-20 5 N/A 1000.00 689.91 Agency Mortgage-Backed Securities GNRA 2024-02O QI N/A 38383KNJ7 2074-01-20 1.09129 N/A 23925408.00 1568471.50 Agency Collateralized Mortgage Obligation GNII SF MA6710 M 549300M8ZYFG0OCMTT87 36179VN30 2050-06-20 3 N/A 35365821.00 8311529.02 Agency Mortgage-Backed Securities FERM 5464IJ 05/25/51 N/A 3137HFVH5 2051-05-25 3.5 N/A 1674400.00 208701.68 Agency Collateralized Mortgage Obligation GNHA RM DR5997 H N/A 3618VEUW9 2076-04-20 5.426 N/A 1000.00 1093.34 Agency Mortgage-Backed Securities FNRA CL022S R07F022 N/A 31396PW31 2037-03-25 3.00776 N/A 94696183.00 242483.09 Agency Collateralized Mortgage Obligation FNRM RC077PI R20F077 N/A 3136BCVL1 2050-11-25 2.5 N/A 5184400.00 446499.98 Agency Collateralized Mortgage Obligation FERM 5605AI 12/25/52 N/A 3137HP4R1 2052-12-25 5.5 N/A 20350688.00 2091481.13 Agency Collateralized Mortgage Obligation FNRM RC003CI R26F003 N/A 3136BYUE0 2048-04-25 5 N/A 3515500.00 417248.59 Agency Collateralized Mortgage Obligation FERA 5541SA 05/25/55 N/A 3137HL3P5 2055-05-25 1.52224 N/A 250000000.00 8960720.67 Agency Collateralized Mortgage Obligation MNRA CL023X1 R21M023 N/A 3136BKBW1 2031-11-25 0.59351 N/A 23373664.00 332790.16 Agency Collateralized Mortgage Obligation TINT 05/15/34 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 71.19 50.59 U.S. Treasuries (including strips) GNRA 2025-146 TA N/A 38381QUK5 2053-03-20 0.1 N/A 30617387.00 59224.74 Agency Collateralized Mortgage Obligation GNII SF MA9904 M 549300M8ZYFG0OCMTT87 36180AAD5 2053-05-20 4.5 N/A 12701584.00 11273878.71 Agency Mortgage-Backed Securities GNRA 2025-118 SD N/A 38381NC30 2055-07-20 2.34128 N/A 39350976.00 1493272.47 Agency Collateralized Mortgage Obligation Y Fitch F1+ Standard & Poor's A-1 Moody's P-1 2026-07-01 2026-08-04 2026-08-04 Y BNP PARIBAS SA 1.0000 35 N Standard & Poor's A+ Moody's A1 Fitch AA- N N 0.0381 300000000.00 300000000.00 0.0016 N N N Y U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797UQ8 254900HROIFWPRGM1V77 US912797UQ82 U.S. Treasury Debt Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2026-07-21 2026-07-21 2026-07-21 N N N 0.0348 190917241.22 190917241.22 0.0010 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 3.65000000 N/A 7TK5RJIZDFROZCA6XF66 BYJ7GHC10 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.25 N/A 135358500.00 137700022.55 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch NR Moody's P-1 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 135000000.00 135000000.00 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.87869400 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-07-01 2028-04-30 2028-04-30 N N N 0.0390 1131168619.99 1131168619.99 0.0059 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.87500000 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2027-03-31 2027-03-31 2027-03-31 N N N 0.0401 785877961.44 785877961.44 0.0041 N 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41 N/A 912803GD9 2041-11-15 0 N/A 2100000.00 1001876.40 U.S. Treasuries (including strips) TINT 08/15/34 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 42999971.84 30118900.28 U.S. Treasuries (including strips) TINT 08/15/35 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 N/A 39708672.00 26493983.34 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.25 N/A 132447000.00 134734978.74 U.S. Treasuries (including strips) TINT 08/15/42 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 N/A 43749294.08 19601521.22 U.S. Treasuries (including strips) 1 7/8 TRIN A 36 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875 N/A 78100.00 78740.00 U.S. Treasuries (including strips) TINT 11/15/35 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 N/A 14859136.00 9785097.68 U.S. Treasuries (including strips) TINT 02/15/44 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0 N/A 15901757.44 6529420.62 U.S. Treasuries (including strips) TINT 08/15/36 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 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2055-10-01 6.5 N/A 1000.00 807.35 Agency Mortgage-Backed Securities FEPC 04.500 CLQE8506 N/A 3133BJNX6 2052-08-01 4.5 N/A 1024.00 683.11 Agency Mortgage-Backed Securities FNMS 07.000 CLDA9699 N/A 3140YXX55 2054-02-01 7 N/A 1002.00 253.96 Agency Mortgage-Backed Securities FEPC 05.000 CLTA8306 N/A 3142JXGQ1 2056-03-01 5 N/A 1000.00 995.40 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5767 N/A 31418FMR5 2045-07-01 5.5 N/A 2007.00 1577.65 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2390 N/A 3132DPUP1 2053-03-01 5 N/A 32022.00 23993.75 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3048 N/A 3142GTL61 2054-12-01 6 N/A 1024.00 865.14 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0543 N/A 3132ACS84 2048-08-01 4.5 N/A 1025.00 202.53 Agency Mortgage-Backed Securities FNMS 05.500 CLDF5120 N/A 3140BVVN7 2055-12-01 5.5 N/A 1000.00 1017.80 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9056 N/A 3133KRBZ6 2053-05-01 5 N/A 4000.00 3157.72 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4911 N/A 3140QQN50 2052-10-01 5.5 N/A 12000004.00 8124436.10 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0933 N/A 3142GRBB5 2054-02-01 6 N/A 1000.00 690.29 Agency Mortgage-Backed Securities FNMS 05.500 CLBM4422 N/A 3140J84G5 2048-08-01 5.5 N/A 1105002.00 102365.77 Agency Mortgage-Backed Securities FNMS 02.500 CLFA5403 N/A 3140W6AD4 2053-07-01 2.5 N/A 1047.00 872.92 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4599 N/A 3142GVDD0 2055-08-01 6.5 N/A 8423160.00 7366592.91 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0451 N/A 31427MQD6 2055-02-01 5.5 N/A 5642083.00 4825804.99 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1725 N/A 3140Y74K1 2055-12-01 6 N/A 1000.00 1003.29 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1138 N/A 3140W1HQ9 2055-01-01 5.5 N/A 4600560.00 4025602.09 Agency Mortgage-Backed Securities FEPC 03.000 CLSL2623 N/A 31427P4H4 2053-10-01 3 N/A 1020.00 853.45 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5303 N/A 31427S3M8 2056-04-01 5 N/A 12884070.00 12776050.30 Agency Mortgage-Backed Securities FEPC 05.000 CLQF2390 N/A 3133BPUP1 2052-10-01 5 N/A 41000000.00 28481377.88 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7562 N/A 3132DVMK8 2053-04-01 5.5 N/A 96558.00 70445.57 Agency Mortgage-Backed Securities FNMS 03.500 CIMA5826 N/A 31418FPL5 2040-09-01 3.5 N/A 50068.00 44949.69 Agency Mortgage-Backed Securities 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 257300.00 261048.49 U.S. Treasuries (including strips) FNMS 03.000 CLBD6249 N/A 3140FD5K8 2046-11-01 3 N/A 1000.00 287.77 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 N/A 5879274.00 4075601.08 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1172 B1V7KEBTPIMZEU4LTD58 3140XGJS9 2051-11-01 3 N/A 1000.00 614.58 Agency Mortgage-Backed Securities FEPC 02.500 CLSL2952 N/A 31427QH62 2052-05-01 2.5 N/A 1024.00 830.70 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7929 N/A 3133KPY28 2052-09-01 4.5 N/A 2034200.00 1404995.98 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0822 B1V7KEBTPIMZEU4LTD58 3140FX4G4 2062-10-01 2.5 N/A 1000.00 763.94 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6043 N/A 3140XMWD4 2053-05-01 3.5 N/A 1000.00 747.69 Agency Mortgage-Backed Securities FEPC 04.000 CLSL5095 N/A 31427SUV8 2052-02-01 4 N/A 1020.00 917.42 Agency Mortgage-Backed Securities FNMS 05.500 CLDH3232 N/A 3140UJSW7 2056-06-01 5.5 N/A 2002.00 2027.45 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6157 N/A 3142GWZX0 2056-02-01 5 N/A 1143.00 1125.35 Agency Mortgage-Backed Securities FEPC 03.500 CLZL2862 N/A 3131XJFB3 2042-03-01 3.5 N/A 4211.00 407.17 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0549 N/A 3140W0TF2 2055-01-01 5 N/A 2000.00 1775.08 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4782 N/A 3132DSJ37 2053-11-01 5.5 N/A 100000.00 72745.02 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1115 N/A 31427NGZ6 2055-05-01 6 N/A 71311488.00 56999939.04 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1699 N/A 3140Y73H9 2055-12-01 5.5 N/A 3185046.00 3105287.31 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1151 N/A 3132DNH48 2051-01-01 2.5 N/A 1000.00 651.99 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2124 N/A 3140W2LE9 2055-06-01 5.5 N/A 72611584.00 65084865.71 Agency Mortgage-Backed Securities FNMS 02.000 CLBN9004 N/A 3140JSAE9 2051-03-01 2 N/A 4186.00 2367.77 Agency Mortgage-Backed Securities FEPC 05.500 CLTB4821 N/A 3142K6LB5 2056-06-01 5.5 N/A 2001.00 2027.12 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5136 N/A 31418EV64 2053-09-01 4.5 N/A 1000.00 811.36 Agency Mortgage-Backed Securities FEPC 06.000 CLSL4007 N/A 31427RNZ9 2056-01-01 6 N/A 1000.00 923.48 Agency Mortgage-Backed Securities FEPC 06.000 CLSL4466 N/A 31427R6C9 2055-08-01 6 N/A 1024.00 1042.70 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0098 N/A 31427MDC2 2054-09-01 6 N/A 1000.00 803.49 Agency Mortgage-Backed Securities FEPC 03.500 CLSD6653 N/A 3132DUMA2 2053-08-01 3.5 N/A 1000.00 804.43 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7863 N/A 3140QTWZ8 2054-01-01 6 N/A 2051.00 1499.45 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2408 B1V7KEBTPIMZEU4LTD58 3140QMVA9 2051-12-01 2.5 N/A 94004.00 60349.57 Agency Mortgage-Backed Securities FNMS 05.500 CLDG4667 N/A 3140U8FH8 2056-05-01 5.5 N/A 1000.00 1016.33 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1218 N/A 3142GRK82 2054-04-01 5.5 N/A 1035.00 928.48 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5590 N/A 31427TF84 2056-06-01 5.5 N/A 97840.00 99712.81 Agency Mortgage-Backed Securities FEPC 05.000 CLRQ0063 N/A 3142J6B93 2055-11-01 5 N/A 7831487.00 7440660.47 