0001145549-24-042906.txt : 20240708 0001145549-24-042906.hdr.sgml : 20240708 20240708154155 ACCESSION NUMBER: 0001145549-24-042906 CONFORMED SUBMISSION TYPE: N-MFP3 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240630 FILED AS OF DATE: 20240708 DATE AS OF CHANGE: 20240708 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP3 SEC ACT: 1940 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 241104479 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-415-667-7000 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004506 Schwab Government Money Fund C000012381 Sweep Shares SWGXX C000151955 Investor Shares SNVXX C000222229 Ultra Shares SGUXX N-MFP3 1 primary_doc.xml N-MFP3 0000857156 XXXXXXXX 2024-06-30 Charles Schwab Family of Funds 0000857156 549300I77JNLD629OV19 Schwab Government Money Fund 549300622ITN50PWDE20 S000004506 3 N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 Deloitte & Touche LLP Denver CO Charles Schwab Investment Management, Inc. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Government N N 32 93 0.00 0.00 0.0000 0.0000 2024-06-01 0.00 0.00 0.0000 0.0000 2024-06-02 25997144993.22 44424057099.72 0.4188 0.7157 2024-06-03 29420997416.37 44600231495.35 0.4699 0.7124 2024-06-04 30324866190.31 44731573817.86 0.4834 0.7130 2024-06-05 26132052706.38 44299399399.42 0.4188 0.7100 2024-06-06 25411120698.53 44362366125.22 0.4069 0.7104 2024-06-07 0.00 0.00 0.0000 0.0000 2024-06-08 0.00 0.00 0.0000 0.0000 2024-06-09 25418431391.07 44372781556.46 0.4058 0.7084 2024-06-10 28639783608.57 44260456214.78 0.4580 0.7078 2024-06-11 31342569197.19 44034544018.89 0.5030 0.7067 2024-06-12 24449414775.64 44207144551.55 0.3916 0.7081 2024-06-13 27015869479.16 44754984243.98 0.4316 0.7149 2024-06-14 0.00 0.00 0.0000 0.0000 2024-06-15 0.00 0.00 0.0000 0.0000 2024-06-16 28443414213.24 44946629339.85 0.4537 0.7170 2024-06-17 30093298669.95 45262346413.83 0.4759 0.7158 2024-06-18 0.00 0.00 0.0000 0.0000 2024-06-19 25434177858.33 44992238220.94 0.4034 0.7136 2024-06-20 27254989287.36 44836224845.91 0.4333 0.7128 2024-06-21 0.00 0.00 0.0000 0.0000 2024-06-22 0.00 0.00 0.0000 0.0000 2024-06-23 28484575516.60 44689397453.75 0.4546 0.7132 2024-06-24 27879706685.57 44830142298.36 0.4444 0.7145 2024-06-25 29821484161.40 44657798817.35 0.4766 0.7138 2024-06-26 25816638616.78 44398695138.05 0.4137 0.7115 2024-06-27 27270416351.97 44417294547.98 0.4369 0.7115 2024-06-28 0.00 0.00 0.0000 0.0000 2024-06-29 0.00 0.00 0.0000 0.0000 2024-06-30 0.04 62203570987.24 62213140316.73 210451036.00 210898649.20 62212692703.57 62212345373.7500 Y 1.0000 0.0000 2024-06-01 0.0000 2024-06-02 0.0537 2024-06-03 0.0538 2024-06-04 0.0538 2024-06-05 0.0538 2024-06-06 0.0538 2024-06-07 0.0000 2024-06-08 0.0000 2024-06-09 0.0538 2024-06-10 0.0538 2024-06-11 0.0538 2024-06-12 0.0538 2024-06-13 0.0537 2024-06-14 0.0000 2024-06-15 0.0000 2024-06-16 0.0537 2024-06-17 0.0537 2024-06-18 0.0000 2024-06-19 0.0537 2024-06-20 0.0536 2024-06-21 0.0000 2024-06-22 0.0000 2024-06-23 0.0536 2024-06-24 0.0536 2024-06-25 0.0536 2024-06-26 0.0536 2024-06-27 0.0537 2024-06-28 0.0000 2024-06-29 0.0000 2024-06-30 0.0000 2024-06-01 0.0000 2024-06-02 0.9999 2024-06-03 0.9999 2024-06-04 0.9999 2024-06-05 0.9999 2024-06-06 0.9998 2024-06-07 0.0000 2024-06-08 0.0000 2024-06-09 0.9999 2024-06-10 0.9999 2024-06-11 0.9999 2024-06-12 0.9999 2024-06-13 0.9999 2024-06-14 0.0000 2024-06-15 0.0000 2024-06-16 0.9999 2024-06-17 0.9999 2024-06-18 0.0000 2024-06-19 0.9999 2024-06-20 0.9999 2024-06-21 0.0000 2024-06-22 0.0000 2024-06-23 0.9999 2024-06-24 0.9999 2024-06-25 0.9999 2024-06-26 0.9999 2024-06-27 0.9999 2024-06-28 0.0000 2024-06-29 0.0000 2024-06-30 N N Sweep Shares C000012381 0.00 19454800358.44 19454612298.0800 0.0000 2024-06-01 0.0000 2024-06-02 0.9999 2024-06-03 0.9999 2024-06-04 0.9999 2024-06-05 0.9999 2024-06-06 0.9998 2024-06-07 0.0000 2024-06-08 0.0000 2024-06-09 0.9999 2024-06-10 0.9999 2024-06-11 0.9999 2024-06-12 0.9999 2024-06-13 0.9999 2024-06-14 0.0000 2024-06-15 0.0000 2024-06-16 0.9999 2024-06-17 0.9999 2024-06-18 0.0000 2024-06-19 0.9999 2024-06-20 0.9999 2024-06-21 0.0000 2024-06-22 0.0000 2024-06-23 0.9999 2024-06-24 0.9999 2024-06-25 0.9999 2024-06-26 0.9999 2024-06-27 0.9999 2024-06-28 0.0000 2024-06-29 0.0000 2024-06-30 0.00 0.00 2024-06-01 0.00 0.00 2024-06-02 75344064.30 0.00 2024-06-03 284360327.63 0.00 2024-06-04 0.00 59758916.34 2024-06-05 0.00 202440678.91 2024-06-06 98785764.07 0.00 2024-06-07 0.00 0.00 2024-06-08 0.00 0.00 2024-06-09 95960552.31 0.00 2024-06-10 161621640.94 0.00 2024-06-11 0.00 285433874.12 2024-06-12 165152178.82 0.00 2024-06-13 108547463.14 0.00 2024-06-14 0.00 0.00 2024-06-15 0.00 0.00 2024-06-16 53692391.56 0.00 2024-06-17 426298214.36 0.00 2024-06-18 0.00 0.00 2024-06-19 0.00 385920423.16 2024-06-20 230833727.40 0.00 2024-06-21 0.00 0.00 2024-06-22 0.00 0.00 2024-06-23 0.00 83921979.23 2024-06-24 229907190.11 0.00 2024-06-25 0.00 152790658.09 2024-06-26 0.00 185097726.61 2024-06-27 89663726.74 0.00 2024-06-28 0.00 0.00 2024-06-29 0.00 0.00 2024-06-30 2020167241.38 1355364256.46 0.0000 2024-06-01 0.0000 2024-06-02 0.0494 2024-06-03 0.0494 2024-06-04 0.0494 2024-06-05 0.0494 2024-06-06 0.0494 2024-06-07 0.0000 2024-06-08 0.0000 2024-06-09 0.0494 2024-06-10 0.0494 2024-06-11 0.0494 2024-06-12 0.0494 2024-06-13 0.0493 2024-06-14 0.0000 2024-06-15 0.0000 2024-06-16 0.0493 2024-06-17 0.0493 2024-06-18 0.0000 2024-06-19 0.0493 2024-06-20 0.0492 2024-06-21 0.0000 2024-06-22 0.0000 2024-06-23 0.0492 2024-06-24 0.0492 2024-06-25 0.0492 2024-06-26 0.0492 2024-06-27 0.0493 2024-06-28 0.0000 2024-06-29 0.0000 2024-06-30 Y 110548.00 Broker-dealer 1.00 0.00 N Purchased Shares C000151955 0.00 24508374250.18 24508226504.6100 0.0000 2024-06-01 0.0000 2024-06-02 0.9999 2024-06-03 0.9999 2024-06-04 0.9999 2024-06-05 0.9999 2024-06-06 0.9998 2024-06-07 0.0000 2024-06-08 0.0000 2024-06-09 0.9999 2024-06-10 0.9999 2024-06-11 0.9999 2024-06-12 0.9999 2024-06-13 0.9999 2024-06-14 0.0000 2024-06-15 0.0000 2024-06-16 0.9999 2024-06-17 0.9999 2024-06-18 0.0000 2024-06-19 0.9999 2024-06-20 0.9999 2024-06-21 0.0000 2024-06-22 0.0000 2024-06-23 0.9999 2024-06-24 0.9999 2024-06-25 0.9999 2024-06-26 0.9999 2024-06-27 0.9999 2024-06-28 0.0000 2024-06-29 0.0000 2024-06-30 0.00 0.00 2024-06-01 0.00 0.00 2024-06-02 164208685.37 123475606.72 2024-06-03 271470242.57 144691546.00 2024-06-04 165368484.09 106249808.08 2024-06-05 147055987.79 175245417.94 2024-06-06 189308385.42 168445200.23 2024-06-07 0.00 0.00 2024-06-08 0.00 0.00 2024-06-09 149668367.73 108581705.64 2024-06-10 130852918.29 204182923.76 2024-06-11 137575259.51 118733075.16 2024-06-12 138014141.37 139126356.02 2024-06-13 103150183.37 128231441.52 2024-06-14 0.00 0.00 2024-06-15 0.00 0.00 2024-06-16 129061122.31 126025498.91 2024-06-17 202969530.40 130552509.00 2024-06-18 0.00 0.00 2024-06-19 156548790.61 136787005.16 2024-06-20 159049402.36 176889267.43 2024-06-21 0.00 0.00 2024-06-22 0.00 0.00 2024-06-23 167436031.51 106752239.88 2024-06-24 128446574.37 192156654.30 2024-06-25 157493976.37 130180462.77 2024-06-26 116172693.75 138449129.81 2024-06-27 126943303.24 138334937.21 2024-06-28 0.00 0.00 2024-06-29 0.00 0.00 2024-06-30 2940794080.43 2693090785.54 0.0000 2024-06-01 0.0000 2024-06-02 0.0504 2024-06-03 0.0504 2024-06-04 0.0504 2024-06-05 0.0504 2024-06-06 0.0504 2024-06-07 0.0000 2024-06-08 0.0000 2024-06-09 0.0504 2024-06-10 0.0504 2024-06-11 0.0504 2024-06-12 0.0504 2024-06-13 0.0503 2024-06-14 0.0000 2024-06-15 0.0000 2024-06-16 0.0503 2024-06-17 0.0503 2024-06-18 0.0000 2024-06-19 0.0503 2024-06-20 0.0502 2024-06-21 0.0000 2024-06-22 0.0000 2024-06-23 0.0502 2024-06-24 0.0502 2024-06-25 0.0502 2024-06-26 0.0502 2024-06-27 0.0503 2024-06-28 0.0000 2024-06-29 0.0000 2024-06-30 Y 140302.00 Broker-dealer 0.9995 0.00 N Ultra Shares C000222229 1000000.00 18249518094.95 18249506571.0600 0.0000 2024-06-01 0.0000 2024-06-02 0.9999 2024-06-03 0.9999 2024-06-04 0.9999 2024-06-05 0.9999 2024-06-06 0.9998 2024-06-07 0.0000 2024-06-08 0.0000 2024-06-09 0.9999 2024-06-10 0.9999 2024-06-11 0.9999 2024-06-12 0.9999 2024-06-13 0.9999 2024-06-14 0.0000 2024-06-15 0.0000 2024-06-16 0.9999 2024-06-17 0.9999 2024-06-18 0.0000 2024-06-19 0.9999 2024-06-20 0.9999 2024-06-21 0.0000 2024-06-22 0.0000 2024-06-23 0.9999 2024-06-24 0.9999 2024-06-25 0.9999 2024-06-26 0.9999 2024-06-27 0.9998 2024-06-28 0.0000 2024-06-29 0.0000 2024-06-30 0.00 0.00 2024-06-01 0.00 0.00 2024-06-02 288232065.68 60552658.76 2024-06-03 109381598.09 99809682.16 2024-06-04 339863733.72 97890886.86 2024-06-05 69863979.15 93363503.31 2024-06-06 84958447.30 81625754.95 2024-06-07 0.00 0.00 2024-06-08 0.00 0.00 2024-06-09 139092700.48 272823335.77 2024-06-10 79527755.02 111998482.98 2024-06-11 115028078.92 80300705.58 2024-06-12 60657905.19 107053847.24 2024-06-13 118231609.44 62884705.66 2024-06-14 0.00 0.00 2024-06-15 0.00 0.00 2024-06-16 92428559.95 68116559.02 2024-06-17 182852679.50 97827389.74 2024-06-18 0.00 0.00 2024-06-19 167479432.85 82062732.77 2024-06-20 99341315.27 399493968.37 2024-06-21 0.00 0.00 2024-06-22 0.00 0.00 2024-06-23 96814071.48 98640580.58 2024-06-24 109022781.87 207812520.08 2024-06-25 65963596.75 123026279.70 2024-06-26 85513979.25 144210708.62 2024-06-27 96832289.28 170900899.03 2024-06-28 0.00 0.00 2024-06-29 0.00 0.00 2024-06-30 2401086579.19 2460395201.18 0.0000 2024-06-01 0.0000 2024-06-02 0.0518 2024-06-03 0.0519 2024-06-04 0.0519 2024-06-05 0.0519 2024-06-06 0.0519 2024-06-07 0.0000 2024-06-08 0.0000 2024-06-09 0.0519 2024-06-10 0.0519 2024-06-11 0.0519 2024-06-12 0.0519 2024-06-13 0.0518 2024-06-14 0.0000 2024-06-15 0.0000 2024-06-16 0.0518 2024-06-17 0.0518 2024-06-18 0.0000 2024-06-19 0.0518 2024-06-20 0.0517 2024-06-21 0.0000 2024-06-22 0.0000 2024-06-23 0.0517 2024-06-24 0.0517 2024-06-25 0.0517 2024-06-26 0.0517 2024-06-27 0.0518 2024-06-28 0.0000 2024-06-29 0.0000 2024-06-30 Y 106498.00 Broker-dealer 0.9993 0.00 N BRIDGE WF II PARKWAY CLUB LLC TAXABLE M/F HOUSING RB SERIES 2021A 5.450000% 10807BAA7 2549005XOAOA3RHT9B41 US10807BAA70 Variable Rate Demand Note Y 2024-07-05 2024-07-05 2061-10-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0545 56900000.00 56900000.00 0.0009 N N Y N FARR LIFE LLC TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 5.450000% 31164GAA9 US31164GAA94 Variable Rate Demand Note Y 2024-07-05 2024-07-05 2072-03-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0545 5000000.00 5000000.00 0.0001 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.875000% 3130A2UW4 2549001DPIFGXC1TOL40 US3130A2UW45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-09-13 2024-09-13 2024-09-13 N N N 0.0529 58258131.40 58258131.40 0.0009 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.750000% 3130A3GE8 2549001DPIFGXC1TOL40 US3130A3GE85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-12-13 2024-12-13 2024-12-13 N N N 0.0533 28460282.98 28460282.98 0.0005 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.500000% 3130AGWK7 2549001DPIFGXC1TOL40 US3130AGWK72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-15 2024-08-15 2024-08-15 N N N 0.0538 54521662.14 54521662.14 0.0009 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3.000000% 3130ASME6 2549001DPIFGXC1TOL40 US3130ASME60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-08 2024-07-08 2024-07-08 N N N 0.0577 88800676.70 88800676.70 0.0014 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.440000% 3130AST90 2549001DPIFGXC1TOL40 US3130AST900 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-07-26 2024-07-26 N N N 0.0533 119110191.39 119110191.39 0.0019 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.500000% 3130ATT31 2549001DPIFGXC1TOL40 US3130ATT312 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-03 2024-10-03 2024-10-03 N N N 0.0531 95860772.50 95860772.50 0.0015 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.875000% 3130ATVD6 2549001DPIFGXC1TOL40 US3130ATVD69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-09-13 2024-09-13 2024-09-13 N N N 0.0531 105561002.39 105561002.39 0.0017 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.440000% 3130AV6N7 2549001DPIFGXC1TOL40 US3130AV6N76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-09-04 2024-09-04 N N N 0.0538 95515642.90 95515642.90 0.0015 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.460000% 3130AVWL2 2549001DPIFGXC1TOL40 US3130AVWL23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-05-01 2025-05-01 N N N 0.0543 71738052.62 71738052.62 0.0012 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.460000% 3130AVYS5 2549001DPIFGXC1TOL40 US3130AVYS57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-11-18 2024-11-18 N N N 0.0533 71844056.48 71844056.48 0.0012 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.480000% 3130AW4S6 2549001DPIFGXC1TOL40 US3130AW4S63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-05-19 2025-05-19 N N N 0.0543 239477668.30 239477668.30 0.0038 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.500000% 3130AWLH1 2549001DPIFGXC1TOL40 US3130AWLH13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-07-10 2025-07-10 N N N 0.0543 96503721.58 96503721.58 0.0016 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.500000% 3130AWNS5 2549001DPIFGXC1TOL40 US3130AWNS59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-07-28 2025-07-28 N N N 0.0543 96011528.82 96011528.82 0.0015 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.480000% 3130AWPC8 2549001DPIFGXC1TOL40 US3130AWPC89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-04-21 2025-04-21 N N N 0.0543 72049062.24 72049062.24 0.0012 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.475000% 3130AWVS6 2549001DPIFGXC1TOL40 US3130AWVS67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-05-14 2025-05-14 N N N 0.0543 143898758.96 143898758.96 0.0023 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.480000% 3130AWX39 2549001DPIFGXC1TOL40 US3130AWX391 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-06-17 2025-06-17 N N N 0.0543 240095139.46 240095139.46 0.0039 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.495000% 3130AWZJ2 2549001DPIFGXC1TOL40 US3130AWZJ23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-08-22 2025-08-22 N N N 0.0545 144029918.68 144029918.68 0.0023 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.450000% 3130AX7E2 2549001DPIFGXC1TOL40 US3130AX7E23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-13 2024-08-13 2024-08-13 N N N 0.0543 143866287.11 143866287.11 0.0023 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.400000% 3130AXHK7 2549001DPIFGXC1TOL40 US3130AXHK70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-10 2024-10-10 2024-10-10 N N N 0.0551 72043420.25 72043420.25 0.0012 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.525000% 3130AXM54 2549001DPIFGXC1TOL40 US3130AXM541 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-10-24 2025-10-24 N N N 0.0539 96050586.24 96050586.24 0.0015 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.530000% 3130AXPB8 2549001DPIFGXC1TOL40 US3130AXPB89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-10-30 2025-10-30 N N N 0.0539 48124695.02 48124695.02 0.0008 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.440000% 3130AXPH5 2549001DPIFGXC1TOL40 US3130AXPH59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-11-27 2024-11-27 N N N 0.0539 149349515.35 149349515.35 0.0024 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.540000% 3130AXTB4 2549001DPIFGXC1TOL40 US3130AXTB44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-11-14 2025-11-14 N N N 0.0539 96265358.28 96265358.28 0.0015 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.280000% 3130AXX78 2549001DPIFGXC1TOL40 US3130AXX787 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-01 2024-11-01 2024-11-01 N N N 0.0555 239943265.04 239943265.04 0.0039 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.185000% 3130AY4D5 2549001DPIFGXC1TOL40 US3130AY4D58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-10-30 2024-10-30 2024-10-30 N N N 0.0550 96457057.12 96457057.12 0.0016 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.455000% 3130AY5Y8 2549001DPIFGXC1TOL40 US3130AY5Y86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-06-16 2025-06-16 N N N 0.0543 240437629.42 240437629.42 0.0039 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.550000% 3130AYAA4 2549001DPIFGXC1TOL40 US3130AYAA45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-12-26 2025-12-26 N N N 0.0549 96247058.15 96247058.15 0.0015 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.830000% 3130AYFU5 2549001DPIFGXC1TOL40 US3130AYFU53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-02 2025-01-02 2025-01-02 N N N 0.0533 47981316.14 47981316.14 0.0008 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.770000% 3130AYKM7 2549001DPIFGXC1TOL40 US3130AYKM72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-21 2025-01-21 2025-01-21 N N N 0.0532 335991726.33 335991726.33 0.0054 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.770000% 3130AYMH6 2549001DPIFGXC1TOL40 US3130AYMH69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-21 2025-01-21 2025-01-21 N N N 0.0532 373878611.25 373878611.25 0.0060 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 4.800000% 3130AYRU2 2549001DPIFGXC1TOL40 US3130AYRU26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-23 2025-01-23 2025-01-23 N N N 0.0532 144088774.68 144088774.68 0.0023 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.365000% 3130AYZ25 2549001DPIFGXC1TOL40 US3130AYZ251 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-11-14 2024-11-14 N N N 0.0539 240903897.76 240903897.76 0.0039 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.435000% 3130AYZX7 2549001DPIFGXC1TOL40 US3130AYZX72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-09-19 2025-09-19 N N N 0.0545 273868326.79 273868326.79 0.0044 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.365000% 3130B0A25 2549001DPIFGXC1TOL40 US3130B0A252 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-10-25 2024-10-25 N N N 0.0539 144502332.23 144502332.23 0.0023 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.410000% 3130B0DN6 2549001DPIFGXC1TOL40 US3130B0DN62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-04-04 2025-04-04 2025-04-04 N N N 0.0548 192665780.35 192665780.35 0.0031 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.410000% 3130B0EK1 2549001DPIFGXC1TOL40 US3130B0EK15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-04-07 2025-04-07 2025-04-07 N N N 0.0549 168596338.91 168596338.91 0.0027 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.380000% 3130B0H93 2549001DPIFGXC1TOL40 US3130B0H935 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-04-14 2025-04-14 2025-04-14 N N N 0.0558 240618323.48 240618323.48 0.0039 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.380000% 3130B0HN2 2549001DPIFGXC1TOL40 US3130B0HN27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-03-14 2025-03-14 N N N 0.0543 96389192.60 96389192.60 0.0015 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.360000% 3130B0MR7 2549001DPIFGXC1TOL40 US3130B0MR75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-04-25 2025-04-25 2025-04-25 N N N 0.0553 144387873.25 144387873.25 0.0023 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.430000% 3130B0QU6 2549001DPIFGXC1TOL40 US3130B0QU68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-05-02 2025-05-02 2025-05-02 N N N 0.0551 72241282.28 72241282.28 0.0012 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.450000% 3130B0UW7 2549001DPIFGXC1TOL40 US3130B0UW78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-05-12 2025-05-12 2025-05-12 N N N 0.0554 144489385.34 144489385.34 0.0023 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.350000% 3130B0WW5 2549001DPIFGXC1TOL40 US3130B0WW50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-11-19 2024-11-19 N N N 0.0533 192837088.94 192837088.94 0.0031 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.500000% 3130B0ZZ5 2549001DPIFGXC1TOL40 US3130B0ZZ54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-05-20 2025-05-20 2025-05-20 N N N 0.0573 96206580.15 96206580.15 0.0015 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.350000% 3130B14J3 2549001DPIFGXC1TOL40 US3130B14J33 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-10-25 2024-10-25 N N N 0.0539 144495501.72 144495501.72 0.0023 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.540000% 3130B1B55 2549001DPIFGXC1TOL40 US3130B1B555 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-06-02 2025-06-02 2025-06-02 N N N 0.0591 119999778.36 119999778.36 0.0019 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.350000% 3130B1B71 2549001DPIFGXC1TOL40 US3130B1B712 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-10-02 2024-10-02 N N N 0.0538 240703540.70 240703540.70 0.0039 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.350000% 3130B1BF3 2549001DPIFGXC1TOL40 US3130B1BF30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-10-03 2024-10-03 N N N 0.0538 216802740.35 216802740.35 0.0035 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.480000% 3130B1DE4 2549001DPIFGXC1TOL40 US3130B1DE47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-06-09 2025-06-09 2025-06-09 N N N 0.0545 132302135.32 132302135.32 0.0021 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.345000% 3130B1MV6 2549001DPIFGXC1TOL40 US3130B1MV60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-10-07 2024-10-07 N N N 0.0536 120404604.10 120404604.10 0.0019 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.170000% 3130B1P92 2549001DPIFGXC1TOL40 US3130B1P928 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-07 2025-07-07 2025-07-07 N N N 0.0559 88024830.40 88024830.40 0.0014 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.235000% 3130B1Q91 2549001DPIFGXC1TOL40 US3130B1Q918 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-11 2025-07-11 2025-07-11 N N N 0.0559 88081819.23 88081819.23 0.0014 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 5.500000% 3130B1QB6 2549001DPIFGXC1TOL40 US3130B1QB60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-07-11 2025-07-11 2025-07-11 N N N 0.0580 88129490.70 88129490.70 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312B74 254900C5LP6DN9OP9V83 US313312B741 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-08-12 2024-08-12 2024-08-12 N N N 0.0523 47785846.88 47785846.88 0.0008 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312G38 254900C5LP6DN9OP9V83 US313312G385 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-09-17 2024-09-17 2024-09-17 N N N 0.0519 95076624.50 95076624.50 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312G61 254900C5LP6DN9OP9V83 US313312G617 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-09-20 2024-09-20 2024-09-20 N N N 0.0519 37934976.00 37934976.00 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312R77 254900C5LP6DN9OP9V83 US313312R770 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-12-02 2024-12-02 2024-12-02 N N N 0.0506 70608320.68 70608320.68 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312T67 254900C5LP6DN9OP9V83 US313312T677 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-12-17 2024-12-17 2024-12-17 N N N 0.0506 47133474.34 47133474.34 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000% 313312ZF0 254900C5LP6DN9OP9V83 US313312ZF04 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-07-11 2024-07-11 2024-07-11 N N N 0.0524 66973152.82 66973152.82 0.0011 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384C23 2549001DPIFGXC1TOL40 US313384C235 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-08-15 2024-08-15 2024-08-15 N N N 0.0523 95529806.35 95529806.35 0.0015 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384E62 2549001DPIFGXC1TOL40 US313384E629 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-09-04 2024-09-04 2024-09-04 N N N 0.0519 101495158.68 101495158.68 0.0016 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384F53 2549001DPIFGXC1TOL40 US313384F535 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-09-11 2024-09-11 2024-09-11 N N N 0.0519 344632925.00 344632925.00 0.0055 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384F79 2549001DPIFGXC1TOL40 US313384F790 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-09-13 2024-09-13 2024-09-13 N N N 0.0519 222502313.25 222502313.25 0.0036 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384H51 2549001DPIFGXC1TOL40 US313384H515 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-09-27 2024-09-27 2024-09-27 N N N 0.0519 118524387.68 118524387.68 0.0019 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384K32 2549001DPIFGXC1TOL40 US313384K329 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-10-11 2024-10-11 2024-10-11 N N N 0.0515 237084486.22 237084486.22 0.0038 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384M63 2549001DPIFGXC1TOL40 US313384M630 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-10-30 2024-10-30 2024-10-30 N N N 0.0515 354792712.93 354792712.93 0.0057 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384M71 2549001DPIFGXC1TOL40 US313384M713 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-10-31 2024-10-31 2024-10-31 N N N 0.0515 47338090.49 47338090.49 0.0008 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384P60 2549001DPIFGXC1TOL40 US313384P609 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-11-15 2024-11-15 2024-11-15 N N N 0.0508 196048888.00 196048888.00 0.0032 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384Q51 2549001DPIFGXC1TOL40 US313384Q516 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-11-22 2024-11-22 2024-11-22 N N N 0.0508 195067928.66 195067928.66 0.0031 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384T25 2549001DPIFGXC1TOL40 US313384T254 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-12-13 2024-12-13 2024-12-13 N N N 0.0506 170188263.00 170188263.00 0.0027 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384T74 2549001DPIFGXC1TOL40 US313384T742 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-12-18 2024-12-18 2024-12-18 N N N 0.0506 235145608.72 235145608.72 0.0038 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384ZF9 2549001DPIFGXC1TOL40 US313384ZF98 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-07-11 2024-07-11 2024-07-11 N N N 0.0524 23954629.92 23954629.92 0.0004 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384ZG7 2549001DPIFGXC1TOL40 US313384ZG71 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-07-12 2024-07-12 2024-07-12 N N N 0.0524 336014536.04 336014536.04 0.0054 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384ZP7 2549001DPIFGXC1TOL40 US313384ZP70 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-07-19 2024-07-19 2024-07-19 N N N 0.0524 192211237.00 192211237.00 0.0031 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313384ZS1 2549001DPIFGXC1TOL40 US313384ZS10 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2024-07-22 2024-07-22 2024-07-22 N N N 0.0524 143796393.00 143796393.00 0.0023 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385AC0 2549001DPIFGXC1TOL40 US313385AC08 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-01-03 2025-01-03 2025-01-03 N N N 0.0501 117236339.50 117236339.50 0.0019 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385AK2 2549001DPIFGXC1TOL40 US313385AK24 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-01-10 2025-01-10 2025-01-10 N N N 0.0501 188129958.30 188129958.30 0.0030 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385AY2 2549001DPIFGXC1TOL40 US313385AY28 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-01-23 2025-01-23 2025-01-23 N N N 0.0501 117387031.67 117387031.67 0.0019 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385BE5 2549001DPIFGXC1TOL40 US313385BE54 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-01-29 2025-01-29 2025-01-29 N N N 0.0501 163560382.46 163560382.46 0.0026 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385BG0 2549001DPIFGXC1TOL40 US313385BG03 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-01-31 2025-01-31 2025-01-31 N N N 0.0501 186789444.82 186789444.82 0.0030 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385BP0 2549001DPIFGXC1TOL40 US313385BP02 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-02-07 2025-02-07 2025-02-07 N N N 0.0495 224958540.64 224958540.64 0.0036 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385BS4 2549001DPIFGXC1TOL40 US313385BS41 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-02-10 2025-02-10 2025-02-10 N N N 0.0495 135828428.01 135828428.01 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385BV7 2549001DPIFGXC1TOL40 US313385BV79 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-02-13 2025-02-13 2025-02-13 N N N 0.0495 139934802.83 139934802.83 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385BW5 2549001DPIFGXC1TOL40 US313385BW52 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-02-14 2025-02-14 2025-02-14 N N N 0.0495 186585548.07 186585548.07 0.0030 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385DU7 2549001DPIFGXC1TOL40 US313385DU78 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-04-01 2025-04-01 2025-04-01 N N N 0.0487 190684429.59 190684429.59 0.0031 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385ES1 2549001DPIFGXC1TOL40 US313385ES14 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-04-23 2025-04-23 2025-04-23 N N N 0.0487 138661256.42 138661256.42 0.0022 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385FW1 2549001DPIFGXC1TOL40 US313385FW17 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-05-21 2025-05-21 2025-05-21 N N N 0.0482 92088199.13 92088199.13 0.0015 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.000000% 313385GL4 2549001DPIFGXC1TOL40 US313385GL43 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2025-06-04 2025-06-04 2025-06-04 N N N 0.0482 6966710.39 6966710.39 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.520000% 3133EN2C3 254900C5LP6DN9OP9V83 US3133EN2C35 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-10-16 2024-10-16 N N N 0.0539 123857917.36 123857917.36 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.510000% 3133EN6L9 254900C5LP6DN9OP9V83 US3133EN6L97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-01-23 2025-01-23 N N N 0.0541 38228702.34 38228702.34 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.440000% 3133ENE89 254900C5LP6DN9OP9V83 US3133ENE891 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-08-08 2024-08-08 N N N 0.0538 12300975.02 12300975.02 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 0.875000% 3133ENEJ5 254900C5LP6DN9OP9V83 US3133ENEJ55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-18 2024-11-18 2024-11-18 N N N 0.0534 70867968.18 70867968.18 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.405000% 3133ENF70 254900C5LP6DN9OP9V83 US3133ENF708 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-08-12 2024-08-12 N N N 0.0537 74599540.46 74599540.46 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.420000% 3133ENH60 254900C5LP6DN9OP9V83 US3133ENH605 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-07-22 2024-07-22 N N N 0.0533 47702741.80 47702741.80 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 3.375000% 3133ENJ84 254900C5LP6DN9OP9V83 US3133ENJ841 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-08-26 2024-08-26 2024-08-26 N N N 0.0552 148524956.92 148524956.92 0.0024 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.425000% 3133ENK25 254900C5LP6DN9OP9V83 US3133ENK252 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0543 90500000.00 90500000.00 0.0015 N Y Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 1.125000% 3133ENKS8 254900C5LP6DN9OP9V83 US3133ENKS80 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-06 2025-01-06 2025-01-06 N N N 0.0536 9445419.71 9445419.71 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.470000% 3133ENX54 254900C5LP6DN9OP9V83 US3133ENX545 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-11-01 2024-11-01 N N N 0.0535 114257899.40 114257899.40 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.480000% 3133ENY61 254900C5LP6DN9OP9V83 US3133ENY618 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-11-07 2024-11-07 N N N 0.0535 47626974.92 47626974.92 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.425000% 3133EP6Y6 254900C5LP6DN9OP9V83 US3133EP6Y63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2026-04-01 2026-04-01 N N N 0.0555 86517786.08 86517786.08 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.450000% 3133EPBX2 254900C5LP6DN9OP9V83 US3133EPBX25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2024-12-26 2024-12-26 N N N 0.0541 119744259.08 119744259.08 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.465000% 3133EPCM5 254900C5LP6DN9OP9V83 US3133EPCM50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-03-07 2025-03-07 N N N 0.0539 71651574.91 71651574.91 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.495000% 3133EPD44 254900C5LP6DN9OP9V83 US3133EPD443 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-11-14 2025-11-14 N N N 0.0549 168292059.22 168292059.22 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.465000% 3133EPE76 254900C5LP6DN9OP9V83 US3133EPE763 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-05-20 2025-05-20 N N N 0.0543 144287905.76 144287905.76 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.465000% 3133EPE84 254900C5LP6DN9OP9V83 US3133EPE847 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-08-20 2025-08-20 N N N 0.0544 81718786.10 81718786.10 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.490000% 3133EPEX9 254900C5LP6DN9OP9V83 US3133EPEX97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-01-03 2025-01-03 N N N 0.0539 48933195.27 48933195.27 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.475000% 3133EPGJ8 254900C5LP6DN9OP9V83 US3133EPGJ85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-04-21 2025-04-21 N N N 0.0543 91458494.17 91458494.17 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.495000% 3133EPH24 254900C5LP6DN9OP9V83 US3133EPH246 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-11-28 2025-11-28 N N N 0.0549 18910666.59 18910666.59 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.500000% 3133EPJR7 254900C5LP6DN9OP9V83 US3133EPJR74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-05-15 2025-05-15 N N N 0.0539 24012744.24 24012744.24 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.510000% 3133EPLA1 254900C5LP6DN9OP9V83 US3133EPLA12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-06-02 2025-06-02 N N N 0.0545 143756178.08 143756178.08 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.490000% 3133EPM69 254900C5LP6DN9OP9V83 US3133EPM691 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-12-15 2025-12-15 N N N 0.0548 14409469.59 14409469.59 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.460000% 3133EPM85 254900C5LP6DN9OP9V83 US3133EPM857 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-09-15 2025-09-15 N N N 0.0544 96220016.33 96220016.33 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.510000% 3133EPNN1 254900C5LP6DN9OP9V83 US3133EPNN15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-06-30 2025-06-30 N N N 0.0543 134354839.96 134354839.96 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.465200% 3133EPNY7 254900C5LP6DN9OP9V83 US3133EPNY79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-02 2025-06-30 2025-06-30 N N N 0.0546 143798240.51 143798240.51 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.465000% 3133EPP82 254900C5LP6DN9OP9V83 US3133EPP827 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-10-21 2025-10-21 N N N 0.0546 192500734.87 192500734.87 0.0031 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.495000% 3133EPPB5 254900C5LP6DN9OP9V83 US3133EPPB58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-05-02 2025-05-02 N N N 0.0543 239798439.12 239798439.12 0.0039 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.500000% 3133EPQQ1 254900C5LP6DN9OP9V83 US3133EPQQ19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-07-21 2025-07-21 N N N 0.0543 28831674.53 28831674.53 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.460000% 3133EPQR9 254900C5LP6DN9OP9V83 US3133EPQR91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-01-21 2025-01-21 N N N 0.0541 172680400.53 172680400.53 0.0028 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.490000% 3133EPRC1 254900C5LP6DN9OP9V83 US3133EPRC14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-05-27 2025-05-27 N N N 0.0543 38332555.77 38332555.77 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.485000% 3133EPRU1 254900C5LP6DN9OP9V83 US3133EPRU12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-04-28 2025-04-28 N N N 0.0543 71952781.79 71952781.79 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.465000% 3133EPSZ9 254900C5LP6DN9OP9V83 US3133EPSZ99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-06-11 2025-06-11 N N N 0.0542 143855524.06 143855524.06 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.465000% 3133EPU45 254900C5LP6DN9OP9V83 US3133EPU454 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-11-10 2025-11-10 N N N 0.0538 38543365.25 38543365.25 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.480000% 3133EPUF0 254900C5LP6DN9OP9V83 US3133EPUF08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-06-24 2025-06-24 N N N 0.0543 86472275.33 86472275.33 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 4.625000% 3133EPW50 254900C5LP6DN9OP9V83 US3133EPW500 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-02 2025-01-02 2025-01-02 N N N 0.0529 45053560.14 45053560.14 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.480000% 3133EPWV3 254900C5LP6DN9OP9V83 US3133EPWV30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-09-26 2025-09-26 N N N 0.0544 52824956.45 52824956.45 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.495000% 3133EPXS9 254900C5LP6DN9OP9V83 US3133EPXS91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-10-06 2025-10-06 N N N 0.0544 228652258.66 228652258.66 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.455000% 3133EPY58 254900C5LP6DN9OP9V83 US3133EPY589 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-10-29 2025-10-29 N N N 0.0545 149988496.46 149988496.46 0.0024 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.485200% 3133EPYQ2 254900C5LP6DN9OP9V83 US3133EPYQ27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-02 2025-07-17 2025-07-17 N N N 0.0546 158741491.82 158741491.82 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.500000% 3133EPYR0 254900C5LP6DN9OP9V83 US3133EPYR00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-10-17 2025-10-17 N N N 0.0549 96156742.25 96156742.25 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.480000% 3133EPZ57 254900C5LP6DN9OP9V83 US3133EPZ578 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2026-01-30 2026-01-30 N N N 0.0547 99670439.11 99670439.11 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.000000% 3133ERAF8 254900C5LP6DN9OP9V83 US3133ERAF83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-04-04 2025-04-04 2025-04-04 N N N 0.0525 19263381.72 19263381.72 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.390000% 3133ERBW0 254900C5LP6DN9OP9V83 US3133ERBW08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-06-20 2025-06-20 N N N 0.0541 33804732.00 33804732.00 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.435000% 3133ERBY6 254900C5LP6DN9OP9V83 US3133ERBY63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2026-04-17 2026-04-17 N N N 0.0543 96468148.05 96468148.05 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.445000% 3133ERDP3 254900C5LP6DN9OP9V83 US3133ERDP39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2026-05-06 2026-05-06 N N N 0.0546 38010115.22 38010115.22 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.425000% 3133EREA5 254900C5LP6DN9OP9V83 US3133EREA50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2026-05-08 2026-05-08 N N N 0.0545 144529044.78 144529044.78 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.420000% 3133ERFS5 254900C5LP6DN9OP9V83 US3133ERFS59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2026-01-28 2026-01-28 N N N 0.0545 96414681.72 96414681.72 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.390000% 3133ERGJ4 254900C5LP6DN9OP9V83 US3133ERGJ42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2025-08-06 2025-08-06 N N N 0.0540 96323499.13 96323499.13 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.415000% 3133ERGK1 254900C5LP6DN9OP9V83 US3133ERGK15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2026-05-07 2026-05-07 N N N 0.0540 96315509.12 96315509.12 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.440000% 3133ERHZ7 254900C5LP6DN9OP9V83 US3133ERHZ74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2026-06-24 2026-06-24 N N N 0.0544 132783399.30 132783399.30 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.450000% 3133ERJD4 254900C5LP6DN9OP9V83 US3133ERJD45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2026-06-24 2026-06-24 N N N 0.0548 88914570.71 88914570.71 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING CORP 5.425000% 3133ERKD2 254900C5LP6DN9OP9V83 US3133ERKD26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-05 2026-05-05 2026-05-05 N N N 0.0543 88307834.86 88307834.86 0.0014 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 5.360000% 3134GY3S9 S6XOOCT0IEG5ABCC6L87 US3134GY3S93 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-11-22 2024-11-22 2024-11-22 N N N 0.0547 28871186.99 28871186.99 0.0005 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.500000% 3135G04Z3 B1V7KEBTPIMZEU4LTD58 US3135G04Z35 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-06-17 2025-06-17 2025-06-17 N N N 0.0517 94505742.97 94505742.97 0.0015 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 5.440000% 3135G07G2 B1V7KEBTPIMZEU4LTD58 US3135G07G27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-01 2026-06-18 2026-06-18 N N N 0.0547 88516046.82 88516046.82 0.0014 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.750000% 3135G0V75 B1V7KEBTPIMZEU4LTD58 US3135G0V753 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-07-02 2024-07-02 2024-07-02 N N N 0.0567 66589664.34 66589664.34 0.0011 N N Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.625000% 3135G0X24 B1V7KEBTPIMZEU4LTD58 US3135G0X247 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2025-01-07 2025-01-07 2025-01-07 N N N 0.0532 40618828.11 40618828.11 0.0007 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 2.625000% 3135G0ZR7 B1V7KEBTPIMZEU4LTD58 US3135G0ZR78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2024-09-06 2024-09-06 2024-09-06 N N N 0.0536 82867683.81 82867683.81 0.0013 N N N N GINA RISTOW BELLING 2022 TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 5.450000% 37611JAA9 US37611JAA97 Variable Rate Demand Note Y 2024-07-05 2024-07-05 2072-06-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0545 20310000.00 20310000.00 0.0003 N N Y N RIVERSIDE HOME LENDING TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 5.450000% 769141AA0 US769141AA08 Variable Rate Demand Note Y 2024-07-05 2024-07-05 2061-09-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0545 77300000.00 77300000.00 0.0012 N N Y N United States Treasury UNITED STATES TREASURY 2.125000% 9128282Y5 254900HROIFWPRGM1V77 US9128282Y56 U.S. Treasury Debt Y 2024-09-30 2024-09-30 2024-09-30 N N N 0.0539 128055162.72 128055162.72 0.0021 N Y Y N United States Treasury UNITED STATES TREASURY 2.250000% 9128283P3 254900HROIFWPRGM1V77 US9128283P31 U.S. Treasury Debt Y 2024-12-31 2024-12-31 2024-12-31 N N N 0.0535 84907373.25 84907373.25 0.0014 N Y Y N United States Treasury UNITED STATES TREASURY 2.750000% 9128283Z1 254900HROIFWPRGM1V77 US9128283Z13 U.S. Treasury Debt Y 2025-02-28 2025-02-28 2025-02-28 N N N 0.0525 71128135.57 71128135.57 0.0011 N Y Y N United States Treasury UNITED STATES TREASURY 2.250000% 912828G38 254900HROIFWPRGM1V77 US912828G385 U.S. Treasury Debt Y 2024-11-15 2024-11-15 2024-11-15 N N N 0.0540 119701971.95 119701971.95 0.0019 N Y Y N United States Treasury UNITED STATES TREASURY 1.750000% 912828Y87 254900HROIFWPRGM1V77 US912828Y875 U.S. Treasury Debt Y 2024-07-31 2024-07-31 2024-07-31 N N N 0.0533 79762316.80 79762316.80 0.0013 N Y Y N United States Treasury UNITED STATES TREASURY 1.500000% 912828YM6 254900HROIFWPRGM1V77 US912828YM69 U.S. Treasury Debt Y 2024-10-31 2024-10-31 2024-10-31 N N N 0.0542 89931876.62 89931876.62 0.0014 N Y Y N United States Treasury UNITED STATES TREASURY 1.500000% 912828YV6 254900HROIFWPRGM1V77 US912828YV68 U.S. Treasury Debt Y 2024-11-30 2024-11-30 2024-11-30 N N N 0.0535 150308172.86 150308172.86 0.0024 N Y Y N United States Treasury UNITED STATES TREASURY 0.375000% 91282CCT6 254900HROIFWPRGM1V77 US91282CCT62 U.S. Treasury Debt Y 2024-08-15 2024-08-15 2024-08-15 N N N 0.0540 141221068.87 141221068.87 0.0023 N Y Y N United States Treasury UNITED STATES TREASURY 0.375000% 91282CCX7 254900HROIFWPRGM1V77 US91282CCX74 U.S. Treasury Debt Y 2024-09-15 2024-09-15 2024-09-15 N N N 0.0534 149764890.53 149764890.53 0.0024 N Y Y N United States Treasury UNITED STATES TREASURY 0.625000% 91282CDB4 254900HROIFWPRGM1V77 US91282CDB46 U.S. Treasury Debt Y 2024-10-15 2024-10-15 2024-10-15 N N N 0.0541 85318601.17 85318601.17 0.0014 N Y Y N United States Treasury UNITED STATES TREASURY 0.750000% 91282CDH1 254900HROIFWPRGM1V77 US91282CDH16 U.S. Treasury Debt Y 2024-11-15 2024-11-15 2024-11-15 N N N 0.0538 174104240.16 174104240.16 0.0028 N Y Y N United States Treasury UNITED STATES TREASURY 1.750000% 91282CED9 254900HROIFWPRGM1V77 US91282CED92 U.S. Treasury Debt Y 2025-03-15 2025-03-15 2025-03-15 N N N 0.0525 70566868.50 70566868.50 0.0011 N Y Y N United States Treasury UNITED STATES TREASURY 3.000000% 91282CFA4 254900HROIFWPRGM1V77 US91282CFA45 U.S. Treasury Debt Y 2024-07-31 2024-07-31 2024-07-31 N N N 0.0533 116470314.56 116470314.56 0.0019 N Y Y N United States Treasury UNITED STATES TREASURY 5.505200% 91282CGF2 254900HROIFWPRGM1V77 US91282CGF23 U.S. Treasury Debt Y 2024-07-01 2025-01-31 2025-01-31 N N N 0.0531 426303301.75 426303301.75 0.0069 N Y Y N United States Treasury UNITED STATES TREASURY 5.474200% 91282CGY1 254900HROIFWPRGM1V77 US91282CGY12 U.S. Treasury Debt Y 2024-07-01 2025-04-30 2025-04-30 N N N 0.0538 303480675.81 303480675.81 0.0049 N Y Y N United States Treasury UNITED STATES TREASURY 5.430200% 91282CHS3 254900HROIFWPRGM1V77 US91282CHS35 U.S. Treasury Debt Y 2024-07-01 2025-07-31 2025-07-31 N N N 0.0538 466634972.46 466634972.46 0.0075 N Y Y N United States Treasury UNITED STATES TREASURY 5.475200% 91282CJD4 254900HROIFWPRGM1V77 US91282CJD48 U.S. Treasury Debt Y 2024-07-01 2025-10-31 2025-10-31 N N N 0.0539 344389663.38 344389663.38 0.0055 N Y Y N United States Treasury UNITED STATES TREASURY 5.550200% 91282CJU6 254900HROIFWPRGM1V77 US91282CJU62 U.S. Treasury Debt Y 2024-07-01 2026-01-31 2026-01-31 N N N 0.0543 449132663.19 449132663.19 0.0072 N Y Y N United States Treasury UNITED STATES TREASURY 5.455200% 91282CKM2 254900HROIFWPRGM1V77 US91282CKM28 U.S. Treasury Debt Y 2024-07-01 2026-04-30 2026-04-30 N N N 0.0543 14402790.43 14402790.43 0.0002 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 5.490000% ARP10YLP9 ZBUT11V806EZRVTWT807 0000782124 ARP10YLP9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FREMF MTG TR 2019-KF63 C 20290525 FLT 2029-05-25 11.438800 0.00 61430297.00 32213746.70 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-KF73 C 20291126 FLT 2029-11-26 11.688800 0.00 63804000.00 35176102.95 Agency Collateralized Mortgage Obligation FREMF MTG TR 2021-KF109 CS 20310325 FLT 2031-03-25 11.574300 0.00 23715000.00 7825642.70 Agency Collateralized Mortgage Obligation GNRM 2018-010 AB 549300M8ZYFG0OCMTT87 2060-04-16 2.600000 0.00 1538000.00 412252.23 Agency Collateralized Mortgage Obligation GNRA 2019-085 FG 549300M8ZYFG0OCMTT87 2049-07-20 4.000000 0.00 885670.00 237054.09 Agency Collateralized Mortgage Obligation GNRA 2023-063 FW 549300M8ZYFG0OCMTT87 2053-05-20 6.183000 0.00 30000000.00 25641960.97 Agency Collateralized Mortgage Obligation GNRM 2023-164 DA 549300M8ZYFG0OCMTT87 2047-10-20 5.500000 0.00 43079900.00 41102838.87 Agency Collateralized Mortgage Obligation GNRA 2024-001 KF 549300M8ZYFG0OCMTT87 2054-01-20 6.483000 0.00 100000000.00 97825347.04 Agency Collateralized Mortgage Obligation GNRA 2024-001 YF 549300M8ZYFG0OCMTT87 2054-01-20 6.483000 0.00 99879100.00 97707076.19 Agency Collateralized Mortgage Obligation GNRA 2024-063 JA 549300M8ZYFG0OCMTT87 2065-07-16 3.250000 0.00 30000000.00 26044334.69 Agency Collateralized Mortgage Obligation FNRM RC039CY R17F039 B1V7KEBTPIMZEU4LTD58 2047-05-25 3.500000 0.00 3801000.00 1191585.82 Agency Collateralized Mortgage Obligation FNRM RC062NA R19F062 B1V7KEBTPIMZEU4LTD58 2049-11-25 2.500000 0.00 100000000.00 34847873.02 Agency Collateralized Mortgage Obligation FNRM RC077PA R20F077 B1V7KEBTPIMZEU4LTD58 2050-11-25 1.000000 0.00 30000000.00 15972112.54 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2050-08-25 5.749830 0.00 30856768.00 27350059.60 Agency Collateralized Mortgage Obligation FNRM RC033PL R24F033 B1V7KEBTPIMZEU4LTD58 2054-03-25 5.500000 0.00 10138399.00 10146753.04 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2042-04-15 3.500000 0.00 13627500.00 11134216.82 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2042-06-15 3.000000 0.00 3281516.00 1715984.65 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2047-02-15 3.000000 0.00 65240000.00 18589136.22 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2017-3 HB 20560725 FLT 2056-07-25 3.250000 0.00 21804200.00 17356393.95 Agency Collateralized Mortgage Obligation Y 2024-07-01 2024-10-01 2024-10-16 Y JP MORGAN SECURITIES LLC 1.0000 95 N N N 0.0549 482000000.00 482000000.00 0.0077 N N N Y BOFA SECURITIES INC BOFA SECURITIES INC 5.350000% ARP117YA6 549300HN4UKV1E2R3U73 0001675365 ARP117YA6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2032-07-15 0.625000 0.00 72989600.00 71117745.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-06-30 3.750000 0.00 19582400.00 19371594.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-03-31 4.125000 0.00 93988700.00 94130692.27 U.S. Treasuries (including strips) Y 2024-07-05 2024-07-05 2024-07-23 Y BOFA SECURITIES INC 1.0000 7 N N N 0.0535 181000000.00 181000000.00 0.0029 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 5.340000% ARP119P61 ES7IP3U3RHIGC71XBU11 0000352613 ARP119P61 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-02-25 6.008000 0.00 45188121.00 620591.11 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2037-08-15 6.743470 0.00 38536733.00 1358218.80 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2037-12-15 6.178350 0.00 72851477.00 1372689.31 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-06-15 6.321830 0.00 60553216.00 568864.38 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2039-10-15 6.161820 0.00 53916057.00 558626.09 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2037-12-15 6.094300 0.00 89429075.00 898933.59 Agency Collateralized Mortgage Obligation FNAR XX.XXX WS780193 B1V7KEBTPIMZEU4LTD58 2034-06-01 7.205000 0.00 22520170.00 218092.44 Agency Mortgage-Backed Securities FMAR 841575 G S6XOOCT0IEG5ABCC6L87 2053-05-01 4.756000 0.00 18552638.00 16915609.15 Agency Mortgage-Backed Securities FMAR 1G2254 G S6XOOCT0IEG5ABCC6L87 2037-10-01 6.135000 0.00 1601.00 9.87 Agency Mortgage-Backed Securities FEPC 02.000 CISB8502 S6XOOCT0IEG5ABCC6L87 2035-08-01 2.000000 0.00 3927774.00 1923375.38 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7558 S6XOOCT0IEG5ABCC6L87 2053-02-01 5.000000 0.00 82533946.00 72483055.14 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8420 S6XOOCT0IEG5ABCC6L87 2054-04-01 5.500000 0.00 5233518.00 5097766.14 Agency Mortgage-Backed Securities FEPC 07.000 CLSD8398 S6XOOCT0IEG5ABCC6L87 2054-01-01 7.000000 0.00 1386116.00 1293622.68 Agency Mortgage-Backed Securities FKAR 02.160 WAWA3416 S6XOOCT0IEG5ABCC6L87 2039-05-01 2.160000 0.00 1473.00 1050.60 Agency Mortgage-Backed Securities FKAR 02.660 WAWA3506 S6XOOCT0IEG5ABCC6L87 2043-01-01 2.660000 0.00 614018.00 459502.24 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2032-02-15 6.000000 0.00 30462201.00 389466.96 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2029-03-15 7.000000 0.00 4311000.00 292858.40 Agency Collateralized Mortgage Obligation FNRM RC133HC R12F133 B1V7KEBTPIMZEU4LTD58 2041-09-25 2.500000 0.00 86932478.00 7682837.16 Agency Collateralized Mortgage Obligation FNRM RC061BA R13F061 B1V7KEBTPIMZEU4LTD58 2043-01-25 3.000000 0.00 217054869.00 24392374.05 Agency Collateralized Mortgage Obligation FNRM RC072NA R13F072 B1V7KEBTPIMZEU4LTD58 2042-08-25 2.500000 0.00 45549436.00 2335206.62 Agency Collateralized Mortgage Obligation FNRM RC081AX R13F081 B1V7KEBTPIMZEU4LTD58 2043-08-25 3.500000 0.00 103198972.00 14240521.94 Agency Collateralized Mortgage Obligation FNRM RC073KA R13F073 B1V7KEBTPIMZEU4LTD58 2042-10-25 3.000000 0.00 104209115.00 13212597.54 Agency Collateralized Mortgage Obligation FNRM CL136KB R13F136 B1V7KEBTPIMZEU4LTD58 2029-01-25 3.500000 0.00 100300000.00 7771268.08 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2046-11-25 5.849830 0.00 1144448.00 176920.61 Agency Collateralized Mortgage Obligation MNRA CL010A2 R18M010 B1V7KEBTPIMZEU4LTD58 2028-07-25 3.468960 0.00 1796427.00 1708384.44 Agency Collateralized Mortgage Obligation MNRM CL004A2 R19M004 B1V7KEBTPIMZEU4LTD58 2031-02-25 3.610000 0.00 1378637.00 1180515.40 Agency Collateralized Mortgage Obligation MNRA CL001A2 R19M001 B1V7KEBTPIMZEU4LTD58 2028-09-25 3.664970 0.00 4702793.00 3786822.48 Agency Collateralized Mortgage Obligation MNAR XX.XXX HYBL3277 B1V7KEBTPIMZEU4LTD58 2029-07-01 2.570000 0.00 837697.00 762358.30 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4052 B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 0.00 35706880.00 11233543.45 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM7172 B1V7KEBTPIMZEU4LTD58 2053-04-01 4.683000 0.00 40205495.00 35883925.11 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM7273 B1V7KEBTPIMZEU4LTD58 2053-06-01 4.922000 0.00 5120.00 4551.28 Agency Mortgage-Backed Securities MNAR XX.XXX H2BS5629 B1V7KEBTPIMZEU4LTD58 2032-11-01 3.680000 0.00 2393555.00 2181244.18 Agency Mortgage-Backed Securities FNAR XX.XXX SOBX4174 B1V7KEBTPIMZEU4LTD58 2053-01-01 4.785000 0.00 20539408.00 18289111.17 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9083 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.000000 0.00 1476352.00 884102.35 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6252 B1V7KEBTPIMZEU4LTD58 2053-05-01 5.500000 0.00 36157529.00 32157887.19 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6253 B1V7KEBTPIMZEU4LTD58 2053-05-01 5.500000 0.00 35724466.00 32914854.85 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6260 B1V7KEBTPIMZEU4LTD58 2053-05-01 6.000000 0.00 34481063.00 31295127.68 Agency Mortgage-Backed Securities FNAR XX.XXX SOCB5548 B1V7KEBTPIMZEU4LTD58 2053-01-01 5.050000 0.00 17326372.00 14358773.98 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5910 B1V7KEBTPIMZEU4LTD58 2053-03-01 5.500000 0.00 12071330.00 11048599.15 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6334 B1V7KEBTPIMZEU4LTD58 2053-05-01 6.000000 0.00 28418624.00 27609447.40 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7061 B1V7KEBTPIMZEU4LTD58 2053-09-01 6.500000 0.00 42300000.00 41240403.47 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7309 B1V7KEBTPIMZEU4LTD58 2053-10-01 6.500000 0.00 1782190.00 1725615.85 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7497 B1V7KEBTPIMZEU4LTD58 2053-11-01 6.000000 0.00 42530390.00 41500570.33 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7503 B1V7KEBTPIMZEU4LTD58 2053-11-01 6.000000 0.00 35341497.00 34604819.38 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3112 B1V7KEBTPIMZEU4LTD58 2052-10-01 5.000000 0.00 55879087.00 50512372.31 Agency Mortgage-Backed Securities FNMS 04.000 CLFS4782 B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 0.00 86285208.00 73337850.56 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5749 B1V7KEBTPIMZEU4LTD58 2053-09-01 6.500000 0.00 2765351.00 2552167.20 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7252 B1V7KEBTPIMZEU4LTD58 2053-11-01 5.000000 0.00 41786439.00 39895122.30 Agency Mortgage-Backed Securities FNMS 05.500 CLDA9725 B1V7KEBTPIMZEU4LTD58 2054-03-01 5.500000 0.00 4747546.00 4673946.10 Agency Mortgage-Backed Securities FNAR XX.XXX LBAC5428 B1V7KEBTPIMZEU4LTD58 2039-11-01 6.025000 0.00 24827637.00 332093.63 Agency Mortgage-Backed Securities FNAR XX.XXX LBAC8041 B1V7KEBTPIMZEU4LTD58 2040-01-01 6.210000 0.00 10001676.00 54923.99 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4417 B1V7KEBTPIMZEU4LTD58 2036-09-01 1.500000 0.00 13815851.00 8864786.00 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5354 B1V7KEBTPIMZEU4LTD58 2054-05-01 6.000000 0.00 2058982.00 2040398.42 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4841 B1V7KEBTPIMZEU4LTD58 2052-12-01 5.000000 0.00 4829556.00 4251365.80 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5070 B1V7KEBTPIMZEU4LTD58 2053-07-01 4.500000 0.00 12406037.00 11215715.84 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5071 B1V7KEBTPIMZEU4LTD58 2053-07-01 5.000000 0.00 65704948.00 60359021.33 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-09-30 5.000000 0.00 4500.00 4553.26 U.S. Treasuries (including strips) MNRA CL01SA2 R22M01S B1V7KEBTPIMZEU4LTD58 2032-04-25 2.152350 0.00 3980000.00 3308766.08 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-10-25 6.635350 0.00 12857636.00 11256269.12 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2041-03-15 5.000000 0.00 16810000.00 5513545.29 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2041-06-15 5.500000 0.00 5997130.00 1023748.65 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2042-11-15 3.000000 0.00 34380000.00 973517.95 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2033-02-15 3.000000 0.00 26663109.00 3812777.81 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2043-05-15 3.000000 0.00 10000000.00 287636.43 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-10-15 5.792540 0.00 6035489.00 760925.53 Agency Collateralized Mortgage Obligation FNAR XX.XXX JUAL8079 B1V7KEBTPIMZEU4LTD58 2037-05-01 5.500000 0.00 1150000.00 196037.57 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8663 B1V7KEBTPIMZEU4LTD58 2033-03-01 3.560000 0.00 4000000.00 3684576.00 Agency Mortgage-Backed Securities FNRM CL092BW R04F092 B1V7KEBTPIMZEU4LTD58 2034-12-25 5.500000 0.00 887150.00 196604.76 Agency Collateralized Mortgage Obligation FNRM CL022DB R05F022 B1V7KEBTPIMZEU4LTD58 2035-04-25 5.500000 0.00 1370000.00 652616.16 Agency Collateralized Mortgage Obligation FNRM RC118AC R07F118 B1V7KEBTPIMZEU4LTD58 2038-01-25 5.000000 0.00 29974000.00 2089123.27 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-12-25 6.349760 0.00 69259779.00 895036.77 Agency Collateralized Mortgage Obligation MNAR XX.XXX HYBS9273 B1V7KEBTPIMZEU4LTD58 2033-09-01 4.270000 0.00 33857190.00 32811595.33 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS9275 B1V7KEBTPIMZEU4LTD58 2033-09-01 4.270000 0.00 30880453.00 29926787.41 Agency Mortgage-Backed Securities FNMS 06.000 CLBX1196 B1V7KEBTPIMZEU4LTD58 2052-12-01 6.000000 0.00 7893535.00 6869512.27 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2048-05-25 3.000000 0.00 9333224.00 6613766.52 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2053-11-25 6.435350 0.00 1185714.00 1149696.39 Agency Collateralized Mortgage Obligation FNAR XX.XXX AM462306 B1V7KEBTPIMZEU4LTD58 2037-04-01 6.679000 0.00 2258.00 134.30 Agency Mortgage-Backed Securities Y 2024-07-05 2024-07-05 2024-08-01 Y Royal Bank of Canada 1.0000 7 N N N 0.0534 851000000.00 851000000.00 0.0137 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 5.330000% ARP11BLY9 ES7IP3U3RHIGC71XBU11 0000352613 ARP11BLY9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N 05.000 FGPC P00062 G S6XOOCT0IEG5ABCC6L87 2035-01-01 5.000000 0.00 1097.00 54.14 Agency Mortgage-Backed Securities 03.000 FGPC T40090 G S6XOOCT0IEG5ABCC6L87 2027-05-01 3.000000 0.00 3307.00 118.52 Agency Mortgage-Backed Securities 02.500 FGPC T45023 G S6XOOCT0IEG5ABCC6L87 2028-02-01 2.500000 0.00 3876.00 302.83 Agency Mortgage-Backed Securities 02.500 FGPC T49015 G S6XOOCT0IEG5ABCC6L87 2030-09-01 2.500000 0.00 2291.00 134.70 Agency Mortgage-Backed Securities 05.500 FGPC A48052 G S6XOOCT0IEG5ABCC6L87 2035-12-01 5.500000 0.00 2307066.00 178537.56 Agency Mortgage-Backed Securities FEPC 06.000 CLQI5708 S6XOOCT0IEG5ABCC6L87 2054-05-01 6.000000 0.00 209968.00 212545.50 Agency Mortgage-Backed Securities FEPC 06.500 CLQI6891 S6XOOCT0IEG5ABCC6L87 2054-06-01 6.500000 0.00 1170461.00 1208010.56 Agency Mortgage-Backed Securities FEPC 05.500 CLQI8201 S6XOOCT0IEG5ABCC6L87 2054-06-01 5.500000 0.00 2627456.00 2617361.31 Agency Mortgage-Backed Securities FEPC 06.500 CLQI9012 S6XOOCT0IEG5ABCC6L87 2054-07-01 6.500000 0.00 1630727.00 1675001.24 Agency Mortgage-Backed Securities FEPC 05.500 CLQI9164 S6XOOCT0IEG5ABCC6L87 2054-07-01 5.500000 0.00 2363276.00 2359048.10 Agency Mortgage-Backed Securities FEPC 05.500 CIQO2094 S6XOOCT0IEG5ABCC6L87 2039-05-01 5.500000 0.00 1071114.00 1072438.64 Agency Mortgage-Backed Securities FEPC 05.000 CIQO2108 S6XOOCT0IEG5ABCC6L87 2039-05-01 5.000000 0.00 95353.00 94712.35 Agency Mortgage-Backed Securities MNRA CL010A2 R18M010 B1V7KEBTPIMZEU4LTD58 2028-07-25 3.468960 0.00 1820000.00 1730802.13 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-03-25 6.685350 0.00 50000000.00 47173830.73 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2053-11-25 6.435350 0.00 37932.00 36779.77 Agency Collateralized Mortgage Obligation FNMS 05.000 CLDB4683 B1V7KEBTPIMZEU4LTD58 2054-05-01 5.000000 0.00 23597298.00 23011482.17 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9639 B1V7KEBTPIMZEU4LTD58 2053-07-01 5.000000 0.00 26325524.00 24443538.78 Agency Mortgage-Backed Securities FNMS 04.500 CLBX0338 B1V7KEBTPIMZEU4LTD58 2052-10-01 4.500000 0.00 1894785.00 1753346.90 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1141 B1V7KEBTPIMZEU4LTD58 2052-11-01 5.000000 0.00 5690539.00 5334569.07 Agency Mortgage-Backed Securities FNMS 05.500 CLBX2469 B1V7KEBTPIMZEU4LTD58 2052-12-01 5.500000 0.00 403819.00 371626.93 Agency Mortgage-Backed Securities FNMS 05.500 CLBX2866 B1V7KEBTPIMZEU4LTD58 2052-12-01 5.500000 0.00 1855868.00 1590924.90 Agency Mortgage-Backed Securities FNMS 05.500 CLBY8493 B1V7KEBTPIMZEU4LTD58 2053-08-01 5.500000 0.00 6785319.00 6539566.41 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8853 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.000000 0.00 23541104.00 14151378.39 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9219 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.000000 0.00 120148675.00 74027349.24 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9383 B1V7KEBTPIMZEU4LTD58 2051-03-01 2.000000 0.00 13075663.00 8327074.52 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0714 B1V7KEBTPIMZEU4LTD58 2051-06-01 2.000000 0.00 21078720.00 13444553.32 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4781 B1V7KEBTPIMZEU4LTD58 2052-10-01 5.000000 0.00 160122392.00 140204675.64 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5712 B1V7KEBTPIMZEU4LTD58 2053-02-01 6.500000 0.00 242674.00 209316.74 Agency Mortgage-Backed Securities 06.000 FGPC A50739 G S6XOOCT0IEG5ABCC6L87 2036-07-01 6.000000 0.00 1925.00 23.84 Agency Mortgage-Backed Securities 08.000 FGPC G01903 G S6XOOCT0IEG5ABCC6L87 2034-01-01 8.000000 0.00 21285544.00 260177.98 Agency Mortgage-Backed Securities 05.000 FGPC G05398 G S6XOOCT0IEG5ABCC6L87 2033-11-01 5.000000 0.00 3408694.00 251463.24 Agency Mortgage-Backed Securities 05.500 FGPC G05566 G S6XOOCT0IEG5ABCC6L87 2038-12-01 5.500000 0.00 1026.00 28.87 Agency Mortgage-Backed Securities 06.500 FGPC G06374 G S6XOOCT0IEG5ABCC6L87 2035-11-01 6.500000 0.00 11350.00 660.24 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6718 B1V7KEBTPIMZEU4LTD58 2053-12-01 5.500000 0.00 7430820.00 7208059.57 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6724 B1V7KEBTPIMZEU4LTD58 2053-12-01 6.000000 0.00 14651781.00 14273697.45 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6837 B1V7KEBTPIMZEU4LTD58 2053-07-01 5.500000 0.00 84988910.00 82299957.91 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6970 B1V7KEBTPIMZEU4LTD58 2053-01-01 6.000000 0.00 11330561.00 10937001.90 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8014 B1V7KEBTPIMZEU4LTD58 2054-05-01 5.000000 0.00 44128551.00 43031783.86 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8024 B1V7KEBTPIMZEU4LTD58 2054-05-01 6.000000 0.00 11252481.00 11397454.01 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8084 B1V7KEBTPIMZEU4LTD58 2053-06-01 5.500000 0.00 6842705.00 6470944.47 Agency Mortgage-Backed Securities FNMS 04.500 CLFS8085 B1V7KEBTPIMZEU4LTD58 2050-09-01 4.500000 0.00 263764.00 252119.58 Agency Mortgage-Backed Securities FNMS 03.500 CLFS7726 B1V7KEBTPIMZEU4LTD58 2050-04-01 3.500000 0.00 5474915.00 4930804.60 Agency Mortgage-Backed Securities FNMS 02.000 CIFS7769 B1V7KEBTPIMZEU4LTD58 2033-03-01 2.000000 0.00 524859.00 463174.10 Agency Mortgage-Backed Securities FNMS 04.000 CLFS7751 B1V7KEBTPIMZEU4LTD58 2053-03-01 4.000000 0.00 3023246.00 2765884.48 Agency Mortgage-Backed Securities FNMS 03.500 CIFS7785 B1V7KEBTPIMZEU4LTD58 2037-07-01 3.500000 0.00 1694923.00 1590819.47 Agency Mortgage-Backed Securities FNMS 03.500 CLFS8361 B1V7KEBTPIMZEU4LTD58 2053-12-01 3.500000 0.00 9993615.00 8928465.53 Agency Mortgage-Backed Securities FNMS 05.500 CLDA9725 B1V7KEBTPIMZEU4LTD58 2054-03-01 5.500000 0.00 7252454.00 7140021.20 Agency Mortgage-Backed Securities FEPC 03.500 CLQF3144 S6XOOCT0IEG5ABCC6L87 2052-11-01 3.500000 0.00 945104.00 823036.63 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4033 S6XOOCT0IEG5ABCC6L87 2052-12-01 6.000000 0.00 5047247.00 4548235.48 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8567 S6XOOCT0IEG5ABCC6L87 2053-08-01 6.500000 0.00 1696213.00 1737687.22 Agency Mortgage-Backed Securities FEPC 05.500 CLQH1480 S6XOOCT0IEG5ABCC6L87 2053-09-01 5.500000 0.00 666000.00 632329.34 Agency Mortgage-Backed Securities FEPC 06.000 CLQH4183 S6XOOCT0IEG5ABCC6L87 2053-11-01 6.000000 0.00 110320.00 101266.39 Agency Mortgage-Backed Securities FEPC 06.000 CLQH5967 S6XOOCT0IEG5ABCC6L87 2053-12-01 6.000000 0.00 937325.00 910727.07 Agency Mortgage-Backed Securities FEPC 05.000 CLQH6120 S6XOOCT0IEG5ABCC6L87 2053-12-01 5.000000 0.00 1969769.00 1906715.84 Agency Mortgage-Backed Securities FEPC 06.500 CLQH6850 S6XOOCT0IEG5ABCC6L87 2053-12-01 6.500000 0.00 3277856.00 3122815.14 Agency Mortgage-Backed Securities FEPC 02.000 CTQK0665 S6XOOCT0IEG5ABCC6L87 2041-02-01 2.000000 0.00 500000.00 303033.01 Agency Mortgage-Backed Securities FEPC 03.000 CLRA3173 S6XOOCT0IEG5ABCC6L87 2050-07-01 3.000000 0.00 60001.00 23561.02 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8211 S6XOOCT0IEG5ABCC6L87 2052-11-01 5.500000 0.00 11302951.00 9101223.64 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9639 S6XOOCT0IEG5ABCC6L87 2053-08-01 6.000000 0.00 1460669.00 1395096.87 Agency Mortgage-Backed Securities FEPC 02.500 CTRB5036 S6XOOCT0IEG5ABCC6L87 2040-01-01 2.500000 0.00 600000.00 142193.95 Agency Mortgage-Backed Securities FEPC 02.000 CTRB5071 S6XOOCT0IEG5ABCC6L87 2040-09-01 2.000000 0.00 600000.00 297242.13 Agency Mortgage-Backed Securities FEPC 02.500 CIRC2555 S6XOOCT0IEG5ABCC6L87 2037-03-01 2.500000 0.00 736952.00 559597.51 Agency Mortgage-Backed Securities FEPC 03.000 3LSE5000 S6XOOCT0IEG5ABCC6L87 2045-08-01 3.000000 0.00 786334.00 113001.61 Agency Mortgage-Backed Securities FEPC 03.000 3USF4001 S6XOOCT0IEG5ABCC6L87 2030-06-01 3.000000 0.00 300000.00 169566.47 Agency Mortgage-Backed Securities FEPC 04.000 3VSF5016 S6XOOCT0IEG5ABCC6L87 2043-08-01 4.000000 0.00 3193412.00 2707119.84 Agency Mortgage-Backed Securities FEPC 03.000 ZLSI2009 S6XOOCT0IEG5ABCC6L87 2049-10-01 3.000000 0.00 625000.00 298608.96 Agency Mortgage-Backed Securities FEPC 07.500 CLQI0922 S6XOOCT0IEG5ABCC6L87 2054-03-01 7.500000 0.00 7511320.00 7804494.12 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5717 S6XOOCT0IEG5ABCC6L87 2054-05-01 6.000000 0.00 180334.00 183415.91 Agency Mortgage-Backed Securities FEPC 02.000 CLSD5741 S6XOOCT0IEG5ABCC6L87 2050-11-01 2.000000 0.00 26184768.00 20818356.91 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8244 S6XOOCT0IEG5ABCC6L87 2052-09-01 4.000000 0.00 1224000.00 1031546.55 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8286 S6XOOCT0IEG5ABCC6L87 2053-01-01 4.000000 0.00 3735154.00 3225243.01 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8372 S6XOOCT0IEG5ABCC6L87 2053-11-01 5.500000 0.00 20393178.00 19386179.46 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8396 S6XOOCT0IEG5ABCC6L87 2054-01-01 6.000000 0.00 9386005.00 9017819.16 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8445 S6XOOCT0IEG5ABCC6L87 2054-06-01 5.000000 0.00 7473928.00 7284202.34 Agency Mortgage-Backed Securities FEPC 02.500 CLSD4426 S6XOOCT0IEG5ABCC6L87 2052-04-01 2.500000 0.00 210000.00 168016.92 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3900 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.500000 0.00 300000.00 277126.64 Agency Mortgage-Backed Securities FEPC 02.500 CLSD4077 S6XOOCT0IEG5ABCC6L87 2053-10-01 2.500000 0.00 1375115.00 1088727.60 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4205 S6XOOCT0IEG5ABCC6L87 2053-10-01 6.500000 0.00 5580000.00 5109229.51 Agency Mortgage-Backed Securities 03.000 FGPC Q10712 G S6XOOCT0IEG5ABCC6L87 2042-09-01 3.000000 0.00 950000.00 160893.95 Agency Mortgage-Backed Securities 04.000 FGPC V85437 G S6XOOCT0IEG5ABCC6L87 2049-04-01 4.000000 0.00 24737760.00 4843631.08 Agency Mortgage-Backed Securities 04.500 FGPC V85495 G S6XOOCT0IEG5ABCC6L87 2049-05-01 4.500000 0.00 367123.00 93676.91 Agency Mortgage-Backed Securities 03.000 FGPC K93781 G S6XOOCT0IEG5ABCC6L87 2037-01-01 3.000000 0.00 1496672.00 325194.09 Agency Mortgage-Backed Securities 04.500 FGPC Q48099 G S6XOOCT0IEG5ABCC6L87 2047-05-01 4.500000 0.00 9830837.00 1373220.72 Agency Mortgage-Backed Securities 05.800 FGPC U30444 G S6XOOCT0IEG5ABCC6L87 2037-08-01 5.800000 0.00 746239.00 115674.03 Agency Mortgage-Backed Securities FEPC 02.000 CLQD5748 S6XOOCT0IEG5ABCC6L87 2052-02-01 2.000000 0.00 1008966.00 704790.41 Agency Mortgage-Backed Securities FEPC 02.500 CLQD6543 S6XOOCT0IEG5ABCC6L87 2052-02-01 2.500000 0.00 280177.00 203176.86 Agency Mortgage-Backed