Agency Mortgage-Backed Securities FEPC 06.500 CLQI4750 N/A 3133WBH33 2054-05-01 6.5 N/A 1024.00 774.90 Agency Mortgage-Backed Securities FEPC 06.500 CLSL2771 N/A 31427QCH3 2055-04-01 6.5 N/A 7437607.00 6079292.19 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6526 N/A 3140QSHC8 2053-06-01 5.5 N/A 2000.00 1479.74 Agency Mortgage-Backed Securities FNMS 05.000 CLDC5602 N/A 3140ATGL4 2054-10-01 5 N/A 1704070.00 1620028.11 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 N/A 1084.00 255.05 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5248 B1V7KEBTPIMZEU4LTD58 31418EZN3 2054-01-01 6.5 N/A 11464241.00 4122602.75 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4689 N/A 3132A5F67 2046-11-01 3.5 N/A 319760.00 40100.17 Agency Mortgage-Backed Securities FEPC 06.000 CLQX0315 N/A 31425UK53 2054-11-01 6 N/A 1002.00 1006.29 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 N/A 5700032.00 2696035.10 Agency Mortgage-Backed Securities FNMS 02.500 CICA6522 N/A 3140QEG89 2035-07-01 2.5 N/A 177000.00 66860.36 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4242 N/A 3140U7WC2 2056-04-01 5 N/A 1000.00 996.83 Agency Mortgage-Backed Securities FEPC 04.500 CLQE8001 N/A 3133BH3J3 2052-08-01 4.5 N/A 1000.00 762.11 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5303 N/A 3142GV3M1 2055-11-01 5 N/A 1001.00 979.93 Agency Mortgage-Backed Securities FNMS 05.500 CLDD4302 N/A 3140B4X88 2055-02-01 5.5 N/A 2000.00 1998.45 Agency Mortgage-Backed Securities FEPC 04.500 CLTA4693 N/A 3142JTGB3 2056-02-01 4.5 N/A 1000.00 961.66 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5847 N/A 3140QDP99 2049-12-01 3.5 N/A 1008.00 355.29 Agency Mortgage-Backed Securities FEPC 02.500 CLQE1356 N/A 3133BAQH7 2052-04-01 2.5 N/A 1000.00 587.96 Agency Mortgage-Backed Securities FNMS 02.500 CLFA4121 N/A 3140W4SK4 2053-07-01 2.5 N/A 1024.00 833.71 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4175 N/A 3142GUT94 2055-05-01 6.5 N/A 21754725.00 19682698.67 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5073 N/A 31418ET75 2053-07-01 6 N/A 1098.00 655.50 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1442 N/A 3140MSS89 2052-06-01 4.5 N/A 7776408.00 5226744.27 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1955 N/A 3142GSE53 2054-07-01 5.5 N/A 4661869.00 4160609.07 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1715 N/A 3140X43Z7 2045-12-01 3 N/A 5742000.00 1252638.20 Agency Mortgage-Backed Securities FEPC 05.500 CLTB5851 N/A 3142K7QD4 2056-06-01 5.5 N/A 830400.00 841098.50 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2675 N/A 3140Y86M3 2056-05-01 5.5 N/A 1000.00 1015.65 Agency Mortgage-Backed Securities FNMS 05.500 CLMA6119 N/A 31418FYR2 2056-06-01 5.5 N/A 7992799.00 8082083.01 Agency Mortgage-Backed Securities FNMS 05.000 CLBV9527 N/A 3140MPSR3 2052-07-01 5 N/A 1024.00 800.12 Agency Mortgage-Backed Securities FNMS 04.500 ZL310167 N/A 31374CQU3 2044-02-01 4.5 N/A 1000.00 101.61 Agency Mortgage-Backed Securities FEPC 05.000 CTQK1906 N/A 3133D5DK3 2046-06-01 5 N/A 1000.00 1000.34 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3880 N/A 3142GUJ20 2055-03-01 5 N/A 22218952.00 19658036.00 Agency Mortgage-Backed Securities FNMS 06.000 CLDC2378 N/A 3140APUC6 2054-09-01 6 N/A 6761380.00 4884725.39 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5553 N/A 3142GWE39 2055-12-01 5 N/A 1000.00 972.16 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1412 N/A 3142GRSA9 2054-05-01 5.5 N/A 1024.00 875.05 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5085 N/A 3142GVUK5 2055-10-03 5.5 N/A 1024.00 1000.37 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1121 N/A 31427NG78 2055-05-01 5.5 N/A 56327847.00 52244809.65 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0852 N/A 3142GQ5N8 2054-02-01 6.5 N/A 1008.00 722.09 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6632 N/A 3142GXLN5 2056-05-01 5 N/A 1024.00 1020.57 Agency Mortgage-Backed Securities FEPC 05.000 CLTA4868 N/A 3142JTMS9 2056-02-01 5 N/A 1003.00 989.55 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7063 N/A 3140XNZ56 2053-10-01 3 N/A 1000.00 761.58 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3902 N/A 31418DKQ4 2050-01-01 2.5 N/A 174986.00 37824.56 Agency Mortgage-Backed Securities FNMS 01.500 CLBU0209 N/A 3140M1GT5 2051-11-01 1.5 N/A 1000.00 627.82 Agency Mortgage-Backed Securities FNMS 03.500 CLBH9277 N/A 3140GYJX8 2048-02-01 3.5 N/A 2100.00 298.00 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5468 N/A 3140QRCE1 2053-01-01 5.5 N/A 7551873.00 5955831.98 Agency Mortgage-Backed Securities 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 N/A 562000.00 548392.43 U.S. Treasuries (including strips) FNMS 04.500 CLDF5230 N/A 3140BVY46 2056-01-01 4.5 N/A 1000.00 959.56 Agency Mortgage-Backed Securities 4 1/2 NOTE Z 29 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 100.00 101.34 U.S. Treasuries (including strips) FEPC 06.000 CLQG5225 N/A 3133C5YW5 2053-06-01 6 N/A 1000.00 692.76 Agency Mortgage-Backed Securities FNMS 05.000 CLBN4303 N/A 3140JLX90 2048-12-01 5 N/A 1642000.00 256481.15 Agency Mortgage-Backed Securities FNMS 06.500 CLBX9551 N/A 3140NETH8 2053-03-01 6.5 N/A 1000.00 747.78 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4406 N/A 31427R3Q1 2053-08-01 5.5 N/A 1000.00 989.39 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6225 N/A 3142GW4K2 2056-03-01 5.5 N/A 27938552.00 27287637.05 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7567 N/A 3132DVMQ5 2054-02-01 5.5 N/A 6563967.00 5164953.11 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6335 N/A 3140UABD6 2056-06-01 5.5 N/A 1000.00 1020.69 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9973 N/A 3133BLCJ4 2052-09-01 5 N/A 1000.00 714.71 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5191 N/A 31418EXV7 2053-11-01 6 N/A 80619.00 48022.23 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3702 N/A 31427RDG2 2056-01-01 5.5 N/A 1024.00 1010.04 Agency Mortgage-Backed Securities FEPC 06.000 CIQO2318 N/A 3133WLSF2 2039-08-01 6 N/A 2000.00 1340.88 Agency Mortgage-Backed Securities FNMS 04.500 CLDB2845 N/A 3140ACET6 2054-10-01 4.5 N/A 1007.00 898.54 Agency Mortgage-Backed Securities 4 1/8 NOTE AY 27 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125 N/A 283900.00 288005.27 U.S. Treasuries (including strips) 06.500 FGPC G60503 G N/A 31335ARY6 2039-09-01 6.5 N/A 2570812.00 348821.23 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5040 N/A 31418ES68 2053-06-01 6 N/A 1004.00 562.56 Agency Mortgage-Backed Securities FEPC 02.000 CLSD0856 N/A 3132DM5R2 2052-01-01 2 N/A 28000.00 17597.48 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9643 N/A 3140QVWD2 2054-12-01 5 N/A 1000.00 886.94 Agency Mortgage-Backed Securities FNMS 03.000 CLFA6004 N/A 3140W6U67 2050-02-01 3 N/A 1024.00 928.39 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3897 N/A 3142GUKK8 2055-04-01 6 N/A 1024.00 878.56 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1020 N/A 3140QLD29 2051-07-01 2 N/A 3000.00 1692.46 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5138 N/A 31418EV80 2053-09-01 5.5 N/A 2072.00 1434.85 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0403 N/A 3140Y6NV8 2055-05-01 6 N/A 1040.00 944.52 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8164 N/A 3132DWB93 2051-07-01 3.5 N/A 1694550.00 592972.09 Agency Mortgage-Backed Securities FNMS 04.000 CLAE7720 N/A 31419JSJ8 2040-11-01 4 N/A 1022.00 70.23 Agency Mortgage-Backed Securities FNMS 06.000 CLDE7192 N/A 3140BK7E8 2055-08-01 6 N/A 1233190.00 1229116.97 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ4516 N/A 3140KQAS0 2051-02-01 2 N/A 1000.00 550.81 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5294 B1V7KEBTPIMZEU4LTD58 31418E3C2 2054-03-01 5 N/A 1003.00 815.50 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2198 N/A 3142GSNQ7 2054-08-01 5.5 N/A 1024.00 912.66 Agency Mortgage-Backed Securities FNMS 06.000 CLBY0716 N/A 3140NGYN4 2053-04-01 6 N/A 1001.00 624.22 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7504 N/A 3132DVKR5 2049-08-01 3.5 N/A 2000.00 345.37 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1006 N/A 3140Y7DL9 2055-09-01 5.5 N/A 1037.00 1010.28 Agency Mortgage-Backed Securities FNMS 05.500 CLBY9175 N/A 3140NSFR0 2053-09-01 5.5 N/A 1000.00 850.28 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7548 N/A 3132DVL52 2051-11-01 2.5 N/A 1223.00 714.69 Agency Mortgage-Backed Securities FEPC 02.500 CISB0732 N/A 3132CWY57 2037-06-01 2.5 N/A 1000.00 626.81 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5833 N/A 3140JAPT9 2047-05-01 3.5 N/A 385000.00 130907.98 Agency Mortgage-Backed Securities 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 N/A 826600.00 805424.10 U.S. Treasuries (including strips) FNMS 03.500 CLFS7561 N/A 3140XPMK2 2047-04-01 3.5 N/A 1036.00 769.70 Agency Mortgage-Backed Securities FNMS 05.000 CLBW2647 N/A 3140MT5H2 2056-01-01 5 N/A 2004.00 1984.21 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6638 N/A 3132DULT2 2054-10-01 5.5 N/A 1249946.00 1012086.77 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1150 N/A 3140QLH41 2051-07-01 3 N/A 2015.00 1185.59 Agency Mortgage-Backed Securities FNMS 05.500 CLDH4125 N/A 3140UKSP9 2056-04-01 5.5 N/A 1000.00 1013.42 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6614 N/A 3133KNK36 2052-01-02 2.5 N/A 1000.00 643.39 Agency Mortgage-Backed Securities FNMS 03.500 CLAS0037 N/A 3138W9BF6 2043-07-01 3.5 N/A 8283.00 787.84 Agency Mortgage-Backed Securities FEPC 06.500 CLSL1536 N/A 31427NV63 2055-06-01 6.5 N/A 1024.00 878.01 Agency Mortgage-Backed Securities FNMS 05.000 CLDB3033 B1V7KEBTPIMZEU4LTD58 3140ACLP6 2054-05-01 5 N/A 2003.00 1599.97 Agency Mortgage-Backed