Securities FEPC 03.000 CLQD9576 S6XOOCT0IEG5ABCC6L87 2052-04-01 3.000000 0.00 1060000.00 796395.98 Agency Mortgage-Backed Securities FEPC 02.500 CLQD9973 S6XOOCT0IEG5ABCC6L87 2052-03-01 2.500000 0.00 783357.00 591197.20 Agency Mortgage-Backed Securities FEPC 03.500 CLQE0744 S6XOOCT0IEG5ABCC6L87 2052-04-01 3.500000 0.00 133027.00 98818.52 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5354 B1V7KEBTPIMZEU4LTD58 2054-05-01 6.000000 0.00 18478315.00 18311536.82 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4549 B1V7KEBTPIMZEU4LTD58 2052-02-01 3.000000 0.00 1367190.00 976553.53 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4918 B1V7KEBTPIMZEU4LTD58 2053-02-01 5.000000 0.00 40494938.00 35899004.95 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5040 B1V7KEBTPIMZEU4LTD58 2053-06-01 6.000000 0.00 3576372.00 3186115.17 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5070 B1V7KEBTPIMZEU4LTD58 2053-07-01 4.500000 0.00 3021057.00 2731195.86 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5072 B1V7KEBTPIMZEU4LTD58 2053-07-01 5.500000 0.00 14617984.00 13442396.99 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5139 B1V7KEBTPIMZEU4LTD58 2053-09-01 6.000000 0.00 9044431.00 8483885.35 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5108 B1V7KEBTPIMZEU4LTD58 2053-08-01 6.000000 0.00 49339091.00 45611479.10 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5216 B1V7KEBTPIMZEU4LTD58 2053-12-01 6.000000 0.00 1411980.00 1347150.74 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5419 B1V7KEBTPIMZEU4LTD58 2054-06-01 5.000000 0.00 13737904.00 13389167.31 Agency Mortgage-Backed Securities FEPC 03.500 CLRJ0149 S6XOOCT0IEG5ABCC6L87 2053-10-01 3.500000 0.00 1012769.00 883059.92 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0524 S6XOOCT0IEG5ABCC6L87 2053-12-01 6.500000 0.00 18748612.00 18815419.50 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1279 S6XOOCT0IEG5ABCC6L87 2054-04-01 6.500000 0.00 1016.00 1014.85 Agency Mortgage-Backed Securities 04.000 FGPC G07786 G S6XOOCT0IEG5ABCC6L87 2044-08-01 4.000000 0.00 4957556.00 899805.72 Agency Mortgage-Backed Securities 06.000 FGPC G07058 G S6XOOCT0IEG5ABCC6L87 2039-09-01 6.000000 0.00 2791.00 305.08 Agency Mortgage-Backed Securities 03.500 FGPC G07347 G S6XOOCT0IEG5ABCC6L87 2042-06-01 3.500000 0.00 1000.00 187.97 Agency Mortgage-Backed Securities 04.500 FGPC G07810 G S6XOOCT0IEG5ABCC6L87 2042-05-01 4.500000 0.00 1588.00 155.80 Agency Mortgage-Backed Securities 03.500 FGPC G15101 G S6XOOCT0IEG5ABCC6L87 2028-10-01 3.500000 0.00 1001.00 31.60 Agency Mortgage-Backed Securities 03.500 FGPC G16043 G S6XOOCT0IEG5ABCC6L87 2030-08-01 3.500000 0.00 1623000.00 299467.45 Agency Mortgage-Backed Securities 03.500 FGPC G15290 G S6XOOCT0IEG5ABCC6L87 2030-02-01 3.500000 0.00 2866.00 262.54 Agency Mortgage-Backed Securities 03.500 FGPC G16396 G S6XOOCT0IEG5ABCC6L87 2033-02-01 3.500000 0.00 5677.00 958.52 Agency Mortgage-Backed Securities 03.000 FGPC G16574 G S6XOOCT0IEG5ABCC6L87 2033-03-01 3.000000 0.00 1186.00 252.30 Agency Mortgage-Backed Securities 03.500 FGPC G08784 G S6XOOCT0IEG5ABCC6L87 2047-10-01 3.500000 0.00 2010.00 274.55 Agency Mortgage-Backed Securities 03.500 FGPC G08788 G S6XOOCT0IEG5ABCC6L87 2047-11-01 3.500000 0.00 4658376.00 630095.60 Agency Mortgage-Backed Securities 03.500 FGPC G08693 G S6XOOCT0IEG5ABCC6L87 2046-03-01 3.500000 0.00 2159.00 238.56 Agency Mortgage-Backed Securities 04.500 FGPC C91362 G S6XOOCT0IEG5ABCC6L87 2031-03-01 4.500000 0.00 815000.00 34891.92 Agency Mortgage-Backed Securities 03.500 FGPC C04052 G S6XOOCT0IEG5ABCC6L87 2042-06-01 3.500000 0.00 1000.00 151.02 Agency Mortgage-Backed Securities 02.500 FGPC J24649 G S6XOOCT0IEG5ABCC6L87 2028-07-01 2.500000 0.00 12202.00 819.23 Agency Mortgage-Backed Securities FEPC 05.000 CLZI9526 S6XOOCT0IEG5ABCC6L87 2039-12-01 5.000000 0.00 1004.00 65.50 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ6434 S6XOOCT0IEG5ABCC6L87 2032-09-01 6.500000 0.00 1002.00 12.36 Agency Mortgage-Backed Securities FEPC 03.500 CLZL2862 S6XOOCT0IEG5ABCC6L87 2042-03-01 3.500000 0.00 2344.00 271.37 Agency Mortgage-Backed Securities FEPC 04.000 CLZL7229 S6XOOCT0IEG5ABCC6L87 2043-10-01 4.000000 0.00 7948692.00 1170001.92 Agency Mortgage-Backed Securities FEPC 03.500 CLZL9003 S6XOOCT0IEG5ABCC6L87 2045-02-01 3.500000 0.00 1563.00 161.55 Agency Mortgage-Backed Securities FEPC 03.500 CLZL9627 S6XOOCT0IEG5ABCC6L87 2045-01-01 3.500000 0.00 1024.00 284.43 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2057 S6XOOCT0IEG5ABCC6L87 2038-03-01 5.500000 0.00 4121.00 28.39 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1571 S6XOOCT0IEG5ABCC6L87 2052-08-01 5.000000 0.00 80000.00 68834.50 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1623 S6XOOCT0IEG5ABCC6L87 2052-09-01 5.000000 0.00 2701648.00 2237082.88 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1807 S6XOOCT0IEG5ABCC6L87 2052-07-01 4.500000 0.00 100000.00 86762.03 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1811 S6XOOCT0IEG5ABCC6L87 2052-09-01 4.000000 0.00 449509.00 366884.81 Agency Mortgage-Backed Securities FEPC 02.500 CLSD3089 S6XOOCT0IEG5ABCC6L87 2052-02-01 2.500000 0.00 1000383.00 758188.77 Agency Mortgage-Backed Securities FEPC 07.000 CLSD5620 S6XOOCT0IEG5ABCC6L87 2054-06-01 7.000000 0.00 3401808.00 3536012.73 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7149 B1V7KEBTPIMZEU4LTD58 2053-09-01 7.000000 0.00 1563416.00 1448959.64 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6731 B1V7KEBTPIMZEU4LTD58 2053-07-01 5.000000 0.00 4465664.00 4137915.68 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8358 B1V7KEBTPIMZEU4LTD58 2054-04-01 6.500000 0.00 10475861.00 10639737.03 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8478 B1V7KEBTPIMZEU4LTD58 2054-05-01 5.000000 0.00 22408095.00 21815098.17 Agency Mortgage-Backed Securities FNMS 02.000 CIFM9845 B1V7KEBTPIMZEU4LTD58 2036-11-01 2.000000 0.00 21338558.00 14024292.62 Agency Mortgage-Backed Securities FNMS 02.500 CIFS1119 B1V7KEBTPIMZEU4LTD58 2037-03-01 2.500000 0.00 3051855.00 2185990.97 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1146 B1V7KEBTPIMZEU4LTD58 2052-03-01 3.000000 0.00 14741657.00 10895468.90 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2591 B1V7KEBTPIMZEU4LTD58 2052-08-01 5.000000 0.00 8623744.00 7520538.39 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2824 B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 0.00 12519059.00 9569765.90 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2807 B1V7KEBTPIMZEU4LTD58 2052-09-01 5.000000 0.00 41676317.00 37469009.33 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2880 B1V7KEBTPIMZEU4LTD58 2050-04-01 3.500000 0.00 2968868.00 2281371.19 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3728 B1V7KEBTPIMZEU4LTD58 2050-01-01 3.500000 0.00 39626660.00 31828923.50 Agency Mortgage-Backed Securities FNMS 04.000 CLFS4157 B1V7KEBTPIMZEU4LTD58 2049-05-01 4.000000 0.00 74656934.00 62914881.45 Agency Mortgage-Backed Securities FNMS 04.000 CLFS4782 B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 0.00 52008798.00 44204719.95 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4840 B1V7KEBTPIMZEU4LTD58 2053-05-01 5.500000 0.00 269590770.00 247497661.45 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4928 B1V7KEBTPIMZEU4LTD58 2050-06-01 3.500000 0.00 85309163.00 71178646.51 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5626 B1V7KEBTPIMZEU4LTD58 2053-08-01 5.000000 0.00 31321720.00 29051895.96 Agency Mortgage-Backed Securities FEPC 07.500 CLQI2758 S6XOOCT0IEG5ABCC6L87 2054-03-01 7.500000 0.00 1391571.00 1329562.10 Agency Mortgage-Backed Securities FEPC 06.000 CLQI4171 S6XOOCT0IEG5ABCC6L87 2054-04-01 6.000000 0.00 1000.00 974.49 Agency Mortgage-Backed Securities FEPC 06.000 CLQI4756 S6XOOCT0IEG5ABCC6L87 2054-04-01 6.000000 0.00 237016.00 239781.55 Agency Mortgage-Backed Securities 05.500 FGPC G20032 G S6XOOCT0IEG5ABCC6L87 2037-12-01 5.500000 0.00 20869.00 1211.86 Agency Mortgage-Backed Securities FNMS 05.650 CA981378 B1V7KEBTPIMZEU4LTD58 2037-12-01 5.650000 0.00 7000.00 2334.61 Agency Mortgage-Backed Securities FNMS 03.500 CLAB6513 B1V7KEBTPIMZEU4LTD58 2042-10-01 3.500000 0.00 48505113.00 9197021.91 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2922 B1V7KEBTPIMZEU4LTD58 2037-03-01 3.000000 0.00 2500000.00 621273.16 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3120 B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 0.00 1000.00 136.70 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3149 B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 0.00 1993950.00 266100.24 Agency Mortgage-Backed Securities FNMS 05.000 CKMA3779 B1V7KEBTPIMZEU4LTD58 2049-08-01 5.000000 0.00 559546.00 58210.68 Agency Mortgage-Backed Securities FNMS 03.500 CKMA3847 B1V7KEBTPIMZEU4LTD58 2049-11-01 3.500000 0.00 2000000.00 213511.12 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4100 B1V7KEBTPIMZEU4LTD58 2050-08-01 2.000000 0.00 6700000.00 3286367.19 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4282 B1V7KEBTPIMZEU4LTD58 2051-03-01 2.500000 0.00 1343584.00 721211.64 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5749 B1V7KEBTPIMZEU4LTD58 2053-09-01 6.500000 0.00 53594690.00 49463019.40 Agency Mortgage-Backed Securities Y 2024-07-05 2024-07-05 2024-10-31 Y Royal Bank of Canada 1.0000 7 N N N 0.0533 1451000000.00 1451000000.00 0.0233 N N Y N BOFA SECURITIES INC BOFA SECURITIES INC 5.340000% ARP11JGP7 549300HN4UKV1E2R3U73 0001675365 ARP11JGP7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNII SF CY6497 C 549300M8ZYFG0OCMTT87 2053-11-20 6.000000 0.00 1755926.00 1783016.74 Agency Mortgage-Backed Securities GNII SF CZ7853 C 549300M8ZYFG0OCMTT87 2054-01-20 6.500000 0.00 1338302.00 1379413.69 Agency Mortgage-Backed Securities GNII SF DA1203 C 549300M8ZYFG0OCMTT87 2054-03-20 5.500000 0.00 11380272.00 11399481.78 Agency Mortgage-Backed Securities GNII SF DA3312 C 549300M8ZYFG0OCMTT87 2054-02-20 6.000000 0.00 5352208.00 5360556.59 Agency Mortgage-Backed Securities GNII SF DA6066 C 549300M8ZYFG0OCMTT87 2054-03-20 5.500000 0.00 1151266.00 1161231.15 Agency Mortgage-Backed Securities GNHA RM DB5046 H 549300M8ZYFG0OCMTT87 2074-05-20 7.252000 0.00 1211548.00 1310541.16 Agency Mortgage-Backed Securities GNII SF DC5116 C 549300M8ZYFG0OCMTT87 2054-06-20 6.500000 0.00 1101716.00 1117809.87 Agency Mortgage-Backed Securities GNII SF DD1178 C 549300M8ZYFG0OCMTT87 2054-06-20 6.000000 0.00 6954992.00 7104760.80 Agency Mortgage-Backed Securities GNMI SF AT1406 X 549300M8ZYFG0OCMTT87 2046-06-15 3.500000 0.00 179269.00 36797.53 Agency Mortgage-Backed Securities GNMI SF AU1958 X 549300M8ZYFG0OCMTT87 2046-10-15 2.500000 0.00 926245.00 176766.10 Agency Mortgage-Backed Securities GNMI SF 583175 X 549300M8ZYFG0OCMTT87 2032-11-15 6.000000 0.00 949875.00 61139.97 Agency Mortgage-Backed Securities GNII SF 003331 M 549300M8ZYFG0OCMTT87 2033-01-20 5.000000 0.00 190955.00 2585.80 Agency Mortgage-Backed Securities GNII SF 005309 M 549300M8ZYFG0OCMTT87 2042-02-20 6.000000 0.00 3010712.00 121371.77 Agency Mortgage-Backed Securities GNMI SF 490819 X 549300M8ZYFG0OCMTT87 2028-11-15 6.500000 0.00 4454478.00 16135.22 Agency Mortgage-Backed Securities GNMI SP 784870 X 549300M8ZYFG0OCMTT87 2047-01-15 4.500000 0.00 25312.00 7407.70 Agency Mortgage-Backed Securities GNMI SP 781905 X 549300M8ZYFG0OCMTT87 2035-04-15 5.000000 0.00 1500000.00 29089.93 Agency Mortgage-Backed Securities GNMI SP 782162 X 549300M8ZYFG0OCMTT87 2036-03-15 5.000000 0.00 1000000.00 25191.10 Agency Mortgage-Backed Securities GNRA 2018-057 A 549300M8ZYFG0OCMTT87 2057-03-16 3.000000 0.00 186000.00 54408.99 Agency Collateralized Mortgage Obligation GNRA 2018-7O F 549300M8ZYFG0OCMTT87 2068-10-20 6.093790 0.00 2109716.00 927637.84 Agency Collateralized Mortgage Obligation GNMI SF AL2185 X 549300M8ZYFG0OCMTT87 2045-02-15 3.500000 0.00 1014830.00 56796.27 Agency Mortgage-Backed Securities GNII ET CV8075 C 549300M8ZYFG0OCMTT87 2063-09-20 6.500000 0.00 33555456.00 22389471.38 Agency Mortgage-Backed Securities GNII ET CX2755 C 549300M8ZYFG0OCMTT87 2063-08-20 6.500000 0.00 353221.00 357710.07 Agency Mortgage-Backed Securities GNII SF CY1520 C 549300M8ZYFG0OCMTT87 2054-01-20 6.500000 0.00 5836728.00 6001320.76 Agency Mortgage-Backed Securities GNII SF CY2554 C 549300M8ZYFG0OCMTT87 2053-10-20 6.000000 0.00 1482992.00 1517682.62 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-05-25 6.335350 0.00 26878000.00 26131166.30 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2045-01-15 2.000000 0.00 5000000.00 387647.41 Agency Collateralized Mortgage Obligation GNMI SF AC7789 X 549300M8ZYFG0OCMTT87 2042-12-15 3.000000 0.00 452194.00 52573.16 Agency Mortgage-Backed Securities GNII SF MA2753 M 549300M8ZYFG0OCMTT87 2045-04-20 3.000000 0.00 382294016.00 38692322.00 Agency Mortgage-Backed Securities GNII SF MA5816 M 549300M8ZYFG0OCMTT87 2049-03-20 3.500000 0.00 581182.00 59725.03 Agency Mortgage-Backed Securities GNII JM MA6464 M 549300M8ZYFG0OCMTT87 2050-02-20 3.000000 0.00 400000.00 31918.88 Agency Mortgage-Backed Securities GNII SF MA7365 M 549300M8ZYFG0OCMTT87 2051-05-20 1.500000 0.00 85062240.00 51457408.34 Agency Mortgage-Backed Securities GNII SF MA7510 M 549300M8ZYFG0OCMTT87 2036-07-20 3.500000 0.00 390556.00 182993.49 Agency Mortgage-Backed Securities GNII JM MA7523 M 549300M8ZYFG0OCMTT87 2051-08-20 2.000000 0.00 74988800.00 50484944.00 Agency Mortgage-Backed Securities GNII SF MA7882 M 549300M8ZYFG0OCMTT87 2052-02-20 3.000000 0.00 50000000.00 36527056.64 Agency Mortgage-Backed Securities GNII SF MA9543 M 549300M8ZYFG0OCMTT87 2054-03-20 6.500000 0.00 79066240.00 79668928.41 Agency Mortgage-Backed Securities GNMI SF BC3775 X 549300M8ZYFG0OCMTT87 2047-09-15 5.000000 0.00 34147.00 4219.61 Agency Mortgage-Backed Securities GNII SF BI3749 C 549300M8ZYFG0OCMTT87 2048-08-20 5.000000 0.00 1282130.00 294254.87 Agency Mortgage-Backed Securities GNII SF BK3348 C 549300M8ZYFG0OCMTT87 2048-11-20 5.000000 0.00 1471994.00 137189.01 Agency Mortgage-Backed Securities GNII SF CL4149 C 549300M8ZYFG0OCMTT87 2052-03-20 5.000000 0.00 1528886.00 1298614.57 Agency Mortgage-Backed Securities GNMI SF AK6854 X 549300M8ZYFG0OCMTT87 2045-01-15 3.000000 0.00 1979778.00 330714.48 Agency Mortgage-Backed Securities Y 2024-07-05 2024-07-05 2024-08-15 Y BOFA SECURITIES INC 1.0000 7 N N N 0.0534 338000000.00 338000000.00 0.0054 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 5.340000% ARP11PUM4 ES7IP3U3RHIGC71XBU11 0000352613 ARP11PUM4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FNMS 02.500 CLFS2824 B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 0.00 7521941.00 5749890.19 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2807 B1V7KEBTPIMZEU4LTD58 2052-09-01 5.000000 0.00 4876269.00 4383999.88 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3836 B1V7KEBTPIMZEU4LTD58 2053-01-01 4.500000 0.00 12616864.00 10847278.61 Agency Mortgage-Backed Securities FNMS 04.000 CLFS4157 B1V7KEBTPIMZEU4LTD58 2049-05-01 4.000000 0.00 22806586.00 19219563.11 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4648 B1V7KEBTPIMZEU4LTD58 2050-07-01 3.500000 0.00 15131556.00 12456299.40 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5749 B1V7KEBTPIMZEU4LTD58 2053-09-01 6.500000 0.00 3368599.00 3108910.19 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5782 B1V7KEBTPIMZEU4LTD58 2053-08-01 6.000000 0.00 48375171.00 47031077.83 Agency Mortgage-Backed Securities FNMS 03.500 CLFS7363 B1V7KEBTPIMZEU4LTD58 2051-01-01 3.500000 0.00 3233803.00 2843190.10 Agency Mortgage-Backed Securities FNMS 04.500 CLFS8335 B1V7KEBTPIMZEU4LTD58 2051-01-01 4.500000 0.00 11111622.00 10748049.73 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5354 B1V7KEBTPIMZEU4LTD58 2054-05-01 6.000000 0.00 279948.00 277421.30 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4841 B1V7KEBTPIMZEU4LTD58 2052-12-01 5.000000 0.00 10302481.00 9069077.03 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5038 B1V7KEBTPIMZEU4LTD58 2053-06-01 5.000000 0.00 61655459.00 56054106.99 Agency Mortgage-Backed Securities MNRA CL001A2 R19M001 B1V7KEBTPIMZEU4LTD58 2028-09-25 3.664970 0.00 6650000.00 5354768.85 Agency Collateralized Mortgage Obligation MNRM CL005A2 R19M005 B1V7KEBTPIMZEU4LTD58 2029-02-25 3.273000 0.00 10000000.00 9139767.72 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2059-11-25 5.949830 0.00 2000000.00 800546.23 Agency Collateralized Mortgage Obligation FNMS 03.500 CLAS7355 B1V7KEBTPIMZEU4LTD58 2046-06-01 3.500000 0.00 265601000.00 23398165.57 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4027 B1V7KEBTPIMZEU4LTD58 2048-05-01 3.500000 0.00 15101130.00 5054884.32 Agency Mortgage-Backed Securities FNMS 06.000 CLBX1196 B1V7KEBTPIMZEU4LTD58 2052-12-01 6.000000 0.00 4994471.00 4346541.80 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8853 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.000000 0.00 7597751.00 4567273.03 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1661 B1V7KEBTPIMZEU4LTD58 2051-09-01 2.500000 0.00 57011200.00 38480125.87 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3364 B1V7KEBTPIMZEU4LTD58 2052-04-01 3.000000 0.00 2984880.00 2267036.09 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7240 B1V7KEBTPIMZEU4LTD58 2053-10-01 6.000000 0.00 225313.00 222427.13 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7626 B1V7KEBTPIMZEU4LTD58 2053-12-01 6.500000 0.00 69746469.00 63898010.90 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8358 B1V7KEBTPIMZEU4LTD58 2054-04-01 6.500000 0.00 597996.00 607350.57 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1031 B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 0.00 16691426.00 11364324.76 Agency Mortgage-Backed Securities Y 2024-07-05 2024-07-05 2024-07-31 Y Royal Bank of Canada 1.0000 7 N N N 0.0534 338000000.00 338000000.00 0.0054 N N Y N BOFA SECURITIES INC BOFA SECURITIES INC 5.350000% ARP11PXQ2 549300HN4UKV1E2R3U73 0001675365 ARP11PXQ2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNHA RM DC3833 H 549300M8ZYFG0OCMTT87 2074-05-20 7.114000 0.00 11565904.00 12378449.24 Agency Mortgage-Backed Securities GNII SF 004774 M 549300M8ZYFG0OCMTT87 2040-08-20 6.000000 0.00 139498.00 4767.15 Agency Mortgage-Backed Securities GNRM 2023-154 HJ 549300M8ZYFG0OCMTT87 2053-10-20 7.500000 0.00 29331560.00 30285673.86 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-05-25 6.335350 0.00 43387800.00 42182224.02 Agency Collateralized Mortgage Obligation GNII SF MA9389 M 549300M8ZYFG0OCMTT87 2038-12-20 5.500000 0.00 61256.00 60465.14 Agency Mortgage-Backed Securities GNII SF DB1257 C 549300M8ZYFG0OCMTT87 2054-03-20 6.500000 0.00 2585304.00 2638421.63 Agency Mortgage-Backed Securities Y 2024-07-05 2024-07-05 2024-08-29 Y BOFA SECURITIES INC 1.0000 7 N N N 0.0535 85000000.00 85000000.00 0.0014 N N Y N BOFA SECURITIES INC BOFA SECURITIES INC 5.350000% ARP11QLG5 549300HN4UKV1E2R3U73 0001675365 ARP11QLG5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNRA 2015-9O HA 549300M8ZYFG0OCMTT87 2065-03-20 1.750000 0.00 638976.00 153.91 Agency Collateralized Mortgage Obligation GNRA 2017-8O FB 549300M8ZYFG0OCMTT87 2067-09-20 5.659190 0.00 8000000.00 3784322.36 Agency Collateralized Mortgage Obligation GNRA 2015-15O FJ 549300M8ZYFG0OCMTT87 2065-06-20 5.877320 0.00 751000.00 280276.58 Agency Collateralized Mortgage Obligation GNRA 2016-7O FK 549300M8ZYFG0OCMTT87 2066-03-20 6.437320 0.00 600000.00 221490.50 Agency Collateralized Mortgage Obligation GNRM 2011-136 GB 549300M8ZYFG0OCMTT87 2040-05-20 2.500000 0.00 5000000.00 40926.80 Agency Collateralized Mortgage Obligation GNRM 2013-054 PD 549300M8ZYFG0OCMTT87 2042-07-20 2.500000 0.00 3000000.00 108606.60 Agency Collateralized Mortgage Obligation GNRM 2017-170 MC 549300M8ZYFG0OCMTT87 2047-10-20 2.500000 0.00 10000000.00 447726.50 Agency Collateralized Mortgage Obligation GNRA 2019-5O JF 549300M8ZYFG0OCMTT87 2069-09-20 6.087320 0.00 450000.00 218636.18 Agency Collateralized Mortgage Obligation GNRM 2017-179 TB 549300M8ZYFG0OCMTT87 2047-12-20 3.000000 0.00 2985000.00 659755.05 Agency Collateralized Mortgage Obligation GNRA 2021-226 FA 549300M8ZYFG0OCMTT87 2051-12-20 2.500000 0.00 89122600.00 61502809.85 Agency Collateralized Mortgage Obligation GNRA 2024-04O FB 549300M8ZYFG0OCMTT87 2073-05-20 5.933000 0.00 79663232.00 76953371.37 Agency Collateralized Mortgage Obligation GNRA 2022-050 FH 549300M8ZYFG0OCMTT87 2052-03-20 3.500000 0.00 46868000.00 34733624.20 Agency Collateralized Mortgage Obligation GNRA 2023-128 FJ 549300M8ZYFG0OCMTT87 2053-08-20 6.383000 0.00 30000000.00 28827586.26 Agency Collateralized Mortgage Obligation GNRM 2023-168 GJ 549300M8ZYFG0OCMTT87 2053-11-20 7.500000 0.00 23069952.00 23729663.56 Agency Collateralized Mortgage Obligation GNRA 2023-152 FA 549300M8ZYFG0OCMTT87 2053-10-20 6.633000 0.00 25824096.00 25478264.29 Agency Collateralized Mortgage Obligation GNRA 2023-116 FJ 549300M8ZYFG0OCMTT87 2053-08-20 6.483000 0.00 100000000.00 87594142.17 Agency Collateralized Mortgage Obligation GNRA 2023-135 GF 549300M8ZYFG0OCMTT87 2053-09-20 6.383000 0.00 156300288.00 97757130.97 Agency Collateralized Mortgage Obligation FNRM CL056MC R08F056 B1V7KEBTPIMZEU4LTD58 2038-07-25 5.500000 0.00 1985000.00 41806.77 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2037-11-15 5.500000 0.00 7600000.00 132269.29 Agency Collateralized Mortgage Obligation GNII SF MA3376 M 549300M8ZYFG0OCMTT87 2046-01-20 3.500000 0.00 13325000.00 1468569.79 Agency Mortgage-Backed Securities GNII SF MA7191 M 549300M8ZYFG0OCMTT87 2051-02-20 1.500000 0.00 756280.00 437457.62 Agency Mortgage-Backed Securities GNII SF MA6766 M 549300M8ZYFG0OCMTT87 2050-07-20 3.000000 0.00 23314.00 7062.83 Agency Mortgage-Backed Securities GNII SF MA7053 M 549300M8ZYFG0OCMTT87 2050-12-20 3.000000 0.00 26000.00 10126.90 Agency Mortgage-Backed Securities FNRM RC014KA R15F014 B1V7KEBTPIMZEU4LTD58 2044-07-25 2.000000 0.00 5000000.00 140309.55 Agency Collateralized Mortgage Obligation FNRM CL076VM R18F076 B1V7KEBTPIMZEU4LTD58 2039-02-25 4.000000 0.00 100000.00 94270.00 Agency Collateralized Mortgage Obligation FNRM CL026GA R19F026 B1V7KEBTPIMZEU4LTD58 2049-06-25 3.500000 0.00 31982688.00 7739782.86 Agency Collateralized Mortgage Obligation FNRM CL037GN R21F037 B1V7KEBTPIMZEU4LTD58 2051-06-25 1.750000 0.00 25000000.00 15489010.63 Agency Collateralized Mortgage Obligation FNRM RC035EB R21F035 B1V7KEBTPIMZEU4LTD58 2037-02-25 1.000000 0.00 20000000.00 9336177.74 Agency Collateralized Mortgage Obligation FNRM CL003C R22F003 B1V7KEBTPIMZEU4LTD58 2052-02-25 2.000000 0.00 25000000.00 16648243.70 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-10-25 6.635350 0.00 2789000.00 2441641.26 Agency Collateralized Mortgage Obligation FNRM RC053CY R23F053 B1V7KEBTPIMZEU4LTD58 2053-11-25 6.500000 0.00 9353000.00 9573927.21 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2053-11-25 6.835350 0.00 100000000.00 85215841.89 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2054-06-25 6.485350 0.00 62844000.00 61416047.00 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2054-04-25 6.285350 0.00 99792512.00 98432363.15 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2054-07-25 6.210000 0.00 49506688.00 49951134.29 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2054-07-25 5.500000 0.00 13004496.00 12951970.84 Agency Collateralized Mortgage Obligation GNII SF MA8098 M 549300M8ZYFG0OCMTT87 2052-06-20 3.000000 0.00 7000.00 5354.67 Agency Mortgage-Backed Securities GNII SF MA7538 M 549300M8ZYFG0OCMTT87 2051-08-20 4.500000 0.00 338225.00 177986.45 Agency Mortgage-Backed Securities GNII SF MA7650 M 549300M8ZYFG0OCMTT87 2051-10-20 3.000000 0.00 129766400.00 86078896.55 Agency Mortgage-Backed Securities GNII SF MA8874 M 549300M8ZYFG0OCMTT87 2051-05-20 3.000000 0.00 40207360.00 32016568.29 Agency Mortgage-Backed Securities GNII SF MA8918 M 549300M8ZYFG0OCMTT87 2038-12-20 5.500000 0.00 213523.00 191014.32 Agency Mortgage-Backed Securities GNII SF MA8150 M 549300M8ZYFG0OCMTT87 2052-07-20 4.000000 0.00 50025000.00 41732432.63 Agency Mortgage-Backed Securities GNII SF MA9603 M 549300M8ZYFG0OCMTT87 2054-04-20 4.500000 0.00 156419360.00 149314686.20 Agency Mortgage-Backed Securities GNII SF MA9605 M 549300M8ZYFG0OCMTT87 2054-04-20 5.500000 0.00 63548000.00 63220857.11 Agency Mortgage-Backed Securities GNII SF CZ9850 C 549300M8ZYFG0OCMTT87 2054-04-20 6.500000 0.00 1421706.00 1437745.20 Agency Mortgage-Backed Securities GNII SF DA0553 C 549300M8ZYFG0OCMTT87 2054-02-20 5.500000 0.00 3042216.00 3040138.92 Agency Mortgage-Backed Securities GNRA 2024-105 FB 549300M8ZYFG0OCMTT87 2054-06-20 6.177420 0.00 66666624.00 67094474.39 Agency Collateralized Mortgage Obligation GNII SF DA1392 C 549300M8ZYFG0OCMTT87 2054-03-20 5.500000 0.00 3080276.00 3086288.51 Agency Mortgage-Backed Securities GNII SF DA1394 C 549300M8ZYFG0OCMTT87 2054-03-20 5.500000 0.00 3152824.00 3149373.81 Agency Mortgage-Backed Securities GNII SF DA1404 C 549300M8ZYFG0OCMTT87 2054-03-20 5.500000 0.00 1525546.00 1531546.56 Agency Mortgage-Backed Securities GNII SF DA6235 C 549300M8ZYFG0OCMTT87 2054-02-20 6.500000 0.00 686797.00 708914.42 Agency Mortgage-Backed Securities GNII SF DA6489 C 549300M8ZYFG0OCMTT87 2054-03-20 5.500000 0.00 1552390.00 1551982.90 Agency Mortgage-Backed Securities GNII SF DA9125 C 549300M8ZYFG0OCMTT87 2054-04-20 5.500000 0.00 1902704.00 1906124.74 Agency Mortgage-Backed Securities GNII SF DB5065 C 549300M8ZYFG0OCMTT87 2054-04-20 6.000000 0.00 11759584.00 11939984.53 Agency Mortgage-Backed Securities GNII SF DB6130 C 549300M8ZYFG0OCMTT87 2054-06-20 5.500000 0.00 4097456.00 4124331.21 Agency Mortgage-Backed Securities GNII SF DB6110 C 549300M8ZYFG0OCMTT87 2054-05-20 5.500000 0.00 4281792.00 4293639.00 Agency Mortgage-Backed Securities GNII SF DB9406 C 549300M8ZYFG0OCMTT87 2054-04-20 6.000000 0.00 1398786.00 1421195.81 Agency Mortgage-Backed Securities GNII SF DC2721 C 549300M8ZYFG0OCMTT87 2054-05-20 5.500000 0.00 2990724.00 2977889.48 Agency Mortgage-Backed Securities GNII SF DC4109 C 549300M8ZYFG0OCMTT87 2054-06-20 6.000000 0.00 1140126.00 1167820.80 Agency Mortgage-Backed Securities GNII SF DC4112 C 549300M8ZYFG0OCMTT87 2054-06-20 6.500000 0.00 1067058.00 1103136.30 Agency Mortgage-Backed Securities GNII SF DC7367 C 549300M8ZYFG0OCMTT87 2054-06-20 5.500000 0.00 1331542.00 1342159.72 Agency Mortgage-Backed Securities GNII SF 004759 M 549300M8ZYFG0OCMTT87 2025-08-20 4.000000 0.00 994847.00 5455.43 Agency Mortgage-Backed Securities GNMI SF 466280 X 549300M8ZYFG0OCMTT87 2030-07-15 8.000000 0.00 1433600.00 1195.39 Agency Mortgage-Backed Securities GNMI SF 487588 X 549300M8ZYFG0OCMTT87 2029-04-15 6.000000 0.00 114932.00 392.01 Agency Mortgage-Backed Securities GNMI SF 506513 X 549300M8ZYFG0OCMTT87 2029-05-15 6.000000 0.00 1303044.00 5370.88 Agency Mortgage-Backed Securities GNMI SF 530758 X 549300M8ZYFG0OCMTT87 2032-11-15 6.000000 0.00 297124.00 6151.59 Agency Mortgage-Backed Securities GNII SP 784472 C 549300M8ZYFG0OCMTT87 2048-02-20 3.500000 0.00 500000.00 166128.91 Agency Mortgage-Backed Securities GNII SP 787235 C 549300M8ZYFG0OCMTT87 2053-11-20 5.500000 0.00 50290112.00 49677896.97 Agency Mortgage-Backed Securities GNII SP 787415 C 549300M8ZYFG0OCMTT87 2053-11-20 6.500000 0.00 192384.00 195842.89 Agency Mortgage-Backed Securities GNII SP 783590 M 549300M8ZYFG0OCMTT87 2041-06-20 4.500000 0.00 183402.00 10086.77 Agency Mortgage-Backed Securities GNMI SF 675818 X 549300M8ZYFG0OCMTT87 2038-04-15 6.000000 0.00 25000.00 180.58 Agency Mortgage-Backed Securities GNRA 2017-6O KF 549300M8ZYFG0OCMTT87 2067-08-20 6.187320 0.00 2400000.00 864450.05 Agency Collateralized Mortgage Obligation GNRA 2024-061 FB 549300M8ZYFG0OCMTT87 2054-04-20 6.463000 0.00 50000000.00 48968471.72 Agency Collateralized Mortgage Obligation GNRA 2024-105 FC 549300M8ZYFG0OCMTT87 2054-06-20 6.170000 0.00 32113536.00 32367878.77 Agency Collateralized Mortgage Obligation GNRM 2024-105 CY 549300M8ZYFG0OCMTT87 2054-06-20 5.500000 0.00 413962.00 412329.75 Agency Collateralized Mortgage Obligation GNAR AF MA9618 M 549300M8ZYFG0OCMTT87 2054-04-20 5.500000 0.00 11485552.00 11529629.47 Agency Mortgage-Backed Securities GNII SF BJ1516 C 549300M8ZYFG0OCMTT87 2049-05-20 5.000000 0.00 1394068.00 507470.36 Agency Mortgage-Backed Securities GNII SF BQ8528 C 549300M8ZYFG0OCMTT87 2054-06-20 6.000000 0.00 1959878.00 1970849.40 Agency Mortgage-Backed Securities GNII SF BS8420 C 549300M8ZYFG0OCMTT87 2050-04-20 4.000000 0.00 100000.00 26973.41 Agency Mortgage-Backed Securities GNII ET CF5887 C 549300M8ZYFG0OCMTT87 2064-02-20 6.000000 0.00 527420.00 527754.33 Agency Mortgage-Backed Securities GNII SF CL4150 C 549300M8ZYFG0OCMTT87 2052-03-20 5.000000 0.00 1007126.00 786250.24 Agency Mortgage-Backed Securities GNII ET CQ6790 C 549300M8ZYFG0OCMTT87 2064-02-20 6.500000 0.00 181461.00 183990.01 Agency Mortgage-Backed Securities GNII ET CR1174 C 549300M8ZYFG0OCMTT87 2062-12-20 7.000000 0.00 6168112.00 3270736.91 Agency Mortgage-Backed Securities GNII ET CT6974 C 549300M8ZYFG0OCMTT87 2063-03-20 6.000000 0.00 844011.00 636482.26 Agency Mortgage-Backed Securities GNII SF CU6752 C 549300M8ZYFG0OCMTT87 2053-08-20 6.500000 0.00 9573088.00 9844664.88 Agency Mortgage-Backed Securities GNII SF CU9497 C 549300M8ZYFG0OCMTT87 2053-06-20 6.500000 0.00 1458822.00 1355881.82 Agency Mortgage-Backed Securities GNII ET CV7295 C 549300M8ZYFG0OCMTT87 2063-07-20 6.500000 0.00 404551.00 409116.49 Agency Mortgage-Backed Securities GNII ET CX1677 C 549300M8ZYFG0OCMTT87 2063-08-20 6.500000 0.00 286304.00 289343.88 Agency Mortgage-Backed Securities GNII ET CX4519 C 549300M8ZYFG0OCMTT87 2063-10-20 6.500000 0.00 97496.00 98725.46 Agency Mortgage-Backed Securities GNII SF CZ3827 C 549300M8ZYFG0OCMTT87 2054-02-20 6.500000 0.00 688895.00 711121.71 Agency Mortgage-Backed Securities GNII SF CZ4618 C 549300M8ZYFG0OCMTT87 2054-03-20 6.000000 0.00 4139304.00 4191534.69 Agency Mortgage-Backed Securities GNII SF CZ4752 C 549300M8ZYFG0OCMTT87 2054-01-20 7.500000 0.00 1927496.00 2004477.61 Agency Mortgage-Backed Securities GNII SF CZ5872 C 549300M8ZYFG0OCMTT87 2053-11-20 6.500000 0.00 1867584.00 1921434.56 Agency Mortgage-Backed Securities GNII SF CZ7361 C 549300M8ZYFG0OCMTT87 2054-02-20 6.000000 0.00 1093452.00 1112584.24 Agency Mortgage-Backed Securities GNII SF CZ8962 C 549300M8ZYFG0OCMTT87 2054-02-20 6.000000 0.00 1636560.00 1669898.83 Agency Mortgage-Backed Securities GNII SF CX5140 C 549300M8ZYFG0OCMTT87 2054-03-20 5.500000 0.00 1680386.00 1681350.63 Agency Mortgage-Backed Securities GNII SF CX5158 C 549300M8ZYFG0OCMTT87 2054-03-20 6.500000 0.00 1605038.00 1650146.20 Agency Mortgage-Backed Securities GNII SF CX9770 C 549300M8ZYFG0OCMTT87 2054-03-20 6.000000 0.00 3180248.00 3196620.31 Agency Mortgage-Backed Securities GNII SF CX9863 C 549300M8ZYFG0OCMTT87 2054-03-20 5.500000 0.00 2884968.00 2866389.89 Agency Mortgage-Backed Securities GNII ET CX9044 C 549300M8ZYFG0OCMTT87 2063-12-20 7.000000 0.00 2302044.00 2125311.96 Agency Mortgage-Backed Securities GNII SF CX9926 C 549300M8ZYFG0OCMTT87 2054-04-20 6.000000 0.00 1058814.00 1073760.27 Agency Mortgage-Backed Securities GNII SF CX9994 C 549300M8ZYFG0OCMTT87 2054-04-20 5.500000 0.00 2118744.00 2123867.31 Agency Mortgage-Backed Securities GNII ET CY0027 C 549300M8ZYFG0OCMTT87 2062-12-20 7.000000 0.00 76132.00 77341.19 Agency Mortgage-Backed Securities GNII SF CY1947 C 549300M8ZYFG0OCMTT87 2054-01-20 6.500000 0.00 1133092.00 1173964.33 Agency Mortgage-Backed Securities GNII ET CY4707 C 549300M8ZYFG0OCMTT87 2063-07-20 6.500000 0.00 193568.00 196203.23 Agency Mortgage-Backed Securities GNII ET CY4912 C 549300M8ZYFG0OCMTT87 2063-10-20 7.000000 0.00 393918.00 400866.49 Agency Mortgage-Backed Securities GNII ET CY4904 C 549300M8ZYFG0OCMTT87 2063-07-20 6.500000 0.00 281826.00 284574.20 Agency Mortgage-Backed Securities GNII ET CY8682 C 549300M8ZYFG0OCMTT87 2063-11-20 7.000000 0.00 1551200.00 1403890.54 Agency Mortgage-Backed Securities GNPL PN CZ2391 549300M8ZYFG0OCMTT87 2059-02-15 5.600000 0.00 1000000.00 1029617.04 Agency Mortgage-Backed Securities GNII SF CZ2449 C 549300M8ZYFG0OCMTT87 2054-03-20 5.500000 0.00 1028826.00 1034302.15 Agency Mortgage-Backed Securities Y 2024-07-05 2024-07-05 2024-08-02 Y BOFA SECURITIES INC 1.0000 7 N N N 0.0535 1451000000.00 1451000000.00 0.0233 N N Y N BOFA SECURITIES INC BOFA SECURITIES INC 5.350000% ARP11RDT4 549300HN4UKV1E2R3U73 0001675365 ARP11RDT4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 2037-11-15 5.500000 0.00 12200000.00 157863.27 Agency Collateralized Mortgage Obligation GNII SF MA3521 M 549300M8ZYFG0OCMTT87 2046-03-20 3.500000 0.00 898856.00 99214.06 Agency Mortgage-Backed Securities GNII SF MA4385 M 549300M8ZYFG0OCMTT87 2047-04-20 5.000000 0.00 670000.00 70982.28 Agency Mortgage-Backed Securities GNII SF MA4453 M 549300M8ZYFG0OCMTT87 2047-04-20 4.500000 0.00 2439960.00 226614.22 Agency Mortgage-Backed Securities GNHA AL CV6932 H 549300M8ZYFG0OCMTT87 2073-05-20 6.272000 0.00 2108272.00 2040057.18 Agency Mortgage-Backed Securities GNII ET CX5565 C 549300M8ZYFG0OCMTT87 2063-09-20 6.500000 0.00 2311924.00 1870152.91 Agency Mortgage-Backed Securities GNII SF CY4529 C 549300M8ZYFG0OCMTT87 2053-11-20 6.000000 0.00 3761796.00 3760835.98 Agency Mortgage-Backed Securities GNII SF CZ8701 C 549300M8ZYFG0OCMTT87 2054-01-20 6.500000 0.00 3285992.00 3210461.26 Agency Mortgage-Backed Securities GNII SF DB7483 C 549300M8ZYFG0OCMTT87 2054-06-20 5.500000 0.00 1181074.00 1179811.43 Agency Mortgage-Backed Securities GNII SF DC4342 C 549300M8ZYFG0OCMTT87 2054-05-20 6.000000 0.00 1105614.00 1123920.64 Agency Mortgage-Backed Securities GNII SF DC7777 C 549300M8ZYFG0OCMTT87 2054-06-20 6.500000 0.00 1089436.00 1104985.52 Agency Mortgage-Backed Securities GNMI SF 569235 X 549300M8ZYFG0OCMTT87 2032-03-15 6.000000 0.00 2092498.00 7407.31 Agency Mortgage-Backed Securities GNII SF 003415 M 549300M8ZYFG0OCMTT87 2033-07-20 5.500000 0.00 129996.00 1731.32 Agency Mortgage-Backed Securities GNII SF 003678 M 549300M8ZYFG0OCMTT87 2035-02-20 5.500000 0.00 103000.00 2183.72 Agency Mortgage-Backed Securities GNMI SP 784460 X 549300M8ZYFG0OCMTT87 2046-07-15 4.000000 0.00 303037.00 50353.12 Agency Mortgage-Backed Securities GNMI SF 668007 X 549300M8ZYFG0OCMTT87 2044-10-15 3.500000 0.00 2472000.00 278111.68 Agency Mortgage-Backed Securities GNRA 2023-079 FB 549300M8ZYFG0OCMTT87 2053-06-20 6.483000 0.00 22799700.00 19763334.74 Agency Collateralized Mortgage Obligation GNII SF MA8722 M 549300M8ZYFG0OCMTT87 2044-11-20 3.500000 0.00 27134592.00 22282684.18 Agency Mortgage-Backed Securities GNII SF AK6860 C 549300M8ZYFG0OCMTT87 2045-01-20 3.000000 0.00 517000.00 101328.04 Agency Mortgage-Backed Securities GNII SF CU0339 C 549300M8ZYFG0OCMTT87 2053-08-20 7.000000 0.00 30744448.00 31247968.15 Agency Mortgage-Backed Securities Y 2024-07-05 2024-07-05 2024-09-03 Y BOFA SECURITIES INC 1.0000 7 N N N 0.0535 86000000.00 86000000.00 0.0014 N N Y N BOFA SECURITIES INC BOFA SECURITIES INC 5.390000% ARP11RDX5 549300HN4UKV1E2R3U73 0001675365 ARP11RDX5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FREMF MTG TR 2018-KF49 B 20250625 FLT 2025-06-25 7.338810 0.00 120000.00 26081.60 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-KF66 B 20290725 FLT 2029-07-25 7.838810 0.00 50000.00 10916.06 Agency Collateralized Mortgage Obligation FNRM RC079PE R07F079 B1V7KEBTPIMZEU4LTD58 2037-08-01 5.000000 0.00 2300000.00 76621.82 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2037-04-15 5.500000 0.00 2000000.00 460178.19 Agency Collateralized Mortgage Obligation GNII SF MA0392 M 549300M8ZYFG0OCMTT87 2042-09-20 3.500000 0.00 2408616.00 234875.11 Agency Mortgage-Backed Securities GNII SF MA2934 M 549300M8ZYFG0OCMTT87 2028-07-20 2.500000 0.00 100402048.00 9330042.95 Agency Mortgage-Backed Securities GNII SF MA7450 M 549300M8ZYFG0OCMTT87 2036-07-20 4.000000 0.00 46417.00 15240.59 Agency Mortgage-Backed Securities GNII SF MA7647 M 549300M8ZYFG0OCMTT87 2051-10-20 1.500000 0.00 3744836.00 2429252.47 Agency Mortgage-Backed Securities GNII SF MA7800 M 549300M8ZYFG0OCMTT87 2037-01-20 3.500000 0.00 207944.00 121859.13 Agency Mortgage-Backed Securities GNII SF MA9102 M 549300M8ZYFG0OCMTT87 2053-04-20 3.500000 0.00 12434340.00 10541116.22 Agency Mortgage-Backed Securities GNII SF MA9668 M 549300M8ZYFG0OCMTT87 2054-05-20 5.500000 0.00 12553504.00 12524984.14 Agency Mortgage-Backed Securities GNII ET CW5554 C 549300M8ZYFG0OCMTT87 2063-09-20 6.500000 0.00 821234.00 725116.66 Agency Mortgage-Backed Securities GNII SF CX9995 C 549300M8ZYFG0OCMTT87 2054-04-20 5.500000 0.00 1865180.00 1864321.28 Agency Mortgage-Backed Securities GNII SF DC7837 C 549300M8ZYFG0OCMTT87 2054-06-20 6.000000 0.00 1870362.00 1908345.31 Agency Mortgage-Backed Securities GNII SF 005141 M 549300M8ZYFG0OCMTT87 2041-08-20 5.000000 0.00 6103984.00 276653.50 Agency Mortgage-Backed Securities GNII SP 787319 C 549300M8ZYFG0OCMTT87 2054-02-20 6.000000 0.00 67311744.00 67171649.47 Agency Mortgage-Backed Securities GNRA 2012-H29 FA 549300M8ZYFG0OCMTT87 2062-10-20 5.952320 0.00 899997.00 52648.56 Agency Collateralized Mortgage Obligation GNRA 2024-07O FC 549300M8ZYFG0OCMTT87 2074-02-20 5.983000 0.00 500000.00 482773.77 Agency Collateralized Mortgage Obligation GNRA 2023-058 FA 549300M8ZYFG0OCMTT87 2053-04-20 6.273000 0.00 20756900.00 17085846.42 Agency Collateralized Mortgage Obligation GNRA 2023-079 FB 549300M8ZYFG0OCMTT87 2053-06-20 6.483000 0.00 77200200.00 66919011.85 Agency Collateralized Mortgage Obligation GNRA 2023-107 FA 549300M8ZYFG0OCMTT87 2053-07-20 6.383000 0.00 59617800.00 48614748.04 Agency Collateralized Mortgage Obligation GNII SF CZ9304 C 549300M8ZYFG0OCMTT87 2054-01-20 6.500000 0.00 4899848.00 5049980.46 Agency Mortgage-Backed Securities GNII SF DA7899 C 549300M8ZYFG0OCMTT87 2054-04-20 5.500000 0.00 8912880.00 8926378.97 Agency Mortgage-Backed Securities GNII SF DC6550 C 549300M8ZYFG0OCMTT87 2054-06-20 6.500000 0.00 2593320.00 2651358.50 Agency Mortgage-Backed Securities Y 2024-09-03 2024-09-03 2024-09-03 N N N 0.0539 250000000.00 250000000.00 0.0040 N N N Y CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 5.350000% ARP11TV29 MBNUM2BPBDO7JBLYG310 0000315030 ARP11TV29 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2025-03-15 1.750000 0.00 48100.00 47181.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-03-31 3.875000 0.00 2406000.00 2405155.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2.750000 0.00 900.00 893.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-03-31 2.625000 0.00 124223700.00 122684095.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-05-15 2.375000 0.00 157446000.00 144301097.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-28 1.125000 0.00 100.00 97.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-15 0.125000 0.00 38200.00 45084.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-05-31 0.250000 0.00 202222700.00 193443657.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-15 0.375000 0.00 105571700.00 105554582.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-30 3.875000 0.00 206577700.00 205698223.51 U.S. Treasuries (including strips) Y 2024-07-05 2024-07-05 2024-07-08 Y CITIGROUP GLOBAL MARKETS INC 1.0000 7 N N N 0.0535 759000000.00 759000000.00 0.0122 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 5.330000% ARP11XNP8 G5GSEF7VJP5I7OUK5573 0001484212 ARP11XNP8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2042-08-15 2.750000 0.00 108300000.00 85493279.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 0.00 87211000.00 68044642.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 0.00 69581400.00 62647174.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 0.00 107743000.00 91396051.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 0.00 118660000.00 86978527.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-31 3.000000 0.00 38854300.00 38044023.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2.625000 0.00 63080600.00 61819099.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-31 2.125000 0.00 94941200.00 90535423.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-08-31 1.375000 0.00 97439900.00 91257211.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-30 0.750000 0.00 100000000.00 93085044.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-09-30 0.875000 0.00 73876000.00 68143054.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-02-28 1.875000 0.00 69742200.00 65495257.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-05-31 2.750000 0.00 84191700.00 78520953.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-12-31 3.875000 0.00 75636300.00 75469301.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-02-29 4.000000 0.00 83343900.00 83239343.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 4.250000 0.00 27673800.00 27990567.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-03-31 4.125000 0.00 74969300.00 74994844.87 U.S. Treasuries (including strips) Y 2024-07-05 2024-07-05 2024-08-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0533 1210000000.00 1210000000.00 0.0194 N N Y N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 5.330000% ARP11XO51 2IGI19DL77OX0HC3ZE78 0000800030 ARP11XO51 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FEPC 05.000 CLQG2840 S6XOOCT0IEG5ABCC6L87 2053-05-01 5.000000 0.00 1000.00 962.17 Agency Mortgage-Backed Securities FEPC 04.500 CLQG2975 S6XOOCT0IEG5ABCC6L87 2053-05-01 4.500000 0.00 2515592.00 2305758.46 Agency Mortgage-Backed Securities FEPC 06.500 CLQG4005 S6XOOCT0IEG5ABCC6L87 2053-06-01 6.500000 0.00 1000.00 1038.71 Agency Mortgage-Backed Securities FEPC 04.500 CLQG5936 S6XOOCT0IEG5ABCC6L87 2053-07-01 4.500000 0.00 2001.00 1888.42 Agency Mortgage-Backed Securities FEPC 06.500 CLQG6443 S6XOOCT0IEG5ABCC6L87 2053-07-01 6.500000 0.00 1000.00 1027.12 Agency Mortgage-Backed Securities FEPC 05.000 CLQG7984 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.000000 0.00 1000.00 974.80 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7985 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.500000 0.00 2000.00 1983.69 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7996 S6XOOCT0IEG5ABCC6L87 2053-08-01 6.500000 0.00 3009.00 2753.19 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7454 S6XOOCT0IEG5ABCC6L87 2053-07-01 6.500000 0.00 2002.00 1983.16 Agency Mortgage-Backed Securities FEPC 05.000 CLQG7931 S6XOOCT0IEG5ABCC6L87 2053-07-01 5.000000 0.00 1001.00 966.20 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7932 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.500000 0.00 1000.00 984.35 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7963 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.500000 0.00 1000.00 984.02 Agency Mortgage-Backed Securities FEPC 05.000 CLQG7938 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.000000 0.00 3001.00 2915.20 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7939 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.500000 0.00 3001.00 2941.64 Agency Mortgage-Backed Securities FEPC 04.500 CLQH0944 S6XOOCT0IEG5ABCC6L87 2053-09-01 4.500000 0.00 1000.00 932.03 Agency Mortgage-Backed Securities FEPC 06.500 CLQH8264 S6XOOCT0IEG5ABCC6L87 2054-01-01 6.500000 0.00 1000.00 962.63 Agency Mortgage-Backed Securities Farm Federal Credit Bank 254900C5LP6DN9OP9V83 2039-02-02 3.500000 0.00 15000.00 13004.44 Agency Debentures and Agency Strips FEPC 02.000 CLRA5053 S6XOOCT0IEG5ABCC6L87 2051-04-01 2.000000 0.00 35823530.00 22656967.65 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5853 S6XOOCT0IEG5ABCC6L87 2051-09-01 2.500000 0.00 15000000.00 10081306.67 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6652 S6XOOCT0IEG5ABCC6L87 2052-01-01 2.500000 0.00 1145307.00 840637.02 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7925 S6XOOCT0IEG5ABCC6L87 2052-09-01 4.500000 0.00 18740115.00 15992068.78 Agency Mortgage-Backed Securities FEPC 06.000 CLQI1545 S6XOOCT0IEG5ABCC6L87 2054-03-01 6.000000 0.00 9301.00 9458.55 Agency Mortgage-Backed Securities FEPC 04.500 CLQI2064 S6XOOCT0IEG5ABCC6L87 2054-03-01 4.500000 0.00 1566.00 1334.95 Agency Mortgage-Backed Securities FEPC 06.000 CLQI2204 S6XOOCT0IEG5ABCC6L87 2054-03-01 6.000000 0.00 423150.00 427759.92 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2269 S6XOOCT0IEG5ABCC6L87 2054-04-01 5.000000 0.00 1000.00 976.55 Agency Mortgage-Backed Securities FEPC 05.500 CLQI3256 S6XOOCT0IEG5ABCC6L87 2054-04-01 5.500000 0.00 5119096.00 5111516.44 Agency Mortgage-Backed Securities FEPC 05.500 CLQI4026 S6XOOCT0IEG5ABCC6L87 2054-04-01 5.500000 0.00 10490882.00 10069956.62 Agency Mortgage-Backed Securities FEPC 06.000 CLQI5809 S6XOOCT0IEG5ABCC6L87 2054-05-01 6.000000 0.00 2055025.00 2096477.09 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6037 S6XOOCT0IEG5ABCC6L87 2054-05-01 6.000000 0.00 1634686.00 1667571.94 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8158 B1V7KEBTPIMZEU4LTD58 2054-03-01 6.000000 0.00 23596298.00 23690258.72 Agency Mortgage-Backed Securities FNMS 02.500 CLFM5311 B1V7KEBTPIMZEU4LTD58 2050-12-01 2.500000 0.00 505339.00 283730.53 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5866 B1V7KEBTPIMZEU4LTD58 2049-06-01 3.500000 0.00 33169000.00 11237087.47 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5867 B1V7KEBTPIMZEU4LTD58 2049-06-01 3.500000 0.00 39103167.00 13133840.82 Agency Mortgage-Backed Securities FNMS 03.500 CLFM6655 B1V7KEBTPIMZEU4LTD58 2046-09-01 3.500000 0.00 11093613.00 5849263.97 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9482 B1V7KEBTPIMZEU4LTD58 2051-11-01 3.000000 0.00 55748168.00 38964630.51 Agency Mortgage-Backed Securities FNMS 02.000 CLFM9540 B1V7KEBTPIMZEU4LTD58 2051-11-01 2.000000 0.00 10044195.00 6829838.22 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0219 B1V7KEBTPIMZEU4LTD58 2052-01-01 3.000000 0.00 2257121.00 1663698.64 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0668 B1V7KEBTPIMZEU4LTD58 2049-07-01 2.500000 0.00 7700000.00 5206111.28 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3089 B1V7KEBTPIMZEU4LTD58 2050-12-01 4.500000 0.00 23979728.00 19677463.14 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3872 B1V7KEBTPIMZEU4LTD58 2053-02-01 4.500000 0.00 1119.00 962.80 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5811 B1V7KEBTPIMZEU4LTD58 2053-08-01 5.500000 0.00 9735520.00 9488374.46 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5972 B1V7KEBTPIMZEU4LTD58 2053-10-01 6.500000 0.00 52354088.00 50743057.80 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5976 B1V7KEBTPIMZEU4LTD58 2053-10-01 6.000000 0.00 10902912.00 10668842.01 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8076 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.000000 0.00 55409.00 56485.08 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8165 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.000000 0.00 17100.00 17451.18 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8241 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.000000 0.00 8427527.00 8692909.83 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8243 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.000000 0.00 55104.00 56604.48 Agency Mortgage-Backed Securities FNMS 03.500 CRAB9163 B1V7KEBTPIMZEU4LTD58 2043-05-01 3.500000 0.00 62078045.00 9236517.80 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3210 B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 0.00 130968769.00 18613394.89 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5329 B1V7KEBTPIMZEU4LTD58 2054-04-01 6.500000 0.00 20178400.00 19941526.91 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0858 S6XOOCT0IEG5ABCC6L87 2054-02-01 6.500000 0.00 6808408.00 6660844.06 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6046 S6XOOCT0IEG5ABCC6L87 2054-05-01 6.000000 0.00 1632873.00 1663801.67 Agency Mortgage-Backed Securities FEPC 05.500 CLQI7163 S6XOOCT0IEG5ABCC6L87 2054-06-01 5.500000 0.00 5955347.00 5948686.44 Agency Mortgage-Backed Securities FEPC 06.500 CLQI6349 S6XOOCT0IEG5ABCC6L87 2054-06-01 6.500000 0.00 3000.00 3098.23 Agency Mortgage-Backed Securities FEPC 06.500 CLQI7977 S6XOOCT0IEG5ABCC6L87 2054-06-01 6.500000 0.00 1934.00 2023.40 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9587 B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 0.00 66592149.00 12050686.20 Agency Mortgage-Backed Securities FNMS 07.000 CLDA7670 B1V7KEBTPIMZEU4LTD58 2054-01-01 7.000000 0.00 542410.00 566936.57 Agency Mortgage-Backed Securities FNMS 04.500 CLDB1216 B1V7KEBTPIMZEU4LTD58 2054-03-01 4.500000 0.00 761515.00 725732.29 Agency Mortgage-Backed Securities FNMS 05.500 CLDB2090 B1V7KEBTPIMZEU4LTD58 2054-05-01 5.500000 0.00 7358.00 7372.10 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ9263 B1V7KEBTPIMZEU4LTD58 2048-06-01 4.500000 0.00 2712090.00 707986.43 Agency Mortgage-Backed Securities FNMS 04.000 CLBU2035 B1V7KEBTPIMZEU4LTD58 2051-09-01 4.000000 0.00 1417133.00 962277.24 Agency Mortgage-Backed Securities FNMS 04.000 CLBU3339 B1V7KEBTPIMZEU4LTD58 2051-11-01 4.000000 0.00 1019149.00 865575.25 Agency Mortgage-Backed Securities FNMS 05.500 CLBY5143 B1V7KEBTPIMZEU4LTD58 2053-08-01 5.500000 0.00 4075376.00 3445521.27 Agency Mortgage-Backed Securities FNMS 06.000 CLBY8356 B1V7KEBTPIMZEU4LTD58 2053-08-01 6.000000 0.00 1000.00 1000.67 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0996 B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 0.00 27795125.00 7483608.02 Agency Mortgage-Backed Securities FEPC 07.000 CLRJ0867 S6XOOCT0IEG5ABCC6L87 2054-02-01 7.000000 0.00 15153288.00 15118997.67 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1002 S6XOOCT0IEG5ABCC6L87 2054-03-01 5.500000 0.00 7389727.00 7299481.76 Agency Mortgage-Backed Securities FEPC 07.000 CLRJ1095 S6XOOCT0IEG5ABCC6L87 2054-03-01 7.000000 0.00 3000.00 2837.80 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1218 S6XOOCT0IEG5ABCC6L87 2054-04-01 5.500000 0.00 7150805.00 7095695.94 Agency Mortgage-Backed Securities GNII SF MA8268 M 549300M8ZYFG0OCMTT87 2052-09-20 4.500000 0.00 3655285.00 3153651.29 Agency Mortgage-Backed Securities GNII SF MA8568 M 549300M8ZYFG0OCMTT87 2052-06-20 4.500000 0.00 5814784.00 5191808.32 Agency Mortgage-Backed Securities GNII SF BW5907 C 549300M8ZYFG0OCMTT87 2050-09-20 4.500000 0.00 1043161.00 524596.68 Agency Mortgage-Backed Securities GNMI SF BY2839 X 549300M8ZYFG0OCMTT87 2051-01-15 2.500000 0.00 816094.00 579653.52 Agency Mortgage-Backed Securities GNII SF CD3283 C 549300M8ZYFG0OCMTT87 2051-09-20 4.000000 0.00 1082386.00 911346.63 Agency Mortgage-Backed Securities GNII SF CU9025 C 549300M8ZYFG0OCMTT87 2053-06-20 6.500000 0.00 1092659.00 1023227.76 Agency Mortgage-Backed Securities GNII SF DB0446 C 549300M8ZYFG0OCMTT87 2054-02-20 7.375000 0.00 1163559.00 1251603.97 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8364 S6XOOCT0IEG5ABCC6L87 2053-09-01 6.500000 0.00 29225806.00 26807335.21 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8397 S6XOOCT0IEG5ABCC6L87 2054-01-01 6.500000 0.00 21519020.00 20467178.13 Agency Mortgage-Backed Securities FEPC 07.000 CLSD4408 S6XOOCT0IEG5ABCC6L87 2053-12-01 7.000000 0.00 29413000.00 28094715.83 Agency Mortgage-Backed Securities 04.000 FGPC V85437 G S6XOOCT0IEG5ABCC6L87 2049-04-01 4.000000 0.00 4027078.00 788498.24 Agency Mortgage-Backed Securities 04.000 FGPC G61646 G S6XOOCT0IEG5ABCC6L87 2048-10-01 4.000000 0.00 43262.00 6234.11 Agency Mortgage-Backed Securities FEPC 03.000 CLQC8831 S6XOOCT0IEG5ABCC6L87 2051-10-01 3.000000 0.00 197910.00 132269.21 Agency Mortgage-Backed Securities FEPC 03.000 CLQE0574 S6XOOCT0IEG5ABCC6L87 2052-04-01 3.000000 0.00 6988973.00 5341293.65 Agency Mortgage-Backed Securities FEPC 02.500 CLQE8026 S6XOOCT0IEG5ABCC6L87 2052-08-01 2.500000 0.00 4874185.00 3524533.67 Agency Mortgage-Backed Securities FEPC 05.500 CLQF3789 S6XOOCT0IEG5ABCC6L87 2052-11-01 5.500000 0.00 1933560.00 1750522.19 Agency Mortgage-Backed Securities FEPC 05.000 CLQF8826 S6XOOCT0IEG5ABCC6L87 2053-03-01 5.000000 0.00 14580.00 12398.00 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0614 S6XOOCT0IEG5ABCC6L87 2053-04-01 5.000000 0.00 2005.00 1681.01 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2200 S6XOOCT0IEG5ABCC6L87 2053-05-01 5.500000 0.00 1000.00 868.01 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2090 B1V7KEBTPIMZEU4LTD58 2048-07-01 4.000000 0.00 30724239.00 9112595.60 Agency Mortgage-Backed Securities FNMS 03.000 CLCA8234 B1V7KEBTPIMZEU4LTD58 2050-12-01 3.000000 0.00 13150196.00 7684331.88 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2282 B1V7KEBTPIMZEU4LTD58 2051-12-01 2.000000 0.00 20086032.00 13486906.29 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3273 B1V7KEBTPIMZEU4LTD58 2052-04-01 4.000000 0.00 973521.00 762508.90 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3361 B1V7KEBTPIMZEU4LTD58 2052-04-01 3.000000 0.00 29402613.00 22728381.51 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4083 B1V7KEBTPIMZEU4LTD58 2052-07-01 3.500000 0.00 3773248.00 2855594.14 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5861 B1V7KEBTPIMZEU4LTD58 2053-03-01 6.500000 0.00 13952538.00 12800304.94 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8042 B1V7KEBTPIMZEU4LTD58 2054-02-01 7.000000 0.00 765309.00 764834.20 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7656 B1V7KEBTPIMZEU4LTD58 2053-12-01 7.000000 0.00 5578327.00 5473077.06 Agency Mortgage-Backed Securities FEPC 04.000 ZLZT2404 S6XOOCT0IEG5ABCC6L87 2047-04-01 4.000000 0.00 19216960.00 16232528.76 Agency Mortgage-Backed Securities FEPC 03.000 CTSC0450 S6XOOCT0IEG5ABCC6L87 2043-08-01 3.000000 0.00 2411098.00 2058360.11 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1569 S6XOOCT0IEG5ABCC6L87 2052-09-01 4.500000 0.00 28233138.00 23957365.08 Agency Mortgage-Backed Securities FEPC 03.000 CLSD2152 S6XOOCT0IEG5ABCC6L87 2051-12-01 3.000000 0.00 1166.00 910.57 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2366 S6XOOCT0IEG5ABCC6L87 2053-02-01 5.500000 0.00 10708023.00 9523922.05 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7543 S6XOOCT0IEG5ABCC6L87 2051-08-01 2.500000 0.00 4539732.00 2970151.91 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8104 S6XOOCT0IEG5ABCC6L87 2050-11-01 1.500000 0.00 7679992.00 4462164.58 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8309 S6XOOCT0IEG5ABCC6L87 2053-03-01 6.000000 0.00 31283247.00 26924903.42 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8342 S6XOOCT0IEG5ABCC6L87 2053-07-01 5.500000 0.00 16531310.00 15265437.82 Agency Mortgage-Backed Securities Y 2024-07-05 2024-07-05 2024-07-15 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 7 N N N 0.0533 653000000.00 653000000.00 0.0105 N N Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 5.330000% ARP11XPK7 549300QJJX6CVVUXLE15 0001317808 ARP11XPK7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNII SF MA8493 M 549300M8ZYFG0OCMTT87 2052-12-20 6.500000 0.00 67548625.00 45771062.74 Agency Mortgage-Backed Securities GNII SF MA8571 M 549300M8ZYFG0OCMTT87 2053-01-20 6.000000 0.00 34797504.00 28622937.29 Agency Mortgage-Backed Securities GNII SF MA8728 M 549300M8ZYFG0OCMTT87 2053-01-20 6.500000 0.00 4120.00 3094.75 Agency Mortgage-Backed Securities GNII SF MA8803 M 549300M8ZYFG0OCMTT87 2053-04-20 6.500000 0.00 19680.00 14920.59 Agency Mortgage-Backed Securities GNII SF MA9243 M 549300M8ZYFG0OCMTT87 2053-10-20 6.500000 0.00 1091.00 1060.57 Agency Mortgage-Backed Securities GNII SF MA9667 M 549300M8ZYFG0OCMTT87 2054-05-20 5.000000 0.00 22084522.00 21622259.12 Agency Mortgage-Backed Securities GNII SF DA5191 C 549300M8ZYFG0OCMTT87 2054-05-20 6.500000 0.00 1000.00 1019.64 Agency Mortgage-Backed Securities GNRA 2022-024 FB 549300M8ZYFG0OCMTT87 2052-02-20 3.000000 0.00 432785.00 302880.67 Agency Collateralized Mortgage Obligation GNRA 2022-019 FG 549300M8ZYFG0OCMTT87 2052-01-20 3.000000 0.00 3205240.00 2166056.19 Agency Collateralized Mortgage Obligation GNRA 2022-050 FH 549300M8ZYFG0OCMTT87 2052-03-20 3.500000 0.00 99999000.00 74108724.22 Agency Collateralized Mortgage Obligation GNRA 2024-021 FC 549300M8ZYFG0OCMTT87 2053-10-20 6.333000 0.00 241664.00 235817.05 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2026-01-15 2.000000 0.00 500.00 786.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 0.00 1000.00 1019.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 0.125000 0.00 100.00 71.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 1.875000 0.00 33800.00 23686.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-08-15 3.375000 0.00 100.00 86.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-06-30 0.250000 0.00 300.00 286.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-08-15 1.250000 0.00 35799000.00 29339165.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-07-15 0.625000 0.00 2710600.00 2641085.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-30 3.875000 0.00 100.00 99.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-05-31 3.750000 0.00 29638900.00 28867069.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-06-30 4.625000 0.00 100.00 101.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 4.250000 0.00 100.00 101.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-04-30 4.625000 0.00 2300.00 2347.41 U.S. Treasuries (including strips) FEPC 02.500 CLSD5099 S6XOOCT0IEG5ABCC6L87 2052-03-01 2.500000 0.00 87086046.00 71140315.99 Agency Mortgage-Backed Securities 04.500 FGPC V84479 G S6XOOCT0IEG5ABCC6L87 2048-07-01 4.500000 0.00 1000.00 173.52 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2053-09-25 6.685350 0.00 1000.00 911.41 Agency Collateralized Mortgage Obligation FNMS 03.000 CLAS8269 B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 0.00 1000.00 191.32 Agency Mortgage-Backed Securities FNAR XX.XXX SOBM7324 B1V7KEBTPIMZEU4LTD58 2053-11-01 5.000000 0.00 1000.00 929.20 Agency Mortgage-Backed Securities GNII SF MA4510 M 549300M8ZYFG0OCMTT87 2047-03-20 3.500000 0.00 7404.00 978.02 Agency Mortgage-Backed Securities GNII SF MA7254 M 549300M8ZYFG0OCMTT87 2051-03-20 2.000000 0.00 77317120.00 43952221.47 Agency Mortgage-Backed Securities GNII SF MA7255 M 549300M8ZYFG0OCMTT87 2051-03-20 2.500000 0.00 1000.00 538.37 Agency Mortgage-Backed Securities GNII SF MA7419 M 549300M8ZYFG0OCMTT87 2051-06-20 3.000000 0.00 2059.00 1162.06 Agency Mortgage-Backed Securities GNII SF MA7650 M 549300M8ZYFG0OCMTT87 2051-10-20 3.000000 0.00 308777.00 204823.31 Agency Mortgage-Backed Securities GNII SF MA7768 M 549300M8ZYFG0OCMTT87 2051-12-20 3.000000 0.00 1152.00 808.01 Agency Mortgage-Backed Securities GNII SF MA8949 M 549300M8ZYFG0OCMTT87 2053-06-20 6.000000 0.00 2035.00 1791.16 Agency Mortgage-Backed Securities GNII SF MA8950 M 549300M8ZYFG0OCMTT87 2053-06-20 6.500000 0.00 1000.00 781.04 Agency Mortgage-Backed Securities Y 2024-07-05 2024-07-05 2024-08-01 Y RBC DOMINION SECURITIES INC 1.0000 7 N N N 0.0533 337000000.00 337000000.00 0.0054 N N Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 5.330000% ARP11XPM3 549300QJJX6CVVUXLE15 0001317808 ARP11XPM3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2025-01-15 0.250000 0.00 23854000.00 30948910.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-04-15 2.125000 0.00 100.00 101.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-06-15 4.625000 0.00 2203300.00 2214661.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-26 0.00 0.00 100.00 98.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-17 0.00 0.00 200.00 196.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-15 5.500000 0.00 999900.00 1065880.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 2.000000 0.00 600.00 943.94 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-05-15 2.875000 0.00 4546900.00 3594017.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 0.00 54900.00 46570.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 0.00 8123300.00 5954430.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 0.00 151122000.00 154057356.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-05-15 2.500000 0.00 100.00 71.73 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-05-15 3.000000 0.00 100.00 78.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-05-15 1.250000 0.00 800.00 406.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 0.125000 0.00 18300.00 13076.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 1.875000 0.00 100.00 70.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2.250000 0.00 9300.00 6844.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-05-15 2.875000 0.00 142000.00 106596.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-05-15 3.250000 0.00 100.00 84.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-08-15 3.000000 0.00 800.00 622.43 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-11-15 4.000000 0.00 2100.00 1970.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-05-15 3.875000 0.00 631900.00 580572.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-08-15 4.375000 0.00 200.00 198.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 4.500000 0.00 7081900.00 7157151.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-02-15 2.750000 0.00 219900.00 209756.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-15 2.875000 0.00 100.00 95.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-15 3.125000 0.00 25000700.00 23862253.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 2.500000 0.00 100.00 97.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-15 2.250000 0.00 17000.00 16436.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 0.625000 0.00 4000.00 5116.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-15 0.750000 0.00 4603500.00 5480941.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-06-30 0.250000 0.00 1600.00 1526.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-31 0.750000 0.00 100.00 88.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 0.500000 0.00 92416400.00 86174082.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-03-31 1.250000 0.00 2200.00 1967.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-05-31 0.750000 0.00 100.00 92.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-06-30 1.250000 0.00 100.00 89.19 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-06-30 0.875000 0.00 1000.00 931.64 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-11-15 4.125000 0.00 5737200.00 5698485.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-12-31 3.875000 0.00 60998000.00 60863321.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-02-15 3.500000 0.00 5136700.00 4907529.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-03-31 3.625000 0.00 200.00 194.83 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-05-31 3.750000 0.00 5128600.00 4995045.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-06-30 3.750000 0.00 200.00 197.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-07-15 1.375000 0.00 700.00 690.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-31 4.125000 0.00 67964000.00 68473818.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-08-15 3.875000 0.00 100.00 98.20 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-15 4.625000 0.00 65500.00 66069.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-10-31 4.875000 0.00 291100.00 302518.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-11-15 4.500000 0.00 100.00 102.09 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-12-15 4.375000 0.00 90694400.00 90346492.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-01-31 4.000000 0.00 1000.00 999.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 4.625000 0.00 1000.00 1011.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-02-28 4.250000 0.00 800.00 808.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-07-31 0.625000 0.00 3579400.00 3300659.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-31 1.125000 0.00 8036000.00 7077935.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-11-30 1.500000 0.00 300.00 266.20 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-12-15 1.000000 0.00 200.00 196.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-31 1.750000 0.00 100.00 90.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-02-28 1.875000 0.00 800.00 751.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-05-31 2.750000 0.00 174289000.00 162549733.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-09-30 3.875000 0.00 15646200.00 15468112.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-15 4.250000 0.00 134700.00 134569.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-10-31 4.000000 0.00 199900.00 198183.47 U.S. Treasuries (including strips) Y 2024-07-05 2024-07-05 2024-08-01 Y RBC DOMINION SECURITIES INC 1.0000 7 N N N 0.0533 726000000.00 726000000.00 0.0117 N N Y N BOFA SECURITIES INC BOFA SECURITIES INC 5.370000% ARP11ZG55 549300HN4UKV1E2R3U73 0001675365 ARP11ZG55 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNII SF MA2936 M 549300M8ZYFG0OCMTT87 2030-07-20 3.500000 0.00 120981.00 10411.01 Agency Mortgage-Backed Securities GNII JM MA6855 M 549300M8ZYFG0OCMTT87 2050-09-20 2.500000 0.00 25000000.00 8519798.62 Agency Mortgage-Backed Securities GNII SF CZ4751 C 549300M8ZYFG0OCMTT87 2053-12-20 7.500000 0.00 1518952.00 1584507.74 Agency Mortgage-Backed Securities GNII SF DC1315 C 549300M8ZYFG0OCMTT87 2054-06-20 6.000000 0.00 1435996.00 1444034.71 Agency Mortgage-Backed Securities GNII SF DC1319 C 549300M8ZYFG0OCMTT87 2054-06-20 6.000000 0.00 1046186.00 1067431.95 Agency Mortgage-Backed Securities GNRA 2012-H31 FD 549300M8ZYFG0OCMTT87 2062-12-20 5.777320 0.00 300000.00 39544.20 Agency Collateralized Mortgage Obligation GNRA 2018-0O FC 549300M8ZYFG0OCMTT87 2068-10-20 6.118820 0.00 3595404.00 1485717.35 Agency Collateralized Mortgage Obligation GNRM 2022-128 BY 549300M8ZYFG0OCMTT87 2052-07-20 3.750000 0.00 10247696.00 9200427.58 Agency Collateralized Mortgage Obligation GNRA 2023-058 FA 549300M8ZYFG0OCMTT87 2053-04-20 6.273000 0.00 79243000.00 65228127.89 Agency Collateralized Mortgage Obligation Y 2024-07-05 2024-07-05 2024-09-16 Y BOFA SECURITIES INC 1.0000 7 N N N 0.0537 86000000.00 86000000.00 0.0014 N N Y N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 5.330000% ARP11ZGA4 2IGI19DL77OX0HC3ZE78 0000800030 ARP11ZGA4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FEPC 05.500 CLRJ1218 S6XOOCT0IEG5ABCC6L87 2054-04-01 5.500000 0.00 1888702.00 1874146.35 Agency Mortgage-Backed Securities GNII SF MA5399 M 549300M8ZYFG0OCMTT87 2048-08-20 4.500000 0.00 1215613.00 110461.34 Agency Mortgage-Backed Securities GNII SF MA8098 M 549300M8ZYFG0OCMTT87 2052-06-20 3.000000 0.00 40500063.00 30980621.22 Agency Mortgage-Backed Securities GNII SF BW7261 C 549300M8ZYFG0OCMTT87 2050-09-20 4.500000 0.00 1160706.00 569712.52 Agency Mortgage-Backed Securities GNII SF BX2983 C 549300M8ZYFG0OCMTT87 2051-01-20 2.500000 0.00 1143524.00 897880.85 Agency Mortgage-Backed Securities GNII SF BZ3148 C 549300M8ZYFG0OCMTT87 2050-10-20 4.000000 0.00 848932.00 582705.53 Agency Mortgage-Backed Securities GNII SF BZ6502 C 549300M8ZYFG0OCMTT87 2050-12-20 4.500000 0.00 1108965.00 1035119.07 Agency Mortgage-Backed Securities GNII SF CU6166 C 549300M8ZYFG0OCMTT87 2053-06-20 6.000000 0.00 1018999.00 1071852.47 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ7729 B1V7KEBTPIMZEU4LTD58 2051-03-01 2.500000 0.00 1000.00 698.66 Agency Mortgage-Backed Securities FNAR XX.XXX SOBR2181 B1V7KEBTPIMZEU4LTD58 2051-07-01 2.151000 0.00 4991816.00 3315149.40 Agency Mortgage-Backed Securities MNAR XX.XXX HXBS8202 B1V7KEBTPIMZEU4LTD58 2028-04-01 4.140000 0.00 155000.00 151732.60 Agency Mortgage-Backed Securities MNAR XX.XXX HXBS8427 B1V7KEBTPIMZEU4LTD58 2028-06-01 4.920000 0.00 1000000.00 997687.00 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4463 B1V7KEBTPIMZEU4LTD58 2054-04-01 5.500000 0.00 15262.00 15207.32 Agency Mortgage-Backed Securities FNMS 04.500 CLBW3651 B1V7KEBTPIMZEU4LTD58 2052-07-01 4.500000 0.00 1808848.00 1542806.88 Agency Mortgage-Backed Securities FNMS 05.500 CLBW9810 B1V7KEBTPIMZEU4LTD58 2052-10-01 5.500000 0.00 1183503.00 1158420.20 Agency Mortgage-Backed Securities FNMS 05.500 CLBX9507 B1V7KEBTPIMZEU4LTD58 2053-03-01 5.500000 0.00 1738570.00 1413818.11 Agency Mortgage-Backed Securities FNMS 05.500 CLBY2837 B1V7KEBTPIMZEU4LTD58 2053-06-01 5.500000 0.00 1533751.00 1488803.83 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6407 B1V7KEBTPIMZEU4LTD58 2053-08-01 5.500000 0.00 2064732.00 1797089.63 Agency Mortgage-Backed Securities FNMS 04.500 CTCA1864 B1V7KEBTPIMZEU4LTD58 2038-06-01 4.500000 0.00 19049600.00 5721679.22 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2093 B1V7KEBTPIMZEU4LTD58 2048-06-01 4.500000 0.00 1056.00 617.75 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2786 B1V7KEBTPIMZEU4LTD58 2048-12-01 4.000000 0.00 16239392.00 5000546.69 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2805 B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 0.00 36077544.00 25592914.87 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5295 B1V7KEBTPIMZEU4LTD58 2052-12-01 5.500000 0.00 1101632.00 967396.31 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6051 B1V7KEBTPIMZEU4LTD58 2053-04-01 4.500000 0.00 27301005.00 24827956.68 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6546 B1V7KEBTPIMZEU4LTD58 2053-06-01 6.500000 0.00 33721181.00 30942856.53 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8042 B1V7KEBTPIMZEU4LTD58 2054-02-01 7.000000 0.00 228124.00 227982.47 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7658 B1V7KEBTPIMZEU4LTD58 2053-12-01 7.000000 0.00 2699829.00 2671370.91 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2836 B1V7KEBTPIMZEU4LTD58 2046-09-01 4.000000 0.00 14411964.00 4757270.41 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4102 B1V7KEBTPIMZEU4LTD58 2050-02-01 3.500000 0.00 2047.00 1051.03 Agency Mortgage-Backed Securities FNMS 02.500 CLFM5311 B1V7KEBTPIMZEU4LTD58 2050-12-01 2.500000 0.00 4584217.00 2573880.71 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5867 B1V7KEBTPIMZEU4LTD58 2049-06-01 3.500000 0.00 3876557.00 1302044.99 Agency Mortgage-Backed Securities FNMS 02.000 CLFM9540 B1V7KEBTPIMZEU4LTD58 2051-11-01 2.000000 0.00 2560938.00 1741383.18 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0219 B1V7KEBTPIMZEU4LTD58 2052-01-01 3.000000 0.00 1959607.00 1444404.40 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0349 B1V7KEBTPIMZEU4LTD58 2052-01-01 2.000000 0.00 8357931.00 5679858.80 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3089 B1V7KEBTPIMZEU4LTD58 2050-12-01 4.500000 0.00 22939455.00 18823828.20 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3872 B1V7KEBTPIMZEU4LTD58 2053-02-01 4.500000 0.00 2086.00 1794.81 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3934 B1V7KEBTPIMZEU4LTD58 2052-12-01 4.500000 0.00 3456940.00 3079837.58 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6199 B1V7KEBTPIMZEU4LTD58 2053-10-01 6.000000 0.00 23966854.00 21916795.93 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5811 B1V7KEBTPIMZEU4LTD58 2053-08-01 5.500000 0.00 2826752.00 2754992.18 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5972 B1V7KEBTPIMZEU4LTD58 2053-10-01 6.500000 0.00 3295085.00 3193689.26 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7111 B1V7KEBTPIMZEU4LTD58 2054-01-01 6.500000 0.00 1010.00 1022.61 Agency Mortgage-Backed Securities FNMS 07.000 CLFS6959 B1V7KEBTPIMZEU4LTD58 2054-01-01 7.000000 0.00 936185.00 947245.42 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8076 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.000000 0.00 677729.00 690890.99 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8165 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.000000 0.00 15791153.00 16115455.91 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8241 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.000000 0.00 1000.00 1031.49 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1177 B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 0.00 1024.00 138.62 Agency Mortgage-Backed Securities FNMS 03.500 CQMA2432 B1V7KEBTPIMZEU4LTD58 2045-10-01 3.500000 0.00 1000.00 250.91 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3359 B1V7KEBTPIMZEU4LTD58 2038-04-01 3.000000 0.00 64991.00 11957.63 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4208 B1V7KEBTPIMZEU4LTD58 2050-12-01 2.000000 0.00 7713677.00 4421529.57 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5329 B1V7KEBTPIMZEU4LTD58 2054-04-01 6.500000 0.00 9669000.00 9555496.16 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0858 S6XOOCT0IEG5ABCC6L87 2054-02-01 6.500000 0.00 2069310.00 2024460.23 Agency Mortgage-Backed Securities FEPC 02.000 CLRJ0146 S6XOOCT0IEG5ABCC6L87 2053-07-01 2.000000 0.00 1327798.00 1030568.25 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1002 S6XOOCT0IEG5ABCC6L87 2054-03-01 5.500000 0.00 12507673.00 12354926.10 Agency Mortgage-Backed Securities FEPC 07.000 CLRJ1095 S6XOOCT0IEG5ABCC6L87 2054-03-01 7.000000 0.00 1082822.00 1024276.48 Agency Mortgage-Backed Securities GNII SF CU9210 C 549300M8ZYFG0OCMTT87 2053-06-20 6.500000 0.00 1086411.00 799034.66 Agency Mortgage-Backed Securities GNII SF CW7083 C 549300M8ZYFG0OCMTT87 2053-10-20 7.000000 0.00 631684.00 666557.95 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2028-01-15 1.750000 0.00 11187000.00 16597722.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-15 3.750000 0.00 200.00 197.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-08-15 3.875000 0.00 100.00 97.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-03-31 4.125000 0.00 1500.00 1497.30 U.S. Treasuries (including strips) FEPC 06.500 CLQI6349 S6XOOCT0IEG5ABCC6L87 2054-06-01 6.500000 0.00 2000.00 2065.49 Agency Mortgage-Backed Securities FEPC 05.500 CLQI6374 S6XOOCT0IEG5ABCC6L87 2054-06-01 5.500000 0.00 5319840.00 5325789.01 Agency Mortgage-Backed Securities FEPC 06.000 CLQI7037 S6XOOCT0IEG5ABCC6L87 2054-06-01 6.000000 0.00 1000.00 1019.84 Agency Mortgage-Backed Securities FEPC 07.000 CLQI7969 S6XOOCT0IEG5ABCC6L87 2054-06-01 7.000000 0.00 215092.00 226726.33 Agency Mortgage-Backed Securities FEPC 06.500 CLQI7979 S6XOOCT0IEG5ABCC6L87 2054-06-01 6.500000 0.00 1003.00 1041.32 Agency Mortgage-Backed Securities FEPC 06.000 CLQI7243 S6XOOCT0IEG5ABCC6L87 2054-06-01 6.000000 0.00 1000.00 1028.88 Agency Mortgage-Backed Securities FEPC 06.500 CLQI7898 S6XOOCT0IEG5ABCC6L87 2054-06-01 6.500000 0.00 3186233.00 3295855.35 Agency Mortgage-Backed Securities FEPC 07.000 CLQI7939 S6XOOCT0IEG5ABCC6L87 2054-06-01 7.000000 0.00 1003.00 1065.98 Agency Mortgage-Backed Securities FNMS 04.000 CLAL5874 B1V7KEBTPIMZEU4LTD58 2044-05-01 4.000000 0.00 24307.00 4542.60 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9587 B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 0.00 92297902.00 16702465.24 Agency Mortgage-Backed Securities FNAR XX.XXX LB804377 B1V7KEBTPIMZEU4LTD58 2034-12-01 5.664000 0.00 71010.00 927.82 Agency Mortgage-Backed Securities FNMS 06.500 CLDA6337 B1V7KEBTPIMZEU4LTD58 2054-04-01 6.500000 0.00 4246480.00 4400717.30 Agency Mortgage-Backed Securities FNMS 07.000 CLDA7568 B1V7KEBTPIMZEU4LTD58 2054-02-01 7.000000 0.00 837849.00 877934.23 Agency Mortgage-Backed Securities FNMS 05.500 CLDB2090 B1V7KEBTPIMZEU4LTD58 2054-05-01 5.500000 0.00 1000.00 1001.92 Agency Mortgage-Backed Securities FNMS 06.500 CLDB5501 B1V7KEBTPIMZEU4LTD58 2054-07-01 6.500000 0.00 73346.00 75980.96 Agency Mortgage-Backed Securities FNMS 04.000 CLBA2904 B1V7KEBTPIMZEU4LTD58 2045-11-01 4.000000 0.00 1000.00 199.87 Agency Mortgage-Backed Securities FNMS 04.000 CLBC9017 B1V7KEBTPIMZEU4LTD58 2046-11-01 4.000000 0.00 1008.00 248.95 Agency Mortgage-Backed Securities FNMS 04.000 CLBD2012 B1V7KEBTPIMZEU4LTD58 2046-08-01 4.000000 0.00 5408580.00 1472738.21 Agency Mortgage-Backed Securities FNMS 03.000 CLBD8010 B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 0.00 19922500.00 5005698.92 Agency Mortgage-Backed Securities FNMS 04.000 CLBE9645 B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 0.00 3678296.00 761016.81 Agency Mortgage-Backed Securities FNMS 04.000 CLBH1062 B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 0.00 1012.00 128.99 Agency Mortgage-Backed Securities FNMS 04.000 CLBH3884 B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 0.00 3169885.00 1740712.55 Agency Mortgage-Backed Securities FNMS 04.000 CLBH3890 B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 0.00 1001.00 228.14 Agency Mortgage-Backed Securities FNMS 04.000 CLBH6249 B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 0.00 5356960.00 1465638.98 Agency Mortgage-Backed Securities FNMS 04.000 CLBH6250 B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 0.00 10870323.00 2299885.36 Agency Mortgage-Backed Securities FNMS 04.000 CLBH5915 B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 0.00 12630759.00 3147013.60 Agency Mortgage-Backed Securities FNMS 04.000 CLBH6456 B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 0.00 4088.00 1211.35 Agency Mortgage-Backed Securities FNMS 04.000 CLBH6472 B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 0.00 1000.00 184.76 Agency Mortgage-Backed Securities FNMS 03.500 CLBH8138 B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 0.00 3623142.00 1150171.78 Agency Mortgage-Backed Securities FNMS 04.000 CLBH8265 B1V7KEBTPIMZEU4LTD58 2047-08-01 4.000000 0.00 6853072.00 1842430.63 Agency Mortgage-Backed Securities FNMS 04.000 CLBH8484 B1V7KEBTPIMZEU4LTD58 2047-11-01 4.000000 0.00 3299140.00 1366443.86 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ0752 B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 0.00 6244664.00 1217787.58 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ2897 B1V7KEBTPIMZEU4LTD58 2047-11-01 4.000000 0.00 1000.00 395.91 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3276 B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 0.00 65559.00 24408.02 Agency Mortgage-Backed Securities FNMS 03.000 CTBJ3862 B1V7KEBTPIMZEU4LTD58 2038-01-01 3.000000 0.00 1000.00 216.30 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ5188 B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 0.00 1000.00 360.51 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ6842 B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 0.00 1000.00 185.78 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ7306 B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 0.00 3602490.00 1792702.17 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ8260 B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 0.00 1194642.00 587694.63 Agency Mortgage-Backed Securities FNMS 04.000 CLBK5867 B1V7KEBTPIMZEU4LTD58 2048-05-01 4.000000 0.00 1028834.00 548521.27 Agency Mortgage-Backed Securities FNMS 04.000 CLBK6104 B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 0.00 3266176.00 944794.05 Agency Mortgage-Backed Securities FNMS 04.000 CLBK7055 B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 0.00 1000.00 281.40 Agency Mortgage-Backed Securities FNMS 04.000 CTBM4521 B1V7KEBTPIMZEU4LTD58 2038-08-01 4.000000 0.00 1000.00 199.71 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0923 B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 0.00 22616672.00 4832088.90 Agency Mortgage-Backed Securities FNMS 03.000 CLBO5413 B1V7KEBTPIMZEU4LTD58 2049-10-01 3.000000 0.00 212728.00 50532.49 Agency Mortgage-Backed Securities FNMS 02.000 CTBQ0989 B1V7KEBTPIMZEU4LTD58 2041-07-01 2.000000 0.00 1000.00 662.10 Agency Mortgage-Backed Securities FEPC 03.000 CTSC0450 S6XOOCT0IEG5ABCC6L87 2043-08-01 3.000000 0.00 1024.00 874.19 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2249 S6XOOCT0IEG5ABCC6L87 2053-01-01 4.500000 0.00 1610750.00 1431697.73 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8104 S6XOOCT0IEG5ABCC6L87 2050-11-01 1.500000 0.00 34771000.00 20202354.98 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8146 S6XOOCT0IEG5ABCC6L87 2051-05-01 2.000000 0.00 61280452.00 38465096.17 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8342 S6XOOCT0IEG5ABCC6L87 2053-07-01 5.500000 0.00 1893030.00 1748072.70 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8381 S6XOOCT0IEG5ABCC6L87 2053-12-01 4.500000 0.00 9694968.00 8979084.74 Agency Mortgage-Backed Securities 04.000 FGPC G61646 G S6XOOCT0IEG5ABCC6L87 2048-10-01 4.000000 0.00 199728633.00 28781156.18 Agency Mortgage-Backed Securities FEPC 04.500 CLQF1491 S6XOOCT0IEG5ABCC6L87 2052-10-01 4.500000 0.00 13706452.00 12385490.72 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1644 S6XOOCT0IEG5ABCC6L87 2052-10-01 5.000000 0.00 4966669.00 4055868.56 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0614 S6XOOCT0IEG5ABCC6L87 2053-04-01 5.000000 0.00 2000.00 1676.82 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2200 S6XOOCT0IEG5ABCC6L87 2053-05-01 5.500000 0.00 1000.00 868.01 Agency Mortgage-Backed Securities FEPC 05.000 CLQG2840 S6XOOCT0IEG5ABCC6L87 2053-05-01 5.000000 0.00 1415542.00 1361993.54 Agency Mortgage-Backed Securities FEPC 06.500 CLQG2999 S6XOOCT0IEG5ABCC6L87 2053-05-01 6.500000 0.00 1000.00 955.37 Agency Mortgage-Backed Securities FEPC 05.500 CLQG3783 S6XOOCT0IEG5ABCC6L87 2053-05-01 5.500000 0.00 1153302.00 1131318.57 Agency Mortgage-Backed Securities FEPC 04.500 CLQG5936 S6XOOCT0IEG5ABCC6L87 2053-07-01 4.500000 0.00 2000.00 1887.48 Agency Mortgage-Backed Securities FEPC 05.000 CLQG7984 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.000000 0.00 1037642.00 1011497.24 Agency Mortgage-Backed Securities FEPC 05.000 CLQG7989 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.000000 0.00 1000.00 972.98 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7996 S6XOOCT0IEG5ABCC6L87 2053-08-01 6.500000 0.00 2000.00 1829.97 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7454 S6XOOCT0IEG5ABCC6L87 2053-07-01 6.500000 0.00 2000.00 1981.18 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7719 S6XOOCT0IEG5ABCC6L87 2053-07-01 5.500000 0.00 36992.00 34320.25 Agency Mortgage-Backed Securities FEPC 05.000 CLQG7931 S6XOOCT0IEG5ABCC6L87 2053-07-01 5.000000 0.00 204060.00 196966.70 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7932 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.500000 0.00 1760050.00 1732496.69 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7936 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.500000 0.00 5416450.00 5371841.14 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7963 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.500000 0.00 2000.00 1968.03 Agency Mortgage-Backed Securities FEPC 05.000 CLQG7938 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.000000 0.00 2000.00 1942.82 Agency Mortgage-Backed Securities FEPC 04.500 CLQH0944 S6XOOCT0IEG5ABCC6L87 2053-09-01 4.500000 0.00 2000.00 1864.06 Agency Mortgage-Backed Securities FEPC 06.500 CLQH1063 S6XOOCT0IEG5ABCC6L87 2053-09-01 6.500000 0.00 1120000.00 832434.77 Agency Mortgage-Backed Securities FEPC 06.500 CLQH8014 S6XOOCT0IEG5ABCC6L87 2054-01-01 6.500000 0.00 1226973.00 1227723.13 Agency Mortgage-Backed Securities FEPC 06.500 CLQH9681 S6XOOCT0IEG5ABCC6L87 2054-02-01 6.500000 0.00 8499.00 8707.10 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5276 S6XOOCT0IEG5ABCC6L87 2051-05-01 2.500000 0.00 15805655.00 9946078.74 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5053 S6XOOCT0IEG5ABCC6L87 2051-04-01 2.000000 0.00 2620.00 1657.05 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7408 S6XOOCT0IEG5ABCC6L87 2052-05-01 5.000000 0.00 8511228.00 6324261.10 Agency Mortgage-Backed Securities FEPC 04.500 CLRA8393 S6XOOCT0IEG5ABCC6L87 2053-02-01 4.500000 0.00 989422.00 881331.71 Agency Mortgage-Backed Securities FEPC 02.500 CTRB5066 S6XOOCT0IEG5ABCC6L87 2040-08-01 2.500000 0.00 7622176.00 3180592.48 Agency Mortgage-Backed Securities FEPC 05.000 CLQI1358 S6XOOCT0IEG5ABCC6L87 2054-03-01 5.000000 0.00 1648579.00 1616009.51 Agency Mortgage-Backed Securities FEPC 05.500 CLQI1535 S6XOOCT0IEG5ABCC6L87 2054-03-01 5.500000 0.00 1300700.00 1301814.85 Agency Mortgage-Backed Securities FEPC 06.000 CLQI1545 S6XOOCT0IEG5ABCC6L87 2054-03-01 6.000000 0.00 984091.00 1000760.62 Agency Mortgage-Backed Securities FEPC 06.000 CLQI2134 S6XOOCT0IEG5ABCC6L87 2054-03-01 6.000000 0.00 1147500.00 1164102.31 Agency Mortgage-Backed Securities FEPC 05.500 CLQI4169 S6XOOCT0IEG5ABCC6L87 2054-04-01 5.500000 0.00 630714.00 628749.36 Agency Mortgage-Backed Securities FEPC 06.000 CLQI5219 S6XOOCT0IEG5ABCC6L87 2054-05-01 6.000000 0.00 1433850.00 1463656.14 Agency Mortgage-Backed Securities FEPC 05.500 CLQI5261 S6XOOCT0IEG5ABCC6L87 2054-05-01 5.500000 0.00 1296500.00 1298420.45 Agency Mortgage-Backed Securities FEPC 05.000 CLQI5969 S6XOOCT0IEG5ABCC6L87 2054-05-01 5.000000 0.00 948014.00 929548.05 Agency Mortgage-Backed Securities Y 2024-07-05 2024-07-05 2024-08-02 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 7 N N N 0.0533 484000000.00 484000000.00 0.0078 N N Y N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 5.330000% ARP121N51 2IGI19DL77OX0HC3ZE78 0000800030 ARP121N51 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNII SF MA8268 M 549300M8ZYFG0OCMTT87 2052-09-20 4.500000 0.00 18328744.00 15813395.42 Agency Mortgage-Backed Securities GNMI SF BQ0231 X 549300M8ZYFG0OCMTT87 2049-10-15 3.000000 0.00 201507.00 127630.64 Agency Mortgage-Backed Securities GNII SF BW5990 C 549300M8ZYFG0OCMTT87 2050-07-20 4.500000 0.00 612005.00 545433.55 Agency Mortgage-Backed Securities GNII RG CH7265 C 549300M8ZYFG0OCMTT87 2044-11-20 4.000000 0.00 920685.00 428877.67 Agency Mortgage-Backed Securities GNII SF CU3823 C 549300M8ZYFG0OCMTT87 2053-06-20 6.000000 0.00 3874403.00 3865034.36 Agency Mortgage-Backed Securities GNII SF CW7083 C 549300M8ZYFG0OCMTT87 2053-10-20 7.000000 0.00 388269.00 409704.52 Agency Mortgage-Backed Securities GNII SP 785622 C 549300M8ZYFG0OCMTT87 2051-09-20 2.500000 0.00 3745498.00 2350923.82 Agency Mortgage-Backed Securities GNII SP 785702 C 549300M8ZYFG0OCMTT87 2051-10-20 2.500000 0.00 4343000.00 2894025.18 Agency Mortgage-Backed Securities GNII SP 785764 C 549300M8ZYFG0OCMTT87 2051-11-20 2.500000 0.00 6026934.00 4070684.55 Agency Mortgage-Backed Securities FEPC 04.000 ZLZT2406 S6XOOCT0IEG5ABCC6L87 2041-03-01 4.000000 0.00 9960922.00 8326157.22 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8104 S6XOOCT0IEG5ABCC6L87 2050-11-01 1.500000 0.00 75698561.00 43981743.42 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8146 S6XOOCT0IEG5ABCC6L87 2051-05-01 2.000000 0.00 1316000.00 826039.38 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8342 S6XOOCT0IEG5ABCC6L87 2053-07-01 5.500000 0.00 56307313.00 51995624.37 Agency Mortgage-Backed Securities 04.500 FGPC Q60521 G S6XOOCT0IEG5ABCC6L87 2048-12-01 4.500000 0.00 1100000.00 184902.68 Agency Mortgage-Backed Securities 04.500 FGPC Q60990 G S6XOOCT0IEG5ABCC6L87 2049-01-01 4.500000 0.00 1000000.00 171245.86 Agency Mortgage-Backed Securities 04.000 FGPC Q50235 G S6XOOCT0IEG5ABCC6L87 2047-08-01 4.000000 0.00 3000000.00 739597.59 Agency Mortgage-Backed Securities 04.000 FGPC Q58478 G S6XOOCT0IEG5ABCC6L87 2048-09-01 4.000000 0.00 7055613.00 1313010.19 Agency Mortgage-Backed Securities 04.500 FGPC G61566 G S6XOOCT0IEG5ABCC6L87 2048-04-01 4.500000 0.00 1000000.00 191845.84 Agency Mortgage-Backed Securities 04.000 FGPC G61646 G S6XOOCT0IEG5ABCC6L87 2048-10-01 4.000000 0.00 194902471.00 28085699.95 Agency Mortgage-Backed Securities FEPC 06.500 CLQI6470 S6XOOCT0IEG5ABCC6L87 2054-06-01 6.500000 0.00 1959750.00 2031163.09 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6838 S6XOOCT0IEG5ABCC6L87 2054-06-01 6.000000 0.00 7469099.00 7634847.54 Agency Mortgage-Backed Securities FEPC 07.000 CLQI7969 S6XOOCT0IEG5ABCC6L87 2054-06-01 7.000000 0.00 1000.00 1054.09 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8243 S6XOOCT0IEG5ABCC6L87 2054-06-01 6.000000 0.00 3502840.00 3584333.57 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8654 S6XOOCT0IEG5ABCC6L87 2054-07-01 6.000000 0.00 2407815.00 2447553.58 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8784 S6XOOCT0IEG5ABCC6L87 2054-07-01 6.000000 0.00 1157809.00 1185309.28 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8785 S6XOOCT0IEG5ABCC6L87 2054-06-01 6.000000 0.00 1354960.00 1380339.76 Agency Mortgage-Backed Securities FNMS 04.000 CLAL5874 B1V7KEBTPIMZEU4LTD58 2044-05-01 4.000000 0.00 1881.00 351.53 Agency Mortgage-Backed Securities FNMS 07.000 CLDA2421 B1V7KEBTPIMZEU4LTD58 2053-12-01 7.000000 0.00 807810.00 837194.56 Agency Mortgage-Backed Securities FNMS 04.500 CLDB1216 B1V7KEBTPIMZEU4LTD58 2054-03-01 4.500000 0.00 1000.00 953.01 Agency Mortgage-Backed Securities FNMS 05.500 CLDB1577 B1V7KEBTPIMZEU4LTD58 2054-05-01 5.500000 0.00 233414.00 232973.59 Agency Mortgage-Backed Securities FNMS 06.000 CLDB2468 B1V7KEBTPIMZEU4LTD58 2054-04-01 6.000000 0.00 1405662.00 1416243.24 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5494 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.000000 0.00 1787893.00 1833469.97 Agency Mortgage-Backed Securities FNMS 04.000 CLBC9017 B1V7KEBTPIMZEU4LTD58 2046-11-01 4.000000 0.00 1001.00 247.22 Agency Mortgage-Backed Securities FNMS 04.000 CLBE9645 B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 0.00 1000.00 206.89 Agency Mortgage-Backed Securities FNMS 04.000 CLBH8484 B1V7KEBTPIMZEU4LTD58 2047-11-01 4.000000 0.00 1000.00 414.18 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3276 B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 0.00 1100.00 409.54 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ5188 B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 0.00 1000.00 360.51 Agency Mortgage-Backed Securities FNMS 04.000 CLBK7055 B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 0.00 1000.00 281.40 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4463 B1V7KEBTPIMZEU4LTD58 2054-04-01 5.500000 0.00 765316.00 762573.92 Agency Mortgage-Backed Securities FNMS 03.500 CLBV8283 B1V7KEBTPIMZEU4LTD58 2052-06-01 3.500000 0.00 2253484.00 1680870.77 Agency Mortgage-Backed Securities FNMS 04.000 CLBW2034 B1V7KEBTPIMZEU4LTD58 2052-08-01 4.000000 0.00 1067358.00 871859.34 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5329 B1V7KEBTPIMZEU4LTD58 2054-04-01 6.500000 0.00 18389000.00 18173132.58 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0858 S6XOOCT0IEG5ABCC6L87 2054-02-01 6.500000 0.00 12950423.00 12669738.37 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1002 S6XOOCT0IEG5ABCC6L87 2054-03-01 5.500000 0.00 124871.00 123346.04 Agency Mortgage-Backed Securities FEPC 07.000 CLRJ1095 S6XOOCT0IEG5ABCC6L87 2054-03-01 7.000000 0.00 9523549.00 9008634.16 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1218 S6XOOCT0IEG5ABCC6L87 2054-04-01 5.500000 0.00 1000.00 992.29 Agency Mortgage-Backed Securities GNHF RF 798498 H 549300M8ZYFG0OCMTT87 2063-07-20 3.630000 0.00 3400000.00 213977.76 Agency Mortgage-Backed Securities GNII SF MA5466 M 549300M8ZYFG0OCMTT87 2048-09-20 4.000000 0.00 46181970.00 4909900.37 Agency Mortgage-Backed Securities GNII SF MA5467 M 549300M8ZYFG0OCMTT87 2048-09-20 4.500000 0.00 263158.00 22957.26 Agency Mortgage-Backed Securities FNMS 03.000 CLCA8234 B1V7KEBTPIMZEU4LTD58 2050-12-01 3.000000 0.00 2266933.00 1324684.86 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0581 B1V7KEBTPIMZEU4LTD58 2051-05-01 2.000000 0.00 1027071.00 663064.43 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2282 B1V7KEBTPIMZEU4LTD58 2051-12-01 2.000000 0.00 14740919.00 9897892.88 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3273 B1V7KEBTPIMZEU4LTD58 2052-04-01 4.000000 0.00 405464.00 317579.08 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3361 B1V7KEBTPIMZEU4LTD58 2052-04-01 3.000000 0.00 1401175.00 1083115.98 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8042 B1V7KEBTPIMZEU4LTD58 2054-02-01 7.000000 0.00 350222.00 350004.72 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4102 B1V7KEBTPIMZEU4LTD58 2050-02-01 3.500000 0.00 16403486.00 8422324.91 Agency Mortgage-Backed Securities FNMS 02.500 CLFM5311 B1V7KEBTPIMZEU4LTD58 2050-12-01 2.500000 0.00 5141689.00 2886882.13 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5867 B1V7KEBTPIMZEU4LTD58 2049-06-01 3.500000 0.00 1025.00 344.27 Agency Mortgage-Backed Securities FNMS 03.500 CLFM6655 B1V7KEBTPIMZEU4LTD58 2046-09-01 3.500000 0.00 1539136.00 811531.17 Agency Mortgage-Backed Securities FNMS 03.000 CLFM7699 B1V7KEBTPIMZEU4LTD58 2048-11-01 3.000000 0.00 15882051.00 8244018.16 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0219 B1V7KEBTPIMZEU4LTD58 2052-01-01 3.000000 0.00 3021406.00 2227044.56 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3089 B1V7KEBTPIMZEU4LTD58 2050-12-01 4.500000 0.00 44224253.00 36289865.68 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3872 B1V7KEBTPIMZEU4LTD58 2053-02-01 4.500000 0.00 70805.00 60921.14 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5083 B1V7KEBTPIMZEU4LTD58 2052-03-01 3.000000 0.00 1998711.00 1607409.19 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5811 B1V7KEBTPIMZEU4LTD58 2053-08-01 5.500000 0.00 15298048.00 14909692.33 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5976 B1V7KEBTPIMZEU4LTD58 2053-10-01 6.000000 0.00 16518127.00 16163506.34 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7111 B1V7KEBTPIMZEU4LTD58 2054-01-01 6.500000 0.00 1001.00 1013.50 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8076 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.000000 0.00 6039987.00 6157287.94 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8165 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.000000 0.00 1848295.00 1886253.43 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8243 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.000000 0.00 35072.00 36027.01 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4208 B1V7KEBTPIMZEU4LTD58 2050-12-01 2.000000 0.00 1000.00 573.21 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4305 B1V7KEBTPIMZEU4LTD58 2051-04-01 2.000000 0.00 8519617.00 5296475.97 Agency Mortgage-Backed Securities GNII SF MA5468 M 549300M8ZYFG0OCMTT87 2048-09-20 5.000000 0.00 14004726.00 1232825.29 Agency Mortgage-Backed Securities GNII SF MA6342 M 549300M8ZYFG0OCMTT87 2049-11-20 5.000000 0.00 9957097.00 1446508.87 Agency Mortgage-Backed Securities GNII SF MA8043 M 549300M8ZYFG0OCMTT87 2052-05-20 3.000000 0.00 4391117.00 3349286.13 Agency Mortgage-Backed Securities GNII SF MA8147 M 549300M8ZYFG0OCMTT87 2052-02-20 2.500000 0.00 94036757.00 67533530.76 Agency Mortgage-Backed Securities FEPC 06.000 CLQI5189 S6XOOCT0IEG5ABCC6L87 2054-05-01 6.000000 0.00 1789740.00 1827094.45 Agency Mortgage-Backed Securities FEPC 05.500 CLQI6297 S6XOOCT0IEG5ABCC6L87 2054-06-01 5.500000 0.00 1309750.00 1311224.13 Agency Mortgage-Backed Securities FEPC 06.000 CLQI5862 S6XOOCT0IEG5ABCC6L87 2054-05-01 6.000000 0.00 3765266.00 3831991.03 Agency Mortgage-Backed Securities FEPC 06.000 CLQI5952 S6XOOCT0IEG5ABCC6L87 2054-05-01 6.000000 0.00 2869541.00 2925564.19 Agency Mortgage-Backed Securities FEPC 06.500 CLQI6039 S6XOOCT0IEG5ABCC6L87 2054-05-01 6.500000 0.00 3171925.00 3289200.14 Agency Mortgage-Backed Securities FEPC 06.500 CLQI6349 S6XOOCT0IEG5ABCC6L87 2054-06-01 6.500000 0.00 130234.00 134498.32 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6368 S6XOOCT0IEG5ABCC6L87 2054-06-01 6.000000 0.00 1853295.00 1895947.32 Agency Mortgage-Backed Securities FEPC 06.500 CLQI6399 S6XOOCT0IEG5ABCC6L87 2054-06-01 6.500000 0.00 1554775.00 1617410.63 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7183 S6XOOCT0IEG5ABCC6L87 2052-04-01 4.000000 0.00 25050786.00 19504719.40 Agency Mortgage-Backed Securities FNMS 04.000 CLBW3582 B1V7KEBTPIMZEU4LTD58 2052-07-01 4.000000 0.00 2204510.00 2002576.36 Agency Mortgage-Backed Securities FNMS 04.500 CLBW3416 B1V7KEBTPIMZEU4LTD58 2052-07-01 4.500000 0.00 2112923.00 1502760.09 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7241 B1V7KEBTPIMZEU4LTD58 2052-11-01 4.500000 0.00 1328223.00 1222264.26 Agency Mortgage-Backed Securities FNMS 05.500 CLBW8674 B1V7KEBTPIMZEU4LTD58 2052-09-01 5.500000 0.00 2332655.00 2082116.83 Agency Mortgage-Backed Securities FNMS 04.500 CLBW9355 B1V7KEBTPIMZEU4LTD58 2052-09-01 4.500000 0.00 1526203.00 1317801.67 Agency Mortgage-Backed Securities FNMS 04.500 CLBX0629 B1V7KEBTPIMZEU4LTD58 2052-11-01 4.500000 0.00 250000.00 221791.74 Agency Mortgage-Backed Securities FNMS 06.500 CLBX6740 B1V7KEBTPIMZEU4LTD58 2053-02-01 6.500000 0.00 1076350.00 652825.48 Agency Mortgage-Backed Securities FNMS 05.000 CLBY1050 B1V7KEBTPIMZEU4LTD58 2053-04-01 5.000000 0.00 1055245.00 1009552.94 Agency Mortgage-Backed Securities FNMS 06.500 CLBY4247 B1V7KEBTPIMZEU4LTD58 2053-06-01 6.500000 0.00 995096.00 1025149.38 Agency Mortgage-Backed Securities FNMS 06.500 CLBY5017 B1V7KEBTPIMZEU4LTD58 2053-07-01 6.500000 0.00 1972082.00 2017262.22 Agency Mortgage-Backed Securities FNMS 06.500 CLBY6383 B1V7KEBTPIMZEU4LTD58 2053-07-01 6.500000 0.00 1372143.00 1417132.96 Agency Mortgage-Backed Securities FNMS 04.500 CLBY7680 B1V7KEBTPIMZEU4LTD58 2053-07-01 4.500000 0.00 1469393.00 1365346.42 Agency Mortgage-Backed Securities FNMS 06.000 CLBY8356 B1V7KEBTPIMZEU4LTD58 2053-08-01 6.000000 0.00 1000.00 1000.67 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0708 B1V7KEBTPIMZEU4LTD58 2047-11-01 4.000000 0.00 26441197.00 8132117.54 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0996 B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 0.00 49837591.00 13418360.09 Agency Mortgage-Backed Securities FNMS 05.000 CLCA3850 B1V7KEBTPIMZEU4LTD58 2049-07-01 5.000000 0.00 13485055.00 3215403.86 Agency Mortgage-Backed Securities FEPC 04.000 CLQD0662 S6XOOCT0IEG5ABCC6L87 2051-11-01 4.000000 0.00 1114836.00 821200.98 Agency Mortgage-Backed Securities FEPC 04.000 CLQD1244 S6XOOCT0IEG5ABCC6L87 2051-11-01 4.000000 0.00 2113435.00 1538303.20 Agency Mortgage-Backed Securities FEPC 04.000 CLQD6619 S6XOOCT0IEG5ABCC6L87 2052-02-01 4.000000 0.00 1056501.00 761676.58 Agency Mortgage-Backed Securities FEPC 03.000 CLQE1147 S6XOOCT0IEG5ABCC6L87 2052-04-01 3.000000 0.00 3429302.00 2838916.81 Agency Mortgage-Backed Securities FEPC 04.500 CLQE2763 S6XOOCT0IEG5ABCC6L87 2052-05-01 4.500000 0.00 1759255.00 1527630.33 Agency Mortgage-Backed Securities FEPC 04.500 CLQE3349 S6XOOCT0IEG5ABCC6L87 2052-06-01 4.500000 0.00 1010967.00 853832.66 Agency Mortgage-Backed Securities FEPC 04.500 CLQE4096 S6XOOCT0IEG5ABCC6L87 2052-06-01 4.500000 0.00 1276507.00 982136.96 Agency Mortgage-Backed Securities FEPC 03.500 CLQE5368 S6XOOCT0IEG5ABCC6L87 2052-07-01 3.500000 0.00 2046814.00 1643320.20 Agency Mortgage-Backed Securities FEPC 03.500 CLQE5432 S6XOOCT0IEG5ABCC6L87 2052-07-01 3.500000 0.00 1004166.00 801330.40 Agency Mortgage-Backed Securities FEPC 04.000 CLQE6465 S6XOOCT0IEG5ABCC6L87 2052-07-01 4.000000 0.00 1100097.00 812201.89 Agency Mortgage-Backed Securities FEPC 04.000 CLQE6649 S6XOOCT0IEG5ABCC6L87 2052-07-01 4.000000 0.00 1297800.00 1174063.67 Agency Mortgage-Backed Securities FEPC 04.000 CLQE6884 S6XOOCT0IEG5ABCC6L87 2052-08-01 4.000000 0.00 1964801.00 1713089.22 Agency Mortgage-Backed Securities FEPC 04.500 CLQE8242 S6XOOCT0IEG5ABCC6L87 2052-08-01 4.500000 0.00 1715778.00 1256008.30 Agency Mortgage-Backed Securities FEPC 04.000 CLQE9850 S6XOOCT0IEG5ABCC6L87 2052-09-01 4.000000 0.00 1312090.00 1156218.16 Agency Mortgage-Backed Securities FEPC 05.500 CLQF0693 S6XOOCT0IEG5ABCC6L87 2052-09-01 5.500000 0.00 1072775.00 784304.52 Agency Mortgage-Backed Securities FEPC 04.500 CLQF1215 S6XOOCT0IEG5ABCC6L87 2052-10-01 4.500000 0.00 1142472.00 1066325.11 Agency Mortgage-Backed Securities FEPC 05.500 CLQF1296 S6XOOCT0IEG5ABCC6L87 2052-10-01 5.500000 0.00 1064516.00 929434.48 Agency Mortgage-Backed Securities FEPC 04.500 CLQF1392 S6XOOCT0IEG5ABCC6L87 2052-10-01 4.500000 0.00 1019687.00 817740.97 Agency Mortgage-Backed Securities FEPC 04.000 CLQF1416 S6XOOCT0IEG5ABCC6L87 2052-10-01 4.000000 0.00 1145522.00 835060.91 Agency Mortgage-Backed Securities FEPC 04.500 CLQF1491 S6XOOCT0IEG5ABCC6L87 2052-10-01 4.500000 0.00 49216748.00 44473476.84 Agency Mortgage-Backed Securities FEPC 05.500 CLQF2261 S6XOOCT0IEG5ABCC6L87 2052-10-01 5.500000 0.00 2233172.00 2005573.87 Agency Mortgage-Backed Securities FEPC 04.500 CLQF2557 S6XOOCT0IEG5ABCC6L87 2052-10-01 4.500000 0.00 2373880.00 2047491.88 Agency Mortgage-Backed Securities FEPC 05.500 CLQF2714 S6XOOCT0IEG5ABCC6L87 2052-11-01 5.500000 0.00 1009900.00 987717.16 Agency Mortgage-Backed Securities FEPC 05.500 CLQF3166 S6XOOCT0IEG5ABCC6L87 2052-11-01 5.500000 0.00 2038343.00 1208450.96 Agency Mortgage-Backed Securities FEPC 04.500 CLQF3907 S6XOOCT0IEG5ABCC6L87 2052-11-01 4.500000 0.00 1291741.00 1114499.58 Agency Mortgage-Backed Securities FEPC 05.000 CLQF8826 S6XOOCT0IEG5ABCC6L87 2053-03-01 5.000000 0.00 1000.00 850.34 Agency Mortgage-Backed Securities FEPC 06.000 CLQF9963 S6XOOCT0IEG5ABCC6L87 2053-04-01 6.000000 0.00 1092926.00 1089001.70 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0614 S6XOOCT0IEG5ABCC6L87 2053-04-01 5.000000 0.00 2650612.00 2222298.44 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2200 S6XOOCT0IEG5ABCC6L87 2053-05-01 5.500000 0.00 1000.00 868.01 Agency Mortgage-Backed Securities FEPC 06.500 CLQG3035 S6XOOCT0IEG5ABCC6L87 2053-05-01 6.500000 0.00 1249971.00 1047440.62 Agency Mortgage-Backed Securities FEPC 06.500 CLQG3041 S6XOOCT0IEG5ABCC6L87 2053-05-01 6.500000 0.00 1637207.00 1503207.14 Agency Mortgage-Backed Securities FEPC 04.500 CLQG3280 S6XOOCT0IEG5ABCC6L87 2053-05-01 4.500000 0.00 871588.00 815301.95 Agency Mortgage-Backed Securities FEPC 05.500 CLQG3783 S6XOOCT0IEG5ABCC6L87 2053-05-01 5.500000 0.00 1000.00 980.94 Agency Mortgage-Backed Securities FEPC 06.500 CLQG4005 S6XOOCT0IEG5ABCC6L87 2053-06-01 6.500000 0.00 1000.00 1038.71 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7985 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.500000 0.00 1000.00 991.84 Agency Mortgage-Backed Securities FEPC 05.000 CLQG7989 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.000000 0.00 1298810.00 1263712.51 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7996 S6XOOCT0IEG5ABCC6L87 2053-08-01 6.500000 0.00 1000.00 914.99 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7454 S6XOOCT0IEG5ABCC6L87 2053-07-01 6.500000 0.00 1568559.00 1553798.73 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7932 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.500000 0.00 1000.00 984.35 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7963 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.500000 0.00 72638.00 71477.02 Agency Mortgage-Backed Securities FEPC 05.000 CLQG7938 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.000000 0.00 1000.00 971.41 Agency Mortgage-Backed Securities FEPC 04.500 CLQH0089 S6XOOCT0IEG5ABCC6L87 2053-08-01 4.500000 0.00 1709846.00 1606130.91 Agency Mortgage-Backed Securities FEPC 04.500 CLQH0944 S6XOOCT0IEG5ABCC6L87 2053-09-01 4.500000 0.00 1102274.00 1027349.89 Agency Mortgage-Backed Securities FEPC 06.500 CLQH7876 S6XOOCT0IEG5ABCC6L87 2054-01-01 6.500000 0.00 1342393.00 1393572.69 Agency Mortgage-Backed Securities FEPC 06.500 CLQH8264 S6XOOCT0IEG5ABCC6L87 2054-01-01 6.500000 0.00 1005.00 967.44 Agency Mortgage-Backed Securities Farm Federal Credit Bank 254900C5LP6DN9OP9V83 2039-02-02 3.500000 0.00 514000.00 445618.70 Agency Debentures and Agency Strips FEPC 03.000 CLRA3851 S6XOOCT0IEG5ABCC6L87 2050-10-01 3.000000 0.00 11730905.00 6262007.28 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5276 S6XOOCT0IEG5ABCC6L87 2051-05-01 2.500000 0.00 20322880.00 12788648.41 Agency Mortgage-Backed Securities FEPC 03.500 CLRA4518 S6XOOCT0IEG5ABCC6L87 2051-02-01 3.500000 0.00 134126.00 69877.15 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5053 S6XOOCT0IEG5ABCC6L87 2051-04-01 2.000000 0.00 1253039.00 792497.67 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6020 S6XOOCT0IEG5ABCC6L87 2051-10-01 2.500000 0.00 13441000.00 9234145.95 Agency Mortgage-Backed Securities FEPC 03.000 CLRA7375 S6XOOCT0IEG5ABCC6L87 2052-05-01 3.000000 0.00 52710.00 40590.71 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7408 S6XOOCT0IEG5ABCC6L87 2052-05-01 5.000000 0.00 1135868.00 844005.80 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8213 S6XOOCT0IEG5ABCC6L87 2052-11-30 6.000000 0.00 8270240.00 7235587.51 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8417 S6XOOCT0IEG5ABCC6L87 2053-01-01 6.000000 0.00 6019521.00 5515165.81 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9611 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.000000 0.00 20882000.00 19394532.50 Agency Mortgage-Backed Securities FEPC 06.000 CLQI1020 S6XOOCT0IEG5ABCC6L87 2054-03-01 6.000000 0.00 1498724.00 1335979.63 Agency Mortgage-Backed Securities FEPC 06.000 CLQI1542 S6XOOCT0IEG5ABCC6L87 2054-03-01 6.000000 0.00 1000.00 1029.91 Agency Mortgage-Backed Securities FEPC 06.000 CLQI1545 S6XOOCT0IEG5ABCC6L87 2054-03-01 6.000000 0.00 143478.00 145908.39 Agency Mortgage-Backed Securities FEPC 04.500 CLQI2064 S6XOOCT0IEG5ABCC6L87 2054-03-01 4.500000 0.00 92132.00 78538.74 Agency Mortgage-Backed Securities FEPC 06.000 CLQI2234 S6XOOCT0IEG5ABCC6L87 2054-04-01 6.000000 0.00 2834582.00 2875753.13 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2269 S6XOOCT0IEG5ABCC6L87 2054-04-01 5.000000 0.00 1001550.00 978061.70 Agency Mortgage-Backed Securities FEPC 06.000 CLQI4628 S6XOOCT0IEG5ABCC6L87 2054-05-01 6.000000 0.00 11934.00 12144.27 Agency Mortgage-Backed Securities Y 2024-07-05 2024-07-05 2024-07-22 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 7 N N N 0.0533 643000000.00 643000000.00 0.0103 N N Y N BOFA SECURITIES INC BOFA SECURITIES INC 5.350000% ARP122UG7 549300HN4UKV1E2R3U73 0001675365 ARP122UG7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2043-02-15 3.125000 0.00 105236800.00 87562923.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 2.375000 0.00 80793000.00 60337111.78 U.S. Treasuries (including strips) Y 2024-07-05 2024-07-05 2024-09-23 Y BOFA SECURITIES INC 1.0000 7 N N N 0.0535 145000000.00 145000000.00 0.0023 N N Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 5.330000% ARP122VX9 FOR8UP27PHTHYVLBNG30 0000769993 ARP122VX9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FEPC 06.500 CLQI7890 S6XOOCT0IEG5ABCC6L87 2054-06-01 6.500000 0.00 1036104.00 1067051.39 Agency Mortgage-Backed Securities FNRM CL061PL R98F061 B1V7KEBTPIMZEU4LTD58 2028-11-25 6.000000 0.00 52000.00 558.06 Agency Collateralized Mortgage Obligation FNRM CL098MA R12F098 B1V7KEBTPIMZEU4LTD58 2031-08-25 2.000000 0.00 75000.00 1787.93 Agency Collateralized Mortgage Obligation FNRM RC133NA R13F133 B1V7KEBTPIMZEU4LTD58 2036-05-25 3.000000 0.00 1000000.00 795.86 Agency Collateralized Mortgage Obligation FNRM CL094KD R18F094 B1V7KEBTPIMZEU4LTD58 2048-12-25 3.500000 0.00 50000.00 3986.47 Agency Collateralized Mortgage Obligation FNRM CL090KB R20F090 B1V7KEBTPIMZEU4LTD58 2049-09-25 1.000000 0.00 10000.00 3844.47 Agency Collateralized Mortgage Obligation FNRM CL051MB R21F051 B1V7KEBTPIMZEU4LTD58 2051-08-25 3.000000 0.00 2700.00 1613.82 Agency Collateralized Mortgage Obligation FNRM CL051BH R21F051 B1V7KEBTPIMZEU4LTD58 2051-08-25 1.500000 0.00 1000.00 420.60 Agency Collateralized Mortgage Obligation FNRM CL083BJ R21F083 B1V7KEBTPIMZEU4LTD58 2050-04-25 3.000000 0.00 1000.00 683.07 Agency Collateralized Mortgage Obligation FNRM CL083MY R21F083 B1V7KEBTPIMZEU4LTD58 2050-06-25 3.000000 0.00 1000.00 640.25 Agency Collateralized Mortgage Obligation FNMS 04.000 ZL310113 B1V7KEBTPIMZEU4LTD58 2042-01-01 4.000000 0.00 9817.00 367.99 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2026-01-15 3.500000 0.00 90000.00 4428.12 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2031-07-15 2.000000 0.00 75000.00 2087.61 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2027-12-15 1.500000 0.00 60000.00 3039.60 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2029-11-15 1.750000 0.00 180000.00 33.61 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2048-04-15 3.000000 0.00 46000.00 4901.68 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2047-06-15 4.000000 0.00 75000.00 2124.33 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2049-02-15 3.500000 0.00 45000.00 4693.29 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2051-08-25 1.500000 0.00 1250.00 537.36 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2051-08-25 1.500000 0.00 1267.00 536.75 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2053-04-25 6.000000 0.00 5000.00 4898.81 Agency Collateralized Mortgage Obligation FNMS 07.500 CL542933 B1V7KEBTPIMZEU4LTD58 2030-06-01 7.500000 0.00 874529.00 6522.31 Agency Mortgage-Backed Securities FNMS 05.500 CL555531 B1V7KEBTPIMZEU4LTD58 2033-06-01 5.500000 0.00 1002.00 5.53 Agency Mortgage-Backed Securities FNMS 06.000 CLAL3598 B1V7KEBTPIMZEU4LTD58 2039-07-01 6.000000 0.00 1000.00 87.61 Agency Mortgage-Backed Securities FNMS 06.000 CLAL4141 B1V7KEBTPIMZEU4LTD58 2043-09-01 6.000000 0.00 1000.00 69.74 Agency Mortgage-Backed Securities FNMS 04.500 CTAL4577 B1V7KEBTPIMZEU4LTD58 2034-01-01 4.500000 0.00 1000.00 82.27 Agency Mortgage-Backed Securities FNMS 03.500 CIAL6632 B1V7KEBTPIMZEU4LTD58 2030-03-01 3.500000 0.00 1000.00 127.95 Agency Mortgage-Backed Securities FNMS 03.000 CTAL9878 B1V7KEBTPIMZEU4LTD58 2037-02-01 3.000000 0.00 500000.00 139633.30 Agency Mortgage-Backed Securities FNMS 04.000 CLAO4141 B1V7KEBTPIMZEU4LTD58 2042-06-01 4.000000 0.00 1000.00 111.37 Agency Mortgage-Backed Securities FNMS 02.000 CIAR3967 B1V7KEBTPIMZEU4LTD58 2028-04-01 2.000000 0.00 19984.00 1373.91 Agency Mortgage-Backed Securities FNMS 02.500 CIAR5215 B1V7KEBTPIMZEU4LTD58 2029-01-01 2.500000 0.00 14244.00 2419.22 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7999 B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 0.00 122321.00 37827.08 Agency Mortgage-Backed Securities FNMS 03.500 CIAS8884 B1V7KEBTPIMZEU4LTD58 2032-02-01 3.500000 0.00 725000.00 157303.96 Agency Mortgage-Backed Securities FNMS 02.000 CIAT6440 B1V7KEBTPIMZEU4LTD58 2028-06-01 2.000000 0.00 22947.00 2344.18 Agency Mortgage-Backed Securities FNMS 04.750 CLAV4584 B1V7KEBTPIMZEU4LTD58 2043-10-01 4.750000 0.00 542880.00 92313.30 Agency Mortgage-Backed Securities FNMS 03.500 CIAV6368 B1V7KEBTPIMZEU4LTD58 2029-01-01 3.500000 0.00 167000.00 5689.05 Agency Mortgage-Backed Securities FNMS 04.000 CLAX5210 B1V7KEBTPIMZEU4LTD58 2044-10-01 4.000000 0.00 1000.00 182.66 Agency Mortgage-Backed Securities FNMS 03.000 CLAX7911 B1V7KEBTPIMZEU4LTD58 2045-01-01 3.000000 0.00 207180.00 43503.74 Agency Mortgage-Backed Securities FNRM CL055PC R01F055 B1V7KEBTPIMZEU4LTD58 2031-10-25 6.500000 0.00 140000.00 503.61 Agency Collateralized Mortgage Obligation FNRM RC064QH R01F064 B1V7KEBTPIMZEU4LTD58 2031-11-25 6.000000 0.00 37000.00 751.92 Agency Collateralized Mortgage Obligation FNRM CL022GP R02F022 B1V7KEBTPIMZEU4LTD58 2032-04-25 6.250000 0.00 64000.00 2072.04 Agency Collateralized Mortgage Obligation FNRM CL057BP R02F057 B1V7KEBTPIMZEU4LTD58 2032-09-25 6.000000 0.00 8000.00 128.58 Agency Collateralized Mortgage Obligation FNMS 02.500 CLMA3833 B1V7KEBTPIMZEU4LTD58 2049-11-01 2.500000 0.00 2263000.00 495690.54 Agency Mortgage-Backed Securities FEPC 03.500 CLSD5180 S6XOOCT0IEG5ABCC6L87 2049-08-01 3.500000 0.00 169178880.00 149690247.87 Agency Mortgage-Backed Securities FEPC 04.000 CLSD5597 S6XOOCT0IEG5ABCC6L87 2052-10-01 4.000000 0.00 3056172.00 2813264.47 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8038 S6XOOCT0IEG5ABCC6L87 2050-01-01 3.500000 0.00 4000.00 655.02 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8121 S6XOOCT0IEG5ABCC6L87 2050-12-01 2.000000 0.00 600000.00 351369.40 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8308 S6XOOCT0IEG5ABCC6L87 2053-03-01 5.500000 0.00 2000.00 1796.32 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8369 S6XOOCT0IEG5ABCC6L87 2053-10-01 6.500000 0.00 1000.00 928.91 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3642 S6XOOCT0IEG5ABCC6L87 2053-09-01 6.000000 0.00 1000.00 953.30 Agency Mortgage-Backed Securities GNMI SF 579420 X 549300M8ZYFG0OCMTT87 2032-05-15 6.000000 0.00 25000.00 168.09 Agency Mortgage-Backed Securities GNMI SF 579488 X 549300M8ZYFG0OCMTT87 2032-02-15 6.000000 0.00 112542.00 1387.49 Agency Mortgage-Backed Securities GNMI SF 579538 X 549300M8ZYFG0OCMTT87 2032-03-15 6.000000 0.00 98000.00 493.76 Agency Mortgage-Backed Securities GNMI SF 580869 X 549300M8ZYFG0OCMTT87 2031-12-15 6.000000 0.00 138899.00 312.77 Agency Mortgage-Backed Securities GNMI SF 580979 X 549300M8ZYFG0OCMTT87 2032-02-15 6.000000 0.00 50000.00 249.33 Agency Mortgage-Backed Securities GNMI SF 580982 X 549300M8ZYFG0OCMTT87 2032-02-15 6.000000 0.00 57566.00 584.31 Agency Mortgage-Backed Securities GNMI SF 581075 X 549300M8ZYFG0OCMTT87 2032-02-15 6.000000 0.00 25112.00 46.13 Agency Mortgage-Backed Securities GNMI SF 581142 X 549300M8ZYFG0OCMTT87 2032-02-15 5.500000 0.00 203124.00 1997.35 Agency Mortgage-Backed Securities GNMI SF 581642 X 549300M8ZYFG0OCMTT87 2032-02-15 6.000000 0.00 53080.00 1506.03 Agency Mortgage-Backed Securities GNMI SF 582145 X 549300M8ZYFG0OCMTT87 2032-05-15 6.000000 0.00 38293.00 1128.66 Agency Mortgage-Backed Securities GNMI SF 582153 X 549300M8ZYFG0OCMTT87 2032-06-15 6.000000 0.00 70000.00 215.65 Agency Mortgage-Backed Securities GNII SF 002614 M 549300M8ZYFG0OCMTT87 2028-07-20 6.000000 0.00 25000.00 39.74 Agency Mortgage-Backed Securities GNII SF 002647 M 549300M8ZYFG0OCMTT87 2028-09-20 8.000000 0.00 406035.00 273.52 Agency Mortgage-Backed Securities GNII SF 002659 M 549300M8ZYFG0OCMTT87 2028-10-20 7.000000 0.00 175000.00 235.02 Agency Mortgage-Backed Securities GNII SF 002671 M 549300M8ZYFG0OCMTT87 2028-11-20 6.000000 0.00 186000.00 384.15 Agency Mortgage-Backed Securities GNII SF 002691 M 549300M8ZYFG0OCMTT87 2028-12-20 7.500000 0.00 1250000.00 836.89 Agency Mortgage-Backed Securities GNII SF 004424 M 549300M8ZYFG0OCMTT87 2039-04-20 5.000000 0.00 1033.00 24.41 Agency Mortgage-Backed Securities GNII SF 003609 M 549300M8ZYFG0OCMTT87 2034-09-20 5.000000 0.00 39000.00 658.28 Agency Mortgage-Backed Securities GNII SF 003611 M 549300M8ZYFG0OCMTT87 2034-09-20 6.000000 0.00 31000.00 431.14 Agency Mortgage-Backed Securities GNII SF 003664 M 549300M8ZYFG0OCMTT87 2035-01-20 5.000000 0.00 52000.00 1023.64 Agency Mortgage-Backed Securities GNII SF 003652 M 549300M8ZYFG0OCMTT87 2034-12-20 5.500000 0.00 25000.00 494.12 Agency Mortgage-Backed Securities GNII SF 003665 M 549300M8ZYFG0OCMTT87 2035-01-20 5.500000 0.00 79641.00 1605.15 Agency Mortgage-Backed Securities GNII SF 003676 M 549300M8ZYFG0OCMTT87 2035-02-20 4.500000 0.00 25000.00 305.26 Agency Mortgage-Backed Securities GNMI SP 785986 X 549300M8ZYFG0OCMTT87 2051-10-15 3.000000 0.00 5000000.00 3976620.38 Agency Mortgage-Backed Securities GNMI SF 754393 X 549300M8ZYFG0OCMTT87 2042-08-15 4.000000 0.00 25000.00 4841.40 Agency Mortgage-Backed Securities GNII SF 626969 C 549300M8ZYFG0OCMTT87 2045-08-20 3.000000 0.00 99000.00 49292.31 Agency Mortgage-Backed Securities GNMI SF 690662 X 549300M8ZYFG0OCMTT87 2041-01-15 4.000000 0.00 27839.00 3224.33 Agency Mortgage-Backed Securities GNII SF DC2681 C 549300M8ZYFG0OCMTT87 2054-05-20 6.500000 0.00 1003.00 1029.84 Agency Mortgage-Backed Securities GNII SF DC2012 C 549300M8ZYFG0OCMTT87 2054-05-20 5.500000 0.00 3000.00 2987.08 Agency Mortgage-Backed Securities GNII SF DC3558 C 549300M8ZYFG0OCMTT87 2054-06-20 6.000000 0.00 1000.00 1017.86 Agency Mortgage-Backed Securities GNII SF DC2950 C 549300M8ZYFG0OCMTT87 2054-05-20 6.500000 0.00 4000.00 4143.02 Agency Mortgage-Backed Securities GNII SF DC3255 C 549300M8ZYFG0OCMTT87 2054-05-20 7.000000 0.00 4028.00 4121.03 Agency Mortgage-Backed Securities GNII SF DC5871 C 549300M8ZYFG0OCMTT87 2054-06-20 5.500000 0.00 1009.00 1012.97 Agency Mortgage-Backed Securities GNII SF DC6415 C 549300M8ZYFG0OCMTT87 2054-05-20 6.000000 0.00 1001.00 1021.67 Agency Mortgage-Backed Securities GNII SF DC6545 C 549300M8ZYFG0OCMTT87 2054-06-20 6.500000 0.00 2000.00 2075.18 Agency Mortgage-Backed Securities GNII SF DC8154 C 549300M8ZYFG0OCMTT87 2054-06-20 6.500000 0.00 1000.00 1031.98 Agency Mortgage-Backed Securities GNII SF DC9904 C 549300M8ZYFG0OCMTT87 2054-06-20 6.000000 0.00 1000.00 1017.49 Agency Mortgage-Backed Securities GNII SF DD1164 C 549300M8ZYFG0OCMTT87 2054-06-20 6.000000 0.00 1000.00 1016.39 Agency Mortgage-Backed Securities GNMI SF 579072 X 549300M8ZYFG0OCMTT87 2031-12-15 6.000000 0.00 56300.00 222.18 Agency Mortgage-Backed Securities GNMI SF 579138 X 549300M8ZYFG0OCMTT87 2032-01-15 6.000000 0.00 118000.00 486.24 Agency Mortgage-Backed Securities FNMA REMIC TRUST 2002-33 A1 20420625 7.0 B1V7KEBTPIMZEU4LTD58 2042-06-25 7.000000 0.00 150000.00 4381.00 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2032-09-25 5.849830 0.00 2500000.00 1301.91 Agency Collateralized Mortgage Obligation FNRM RC014AQ R03F014 B1V7KEBTPIMZEU4LTD58 2033-03-25 3.500000 0.00 200000.00 471.23 Agency Collateralized Mortgage Obligation FNRM CL041OA R03F041 B1V7KEBTPIMZEU4LTD58 2033-05-25 4.000000 0.00 500000.00 359.07 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-05-25 6.081020 0.00 200000.00 3909.30 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2035-06-15 4.500000 0.00 2000000.00 2189.86 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2026-01-15 5.500000 0.00 200000.00 2765.97 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-03-25 6.199830 0.00 700000.00 4400.65 Agency Collateralized Mortgage Obligation FNMS 03.000 CLBC1493 B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 0.00 8498830.00 1772145.74 Agency Mortgage-Backed Securities FNMS 03.500 CLBH5735 B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 0.00 1591626.00 163804.42 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ4916 B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 0.00 579252.00 92342.62 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1580 B1V7KEBTPIMZEU4LTD58 2045-01-01 4.000000 0.00 20760704.00 5085818.00 Agency Mortgage-Backed Securities FNMS 05.000 CLBM1655 B1V7KEBTPIMZEU4LTD58 2044-11-01 5.000000 0.00 576000.00 138193.88 Agency Mortgage-Backed Securities FNMS 03.500 CIBM3276 B1V7KEBTPIMZEU4LTD58 2032-12-01 3.500000 0.00 914000.00 186348.00 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4676 B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 0.00 5030000.00 1393247.33 Agency Mortgage-Backed Securities FNMS 02.500 CIBO4944 B1V7KEBTPIMZEU4LTD58 2034-11-01 2.500000 0.00 138000.00 49189.05 Agency Mortgage-Backed Securities FNMS 02.500 CIBP9591 B1V7KEBTPIMZEU4LTD58 2035-08-01 2.500000 0.00 2000000.00 694659.03 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS9743 B1V7KEBTPIMZEU4LTD58 2033-11-01 5.020000 0.00 2100.00 2140.81 Agency Mortgage-Backed Securities FNMS 07.000 CLBU4263 B1V7KEBTPIMZEU4LTD58 2053-11-01 7.000000 0.00 2535228.00 2634011.06 Agency Mortgage-Backed Securities FNMS 02.500 CLBU8176 B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 0.00 995926.00 697871.27 Agency Mortgage-Backed Securities FNMS 03.500 CLBV7813 B1V7KEBTPIMZEU4LTD58 2052-06-01 3.500000 0.00 384386.00 301689.57 Agency Mortgage-Backed Securities FNMS 04.000 CLBV8264 B1V7KEBTPIMZEU4LTD58 2052-06-01 4.000000 0.00 324274.00 257818.78 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9726 B1V7KEBTPIMZEU4LTD58 2052-07-01 3.500000 0.00 1530130.00 1328933.00 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6110 B1V7KEBTPIMZEU4LTD58 2053-01-01 6.000000 0.00 4193872.00 3245512.35 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9502 B1V7KEBTPIMZEU4LTD58 2053-03-01 5.000000 0.00 3232060.00 2767188.32 Agency Mortgage-Backed Securities FNMS 05.000 CLBY3018 B1V7KEBTPIMZEU4LTD58 2053-06-01 5.000000 0.00 18328960.00 17467823.46 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3300 B1V7KEBTPIMZEU4LTD58 2053-06-01 5.500000 0.00 914252.00 884542.99 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ0935 B1V7KEBTPIMZEU4LTD58 2034-05-01 5.320000 0.00 1218000.00 1266470.31 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ1048 B1V7KEBTPIMZEU4LTD58 2029-06-01 5.130000 0.00 1000.00 1017.14 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1354 B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 0.00 4281024.00 1158686.46 Agency Mortgage-Backed Securities FNMS 04.000 CICA3287 B1V7KEBTPIMZEU4LTD58 2034-03-01 4.000000 0.00 491000.00 103104.00 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3971 B1V7KEBTPIMZEU4LTD58 2049-08-01 3.500000 0.00 457520000.00 113775472.08 Agency Mortgage-Backed Securities FNMS 02.500 CICA7145 B1V7KEBTPIMZEU4LTD58 2035-09-01 2.500000 0.00 91482080.00 45145296.38 Agency Mortgage-Backed Securities FNMS 04.000 CICA6887 B1V7KEBTPIMZEU4LTD58 2035-07-01 4.000000 0.00 1037296.00 472612.46 Agency Mortgage-Backed Securities FNMS 04.000 CLCA8177 B1V7KEBTPIMZEU4LTD58 2050-12-01 4.000000 0.00 4836.00 1283.93 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2664 B1V7KEBTPIMZEU4LTD58 2052-01-01 3.000000 0.00 700000.00 498710.81 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2548 B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 0.00 3000.00 2121.45 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2556 B1V7KEBTPIMZEU4LTD58 2052-01-01 3.000000 0.00 4000.00 2977.25 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2801 B1V7KEBTPIMZEU4LTD58 2052-02-01 2.000000 0.00 5000.00 3539.33 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3353 B1V7KEBTPIMZEU4LTD58 2052-04-01 2.500000 0.00 1167496.00 863289.88 Agency Mortgage-Backed Securities GNII SF DB7053 C 549300M8ZYFG0OCMTT87 2054-04-20 5.500000 0.00 1073.00 1071.78 Agency Mortgage-Backed Securities GNII SF DB7055 C 549300M8ZYFG0OCMTT87 2054-04-20 6.000000 0.00 1036.00 1041.88 Agency Mortgage-Backed Securities GNII SF DB7470 C 549300M8ZYFG0OCMTT87 2054-06-20 6.500000 0.00 3982.00 4048.18 Agency Mortgage-Backed Securities GNII SF DB7473 C 549300M8ZYFG0OCMTT87 2054-06-20 6.500000 0.00 1008.00 1024.75 Agency Mortgage-Backed Securities GNII SF DB8562 C 549300M8ZYFG0OCMTT87 2054-06-20 7.500000 0.00 4676.00 4816.35 Agency Mortgage-Backed Securities GNII SF DB8644 C 549300M8ZYFG0OCMTT87 2054-06-20 6.000000 0.00 1000.00 1008.54 Agency Mortgage-Backed Securities GNII SF DB8648 C 549300M8ZYFG0OCMTT87 2054-06-20 6.000000 0.00 2004.00 2035.36 Agency Mortgage-Backed Securities GNII SF DB8692 C 549300M8ZYFG0OCMTT87 2054-05-20 6.500000 0.00 2047.00 2112.55 Agency Mortgage-Backed Securities GNII SF DB8721 C 549300M8ZYFG0OCMTT87 2054-05-20 6.500000 0.00 2015.00 2071.78 Agency Mortgage-Backed Securities GNII SF DB8722 C 549300M8ZYFG0OCMTT87 2054-05-20 6.000000 0.00 1055.00 1062.99 Agency Mortgage-Backed Securities GNII SF DB9413 C 549300M8ZYFG0OCMTT87 2054-05-20 6.500000 0.00 2006.00 2065.93 Agency Mortgage-Backed Securities GNII SF DB9443 C 549300M8ZYFG0OCMTT87 2054-06-20 6.500000 0.00 1009.00 1044.92 Agency Mortgage-Backed Securities GNCL CL CP2684 549300M8ZYFG0OCMTT87 2065-07-15 4.740000 0.00 3119.00 3024.71 Agency Mortgage-Backed Securities GNCL CL CP3640 549300M8ZYFG0OCMTT87 2064-04-15 4.100000 0.00 3000.00 2812.89 Agency Mortgage-Backed Securities GNPL PN CP3716 549300M8ZYFG0OCMTT87 2058-05-15 4.550000 0.00 3330.00 3149.64 Agency Mortgage-Backed Securities GNPL PN CP3736 549300M8ZYFG0OCMTT87 2058-02-15 4.950000 0.00 4000.00 3881.41 Agency Mortgage-Backed Securities GNPL PN CP7208 549300M8ZYFG0OCMTT87 2057-11-15 4.000000 0.00 1000.00 899.80 Agency Mortgage-Backed Securities GNII SF BK2509 C 549300M8ZYFG0OCMTT87 2049-04-20 4.500000 0.00 42000.00 3466.68 Agency Mortgage-Backed Securities GNHA RM BL8376 H 549300M8ZYFG0OCMTT87 2072-05-20 6.711000 0.00 2008.00 2132.58 Agency Mortgage-Backed Securities GNPL PN CG6827 549300M8ZYFG0OCMTT87 2058-02-15 4.350000 0.00 7429990.00 6733012.03 Agency Mortgage-Backed Securities GNPL PN CH0471 549300M8ZYFG0OCMTT87 2057-08-15 3.940000 0.00 3000.00 2684.48 Agency Mortgage-Backed Securities GNPL PN CI1786 549300M8ZYFG0OCMTT87 2063-08-15 3.830000 0.00 2000.00 1888.44 Agency Mortgage-Backed Securities GNPL PN CI8956 549300M8ZYFG0OCMTT87 2058-04-15 4.350000 0.00 1000.00 929.49 Agency Mortgage-Backed Securities GNPL PN CK5806 549300M8ZYFG0OCMTT87 2059-06-15 5.720000 0.00 1000.00 1038.81 Agency Mortgage-Backed Securities GNPL PN CL4071 549300M8ZYFG0OCMTT87 2057-03-15 2.690000 0.00 364598.00 295824.80 Agency Mortgage-Backed Securities GNPL PN CM3796 549300M8ZYFG0OCMTT87 2058-06-15 4.890000 0.00 1000.00 974.96 Agency Mortgage-Backed Securities GNPL PN CQ7061 549300M8ZYFG0OCMTT87 2058-06-15 5.200000 0.00 2000.00 1984.33 Agency Mortgage-Backed Securities GNPL PN CS2724 549300M8ZYFG0OCMTT87 2058-04-15 4.520000 0.00 3000.00 2809.81 Agency Mortgage-Backed Securities GNPL PN CT3698 549300M8ZYFG0OCMTT87 2058-12-15 5.760000 0.00 1000.00 1033.47 Agency Mortgage-Backed Securities GNII SF CT3962 C 549300M8ZYFG0OCMTT87 2053-04-20 5.500000 0.00 1102354.00 1131896.01 Agency Mortgage-Backed Securities GNPL PN CU1270 549300M8ZYFG0OCMTT87 2058-04-15 5.590000 0.00 1000.00 1016.08 Agency Mortgage-Backed Securities GNCL CL CU2406 549300M8ZYFG0OCMTT87 2065-01-15 5.440000 0.00 1000.00 1017.99 Agency Mortgage-Backed Securities GNCL CL CU4602 549300M8ZYFG0OCMTT87 2065-07-15 5.900000 0.00 1000.00 992.78 Agency Mortgage-Backed Securities GNPL PN CU4668 549300M8ZYFG0OCMTT87 2059-06-15 5.850000 0.00 2000.00 2086.30 Agency Mortgage-Backed Securities GNPL PN CU4676 549300M8ZYFG0OCMTT87 2059-06-15 5.490000 0.00 2000.00 2058.69 Agency Mortgage-Backed Securities 02.000 FGPC T40185 G S6XOOCT0IEG5ABCC6L87 2031-08-01 2.000000 0.00 1619314.00 604540.84 Agency Mortgage-Backed Securities 03.500 FGPC G07106 G S6XOOCT0IEG5ABCC6L87 2042-08-01 3.500000 0.00 33000.00 4647.72 Agency Mortgage-Backed Securities 03.500 FGPC G07416 G S6XOOCT0IEG5ABCC6L87 2043-07-01 3.500000 0.00 1000.00 140.40 Agency Mortgage-Backed Securities 03.500 FGPC G07961 G S6XOOCT0IEG5ABCC6L87 2045-03-01 3.500000 0.00 7000.00 1005.00 Agency Mortgage-Backed Securities 03.000 FGPC G16574 G S6XOOCT0IEG5ABCC6L87 2033-03-01 3.000000 0.00 1000.00 212.74 Agency Mortgage-Backed Securities 02.500 FGPC G16659 G S6XOOCT0IEG5ABCC6L87 2032-08-01 2.500000 0.00 5538.00 1527.65 Agency Mortgage-Backed Securities 03.500 FGPC G08711 G S6XOOCT0IEG5ABCC6L87 2046-06-01 3.500000 0.00 5647.00 708.33 Agency Mortgage-Backed Securities 03.000 FGPC G08741 G S6XOOCT0IEG5ABCC6L87 2047-01-01 3.000000 0.00 185000.00 38076.92 Agency Mortgage-Backed Securities 03.000 FGPC G08750 G S6XOOCT0IEG5ABCC6L87 2047-03-01 3.000000 0.00 51000.00 11758.20 Agency Mortgage-Backed Securities 02.000 FGPC J25686 G S6XOOCT0IEG5ABCC6L87 2028-09-01 2.000000 0.00 18530.00 1719.17 Agency Mortgage-Backed Securities FEPC 05.500 CLZI4121 S6XOOCT0IEG5ABCC6L87 2036-01-01 5.500000 0.00 2402740.00 4510.41 Agency Mortgage-Backed Securities FEPC 06.000 CLZI5186 S6XOOCT0IEG5ABCC6L87 2036-06-01 6.000000 0.00 2345000.00 35140.48 Agency Mortgage-Backed Securities FEPC 05.500 CLZI5801 S6XOOCT0IEG5ABCC6L87 2037-03-01 5.500000 0.00 500000.00 7788.35 Agency Mortgage-Backed Securities FEPC 06.000 CLZI8004 S6XOOCT0IEG5ABCC6L87 2038-08-01 6.000000 0.00 2934230.00 29568.32 Agency Mortgage-Backed Securities FEPC 04.000 CLZI8474 S6XOOCT0IEG5ABCC6L87 2034-12-01 4.000000 0.00 4000000.00 120712.05 Agency Mortgage-Backed Securities FEPC 02.500 CIZK5766 S6XOOCT0IEG5ABCC6L87 2028-07-01 2.500000 0.00 1430.00 152.56 Agency Mortgage-Backed Securities FEPC 03.500 CLZM2677 S6XOOCT0IEG5ABCC6L87 2047-02-01 3.500000 0.00 378000.00 157242.13 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3408 B1V7KEBTPIMZEU4LTD58 2052-04-01 2.500000 0.00 4543888.00 3339316.92 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4157 B1V7KEBTPIMZEU4LTD58 2052-07-01 4.000000 0.00 4627.00 4018.87 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4635 B1V7KEBTPIMZEU4LTD58 2052-09-01 5.500000 0.00 3392508.00 2926141.22 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4835 B1V7KEBTPIMZEU4LTD58 2052-10-01 5.000000 0.00 53338000.00 49028718.35 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6101 B1V7KEBTPIMZEU4LTD58 2053-04-01 6.500000 0.00 12190860.00 10677637.63 Agency Mortgage-Backed Securities FNMS 03.000 CLFM0076 B1V7KEBTPIMZEU4LTD58 2050-03-01 3.000000 0.00 222000.00 76784.03 Agency Mortgage-Backed Securities GNII SF DB9430 C 549300M8ZYFG0OCMTT87 2054-05-20 6.500000 0.00 3000.00 3104.93 Agency Mortgage-Backed Securities GNII SF DB9665 C 549300M8ZYFG0OCMTT87 2054-05-20 6.500000 0.00 1000.00 1011.10 Agency Mortgage-Backed Securities GNII SF DB9938 C 549300M8ZYFG0OCMTT87 2054-05-20 6.500000 0.00 1000.00 1032.32 Agency Mortgage-Backed Securities GNII SF DC0194 C 549300M8ZYFG0OCMTT87 2054-06-20 6.000000 0.00 2002.00 2042.35 Agency Mortgage-Backed Securities GNII SF DC0398 C 549300M8ZYFG0OCMTT87 2054-05-20 5.500000 0.00 4000.00 3982.57 Agency Mortgage-Backed Securities GNII SF DC0594 C 549300M8ZYFG0OCMTT87 2054-04-20 6.000000 0.00 2003.00 2046.52 Agency Mortgage-Backed Securities GNII SF DC0723 C 549300M8ZYFG0OCMTT87 2054-05-20 5.500000 0.00 2000.00 1991.36 Agency Mortgage-Backed Securities GNII SF DC1001 C 549300M8ZYFG0OCMTT87 2054-06-20 6.000000 0.00 2025.00 2036.83 Agency Mortgage-Backed Securities GNII SF DC1009 C 549300M8ZYFG0OCMTT87 2054-06-20 6.500000 0.00 1021.00 1064.74 Agency Mortgage-Backed Securities GNII SF DC1474 C 549300M8ZYFG0OCMTT87 2054-05-20 6.000000 0.00 2002.00 2034.32 Agency Mortgage-Backed Securities GNII SF DC1501 C 549300M8ZYFG0OCMTT87 2054-05-20 5.500000 0.00 3002.00 2989.13 Agency Mortgage-Backed Securities GNMI SF 484034 X 549300M8ZYFG0OCMTT87 2028-12-15 6.000000 0.00 26000.00 124.09 Agency Mortgage-Backed Securities GNMI SF 484376 X 549300M8ZYFG0OCMTT87 2028-09-15 6.000000 0.00 228244.00 195.24 Agency Mortgage-Backed Securities GNMI SF 484866 X 549300M8ZYFG0OCMTT87 2028-10-15 6.000000 0.00 280000.00 714.62 Agency Mortgage-Backed Securities GNMI SF 737989 X 549300M8ZYFG0OCMTT87 2040-12-15 4.000000 0.00 25000.00 1726.15 Agency Mortgage-Backed Securities GNMI SF 486694 X 549300M8ZYFG0OCMTT87 2028-11-15 6.000000 0.00 135000.00 125.83 Agency Mortgage-Backed Securities GNMI SF 533072 X 549300M8ZYFG0OCMTT87 2040-03-15 4.000000 0.00 25000.00 694.05 Agency Mortgage-Backed Securities GNII SP 784656 C 549300M8ZYFG0OCMTT87 2048-12-20 4.500000 0.00 36000.00 2056.27 Agency Mortgage-Backed Securities GNII SF 003700 M 549300M8ZYFG0OCMTT87 2035-04-20 4.500000 0.00 25000.00 431.46 Agency Mortgage-Backed Securities GNII SF 003713 M 549300M8ZYFG0OCMTT87 2035-05-20 6.500000 0.00 25000.00 311.48 Agency Mortgage-Backed Securities GNII SF 004015 M 549300M8ZYFG0OCMTT87 2037-08-20 5.000000 0.00 4000.00 81.85 Agency Mortgage-Backed Securities GNII SF 005280 M 549300M8ZYFG0OCMTT87 2042-01-20 4.000000 0.00 33401.00 2031.47 Agency Mortgage-Backed Securities GNII SF 005300 M 549300M8ZYFG0OCMTT87 2027-02-20 3.000000 0.00 5994.00 134.40 Agency Mortgage-Backed Securities GNII SF 005326 M 549300M8ZYFG0OCMTT87 2027-03-20 3.000000 0.00 1000.00 24.63 Agency Mortgage-Backed Securities GNII SF 004617 M 549300M8ZYFG0OCMTT87 2040-01-20 4.500000 0.00 1867.00 80.43 Agency Mortgage-Backed Securities GNII SF 004657 M 549300M8ZYFG0OCMTT87 2040-03-20 4.500000 0.00 1000.00 39.60 Agency Mortgage-Backed Securities GNII SF 004801 M 549300M8ZYFG0OCMTT87 2040-09-20 4.500000 0.00 1000.00 46.85 Agency Mortgage-Backed Securities GNII SF 004882 M 549300M8ZYFG0OCMTT87 2040-12-20 4.000000 0.00 45107.00 2628.78 Agency Mortgage-Backed Securities GNII SF 004922 M 549300M8ZYFG0OCMTT87 2041-01-20 4.000000 0.00 24994.00 1456.85 Agency Mortgage-Backed Securities GNII SF 004974 M 549300M8ZYFG0OCMTT87 2026-03-20 3.500000 0.00 2007.00 23.16 Agency Mortgage-Backed Securities GNII SF 005083 M 549300M8ZYFG0OCMTT87 2041-06-20 5.000000 0.00 1009.00 41.33 Agency Mortgage-Backed Securities GNII SF 005115 M 549300M8ZYFG0OCMTT87 2041-07-20 4.500000 0.00 3999.00 197.66 Agency Mortgage-Backed Securities GNMI SF 482908 X 549300M8ZYFG0OCMTT87 2029-01-15 6.000000 0.00 151705.00 184.66 Agency Mortgage-Backed Securities GNRM 2021-136 LB 549300M8ZYFG0OCMTT87 2051-08-20 2.500000 0.00 2100.00 1661.77 Agency Collateralized Mortgage Obligation FEPC 07.500 CLZA0839 S6XOOCT0IEG5ABCC6L87 2032-06-01 7.500000 0.00 6069455.00 15361.66 Agency Mortgage-Backed Securities FEPC 06.000 CLZS1210 S6XOOCT0IEG5ABCC6L87 2036-12-01 6.000000 0.00 11127760.00 59868.30 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4623 S6XOOCT0IEG5ABCC6L87 2045-07-01 4.000000 0.00 400000.00 41012.76 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4751 S6XOOCT0IEG5ABCC6L87 2048-01-01 3.500000 0.00 137623.00 19278.25 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4735 S6XOOCT0IEG5ABCC6L87 2047-09-01 3.500000 0.00 4916000.00 644782.00 Agency Mortgage-Backed Securities FEPC 04.000 CIZS6773 S6XOOCT0IEG5ABCC6L87 2026-06-01 4.000000 0.00 23857504.00 166518.37 Agency Mortgage-Backed Securities FEPC 03.000 CIZS8679 S6XOOCT0IEG5ABCC6L87 2032-12-01 3.000000 0.00 9781232.00 1662534.62 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0534 S6XOOCT0IEG5ABCC6L87 2047-12-01 3.500000 0.00 2999000.00 822057.52 Agency Mortgage-Backed Securities FEPC 03.500 CLZT1476 S6XOOCT0IEG5ABCC6L87 2048-02-01 3.500000 0.00 33000.00 4626.24 Agency Mortgage-Backed Securities FEPC 04.000 CLZT1594 S6XOOCT0IEG5ABCC6L87 2049-01-01 4.000000 0.00 4000.00 285.13 Agency Mortgage-Backed Securities FEPC 04.000 CLZT1630 S6XOOCT0IEG5ABCC6L87 2045-05-01 4.000000 0.00 1040950.00 252197.56 Agency Mortgage-Backed Securities FEPC 04.000 CLZT1864 S6XOOCT0IEG5ABCC6L87 2049-04-01 4.000000 0.00 33000.00 2692.62 Agency Mortgage-Backed Securities FEPC 03.000 CLZT1955 S6XOOCT0IEG5ABCC6L87 2049-05-01 3.000000 0.00 4000.00 409.48 Agency Mortgage-Backed Securities FEPC 04.000 CLZT1952 S6XOOCT0IEG5ABCC6L87 2049-05-01 4.000000 0.00 23000.00 2120.16 Agency Mortgage-Backed Securities FEPC 04.000 CLZT2087 S6XOOCT0IEG5ABCC6L87 2049-06-01 4.000000 0.00 19000.00 2054.92 Agency Mortgage-Backed Securities FEPC 04.500 ZLZT2411 S6XOOCT0IEG5ABCC6L87 2041-11-01 4.500000 0.00 42184384.00 37768726.60 Agency Mortgage-Backed Securities FEPC 03.500 CISB0979 S6XOOCT0IEG5ABCC6L87 2038-01-01 3.500000 0.00 5000.00 4331.85 Agency Mortgage-Backed Securities FEPC 03.500 CISB8166 S6XOOCT0IEG5ABCC6L87 2037-06-01 3.500000 0.00 78398720.00 56581641.18 Agency Mortgage-Backed Securities FEPC 04.000 CISB8228 S6XOOCT0IEG5ABCC6L87 2038-05-01 4.000000 0.00 10984620.00 9360004.95 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1143 S6XOOCT0IEG5ABCC6L87 2050-09-01 4.500000 0.00 2546504.00 1863704.62 Agency Mortgage-Backed Securities FEPC 03.000 CLSD1389 S6XOOCT0IEG5ABCC6L87 2052-07-01 3.000000 0.00 6000.00 4314.41 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1931 S6XOOCT0IEG5ABCC6L87 2051-11-01 3.500000 0.00 4300.00 3259.50 Agency Mortgage-Backed Securities FEPC 03.000 CLSD2873 S6XOOCT0IEG5ABCC6L87 2052-01-01 3.000000 0.00 5479304.00 4330750.99 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1028 B1V7KEBTPIMZEU4LTD58 2049-06-01 3.500000 0.00 14000.00 1257.51 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1449 B1V7KEBTPIMZEU4LTD58 2049-09-01 3.500000 0.00 6000.00 984.37 Agency Mortgage-Backed Securities FNMS 02.500 CLFM2690 B1V7KEBTPIMZEU4LTD58 2050-01-01 2.500000 0.00 18660.00 4579.85 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1866 B1V7KEBTPIMZEU4LTD58 2048-12-01 4.000000 0.00 3385.00 421.42 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3048 B1V7KEBTPIMZEU4LTD58 2049-05-01 4.000000 0.00 152070000.00 44239793.91 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3102 B1V7KEBTPIMZEU4LTD58 2049-09-01 4.000000 0.00 19793.00 2985.25 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3243 B1V7KEBTPIMZEU4LTD58 2050-02-01 3.500000 0.00 800351.00 198483.09 Agency Mortgage-Backed Securities FNMS 05.500 CLFM3391 B1V7KEBTPIMZEU4LTD58 2049-03-01 5.500000 0.00 9797904.00 1677965.74 Agency Mortgage-Backed Securities FNMS 02.500 CIFM4382 B1V7KEBTPIMZEU4LTD58 2035-10-01 2.500000 0.00 1000.00 472.12 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3783 B1V7KEBTPIMZEU4LTD58 2050-03-01 4.000000 0.00 5000.00 1675.40 Agency Mortgage-Backed Securities FNMS 02.500 CIFM3940 B1V7KEBTPIMZEU4LTD58 2035-08-01 2.500000 0.00 4000000.00 1535209.20 Agency Mortgage-Backed Securities FNMS 04.000 CLFM5035 B1V7KEBTPIMZEU4LTD58 2050-07-01 4.000000 0.00 1000.00 253.60 Agency Mortgage-Backed Securities FNMS 03.000 CLFM6293 B1V7KEBTPIMZEU4LTD58 2051-01-01 3.000000 0.00 1484.00 794.81 Agency Mortgage-Backed Securities FNMS 02.000 CIFM5798 B1V7KEBTPIMZEU4LTD58 2036-01-01 2.000000 0.00 9000.00 4707.71 Agency Mortgage-Backed Securities FNMS 02.000 CLFM5940 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.000000 0.00 2420000.00 1537797.36 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6555 B1V7KEBTPIMZEU4LTD58 2051-04-01 2.000000 0.00 3900000.00 2388759.18 Agency Mortgage-Backed Securities FNMS 03.500 CLFM6599 B1V7KEBTPIMZEU4LTD58 2050-06-01 3.500000 0.00 3000.00 1032.30 Agency Mortgage-Backed Securities FNMS 04.000 CLFM6753 B1V7KEBTPIMZEU4LTD58 2050-10-01 4.000000 0.00 14000.00 4568.72 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7003 B1V7KEBTPIMZEU4LTD58 2051-02-01 4.000000 0.00 3456.00 1251.69 Agency Mortgage-Backed Securities FNMS 02.000 CLFM8446 B1V7KEBTPIMZEU4LTD58 2051-08-01 2.000000 0.00 1000.00 642.92 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8821 B1V7KEBTPIMZEU4LTD58 2051-09-01 3.000000 0.00 5050000.00 3461106.37 Agency Mortgage-Backed Securities FNMS 03.000 CIFS0114 B1V7KEBTPIMZEU4LTD58 2035-08-01 3.000000 0.00 3000.00 1643.84 Agency Mortgage-Backed Securities FNMS 02.000 CIFS0427 B1V7KEBTPIMZEU4LTD58 2037-02-01 2.000000 0.00 5000.00 3392.31 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0631 B1V7KEBTPIMZEU4LTD58 2052-02-01 3.000000 0.00 2000.00 1433.77 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0957 B1V7KEBTPIMZEU4LTD58 2052-03-01 3.000000 0.00 5000.00 3705.34 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4018 B1V7KEBTPIMZEU4LTD58 2052-07-01 3.000000 0.00 3329000.00 2634970.02 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5984 B1V7KEBTPIMZEU4LTD58 2050-12-01 3.000000 0.00 51827584.00 42854345.80 Agency Mortgage-Backed Securities FNMS 03.000 CIFS8069 B1V7KEBTPIMZEU4LTD58 2029-04-01 3.000000 0.00 5500000.00 5104338.58 Agency Mortgage-Backed Securities FNMS 07.000 CLFS7354 B1V7KEBTPIMZEU4LTD58 2053-02-01 7.000000 0.00 2431744.00 2581441.24 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7422 B1V7KEBTPIMZEU4LTD58 2054-03-01 5.500000 0.00 78578816.00 77958374.65 Agency Mortgage-Backed Securities GNPL PN CZ2396 549300M8ZYFG0OCMTT87 2059-05-15 5.520000 0.00 1000.00 1030.13 Agency Mortgage-Backed Securities GNPL PN CZ7769 549300M8ZYFG0OCMTT87 2059-02-15 5.490000 0.00 1000.00 1024.88 Agency Mortgage-Backed Securities GNPL PN CZ7782 549300M8ZYFG0OCMTT87 2059-05-15 5.710000 0.00 1000.00 1037.68 Agency Mortgage-Backed Securities GNPL PN DA3199 549300M8ZYFG0OCMTT87 2059-06-15 5.960000 0.00 1018.00 1065.51 Agency Mortgage-Backed Securities FNMS 04.000 CIMA3353 B1V7KEBTPIMZEU4LTD58 2033-04-01 4.000000 0.00 77692.00 8048.00 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3438 B1V7KEBTPIMZEU4LTD58 2033-08-01 3.500000 0.00 189000.00 18169.92 Agency Mortgage-Backed Securities FNMS 01.500 CTMA4151 B1V7KEBTPIMZEU4LTD58 2040-10-01 1.500000 0.00 369148416.00 206138417.13 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4311 B1V7KEBTPIMZEU4LTD58 2041-04-01 2.000000 0.00 4099000.00 2611490.01 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4517 B1V7KEBTPIMZEU4LTD58 2037-01-01 2.500000 0.00 27000.00 17476.56 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4666 B1V7KEBTPIMZEU4LTD58 2037-07-01 3.000000 0.00 6202904.00 4582602.76 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1709 S6XOOCT0IEG5ABCC6L87 2054-06-01 6.000000 0.00 93895680.00 95734485.88 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1714 S6XOOCT0IEG5ABCC6L87 2054-06-01 6.000000 0.00 70107008.00 70930327.59 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ0919 S6XOOCT0IEG5ABCC6L87 2054-02-01 5.000000 0.00 21558200.00 20498644.06 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1218 S6XOOCT0IEG5ABCC6L87 2054-04-01 5.500000 0.00 1000.00 992.29 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1372 S6XOOCT0IEG5ABCC6L87 2054-01-01 6.000000 0.00 2320000.00 2279871.97 Agency Mortgage-Backed Securities GNII SF 760278 C 549300M8ZYFG0OCMTT87 2041-03-20 4.500000 0.00 25550.00 2010.47 Agency Mortgage-Backed Securities GNMI SF 762955 X 549300M8ZYFG0OCMTT87 2040-12-15 4.250000 0.00 1022.00 709.97 Agency Mortgage-Backed Securities GNII SF 765315 C 549300M8ZYFG0OCMTT87 2041-05-20 5.000000 0.00 26120.00 543.46 Agency Mortgage-Backed Securities GNMI SF AB9106 X 549300M8ZYFG0OCMTT87 2042-10-15 3.000000 0.00 12260.00 1477.50 Agency Mortgage-Backed Securities GNII SF AC3913 C 549300M8ZYFG0OCMTT87 2042-12-20 3.500000 0.00 95127.00 2068.76 Agency Mortgage-Backed Securities GNII SF MA1653 M 549300M8ZYFG0OCMTT87 2029-01-20 4.500000 0.00 139549.00 4316.32 Agency Mortgage-Backed Securities GNII SF MA1968 M 549300M8ZYFG0OCMTT87 2029-05-20 4.000000 0.00 87133.00 4386.33 Agency Mortgage-Backed Securities GNII SF MA2222 M 549300M8ZYFG0OCMTT87 2044-08-20 3.000000 0.00 25000.00 2924.78 Agency Mortgage-Backed Securities GNII SF MA2443 M 549300M8ZYFG0OCMTT87 2044-11-20 2.500000 0.00 30000.00 3923.37 Agency Mortgage-Backed Securities GNII SF MA4382 M 549300M8ZYFG0OCMTT87 2047-04-20 3.500000 0.00 35000.00 4553.50 Agency Mortgage-Backed Securities GNII SF MA3663 M 549300M8ZYFG0OCMTT87 2046-05-20 3.500000 0.00 5000.00 593.87 Agency Mortgage-Backed Securities GNII SF MA7369 M 549300M8ZYFG0OCMTT87 2051-05-20 3.500000 0.00 395844480.00 208292372.90 Agency Mortgage-Backed Securities GNII SF MA8429 M 549300M8ZYFG0OCMTT87 2052-10-20 5.500000 0.00 72144896.00 63501710.47 Agency Mortgage-Backed Securities GNII