Securities FNMS 05.500 CLDF0775 N/A 3140BQ2H3 2055-10-01 5.5 N/A 1000.00 1002.04 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3173 N/A 3132DQQ25 2053-07-01 5.5 N/A 16961760.00 12703412.97 Agency Mortgage-Backed Securities FEPC 02.000 CIRC1890 N/A 3133L8C37 2036-03-01 2 N/A 2017.00 869.35 Agency Mortgage-Backed Securities FNMS 02.500 CIBO3208 N/A 3140JXR67 2034-10-01 2.5 N/A 2000.00 442.11 Agency Mortgage-Backed Securities FNMS 03.000 CLBP6345 N/A 3140KEBP2 2050-06-01 3 N/A 1000.00 425.84 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5724 N/A 3140W6LE0 2056-05-01 5 N/A 1024.00 1019.34 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ2859 N/A 3142GTE93 2054-11-01 5 N/A 1000.00 856.25 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1867 N/A 3140QMCD4 2051-10-01 2.5 N/A 62000.00 39204.64 Agency Mortgage-Backed Securities 2 3/4 BOND 42 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.75 N/A 10673000.00 8312682.32 U.S. Treasuries (including strips) FEPC 05.500 CLSD8277 S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.5 N/A 1024.00 730.18 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1273 N/A 3140QLMX1 2051-08-01 2 N/A 1099000.00 644316.88 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9437 N/A 3140QVPX6 2054-11-01 5.5 N/A 2319607.00 2048970.51 Agency Mortgage-Backed Securities FEPC 04.000 CLRQ0073 N/A 3142J6CK7 2055-12-01 4 N/A 258731.00 237641.98 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6946 N/A 3140QSWG2 2053-06-01 5.5 N/A 1024.00 773.79 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8167 N/A 3132DWCC5 2051-09-01 2.5 N/A 1000.00 578.49 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2374 N/A 3132DPT73 2053-01-01 5 N/A 10100000.00 7086949.21 Agency Mortgage-Backed Securities FNMS 05.500 CLDF3916 N/A 3140BUK68 2055-11-01 5.5 N/A 2000.00 1952.88 Agency Mortgage-Backed Securities FEPC 05.500 CLTB4133 N/A 3142K5SX2 2056-06-01 5.5 N/A 1190292.00 1216938.26 Agency Mortgage-Backed Securities FEPC 07.000 CLQY8867 N/A 31426TZ91 2055-07-01 7 N/A 2000.00 1903.13 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5837 N/A 3142GWPX1 2056-01-01 5.5 N/A 1024.00 942.12 Agency Mortgage-Backed Securities FNMS 05.500 CLDD5429 N/A 3140B6A70 2055-05-01 5.5 N/A 2000.00 1850.28 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0115 N/A 3140NGDV9 2053-05-01 5 N/A 16682600.00 11804019.10 Agency Mortgage-Backed Securities FNMS 06.500 CLDD1017 N/A 3140B1DX1 2055-02-01 6.5 N/A 2003.00 1804.53 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1664 N/A 3132DNZ55 2052-09-01 5 N/A 1013.00 712.82 Agency Mortgage-Backed Securities FNMS 05.500 CLDH3911 N/A 3140UKKZ5 2056-06-01 5.5 N/A 1000.00 1021.32 Agency Mortgage-Backed Securities FNMS 05.500 CLDG8565 N/A 3140UCQT1 2056-04-01 5.5 N/A 2000.00 2031.70 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9263 N/A 3133KRJG0 2053-06-01 5 N/A 1024.00 774.67 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4987 N/A 31427SRH3 2056-04-01 5.5 N/A 2282790.00 2270600.57 Agency Mortgage-Backed Securities FEPC 06.500 CLSD5905 N/A 3132DTR28 2054-07-01 6.5 N/A 1000.00 797.23 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1262 N/A 3142GRML1 2054-04-01 5.5 N/A 62565852.00 49190677.04 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2782 N/A 3140XJCU5 2052-06-01 3 N/A 5410532.00 3662532.47 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ2863 N/A 3142GTFD3 2054-11-01 5 N/A 3390710.00 3011890.39 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8256 N/A 3132DWE58 2052-10-01 4 N/A 5000.00 3697.82 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2668 N/A 3132DP6D5 2050-08-01 3.5 N/A 1000.00 721.07 Agency Mortgage-Backed Securities FNMS 06.000 CLDF1044 N/A 3140BRES4 2055-09-01 6 N/A 1000.00 1027.63 Agency Mortgage-Backed Securities FEPC 05.000 CLTB6558 N/A 3142K8JC2 2056-06-01 5 N/A 1000.00 993.03 Agency Mortgage-Backed Securities FNMS 03.500 CLCA7390 N/A 3140QFF87 2050-10-01 3.5 N/A 1000.00 483.38 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1739 N/A 3132DN4Y6 2052-10-01 4.5 N/A 1000.00 737.09 Agency Mortgage-Backed Securities FEPC 06.000 CLRQ0086 N/A 3142J6CY7 2056-01-01 6 N/A 1000.00 924.39 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1959 N/A 3140J6E94 2047-10-01 3.5 N/A 8000.00 2077.27 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4598 N/A 31418EDC1 2052-05-01 2.5 N/A 1000.00 663.60 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5536 N/A 3140W6EJ7 2055-10-01 5.5 N/A 1024.00 1016.53 Agency Mortgage-Backed Securities FEPC 06.000 CLQG2405 N/A 3133C2U63 2053-05-01 6 N/A 1005.00 647.17 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6943 N/A 3142GXWD5 2056-06-01 5 N/A 50307040.00 49860000.47 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5137 N/A 3140QQV77 2052-11-01 5.5 N/A 35516288.00 25706007.02 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6815 N/A 3133KNSC8 2052-02-01 2.5 N/A 1000.00 599.83 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8276 N/A 3132DWFR9 2052-12-01 5 N/A 4000.00 3003.28 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6767 N/A 3132DUQU4 2054-10-01 6 N/A 1000.00 763.51 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4465 N/A 31418D6B3 2051-11-01 2 N/A 1000.00 608.82 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8315 N/A 3132DWGY3 2053-04-01 5 N/A 3000.00 2300.44 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2918 N/A 3142GTG42 2054-11-01 6 N/A 1024.00 878.46 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5845 N/A 3142GWP78 2056-01-01 5.5 N/A 10249721.00 10046036.70 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2848 N/A 3140QNEW8 2052-02-01 2 N/A 66049.00 38318.13 Agency Mortgage-Backed Securities FNMS 03.000 ZK310219 B1V7KEBTPIMZEU4LTD58 31374CSG2 2048-10-25 3 N/A 1035.00 752.66 Agency Mortgage-Backed Securities FEPC 02.500 CLSD3632 N/A 3132E0A93 2052-07-01 2.5 N/A 1000.00 723.36 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5166 N/A 31418EW48 2053-10-01 6 N/A 6659024.00 3797662.71 Agency Mortgage-Backed Securities FNMS 03.500 CLFS0908 N/A 3140XGAJ8 2052-03-01 3.5 N/A 1012.00 581.27 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4374 N/A 3140XK2G4 2050-04-01 4.5 N/A 2000.00 1402.92 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4305 N/A 31418DYB2 2051-04-01 2 N/A 4488.00 2494.97 Agency Mortgage-Backed Securities FEPC 04.500 CLQY1619 N/A 31426KYR1 2055-05-01 4.5 N/A 1001.00 947.34 Agency Mortgage-Backed Securities FEPC 04.500 CLQI1181 N/A 3133W7J22 2054-03-01 4.5 N/A 6000.00 5131.93 Agency Mortgage-Backed Securities FNMS 05.000 CLDG1954 N/A 3140U5E44 2056-04-01 5 N/A 5110529.00 5098305.09 Agency Mortgage-Backed Securities FEPC 05.500 CLRQ0076 N/A 3142J6CN1 2055-12-01 5.5 N/A 1000.00 933.48 Agency Mortgage-Backed Securities FNMS 05.000 CLBW2813 N/A 3140MUDT4 2056-05-01 5 N/A 1006.00 995.89 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0668 N/A 3131Y6W54 2043-04-01 4 N/A 1000.00 137.97 Agency Mortgage-Backed Securities FEPC 05.500 CLQI4079 N/A 3133WAQ84 2054-04-01 5.5 N/A 6252571.00 4767827.55 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4458 N/A 31427R5U0 2056-03-01 5.5 N/A 1031.00 1030.81 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4393 N/A 3142GU3B7 2055-06-01 6 N/A 15875182.00 13404220.60 Agency Mortgage-Backed Securities FNMS 05.500 CLDD8577 N/A 3140B9Q77 2055-05-01 5.5 N/A 2000.00 1737.19 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6861 N/A 3132DUTS6 2054-10-01 6 N/A 32219853.00 24666562.25 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4940 N/A 3140W5P24 2056-04-01 5 N/A 1024.00 1005.65 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3079 N/A 3140X6M57 2043-02-01 4 N/A 2000.00 579.25 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0147 N/A 3140Y6EV8 2055-03-01 6.5 N/A 1000.00 755.80 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8191 N/A 3132DWC43 2052-01-01 3.5 N/A 2023.00 1127.91 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5439 N/A 3133BTBG4 2052-12-01 5.5 N/A 1000.00 776.32 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ9979 N/A 3133D2CQ8 2054-12-01 5 N/A 1000.00 838.53 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2907 N/A 3142GTGR1 2054-11-01 5.5 N/A 3497337.00 2994057.01 Agency Mortgage-Backed Securities FNMS 05.000 CLCB3929 N/A 3140QPLK1 2052-06-01 5 N/A 1000.00 649.47 Agency Mortgage-Backed Securities FEPC 05.000 CLQY8981 N/A 31426T6T9 2055-07-01 5 N/A 1008.00 987.02 Agency Mortgage-Backed Securities FEPC 03.500 3VZT1100 N/A 3132ADGH5 2042-12-01 3.5 N/A 1024.00 123.82 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8500 N/A 3132DWNR0 2055-01-01 3.5 N/A 2022.00 1780.46 Agency Mortgage-Backed Securities FEPC 03.000 CLQB2958 N/A 3133A9JB2 2050-09-01 3 N/A 1000.00 386.63 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5079 N/A 31427SUD8 2054-06-01 5.5 N/A 10677086.00 10632077.03 Agency Mortgage-Backed Securities FEPC 04.500 CISB1742 N/A 3132CX5B4 2040-12-01 4.5 N/A 1000.00 939.67 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2690 N/A 3133W87B3 2054-04-01 5 N/A 1005.00 967.87 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1119 N/A 31427NG52 2055-05-01 5.5 N/A 81746304.00 71918257.38 Agency Mortgage-Backed Securities FNMS 02.500 CJMA3850 N/A 31418DH47 2034-11-01 2.5 N/A 1000.00 65.79 Agency Mortgage-Backed Securities FEPC 04.500 CLRQ0126 N/A 3142J6D83 2056-06-01 4.5 N/A 1024.00 986.77 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8540 N/A 3140QUP26 2054-05-01 6 N/A 48997128.00 39862433.93 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3510 N/A 3140QN3U4 2052-05-01 4 N/A 11884199.00 7985766.63 Agency Mortgage-Backed Securities FNMS 06.500 CLDF1084 N/A 3140BRF20 2055-10-01 6.5 N/A 