SF AO8590 C 549300M8ZYFG0OCMTT87 2045-11-20 4.500000 0.00 149009.00 3946.60 Agency Mortgage-Backed Securities GNMI SF BA3652 X 549300M8ZYFG0OCMTT87 2047-06-15 4.500000 0.00 23573.00 2447.57 Agency Mortgage-Backed Securities GNCL CL CN2163 549300M8ZYFG0OCMTT87 2064-11-15 5.090000 0.00 1000.00 1001.09 Agency Mortgage-Backed Securities GNPL PN CN2872 549300M8ZYFG0OCMTT87 2057-12-15 4.210000 0.00 2000.00 1833.47 Agency Mortgage-Backed Securities GNPL PN CO1754 549300M8ZYFG0OCMTT87 2058-05-15 4.790000 0.00 2030.00 1898.76 Agency Mortgage-Backed Securities GNPL PN CP0912 549300M8ZYFG0OCMTT87 2063-04-15 4.900000 0.00 2000.00 1964.14 Agency Mortgage-Backed Securities GNPL PN CP1214 549300M8ZYFG0OCMTT87 2058-03-15 4.740000 0.00 3012.00 2890.56 Agency Mortgage-Backed Securities GNMI SF 707761 X 549300M8ZYFG0OCMTT87 2041-06-15 4.000000 0.00 58268.00 2351.46 Agency Mortgage-Backed Securities GNMI SF 708706 X 549300M8ZYFG0OCMTT87 2039-04-15 4.000000 0.00 25000.00 1017.04 Agency Mortgage-Backed Securities GNMI SF 711740 X 549300M8ZYFG0OCMTT87 2043-04-15 2.500000 0.00 6819.00 2257.32 Agency Mortgage-Backed Securities GNRM 2005-74 HA 549300M8ZYFG0OCMTT87 2035-09-16 7.500000 0.00 7013.00 2.71 Agency Collateralized Mortgage Obligation GNRM 2008-001 LB 549300M8ZYFG0OCMTT87 2038-01-20 5.500000 0.00 33000.00 2022.83 Agency Collateralized Mortgage Obligation FEPC 05.000 CLSD3653 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.000000 0.00 2207300.00 2044994.09 Agency Mortgage-Backed Securities 04.500 FGPC Q23281 G S6XOOCT0IEG5ABCC6L87 2043-12-01 4.500000 0.00 1000.00 132.90 Agency Mortgage-Backed Securities 04.500 FGPC G67721 G S6XOOCT0IEG5ABCC6L87 2049-04-01 4.500000 0.00 500000.00 90778.24 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2029-12-15 5.797510 0.00 1000000.00 1561.73 Agency Collateralized Mortgage Obligation FEPC 02.000 CLQB6830 S6XOOCT0IEG5ABCC6L87 2050-12-01 2.000000 0.00 27328576.00 16123906.40 Agency Mortgage-Backed Securities FEPC 03.500 CLQD3862 S6XOOCT0IEG5ABCC6L87 2051-12-01 3.500000 0.00 95762.00 81480.49 Agency Mortgage-Backed Securities FEPC 05.500 CLQF9869 S6XOOCT0IEG5ABCC6L87 2053-03-01 5.500000 0.00 2667304.00 2235808.58 Agency Mortgage-Backed Securities FEPC 06.500 CLQG6746 S6XOOCT0IEG5ABCC6L87 2053-06-01 6.500000 0.00 1000.00 707.09 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8068 S6XOOCT0IEG5ABCC6L87 2053-08-01 6.000000 0.00 1652300.00 1662464.56 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8401 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.500000 0.00 20122592.00 17988674.33 Agency Mortgage-Backed Securities FEPC 05.000 CTRB5289 S6XOOCT0IEG5ABCC6L87 2044-03-01 5.000000 0.00 115481.00 110786.58 Agency Mortgage-Backed Securities FEPC 02.000 CIRC2333 S6XOOCT0IEG5ABCC6L87 2036-11-01 2.000000 0.00 3010752.00 1970148.06 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2028-11-15 6.000000 0.00 15000.00 162.15 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2029-02-15 6.000000 0.00 74000.00 826.95 Agency Collateralized Mortgage Obligation FEPC 05.500 CLQI1757 S6XOOCT0IEG5ABCC6L87 2054-03-01 5.500000 0.00 1000.00 990.80 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2213 S6XOOCT0IEG5ABCC6L87 2054-03-01 5.000000 0.00 1000.00 973.26 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2761 S6XOOCT0IEG5ABCC6L87 2054-04-01 5.000000 0.00 1000.00 974.03 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6217 S6XOOCT0IEG5ABCC6L87 2054-05-01 6.000000 0.00 1866600.00 1904393.73 Agency Mortgage-Backed Securities FEPC 06.000 CLQI5518 S6XOOCT0IEG5ABCC6L87 2054-05-01 6.000000 0.00 1000.00 1015.75 Agency Mortgage-Backed Securities FEPC 05.500 CLQI7419 S6XOOCT0IEG5ABCC6L87 2054-06-01 5.500000 0.00 1000.00 999.74 Agency Mortgage-Backed Securities GNII SF DA3240 C 549300M8ZYFG0OCMTT87 2054-03-20 5.000000 0.00 1742576.00 1676696.48 Agency Mortgage-Backed Securities GNPL PN DA4273 549300M8ZYFG0OCMTT87 2059-06-15 5.400000 0.00 1000.00 1023.03 Agency Mortgage-Backed Securities GNPL PN DA8486 549300M8ZYFG0OCMTT87 2059-04-15 5.280000 0.00 1000.00 1013.72 Agency Mortgage-Backed Securities GNPL PN DA8488 549300M8ZYFG0OCMTT87 2059-05-15 5.800000 0.00 1000.00 1041.58 Agency Mortgage-Backed Securities GNII SF DB5138 C 549300M8ZYFG0OCMTT87 2054-04-20 6.000000 0.00 1000.00 1015.25 Agency Mortgage-Backed Securities GNII SF DB5513 C 549300M8ZYFG0OCMTT87 2054-04-20 5.000000 0.00 1000.00 959.25 Agency Mortgage-Backed Securities GNII SF DB5514 C 549300M8ZYFG0OCMTT87 2054-04-20 5.000000 0.00 1024.00 991.87 Agency Mortgage-Backed Securities GNII SF DB5945 C 549300M8ZYFG0OCMTT87 2054-04-20 7.000000 0.00 3024.00 3171.72 Agency Mortgage-Backed Securities GNII SF DB6548 C 549300M8ZYFG0OCMTT87 2054-06-20 6.500000 0.00 2002.00 2079.15 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8338 B1V7KEBTPIMZEU4LTD58 2053-07-01 5.000000 0.00 3164528.00 3109462.05 Agency Mortgage-Backed Securities FNMS 06.500 CLDA8868 B1V7KEBTPIMZEU4LTD58 2054-05-01 6.500000 0.00 1614692.00 1665685.38 Agency Mortgage-Backed Securities FNMS 05.000 CLDA8695 B1V7KEBTPIMZEU4LTD58 2054-02-01 5.000000 0.00 2338824.00 2271255.11 Agency Mortgage-Backed Securities FNMS 06.000 CL889050 B1V7KEBTPIMZEU4LTD58 2037-05-01 6.000000 0.00 860000.00 16308.97 Agency Mortgage-Backed Securities FNMS 05.500 CL933861 B1V7KEBTPIMZEU4LTD58 2038-05-01 5.500000 0.00 999900.00 12576.38 Agency Mortgage-Backed Securities FNMS 06.000 CL963734 B1V7KEBTPIMZEU4LTD58 2038-06-01 6.000000 0.00 1007262.00 11809.79 Agency Mortgage-Backed Securities FNMS 07.500 CL995003 B1V7KEBTPIMZEU4LTD58 2035-01-01 7.500000 0.00 1000.00 25.71 Agency Mortgage-Backed Securities FNMS 07.500 CL995156 B1V7KEBTPIMZEU4LTD58 2035-03-01 7.500000 0.00 2000.00 65.16 Agency Mortgage-Backed Securities FNMS 05.000 CLAA1280 B1V7KEBTPIMZEU4LTD58 2034-11-01 5.000000 0.00 1451458.00 8775.14 Agency Mortgage-Backed Securities FNMS 04.500 CLAB0054 B1V7KEBTPIMZEU4LTD58 2034-12-01 4.500000 0.00 1000.00 16.33 Agency Mortgage-Backed Securities FNMS 05.000 CLAB0133 B1V7KEBTPIMZEU4LTD58 2039-01-01 5.000000 0.00 2000.00 69.99 Agency Mortgage-Backed Securities FNMS 04.500 CLAB1389 B1V7KEBTPIMZEU4LTD58 2040-08-01 4.500000 0.00 659000.00 18077.75 Agency Mortgage-Backed Securities FNMS 02.500 CLAB8465 B1V7KEBTPIMZEU4LTD58 2043-02-01 2.500000 0.00 20287.00 4059.57 Agency Mortgage-Backed Securities FNMS 04.000 CQMA1788 B1V7KEBTPIMZEU4LTD58 2044-02-01 4.000000 0.00 24158080.00 3438902.75 Agency Mortgage-Backed Securities FNMS 04.000 CTMA2366 B1V7KEBTPIMZEU4LTD58 2035-08-01 4.000000 0.00 1000.00 163.38 Agency Mortgage-Backed Securities FNMS 02.500 CIMA2868 B1V7KEBTPIMZEU4LTD58 2032-01-01 2.500000 0.00 360000.00 70052.10 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3149 B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 0.00 83248.00 11109.76 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3238 B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 0.00 5958032.00 900989.34 Agency Mortgage-Backed Securities FNMS 03.000 CKMA3351 B1V7KEBTPIMZEU4LTD58 2048-04-01 3.000000 0.00 290000.00 22052.80 Agency Mortgage-Backed Securities Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 1440000000.00 1440000000.00 0.0231 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 5.340000% ARP123OY3 VYVVCKR63DVZZN70PB21 0001224385 ARP123OY3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N MNAR XX.XXX HYBL9560 B1V7KEBTPIMZEU4LTD58 2030-12-01 1.410000 0.00 10170000.00 8305976.29 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS2422 B1V7KEBTPIMZEU4LTD58 2031-07-01 1.670000 0.00 1250000.00 1025526.88 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS2718 B1V7KEBTPIMZEU4LTD58 2036-08-01 1.950000 0.00 100000.00 73337.48 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS4368 B1V7KEBTPIMZEU4LTD58 2037-01-01 2.290000 0.00 4116000.00 3142190.63 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS4030 B1V7KEBTPIMZEU4LTD58 2032-01-01 1.960000 0.00 400000.00 334787.60 Agency Mortgage-Backed Securities MNMS 03.210 MTBS5245 B1V7KEBTPIMZEU4LTD58 2042-04-01 3.210000 0.00 2750000.00 2245344.93 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS5964 B1V7KEBTPIMZEU4LTD58 2032-06-01 3.670000 0.00 2309000.00 2089429.84 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS6084 B1V7KEBTPIMZEU4LTD58 2032-07-01 4.185000 0.00 2204000.00 2100987.41 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS6147 B1V7KEBTPIMZEU4LTD58 2032-07-01 3.880000 0.00 3600000.00 3308290.97 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS7496 B1V7KEBTPIMZEU4LTD58 2033-01-01 4.330000 0.00 800000.00 778388.40 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS7811 B1V7KEBTPIMZEU4LTD58 2033-02-01 4.440000 0.00 2400000.00 2314277.51 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS8897 B1V7KEBTPIMZEU4LTD58 2033-09-01 4.550000 0.00 830000.00 822099.65 Agency Mortgage-Backed Securities MNAR XX.XXX H2BS8908 B1V7KEBTPIMZEU4LTD58 2028-01-01 5.220000 0.00 1239000.00 1253888.21 Agency Mortgage-Backed Securities MNAR XX.XXX H2BS9675 B1V7KEBTPIMZEU4LTD58 2029-03-01 5.700000 0.00 2043000.00 2112764.30 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS9689 B1V7KEBTPIMZEU4LTD58 2033-10-01 5.240000 0.00 4358000.00 4512804.88 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ0813 B1V7KEBTPIMZEU4LTD58 2034-05-01 5.290000 0.00 6001000.00 6256777.62 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ0857 B1V7KEBTPIMZEU4LTD58 2031-05-01 4.495000 0.00 14754000.00 14585262.19 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ1196 B1V7KEBTPIMZEU4LTD58 2031-06-01 4.990000 0.00 12473000.00 12686855.82 Agency Mortgage-Backed Securities FKAR 05.030 WSWS3002 S6XOOCT0IEG5ABCC6L87 2038-05-01 5.030000 0.00 520000.00 524464.98 Agency Mortgage-Backed Securities FKAR 04.350 WSWS4018 S6XOOCT0IEG5ABCC6L87 2038-03-01 4.350000 0.00 5565353.00 5193350.89 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6385 B1V7KEBTPIMZEU4LTD58 2037-03-01 2.110000 0.00 1920000.00 1381087.28 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL8418 B1V7KEBTPIMZEU4LTD58 2035-09-01 1.710000 0.00 16305000.00 12096687.65 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL8841 B1V7KEBTPIMZEU4LTD58 2035-10-01 1.900000 0.00 2000000.00 1459922.00 Agency Mortgage-Backed Securities FKAR 04.690 WNWN2538 S6XOOCT0IEG5ABCC6L87 2028-12-01 4.690000 0.00 8581000.00 8541789.12 Agency Mortgage-Backed Securities FKAR 04.500 WNWN4029 S6XOOCT0IEG5ABCC6L87 2033-12-01 4.500000 0.00 105101000.00 103135190.90 Agency Mortgage-Backed Securities FKAR 05.480 WEWE6094 S6XOOCT0IEG5ABCC6L87 2040-05-01 5.480000 0.00 1000000.00 1121475.71 Agency Mortgage-Backed Securities MNAR XX.XXX HXBL1359 B1V7KEBTPIMZEU4LTD58 2026-01-01 3.460000 0.00 5000000.00 4836778.36 Agency Mortgage-Backed Securities MNAR XX.XXX HXBL1642 B1V7KEBTPIMZEU4LTD58 2026-03-01 3.440000 0.00 19202973.00 17980178.87 Agency Mortgage-Backed Securities MNAR XX.XXX HXBL4480 B1V7KEBTPIMZEU4LTD58 2026-11-01 2.190000 0.00 22600000.00 21247582.10 Agency Mortgage-Backed Securities MNAR XX.XXX HXBL5531 B1V7KEBTPIMZEU4LTD58 2027-01-01 2.330000 0.00 65000.00 61149.37 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6060 B1V7KEBTPIMZEU4LTD58 2040-04-01 2.455000 0.00 1830000.00 1317598.63 Agency Mortgage-Backed Securities FKAR 04.580 WAWA3325 S6XOOCT0IEG5ABCC6L87 2041-05-01 4.580000 0.00 27708048.00 26730812.86 Agency Mortgage-Backed Securities FKAR 04.600 WAWA4430 S6XOOCT0IEG5ABCC6L87 2029-01-01 4.600000 0.00 7794035.00 7701665.10 Agency Mortgage-Backed Securities FKAR 04.890 WNWN1288 S6XOOCT0IEG5ABCC6L87 2033-10-01 4.890000 0.00 3600000.00 3628467.00 Agency Mortgage-Backed Securities FKAR 04.710 WNWN2575 S6XOOCT0IEG5ABCC6L87 2029-02-01 4.710000 0.00 33705000.00 33595778.95 Agency Mortgage-Backed Securities FKAR 05.080 WNWN2590 S6XOOCT0IEG5ABCC6L87 2029-04-01 5.080000 0.00 6390000.00 6383379.96 Agency Mortgage-Backed Securities FKAR 04.500 WNWN2531 S6XOOCT0IEG5ABCC6L87 2030-12-01 4.500000 0.00 27400000.00 26998644.80 Agency Mortgage-Backed Securities Y 2024-07-02 2024-07-02 2024-07-02 N N N 0.0534 338000000.00 338000000.00 0.0054 N N Y N WELLS FARGO BANK NA WELLS FARGO BANK NA 5.340000% ARP123P14 KB1H1DSPRFMYMCUFXT09 0000740906 ARP123P14 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FNMS 05.500 CLDA7830 B1V7KEBTPIMZEU4LTD58 2054-02-01 5.500000 0.00 20441412.00 20097412.94 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1501 B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 0.00 99937401.00 25432637.55 Agency Mortgage-Backed Securities FNMS 05.500 CLBX3468 B1V7KEBTPIMZEU4LTD58 2052-12-01 5.500000 0.00 1428546.00 1410994.91 Agency Mortgage-Backed Securities FNMS 05.000 CLBX7029 B1V7KEBTPIMZEU4LTD58 2053-04-01 5.000000 0.00 1706358.00 1642742.49 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0244 B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 0.00 45001604.00 13721403.68 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1017 B1V7KEBTPIMZEU4LTD58 2048-01-01 4.500000 0.00 12186060.00 3876741.24 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3253 B1V7KEBTPIMZEU4LTD58 2052-04-01 3.500000 0.00 39072065.00 29822215.59 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4130 B1V7KEBTPIMZEU4LTD58 2052-07-01 4.500000 0.00 3238109.00 2775347.21 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6093 B1V7KEBTPIMZEU4LTD58 2053-04-01 6.000000 0.00 3287036.00 2906308.61 Agency Mortgage-Backed Securities FNMS 03.000 CLFM0076 B1V7KEBTPIMZEU4LTD58 2050-03-01 3.000000 0.00 18060342.00 6246603.01 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1843 B1V7KEBTPIMZEU4LTD58 2052-05-01 4.000000 0.00 171883403.00 136316915.18 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2031 B1V7KEBTPIMZEU4LTD58 2052-05-01 3.500000 0.00 18882266.00 14820555.24 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7501 B1V7KEBTPIMZEU4LTD58 2054-03-01 5.500000 0.00 24812826.00 24063581.59 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5072 B1V7KEBTPIMZEU4LTD58 2053-07-01 5.500000 0.00 59631188.00 54835612.23 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9828 B1V7KEBTPIMZEU4LTD58 2047-06-01 4.500000 0.00 25759432.00 7801879.54 Agency Mortgage-Backed Securities FNMS 05.500 CLDA7767 B1V7KEBTPIMZEU4LTD58 2054-01-01 5.500000 0.00 6226932.00 6114044.32 Agency Mortgage-Backed Securities Y 2024-07-02 2024-07-02 2024-07-02 N N N 0.0534 338000000.00 338000000.00 0.0054 N N Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 5.340000% ARP124BH2 FOR8UP27PHTHYVLBNG30 0000769993 ARP124BH2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FNMS 05.500 CL931983 B1V7KEBTPIMZEU4LTD58 2039-09-01 5.500000 0.00 2169432.00 77051.41 Agency Mortgage-Backed Securities FNMS 06.000 CL986270 B1V7KEBTPIMZEU4LTD58 2038-07-01 6.000000 0.00 5000000.00 134611.27 Agency Mortgage-Backed Securities FNMS 03.500 CRAB5521 B1V7KEBTPIMZEU4LTD58 2042-07-01 3.500000 0.00 50465792.00 3703689.03 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9662 B1V7KEBTPIMZEU4LTD58 2043-06-01 3.000000 0.00 550000.00 125547.18 Agency Mortgage-Backed Securities FNMS 04.000 CKMA0626 B1V7KEBTPIMZEU4LTD58 2041-01-01 4.000000 0.00 4000000.00 67218.43 Agency Mortgage-Backed Securities FNMS 02.500 CQMA1536 B1V7KEBTPIMZEU4LTD58 2043-06-01 2.500000 0.00 1061214.00 94607.92 Agency Mortgage-Backed Securities FNMS 02.500 CKMA2858 B1V7KEBTPIMZEU4LTD58 2046-12-01 2.500000 0.00 1218000.00 317776.05 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3122 B1V7KEBTPIMZEU4LTD58 2047-09-01 4.500000 0.00 5850000.00 732159.72 Agency Mortgage-Backed Securities FNMS 03.000 CJMA3325 B1V7KEBTPIMZEU4LTD58 2033-02-01 3.000000 0.00 496052.00 39682.16 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4387 B1V7KEBTPIMZEU4LTD58 2041-07-01 2.000000 0.00 2874000.00 1863005.80 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4414 B1V7KEBTPIMZEU4LTD58 2051-09-01 2.500000 0.00 50000000.00 32869772.68 Agency Mortgage-Backed Securities FEPC 05.500 CLQG9525 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.500000 0.00 3968216.00 3734422.92 Agency Mortgage-Backed Securities FEPC 05.000 CLQH0625 S6XOOCT0IEG5ABCC6L87 2053-09-01 5.000000 0.00 88473.00 84742.52 Agency Mortgage-Backed Securities FEPC 06.500 CLQH3771 S6XOOCT0IEG5ABCC6L87 2053-11-01 6.500000 0.00 1582426.00 1631758.11 Agency Mortgage-Backed Securities FEPC 07.500 CLQH7177 S6XOOCT0IEG5ABCC6L87 2054-01-01 7.500000 0.00 1621338.00 1710849.48 Agency Mortgage-Backed Securities FEPC 07.500 CLQH6620 S6XOOCT0IEG5ABCC6L87 2053-12-01 7.500000 0.00 1041220.00 1092200.01 Agency Mortgage-Backed Securities FEPC 07.000 CLQH7751 S6XOOCT0IEG5ABCC6L87 2054-01-01 7.000000 0.00 3013412.00 3022106.06 Agency Mortgage-Backed Securities FEPC 07.500 CLQH8299 S6XOOCT0IEG5ABCC6L87 2054-01-01 7.500000 0.00 2379956.00 2367312.83 Agency Mortgage-Backed Securities FEPC 06.500 CLQH9923 S6XOOCT0IEG5ABCC6L87 2054-01-01 6.500000 0.00 1091622.00 1114976.26 Agency Mortgage-Backed Securities FEPC 01.500 CIQN8676 S6XOOCT0IEG5ABCC6L87 2036-11-01 1.500000 0.00 78629.00 52723.79 Agency Mortgage-Backed Securities FEPC 03.000 CLRA2117 S6XOOCT0IEG5ABCC6L87 2050-02-01 3.000000 0.00 3450000.00 1291507.14 Agency Mortgage-Backed Securities FEPC 02.500 CLRA3513 S6XOOCT0IEG5ABCC6L87 2050-09-01 2.500000 0.00 500000.00 252500.42 Agency Mortgage-Backed Securities FEPC 02.000 CLRA3725 S6XOOCT0IEG5ABCC6L87 2050-10-01 2.000000 0.00 433000.00 234342.41 Agency Mortgage-Backed Securities FEPC 02.500 CLRA4527 S6XOOCT0IEG5ABCC6L87 2051-02-01 2.500000 0.00 100000.00 52244.49 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6493 S6XOOCT0IEG5ABCC6L87 2051-12-01 2.500000 0.00 1100000.00 797874.67 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7063 S6XOOCT0IEG5ABCC6L87 2052-04-01 3.500000 0.00 1512000.00 1139719.87 Agency Mortgage-Backed Securities FEPC 04.500 CLRA8188 S6XOOCT0IEG5ABCC6L87 2052-11-01 4.500000 0.00 2982132.00 2702111.36 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9386 S6XOOCT0IEG5ABCC6L87 2053-07-01 6.000000 0.00 125000.00 111506.87 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9586 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.500000 0.00 60337.00 58289.01 Agency Mortgage-Backed Securities FEPC 03.500 CLRA9592 S6XOOCT0IEG5ABCC6L87 2053-07-01 3.500000 0.00 1913376.00 1690268.27 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9635 S6XOOCT0IEG5ABCC6L87 2053-08-01 6.000000 0.00 57352.00 54790.92 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9685 S6XOOCT0IEG5ABCC6L87 2053-07-01 6.000000 0.00 380828.00 382470.50 Agency Mortgage-Backed Securities FEPC 03.000 CTRB5166 S6XOOCT0IEG5ABCC6L87 2042-07-01 3.000000 0.00 4600000.00 3569859.68 Agency Mortgage-Backed Securities FEPC 02.000 3PSE9086 S6XOOCT0IEG5ABCC6L87 2050-12-01 2.000000 0.00 4558952.00 3469588.05 Agency Mortgage-Backed Securities FEPC 06.000 CLQI0164 S6XOOCT0IEG5ABCC6L87 2054-02-01 6.000000 0.00 2866964.00 2782136.23 Agency Mortgage-Backed Securities FEPC 06.000 CLQI0678 S6XOOCT0IEG5ABCC6L87 2054-03-01 6.000000 0.00 2282360.00 2268491.53 Agency Mortgage-Backed Securities FEPC 07.000 CLQI1157 S6XOOCT0IEG5ABCC6L87 2054-02-01 7.000000 0.00 1774688.00 1836463.92 Agency Mortgage-Backed Securities FEPC 05.000 CLQI4248 S6XOOCT0IEG5ABCC6L87 2054-05-01 5.000000 0.00 3192344.00 3067647.39 Agency Mortgage-Backed Securities FEPC 06.500 CLQI6233 S6XOOCT0IEG5ABCC6L87 2054-05-01 6.500000 0.00 314574.00 323962.78 Agency Mortgage-Backed Securities FEPC 04.500 CIQO1735 S6XOOCT0IEG5ABCC6L87 2038-11-01 4.500000 0.00 198966.00 175380.96 Agency Mortgage-Backed Securities FNMS 06.000 CLDB6639 B1V7KEBTPIMZEU4LTD58 2054-07-01 6.000000 0.00 22960800.00 23190637.61 Agency Mortgage-Backed Securities FNMS 06.500 CLDB6653 B1V7KEBTPIMZEU4LTD58 2054-07-01 6.500000 0.00 11280736.00 11605621.20 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7024 B1V7KEBTPIMZEU4LTD58 2054-07-01 6.500000 0.00 20954592.00 21547921.27 Agency Mortgage-Backed Securities FNMS 03.500 CLBC0284 B1V7KEBTPIMZEU4LTD58 2046-03-01 3.500000 0.00 4522736.00 659009.96 Agency Mortgage-Backed Securities FNMS 04.000 CLBD7443 B1V7KEBTPIMZEU4LTD58 2046-10-01 4.000000 0.00 5075080.00 1064217.50 Agency Mortgage-Backed Securities FNMS 04.000 CLBE5418 B1V7KEBTPIMZEU4LTD58 2047-01-01 4.000000 0.00 4448040.00 1205798.20 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0334 B1V7KEBTPIMZEU4LTD58 2059-01-01 3.500000 0.00 4700000.00 1720652.74 Agency Mortgage-Backed Securities FNMS 04.500 CLBK5263 B1V7KEBTPIMZEU4LTD58 2048-05-01 4.500000 0.00 21156768.00 4086923.00 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1100 B1V7KEBTPIMZEU4LTD58 2047-04-01 3.500000 0.00 35200.00 8210.86 Agency Mortgage-Backed Securities FNMS 04.000 CLBM2007 B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 0.00 2155000.00 210433.86 Agency Mortgage-Backed Securities FNMS 04.500 CLBM3052 B1V7KEBTPIMZEU4LTD58 2047-10-01 4.500000 0.00 258000.00 63189.02 Agency Mortgage-Backed Securities FNMS 03.000 CIBM3919 B1V7KEBTPIMZEU4LTD58 2033-02-01 3.000000 0.00 878321.00 221551.34 Agency Mortgage-Backed Securities FNMS 01.500 CKBN9130 B1V7KEBTPIMZEU4LTD58 2051-04-01 1.500000 0.00 3970752.00 2671372.84 Agency Mortgage-Backed Securities FNMS 02.000 CLBR3284 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.000000 0.00 725000.00 401877.43 Agency Mortgage-Backed Securities FNMS 01.500 CKBR3761 B1V7KEBTPIMZEU4LTD58 2051-04-01 1.500000 0.00 2527000.00 1713929.04 Agency Mortgage-Backed Securities FNMS 02.000 CLBR6340 B1V7KEBTPIMZEU4LTD58 2051-05-01 2.000000 0.00 3839390.00 2520679.48 Agency Mortgage-Backed Securities FNMS 02.000 CLBR7802 B1V7KEBTPIMZEU4LTD58 2051-04-01 2.000000 0.00 359769.00 231240.10 Agency Mortgage-Backed Securities FNMS 02.500 CLBR8465 B1V7KEBTPIMZEU4LTD58 2051-04-01 2.500000 0.00 400465.00 239753.31 Agency Mortgage-Backed Securities FNMS 02.500 CLBT6823 B1V7KEBTPIMZEU4LTD58 2051-10-01 2.500000 0.00 867163.00 603185.99 Agency Mortgage-Backed Securities FNMS 03.500 CLBT9499 B1V7KEBTPIMZEU4LTD58 2051-12-01 3.500000 0.00 1687454.00 1450204.73 Agency Mortgage-Backed Securities FNMS 02.000 CLBU1027 B1V7KEBTPIMZEU4LTD58 2051-11-01 2.000000 0.00 60643.00 42380.70 Agency Mortgage-Backed Securities FNMS 01.500 CIBU6018 B1V7KEBTPIMZEU4LTD58 2036-11-01 1.500000 0.00 200733.00 132701.03 Agency Mortgage-Backed Securities FNMS 02.500 CLBV5373 B1V7KEBTPIMZEU4LTD58 2052-04-01 2.500000 0.00 300000.00 210841.58 Agency Mortgage-Backed Securities FNMS 03.000 CLBV5391 B1V7KEBTPIMZEU4LTD58 2047-04-01 3.000000 0.00 12962080.00 9346052.50 Agency Mortgage-Backed Securities FNMS 03.500 CLBV4919 B1V7KEBTPIMZEU4LTD58 2052-04-01 3.500000 0.00 1902122.00 1582775.93 Agency Mortgage-Backed Securities FNMS 04.000 CLBV9955 B1V7KEBTPIMZEU4LTD58 2052-06-01 4.000000 0.00 2575504.00 1850954.23 Agency Mortgage-Backed Securities FNMS 03.500 CLBW0674 B1V7KEBTPIMZEU4LTD58 2052-06-01 3.500000 0.00 1025498.00 835685.02 Agency Mortgage-Backed Securities FNMS 02.500 CKBW4197 B1V7KEBTPIMZEU4LTD58 2052-08-01 2.500000 0.00 2443884.00 1884011.61 Agency Mortgage-Backed Securities FNMS 06.000 CLBW7485 B1V7KEBTPIMZEU4LTD58 2052-11-01 6.000000 0.00 1008438.00 679675.53 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8950 B1V7KEBTPIMZEU4LTD58 2052-09-01 5.000000 0.00 12683472.00 11155016.12 Agency Mortgage-Backed Securities FNMS 04.500 CLBX0404 B1V7KEBTPIMZEU4LTD58 2052-11-01 4.500000 0.00 3230000.00 2408320.67 Agency Mortgage-Backed Securities FNMS 04.500 CLBX0628 B1V7KEBTPIMZEU4LTD58 2052-11-01 4.500000 0.00 1855106.00 1466651.85 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1507 B1V7KEBTPIMZEU4LTD58 2052-10-01 5.000000 0.00 1611318.00 1146511.99 Agency Mortgage-Backed Securities FNMS 05.500 CLBY2967 B1V7KEBTPIMZEU4LTD58 2053-05-01 5.500000 0.00 390000.00 342277.31 Agency Mortgage-Backed Securities FNMS 06.500 CLBY8040 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.500000 0.00 3805760.00 3923475.96 Agency Mortgage-Backed Securities FNMS 05.000 CL255813 B1V7KEBTPIMZEU4LTD58 2035-08-01 5.000000 0.00 17748544.00 140270.11 Agency Mortgage-Backed Securities FNMS 05.500 ZL310151 B1V7KEBTPIMZEU4LTD58 2044-09-01 5.500000 0.00 42000.00 5046.52 Agency Mortgage-Backed Securities FNMS 04.500 CLAL7767 B1V7KEBTPIMZEU4LTD58 2044-06-01 4.500000 0.00 186229.00 23312.39 Agency Mortgage-Backed Securities FNMS 04.000 CLAL8358 B1V7KEBTPIMZEU4LTD58 2043-10-01 4.000000 0.00 32760256.00 5734896.78 Agency Mortgage-Backed Securities FNMS 03.000 CLAS4972 B1V7KEBTPIMZEU4LTD58 2045-05-01 3.000000 0.00 2040396.00 427335.79 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5816 B1V7KEBTPIMZEU4LTD58 2045-09-01 3.500000 0.00 1344000.00 140575.28 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7860 B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 0.00 3875000.00 1182715.93 Agency Mortgage-Backed Securities FNMS 03.500 CLAS9938 B1V7KEBTPIMZEU4LTD58 2047-07-01 3.500000 0.00 667000.00 208147.24 Agency Mortgage-Backed Securities FNMS 04.000 CLAV0267 B1V7KEBTPIMZEU4LTD58 2043-11-01 4.000000 0.00 5340560.00 660896.64 Agency Mortgage-Backed Securities FNMS 05.000 CLAV8738 B1V7KEBTPIMZEU4LTD58 2044-02-01 5.000000 0.00 1208912.00 156566.58 Agency Mortgage-Backed Securities FNMS 03.500 CLAX6375 B1V7KEBTPIMZEU4LTD58 2045-02-01 3.500000 0.00 1205000.00 243020.10 Agency Mortgage-Backed Securities FNMS 03.000 CLAY6806 B1V7KEBTPIMZEU4LTD58 2045-03-01 3.000000 0.00 854611.00 199701.97 Agency Mortgage-Backed Securities FNMS 03.500 CLAY7467 B1V7KEBTPIMZEU4LTD58 2045-04-01 3.500000 0.00 850000.00 123129.43 Agency Mortgage-Backed Securities FNMS 05.000 CL735925 B1V7KEBTPIMZEU4LTD58 2035-10-01 5.000000 0.00 2190000.00 25700.20 Agency Mortgage-Backed Securities FNMS 05.000 CL758527 B1V7KEBTPIMZEU4LTD58 2034-03-01 5.000000 0.00 26575040.00 1291743.44 Agency Mortgage-Backed Securities FNMS 04.500 CL785355 B1V7KEBTPIMZEU4LTD58 2034-05-01 4.500000 0.00 1534820.00 8659.77 Agency Mortgage-Backed Securities FNMS 06.000 CL787578 B1V7KEBTPIMZEU4LTD58 2035-07-01 6.000000 0.00 663828.00 10457.31 Agency Mortgage-Backed Securities FEPC 05.000 CLZT0806 S6XOOCT0IEG5ABCC6L87 2048-08-01 5.000000 0.00 8587856.00 1015909.76 Agency Mortgage-Backed Securities FEPC 03.500 CTZT1805 S6XOOCT0IEG5ABCC6L87 2037-05-01 3.500000 0.00 13209072.00 2937780.87 Agency Mortgage-Backed Securities FEPC 03.000 CISB0222 S6XOOCT0IEG5ABCC6L87 2034-11-01 3.000000 0.00 315000.00 104559.59 Agency Mortgage-Backed Securities FEPC 02.000 CISB0950 S6XOOCT0IEG5ABCC6L87 2037-02-01 2.000000 0.00 182983.00 147206.47 Agency Mortgage-Backed Securities FEPC 02.500 CISB8138 S6XOOCT0IEG5ABCC6L87 2037-01-01 2.500000 0.00 1223700.00 807775.30 Agency Mortgage-Backed Securities FEPC 02.500 CISB8149 S6XOOCT0IEG5ABCC6L87 2037-04-01 2.500000 0.00 1410388.00 983967.06 Agency Mortgage-Backed Securities FEPC 02.000 CLSD0934 S6XOOCT0IEG5ABCC6L87 2051-04-01 2.000000 0.00 711777.00 485046.49 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1992 S6XOOCT0IEG5ABCC6L87 2052-12-01 5.000000 0.00 92891400.00 85702528.86 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2466 S6XOOCT0IEG5ABCC6L87 2052-12-01 4.500000 0.00 2258936.00 2038755.75 Agency Mortgage-Backed Securities FEPC 04.000 CLSD2549 S6XOOCT0IEG5ABCC6L87 2052-07-01 4.000000 0.00 98000.00 77061.96 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5308 S6XOOCT0IEG5ABCC6L87 2054-05-01 6.000000 0.00 41431552.00 42163837.23 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8030 S6XOOCT0IEG5ABCC6L87 2049-12-01 3.000000 0.00 242404.00 46244.09 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8049 S6XOOCT0IEG5ABCC6L87 2050-03-01 2.500000 0.00 25000.00 6054.97 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8090 S6XOOCT0IEG5ABCC6L87 2050-09-01 2.000000 0.00 32000.00 16454.14 Agency Mortgage-Backed Securities FEPC 04.000 CLSD7561 S6XOOCT0IEG5ABCC6L87 2053-02-01 4.000000 0.00 224592000.00 190077788.16 Agency Mortgage-Backed Securities FEPC 05.500 CLZI6976 S6XOOCT0IEG5ABCC6L87 2037-07-01 5.500000 0.00 875545.00 28844.34 Agency Mortgage-Backed Securities FEPC 05.000 CLZI7640 S6XOOCT0IEG5ABCC6L87 2038-06-01 5.000000 0.00 2952116.00 69673.41 Agency Mortgage-Backed Securities FEPC 05.000 CLZI8731 S6XOOCT0IEG5ABCC6L87 2039-04-01 5.000000 0.00 1380896.00 132976.59 Agency Mortgage-Backed Securities FEPC 06.000 CLZI9847 S6XOOCT0IEG5ABCC6L87 2040-03-01 6.000000 0.00 901884.00 43014.66 Agency Mortgage-Backed Securities FEPC 04.000 CLZJ0754 S6XOOCT0IEG5ABCC6L87 2040-12-01 4.000000 0.00 5000000.00 512557.04 Agency Mortgage-Backed Securities FEPC 05.500 CLZJ0942 S6XOOCT0IEG5ABCC6L87 2039-09-01 5.500000 0.00 2019216.00 89540.14 Agency Mortgage-Backed Securities FEPC 04.000 CLZJ1182 S6XOOCT0IEG5ABCC6L87 2041-02-01 4.000000 0.00 5063760.00 234226.98 Agency Mortgage-Backed Securities FEPC 04.000 CIZK7036 S6XOOCT0IEG5ABCC6L87 2029-12-01 4.000000 0.00 2040124.00 119765.18 Agency Mortgage-Backed Securities FEPC 03.500 CIZK9128 S6XOOCT0IEG5ABCC6L87 2032-10-01 3.500000 0.00 1569986.00 338007.89 Agency Mortgage-Backed Securities FEPC 05.500 CLZL1823 S6XOOCT0IEG5ABCC6L87 2041-08-01 5.500000 0.00 1897566.00 226882.15 Agency Mortgage-Backed Securities FEPC 03.000 CLZL5337 S6XOOCT0IEG5ABCC6L87 2043-03-01 3.000000 0.00 1010000.00 170288.80 Agency Mortgage-Backed Securities FEPC 03.000 CLZL7076 S6XOOCT0IEG5ABCC6L87 2043-09-01 3.000000 0.00 941400.00 209342.34 Agency Mortgage-Backed Securities FEPC 04.000 CLZL6346 S6XOOCT0IEG5ABCC6L87 2043-07-01 4.000000 0.00 1004982.00 195969.44 Agency Mortgage-Backed Securities FEPC 04.500 CLZM1574 S6XOOCT0IEG5ABCC6L87 2046-08-01 4.500000 0.00 66672.00 21074.29 Agency Mortgage-Backed Securities FEPC 05.000 CTZA2159 S6XOOCT0IEG5ABCC6L87 2030-04-01 5.000000 0.00 10000000.00 236792.91 Agency Mortgage-Backed Securities FEPC 04.000 CTZA2231 S6XOOCT0IEG5ABCC6L87 2031-11-01 4.000000 0.00 3280000.00 198412.46 Agency Mortgage-Backed Securities FEPC 06.000 CLZS0668 S6XOOCT0IEG5ABCC6L87 2032-10-01 6.000000 0.00 6358168.00 11657.10 Agency Mortgage-Backed Securities FEPC 06.000 CLZS1483 S6XOOCT0IEG5ABCC6L87 2037-05-01 6.000000 0.00 3611000.00 20003.68 Agency Mortgage-Backed Securities FEPC 06.000 CLZS2298 S6XOOCT0IEG5ABCC6L87 2038-08-01 6.000000 0.00 3230000.00 85579.50 Agency Mortgage-Backed Securities FEPC 05.000 CLZS2855 S6XOOCT0IEG5ABCC6L87 2039-12-01 5.000000 0.00 230000.00 12910.36 Agency Mortgage-Backed Securities FEPC 04.000 CLZS3997 S6XOOCT0IEG5ABCC6L87 2044-08-01 4.000000 0.00 54960000.00 9962857.24 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4577 S6XOOCT0IEG5ABCC6L87 2044-08-01 3.500000 0.00 2600756.00 222453.67 Agency Mortgage-Backed Securities FEPC 04.000 CLZS9655 S6XOOCT0IEG5ABCC6L87 2043-08-01 4.000000 0.00 4069570.00 845714.69 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4543 B1V7KEBTPIMZEU4LTD58 2049-11-01 3.000000 0.00 833057.00 381748.26 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6913 B1V7KEBTPIMZEU4LTD58 2050-09-01 2.500000 0.00 54361344.00 26436011.40 Agency Mortgage-Backed Securities FNMS 03.000 CLCA7747 B1V7KEBTPIMZEU4LTD58 2050-11-01 3.000000 0.00 3500000.00 2084972.86 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8817 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.000000 0.00 3050000.00 1907358.79 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0176 B1V7KEBTPIMZEU4LTD58 2051-04-01 2.500000 0.00 4416000.00 2933242.88 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1133 B1V7KEBTPIMZEU4LTD58 2051-07-01 2.500000 0.00 209074.00 148632.04 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1279 B1V7KEBTPIMZEU4LTD58 2051-08-01 2.500000 0.00 137370.00 90341.72 Agency Mortgage-Backed Securities FNMS 04.000 CLCB2455 B1V7KEBTPIMZEU4LTD58 2051-12-01 4.000000 0.00 3334472.00 1723777.47 Agency Mortgage-Backed Securities FNMS 03.500 CLCB2787 B1V7KEBTPIMZEU4LTD58 2051-12-01 3.500000 0.00 1345574.00 937456.67 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3762 B1V7KEBTPIMZEU4LTD58 2052-06-01 4.000000 0.00 1371502.00 1145783.71 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4676 B1V7KEBTPIMZEU4LTD58 2052-09-01 4.500000 0.00 19843744.00 17188729.53 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4794 B1V7KEBTPIMZEU4LTD58 2052-10-01 4.500000 0.00 527757.00 455767.03 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4800 B1V7KEBTPIMZEU4LTD58 2052-10-01 4.500000 0.00 15143088.00 12800846.13 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5088 B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 0.00 65000.00 57006.02 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5122 B1V7KEBTPIMZEU4LTD58 2052-11-01 4.500000 0.00 126900.00 109041.01 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5131 B1V7KEBTPIMZEU4LTD58 2052-11-01 5.000000 0.00 400000.00 357906.07 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5995 B1V7KEBTPIMZEU4LTD58 2053-03-01 4.500000 0.00 55772480.00 51261118.75 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7141 B1V7KEBTPIMZEU4LTD58 2053-09-01 6.500000 0.00 43249760.00 40307994.13 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6748 B1V7KEBTPIMZEU4LTD58 2053-07-01 5.500000 0.00 28857000.00 27588868.05 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7015 B1V7KEBTPIMZEU4LTD58 2053-09-01 5.500000 0.00 3996328.00 3704046.36 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7620 B1V7KEBTPIMZEU4LTD58 2053-12-01 6.000000 0.00 2536216.00 2535254.69 Agency Mortgage-Backed Securities FNMS 03.500 CTFM0073 B1V7KEBTPIMZEU4LTD58 2038-08-01 3.500000 0.00 1405000.00 237828.72 Agency Mortgage-Backed Securities FNMS 03.500 CIFM1843 B1V7KEBTPIMZEU4LTD58 2034-11-01 3.500000 0.00 500000.00 88283.27 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2446 B1V7KEBTPIMZEU4LTD58 2050-02-01 3.500000 0.00 68000.00 15445.09 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2902 B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 0.00 5621000.00 1369972.20 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3049 B1V7KEBTPIMZEU4LTD58 2044-04-01 4.000000 0.00 200000.00 72137.70 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4374 B1V7KEBTPIMZEU4LTD58 2050-09-01 2.000000 0.00 433000.00 242736.35 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3920 B1V7KEBTPIMZEU4LTD58 2050-08-01 2.500000 0.00 5057408.00 3076105.92 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3982 B1V7KEBTPIMZEU4LTD58 2050-05-01 3.500000 0.00 175000.00 41944.35 Agency Mortgage-Backed Securities FNMS 02.500 CIFM5082 B1V7KEBTPIMZEU4LTD58 2035-12-01 2.500000 0.00 250000.00 127430.50 Agency Mortgage-Backed Securities FNMS 04.000 CLFM6201 B1V7KEBTPIMZEU4LTD58 2049-09-01 4.000000 0.00 26000.00 6801.66 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8019 B1V7KEBTPIMZEU4LTD58 2051-07-01 3.000000 0.00 4268300.00 2735142.02 Agency Mortgage-Backed Securities FNMS 03.000 CLFM7377 B1V7KEBTPIMZEU4LTD58 2051-05-01 3.000000 0.00 225000.00 145490.23 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7460 B1V7KEBTPIMZEU4LTD58 2051-03-01 4.000000 0.00 490391.00 179347.81 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8980 B1V7KEBTPIMZEU4LTD58 2051-09-01 2.500000 0.00 568967.00 422557.90 Agency Mortgage-Backed Securities FNMS 05.000 CLBY7518 B1V7KEBTPIMZEU4LTD58 2054-04-01 5.000000 0.00 1946248.00 1902173.84 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0660 B1V7KEBTPIMZEU4LTD58 2047-11-01 4.000000 0.00 1115882.00 281038.22 Agency Mortgage-Backed Securities FNMS 05.500 CLCA2826 B1V7KEBTPIMZEU4LTD58 2048-12-01 5.500000 0.00 50000.00 9193.14 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1778 S6XOOCT0IEG5ABCC6L87 2054-06-01 6.000000 0.00 86355200.00 87862357.31 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1510 S6XOOCT0IEG5ABCC6L87 2054-05-01 5.500000 0.00 65787008.00 65541185.90 Agency Mortgage-Backed Securities GNII SF CW3189 C 549300M8ZYFG0OCMTT87 2053-07-20 6.500000 0.00 1649174.00 1692783.88 Agency Mortgage-Backed Securities GNRA 2023-034 B 549300M8ZYFG0OCMTT87 2064-11-16 2.750000 0.00 23599104.00 17342049.36 Agency Collateralized Mortgage Obligation FEPC 02.500 CLSD8147 S6XOOCT0IEG5ABCC6L87 2051-05-01 2.500000 0.00 4917888.00 2918883.43 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8171 S6XOOCT0IEG5ABCC6L87 2051-10-01 1.500000 0.00 4129728.00 2713767.25 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8204 S6XOOCT0IEG5ABCC6L87 2052-04-01 2.000000 0.00 4598728.00 3262672.03 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8255 S6XOOCT0IEG5ABCC6L87 2052-10-01 3.500000 0.00 1000000.00 823529.23 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8235 S6XOOCT0IEG5ABCC6L87 2052-08-01 3.000000 0.00 1533790.00 1201959.26 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8349 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.500000 0.00 2435224.00 2261523.29 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8408 S6XOOCT0IEG5ABCC6L87 2054-03-01 5.500000 0.00 12129664.00 11724820.44 Agency Mortgage-Backed Securities FEPC 04.500 CLSD4065 S6XOOCT0IEG5ABCC6L87 2053-10-01 4.500000 0.00 8335344.00 7688994.88 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4416 B1V7KEBTPIMZEU4LTD58 2051-09-01 3.500000 0.00 15682.00 8613.64 Agency Mortgage-Backed Securities FNMS 02.500 CNMA4450 B1V7KEBTPIMZEU4LTD58 2031-08-01 2.500000 0.00 355456.00 98606.91 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3657 B1V7KEBTPIMZEU4LTD58 2034-05-01 3.000000 0.00 498000.00 53540.12 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3897 B1V7KEBTPIMZEU4LTD58 2035-01-01 3.000000 0.00 23822336.00 4607986.27 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4072 B1V7KEBTPIMZEU4LTD58 2040-07-01 2.500000 0.00 203000.00 75249.53 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4080 B1V7KEBTPIMZEU4LTD58 2050-07-01 3.500000 0.00 268000.00 69430.77 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4237 B1V7KEBTPIMZEU4LTD58 2051-01-01 2.000000 0.00 4796408.00 2821149.52 Agency Mortgage-Backed Securities FNMS 02.500 CNMA4227 B1V7KEBTPIMZEU4LTD58 2030-12-01 2.500000 0.00 4285008.00 1454246.62 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4325 B1V7KEBTPIMZEU4LTD58 2051-05-01 2.000000 0.00 227986176.00 144682145.49 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4349 B1V7KEBTPIMZEU4LTD58 2051-05-01 4.000000 0.00 1053562.00 240195.18 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5378 B1V7KEBTPIMZEU4LTD58 2054-05-01 4.000000 0.00 116424.00 106678.20 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4548 B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 0.00 2364532.00 1682814.64 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4626 B1V7KEBTPIMZEU4LTD58 2052-06-01 4.000000 0.00 81071680.00 65775991.51 Agency Mortgage-Backed Securities FNMS 03.500 CTMA4728 B1V7KEBTPIMZEU4LTD58 2042-09-01 3.500000 0.00 439528.00 346565.59 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4731 B1V7KEBTPIMZEU4LTD58 2052-09-01 3.500000 0.00 60000.00 49401.13 Agency Mortgage-Backed Securities FNMS 03.000 CIMA5019 B1V7KEBTPIMZEU4LTD58 2038-04-01 3.000000 0.00 3103512.00 2483737.47 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5138 B1V7KEBTPIMZEU4LTD58 2053-09-01 5.500000 0.00 193355776.00 181022579.24 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5420 B1V7KEBTPIMZEU4LTD58 2054-06-01 5.500000 0.00 51490944.00 51172318.04 Agency Mortgage-Backed Securities 06.000 FGPC A45241 G S6XOOCT0IEG5ABCC6L87 2035-02-01 6.000000 0.00 9000000.00 452813.66 Agency Mortgage-Backed Securities 03.500 FGPC G16505 G S6XOOCT0IEG5ABCC6L87 2033-02-01 3.500000 0.00 1179000.00 224495.54 Agency Mortgage-Backed Securities 03.000 FGPC G08715 G S6XOOCT0IEG5ABCC6L87 2046-08-01 3.000000 0.00 430000.00 73291.05 Agency Mortgage-Backed Securities 03.000 FGPC G18691 G S6XOOCT0IEG5ABCC6L87 2033-06-01 3.000000 0.00 1051000.00 151327.34 Agency Mortgage-Backed Securities 04.000 FGPC J14494 G S6XOOCT0IEG5ABCC6L87 2026-02-01 4.000000 0.00 3108368.00 23346.59 Agency Mortgage-Backed Securities 03.000 FGPC E03054 G S6XOOCT0IEG5ABCC6L87 2027-02-01 3.000000 0.00 17700000.00 606282.52 Agency Mortgage-Backed Securities FEPC 09.500 CLZI1642 S6XOOCT0IEG5ABCC6L87 2027-09-01 9.500000 0.00 400000.00 10399.15 Agency Mortgage-Backed Securities FEPC 05.500 CLZI3673 S6XOOCT0IEG5ABCC6L87 2035-10-01 5.500000 0.00 5111768.00 99166.19 Agency Mortgage-Backed Securities 04.000 FGPC U80796 G S6XOOCT0IEG5ABCC6L87 2036-04-01 4.000000 0.00 1057588.00 363084.33 Agency Mortgage-Backed Securities 03.500 FGPC U90772 G S6XOOCT0IEG5ABCC6L87 2043-01-01 3.500000 0.00 200000.00 45498.65 Agency Mortgage-Backed Securities 03.000 FGPC U62339 G S6XOOCT0IEG5ABCC6L87 2043-03-01 3.000000 0.00 36697.00 7184.40 Agency Mortgage-Backed Securities FEPC 03.000 CLQB2339 S6XOOCT0IEG5ABCC6L87 2050-08-01 3.000000 0.00 66516.00 37124.88 Agency Mortgage-Backed Securities FEPC 03.000 CLQC4071 S6XOOCT0IEG5ABCC6L87 2051-07-01 3.000000 0.00 956046.00 671691.49 Agency Mortgage-Backed Securities FEPC 02.500 CLQC9947 S6XOOCT0IEG5ABCC6L87 2051-11-01 2.500000 0.00 2230000.00 1552091.80 Agency Mortgage-Backed Securities FEPC 03.000 CLQD5311 S6XOOCT0IEG5ABCC6L87 2052-01-01 3.000000 0.00 4040872.00 2661537.28 Agency Mortgage-Backed Securities FEPC 03.000 CLQD5325 S6XOOCT0IEG5ABCC6L87 2052-01-01 3.000000 0.00 8110784.00 5945575.15 Agency Mortgage-Backed Securities FEPC 02.500 CLQD7222 S6XOOCT0IEG5ABCC6L87 2052-02-01 2.500000 0.00 8049136.00 5422920.43 Agency Mortgage-Backed Securities FEPC 02.000 CLQD8143 S6XOOCT0IEG5ABCC6L87 2052-03-01 2.000000 0.00 49593.00 33974.43 Agency Mortgage-Backed Securities FEPC 03.500 CLQD9868 S6XOOCT0IEG5ABCC6L87 2052-04-01 3.500000 0.00 605349.00 517559.93 Agency Mortgage-Backed Securities FEPC 02.500 CLQD9578 S6XOOCT0IEG5ABCC6L87 2052-04-01 2.500000 0.00 4162600.00 3113403.03 Agency Mortgage-Backed Securities FEPC 02.500 CLQE0812 S6XOOCT0IEG5ABCC6L87 2052-04-01 2.500000 0.00 2173452.00 1650197.89 Agency Mortgage-Backed Securities FEPC 03.500 CLQE0492 S6XOOCT0IEG5ABCC6L87 2052-03-01 3.500000 0.00 77655.00 48848.28 Agency Mortgage-Backed Securities FEPC 03.500 CLQE2592 S6XOOCT0IEG5ABCC6L87 2052-05-01 3.500000 0.00 4254272.00 3562303.09 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7091 S6XOOCT0IEG5ABCC6L87 2052-08-01 5.000000 0.00 3577268.00 3398446.01 Agency Mortgage-Backed Securities FEPC 06.000 CLQF1881 S6XOOCT0IEG5ABCC6L87 2052-10-01 6.000000 0.00 1161476.00 1149805.20 Agency Mortgage-Backed Securities FEPC 05.000 CLQF2726 S6XOOCT0IEG5ABCC6L87 2052-11-01 5.000000 0.00 1362204.00 1306177.65 Agency Mortgage-Backed Securities FEPC 04.500 CLQF3146 S6XOOCT0IEG5ABCC6L87 2052-10-01 4.500000 0.00 52233.00 48892.28 Agency Mortgage-Backed Securities FEPC 05.500 CLQF3639 S6XOOCT0IEG5ABCC6L87 2052-12-01 5.500000 0.00 1485048.00 1193150.47 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0166 S6XOOCT0IEG5ABCC6L87 2053-04-01 5.000000 0.00 1743756.00 1564148.70 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0224 S6XOOCT0IEG5ABCC6L87 2053-04-01 5.000000 0.00 3079676.00 2817203.70 Agency Mortgage-Backed Securities FEPC 04.500 CLQG0496 S6XOOCT0IEG5ABCC6L87 2053-04-01 4.500000 0.00 51290.00 44273.39 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4922 B1V7KEBTPIMZEU4LTD58 2051-06-01 3.000000 0.00 2667000.00 2142713.57 Agency Mortgage-Backed Securities FNMS 03.500 CTFS6276 B1V7KEBTPIMZEU4LTD58 2039-07-01 3.500000 0.00 10580704.00 9347146.58 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5500 B1V7KEBTPIMZEU4LTD58 2052-06-01 3.500000 0.00 1727198.00 1478084.70 Agency Mortgage-Backed Securities FNMS 04.000 CLFS6690 B1V7KEBTPIMZEU4LTD58 2052-05-01 4.000000 0.00 5370790.00 4870335.86 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7059 B1V7KEBTPIMZEU4LTD58 2052-07-01 3.000000 0.00 88000.00 73420.29 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8065 B1V7KEBTPIMZEU4LTD58 2054-03-01 5.500000 0.00 80928768.00 80297822.98 Agency Mortgage-Backed Securities FNMS 03.000 CTFS7317 B1V7KEBTPIMZEU4LTD58 2040-12-01 3.000000 0.00 4414288.00 3858988.14 Agency Mortgage-Backed Securities FNMS 05.500 CLDA8663 B1V7KEBTPIMZEU4LTD58 2054-02-01 5.500000 0.00 4143384.00 4106161.31 Agency Mortgage-Backed Securities FNMS 02.000 CIFM8988 B1V7KEBTPIMZEU4LTD58 2036-09-01 2.000000 0.00 115000.00 73334.26 Agency Mortgage-Backed Securities FNMS 06.500 CLFM9289 B1V7KEBTPIMZEU4LTD58 2040-06-01 6.500000 0.00 4780784.00 2677721.31 Agency Mortgage-Backed Securities FNMS 07.000 CLFM9290 B1V7KEBTPIMZEU4LTD58 2040-01-01 7.000000 0.00 7628224.00 4472778.08 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0331 B1V7KEBTPIMZEU4LTD58 2052-01-01 3.000000 0.00 16570000.00 11820460.74 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0403 B1V7KEBTPIMZEU4LTD58 2052-01-01 3.000000 0.00 2000000.00 1452471.56 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0439 B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 0.00 400000.00 272682.03 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0630 B1V7KEBTPIMZEU4LTD58 2052-02-01 3.000000 0.00 217925.00 157434.00 Agency Mortgage-Backed Securities FNMS 03.500 CIFS1986 B1V7KEBTPIMZEU4LTD58 2037-06-01 3.500000 0.00 4000000.00 3147591.75 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2513 B1V7KEBTPIMZEU4LTD58 2052-07-01 4.000000 0.00 4835000.00 3966892.07 Agency Mortgage-Backed Securities FNMS 02.500 CIFS3607 B1V7KEBTPIMZEU4LTD58 2037-02-01 2.500000 0.00 23000.00 18556.04 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4859 B1V7KEBTPIMZEU4LTD58 2053-02-01 6.000000 0.00 32407640.00 27970849.44 Agency Mortgage-Backed Securities FNMS 05.000 CL809327 B1V7KEBTPIMZEU4LTD58 2034-12-01 5.000000 0.00 502685.00 28438.91 Agency Mortgage-Backed Securities FNMS 05.500 CLDA3447 B1V7KEBTPIMZEU4LTD58 2053-11-01 5.500000 0.00 1228582.00 1210103.32 Agency Mortgage-Backed Securities FNMS 06.000 CLDA5833 B1V7KEBTPIMZEU4LTD58 2054-01-01 6.000000 0.00 121756.00 122542.09 Agency Mortgage-Backed Securities FNMS 06.000 CLDA6020 B1V7KEBTPIMZEU4LTD58 2054-04-01 6.000000 0.00 10942020.00 10379876.89 Agency Mortgage-Backed Securities FNMS 07.000 CLDB1900 B1V7KEBTPIMZEU4LTD58 2054-04-01 7.000000 0.00 1027178.00 1024039.77 Agency Mortgage-Backed Securities FNMS 05.500 CLDB2163 B1V7KEBTPIMZEU4LTD58 2054-04-01 5.500000 0.00 2038832.00 2020689.55 Agency Mortgage-Backed Securities FNMS 06.500 CLDB2445 B1V7KEBTPIMZEU4LTD58 2054-04-01 6.500000 0.00 1341148.00 1125883.39 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5304 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.000000 0.00 33905024.00 34257025.96 Agency Mortgage-Backed Securities Y 2024-07-03 2024-07-03 2024-07-03 N N N 0.0534 1630000000.00 1630000000.00 0.0262 N N Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 5.330000% ARP125AB3 FOR8UP27PHTHYVLBNG30 0000769993 ARP125AB3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N MNAR XX.XXX HABL6487 B1V7KEBTPIMZEU4LTD58 2030-04-01 6.199000 0.00 10221000.00 10250183.51 Agency Mortgage-Backed Securities FEPC 04.500 3VSF5023 S6XOOCT0IEG5ABCC6L87 2044-09-01 4.500000 0.00 63654464.00 58475174.54 Agency Mortgage-Backed Securities FEPC 03.500 ZLSI2056 S6XOOCT0IEG5ABCC6L87 2050-12-01 3.500000 0.00 100000.00 81954.65 Agency Mortgage-Backed Securities FEPC 05.500 CLQI0978 S6XOOCT0IEG5ABCC6L87 2054-03-01 5.500000 0.00 12433056.00 12312896.73 Agency Mortgage-Backed Securities FEPC 06.500 CLQI6152 S6XOOCT0IEG5ABCC6L87 2054-05-01 6.500000 0.00 1204144.00 1237002.35 Agency Mortgage-Backed Securities FEPC 06.500 CLQI6788 S6XOOCT0IEG5ABCC6L87 2054-05-01 6.500000 0.00 6186360.00 6351079.66 Agency Mortgage-Backed Securities FNMS 06.500 CL256394 B1V7KEBTPIMZEU4LTD58 2036-08-01 6.500000 0.00 10000000.00 62756.20 Agency Mortgage-Backed Securities FNMS 04.000 CLAH3977 B1V7KEBTPIMZEU4LTD58 2041-02-01 4.000000 0.00 260287.00 20576.44 Agency Mortgage-Backed Securities FNMS 04.000 CIAI8506 B1V7KEBTPIMZEU4LTD58 2026-08-01 4.000000 0.00 1730000.00 64424.33 Agency Mortgage-Backed Securities FNMS 04.000 CLAJ5704 B1V7KEBTPIMZEU4LTD58 2041-12-01 4.000000 0.00 2147760.00 222049.99 Agency Mortgage-Backed Securities FNMS 03.500 CTAK6263 B1V7KEBTPIMZEU4LTD58 2032-03-01 3.500000 0.00 1253030.00 102617.32 Agency Mortgage-Backed Securities FNMS 03.500 CLAK6756 B1V7KEBTPIMZEU4LTD58 2042-03-01 3.500000 0.00 123857280.00 12389965.11 Agency Mortgage-Backed Securities FNMS 03.500 CLAK8420 B1V7KEBTPIMZEU4LTD58 2037-04-01 3.500000 0.00 1922534.00 180547.82 Agency Mortgage-Backed Securities FNMS 03.500 CIAL1746 B1V7KEBTPIMZEU4LTD58 2027-03-01 3.500000 0.00 475694.00 11029.94 Agency Mortgage-Backed Securities FNMS 06.000 CLAL5058 B1V7KEBTPIMZEU4LTD58 2037-08-01 6.000000 0.00 105000.00 12003.25 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5707 B1V7KEBTPIMZEU4LTD58 2044-09-01 4.500000 0.00 77207000.00 10579494.94 Agency Mortgage-Backed Securities FNMS 04.000 CLAL5758 B1V7KEBTPIMZEU4LTD58 2044-09-01 4.000000 0.00 1250000.00 249236.34 Agency Mortgage-Backed Securities FNMS 04.000 CLAL6745 B1V7KEBTPIMZEU4LTD58 2044-08-01 4.000000 0.00 93000.00 12770.29 Agency Mortgage-Backed Securities FNMS 04.000 CLAL7330 B1V7KEBTPIMZEU4LTD58 2045-09-01 4.000000 0.00 222000.00 44171.48 Agency Mortgage-Backed Securities FNMS 03.500 CLAL9043 B1V7KEBTPIMZEU4LTD58 2046-09-01 3.500000 0.00 675000.00 164184.96 Agency Mortgage-Backed Securities FNMS 03.000 CTAL9413 B1V7KEBTPIMZEU4LTD58 2036-11-01 3.000000 0.00 453000.00 116498.67 Agency Mortgage-Backed Securities FNMS 02.500 CIAL9439 B1V7KEBTPIMZEU4LTD58 2031-11-01 2.500000 0.00 507052.00 98520.04 Agency Mortgage-Backed Securities FNMS 03.500 CLAL8946 B1V7KEBTPIMZEU4LTD58 2046-08-01 3.500000 0.00 3000000.00 584270.70 Agency Mortgage-Backed Securities FNMS 04.000 CLAL8857 B1V7KEBTPIMZEU4LTD58 2046-07-01 4.000000 0.00 391000.00 80941.20 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3251 B1V7KEBTPIMZEU4LTD58 2052-11-01 6.000000 0.00 48799.00 40807.10 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3788 B1V7KEBTPIMZEU4LTD58 2053-01-01 5.500000 0.00 620000.00 558772.57 Agency Mortgage-Backed Securities FNMS 02.000 CIFS3768 B1V7KEBTPIMZEU4LTD58 2036-06-01 2.000000 0.00 13000.00 9566.15 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5333 B1V7KEBTPIMZEU4LTD58 2053-06-01 3.500000 0.00 633704.00 541965.81 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4641 B1V7KEBTPIMZEU4LTD58 2053-05-01 6.000000 0.00 110713.00 104361.26 Agency Mortgage-Backed Securities FNMS 02.500 CIFS5093 B1V7KEBTPIMZEU4LTD58 2037-04-01 2.500000 0.00 17002848.00 13530022.88 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5125 B1V7KEBTPIMZEU4LTD58 2051-10-01 2.500000 0.00 148028.00 114685.66 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5249 B1V7KEBTPIMZEU4LTD58 2045-04-01 4.000000 0.00 109440384.00 93278571.92 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5259 B1V7KEBTPIMZEU4LTD58 2053-01-01 4.000000 0.00 55000.00 48217.60 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5527 B1V7KEBTPIMZEU4LTD58 2047-12-01 3.000000 0.00 24866336.00 20186644.40 Agency Mortgage-Backed Securities FNMS 04.000 CIFS6660 B1V7KEBTPIMZEU4LTD58 2039-01-01 4.000000 0.00 174313.00 157875.31 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7544 B1V7KEBTPIMZEU4LTD58 2054-03-01 4.500000 0.00 2155084.00 2040699.86 Agency Mortgage-Backed Securities FNMS 05.000 ZLFP0076 B1V7KEBTPIMZEU4LTD58 2041-10-25 5.000000 0.00 49174160.00 42906460.11 Agency Mortgage-Backed Securities FNMS 03.500 ZLFP0086 B1V7KEBTPIMZEU4LTD58 2050-09-25 3.500000 0.00 14378224.00 12245856.27 Agency Mortgage-Backed Securities FNMS 04.000 ZLFP0101 B1V7KEBTPIMZEU4LTD58 2047-04-25 4.000000 0.00 11111856.00 10372372.74 Agency Mortgage-Backed Securities FNMS 05.500 CLDA9087 B1V7KEBTPIMZEU4LTD58 2054-02-01 5.500000 0.00 1842428.00 1722771.84 Agency Mortgage-Backed Securities FNMS 06.500 CL890482 B1V7KEBTPIMZEU4LTD58 2039-01-01 6.500000 0.00 10716700.00 602747.38 Agency Mortgage-Backed Securities FNMS 03.000 CI890789 B1V7KEBTPIMZEU4LTD58 2032-09-01 3.000000 0.00 900000.00 197906.65 Agency Mortgage-Backed Securities FNMS 05.800 CA897347 B1V7KEBTPIMZEU4LTD58 2036-09-01 5.800000 0.00 853511.00 60896.24 Agency Mortgage-Backed Securities FNMS 05.000 CL928341 B1V7KEBTPIMZEU4LTD58 2035-01-01 5.000000 0.00 225000.00 10797.62 Agency Mortgage-Backed Securities FNMS 06.000 CL928905 B1V7KEBTPIMZEU4LTD58 2037-12-01 6.000000 0.00 16916640.00 593908.20 Agency Mortgage-Backed Securities FNMS 06.500 CZ944433 B1V7KEBTPIMZEU4LTD58 2047-07-01 6.500000 0.00 2643976.00 109254.42 Agency Mortgage-Backed Securities FNMS 06.500 CL955722 B1V7KEBTPIMZEU4LTD58 2037-11-01 6.500000 0.00 7353120.00 60463.65 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8166 S6XOOCT0IEG5ABCC6L87 2051-09-01 2.000000 0.00 9429312.00 6275564.62 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8214 S6XOOCT0IEG5ABCC6L87 2052-05-01 3.500000 0.00 123000.00 96657.19 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8214 S6XOOCT0IEG5ABCC6L87 2052-05-01 3.500000 0.00 596000.00 468355.14 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8236 S6XOOCT0IEG5ABCC6L87 2052-08-01 3.500000 0.00 344012.00 280116.86 Agency Mortgage-Backed Securities FNMS 02.000 CIFM7756 B1V7KEBTPIMZEU4LTD58 2036-06-01 2.000000 0.00 84000.00 51816.62 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8166 B1V7KEBTPIMZEU4LTD58 2051-06-01 3.000000 0.00 2700000.00 1639145.38 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8591 B1V7KEBTPIMZEU4LTD58 2051-08-01 2.500000 0.00 515476.00 332201.37 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8601 B1V7KEBTPIMZEU4LTD58 2051-08-01 2.500000 0.00 31074.00 21684.45 Agency Mortgage-Backed Securities FNMS 04.500 CLFM9431 B1V7KEBTPIMZEU4LTD58 2050-09-01 4.500000 0.00 12495616.00 6051126.44 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9696 B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 0.00 100000.00 66790.75 Agency Mortgage-Backed Securities FNMS 04.000 CLFM9681 B1V7KEBTPIMZEU4LTD58 2051-08-01 4.000000 0.00 900000.00 459779.67 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0007 B1V7KEBTPIMZEU4LTD58 2050-08-01 3.000000 0.00 300725.00 201290.87 Agency Mortgage-Backed Securities FNMS 04.500 CLFS0067 B1V7KEBTPIMZEU4LTD58 2051-09-01 4.500000 0.00 800000.00 485885.66 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0288 B1V7KEBTPIMZEU4LTD58 2052-01-01 2.000000 0.00 27000.00 18541.03 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0290 B1V7KEBTPIMZEU4LTD58 2052-01-01 2.000000 0.00 81226.00 54676.40 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0605 B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 0.00 302000.00 213068.09 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0646 B1V7KEBTPIMZEU4LTD58 2052-02-01 2.000000 0.00 767000.00 524226.31 Agency Mortgage-Backed Securities FNMS 02.500 CIFS1153 B1V7KEBTPIMZEU4LTD58 2037-04-01 2.500000 0.00 67475.00 48915.62 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1548 B1V7KEBTPIMZEU4LTD58 2052-04-01 2.500000 0.00 2500796.00 1767517.97 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2067 B1V7KEBTPIMZEU4LTD58 2052-06-01 4.500000 0.00 193799.00 159728.77 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2135 B1V7KEBTPIMZEU4LTD58 2049-11-01 4.000000 0.00 8921072.00 6614374.61 Agency Mortgage-Backed Securities FNMS 05.500 CLFS2294 B1V7KEBTPIMZEU4LTD58 2050-04-01 5.500000 0.00 5000000.00 3579719.45 Agency Mortgage-Backed Securities FNMS 03.500 CTFS2367 B1V7KEBTPIMZEU4LTD58 2040-11-01 3.500000 0.00 15000000.00 10833866.53 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2418 B1V7KEBTPIMZEU4LTD58 2052-07-01 3.500000 0.00 140000.00 113091.72 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2425 B1V7KEBTPIMZEU4LTD58 2052-05-01 3.500000 0.00 140000.00 105221.50 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3040 B1V7KEBTPIMZEU4LTD58 2051-12-01 3.000000 0.00 587572.00 444508.82 Agency Mortgage-Backed Securities 03.000 FGPC T49020 G S6XOOCT0IEG5ABCC6L87 2032-11-01 3.000000 0.00 2428196.00 122606.04 Agency Mortgage-Backed Securities 03.000 FGPC G08791 G S6XOOCT0IEG5ABCC6L87 2047-12-01 3.000000 0.00 32000.00 5236.81 Agency Mortgage-Backed Securities 04.500 FGPC G08432 G S6XOOCT0IEG5ABCC6L87 2041-01-01 4.500000 0.00 6004000.00 245998.20 Agency Mortgage-Backed Securities 04.000 FGPC G08542 G S6XOOCT0IEG5ABCC6L87 2043-08-01 4.000000 0.00 14028704.00 1059781.14 Agency Mortgage-Backed Securities 04.000 FGPC G08669 G S6XOOCT0IEG5ABCC6L87 2045-09-01 4.000000 0.00 1954368.00 181161.93 Agency Mortgage-Backed Securities 03.500 FGPC G18707 G S6XOOCT0IEG5ABCC6L87 2033-09-01 3.500000 0.00 2451000.00 257677.13 Agency Mortgage-Backed Securities FEPC 05.000 CLZI0228 S6XOOCT0IEG5ABCC6L87 2033-06-01 5.000000 0.00 3347210.00 54179.90 Agency Mortgage-Backed Securities FEPC 05.500 CLZI1476 S6XOOCT0IEG5ABCC6L87 2034-01-01 5.500000 0.00 1203652.00 32236.71 Agency Mortgage-Backed Securities FEPC 05.000 CLZI2742 S6XOOCT0IEG5ABCC6L87 2034-12-01 5.000000 0.00 19433664.00 175773.24 Agency Mortgage-Backed Securities FEPC 05.000 CLZI4487 S6XOOCT0IEG5ABCC6L87 2035-07-01 5.000000 0.00 13585000.00 111835.47 Agency Mortgage-Backed Securities FEPC 05.000 CLZI4494 S6XOOCT0IEG5ABCC6L87 2035-07-01 5.000000 0.00 594000.00 5373.09 Agency Mortgage-Backed Securities FEPC 05.500 CLZI6201 S6XOOCT0IEG5ABCC6L87 2037-06-01 5.500000 0.00 700597.00 6892.72 Agency Mortgage-Backed Securities FEPC 05.000 CLZI7336 S6XOOCT0IEG5ABCC6L87 2038-04-01 5.000000 0.00 1054690.00 46255.65 Agency Mortgage-Backed Securities FEPC 04.500 CLZI8597 S6XOOCT0IEG5ABCC6L87 2039-03-01 4.500000 0.00 5000000.00 53813.75 Agency Mortgage-Backed Securities FEPC 05.500 CLZJ0033 S6XOOCT0IEG5ABCC6L87 2040-05-01 5.500000 0.00 1410094.00 259498.70 Agency Mortgage-Backed Securities FEPC 04.000 CLZJ0695 S6XOOCT0IEG5ABCC6L87 2040-11-01 4.000000 0.00 150194.00 13824.10 Agency Mortgage-Backed Securities FEPC 04.000 CLZJ1209 S6XOOCT0IEG5ABCC6L87 2041-02-01 4.000000 0.00 227217.00 13880.46 Agency Mortgage-Backed Securities FEPC 06.000 CTZJ9254 S6XOOCT0IEG5ABCC6L87 2028-06-01 6.000000 0.00 1444794.00 39830.46 Agency Mortgage-Backed Securities FEPC 05.500 CTZJ9265 S6XOOCT0IEG5ABCC6L87 2027-12-01 5.500000 0.00 11795550.00 63189.36 Agency Mortgage-Backed Securities FEPC 03.500 CIZK8960 S6XOOCT0IEG5ABCC6L87 2032-09-01 3.500000 0.00 7722616.00 2302522.69 Agency Mortgage-Backed Securities FEPC 03.500 CIZK9049 S6XOOCT0IEG5ABCC6L87 2032-09-01 3.500000 0.00 1588694.00 329766.48 Agency Mortgage-Backed Securities FEPC 04.000 CLZL2428 S6XOOCT0IEG5ABCC6L87 2041-12-01 4.000000 0.00 96119.00 9179.20 Agency Mortgage-Backed Securities FEPC 03.500 CLZL3507 S6XOOCT0IEG5ABCC6L87 2042-08-01 3.500000 0.00 163621.00 33328.51 Agency Mortgage-Backed Securities FEPC 03.500 CLZL3608 S6XOOCT0IEG5ABCC6L87 2042-09-01 3.500000 0.00 4845000.00 859903.57 Agency Mortgage-Backed Securities FEPC 03.000 CLZL5043 S6XOOCT0IEG5ABCC6L87 2043-02-01 3.000000 0.00 2750000.00 498509.25 Agency Mortgage-Backed Securities FEPC 04.000 CLZL5565 S6XOOCT0IEG5ABCC6L87 2043-04-01 4.000000 0.00 283000.00 71821.94 Agency Mortgage-Backed Securities FEPC 04.000 CLZL6789 S6XOOCT0IEG5ABCC6L87 2043-08-01 4.000000 0.00 210892.00 22967.88 Agency Mortgage-Backed Securities FEPC 04.000 CLZL6899 S6XOOCT0IEG5ABCC6L87 2043-09-01 4.000000 0.00 948558.00 108970.91 Agency Mortgage-Backed Securities GNPL PN CH0458 549300M8ZYFG0OCMTT87 2057-05-15 2.350000 0.00 4837848.00 3867288.31 Agency Mortgage-Backed Securities GNPL PN CH0470 549300M8ZYFG0OCMTT87 2057-09-15 3.820000 0.00 4925000.00 4366792.51 Agency Mortgage-Backed Securities GNPL PN CI1777 549300M8ZYFG0OCMTT87 2062-06-15 3.180000 0.00 13277700.00 11179155.12 Agency Mortgage-Backed Securities GNPL PN CI3572 549300M8ZYFG0OCMTT87 2057-10-15 4.050000 0.00 735700.00 665290.27 Agency Mortgage-Backed Securities GNPL PN CJ1396 549300M8ZYFG0OCMTT87 2057-05-15 2.690000 0.00 13179440.00 10660313.96 Agency Mortgage-Backed Securities GNPL LM CJ1930 549300M8ZYFG0OCMTT87 2061-05-15 3.180000 0.00 456528.00 384436.05 Agency Mortgage-Backed Securities GNPL PN CJ9632 549300M8ZYFG0OCMTT87 2055-04-15 3.180000 0.00 1054600.00 893300.37 Agency Mortgage-Backed Securities FEPC 05.000 CLZT1748 S6XOOCT0IEG5ABCC6L87 2049-01-01 5.000000 0.00 2254000.00 409486.99 Agency Mortgage-Backed Securities FEPC 04.500 CLZT1858 S6XOOCT0IEG5ABCC6L87 2049-04-01 4.500000 0.00 1885100.00 341816.07 Agency Mortgage-Backed Securities FEPC 03.000 ZLZT2428 S6XOOCT0IEG5ABCC6L87 2045-04-15 3.000000 0.00 12823136.00 10904967.85 Agency Mortgage-Backed Securities FEPC 02.000 CISB0950 S6XOOCT0IEG5ABCC6L87 2037-02-01 2.000000 0.00 10000.00 8044.82 Agency Mortgage-Backed Securities FEPC 03.500 CISB8170 S6XOOCT0IEG5ABCC6L87 2037-08-01 3.500000 0.00 32000.00 23819.88 Agency Mortgage-Backed Securities FEPC 04.000 CISB8300 S6XOOCT0IEG5ABCC6L87 2039-04-01 4.000000 0.00 24552928.00 22966483.47 Agency Mortgage-Backed Securities FEPC 06.000 CISB8305 S6XOOCT0IEG5ABCC6L87 2039-05-01 6.000000 0.00 4524112.00 4351160.52 Agency Mortgage-Backed Securities FEPC 02.500 CISB8505 S6XOOCT0IEG5ABCC6L87 2035-10-01 2.500000 0.00 318000.00 146511.75 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0847 S6XOOCT0IEG5ABCC6L87 2052-02-01 2.500000 0.00 225188.00 161518.12 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0863 S6XOOCT0IEG5ABCC6L87 2051-12-01 3.000000 0.00 1380000.00 1045068.19 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0120 S6XOOCT0IEG5ABCC6L87 2049-10-01 3.000000 0.00 22024000.00 10028058.13 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0419 S6XOOCT0IEG5ABCC6L87 2048-02-01 3.500000 0.00 3856976.00 1723866.79 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0481 S6XOOCT0IEG5ABCC6L87 2044-09-01 3.500000 0.00 2730368.00 1401701.46 Agency Mortgage-Backed Securities FEPC 02.000 CLSD0573 S6XOOCT0IEG5ABCC6L87 2051-04-01 2.000000 0.00 99000.00 52969.61 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1877 B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 0.00 1300000.00 194888.84 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1963 B1V7KEBTPIMZEU4LTD58 2045-02-01 3.500000 0.00 5997056.00 1621082.06 Agency Mortgage-Backed Securities FNMS 02.000 CIBM3054 B1V7KEBTPIMZEU4LTD58 2031-11-01 2.000000 0.00 80000.00 16533.66 Agency Mortgage-Backed Securities FNMS 06.000 CLBM4495 B1V7KEBTPIMZEU4LTD58 2041-07-01 6.000000 0.00 21000.00 6963.59 Agency Mortgage-Backed Securities FNMS 03.000 CLBM3627 B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 0.00 3400000.00 982049.98 Agency Mortgage-Backed Securities FNMS 03.000 CIBM3947 B1V7KEBTPIMZEU4LTD58 2033-01-01 3.000000 0.00 1823000.00 368176.75 Agency Mortgage-Backed Securities FNMS 04.000 CTBM3927 B1V7KEBTPIMZEU4LTD58 2038-03-01 4.000000 0.00 2180610.00 753353.32 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4703 B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 0.00 446000.00 65737.22 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5134 B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 0.00 55303936.00 12288564.57 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5197 B1V7KEBTPIMZEU4LTD58 2046-07-01 4.500000 0.00 341000.00 101466.83 Agency Mortgage-Backed Securities FNMS 04.000 CQBM6617 B1V7KEBTPIMZEU4LTD58 2037-05-01 4.000000 0.00 10120688.00 4796619.12 Agency Mortgage-Backed Securities FNMS 04.000 CLBO2545 B1V7KEBTPIMZEU4LTD58 2049-06-01 4.000000 0.00 403000.00 263930.86 Agency Mortgage-Backed Securities FNMS 03.000 CLBP7147 B1V7KEBTPIMZEU4LTD58 2050-06-01 3.000000 0.00 4055064.00 2490577.55 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ1162 B1V7KEBTPIMZEU4LTD58 2050-08-01 2.500000 0.00 500000.00 227859.46 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN8227 B1V7KEBTPIMZEU4LTD58 2030-02-01 3.130000 0.00 4500000.00 4158825.75 Agency Mortgage-Backed Securities FNMS 03.000 CLAR4150 B1V7KEBTPIMZEU4LTD58 2043-02-01 3.000000 0.00 25086.00 5202.51 Agency Mortgage-Backed Securities FNMS 05.000 CLAS0574 B1V7KEBTPIMZEU4LTD58 2043-09-01 5.000000 0.00 138720.00 8560.75 Agency Mortgage-Backed Securities FNMS 04.000 CLAS1091 B1V7KEBTPIMZEU4LTD58 2043-11-01 4.000000 0.00 7314056.00 1172700.11 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5645 B1V7KEBTPIMZEU4LTD58 2045-08-01 3.500000 0.00 52000.00 6490.68 Agency Mortgage-Backed Securities FNMS 04.000 CLAS5949 B1V7KEBTPIMZEU4LTD58 2045-10-01 4.000000 0.00 48482.00 12855.59 Agency Mortgage-Backed Securities FNMS 02.500 CIAS8711 B1V7KEBTPIMZEU4LTD58 2032-01-01 2.500000 0.00 464000.00 95809.40 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9459 B1V7KEBTPIMZEU4LTD58 2047-04-01 4.500000 0.00 49000.00 6023.88 Agency Mortgage-Backed Securities FNMS 04.000 GLAS9535 B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 0.00 1911308.00 539396.38 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9586 B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 0.00 21000000.00 4403878.89 Agency Mortgage-Backed Securities FNMS 03.000 CLAU0844 B1V7KEBTPIMZEU4LTD58 2043-07-01 3.000000 0.00 1411726.00 135840.24 Agency Mortgage-Backed Securities FNMS 04.500 CTAV3969 B1V7KEBTPIMZEU4LTD58 2034-01-01 4.500000 0.00 1973710.00 221332.48 Agency Mortgage-Backed Securities FNMS 04.000 CLAV7172 B1V7KEBTPIMZEU4LTD58 2044-04-01 4.000000 0.00 35000.00 7502.29 Agency Mortgage-Backed Securities FNMS 04.000 CLAV7173 B1V7KEBTPIMZEU4LTD58 2044-04-01 4.000000 0.00 10841000.00 1711483.29 Agency Mortgage-Backed Securities FNMS 04.000 CLAW5063 B1V7KEBTPIMZEU4LTD58 2044-07-01 4.000000 0.00 40266752.00 2798659.71 Agency Mortgage-Backed Securities FNMS 02.500 RIAX0131 B1V7KEBTPIMZEU4LTD58 2029-09-01 2.500000 0.00 5873400.00 424000.75 Agency Mortgage-Backed Securities FNMS 04.000 CLAY0015 B1V7KEBTPIMZEU4LTD58 2045-01-01 4.000000 0.00 1975562.00 96808.42 Agency Mortgage-Backed Securities FNMS 03.500 CLAY5622 B1V7KEBTPIMZEU4LTD58 2045-06-01 3.500000 0.00 14708192.00 2820668.74 Agency Mortgage-Backed Securities FNMS 03.500 CIAY5690 B1V7KEBTPIMZEU4LTD58 2030-03-01 3.500000 0.00 3853372.00 642186.09 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ0862 B1V7KEBTPIMZEU4LTD58 2045-07-01 3.500000 0.00 5970000.00 853716.28 Agency Mortgage-Backed Securities FNMS 05.000 K2727575 B1V7KEBTPIMZEU4LTD58 2033-06-01 5.000000 0.00 1000000.00 10676.81 Agency Mortgage-Backed Securities FNMS 05.000 CL745355 B1V7KEBTPIMZEU4LTD58 2036-03-01 5.000000 0.00 9037854.00 107286.35 Agency Mortgage-Backed Securities FNMS 06.000 CL792407 B1V7KEBTPIMZEU4LTD58 2034-09-01 6.000000 0.00 19490528.00 195490.23 Agency Mortgage-Backed Securities FEPC 04.000 CLZM4453 S6XOOCT0IEG5ABCC6L87 2047-10-01 4.000000 0.00 115000.00 35771.68 Agency Mortgage-Backed Securities FEPC 03.500 CLZM5912 S6XOOCT0IEG5ABCC6L87 2048-03-01 3.500000 0.00 31471328.00 8152812.90 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0876 S6XOOCT0IEG5ABCC6L87 2047-03-01 3.500000 0.00 1097072.00 443847.88 Agency Mortgage-Backed Securities 03.500 FGPC T65083 G S6XOOCT0IEG5ABCC6L87 2042-05-01 3.500000 0.00 3564800.00 153279.61 Agency Mortgage-Backed Securities FEPC 04.500 CTZA2123 S6XOOCT0IEG5ABCC6L87 2029-06-01 4.500000 0.00 4240840.00 56411.96 Agency Mortgage-Backed Securities FEPC 04.500 CTZA2182 S6XOOCT0IEG5ABCC6L87 2030-10-01 4.500000 0.00 2200000.00 70584.17 Agency Mortgage-Backed Securities FEPC 04.500 CTZA2193 S6XOOCT0IEG5ABCC6L87 2031-01-01 4.500000 0.00 500000.00 22726.27 Agency Mortgage-Backed Securities FEPC 03.500 CTZA2274 S6XOOCT0IEG5ABCC6L87 2032-08-01 3.500000 0.00 4280000.00 407523.31 Agency Mortgage-Backed Securities FEPC 03.500 CTZA2425 S6XOOCT0IEG5ABCC6L87 2036-08-01 3.500000 0.00 11440000.00 2028803.18 Agency Mortgage-Backed Securities FEPC 03.500 CTZA2467 S6XOOCT0IEG5ABCC6L87 2037-07-01 3.500000 0.00 599302.00 90112.50 Agency Mortgage-Backed Securities FEPC 04.000 CLZA4555 S6XOOCT0IEG5ABCC6L87 2045-05-01 4.000000 0.00 2607000.00 332656.87 Agency Mortgage-Backed Securities FEPC 04.000 CTZA6289 S6XOOCT0IEG5ABCC6L87 2039-02-01 4.000000 0.00 9500000.00 998389.62 Agency Mortgage-Backed Securities FEPC 04.000 CLZA5889 S6XOOCT0IEG5ABCC6L87 2048-11-01 4.000000 0.00 1685000.00 207990.04 Agency Mortgage-Backed Securities FEPC 05.000 CLZS0729 S6XOOCT0IEG5ABCC6L87 2033-08-01 5.000000 0.00 16275000.00 109170.23 Agency Mortgage-Backed Securities FEPC 05.500 CLZS1494 S6XOOCT0IEG5ABCC6L87 2037-03-01 5.500000 0.00 700549.00 7482.85 Agency Mortgage-Backed Securities FEPC 05.000 CLZS2398 S6XOOCT0IEG5ABCC6L87 2036-03-01 5.000000 0.00 1725000.00 23074.02 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2876 S6XOOCT0IEG5ABCC6L87 2038-11-01 5.500000 0.00 6445000.00 165714.25 Agency Mortgage-Backed Securities FEPC 04.000 CLZS3623 S6XOOCT0IEG5ABCC6L87 2042-09-01 4.000000 0.00 2185100.00 251519.87 Agency Mortgage-Backed Securities FEPC 03.500 CLZS3684 S6XOOCT0IEG5ABCC6L87 2043-02-01 3.500000 0.00 39701248.00 4570711.31 Agency Mortgage-Backed Securities FEPC 05.500 CLZS3729 S6XOOCT0IEG5ABCC6L87 2040-08-01 5.500000 0.00 229000.00 11994.01 Agency Mortgage-Backed Securities FEPC 04.500 CLZS3888 S6XOOCT0IEG5ABCC6L87 2043-11-01 4.500000 0.00 1242000.00 220358.49 Agency Mortgage-Backed Securities FEPC 05.500 CLZS4200 S6XOOCT0IEG5ABCC6L87 2035-09-01 5.500000 0.00 1600000.00 25661.86 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4511 S6XOOCT0IEG5ABCC6L87 2043-03-01 3.000000 0.00 550000.00 93480.24 Agency Mortgage-Backed Securities FNMS 06.500 CLDB5956 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.500000 0.00 9241824.00 9497536.03 Agency Mortgage-Backed Securities FNMS 06.500 CLDB6486 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.500000 0.00 2720996.00 2817836.25 Agency Mortgage-Backed Securities FNMS 03.000 CLBD1951 B1V7KEBTPIMZEU4LTD58 2046-07-01 3.000000 0.00 1357250.00 364343.00 Agency Mortgage-Backed Securities FNMS 05.000 CLBE3626 B1V7KEBTPIMZEU4LTD58 2047-05-01 5.000000 0.00 432340.00 101418.19 Agency Mortgage-Backed Securities FNMS 04.000 CLBE9598 B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 0.00 8000000.00 1451847.67 Agency Mortgage-Backed Securities FNMS 05.000 I4BF0136 B1V7KEBTPIMZEU4LTD58 2056-08-01 5.000000 0.00 490000.00 136709.69 Agency Mortgage-Backed Securities FNMS 03.500 CLBH0825 B1V7KEBTPIMZEU4LTD58 2047-05-01 3.500000 0.00 1808322.00 463383.32 Agency Mortgage-Backed Securities FNMS 04.000 CIBH1177 B1V7KEBTPIMZEU4LTD58 2032-05-01 4.000000 0.00 87000.00 14781.20 Agency Mortgage-Backed Securities FNMS 03.500 CLBH2681 B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 0.00 3615968.00 584788.47 Agency Mortgage-Backed Securities FNMS 04.500 CLBH8027 B1V7KEBTPIMZEU4LTD58 2047-10-01 4.500000 0.00 77000.00 20027.17 Agency Mortgage-Backed Securities FNMS 04.500 CKBK6899 B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 0.00 90000.00 15068.92 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL6029 B1V7KEBTPIMZEU4LTD58 2035-04-01 2.320000 0.00 3000000.00 2435220.00 Agency Mortgage-Backed Securities FEPC 06.000 CTRB5287 S6XOOCT0IEG5ABCC6L87 2044-04-01 6.000000 0.00 3228688.00 2947349.40 Agency Mortgage-Backed Securities FEPC 02.500 CTRB5154 S6XOOCT0IEG5ABCC6L87 2042-04-01 2.500000 0.00 517000.00 381306.06 Agency Mortgage-Backed Securities FEPC 06.000 CTRB5261 S6XOOCT0IEG5ABCC6L87 2043-10-01 6.000000 0.00 40921.00 36871.09 Agency Mortgage-Backed Securities FEPC 05.500 CTRB5267 S6XOOCT0IEG5ABCC6L87 2043-11-01 5.500000 0.00 366681.00 344856.19 Agency Mortgage-Backed Securities FEPC 05.500 CTRB5260 S6XOOCT0IEG5ABCC6L87 2043-10-01 5.500000 0.00 8181696.00 7549952.62 Agency Mortgage-Backed Securities FEPC 01.500 CIRC1975 S6XOOCT0IEG5ABCC6L87 2036-05-01 1.500000 0.00 163702.00 94003.15 Agency Mortgage-Backed Securities FEPC 02.500 CIRC2550 S6XOOCT0IEG5ABCC6L87 2037-04-01 2.500000 0.00 10000.00 7067.37 Agency Mortgage-Backed Securities FEPC 02.500 3PRE6026 S6XOOCT0IEG5ABCC6L87 2049-12-01 2.500000 0.00 24335712.00 3077583.46 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8251 S6XOOCT0IEG5ABCC6L87 2052-08-01 5.500000 0.00 74000.00 61268.66 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8296 S6XOOCT0IEG5ABCC6L87 2053-02-01 3.500000 0.00 675520.00 563034.03 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8379 S6XOOCT0IEG5ABCC6L87 2053-10-01 4.000000 0.00 474844.00 426381.25 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8420 S6XOOCT0IEG5ABCC6L87 2054-04-01 5.500000 0.00 241146624.00 234891538.54 Agency Mortgage-Backed Securities FEPC 03.000 CLSD4060 S6XOOCT0IEG5ABCC6L87 2052-04-01 3.000000 0.00 24210592.00 20065435.04 Agency Mortgage-Backed Securities FEPC 03.500 CLSD4139 S6XOOCT0IEG5ABCC6L87 2053-03-01 3.500000 0.00 27000.00 23184.13 Agency Mortgage-Backed Securities 03.500 FGPC U59005 G S6XOOCT0IEG5ABCC6L87 2033-01-01 3.500000 0.00 8003760.00 1046397.13 Agency Mortgage-Backed Securities 03.500 FGPC U90784 G S6XOOCT0IEG5ABCC6L87 2043-01-01 3.500000 0.00 758966.00 163114.03 Agency Mortgage-Backed Securities 03.500 FGPC Q10392 G S6XOOCT0IEG5ABCC6L87 2042-08-01 3.500000 0.00 103086000.00 10214036.59 Agency Mortgage-Backed Securities 03.500 FGPC U51254 G S6XOOCT0IEG5ABCC6L87 2036-11-01 3.500000 0.00 1212500.00 339760.72 Agency Mortgage-Backed Securities 04.000 FGPC Q21664 G S6XOOCT0IEG5ABCC6L87 2043-09-01 4.000000 0.00 41700.00 5997.89 Agency Mortgage-Backed Securities 03.000 FGPC U62875 G S6XOOCT0IEG5ABCC6L87 2043-06-01 3.000000 0.00 1284528.00 123210.37 Agency Mortgage-Backed Securities 03.500 FGPC Q32241 G S6XOOCT0IEG5ABCC6L87 2045-03-01 3.500000 0.00 500000.00 66849.09 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2306 S6XOOCT0IEG5ABCC6L87 2053-02-01 5.000000 0.00 38011.00 33849.75 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2477 S6XOOCT0IEG5ABCC6L87 2053-03-01 5.500000 0.00 207288.00 196201.42 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2756 S6XOOCT0IEG5ABCC6L87 2053-05-01 5.500000 0.00 98000.00 88662.45 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3176 S6XOOCT0IEG5ABCC6L87 2053-06-01 6.000000 0.00 247895.00 230569.91 Agency Mortgage-Backed Securities FEPC 03.500 CLSD3324 S6XOOCT0IEG5ABCC6L87 2052-08-01 3.500000 0.00 4477456.00 3836415.55 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3425 S6XOOCT0IEG5ABCC6L87 2053-07-01 5.500000 0.00 50000.00 46423.28 Agency Mortgage-Backed Securities FEPC 04.000 CLSD5134 S6XOOCT0IEG5ABCC6L87 2052-06-01 4.000000 0.00 62396928.00 56972127.32 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8065 S6XOOCT0IEG5ABCC6L87 2050-05-01 4.500000 0.00 54000.00 14096.82 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7550 S6XOOCT0IEG5ABCC6L87 2052-02-01 3.000000 0.00 1225000.00 860062.03 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8108 S6XOOCT0IEG5ABCC6L87 2050-11-01 3.000000 0.00 209000.00 81324.47 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8151 S6XOOCT0IEG5ABCC6L87 2051-06-01 2.500000 0.00 44000.00 27502.91 Agency Mortgage-Backed Securities GNPL PN CK5793 549300M8ZYFG0OCMTT87 2057-10-15 4.210000 0.00 2250000.00 2060405.61 Agency Mortgage-Backed Securities GNPL PN CL5345 549300M8ZYFG0OCMTT87 2057-07-15 4.230000 0.00 2379200.00 2177072.85 Agency Mortgage-Backed Securities GNPL PN CL4941 549300M8ZYFG0OCMTT87 2057-08-15 3.270000 0.00 7241160.00 6143381.01 Agency Mortgage-Backed Securities GNII SF CM2585 C 549300M8ZYFG0OCMTT87 2044-10-20 4.000000 0.00 2451088.00 1655679.03 Agency Mortgage-Backed Securities GNPL PN CM4402 549300M8ZYFG0OCMTT87 2057-12-15 4.420000 0.00 6409700.00 5934705.16 Agency Mortgage-Backed Securities GNCL CL CN0092 549300M8ZYFG0OCMTT87 2064-07-15 5.720000 0.00 8756800.00 8628880.67 Agency Mortgage-Backed Securities GNPL PN CN0095 549300M8ZYFG0OCMTT87 2058-06-15 4.820000 0.00 6500000.00 6101193.79 Agency Mortgage-Backed Securities GNCL CL CN0079 549300M8ZYFG0OCMTT87 2063-09-15 4.600000 0.00 3420999.00 3181279.34 Agency Mortgage-Backed Securities GNMI SF AE8309 X 549300M8ZYFG0OCMTT87 2044-04-15 4.000000 0.00 27032000.00 1916879.33 Agency Mortgage-Backed Securities GNII SF AL6980 C 549300M8ZYFG0OCMTT87 2045-03-20 4.000000 0.00 1853854.00 255268.47 Agency Mortgage-Backed Securities GNMI SF AP3908 X 549300M8ZYFG0OCMTT87 2045-09-15 4.500000 0.00 391000.00 110900.94 Agency Mortgage-Backed Securities GNPL PN CS8164 549300M8ZYFG0OCMTT87 2053-02-15 5.090000 0.00 3000000.00 2897239.24 Agency Mortgage-Backed Securities GNII SF CY9043 C 549300M8ZYFG0OCMTT87 2054-03-20 6.500000 0.00 6142792.00 6228922.08 Agency Mortgage-Backed Securities GNII SF DA0725 C 549300M8ZYFG0OCMTT87 2054-04-20 6.500000 0.00 1133810.00 1164828.56 Agency Mortgage-Backed Securities GNII SF DA8434 C 549300M8ZYFG0OCMTT87 2054-03-20 5.500000 0.00 35229824.00 35090042.99 Agency Mortgage-Backed Securities GNII SF DB1019 C 549300M8ZYFG0OCMTT87 2054-03-20 5.500000 0.00 1725234.00 1718652.44 Agency Mortgage-Backed Securities GNII JM 004768 M 549300M8ZYFG0OCMTT87 2040-08-20 5.000000 0.00 5792024.00 31436.97 Agency Mortgage-Backed Securities GNII SF 005189 M 549300M8ZYFG0OCMTT87 2039-04-20 6.000000 0.00 1502378.00 44645.18 Agency Mortgage-Backed Securities GNMI SF 470009 X 549300M8ZYFG0OCMTT87 2041-09-15 4.000000 0.00 5905000.00 573513.77 Agency Mortgage-Backed Securities GNMI SF 720178 X 549300M8ZYFG0OCMTT87 2039-06-15 5.000000 0.00 92133.00 11196.57 Agency Mortgage-Backed Securities GNMI SF 733749 X 549300M8ZYFG0OCMTT87 2040-06-15 5.000000 0.00 50004000.00 2938948.77 Agency Mortgage-Backed Securities GNMI SF 733989 X 549300M8ZYFG0OCMTT87 2040-10-15 4.000000 0.00 2000000.00 141071.98 Agency Mortgage-Backed Securities GNMI SF 747934 X 549300M8ZYFG0OCMTT87 2040-12-15 4.000000 0.00 1000000.00 48833.48 Agency Mortgage-Backed Securities GNMI SP 781603 X 549300M8ZYFG0OCMTT87 2033-05-15 5.000000 0.00 3500000.00 37688.56 Agency Mortgage-Backed Securities GNII SP 785992 C 549300M8ZYFG0OCMTT87 2050-10-20 2.500000 0.00 22650624.00 15336552.80 Agency Mortgage-Backed Securities GNII SP 786618 C 549300M8ZYFG0OCMTT87 2046-11-20 3.000000 0.00 18623616.00 14685063.64 Agency Mortgage-Backed Securities GNMI SF 753726 X 549300M8ZYFG0OCMTT87 2040-09-15 4.500000 0.00 6082808.00 271787.58 Agency Mortgage-Backed Securities GNMI SF 614192 X 549300M8ZYFG0OCMTT87 2033-09-15 5.000000 0.00 1396988.00 23107.30 Agency Mortgage-Backed Securities GNMI SF 616874 X 549300M8ZYFG0OCMTT87 2035-01-15 4.000000 0.00 4471832.00 538439.40 Agency Mortgage-Backed Securities GNMI SF 647761 X 549300M8ZYFG0OCMTT87 2035-08-15 4.500000 0.00 294949.00 32319.41 Agency Mortgage-Backed Securities GNMI SF 697924 X 549300M8ZYFG0OCMTT87 2039-03-15 5.000000 0.00 49711552.00 1633762.24 Agency Mortgage-Backed Securities GNMI SF 712858 X 549300M8ZYFG0OCMTT87 2039-11-15 4.500000 0.00 284461.00 24649.58 Agency Mortgage-Backed Securities GNRA 2018-099 AN 549300M8ZYFG0OCMTT87 2059-09-16 3.200000 0.00 21000000.00 3916643.76 Agency Collateralized Mortgage Obligation GNRA 2023-055 CG 549300M8ZYFG0OCMTT87 2051-07-20 7.475310 0.00 346750.00 341533.28 Agency Collateralized Mortgage Obligation FNMS 05.500 CL992755 B1V7KEBTPIMZEU4LTD58 2038-10-01 5.500000 0.00 2607500.00 153104.62 Agency Mortgage-Backed Securities FNMS 06.000 CLAA8729 B1V7KEBTPIMZEU4LTD58 2039-06-01 6.000000 0.00 160000.00 9119.91 Agency Mortgage-Backed Securities FNMS 04.500 CLAB0047 B1V7KEBTPIMZEU4LTD58 2035-04-01 4.500000 0.00 16500000.00 405408.49 Agency Mortgage-Backed Securities FNMS 04.000 CLAB1801 B1V7KEBTPIMZEU4LTD58 2040-11-01 4.000000 0.00 995750.00 83914.60 Agency Mortgage-Backed Securities FNMS 04.000 CKAB5244 B1V7KEBTPIMZEU4LTD58 2042-05-01 4.000000 0.00 1000000.00 20832.85 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9462 B1V7KEBTPIMZEU4LTD58 2043-05-01 3.000000 0.00 592625.00 142130.62 Agency Mortgage-Backed Securities FNMS 05.500 CLAC5856 B1V7KEBTPIMZEU4LTD58 2040-05-01 5.500000 0.00 2440320.00 194296.47 Agency Mortgage-Backed Securities FNMS 05.000 CLAC8444 B1V7KEBTPIMZEU4LTD58 2040-01-01 5.000000 0.00 2335000.00 143473.34 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0200 B1V7KEBTPIMZEU4LTD58 2029-10-01 4.500000 0.00 5416656.00 114862.77 Agency Mortgage-Backed Securities FNMS 04.000 CIMA0678 B1V7KEBTPIMZEU4LTD58 2026-03-01 4.000000 0.00 1000000.00 12138.63 Agency Mortgage-Backed Securities FNMS 03.500 CTMA1010 B1V7KEBTPIMZEU4LTD58 2032-03-01 3.500000 0.00 5800000.00 436518.38 Agency Mortgage-Backed Securities FNMS 03.000 CKMA2248 B1V7KEBTPIMZEU4LTD58 2045-04-01 3.000000 0.00 15000000.00 878645.71 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2371 B1V7KEBTPIMZEU4LTD58 2045-08-01 4.000000 0.00 317000.00 36222.26 Agency Mortgage-Backed Securities FNMS 04.500 CQMA3471 B1V7KEBTPIMZEU4LTD58 2048-08-01 4.500000 0.00 122200.00 24526.34 Agency Mortgage-Backed Securities FNMS 04.000 CTMA3519 B1V7KEBTPIMZEU4LTD58 2038-11-01 4.000000 0.00 2200000.00 249230.01 Agency Mortgage-Backed Securities FNMS 02.500 CLMA2781 B1V7KEBTPIMZEU4LTD58 2046-10-01 2.500000 0.00 160000.00 34326.45 Agency Mortgage-Backed Securities FNMS 03.000 CJMA2797 B1V7KEBTPIMZEU4LTD58 2031-09-01 3.000000 0.00 1069898.00 278265.02 Agency Mortgage-Backed Securities FNMS 03.000 CVMA2886 B1V7KEBTPIMZEU4LTD58 2031-12-01 3.000000 0.00 2396732.00 549118.18 Agency Mortgage-Backed Securities FNMS 04.000 CTMA2914 B1V7KEBTPIMZEU4LTD58 2037-02-01 4.000000 0.00 496349.00 79817.04 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3098 B1V7KEBTPIMZEU4LTD58 2032-08-01 3.500000 0.00 325000.00 42716.18 Agency Mortgage-Backed Securities FNMS 03.500 CTMA3309 B1V7KEBTPIMZEU4LTD58 2038-03-01 3.500000 0.00 893000.00 144234.51 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4418 B1V7KEBTPIMZEU4LTD58 2036-09-01 2.000000 0.00 300000.00 189282.04 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3663 B1V7KEBTPIMZEU4LTD58 2049-05-01 3.500000 0.00 411186.00 33803.93 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3745 B1V7KEBTPIMZEU4LTD58 2049-08-01 3.500000 0.00 60000.00 6715.60 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3905 B1V7KEBTPIMZEU4LTD58 2050-01-01 3.000000 0.00 180000.00 34564.41 Agency Mortgage-Backed Securities FNMS 04.500 CKMA3978 B1V7KEBTPIMZEU4LTD58 2050-03-01 4.500000 0.00 1067892.00 178018.98 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4019 B1V7KEBTPIMZEU4LTD58 2050-05-01 2.500000 0.00 1134000.00 372159.95 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4026 B1V7KEBTPIMZEU4LTD58 2050-05-01 4.000000 0.00 693372.00 151836.53 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4119 B1V7KEBTPIMZEU4LTD58 2050-09-01 2.000000 0.00 1104000.00 575671.91 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4123 B1V7KEBTPIMZEU4LTD58 2035-09-01 2.000000 0.00 2250000.00 933631.01 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1024 B1V7KEBTPIMZEU4LTD58 2051-07-01 2.500000 0.00 5760928.00 3771065.75 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1276 B1V7KEBTPIMZEU4LTD58 2051-08-01 2.500000 0.00 505000.00 341084.55 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1878 B1V7KEBTPIMZEU4LTD58 2051-10-01 3.000000 0.00 500000.00 340430.93 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2079 B1V7KEBTPIMZEU4LTD58 2051-11-01 2.000000 0.00 652637.00 430810.12 Agency Mortgage-Backed Securities FNMS 02.500 CTCB2113 B1V7KEBTPIMZEU4LTD58 2041-11-01 2.500000 0.00 100000.00 72310.86 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2312 B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 0.00 389555.00 275164.39 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3582 B1V7KEBTPIMZEU4LTD58 2052-05-01 3.000000 0.00 144000.00 109832.43 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3164 B1V7KEBTPIMZEU4LTD58 2052-03-01 2.500000 0.00 1059834.00 752544.43 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3169 B1V7KEBTPIMZEU4LTD58 2052-03-01 3.000000 0.00 125000.00 94404.12 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3234 B1V7KEBTPIMZEU4LTD58 2052-04-01 3.000000 0.00 318000.00 233978.98 Agency Mortgage-Backed Securities FNMS 01.500 CICB3244 B1V7KEBTPIMZEU4LTD58 2037-01-01 1.500000 0.00 33360.00 22888.64 Agency Mortgage-Backed Securities FNMS 06.000 CLCB4426 B1V7KEBTPIMZEU4LTD58 2052-08-01 6.000000 0.00 3794928.00 3279950.29 Agency Mortgage-Backed Securities FNMS 06.000 CLCB4429 B1V7KEBTPIMZEU4LTD58 2052-08-01 6.000000 0.00 3626092.00 2961795.24 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3771 B1V7KEBTPIMZEU4LTD58 2052-06-01 3.500000 0.00 1255394.00 998956.08 Agency Mortgage-Backed Securities FNMS 03.000 CLCB4109 B1V7KEBTPIMZEU4LTD58 2052-07-01 3.000000 0.00 7440200.00 5896318.26 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4115 B1V7KEBTPIMZEU4LTD58 2052-07-01 3.500000 0.00 4020780.00 3231881.42 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4365 B1V7KEBTPIMZEU4LTD58 2052-08-01 3.500000 0.00 151187.00 120279.04 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5646 B1V7KEBTPIMZEU4LTD58 2053-02-01 5.500000 0.00 78783232.00 72353838.14 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5712 B1V7KEBTPIMZEU4LTD58 2053-02-01 6.500000 0.00 18804704.00 16219864.31 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6616 B1V7KEBTPIMZEU4LTD58 2053-06-01 6.000000 0.00 29831488.00 28441478.09 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6628 B1V7KEBTPIMZEU4LTD58 2053-06-01 5.000000 0.00 4098408.00 3874622.46 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6745 B1V7KEBTPIMZEU4LTD58 2053-07-01 5.500000 0.00 72606208.00 65416757.51 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6924 B1V7KEBTPIMZEU4LTD58 2053-08-01 6.000000 0.00 52137600.00 48627152.57 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8022 B1V7KEBTPIMZEU4LTD58 2054-02-01 6.500000 0.00 139590912.00 138481463.69 Agency Mortgage-Backed Securities FNMS 04.000 CLCB7316 B1V7KEBTPIMZEU4LTD58 2053-10-01 4.000000 0.00 21000.00 18762.30 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8639 B1V7KEBTPIMZEU4LTD58 2054-06-01 5.500000 0.00 151946752.00 151426638.27 Agency Mortgage-Backed Securities FNMS 03.000 CIFM1649 B1V7KEBTPIMZEU4LTD58 2030-07-01 3.000000 0.00 792000.00 185452.62 Agency Mortgage-Backed Securities FNMS 03.000 CTFM2025 B1V7KEBTPIMZEU4LTD58 2039-11-01 3.000000 0.00 4444384.00 1242832.04 Agency Mortgage-Backed Securities FNMS 03.000 CIFM2072 B1V7KEBTPIMZEU4LTD58 2031-12-01 3.000000 0.00 687910.00 147520.17 Agency Mortgage-Backed Securities FNMS 04.000 CIFM2867 B1V7KEBTPIMZEU4LTD58 2034-03-01 4.000000 0.00 3589000.00 1127349.95 Agency Mortgage-Backed Securities FNMS 03.500 CTFM3062 B1V7KEBTPIMZEU4LTD58 2039-04-01 3.500000 0.00 11217160.00 2011018.82 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5286 S6XOOCT0IEG5ABCC6L87 2051-05-01 2.500000 0.00 560000.00 349133.66 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5925 S6XOOCT0IEG5ABCC6L87 2051-09-01 2.500000 0.00 40800000.00 27204500.11 Agency Mortgage-Backed Securities FEPC 03.000 CLRA6015 S6XOOCT0IEG5ABCC6L87 2051-10-01 3.000000 0.00 65807.00 46612.67 Agency Mortgage-Backed Securities FEPC 02.000 CLRA6332 S6XOOCT0IEG5ABCC6L87 2051-11-01 2.000000 0.00 100000.00 66859.47 Agency Mortgage-Backed Securities FEPC 02.000 CLRA6308 S6XOOCT0IEG5ABCC6L87 2051-11-01 2.000000 0.00 9000.00 6013.44 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6478 S6XOOCT0IEG5ABCC6L87 2051-12-01 2.500000 0.00 1029680.00 807055.94 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6562 S6XOOCT0IEG5ABCC6L87 2052-01-01 2.500000 0.00 100000.00 67233.73 Agency Mortgage-Backed Securities FEPC 03.000 CLRA6704 S6XOOCT0IEG5ABCC6L87 2052-02-01 3.000000 0.00 978986.00 704438.10 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6815 S6XOOCT0IEG5ABCC6L87 2052-02-01 2.500000 0.00 451000.00 310448.12 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7788 S6XOOCT0IEG5ABCC6L87 2052-08-01 5.000000 0.00 113855232.00 99266133.27 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8421 S6XOOCT0IEG5ABCC6L87 2053-01-01 6.000000 0.00 8000000.00 6824861.70 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8757 S6XOOCT0IEG5ABCC6L87 2053-03-01 5.500000 0.00 2165840.00 1959071.35 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9876 S6XOOCT0IEG5ABCC6L87 2053-09-01 5.500000 0.00 889329.00 859484.50 Agency Mortgage-Backed Securities FEPC 06.500 CLRA9079 S6XOOCT0IEG5ABCC6L87 2053-05-01 6.500000 0.00 100000.00 96342.37 Agency Mortgage-Backed Securities FEPC 03.000 CLRA9595 S6XOOCT0IEG5ABCC6L87 2053-04-01 3.000000 0.00 1111720.00 939776.35 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3275 B1V7KEBTPIMZEU4LTD58 2052-04-01 3.000000 0.00 79000.00 61943.96 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8244 S6XOOCT0IEG5ABCC6L87 2052-09-01 4.000000 0.00 967000.00 814955.48 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8244 S6XOOCT0IEG5ABCC6L87 2052-09-01 4.000000 0.00 27000.00 22754.70 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8246 S6XOOCT0IEG5ABCC6L87 2052-09-01 5.000000 0.00 4700000.00 4025072.36 Agency Mortgage-Backed Securities FEPC 04.500 CLZL7795 S6XOOCT0IEG5ABCC6L87 2044-02-01 4.500000 0.00 635000.00 81577.26 Agency Mortgage-Backed Securities FEPC 03.500 CLZL8294 S6XOOCT0IEG5ABCC6L87 2044-07-01 3.500000 0.00 85064.00 20438.13 Agency Mortgage-Backed Securities FEPC 04.000 CLZL8634 S6XOOCT0IEG5ABCC6L87 2044-10-01 4.000000 0.00 590000.00 95064.58 Agency Mortgage-Backed Securities FEPC 04.500 CLZL9427 S6XOOCT0IEG5ABCC6L87 2045-04-01 4.500000 0.00 1059368.00 419604.65 Agency Mortgage-Backed Securities FEPC 04.000 CLZM0056 S6XOOCT0IEG5ABCC6L87 2045-09-01 4.000000 0.00 110466.00 23538.81 Agency Mortgage-Backed Securities FEPC 04.000 CLZM0612 S6XOOCT0IEG5ABCC6L87 2045-12-01 4.000000 0.00 73060.00 17840.00 Agency Mortgage-Backed Securities FEPC 04.000 CLZM0613 S6XOOCT0IEG5ABCC6L87 2045-12-01 4.000000 0.00 82279.00 13253.30 Agency Mortgage-Backed Securities FEPC 03.000 CLZM2276 S6XOOCT0IEG5ABCC6L87 2046-12-01 3.000000 0.00 189634.00 61909.41 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3349 S6XOOCT0IEG5ABCC6L87 2047-05-01 4.500000 0.00 349383.00 32379.41 Agency Mortgage-Backed Securities FEPC 05.000 CLZM3360 S6XOOCT0IEG5ABCC6L87 2047-06-01 5.000000 0.00 1032038.00 88111.30 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4438 S6XOOCT0IEG5ABCC6L87 2047-10-01 4.500000 0.00 21163.00 7660.42 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4629 S6XOOCT0IEG5ABCC6L87 2045-09-01 3.000000 0.00 2389800.00 385764.42 Agency Mortgage-Backed Securities FEPC 05.500 CTZS8909 S6XOOCT0IEG5ABCC6L87 2029-02-01 5.500000 0.00 18000000.00 125721.90 Agency Mortgage-Backed Securities FEPC 03.500 CIZS8523 S6XOOCT0IEG5ABCC6L87 2029-04-01 3.500000 0.00 570312.00 41375.40 Agency Mortgage-Backed Securities FEPC 03.000 CIZS8602 S6XOOCT0IEG5ABCC6L87 2031-03-01 3.000000 0.00 4000000.00 525909.71 Agency Mortgage-Backed Securities FEPC 03.500 CIZS8670 S6XOOCT0IEG5ABCC6L87 2032-09-01 3.500000 0.00 172000.00 27555.32 Agency Mortgage-Backed Securities FEPC 03.000 CLZS9822 S6XOOCT0IEG5ABCC6L87 2046-09-01 3.000000 0.00 145350.00 39402.57 Agency Mortgage-Backed Securities FEPC 04.000 CTZS9231 S6XOOCT0IEG5ABCC6L87 2036-10-01 4.000000 0.00 116000.00 25938.19 Agency Mortgage-Backed Securities FEPC 03.000 CLZS9384 S6XOOCT0IEG5ABCC6L87 2043-10-01 3.000000 0.00 513000.00 129769.73 Agency Mortgage-Backed Securities FEPC 04.000 CLZS9920 S6XOOCT0IEG5ABCC6L87 2045-01-01 4.000000 0.00 435000.00 98507.16 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0659 S6XOOCT0IEG5ABCC6L87 2051-07-01 3.000000 0.00 390990.00 250477.54 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0742 S6XOOCT0IEG5ABCC6L87 2051-11-01 2.500000 0.00 565000.00 390724.22 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1087 S6XOOCT0IEG5ABCC6L87 2052-06-01 3.500000 0.00 58000.00 47436.99 Agency Mortgage-Backed Securities FEPC 03.000 CLSD1079 S6XOOCT0IEG5ABCC6L87 2052-06-01 3.000000 0.00 2667752.00 2024370.97 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1325 S6XOOCT0IEG5ABCC6L87 2052-08-01 4.000000 0.00 792000.00 666364.46 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1561 S6XOOCT0IEG5ABCC6L87 2052-09-01 5.000000 0.00 1342366.00 1110705.73 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2605 S6XOOCT0IEG5ABCC6L87 2053-04-01 5.500000 0.00 1158330.00 1064312.91 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1809 S6XOOCT0IEG5ABCC6L87 2052-09-01 4.500000 0.00 1460000.00 1246773.98 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2035-10-01 3.550000 0.00 761000.00 665912.35 Agency Collateralized Mortgage Obligation FEPC 03.000 CLQA2244 S6XOOCT0IEG5ABCC6L87 2046-07-01 3.000000 0.00 256817664.00 55885476.05 Agency Mortgage-Backed Securities 03.000 FGPC G60989 G S6XOOCT0IEG5ABCC6L87 2046-12-01 3.000000 0.00 82000.00 21274.46 Agency Mortgage-Backed Securities 04.000 FGPC G61455 G S6XOOCT0IEG5ABCC6L87 2046-03-01 4.000000 0.00 140000.00 38423.28 Agency Mortgage-Backed Securities FEPC 03.500 CLQB1355 S6XOOCT0IEG5ABCC6L87 2050-07-01 3.500000 0.00 130000.00 49922.33 Agency Mortgage-Backed Securities FEPC 03.000 CLQB6542 S6XOOCT0IEG5ABCC6L87 2050-12-01 3.000000 0.00 2094156.00 1129462.87 Agency Mortgage-Backed Securities FEPC 02.500 CLQC9909 S6XOOCT0IEG5ABCC6L87 2051-10-01 2.500000 0.00 266447.00 206902.50 Agency Mortgage-Backed Securities FEPC 02.000 CLQD2129 S6XOOCT0IEG5ABCC6L87 2051-11-01 2.000000 0.00 4259540.00 2950389.00 Agency Mortgage-Backed Securities FEPC 02.000 CLQD4258 S6XOOCT0IEG5ABCC6L87 2052-01-01 2.000000 0.00 2219168.00 1643834.87 Agency Mortgage-Backed Securities FEPC 02.000 CLQD5620 S6XOOCT0IEG5ABCC6L87 2052-02-01 2.000000 0.00 100000.00 68014.62 Agency Mortgage-Backed Securities FEPC 02.500 CLQD6398 S6XOOCT0IEG5ABCC6L87 2052-02-01 2.500000 0.00 267181.00 197455.54 Agency Mortgage-Backed Securities FEPC 02.500 CLQD8152 S6XOOCT0IEG5ABCC6L87 2052-03-01 2.500000 0.00 482656.00 333380.66 Agency Mortgage-Backed Securities FEPC 02.500 CLQE1102 S6XOOCT0IEG5ABCC6L87 2052-04-01 2.500000 0.00 3483048.00 2647615.98 Agency Mortgage-Backed Securities FEPC 05.000 CLQE2366 S6XOOCT0IEG5ABCC6L87 2052-05-01 5.000000 0.00 60000.00 50488.78 Agency Mortgage-Backed Securities FEPC 04.000 CLQE3682 S6XOOCT0IEG5ABCC6L87 2052-06-01 4.000000 0.00 358000.00 312888.26 Agency Mortgage-Backed Securities FEPC 04.000 CLQE6919 S6XOOCT0IEG5ABCC6L87 2052-07-01 4.000000 0.00 504067.00 452161.98 Agency Mortgage-Backed Securities FEPC 03.500 CLQE8277 S6XOOCT0IEG5ABCC6L87 2052-07-01 3.500000 0.00 129306.00 111794.16 Agency Mortgage-Backed Securities FEPC 06.000 CLQF0190 S6XOOCT0IEG5ABCC6L87 2052-09-01 6.000000 0.00 1493786.00 1373939.95 Agency Mortgage-Backed Securities FEPC 04.500 CLQF1431 S6XOOCT0IEG5ABCC6L87 2052-10-01 4.500000 0.00 838339.00 664902.98 Agency Mortgage-Backed Securities FEPC 05.500 CLQF2209 S6XOOCT0IEG5ABCC6L87 2052-10-01 5.500000 0.00 2621750.00 2553654.27 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5592 S6XOOCT0IEG5ABCC6L87 2052-12-01 5.500000 0.00 5294136.00 4272729.09 Agency Mortgage-Backed Securities FEPC 04.500 CLQF5886 S6XOOCT0IEG5ABCC6L87 2053-01-01 4.500000 0.00 101175.00 91102.25 Agency Mortgage-Backed Securities FEPC 05.500 CLQG9402 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.500000 0.00 2081404.00 2051139.92 Agency Mortgage-Backed Securities FEPC 05.500 CLQH0114 S6XOOCT0IEG5ABCC6L87 2053-08-01 5.500000 0.00 2504750.00 1358544.47 Agency Mortgage-Backed Securities FEPC 05.500 CLQH2093 S6XOOCT0IEG5ABCC6L87 2053-10-01 5.500000 0.00 1886840.00 1871332.15 Agency Mortgage-Backed Securities FEPC 06.000 CLQH6110 S6XOOCT0IEG5ABCC6L87 2053-12-01 6.000000 0.00 2005680.00 1869936.16 Agency Mortgage-Backed Securities FEPC 02.500 CNQS0119 S6XOOCT0IEG5ABCC6L87 2030-10-01 2.500000 0.00 1370032.00 560819.87 Agency Mortgage-Backed Securities FEPC 04.000 CLRA1037 S6XOOCT0IEG5ABCC6L87 2049-07-01 4.000000 0.00 1995000.00 418586.11 Agency Mortgage-Backed Securities FEPC 04.500 CLRA1999 S6XOOCT0IEG5ABCC6L87 2050-01-01 4.500000 0.00 319470.00 61287.10 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5285 S6XOOCT0IEG5ABCC6L87 2051-05-01 2.500000 0.00 137628.00 81598.12 Agency Mortgage-Backed Securities FNMS 02.500 CLBU3083 B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 0.00 1089708.00 771461.96 Agency Mortgage-Backed Securities FNMS 07.000 CLBU4257 B1V7KEBTPIMZEU4LTD58 2053-11-01 7.000000 0.00 2533070.00 2515207.55 Agency Mortgage-Backed Securities FNMS 02.500 CLBU5890 B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 0.00 39725.00 25420.50 Agency Mortgage-Backed Securities GNII SF MA8346 M 549300M8ZYFG0OCMTT87 2052-10-20 4.000000 0.00 28695136.00 24493774.39 Agency Mortgage-Backed Securities GNII SF MA8429 M 549300M8ZYFG0OCMTT87 2052-10-20 5.500000 0.00 50000000.00 44009842.68 Agency Mortgage-Backed Securities GNII SF MA8490 M 549300M8ZYFG0OCMTT87 2052-12-20 5.000000 0.00 40353728.00 35907037.34 Agency Mortgage-Backed Securities GNII SF MA8648 M 549300M8ZYFG0OCMTT87 2052-11-20 5.500000 0.00 67391104.00 60114338.30 Agency Mortgage-Backed Securities GNII SF MA8648 M 549300M8ZYFG0OCMTT87 2052-11-20 5.500000 0.00 119119104.00 106256845.35 Agency Mortgage-Backed Securities GNII SF MA9018 M 549300M8ZYFG0OCMTT87 2053-07-20 6.000000 0.00 177799168.00 162304804.38 Agency Mortgage-Backed Securities GNII SF MA9107 M 549300M8ZYFG0OCMTT87 2053-08-20 6.000000 0.00 33079560.00 30895991.97 Agency Mortgage-Backed Securities GNII SF MA9172 M 549300M8ZYFG0OCMTT87 2053-08-20 6.000000 0.00 105113472.00 100775012.47 Agency Mortgage-Backed Securities GNII SF MA9242 M 549300M8ZYFG0OCMTT87 2053-09-20 6.000000 0.00 115291136.00 113003762.14 Agency Mortgage-Backed Securities GNII SF MA9243 M 549300M8ZYFG0OCMTT87 2053-10-20 6.500000 0.00 107149568.00 104160507.22 Agency Mortgage-Backed Securities GNII SF MA9307 M 549300M8ZYFG0OCMTT87 2053-11-20 6.500000 0.00 27407872.00 27268854.09 Agency Mortgage-Backed Securities GNPL PN BB4404 549300M8ZYFG0OCMTT87 2061-03-15 3.800000 0.00 146689.00 130134.96 Agency Mortgage-Backed Securities GNMI SF BE1661 X 549300M8ZYFG0OCMTT87 2048-04-15 3.500000 0.00 1468422.00 999995.03 Agency Mortgage-Backed Securities GNPL PN CN2441 549300M8ZYFG0OCMTT87 2057-06-15 3.410000 0.00 8148600.00 7012927.50 Agency Mortgage-Backed Securities GNPL PN CN7028 549300M8ZYFG0OCMTT87 2057-12-15 4.360000 0.00 6449200.00 6183956.90 Agency Mortgage-Backed Securities GNPL PN CO3174 549300M8ZYFG0OCMTT87 2057-08-15 3.750000 0.00 4202128.00 3701007.18 Agency Mortgage-Backed Securities GNPL PN CO3158 549300M8ZYFG0OCMTT87 2057-07-15 3.240000 0.00 30632896.00 26042016.78 Agency Mortgage-Backed Securities GNPL PN CP3639 549300M8ZYFG0OCMTT87 2057-10-15 4.480000 0.00 1153700.00 1093398.43 Agency Mortgage-Backed Securities GNPL PN CP7211 549300M8ZYFG0OCMTT87 2057-09-15 4.340000 0.00 8500000.00 7664267.46 Agency Mortgage-Backed Securities GNPL PN CP7212 549300M8ZYFG0OCMTT87 2057-10-15 3.830000 0.00 29358800.00 26047064.24 Agency Mortgage-Backed Securities GNPL PN CP7958 549300M8ZYFG0OCMTT87 2053-02-15 4.850000 0.00 3000000.00 2851795.22 Agency Mortgage-Backed Securities GNII SF BI4490 C 549300M8ZYFG0OCMTT87 2048-11-20 5.000000 0.00 3935080.00 1378544.84 Agency Mortgage-Backed Securities GNII SF BM5458 C 549300M8ZYFG0OCMTT87 2049-07-20 4.000000 0.00 154000.00 30679.74 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4177 B1V7KEBTPIMZEU4LTD58 2040-11-01 2.500000 0.00 400000.00 196497.50 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4184 B1V7KEBTPIMZEU4LTD58 2050-11-01 3.000000 0.00 635000.00 241249.18 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4209 B1V7KEBTPIMZEU4LTD58 2050-12-01 1.500000 0.00 1217450.00 721306.64 Agency Mortgage-Backed Securities FNMS 07.000 CLMA5274 B1V7KEBTPIMZEU4LTD58 2054-02-01 7.000000 0.00 425165.00 399416.44 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5326 B1V7KEBTPIMZEU4LTD58 2054-04-01 4.500000 0.00 110000.00 103246.90 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5341 B1V7KEBTPIMZEU4LTD58 2054-04-01 4.000000 0.00 10000.00 9106.77 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4566 B1V7KEBTPIMZEU4LTD58 2037-03-01 1.500000 0.00 1239066.00 853714.21 Agency Mortgage-Backed Securities FNMS 03.000 CTMA4632 B1V7KEBTPIMZEU4LTD58 2042-06-01 3.000000 0.00 1100000.00 857350.14 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4839 B1V7KEBTPIMZEU4LTD58 2052-12-01 4.000000 0.00 109000.00 93475.44 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4867 B1V7KEBTPIMZEU4LTD58 2053-01-01 4.500000 0.00 194570240.00 173193247.32 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4933 B1V7KEBTPIMZEU4LTD58 2053-02-01 3.500000 0.00 10000.00 8368.82 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4978 B1V7KEBTPIMZEU4LTD58 2053-04-01 5.000000 0.00 899806.00 806935.51 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4967 B1V7KEBTPIMZEU4LTD58 2053-02-01 3.000000 0.00 21309.00 17804.14 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5000 B1V7KEBTPIMZEU4LTD58 2053-04-01 3.500000 0.00 184318.00 159731.59 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5108 B1V7KEBTPIMZEU4LTD58 2053-08-01 6.000000 0.00 95025600.00 87846331.99 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5406 B1V7KEBTPIMZEU4LTD58 2039-06-01 4.500000 0.00 14873024.00 14549791.33 Agency Mortgage-Backed Securities FNMS 07.000 CLAD0537 B1V7KEBTPIMZEU4LTD58 2033-10-01 7.000000 0.00 19533920.00 868486.88 Agency Mortgage-Backed Securities FNMS 06.000 CLAE0028 B1V7KEBTPIMZEU4LTD58 2039-10-01 6.000000 0.00 10245000.00 180870.12 Agency Mortgage-Backed Securities FNMS 06.000 CLAE0947 B1V7KEBTPIMZEU4LTD58 2038-10-01 6.000000 0.00 1145544.00 25039.36 Agency Mortgage-Backed Securities FNMS 04.000 CLAE8440 B1V7KEBTPIMZEU4LTD58 2040-11-01 4.000000 0.00 586056.00 53517.77 Agency Mortgage-Backed Securities FNMS 04.000 CLAE8783 B1V7KEBTPIMZEU4LTD58 2040-12-01 4.000000 0.00 49765.00 6050.56 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0197 S6XOOCT0IEG5ABCC6L87 2053-11-01 6.500000 0.00 81736448.00 79357749.33 Agency Mortgage-Backed Securities GNMI SF 770478 X 549300M8ZYFG0OCMTT87 2041-08-15 4.500000 0.00 120000.00 5614.47 Agency Mortgage-Backed Securities GNMI SF AA0050 X 549300M8ZYFG0OCMTT87 2042-04-15 2.990000 0.00 627673.00 210616.77 Agency Mortgage-Backed Securities GNMI SF AB2871 X 549300M8ZYFG0OCMTT87 2042-09-15 3.000000 0.00 400000.00 77501.07 Agency Mortgage-Backed Securities GNII SF MA0006 M 549300M8ZYFG0OCMTT87 2027-04-20 2.500000 0.00 223393.00 7055.36 Agency Mortgage-Backed Securities GNII SF MA1289 M 549300M8ZYFG0OCMTT87 2043-09-20 5.500000 0.00 375000.00 24287.28 Agency Mortgage-Backed Securities GNII SF MA2149 M 549300M8ZYFG0OCMTT87 2044-08-20 4.000000 0.00 227242752.00 16772001.03 Agency Mortgage-Backed Securities GNII SF MA2373 M 549300M8ZYFG0OCMTT87 2044-11-20 4.500000 0.00 99685248.00 6384671.16 Agency Mortgage-Backed Securities GNII SF MA3736 M 549300M8ZYFG0OCMTT87 2046-06-20 3.500000 0.00 48365.00 5893.51 Agency Mortgage-Backed Securities GNII SF MA4511 M 549300M8ZYFG0OCMTT87 2047-06-20 4.000000 0.00 325155600.00 35708209.00 Agency Mortgage-Backed Securities GNII SF MA7108 M 549300M8ZYFG0OCMTT87 2036-01-20 3.000000 0.00 507935.00 231183.45 Agency Mortgage-Backed Securities GNII SF MA7054 M 549300M8ZYFG0OCMTT87 2050-12-20 3.500000 0.00 326352896.00 128484265.36 Agency Mortgage-Backed Securities GNII SF MA7314 M 549300M8ZYFG0OCMTT87 2051-03-20 3.500000 0.00 126247040.00 59905927.72 Agency Mortgage-Backed Securities GNII SF MA7315 M 549300M8ZYFG0OCMTT87 2051-04-20 4.000000 0.00 89093120.00 39967042.53 Agency Mortgage-Backed Securities GNII SF MA7418 M 549300M8ZYFG0OCMTT87 2051-06-20 2.500000 0.00 82000.00 50236.18 Agency Mortgage-Backed Securities GNII SF MA8946 M 549300M8ZYFG0OCMTT87 2053-06-20 4.500000 0.00 29035000.00 26753967.71 Agency Mortgage-Backed Securities GNII SF MA8947 M 549300M8ZYFG0OCMTT87 2053-06-20 5.000000 0.00 40000.00 37731.12 Agency Mortgage-Backed Securities GNII SF MA8268 M 549300M8ZYFG0OCMTT87 2052-09-20 4.500000 0.00 100016000.00 86290285.72 Agency Mortgage-Backed Securities GNII SF BT4119 C 549300M8ZYFG0OCMTT87 2050-06-20 4.000000 0.00 9312288.00 1776130.93 Agency Mortgage-Backed Securities GNPL PN CH0824 549300M8ZYFG0OCMTT87 2038-01-15 5.600000 0.00 7135500.00 6802228.07 Agency Mortgage-Backed Securities FEPC 04.000 CLZL6976 S6XOOCT0IEG5ABCC6L87 2043-09-01 4.000000 0.00 417505.00 93016.24 Agency Mortgage-Backed Securities FEPC 04.000 CLZL7012 S6XOOCT0IEG5ABCC6L87 2043-09-01 4.000000 0.00 8447120.00 2279649.62 Agency Mortgage-Backed Securities FNMS 02.000 CLBU7907 B1V7KEBTPIMZEU4LTD58 2051-12-01 2.000000 0.00 204118.00 148340.72 Agency Mortgage-Backed Securities FNMS 03.500 CLBV4520 B1V7KEBTPIMZEU4LTD58 2052-03-01 3.500000 0.00 2682072.00 1316186.48 Agency Mortgage-Backed Securities FNMS 03.000 CLBV5622 B1V7KEBTPIMZEU4LTD58 2052-06-01 3.000000 0.00 2123736.00 1686836.20 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9003 B1V7KEBTPIMZEU4LTD58 2052-04-01 3.500000 0.00 50381.00 33465.40 Agency Mortgage-Backed Securities FNMS 03.500 CLBW4870 B1V7KEBTPIMZEU4LTD58 2053-04-01 3.500000 0.00 49171.00 40883.85 Agency Mortgage-Backed Securities FNMS 04.500 CLBW5142 B1V7KEBTPIMZEU4LTD58 2052-10-01 4.500000 0.00 324861.00 282283.33 Agency Mortgage-Backed Securities FNMS 05.500 CLBW7102 B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 0.00 3086944.00 2765952.96 Agency Mortgage-Backed Securities FNMS 03.500 CLBW9976 B1V7KEBTPIMZEU4LTD58 2052-09-01 3.500000 0.00 302088.00 245144.58 Agency Mortgage-Backed Securities FNMS 04.500 CLBX3937 B1V7KEBTPIMZEU4LTD58 2053-01-01 4.500000 0.00 447063.00 375758.68 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4210 B1V7KEBTPIMZEU4LTD58 2053-01-01 5.500000 0.00 2368020.00 2110636.13 Agency Mortgage-Backed Securities FNMS 03.000 CLBX4573 B1V7KEBTPIMZEU4LTD58 2053-08-01 3.000000 0.00 36954.00 31117.67 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6108 B1V7KEBTPIMZEU4LTD58 2053-01-01 5.500000 0.00 350683.00 327015.54 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6449 B1V7KEBTPIMZEU4LTD58 2053-02-01 5.500000 0.00 5709168.00 5048170.67 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6637 B1V7KEBTPIMZEU4LTD58 2053-02-01 5.500000 0.00 1472936.00 1367768.33 Agency Mortgage-Backed Securities FNMS 06.000 CLBY1464 B1V7KEBTPIMZEU4LTD58 2053-12-01 6.000000 0.00 16785504.00 16013654.17 Agency Mortgage-Backed Securities FNMS 05.500 CLBY1587 B1V7KEBTPIMZEU4LTD58 2053-05-01 5.500000 0.00 3556060.00 3428250.90 Agency Mortgage-Backed Securities FNMS 05.000 CLBY1971 B1V7KEBTPIMZEU4LTD58 2053-05-01 5.000000 0.00 1021500.00 986042.88 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4493 B1V7KEBTPIMZEU4LTD58 2053-08-01 5.500000 0.00 40149.00 37789.03 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3971 B1V7KEBTPIMZEU4LTD58 2053-06-01 5.500000 0.00 1984350.00 1963731.81 Agency Mortgage-Backed Securities FNMS 04.000 CLBY6641 B1V7KEBTPIMZEU4LTD58 2053-09-01 4.000000 0.00 1777772.00 1601574.52 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6889 B1V7KEBTPIMZEU4LTD58 2053-08-01 5.500000 0.00 5000000.00 4732271.18 Agency Mortgage-Backed Securities FNMS 05.000 CLCA0562 B1V7KEBTPIMZEU4LTD58 2047-10-01 5.000000 0.00 526000.00 60261.29 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1702 B1V7KEBTPIMZEU4LTD58 2048-05-01 4.500000 0.00 47000000.00 13980394.32 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1706 B1V7KEBTPIMZEU4LTD58 2048-05-01 4.500000 0.00 2400000.00 427930.25 Agency Mortgage-Backed Securities FNMS 03.000 CLCA2688 B1V7KEBTPIMZEU4LTD58 2048-04-01 3.000000 0.00 27000.00 5811.06 Agency Mortgage-Backed Securities FNMS 03.500 CICA2272 B1V7KEBTPIMZEU4LTD58 2033-08-01 3.500000 0.00 1000000.00 211891.09 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2374 B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 0.00 136000.00 10127.69 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3051 B1V7KEBTPIMZEU4LTD58 2049-02-01 4.500000 0.00 41018496.00 3784582.56 Agency Mortgage-Backed Securities FNMS 04.500 CTCA4770 B1V7KEBTPIMZEU4LTD58 2039-11-01 4.500000 0.00 1149990.00 255535.50 Agency Mortgage-Backed Securities FNMS 04.500 CLCA5763 B1V7KEBTPIMZEU4LTD58 2050-05-01 4.500000 0.00 12573744.00 4278519.70 Agency Mortgage-Backed Securities FNMS 04.000 CLCA6106 B1V7KEBTPIMZEU4LTD58 2050-06-01 4.000000 0.00 285023.00 72272.90 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6144 B1V7KEBTPIMZEU4LTD58 2050-06-01 2.500000 0.00 275000.00 108284.39 Agency Mortgage-Backed Securities FNMS 04.500 CLCA7086 B1V7KEBTPIMZEU4LTD58 2050-09-01 4.500000 0.00 1570892.00 229550.96 Agency Mortgage-Backed Securities FNMS 02.500 CICA6563 B1V7KEBTPIMZEU4LTD58 2035-08-01 2.500000 0.00 3200000.00 1348751.56 Agency Mortgage-Backed Securities FNMS 03.000 CICA6849 B1V7KEBTPIMZEU4LTD58 2035-08-01 3.000000 0.00 158033.00 79134.63 Agency Mortgage-Backed Securities FNMS 04.000 CICA6851 B1V7KEBTPIMZEU4LTD58 2035-07-01 4.000000 0.00 1291328.00 708263.48 Agency Mortgage-Backed Securities FNMS 04.000 CLCA8637 B1V7KEBTPIMZEU4LTD58 2051-01-01 4.000000 0.00 35000.00 21027.95 Agency Mortgage-Backed Securities FNMS 03.000 CTCA9342 B1V7KEBTPIMZEU4LTD58 2041-02-01 3.000000 0.00 1336492.00 537283.58 Agency Mortgage-Backed Securities FNMS 02.500 CTCA9358 B1V7KEBTPIMZEU4LTD58 2041-03-01 2.500000 0.00 200000.00 127096.71 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0352 B1V7KEBTPIMZEU4LTD58 2051-05-01 2.000000 0.00 2895660.00 1800632.79 Agency Mortgage-Backed Securities FNMS 02.000 CICB0477 B1V7KEBTPIMZEU4LTD58 2036-05-01 2.000000 0.00 123336448.00 70566006.11 Agency Mortgage-Backed Securities FNMS 02.000 CICB0598 B1V7KEBTPIMZEU4LTD58 2036-05-01 2.000000 0.00 125204096.00 77565703.41 Agency Mortgage-Backed Securities FNMS 02.500 CICB1757 B1V7KEBTPIMZEU4LTD58 2036-09-01 2.500000 0.00 130383360.00 80149172.80 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ4926 B1V7KEBTPIMZEU4LTD58 2050-10-01 2.000000 0.00 100000.00 55727.25 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ6332 B1V7KEBTPIMZEU4LTD58 2050-11-01 2.000000 0.00 1541370.00 700432.01 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ6772 B1V7KEBTPIMZEU4LTD58 2051-11-01 2.000000 0.00 608919.00 409708.81 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ7453 B1V7KEBTPIMZEU4LTD58 2051-11-01 2.500000 0.00 532233.00 356554.58 Agency Mortgage-Backed Securities FNMS 02.000 CLBR1823 B1V7KEBTPIMZEU4LTD58 2051-01-01 2.000000 0.00 200000.00 125186.05 Agency Mortgage-Backed Securities FNMS 02.500 CLBR7797 B1V7KEBTPIMZEU4LTD58 2051-04-01 2.500000 0.00 974000.00 614019.62 Agency Mortgage-Backed Securities FNMS 02.000 CLBT2177 B1V7KEBTPIMZEU4LTD58 2052-02-01 2.000000 0.00 78629.00 55955.77 Agency Mortgage-Backed Securities FNMS 03.000 CLBT4657 B1V7KEBTPIMZEU4LTD58 2051-07-01 3.000000 0.00 2374436.00 974925.31 Agency Mortgage-Backed Securities FNMS 02.000 CLBT6597 B1V7KEBTPIMZEU4LTD58 2052-02-01 2.000000 0.00 1281000.00 936388.72 Agency Mortgage-Backed Securities FNMS 05.000 CL833222 B1V7KEBTPIMZEU4LTD58 2035-10-01 5.000000 0.00 1260832.00 13999.24 Agency Mortgage-Backed Securities FNMS 06.000 CL870962 B1V7KEBTPIMZEU4LTD58 2036-11-01 6.000000 0.00 1700000.00 22793.15 Agency Mortgage-Backed Securities FNMS 05.500 CLDA0846 B1V7KEBTPIMZEU4LTD58 2053-11-01 5.500000 0.00 53177.00 52512.06 Agency Mortgage-Backed Securities FNMS 05.500 CLDA1454 B1V7KEBTPIMZEU4LTD58 2053-09-01 5.500000 0.00 1084236.00 1072642.55 Agency Mortgage-Backed Securities FNMS 05.500 CLDA4995 B1V7KEBTPIMZEU4LTD58 2053-11-01 5.500000 0.00 3623472.00 3508267.64 Agency Mortgage-Backed Securities FNMS 06.500 CLDA6036 B1V7KEBTPIMZEU4LTD58 2054-05-01 6.500000 0.00 1153750.00 1183418.35 Agency Mortgage-Backed Securities FNMS 06.500 CLDB2957 B1V7KEBTPIMZEU4LTD58 2054-04-01 6.500000 0.00 8375184.00 8583374.04 Agency Mortgage-Backed Securities FNMS 06.500 CLDB3411 B1V7KEBTPIMZEU4LTD58 2054-05-01 6.500000 0.00 2017760.00 2105211.96 Agency Mortgage-Backed Securities FNMS 06.500 CLDB4369 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.500000 0.00 1907544.00 1966881.97 Agency Mortgage-Backed Securities FNMS 06.500 CLDB4961 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.500000 0.00 6636576.00 6833452.44 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4419 B1V7KEBTPIMZEU4LTD58 2050-09-01 2.500000 0.00 3100000.00 1752912.85 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3773 B1V7KEBTPIMZEU4LTD58 2048-11-01 3.500000 0.00 450000.00 122817.86 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3860 B1V7KEBTPIMZEU4LTD58 2050-06-01 4.000000 0.00 4920000.00 1167609.99 Agency Mortgage-Backed Securities FNMS 03.000 CIFM3869 B1V7KEBTPIMZEU4LTD58 2035-06-01 3.000000 0.00 300000.00 63662.56 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5298 B1V7KEBTPIMZEU4LTD58 2050-10-01 3.500000 0.00 155000.00 50398.99 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5125 B1V7KEBTPIMZEU4LTD58 2050-11-01 3.500000 0.00 3600000.00 1352823.63 Agency Mortgage-Backed Securities FNMS 05.000 CLFM6261 B1V7KEBTPIMZEU4LTD58 2050-06-01 5.000000 0.00 80000.00 25045.10 Agency Mortgage-Backed Securities FNMS 04.000 CLFM5530 B1V7KEBTPIMZEU4LTD58 2050-11-01 4.000000 0.00 992000.00 335941.35 Agency Mortgage-Backed Securities FNMS 05.000 CLFM5684 B1V7KEBTPIMZEU4LTD58 2049-09-01 5.000000 0.00 5000000.00 2469714.30 Agency Mortgage-Backed Securities FNMS 02.000 CIFM6142 B1V7KEBTPIMZEU4LTD58 2036-03-01 2.000000 0.00 16909.00 8649.64 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7991 B1V7KEBTPIMZEU4LTD58 2051-07-01 2.500000 0.00 350000.00 238192.15 Agency Mortgage-Backed Securities FNMS 02.000 CLFM7411 B1V7KEBTPIMZEU4LTD58 2051-05-01 2.000000 0.00 93701.00 63570.76 Agency Mortgage-Backed Securities FNMS 02.000 CIFM7426 B1V7KEBTPIMZEU4LTD58 2036-06-01 2.000000 0.00 26485000.00 16448837.61 Agency Mortgage-Backed Securities FNMS 04.000 CTFM7647 B1V7KEBTPIMZEU4LTD58 2040-02-01 4.000000 0.00 865000.00 410861.26 Agency Mortgage-Backed Securities Y 2024-07-03 2024-07-03 2024-07-03 N N N 0.0533 3743000000.00 3743000000.00 0.0602 N N Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 5.320000% ARP125RS8 549300H47WTHXPU08X20 ARP125RS8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Bank of New York Y FNMS 03.500 CQMA1372 B1V7KEBTPIMZEU4LTD58 2043-02-01 3.500000 0.00 6000.00 972.35 Agency Mortgage-Backed Securities FNMS 04.000 CRMA1510 B1V7KEBTPIMZEU4LTD58 2043-07-01 4.000000 0.00 495000.00 81505.60 Agency Mortgage-Backed Securities FNMS 03.000 CVMA1557 B1V7KEBTPIMZEU4LTD58 2028-07-01 3.000000 0.00 495000.00 35888.82 Agency Mortgage-Backed Securities FNMS 03.500 CRMA2592 B1V7KEBTPIMZEU4LTD58 2046-04-01 3.500000 0.00 2000.00 619.07 Agency Mortgage-Backed Securities FNMS 03.500 CTMA3243 B1V7KEBTPIMZEU4LTD58 2038-01-01 3.500000 0.00 500000.00 83313.92 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3251 B1V7KEBTPIMZEU4LTD58 2028-01-01 3.500000 0.00 239000.00 22265.24 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4384 B1V7KEBTPIMZEU4LTD58 2036-07-01 2.500000 0.00 1000.00 596.75 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3746 B1V7KEBTPIMZEU4LTD58 2049-08-01 4.000000 0.00 579463.00 70463.11 Agency Mortgage-Backed Securities FNMS 03.000 CKMA3811 B1V7KEBTPIMZEU4LTD58 2049-10-01 3.000000 0.00 2150037.00 183260.86 Agency Mortgage-Backed Securities FNMS 02.000 CJMA4167 B1V7KEBTPIMZEU4LTD58 2035-10-01 2.000000 0.00 558000.00 159426.36 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4260 B1V7KEBTPIMZEU4LTD58 2036-02-01 1.500000 0.00 196439.00 107771.90 Agency Mortgage-Backed Securities FNMS 06.000 CNMA5305 B1V7KEBTPIMZEU4LTD58 2034-01-01 6.000000 0.00 40000.00 35175.54 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7086 B1V7KEBTPIMZEU4LTD58 2052-11-01 5.000000 0.00 1000.00 895.95 Agency Mortgage-Backed Securities FNMS 05.500 CLBW6851 B1V7KEBTPIMZEU4LTD58 2052-08-01 5.500000 0.00 6343769.00 5843671.14 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7312 B1V7KEBTPIMZEU4LTD58 2052-08-01 4.500000 0.00 8134677.00 6641716.39 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7764 B1V7KEBTPIMZEU4LTD58 2052-08-01 5.000000 0.00 1000.00 890.95 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8911 B1V7KEBTPIMZEU4LTD58 2052-10-01 5.000000 0.00 7141847.00 5535904.38 Agency Mortgage-Backed Securities FNMS 04.000 CLBW8987 B1V7KEBTPIMZEU4LTD58 2052-10-01 4.000000 0.00 1000.00 812.40 Agency Mortgage-Backed Securities FNMS 04.500 CLBW9899 B1V7KEBTPIMZEU4LTD58 2052-10-01 4.500000 0.00 1435556.00 1074510.32 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0423 B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 0.00 1000.00 815.80 Agency Mortgage-Backed Securities FNMS 05.500 CLBX3447 B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 0.00 2328410.00 2108776.74 Agency Mortgage-Backed Securities FNMS 06.500 CLBX4379 B1V7KEBTPIMZEU4LTD58 2053-04-01 6.500000 0.00 1000.00 1036.34 Agency Mortgage-Backed Securities FNMS 07.000 CLBX4447 B1V7KEBTPIMZEU4LTD58 2053-09-01 7.000000 0.00 2611100.00 2699707.56 Agency Mortgage-Backed Securities FNMS 04.500 CLBX3786 B1V7KEBTPIMZEU4LTD58 2053-01-01 4.500000 0.00 1000.00 928.85 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4882 B1V7KEBTPIMZEU4LTD58 2053-01-01 6.000000 0.00 6795569.00 6461885.58 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6203 B1V7KEBTPIMZEU4LTD58 2053-02-01 6.000000 0.00 1024.00 897.56 Agency Mortgage-Backed Securities FNMS 05.500 CLBX5991 B1V7KEBTPIMZEU4LTD58 2053-03-01 5.500000 0.00 2563004.00 2461224.11 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6569 B1V7KEBTPIMZEU4LTD58 2053-03-01 5.500000 0.00 2666604.00 2499356.75 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6735 B1V7KEBTPIMZEU4LTD58 2053-02-01 6.000000 0.00 1000.00 746.19 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7287 B1V7KEBTPIMZEU4LTD58 2053-06-01 6.500000 0.00 2000.00 1752.91 Agency Mortgage-Backed Securities FNMS 06.000 CLBX8731 B1V7KEBTPIMZEU4LTD58 2053-03-01 6.000000 0.00 1000.00 829.03 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9776 B1V7KEBTPIMZEU4LTD58 2053-04-01 6.000000 0.00 5002.00 4614.83 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9500 B1V7KEBTPIMZEU4LTD58 2053-03-01 5.000000 0.00 5648096.00 5415730.43 Agency Mortgage-Backed Securities FNMS 05.500 CLBX9514 B1V7KEBTPIMZEU4LTD58 2053-03-01 5.500000 0.00 1000.00 983.16 Agency Mortgage-Backed Securities FNMS 05.500 CLBY0814 B1V7KEBTPIMZEU4LTD58 2053-04-01 5.500000 0.00 1000.00 933.84 Agency Mortgage-Backed Securities FNMS 05.500 CLBY0849 B1V7KEBTPIMZEU4LTD58 2053-05-01 5.500000 0.00 1000.00 863.80 Agency Mortgage-Backed Securities FNMS 05.500 CLBY1038 B1V7KEBTPIMZEU4LTD58 2053-04-01 5.500000 0.00 3286821.00 2965201.60 Agency Mortgage-Backed Securities FNMS 05.000 CLBY1064 B1V7KEBTPIMZEU4LTD58 2053-04-01 5.000000 0.00 2854580.00 2730888.46 Agency Mortgage-Backed Securities FNMS 04.500 CLBY2329 B1V7KEBTPIMZEU4LTD58 2053-07-01 4.500000 0.00 1049282.00 768608.68 Agency Mortgage-Backed Securities FNMS 05.500 CLBY2521 B1V7KEBTPIMZEU4LTD58 2053-05-01 5.500000 0.00 1256250.00 1151323.06 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3332 B1V7KEBTPIMZEU4LTD58 2053-06-01 5.500000 0.00 3192200.00 2845186.27 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3360 B1V7KEBTPIMZEU4LTD58 2053-05-01 5.500000 0.00 6107292.00 6031188.32 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4330 B1V7KEBTPIMZEU4LTD58 2053-06-01 5.500000 0.00 1000.00 854.09 Agency Mortgage-Backed Securities FNMS 07.000 CLBY4593 B1V7KEBTPIMZEU4LTD58 2053-10-01 7.000000 0.00 1000.00 1042.05 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4714 B1V7KEBTPIMZEU4LTD58 2053-06-01 5.000000 0.00 1008.00 960.93 Agency Mortgage-Backed Securities FNMS 04.500 CLBY5041 B1V7KEBTPIMZEU4LTD58 2053-07-01 4.500000 0.00 327217.00 307920.16 Agency Mortgage-Backed Securities FNMS 05.500 CLBY5075 B1V7KEBTPIMZEU4LTD58 2053-06-01 5.500000 0.00 1000.00 987.44 Agency Mortgage-Backed Securities FNMS 05.500 CLBY5910 B1V7KEBTPIMZEU4LTD58 2053-09-01 5.500000 0.00 1000.00 932.98 Agency Mortgage-Backed Securities FNMS 06.000 CLBY6565 B1V7KEBTPIMZEU4LTD58 2053-07-01 6.000000 0.00 1999637.00 2006136.03 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6768 B1V7KEBTPIMZEU4LTD58 2053-07-01 5.500000 0.00 2607654.00 2510994.64 Agency Mortgage-Backed Securities FNMS 06.500 CLBY7428 B1V7KEBTPIMZEU4LTD58 2053-08-01 6.500000 0.00 1000.00 1020.51 Agency Mortgage-Backed Securities FNMS 06.000 CLBY8357 B1V7KEBTPIMZEU4LTD58 2053-08-01 6.000000 0.00 1000.00 998.01 Agency Mortgage-Backed Securities FNMS 05.500 CLBY8612 B1V7KEBTPIMZEU4LTD58 2053-09-01 5.500000 0.00 1000.00 955.64 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0463 B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 0.00 8759568.00 2469626.61 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0526 B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 0.00 2000.00 686.40 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1704 B1V7KEBTPIMZEU4LTD58 2048-05-01 4.500000 0.00 1831469.00 430493.51 Agency Mortgage-Backed Securities FNMS 03.500 GLCA1146 B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 0.00 500000.00 193142.46 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1560 B1V7KEBTPIMZEU4LTD58 2048-04-01 4.500000 0.00 1000.00 176.24 Agency Mortgage-Backed Securities FNMS 04.000 CTCA1584 B1V7KEBTPIMZEU4LTD58 2038-04-01 4.000000 0.00 1008.00 242.20 Agency Mortgage-Backed Securities FNMS 03.500 GLCA1661 B1V7KEBTPIMZEU4LTD58 2048-05-01 3.500000 0.00 1000.00 354.15 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2634 B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 0.00 2048.00 532.12 Agency Mortgage-Backed Securities FNMS 05.000 CLCA1922 B1V7KEBTPIMZEU4LTD58 2048-06-01 5.000000 0.00 1000.00 70.64 Agency Mortgage-Backed Securities FNMS 04.500 CTCA1914 B1V7KEBTPIMZEU4LTD58 2038-06-01 4.500000 0.00 1000.00 318.52 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2054 B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 0.00 3946933.00 370178.96 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3503 B1V7KEBTPIMZEU4LTD58 2049-05-01 4.000000 0.00 2337.00 250.51 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2793 B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 0.00 22600000.00 5869681.05 Agency Mortgage-Backed Securities FNMS 02.500 CICA4508 B1V7KEBTPIMZEU4LTD58 2034-11-01 2.500000 0.00 1000.00 351.49 Agency Mortgage-Backed Securities FNMS 04.000 CLCA4819 B1V7KEBTPIMZEU4LTD58 2049-12-01 4.000000 0.00 100000.00 31986.55 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5744 B1V7KEBTPIMZEU4LTD58 2050-05-01 3.500000 0.00 313025.00 170790.41 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6074 B1V7KEBTPIMZEU4LTD58 2050-06-01 2.500000 0.00 430000.00 157472.55 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7131 B1V7KEBTPIMZEU4LTD58 2050-09-01 2.500000 0.00 1000.00 482.07 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6423 B1V7KEBTPIMZEU4LTD58 2050-07-01 3.000000 0.00 1000.00 300.39 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6409 B1V7KEBTPIMZEU4LTD58 2050-07-01 2.500000 0.00 1000.00 625.97 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6638 B1V7KEBTPIMZEU4LTD58 2050-08-01 2.500000 0.00 420000.00 191247.46 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6727 B1V7KEBTPIMZEU4LTD58 2050-08-01 2.500000 0.00 1000.00 677.04 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6907 B1V7KEBTPIMZEU4LTD58 2050-09-01 2.000000 0.00 1024.00 558.08 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6911 B1V7KEBTPIMZEU4LTD58 2050-09-01 2.500000 0.00 4771824.00 2562343.69 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6929 B1V7KEBTPIMZEU4LTD58 2050-09-01 2.000000 0.00 9760439.00 5254548.47 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7519 B1V7KEBTPIMZEU4LTD58 2050-11-01 2.000000 0.00 1000.00 574.44 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7555 B1V7KEBTPIMZEU4LTD58 2050-11-01 2.000000 0.00 1024.00 595.38 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7563 B1V7KEBTPIMZEU4LTD58 2050-11-01 2.000000 0.00 10267088.00 6033595.08 Agency Mortgage-Backed Securities FNMS 01.500 CTFM6226 B1V7KEBTPIMZEU4LTD58 2041-02-01 1.500000 0.00 1000.00 617.54 Agency Mortgage-Backed Securities FNMS 03.500 CLFM6039 B1V7KEBTPIMZEU4LTD58 2050-06-01 3.500000 0.00 1024.00 366.38 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7075 B1V7KEBTPIMZEU4LTD58 2049-07-01 4.000000 0.00 1000.00 381.89 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7002 B1V7KEBTPIMZEU4LTD58 2054-01-01 6.500000 0.00 1024.00 1026.12 Agency Mortgage-Backed Securities FNMS 05.500 CTFS6979 B1V7KEBTPIMZEU4LTD58 2043-12-01 5.500000 0.00 1000.00 925.41 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8015 B1V7KEBTPIMZEU4LTD58 2053-07-01 6.000000 0.00 1000.00 1010.87 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8018 B1V7KEBTPIMZEU4LTD58 2053-08-01 5.500000 0.00 1024.00 1001.45 Agency Mortgage-Backed Securities FNMS 02.000 CLFS7543 B1V7KEBTPIMZEU4LTD58 2052-03-01 2.000000 0.00 1000.00 787.71 Agency Mortgage-Backed Securities FNMS 04.000 CLFS7731 B1V7KEBTPIMZEU4LTD58 2050-03-01 4.000000 0.00 1008.00 940.28 Agency Mortgage-Backed Securities FNMS 04.000 CLFS7733 B1V7KEBTPIMZEU4LTD58 2051-10-01 4.000000 0.00 1000.00 883.84 Agency Mortgage-Backed Securities FNMS 02.500 ZLFP0038 B1V7KEBTPIMZEU4LTD58 2052-01-25 2.500000 0.00 1000.00 779.26 Agency Mortgage-Backed Securities FNMS 05.500 CLDA8158 B1V7KEBTPIMZEU4LTD58 2054-03-01 5.500000 0.00 1024.00 973.90 Agency Mortgage-Backed Securities FNMS 05.000 CLDA8740 B1V7KEBTPIMZEU4LTD58 2054-03-01 5.000000 0.00 1000.00 971.18 Agency Mortgage-Backed Securities FNMS 04.500 CLBK1971 B1V7KEBTPIMZEU4LTD58 2048-03-01 4.500000 0.00 24565376.00 6519216.05 Agency Mortgage-Backed Securities FNMS 04.000 CLBK4764 B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 0.00 276000.00 26061.13 Agency Mortgage-Backed Securities FNMS 02.000 CLBK8390 B1V7KEBTPIMZEU4LTD58 2051-01-01 2.000000 0.00 1000.00 597.83 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8692 B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 0.00 1000.00 215.58 Agency Mortgage-Backed Securities FNMS 03.000 CIBM3977 B1V7KEBTPIMZEU4LTD58 2032-12-01 3.000000 0.00 1002104.00 211930.86 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4027 B1V7KEBTPIMZEU4LTD58 2048-05-01 3.500000 0.00 18144099.00 6073474.07 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4751 B1V7KEBTPIMZEU4LTD58 2043-03-01 3.500000 0.00 1000000.00 298389.11 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4754 B1V7KEBTPIMZEU4LTD58 2047-05-01 3.500000 0.00 1000.00 204.09 Agency Mortgage-Backed Securities FNMS 03.000 CLBM5076 B1V7KEBTPIMZEU4LTD58 2047-02-01 3.000000 0.00 1000.00 388.33 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5429 B1V7KEBTPIMZEU4LTD58 2049-01-01 4.500000 0.00 4127.00 858.28 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5506 B1V7KEBTPIMZEU4LTD58 2049-02-01 5.000000 0.00 16872020.00 6034184.58 Agency Mortgage-Backed Securities FNMS 06.000 CLBM5610 B1V7KEBTPIMZEU4LTD58 2041-07-01 6.000000 0.00 1000.00 365.76 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1642 B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 0.00 2048.00 565.00 Agency Mortgage-Backed Securities FNMS 04.000 CLBN2846 B1V7KEBTPIMZEU4LTD58 2048-12-01 4.000000 0.00 1000.00 132.50 Agency Mortgage-Backed Securities FNMS 04.000 CLBN3899 B1V7KEBTPIMZEU4LTD58 2048-12-01 4.000000 0.00 3000.00 234.42 Agency Mortgage-Backed Securities FNMS 05.000 CLBN5340 B1V7KEBTPIMZEU4LTD58 2049-03-01 5.000000 0.00 21267054.00 6463841.44 Agency Mortgage-Backed Securities FNMS 04.000 CLBN6594 B1V7KEBTPIMZEU4LTD58 2049-05-01 4.000000 0.00 1000.00 149.47 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6949 B1V7KEBTPIMZEU4LTD58 2049-02-01 4.500000 0.00 1527442.00 468532.10 Agency Mortgage-Backed Securities FNMS 03.000 CLBO2201 B1V7KEBTPIMZEU4LTD58 2049-09-01 3.000000 0.00 3893000.00 772706.17 Agency Mortgage-Backed Securities FNMS 03.000 CLBO2878 B1V7KEBTPIMZEU4LTD58 2049-11-01 3.000000 0.00 395000.00 81473.92 Agency Mortgage-Backed Securities FNMS 04.000 CKBO3169 B1V7KEBTPIMZEU4LTD58 2049-10-01 4.000000 0.00 10268226.00 1938451.63 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ1226 B1V7KEBTPIMZEU4LTD58 2050-09-01 2.000000 0.00 8382272.00 4689918.55 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ5109 B1V7KEBTPIMZEU4LTD58 2050-11-01 2.000000 0.00 47385577.00 28403626.72 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ7422 B1V7KEBTPIMZEU4LTD58 2051-08-01 2.500000 0.00 1000.00 696.45 Agency Mortgage-Backed Securities FNMS 02.000 CLBR1035 B1V7KEBTPIMZEU4LTD58 2051-05-01 2.000000 0.00 8516992.00 5600326.48 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4035 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.000000 0.00 4098000.00 2524458.67 Agency Mortgage-Backed Securities FNMS 02.000 CLBR5487 B1V7KEBTPIMZEU4LTD58 2051-03-01 2.000000 0.00 200000.00 121412.05 Agency Mortgage-Backed Securities FNMS 02.000 CLBR6515 B1V7KEBTPIMZEU4LTD58 2051-04-01 2.000000 0.00 100000.00 61006.69 Agency Mortgage-Backed Securities FNMS 02.500 CLBR6806 B1V7KEBTPIMZEU4LTD58 2051-08-01 2.500000 0.00 32200000.00 21170644.73 Agency Mortgage-Backed Securities FNMS 02.000 CLBR7563 B1V7KEBTPIMZEU4LTD58 2051-03-01 2.000000 0.00 2982.00 1879.20 Agency Mortgage-Backed Securities FNMS 02.000 CLBR7744 B1V7KEBTPIMZEU4LTD58 2051-04-01 2.000000 0.00 100000.00 55862.11 Agency Mortgage-Backed Securities FNMS 02.000 CLBR8478 B1V7KEBTPIMZEU4LTD58 2051-04-01 2.000000 0.00 100000.00 62258.23 Agency Mortgage-Backed Securities FNMS 02.000 CLBR8518 B1V7KEBTPIMZEU4LTD58 2051-04-01 2.000000 0.00 200000.00 116124.78 Agency Mortgage-Backed Securities FNMS 02.000 CLBR9757 B1V7KEBTPIMZEU4LTD58 2051-04-01 2.000000 0.00 1000.00 619.74 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0098 B1V7KEBTPIMZEU4LTD58 2051-06-01 2.500000 0.00 1000.00 715.72 Agency Mortgage-Backed Securities FNMS 02.500 CLBT1250 B1V7KEBTPIMZEU4LTD58 2051-06-01 2.500000 0.00 1000.00 686.65 Agency Mortgage-Backed Securities FNMS 02.500 CLBT1286 B1V7KEBTPIMZEU4LTD58 2051-07-01 2.500000 0.00 10933951.00 6702542.32 Agency Mortgage-Backed Securities FNMS 02.500 CLBT1967 B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 0.00 1000.00 778.90 Agency Mortgage-Backed Securities FNMS 03.000 CIBT4423 B1V7KEBTPIMZEU4LTD58 2036-11-01 3.000000 0.00 1000.00 781.89 Agency Mortgage-Backed Securities FNMS 02.500 CLBT8116 B1V7KEBTPIMZEU4LTD58 2052-04-01 2.500000 0.00 1000.00 730.38 Agency Mortgage-Backed Securities FNMS 02.000 CLBT9555 B1V7KEBTPIMZEU4LTD58 2051-10-01 2.000000 0.00 1000.00 703.86 Agency Mortgage-Backed Securities FNMS 03.000 CQAT2404 B1V7KEBTPIMZEU4LTD58 2033-05-01 3.000000 0.00 1537949.00 219297.52 Agency Mortgage-Backed Securities FNMS 03.000 CLAT3042 B1V7KEBTPIMZEU4LTD58 2043-04-01 3.000000 0.00 215949.00 60216.53 Agency Mortgage-Backed Securities FNMS 02.500 CRAT4191 B1V7KEBTPIMZEU4LTD58 2033-05-01 2.500000 0.00 770702.00 170273.18 Agency Mortgage-Backed Securities FNMS 03.000 CIAW3120 B1V7KEBTPIMZEU4LTD58 2029-06-01 3.000000 0.00 1462598.00 146100.62 Agency Mortgage-Backed Securities FNMS 03.000 CIAW4179 B1V7KEBTPIMZEU4LTD58 2029-05-01 3.000000 0.00 1000.00 74.46 Agency Mortgage-Backed Securities FNMS 03.000 CLAZ0821 B1V7KEBTPIMZEU4LTD58 2045-07-01 3.000000 0.00 9801424.00 2707232.70 Agency Mortgage-Backed Securities FNMS 07.000 CL640799 B1V7KEBTPIMZEU4LTD58 2032-03-01 7.000000 0.00 5272912.00 80923.41 Agency Mortgage-Backed Securities FNMS 05.500 CL735670 B1V7KEBTPIMZEU4LTD58 2035-03-01 5.500000 0.00 3696000.00 32963.55 Agency Mortgage-Backed Securities FNMS 05.500 CL745742 B1V7KEBTPIMZEU4LTD58 2034-09-01 5.500000 0.00 9162157.00 120146.83 Agency Mortgage-Backed Securities FNMS 06.000 CL872316 B1V7KEBTPIMZEU4LTD58 2036-05-01 6.000000 0.00 7949.00 49.65 Agency Mortgage-Backed Securities FNMS 06.000 CL879508 B1V7KEBTPIMZEU4LTD58 2036-03-01 6.000000 0.00 37931107.00 70472.61 Agency Mortgage-Backed Securities FNMS 06.500 CLDA1195 B1V7KEBTPIMZEU4LTD58 2053-11-01 6.500000 0.00 1100238.00 1064004.72 Agency Mortgage-Backed Securities FNMS 05.500 CLDA2948 B1V7KEBTPIMZEU4LTD58 2053-10-01 5.500000 0.00 432252.00 410579.41 Agency Mortgage-Backed Securities FNMS 06.000 CLDA5003 B1V7KEBTPIMZEU4LTD58 2053-11-01 6.000000 0.00 2844678.00 2814131.10 Agency Mortgage-Backed Securities FNMS 07.000 CLDA7174 B1V7KEBTPIMZEU4LTD58 2053-12-01 7.000000 0.00 1000.00 1047.82 Agency Mortgage-Backed Securities FNMS 06.000 CLDA7461 B1V7KEBTPIMZEU4LTD58 2054-01-01 6.000000 0.00 6222897.00 6318891.01 Agency Mortgage-Backed Securities FNMS 06.000 CLDA7882 B1V7KEBTPIMZEU4LTD58 2054-03-01 6.000000 0.00 758637.00 764107.23 Agency Mortgage-Backed Securities FNMS 07.000 CLDB1354 B1V7KEBTPIMZEU4LTD58 2054-03-01 7.000000 0.00 1000.00 1035.04 Agency Mortgage-Backed Securities FNMS 07.000 CLDB1399 B1V7KEBTPIMZEU4LTD58 2054-04-01 7.000000 0.00 1000.00 1043.69 Agency Mortgage-Backed Securities FNMS 06.500 CLDB1802 B1V7KEBTPIMZEU4LTD58 2054-04-01 6.500000 0.00 1000.00 1028.19 Agency Mortgage-Backed Securities FNMS 06.500 CLDB5341 B1V7KEBTPIMZEU4LTD58 2054-05-01 6.500000 0.00 1907256.00 1964832.88 Agency Mortgage-Backed Securities FNMS 06.500 CLDB6301 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.500000 0.00 2573833.00 2640109.20 Agency Mortgage-Backed Securities FNMS 02.500 CIBA0578 B1V7KEBTPIMZEU4LTD58 2031-03-01 2.500000 0.00 2005.00 437.33 Agency Mortgage-Backed Securities FNMS 02.500 CIBA6893 B1V7KEBTPIMZEU4LTD58 2031-02-01 2.500000 0.00 664000.00 87198.46 Agency Mortgage-Backed Securities FNMS 04.000 CLBC0305 B1V7KEBTPIMZEU4LTD58 2046-03-01 4.000000 0.00 425000.00 58955.87 Agency Mortgage-Backed Securities FNMS 02.500 CIBC1790 B1V7KEBTPIMZEU4LTD58 2031-03-01 2.500000 0.00 845995.00 109778.41 Agency Mortgage-Backed Securities FNMS 04.500 CLBE0845 B1V7KEBTPIMZEU4LTD58 2047-04-01 4.500000 0.00 1682970.00 504726.15 Agency Mortgage-Backed Securities FNMS 02.500 CIBE1326 B1V7KEBTPIMZEU4LTD58 2031-09-01 2.500000 0.00 1000.00 176.48 Agency Mortgage-Backed Securities FNMS 03.500 CLBE5041 B1V7KEBTPIMZEU4LTD58 2046-11-01 3.500000 0.00 1000.00 235.53 Agency Mortgage-Backed Securities FNMS 02.500 CIBE7373 B1V7KEBTPIMZEU4LTD58 2031-12-01 2.500000 0.00 515000.00 98169.49 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0195 B1V7KEBTPIMZEU4LTD58 2051-05-01 4.000000 0.00 1000.00 324.26 Agency Mortgage-Backed Securities FNMS 04.500 CLBH3703 B1V7KEBTPIMZEU4LTD58 2047-07-01 4.500000 0.00 1065256.00 171272.84 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1598 B1V7KEBTPIMZEU4LTD58 2049-02-01 4.000000 0.00 3000.00 297.89 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1635 B1V7KEBTPIMZEU4LTD58 2049-09-01 3.500000 0.00 318000.00 50385.56 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2122 B1V7KEBTPIMZEU4LTD58 2049-12-01 3.500000 0.00 13455639.00 4765171.94 Agency Mortgage-Backed Securities FNMS 03.500 CIFM2174 B1V7KEBTPIMZEU4LTD58 2035-01-01 3.500000 0.00 180336.00 42448.23 Agency Mortgage-Backed Securities FNMS 02.500 CIFM2502 B1V7KEBTPIMZEU4LTD58 2035-02-01 2.500000 0.00 3905945.00 1130986.18 Agency Mortgage-Backed Securities FNMS 03.000 CIFM2487 B1V7KEBTPIMZEU4LTD58 2035-02-01 3.000000 0.00 1000.00 236.21 Agency Mortgage-Backed Securities FNMS 03.000 CIFM2529 B1V7KEBTPIMZEU4LTD58 2035-02-01 3.000000 0.00 1000.00 219.45 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3278 B1V7KEBTPIMZEU4LTD58 2048-11-01 3.500000 0.00 302831.00 62761.57 Agency Mortgage-Backed Securities FNMS 03.500 CIFM3375 B1V7KEBTPIMZEU4LTD58 2035-02-01 3.500000 0.00 1000.00 312.59 Agency Mortgage-Backed Securities FNMS 02.000 CIFM4380 B1V7KEBTPIMZEU4LTD58 2035-10-01 2.000000 0.00 4500000.00 2083622.10 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3619 B1V7KEBTPIMZEU4LTD58 2050-01-01 4.500000 0.00 329769.00 49551.10 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3978 B1V7KEBTPIMZEU4LTD58 2050-07-01 4.000000 0.00 1740000.00 500410.92 Agency Mortgage-Backed Securities FNMS 03.000 CLFM4532 B1V7KEBTPIMZEU4LTD58 2050-09-01 3.000000 0.00 833000.00 323775.30 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4717 B1V7KEBTPIMZEU4LTD58 2050-10-01 2.500000 0.00 1000.00 501.80 Agency Mortgage-Backed Securities FNMS 04.000 CIFM4742 B1V7KEBTPIMZEU4LTD58 2035-03-01 4.000000 0.00 258999.00 87497.13 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4810 B1V7KEBTPIMZEU4LTD58 2050-11-01 2.500000 0.00 1000.00 592.06 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4904 B1V7KEBTPIMZEU4LTD58 2050-11-01 2.500000 0.00 1000.00 448.53 Agency Mortgage-Backed Securities FNMS 03.500 CLAS0212 B1V7KEBTPIMZEU4LTD58 2043-08-01 3.500000 0.00 2000.00 370.70 Agency Mortgage-Backed Securities FNMS 04.500 CLAS1336 B1V7KEBTPIMZEU4LTD58 2043-12-01 4.500000 0.00 1022.00 54.65 Agency Mortgage-Backed Securities FNMS 04.000 CLAS4168 B1V7KEBTPIMZEU4LTD58 2044-12-01 4.000000 0.00 2000.00 265.46 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5272 B1V7KEBTPIMZEU4LTD58 2045-06-01 3.500000 0.00 357000.00 65069.50 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5696 B1V7KEBTPIMZEU4LTD58 2045-08-01 3.500000 0.00 73000.00 7179.63 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6081 B1V7KEBTPIMZEU4LTD58 2045-10-01 3.500000 0.00 479520.00 45326.54 Agency Mortgage-Backed Securities FNMS 02.500 CIAS6593 B1V7KEBTPIMZEU4LTD58 2031-02-01 2.500000 0.00 885000.00 130279.36 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8004 B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 0.00 150331392.00 22501818.26 Agency Mortgage-Backed Securities FNMS 02.500 CIAS7827 B1V7KEBTPIMZEU4LTD58 2031-09-01 2.500000 0.00 197000.00 36957.28 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8943 B1V7KEBTPIMZEU4LTD58 2047-03-01 3.000000 0.00 83599529.00 19631037.32 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9584 B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 0.00 1139.00 291.06 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6098 B1V7KEBTPIMZEU4LTD58 2053-03-01 6.000000 0.00 2165940.00 1451101.31 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6077 B1V7KEBTPIMZEU4LTD58 2053-04-01 5.500000 0.00 1024.00 921.38 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6080 B1V7KEBTPIMZEU4LTD58 2053-04-01 5.500000 0.00 1000.00 852.49 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7119 B1V7KEBTPIMZEU4LTD58 2053-09-01 6.000000 0.00 1797704.00 1698558.04 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6517 B1V7KEBTPIMZEU4LTD58 2053-06-01 5.000000 0.00 1000.00 918.29 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6688 B1V7KEBTPIMZEU4LTD58 2053-07-01 4.500000 0.00 1000.00 899.72 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6905 B1V7KEBTPIMZEU4LTD58 2053-08-01 5.000000 0.00 1000.00 930.49 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6913 B1V7KEBTPIMZEU4LTD58 2053-08-01 5.500000 0.00 16219776.00 15308555.68 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7051 B1V7KEBTPIMZEU4LTD58 2053-09-01 6.000000 0.00 6037269.00 5925209.84 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7996 B1V7KEBTPIMZEU4LTD58 2054-02-01 6.000000 0.00 1024.00 1014.89 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7240 B1V7KEBTPIMZEU4LTD58 2053-10-01 6.000000 0.00 1000.00 987.19 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7241 B1V7KEBTPIMZEU4LTD58 2053-10-01 6.500000 0.00 6664998.00 6418433.12 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7742 B1V7KEBTPIMZEU4LTD58 2054-01-01 5.500000 0.00 154916.00 149714.43 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7819 B1V7KEBTPIMZEU4LTD58 2054-01-01 7.000000 0.00 1024.00 1027.20 Agency Mortgage-Backed Securities FNMS 04.500 CLCB7957 B1V7KEBTPIMZEU4LTD58 2054-02-01 4.500000 0.00 4000.00 3689.48 Agency Mortgage-Backed Securities FNMS 04.500 CLCB8116 B1V7KEBTPIMZEU4LTD58 2054-03-01 4.500000 0.00 2540232.00 2404108.60 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8289 B1V7KEBTPIMZEU4LTD58 2054-04-01 5.000000 0.00 1000.00 979.45 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8321 B1V7KEBTPIMZEU4LTD58 2054-04-01 5.000000 0.00 2713.00 2601.03 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8331 B1V7KEBTPIMZEU4LTD58 2054-04-01 5.500000 0.00 1000.00 966.03 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8335 B1V7KEBTPIMZEU4LTD58 2054-04-01 5.500000 0.00 45991296.00 45599034.71 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8484 B1V7KEBTPIMZEU4LTD58 2054-05-01 5.500000 0.00 1024.00 1010.84 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8538 B1V7KEBTPIMZEU4LTD58 2054-05-01 5.500000 0.00 14395336.00 14268368.24 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8548 B1V7KEBTPIMZEU4LTD58 2054-05-01 6.000000 0.00 676296.00 679900.47 Agency Mortgage-Backed Securities FNMS 02.500 CIFM0057 B1V7KEBTPIMZEU4LTD58 2032-05-01 2.500000 0.00 1000.00 312.95 Agency Mortgage-Backed Securities FNMS 03.500 CTFM0071 B1V7KEBTPIMZEU4LTD58 2040-02-01 3.500000 0.00 200000.00 67316.76 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1777 B1V7KEBTPIMZEU4LTD58 2048-07-01 4.000000 0.00 1000.00 329.37 Agency Mortgage-Backed Securities FNMS 04.000 CIFM1007 B1V7KEBTPIMZEU4LTD58 2034-05-01 4.000000 0.00 1000.00 205.83 Agency Mortgage-Backed Securities FNMS 04.000 CIFM1112 B1V7KEBTPIMZEU4LTD58 2034-05-01 4.000000 0.00 142000.00 30424.09 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1262 B1V7KEBTPIMZEU4LTD58 2049-07-01 4.000000 0.00 1000.00 237.10 Agency Mortgage-Backed Securities FNMS 04.500 CLFM1458 B1V7KEBTPIMZEU4LTD58 2049-04-01 4.500000 0.00 1000.00 189.04 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7703 B1V7KEBTPIMZEU4LTD58 2050-11-01 2.000000 0.00 50760219.00 30242665.13 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8101 B1V7KEBTPIMZEU4LTD58 2050-12-01 2.000000 0.00 61489856.00 37110211.41 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8519 B1V7KEBTPIMZEU4LTD58 2051-01-01 2.000000 0.00 28419772.00 16704715.96 Agency Mortgage-Backed Securities FNMS 01.500 CLCA8563 B1V7KEBTPIMZEU4LTD58 2051-01-01 1.500000 0.00 1008.00 612.62 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8605 B1V7KEBTPIMZEU4LTD58 2051-01-01 2.500000 0.00 250953135.00 153138976.09 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8606 B1V7KEBTPIMZEU4LTD58 2051-01-01 2.500000 0.00 1024.00 612.52 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8749 B1V7KEBTPIMZEU4LTD58 2051-01-01 2.000000 0.00 1000.00 603.04 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8805 