2002.00 2080.22 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4361 N/A 3140QPZ34 2052-08-01 3.5 N/A 2000.00 1459.88 Agency Mortgage-Backed Securities FEPC 05.000 CLTA8709 N/A 3142JXVB7 2056-03-01 5 N/A 1000.00 993.08 Agency Mortgage-Backed Securities FNMS 04.000 CTMA4729 N/A 31418EHF0 2042-09-01 4 N/A 531996.00 332576.46 Agency Mortgage-Backed Securities FNMS 05.000 CTMA6131 N/A 31418FY50 2046-06-01 5 N/A 227536.00 226800.33 Agency Mortgage-Backed Securities FEPC 06.000 CLTA5631 N/A 3142JUHH6 2056-02-01 6 N/A 1000.00 1035.79 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5315 N/A 3140QQ3Z6 2052-12-01 6 N/A 1813300.00 1247465.18 Agency Mortgage-Backed Securities FEPC 03.000 CISB0712 N/A 3132CWYH1 2037-07-01 3 N/A 1000.00 531.74 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5140 N/A 3142GVWA5 2055-11-01 5 N/A 2173.00 2053.06 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7538 N/A 3140XPLU1 2054-03-01 6 N/A 1023.00 796.77 Agency Mortgage-Backed Securities 3 3/4 NOTE S 32 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.75 N/A 43654100.00 42574742.36 U.S. Treasuries (including strips) FNMS 03.500 CLCA5354 N/A 3140QC5Q5 2050-03-01 3.5 N/A 475000.00 217258.72 Agency Mortgage-Backed Securities FNMS 04.000 CLFS7968 N/A 3140XP2A6 2049-02-01 4 N/A 2000.00 1514.31 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5354 N/A 31418E5Q9 2054-05-01 6 N/A 3000.00 1721.81 Agency Mortgage-Backed Securities FEPC 03.000 CLQA1790 N/A 31334X7B9 2049-08-01 3 N/A 1000.00 156.77 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7558 N/A 3132DVMF9 2053-02-01 5 N/A 695022.00 495430.85 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8393 N/A 3132DWKE2 2054-01-01 4.5 N/A 5000.00 4214.44 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5445 N/A 31418FBP1 2054-08-01 6 N/A 1515.00 884.52 Agency Mortgage-Backed Securities FNMS 06.000 CLDF6838 N/A 3140BXS49 2055-12-01 6 N/A 1000.00 1031.18 Agency Mortgage-Backed Securities FNMS 06.500 CLFS4732 N/A 3140XLHJ0 2053-02-01 6.5 N/A 1000.00 665.67 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8246 N/A 3132DWET6 2052-09-01 5 N/A 1000.00 719.91 Agency Mortgage-Backed Securities FNMS 04.000 I3BF0319 N/A 3140FXK92 2048-07-01 4 N/A 1000.00 301.26 Agency Mortgage-Backed Securities FNMS 03.500 CLFA4131 N/A 3140W4SV0 2048-11-01 3.5 N/A 2071.00 1844.94 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0684 N/A 31427MXN6 2054-11-01 5 N/A 2073.00 1815.65 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5661 N/A 3132DTJE1 2054-05-01 6 N/A 1072.00 835.05 Agency Mortgage-Backed Securities FNMS 04.500 GLAB2959 N/A 31416YJD1 2040-07-01 4.5 N/A 1000.00 64.00 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5621 N/A 3140W6G71 2056-05-01 5 N/A 2000.00 1983.96 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1271 N/A 31427NMV8 2055-05-01 5.5 N/A 1000.00 883.75 Agency Mortgage-Backed Securities FEPC 05.500 CLTB5531 N/A 3142K7ED7 2056-06-01 5.5 N/A 1605450.00 1643878.94 Agency Mortgage-Backed Securities FEPC 03.000 CLSL4269 N/A 31427RW71 2052-06-01 3 N/A 2010.00 1724.94 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8332 N/A 3132DWHH9 2053-06-01 6 N/A 1000.00 604.16 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4377 N/A 3140XK2K5 2052-04-01 3 N/A 1000.00 725.92 Agency Mortgage-Backed Securities FNMS 05.500 CLDG7223 N/A 3140UBAZ6 2056-06-01 5.5 N/A 1001.00 1014.41 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1549 N/A 3132DNWJ8 2052-04-01 3.5 N/A 40000.00 26464.62 Agency Mortgage-Backed Securities FEPC 02.500 CLSL4473 N/A 31427R6K1 2051-10-01 2.5 N/A 1000.00 827.64 Agency Mortgage-Backed Securities FNMS 06.500 CLDB5196 N/A 3140AEX20 2054-07-01 6.5 N/A 1010.00 701.39 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ8604 N/A 3133D0RZ6 2054-11-01 5 N/A 2000.00 1846.70 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8341 N/A 3132DWHS5 2053-07-01 5 N/A 577288.00 453033.43 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8129 N/A 3132DWA60 2051-02-01 2.5 N/A 2006.00 900.95 Agency Mortgage-Backed Securities FNMS 05.500 CLDG0540 N/A 3140U3S69 2056-01-01 5.5 N/A 2001.00 2019.03 Agency Mortgage-Backed Securities FNMS 06.000 CLDB3840 N/A 3140ADHS3 2054-06-01 6 N/A 1000.00 718.47 Agency Mortgage-Backed Securities FNMS 06.000 CL796097 N/A 31405QNN4 2034-10-01 6 N/A 24405175.00 456707.90 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5463 N/A 3140W6B92 2056-02-01 5.5 N/A 18357657.00 17705400.81 Agency Mortgage-Backed Securities FNMS 03.000 CTMA4632 N/A 31418EEE6 2042-06-01 3 N/A 1000.00 668.80 Agency Mortgage-Backed Securities FNMS 07.000 CLDH3711 N/A 3140UKDR1 2056-06-01 7 N/A 1000.00 1066.81 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7985 N/A 3133C82S3 2053-08-01 5.5 N/A 1000.00 854.77 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6555 N/A 3142GXH91 2056-05-01 5.5 N/A 2016.00 2036.63 Agency Mortgage-Backed Securities FEPC 05.000 CLTB6263 N/A 3142K75Z8 2056-06-01 5 N/A 1000.00 994.94 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9992 N/A 3133KSC59 2053-10-01 6 N/A 1057.00 760.10 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0397 N/A 3140QKNP9 2051-05-01 3 N/A 1000.00 503.42 Agency Mortgage-Backed Securities FNMS 05.000 CLDG6402 N/A 3140UADG7 2056-04-01 5 N/A 4057656.00 4031611.59 Agency Mortgage-Backed Securities FEPC 04.500 CIQO5310 N/A 3133WP3T0 2041-04-01 4.5 N/A 2006.00 1976.61 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0375 N/A 31427MMZ1 2054-12-01 6 N/A 29074571.00 23403772.74 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4279 N/A 3132E0XG2 2053-10-01 5 N/A 1001.00 702.12 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7127 N/A 3140QS4M0 2053-09-01 6 N/A 1024.00 760.82 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1222 N/A 31427NLC1 2055-05-01 6 N/A 1000.00 775.44 Agency Mortgage-Backed Securities FNMS 05.000 REBX9387 N/A 3140NEND3 2053-04-01 5 N/A 123878.00 73171.20 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2365 N/A 3140Y8TX4 2056-04-01 5 N/A 1024.00 1011.76 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4659 N/A 31427SE95 2056-04-01 5 N/A 1040.00 1013.45 Agency Mortgage-Backed Securities FEPC 03.000 CLZL5313 N/A 3131XL3W5 2043-03-01 3 N/A 13304414.00 1831378.60 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2909 N/A 3142GTGT7 2054-12-01 5.5 N/A 2024.00 1778.53 Agency Mortgage-Backed Securities FEPC 05.000 CLSL2556 N/A 31427PZW7 2055-09-01 5 N/A 3247958.00 3208511.69 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4947 B1V7KEBTPIMZEU4LTD58 3140X8P92 2050-12-01 2 N/A 1000.00 522.38 Agency Mortgage-Backed Securities FNMS 04.500 CLBO1766 N/A 3140JV6C1 2049-07-01 4.5 N/A 1000.00 134.29 Agency Mortgage-Backed Securities FNMS 02.500 CIAS4860 N/A 3138WEMJ5 2030-05-01 2.5 N/A 984000.00 67213.22 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6698 N/A 3133BUNP8 2053-02-01 5.5 N/A 1008.00 783.14 Agency Mortgage-Backed Securities FNMS 06.500 CLCC2419 N/A 3140Y8VM5 2056-04-01 6.5 N/A 3643862.00 3500539.19 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2171 N/A 3132DPMU9 2053-01-01 6 N/A 1024.00 586.83 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0553 N/A 3140N4TK3 2052-10-01 5.5 N/A 99000.00 61321.49 Agency Mortgage-Backed Securities FEPC 03.000 CIZK8958 N/A 3131XC5T0 2032-09-01 3 N/A 8654.00 873.76 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4781 N/A 3142GVJ36 2055-09-01 6 N/A 4074348.00 4038507.16 Agency Mortgage-Backed Securities FNMS 05.000 CLDG9097 N/A 3140UDDB2 2056-05-01 5 N/A 1000.00 991.38 Agency Mortgage-Backed Securities FNMS 05.000 CLDG5195 N/A 3140U8XZ8 2056-04-01 5 N/A 1002.00 1000.01 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2468 N/A 31427PW67 2055-09-01 5.5 N/A 2075.00 1967.77 Agency Mortgage-Backed Securities 03.000 FGPC U49054 G N/A 3132LKA75 2031-06-01 3 N/A 1000.00 96.04 Agency Mortgage-Backed Securities FNMS 07.000 CLDF2318 N/A 3140BSSG3 2055-09-01 7 N/A 2000.00 2062.99 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3174 N/A 3140W3Q44 2055-10-01 5.5 N/A 1120.00 1058.53 Agency Mortgage-Backed Securities FNMS 05.000 CLDH4123 N/A 3140UKSM6 2056-04-01 5 N/A 1000.00 990.88 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6540 N/A 3140QSHS3 2053-06-01 6 N/A 1000.00 713.69 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3841 N/A 3140QPHT7 2052-06-01 3.5 N/A 18000.00 12233.89 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1250 N/A 3140QLL87 2051-07-01 2.5 N/A 63811.00 37659.33 Agency Mortgage-Backed Securities FEPC 06.000 CLQY4745 N/A 31426PHX6 2055-06-01 6 N/A 1024.00 836.36 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6432 N/A 3142GXEE3 2056-04-01 5.5 N/A 1024.00 984.32 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7569 N/A 3132DVMS1 2054-04-01 6 N/A 4075485.00 3224228.44 Agency Mortgage-Backed Securities FNMS 04.000 CLAK6757 N/A 3138EBQK4 2042-03-01 4 N/A 116239102.00 6810631.64 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0981 N/A 3140Y7CT3 2055-09-01 5 N/A 1040.00 996.04 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3155 N/A 3131XWQG1 2047-05-01 4.5 N/A 1000.00 149.29 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5275 N/A 3133KL2G1 2051-05-01 2.5 N/A 1000.00 576.05 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4053 N/A 3132E0QE5 2053-10-01 6 N/A 2000.00 1318.68 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1558 N/A 3140QLWU6 2051-09-01 3 N/A 1086.00 609.02 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6157 N/A 3140XMZX7 2052-09-01 3 N/A 2000.00 1440.17 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4624 N/A 3142GVD65 2055-08-01 5.5 N/A 1000.00 952.36 Agency Mortgage-Backed Securities FNMS 05.000 CLDF7194 N/A 3140BX7G5 2055-12-01 