B1V7KEBTPIMZEU4LTD58 2051-01-01 2.000000 0.00 109786528.00 65132280.33 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9220 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.000000 0.00 1095000.00 684195.45 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9277 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.000000 0.00 770304.00 488990.83 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9294 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.500000 0.00 1024.00 599.75 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9380 B1V7KEBTPIMZEU4LTD58 2051-03-01 2.000000 0.00 1024.00 636.35 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9383 B1V7KEBTPIMZEU4LTD58 2051-03-01 2.000000 0.00 1024.00 652.12 Agency Mortgage-Backed Securities FNMS 02.500 CICA9440 B1V7KEBTPIMZEU4LTD58 2036-03-01 2.500000 0.00 1000.00 589.58 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0165 B1V7KEBTPIMZEU4LTD58 2051-04-01 2.500000 0.00 88703616.00 55282178.54 Agency Mortgage-Backed Securities FNMS 01.500 CLCB0286 B1V7KEBTPIMZEU4LTD58 2051-04-01 1.500000 0.00 842927.00 514073.23 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0267 B1V7KEBTPIMZEU4LTD58 2051-04-01 2.000000 0.00 49162368.00 30367689.18 Agency Mortgage-Backed Securities FNMS 02.500 CICB0340 B1V7KEBTPIMZEU4LTD58 2036-04-01 2.500000 0.00 1024.00 652.22 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0507 B1V7KEBTPIMZEU4LTD58 2051-05-01 2.500000 0.00 408780.00 256574.87 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0578 B1V7KEBTPIMZEU4LTD58 2051-05-01 2.500000 0.00 72088192.00 46979918.74 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0714 B1V7KEBTPIMZEU4LTD58 2051-06-01 2.000000 0.00 1024.00 653.13 Agency Mortgage-Backed Securities FNMS 02.500 CICB1730 B1V7KEBTPIMZEU4LTD58 2036-09-01 2.500000 0.00 4458711.00 2754189.03 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0906 B1V7KEBTPIMZEU4LTD58 2051-06-01 2.500000 0.00 10719591.00 7035125.57 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1126 B1V7KEBTPIMZEU4LTD58 2051-07-01 2.500000 0.00 2024.00 1303.98 Agency Mortgage-Backed Securities FNMS 02.000 CICB1196 B1V7KEBTPIMZEU4LTD58 2036-07-01 2.000000 0.00 1024.00 643.56 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1309 B1V7KEBTPIMZEU4LTD58 2051-08-01 2.000000 0.00 2380272.00 1590384.37 Agency Mortgage-Backed Securities FNMS 02.500 CICB1476 B1V7KEBTPIMZEU4LTD58 2036-08-01 2.500000 0.00 1000.00 643.36 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1554 B1V7KEBTPIMZEU4LTD58 2051-09-01 2.500000 0.00 78124992.00 50712432.68 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1631 B1V7KEBTPIMZEU4LTD58 2051-09-01 2.500000 0.00 1024.00 686.53 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1627 B1V7KEBTPIMZEU4LTD58 2051-09-01 2.500000 0.00 1000.00 729.05 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1655 B1V7KEBTPIMZEU4LTD58 2051-09-01 2.000000 0.00 9660526.00 6387392.17 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1656 B1V7KEBTPIMZEU4LTD58 2051-09-01 2.000000 0.00 1024.00 700.80 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2605 B1V7KEBTPIMZEU4LTD58 2052-01-01 2.000000 0.00 1024.00 706.10 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2625 B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 0.00 140000.00 98384.03 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2664 B1V7KEBTPIMZEU4LTD58 2052-01-01 3.000000 0.00 1000.00 712.44 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1830 B1V7KEBTPIMZEU4LTD58 2051-10-01 2.000000 0.00 1024.00 680.11 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1856 B1V7KEBTPIMZEU4LTD58 2051-10-01 2.000000 0.00 1000.00 679.96 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1896 B1V7KEBTPIMZEU4LTD58 2051-10-01 2.000000 0.00 1024.00 675.55 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2024 B1V7KEBTPIMZEU4LTD58 2051-11-01 2.000000 0.00 30339840.00 20301258.91 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2032 B1V7KEBTPIMZEU4LTD58 2051-11-01 2.000000 0.00 11956732.00 8092196.03 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2160 B1V7KEBTPIMZEU4LTD58 2051-11-01 3.000000 0.00 13984995.00 10171677.05 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2211 B1V7KEBTPIMZEU4LTD58 2051-11-01 2.500000 0.00 605012.00 440714.66 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2351 B1V7KEBTPIMZEU4LTD58 2051-12-01 2.000000 0.00 1024.00 700.12 Agency Mortgage-Backed Securities FNMS 02.500 CICB2501 B1V7KEBTPIMZEU4LTD58 2036-12-01 2.500000 0.00 74067144.00 50586788.22 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2838 B1V7KEBTPIMZEU4LTD58 2052-02-01 2.000000 0.00 4844028.00 3350093.94 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3049 B1V7KEBTPIMZEU4LTD58 2052-03-01 2.500000 0.00 21000.00 15608.25 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3109 B1V7KEBTPIMZEU4LTD58 2052-03-01 2.500000 0.00 1000.00 713.02 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3122 B1V7KEBTPIMZEU4LTD58 2052-03-01 3.000000 0.00 3599970.00 2614315.06 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3248 B1V7KEBTPIMZEU4LTD58 2052-04-01 3.500000 0.00 1000.00 791.18 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3312 B1V7KEBTPIMZEU4LTD58 2052-04-01 4.000000 0.00 6951800.00 5457115.14 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3315 B1V7KEBTPIMZEU4LTD58 2052-04-01 3.500000 0.00 34163900.00 26827952.95 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3362 B1V7KEBTPIMZEU4LTD58 2052-04-01 3.000000 0.00 1000.00 712.84 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3610 B1V7KEBTPIMZEU4LTD58 2052-05-01 4.000000 0.00 1000.00 805.02 Agency Mortgage-Backed Securities FNMS 03.500 CICB3724 B1V7KEBTPIMZEU4LTD58 2037-05-01 3.500000 0.00 109531.00 83654.82 Agency Mortgage-Backed Securities FNMS 04.500 CLCB3915 B1V7KEBTPIMZEU4LTD58 2052-06-01 4.500000 0.00 6000000.00 5256073.85 Agency Mortgage-Backed Securities FNMS 04.500 CLCB3918 B1V7KEBTPIMZEU4LTD58 2052-06-01 4.500000 0.00 1000.00 793.17 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4067 B1V7KEBTPIMZEU4LTD58 2052-07-01 4.500000 0.00 90125.00 79192.45 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4102 B1V7KEBTPIMZEU4LTD58 2052-07-01 4.500000 0.00 1000.00 805.14 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4658 B1V7KEBTPIMZEU4LTD58 2052-09-01 3.500000 0.00 139000.00 107958.04 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4818 B1V7KEBTPIMZEU4LTD58 2052-10-01 4.000000 0.00 1000.00 832.74 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5087 B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 0.00 2002100.00 1782987.59 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6204 B1V7KEBTPIMZEU4LTD58 2053-05-01 6.000000 0.00 21405344.00 20895835.93 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6254 B1V7KEBTPIMZEU4LTD58 2053-05-01 5.500000 0.00 24020000.00 22104828.47 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5463 B1V7KEBTPIMZEU4LTD58 2053-01-01 5.500000 0.00 22624272.00 20892436.75 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5487 B1V7KEBTPIMZEU4LTD58 2053-01-01 6.000000 0.00 62710428.00 58340989.93 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5647 B1V7KEBTPIMZEU4LTD58 2053-02-01 5.500000 0.00 1024.00 958.11 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5984 B1V7KEBTPIMZEU4LTD58 2053-04-01 5.000000 0.00 16238240.00 15058995.27 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5988 B1V7KEBTPIMZEU4LTD58 2053-04-01 5.500000 0.00 2000.00 1899.61 Agency Mortgage-Backed Securities FNMS 02.500 CLBV7761 B1V7KEBTPIMZEU4LTD58 2052-03-01 2.500000 0.00 1000.00 760.25 Agency Mortgage-Backed Securities FNMS 03.000 CLBV8117 B1V7KEBTPIMZEU4LTD58 2052-04-01 3.000000 0.00 1000.00 781.13 Agency Mortgage-Backed Securities FNMS 04.500 CLBV8388 B1V7KEBTPIMZEU4LTD58 2052-05-01 4.500000 0.00 6852328.00 6315235.91 Agency Mortgage-Backed Securities FNMS 04.500 CLBV8807 B1V7KEBTPIMZEU4LTD58 2052-05-01 4.500000 0.00 198103.00 145033.04 Agency Mortgage-Backed Securities FNMS 02.500 CLBV9644 B1V7KEBTPIMZEU4LTD58 2052-05-01 2.500000 0.00 1000.00 739.25 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1374 B1V7KEBTPIMZEU4LTD58 2052-11-01 4.500000 0.00 1000.00 872.90 Agency Mortgage-Backed Securities FNMS 02.500 CLBW2170 B1V7KEBTPIMZEU4LTD58 2052-06-01 2.500000 0.00 1000.00 731.87 Agency Mortgage-Backed Securities FNMS 05.000 CLBW2275 B1V7KEBTPIMZEU4LTD58 2052-08-01 5.000000 0.00 7209074.00 5137709.90 Agency Mortgage-Backed Securities FNMS 04.500 CLBW2312 B1V7KEBTPIMZEU4LTD58 2052-08-01 4.500000 0.00 7051272.00 5836488.78 Agency Mortgage-Backed Securities FNMS 04.500 CLBW3446 B1V7KEBTPIMZEU4LTD58 2052-06-01 4.500000 0.00 1000.00 841.27 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3678 B1V7KEBTPIMZEU4LTD58 2052-07-01 5.000000 0.00 1000.00 828.42 Agency Mortgage-Backed Securities FNMS 06.000 CLBW5303 B1V7KEBTPIMZEU4LTD58 2053-06-01 6.000000 0.00 1000.00 927.00 Agency Mortgage-Backed Securities FNMS 04.500 CLBW4865 B1V7KEBTPIMZEU4LTD58 2053-04-01 4.500000 0.00 4000.00 3624.87 Agency Mortgage-Backed Securities FNMS 04.500 CLBW5471 B1V7KEBTPIMZEU4LTD58 2052-08-01 4.500000 0.00 1000.00 912.46 Agency Mortgage-Backed Securities FNMS 02.000 CLBT9728 B1V7KEBTPIMZEU4LTD58 2051-10-01 2.000000 0.00 1000.00 684.35 Agency Mortgage-Backed Securities FNMS 02.500 CLBU1031 B1V7KEBTPIMZEU4LTD58 2051-10-01 2.500000 0.00 45000.00 30344.51 Agency Mortgage-Backed Securities FNMS 02.500 CLBU3413 B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 0.00 823497.00 386644.50 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4222 B1V7KEBTPIMZEU4LTD58 2053-10-01 5.500000 0.00 1824439.00 1677121.23 Agency Mortgage-Backed Securities FNMS 03.000 CLBU6230 B1V7KEBTPIMZEU4LTD58 2052-01-01 3.000000 0.00 1000.00 712.81 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4517 B1V7KEBTPIMZEU4LTD58 2037-01-01 2.500000 0.00 1000.00 647.28 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0932 S6XOOCT0IEG5ABCC6L87 2054-02-01 6.000000 0.00 118270.00 116791.53 Agency Mortgage-Backed Securities FNMS 06.000 CL883992 B1V7KEBTPIMZEU4LTD58 2036-04-01 6.000000 0.00 4511392.00 116507.45 Agency Mortgage-Backed Securities FNMS 07.000 NP889809 B1V7KEBTPIMZEU4LTD58 2037-10-01 7.000000 0.00 5080.00 21.41 Agency Mortgage-Backed Securities FNMS 06.000 NP891142 B1V7KEBTPIMZEU4LTD58 2036-06-01 6.000000 0.00 2118.00 10.59 Agency Mortgage-Backed Securities FNMS 06.000 NP900174 B1V7KEBTPIMZEU4LTD58 2036-08-01 6.000000 0.00 9600.00 33.53 Agency Mortgage-Backed Securities FNMS 05.490 CA917239 B1V7KEBTPIMZEU4LTD58 2037-01-01 5.490000 0.00 271151.00 34160.31 Agency Mortgage-Backed Securities FNMS 05.500 NP922741 B1V7KEBTPIMZEU4LTD58 2037-03-01 5.500000 0.00 2172.00 4.00 Agency Mortgage-Backed Securities FNMS 05.000 GL930845 B1V7KEBTPIMZEU4LTD58 2038-02-01 5.000000 0.00 1066738.00 30756.33 Agency Mortgage-Backed Securities FNMS 05.850 CA938634 B1V7KEBTPIMZEU4LTD58 2037-05-01 5.850000 0.00 514500.00 75540.04 Agency Mortgage-Backed Securities FNMS 06.500 NP944132 B1V7KEBTPIMZEU4LTD58 2037-07-01 6.500000 0.00 5705.00 17.80 Agency Mortgage-Backed Securities FNMS 05.250 CA994977 B1V7KEBTPIMZEU4LTD58 2036-06-01 5.250000 0.00 48681.00 28585.77 Agency Mortgage-Backed Securities FNMS 03.500 CLAB4223 B1V7KEBTPIMZEU4LTD58 2042-01-01 3.500000 0.00 1000.00 143.53 Agency Mortgage-Backed Securities FNMS 04.500 CKMA0479 B1V7KEBTPIMZEU4LTD58 2040-08-01 4.500000 0.00 3999998.00 27408.11 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ5919 B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 0.00 1633627.00 543267.56 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ9260 B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 0.00 497000.00 61686.19 Agency Mortgage-Backed Securities FNMS 02.500 CLBK2590 B1V7KEBTPIMZEU4LTD58 2050-05-01 2.500000 0.00 10865111.00 4803622.93 Agency Mortgage-Backed Securities 04.500 FGPC G30670 G S6XOOCT0IEG5ABCC6L87 2033-12-01 4.500000 0.00 2262000.00 193321.76 Agency Mortgage-Backed Securities 06.500 FGPC G03344 G S6XOOCT0IEG5ABCC6L87 2037-10-01 6.500000 0.00 4100.00 50.98 Agency Mortgage-Backed Securities 05.000 FGPC H09186 G S6XOOCT0IEG5ABCC6L87 2038-06-01 5.000000 0.00 7818.00 43.29 Agency Mortgage-Backed Securities 04.500 FGPC A87971 G S6XOOCT0IEG5ABCC6L87 2039-08-01 4.500000 0.00 39425.00 1519.57 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5308 S6XOOCT0IEG5ABCC6L87 2047-12-01 4.500000 0.00 3011.00 994.07 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7205 S6XOOCT0IEG5ABCC6L87 2048-07-01 4.500000 0.00 8001.00 2760.76 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7247 S6XOOCT0IEG5ABCC6L87 2048-07-01 4.500000 0.00 3001.00 1226.50 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7272 S6XOOCT0IEG5ABCC6L87 2048-07-01 4.500000 0.00 6011.00 1435.58 Agency Mortgage-Backed Securities FEPC 05.000 CLZN4057 S6XOOCT0IEG5ABCC6L87 2049-03-01 5.000000 0.00 4007.00 1447.87 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4932 S6XOOCT0IEG5ABCC6L87 2049-04-01 4.500000 0.00 5001.00 1851.49 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8385 S6XOOCT0IEG5ABCC6L87 2053-12-01 6.500000 0.00 2858719.00 2684699.26 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9998 S6XOOCT0IEG5ABCC6L87 2053-10-01 6.000000 0.00 856536.00 838571.41 Agency Mortgage-Backed Securities FNMS 05.500 CL190367 B1V7KEBTPIMZEU4LTD58 2036-01-01 5.500000 0.00 14627971.00 139384.33 Agency Mortgage-Backed Securities FNMS 06.500 CL190371 B1V7KEBTPIMZEU4LTD58 2036-07-01 6.500000 0.00 59548.00 477.12 Agency Mortgage-Backed Securities FNMS 06.500 K2253866 B1V7KEBTPIMZEU4LTD58 2031-05-01 6.500000 0.00 36758522.00 81277.68 Agency Mortgage-Backed Securities FNMS 06.000 NP256327 B1V7KEBTPIMZEU4LTD58 2036-06-01 6.000000 0.00 29551.00 56.07 Agency Mortgage-Backed Securities FNMS 04.000 CLAH4474 B1V7KEBTPIMZEU4LTD58 2041-01-01 4.000000 0.00 3015.00 218.78 Agency Mortgage-Backed Securities FNMS 04.500 CKAI7095 B1V7KEBTPIMZEU4LTD58 2041-07-01 4.500000 0.00 41551281.00 499387.60 Agency Mortgage-Backed Securities FNMS 04.000 CLAJ8465 B1V7KEBTPIMZEU4LTD58 2041-12-01 4.000000 0.00 58489423.00 6141408.30 Agency Mortgage-Backed Securities FNMS 03.500 CLAJ9326 B1V7KEBTPIMZEU4LTD58 2042-01-01 3.500000 0.00 466323.00 87188.70 Agency Mortgage-Backed Securities FNMS 03.500 CLAK6732 B1V7KEBTPIMZEU4LTD58 2042-03-01 3.500000 0.00 23824877.00 2086245.55 Agency Mortgage-Backed Securities FNMS 03.500 CTAK9312 B1V7KEBTPIMZEU4LTD58 2032-04-01 3.500000 0.00 1003.00 134.23 Agency Mortgage-Backed Securities FNMS 06.500 CLAL0886 B1V7KEBTPIMZEU4LTD58 2038-10-01 6.500000 0.00 3926340.00 209711.24 Agency Mortgage-Backed Securities FNMS 04.000 CZAL0723 B1V7KEBTPIMZEU4LTD58 2051-09-01 4.000000 0.00 8469.00 585.19 Agency Mortgage-Backed Securities FNMS 04.500 CTAL2748 B1V7KEBTPIMZEU4LTD58 2031-08-01 4.500000 0.00 65238482.00 5066406.61 Agency Mortgage-Backed Securities FNMS 05.000 CLAL6274 B1V7KEBTPIMZEU4LTD58 2044-09-01 5.000000 0.00 1024.00 122.31 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5768 B1V7KEBTPIMZEU4LTD58 2042-10-01 4.500000 0.00 1028.00 147.60 Agency Mortgage-Backed Securities FNMS 03.500 CLAL6586 B1V7KEBTPIMZEU4LTD58 2043-10-01 3.500000 0.00 3000.00 468.18 Agency Mortgage-Backed Securities FNMS 04.500 CTAL6556 B1V7KEBTPIMZEU4LTD58 2034-07-01 4.500000 0.00 2167357.00 205021.21 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7231 B1V7KEBTPIMZEU4LTD58 2045-08-01 3.500000 0.00 3002.00 578.36 Agency Mortgage-Backed Securities FNMS 08.000 CLAL7426 B1V7KEBTPIMZEU4LTD58 2038-03-01 8.000000 0.00 2725435.00 392432.45 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7908 B1V7KEBTPIMZEU4LTD58 2045-12-01 3.500000 0.00 1024.00 196.79 Agency Mortgage-Backed Securities FNMS 03.000 CLAR2629 B1V7KEBTPIMZEU4LTD58 2043-02-01 3.000000 0.00 2582708.00 530169.79 Agency Mortgage-Backed Securities FNMS 03.500 CRAR9224 B1V7KEBTPIMZEU4LTD58 2043-03-01 3.500000 0.00 1008.00 143.26 Agency Mortgage-Backed Securities FNMS 02.000 CLBU7089 B1V7KEBTPIMZEU4LTD58 2051-12-01 2.000000 0.00 2000.00 1366.54 Agency Mortgage-Backed Securities FNMS 04.000 CLBU7619 B1V7KEBTPIMZEU4LTD58 2051-12-01 4.000000 0.00 1000.00 792.91 Agency Mortgage-Backed Securities FNMS 04.000 CLBU8667 B1V7KEBTPIMZEU4LTD58 2052-05-01 4.000000 0.00 1000.00 795.37 Agency Mortgage-Backed Securities FNMS 03.500 CLBV3167 B1V7KEBTPIMZEU4LTD58 2052-05-01 3.500000 0.00 99951.00 77422.40 Agency Mortgage-Backed Securities FNMS 04.000 CLBV3829 B1V7KEBTPIMZEU4LTD58 2052-04-01 4.000000 0.00 8000.00 7213.90 Agency Mortgage-Backed Securities FNMS 02.500 CLBV5355 B1V7KEBTPIMZEU4LTD58 2052-04-01 2.500000 0.00 1000.00 719.82 Agency Mortgage-Backed Securities FNMS 05.000 CLBV5067 B1V7KEBTPIMZEU4LTD58 2052-07-01 5.000000 0.00 1038754.00 998536.01 Agency Mortgage-Backed Securities FNMS 05.000 CLBV5727 B1V7KEBTPIMZEU4LTD58 2052-05-01 5.000000 0.00 3143500.00 2505886.41 Agency Mortgage-Backed Securities FNMS 03.000 CLBV6676 B1V7KEBTPIMZEU4LTD58 2052-04-01 3.000000 0.00 1000.00 789.27 Agency Mortgage-Backed Securities Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 1143000000.00 1143000000.00 0.0184 N Y Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 5.320000% ARP125RX7 549300H47WTHXPU08X20 ARP125RX7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2042-02-15 2.375000 0.00 1528000000.00 1141127409.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-12-31 3.875000 0.00 304455800.00 304736535.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-12-31 3.750000 0.00 7678800.00 7636136.25 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 1425000000.00 1425000000.00 0.0229 N Y Y N BOFA SECURITIES INC BOFA SECURITIES INC 5.330000% ARP125V12 549300HN4UKV1E2R3U73 0001675365 ARP125V12 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 2032-07-15 6.000000 0.00 11372913.00 122862.12 Agency Collateralized Mortgage Obligation FNRM CL055YE R10F055 B1V7KEBTPIMZEU4LTD58 2040-06-25 5.000000 0.00 1100000.00 85536.05 Agency Collateralized Mortgage Obligation GNII SF MA2568 M 549300M8ZYFG0OCMTT87 2030-02-20 2.500000 0.00 105554880.00 8759445.73 Agency Mortgage-Backed Securities GNII JM MA6922 M 549300M8ZYFG0OCMTT87 2050-10-20 2.500000 0.00 25000000.00 9812491.67 Agency Mortgage-Backed Securities GNII SF MA9693 M 549300M8ZYFG0OCMTT87 2039-06-20 4.500000 0.00 330000.00 324038.55 Agency Mortgage-Backed Securities GNII SF BL6002 C 549300M8ZYFG0OCMTT87 2049-01-20 4.500000 0.00 2027292.00 758636.84 Agency Mortgage-Backed Securities GNII RG CI8163 C 549300M8ZYFG0OCMTT87 2048-04-20 3.500000 0.00 275077.00 175558.69 Agency Mortgage-Backed Securities GNII SF DB6156 C 549300M8ZYFG0OCMTT87 2054-06-20 6.000000 0.00 1590770.00 1621368.46 Agency Mortgage-Backed Securities GNII ET DC5544 C 549300M8ZYFG0OCMTT87 2064-03-20 6.500000 0.00 332937.00 337954.69 Agency Mortgage-Backed Securities GNII SF DC7520 C 549300M8ZYFG0OCMTT87 2054-06-20 6.500000 0.00 1472980.00 1492027.10 Agency Mortgage-Backed Securities GNMI SF 744484 X 549300M8ZYFG0OCMTT87 2040-07-15 5.000000 0.00 2504120.00 448989.74 Agency Mortgage-Backed Securities GNRM 2006-041 PC 549300M8ZYFG0OCMTT87 2036-08-16 5.500000 0.00 14000000.00 3208044.01 Agency Collateralized Mortgage Obligation GNRM 2017-188 G 549300M8ZYFG0OCMTT87 2045-03-20 3.000000 0.00 15000000.00 126707.41 Agency Collateralized Mortgage Obligation GNRA 2021-226 FA 549300M8ZYFG0OCMTT87 2051-12-20 2.500000 0.00 7050600.00 4865563.97 Agency Collateralized Mortgage Obligation GNRA 2023-107 FA 549300M8ZYFG0OCMTT87 2053-07-20 6.383000 0.00 40382100.00 32929185.86 Agency Collateralized Mortgage Obligation GNRM 2024-042 YC 549300M8ZYFG0OCMTT87 2054-03-20 5.500000 0.00 13387000.00 13211590.14 Agency Collateralized Mortgage Obligation Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 76000000.00 76000000.00 0.0012 N Y Y N BOFA SECURITIES INC BOFA SECURITIES INC 5.330000% ARP125V61 549300HN4UKV1E2R3U73 0001675365 ARP125V61 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2044-11-15 3.000000 0.00 1916800.00 1525709.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-11-15 2.375000 0.00 4631600.00 3147263.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-11-15 0.875000 0.00 102044400.00 82915993.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-11-15 1.375000 0.00 4985000.00 4080691.20 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-31 4.000000 0.00 87146300.00 87364481.78 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2034-05-15 4.375000 0.00 2495700.00 2525907.90 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 178000000.00 178000000.00 0.0029 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 5.490000% ARP125V79 ZBUT11V806EZRVTWT807 0000782124 ARP125V79 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 2050-09-25 5.000000 0.00 6944668.00 6160825.04 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2048-10-15 4.500000 0.00 12326320.00 11787693.97 Agency Collateralized Mortgage Obligation GNRM 2020-098 DB 549300M8ZYFG0OCMTT87 2050-07-20 1.250000 0.00 22751295.00 10327384.68 Agency Collateralized Mortgage Obligation GNRM 2020-165 U 549300M8ZYFG0OCMTT87 2050-11-20 2.000000 0.00 10000000.00 5439019.53 Agency Collateralized Mortgage Obligation GNRM 2021-016 AC 549300M8ZYFG0OCMTT87 2051-01-20 1.100000 0.00 25914700.00 13382162.48 Agency Collateralized Mortgage Obligation GNRA 2024-001 GF 549300M8ZYFG0OCMTT87 2054-01-20 6.483000 0.00 100000000.00 97825347.04 Agency Collateralized Mortgage Obligation GNRA 2024-019 HF 549300M8ZYFG0OCMTT87 2054-02-20 6.443000 0.00 44088064.00 43776219.04 Agency Collateralized Mortgage Obligation GNRM 2024-078 AG 549300M8ZYFG0OCMTT87 2047-05-20 4.000000 0.00 89077440.00 84580159.86 Agency Collateralized Mortgage Obligation GNRM 2023-020 EL 549300M8ZYFG0OCMTT87 2053-02-20 6.000000 0.00 8383727.00 8531498.57 Agency Collateralized Mortgage Obligation GNRA 2023-053 FQ 549300M8ZYFG0OCMTT87 2053-04-20 6.083000 0.00 29077200.00 27461765.41 Agency Collateralized Mortgage Obligation GNRA 2023-053 EF 549300M8ZYFG0OCMTT87 2053-04-20 6.133000 0.00 20000000.00 18485349.50 Agency Collateralized Mortgage Obligation GNRA 2023-053 NF 549300M8ZYFG0OCMTT87 2053-04-20 6.113000 0.00 26000000.00 24236496.64 Agency Collateralized Mortgage Obligation GNRM 2023-115 E 549300M8ZYFG0OCMTT87 2057-11-20 5.500000 0.00 91902720.00 59421670.02 Agency Collateralized Mortgage Obligation GNRA 2023-133 KF 549300M8ZYFG0OCMTT87 2053-09-20 6.733000 0.00 50000000.00 36634408.39 Agency Collateralized Mortgage Obligation Y 2024-07-01 2024-10-01 2025-01-03 Y JP MORGAN SECURITIES LLC 1.0000 95 N N N 0.0549 435000000.00 435000000.00 0.0070 N N N Y BNP PARIBAS SA BNP PARIBAS SA 5.320000% ARP125VA2 R0MUWSFPU8MPRO8K5P83 0000872786 ARP125VA2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 0.00 64252100.00 65500116.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 2.375000 0.00 115500.00 86256.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 0.500000 0.00 175200700.00 163366669.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-05-15 1.625000 0.00 74482200.00 62896339.97 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 286000000.00 286000000.00 0.0046 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 5.330000% ARP125VB0 G5GSEF7VJP5I7OUK5573 0001484212 ARP125VB0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FEPC 03.000 CLSD7553 S6XOOCT0IEG5ABCC6L87 2052-03-01 3.000000 0.00 126890546.00 92473255.52 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8408 S6XOOCT0IEG5ABCC6L87 2054-03-01 5.500000 0.00 208300832.00 201348516.54 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8409 S6XOOCT0IEG5ABCC6L87 2054-03-01 6.000000 0.00 180108193.00 174302013.66 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8146 B1V7KEBTPIMZEU4LTD58 2054-03-01 5.500000 0.00 183264353.00 175156188.16 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4922 B1V7KEBTPIMZEU4LTD58 2051-06-01 3.000000 0.00 207711669.00 166879119.22 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4805 B1V7KEBTPIMZEU4LTD58 2052-11-01 4.500000 0.00 68733722.00 59547030.13 Agency Mortgage-Backed Securities Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 844000000.00 844000000.00 0.0136 N Y Y N BANK OF MONTREAL BANK OF MONTREAL 5.330000% ARP125VC8 NQQ6HPCNCCU6TUTQYE16 0000009622 ARP125VC8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNII SF CS8353 C 549300M8ZYFG0OCMTT87 2053-02-20 5.000000 0.00 10152096.00 9404075.20 Agency Mortgage-Backed Securities GNII SF CY9033 C 549300M8ZYFG0OCMTT87 2054-03-20 5.500000 0.00 10009535.00 10037596.29 Agency Mortgage-Backed Securities GNII SF CZ1354 C 549300M8ZYFG0OCMTT87 2054-05-20 7.500000 0.00 7573137.00 7814376.62 Agency Mortgage-Backed Securities GNII SF DA7101 C 549300M8ZYFG0OCMTT87 2054-03-20 6.500000 0.00 9015675.00 9116576.64 Agency Mortgage-Backed Securities GNII SF DA7340 C 549300M8ZYFG0OCMTT87 2054-06-20 6.000000 0.00 9867492.00 10021424.88 Agency Mortgage-Backed Securities GNII SF DA7828 C 549300M8ZYFG0OCMTT87 2054-03-20 5.500000 0.00 9314527.00 9339843.68 Agency Mortgage-Backed Securities GNII SF DA7830 C 549300M8ZYFG0OCMTT87 2054-03-20 5.500000 0.00 9428255.00 9423171.09 Agency Mortgage-Backed Securities GNII SF DA7901 C 549300M8ZYFG0OCMTT87 2054-04-20 5.500000 0.00 8676395.00 8676619.61 Agency Mortgage-Backed Securities GNII SF DA8121 C 549300M8ZYFG0OCMTT87 2054-03-20 5.500000 0.00 8550887.00 8553234.68 Agency Mortgage-Backed Securities GNII SF DB0830 C 549300M8ZYFG0OCMTT87 2054-04-20 6.500000 0.00 7713793.00 7825068.20 Agency Mortgage-Backed Securities GNII SF DB1382 C 549300M8ZYFG0OCMTT87 2054-03-20 5.500000 0.00 7853068.00 7855840.07 Agency Mortgage-Backed Securities GNII SF DB4038 C 549300M8ZYFG0OCMTT87 2054-04-20 5.500000 0.00 9399152.00 9324333.98 Agency Mortgage-Backed Securities GNII SF DB4799 C 549300M8ZYFG0OCMTT87 2054-05-20 7.500000 0.00 9942163.00 10233613.84 Agency Mortgage-Backed Securities GNII SF DC1103 C 549300M8ZYFG0OCMTT87 2054-06-20 6.500000 0.00 8437526.00 8549458.22 Agency Mortgage-Backed Securities GNII SF DC6540 C 549300M8ZYFG0OCMTT87 2054-06-20 6.500000 0.00 9047273.00 9249760.02 Agency Mortgage-Backed Securities GNII SF MA6541 M 549300M8ZYFG0OCMTT87 2050-02-20 3.000000 0.00 50000000.00 8930055.02 Agency Mortgage-Backed Securities GNII SF MA8346 M 549300M8ZYFG0OCMTT87 2052-10-20 4.000000 0.00 10128934.00 8645919.09 Agency Mortgage-Backed Securities GNII SF MA9493 M 549300M8ZYFG0OCMTT87 2054-01-20 8.000000 0.00 2071496.00 2160377.35 Agency Mortgage-Backed Securities GNII SF CS7536 C 549300M8ZYFG0OCMTT87 2053-03-20 5.500000 0.00 10130595.00 10002750.52 Agency Mortgage-Backed Securities GNII SF CS7622 C 549300M8ZYFG0OCMTT87 2053-03-20 5.000000 0.00 8199681.00 7952763.82 Agency Mortgage-Backed Securities Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 168000000.00 168000000.00 0.0027 N Y Y N BANCO BILBAO VIZCAYA ARGENTARIA SA BANCO BILBAO VIZCAYA ARGENTARIA SA 5.320000% ARP125VD6 K8MS7FD7N5Z2WQ51AZ71 0000842180 ARP125VD6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2027-01-15 0.375000 0.00 1285600.00 1587970.13 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-08-15 0.625000 0.00 1028800.00 827574.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-05-15 1.625000 0.00 3549900.00 2989846.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-08-15 1.250000 0.00 44895100.00 36684039.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-11-15 1.375000 0.00 400.00 326.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-08-15 2.750000 0.00 100.00 90.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-30 4.875000 0.00 65126800.00 65747256.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-02-15 2.125000 0.00 434100.00 630810.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 0.00 2078100.00 2273148.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-11-15 4.000000 0.00 9337800.00 8616143.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-08-15 1.500000 0.00 7068900.00 6655206.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-15 2.875000 0.00 44373400.00 42292500.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-05-15 2.375000 0.00 200.00 183.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-15 1.625000 0.00 9999700.00 9557874.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-11-15 2.000000 0.00 4999400.00 4717030.41 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 179000000.00 179000000.00 0.0029 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 5.320000% ARP125VK0 1VUV7VQFKUOQSJ21A208 0001330437 ARP125VK0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2025-08-15 2.000000 0.00 211291200.00 205798186.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-03-31 2.375000 0.00 68979900.00 63601211.14 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 264000000.00 264000000.00 0.0042 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 5.320000% ARP125VL8 2IGI19DL77OX0HC3ZE78 0000800030 ARP125VL8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2029-05-15 2.375000 0.00 400.00 366.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2.125000 0.00 13484300.00 13171690.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-07-15 0.375000 0.00 2789800.00 3600085.94 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-07-15 0.125000 0.00 551700.00 604563.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-31 0.750000 0.00 3007200.00 2650164.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-02-15 1.125000 0.00 38380600.00 31572782.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-06-30 0.875000 0.00 9642300.00 8987249.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-07-15 0.125000 0.00 8004500.00 8235636.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-11-30 3.875000 0.00 1045400.00 1024992.20 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-31 3.500000 0.00 34900.00 34317.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-01-15 1.125000 0.00 200.00 196.22 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-04-30 3.500000 0.00 100.00 96.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-09-30 4.625000 0.00 1615600.00 1658517.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-10-15 2.375000 0.00 625400.00 651490.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-12-31 3.750000 0.00 73432700.00 72385326.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 2.000000 0.00 1183000.00 1861729.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-08-15 3.375000 0.00 6705700.00 5778854.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-11-15 4.000000 0.00 200.00 184.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-02-15 1.500000 0.00 100.00 90.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-08-15 4.125000 0.00 493400.00 470499.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-15 2.250000 0.00 100.00 93.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-15 2.875000 0.00 165000.00 156523.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-02-15 0.125000 0.00 102900.00 72455.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-05-15 2.375000 0.00 750600.00 500480.32 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-08-15 1.750000 0.00 500.00 335.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-05-15 3.250000 0.00 400300.00 336295.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-08-15 3.000000 0.00 674500.00 518981.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-02-28 4.250000 0.00 100.00 100.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-03-31 4.125000 0.00 23200.00 23158.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 0.00 8200.00 6031.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-02-15 1.000000 0.00 7403300.00 7298059.42 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-05-15 1.250000 0.00 30835700.00 15464182.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 1.125000 0.00 13200.00 8187.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-01-15 2.375000 0.00 100.00 156.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 0.00 665400.00 999484.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 2.125000 0.00 105800.00 152015.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 0.00 3297600.00 3607109.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 0.00 200.00 178.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 1.375000 0.00 3120200.00 3638611.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 0.00 61302500.00 47978705.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-12-31 2.625000 0.00 14701600.00 14410034.48 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 243000000.00 243000000.00 0.0039 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 5.330000% ARP125VM6 2IGI19DL77OX0HC3ZE78 0000800030 ARP125VM6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FEPC 06.500 CLSD8397 S6XOOCT0IEG5ABCC6L87 2054-01-01 6.500000 0.00 130062.00 123704.62 Agency Mortgage-Backed Securities FEPC 02.500 CLQE1102 S6XOOCT0IEG5ABCC6L87 2052-04-01 2.500000 0.00 325356.00 247317.22 Agency Mortgage-Backed Securities FEPC 06.500 CLQG2850 S6XOOCT0IEG5ABCC6L87 2053-05-01 6.500000 0.00 3100718.00 2898896.97 Agency Mortgage-Backed Securities FEPC 05.500 CLQH1480 S6XOOCT0IEG5ABCC6L87 2053-09-01 5.500000 0.00 5347841.00 5077472.64 Agency Mortgage-Backed Securities Farm Federal Credit Bank 254900C5LP6DN9OP9V83 2039-02-02 3.500000 0.00 1000.00 866.96 Agency Debentures and Agency Strips FNMS 06.000 CL735504 B1V7KEBTPIMZEU4LTD58 2035-04-01 6.000000 0.00 4506.00 52.82 Agency Mortgage-Backed Securities FNAR XX.XXX LB804377 B1V7KEBTPIMZEU4LTD58 2034-12-01 5.664000 0.00 3015.00 39.39 Agency Mortgage-Backed Securities FNMS 04.000 CLBC9017 B1V7KEBTPIMZEU4LTD58 2046-11-01 4.000000 0.00 1006.00 248.46 Agency Mortgage-Backed Securities FNMS 04.000 CLBD2012 B1V7KEBTPIMZEU4LTD58 2046-08-01 4.000000 0.00 1069.00 291.09 Agency Mortgage-Backed Securities FNMS 04.000 CLBH1062 B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 0.00 1008.00 128.48 Agency Mortgage-Backed Securities FNMS 04.000 CLBH3884 B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 0.00 1000.00 549.14 Agency Mortgage-Backed Securities FNMS 04.000 CLBH3890 B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 0.00 1000.00 227.91 Agency Mortgage-Backed Securities FNMS 04.000 CLBH6249 B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 0.00 1000.00 273.60 Agency Mortgage-Backed Securities FNMS 04.000 CLBH6250 B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 0.00 1008.00 213.27 Agency Mortgage-Backed Securities FNMS 04.000 CLBH6472 B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 0.00 1000.00 184.76 Agency Mortgage-Backed Securities FNMS 03.500 CLBH8138 B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 0.00 1000.00 317.45 Agency Mortgage-Backed Securities FNMS 04.000 CLBH8265 B1V7KEBTPIMZEU4LTD58 2047-08-01 4.000000 0.00 4008.00 1077.54 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ0752 B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 0.00 1000.00 195.01 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ5188 B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 0.00 1198.00 431.90 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ6842 B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 0.00 4000.00 743.10 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ8260 B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 0.00 1000.00 491.94 Agency Mortgage-Backed Securities FNMS 04.000 CLBK5170 B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 0.00 1000.00 402.22 Agency Mortgage-Backed Securities FNMS 04.000 CLBK5867 B1V7KEBTPIMZEU4LTD58 2048-05-01 4.000000 0.00 1000.00 533.15 Agency Mortgage-Backed Securities FNMS 04.000 CLBK7055 B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 0.00 1000.00 281.40 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0923 B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 0.00 1024.00 218.78 Agency Mortgage-Backed Securities FNMS 02.000 CTBQ0989 B1V7KEBTPIMZEU4LTD58 2041-07-01 2.000000 0.00 20147299.00 13339565.98 Agency Mortgage-Backed Securities FNMS 06.000 CLBY8356 B1V7KEBTPIMZEU4LTD58 2053-08-01 6.000000 0.00 1000.00 1000.67 Agency Mortgage-Backed Securities FNMS 04.500 CTCA1864 B1V7KEBTPIMZEU4LTD58 2038-06-01 4.500000 0.00 1024.00 307.57 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2093 B1V7KEBTPIMZEU4LTD58 2048-06-01 4.500000 0.00 1008.00 589.67 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2786 B1V7KEBTPIMZEU4LTD58 2048-12-01 4.000000 0.00 1024.00 315.32 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2282 B1V7KEBTPIMZEU4LTD58 2051-12-01 2.000000 0.00 35985849.00 24162949.32 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2805 B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 0.00 1000.00 709.39 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3273 B1V7KEBTPIMZEU4LTD58 2052-04-01 4.000000 0.00 1533833.00 1201372.45 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8042 B1V7KEBTPIMZEU4LTD58 2054-02-01 7.000000 0.00 1522505.00 1521560.43 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4102 B1V7KEBTPIMZEU4LTD58 2050-02-01 3.500000 0.00 1936272.00 994173.55 Agency Mortgage-Backed Securities FNMS 03.500 CLFM6653 B1V7KEBTPIMZEU4LTD58 2044-01-01 3.500000 0.00 5358135.00 2896951.89 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0219 B1V7KEBTPIMZEU4LTD58 2052-01-01 3.000000 0.00 361701.00 266605.76 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3089 B1V7KEBTPIMZEU4LTD58 2050-12-01 4.500000 0.00 55914.00 45882.33 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3872 B1V7KEBTPIMZEU4LTD58 2053-02-01 4.500000 0.00 342862.00 295000.95 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8076 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.000000 0.00 10477.00 10680.47 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8242 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.000000 0.00 378944.00 389262.65 Agency Mortgage-Backed Securities FNMS 03.500 CQMA2432 B1V7KEBTPIMZEU4LTD58 2045-10-01 3.500000 0.00 1000.00 250.91 Agency Mortgage-Backed Securities 05.500 FGPC G06623 G S6XOOCT0IEG5ABCC6L87 2039-04-01 5.500000 0.00 18631133.00 909400.41 Agency Mortgage-Backed Securities FEPC 03.000 CLZT0029 S6XOOCT0IEG5ABCC6L87 2047-05-01 3.000000 0.00 23505028.00 7216661.49 Agency Mortgage-Backed Securities FEPC 03.000 CTSC0450 S6XOOCT0IEG5ABCC6L87 2043-08-01 3.000000 0.00 1008.00 860.53 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2249 S6XOOCT0IEG5ABCC6L87 2053-01-01 4.500000 0.00 18755272.00 16670420.82 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8342 S6XOOCT0IEG5ABCC6L87 2053-07-01 5.500000 0.00 1000.00 923.43 Agency Mortgage-Backed Securities Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 76000000.00 76000000.00 0.0012 N Y Y N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 5.320000% ARP125VN4 MBNUM2BPBDO7JBLYG310 0000315030 ARP125VN4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2046-02-15 2.500000 0.00 347915000.00 249999993.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-11-15 2.375000 0.00 372028400.00 249999987.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2054-02-15 4.250000 0.00 85551100.00 83440092.76 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 572000000.00 572000000.00 0.0092 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 5.320000% ARP125VP9 1VUV7VQFKUOQSJ21A208 0001330437 ARP125VP9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2027-05-15 4.500000 0.00 43677300.00 43879544.89 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 43000000.00 43000000.00 0.0007 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC DAIWA CAPITAL MARKETS AMERICA INC 5.340000% ARP125VR5 M67H5PRC0NQKM73ZAS82 0000026617 ARP125VR5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNII SF MA9427 M 549300M8ZYFG0OCMTT87 2053-12-20 7.500000 0.00 149280.00 149445.50 Agency Mortgage-Backed Securities GNII SF MA9666 M 549300M8ZYFG0OCMTT87 2054-05-20 4.500000 0.00 501298.00 479368.26 Agency Mortgage-Backed Securities GNII SF MA9670 M 549300M8ZYFG0OCMTT87 2054-05-20 6.500000 0.00 329028.00 334835.35 Agency Mortgage-Backed Securities GNII SF MA9662 M 549300M8ZYFG0OCMTT87 2054-04-20 2.500000 0.00 190071.00 160956.12 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6578 B1V7KEBTPIMZEU4LTD58 2053-12-01 6.000000 0.00 35874.00 35303.65 Agency Mortgage-Backed Securities FNMS 05.500 CLDA8939 B1V7KEBTPIMZEU4LTD58 2054-02-01 5.500000 0.00 1000.00 994.96 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5107 B1V7KEBTPIMZEU4LTD58 2053-08-01 5.500000 0.00 751887.00 694873.07 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5138 B1V7KEBTPIMZEU4LTD58 2053-09-01 5.500000 0.00 13456680.00 12598345.76 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5216 B1V7KEBTPIMZEU4LTD58 2053-12-01 6.000000 0.00 2655735.00 2533800.31 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5246 B1V7KEBTPIMZEU4LTD58 2054-01-01 5.500000 0.00 2483824.00 2393332.31 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5417 B1V7KEBTPIMZEU4LTD58 2054-06-01 4.000000 0.00 2088296.00 1928641.59 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5419 B1V7KEBTPIMZEU4LTD58 2054-06-01 5.000000 0.00 71477.00 69662.56 Agency Mortgage-Backed Securities GNII SF MA9309 M 549300M8ZYFG0OCMTT87 2053-11-20 7.500000 0.00 1005288.00 989052.30 Agency Mortgage-Backed Securities GNII SF MA9366 M 549300M8ZYFG0OCMTT87 2053-12-20 7.500000 0.00 520672.00 523700.73 Agency Mortgage-Backed Securities GNII SF CX6090 C 549300M8ZYFG0OCMTT87 2054-04-20 7.500000 0.00 48733.00 52189.34 Agency Mortgage-Backed Securities GNII SF DB4043 C 549300M8ZYFG0OCMTT87 2054-01-20 7.500000 0.00 1454409.00 1551879.10 Agency Mortgage-Backed Securities GNII SF DB4044 C 549300M8ZYFG0OCMTT87 2054-04-20 7.500000 0.00 2448060.00 2608915.22 Agency Mortgage-Backed Securities GNRM 2024-042 DV 549300M8ZYFG0OCMTT87 2035-01-20 6.000000 0.00 1619989.00 1624741.97 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2024-08-15 0.00 0.00 134300.00 133422.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 0.00 434300.00 437789.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2054-02-15 2.125000 0.00 23100000.00 23364584.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-09-30 3.000000 0.00 899900.00 884543.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-04-30 0.500000 0.00 111700.00 99938.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-04-30 3.500000 0.00 82821200.00 79719248.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-07-15 1.375000 0.00 5600.00 5508.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-05-31 4.500000 0.00 1706100.00 1724834.04 U.S. Treasuries (including strips) FEPC 03.500 CLZS4726 S6XOOCT0IEG5ABCC6L87 2047-07-01 3.500000 0.00 90432980.00 10526922.14 Agency Mortgage-Backed Securities FEPC 02.500 CISB8162 S6XOOCT0IEG5ABCC6L87 2037-07-01 2.500000 0.00 910213.00 675140.84 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8362 S6XOOCT0IEG5ABCC6L87 2053-09-01 5.500000 0.00 34015.00 31973.01 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8409 S6XOOCT0IEG5ABCC6L87 2054-03-01 6.000000 0.00 2015578.00 1950601.46 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8447 S6XOOCT0IEG5ABCC6L87 2054-06-01 6.000000 0.00 2610836.00 2636500.52 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8444 S6XOOCT0IEG5ABCC6L87 2054-06-01 4.500000 0.00 9987072.00 9499203.53 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8458 S6XOOCT0IEG5ABCC6L87 2054-06-01 4.000000 0.00 7164456.00 6616704.68 Agency Mortgage-Backed Securities FEPC 02.500 CLQC8196 S6XOOCT0IEG5ABCC6L87 2051-10-01 2.500000 0.00 1000.00 697.24 Agency Mortgage-Backed Securities FEPC 05.500 CLQI1658 S6XOOCT0IEG5ABCC6L87 2054-02-01 5.500000 0.00 38213.00 37852.00 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8970 S6XOOCT0IEG5ABCC6L87 2054-06-01 6.000000 0.00 2467434.00 2515025.87 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2049-06-25 6.000000 0.00 56344356.00 55548834.04 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2035-02-25 6.000000 0.00 17214910.00 17540983.22 Agency Collateralized Mortgage Obligation FNMS 06.000 CLDA7033 B1V7KEBTPIMZEU4LTD58 2054-05-01 6.000000 0.00 1000.00 1009.07 Agency Mortgage-Backed Securities FNMS 05.500 CLDB3401 B1V7KEBTPIMZEU4LTD58 2054-05-01 5.500000 0.00 239046.00 235158.84 Agency Mortgage-Backed Securities FNMS 04.500 CLBT7954 B1V7KEBTPIMZEU4LTD58 2052-10-01 4.500000 0.00 33000000.00 28283867.89 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3797 B1V7KEBTPIMZEU4LTD58 2052-07-01 5.000000 0.00 1044047.00 993518.69 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4388 B1V7KEBTPIMZEU4LTD58 2052-08-01 4.500000 0.00 6733068.00 5676960.31 Agency Mortgage-Backed Securities FNMS 04.500 CLCB3633 B1V7KEBTPIMZEU4LTD58 2052-05-01 4.500000 0.00 1653334.00 1358002.71 Agency Mortgage-Backed Securities FNMS 03.000 CIFS3562 B1V7KEBTPIMZEU4LTD58 2038-04-01 3.000000 0.00 125686.00 104427.29 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4697 B1V7KEBTPIMZEU4LTD58 2053-05-01 5.000000 0.00 102004.00 92641.71 Agency Mortgage-Backed Securities Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0534 270000000.00 270000000.00 0.0043 N Y Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 5.330000% ARP125VW4 FOR8UP27PHTHYVLBNG30 0000769993 ARP125VW4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FNMS 02.500 CLBV8126 B1V7KEBTPIMZEU4LTD58 2052-04-01 2.500000 0.00 220397.00 158351.84 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8853 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.000000 0.00 81462000.00 48969648.42 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0410 B1V7KEBTPIMZEU4LTD58 2051-05-01 2.000000 0.00 38166464.00 24309225.26 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0755 B1V7KEBTPIMZEU4LTD58 2051-06-01 2.500000 0.00 65051008.00 45712061.87 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1261 B1V7KEBTPIMZEU4LTD58 2051-08-01 2.000000 0.00 1500000.00 991536.11 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2139 B1V7KEBTPIMZEU4LTD58 2051-11-01 2.000000 0.00 711784.00 479087.90 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2164 B1V7KEBTPIMZEU4LTD58 2051-11-01 3.000000 0.00 2300000.00 1619660.36 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4039 B1V7KEBTPIMZEU4LTD58 2052-07-01 5.000000 0.00 60138304.00 51059839.15 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6201 B1V7KEBTPIMZEU4LTD58 2053-05-01 6.000000 0.00 12731104.00 11754974.28 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6321 B1V7KEBTPIMZEU4LTD58 2053-05-01 5.500000 0.00 157171.00 144231.65 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8495 B1V7KEBTPIMZEU4LTD58 2054-05-01 6.000000 0.00 112725632.00 110262922.49 Agency Mortgage-Backed Securities FNMS 04.500 CTFM1353 B1V7KEBTPIMZEU4LTD58 2039-08-01 4.500000 0.00 276500.00 78005.35 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3948 B1V7KEBTPIMZEU4LTD58 2050-04-01 4.000000 0.00 46380.00 15385.50 Agency Mortgage-Backed Securities FNMS 02.000 CLFS2386 B1V7KEBTPIMZEU4LTD58 2051-08-01 2.000000 0.00 50000.00 33007.35 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2482 B1V7KEBTPIMZEU4LTD58 2052-07-01 3.500000 0.00 7000000.00 5658956.40 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3332 B1V7KEBTPIMZEU4LTD58 2052-12-01 5.500000 0.00 40000.00 34770.01 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3603 B1V7KEBTPIMZEU4LTD58 2053-08-01 5.500000 0.00 140000.00 130594.69 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6321 B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 0.00 23598816.00 20436936.82 Agency Mortgage-Backed Securities GNMI SF AC2059 X 549300M8ZYFG0OCMTT87 2042-11-15 3.000000 0.00 47230.00 6873.91 Agency Mortgage-Backed Securities GNII SF MA4510 M 549300M8ZYFG0OCMTT87 2047-03-20 3.500000 0.00 399917000.00 52826516.67 Agency Mortgage-Backed Securities GNII SF MA6544 M 549300M8ZYFG0OCMTT87 2049-07-20 4.500000 0.00 100000.00 15991.03 Agency Mortgage-Backed Securities GNII SF MA6571 M 549300M8ZYFG0OCMTT87 2035-04-20 2.500000 0.00 298000.00 75992.21 Agency Mortgage-Backed Securities GNII SF MA7990 M 549300M8ZYFG0OCMTT87 2052-04-20 4.000000 0.00 75001000.00 60123991.85 Agency Mortgage-Backed Securities GNII SF MA7937 M 549300M8ZYFG0OCMTT87 2052-03-20 3.000000 0.00 100000000.00 73526798.20 Agency Mortgage-Backed Securities GNII SF MA8649 M 549300M8ZYFG0OCMTT87 2053-01-20 6.000000 0.00 368982.00 305730.61 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6724 B1V7KEBTPIMZEU4LTD58 2053-12-01 6.000000 0.00 23631712.00 23021904.79 Agency Mortgage-Backed Securities FNMS 06.500 CL883993 B1V7KEBTPIMZEU4LTD58 2036-04-01 6.500000 0.00 1227836.00 7410.22 Agency Mortgage-Backed Securities FNMS 05.500 CL932287 B1V7KEBTPIMZEU4LTD58 2039-12-01 5.500000 0.00 760137.00 17750.26 Agency Mortgage-Backed Securities FNMS 04.500 CLAB1045 B1V7KEBTPIMZEU4LTD58 2040-05-01 4.500000 0.00 5805000.00 432651.24 Agency Mortgage-Backed Securities FNMS 03.000 CLAB8839 B1V7KEBTPIMZEU4LTD58 2043-03-01 3.000000 0.00 310000.00 67133.08 Agency Mortgage-Backed Securities FNMS 03.500 CJMA3070 B1V7KEBTPIMZEU4LTD58 2032-06-01 3.500000 0.00 605000.00 70479.98 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4586 B1V7KEBTPIMZEU4LTD58 2042-04-01 2.000000 0.00 400000.00 287387.43 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4868 B1V7KEBTPIMZEU4LTD58 2053-01-01 5.000000 0.00 143000.00 127950.96 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5424 B1V7KEBTPIMZEU4LTD58 2039-06-01 5.000000 0.00 1180438.00 1177542.39 Agency Mortgage-Backed Securities GNII SF 770803 C 549300M8ZYFG0OCMTT87 2041-06-20 5.000000 0.00 5254624.00 548921.08 Agency Mortgage-Backed Securities GNMI SF 774641 X 549300M8ZYFG0OCMTT87 2041-12-15 4.000000 0.00 1831290.00 208159.67 Agency Mortgage-Backed Securities GNMI SF 796307 X 549300M8ZYFG0OCMTT87 2042-11-15 4.000000 0.00 4708520.00 709478.99 Agency Mortgage-Backed Securities GNII SF MA8801 M 549300M8ZYFG0OCMTT87 2053-04-20 5.500000 0.00 89713408.00 82243138.29 Agency Mortgage-Backed Securities GNII SF MA9540 M 549300M8ZYFG0OCMTT87 2054-03-20 5.000000 0.00 128448000.00 125279402.24 Agency Mortgage-Backed Securities GNII SF MA9544 M 549300M8ZYFG0OCMTT87 2054-02-20 7.000000 0.00 650838.00 660718.21 Agency Mortgage-Backed Securities GNPL PN CN3130 549300M8ZYFG0OCMTT87 2057-05-15 2.830000 0.00 85345536.00 73893214.17 Agency Mortgage-Backed Securities GNMI SF BS8482 X 549300M8ZYFG0OCMTT87 2050-08-15 3.000000 0.00 5100000.00 2425228.42 Agency Mortgage-Backed Securities GNCL CL CG3702 549300M8ZYFG0OCMTT87 2064-06-15 2.790000 0.00 515107.00 431466.76 Agency Mortgage-Backed Securities GNPL PN CH0460 549300M8ZYFG0OCMTT87 2057-05-15 2.400000 0.00 444506.00 356980.28 Agency Mortgage-Backed Securities GNII SF AG4148 C 549300M8ZYFG0OCMTT87 2043-10-20 4.000000 0.00 14546112.00 227648.07 Agency Mortgage-Backed Securities GNII SF CR3771 C 549300M8ZYFG0OCMTT87 2054-01-20 6.500000 0.00 1368856.00 1390385.89 Agency Mortgage-Backed Securities GNII SF CW1995 C 549300M8ZYFG0OCMTT87 2053-07-20 6.000000 0.00 3732036.00 3701318.49 Agency Mortgage-Backed Securities GNPL PN CW2333 549300M8ZYFG0OCMTT87 2059-05-15 5.800000 0.00 17500000.00 18215160.14 Agency Mortgage-Backed Securities GNMI SF AX8707 X 549300M8ZYFG0OCMTT87 2047-01-15 3.000000 0.00 616736.00 195727.02 Agency Mortgage-Backed Securities GNMI SF 710994 X 549300M8ZYFG0OCMTT87 2039-11-15 5.000000 0.00 1900000.00 121085.47 Agency Mortgage-Backed Securities GNMI SF 710695 X 549300M8ZYFG0OCMTT87 2039-07-15 5.500000 0.00 10000000.00 825447.81 Agency Mortgage-Backed Securities 06.000 FGPC G04710 G S6XOOCT0IEG5ABCC6L87 2038-09-01 6.000000 0.00 4750000.00 82766.55 Agency Mortgage-Backed Securities FEPC 05.500 CLZI6819 S6XOOCT0IEG5ABCC6L87 2037-10-01 5.500000 0.00 600000.00 29722.61 Agency Mortgage-Backed Securities FEPC 05.500 CLZI9159 S6XOOCT0IEG5ABCC6L87 2039-09-01 5.500000 0.00 1850000.00 80452.69 Agency Mortgage-Backed Securities FEPC 05.000 CLZJ0031 S6XOOCT0IEG5ABCC6L87 2040-06-01 5.000000 0.00 848045.00 70222.39 Agency Mortgage-Backed Securities FEPC 05.500 CLZJ0066 S6XOOCT0IEG5ABCC6L87 2040-06-01 5.500000 0.00 295000.00 32697.97 Agency Mortgage-Backed Securities FEPC 04.000 CLZJ1178 S6XOOCT0IEG5ABCC6L87 2041-02-01 4.000000 0.00 11366240.00 602932.07 Agency Mortgage-Backed Securities FEPC 04.000 CLZL5978 S6XOOCT0IEG5ABCC6L87 2043-05-01 4.000000 0.00 1432478.00 130941.11 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7258 S6XOOCT0IEG5ABCC6L87 2048-07-01 4.500000 0.00 4458480.00 269534.83 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0762 S6XOOCT0IEG5ABCC6L87 2043-07-01 3.500000 0.00 45500000.00 7067599.43 Agency Mortgage-Backed Securities FEPC 04.000 CLZN1241 S6XOOCT0IEG5ABCC6L87 2048-11-01 4.000000 0.00 71000.00 12469.53 Agency Mortgage-Backed Securities FEPC 02.500 CIZA3822 S6XOOCT0IEG5ABCC6L87 2030-08-01 2.500000 0.00 39630.00 5628.21 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0013 S6XOOCT0IEG5ABCC6L87 2047-03-01 3.500000 0.00 1565000.00 335769.59 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0539 S6XOOCT0IEG5ABCC6L87 2048-03-01 4.000000 0.00 200000.00 53201.02 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0225 S6XOOCT0IEG5ABCC6L87 2047-12-01 3.000000 0.00 1667936.00 600845.59 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2443 S6XOOCT0IEG5ABCC6L87 2052-10-01 4.500000 0.00 6600000.00 5750508.49 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8185 S6XOOCT0IEG5ABCC6L87 2051-12-01 3.500000 0.00 737000.00 498531.51 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8422 S6XOOCT0IEG5ABCC6L87 2054-04-01 6.500000 0.00 1165960.00 1134716.45 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8430 S6XOOCT0IEG5ABCC6L87 2054-05-01 5.000000 0.00 197353472.00 190255191.51 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4284 S6XOOCT0IEG5ABCC6L87 2053-11-01 5.500000 0.00 25600448.00 24972285.33 Agency Mortgage-Backed Securities FEPC 02.000 CIQN7739 S6XOOCT0IEG5ABCC6L87 2036-09-01 2.000000 0.00 66212480.00 44567620.53 Agency Mortgage-Backed Securities FEPC 03.000 CLRA2971 S6XOOCT0IEG5ABCC6L87 2050-07-01 3.000000 0.00 235018.00 89438.19 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9045 S6XOOCT0IEG5ABCC6L87 2053-05-01 5.000000 0.00 2606570.00 2346450.42 Agency Mortgage-Backed Securities FEPC 06.500 CLQI6791 S6XOOCT0IEG5ABCC6L87 2054-05-01 6.500000 0.00 33661312.00 34507663.81 Agency Mortgage-Backed Securities FNMS 03.000 CLAR2627 B1V7KEBTPIMZEU4LTD58 2043-02-01 3.000000 0.00 500000.00 89382.29 Agency Mortgage-Backed Securities FNMS 03.000 CLAU3195 B1V7KEBTPIMZEU4LTD58 2043-08-01 3.000000 0.00 500673.00 91050.24 Agency Mortgage-Backed Securities FNMS 04.000 CLAX3008 B1V7KEBTPIMZEU4LTD58 2044-10-01 4.000000 0.00 63000.00 6298.02 Agency Mortgage-Backed Securities FNMS 05.500 CL677442 B1V7KEBTPIMZEU4LTD58 2033-01-01 5.500000 0.00 3841584.00 16170.32 Agency Mortgage-Backed Securities FNMS 04.500 CL809798 B1V7KEBTPIMZEU4LTD58 2035-02-01 4.500000 0.00 5007448.00 55338.72 Agency Mortgage-Backed Securities FNMS 05.000 CL868915 B1V7KEBTPIMZEU4LTD58 2036-04-01 5.000000 0.00 1095616.00 12123.92 Agency Mortgage-Backed Securities FNMS 04.000 CLBC0878 B1V7KEBTPIMZEU4LTD58 2046-05-01 4.000000 0.00 459000.00 79243.21 Agency Mortgage-Backed Securities FNMS 03.000 CLBC5238 B1V7KEBTPIMZEU4LTD58 2046-04-01 3.000000 0.00 1005680.00 343573.02 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0125 B1V7KEBTPIMZEU4LTD58 2056-07-01 4.000000 0.00 2670000.00 812510.34 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0107 B1V7KEBTPIMZEU4LTD58 2056-06-01 4.500000 0.00 3090000.00 811486.73 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0184 B1V7KEBTPIMZEU4LTD58 2057-02-01 4.000000 0.00 31095.00 9381.31 Agency Mortgage-Backed Securities FNMS 04.500 CTBM3491 B1V7KEBTPIMZEU4LTD58 2038-01-01 4.500000 0.00 2609884.00 559452.19 Agency Mortgage-Backed Securities FNMS 02.000 CIBM3061 B1V7KEBTPIMZEU4LTD58 2032-03-01 2.000000 0.00 113000.00 28387.63 Agency Mortgage-Backed Securities FNMS 04.500 CLBM3108 B1V7KEBTPIMZEU4LTD58 2046-08-01 4.500000 0.00 300000.00 53194.09 Agency Mortgage-Backed Securities FNMS 03.500 I4BM6730 B1V7KEBTPIMZEU4LTD58 2057-02-01 3.500000 0.00 4248648.00 2484828.83 Agency Mortgage-Backed Securities FNMS 02.000 CLBU9074 B1V7KEBTPIMZEU4LTD58 2052-01-01 2.000000 0.00 375000.00 266992.12 Agency Mortgage-Backed Securities FNMS 03.500 CLBV0272 B1V7KEBTPIMZEU4LTD58 2052-02-01 3.500000 0.00 305550.00 248616.17 Agency Mortgage-Backed Securities Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 1142000000.00 1142000000.00 0.0184 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 5.330000% ARP125VX2 ZBUT11V806EZRVTWT807 0000782124 ARP125VX2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FNAR XX.XXX WS544859 B1V7KEBTPIMZEU4LTD58 2029-08-01 4.859000 0.00 51225970.00 2963.39 Agency Mortgage-Backed Securities FNAR XX.XXX WS544861 B1V7KEBTPIMZEU4LTD58 2036-12-01 5.152000 0.00 2100000.00 1825.92 Agency Mortgage-Backed Securities FNMS 07.500 CL545082 B1V7KEBTPIMZEU4LTD58 2031-06-01 7.500000 0.00 35889152.00 19962.63 Agency Mortgage-Backed Securities FNMS 07.000 K2545191 B1V7KEBTPIMZEU4LTD58 2031-09-01 7.000000 0.00 485000.00 431.30 Agency Mortgage-Backed Securities FNMS 07.500 CL545562 B1V7KEBTPIMZEU4LTD58 2032-03-01 7.500000 0.00 2675199.00 4746.60 Agency Mortgage-Backed Securities FNMS 07.000 CL545646 B1V7KEBTPIMZEU4LTD58 2026-09-01 7.000000 0.00 4500000.00 3773.21 Agency Mortgage-Backed Securities FNMS 06.000 CL545993 B1V7KEBTPIMZEU4LTD58 2032-11-01 6.000000 0.00 191761.00 553.05 Agency Mortgage-Backed Securities FNMS 06.000 CL555000 B1V7KEBTPIMZEU4LTD58 2032-10-01 6.000000 0.00 2558000.00 22300.85 Agency Mortgage-Backed Securities FNMS 06.000 CL555528 B1V7KEBTPIMZEU4LTD58 2033-04-01 6.000000 0.00 150000.00 515.13 Agency Mortgage-Backed Securities FNAR XX.XXX WS555715 B1V7KEBTPIMZEU4LTD58 2033-07-01 6.606000 0.00 130000.00 540.89 Agency Mortgage-Backed Securities FNMS 07.500 CL560457 B1V7KEBTPIMZEU4LTD58 2030-12-01 7.500000 0.00 6000000.00 2005.42 Agency Mortgage-Backed Securities FNMS 07.500 CL569972 B1V7KEBTPIMZEU4LTD58 2031-03-01 7.500000 0.00 25929855.00 2161.85 Agency Mortgage-Backed Securities FNAR XX.XXX WS573655 B1V7KEBTPIMZEU4LTD58 2028-04-01 4.650000 0.00 2074577.00 656.12 Agency Mortgage-Backed Securities FNAR XX.XXX WS573662 B1V7KEBTPIMZEU4LTD58 2030-09-01 6.400000 0.00 24619562.00 3462.92 Agency Mortgage-Backed Securities FNAR XX.XXX WC573667 B1V7KEBTPIMZEU4LTD58 2030-06-01 5.150000 0.00 9050012.00 4000.01 Agency Mortgage-Backed Securities FNMS 07.500 CL585786 B1V7KEBTPIMZEU4LTD58 2031-06-01 7.500000 0.00 1000000.00 1636.46 Agency Mortgage-Backed Securities FNMS 07.500 CL592488 B1V7KEBTPIMZEU4LTD58 2031-06-01 7.500000 0.00 1000000.00 3616.25 Agency Mortgage-Backed Securities FNMS 06.500 CL602089 B1V7KEBTPIMZEU4LTD58 2031-09-01 6.500000 0.00 325230.00 748.05 Agency Mortgage-Backed Securities FNMS 07.500 GO612054 B1V7KEBTPIMZEU4LTD58 2032-07-01 7.500000 0.00 3630000.00 2732.37 Agency Mortgage-Backed Securities FNMS 07.000 CL613142 B1V7KEBTPIMZEU4LTD58 2031-11-01 7.000000 0.00 775000.00 4445.16 Agency Mortgage-Backed Securities FNMS 06.500 CL615088 B1V7KEBTPIMZEU4LTD58 2032-01-01 6.500000 0.00 2047076.00 4692.09 Agency Mortgage-Backed Securities FNMS 07.000 CL620611 B1V7KEBTPIMZEU4LTD58 2032-01-01 7.000000 0.00 242395.00 871.06 Agency Mortgage-Backed Securities FNMS 06.500 CL634245 B1V7KEBTPIMZEU4LTD58 2032-03-01 6.500000 0.00 590000.00 1315.80 Agency Mortgage-Backed Securities FNMS 08.500 CL636398 B1V7KEBTPIMZEU4LTD58 2032-04-01 8.500000 0.00 1297494.00 437.52 Agency Mortgage-Backed Securities FNMS 06.500 CL635790 B1V7KEBTPIMZEU4LTD58 2032-04-01 6.500000 0.00 732707.00 1355.04 Agency Mortgage-Backed Securities FNAR XX.XXX LBAH1204 B1V7KEBTPIMZEU4LTD58 2041-01-01 6.086000 0.00 125000.00 1907.45 Agency Mortgage-Backed Securities FNMS 04.500 CLAH5583 B1V7KEBTPIMZEU4LTD58 2041-02-01 4.500000 0.00 8000.00 302.55 Agency Mortgage-Backed Securities FNMS 03.500 CIAH5616 B1V7KEBTPIMZEU4LTD58 2026-02-01 3.500000 0.00 9000.00 88.98 Agency Mortgage-Backed Securities FNMS 03.500 CIAH5801 B1V7KEBTPIMZEU4LTD58 2026-02-01 3.500000 0.00 4000.00 36.18 Agency Mortgage-Backed Securities FNAR XX.XXX LBAI3571 B1V7KEBTPIMZEU4LTD58 2041-06-01 7.535000 0.00 100000.00 3893.41 Agency Mortgage-Backed Securities FNMS 06.000 CLAK0531 B1V7KEBTPIMZEU4LTD58 2039-10-01 6.000000 0.00 28400.00 724.50 Agency Mortgage-Backed Securities FNMS 03.500 CIAK4767 B1V7KEBTPIMZEU4LTD58 2027-02-01 3.500000 0.00 1000.00 20.43 Agency Mortgage-Backed Securities FNMS 03.500 CIAK5545 B1V7KEBTPIMZEU4LTD58 2027-03-01 3.500000 0.00 2000.00 77.72 Agency Mortgage-Backed Securities FNMS 05.000 CIAL0806 B1V7KEBTPIMZEU4LTD58 2026-02-01 5.000000 0.00 248892.00 190.77 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL0139 B1V7KEBTPIMZEU4LTD58 2039-02-01 6.151000 0.00 200000.00 3832.32 Agency Mortgage-Backed Securities FNMS 05.500 CIAL0278 B1V7KEBTPIMZEU4LTD58 2025-01-01 5.500000 0.00 24741192.00 288.31 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL1043 B1V7KEBTPIMZEU4LTD58 2038-10-01 5.812000 0.00 19000.00 569.80 Agency Mortgage-Backed Securities FNMS 06.000 CTAL1318 B1V7KEBTPIMZEU4LTD58 2027-10-01 6.000000 0.00 200000.00 2564.44 Agency Mortgage-Backed Securities FNMS 05.000 CIAL2612 B1V7KEBTPIMZEU4LTD58 2025-09-01 5.000000 0.00 268000.00 1.19 Agency Mortgage-Backed Securities FNMS 06.000 CLAL2617 B1V7KEBTPIMZEU4LTD58 2040-10-01 6.000000 0.00 65871.00 2517.59 Agency Mortgage-Backed Securities FNMS 05.500 CIAL2193 B1V7KEBTPIMZEU4LTD58 2025-07-01 5.500000 0.00 2372000.00 59.96 Agency Mortgage-Backed Securities FNMS 05.500 CIAL2194 B1V7KEBTPIMZEU4LTD58 2025-05-01 5.500000 0.00 4698146.00 8.66 Agency Mortgage-Backed Securities FMAR 780163 G S6XOOCT0IEG5ABCC6L87 2033-01-01 6.348000 0.00 1000000.00 4936.76 Agency Mortgage-Backed Securities FMAR 782785 G S6XOOCT0IEG5ABCC6L87 2034-10-01 6.207000 0.00 140000.00 1956.32 Agency Mortgage-Backed Securities FMAR 782837 G S6XOOCT0IEG5ABCC6L87 2034-11-01 6.375000 0.00 220000.00 3249.69 Agency Mortgage-Backed Securities FEPC 04.000 CTZA2181 S6XOOCT0IEG5ABCC6L87 2030-10-01 4.000000 0.00 15000.00 507.28 Agency Mortgage-Backed Securities FEPC 04.500 CLZA4325 S6XOOCT0IEG5ABCC6L87 2043-10-01 4.500000 0.00 10000.00 1590.63 Agency Mortgage-Backed Securities GNMI SF 619189 X 549300M8ZYFG0OCMTT87 2035-01-15 5.000000 0.00 150000.00 733.21 Agency Mortgage-Backed Securities GNMI SF 618961 X 549300M8ZYFG0OCMTT87 2034-05-15 5.000000 0.00 67.00 0.81 Agency Mortgage-Backed Securities GNMI SF 622177 X 549300M8ZYFG0OCMTT87 2038-05-15 5.000000 0.00 119679.00 1563.55 Agency Mortgage-Backed Securities GNMI SF 623958 X 549300M8ZYFG0OCMTT87 2035-12-15 5.000000 0.00 234889.00 1991.17 Agency Mortgage-Backed Securities FEPC 07.500 CLZA0719 S6XOOCT0IEG5ABCC6L87 2030-12-01 7.500000 0.00 3901.00 3.05 Agency Mortgage-Backed Securities GNMI SF 663852 X 549300M8ZYFG0OCMTT87 2037-02-15 5.500000 0.00 454000.00 1260.27 Agency Mortgage-Backed Securities GNMI SF 663893 X 549300M8ZYFG0OCMTT87 2037-03-15 5.000000 0.00 1.00 0.03 Agency Mortgage-Backed Securities GNMI SF 689414 X 549300M8ZYFG0OCMTT87 2038-06-15 5.000000 0.00 74280.00 888.72 Agency Mortgage-Backed Securities GNMI SF 693631 X 549300M8ZYFG0OCMTT87 2038-07-15 5.500000 0.00 756137.00 3933.50 Agency Mortgage-Backed Securities GNMI SF 697946 X 549300M8ZYFG0OCMTT87 2039-03-15 5.000000 0.00 375237.00 4300.61 Agency Mortgage-Backed Securities GNMI SF 697944 X 549300M8ZYFG0OCMTT87 2039-03-15 5.000000 0.00 449201.00 3724.67 Agency Mortgage-Backed Securities GNMI SF 699835 X 549300M8ZYFG0OCMTT87 2039-11-15 5.500000 0.00 50000.00 454.24 Agency Mortgage-Backed Securities GNMI SF 703495 X 549300M8ZYFG0OCMTT87 2039-04-15 5.000000 0.00 33820.00 308.24 Agency Mortgage-Backed Securities GNMI SF 710719 X 549300M8ZYFG0OCMTT87 2039-07-15 5.500000 0.00 88463.00 1399.04 Agency Mortgage-Backed Securities FEPC 06.000 CLZA0767 S6XOOCT0IEG5ABCC6L87 2031-07-01 6.000000 0.00 50000.00 61.42 Agency Mortgage-Backed Securities FEPC 07.500 CLZA0747 S6XOOCT0IEG5ABCC6L87 2031-04-01 7.500000 0.00 12255232.00 7623.50 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0754 S6XOOCT0IEG5ABCC6L87 2031-06-01 6.500000 0.00 300000.00 214.37 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0760 S6XOOCT0IEG5ABCC6L87 2031-07-01 6.500000 0.00 1000000.00 796.13 Agency Mortgage-Backed Securities FEPC 06.000 CLZA1004 S6XOOCT0IEG5ABCC6L87 2037-07-01 6.000000 0.00 1509.00 93.97 Agency Mortgage-Backed Securities FEPC 06.500 CLZA1566 S6XOOCT0IEG5ABCC6L87 2026-04-01 6.500000 0.00 838500.00 210.06 Agency Mortgage-Backed Securities FEPC 07.500 CLZA1577 S6XOOCT0IEG5ABCC6L87 2026-05-01 7.500000 0.00 3000000.00 477.09 Agency Mortgage-Backed Securities FEPC 03.500 CIZA2622 S6XOOCT0IEG5ABCC6L87 2026-05-01 3.500000 0.00 19000.00 197.60 Agency Mortgage-Backed Securities FEPC 05.500 CTZA1840 S6XOOCT0IEG5ABCC6L87 2024-07-25 5.500000 0.00 1000000.00 73.10 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ5453 S6XOOCT0IEG5ABCC6L87 2031-11-01 6.500000 0.00 225000.00 258.88 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ6315 S6XOOCT0IEG5ABCC6L87 2032-08-01 6.500000 0.00 95000.00 1093.44 Agency Mortgage-Backed Securities FEPC 06.000 CLZJ6859 S6XOOCT0IEG5ABCC6L87 2033-02-01 6.000000 0.00 250025.00 535.57 Agency Mortgage-Backed Securities FEPC 04.500 CIZK2301 S6XOOCT0IEG5ABCC6L87 2025-05-01 4.500000 0.00 1650000.00 4232.62 Agency Mortgage-Backed Securities FEPC 04.500 CIZK2358 S6XOOCT0IEG5ABCC6L87 2025-06-01 4.500000 0.00 1300000.00 3837.68 Agency Mortgage-Backed Securities FEPC 03.500 CIZK3882 S6XOOCT0IEG5ABCC6L87 2027-02-01 3.500000 0.00 32000.00 329.21 Agency Mortgage-Backed Securities FEPC 02.500 CLZL4361 S6XOOCT0IEG5ABCC6L87 2042-12-01 2.500000 0.00 2225.00 499.18 Agency Mortgage-Backed Securities FEPC 04.500 CLZL7877 S6XOOCT0IEG5ABCC6L87 2044-03-01 4.500000 0.00 7000.00 494.95 Agency Mortgage-Backed Securities FEPC 04.000 CLZL9012 S6XOOCT0IEG5ABCC6L87 2045-02-01 4.000000 0.00 28962.00 4524.75 Agency Mortgage-Backed Securities FEPC 04.000 CLZM6217 S6XOOCT0IEG5ABCC6L87 2048-04-01 4.000000 0.00 5000.00 836.25 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7365 S6XOOCT0IEG5ABCC6L87 2048-07-01 4.500000 0.00 2000.00 163.81 Agency Mortgage-Backed Securities FEPC 03.500 CIZN1093 S6XOOCT0IEG5ABCC6L87 2033-11-01 3.500000 0.00 10000.00 2621.87 Agency Mortgage-Backed Securities FEPC 04.500 CLZN1256 S6XOOCT0IEG5ABCC6L87 2048-11-01 4.500000 0.00 11000.00 968.89 Agency Mortgage-Backed Securities FEPC 03.500 CIZN3121 S6XOOCT0IEG5ABCC6L87 2034-02-01 3.500000 0.00 5000.00 575.46 Agency Mortgage-Backed Securities FEPC 03.500 CIZN3772 S6XOOCT0IEG5ABCC6L87 2034-03-01 3.500000 0.00 8000.00 828.67 Agency Mortgage-Backed Securities FEPC 03.500 CIZN5189 S6XOOCT0IEG5ABCC6L87 2034-04-01 3.500000 0.00 11000.00 1800.03 Agency Mortgage-Backed Securities FMAR 2B1056 G S6XOOCT0IEG5ABCC6L87 2042-12-01 7.245000 0.00 25000.00 1191.44 Agency Mortgage-Backed Securities FMAR 2B1638 G S6XOOCT0IEG5ABCC6L87 2043-08-01 5.870000 0.00 14000.00 806.32 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0771 S6XOOCT0IEG5ABCC6L87 2031-09-01 6.500000 0.00 1000000.00 912.64 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0798 S6XOOCT0IEG5ABCC6L87 2032-01-01 6.500000 0.00 115000.00 187.10 Agency Mortgage-Backed Securities FEPC 06.000 CLZA0543 S6XOOCT0IEG5ABCC6L87 2028-07-01 6.000000 0.00 750000.00 735.35 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0572 S6XOOCT0IEG5ABCC6L87 2029-01-01 6.500000 0.00 457210.00 542.50 Agency Mortgage-Backed Securities FEPC 06.000 CLZA0573 S6XOOCT0IEG5ABCC6L87 2029-01-01 6.000000 0.00 365000.00 429.43 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0566 S6XOOCT0IEG5ABCC6L87 2028-12-01 6.500000 0.00 30000.00 29.48 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0607 S6XOOCT0IEG5ABCC6L87 2029-06-01 6.500000 0.00 27500.00 25.13 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0590 S6XOOCT0IEG5ABCC6L87 2029-04-01 6.500000 0.00 597404.00 574.42 Agency Mortgage-Backed Securities FEPC 06.500 CLZA0598 S6XOOCT0IEG5ABCC6L87 2029-05-01 6.500000 0.00 324000.00 362.88 Agency Mortgage-Backed Securities FEPC 07.500 CLZA0659 S6XOOCT0IEG5ABCC6L87 2030-03-01 7.500000 0.00 3977488.00 1369.68 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5213 B1V7KEBTPIMZEU4LTD58 2044-04-01 4.500000 0.00 52000.00 4346.49 Agency Mortgage-Backed Securities FNMS 03.500 CIAL6206 B1V7KEBTPIMZEU4LTD58 2028-06-01 3.500000 0.00 26000.00 1044.61 Agency Mortgage-Backed Securities FNMS 05.500 CLAL6289 B1V7KEBTPIMZEU4LTD58 2042-02-01 5.500000 0.00 1000.00 119.46 Agency Mortgage-Backed Securities FNMS 05.000 CIAL5588 B1V7KEBTPIMZEU4LTD58 2027-03-01 5.000000 0.00 691450.00 1955.54 Agency Mortgage-Backed Securities FNMS 03.500 CIAL6146 B1V7KEBTPIMZEU4LTD58 2030-01-01 3.500000 0.00 2000.00 190.43 Agency Mortgage-Backed Securities FNMS 04.000 CQAL7167 B1V7KEBTPIMZEU4LTD58 2041-01-01 4.000000 0.00 44026.00 3674.45 Agency Mortgage-Backed Securities FNMS 05.500 CIAL6329 B1V7KEBTPIMZEU4LTD58 2025-09-01 5.500000 0.00 2191940.00 198.36 Agency Mortgage-Backed Securities FNMS 05.500 CIAL6304 B1V7KEBTPIMZEU4LTD58 2025-09-01 5.500000 0.00 2406000.00 128.55 Agency Mortgage-Backed Securities FNMS 04.000 CIAL6841 B1V7KEBTPIMZEU4LTD58 2029-02-01 4.000000 0.00 12000.00 176.27 Agency Mortgage-Backed Securities FEPC 04.500 CLZA7009 S6XOOCT0IEG5ABCC6L87 2049-05-01 4.500000 0.00 29000.00 3144.27 Agency Mortgage-Backed Securities FEPC 06.500 CLZS0261 S6XOOCT0IEG5ABCC6L87 2026-12-01 6.500000 0.00 26214.00 10.58 Agency Mortgage-Backed Securities FEPC 07.500 CLZS0334 S6XOOCT0IEG5ABCC6L87 2027-06-01 7.500000 0.00 15507.00 17.33 Agency Mortgage-Backed Securities FEPC 06.500 CLZS0378 S6XOOCT0IEG5ABCC6L87 2028-01-01 6.500000 0.00 10850000.00 3528.55 Agency Mortgage-Backed Securities FEPC 06.000 CLZS0411 S6XOOCT0IEG5ABCC6L87 2028-07-01 6.000000 0.00 1780148.00 1124.16 Agency Mortgage-Backed Securities FEPC 07.500 CLZS0401 S6XOOCT0IEG5ABCC6L87 2028-04-01 7.500000 0.00 1636794.00 484.44 Agency Mortgage-Backed Securities FEPC 07.500 CLZS0426 S6XOOCT0IEG5ABCC6L87 2028-04-01 7.500000 0.00 10930.00 3.85 Agency Mortgage-Backed Securities FEPC 07.500 CLZS0468 S6XOOCT0IEG5ABCC6L87 2029-10-01 7.500000 0.00 9685.00 6.37 Agency Mortgage-Backed Securities FEPC 07.500 CLZS0486 S6XOOCT0IEG5ABCC6L87 2030-03-01 7.500000 0.00 10966265.00 2668.93 Agency Mortgage-Backed Securities FEPC 07.500 CLZS0498 S6XOOCT0IEG5ABCC6L87 2030-09-01 7.500000 0.00 44834816.00 16540.20 Agency Mortgage-Backed Securities FEPC 07.500 CLZS0515 S6XOOCT0IEG5ABCC6L87 2031-01-01 7.500000 0.00 7607968.00 4373.62 Agency Mortgage-Backed Securities FEPC 06.500 CLZS0572 S6XOOCT0IEG5ABCC6L87 2031-05-01 6.500000 0.00 1042346.00 641.56 Agency Mortgage-Backed Securities FEPC 07.000 CLZS0625 S6XOOCT0IEG5ABCC6L87 2032-04-01 7.000000 0.00 228997.00 260.76 Agency Mortgage-Backed