5 N/A 2000.00 1807.21 Agency Mortgage-Backed Securities FEPC 06.000 CLSL2141 N/A 31427PLX0 2055-09-01 6 N/A 27434634.00 26237492.54 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4917 N/A 31427SPB8 2056-04-01 5.5 N/A 161469.00 161257.94 Agency Mortgage-Backed Securities FNMS 07.000 CLBJ1391 N/A 3140H2RM2 2053-09-01 7 N/A 1078894.00 893052.45 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9622 N/A 3133KRVP6 2053-08-01 5.5 N/A 20274300.00 16531242.64 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1696 N/A 3140Y73E6 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807.03 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4388 N/A 3142GU2W2 2055-06-01 6 N/A 3152.00 2817.75 Agency Mortgage-Backed Securities FEPC 05.000 CLRQ0026 N/A 3142J6A45 2055-07-01 5 N/A 1170.00 1076.50 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4140 N/A 3142GUS61 2055-05-01 5.5 N/A 1120.00 1057.56 Agency Mortgage-Backed Securities FEPC 06.000 CLQG2360 N/A 3133C2TR9 2053-05-01 6 N/A 22710680.00 10039543.93 Agency Mortgage-Backed Securities FEPC 07.000 CLQY0917 N/A 31426KAT3 2055-04-01 7 N/A 3619750.00 2940360.42 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5627 N/A 31427THD1 2056-06-01 5.5 N/A 7645277.00 7794868.74 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5189 N/A 31418EXT2 2053-11-01 5 N/A 2000.00 1667.52 Agency Mortgage-Backed Securities FNMS 06.000 CLDG9068 N/A 3140UDCE7 2056-05-01 6 N/A 1000.00 1043.74 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4336 N/A 3132E0Y97 2053-11-01 6 N/A 1051.00 818.36 Agency Mortgage-Backed Securities FNMS 04.500 CLDG4239 N/A 3140U7V90 2056-04-01 4.5 N/A 1010.00 977.42 Agency Mortgage-Backed Securities FEPC 03.000 CLRA6664 N/A 3133KNMM2 2052-02-01 3 N/A 1000.00 645.34 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7378 N/A 3133KPFT0 2052-05-01 3.5 N/A 97999.00 69619.08 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9613 N/A 3140QVVF8 2054-12-01 5.5 N/A 51389376.00 44759847.34 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2474 N/A 31427PXC3 2055-01-01 5.5 N/A 1005.00 849.01 Agency Mortgage-Backed Securities FNMS 05.500 CLDD9123 N/A 3140BAD52 2055-05-01 5.5 N/A 2005.00 1944.48 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2804 N/A 3140QNDJ8 2052-02-01 2.5 N/A 199000.00 121024.67 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0343 N/A 3132ACLY4 2048-06-01 4.5 N/A 32575338.00 7138183.92 Agency Mortgage-Backed Securities FNMS 05.500 CLDA9731 N/A 3140YXY54 2054-03-01 5.5 N/A 1000.00 662.20 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8342 S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.5 N/A 1023.00 739.93 Agency Mortgage-Backed Securities FEPC 07.000 CLSL1618 N/A 31427NYQ6 2054-12-01 7 N/A 2000.00 1609.20 Agency Mortgage-Backed Securities FEPC 07.000 CLQJ9274 N/A 3133D1JT7 2054-10-01 7 N/A 1000.00 841.08 Agency Mortgage-Backed Securities FNMS 05.500 CLDG4547 N/A 3140U8BR0 2056-04-01 5.5 N/A 1000.00 1021.15 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6327 N/A 3140QSA50 2053-05-01 6 N/A 31261272.00 21084600.41 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3600 N/A 3140W4AA5 2055-11-01 5.5 N/A 1000.00 955.17 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0465 N/A 3131Y6QS1 2042-09-01 3.5 N/A 54359044.00 6843590.95 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8121 N/A 3132DWAW3 2050-12-01 2 N/A 1012.00 524.76 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4708 N/A 3142GVGS4 2055-08-01 6.5 N/A 1024.00 888.42 Agency Mortgage-Backed Securities 4 1/4 NOTE C 35 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 192500.00 191840.40 U.S. 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CLQG7311 N/A 3133C8DQ5 2053-07-01 5.5 N/A 200000.00 145829.03 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8533 N/A 3132DWPS6 2055-05-01 5.5 N/A 2562521.00 2048932.92 Agency Mortgage-Backed Securities FEPC 05.000 CLTB3165 N/A 3142K4QT6 2056-05-01 5 N/A 2005.00 2007.65 Agency Mortgage-Backed Securities FEPC 03.500 CLRQ0045 N/A 3142J6BP7 2055-08-01 3.5 N/A 1000.00 895.77 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3612 N/A 3140QPAN7 2052-05-01 4 N/A 1120.00 753.13 Agency Mortgage-Backed Securities FNMS 03.500 CRAB6076 N/A 31417CXE0 2042-09-01 3.5 N/A 1024.00 100.02 Agency Mortgage-Backed Securities FNMS 05.500 CLDH0783 N/A 3140UF2R4 2056-06-01 5.5 N/A 1000.00 1015.96 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0263 N/A 31427MJH5 2055-02-01 5 N/A 1040.00 900.89 Agency Mortgage-Backed Securities FEPC 05.000 CLQF7094 N/A 3133BU3B1 2053-02-01 5 N/A 2000.00 1479.20 Agency Mortgage-Backed Securities FNMS 07.000 CLDG9966 N/A 3140UECC9 2056-05-01 7 N/A 1504950.00 1610659.38 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3043 N/A 3140XJLZ4 2052-10-01 4.5 N/A 1000.00 706.28 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1673 N/A 3140W12F9 2055-07-01 6 N/A 1000.00 958.15 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5075 N/A 3142GVT92 2055-10-01 5 N/A 1024.00 944.38 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8324 N/A 3132DWG98 2053-05-01 5.5 N/A 1024.00 706.54 Agency Mortgage-Backed Securities FNMS 02.500 R3BF0408 N/A 3140FXN24 2046-08-01 2.5 N/A 1000.00 334.82 Agency Mortgage-Backed Securities BILL 10/20/26 N/A 912797VM6 2026-10-20 0 N/A 14560000.00 14390740.00 U.S. Treasuries (including strips) FEPC 05.500 CLRJ6436 N/A 3142GXEJ2 2056-04-01 5.5 N/A 2000.00 2012.80 Agency Mortgage-Backed Securities FEPC 04.500 CLQA6444 N/A 3133A1ER9 2050-01-01 4.5 N/A 1000.00 563.66 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4683 N/A 3140XLFZ6 2053-06-01 5 N/A 2077.00 1526.76 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3275 N/A 3142GTT97 2055-02-01 5.5 N/A 1000.00 917.76 Agency Mortgage-Backed Securities FNMS 06.500 CLDF0397 N/A 3140BQNP2 2055-09-01 6.5 N/A 1001.00 923.65 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4266 N/A 3132E0W32 2053-11-01 6 N/A 1000.00 803.64 Agency Mortgage-Backed Securities FEPC 04.500 CTRB5399 N/A 3133KY7L7 2046-05-01 4.5 N/A 2048.00 1993.06 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3336 N/A 3140QAV64 2049-04-01 4 N/A 4503969.00 992577.83 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9994 N/A 3133KSC75 2053-10-01 6 N/A 1000.00 708.40 Agency Mortgage-Backed Securities FNMS 04.000 CLAW5220 N/A 3138XUYS5 2044-05-01 4 N/A 1000.00 173.81 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8185 N/A 3132DWCW1 2051-12-01 3.5 N/A 1000.00 581.68 Agency Mortgage-Backed Securities FEPC 04.500 CLRA8714 N/A 3133KQVF0 2053-04-01 4.5 N/A 1000.00 802.51 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1068 N/A 3142GRFJ4 2054-03-01 5.5 N/A 1024.00 868.43 Agency Mortgage-Backed Securities FEPC 02.500 CLQB1469 N/A 3133A7T25 2050-07-01 2.5 N/A 1000.00 433.40 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4173 N/A 3142GUT78 2055-05-01 6.5 N/A 1024.00 936.96 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3866 N/A 3140QBJL3 2049-07-01 3.5 N/A 374000.00 41280.26 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6890 N/A 3142GXUQ8 2056-06-01 5 N/A 1000.00 992.69 Agency Mortgage-Backed Securities FNMS 06.500 CLDD2519 N/A 3140B2YR9 2055-02-01 6.5 N/A 968376.00 509372.83 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6029 N/A 3142GWVX4 2056-03-01 5.5 N/A 1024.00 1039.39 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ7802 N/A 31427HU42 2055-10-01 5.5 N/A 2017.00 1961.47 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7610 N/A 3140XPN47 2054-04-01 4.5 N/A 1000.00 874.17 Agency Mortgage-Backed Securities FEPC 03.500 CLSL0921 N/A 31427NAX7 2051-05-01 3.5 N/A 1025.00 840.02 Agency Mortgage-Backed Securities FEPC 03.500 CLQD8778 N/A 3133B6XF2 2052-03-01 3.5 N/A 39490.00 25702.95 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4578 N/A 31418ECQ1 2052-04-01 2.5 N/A 26721392.00 17300581.46 Agency Mortgage-Backed Securities FNMS 04.500 CLFS9507 N/A 3140XRR56 2054-02-01 4.5 N/A 25102000.00 21189559.83 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8272 N/A 3132DWFM0 2052-12-01 3 N/A 1000.00 707.10 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5177 N/A 31418EXF2 2053-10-01 4 N/A 1000.00 796.87 Agency Mortgage-Backed Securities FEPC 04.500 CIRR0053 N/A 3142JCBX7 2041-01-01 4.5 N/A 1002.00 914.52 Agency Mortgage-Backed Securities FNMS 02.500 RIBH9343 N/A 3140GYLZ0 2032-09-01 2.5 N/A 1499000.00 97003.10 Agency Mortgage-Backed Securities FEPC 06.500 CLSL5085 N/A 31427SUK2 2055-12-01 6.5 N/A 1200.00 1158.21 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8515 S6XOOCT0IEG5ABCC6L87 3132DWN82 2055-03-01 5.5 N/A 1000.00 794.01 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5528 N/A 31418FEA1 2054-11-01 4 N/A 5610477.00 4886968.87 Agency Mortgage-Backed 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05.000 CLBX7581 N/A 3140NCM71 2053-03-01 5 N/A 117613.00 83022.53 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7271 N/A 3140QTCH0 2053-10-01 6 N/A 1120.00 867.02 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6730 B1V7KEBTPIMZEU4LTD58 3140QEPQ9 2050-08-01 3 N/A 1000.00 495.11 Agency Mortgage-Backed Securities 04.000 FGPC Q42605 G N/A 3132WF3P2 2046-08-01 4 N/A 17307200.00 2461187.86 Agency Mortgage-Backed Securities FEPC 06.000 CLSL4849 N/A 31427SL71 2056-04-01 6 N/A 1048.00 1087.49 Agency Mortgage-Backed Securities FNMS 04.500 CLBH9284 N/A 3140GYJ67 2048-02-01 4.5 N/A 1000.00 243.08 Agency Mortgage-Backed Securities FNMS 03.000 CLCA8618 N/A 3140QGSG3 2051-01-01 3 N/A 1024.00 495.58 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8331 N/A 3140QUHH2 2054-04-01 5.5 N/A 1000.00 803.56 Agency Mortgage-Backed Securities FEPC 06.000 CLQG3039 N/A 3133C3LU8 2053-05-01 6 N/A 1000.00 809.98 Agency Mortgage-Backed Securities 03.500 FGPC G61430 G N/A 31335BST4 2044-02-01 3.5 N/A 69327881.00 18402948.26 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9955 N/A 3133BLBY2 2052-09-01 5 N/A 1000.00 557.77 Agency Mortgage-Backed Securities FNMS 07.000 CLDH3712 N/A 3140UKDS9 2056-06-01 7 N/A 1000.00 1066.57 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1342 N/A 31427NP45 2055-05-01 5.5 N/A 1024.00 955.08 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6080 N/A 3140W6XJ6 2056-05-01 6 N/A 1024.00 1056.19 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9472 N/A 3133KRQZ0 2053-07-01 5 N/A 2700215.00 2310481.24 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3914 N/A 3140QPK48 2052-06-01 4 N/A 57000.00 39130.97 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5885 N/A 31418FRF6 2040-11-01 4.5 N/A 1001.00 908.78 Agency Mortgage-Backed Securities FNMS 03.000 CLAS0039 N/A 3138W9BH2 2043-07-01 3 N/A 1000.00 138.08 Agency Mortgage-Backed Securities FNMS 05.000 CLDH4198 N/A 3140UKUY7 2056-06-01 5 N/A 1000.00 995.82 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8264 N/A 3132DWFD0 2052-11-01 3.5 N/A 7047.00 5097.69 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3685 N/A 3140QBCX4 2049-06-01 4.5 N/A 1000.00 320.58 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5388 N/A 31418E7A2 2054-06-01 5.5 N/A 1003.00 718.75 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3320 N/A 3140QNVN9 2052-04-01 4 N/A 16029.00 10897.50 Agency Mortgage-Backed Securities FNMS 03.500 CIFM3462 N/A 3140X6Z46 2033-12-01 3.5 N/A 1007.00 169.31 Agency Mortgage-Backed Securities FNMS 06.000 CLDA0022 N/A 3140A0AY5 2053-09-01 6 N/A 411000.00 242379.54 Agency Mortgage-Backed Securities FNMS 06.000 CLDE6782 N/A 3140BKRC0 2055-08-01 6 N/A 1000.00 1024.70 Agency Mortgage-Backed Securities FNMS 05.000 CLDF2770 B1V7KEBTPIMZEU4LTD58 3140BTCG8 2056-03-01 5 N/A 2006.00 1994.47 Agency Mortgage-Backed Securities FNMS 04.000 CIMA5884 N/A 31418FRE9 2040-11-01 4 N/A 1000.00 919.41 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8462 N/A 3132DWMK6 2054-09-01 5.5 N/A 2413.00 1771.02 Agency Mortgage-Backed Securities FNMS 03.000 CQAY5608 N/A 3138YKGS6 2035-06-01 3 N/A 1422188.00 396632.57 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5551 N/A 31418FEZ6 2054-12-01 4.5 N/A 106927963.00 94411000.44 Agency Mortgage-Backed Securities FNMS 06.500 CLDE5602 N/A 3140BJGL5 2055-08-01 6.5 N/A 1000.00 931.47 Agency Mortgage-Backed Securities FEPC 05.000 CTQK1870 N/A 3133D5CF5 2046-04-01 5 N/A 1008.00 951.77 Agency Mortgage-Backed Securities FEPC 04.500 CLTB1913 N/A 3142K3DT2 2056-04-01 4.5 N/A 1000.00 967.37 Agency Mortgage-Backed Securities FNMS 05.000 CLMA6079 N/A 31418FXH5 2056-06-01 5 N/A 1225.00 1208.05 Agency Mortgage-Backed Securities FNMS 05.500 CLDH6381 N/A 3140UNCT2 2056-07-01 5.5 N/A 2003.00 2041.27 Agency Mortgage-Backed Securities FNMS 06.500 CLDD8844 N/A 3140B9ZJ1 2055-07-01 6.5 N/A 1000.00 1060.38 Agency Mortgage-Backed Securities FNMS 05.000 CLDB0804 N/A 3140A93N8 2054-04-01 5 N/A 1000.00 921.24 Agency Mortgage-Backed Securities FNMS 03.000 CLCA7752 B1V7KEBTPIMZEU4LTD58 3140QFTJ8 2050-11-01 3 N/A 2000.00 990.89 Agency Mortgage-Backed Securities FEPC 04.500 CLTA1887 N/A 3142JQCZ0 2056-01-01 4.5 N/A 1000.00 964.03 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5009 N/A 31418ER77 2053-05-01 5 N/A 2048.00 1575.63 Agency Mortgage-Backed Securities FNMS 05.500 CLDH3779 N/A 3140UKFV0 2056-06-01 5.5 N/A 1040.00 1055.47 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5438 N/A 31329PBF9 2048-06-01 4.5 N/A 12763894.00 2109944.56 Agency Mortgage-Backed Securities FNMS 05.500 CLDA8784 N/A 3140YWXN8 2054-03-01 5.5 N/A 1000.00 728.05 Agency Mortgage-Backed Securities FNMS 05.500 CLBU5152 N/A 3140M6WN9 2054-11-01 5.5 N/A 1000.00 931.88 Agency Mortgage-Backed Securities FEPC 07.000 CLTB7236 N/A 3142K9BE4 2056-07-01 7 N/A 2003.00 2141.17 Agency Mortgage-Backed Securities FEPC 05.500 CTRB5385 N/A 3133KY6W4 2046-01-01 5.5 N/A 2017.00 1922.82 Agency Mortgage-Backed Securities FNMS 03.000 CLBU8850 N/A 3140MAZQ0 2052-05-01 3 N/A 2331.00 1588.84 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ5685 N/A 3133CWJ60 2054-10-01 6.5 N/A 1000.00 574.76 Agency Mortgage-Backed Securities FEPC 06.000 CLSL3464 N/A 31427QZ62 2055-07-01 6 N/A 12439352.00 11954803.22 Agency Mortgage-Backed Securities FNMS 06.500 CLDF4681 N/A 3140BVFX3 2055-11-01 6.5 N/A 3059010.00 2434869.49 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8199 N/A 3132DWDC4 2052-03-01 2 N/A 5000.00 3141.16 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1232 N/A 31427NLN7 2055-04-01 5 N/A 1000.00 913.51 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8347 N/A 3132DWHY2 2053-08-01 4.5 N/A 1298.00 1045.35 Agency Mortgage-Backed Securities FNMS 04.000 CLBK4772 N/A 3140HJJS1 2048-08-01 4 N/A 575000.00 45232.60 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5105 N/A 31418EU73 2053-08-01 4.5 N/A 1000.00 801.47 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6204 N/A 3140QR3N1 2053-05-01 6 N/A 1024.00 773.80 Agency Mortgage-Backed Securities FNMS 05.500 CLDH1251 N/A 3140UGL91 2056-06-01 5.5 N/A 1000.00 1027.04 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6103 N/A 3142GWX95 2056-02-01 5 N/A 2450584.00 2391033.58 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7500 N/A 3133KPKM9 2052-07-01 4.5 N/A 1065.00 705.39 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5107 N/A 31418EU99 2053-08-01 5.5 N/A 1000.00 709.33 Agency Mortgage-Backed Securities FEPC 04.500 CLQE5186 N/A 3133BEXP3 2052-06-01 4.5 N/A 1024.00 767.89 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6880 N/A 3140NBUE9 2053-02-01 5.5 N/A 1000.00 615.37 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8267 N/A 3132DWFG3 2052-11-01 5 N/A 2029.00 1523.31 Agency Mortgage-Backed Securities FNMS 05.000 CLBT8386 N/A 3140LXJ89 2052-09-01 5 N/A 1000.00 625.25 Agency Mortgage-Backed Securities FNMS 06.500 CLDC9097 N/A 3140AXDB0 2055-06-01 6.5 N/A 2000.00 1242.86 Agency Mortgage-Backed Securities FNMS 03.000 I6BF0497 N/A 3140FXRT1 2060-07-01 3 N/A 1024.00 467.49 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4261 B1V7KEBTPIMZEU4LTD58 31418DWX6 2036-02-01 2 N/A 1000.00 420.44 Agency Mortgage-Backed Securities FEPC 05.000 CLTA2573 N/A 3142JQ2F5 2056-01-01 5 N/A 1000.00 976.94 Agency Mortgage-Backed Securities FNMS 03.500 CLAY5612 N/A 3138YKGW7 2045-06-01 3.5 N/A 1000.00 186.54 Agency Mortgage-Backed Securities FNMS 05.500 CLDB6970 N/A 3140AGW83 2054-08-01 5.5 N/A 1000.00 806.07 Agency Mortgage-Backed Securities FEPC 05.500 CLQF3828 N/A 3133BRHD9 2052-11-01 5.5 N/A 10381.00 6974.09 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7507 N/A 3132DVKU8 2049-11-01 3 N/A 23001.00 7817.71 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4742 N/A 3140W5HU1 2056-03-01 5.5 N/A 1000.00 990.07 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4598 N/A 3140QQDC6 2052-09-01 3.5 N/A 396000.00 267931.75 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4869 B1V7KEBTPIMZEU4LTD58 31418EMT4 2053-01-01 5.5 N/A 1000.00 659.39 Agency Mortgage-Backed Securities FNMS 05.000 CLDH4149 N/A 3140UKTF0 2056-06-01 5 N/A 1000.00 993.00 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7513 N/A 3132DVK20 2050-04-01 3.5 N/A 11551.00 3820.91 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3425 N/A 31427QYX4 2055-11-01 5.5 N/A 68695236.00 65650126.04 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3511 N/A 3142GT3V6 2055-02-01 6 N/A 1024.00 859.63 Agency Mortgage-Backed Securities FEPC 04.000 CLQJ9007 N/A 3133D1AG4 2054-11-01 4 N/A 1000.00 883.92 Agency Mortgage-Backed Securities FNMS 05.500 CLDG6770 N/A 3140UAQY4 2056-04-01 5.5 N/A 1004.00 1021.53 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0565 N/A 31427MTX9 2055-01-01 6 N/A 1024.00 898.11 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0983 N/A 3140Y7CV8 2055-09-01 5.5 N/A 1024.00 986.30 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0656 B1V7KEBTPIMZEU4LTD58 3140FXWS7 2062-06-01 4 N/A 1024.00 687.53 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4403 N/A 3142GU3M3 2055-06-01 6.5 N/A 1541.00 1032.00 Agency Mortgage-Backed Securities 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 61000.00 62776.95 U.S. Treasuries (including strips) FNMS 03.000 CLFM8210 N/A 3140XCDQ8 2050-04-01 3 N/A 1000.00 466.81 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5276 N/A 3140QQ2J3 2052-12-01 5 N/A 11373136.00 7610088.62 Agency Mortgage-Backed Securities 03.500 FGPC U99124 G N/A 3132H7D68 2045-03-01 3.5 N/A 972839.00 142576.47 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8218 N/A 3132DWDX8 2052-06-01 2 N/A 1000.00 652.97 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5245 N/A 31418EZK9 2054-01-01 5 N/A 1000.00 848.18 Agency Mortgage-Backed Securities 03.500 FGPC T65257 G N/A 31322YZW4 2044-12-01 3.5 N/A 2993213.00 116692.55 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3872 N/A 3140QBJS8 2049-07-01 3.5 N/A 274000.00 25345.29 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ0180 N/A 3142GQFW7 2053-11-01 5.5 N/A 1008.00 805.80 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9220 N/A 3140QHG66 2051-02-01 2 N/A 73980.00 40467.99 Agency Mortgage-Backed Securities FNMS 04.500 CLBW8935 N/A 3140N14V2 2052-09-01 4.5 N/A 2000.00 1344.10 Agency Mortgage-Backed Securities FEPC 02.500 CLSL5006 N/A 31427SR42 2052-05-01 2.5 N/A 1008.00 847.81 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4577 N/A 31418ECP3 2052-04-01 2 N/A 3019.00 1940.34 Agency Mortgage-Backed Securities FEPC 06.000 CLQY2554 N/A 31426LZU1 2055-05-01 6 N/A 1024.00 955.95 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6696 