Securities FEPC 05.500 CLZS1687 S6XOOCT0IEG5ABCC6L87 2037-11-01 5.500000 0.00 20000.00 131.90 Agency Mortgage-Backed Securities FEPC 06.500 CLZS1781 S6XOOCT0IEG5ABCC6L87 2037-10-01 6.500000 0.00 50155.00 554.63 Agency Mortgage-Backed Securities GNII SF 003320 M 549300M8ZYFG0OCMTT87 2032-12-20 5.500000 0.00 55000.00 465.49 Agency Mortgage-Backed Securities GNII SF 003330 M 549300M8ZYFG0OCMTT87 2032-12-20 4.500000 0.00 40000.00 1189.79 Agency Mortgage-Backed Securities GNII SF 003358 M 549300M8ZYFG0OCMTT87 2033-03-20 4.500000 0.00 52504.00 993.54 Agency Mortgage-Backed Securities GNII SF 003400 M 549300M8ZYFG0OCMTT87 2033-05-20 4.000000 0.00 50000.00 2131.76 Agency Mortgage-Backed Securities GNII SF 003376 M 549300M8ZYFG0OCMTT87 2033-04-20 6.000000 0.00 468000.00 4649.74 Agency Mortgage-Backed Securities GNII SF 003429 M 549300M8ZYFG0OCMTT87 2033-08-20 5.500000 0.00 25000.00 385.60 Agency Mortgage-Backed Securities GNII SF 003413 M 549300M8ZYFG0OCMTT87 2033-07-20 4.500000 0.00 66000.00 821.57 Agency Mortgage-Backed Securities GNII SF 004371 M 549300M8ZYFG0OCMTT87 2039-02-20 6.000000 0.00 125000.00 2428.80 Agency Mortgage-Backed Securities GNII SF 004467 M 549300M8ZYFG0OCMTT87 2039-06-20 4.000000 0.00 70000.00 3420.05 Agency Mortgage-Backed Securities GNII FS 004483 M 549300M8ZYFG0OCMTT87 2039-07-20 4.000000 0.00 50000.00 2162.95 Agency Mortgage-Backed Securities GNII SF 003610 M 549300M8ZYFG0OCMTT87 2034-09-20 5.500000 0.00 50000.00 699.89 Agency Mortgage-Backed Securities GNII SF 003612 M 549300M8ZYFG0OCMTT87 2034-09-20 6.500000 0.00 40000.00 527.77 Agency Mortgage-Backed Securities GNII SF 003663 M 549300M8ZYFG0OCMTT87 2035-01-20 4.500000 0.00 96000.00 2422.68 Agency Mortgage-Backed Securities GNII SF 003652 M 549300M8ZYFG0OCMTT87 2034-12-20 5.500000 0.00 50000.00 988.24 Agency Mortgage-Backed Securities GNII SF 003678 M 549300M8ZYFG0OCMTT87 2035-02-20 5.500000 0.00 75000.00 1590.08 Agency Mortgage-Backed Securities GNII SF 003702 M 549300M8ZYFG0OCMTT87 2035-04-20 5.500000 0.00 40000.00 873.40 Agency Mortgage-Backed Securities GNII SF 003704 M 549300M8ZYFG0OCMTT87 2035-04-20 6.500000 0.00 37000.00 521.79 Agency Mortgage-Backed Securities GNII SF 003798 M 549300M8ZYFG0OCMTT87 2035-12-20 6.500000 0.00 56000.00 1233.07 Agency Mortgage-Backed Securities GNII SF 003941 M 549300M8ZYFG0OCMTT87 2037-01-20 6.000000 0.00 200570.00 2667.35 Agency Mortgage-Backed Securities GNII SF 004006 M 549300M8ZYFG0OCMTT87 2037-07-20 6.000000 0.00 180000.00 2175.48 Agency Mortgage-Backed Securities GNII SF 004073 M 549300M8ZYFG0OCMTT87 2038-01-20 6.000000 0.00 200000.00 2281.73 Agency Mortgage-Backed Securities GNII SF 004060 M 549300M8ZYFG0OCMTT87 2037-12-20 6.000000 0.00 125000.00 1569.90 Agency Mortgage-Backed Securities GNII SF 004115 M 549300M8ZYFG0OCMTT87 2038-04-20 6.000000 0.00 315000.00 4688.33 Agency Mortgage-Backed Securities GNII JM 004163 M 549300M8ZYFG0OCMTT87 2038-06-20 5.500000 0.00 87113.00 59.84 Agency Mortgage-Backed Securities GNII SF 004195 M 549300M8ZYFG0OCMTT87 2038-07-20 6.000000 0.00 347993.00 4786.54 Agency Mortgage-Backed Securities GNII SF 005280 M 549300M8ZYFG0OCMTT87 2042-01-20 4.000000 0.00 10159.00 617.88 Agency Mortgage-Backed Securities GNII SF 004557 M 549300M8ZYFG0OCMTT87 2039-10-20 4.000000 0.00 10000.00 502.89 Agency Mortgage-Backed Securities GNII SF 004540 M 549300M8ZYFG0OCMTT87 2039-09-20 4.500000 0.00 25000.00 995.11 Agency Mortgage-Backed Securities GNII SF 004626 M 549300M8ZYFG0OCMTT87 2025-02-20 4.500000 0.00 1000000.00 3084.43 Agency Mortgage-Backed Securities GNII SF 004617 M 549300M8ZYFG0OCMTT87 2040-01-20 4.500000 0.00 100000.00 4308.04 Agency Mortgage-Backed Securities GNII SF 004686 M 549300M8ZYFG0OCMTT87 2025-05-20 4.000000 0.00 243000.00 1027.97 Agency Mortgage-Backed Securities GNII SF 004668 M 549300M8ZYFG0OCMTT87 2025-04-20 4.500000 0.00 35000.00 146.79 Agency Mortgage-Backed Securities GNII SF 004928 M 549300M8ZYFG0OCMTT87 2038-12-20 6.000000 0.00 115929.00 2634.08 Agency Mortgage-Backed Securities GNII SF 004975 M 549300M8ZYFG0OCMTT87 2026-03-20 4.000000 0.00 240000.00 2110.13 Agency Mortgage-Backed Securities GNII SF 004977 M 549300M8ZYFG0OCMTT87 2041-03-20 4.000000 0.00 25000.00 1546.46 Agency Mortgage-Backed Securities GNII SF 004961 M 549300M8ZYFG0OCMTT87 2036-10-20 6.000000 0.00 109470.00 3820.49 Agency Mortgage-Backed Securities GNII SF 005081 M 549300M8ZYFG0OCMTT87 2041-06-20 4.000000 0.00 50000.00 2487.06 Agency Mortgage-Backed Securities GNII SF 005144 M 549300M8ZYFG0OCMTT87 2041-08-20 3.500000 0.00 75000.00 4400.79 Agency Mortgage-Backed Securities GNII SF 005211 M 549300M8ZYFG0OCMTT87 2041-10-20 3.000000 0.00 30000.00 2992.45 Agency Mortgage-Backed Securities GNII JM 005237 M 549300M8ZYFG0OCMTT87 2041-11-20 3.500000 0.00 5116048.00 78431.65 Agency Mortgage-Backed Securities GNAR AR 008911 M 549300M8ZYFG0OCMTT87 2026-07-20 3.625000 0.00 5835382.00 2010.67 Agency Mortgage-Backed Securities GNAR AR 008927 M 549300M8ZYFG0OCMTT87 2026-07-20 3.625000 0.00 8906461.00 3277.69 Agency Mortgage-Backed Securities GNAR AR 008971 M 549300M8ZYFG0OCMTT87 2026-09-20 3.625000 0.00 1456149.00 321.60 Agency Mortgage-Backed Securities GNAR AR 008459 M 549300M8ZYFG0OCMTT87 2024-07-20 3.625000 0.00 10200000.00 32.10 Agency Mortgage-Backed Securities GNAR AR 008530 M 549300M8ZYFG0OCMTT87 2024-10-20 4.000000 0.00 1960000.00 119.69 Agency Mortgage-Backed Securities GNAR AR 008567 M 549300M8ZYFG0OCMTT87 2024-12-20 4.500000 0.00 4900000.00 716.06 Agency Mortgage-Backed Securities GNMI SF 392758 X 549300M8ZYFG0OCMTT87 2024-12-15 8.500000 0.00 50000.00 23.57 Agency Mortgage-Backed Securities GNMI SF 400595 X 549300M8ZYFG0OCMTT87 2038-03-15 5.000000 0.00 41837.00 1306.61 Agency Mortgage-Backed Securities GNMI SF 410082 X 549300M8ZYFG0OCMTT87 2025-08-15 7.500000 0.00 2355000.00 44.71 Agency Mortgage-Backed Securities GNMI SF 421379 X 549300M8ZYFG0OCMTT87 2033-11-15 6.500000 0.00 55000.00 628.76 Agency Mortgage-Backed Securities GNMI SF 423929 X 549300M8ZYFG0OCMTT87 2026-09-15 8.000000 0.00 78011.00 18.60 Agency Mortgage-Backed Securities GNMI SF 434141 X 549300M8ZYFG0OCMTT87 2029-01-15 6.500000 0.00 204197.00 279.63 Agency Mortgage-Backed Securities GNMI SF 448335 X 549300M8ZYFG0OCMTT87 2031-04-15 6.500000 0.00 55958.00 59.65 Agency Mortgage-Backed Securities GNMI SF 465529 X 549300M8ZYFG0OCMTT87 2028-05-15 6.500000 0.00 1100000.00 4022.18 Agency Mortgage-Backed Securities GNMI SF 468156 X 549300M8ZYFG0OCMTT87 2028-08-15 6.500000 0.00 510393.00 1645.62 Agency Mortgage-Backed Securities GNMI SF 469991 X 549300M8ZYFG0OCMTT87 2029-02-15 6.500000 0.00 580808.00 1142.52 Agency Mortgage-Backed Securities GNMI SF 471690 X 549300M8ZYFG0OCMTT87 2028-05-15 6.500000 0.00 1404925.00 2152.37 Agency Mortgage-Backed Securities GNMI SF 716813 X 549300M8ZYFG0OCMTT87 2039-04-15 5.000000 0.00 141439.00 2610.11 Agency Mortgage-Backed Securities GNMI SF 721041 X 549300M8ZYFG0OCMTT87 2039-12-15 5.000000 0.00 340000.00 1521.62 Agency Mortgage-Backed Securities GNMI SF 721470 X 549300M8ZYFG0OCMTT87 2039-11-15 5.500000 0.00 25000.00 323.59 Agency Mortgage-Backed Securities GNMI SF 722796 X 549300M8ZYFG0OCMTT87 2039-11-15 5.500000 0.00 25000.00 551.96 Agency Mortgage-Backed Securities GNMI SF 723599 X 549300M8ZYFG0OCMTT87 2040-01-15 5.500000 0.00 25000.00 2066.58 Agency Mortgage-Backed Securities GNMI SF 723225 X 549300M8ZYFG0OCMTT87 2039-10-15 5.500000 0.00 150000.00 12795.58 Agency Mortgage-Backed Securities GNMI SF 723249 X 549300M8ZYFG0OCMTT87 2039-10-15 5.500000 0.00 25000.00 2170.38 Agency Mortgage-Backed Securities GNMI SF 723256 X 549300M8ZYFG0OCMTT87 2024-09-15 4.000000 0.00 1205000.00 1094.31 Agency Mortgage-Backed Securities GNMI SF 723438 X 549300M8ZYFG0OCMTT87 2039-11-15 5.500000 0.00 45582.00 1999.75 Agency Mortgage-Backed Securities GNMI SF 723460 X 549300M8ZYFG0OCMTT87 2024-12-15 4.000000 0.00 1650000.00 4532.95 Agency Mortgage-Backed Securities GNMI SF 723541 X 549300M8ZYFG0OCMTT87 2039-12-15 5.000000 0.00 55790.00 1448.91 Agency Mortgage-Backed Securities GNMI SF 723939 X 549300M8ZYFG0OCMTT87 2039-09-15 5.000000 0.00 138267.00 2465.11 Agency Mortgage-Backed Securities FNMS 05.500 NP256776 B1V7KEBTPIMZEU4LTD58 2037-06-01 5.500000 0.00 300000.00 915.14 Agency Mortgage-Backed Securities FNMS 06.000 CT256852 B1V7KEBTPIMZEU4LTD58 2027-08-01 6.000000 0.00 700000.00 4226.58 Agency Mortgage-Backed Securities FNMS 06.500 CZ256882 B1V7KEBTPIMZEU4LTD58 2047-08-01 6.500000 0.00 135000.00 1133.27 Agency Mortgage-Backed Securities FNMS 06.000 CT256928 B1V7KEBTPIMZEU4LTD58 2027-10-01 6.000000 0.00 282424.00 1488.45 Agency Mortgage-Backed Securities FNMS 06.000 CZ257092 B1V7KEBTPIMZEU4LTD58 2048-01-01 6.000000 0.00 1300736.00 1782.65 Agency Mortgage-Backed Securities FNMS 06.000 CZ257176 B1V7KEBTPIMZEU4LTD58 2048-03-01 6.000000 0.00 5002752.00 29207.38 Agency Mortgage-Backed Securities FNMS 05.000 CT257163 B1V7KEBTPIMZEU4LTD58 2028-04-01 5.000000 0.00 555000.00 2340.15 Agency Mortgage-Backed Securities FNMS 07.500 CL295912 B1V7KEBTPIMZEU4LTD58 2025-08-01 7.500000 0.00 1123436.00 523.95 Agency Mortgage-Backed Securities FNMS 05.500 ZL310104 B1V7KEBTPIMZEU4LTD58 2037-08-01 5.500000 0.00 66000.00 2809.68 Agency Mortgage-Backed Securities FNMS 05.500 ZL310151 B1V7KEBTPIMZEU4LTD58 2044-09-01 5.500000 0.00 17000.00 2042.64 Agency Mortgage-Backed Securities FNMS 06.500 CL323036 B1V7KEBTPIMZEU4LTD58 2028-03-01 6.500000 0.00 10308000.00 1235.57 Agency Mortgage-Backed Securities FNMS 06.000 CL323838 B1V7KEBTPIMZEU4LTD58 2029-07-01 6.000000 0.00 680626.00 872.00 Agency Mortgage-Backed Securities FNMS 06.500 CL323866 B1V7KEBTPIMZEU4LTD58 2029-08-01 6.500000 0.00 1038270.00 1086.06 Agency Mortgage-Backed Securities FNMS 06.000 CL323908 B1V7KEBTPIMZEU4LTD58 2029-09-01 6.000000 0.00 1064658.00 1357.12 Agency Mortgage-Backed Securities FNAR XX.XXX WD334914 B1V7KEBTPIMZEU4LTD58 2026-02-01 6.335000 0.00 15000000.00 2622.18 Agency Mortgage-Backed Securities FNMS 07.500 CL366111 B1V7KEBTPIMZEU4LTD58 2026-12-01 7.500000 0.00 3512712.00 1809.98 Agency Mortgage-Backed Securities FNMS 06.500 CL394854 B1V7KEBTPIMZEU4LTD58 2027-05-01 6.500000 0.00 100000.00 130.09 Agency Mortgage-Backed Securities FNMS 06.500 KL405224 B1V7KEBTPIMZEU4LTD58 2028-10-01 6.500000 0.00 4925000.00 2353.43 Agency Mortgage-Backed Securities FNMS 08.750 CL411534 B1V7KEBTPIMZEU4LTD58 2025-04-01 8.750000 0.00 1147765.00 1111.34 Agency Mortgage-Backed Securities FNMS 06.500 CL451908 B1V7KEBTPIMZEU4LTD58 2028-11-01 6.500000 0.00 2312286.00 355.95 Agency Mortgage-Backed Securities FNMS 06.500 CL452850 B1V7KEBTPIMZEU4LTD58 2028-11-01 6.500000 0.00 10308000.00 11588.70 Agency Mortgage-Backed Securities FNMS 06.500 CL484754 B1V7KEBTPIMZEU4LTD58 2029-03-01 6.500000 0.00 4796842.00 3480.71 Agency Mortgage-Backed Securities FNMS 06.500 CL503701 B1V7KEBTPIMZEU4LTD58 2029-06-01 6.500000 0.00 1078062.00 2949.30 Agency Mortgage-Backed Securities GNMI SF 604290 X 549300M8ZYFG0OCMTT87 2033-05-15 5.000000 0.00 91000.00 2376.02 Agency Mortgage-Backed Securities GNMI SF 569899 X 549300M8ZYFG0OCMTT87 2032-06-15 6.500000 0.00 2071729.00 3207.43 Agency Mortgage-Backed Securities GNMI SF 570033 X 549300M8ZYFG0OCMTT87 2032-07-15 6.500000 0.00 729120.00 2246.96 Agency Mortgage-Backed Securities GNMI SF 573796 X 549300M8ZYFG0OCMTT87 2032-06-15 6.500000 0.00 185053.00 2221.93 Agency Mortgage-Backed Securities GNMI SF 578272 X 549300M8ZYFG0OCMTT87 2032-06-15 6.500000 0.00 284777.00 1097.50 Agency Mortgage-Backed Securities GNMI SF 584308 X 549300M8ZYFG0OCMTT87 2032-04-15 6.500000 0.00 227725.00 622.75 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3559 B1V7KEBTPIMZEU4LTD58 2034-01-01 3.500000 0.00 7000.00 674.78 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3577 B1V7KEBTPIMZEU4LTD58 2049-01-01 3.000000 0.00 18980.00 2962.80 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3588 B1V7KEBTPIMZEU4LTD58 2034-02-01 3.500000 0.00 46000.00 4150.03 Agency Mortgage-Backed Securities FNMS 04.500 CLMA2938 B1V7KEBTPIMZEU4LTD58 2047-03-01 4.500000 0.00 3000.00 359.76 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3082 B1V7KEBTPIMZEU4LTD58 2047-07-01 3.000000 0.00 7000.00 1318.86 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3060 B1V7KEBTPIMZEU4LTD58 2032-07-01 3.000000 0.00 7000.00 1000.23 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3147 B1V7KEBTPIMZEU4LTD58 2047-10-01 3.000000 0.00 2000.00 342.94 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3155 B1V7KEBTPIMZEU4LTD58 2032-10-01 3.000000 0.00 32000.00 4868.28 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3238 B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 0.00 12000.00 1814.67 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3305 B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 0.00 1024.00 147.69 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3364 B1V7KEBTPIMZEU4LTD58 2033-05-01 3.500000 0.00 15000.00 1758.82 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3340 B1V7KEBTPIMZEU4LTD58 2033-04-01 3.500000 0.00 2000.00 278.92 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3358 B1V7KEBTPIMZEU4LTD58 2048-05-01 4.500000 0.00 4000.00 417.64 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3385 B1V7KEBTPIMZEU4LTD58 2048-06-01 4.500000 0.00 5000.00 530.13 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3392 B1V7KEBTPIMZEU4LTD58 2033-06-01 3.500000 0.00 3000.00 344.52 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3416 B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 0.00 12000.00 1057.04 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3462 B1V7KEBTPIMZEU4LTD58 2033-09-01 3.500000 0.00 8000.00 791.74 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3438 B1V7KEBTPIMZEU4LTD58 2033-08-01 3.500000 0.00 25000.00 2403.43 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4407 B1V7KEBTPIMZEU4LTD58 2041-08-01 2.000000 0.00 1000.00 659.71 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4412 B1V7KEBTPIMZEU4LTD58 2051-09-01 1.500000 0.00 125000.00 82289.60 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4439 B1V7KEBTPIMZEU4LTD58 2051-10-01 3.000000 0.00 1000.00 635.04 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3631 B1V7KEBTPIMZEU4LTD58 2034-04-01 3.000000 0.00 57000.00 5359.85 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3610 B1V7KEBTPIMZEU4LTD58 2034-03-01 3.500000 0.00 13000.00 1232.95 Agency Mortgage-Backed Securities FNAR XX.XXX LB888502 B1V7KEBTPIMZEU4LTD58 2033-06-01 6.048000 0.00 66000.00 1106.08 Agency Mortgage-Backed Securities FNAR XX.XXX WS888507 B1V7KEBTPIMZEU4LTD58 2035-02-01 6.319000 0.00 251000.00 3344.05 Agency Mortgage-Backed Securities FNMS 06.500 CT888656 B1V7KEBTPIMZEU4LTD58 2025-04-01 6.500000 0.00 50000.00 1.40 Agency Mortgage-Backed Securities FNMS 06.500 CL888873 B1V7KEBTPIMZEU4LTD58 2037-08-01 6.500000 0.00 25000.00 240.46 Agency Mortgage-Backed Securities FNMS 06.500 CL888890 B1V7KEBTPIMZEU4LTD58 2037-10-01 6.500000 0.00 190000.00 1588.26 Agency Mortgage-Backed Securities FNMS 07.500 CL888892 B1V7KEBTPIMZEU4LTD58 2037-11-01 7.500000 0.00 164000.00 970.92 Agency Mortgage-Backed Securities FNMS 06.500 CL890200 B1V7KEBTPIMZEU4LTD58 2039-10-01 6.500000 0.00 275000.00 4446.39 Agency Mortgage-Backed Securities FNMS 06.000 CL889414 B1V7KEBTPIMZEU4LTD58 2037-11-01 6.000000 0.00 59000.00 817.10 Agency Mortgage-Backed Securities FNMS 06.000 CL889643 B1V7KEBTPIMZEU4LTD58 2038-03-01 6.000000 0.00 227000.00 3429.01 Agency Mortgage-Backed Securities FNMS 05.000 CI890400 B1V7KEBTPIMZEU4LTD58 2026-08-01 5.000000 0.00 165000.00 1684.12 Agency Mortgage-Backed Securities FNMS 06.000 CL897214 B1V7KEBTPIMZEU4LTD58 2036-08-01 6.000000 0.00 1000000.00 701.73 Agency Mortgage-Backed Securities GNMI SF 584464 X 549300M8ZYFG0OCMTT87 2032-06-15 6.500000 0.00 951838.00 4522.17 Agency Mortgage-Backed Securities GNMI SF 585479 X 549300M8ZYFG0OCMTT87 2032-08-15 6.500000 0.00 250000.00 969.87 Agency Mortgage-Backed Securities GNMI SF 587719 X 549300M8ZYFG0OCMTT87 2032-07-15 6.500000 0.00 96495.00 356.57 Agency Mortgage-Backed Securities GNMI SF 587228 X 549300M8ZYFG0OCMTT87 2032-08-15 6.500000 0.00 995843.00 3202.31 Agency Mortgage-Backed Securities GNMI SF 587282 X 549300M8ZYFG0OCMTT87 2032-09-15 6.500000 0.00 595960.00 3443.21 Agency Mortgage-Backed Securities GNMI SF 587980 X 549300M8ZYFG0OCMTT87 2032-06-15 6.500000 0.00 884966.00 4371.06 Agency Mortgage-Backed Securities GNMI SF 588010 X 549300M8ZYFG0OCMTT87 2032-07-15 6.500000 0.00 1999920.00 3267.92 Agency Mortgage-Backed Securities GNMI SF 593723 X 549300M8ZYFG0OCMTT87 2033-08-15 5.000000 0.00 92000.00 4465.58 Agency Mortgage-Backed Securities GNMI SF 606285 X 549300M8ZYFG0OCMTT87 2036-05-15 5.000000 0.00 344376.00 2753.00 Agency Mortgage-Backed Securities GNII SF 002643 M 549300M8ZYFG0OCMTT87 2028-09-20 6.000000 0.00 191000.00 434.76 Agency Mortgage-Backed Securities GNII SF 002644 M 549300M8ZYFG0OCMTT87 2028-09-20 6.500000 0.00 2990000.00 3609.09 Agency Mortgage-Backed Securities GNII SF 002657 M 549300M8ZYFG0OCMTT87 2028-10-20 6.000000 0.00 545000.00 841.94 Agency Mortgage-Backed Securities GNII SF 002658 M 549300M8ZYFG0OCMTT87 2028-10-20 6.500000 0.00 2146450.00 2820.87 Agency Mortgage-Backed Securities GNII SF 002671 M 549300M8ZYFG0OCMTT87 2028-11-20 6.000000 0.00 33000.00 68.16 Agency Mortgage-Backed Securities GNII SF 002699 M 549300M8ZYFG0OCMTT87 2029-01-20 6.000000 0.00 698000.00 1559.79 Agency Mortgage-Backed Securities GNII SF 001975 M 549300M8ZYFG0OCMTT87 2025-03-20 9.000000 0.00 10000000.00 610.64 Agency Mortgage-Backed Securities GNII SF 002167 M 549300M8ZYFG0OCMTT87 2026-02-20 6.500000 0.00 676392.00 195.18 Agency Mortgage-Backed Securities GNII SF 002346 M 549300M8ZYFG0OCMTT87 2026-12-20 9.000000 0.00 583974.00 411.28 Agency Mortgage-Backed Securities GNII SF 002426 M 549300M8ZYFG0OCMTT87 2027-05-20 6.500000 0.00 400000.00 241.48 Agency Mortgage-Backed Securities FNMS 07.000 CL504712 B1V7KEBTPIMZEU4LTD58 2029-07-01 7.000000 0.00 1500000.00 3263.83 Agency Mortgage-Backed Securities FNMS 06.500 CL517677 B1V7KEBTPIMZEU4LTD58 2029-07-01 6.500000 0.00 917918.00 197.20 Agency Mortgage-Backed Securities FNAR XX.XXX WS535598 B1V7KEBTPIMZEU4LTD58 2040-10-01 6.514000 0.00 750000.00 1108.20 Agency Mortgage-Backed Securities FNMS 06.000 CL535126 B1V7KEBTPIMZEU4LTD58 2028-12-01 6.000000 0.00 60000.00 60.88 Agency Mortgage-Backed Securities FNMS 07.000 CL535164 B1V7KEBTPIMZEU4LTD58 2030-02-01 7.000000 0.00 1480000.00 1087.82 Agency Mortgage-Backed Securities FNMS 08.000 CL535290 B1V7KEBTPIMZEU4LTD58 2030-05-01 8.000000 0.00 7712357.00 4511.88 Agency Mortgage-Backed Securities FNMS 07.000 CL535347 B1V7KEBTPIMZEU4LTD58 2030-05-01 7.000000 0.00 500000.00 395.66 Agency Mortgage-Backed Securities FNMS 07.500 CL535425 B1V7KEBTPIMZEU4LTD58 2030-08-01 7.500000 0.00 23145311.00 2984.43 Agency Mortgage-Backed Securities FNMS 06.000 CL535883 B1V7KEBTPIMZEU4LTD58 2029-09-01 6.000000 0.00 695000.00 630.94 Agency Mortgage-Backed Securities FNMS 08.000 CL535916 B1V7KEBTPIMZEU4LTD58 2031-05-01 8.000000 0.00 3818000.00 1826.12 Agency Mortgage-Backed Securities FNMS 06.500 CL535933 B1V7KEBTPIMZEU4LTD58 2031-05-01 6.500000 0.00 102502400.00 68957.95 Agency Mortgage-Backed Securities FNMS 06.500 CL535977 B1V7KEBTPIMZEU4LTD58 2031-05-01 6.500000 0.00 4600000.00 4374.53 Agency Mortgage-Backed Securities FNMS 07.500 CL535996 B1V7KEBTPIMZEU4LTD58 2031-06-01 7.500000 0.00 9633792.00 6120.79 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4096 B1V7KEBTPIMZEU4LTD58 2050-08-01 2.500000 0.00 7000.00 2826.52 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4118 B1V7KEBTPIMZEU4LTD58 2050-08-01 4.500000 0.00 11000.00 2016.73 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4159 B1V7KEBTPIMZEU4LTD58 2050-10-01 2.500000 0.00 2000.00 943.82 Agency Mortgage-Backed Securities FNMS 06.500 CL899711 B1V7KEBTPIMZEU4LTD58 2037-09-01 6.500000 0.00 2556312.00 3059.81 Agency Mortgage-Backed Securities FNMS 06.500 CL901646 B1V7KEBTPIMZEU4LTD58 2036-12-01 6.500000 0.00 107000.00 639.80 Agency Mortgage-Backed Securities FNAR XX.XXX S1905759 B1V7KEBTPIMZEU4LTD58 2036-12-01 5.991000 0.00 200000.00 836.45 Agency Mortgage-Backed Securities FNAR XX.XXX S1914850 B1V7KEBTPIMZEU4LTD58 2037-04-01 6.970000 0.00 33610.00 1030.31 Agency Mortgage-Backed Securities FNAR XX.XXX LB920961 B1V7KEBTPIMZEU4LTD58 2037-01-01 7.164000 0.00 1055000.00 4778.86 Agency Mortgage-Backed Securities FNMS 06.500 CL922123 B1V7KEBTPIMZEU4LTD58 2037-04-01 6.500000 0.00 125000.00 1549.02 Agency Mortgage-Backed Securities FNMS 06.500 CL924842 B1V7KEBTPIMZEU4LTD58 2037-09-01 6.500000 0.00 15024.00 190.31 Agency Mortgage-Backed Securities FNMS 07.000 CL928938 B1V7KEBTPIMZEU4LTD58 2037-12-01 7.000000 0.00 200000.00 2094.99 Agency Mortgage-Backed Securities FNMS 06.000 CL930071 B1V7KEBTPIMZEU4LTD58 2038-10-01 6.000000 0.00 30000.00 108.89 Agency Mortgage-Backed Securities FNMS 04.000 CL932542 B1V7KEBTPIMZEU4LTD58 2040-02-01 4.000000 0.00 18039.00 398.39 Agency Mortgage-Backed Securities FNMS 06.500 CL933516 B1V7KEBTPIMZEU4LTD58 2038-02-01 6.500000 0.00 187895.00 2511.34 Agency Mortgage-Backed Securities FNMS 06.000 CL933727 B1V7KEBTPIMZEU4LTD58 2038-04-01 6.000000 0.00 1000.00 13.49 Agency Mortgage-Backed Securities FNAR XX.XXX LB936591 B1V7KEBTPIMZEU4LTD58 2037-04-01 6.770000 0.00 250000.00 1267.40 Agency Mortgage-Backed Securities FNMS 06.000 CL942677 B1V7KEBTPIMZEU4LTD58 2037-08-01 6.000000 0.00 805000.00 4056.12 Agency Mortgage-Backed Securities FNMS 06.000 CL946008 B1V7KEBTPIMZEU4LTD58 2037-09-01 6.000000 0.00 110384.00 448.00 Agency Mortgage-Backed Securities FNMS 06.000 CL946282 B1V7KEBTPIMZEU4LTD58 2037-09-01 6.000000 0.00 226146.00 820.83 Agency Mortgage-Backed Securities FNMS 06.500 CL966555 B1V7KEBTPIMZEU4LTD58 2038-01-01 6.500000 0.00 58942.00 312.84 Agency Mortgage-Backed Securities FNMS 07.000 CL968252 B1V7KEBTPIMZEU4LTD58 2038-02-01 7.000000 0.00 100000.00 1178.53 Agency Mortgage-Backed Securities FNMS 06.000 CL969625 B1V7KEBTPIMZEU4LTD58 2038-02-01 6.000000 0.00 158837.00 872.49 Agency Mortgage-Backed Securities FNMS 06.500 CL976394 B1V7KEBTPIMZEU4LTD58 2038-04-01 6.500000 0.00 27106.00 489.89 Agency Mortgage-Backed Securities FNMS 06.000 CL986946 B1V7KEBTPIMZEU4LTD58 2038-09-01 6.000000 0.00 1779490.00 16429.55 Agency Mortgage-Backed Securities FNMS 06.000 CL988580 B1V7KEBTPIMZEU4LTD58 2038-08-01 6.000000 0.00 49000.00 508.10 Agency Mortgage-Backed Securities FNMS 06.000 CL992144 B1V7KEBTPIMZEU4LTD58 2038-10-01 6.000000 0.00 4000.00 10.25 Agency Mortgage-Backed Securities FNMS 07.000 CL992249 B1V7KEBTPIMZEU4LTD58 2038-11-01 7.000000 0.00 100000.00 2547.22 Agency Mortgage-Backed Securities FNMS 07.500 CL994641 B1V7KEBTPIMZEU4LTD58 2038-11-01 7.500000 0.00 95750.00 179.73 Agency Mortgage-Backed Securities FNMS 06.000 CL995069 B1V7KEBTPIMZEU4LTD58 2038-10-01 6.000000 0.00 51000.00 746.46 Agency Mortgage-Backed Securities FNMS 06.000 CL995876 B1V7KEBTPIMZEU4LTD58 2038-11-01 6.000000 0.00 37000.00 463.41 Agency Mortgage-Backed Securities FNMS 04.500 CIAA6923 B1V7KEBTPIMZEU4LTD58 2024-07-25 4.500000 0.00 33033.00 7.63 Agency Mortgage-Backed Securities FNMS 04.000 CTAA7925 B1V7KEBTPIMZEU4LTD58 2027-02-01 4.000000 0.00 3293108.00 21147.74 Agency Mortgage-Backed Securities 03.500 FGPC G18730 G S6XOOCT0IEG5ABCC6L87 2034-04-01 3.500000 0.00 1000.00 104.53 Agency Mortgage-Backed Securities 03.500 FGPC G18710 G S6XOOCT0IEG5ABCC6L87 2033-10-01 3.500000 0.00 11000.00 1106.52 Agency Mortgage-Backed Securities 03.500 FGPC G18713 G S6XOOCT0IEG5ABCC6L87 2033-11-01 3.500000 0.00 7000.00 794.89 Agency Mortgage-Backed Securities 04.000 FGPC C91738 G S6XOOCT0IEG5ABCC6L87 2033-11-01 4.000000 0.00 10000.00 1140.25 Agency Mortgage-Backed Securities 03.500 FGPC J13604 G S6XOOCT0IEG5ABCC6L87 2025-11-01 3.500000 0.00 1000000.00 4885.42 Agency Mortgage-Backed Securities 03.500 FGPC J17898 G S6XOOCT0IEG5ABCC6L87 2027-02-01 3.500000 0.00 2000.00 20.60 Agency Mortgage-Backed Securities FMAR 1G3589 G S6XOOCT0IEG5ABCC6L87 2037-04-01 6.860000 0.00 100000.00 2960.96 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4625 B1V7KEBTPIMZEU4LTD58 2052-06-01 3.500000 0.00 1000.00 796.64 Agency Mortgage-Backed Securities FNMS 03.000 CTMA4643 B1V7KEBTPIMZEU4LTD58 2042-05-01 3.000000 0.00 1925000.00 1472095.86 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4698 B1V7KEBTPIMZEU4LTD58 2052-08-01 3.000000 0.00 1000.00 789.60 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4731 B1V7KEBTPIMZEU4LTD58 2052-09-01 3.500000 0.00 5000.00 4116.76 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4732 B1V7KEBTPIMZEU4LTD58 2052-09-01 4.000000 0.00 3000.00 2509.94 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4786 B1V7KEBTPIMZEU4LTD58 2052-10-01 5.500000 0.00 2000.00 1660.19 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4933 B1V7KEBTPIMZEU4LTD58 2053-02-01 3.500000 0.00 1000.00 836.88 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5107 B1V7KEBTPIMZEU4LTD58 2053-08-01 5.500000 0.00 5000.00 4620.86 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5137 B1V7KEBTPIMZEU4LTD58 2053-09-01 5.000000 0.00 52445.00 48822.29 Agency Mortgage-Backed Securities FNMS 06.500 CTAD0838 B1V7KEBTPIMZEU4LTD58 2027-10-01 6.500000 0.00 237813.00 43.74 Agency Mortgage-Backed Securities FNMS 06.000 CLAD0098 B1V7KEBTPIMZEU4LTD58 2038-03-01 6.000000 0.00 393000.00 4871.82 Agency Mortgage-Backed Securities FNMS 05.500 CIAD0662 B1V7KEBTPIMZEU4LTD58 2025-01-01 5.500000 0.00 3561602.00 116.01 Agency Mortgage-Backed Securities FNMS 03.500 CIAD5093 B1V7KEBTPIMZEU4LTD58 2025-10-01 3.500000 0.00 8000.00 66.95 Agency Mortgage-Backed Securities FNMS 04.500 CIAD6392 B1V7KEBTPIMZEU4LTD58 2025-05-01 4.500000 0.00 484000.00 919.56 Agency Mortgage-Backed Securities FNMS 05.000 CIAE0040 B1V7KEBTPIMZEU4LTD58 2025-06-01 5.000000 0.00 1215000.00 2096.93 Agency Mortgage-Backed Securities FNMS 05.500 CIAE0381 B1V7KEBTPIMZEU4LTD58 2024-12-01 5.500000 0.00 45012932.00 93.20 Agency Mortgage-Backed Securities FNMS 06.500 CLAE0443 B1V7KEBTPIMZEU4LTD58 2039-10-01 6.500000 0.00 63069.00 1159.35 Agency Mortgage-Backed Securities FNAR XX.XXX LBAE0420 B1V7KEBTPIMZEU4LTD58 2040-10-01 6.062000 0.00 129000.00 1057.10 Agency Mortgage-Backed Securities FNMS 05.000 CIAE0552 B1V7KEBTPIMZEU4LTD58 2025-09-01 5.000000 0.00 4300000.00 1096.94 Agency Mortgage-Backed Securities FNMS 03.500 CIAE0703 B1V7KEBTPIMZEU4LTD58 2025-12-01 3.500000 0.00 2030000.00 19045.74 Agency Mortgage-Backed Securities FNAR XX.XXX LBAE0762 B1V7KEBTPIMZEU4LTD58 2040-12-01 6.076000 0.00 257000.00 4131.83 Agency Mortgage-Backed Securities FNMS 04.500 CLAE4103 B1V7KEBTPIMZEU4LTD58 2040-09-01 4.500000 0.00 1000.00 53.24 Agency Mortgage-Backed Securities FNMS 03.500 CIAE9449 B1V7KEBTPIMZEU4LTD58 2025-12-01 3.500000 0.00 500000.00 2000.45 Agency Mortgage-Backed Securities GNMI SF 772109 X 549300M8ZYFG0OCMTT87 2041-12-15 3.500000 0.00 50000.00 3746.71 Agency Mortgage-Backed Securities GNMI SF 774290 X 549300M8ZYFG0OCMTT87 2042-02-15 5.000000 0.00 65290.00 2520.82 Agency Mortgage-Backed Securities GNMI SF 796410 X 549300M8ZYFG0OCMTT87 2043-04-15 3.500000 0.00 25000.00 4592.60 Agency Mortgage-Backed Securities GNMI SF 797250 X 549300M8ZYFG0OCMTT87 2042-03-15 3.500000 0.00 2219.00 103.37 Agency Mortgage-Backed Securities GNII SF AA1000 C 549300M8ZYFG0OCMTT87 2027-05-20 3.000000 0.00 165000.00 4156.54 Agency Mortgage-Backed Securities GNMI SF AA2292 X 549300M8ZYFG0OCMTT87 2042-05-15 3.500000 0.00 236221.00 22331.62 Agency Mortgage-Backed Securities GNMI SF AA6307 X 549300M8ZYFG0OCMTT87 2043-04-15 3.500000 0.00 25000.00 2131.41 Agency Mortgage-Backed Securities GNMI SF AA6407 X 549300M8ZYFG0OCMTT87 2043-05-15 3.000000 0.00 32235.00 3514.88 Agency Mortgage-Backed Securities GNMI SF AB2392 X 549300M8ZYFG0OCMTT87 2043-04-15 3.000000 0.00 21000.00 2727.82 Agency Mortgage-Backed Securities GNII SF MA0463 M 549300M8ZYFG0OCMTT87 2042-10-20 4.000000 0.00 13264.00 1248.09 Agency Mortgage-Backed Securities GNII SF MA1760 M 549300M8ZYFG0OCMTT87 2044-03-20 3.500000 0.00 236934912.00 19858376.59 Agency Mortgage-Backed Securities GNII SF MA1089 M 549300M8ZYFG0OCMTT87 2043-06-20 3.000000 0.00 10000.00 1230.33 Agency Mortgage-Backed Securities GNAR FB MA1113 M 549300M8ZYFG0OCMTT87 2043-06-20 5.750000 0.00 182000.00 3325.61 Agency Mortgage-Backed Securities GNII SF MA1156 M 549300M8ZYFG0OCMTT87 2043-07-20 3.000000 0.00 25000.00 3224.88 Agency Mortgage-Backed Securities GNII SF MA1599 M 549300M8ZYFG0OCMTT87 2044-01-20 3.000000 0.00 25000.00 3174.57 Agency Mortgage-Backed Securities GNII JM MA1828 M 549300M8ZYFG0OCMTT87 2044-03-20 3.000000 0.00 771.00 116.35 Agency Mortgage-Backed Securities GNII SF MA1920 M 549300M8ZYFG0OCMTT87 2044-05-20 4.000000 0.00 33031.00 2170.52 Agency Mortgage-Backed Securities GNII SF MA2072 M 549300M8ZYFG0OCMTT87 2044-07-20 3.000000 0.00 40000.00 4309.76 Agency Mortgage-Backed Securities GNII SF MA2305 M 549300M8ZYFG0OCMTT87 2044-10-20 4.500000 0.00 50000.00 3686.84 Agency Mortgage-Backed Securities GNII SF MA2752 M 549300M8ZYFG0OCMTT87 2045-04-20 2.500000 0.00 1000.00 180.22 Agency Mortgage-Backed Securities GNAR AT MA3334 M 549300M8ZYFG0OCMTT87 2045-12-20 3.625000 0.00 58000.00 1612.04 Agency Mortgage-Backed Securities GNII SF MA4130 M 549300M8ZYFG0OCMTT87 2046-12-20 5.000000 0.00 30000.00 3337.56 Agency Mortgage-Backed Securities GNII SF MA4265 M 549300M8ZYFG0OCMTT87 2047-02-20 5.000000 0.00 30000.00 3148.93 Agency Mortgage-Backed Securities FNMS 05.500 K2255221 B1V7KEBTPIMZEU4LTD58 2034-03-01 5.500000 0.00 70000.00 630.90 Agency Mortgage-Backed Securities FNMS 05.000 CT255320 B1V7KEBTPIMZEU4LTD58 2024-07-25 5.000000 0.00 1000000.00 0.84 Agency Mortgage-Backed Securities FNMS 05.000 CT255360 B1V7KEBTPIMZEU4LTD58 2024-07-25 5.000000 0.00 349908.00 3.67 Agency Mortgage-Backed Securities FNMS 05.500 K2255538 B1V7KEBTPIMZEU4LTD58 2034-11-01 5.500000 0.00 60000.00 2044.16 Agency Mortgage-Backed Securities FNMS 05.500 NP256576 B1V7KEBTPIMZEU4LTD58 2037-01-01 5.500000 0.00 1250000.00 3522.63 Agency Mortgage-Backed Securities FNMS 06.500 CL256079 B1V7KEBTPIMZEU4LTD58 2035-12-01 6.500000 0.00 268669.00 2472.97 Agency Mortgage-Backed Securities FNMS 06.000 CL256102 B1V7KEBTPIMZEU4LTD58 2036-02-01 6.000000 0.00 570000.00 3784.98 Agency Mortgage-Backed Securities FNMS 06.000 NQ256182 B1V7KEBTPIMZEU4LTD58 2036-02-01 6.000000 0.00 300000.00 2622.14 Agency Mortgage-Backed Securities FNMS 05.500 NP256219 B1V7KEBTPIMZEU4LTD58 2036-04-01 5.500000 0.00 235000.00 301.83 Agency Mortgage-Backed Securities FNMS 06.000 CT256275 B1V7KEBTPIMZEU4LTD58 2026-06-01 6.000000 0.00 463451.00 1422.19 Agency Mortgage-Backed Securities FNMS 03.500 CLFS8371 B1V7KEBTPIMZEU4LTD58 2050-03-01 3.500000 0.00 26039640.00 23751302.48 Agency Mortgage-Backed Securities FNMS 06.500 CL886224 B1V7KEBTPIMZEU4LTD58 2036-07-01 6.500000 0.00 1000000.00 1496.03 Agency Mortgage-Backed Securities FNAR XX.XXX S1888121 B1V7KEBTPIMZEU4LTD58 2036-12-01 5.940000 0.00 570000.00 3546.91 Agency Mortgage-Backed Securities FNAR XX.XXX WD888527 B1V7KEBTPIMZEU4LTD58 2034-04-01 6.497000 0.00 20000.00 235.61 Agency Mortgage-Backed Securities FMAR 1Q0379 G S6XOOCT0IEG5ABCC6L87 2037-11-01 6.367000 0.00 1094000.00 2513.15 Agency Mortgage-Backed Securities FMAR 1B7789 G S6XOOCT0IEG5ABCC6L87 2040-11-01 6.025000 0.00 125000.00 1303.51 Agency Mortgage-Backed Securities 06.500 FGPC H09901 G S6XOOCT0IEG5ABCC6L87 2036-08-01 6.500000 0.00 1250000.00 2278.29 Agency Mortgage-Backed Securities 05.500 FGPC C02838 G S6XOOCT0IEG5ABCC6L87 2037-05-01 5.500000 0.00 176500.00 2626.28 Agency Mortgage-Backed Securities 04.000 FGPC C09071 G S6XOOCT0IEG5ABCC6L87 2045-02-01 4.000000 0.00 16000.00 836.15 Agency Mortgage-Backed Securities 04.500 FGPC A90316 G S6XOOCT0IEG5ABCC6L87 2039-12-01 4.500000 0.00 26000.00 539.44 Agency Mortgage-Backed Securities 04.500 FGPC A97046 G S6XOOCT0IEG5ABCC6L87 2041-02-01 4.500000 0.00 46000.00 1477.50 Agency Mortgage-Backed Securities FMAR 789192 G S6XOOCT0IEG5ABCC6L87 2032-04-01 6.604000 0.00 2000000.00 4807.74 Agency Mortgage-Backed Securities FMAR 848661 G S6XOOCT0IEG5ABCC6L87 2041-12-01 6.108000 0.00 104847.00 3142.77 Agency Mortgage-Backed Securities 02.500 FGPC J31680 G S6XOOCT0IEG5ABCC6L87 2030-05-01 2.500000 0.00 30000.00 2098.95 Agency Mortgage-Backed Securities 02.500 FGPC J31724 G S6XOOCT0IEG5ABCC6L87 2030-05-01 2.500000 0.00 30000.00 3704.36 Agency Mortgage-Backed Securities 03.500 FGPC J39815 G S6XOOCT0IEG5ABCC6L87 2033-11-01 3.500000 0.00 6000.00 1575.08 Agency Mortgage-Backed Securities 03.500 FGPC J40419 G S6XOOCT0IEG5ABCC6L87 2034-03-01 3.500000 0.00 2000.00 207.43 Agency Mortgage-Backed Securities 03.500 FGPC J40517 G S6XOOCT0IEG5ABCC6L87 2034-04-01 3.500000 0.00 13000.00 2129.96 Agency Mortgage-Backed Securities FEPC 06.500 CLZI0905 S6XOOCT0IEG5ABCC6L87 2033-10-01 6.500000 0.00 72000.00 839.45 Agency Mortgage-Backed Securities FEPC 05.500 CLZI0919 S6XOOCT0IEG5ABCC6L87 2033-10-01 5.500000 0.00 269213.00 1709.42 Agency Mortgage-Backed Securities FEPC 06.500 CLZI4159 S6XOOCT0IEG5ABCC6L87 2036-02-01 6.500000 0.00 25000.00 581.42 Agency Mortgage-Backed Securities FEPC 06.000 CLZI4821 S6XOOCT0IEG5ABCC6L87 2036-05-01 6.000000 0.00 25000.00 344.72 Agency Mortgage-Backed Securities FEPC 06.500 CLZI5041 S6XOOCT0IEG5ABCC6L87 2036-07-01 6.500000 0.00 150063.00 1204.62 Agency Mortgage-Backed Securities FEPC 06.500 CLZI5099 S6XOOCT0IEG5ABCC6L87 2036-08-01 6.500000 0.00 517000.00 2036.52 Agency Mortgage-Backed Securities FEPC 06.000 CLZI5718 S6XOOCT0IEG5ABCC6L87 2037-01-01 6.000000 0.00 100259.00 804.73 Agency Mortgage-Backed Securities FEPC 06.500 CLZI6459 S6XOOCT0IEG5ABCC6L87 2037-08-01 6.500000 0.00 2000000.00 2223.08 Agency Mortgage-Backed Securities FEPC 06.000 CLZI6557 S6XOOCT0IEG5ABCC6L87 2037-09-01 6.000000 0.00 28959.00 717.84 Agency Mortgage-Backed Securities FEPC 06.000 CLZI6558 S6XOOCT0IEG5ABCC6L87 2037-09-01 6.000000 0.00 20947.00 365.91 Agency Mortgage-Backed Securities FEPC 06.000 CLZI6559 S6XOOCT0IEG5ABCC6L87 2037-09-01 6.000000 0.00 20141.00 568.73 Agency Mortgage-Backed Securities FEPC 06.500 CLZI6698 S6XOOCT0IEG5ABCC6L87 2037-11-01 6.500000 0.00 119112.00 673.98 Agency Mortgage-Backed Securities FEPC 06.000 CLZI6730 S6XOOCT0IEG5ABCC6L87 2037-04-01 6.000000 0.00 16728.00 888.70 Agency Mortgage-Backed Securities GNII SF MA8266 M 549300M8ZYFG0OCMTT87 2052-09-20 3.500000 0.00 755159.00 615945.99 Agency Mortgage-Backed Securities GNII SF MA8344 M 549300M8ZYFG0OCMTT87 2052-10-20 3.000000 0.00 37481856.00 28352402.84 Agency Mortgage-Backed Securities GNII SF MA8491 M 549300M8ZYFG0OCMTT87 2052-12-20 5.500000 0.00 190842112.00 168022452.26 Agency Mortgage-Backed Securities FEPC 06.000 CLZI6517 S6XOOCT0IEG5ABCC6L87 2037-09-01 6.000000 0.00 30436.00 488.59 Agency Mortgage-Backed Securities FEPC 06.000 CLZI6518 S6XOOCT0IEG5ABCC6L87 2037-09-01 6.000000 0.00 41171.00 800.86 Agency Mortgage-Backed Securities FEPC 06.000 CLZI6502 S6XOOCT0IEG5ABCC6L87 2037-09-01 6.000000 0.00 18114.00 232.94 Agency Mortgage-Backed Securities FEPC 06.000 CLZI6556 S6XOOCT0IEG5ABCC6L87 2037-09-01 6.000000 0.00 32772.00 969.38 Agency Mortgage-Backed Securities FNMS 04.500 CIFM9358 B1V7KEBTPIMZEU4LTD58 2027-01-01 4.500000 0.00 80709.00 2202.37 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0630 B1V7KEBTPIMZEU4LTD58 2052-02-01 3.000000 0.00 3000.00 2167.27 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1030 B1V7KEBTPIMZEU4LTD58 2052-03-01 3.000000 0.00 768503.00 580630.80 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1556 B1V7KEBTPIMZEU4LTD58 2052-05-01 3.500000 0.00 1000000.00 769908.93 Agency Mortgage-Backed Securities FNMS 03.000 CIFS2920 B1V7KEBTPIMZEU4LTD58 2036-07-01 3.000000 0.00 2000.00 1383.98 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3826 B1V7KEBTPIMZEU4LTD58 2052-01-01 3.000000 0.00 5000.00 3803.59 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4928 B1V7KEBTPIMZEU4LTD58 2050-06-01 3.500000 0.00 2000.00 1668.72 Agency Mortgage-Backed Securities FNMS 02.000 CIFS4975 B1V7KEBTPIMZEU4LTD58 2037-06-01 2.000000 0.00 2000.00 1571.21 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6421 B1V7KEBTPIMZEU4LTD58 2053-11-01 6.500000 0.00 1000.00 969.69 Agency Mortgage-Backed Securities FMAR 783103 G S6XOOCT0IEG5ABCC6L87 2035-04-01 7.125000 0.00 74260405.00 1333.06 Agency Mortgage-Backed Securities FNAR XX.XXX AS013204 B1V7KEBTPIMZEU4LTD58 2025-06-01 4.500000 0.00 700000.00 1.86 Agency Mortgage-Backed Securities FNAR XX.XXX AS013206 B1V7KEBTPIMZEU4LTD58 2025-08-01 4.453000 0.00 1000000.00 122.86 Agency Mortgage-Backed Securities FNAR XX.XXX AS020090 B1V7KEBTPIMZEU4LTD58 2024-08-01 5.250000 0.00 1250000.00 2.20 Agency Mortgage-Backed Securities FNAR XX.XXX AS048079 B1V7KEBTPIMZEU4LTD58 2026-10-01 4.414000 0.00 225000.00 34.23 Agency Mortgage-Backed Securities FNAR XX.XXX AS029138 B1V7KEBTPIMZEU4LTD58 2026-06-01 4.414000 0.00 900000.00 135.48 Agency Mortgage-Backed Securities FNAR XX.XXX AS037029 B1V7KEBTPIMZEU4LTD58 2026-11-01 5.000000 0.00 2000000.00 447.68 Agency Mortgage-Backed Securities FNAR XX.XXX AS062937 B1V7KEBTPIMZEU4LTD58 2027-02-01 5.925000 0.00 770000.00 29.86 Agency Mortgage-Backed Securities FNAR XX.XXX AS062942 B1V7KEBTPIMZEU4LTD58 2027-07-01 4.414000 0.00 255000.00 14.33 Agency Mortgage-Backed Securities FNAR XX.XXX AS072166 B1V7KEBTPIMZEU4LTD58 2028-05-01 4.850000 0.00 534325.00 140.41 Agency Mortgage-Backed Securities FNAR XX.XXX AS074095 B1V7KEBTPIMZEU4LTD58 2029-02-01 4.680000 0.00 4000000.00 2351.75 Agency Mortgage-Backed Securities FNMS 06.000 CL190302 B1V7KEBTPIMZEU4LTD58 2029-06-01 6.000000 0.00 60000.00 69.85 Agency Mortgage-Backed Securities FNMS 06.000 CL190391 B1V7KEBTPIMZEU4LTD58 2038-09-01 6.000000 0.00 112000.00 749.91 Agency Mortgage-Backed Securities FNMS 06.000 GL252290 B1V7KEBTPIMZEU4LTD58 2028-11-01 6.000000 0.00 50000.00 432.17 Agency Mortgage-Backed Securities FNMS 06.500 GL252334 B1V7KEBTPIMZEU4LTD58 2029-02-01 6.500000 0.00 488044.00 1565.99 Agency Mortgage-Backed Securities FNMS 06.500 CL252497 B1V7KEBTPIMZEU4LTD58 2029-06-01 6.500000 0.00 5918000.00 4992.39 Agency Mortgage-Backed Securities FNMS 07.500 CL252712 B1V7KEBTPIMZEU4LTD58 2029-08-01 7.500000 0.00 2461000.00 2040.32 Agency Mortgage-Backed Securities FNMS 07.500 CL253397 B1V7KEBTPIMZEU4LTD58 2030-07-01 7.500000 0.00 5488788.00 2271.32 Agency Mortgage-Backed Securities FNMS 07.500 CL253480 B1V7KEBTPIMZEU4LTD58 2030-10-01 7.500000 0.00 5062579.00 2373.23 Agency Mortgage-Backed Securities FNMS 07.500 CL253515 B1V7KEBTPIMZEU4LTD58 2030-11-01 7.500000 0.00 2946581.00 1173.71 Agency Mortgage-Backed Securities FNMS 06.000 CLBY7722 B1V7KEBTPIMZEU4LTD58 2053-07-01 6.000000 0.00 1733816.00 1652374.73 Agency Mortgage-Backed Securities FNMS 03.500 CICA0251 B1V7KEBTPIMZEU4LTD58 2032-08-01 3.500000 0.00 10000.00 1383.43 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2054 B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 0.00 1000.00 93.79 Agency Mortgage-Backed Securities FNMS 04.500 CICA3163 B1V7KEBTPIMZEU4LTD58 2034-02-01 4.500000 0.00 10000.00 1543.83 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3222 B1V7KEBTPIMZEU4LTD58 2047-10-01 4.500000 0.00 6979312.00 1770743.46 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3870 B1V7KEBTPIMZEU4LTD58 2049-07-01 4.000000 0.00 21000.00 2493.00 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4648 B1V7KEBTPIMZEU4LTD58 2048-04-01 3.000000 0.00 18500.00 3187.72 Agency Mortgage-Backed Securities FNMS 02.500 CLCA5701 B1V7KEBTPIMZEU4LTD58 2050-05-01 2.500000 0.00 2500.00 1245.75 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8045 B1V7KEBTPIMZEU4LTD58 2050-12-01 2.500000 0.00 5000.00 2675.78 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9121 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.500000 0.00 100000.00 58771.75 Agency Mortgage-Backed Securities FNMS 04.000 CLCB1434 B1V7KEBTPIMZEU4LTD58 2051-08-01 4.000000 0.00 2411.00 1142.95 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3586 B1V7KEBTPIMZEU4LTD58 2052-05-01 3.000000 0.00 1000.00 780.54 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3599 B1V7KEBTPIMZEU4LTD58 2052-05-01 3.500000 0.00 3000.00 2438.88 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3169 B1V7KEBTPIMZEU4LTD58 2052-03-01 3.000000 0.00 3000.00 2265.70 Agency Mortgage-Backed Securities FNMS 03.000 CLCB4106 B1V7KEBTPIMZEU4LTD58 2052-07-01 3.000000 0.00 3503880.00 2677703.33 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5139 B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 0.00 3000.00 2742.30 Agency Mortgage-Backed Securities FNMS 04.000 CICB7910 B1V7KEBTPIMZEU4LTD58 2038-11-01 4.000000 0.00 2133.00 1722.04 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8628 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.000000 0.00 50679552.00 51303874.74 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1367 B1V7KEBTPIMZEU4LTD58 2049-08-01 3.500000 0.00 8000.00 730.69 Agency Mortgage-Backed Securities FNMS 04.500 CLFM2378 B1V7KEBTPIMZEU4LTD58 2050-01-01 4.500000 0.00 10000.00 1783.65 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2446 B1V7KEBTPIMZEU4LTD58 2050-02-01 3.500000 0.00 17000.00 3861.27 Agency Mortgage-Backed Securities FNMS 05.000 CIFM2875 B1V7KEBTPIMZEU4LTD58 2027-03-01 5.000000 0.00 160000.00 1203.33 Agency Mortgage-Backed Securities FNMS 03.000 CLFM3241 B1V7KEBTPIMZEU4LTD58 2050-03-01 3.000000 0.00 3400.00 1176.80 Agency Mortgage-Backed Securities FNMS 05.000 CIFM3464 B1V7KEBTPIMZEU4LTD58 2027-03-01 5.000000 0.00 95000.00 831.90 Agency Mortgage-Backed Securities FNMS 05.500 CLFM3712 B1V7KEBTPIMZEU4LTD58 2049-09-01 5.500000 0.00 26401.00 4773.28 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4999 B1V7KEBTPIMZEU4LTD58 2050-12-01 2.500000 0.00 200000.00 91241.77 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5001 B1V7KEBTPIMZEU4LTD58 2050-04-01 3.500000 0.00 18000.00 4138.06 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6479 B1V7KEBTPIMZEU4LTD58 2051-03-01 2.500000 0.00 2100.00 1322.28 Agency Mortgage-Backed Securities FNMS 04.000 CLFM6753 B1V7KEBTPIMZEU4LTD58 2050-10-01 4.000000 0.00 3000.00 979.01 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7592 B1V7KEBTPIMZEU4LTD58 2050-03-01 3.500000 0.00 7000.00 2634.44 Agency Mortgage-Backed Securities FNMS 02.000 CLFM8194 B1V7KEBTPIMZEU4LTD58 2051-07-01 2.000000 0.00 494283.00 336987.93 Agency Mortgage-Backed Securities FNMS 03.000 CIFM9063 B1V7KEBTPIMZEU4LTD58 2035-05-01 3.000000 0.00 10000.00 4882.16 Agency Mortgage-Backed Securities GNII JM MA7579 M 549300M8ZYFG0OCMTT87 2051-09-20 2.500000 0.00 16615000.00 11260944.48 Agency Mortgage-Backed Securities GNII SF MA8153 M 549300M8ZYFG0OCMTT87 2052-07-20 5.500000 0.00 332832.00 254402.81 Agency Mortgage-Backed Securities GNII SF MA8197 M 549300M8ZYFG0OCMTT87 2052-07-20 2.500000 0.00 9970000.00 7102287.44 Agency Mortgage-Backed Securities FNMS 06.000 CL254405 B1V7KEBTPIMZEU4LTD58 2032-08-01 6.000000 0.00 1500000.00 3940.00 Agency Mortgage-Backed Securities FNMS 06.500 CL254406 B1V7KEBTPIMZEU4LTD58 2032-08-01 6.500000 0.00 2000005.00 4322.25 Agency Mortgage-Backed Securities FNMS 06.500 GO254484 B1V7KEBTPIMZEU4LTD58 2031-12-01 6.500000 0.00 275000.00 1039.51 Agency Mortgage-Backed Securities FNMS 05.000 CT255627 B1V7KEBTPIMZEU4LTD58 2025-02-01 5.000000 0.00 1000000.00 900.10 Agency Mortgage-Backed Securities FNMS 05.000 CL255110 B1V7KEBTPIMZEU4LTD58 2034-02-01 5.000000 0.00 197850.00 2644.21 Agency Mortgage-Backed Securities GNII SF 002495 M 549300M8ZYFG0OCMTT87 2027-10-20 6.500000 0.00 4565385.00 2637.72 Agency Mortgage-Backed Securities GNII SF 002548 M 549300M8ZYFG0OCMTT87 2028-02-20 7.000000 0.00 3000151.00 3111.62 Agency Mortgage-Backed Securities GNII SF 002550 M 549300M8ZYFG0OCMTT87 2028-02-20 8.000000 0.00 100000.00 17.79 Agency Mortgage-Backed Securities GNII SF 003485 M 549300M8ZYFG0OCMTT87 2033-11-20 4.000000 0.00 28000.00 583.87 Agency Mortgage-Backed Securities GNII SF 003527 M 549300M8ZYFG0OCMTT87 2034-02-20 4.000000 0.00 85000.00 3204.70 Agency Mortgage-Backed Securities GNII SF 003530 M 549300M8ZYFG0OCMTT87 2034-03-20 5.500000 0.00 75000.00 1294.36 Agency Mortgage-Backed Securities GNII SF 002741 M 549300M8ZYFG0OCMTT87 2029-04-20 6.500000 0.00 2000000.00 3078.85 Agency Mortgage-Backed Securities FEPC 06.500 CLZI6920 S6XOOCT0IEG5ABCC6L87 2037-12-01 6.500000 0.00 90067.00 558.57 Agency Mortgage-Backed Securities FEPC 06.500 CLZI8041 S6XOOCT0IEG5ABCC6L87 2038-08-01 6.500000 0.00 1010000.00 2762.29 Agency Mortgage-Backed Securities FEPC 06.500 CLZI7890 S6XOOCT0IEG5ABCC6L87 2037-08-01 6.500000 0.00 93345.00 664.70 Agency Mortgage-Backed Securities FEPC 06.000 CLZI8258 S6XOOCT0IEG5ABCC6L87 2039-01-01 6.000000 0.00 5538.00 136.95 Agency Mortgage-Backed Securities FEPC 06.000 CLZI8418 S6XOOCT0IEG5ABCC6L87 2039-01-01 6.000000 0.00 21782.00 1012.43 Agency Mortgage-Backed Securities FEPC 06.000 CLZI8420 S6XOOCT0IEG5ABCC6L87 2039-01-01 6.000000 0.00 23422.00 1077.48 Agency Mortgage-Backed Securities FEPC 06.000 CLZI8450 S6XOOCT0IEG5ABCC6L87 2039-01-01 6.000000 0.00 14504.00 879.69 Agency Mortgage-Backed Securities FEPC 06.000 CLZI8453 S6XOOCT0IEG5ABCC6L87 2039-01-01 6.000000 0.00 8477.00 220.73 Agency Mortgage-Backed Securities FEPC 06.000 CLZI8461 S6XOOCT0IEG5ABCC6L87 2039-01-01 6.000000 0.00 6425.00 515.88 Agency Mortgage-Backed Securities FEPC 05.500 CLZI9251 S6XOOCT0IEG5ABCC6L87 2039-09-01 5.500000 0.00 4000.00 117.06 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ3586 S6XOOCT0IEG5ABCC6L87 2029-05-01 6.500000 0.00 109000.00 24.72 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ3803 S6XOOCT0IEG5ABCC6L87 2029-07-01 6.500000 0.00 389629.00 499.22 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ3882 S6XOOCT0IEG5ABCC6L87 2029-08-01 6.500000 0.00 750547.00 397.42 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ5311 S6XOOCT0IEG5ABCC6L87 2031-06-01 7.000000 0.00 606999.00 3664.86 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3656 B1V7KEBTPIMZEU4LTD58 2029-05-01 3.500000 0.00 23000.00 2637.35 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3658 B1V7KEBTPIMZEU4LTD58 2034-05-01 3.500000 0.00 2000.00 240.50 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3632 B1V7KEBTPIMZEU4LTD58 2034-04-01 3.500000 0.00 4000.00 367.48 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3685 B1V7KEBTPIMZEU4LTD58 2049-06-01 3.000000 0.00 8000.00 865.15 Agency Mortgage-Backed Securities FNMS 04.000 CKMA3726 B1V7KEBTPIMZEU4LTD58 2049-07-01 4.000000 0.00 30000.00 2596.87 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3804 B1V7KEBTPIMZEU4LTD58 2049-10-01 4.000000 0.00 14000.00 2176.84 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3833 B1V7KEBTPIMZEU4LTD58 2049-11-01 2.500000 0.00 12000.00 2628.50 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3834 B1V7KEBTPIMZEU4LTD58 2049-11-01 3.000000 0.00 14000.00 2381.77 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3865 B1V7KEBTPIMZEU4LTD58 2034-12-01 3.000000 0.00 4000.00 709.68 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3866 B1V7KEBTPIMZEU4LTD58 2034-12-01 3.500000 0.00 1000.00 165.23 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3890 B1V7KEBTPIMZEU4LTD58 2040-01-01 3.000000 0.00 2000.00 382.84 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3934 B1V7KEBTPIMZEU4LTD58 2040-02-01 3.000000 0.00 17000.00 3469.79 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3936 B1V7KEBTPIMZEU4LTD58 2050-02-01 2.500000 0.00 4000.00 969.67 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3990 B1V7KEBTPIMZEU4LTD58 2050-04-01 2.500000 0.00 4000.00 950.99 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3993 B1V7KEBTPIMZEU4LTD58 2050-04-01 4.000000 0.00 14000.00 2585.93 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4079 B1V7KEBTPIMZEU4LTD58 2050-07-01 3.000000 0.00 15000.00 4655.97 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4080 B1V7KEBTPIMZEU4LTD58 2050-07-01 3.500000 0.00 3000.00 777.21 Agency Mortgage-Backed Securities FNMS 08.500 CL253598 B1V7KEBTPIMZEU4LTD58 2030-12-01 8.500000 0.00 1560581.00 3307.78 Agency Mortgage-Backed Securities FNMS 06.500 CL254050 B1V7KEBTPIMZEU4LTD58 2031-11-01 6.500000 0.00 750000.00 1656.53 Agency Mortgage-Backed Securities FNMS 06.500 CL254263 B1V7KEBTPIMZEU4LTD58 2032-04-01 6.500000 0.00 191713.00 440.27 Agency Mortgage-Backed Securities FMAR 783022 G S6XOOCT0IEG5ABCC6L87 2035-02-01 6.482000 0.00 220000.00 2632.02 Agency Mortgage-Backed Securities FNAR XX.XXX LB813844 B1V7KEBTPIMZEU4LTD58 2035-01-01 7.344000 0.00 350000.00 4079.58 Agency Mortgage-Backed Securities FNAR XX.XXX LB814418 B1V7KEBTPIMZEU4LTD58 2035-03-01 6.065000 0.00 130000.00 1805.74 Agency Mortgage-Backed Securities FNMS 04.000 CL815637 B1V7KEBTPIMZEU4LTD58 2035-05-01 4.000000 0.00 1286178.00 104258.28 Agency Mortgage-Backed Securities FNAR XX.XXX LB817509 B1V7KEBTPIMZEU4LTD58 2035-09-01 6.038000 0.00 50000.00 694.35 Agency Mortgage-Backed Securities FNMS 05.000 CL821738 B1V7KEBTPIMZEU4LTD58 2035-06-01 5.000000 0.00 237420.00 2864.43 Agency Mortgage-Backed Securities FNAR XX.XXX LB823477 B1V7KEBTPIMZEU4LTD58 2035-02-01 5.695000 0.00 10000.00 218.94 Agency Mortgage-Backed Securities GNII SF 002767 M 549300M8ZYFG0OCMTT87 2029-06-20 6.500000 0.00 795481.00 1324.16 Agency Mortgage-Backed Securities GNII SF 002975 M 549300M8ZYFG0OCMTT87 2030-09-20 9.000000 0.00 200000.00 65.68 Agency Mortgage-Backed Securities GNII SF 003025 M 549300M8ZYFG0OCMTT87 2031-01-20 6.500000 0.00 2000000.00 3453.09 Agency Mortgage-Backed Securities GNII SF 003039 M 549300M8ZYFG0OCMTT87 2031-02-20 6.500000 0.00 1500000.00 1347.35 Agency Mortgage-Backed Securities GNII SF 003080 M 549300M8ZYFG0OCMTT87 2031-05-20 6.500000 0.00 1500000.00 3605.64 Agency Mortgage-Backed Securities GNII SF 003133 M 549300M8ZYFG0OCMTT87 2031-09-20 6.500000 0.00 125345.00 243.63 Agency Mortgage-Backed Securities GNII SF 003150 M 549300M8ZYFG0OCMTT87 2031-10-20 6.500000 0.00 500000.00 1065.99 Agency Mortgage-Backed Securities GNII SF 003172 M 549300M8ZYFG0OCMTT87 2031-12-20 6.000000 0.00 150000.00 620.80 Agency Mortgage-Backed Securities GNII SF 003237 M 549300M8ZYFG0OCMTT87 2032-05-20 5.500000 0.00 25000.00 148.62 Agency Mortgage-Backed Securities GNII SF 003214 M 549300M8ZYFG0OCMTT87 2032-03-20 6.000000 0.00 548000.00 2458.38 Agency Mortgage-Backed Securities FNMS 05.000 CT257371 B1V7KEBTPIMZEU4LTD58 2028-09-01 5.000000 0.00 50000.00 272.55 Agency Mortgage-Backed Securities FNMS 07.500 CL256709 B1V7KEBTPIMZEU4LTD58 2037-03-01 7.500000 0.00 141983.00 390.86 Agency Mortgage-Backed Securities FNMS 06.000 CT256715 B1V7KEBTPIMZEU4LTD58 2027-05-01 6.000000 0.00 1000000.00 6232.64 Agency Mortgage-Backed Securities GNII SF MA8725 M 549300M8ZYFG0OCMTT87 2053-03-20 5.000000 0.00 1590216.00 1456435.54 Agency Mortgage-Backed Securities GNII SF MA8729 M 549300M8ZYFG0OCMTT87 2052-12-20 7.000000 0.00 4488.00 3109.63 Agency Mortgage-Backed Securities GNII SF MA9105 M 549300M8ZYFG0OCMTT87 2053-07-20 5.000000 0.00 53979136.00 51430016.37 Agency Mortgage-Backed Securities GNII SF MA9422 M 549300M8ZYFG0OCMTT87 2054-01-20 5.000000 0.00 4279200.00 4145843.90 Agency Mortgage-Backed Securities GNII SF MA9603 M 549300M8ZYFG0OCMTT87 2054-04-20 4.500000 0.00 72313472.00 69028944.88 Agency Mortgage-Backed Securities GNII SF MA9608 M 549300M8ZYFG0OCMTT87 2054-04-20 7.000000 0.00 10000000.00 10194155.35 Agency Mortgage-Backed Securities GNII SF MA9722 M 549300M8ZYFG0OCMTT87 2054-05-20 4.000000 0.00 8913940.00 8312204.48 Agency Mortgage-Backed Securities GNMI SF BA2348 X 549300M8ZYFG0OCMTT87 2047-05-15 4.500000 0.00 25053.00 3395.22 Agency Mortgage-Backed Securities GNMI SF BC1180 X 549300M8ZYFG0OCMTT87 2047-08-15 4.000000 0.00 47740.00 4982.11 Agency Mortgage-Backed Securities GNII SF BD4279 C 549300M8ZYFG0OCMTT87 2047-11-20 4.000000 0.00 1503856.00 712600.60 Agency Mortgage-Backed Securities GNII ET CN6787 C 549300M8ZYFG0OCMTT87 2062-05-20 4.000000 0.00 279541.00 251932.42 Agency Mortgage-Backed Securities GNII ET CO7038 C 549300M8ZYFG0OCMTT87 2062-07-20 4.000000 0.00 45538.00 41055.05 Agency Mortgage-Backed Securities GNII ET CP2939 C 549300M8ZYFG0OCMTT87 2058-11-20 2.500000 0.00 185347.00 145465.41 Agency Mortgage-Backed Securities GNMI SF BF2393 X 549300M8ZYFG0OCMTT87 2048-03-15 4.500000 0.00 31032.00 2881.15 Agency Mortgage-Backed Securities GNII SF BG8517 C 549300M8ZYFG0OCMTT87 2048-10-20 4.500000 0.00 200000.00 20323.21 Agency Mortgage-Backed Securities GNII SF BH2711 C 549300M8ZYFG0OCMTT87 2048-05-20 4.500000 0.00 2830508.00 92789.30 Agency Mortgage-Backed Securities GNII SF BK5991 C 549300M8ZYFG0OCMTT87 2048-12-20 5.000000 0.00 400000.00 4410.44 Agency Mortgage-Backed Securities GNII SF BT4420 C 549300M8ZYFG0OCMTT87 2050-06-20 3.000000 0.00 6308112.00 2974955.90 Agency Mortgage-Backed Securities GNPL LM CH6568 549300M8ZYFG0OCMTT87 2054-05-15 3.190000 0.00 141058.00 119276.49 Agency Mortgage-Backed Securities GNII SF CM1520 C 549300M8ZYFG0OCMTT87 2033-09-20 6.500000 0.00 1451068.00 1272279.18 Agency Mortgage-Backed Securities GNPL PN CN0094 549300M8ZYFG0OCMTT87 2058-04-15 4.710000 0.00 50168.00 46570.63 Agency Mortgage-Backed Securities GNMI SF AD2152 X 549300M8ZYFG0OCMTT87 2043-01-15 3.500000 0.00 37794.00 3556.08 Agency Mortgage-Backed Securities GNMI SF AD2224 X 549300M8ZYFG0OCMTT87 2043-02-15 3.500000 0.00 25000.00 2537.94 Agency Mortgage-Backed Securities GNMI SF AD2435 X 549300M8ZYFG0OCMTT87 2043-05-15 3.500000 0.00 25000.00 1800.10 Agency Mortgage-Backed Securities GNMI SF AD2412 X 549300M8ZYFG0OCMTT87 2043-05-15 3.500000 0.00 25000.00 2232.96 Agency Mortgage-Backed Securities GNMI SF AD3518 X 549300M8ZYFG0OCMTT87 2043-04-15 3.500000 0.00 25000.00 4308.86 Agency Mortgage-Backed Securities GNMI SF AD7352 X 549300M8ZYFG0OCMTT87 2043-04-15 3.500000 0.00 25000.00 1874.86 Agency Mortgage-Backed Securities GNMI SF AD7471 X 549300M8ZYFG0OCMTT87 2043-04-15 3.500000 0.00 25000.00 2858.39 Agency Mortgage-Backed Securities GNMI SF AF0383 X 549300M8ZYFG0OCMTT87 2043-07-15 3.500000 0.00 25000.00 2329.45 Agency Mortgage-Backed Securities GNMI SF AF0384 X 549300M8ZYFG0OCMTT87 2043-07-15 3.500000 0.00 25000.00 4835.50 Agency Mortgage-Backed Securities GNMI SF AG4954 X 549300M8ZYFG0OCMTT87 2043-12-15 3.500000 0.00 117170.00 3389.87 Agency Mortgage-Backed Securities GNII SF AL1908 C 549300M8ZYFG0OCMTT87 2035-01-20 4.500000 0.00 1012998.00 315291.03 Agency Mortgage-Backed Securities GNMI SF AL8731 X 549300M8ZYFG0OCMTT87 2045-05-15 4.500000 0.00 68500.00 4420.77 Agency Mortgage-Backed Securities GNII ET CQ0805 C 549300M8ZYFG0OCMTT87 2062-09-20 4.500000 0.00 308146.00 198807.37 Agency Mortgage-Backed Securities GNII ET CQ6547 C 549300M8ZYFG0OCMTT87 2062-11-20 4.500000 0.00 1815220.00 1686199.57 Agency Mortgage-Backed Securities GNII ET CS9262 C 549300M8ZYFG0OCMTT87 2062-01-20 4.000000 0.00 222169.00 200470.64 Agency Mortgage-Backed Securities GNII ET CT6281 C 549300M8ZYFG0OCMTT87 2061-05-20 4.000000 0.00 533534.00 484298.78 Agency Mortgage-Backed Securities GNII ET CU0138 C 549300M8ZYFG0OCMTT87 2062-10-20 2.500000 0.00 265394.00 210674.00 Agency Mortgage-Backed Securities GNII ET CU1442 C 549300M8ZYFG0OCMTT87 2063-05-20 2.500000 0.00 439649.00 349392.90 Agency Mortgage-Backed Securities GNII ET CU6492 C 549300M8ZYFG0OCMTT87 2061-11-20 4.000000 0.00 213016.00 192333.95 Agency Mortgage-Backed Securities GNII ET CV3974 C 549300M8ZYFG0OCMTT87 2063-04-20 2.500000 0.00 201451.00 159891.31 Agency Mortgage-Backed Securities GNII ET CV5557 C 549300M8ZYFG0OCMTT87 2063-06-20 4.500000 0.00 2718192.00 2305097.33 Agency Mortgage-Backed Securities GNII SF CX3733 C 549300M8ZYFG0OCMTT87 2053-10-20 7.000000 0.00 1785832.00 1852821.45 Agency Mortgage-Backed Securities GNII ET CY2490 C 549300M8ZYFG0OCMTT87 2062-01-20 2.500000 0.00 207901.00 166316.39 Agency Mortgage-Backed Securities GNPL PN CY8217 549300M8ZYFG0OCMTT87 2059-01-15 5.920000 0.00 12227500.00 12715398.32 Agency Mortgage-Backed Securities GNII ET CZ2595 C 549300M8ZYFG0OCMTT87 2062-10-20 4.500000 0.00 1467074.00 1375440.62 Agency Mortgage-Backed Securities GNII ET CZ5789 C 549300M8ZYFG0OCMTT87 2063-12-20 8.000000 0.00 92758.00 96014.74 Agency Mortgage-Backed Securities GNII ET CZ7015 C 549300M8ZYFG0OCMTT87 2064-02-20 5.000000 0.00 1041672.00 1011746.25 Agency Mortgage-Backed Securities GNII SF DB3225 C 549300M8ZYFG0OCMTT87 2054-06-20 6.000000 0.00 2364056.00 2408441.15 Agency Mortgage-Backed Securities GNII SF DC0590 C 549300M8ZYFG0OCMTT87 2054-05-20 5.000000 0.00 2126920.00 2093199.81 Agency Mortgage-Backed Securities GNII SF DC1036 C 549300M8ZYFG0OCMTT87 2054-06-20 5.500000 0.00 3985976.00 3994466.13 Agency Mortgage-Backed Securities GNII SF AR3773 C 549300M8ZYFG0OCMTT87 2046-02-20 4.000000 0.00 45000.00 3467.55 Agency Mortgage-Backed Securities GNMI SF AT7556 X 549300M8ZYFG0OCMTT87 2046-07-15 4.500000 0.00 43308.00 1470.12 Agency Mortgage-Backed Securities GNII SF AV9455 C 549300M8ZYFG0OCMTT87 2046-12-20 3.000000 0.00 2909752.00 396622.22 Agency Mortgage-Backed Securities GNII SF AX4341 C 549300M8ZYFG0OCMTT87 2046-10-20 3.500000 0.00 10000.00 2569.24 Agency Mortgage-Backed Securities GNII SF AX4342 C 549300M8ZYFG0OCMTT87 2046-10-20 3.500000 0.00 9008.00 2859.24 Agency Mortgage-Backed Securities GNII SF AX4343 C 549300M8ZYFG0OCMTT87 2046-10-20 3.500000 0.00 7910.00 2269.73 Agency Mortgage-Backed Securities GNMI SF 599357 X 549300M8ZYFG0OCMTT87 2033-01-15 5.500000 0.00 860663.00 3337.03 Agency Mortgage-Backed Securities GNMI SF 603333 X 549300M8ZYFG0OCMTT87 2032-12-15 5.500000 0.00 195625.00 1820.92 Agency Mortgage-Backed Securities FEPC 04.000 CTZS9001 S6XOOCT0IEG5ABCC6L87 2032-10-01 4.000000 0.00 44000.00 3791.78 Agency Mortgage-Backed Securities FEPC 04.500 CTZS9351 S6XOOCT0IEG5ABCC6L87 2026-03-01 4.500000 0.00 556646.00 2577.07 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4160 B1V7KEBTPIMZEU4LTD58 2050-10-01 3.000000 0.00 12001.00 4276.21 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4195 B1V7KEBTPIMZEU4LTD58 2050-10-01 4.500000 0.00 7000.00 1810.11 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4268 B1V7KEBTPIMZEU4LTD58 2041-02-01 2.000000 0.00 3000.00 1788.29 Agency Mortgage-Backed Securities FNMS 04.000 CLAA8754 B1V7KEBTPIMZEU4LTD58 2039-06-01 4.000000 0.00 2310.00 105.53 Agency Mortgage-Backed Securities FNMS 04.000 CLAA9846 B1V7KEBTPIMZEU4LTD58 2039-08-01 4.000000 0.00 13443.00 462.43 Agency Mortgage-Backed Securities FNMS 04.500 CTAB0090 B1V7KEBTPIMZEU4LTD58 2029-03-01 4.500000 0.00 13172736.00 8823.35 Agency Mortgage-Backed Securities FNMS 04.500 CLAB1389 B1V7KEBTPIMZEU4LTD58 2040-08-01 4.500000 0.00 10000.00 274.32 Agency Mortgage-Backed Securities FNMS 04.000 CLAB2979 B1V7KEBTPIMZEU4LTD58 2039-08-01 4.000000 0.00 23560.00 580.57 Agency Mortgage-Backed Securities FNMS 04.000 CIAB3258 B1V7KEBTPIMZEU4LTD58 2026-07-01 4.000000 0.00 10000000.00 142734.32 Agency Mortgage-Backed Securities FNMS 03.000 CLAB6902 B1V7KEBTPIMZEU4LTD58 2042-11-01 3.000000 0.00 800000.00 168161.56 Agency Mortgage-Backed Securities FNMS 04.000 CLAB7989 B1V7KEBTPIMZEU4LTD58 2043-02-01 4.000000 0.00 3354220.00 435780.80 Agency Mortgage-Backed Securities FNMS 04.000 CLAC1487 B1V7KEBTPIMZEU4LTD58 2039-08-01 4.000000 0.00 21993.00 1078.21 Agency Mortgage-Backed Securities FNMS 05.000 CIAC1523 B1V7KEBTPIMZEU4LTD58 2024-09-01 5.000000 0.00 6777496.00 2069.51 Agency Mortgage-Backed Securities FNMS 04.000 CLAC1551 B1V7KEBTPIMZEU4LTD58 2039-09-01 4.000000 0.00 6466.00 232.01 Agency Mortgage-Backed Securities FNMS 04.500 CLAC2861 B1V7KEBTPIMZEU4LTD58 2039-08-01 4.500000 0.00 65428.00 4502.53 Agency Mortgage-Backed Securities FNMS 04.500 CIAC7909 B1V7KEBTPIMZEU4LTD58 2025-03-01 4.500000 0.00 1335000.00 4220.01 Agency Mortgage-Backed Securities FNMS 05.500 CIMA0193 B1V7KEBTPIMZEU4LTD58 2024-08-01 5.500000 0.00 805945.00 248.16 Agency Mortgage-Backed Securities FNMS 04.000 CTMA0587 B1V7KEBTPIMZEU4LTD58 2030-12-01 4.000000 0.00 3000.00 105.70 Agency Mortgage-Backed Securities FNMS 04.500 CLMA1770 B1V7KEBTPIMZEU4LTD58 2044-01-01 4.500000 0.00 1000.00 101.70 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1200 B1V7KEBTPIMZEU4LTD58 2032-10-01 3.000000 0.00 20000.00 2231.43 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1459 B1V7KEBTPIMZEU4LTD58 2033-06-01 3.000000 0.00 25000.00 3411.41 Agency Mortgage-Backed Securities FNMS 03.500 CIMA1658 B1V7KEBTPIMZEU4LTD58 2028-10-01 3.500000 0.00 1000.00 73.10 Agency Mortgage-Backed Securities FNMS 03.500 CIMA2161 B1V7KEBTPIMZEU4LTD58 2029-12-01 3.500000 0.00 33000.00 3927.05 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3489 B1V7KEBTPIMZEU4LTD58 2033-10-01 3.500000 0.00 13000.00 1220.86 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3517 B1V7KEBTPIMZEU4LTD58 2033-11-01 3.500000 0.00 38000.00 3601.87 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3537 B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 0.00 28000.00 2349.84 Agency Mortgage-Backed Securities FEPC 04.500 CLZS9485 S6XOOCT0IEG5ABCC6L87 2044-12-01 4.500000 0.00 2000.00 171.34 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0713 S6XOOCT0IEG5ABCC6L87 2048-10-01 4.500000 0.00 4000.00 415.16 Agency Mortgage-Backed Securities FEPC 03.500 CIZT1799 S6XOOCT0IEG5ABCC6L87 2034-03-01 3.500000 0.00 13000.00 1399.54 Agency Mortgage-Backed Securities FEPC 04.500 CLZT1546 S6XOOCT0IEG5ABCC6L87 2048-12-01 4.500000 0.00 18000.00 1454.25 Agency Mortgage-Backed Securities FEPC 04.500 CLZT1595 S6XOOCT0IEG5ABCC6L87 2049-01-01 4.500000 0.00 7000.00 484.40 Agency Mortgage-Backed Securities FEPC 03.500 CIZT1610 S6XOOCT0IEG5ABCC6L87 2034-01-01 3.500000 0.00 1687.00 162.96 Agency Mortgage-Backed Securities FEPC 04.500 CLZT1818 S6XOOCT0IEG5ABCC6L87 2048-11-01 4.500000 0.00 30000.00 4131.72 Agency Mortgage-Backed Securities FEPC 03.500 CIZT1872 S6XOOCT0IEG5ABCC6L87 2034-04-01 3.500000 0.00 10000.00 1043.95 Agency Mortgage-Backed Securities FEPC 03.500 CISB0019 S6XOOCT0IEG5ABCC6L87 2034-06-01 3.500000 0.00 12000.00 1951.84 Agency Mortgage-Backed Securities FEPC 03.500 CISB0378 S6XOOCT0IEG5ABCC6L87 2034-04-01 3.500000 0.00 15000.00 4180.44 Agency Mortgage-Backed Securities FEPC 03.500 CISB0355 S6XOOCT0IEG5ABCC6L87 2035-06-01 3.500000 0.00 9000.00 2231.33 Agency Mortgage-Backed Securities FEPC 03.500 CISB0360 S6XOOCT0IEG5ABCC6L87 2035-04-01 3.500000 0.00 11000.00 4134.20 Agency Mortgage-Backed Securities FEPC 01.500 CISB0514 S6XOOCT0IEG5ABCC6L87 2036-04-01 1.500000 0.00 335482.00 187574.73 Agency Mortgage-Backed Securities FEPC 02.000 CISB0546 S6XOOCT0IEG5ABCC6L87 2036-01-01 2.000000 0.00 92696.00 50127.82 Agency Mortgage-Backed Securities FEPC 03.500 CISB8037 S6XOOCT0IEG5ABCC6L87 2035-03-01 3.500000 0.00 3000.00 748.72 Agency Mortgage-Backed Securities FEPC 05.000 CTSC0303 S6XOOCT0IEG5ABCC6L87 2042-09-01 5.000000 0.00 1100000.00 838492.66 Agency Mortgage-Backed Securities FEPC 03.000 CLSD1389 S6XOOCT0IEG5ABCC6L87 2052-07-01 3.000000 0.00 4000.00 2876.27 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2198 S6XOOCT0IEG5ABCC6L87 2053-01-01 6.000000 0.00 5000.00 4468.69 Agency Mortgage-Backed Securities FEPC 03.000 CLSD2269 S6XOOCT0IEG5ABCC6L87 2052-01-01 3.000000 0.00 4000.00 3166.05 Agency Mortgage-Backed Securities FEPC 03.500 CLSD3097 S6XOOCT0IEG5ABCC6L87 2052-06-01 3.500000 0.00 4000.00 3303.71 Agency Mortgage-Backed Securities FEPC 04.000 CLZS2907 S6XOOCT0IEG5ABCC6L87 2040-04-01 4.000000 0.00 2937.00 87.74 Agency Mortgage-Backed Securities FEPC 05.500 CLZS3000 S6XOOCT0IEG5ABCC6L87 2040-03-01 5.500000 0.00 10000.00 163.44 Agency Mortgage-Backed Securities FEPC 06.500 CLZS3683 S6XOOCT0IEG5ABCC6L87 2039-09-01 6.500000 0.00 84719.00 4587.03 Agency Mortgage-Backed Securities FEPC 06.500 CLZS4228 S6XOOCT0IEG5ABCC6L87 2036-02-01 6.500000 0.00 50000.00 684.85 Agency Mortgage-Backed Securities FEPC 06.500 CLZS4267 S6XOOCT0IEG5ABCC6L87 2036-11-01 6.500000 0.00 253235.00 2774.26 Agency Mortgage-Backed Securities FEPC 07.000 CLZS4263 S6XOOCT0IEG5ABCC6L87 2036-10-01 7.000000 0.00 41467.00 494.37 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4657 S6XOOCT0IEG5ABCC6L87 2046-03-01 4.500000 0.00 37000.00 3375.76 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4636 S6XOOCT0IEG5ABCC6L87 2045-10-01 4.500000 0.00 6000.00 896.13 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4670 S6XOOCT0IEG5ABCC6L87 2046-06-01 4.500000 0.00 8000.00 643.57 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4791 S6XOOCT0IEG5ABCC6L87 2048-09-01 4.500000 0.00 26000.00 2416.80 Agency Mortgage-Backed Securities FEPC 05.000 CIZS6015 S6XOOCT0IEG5ABCC6L87 2024-12-01 5.000000 0.00 960448.00 798.28 Agency Mortgage-Backed Securities FEPC 05.500 CIZS7146 S6XOOCT0IEG5ABCC6L87 2024-12-01 5.500000 0.00 2040000.00 40.39 Agency Mortgage-Backed Securities FEPC 05.500 CIZS7894 S6XOOCT0IEG5ABCC6L87 2024-12-01 5.500000 0.00 3005000.00 43.22 Agency Mortgage-Backed Securities FEPC 02.500 CIZS8490 S6XOOCT0IEG5ABCC6L87 2028-06-01 2.500000 0.00 28000.00 2264.89 Agency Mortgage-Backed Securities FEPC 03.500 CIZS8652 S6XOOCT0IEG5ABCC6L87 2032-04-01 3.500000 0.00 9000.00 1207.97 Agency Mortgage-Backed Securities FEPC 03.500 CIZS8701 S6XOOCT0IEG5ABCC6L87 2033-06-01 3.500000 0.00 6000.00 699.34 Agency Mortgage-Backed Securities FEPC 03.500 CIZS8716 S6XOOCT0IEG5ABCC6L87 2033-09-01 3.500000 0.00 3000.00 315.00 Agency Mortgage-Backed Securities FEPC 05.000 CTZS8795 S6XOOCT0IEG5ABCC6L87 2026-02-01 5.000000 0.00 675000.00 1539.67 Agency Mortgage-Backed Securities FEPC 06.000 CLZS1552 S6XOOCT0IEG5ABCC6L87 2037-07-01 6.000000 0.00 2718.00 121.06 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2586 S6XOOCT0IEG5ABCC6L87 2038-12-01 5.500000 0.00 3000.00 22.56 Agency Mortgage-Backed Securities FEPC 06.000 CLZS1935 S6XOOCT0IEG5ABCC6L87 2038-02-01 6.000000 0.00 625000.00 4892.12 Agency Mortgage-Backed Securities FEPC 06.500 CLZS2078 S6XOOCT0IEG5ABCC6L87 2038-04-01 6.500000 0.00 49000.00 488.71 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2191 S6XOOCT0IEG5ABCC6L87 2038-07-01 5.500000 0.00 90000.00 2396.03 Agency Mortgage-Backed Securities FEPC 06.000 CLZS2273 S6XOOCT0IEG5ABCC6L87 2037-10-01 6.000000 0.00 270398.00 3168.53 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2324 S6XOOCT0IEG5ABCC6L87 2035-02-01 5.500000 0.00 8448.00 217.97 Agency Mortgage-Backed Securities FEPC 06.000 CLZS2372 S6XOOCT0IEG5ABCC6L87 2038-07-01 6.000000 0.00 58897.00 2847.63 Agency Mortgage-Backed Securities FEPC 06.000 CLZS2417 S6XOOCT0IEG5ABCC6L87 2038-10-01 6.000000 0.00 18000.00 412.93 Agency Mortgage-Backed Securities FEPC 05.500 CLZS3486 S6XOOCT0IEG5ABCC6L87 2040-08-01 5.500000 0.00 30742.00 764.48 Agency Mortgage-Backed Securities GNII SF MA4264 M 549300M8ZYFG0OCMTT87 2047-02-20 4.500000 0.00 25000.00 2687.17 Agency Mortgage-Backed Securities GNII SF MA5303 M 549300M8ZYFG0OCMTT87 2033-07-20 5.000000 0.00 182164.00 91262.41 Agency Mortgage-Backed Securities GNII SF MA6195 M 549300M8ZYFG0OCMTT87 2024-11-20 5.000000 0.00 84415.00 4372.42 Agency Mortgage-Backed Securities GNII SF MA5466 M 549300M8ZYFG0OCMTT87 2048-09-20 4.000000 0.00 600000.00 63789.83 Agency Mortgage-Backed Securities GNII JM MA5701 M 549300M8ZYFG0OCMTT87 2049-01-20 4.500000 0.00 112100.00 2764.86 Agency Mortgage-Backed Securities GNII SF MA5746 M 549300M8ZYFG0OCMTT87 2030-11-20 8.000000 0.00 201554.00 1195.18 Agency Mortgage-Backed Securities GNII SF MA5799 M 549300M8ZYFG0OCMTT87 2031-08-20 7.500000 0.00 31209.00 2809.60 Agency Mortgage-Backed Securities GNII SF MA5801 M 549300M8ZYFG0OCMTT87 2027-06-20 8.500000 0.00 25362.00 4779.84 Agency Mortgage-Backed Securities GNII JM MA6030 M 549300M8ZYFG0OCMTT87 2049-07-20 3.500000 0.00 120000.00 4212.17 Agency Mortgage-Backed Securities GNII SF MA6155 M 549300M8ZYFG0OCMTT87 2049-09-20 4.000000 0.00 25000.00 3394.87 Agency Mortgage-Backed Securities GNII SF MA7170 M 549300M8ZYFG0OCMTT87 2035-09-20 5.000000 0.00 384283.00 266084.12 Agency Mortgage-Backed Securities GNII SF MA6457 M 549300M8ZYFG0OCMTT87 2025-10-20 8.500000 0.00 40571.00 1958.67 Agency Mortgage-Backed Securities GNII SF MA6766 M 549300M8ZYFG0OCMTT87 2050-07-20 3.000000 0.00 132685312.00 40196162.32 Agency Mortgage-Backed Securities GNII SF MA6818 M 549300M8ZYFG0OCMTT87 2050-08-20 2.000000 0.00 50866944.00 24456047.37 Agency Mortgage-Backed Securities GNII SF MA6930 M 549300M8ZYFG0OCMTT87 2050-10-20 2.000000 0.00 462970880.00 239454635.08 Agency Mortgage-Backed Securities GNII SF MA7255 M 549300M8ZYFG0OCMTT87 2051-03-20 2.500000 0.00 18997000.00 10227381.00 Agency Mortgage-Backed Securities GNII SF MA7472 M 549300M8ZYFG0OCMTT87 2051-07-20 2.500000 0.00 64947072.00 41349022.11 Agency Mortgage-Backed Securities FEPC 04.500 CLZA4903 S6XOOCT0IEG5ABCC6L87 2047-04-01 4.500000 0.00 3000.00 342.55 Agency Mortgage-Backed Securities FEPC 04.000 CLZA6538 S6XOOCT0IEG5ABCC6L87 2049-03-01 4.000000 0.00 1828.00 106.88 Agency Mortgage-Backed Securities 04.500 FGPC G08843 G S6XOOCT0IEG5ABCC6L87 2048-10-01 4.500000 0.00 14000.00 1454.90 Agency Mortgage-Backed Securities 04.500 FGPC G08853 G S6XOOCT0IEG5ABCC6L87 2048-12-01 4.500000 0.00 1000.00 80.89 Agency Mortgage-Backed Securities 03.500 FGPC G08623 G S6XOOCT0IEG5ABCC6L87 2045-01-01 3.500000 0.00 13000.00 1238.94 Agency Mortgage-Backed Securities 04.000 FGPC G08624 G S6XOOCT0IEG5ABCC6L87 2045-01-01 4.000000 0.00 30000.00 2550.04 Agency Mortgage-Backed Securities 03.500 FGPC G08659 G S6XOOCT0IEG5ABCC6L87 2045-08-01 3.500000 0.00 9000.00 971.63 Agency Mortgage-Backed Securities 04.500 FGPC G08674 G S6XOOCT0IEG5ABCC6L87 2045-10-01 4.500000 0.00 7000.00 1046.81 Agency Mortgage-Backed Securities 04.000 FGPC G08682 G S6XOOCT0IEG5ABCC6L87 2045-12-01 4.000000 0.00 2000.00 223.08 Agency Mortgage-Backed Securities 04.500 FGPC G08713 G S6XOOCT0IEG5ABCC6L87 2046-06-01 4.500000 0.00 1000.00 80.55 Agency Mortgage-Backed Securities 03.500 FGPC G18696 G S6XOOCT0IEG5ABCC6L87 2033-07-01 3.500000 0.00 5000.00 544.65 Agency Mortgage-Backed Securities 02.000 FGPC G18675 G S6XOOCT0IEG5ABCC6L87 2032-10-01 2.000000 0.00 18962.00 3864.24 Agency Mortgage-Backed Securities 03.500 FGPC G18692 G S6XOOCT0IEG5ABCC6L87 2033-06-01 3.500000 0.00 8000.00 933.61 Agency Mortgage-Backed Securities FNMS 03.500 CIAU7552 B1V7KEBTPIMZEU4LTD58 2028-10-01 3.500000 0.00 2000.00 68.97 Agency Mortgage-Backed Securities FNMS 04.500 CLAV1710 B1V7KEBTPIMZEU4LTD58 2043-11-01 4.500000 0.00 1000.00 192.61 Agency Mortgage-Backed Securities FNMS 03.500 CIAV1823 B1V7KEBTPIMZEU4LTD58 2028-12-01 3.500000 0.00 9000.00 900.33 Agency Mortgage-Backed Securities FNMS 03.500 CIAV2326 B1V7KEBTPIMZEU4LTD58 2028-12-01 3.500000 0.00 8000.00 533.17 Agency Mortgage-Backed Securities FNMS 03.500 CIAV6368 B1V7KEBTPIMZEU4LTD58 2029-01-01 3.500000 0.00 26000.00 885.72 Agency Mortgage-Backed Securities FNMS 03.500 CIAV8516 B1V7KEBTPIMZEU4LTD58 2029-03-01 3.500000 0.00 10000.00 938.62 Agency Mortgage-Backed Securities FNMS 04.500 CLAV9316 B1V7KEBTPIMZEU4LTD58 2044-03-01 4.500000 0.00 1000.00 12.92 Agency Mortgage-Backed Securities FNMS 03.000 CIAV9324 B1V7KEBTPIMZEU4LTD58 2029-03-01 3.000000 0.00 1163494.00 