N/A 3133BUNM5 2053-02-01 6 N/A 1015.00 425.36 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3058 B1V7KEBTPIMZEU4LTD58 31418CMG6 2047-07-01 4 N/A 1000.00 91.54 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1882 N/A 3132DPCT3 2052-11-01 5 N/A 99000.00 70405.25 Agency Mortgage-Backed Securities FEPC 02.500 CISB1241 N/A 3132CXLW0 2035-01-01 2.5 N/A 306446.00 171844.36 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4637 N/A 3140W5EK6 2056-02-01 5 N/A 16694016.00 16531932.24 Agency Mortgage-Backed Securities FNMS 03.500 CLBN5409 N/A 3140JNAK6 2049-04-01 3.5 N/A 1000.00 178.15 Agency Mortgage-Backed Securities FNMS 06.500 CLDG4315 N/A 3140U7YM8 2056-04-01 6.5 N/A 1000.00 1051.85 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8001 N/A 3132DV3J2 2049-07-01 3.5 N/A 3017.00 254.48 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5088 N/A 3142GVUN9 2055-11-01 5.5 N/A 39574116.00 37243930.95 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2200 N/A 3140JWNS5 2049-09-01 3.5 N/A 1000.00 177.44 Agency Mortgage-Backed Securities FNMS 03.500 CRAT6319 N/A 3138WUAV5 2043-06-01 3.5 N/A 1000.00 169.67 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4470 N/A 31418D6G2 2036-11-01 2 N/A 1005.00 518.97 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5760 N/A 31418FMJ3 2055-07-01 5.5 N/A 1039.00 881.89 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3439 N/A 3140XJZD8 2052-12-01 5.5 N/A 1000.00 692.84 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4653 N/A 31418EE30 2052-07-01 3 N/A 425236.00 299031.42 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8617 N/A 3133C9SE4 2053-08-01 5.5 N/A 1024.00 764.53 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0497 N/A 31427MRT0 2055-02-01 6 N/A 1024.00 767.52 Agency Mortgage-Backed Securities FEPC 05.500 CLRQ0056 N/A 3142J6B28 2055-10-01 5.5 N/A 1000.00 881.03 Agency Mortgage-Backed Securities FNMS 05.500 CLDH4124 N/A 3140UKSN4 2056-05-01 5.5 N/A 1000.00 1017.60 Agency Mortgage-Backed Securities FNMS 02.500 CLFM5525 N/A 3140X9D77 2051-01-01 2.5 N/A 1005.00 526.52 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9840 N/A 3140XR5A9 2054-06-01 5 N/A 1024.00 844.62 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2213 N/A 3133W8N66 2054-03-01 5 N/A 54620.00 49273.62 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6376 N/A 3133WDCM2 2054-06-01 6 N/A 871092.00 751006.26 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5759 N/A 31418FMH7 2055-07-01 5 N/A 2204255.00 2024416.48 Agency Mortgage-Backed Securities FEPC 05.500 CNRD5241 N/A 3133LPZE0 2035-04-01 5.5 N/A 40049.00 23066.44 Agency Mortgage-Backed Securities FEPC 06.500 CLQX0974 N/A 31425VCL5 2054-11-01 6.5 N/A 1004.00 1049.97 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5010 N/A 31418ER85 2053-05-01 5.5 N/A 95273244.00 64698043.35 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7071 N/A 3133C72C0 2053-07-01 5.5 N/A 1000.00 762.92 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4131 N/A 3142GUSV6 2055-05-01 6.5 N/A 1040.00 826.87 Agency Mortgage-Backed Securities FNMS 06.500 CLMA6121 N/A 31418FYT8 2056-06-01 6.5 N/A 2073.00 2159.68 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4003 N/A 3140U7NV0 2056-04-01 5 N/A 1000.00 978.13 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5802 N/A 3142GWNU9 2056-01-01 4.5 N/A 1853638.00 1785781.11 Agency Mortgage-Backed Securities FEPC 05.000 CLTB6298 N/A 3142K77L7 2056-06-01 5 N/A 1000.00 997.55 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3909 N/A 3140QPKX4 2052-06-01 4 N/A 44117.00 31511.79 Agency Mortgage-Backed Securities FEPC 05.000 CLQG7319 N/A 3133C8DY8 2053-07-01 5 N/A 1000.00 665.27 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8394 N/A 3132DWKF9 2054-01-01 5 N/A 95000.00 79656.76 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5288 N/A 31427S2W7 2054-06-01 5.5 N/A 1008.00 1006.52 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5777 N/A 3140QRM34 2053-02-01 6 N/A 50192001.00 34331988.71 Agency Mortgage-Backed Securities FEPC 03.500 CLSD5338 N/A 3132DS4X7 2046-11-01 3.5 N/A 1000.00 733.03 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0819 N/A 3140UF4D3 2056-06-01 5 N/A 2170.00 2158.72 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4112 N/A 3140QPSA6 2052-07-01 3.5 N/A 103803.00 71164.07 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5674 N/A 31418FJU2 2055-04-01 6 N/A 1000.00 658.28 Agency Mortgage-Backed Securities FNMS 06.500 CLDE0741 N/A 3140BCZF2 2055-06-01 6.5 N/A 1008.00 847.06 Agency Mortgage-Backed Securities FEPC 05.500 CLTA9991 N/A 3142K0C51 2056-02-01 5.5 N/A 1002.00 1011.26 Agency Mortgage-Backed Securities FNMS 02.000 CIFA5413 N/A 3140W6AP7 2037-03-01 2 N/A 1008.00 904.12 Agency Mortgage-Backed Securities FNMS 05.500 CLDF7205 N/A 3140BYAF1 2055-12-01 5.5 N/A 3153744.00 3189500.88 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1517 N/A 3142GRVK3 2054-05-01 5.5 N/A 913538.00 733545.17 Agency Mortgage-Backed Securities FNMS 05.000 CLMA6118 N/A 31418FYQ4 2056-06-01 5 N/A 1000.00 990.80 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8173 S6XOOCT0IEG5ABCC6L87 3132DWCJ0 2051-10-01 2.5 N/A 1000.00 584.68 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7428 N/A 3140XPHE2 2054-03-01 5.5 N/A 1000.00 720.94 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1650 N/A 3132DNZP1 2052-09-01 5 N/A 1024.00 696.92 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ6570 N/A 3142GXJQ1 2056-05-01 6 N/A 1074.00 1107.72 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7810 N/A 3140QTVC0 2054-01-01 6.5 N/A 1054.00 486.78 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2284 N/A 3132DPRD2 2052-12-01 6 N/A 10000.00 6604.73 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1900 N/A 3132DPDD7 2052-06-01 3.5 N/A 1000.00 712.55 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5136 N/A 3142GVV65 2055-10-01 5.5 N/A 34623728.00 33239438.56 Agency Mortgage-Backed Securities FEPC 04.500 CLZN2033 N/A 3131Y8HJ7 2048-12-01 4.5 N/A 71569578.00 13433851.65 Agency Mortgage-Backed Securities FEPC 05.000 CLQG4797 N/A 3133C5KJ9 2053-06-01 5 N/A 6396430.00 4854068.96 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5508 N/A 3140JADN5 2049-02-01 5 N/A 7000.00 1444.91 Agency Mortgage-Backed Securities FNMS 07.500 CLDA3673 N/A 3140A4CK5 2053-10-01 7.5 N/A 1000.00 473.30 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0999 N/A 3132DNDC4 2052-05-01 3 N/A 1000.00 666.57 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4800 N/A 3142GVKN0 2055-09-01 6 N/A 18024640.00 17279611.46 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7391 N/A 3138WHF98 2046-06-01 3.5 N/A 12205000.00 1347201.20 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4163 N/A 3142GUTV5 2055-05-01 6 N/A 2067.00 2006.25 Agency Mortgage-Backed Securities FNMS 05.500 CLDF2399 N/A 3140BSUZ8 2055-11-01 5.5 N/A 6919885.00 6997899.75 Agency Mortgage-Backed Securities FEPC 05.500 CLQY9602 N/A 31426UU44 2055-08-01 5.5 N/A 1000.00 942.00 Agency Mortgage-Backed Securities FNMS 03.000 U3BF0307 N/A 3140FXKV3 2043-01-01 3 N/A 112214.00 29152.88 Agency Mortgage-Backed Securities FNMS 06.000 CLBY5839 N/A 3140NNPZ2 2053-07-01 6 N/A 1024.00 598.61 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9482 N/A 3140XDRC2 2051-11-01 3 N/A 1024.00 631.61 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9323 N/A 3140QVLD4 2054-10-01 5.5 N/A 1000.00 870.22 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5829 N/A 3140XMPP5 2053-09-01 5.5 N/A 31470180.00 22843827.18 Agency Mortgage-Backed Securities FNMS 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Mortgage-Backed Securities FEPC 05.000 CLQI3534 N/A 3133W94T5 2054-04-01 5 N/A 8034487.00 7063475.69 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5548 N/A 31427TEW2 2056-04-01 5.5 N/A 42691964.00 42574805.41 Agency Mortgage-Backed Securities FEPC 03.000 CLRA1859 N/A 3133KHB47 2049-12-01 3 N/A 3000.00 504.96 Agency Mortgage-Backed Securities FEPC 04.000 CLSL4237 N/A 31427RV72 2049-01-01 4 N/A 3636776.00 3365582.88 Agency Mortgage-Backed Securities FEPC 04.000 CLQA7337 N/A 3133A2EJ5 2050-02-01 4 N/A 1455000.00 289600.73 Agency Mortgage-Backed Securities FEPC 02.000 CLSD0784 S6XOOCT0IEG5ABCC6L87 3132DM2R5 2051-12-01 2 N/A 150000.00 89800.81 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8529 N/A 3132DWPN7 2055-03-01 3.5 N/A 8000.00 6694.05 Agency Mortgage-Backed Securities FEPC 05.500 CLQY6925 N/A 31426RVT5 2055-07-01 5.5 N/A 19304000.00 17644523.57 Agency Mortgage-Backed Securities FEPC 03.000 CLSL4757 N/A 31427SJB5 2053-10-01 3 N/A 7332283.00 6339215.29 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ8974 N/A 3133D06K2 2054-10-01 6.5 N/A 1002249.00 666247.82 Agency Mortgage-Backed Securities FEPC 04.500 CLSL3541 N/A 31427Q5B4 2055-11-01 4.5 N/A 14921417.00 14094353.77 Agency Mortgage-Backed Securities FEPC 01.500 CIRC1998 N/A 3133L8GF6 2036-05-01 1.5 N/A 790000.00 415715.84 Agency Mortgage-Backed Securities FEPC 03.500 CLSL2847 N/A 31427QEV0 2046-08-01 3.5 N/A 11159784.00 9629700.69 Agency Mortgage-Backed Securities FEPC 03.500 CLRA8789 N/A 3133KQXS0 2047-09-01 3.5 N/A 108000.00 60217.78 Agency Mortgage-Backed Securities FEPC 06.000 CLQX9670 N/A 31426GW84 2055-04-01 6 N/A 27111459.00 22284460.06 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4100 N/A 3132A4RV2 2045-03-01 3.5 N/A 116000.00 13827.23 Agency Mortgage-Backed Securities FEPC 02.500 CIRC2790 N/A 3133L9C35 2037-12-01 2.5 N/A 1063761.00 787668.24 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5575 N/A 31427TFR2 2054-06-01 5 N/A 7597136.00 7599170.35 Agency Mortgage-Backed Securities FEPC 03.500 CIZS7050 N/A 3132A7ZP9 2029-11-01 3.5 N/A 103894.00 4728.41 