71137.53 Agency Mortgage-Backed Securities FNMS 04.500 CLAW0744 B1V7KEBTPIMZEU4LTD58 2044-03-01 4.500000 0.00 15000.00 534.26 Agency Mortgage-Backed Securities FNMS 03.500 CIAW7396 B1V7KEBTPIMZEU4LTD58 2027-01-01 3.500000 0.00 89000.00 2013.51 Agency Mortgage-Backed Securities FNMS 03.000 CIAW8203 B1V7KEBTPIMZEU4LTD58 2029-09-01 3.000000 0.00 25448.00 3824.56 Agency Mortgage-Backed Securities FNMS 03.500 CIAX2187 B1V7KEBTPIMZEU4LTD58 2029-11-01 3.500000 0.00 4000.00 444.56 Agency Mortgage-Backed Securities FNMS 03.500 CIAX3715 B1V7KEBTPIMZEU4LTD58 2027-06-01 3.500000 0.00 19000.00 741.21 Agency Mortgage-Backed Securities FNMS 04.000 CIAX5294 B1V7KEBTPIMZEU4LTD58 2027-01-01 4.000000 0.00 16000.00 146.46 Agency Mortgage-Backed Securities FNMS 03.500 CIAZ0084 B1V7KEBTPIMZEU4LTD58 2030-06-01 3.500000 0.00 1000.00 70.60 Agency Mortgage-Backed Securities FNMS 03.500 CIAZ2881 B1V7KEBTPIMZEU4LTD58 2030-08-01 3.500000 0.00 1000.00 138.93 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ6973 B1V7KEBTPIMZEU4LTD58 2045-11-01 4.000000 0.00 12000.00 827.21 Agency Mortgage-Backed Securities FNMS 07.500 CL640996 B1V7KEBTPIMZEU4LTD58 2032-05-01 7.500000 0.00 378000.00 1292.78 Agency Mortgage-Backed Securities FNMS 06.500 CL668849 B1V7KEBTPIMZEU4LTD58 2032-10-01 6.500000 0.00 65848.00 1078.22 Agency Mortgage-Backed Securities FNMS 06.000 CL669713 B1V7KEBTPIMZEU4LTD58 2032-11-01 6.000000 0.00 25000.00 44.94 Agency Mortgage-Backed Securities FNMS 06.000 CL671783 B1V7KEBTPIMZEU4LTD58 2032-12-01 6.000000 0.00 480000.00 3268.61 Agency Mortgage-Backed Securities FNAR XX.XXX WD687120 B1V7KEBTPIMZEU4LTD58 2033-03-01 6.665000 0.00 1000000.00 368.69 Agency Mortgage-Backed Securities FNMS 05.500 CL725773 B1V7KEBTPIMZEU4LTD58 2034-09-01 5.500000 0.00 516026368.00 5125038.53 Agency Mortgage-Backed Securities FNAR XX.XXX LB745169 B1V7KEBTPIMZEU4LTD58 2036-01-01 6.023000 0.00 90000.00 452.95 Agency Mortgage-Backed Securities FNMS 07.500 K2745556 B1V7KEBTPIMZEU4LTD58 2034-08-01 7.500000 0.00 1300000.00 4855.53 Agency Mortgage-Backed Securities FNAR XX.XXX LB745606 B1V7KEBTPIMZEU4LTD58 2036-05-01 5.971000 0.00 75000.00 775.71 Agency Mortgage-Backed Securities FNMS 06.500 CL745932 B1V7KEBTPIMZEU4LTD58 2036-11-01 6.500000 0.00 48000.00 330.36 Agency Mortgage-Backed Securities FNMS 06.500 CL745947 B1V7KEBTPIMZEU4LTD58 2036-10-01 6.500000 0.00 90339.00 499.75 Agency Mortgage-Backed Securities FNAR XX.XXX WS746335 B1V7KEBTPIMZEU4LTD58 2033-09-01 6.250000 0.00 2000000.00 2083.73 Agency Mortgage-Backed Securities FNMS 06.000 CL747683 B1V7KEBTPIMZEU4LTD58 2033-11-01 6.000000 0.00 122000.00 598.50 Agency Mortgage-Backed Securities FNMS 05.000 CL770444 B1V7KEBTPIMZEU4LTD58 2034-04-01 5.000000 0.00 162237.00 1876.34 Agency Mortgage-Backed Securities FNMS 06.500 CL771178 B1V7KEBTPIMZEU4LTD58 2034-03-01 6.500000 0.00 38000.00 490.02 Agency Mortgage-Backed Securities FNMS 06.000 CL790108 B1V7KEBTPIMZEU4LTD58 2034-08-01 6.000000 0.00 499999.00 3139.39 Agency Mortgage-Backed Securities FNMS 06.000 CL794259 B1V7KEBTPIMZEU4LTD58 2034-09-01 6.000000 0.00 45458.00 299.67 Agency Mortgage-Backed Securities FNAR XX.XXX LB796989 B1V7KEBTPIMZEU4LTD58 2034-08-01 7.204000 0.00 300000.00 3646.64 Agency Mortgage-Backed Securities FNMS 03.500 CIAL8272 B1V7KEBTPIMZEU4LTD58 2031-03-01 3.500000 0.00 18000.00 2681.28 Agency Mortgage-Backed Securities FNMS 04.500 CLAL8419 B1V7KEBTPIMZEU4LTD58 2046-05-01 4.500000 0.00 3000.00 309.66 Agency Mortgage-Backed Securities FNMS 03.500 CIAL8841 B1V7KEBTPIMZEU4LTD58 2031-07-01 3.500000 0.00 13000.00 502.38 Agency Mortgage-Backed Securities FNMS 03.500 CTAO1130 B1V7KEBTPIMZEU4LTD58 2032-05-01 3.500000 0.00 8840.00 1324.87 Agency Mortgage-Backed Securities FNMS 03.000 CLAQ9470 B1V7KEBTPIMZEU4LTD58 2042-12-01 3.000000 0.00 175000.00 52440.77 Agency Mortgage-Backed Securities FNMS 03.500 CIAS0012 B1V7KEBTPIMZEU4LTD58 2028-07-01 3.500000 0.00 1000.00 61.93 Agency Mortgage-Backed Securities FNMS 03.500 CIAS1756 B1V7KEBTPIMZEU4LTD58 2029-02-01 3.500000 0.00 3000.00 168.76 Agency Mortgage-Backed Securities FNMS 03.500 CIAS0907 B1V7KEBTPIMZEU4LTD58 2028-11-01 3.500000 0.00 49000.00 2813.93 Agency Mortgage-Backed Securities FNMS 04.500 CLAS1626 B1V7KEBTPIMZEU4LTD58 2044-02-01 4.500000 0.00 10000.00 735.29 Agency Mortgage-Backed Securities FNMS 02.000 CIAS2673 B1V7KEBTPIMZEU4LTD58 2029-05-01 2.000000 0.00 25000.00 2263.27 Agency Mortgage-Backed Securities FNMS 04.500 CLAS6627 B1V7KEBTPIMZEU4LTD58 2046-02-01 4.500000 0.00 7000.00 665.56 Agency Mortgage-Backed Securities FNMS 03.000 CKAS7661 B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 0.00 20000.00 2238.40 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8960 B1V7KEBTPIMZEU4LTD58 2047-03-01 4.000000 0.00 5000.00 966.69 Agency Mortgage-Backed Securities FNMS 04.500 CLAS8700 B1V7KEBTPIMZEU4LTD58 2047-01-01 4.500000 0.00 5000.00 580.86 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9459 B1V7KEBTPIMZEU4LTD58 2047-04-01 4.500000 0.00 3000.00 368.81 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9490 B1V7KEBTPIMZEU4LTD58 2047-04-01 4.500000 0.00 4000.00 422.15 Agency Mortgage-Backed Securities FNMS 03.500 CIAS9518 B1V7KEBTPIMZEU4LTD58 2032-03-01 3.500000 0.00 1000.00 163.88 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9990 B1V7KEBTPIMZEU4LTD58 2047-07-01 4.500000 0.00 3000.00 419.24 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9994 B1V7KEBTPIMZEU4LTD58 2047-04-01 4.500000 0.00 8000.00 1146.31 Agency Mortgage-Backed Securities FNMS 02.500 CIAT7749 B1V7KEBTPIMZEU4LTD58 2028-06-01 2.500000 0.00 5300000.00 471271.68 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ5360 S6XOOCT0IEG5ABCC6L87 2031-10-01 6.500000 0.00 548074.00 1160.92 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ4817 S6XOOCT0IEG5ABCC6L87 2031-02-01 7.000000 0.00 395188.00 688.07 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ5026 S6XOOCT0IEG5ABCC6L87 2031-05-01 6.500000 0.00 1000000.00 434.36 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ6245 S6XOOCT0IEG5ABCC6L87 2032-05-01 7.000000 0.00 900720.00 1284.23 Agency Mortgage-Backed Securities FEPC 06.500 CLZJ6259 S6XOOCT0IEG5ABCC6L87 2032-07-01 6.500000 0.00 9838584.00 5704.91 Agency Mortgage-Backed Securities FNAR XX.XXX LB806721 B1V7KEBTPIMZEU4LTD58 2034-11-01 5.920000 0.00 260000.00 2678.56 Agency Mortgage-Backed Securities FNMS 07.500 GO813836 B1V7KEBTPIMZEU4LTD58 2032-02-01 7.500000 0.00 815244.00 4338.66 Agency Mortgage-Backed Securities GNMI SF 728323 X 549300M8ZYFG0OCMTT87 2039-11-15 5.500000 0.00 100000.00 3231.82 Agency Mortgage-Backed Securities GNMI SF 730178 X 549300M8ZYFG0OCMTT87 2024-12-15 4.000000 0.00 965000.00 1778.41 Agency Mortgage-Backed Securities GNMI SF 731680 X 549300M8ZYFG0OCMTT87 2040-10-15 5.000000 0.00 257497.00 1210.65 Agency Mortgage-Backed Securities GNMI SF 732938 X 549300M8ZYFG0OCMTT87 2040-01-15 5.000000 0.00 100000.00 4256.92 Agency Mortgage-Backed Securities GNMI SF 733963 X 549300M8ZYFG0OCMTT87 2025-10-15 3.500000 0.00 500000.00 3786.23 Agency Mortgage-Backed Securities GNMI SF 736057 X 549300M8ZYFG0OCMTT87 2040-06-15 5.000000 0.00 247017.00 3271.01 Agency Mortgage-Backed Securities GNMI SF 736667 X 549300M8ZYFG0OCMTT87 2040-03-15 5.000000 0.00 54832.00 1932.86 Agency Mortgage-Backed Securities GNMI SF 745045 X 549300M8ZYFG0OCMTT87 2039-11-15 5.000000 0.00 266714.00 2506.96 Agency Mortgage-Backed Securities GNMI SF 746166 X 549300M8ZYFG0OCMTT87 2038-09-15 6.000000 0.00 26572.00 1616.64 Agency Mortgage-Backed Securities GNMI SF 486599 X 549300M8ZYFG0OCMTT87 2028-10-15 7.000000 0.00 500000.00 385.26 Agency Mortgage-Backed Securities GNMI SF 490279 X 549300M8ZYFG0OCMTT87 2029-06-15 7.000000 0.00 935874.00 1530.79 Agency Mortgage-Backed Securities GNMI SF 506607 X 549300M8ZYFG0OCMTT87 2029-03-15 6.500000 0.00 27681.00 62.81 Agency Mortgage-Backed Securities GNMI SF 521330 X 549300M8ZYFG0OCMTT87 2035-05-15 5.000000 0.00 58000.00 1066.14 Agency Mortgage-Backed Securities GNMI SF 532749 X 549300M8ZYFG0OCMTT87 2030-08-15 8.000000 0.00 255220.00 164.02 Agency Mortgage-Backed Securities GNMI SF 545051 X 549300M8ZYFG0OCMTT87 2031-02-15 6.500000 0.00 380928.00 2747.12 Agency Mortgage-Backed Securities GNMI SF 545134 X 549300M8ZYFG0OCMTT87 2031-03-15 6.500000 0.00 44900.00 214.10 Agency Mortgage-Backed Securities GNMI SF 548496 X 549300M8ZYFG0OCMTT87 2031-05-15 6.500000 0.00 71024.00 661.00 Agency Mortgage-Backed Securities GNMI SF 552766 X 549300M8ZYFG0OCMTT87 2032-09-15 6.500000 0.00 700478.00 4274.73 Agency Mortgage-Backed Securities FNAR XX.XXX LB827871 B1V7KEBTPIMZEU4LTD58 2035-03-01 6.080000 0.00 2000000.00 1394.57 Agency Mortgage-Backed Securities FNMS 06.000 CL831544 B1V7KEBTPIMZEU4LTD58 2036-06-01 6.000000 0.00 4196.00 25.35 Agency Mortgage-Backed Securities FNMS 05.000 CL832715 B1V7KEBTPIMZEU4LTD58 2035-09-01 5.000000 0.00 395700.00 4448.77 Agency Mortgage-Backed Securities FNMS 06.000 GL835577 B1V7KEBTPIMZEU4LTD58 2025-09-01 6.000000 0.00 470000.00 2252.42 Agency Mortgage-Backed Securities FNMS 05.500 CL845088 B1V7KEBTPIMZEU4LTD58 2035-12-01 5.500000 0.00 1000.00 10.63 Agency Mortgage-Backed Securities FNAR XX.XXX LB844773 B1V7KEBTPIMZEU4LTD58 2035-12-01 5.809000 0.00 175000.00 1160.87 Agency Mortgage-Backed Securities FNAR XX.XXX LB879434 B1V7KEBTPIMZEU4LTD58 2036-03-01 6.510000 0.00 240000.00 3370.18 Agency Mortgage-Backed Securities FNMS 06.000 CL880330 B1V7KEBTPIMZEU4LTD58 2036-04-01 6.000000 0.00 19000.00 183.06 Agency Mortgage-Backed Securities FNMS 06.000 CLDB6777 B1V7KEBTPIMZEU4LTD58 2054-07-01 6.000000 0.00 1000.00 1015.47 Agency Mortgage-Backed Securities FNMS 03.500 CIAZ7916 B1V7KEBTPIMZEU4LTD58 2026-04-01 3.500000 0.00 4000.00 110.37 Agency Mortgage-Backed Securities FNMS 04.500 CLBC5345 B1V7KEBTPIMZEU4LTD58 2046-03-01 4.500000 0.00 116000.00 15922.43 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC9053 B1V7KEBTPIMZEU4LTD58 2046-12-01 7.543000 0.00 20000.00 2102.33 Agency Mortgage-Backed Securities FNMS 03.500 CLBD7883 B1V7KEBTPIMZEU4LTD58 2046-09-01 3.500000 0.00 8000.00 1246.23 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3631 B1V7KEBTPIMZEU4LTD58 2047-05-01 4.500000 0.00 8000.00 1221.69 Agency Mortgage-Backed Securities FNMS 03.500 CIBE7150 B1V7KEBTPIMZEU4LTD58 2032-02-01 3.500000 0.00 6000.00 782.10 Agency Mortgage-Backed Securities FNMS 04.500 CLBE6503 B1V7KEBTPIMZEU4LTD58 2047-01-01 4.500000 0.00 50000.00 3435.36 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0118 B1V7KEBTPIMZEU4LTD58 2056-06-01 4.500000 0.00 944000.00 221349.56 Agency Mortgage-Backed Securities FNMS 03.500 I3BF0324 B1V7KEBTPIMZEU4LTD58 2048-09-01 3.500000 0.00 525000.00 245863.63 Agency Mortgage-Backed Securities FNMS 04.000 CLBH5829 B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 0.00 15000.00 3950.51 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH5928 B1V7KEBTPIMZEU4LTD58 2047-07-01 3.294000 0.00 10000.00 1786.79 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH5968 B1V7KEBTPIMZEU4LTD58 2047-08-01 2.918000 0.00 30000.00 2637.83 Agency Mortgage-Backed Securities FNMS 06.000 CLBJ9894 B1V7KEBTPIMZEU4LTD58 2049-09-01 6.000000 0.00 1326338.00 722582.96 Agency Mortgage-Backed Securities FNMS 03.000 CLBK0614 B1V7KEBTPIMZEU4LTD58 2050-01-01 3.000000 0.00 19000.00 4305.15 Agency Mortgage-Backed Securities FNMS 05.000 CLBK5211 B1V7KEBTPIMZEU4LTD58 2048-08-01 5.000000 0.00 59935.00 2395.43 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6578 B1V7KEBTPIMZEU4LTD58 2048-08-01 4.500000 0.00 9000.00 489.17 Agency Mortgage-Backed Securities FNMS 03.500 CIBM1064 B1V7KEBTPIMZEU4LTD58 2030-11-01 3.500000 0.00 1000.00 107.23 Agency Mortgage-Backed Securities FNMS 03.500 CIBM3257 B1V7KEBTPIMZEU4LTD58 2032-11-01 3.500000 0.00 2000.00 626.28 Agency Mortgage-Backed Securities FNMS 03.500 CIBM3350 B1V7KEBTPIMZEU4LTD58 2033-01-01 3.500000 0.00 7000.00 1386.89 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5261 B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 0.00 26000.00 4240.46 Agency Mortgage-Backed Securities FNMS 04.500 CTBM5440 B1V7KEBTPIMZEU4LTD58 2038-11-01 4.500000 0.00 21000.00 4556.39 Agency Mortgage-Backed Securities FNMS 06.000 CTBM5651 B1V7KEBTPIMZEU4LTD58 2029-09-01 6.000000 0.00 81360.00 3680.92 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6373 B1V7KEBTPIMZEU4LTD58 2047-04-01 6.373000 0.00 1000.00 200.93 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6535 B1V7KEBTPIMZEU4LTD58 2046-10-01 6.324000 0.00 1000.00 489.57 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0340 B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 0.00 8000.00 729.47 Agency Mortgage-Backed Securities FNMS 05.000 CLBN4718 B1V7KEBTPIMZEU4LTD58 2049-02-01 5.000000 0.00 28000.00 2685.70 Agency Mortgage-Backed Securities FNAR XX.XXX LBBN5611 B1V7KEBTPIMZEU4LTD58 2049-02-01 3.992000 0.00 16000.00 1022.90 Agency Mortgage-Backed Securities FNMS 04.000 CLBN6594 B1V7KEBTPIMZEU4LTD58 2049-05-01 4.000000 0.00 21000.00 3138.92 Agency Mortgage-Backed Securities FNMS 04.000 CLBN7664 B1V7KEBTPIMZEU4LTD58 2049-07-01 4.000000 0.00 11000.00 1993.80 Agency Mortgage-Backed Securities FNMS 04.000 CLBN7891 B1V7KEBTPIMZEU4LTD58 2049-05-01 4.000000 0.00 9000.00 1532.59 Agency Mortgage-Backed Securities FNMS 04.000 CLBP2409 B1V7KEBTPIMZEU4LTD58 2050-03-01 4.000000 0.00 17000.00 3299.69 Agency Mortgage-Backed Securities FNMS 02.000 CLBP6715 B1V7KEBTPIMZEU4LTD58 2050-09-01 2.000000 0.00 3664.00 2112.30 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ3865 B1V7KEBTPIMZEU4LTD58 2050-09-01 2.500000 0.00 4000.00 1981.78 Agency Mortgage-Backed Securities FNMS 02.000 CLBR6514 B1V7KEBTPIMZEU4LTD58 2051-04-01 2.000000 0.00 1208.00 851.68 Agency Mortgage-Backed Securities FNMS 03.500 CLBU1498 B1V7KEBTPIMZEU4LTD58 2051-10-01 3.500000 0.00 175626.00 149244.70 Agency Mortgage-Backed Securities FNMS 03.500 CLBU8845 B1V7KEBTPIMZEU4LTD58 2052-05-01 3.500000 0.00 3000.00 2338.20 Agency Mortgage-Backed Securities FNMS 02.000 CLBV3083 B1V7KEBTPIMZEU4LTD58 2052-02-01 2.000000 0.00 135000.00 93639.82 Agency Mortgage-Backed Securities FNMS 02.000 CLBW1148 B1V7KEBTPIMZEU4LTD58 2052-09-01 2.000000 0.00 2622616.00 1991367.47 Agency Mortgage-Backed Securities FNMS 04.500 CLBW8740 B1V7KEBTPIMZEU4LTD58 2052-10-01 4.500000 0.00 1407870.00 1203572.69 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0903 B1V7KEBTPIMZEU4LTD58 2052-10-01 5.500000 0.00 1045412.00 836729.34 Agency Mortgage-Backed Securities FNMS 06.000 CLBY2351 B1V7KEBTPIMZEU4LTD58 2053-04-01 6.000000 0.00 1094208.00 1044528.71 Agency Mortgage-Backed Securities FNMS 06.500 CLBY5654 B1V7KEBTPIMZEU4LTD58 2053-07-01 6.500000 0.00 99999.00 102061.92 Agency Mortgage-Backed Securities FNMS 04.500 CIBY6555 B1V7KEBTPIMZEU4LTD58 2039-06-01 4.500000 0.00 1046604.00 1029660.53 Agency Mortgage-Backed Securities GNMI SF 563338 X 549300M8ZYFG0OCMTT87 2031-09-15 6.500000 0.00 420870.00 674.58 Agency Mortgage-Backed Securities GNMI SF 564116 X 549300M8ZYFG0OCMTT87 2031-07-15 6.500000 0.00 403078.00 1695.36 Agency Mortgage-Backed Securities GNMI SF 564648 X 549300M8ZYFG0OCMTT87 2031-06-15 6.500000 0.00 30935.00 109.97 Agency Mortgage-Backed Securities GNMI SF 564821 X 549300M8ZYFG0OCMTT87 2031-09-15 6.500000 0.00 568392.00 688.28 Agency Mortgage-Backed Securities GNMI SF 567628 X 549300M8ZYFG0OCMTT87 2032-04-15 6.500000 0.00 55003.00 372.17 Agency Mortgage-Backed Securities GNMI SP 780247 X 549300M8ZYFG0OCMTT87 2025-09-15 8.000000 0.00 180000.00 30.43 Agency Mortgage-Backed Securities GNMI SP 781215 X 549300M8ZYFG0OCMTT87 2029-09-15 6.500000 0.00 281418.00 586.90 Agency Mortgage-Backed Securities GNMI SP 781299 X 549300M8ZYFG0OCMTT87 2031-06-15 6.500000 0.00 1016726.00 1638.38 Agency Mortgage-Backed Securities GNAR AR 080011 M 549300M8ZYFG0OCMTT87 2026-11-20 3.750000 0.00 3000000.00 1330.20 Agency Mortgage-Backed Securities GNAR AR 080061 M 549300M8ZYFG0OCMTT87 2027-04-20 3.875000 0.00 5020000.00 2235.32 Agency Mortgage-Backed Securities GNAR AR 080393 M 549300M8ZYFG0OCMTT87 2030-04-20 3.875000 0.00 1916904.00 3241.83 Agency Mortgage-Backed Securities GNMI SP 783807 X 549300M8ZYFG0OCMTT87 2043-08-15 2.500000 0.00 15936.00 2823.40 Agency Mortgage-Backed Securities GNII SP 785378 C 549300M8ZYFG0OCMTT87 2051-03-20 2.500000 0.00 36495744.00 21399304.89 Agency Mortgage-Backed Securities GNII SP 785349 C 549300M8ZYFG0OCMTT87 2051-03-20 2.500000 0.00 1065000.00 674848.42 Agency Mortgage-Backed Securities GNII SP 785562 C 549300M8ZYFG0OCMTT87 2051-07-20 3.000000 0.00 28240640.00 18890501.33 Agency Mortgage-Backed Securities GNII SP 785987 C 549300M8ZYFG0OCMTT87 2052-03-20 3.000000 0.00 51051920.00 37397251.71 Agency Mortgage-Backed Securities GNII SP 787276 C 549300M8ZYFG0OCMTT87 2054-02-20 6.000000 0.00 31738272.00 31889900.13 Agency Mortgage-Backed Securities GNMI SF 755948 X 549300M8ZYFG0OCMTT87 2041-01-15 3.500000 0.00 39947.00 4060.26 Agency Mortgage-Backed Securities GNMI SP 781811 X 549300M8ZYFG0OCMTT87 2034-10-15 5.000000 0.00 225000.00 4154.53 Agency Mortgage-Backed Securities GNMI SP 782551 X 549300M8ZYFG0OCMTT87 2039-02-15 5.500000 0.00 200000000.00 2479078.54 Agency Mortgage-Backed Securities GNII JP 783514 M 549300M8ZYFG0OCMTT87 2026-12-20 4.000000 0.00 135000.00 2325.64 Agency Mortgage-Backed Securities GNMI SP 782958 X 549300M8ZYFG0OCMTT87 2040-05-15 5.000000 0.00 125000.00 3520.20 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3251 S6XOOCT0IEG5ABCC6L87 2053-07-01 6.000000 0.00 1172520.00 1076390.02 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4977 S6XOOCT0IEG5ABCC6L87 2053-11-01 5.000000 0.00 26131584.00 24992679.46 Agency Mortgage-Backed Securities FEPC 05.000 CLSD5103 S6XOOCT0IEG5ABCC6L87 2054-03-01 5.000000 0.00 16439552.00 16105547.64 Agency Mortgage-Backed Securities FEPC 07.000 CLSD5125 S6XOOCT0IEG5ABCC6L87 2054-04-01 7.000000 0.00 1000.00 1024.28 Agency Mortgage-Backed Securities FEPC 03.500 CLSD5196 S6XOOCT0IEG5ABCC6L87 2052-06-01 3.500000 0.00 3000.00 2615.90 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5633 S6XOOCT0IEG5ABCC6L87 2054-02-01 6.000000 0.00 32947136.00 33440255.78 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8019 S6XOOCT0IEG5ABCC6L87 2049-10-01 4.500000 0.00 19000.00 2749.22 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8080 S6XOOCT0IEG5ABCC6L87 2050-06-01 2.000000 0.00 526923776.00 240330159.58 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8179 S6XOOCT0IEG5ABCC6L87 2051-11-01 3.000000 0.00 7000.00 4605.67 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8215 S6XOOCT0IEG5ABCC6L87 2052-05-01 4.000000 0.00 3000.00 2412.73 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8246 S6XOOCT0IEG5ABCC6L87 2052-09-01 5.000000 0.00 62004544.00 53100590.65 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8251 S6XOOCT0IEG5ABCC6L87 2052-08-01 5.500000 0.00 1000.00 827.95 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8432 S6XOOCT0IEG5ABCC6L87 2054-05-01 6.000000 0.00 165688064.00 164156339.42 Agency Mortgage-Backed Securities 04.500 FGPC Q47531 G S6XOOCT0IEG5ABCC6L87 2047-04-01 4.500000 0.00 210160.00 2625.12 Agency Mortgage-Backed Securities 03.500 FGPC G61722 G S6XOOCT0IEG5ABCC6L87 2048-02-01 3.500000 0.00 4000.00 561.48 Agency Mortgage-Backed Securities 04.500 FGPC C90879 G S6XOOCT0IEG5ABCC6L87 2024-12-01 4.500000 0.00 16666.00 9.58 Agency Mortgage-Backed Securities FEPC 02.500 CLQB0061 S6XOOCT0IEG5ABCC6L87 2050-06-01 2.500000 0.00 7581.00 2950.45 Agency Mortgage-Backed Securities FEPC 03.000 CLQC0717 S6XOOCT0IEG5ABCC6L87 2051-04-01 3.000000 0.00 13000.00 7291.62 Agency Mortgage-Backed Securities FEPC 03.500 CLQC7001 S6XOOCT0IEG5ABCC6L87 2051-08-01 3.500000 0.00 3789.00 3325.77 Agency Mortgage-Backed Securities FEPC 02.000 CLQD1465 S6XOOCT0IEG5ABCC6L87 2051-11-01 2.000000 0.00 9495408.00 6545504.18 Agency Mortgage-Backed Securities FEPC 03.000 CLQE1754 S6XOOCT0IEG5ABCC6L87 2052-05-01 3.000000 0.00 1000.00 770.64 Agency Mortgage-Backed Securities FEPC 04.500 CLQG6219 S6XOOCT0IEG5ABCC6L87 2053-07-01 4.500000 0.00 7606800.00 7004048.64 Agency Mortgage-Backed Securities FEPC 03.000 CLRA6665 S6XOOCT0IEG5ABCC6L87 2052-02-01 3.000000 0.00 5000.00 3728.65 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7675 S6XOOCT0IEG5ABCC6L87 2052-07-01 4.500000 0.00 40715000.00 33022273.39 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8407 S6XOOCT0IEG5ABCC6L87 2053-01-01 5.000000 0.00 138542336.00 126317748.41 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9998 S6XOOCT0IEG5ABCC6L87 2053-10-01 6.000000 0.00 1000.00 979.03 Agency Mortgage-Backed Securities FEPC 02.500 CTRB0191 S6XOOCT0IEG5ABCC6L87 2040-06-01 2.500000 0.00 85166080.00 41451657.41 Agency Mortgage-Backed Securities FEPC 02.000 CTRB5111 S6XOOCT0IEG5ABCC6L87 2041-05-01 2.000000 0.00 2000.00 1295.92 Agency Mortgage-Backed Securities FEPC 02.500 CIRC2600 S6XOOCT0IEG5ABCC6L87 2037-06-01 2.500000 0.00 3333692.00 1885363.86 Agency Mortgage-Backed Securities FEPC 02.000 ZLSI2080 S6XOOCT0IEG5ABCC6L87 2050-10-01 2.000000 0.00 2105.00 1591.78 Agency Mortgage-Backed Securities FEPC 05.500 CIQO0804 S6XOOCT0IEG5ABCC6L87 2037-09-01 5.500000 0.00 2022.00 1722.65 Agency Mortgage-Backed Securities FMAR 780870 G S6XOOCT0IEG5ABCC6L87 2033-09-01 6.320000 0.00 440000.00 2775.60 Agency Mortgage-Backed Securities GNMI SF 636501 X 549300M8ZYFG0OCMTT87 2027-04-15 6.000000 0.00 25000.00 678.45 Agency Mortgage-Backed Securities GNMI SF 646746 X 549300M8ZYFG0OCMTT87 2039-03-15 5.000000 0.00 51346.00 865.77 Agency Mortgage-Backed Securities GNMI SF 651823 X 549300M8ZYFG0OCMTT87 2036-05-15 5.000000 0.00 268949.00 4685.18 Agency Mortgage-Backed Securities GNMI SF 652203 X 549300M8ZYFG0OCMTT87 2036-03-15 5.000000 0.00 306583.00 1701.16 Agency Mortgage-Backed Securities GNMI SF 658258 X 549300M8ZYFG0OCMTT87 2037-01-15 6.000000 0.00 660359.00 3902.44 Agency Mortgage-Backed Securities GNMI SF 662442 X 549300M8ZYFG0OCMTT87 2037-06-15 5.500000 0.00 226066.00 3602.31 Agency Mortgage-Backed Securities 06.500 FGPC G00876 G S6XOOCT0IEG5ABCC6L87 2028-01-01 6.500000 0.00 8590000.00 2797.05 Agency Mortgage-Backed Securities 08.500 FGPC G00598 G S6XOOCT0IEG5ABCC6L87 2026-11-01 8.500000 0.00 4881781.00 1558.30 Agency Mortgage-Backed Securities 02.500 FGPC T45023 G S6XOOCT0IEG5ABCC6L87 2028-02-01 2.500000 0.00 1695.00 132.43 Agency Mortgage-Backed Securities 03.000 FGPC T49004 G S6XOOCT0IEG5ABCC6L87 2027-09-01 3.000000 0.00 5000.00 89.08 Agency Mortgage-Backed Securities 03.500 FGPC T49005 G S6XOOCT0IEG5ABCC6L87 2028-12-01 3.500000 0.00 10000.00 525.90 Agency Mortgage-Backed Securities 05.000 FGPC G30459 G S6XOOCT0IEG5ABCC6L87 2029-05-01 5.000000 0.00 25000.00 13.53 Agency Mortgage-Backed Securities FMAR 846988 G S6XOOCT0IEG5ABCC6L87 2032-02-01 6.483000 0.00 1000000.00 1421.44 Agency Mortgage-Backed Securities 05.500 FGPC A78947 G S6XOOCT0IEG5ABCC6L87 2033-05-01 5.500000 0.00 126624.00 2264.46 Agency Mortgage-Backed Securities FMAR 2B0180 G S6XOOCT0IEG5ABCC6L87 2042-01-01 6.245000 0.00 101025.00 774.15 Agency Mortgage-Backed Securities 05.500 FGPC G03432 G S6XOOCT0IEG5ABCC6L87 2037-11-01 5.500000 0.00 143130.00 945.14 Agency Mortgage-Backed Securities 06.500 FGPC G04378 G S6XOOCT0IEG5ABCC6L87 2038-06-01 6.500000 0.00 734667.00 3565.41 Agency Mortgage-Backed Securities 05.500 FGPC G04599 G S6XOOCT0IEG5ABCC6L87 2031-06-01 5.500000 0.00 21000.00 229.72 Agency Mortgage-Backed Securities 06.000 FGPC G04625 G S6XOOCT0IEG5ABCC6L87 2038-08-01 6.000000 0.00 89469.00 2333.34 Agency Mortgage-Backed Securities 05.500 FGPC G05852 G S6XOOCT0IEG5ABCC6L87 2039-03-01 5.500000 0.00 72516.00 832.96 Agency Mortgage-Backed Securities 05.000 FGPC G07665 G S6XOOCT0IEG5ABCC6L87 2041-11-01 5.000000 0.00 31175.00 2636.95 Agency Mortgage-Backed Securities 03.500 FGPC G07961 G S6XOOCT0IEG5ABCC6L87 2045-03-01 3.500000 0.00 16000.00 2297.15 Agency Mortgage-Backed Securities 05.000 FGPC G14273 G S6XOOCT0IEG5ABCC6L87 2025-07-01 5.000000 0.00 1000000.00 76.85 Agency Mortgage-Backed Securities 05.000 FGPC G15946 G S6XOOCT0IEG5ABCC6L87 2026-06-01 5.000000 0.00 330000.00 0.24 Agency Mortgage-Backed Securities 04.000 FGPC G08775 G S6XOOCT0IEG5ABCC6L87 2047-08-01 4.000000 0.00 3000.00 372.49 Agency Mortgage-Backed Securities 03.500 FGPC G08784 G S6XOOCT0IEG5ABCC6L87 2047-10-01 3.500000 0.00 30000.00 4097.72 Agency Mortgage-Backed Securities FNMS 04.500 CLAL2280 B1V7KEBTPIMZEU4LTD58 2042-09-01 4.500000 0.00 640000.00 40553.78 Agency Mortgage-Backed Securities FNMS 05.000 CIAL2522 B1V7KEBTPIMZEU4LTD58 2025-09-01 5.000000 0.00 1475000.00 27.79 Agency Mortgage-Backed Securities FNMS 05.500 CIAL3588 B1V7KEBTPIMZEU4LTD58 2025-05-01 5.500000 0.00 3500000.00 8.04 Agency Mortgage-Backed Securities FNMS 05.500 CIAL3919 B1V7KEBTPIMZEU4LTD58 2025-11-01 5.500000 0.00 1473000.00 223.90 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5369 B1V7KEBTPIMZEU4LTD58 2044-05-01 4.500000 0.00 3000.00 123.22 Agency Mortgage-Backed Securities GNII SF 003228 M 549300M8ZYFG0OCMTT87 2032-04-20 6.500000 0.00 100000.00 244.30 Agency Mortgage-Backed Securities GNII SF 003248 M 549300M8ZYFG0OCMTT87 2032-06-20 5.500000 0.00 70000.00 665.69 Agency Mortgage-Backed Securities GNII SF 003284 M 549300M8ZYFG0OCMTT87 2032-09-20 5.500000 0.00 75000.00 374.98 Agency Mortgage-Backed Securities GNII SF 003295 M 549300M8ZYFG0OCMTT87 2032-10-20 5.500000 0.00 200000.00 1374.77 Agency Mortgage-Backed Securities GNII SF 003296 M 549300M8ZYFG0OCMTT87 2032-10-20 6.000000 0.00 118000.00 653.57 Agency Mortgage-Backed Securities FNMS 03.500 CIAL8001 B1V7KEBTPIMZEU4LTD58 2031-02-01 3.500000 0.00 9000.00 1228.29 Agency Mortgage-Backed Securities FNMS 03.500 CIAL8081 B1V7KEBTPIMZEU4LTD58 2031-02-01 3.500000 0.00 2000.00 82.73 Agency Mortgage-Backed Securities FNMS 02.500 CNAL9550 B1V7KEBTPIMZEU4LTD58 2025-07-01 2.500000 0.00 575000.00 2255.93 Agency Mortgage-Backed Securities FNMS 04.000 CIAL9715 B1V7KEBTPIMZEU4LTD58 2027-01-01 4.000000 0.00 20000000.00 781056.96 Agency Mortgage-Backed Securities FNMS 05.500 CLAL8113 B1V7KEBTPIMZEU4LTD58 2042-02-01 5.500000 0.00 1000.00 162.25 Agency Mortgage-Backed Securities FNMS 03.500 CIAL8238 B1V7KEBTPIMZEU4LTD58 2030-08-01 3.500000 0.00 4000.00 420.82 Agency Mortgage-Backed Securities GNMI SF 554033 X 549300M8ZYFG0OCMTT87 2031-12-15 6.500000 0.00 40340.00 1304.08 Agency Mortgage-Backed Securities GNMI SF 554687 X 549300M8ZYFG0OCMTT87 2031-03-15 6.500000 0.00 39494.00 392.43 Agency Mortgage-Backed Securities GNMI SF 555704 X 549300M8ZYFG0OCMTT87 2032-02-15 6.500000 0.00 72840.00 48.09 Agency Mortgage-Backed Securities GNMI SF 557521 X 549300M8ZYFG0OCMTT87 2031-07-15 6.500000 0.00 87563.00 136.90 Agency Mortgage-Backed Securities Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 1688000000.00 1688000000.00 0.0271 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC DAIWA CAPITAL MARKETS AMERICA INC 5.330000% ARP125W11 M67H5PRC0NQKM73ZAS82 0000026617 ARP125W11 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2043-08-15 3.625000 0.00 11985000.00 10629961.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-08-15 1.125000 0.00 100.00 61.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-05-15 3.250000 0.00 9542500.00 8016748.43 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-05-15 4.625000 0.00 316400.00 319334.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-05-31 0.250000 0.00 23500.00 22479.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-11-15 4.500000 0.00 10770100.00 10763244.13 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-15 4.000000 0.00 34666600.00 34716252.09 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2034-05-15 4.375000 0.00 8898000.00 8971977.78 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 72000000.00 72000000.00 0.0012 N Y Y N MUFG SECURITIES AMERICAS INC MUFG SECURITIES AMERICAS INC 5.330000% ARP125W45 K5HU16E3LMSVCCJJJ255 ARP125W45 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FNMS 02.000 CIBT0101 B1V7KEBTPIMZEU4LTD58 2036-05-01 2.000000 0.00 14000.00 7458.52 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2665 B1V7KEBTPIMZEU4LTD58 2052-01-01 3.000000 0.00 13000.00 9521.96 Agency Mortgage-Backed Securities FNMS 03.000 CLFM3302 B1V7KEBTPIMZEU4LTD58 2050-03-01 3.000000 0.00 18888000.00 5960282.69 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3687 B1V7KEBTPIMZEU4LTD58 2050-06-01 2.500000 0.00 500000.00 247657.21 Agency Mortgage-Backed Securities FNMS 04.500 CLBK4471 B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 0.00 40000.00 8750.17 Agency Mortgage-Backed Securities FNMS 03.000 CLBO1930 B1V7KEBTPIMZEU4LTD58 2049-08-01 3.000000 0.00 2046916.00 588131.96 Agency Mortgage-Backed Securities FNMS 05.000 CLBP4793 B1V7KEBTPIMZEU4LTD58 2050-05-01 5.000000 0.00 1384076.00 660950.67 Agency Mortgage-Backed Securities FNMS 02.500 CLBR0757 B1V7KEBTPIMZEU4LTD58 2051-01-01 2.500000 0.00 100000.00 60519.61 Agency Mortgage-Backed Securities FNMS 02.500 CLBR4654 B1V7KEBTPIMZEU4LTD58 2051-03-01 2.500000 0.00 14744.00 9864.38 Agency Mortgage-Backed Securities FNMS 02.500 CLBR6815 B1V7KEBTPIMZEU4LTD58 2051-07-01 2.500000 0.00 45000.00 29332.32 Agency Mortgage-Backed Securities FNMS 02.500 CLBR8276 B1V7KEBTPIMZEU4LTD58 2051-04-01 2.500000 0.00 100000.00 45136.99 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4074 B1V7KEBTPIMZEU4LTD58 2035-07-01 2.000000 0.00 42000.00 16165.07 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4079 B1V7KEBTPIMZEU4LTD58 2050-07-01 3.000000 0.00 2354740.00 730907.12 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4256 B1V7KEBTPIMZEU4LTD58 2050-01-01 2.500000 0.00 4023424.00 2040816.57 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4940 B1V7KEBTPIMZEU4LTD58 2053-03-01 5.000000 0.00 4999.00 4459.14 Agency Mortgage-Backed Securities FNMS 04.000 CLAL5123 B1V7KEBTPIMZEU4LTD58 2043-07-01 4.000000 0.00 98000.00 15149.52 Agency Mortgage-Backed Securities FNMS 04.000 CLAL5423 B1V7KEBTPIMZEU4LTD58 2044-06-01 4.000000 0.00 279000.00 37525.86 Agency Mortgage-Backed Securities FNMS 05.500 CLAL9903 B1V7KEBTPIMZEU4LTD58 2044-05-01 5.500000 0.00 29000.00 6294.53 Agency Mortgage-Backed Securities FNMS 03.500 CIAL8271 B1V7KEBTPIMZEU4LTD58 2031-04-01 3.500000 0.00 28000.00 4227.47 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6562 B1V7KEBTPIMZEU4LTD58 2046-01-01 3.500000 0.00 100000.00 18670.36 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9585 B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 0.00 20000.00 4759.17 Agency Mortgage-Backed Securities FNMS 04.000 CTAU4395 B1V7KEBTPIMZEU4LTD58 2033-10-01 4.000000 0.00 300000.00 45713.23 Agency Mortgage-Backed Securities FNMS 04.000 CTAU4397 B1V7KEBTPIMZEU4LTD58 2033-10-01 4.000000 0.00 200000.00 15666.03 Agency Mortgage-Backed Securities FNMS 03.500 CLAX1865 B1V7KEBTPIMZEU4LTD58 2044-11-01 3.500000 0.00 8000.00 1507.63 Agency Mortgage-Backed Securities FNMS 04.500 CLAX8875 B1V7KEBTPIMZEU4LTD58 2045-02-01 4.500000 0.00 5000.00 855.47 Agency Mortgage-Backed Securities FNMS 03.500 CLAY2980 B1V7KEBTPIMZEU4LTD58 2045-06-01 3.500000 0.00 29000.00 2412.09 Agency Mortgage-Backed Securities FNMS 02.500 CLBD2575 B1V7KEBTPIMZEU4LTD58 2046-07-01 2.500000 0.00 292000.00 85081.47 Agency Mortgage-Backed Securities FNMS 03.500 CLBE3767 B1V7KEBTPIMZEU4LTD58 2047-07-01 3.500000 0.00 819017.00 119283.76 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ4916 B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 0.00 27000.00 4304.26 Agency Mortgage-Backed Securities FNMS 05.000 CLBK0983 B1V7KEBTPIMZEU4LTD58 2048-02-01 5.000000 0.00 3000.00 459.91 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4342 B1V7KEBTPIMZEU4LTD58 2050-09-01 2.500000 0.00 17000.00 9333.32 Agency Mortgage-Backed Securities FNMS 03.000 CLFM6890 B1V7KEBTPIMZEU4LTD58 2050-06-01 3.000000 0.00 34000.00 16693.45 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6928 B1V7KEBTPIMZEU4LTD58 2051-04-01 2.000000 0.00 10071440.00 6111486.22 Agency Mortgage-Backed Securities FNMS 04.000 CLFM9137 B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 0.00 44000.00 25263.80 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1092 B1V7KEBTPIMZEU4LTD58 2052-04-01 3.500000 0.00 969400.00 728132.83 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3578 B1V7KEBTPIMZEU4LTD58 2053-01-01 3.500000 0.00 11283744.00 9461843.53 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3686 B1V7KEBTPIMZEU4LTD58 2053-01-01 5.000000 0.00 156000.00 133989.41 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5133 B1V7KEBTPIMZEU4LTD58 2051-09-01 3.000000 0.00 2000.00 1616.57 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7759 B1V7KEBTPIMZEU4LTD58 2054-05-01 5.500000 0.00 14283056.00 14121466.31 Agency Mortgage-Backed Securities FNMS 06.000 CL929838 B1V7KEBTPIMZEU4LTD58 2038-08-01 6.000000 0.00 3998.00 54.70 Agency Mortgage-Backed Securities FNMS 04.500 CI935979 B1V7KEBTPIMZEU4LTD58 2025-05-01 4.500000 0.00 5826191.00 29653.70 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3802 B1V7KEBTPIMZEU4LTD58 2049-10-01 3.000000 0.00 747000.00 111815.61 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3851 B1V7KEBTPIMZEU4LTD58 2049-11-01 4.500000 0.00 292500.00 42749.28 Agency Mortgage-Backed Securities FNMS 03.500 CIAH5801 B1V7KEBTPIMZEU4LTD58 2026-02-01 3.500000 0.00 310000.00 2803.89 Agency Mortgage-Backed Securities FNMS 05.000 CLAL0677 B1V7KEBTPIMZEU4LTD58 2041-07-01 5.000000 0.00 197598.00 13381.16 Agency Mortgage-Backed Securities FNMS 04.500 CIAL1900 B1V7KEBTPIMZEU4LTD58 2026-08-01 4.500000 0.00 944000.00 7380.16 Agency Mortgage-Backed Securities FNMS 05.000 CLAL4242 B1V7KEBTPIMZEU4LTD58 2041-10-01 5.000000 0.00 5000.00 471.09 Agency Mortgage-Backed Securities Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 40000000.00 40000000.00 0.0006 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 5.320000% ARP125W52 ZBUT11V806EZRVTWT807 0000782124 ARP125W52 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2025-06-30 2.750000 0.00 1142100.00 1131364.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-08-31 1.375000 0.00 30199700.00 28283489.64 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-09-30 1.625000 0.00 60178500.00 56550549.02 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-30 1.500000 0.00 18094900.00 17981237.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-31 1.625000 0.00 94560000.00 88545823.15 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-11-30 1.500000 0.00 20131000.00 19829186.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-28 1.125000 0.00 174153600.00 170083539.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-05-15 3.375000 0.00 86000.00 80515.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-05-31 3.750000 0.00 256683200.00 249998874.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-31 4.375000 0.00 150464000.00 152628169.51 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-09-30 5.000000 0.00 247075200.00 249999451.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-10-31 4.875000 0.00 133102600.00 136840107.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-11-15 4.625000 0.00 184288600.00 185285581.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-03-31 4.125000 0.00 249622800.00 249999914.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-04-15 2.125000 0.00 245286400.00 249999566.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-06-15 4.625000 0.00 248716800.00 249999372.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-11-15 0.875000 0.00 219390400.00 178265273.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-07-31 0.625000 0.00 15164500.00 13983585.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-08-31 0.750000 0.00 23637600.00 21793338.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-15 1.500000 0.00 47483300.00 46625608.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-03-31 2.375000 0.00 271141600.00 249999407.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-04-30 2.750000 0.00 169306600.00 162097519.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-31 5.342200 0.00 25495100.00 25714844.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-08-31 3.250000 0.00 46787100.00 47094857.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-31 4.375000 0.00 183776800.00 184427418.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-11-30 4.500000 0.00 863000.00 863079.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-31 4.125000 0.00 247514400.00 249999519.37 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-03-31 3.625000 0.00 256628800.00 249998766.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-11-15 3.000000 0.00 237600.00 187606.34 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-02-15 2.500000 0.00 344762400.00 249999729.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-05-15 3.125000 0.00 38533300.00 30619847.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-31 2.500000 0.00 25168200.00 25014837.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-28 2.750000 0.00 23127100.00 22954974.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-02-15 2.625000 0.00 16434500.00 15416176.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-11-15 2.250000 0.00 25818000.00 25582158.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-15 0.125000 0.00 27868500.00 36755789.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-11 0.00 0.00 19703100.00 19665782.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-11-15 6.500000 0.00 25807300.00 27360686.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-02-15 5.250000 0.00 14692600.00 15575521.28 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-05-15 4.250000 0.00 251675200.00 249999929.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 4.375000 0.00 249184000.00 249999324.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-08-15 2.875000 0.00 319993600.00 249999413.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-23 0.00 0.00 56202900.00 54611795.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-18 0.00 0.00 774700.00 772444.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-17 0.00 0.00 24224000.00 23834526.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-03 0.00 0.00 50423800.00 49932167.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-17 0.00 0.00 142480600.00 140805740.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-24 0.00 0.00 29278800.00 28905963.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-06-12 0.00 0.00 39241800.00 37390332.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-12-12 0.00 0.00 5629300.00 5495311.40 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 4999000000.00 4999000000.00 0.0804 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 5.320000% ARP125W60 ZBUT11V806EZRVTWT807 0000782124 ARP125W60 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2024-11-14 0.00 0.00 18408700.00 18041888.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-10 0.00 0.00 50154800.00 49616137.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-02-15 6.625000 0.00 64336300.00 69454171.36 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2049-08-15 2.250000 0.00 374830000.00 249999603.08 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-08-15 1.375000 0.00 461534300.00 243695562.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-08-15 3.375000 0.00 287904000.00 249998689.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2.250000 0.00 23811800.00 23644958.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-02-15 2.750000 0.00 99588800.00 94995129.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-31 1.750000 0.00 38658400.00 38808914.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-12-31 1.750000 0.00 82467600.00 81707565.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-11-15 0.875000 0.00 88281600.00 71733054.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-09-30 1.250000 0.00 283180000.00 249999407.90 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-03-31 2.500000 0.00 17435100.00 16635356.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-28 4.625000 0.00 25342600.00 25621153.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-31 5.550200 0.00 228261200.00 230668439.94 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 1681000000.00 1681000000.00 0.0270 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 5.320000% ARP125W94 ZBUT11V806EZRVTWT807 0000782124 ARP125W94 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNMI SF AA6418 X 549300M8ZYFG0OCMTT87 2043-05-15 3.500000 0.00 50000.00 5809.65 Agency Mortgage-Backed Securities GNII SF MA8346 M 549300M8ZYFG0OCMTT87 2052-10-20 4.000000 0.00 4339496.00 3704134.25 Agency Mortgage-Backed Securities GNII SF MA9725 M 549300M8ZYFG0OCMTT87 2054-06-20 5.500000 0.00 33315520.00 33299661.81 Agency Mortgage-Backed Securities GNII ET CV4208 C 549300M8ZYFG0OCMTT87 2063-07-20 6.500000 0.00 399221.00 180248.09 Agency Mortgage-Backed Securities GNII SF CZ5608 C 549300M8ZYFG0OCMTT87 2054-01-20 7.500000 0.00 1362791.00 1417277.37 Agency Mortgage-Backed Securities GNII SF DB7022 C 549300M8ZYFG0OCMTT87 2054-04-20 5.000000 0.00 4654544.00 4568955.29 Agency Mortgage-Backed Securities GNAR AS 082937 M 549300M8ZYFG0OCMTT87 2041-09-20 5.625000 0.00 2046755.00 55850.07 Agency Mortgage-Backed Securities GNMI SF 711227 X 549300M8ZYFG0OCMTT87 2040-03-15 5.000000 0.00 325000.00 28063.47 Agency Mortgage-Backed Securities Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 42000000.00 42000000.00 0.0007 N Y Y N MUFG SECURITIES AMERICAS INC MUFG SECURITIES AMERICAS INC 5.320000% ARP125WD5 K5HU16E3LMSVCCJJJ255 ARP125WD5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2026-11-15 6.500000 0.00 700.00 742.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-15 6.125000 0.00 20000000.00 21205607.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-08-15 4.500000 0.00 13519500.00 13851700.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-02-15 4.625000 0.00 19647200.00 20381319.57 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-05-15 4.375000 0.00 1720600.00 1704354.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-08-15 2.250000 0.00 29358800.00 19946220.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 0.00 36699800.00 28723280.36 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-08-15 3.000000 0.00 11282800.00 8745094.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 2.000000 0.00 48221700.00 29884705.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-05-15 1.250000 0.00 24530400.00 12302058.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-08-15 1.375000 0.00 207048800.00 107957897.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 1.125000 0.00 132042400.00 81902085.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-05-15 3.250000 0.00 78881100.00 66268790.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-05-15 4.625000 0.00 11341000.00 11446175.20 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 416000000.00 416000000.00 0.0067 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 5.320000% ARP125WE3 G5GSEF7VJP5I7OUK5573 0001484212 ARP125WE3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2041-02-15 1.875000 0.00 216730500.00 151880285.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-03-15 4.250000 0.00 66195600.00 66496548.94 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 214000000.00 214000000.00 0.0034 N Y Y N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 5.330000% ARP125WJ2 7TK5RJIZDFROZCA6XF66 0000812291 ARP125WJ2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2030-03-31 3.625000 0.00 105752200.00 103020080.36 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 101000000.00 101000000.00 0.0016 N Y Y N NOMURA SECURITIES INTERNATIONAL INC NOMURA SECURITIES INTERNATIONAL INC 5.320000% ARP125WK9 OXTKY6Q8X53C9ILVV871 0000902266 ARP125WK9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N 04.000 FGPC U90975 G S6XOOCT0IEG5ABCC6L87 2042-06-01 4.000000 0.00 233800.00 30794.46 Agency Mortgage-Backed Securities FEPC 06.500 CLQH4811 S6XOOCT0IEG5ABCC6L87 2053-11-01 6.500000 0.00 2138700.00 2222123.40 Agency Mortgage-Backed Securities FEPC 06.500 CLQH7232 S6XOOCT0IEG5ABCC6L87 2053-12-01 6.500000 0.00 1670200.00 1718638.78 Agency Mortgage-Backed Securities FEPC 06.500 CLQI2664 S6XOOCT0IEG5ABCC6L87 2054-04-01 6.500000 0.00 89500.00 90582.48 Agency Mortgage-Backed Securities FEPC 06.500 CLQI3673 S6XOOCT0IEG5ABCC6L87 2054-04-01 6.500000 0.00 1038600.00 1082652.12 Agency Mortgage-Backed Securities FNMS 06.500 CLDB5465 B1V7KEBTPIMZEU4LTD58 2054-06-01 6.500000 0.00 1052200.00 1099619.50 Agency Mortgage-Backed Securities FNMS 03.500 CLBN5263 B1V7KEBTPIMZEU4LTD58 2049-02-01 3.500000 0.00 4758800.00 1580138.15 Agency Mortgage-Backed Securities GNII SF MA4451 M 549300M8ZYFG0OCMTT87 2047-05-20 3.500000 0.00 20040000.00 2614855.97 Agency Mortgage-Backed Securities GNII SF MA3802 M 549300M8ZYFG0OCMTT87 2046-07-20 3.000000 0.00 1229806.00 164649.44 Agency Mortgage-Backed Securities GNPL PN CV6108 549300M8ZYFG0OCMTT87 2059-03-15 5.960000 0.00 1865600.00 1946036.41 Agency Mortgage-Backed Securities GNPL PN CZ7774 549300M8ZYFG0OCMTT87 2057-03-15 5.980000 0.00 55100.00 57502.90 Agency Mortgage-Backed Securities GNII SF DB8413 C 549300M8ZYFG0OCMTT87 2054-06-20 6.500000 0.00 1145900.00 1192503.75 Agency Mortgage-Backed Securities GNII SP 785372 C 549300M8ZYFG0OCMTT87 2050-06-20 4.500000 0.00 536400.00 207939.81 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2024-07-30 0.00 0.00 1009300.00 1005039.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 0.00 2770100.00 2792360.07 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-15 2.875000 0.00 3725200.00 3550505.97 U.S. Treasuries (including strips) FEPC 03.000 CLZS9828 S6XOOCT0IEG5ABCC6L87 2046-10-01 3.000000 0.00 6998000.00 1885476.84 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-09-30 3.000000 0.00 12066500.00 11860586.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-04-30 2.375000 0.00 620000.00 596420.00 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-09-30 1.625000 0.00 268000.00 251904.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-31 1.625000 0.00 2977400.00 2788696.26 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-11-15 1.750000 0.00 21598100.00 19028582.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-03-31 0.500000 0.00 8647000.00 8361967.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-07-31 0.375000 0.00 11351200.00 10032826.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-31 0.250000 0.00 6779000.00 6373106.12 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-04-15 2.125000 0.00 3250300.00 3313689.62 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 84000000.00 84000000.00 0.0014 N Y Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 5.320000% ARP125WL7 549300QJJX6CVVUXLE15 0001317808 ARP125WL7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2028-08-31 1.125000 0.00 48800.00 42981.99 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-08-31 0.750000 0.00 3658500.00 3373055.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-10-31 1.375000 0.00 300.00 265.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-10-31 4.000000 0.00 100.00 99.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-01-31 3.500000 0.00 1000.00 974.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-03-31 3.625000 0.00 1000.00 974.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-05-15 3.375000 0.00 200.00 187.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-06-30 3.750000 0.00 113126400.00 111908589.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-15 4.625000 0.00 900.00 907.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-31 5.000000 0.00 400.00 403.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-10-31 4.875000 0.00 20800.00 21384.06 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-02-15 1.125000 0.00 300.00 247.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-03-31 1.250000 0.00 11478300.00 10264212.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-07-31 0.625000 0.00 2000.00 1844.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-05-15 0.625000 0.00 200.00 162.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-05-31 0.250000 0.00 100.00 95.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-06-30 0.250000 0.00 1300.00 1240.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-09-30 0.250000 0.00 155900.00 147021.33 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-30 0.625000 0.00 100.00 88.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-01-31 0.750000 0.00 100.00 88.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-15 6.000000 0.00 100.00 104.21 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-04-15 3.625000 0.00 100.00 205.04 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-02-15 5.250000 0.00 100.00 106.01 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-01-15 2.000000 0.00 700.00 1101.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 0.00 100.00 73.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-05-15 2.500000 0.00 200.00 143.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 0.875000 0.00 6200.00 6190.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2.250000 0.00 100.00 73.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-08-15 2.000000 0.00 200.00 124.13 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-02-15 0.125000 0.00 400.00 262.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-05-15 2.875000 0.00 1000.00 750.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-08-15 3.000000 0.00 1100.00 855.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-02-15 3.625000 0.00 100.00 88.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-11-15 4.750000 0.00 18487600.00 19571885.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2054-02-15 2.125000 0.00 11900.00 12182.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-15 0.875000 0.00 479000.00 565696.90 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 143000000.00 143000000.00 0.0023 N Y Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 5.330000% ARP125WP8 549300QJJX6CVVUXLE15 0001317808 ARP125WP8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNRA 2022-056 FA 549300M8ZYFG0OCMTT87 2052-03-20 3.500000 0.00 1768.00 1307.27 Agency Collateralized Mortgage Obligation GNRA 2022-075 FA 549300M8ZYFG0OCMTT87 2052-04-20 4.000000 0.00 1047.00 814.64 Agency Collateralized Mortgage Obligation GNRA 2023-001 TF 549300M8ZYFG0OCMTT87 2053-01-20 6.000000 0.00 34400.00 32187.27 Agency Collateralized Mortgage Obligation GNRA 2024-001 JF 549300M8ZYFG0OCMTT87 2054-01-20 6.333000 0.00 1000.00 968.17 Agency Collateralized Mortgage Obligation GNRA 2024-005 JF 549300M8ZYFG0OCMTT87 2054-01-20 6.500000 0.00 1292400.00 1265457.19 Agency Collateralized Mortgage Obligation GNRA 2024-021 FC 549300M8ZYFG0OCMTT87 2053-10-20 6.333000 0.00 101888.00 99422.86 Agency Collateralized Mortgage Obligation GNRA 2024-030 LF 549300M8ZYFG0OCMTT87 2054-02-20 6.333000 0.00 1000.00 982.14 Agency Collateralized Mortgage Obligation GNRA 2024-058 AF 549300M8ZYFG0OCMTT87 2054-04-20 6.383000 0.00 16206200.00 15920609.93 Agency Collateralized Mortgage Obligation United States Treasury 254900HROIFWPRGM1V77 2026-02-15 6.000000 0.00 400.00 416.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-02-15 5.250000 0.00 500.00 530.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-04-15 3.875000 0.00 100.00 207.46 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2036-02-15 4.500000 0.00 30900.00 32193.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2040-05-15 4.375000 0.00 6367200.00 6388033.34 U.S. Treasuries (including strips) FEPC 03.000 CTSC0396 S6XOOCT0IEG5ABCC6L87 2040-05-01 3.000000 0.00 1024.00 836.76 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0852 S6XOOCT0IEG5ABCC6L87 2052-02-01 2.500000 0.00 902931.00 619790.25 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1605 S6XOOCT0IEG5ABCC6L87 2051-12-01 2.500000 0.00 1046.00 799.43 Agency Mortgage-Backed Securities FEPC 02.500 CLSD5099 S6XOOCT0IEG5ABCC6L87 2052-03-01 2.500000 0.00 2000.00 1633.79 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8000 S6XOOCT0IEG5ABCC6L87 2049-07-01 3.000000 0.00 1000.00 115.56 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8001 S6XOOCT0IEG5ABCC6L87 2049-07-01 3.500000 0.00 1094.00 110.66 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7504 S6XOOCT0IEG5ABCC6L87 2049-08-01 3.500000 0.00 96176873.00 19712249.16 Agency Mortgage-Backed Securities FEPC 06.500 CLSD3741 S6XOOCT0IEG5ABCC6L87 2053-09-01 6.500000 0.00 145768.00 142495.88 Agency Mortgage-Backed Securities 03.500 FGPC G67710 G S6XOOCT0IEG5ABCC6L87 2048-03-01 3.500000 0.00 1000.00 238.64 Agency Mortgage-Backed Securities 03.500 FGPC G61748 G S6XOOCT0IEG5ABCC6L87 2048-11-01 3.500000 0.00 1000.00 304.49 Agency Mortgage-Backed Securities GNII SF MA7989 M 549300M8ZYFG0OCMTT87 2052-03-20 3.500000 0.00 2170.00 1708.78 Agency Mortgage-Backed Securities GNII SF MA7990 M 549300M8ZYFG0OCMTT87 2052-04-20 4.000000 0.00 1024.00 820.88 Agency Mortgage-Backed Securities GNII SF MA7255 M 549300M8ZYFG0OCMTT87 2051-03-20 2.500000 0.00 1000.00 538.37 Agency Mortgage-Backed Securities GNII SF MA7368 M 549300M8ZYFG0OCMTT87 2051-05-20 3.000000 0.00 1024.00 556.34 Agency Mortgage-Backed Securities GNII SF MA7419 M 549300M8ZYFG0OCMTT87 2051-06-20 3.000000 0.00 3019.00 1703.86 Agency Mortgage-Backed Securities GNII SF MA7650 M 549300M8ZYFG0OCMTT87 2051-10-20 3.000000 0.00 2700.00 1791.01 Agency Mortgage-Backed Securities GNII SF MA8879 M 549300M8ZYFG0OCMTT87 2053-05-20 5.500000 0.00 1000.00 937.85 Agency Mortgage-Backed Securities GNII SF MA8948 M 549300M8ZYFG0OCMTT87 2053-06-20 5.500000 0.00 1000.00 940.64 Agency Mortgage-Backed Securities GNII SF MA8949 M 549300M8ZYFG0OCMTT87 2053-06-20 6.000000 0.00 2504680.00 2204559.00 Agency Mortgage-Backed Securities GNII SF MA8950 M 549300M8ZYFG0OCMTT87 2053-06-20 6.500000 0.00 1000.00 781.04 Agency Mortgage-Backed Securities GNII SF MA8267 M 549300M8ZYFG0OCMTT87 2052-09-20 4.000000 0.00 9213.00 7776.40 Agency Mortgage-Backed Securities GNII SF MA8349 M 549300M8ZYFG0OCMTT87 2052-10-20 5.500000 0.00 1000.00 853.59 Agency Mortgage-Backed Securities GNII SF MA8348 M 549300M8ZYFG0OCMTT87 2052-10-20 5.000000 0.00 1000.00 878.37 Agency Mortgage-Backed Securities GNII SF MA8427 M 549300M8ZYFG0OCMTT87 2052-11-20 4.500000 0.00 1000.00 878.33 Agency Mortgage-Backed Securities GNII SF MA8493 M 549300M8ZYFG0OCMTT87 2052-12-20 6.500000 0.00 2025.00 1372.14 Agency Mortgage-Backed Securities GNII SF MA8572 M 549300M8ZYFG0OCMTT87 2052-12-20 6.500000 0.00 1008.00 696.50 Agency Mortgage-Backed Securities GNII SF MA8728 M 549300M8ZYFG0OCMTT87 2053-01-20 6.500000 0.00 5096.00 3827.88 Agency Mortgage-Backed Securities GNII SF MA8803 M 549300M8ZYFG0OCMTT87 2053-04-20 6.500000 0.00 2316.00 1755.90 Agency Mortgage-Backed Securities GNII SF MA9018 M 549300M8ZYFG0OCMTT87 2053-07-20 6.000000 0.00 1024.00 934.76 Agency Mortgage-Backed Securities GNII SF MA9106 M 549300M8ZYFG0OCMTT87 2053-06-20 5.500000 0.00 1100.00 1058.36 Agency Mortgage-Backed Securities GNII SF MA9243 M 549300M8ZYFG0OCMTT87 2053-10-20 6.500000 0.00 5083.00 4941.20 Agency Mortgage-Backed Securities GNII SF MA9422 M 549300M8ZYFG0OCMTT87 2054-01-20 5.000000 0.00 2224.00 2154.69 Agency Mortgage-Backed Securities GNII SF MA9423 M 549300M8ZYFG0OCMTT87 2054-01-20 5.500000 0.00 3611.00 3563.27 Agency Mortgage-Backed Securities GNII SF MA9488 M 549300M8ZYFG0OCMTT87 2054-01-20 5.500000 0.00 3008.00 2975.58 Agency Mortgage-Backed Securities GNII SF MA9489 M 549300M8ZYFG0OCMTT87 2054-01-20 6.000000 0.00 1000.00 998.79 Agency Mortgage-Backed Securities GNII SF MA9605 M 549300M8ZYFG0OCMTT87 2054-04-20 5.500000 0.00 41846144.00 41630721.51 Agency Mortgage-Backed Securities GNII SF MA9667 M 549300M8ZYFG0OCMTT87 2054-05-20 5.000000 0.00 3001.00 2938.18 Agency Mortgage-Backed Securities GNII SF DA5191 C 549300M8ZYFG0OCMTT87 2054-05-20 6.500000 0.00 1000.00 1019.64 Agency Mortgage-Backed Securities GNII SP 783618 M 549300M8ZYFG0OCMTT87 2042-02-20 4.000000 0.00 1006.00 57.98 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2025-11-30 0.375000 0.00 1200.00 1125.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-03-31 1.250000 0.00 3132400.00 2801078.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-05-15 1.625000 0.00 100.00 84.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-06-30 1.250000 0.00 200.00 178.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-07-15 0.125000 0.00 52600.00 54233.94 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-07-31 0.625000 0.00 124827900.00 115107099.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-08-15 1.250000 0.00 300.00 245.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-08-31 1.125000 0.00 25188000.00 22185048.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-15 0.625000 0.00 100.00 98.72 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-31 1.750000 0.00 46700.00 42039.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-05-15 3.125000 0.00 64300.00 51094.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-02-15 0.250000 0.00 10514800.00 8026416.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-05-15 2.250000 0.00 1300.00 956.73 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2051-11-15 1.875000 0.00 200.00 119.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 2.375000 0.00 30300.00 22628.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-05-15 3.250000 0.00 235800.00 199669.75 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-11-15 4.000000 0.00 1266300.00 1188014.31 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-02-15 3.625000 0.00 100.00 88.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-05-15 3.625000 0.00 100.00 87.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-05-15 3.875000 0.00 24184700.00 22220253.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-15 2.250000 0.00 1000.00 933.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-02-15 2.750000 0.00 100.00 95.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-15 2.000000 0.00 100.00 98.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2.125000 0.00 7400.00 7225.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-02-28 1.125000 0.00 800.00 781.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-03-31 0.500000 0.00 1809400.00 1749067.09 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-06-30 0.250000 0.00 1200.00 1144.76 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-07-31 0.375000 0.00 477800.00 422261.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-09-30 0.375000 0.00 100.00 87.80 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-30 0.625000 0.00 225900.00 198816.88 U.S. Treasuries (including strips) FEPC 02.000 CLQD2068 S6XOOCT0IEG5ABCC6L87 2051-12-01 2.000000 0.00 1000.00 680.34 Agency Mortgage-Backed Securities FEPC 02.500 CLRA2625 S6XOOCT0IEG5ABCC6L87 2050-05-01 2.500000 0.00 1405380.00 535188.51 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2053-09-25 6.685350 0.00 1000.00 911.41 Agency Collateralized Mortgage Obligation FNMS 03.000 CLAS8269 B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 0.00 1008.00 192.85 Agency Mortgage-Backed Securities FNMS 03.000 CLBM3663 B1V7KEBTPIMZEU4LTD58 2047-04-01 3.000000 0.00 1024.00 224.20 Agency Mortgage-Backed Securities FNMS 02.000 CTBQ0989 B1V7KEBTPIMZEU4LTD58 2041-07-01 2.000000 0.00 1011.00 669.39 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ4793 B1V7KEBTPIMZEU4LTD58 2050-10-01 2.500000 0.00 256218.00 154318.81 Agency Mortgage-Backed Securities FNMS 02.500 CLBR3181 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.500000 0.00 1000.00 611.45 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4938 B1V7KEBTPIMZEU4LTD58 2050-01-01 3.000000 0.00 2039.00 821.50 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0435 B1V7KEBTPIMZEU4LTD58 2051-05-01 2.000000 0.00 3066.00 1920.77 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1107 B1V7KEBTPIMZEU4LTD58 2046-07-01 2.000000 0.00 2188.00 1464.90 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2805 B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 0.00 4460536.00 3164243.06 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7428 B1V7KEBTPIMZEU4LTD58 2053-11-01 6.500000 0.00 1000.00 995.68 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1477 B1V7KEBTPIMZEU4LTD58 2045-06-01 4.000000 0.00 1000.00 300.74 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2043-05-15 2.875000 0.00 400.00 316.17 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 0.00 300.00 254.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-05-15 2.500000 0.00 4346700.00 3117792.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-08-15 2.250000 0.00 100.00 68.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-05-15 3.000000 0.00 126400.00 98724.34 U.S. Treasuries (including strips) GNII SF MA6710 M 549300M8ZYFG0OCMTT87 2050-06-20 3.000000 0.00 2024.00 573.49 Agency Mortgage-Backed Securities GNII SF MA6766 M 549300M8ZYFG0OCMTT87 2050-07-20 3.000000 0.00 1000.00 302.94 Agency Mortgage-Backed Securities GNII SF MA6767 M 549300M8ZYFG0OCMTT87 2050-07-20 3.500000 0.00 690140.00 200330.86 Agency Mortgage-Backed Securities GNII SF MA3521 M 549300M8ZYFG0OCMTT87 2046-03-20 3.500000 0.00 49178307.00 5428210.50 Agency Mortgage-Backed Securities GNII SF MA2754 M 549300M8ZYFG0OCMTT87 2045-04-20 3.500000 0.00 27278784.00 2262552.38 Agency Mortgage-Backed Securities GNII SF MA2826 M 549300M8ZYFG0OCMTT87 2045-05-20 3.500000 0.00 50000000.00 4462789.96 Agency Mortgage-Backed Securities GNII SF MA3310 M 549300M8ZYFG0OCMTT87 2045-12-20 3.500000 0.00 2000.00 232.86 Agency Mortgage-Backed Securities GNII SF MA3376 M 549300M8ZYFG0OCMTT87 2046-01-20 3.500000 0.00 49999000.00 5510470.63 Agency Mortgage-Backed Securities GNII SF MA4261 M 549300M8ZYFG0OCMTT87 2047-02-20 3.000000 0.00 3143192.00 536404.21 Agency Mortgage-Backed Securities GNII SF MA4510 M 549300M8ZYFG0OCMTT87 2047-03-20 3.500000 0.00 2434.00 321.52 Agency Mortgage-Backed Securities GNII SF MA4511 M 549300M8ZYFG0OCMTT87 2047-06-20 4.000000 0.00 7056.00 774.88 Agency Mortgage-Backed Securities GNII SF MA4586 M 549300M8ZYFG0OCMTT87 2047-07-20 3.500000 0.00 3293.00 451.27 Agency Mortgage-Backed Securities GNII SF MA4587 M 549300M8ZYFG0OCMTT87 2047-07-20 4.000000 0.00 50000000.00 5496259.76 Agency Mortgage-Backed Securities GNII SF MA4653 M 549300M8ZYFG0OCMTT87 2047-08-20 4.000000 0.00 18879.00 2300.39 Agency Mortgage-Backed Securities GNII SF MA4778 M 549300M8ZYFG0OCMTT87 2047-10-20 3.500000 0.00 440175103.00 59684989.44 Agency Mortgage-Backed Securities GNII SF MA4837 M 549300M8ZYFG0OCMTT87 2047-11-20 3.500000 0.00 3152.00 443.21 Agency Mortgage-Backed Securities GNII SF MA5018 M 549300M8ZYFG0OCMTT87 2048-02-20 3.000000 0.00 7120328.00 1111207.35 Agency Mortgage-Backed Securities GNII SF MA5466 M 549300M8ZYFG0OCMTT87 2048-09-20 4.000000 0.00 40000000.00 4252655.63 Agency Mortgage-Backed Securities GNII SF MA5529 M 549300M8ZYFG0OCMTT87 2048-10-20 4.500000 0.00 236006795.00 20719866.03 Agency Mortgage-Backed Securities GNII SF MA5710 M 549300M8ZYFG0OCMTT87 2049-01-20 4.000000 0.00 388121007.00 34979726.91 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2032-01-15 0.125000 0.00 29470300.00 28972034.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-02-28 1.875000 0.00 100.00 93.91 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-04-15 0.125000 0.00 4088000.00 4266977.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-04-30 2.750000 0.00 2000.00 1914.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2032-05-15 2.875000 0.00 49800.00 45261.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-09-30 3.875000 0.00 1000.00 988.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-10-31 4.000000 0.00 867100.00 859654.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-12-31 3.875000 0.00 1560700.00 1557254.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-01-31 3.500000 0.00 98200.00 95674.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-05-15 3.375000 0.00 1100.00 1029.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-06-15 4.125000 0.00 700.00 692.92 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-08-31 4.125000 0.00 18624000.00 18694046.48 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-09-30 4.625000 0.00 59241000.00 60920872.43 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-31 5.000000 0.00 1000.00 1008.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-10-31 4.875000 0.00 53592600.00 55694817.79 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-11-15 4.500000 0.00 1000.00 1020.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-12-31 3.750000 0.00 100.00 98.77 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-01-31 4.000000 0.00 41505100.00 41484497.96 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-02-28 4.625000 0.00 44019400.00 44527010.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-02-28 4.250000 0.00 1000.00 1011.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-02-28 4.250000 0.00 1000.00 1010.97 U.S. Treasuries (including strips) FNMS 02.500 CLFM4231 B1V7KEBTPIMZEU4LTD58 2050-09-01 2.500000 0.00 621800.00 305473.57 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2833 B1V7KEBTPIMZEU4LTD58 2046-12-01 3.000000 0.00 1000.00 204.26 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3238 B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 0.00 1024.00 154.85 Agency Mortgage-Backed Securities GNII SP 783521 M 549300M8ZYFG0OCMTT87 2041-11-20 4.000000 0.00 7088.00 393.04 Agency Mortgage-Backed Securities GNRA 2021-077 FT 549300M8ZYFG0OCMTT87 2051-05-20 3.500000 0.00 3314.00 2099.07 Agency Collateralized Mortgage Obligation GNRA 2021-194 FA 549300M8ZYFG0OCMTT87 2051-11-20 2.500000 0.00 4120.00 2830.99 Agency Collateralized Mortgage Obligation GNRA 2021-193 EF 549300M8ZYFG0OCMTT87 2051-11-20 2.500000 0.00 1000.00 646.89 Agency Collateralized Mortgage Obligation GNRA 2022-024 FA 549300M8ZYFG0OCMTT87 2052-02-20 3.000000 0.00 6884.00 4767.09 Agency Collateralized Mortgage Obligation GNRA 2022-024 FB 549300M8ZYFG0OCMTT87 2052-02-20 3.000000 0.00 2943210.00 2059778.89 Agency Collateralized Mortgage Obligation GNRA 2022-019 FG 549300M8ZYFG0OCMTT87 2052-01-20 3.000000 0.00 143000.00 96637.39 Agency Collateralized Mortgage Obligation Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 658000000.00 658000000.00 0.0106 N Y Y N BANCO SANTANDER SA BANCO SANTANDER SA 5.330000% ARP125WS2 5493006QMFDDMYWIAM13 0000891478 ARP125WS2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N 05.000 FGPC A92308 G S6XOOCT0IEG5ABCC6L87 2040-05-01 5.000000 0.00 1372313.00 44998.56 Agency Mortgage-Backed Securities FEPC 02.500 CISB8085 S6XOOCT0IEG5ABCC6L87 2035-12-01 2.500000 0.00 96015.00 38729.07 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0420 S6XOOCT0IEG5ABCC6L87 2050-02-01 3.500000 0.00 68707403.00 33861411.78 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1099 S6XOOCT0IEG5ABCC6L87 2052-05-01 2.500000 0.00 25042.00 18618.06 Agency Mortgage-Backed Securities FEPC 03.000 CLSD1182 S6XOOCT0IEG5ABCC6L87 2052-06-01 3.000000 0.00 90976902.00 68206639.89 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1479 S6XOOCT0IEG5ABCC6L87 2052-08-01 5.000000 0.00 32050136.00 28039488.02 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1619 S6XOOCT0IEG5ABCC6L87 2052-09-01 5.000000 0.00 49736608.00 43503417.97 Agency Mortgage-Backed Securities FEPC 02.000 CLRA3882 S6XOOCT0IEG5ABCC6L87 2050-11-01 2.000000 0.00 100000.00 59358.39 Agency Mortgage-Backed Securities FEPC 03.500 3PRE6034 S6XOOCT0IEG5ABCC6L87 2050-04-01 3.500000 0.00 500000.00 47079.40 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5420 B1V7KEBTPIMZEU4LTD58 2054-06-01 5.500000 0.00 251715.00 250157.39 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2027-06-15 4.625000 0.00 100.00 100.49 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 169000000.00 169000000.00 0.0027 N Y Y N BANCO SANTANDER SA BANCO SANTANDER SA 5.310000% ARP125WT0 5493006QMFDDMYWIAM13 0000891478 ARP125WT0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2041-11-15 3.125000 0.00 100.00 83.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 0.625000 0.00 4645200.00 4800199.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-05-15 2.875000 0.00 174600.00 136884.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 0.00 968900.00 704110.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 0.00 838000.00 844734.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-05-15 6.250000 0.00 725900.00 802812.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2039-08-15 4.500000 0.00 8925900.00 9145226.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 0.00 100.00 78.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2048-02-15 1.000000 0.00 2590400.00 2553576.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-11-15 2.000000 0.00 17388700.00 12054008.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2052-02-15 2.250000 0.00 13492100.00 8779295.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-10-31 2.250000 0.00 1940000.00 1926866.85 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-15 2.875000 0.00 100.00 94.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-08-15 2.000000 0.00 1854900.00 1807235.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-01-15 0.375000 0.00 5327600.00 6580639.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-09-30 1.500000 0.00 377400.00 375151.65 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-12-31 1.750000 0.00 15913900.00 15771261.27 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-04-15 0.125000 0.00 24999900.00 29505629.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2031-07-15 0.125000 0.00 48661700.00 50066848.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-10-15 0.125000 0.00 4900.00 5349.23 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0531 143000000.00 143000000.00 0.0023 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 5.320000% ARP125WU7 G5GSEF7VJP5I7OUK5573 0001484212 ARP125WU7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2025-07-31 4.750000 0.00 8611900.00 8749033.15 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 8573604.00 8573604.00 0.0001 N Y Y N FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK 5.300000% ARP125WX1 254900Y8NKGV541U8Q32 0001457970 ARP125WX1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N United States Treasury 254900HROIFWPRGM1V77 2029-05-15 2.375000 0.00 3238188100.00 2971311771.81 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-05-15 2.750000 0.00 1934588000.00 1900839196.45 U.S. Treasuries (including strips) Y 2024-07-01 2024-07-01 2024-07-01 N N N 0.0530 4870000000.00 4870000000.00 0.0783 N Y Y N Charles Schwab Family of Funds 2024-07-08 Dana Smith Dana Smith CFO