Agency Mortgage-Backed Securities FEPC 06.500 CIRR0006 N/A 3142JCAG5 2040-05-01 6.5 N/A 611020.00 363962.72 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5442 N/A 31427TBL9 2056-05-01 5.5 N/A 6553724.00 6536958.93 Agency Mortgage-Backed Securities FEPC 02.000 CLQC0887 N/A 3133AJ6Y4 2051-04-01 2 N/A 600000.00 368425.89 Agency Mortgage-Backed Securities FEPC 03.500 CLZL7192 N/A 3131XN7D9 2043-10-01 3.5 N/A 320976.00 81441.80 Agency Mortgage-Backed Securities FEPC 03.000 CLQC6039 N/A 3133AQV87 2051-08-01 3 N/A 3448962.00 1869842.62 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5361 N/A 31427S5X2 2056-05-01 5 N/A 72555481.00 71839432.72 Agency Mortgage-Backed Securities FEPC 07.000 CLZI5182 N/A 3131WHXK8 2036-08-01 7 N/A 96671.00 3131.59 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8323 N/A 3132DWG80 2053-05-01 5 N/A 628392.00 483658.82 Agency Mortgage-Backed Securities FEPC 06.000 CIQO2370 N/A 3133WLT38 2039-08-01 6 N/A 1071600.00 811420.97 Agency Mortgage-Backed Securities FEPC 06.000 CLSL3306 N/A 31427QU83 2055-11-01 6 N/A 41823729.00 41174269.04 Agency Mortgage-Backed Securities FEPC 04.500 CLSL3666 N/A 31427RCC2 2052-11-01 4.5 N/A 21398357.00 19478132.04 Agency Mortgage-Backed Securities FEPC 05.500 CLTA5121 N/A 3142JTVP5 2056-02-01 5.5 N/A 5432000.00 5377996.17 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5309 N/A 3132DS3S9 2054-04-01 5.5 N/A 8000.00 6266.54 Agency Mortgage-Backed Securities FEPC 02.000 CTRB0446 N/A 3133KTP79 2041-02-01 2 N/A 796440.00 377738.23 Agency Mortgage-Backed Securities FEPC 05.000 CLZT0303 N/A 3132ACKQ2 2048-01-01 5 N/A 500000.00 52661.03 Agency Mortgage-Backed Securities FEPC 03.000 CLSL1980 N/A 31427PFW9 2052-01-01 3 N/A 22668407.00 18716626.91 Agency Mortgage-Backed Securities FEPC 04.500 CISB8222 N/A 3132D6D31 2038-04-01 4.5 N/A 32000.00 16682.27 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8420 S6XOOCT0IEG5ABCC6L87 3132DWK93 2054-04-01 5.5 N/A 180196444.00 126737871.80 Agency Mortgage-Backed Securities FEPC 03.000 CIZS8637 N/A 3132A9S24 2032-01-01 3 N/A 3683642.00 415195.18 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8030 N/A 3133BH4P8 2052-08-01 5 N/A 23102332.00 15593129.91 Agency Mortgage-Backed Securities FEPC 07.500 CLRQ0069 N/A 3142J6CF8 2055-10-01 7.5 N/A 2304480.00 1747338.01 Agency Mortgage-Backed Securities FEPC 05.500 CLTB6107 N/A 3142K7YD5 2056-06-01 5.5 N/A 1828038.00 1850995.52 Agency Mortgage-Backed Securities FEPC 05.500 CNRD5261 N/A 3133LPZ26 2035-09-01 5.5 N/A 658428.00 515516.14 Agency Mortgage-Backed Securities FEPC 06.500 CLTB0039 N/A 3142K1BH4 2056-04-01 6.5 N/A 15797622.00 16500892.53 Agency Mortgage-Backed Securities FEPC 06.500 CLQH1973 N/A 3133CEFN7 2053-10-01 6.5 N/A 810000.00 484528.40 Agency Mortgage-Backed Securities FEPC 02.500 CLRA2578 N/A 3133KH2K1 2050-05-01 2.5 N/A 7425000.00 3087583.68 Agency Mortgage-Backed Securities FEPC 03.000 CLZS9986 N/A 3132ABCX8 2047-04-01 3 N/A 350000.00 86649.64 Agency Mortgage-Backed Securities FEPC 05.000 CNRD5236 N/A 3133LPY92 2035-03-01 5 N/A 477183.00 324104.11 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0923 N/A 3132DNAY9 2052-01-01 2.5 N/A 180000.00 108545.43 Agency Mortgage-Backed Securities FEPC 05.000 CNRD5305 N/A 3133LP3N5 2036-06-01 5 N/A 14390425.00 14537592.68 Agency Mortgage-Backed Securities FEPC 02.000 CLSD7546 N/A 3132DVL37 2051-11-01 2 N/A 100000.00 55699.39 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2334 N/A 3132A2SX1 2038-09-01 5.5 N/A 1515000.00 54667.46 Agency Mortgage-Backed Securities FEPC 05.000 CISB8293 N/A 3132D6GA2 2039-04-01 5 N/A 35000.00 18742.56 Agency Mortgage-Backed Securities FEPC 05.500 CLTB4502 N/A 3142K6AC5 2056-05-01 5.5 N/A 126124.00 127714.97 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6140 N/A 3132DTZD5 2054-07-01 6 N/A 2250000.00 1445414.56 Agency Mortgage-Backed Securities FEPC 06.500 CIRR0012 N/A 3142JCAN0 2040-06-01 6.5 N/A 186927.00 129274.05 Agency Mortgage-Backed Securities FEPC 03.500 CLSD3645 N/A 3132E0BN1 2049-03-01 3.5 N/A 11508628.00 8063644.92 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ4770 N/A 31427CJQ7 2055-10-01 6 N/A 1725540.00 1795046.43 Agency Mortgage-Backed Securities FEPC 05.000 CIQO3680 N/A 3133WNCR9 2040-06-01 5 N/A 7212260.00 6208098.50 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ2301 N/A 3133CSRW3 2054-08-01 6.5 N/A 1298250.00 740836.69 Agency Mortgage-Backed Securities FEPC 05.000 CIQO4848 N/A 3133WPL52 2041-02-01 5 N/A 4718306.00 4663922.39 Agency Mortgage-Backed Securities FEPC 03.000 CLQA9710 N/A 3133A4YF7 2050-05-01 3 N/A 225000.00 65689.13 Agency Mortgage-Backed Securities FEPC 04.500 CNRD5194 N/A 3133LPXX0 2034-05-01 4.5 N/A 67059.00 28155.27 Agency Mortgage-Backed Securities FEPC 06.000 CLSL3465 N/A 31427QZ70 2055-09-01 6 N/A 68206646.00 64679292.14 Agency Mortgage-Backed Securities FEPC 05.500 CLTB6259 N/A 3142K75V7 2056-06-01 5.5 N/A 1271110.00 1288991.41 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3522 N/A 31427Q4G4 2055-11-01 5.5 N/A 24559000.00 21159519.97 Agency Mortgage-Backed Securities FEPC 02.000 CIRC2332 N/A 3133L8SV8 2036-11-01 2 N/A 162993356.00 79319193.13 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0046 N/A 31427MBQ3 2055-01-01 6 N/A 515402.00 375011.93 Agency Mortgage-Backed Securities FEPC 04.500 CIQO4806 N/A 3133WPKT1 2041-01-01 4.5 N/A 1462874.00 1434920.66 Agency Mortgage-Backed Securities FEPC 05.000 CLTB7471 N/A 3142K9JR7 2056-07-01 5 N/A 3155253.00 3144874.67 Agency Mortgage-Backed Securities FEPC 06.000 CLTB5353 N/A 3142K65P2 2056-06-01 6 N/A 1125737.00 1179164.85 Agency Mortgage-Backed Securities FEPC 02.000 CIQN4224 N/A 3133GAVR4 2035-11-01 2 N/A 500000.00 196793.73 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0314 N/A 3142GQK43 2053-11-01 6 N/A 1365360.00 992787.14 Agency Mortgage-Backed Securities FEPC 06.500 CIRC3453 N/A 3133L9ZS5 2040-01-01 6.5 N/A 4728831.00 3373676.83 Agency Mortgage-Backed Securities FEPC 07.500 CTQK1690 N/A 3133D42X0 2044-04-01 7.5 N/A 1260059.00 1030592.81 Agency Mortgage-Backed Securities FEPC 05.000 CLZS1271 N/A 3132A1MU5 2035-12-01 5 N/A 7575545.00 64659.77 Agency Mortgage-Backed Securities FEPC 06.500 CLSL1882 N/A 31427PCU6 2055-05-01 6.5 N/A 151835418.00 103467789.42 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8008 N/A 3131Y23R7 2048-09-01 4.5 N/A 9519035.00 1938572.98 Agency Mortgage-Backed Securities FEPC 06.000 CLZI5664 N/A 3131WJJH7 2037-01-01 6 N/A 842474.00 2012.38 Agency Mortgage-Backed Securities FEPC 05.000 CLQG3673 N/A 3133C4CJ1 2053-05-01 5 N/A 2201828.00 1657616.61 Agency Mortgage-Backed Securities FEPC 03.000 CIZS7331 N/A 3132A8EC9 2030-12-01 3 N/A 31000.00 2932.52 Agency Mortgage-Backed Securities FEPC 04.500 CTRB5393 N/A 3133KY7E3 2046-04-01 4.5 N/A 35705890.00 34386099.22 Agency Mortgage-Backed Securities FEPC 03.500 CLSL3216 N/A 31427QSE3 2052-06-01 3.5 N/A 10366053.00 9176284.22 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ6832 N/A 3142GXSW8 2056-06-01 4.5 N/A 14024261.00 13560226.25 Agency Mortgage-Backed Securities FEPC 06.500 CLQH3942 N/A 3133CGLX3 2053-10-01 6.5 N/A 289260.00 168361.42 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5551 N/A 31427TEZ5 2056-05-01 5.5 N/A 22658144.00 22879410.37 Agency Mortgage-Backed Securities FEPC 05.000 CLTB3371 N/A 3142K4W93 2056-05-01 5 N/A 1064871.00 1058544.40 Agency Mortgage-Backed Securities FEPC 05.500 CTRB5395 N/A 3133KY7G8 2046-04-01 5.5 N/A 980886.00 989724.79 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3183 N/A 31427QRD6 2055-09-01 5.5 N/A 2399016.00 2004861.00 Agency Mortgage-Backed Securities FEPC 04.000 CIQO4787 N/A 3133WPJ89 2041-01-01 4 N/A 823904.00 787939.58 Agency Mortgage-Backed Securities FEPC 04.000 CIQO2576 N/A 3133WL2H6 2039-09-01 4 N/A 467954.00 326699.80 Agency Mortgage-Backed Securities FEPC 03.500 CLZL8173 N/A 3131XQCJ3 2044-06-01 3.5 N/A 1023615.00 115582.75 Agency Mortgage-Backed Securities FEPC 06.000 CLSL3461 N/A 31427QZ39 2055-10-01 6 N/A 55981234.00 52880162.85 Agency Mortgage-Backed Securities FEPC 03.500 CLSL4114 N/A 31427RSC5 2053-03-01 3.5 N/A 103000.00 91837.67 Agency Mortgage-Backed Securities FEPC 02.500 CTRB5139 N/A 3133KYV89 2041-12-01 2.5 N/A 1880000.00 1090848.46 Agency Mortgage-Backed Securities FEPC 07.500 CLZI2533 N/A 3131WEY65 2032-03-01 7.5 N/A 3287561.00 16309.43 Agency Mortgage-Backed Securities FEPC 04.000 CIRR0082 N/A 3142JCCU2 2041-05-01 4 N/A 2234644.00 2153664.40 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8474 N/A 3132DWMX8 2054-11-01 5 N/A 660000.00 566549.45 Agency Mortgage-Backed Securities FEPC 04.500 CLSL3215 N/A 31427QSD5 2055-02-01 4.5 N/A 10750443.00 10141110.67 Agency Mortgage-Backed Securities Y Moody's P-1 Standard & Poor's A-1 Fitch F1+ 2026-07-07 2026-07-07 2026-07-07 N N N 0.0365 2000000000.00 2000000000.00 0.0104 N N Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.64000000 N/A 549300HN4UKV1E2R3U73 BYJ7GH9W6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 1 7/8 TRIN D 34 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 100.00 105.82 U.S. Treasuries (including strips) 3 TPRN 48 254900HROIFWPRGM1V77 912803FB4 2048-02-15 0 N/A 400.00 135.49 U.S. Treasuries (including strips) TINT 02/15/56 N/A 912834ZP6 2056-02-15 0 N/A 0.05 0.01 U.S. Treasuries (including strips) TINT 11/15/52 N/A 912834F29 2052-11-15 0 N/A 401.04 105.29 U.S. Treasuries (including strips) 1 1/8 BOND 40 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 3218000.00 2039653.49 U.S. Treasuries (including strips) Y Fitch F1+ Standard & Poor's A-1 Moody's NR 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 2000000.00 2000000.00 0.0000 N Y Y N BlackRock Liquidity Funds 2026-07-08 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer