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03.500 CLAB5667 N/A 31417CJM8 2042-07-01 3.5 5874685.26 5557666.35 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB6217 N/A 31417C4B8 2042-09-01 3.5 6135164.42 5794561.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB6216 N/A 31417C4A0 2042-09-01 3.5 5862254.60 5544095.06 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5181 N/A 31417BXK8 2042-05-01 3.5 5485950.53 5193326.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5180 N/A 31417BXJ1 2042-05-01 3.5 6023750.01 5700566.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB4939 N/A 31417BPZ4 2042-04-01 3.5 5298670.72 5016041.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB4760 N/A 31417BJE8 2042-03-01 3.5 5791067.22 5487571.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB4680 N/A 31417BFW2 2042-03-01 3.5 6078813.24 5762103.68 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAY8597 N/A 3138YNRT6 2045-04-01 3 6021294.63 5498517.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAU1332 N/A 3138X0PS1 2043-07-01 3.5 6132935.68 5783526.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT8379 N/A 3138WWJZ3 2043-06-01 3.5 5302741.47 4999533.06 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT5904 N/A 3138WTR24 2043-06-01 3.5 5879857.74 5548536.25 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT4174 N/A 3138WRT83 2043-05-01 3.5 5615049.53 5291642.02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT3976 N/A 3138WRM23 2043-05-01 3.5 5969152.89 5630292.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT2727 N/A 3138WQA51 2043-05-01 3.5 5951462.97 5622915.10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS9404 N/A 3138WKNW1 2047-04-01 3.5 5534016.89 5206676.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8793 N/A 3138WJXX1 2047-02-01 3 5524359.36 4998891.51 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS8803 N/A 3138WJX94 2047-02-01 3.5 5498127.37 5135781.23 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS7616 N/A 3138WHPA4 2046-07-01 3.5 3426162.84 3210131.10 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7306 N/A 3138WHDL3 2046-06-01 3 6104628.09 5518648.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS6519 N/A 3138WGG57 2046-01-01 3.5 5404369.26 5058000.23 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS6002 N/A 3138WFU46 2045-10-01 3.5 5872892.06 5504088.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5762 N/A 3138WFML7 2045-09-01 3.5 5861352.40 5509550.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS6192 N/A 3138WF3A2 2045-11-01 3.5 5940996.75 5570988.17 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5105 N/A 3138WEU72 2045-06-01 3.5 5911742.36 5552033.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS4920 N/A 3138WEPE3 2045-05-01 3.5 5383331.92 5050865.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS4559 N/A 3138WEB57 2045-03-01 3.5 5516472.85 5175783.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS4456 N/A 3138WD5S6 2045-02-01 3.5 5821146.62 5461646.83 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CRAR8635 N/A 3138W6SZ0 2043-03-01 3 5444724.96 4998092.36 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB8879 N/A 31417F2M9 2043-04-01 3 5924795.08 5444333.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9365 N/A 31417GMP8 2043-05-01 3.5 5695762.94 5374826.32 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL9948 N/A 3138ESBS6 2047-03-01 3.5 5409462.75 5052954.51 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9666 N/A 31417GW44 2043-06-01 3.5 5280604.46 4984158.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CRMA1591 N/A 31418AXV5 2043-09-01 4.5 5498958.96 5467917.34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY8124 N/A 3138YNA23 2045-06-01 3.5 5765546.15 5409474.34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL7706 N/A 3138EQR46 2045-11-01 3.5 5945376.74 5583543.75 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAY7466 N/A 3138YMJL4 2045-04-01 3 6137750.87 5592164.15 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5184 N/A 31417BXN2 2042-05-01 3.5 5374238.08 5073632.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB7103 N/A 31417D3M3 2042-11-01 3 5621833.97 5171185.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL8174 N/A 3138ETCL8 2046-02-01 3.5 5635080.61 5287054.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS4969 N/A 3138WEQX0 2045-05-01 3 5655448.24 5161533.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5820 N/A 3138WFPE0 2045-09-01 3.5 5430648.53 5095254.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5911 N/A 3138WFR99 2045-10-01 3.5 5573355.31 5213257.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS7491 N/A 3138WHKD3 2046-07-01 3.5 5818922.53 5439048.39 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS9449 N/A 3138WKQB4 2047-04-01 3.5 6124705.88 5718505.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS4548 N/A 3138WEBS7 2045-03-01 3.5 5711400.54 5368684.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA2163 N/A 31418BMM5 2045-02-01 3.5 5373938.84 5042079.01 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-07-01 2026-07-01 2026-07-01 N N N .0370 375178000.00 375178000.00 .0020 N Y Y N Fixed Income Clearing Corporation ("FICC") - BOFA Fixed Income Clearing Corporation ("FICC") - BOFA, REPO, 3.660%, 7/1/2026 3.660 060990009 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION BOFA Y USTR 3 7/8 BOND 40 N/A 912810QK7 2040-08-15 3.875 22700700.00 21135622.19 U.S. Treasuries (including strips) USTR 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.5 101961000.00 102944311.88 U.S. Treasuries (including strips) USTR BILL 11/19/26 N/A 912797UZ8 2026-11-19 0 300.00 295.58 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BD 28 N/A 91282CQY0 2028-06-30 4.125 964394400.00 964386684.84 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AU 28 N/A 91282CPK1 2028-11-15 3.5 10267200.00 10163870.90 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 53956800.00 54023446.67 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 96200.00 97059.55 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AR 26 N/A 91282CHU8 2026-08-15 4.375 400.00 406.74 U.S. Treasuries (including strips) USTR 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4 13916400.00 14062641.68 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AQ 26 N/A 91282CHM6 2026-07-15 4.5 1081900.00 1104402.83 U.S. Treasuries (including strips) USTR 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625 100.00 99.06 U.S. Treasuries (including strips) USTR 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 75031100.00 72734959.73 U.S. Treasuries (including strips) USTR 2 1/2 NOTE W 27 N/A 91282CEF4 2027-03-31 2.5 100.00 99.50 U.S. Treasuries (including strips) USTR 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 100.00 95.47 U.S. Treasuries (including strips) USTR 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.75 100.00 95.15 U.S. Treasuries (including strips) USTR 1 7/8 NOTE N 26 N/A 912828Y95 2026-07-31 1.875 492100.00 495118.71 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 7885900.00 7730709.43 U.S. Treasuries (including strips) USTR 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 53194900.00 47623387.85 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 5650000.00 4703447.02 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 68655200.00 51177223.18 U.S. Treasuries (including strips) USTR 6 1/8 BOND 27 N/A 912810FB9 2027-11-15 6.125 1351400.00 1397897.96 U.S. Treasuries (including strips) USTR 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 75505500.00 71358058.39 U.S. Treasuries (including strips) USTR 1 5/8 NOTE Q 26 N/A 912828YG9 2026-09-30 1.625 15100.00 15078.46 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 30229400.00 26314742.47 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 100.00 99.77 U.S. Treasuries (including strips) USTR 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 38111200.00 36668304.91 U.S. Treasuries (including strips) USTR 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 43661100.00 42017445.14 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0371 1500000000.00 1500000000.00 .0081 N Y Y N Barclays Bank plc Barclays Bank plc, REPO, 3.650%, 7/1/2026 3.650 0673PA005 G5GSEF7VJP5I7OUK5573 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRA 2023-085 FA N/A 38384BKC4 2053-06-20 4.8087 9556837.05 9628635.24 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-097 FA N/A 38382VER6 2051-06-20 3 180958.21 158299.41 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-140 FE N/A 38382A3N3 2049-11-20 4.2035 3453225.18 3430364.83 Agency Collateralized Mortgage Obligation FMAC FERM 5131LU 08/25/51 N/A 3137H1UC8 2051-08-25 1.5 2824533.50 2215096.15 Agency Collateralized Mortgage Obligation FNMA FNRM RC030GK R25F030 N/A 3136BVQ27 2055-05-25 6.5 7620157.18 8076331.12 Agency Collateralized Mortgage Obligation FNMA FNRA CL082FG R24F082 N/A 3136BTEZ2 2054-11-25 4.8778 9928857.96 10002356.00 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-047 ET N/A 38385NTM6 2056-03-20 5.5 3515666.86 3576359.77 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-047 GF N/A 38385NPM0 2056-03-20 4.7923 5217346.89 5035519.72 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-033 C N/A 38385MSK3 2056-01-20 4.5 168335.29 164120.52 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-030 QT N/A 38385MGC4 2066-02-20 6.5 121773413.46 125483132.24 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-030 CT N/A 38385MEK8 2056-02-20 4.5 956883.78 941250.21 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-002 MQ N/A 38385LLD8 2056-01-20 4.5 24249081.38 23537322.34 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-002 NA N/A 38385LFW3 2054-03-20 4.5 12382098.70 12241388.53 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-002 GL N/A 38385LEG9 2056-01-20 4.5 1196721.50 1042714.22 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-002 BA N/A 38385LDG0 2049-03-20 4.5 2487942.60 2462697.45 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-208 QY N/A 38385KJZ4 2055-12-20 4.5 862647.50 750889.79 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-070 GA N/A 38385FRG8 2052-02-20 5 6915302.57 6957159.36 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-022 FG N/A 38385CT24 2055-02-20 4.6587 13746844.30 13852146.35 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-147 FB N/A 38384WX34 2054-09-20 4.7087 36023666.00 36298741.92 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-130 FB N/A 38384VKZ9 2054-08-20 4.6587 1284931.45 1291964.00 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-160 JF N/A 38384YQL8 2053-12-20 4.4087 12231927.58 12265059.53 Agency Collateralized Mortgage Obligation FMAC FHLMCT SLSTT SERIES 2 N/A 35564CFP7 2060-07-26 5.9701 65125560.45 42242821.06 Agency Mortgage-Backed Securities FNMA FNRA CL044FL R26F044 N/A 3136G6CP1 2056-06-25 4.7278 14444981.12 14419769.34 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-079 DF N/A 38385GUW7 2055-05-20 5.2587 16578395.25 16794838.74 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-180 FH N/A 38384YU41 2054-11-20 5.2887 39462253.46 40042352.10 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-082 FC N/A 38385F3T6 2055-05-20 5.2587 15280883.75 15492459.14 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-047 UF N/A 38385NPW8 2056-03-20 4.6923 6765346.79 6834711.49 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-002 GY N/A 38385LEK0 2056-01-20 4.5 2777777.50 2426505.32 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-076 KG N/A 38381SYE1 2067-04-16 4.5 7353582.82 6890542.42 Agency Mortgage-Backed Securities GNMA GNRM 2026-076 CB N/A 38381SYC5 2067-04-16 4.5 5665447.00 5280570.53 Agency Mortgage-Backed Securities GNMA GNRA 2026-091 CB N/A 38381SM38 2067-03-16 4.5 1283333.50 1207017.51 Agency Mortgage-Backed Securities GNMA GNRA 2026-091 GB N/A 38381SL96 2067-03-16 4.5 3905110.50 3635845.32 Agency Mortgage-Backed Securities GNMA GNRA 2026-031 CA N/A 38381SJL2 2065-10-16 3 53529922.76 47906158.31 Agency Mortgage-Backed Securities GNMA GNRM 2025-221 JA N/A 38381SDW4 2067-09-16 4.75 622159.71 607677.95 Agency Mortgage-Backed Securities GNMA GNRA 2024-166 AB N/A 38381LB76 2058-04-16 4.5 489964.39 478310.10 Agency Mortgage-Backed Securities GNMA GNRA 2022-042 B N/A 38381EZM3 2063-02-16 2.5 900000.00 586676.60 Agency Mortgage-Backed Securities GNMA GNRA 2021-127 A N/A 38381DXY1 2062-11-16 2 5732804.35 4662071.92 Agency Mortgage-Backed Securities GNMA GNRM 2021-150 A N/A 38381DB41 2062-07-16 1.4 2305755.70 1804631.47 Agency Mortgage-Backed Securities GNMA GNRM 2021-017 AE N/A 38380RNR7 2061-01-16 1.2 2835904.91 2042848.83 Agency Mortgage-Backed Securities GNMA GNRA 2026-055 KL N/A 38384TTT9 2067-01-16 4.5 9221624.34 8601322.56 Agency Mortgage-Backed Securities GNMA GNRM 2026-055 DG N/A 38384TTD4 2058-11-16 4 498448.99 479784.68 Agency Mortgage-Backed Securities GNMA GNRM 2025-040 DL N/A 38381MBV1 2055-08-16 4 290704.00 267018.09 Agency Mortgage-Backed Securities GNMA GNRA 2026-076 KL N/A 38381SYG6 2067-04-16 4 1247975.50 1159830.02 Agency Mortgage-Backed Securities GNMA GNRM 2026-055 DC N/A 38384TSK9 2058-11-16 4.5 519.38 508.41 Agency Mortgage-Backed Securities GNMA GNRM 2020-139 AG N/A 38380P6F6 2062-06-16 1.5 5650348.80 4059839.65 Agency Mortgage-Backed Securities GNMA GNRM 2021-132 AT N/A 38381DYY0 2063-04-16 1.75 665524.24 440407.82 Agency Mortgage-Backed Securities GNMA GNRA 2026-091 AK N/A 38381SM95 2067-03-16 4.5 7227763.73 7002257.50 Agency Mortgage-Backed Securities GNMA GNRA 2011-103 BC N/A 38376G2R0 2051-07-16 3.7366 280050.33 273890.07 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-07-01 2026-07-01 2026-07-01 N N N .0370 500000000.00 500000000.00 .0027 N Y Y N Barclays Bank plc Barclays Bank plc, REPO, 3.650%, 7/1/2026 3.650 0673PA005 G5GSEF7VJP5I7OUK5573 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA 6.625 FNSM BB 11/30 N/A 31359MGK3 2030-11-15 6.625 483333.33 534373.94 Agency Debentures and Agency Strips FNMA 6.25 FNSM GDBB 05/29 N/A 31359MEU3 2029-05-15 6.25 474888.89 505714.64 Agency Debentures and Agency Strips FNMA 6.625 FNPR BB 11/30 N/A 31358DDS0 2030-11-15 0 105601777.78 87825830.52 Agency Debentures and Agency Strips FNMA 7.25 FNPR BB 05/30 N/A 31358DDR2 2030-05-15 0 87616000.00 74285400.83 Agency Debentures and Agency Strips FNMA 7.125 FNPR BB 01/30 N/A 31358DDG6 2030-01-15 0 51792000.00 44539876.99 Agency Debentures and Agency Strips FMAC 4.00 FMNT 26-28 W3 N/A 3134HCYW3 2028-03-13 4 4437111.11 4474079.15 Agency Debentures and Agency Strips FMAC 6.75 FMNT GB 31 A N/A 3134A4AA2 2031-03-15 6.75 330000.00 372399.88 Agency Debentures and Agency Strips FCSB 3.80 FCOR 26-29 KJ N/A 3133EWEP1 2029-02-26 3.8 10618222.22 10632863.57 Agency Debentures and Agency Strips FCSB 4.47 FCOR 27-34 EB N/A 3133EWED8 2034-02-23 4.47 8918666.67 8892135.12 Agency Debentures and Agency Strips FCSB 5.73 FCOR 26-40 AP N/A 3133ETSY4 2040-08-13 5.73 5555555.56 5655254.63 Agency Debentures and Agency Strips FCSB 5 5/8 FCOR 26-40 AF N/A 3133ETAZ0 2040-03-26 5.625 5329333.33 5371117.97 Agency Debentures and Agency Strips FCSB 4.54 FCOR 26-31 GA N/A 3133ET5Z6 2031-12-29 4.54 2925777.78 2900973.36 Agency Debentures and Agency Strips FCSB 5 3/8 FCOR 26-40 BB N/A 3133ET2Q9 2040-12-03 5.375 1480444.44 1470334.86 Agency Debentures and Agency Strips FHLB 4.60 FHOR 27-35 LJ N/A 3130B9PJ3 2035-03-12 4.6 6130000.00 6129203.10 Agency Debentures and Agency Strips FHLB 5.65 FHOR 27-42 TT N/A 3130B6ZW9 2042-07-21 5.65 3111111.11 3177294.30 Agency Debentures and Agency Strips FHLB 5.45 FHOR 26-35 HK N/A 3130B6LL8 2035-06-18 5.45 2222222.22 2218797.04 Agency Debentures and Agency Strips FHLB 5.52 FHOR 27-40 AS N/A 3130B4XD8 2040-02-10 5.52 3333333.33 3386342.22 Agency Debentures and Agency Strips FNMA 5.625 FNSM A 07/37 N/A 31398AFD9 2037-07-15 5.625 14444.44 16177.36 Agency Debentures and Agency Strips FMAC 6.25 FMNT GB 32 A N/A 3134A4KX1 2032-07-15 6.25 467111.11 530500.81 Agency Debentures and Agency Strips FCSB 3.92 FCOR 26-29 KF N/A 3133EWAA8 2029-07-16 3.92 4305333.33 4349431.91 Agency Debentures and Agency Strips FMAC 6.75 FMNT GB 29 A N/A 3134A3U46 2029-09-15 6.75 1111.11 1217.76 Agency Debentures and Agency Strips FHLB 5.50 FHLB 36 G677 N/A 3133XGAY0 2036-07-15 5.5 436666.67 484102.35 Agency Debentures and Agency Strips USTR TINT 08/15/30 N/A 912833XY1 2030-08-15 0 8347555.56 7026646.71 U.S. Treasuries (including strips) USTR TINT 11/15/34 N/A 9128337W4 2034-11-15 0 13888864.42 9629344.15 U.S. Treasuries (including strips) USTR TINT 05/15/32 N/A 9128337R5 2032-05-15 0 12363505.78 9641964.34 U.S. Treasuries (including strips) USTR TINT 11/15/30 N/A 9128337N4 2030-11-15 0 1233915.45 1027604.79 U.S. Treasuries (including strips) USTR 1 7/8 TRIN A 36 N/A 91282CPU9 2036-01-15 1.875 132477.43 130512.53 U.S. Treasuries (including strips) USTR TINT 02/15/33 N/A 9128334V9 2033-02-15 0 14364928.00 10821531.21 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-07-01 2026-07-01 2026-07-01 N N N .0370 300000000.00 300000000.00 .0016 N Y Y N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.740%, 7/24/2026 3.740 3130B23F0 2549001DPIFGXC1TOL40 US3130B23F02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-24 2026-07-24 N N N .0352 330017631.90 330017631.90 .0018 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.755%, 8/20/2026 3.755 3130B2EY7 2549001DPIFGXC1TOL40 US3130B2EY74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-20 2026-08-20 N N N .0361 50004555.50 50004555.50 .0003 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.755%, 8/21/2026 3.755 3130B2FD2 2549001DPIFGXC1TOL40 US3130B2FD29 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-21 2026-08-21 N N N .0361 169915576.43 169915576.43 .0009 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.765%, 9/25/2026 3.765 3130B2UL7 2549001DPIFGXC1TOL40 US3130B2UL79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-25 2026-09-25 N N N .0368 414879716.26 414879716.26 .0022 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.730%, 2/12/2027 3.730 3130B52T4 2549001DPIFGXC1TOL40 US3130B52T42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-12 2027-02-12 N N N .0364 50020531.50 50020531.50 .0003 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.695%, 4/9/2027 3.695 3130B5UR7 2549001DPIFGXC1TOL40 US3130B5UR70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-04-09 2027-04-09 N N N .0369 240734358.47 240734358.47 .0013 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.695%, 4/14/2027 3.695 3130B5UV8 2549001DPIFGXC1TOL40 US3130B5UV82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-04-14 2027-04-14 N N N .0369 249982237.50 249982237.50 .0013 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.740%, 4/9/2027 3.740 3130B5VS4 2549001DPIFGXC1TOL40 US3130B5VS45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-04-09 2027-04-09 N N N .0368 308956531.63 308956531.63 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.715%, 6/14/2027 3.715 3130B6QR0 254900C5LP6DN9OP9V83 US3130B6QR00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-14 2027-06-14 N N N .0372 399971828.00 399971828.00 .0021 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.680%, 8/20/2026 3.680 3130B7JB1 2549001DPIFGXC1TOL40 US3130B7JB14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-20 2026-08-20 N N N .0360 99999926.00 99999926.00 .0005 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.680%, 8/28/2026 3.680 3130B7LQ5 2549001DPIFGXC1TOL40 US3130B7LQ54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-28 2026-08-28 N N N .0362 83999664.00 83999664.00 .0005 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.625%, 10/23/2026 3.625 3130B7VM3 2549001DPIFGXC1TOL40 US3130B7VM31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-23 2026-10-23 2026-10-23 N N N .0406 746384597.31 746384597.31 .0040 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.625%, 10/23/2026 3.625 3130B7VN1 2549001DPIFGXC1TOL40 US3130B7VN14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-23 2026-10-23 2026-10-23 N N N .0387 771792669.60 771792669.60 .0041 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.800%, 10/14/2027 3.800 3130B83C4 2549001DPIFGXC1TOL40 US3130B83C44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-10-14 2027-10-14 N N N .0380 362821345.74 362821345.74 .0019 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.810%, 12/4/2026 3.810 3130B8KW1 2549001DPIFGXC1TOL40 US3130B8KW15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-04 2026-12-04 2026-12-04 N N N .0391 462960617.94 462960617.94 .0025 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.760%, 12/17/2026 3.760 3130B8PA4 2549001DPIFGXC1TOL40 US3130B8PA40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-17 2026-12-17 2026-12-17 N N N .0399 783883645.20 783883645.20 .0042 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.500%, 1/4/2027 3.500 3130B8UW0 2549001DPIFGXC1TOL40 US3130B8UW05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-04 2027-01-04 2027-01-04 N N N .0391 713244470.57 713244470.57 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.500%, 1/4/2027 3.500 3130B8VA7 2549001DPIFGXC1TOL40 US3130B8VA75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-04 2027-01-04 2027-01-04 N N N .0374 713828895.05 713828895.05 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.640%, 2/5/2027 3.640 3130B92Z2 2549001DPIFGXC1TOL40 US3130B92Z20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-05 2027-02-05 2027-02-05 N N N .0405 745924085.39 745924085.39 .0040 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.700%, 1/12/2028 3.700 3130B94Q0 2549001DPIFGXC1TOL40 US3130B94Q03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-12 2028-01-12 N N N .0369 149999032.50 149999032.50 .0008 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.700%, 1/14/2028 3.700 3130B94T4 2549001DPIFGXC1TOL40 US3130B94T42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-14 2028-01-14 N N N .0370 221838698.96 221838698.96 .0012 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.620%, 2/8/2027 3.620 3130B95B2 2549001DPIFGXC1TOL40 US3130B95B25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-08 2027-02-08 2027-02-08 N N N .0393 374309246.25 374309246.25 .0020 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.640%, 2/12/2027 3.640 3130B95L0 2549001DPIFGXC1TOL40 US3130B95L07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-12 2027-02-12 2027-02-12 N N N .0400 725165009.12 725165009.12 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.710%, 2/11/2028 3.710 3130B9FP0 2549001DPIFGXC1TOL40 US3130B9FP02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-11 2028-02-11 N N N .0370 174945538.78 174945538.78 .0009 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.680%, 3/24/2027 3.680 3130B9NT3 2549001DPIFGXC1TOL40 US3130B9NT32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-24 2027-03-24 2027-03-24 N N N .0411 1045386764.53 1045386764.53 .0056 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.750%, 4/2/2027 3.750 3130B9T34 2549001DPIFGXC1TOL40 US3130B9T345 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-02 2027-04-02 2027-04-02 N N N .0407 723023130.93 723023130.93 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.970%, 4/22/2027 3.970 3130BA5L7 2549001DPIFGXC1TOL40 US3130BA5L71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-22 2027-04-22 2027-04-22 N N N .0418 685562694.33 685562694.33 .0037 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.930%, 5/7/2027 3.930 3130BAB55 2549001DPIFGXC1TOL40 US3130BAB557 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-07 2027-05-07 2027-05-07 N N N .0421 685369803.96 685369803.96 .0037 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.840%, 5/21/2027 3.840 3130BAFR3 2549001DPIFGXC1TOL40 US3130BAFR30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-21 2027-05-21 2027-05-21 N N N .0413 669324821.66 669324821.66 .0036 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.870%, 5/21/2027 3.870 3130BAHP5 2549001DPIFGXC1TOL40 US3130BAHP55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-21 2027-05-21 2027-05-21 N N N .0413 678224974.08 678224974.08 .0036 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.790%, 11/5/2026 3.790 3130BAMM6 2549001DPIFGXC1TOL40 US3130BAMM69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-05 2026-11-05 2026-11-05 N N N .0392 679384845.10 679384845.10 .0036 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.875%, 6/11/2027 3.875 3130BAQ83 2549001DPIFGXC1TOL40 US3130BAQ837 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-11 2027-06-11 2027-06-11 N N N .0416 687928384.05 687928384.05 .0037 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.990%, 6/17/2027 3.990 3130BAT72 2549001DPIFGXC1TOL40 US3130BAT724 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-17 2027-06-17 2027-06-17 N N N .0417 681599252.19 681599252.19 .0037 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.800%, 11/20/2026 3.800 3130BATK3 2549001DPIFGXC1TOL40 US3130BATK31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N .0397 704253968.76 704253968.76 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.800%, 11/20/2026 3.800 3130BATM9 2549001DPIFGXC1TOL40 US3130BATM96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N .0397 704253968.76 704253968.76 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.660%, 12/14/2026 3.660 3130BB6A8 2549001DPIFGXC1TOL40 US3130BB6A89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-14 2026-12-14 N N N .0365 624495403.68 624495403.68 .0034 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.670%, 1/26/2027 3.670 3130BBD77 2549001DPIFGXC1TOL40 US3130BBD775 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-26 2027-01-26 N N N .0367 500000000.00 500000000.00 .0027 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.670%, 1/27/2027 3.670 3130BBDD4 2549001DPIFGXC1TOL40 US3130BBDD45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-27 2027-01-27 N N N .0367 59000000.00 59000000.00 .0003 N N N N Federal Farm Credit System Federal Farm Credit System Discount Notes, 3.630%, 8/31/2026 3.630 313313D96 254900C5LP6DN9OP9V83 US313313D968 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-31 2026-08-31 2026-08-31 N N N .0373 248424167.50 248424167.50 .0013 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.509%, 8/19/2026 3.509 313385C53 2549001DPIFGXC1TOL40 US313385C539 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-19 2026-08-19 2026-08-19 N N N .0373 1193402545.67 1193402545.67 .0064 N N Y N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.530%, 8/21/2026 3.530 313385C79 2549001DPIFGXC1TOL40 US313385C794 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-21 2026-08-21 2026-08-21 N N N .0373 601801564.65 601801564.65 .0032 N N Y N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.520%, 8/21/2026 3.520 313385C79 2549001DPIFGXC1TOL40 US313385C794 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-21 2026-08-21 2026-08-21 N N N .0373 329250112.23 329250112.23 .0018 N N Y N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.540%, 8/28/2026 3.540 313385D60 2549001DPIFGXC1TOL40 US313385D602 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-28 2026-08-28 2026-08-28 N N N .0373 149100250.50 149100250.50 .0008 N N Y N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.539%, 8/28/2026 3.539 313385D60 2549001DPIFGXC1TOL40 US313385D602 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-28 2026-08-28 2026-08-28 N N N .0373 99400167.00 99400167.00 .0005 N N Y N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.537%, 8/28/2026 3.537 313385D60 2549001DPIFGXC1TOL40 US313385D602 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-28 2026-08-28 2026-08-28 N N N .0373 640832876.65 640832876.65 .0034 N N Y N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.630%, 12/4/2026 3.630 313385R81 2549001DPIFGXC1TOL40 US313385R818 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-04 2026-12-04 2026-12-04 N N N .0390 298981929.76 298981929.76 .0016 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.630%, 12/11/2026 3.630 313385S72 2549001DPIFGXC1TOL40 US313385S725 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-11 2026-12-11 2026-12-11 N N N .0390 294335787.39 294335787.39 .0016 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.710%, 3/11/2027 3.710 3133ER6L0 254900C5LP6DN9OP9V83 US3133ER6L07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-03-11 2027-03-11 N N N .0371 182889135.74 182889135.74 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.700%, 3/11/2027 3.700 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-03-11 2027-03-11 N N N .0376 139864640.55 139864640.55 .0008 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 9/8/2026 3.745 3133ERH38 254900C5LP6DN9OP9V83 US3133ERH382 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-08 2026-09-08 N N N .0366 46004557.68 46004557.68 .0002 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.720%, 7/1/2026 3.720 3133ERJX0 254900C5LP6DN9OP9V83 US3133ERJX09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-01 2026-07-01 N N N .0000 170000000.00 170000000.00 .0009 N Y Y N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 7/10/2026 3.740 3133ERKS9 254900C5LP6DN9OP9V83 US3133ERKS94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-10 2026-07-10 N N N .0331 189903573.92 189903573.92 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 7/15/2026 3.740 3133ERLD1 254900C5LP6DN9OP9V83 US3133ERLD17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-15 2026-07-15 N N N .0342 99903319.68 99903319.68 .0005 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 7/23/2026 3.740 3133ERMC2 254900C5LP6DN9OP9V83 US3133ERMC25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-23 2026-07-23 N N N .0349 200012764.00 200012764.00 .0011 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.750%, 8/12/2026 3.750 3133ERNW7 254900C5LP6DN9OP9V83 US3133ERNW79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-12 2026-08-12 N N N .0353 357793219.78 357793219.78 .0019 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.760%, 8/26/2026 3.760 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-26 2026-08-26 N N N .0350 251924059.01 251924059.01 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.760%, 9/9/2026 3.760 3133ERSN2 254900C5LP6DN9OP9V83 US3133ERSN26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-09 2026-09-09 N N N .0365 85012074.25 85012074.25 .0005 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.765%, 1/21/2027 3.765 3133ERV99 254900C5LP6DN9OP9V83 US3133ERV995 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-21 2027-01-21 N N N .0375 201900965.08 201900965.08 .0011 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.755%, 9/16/2026 3.755 3133ERXV8 254900C5LP6DN9OP9V83 US3133ERXV86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-16 2026-09-16 N N N .0366 192928597.43 192928597.43 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.750%, 8/28/2026 3.750 3133ERYS4 254900C5LP6DN9OP9V83 US3133ERYS49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-28 2026-08-28 N N N .0362 80009158.40 80009158.40 .0004 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.760%, 11/4/2026 3.760 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-04 2026-11-04 N N N .0365 106023635.88 106023635.88 .0006 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.725%, 12/2/2027 3.725 3133ET2X4 254900C5LP6DN9OP9V83 US3133ET2X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-12-02 2027-12-02 N N N .0373 304975996.50 304975996.50 .0016 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.665%, 4/19/2027 3.665 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-04-19 2027-04-19 N N N .0366 64898672.80 64898672.80 .0003 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.700%, 11/23/2027 3.700 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-11-23 2027-11-23 N N N .0362 82980650.92 82980650.92 .0004 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.705%, 1/6/2028 3.705 3133ET6B8 254900C5LP6DN9OP9V83 US3133ET6B88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-06 2028-01-06 N N N .0370 357836992.15 357836992.15 .0019 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.700%, 1/12/2028 3.700 3133ET6N2 254900C5LP6DN9OP9V83 US3133ET6N27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-12 2028-01-12 N N N .0373 300707571.59 300707571.59 .0016 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.665%, 4/8/2027 3.665 3133ET6Q5 254900C5LP6DN9OP9V83 US3133ET6Q57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-04-08 2027-04-08 N N N .0365 188998675.11 188998675.11 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.700%, 3/11/2027 3.700 3133ETAA5 254900C5LP6DN9OP9V83 US3133ETAA52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-03-11 2027-03-11 N N N .0370 113933680.89 113933680.89 .0006 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.770%, 10/1/2027 3.770 3133ETC70 254900C5LP6DN9OP9V83 US3133ETC702 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-10-01 2027-10-01 N N N .0377 264879692.77 264879692.77 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.700%, 4/9/2027 3.700 3133ETCN5 254900C5LP6DN9OP9V83 US3133ETCN55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-04-09 2027-04-09 N N N .0368 445819637.49 445819637.49 .0024 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.770%, 10/14/2027 3.770 3133ETF85 254900C5LP6DN9OP9V83 US3133ETF853 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-10-14 2027-10-14 N N N .0378 309949767.60 309949767.60 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 4/22/2027 3.730 3133ETJ81 254900C5LP6DN9OP9V83 US3133ETJ814 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-04-22 2027-04-22 N N N .0371 424841406.74 424841406.74 .0023 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.735%, 5/27/2027 3.735 3133ETJA6 254900C5LP6DN9OP9V83 US3133ETJA61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-27 2027-05-27 N N N .0371 193923744.99 193923744.99 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.725%, 6/4/2027 3.725 3133ETKK2 254900C5LP6DN9OP9V83 US3133ETKK25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-04 2027-06-04 N N N .0373 559706490.63 559706490.63 .0030 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.715%, 6/17/2027 3.715 3133ETLK1 254900C5LP6DN9OP9V83 US3133ETLK16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-17 2027-06-17 N N N .0374 214694579.47 214694579.47 .0012 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.750%, 7/29/2027 3.750 3133ETRA7 254900C5LP6DN9OP9V83 US3133ETRA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-07-29 2027-07-29 N N N .0375 464757298.82 464757298.82 .0025 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.680%, 8/21/2026 3.680 3133ETUT2 254900C5LP6DN9OP9V83 US3133ETUT24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-08-21 2026-08-21 N N N .0360 34999963.60 34999963.60 .0002 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.680%, 9/4/2026 3.680 3133ETWJ2 254900C5LP6DN9OP9V83 US3133ETWJ24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-04 2026-09-04 N N N .0365 164996153.85 164996153.85 .0009 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 3/11/2027 3.730 3133ETWX1 254900C5LP6DN9OP9V83 US3133ETWX18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-03-11 2027-03-11 N N N .0373 387823137.51 387823137.51 .0021 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.770%, 9/10/2027 3.770 3133ETXE2 254900C5LP6DN9OP9V83 US3133ETXE28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-09-10 2027-09-10 N N N .0377 269998398.90 269998398.90 .0015 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.750%, 9/10/2027 3.750 3133ETXJ1 254900C5LP6DN9OP9V83 US3133ETXJ15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-09-10 2027-09-10 N N N .0368 45033668.55 45033668.55 .0002 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.735%, 11/26/2027 3.735 3133ETY43 254900C5LP6DN9OP9V83 US3133ETY433 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-11-26 2027-11-26 N N N .0371 231943900.99 231943900.99 .0012 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.700%, 1/20/2028 3.700 3133EWAK6 254900C5LP6DN9OP9V83 US3133EWAK63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-20 2028-01-20 N N N .0373 155924528.76 155924528.76 .0008 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.715%, 1/26/2028 3.715 3133EWAT7 254900C5LP6DN9OP9V83 US3133EWAT72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-26 2028-01-26 N N N .0370 484835157.70 484835157.70 .0026 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.720%, 1/28/2028 3.720 3133EWBJ8 254900C5LP6DN9OP9V83 US3133EWBJ81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-28 2028-01-28 N N N .0372 244896426.91 244896426.91 .0013 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.710%, 2/2/2028 3.710 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-02 2028-02-02 N N N .0369 150940576.97 150940576.97 .0008 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.710%, 2/9/2028 3.710 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-09 2028-02-09 N N N .0370 85008820.45 85008820.45 .0005 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.715%, 2/11/2028 3.715 3133EWCV0 254900C5LP6DN9OP9V83 US3133EWCV01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-11 2028-02-11 N N N .0371 304893426.36 304893426.36 .0016 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.710%, 2/17/2028 3.710 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-17 2028-02-17 N N N .0368 94981038.21 94981038.21 .0005 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.715%, 2/25/2028 3.715 3133EWEH9 254900C5LP6DN9OP9V83 US3133EWEH98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-25 2028-02-25 N N N .0370 252944480.05 252944480.05 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.710%, 3/9/2028 3.710 3133EWGE4 254900C5LP6DN9OP9V83 US3133EWGE40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-09 2028-03-09 N N N .0371 274899156.06 274899156.06 .0015 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.705%, 4/10/2028 3.705 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-04-10 2028-04-10 N N N .0370 129998090.30 129998090.30 .0007 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.715%, 4/20/2028 3.715 3133EWME7 254900C5LP6DN9OP9V83 US3133EWME75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-04-20 2028-04-20 N N N .0371 649990048.50 649990048.50 .0035 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.715%, 5/8/2028 3.715 3133EWPE4 254900C5LP6DN9OP9V83 US3133EWPE49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-05-08 2028-05-08 N N N .0371 589993421.50 589993421.50 .0032 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.700%, 2/9/2028 3.700 3133EWSL5 254900C5LP6DN9OP9V83 US3133EWSL54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-02-09 2028-02-09 N N N .0370 59999386.80 59999386.80 .0003 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.670%, 1/29/2027 3.670 3133EWUN8 254900C5LP6DN9OP9V83 US3133EWUN82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-29 2027-01-29 N N N .0367 274999626.00 274999626.00 .0015 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.760%, 10/16/2026 3.760 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-16 2026-10-16 N N N .0366 338914557.70 338914557.70 .0018 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.750%, 9/2/2027 3.750 3134HBK59 S6XOOCT0IEG5ABCC6L87 US3134HBK597 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-09-02 2027-09-02 N N N .0375 572937944.10 572937944.10 .0031 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.720%, 3/16/2027 3.720 3134HBN64 S6XOOCT0IEG5ABCC6L87 US3134HBN641 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-03-16 2027-03-16 N N N .0372 731949492.00 731949492.00 .0039 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.760%, 9/22/2027 3.760 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-09-22 2027-09-22 N N N .0371 550332227.50 550332227.50 .0030 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.760%, 10/6/2027 3.760 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-10-06 2027-10-06 N N N .0372 483415336.53 483415336.53 .0026 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.715%, 6/16/2027 3.715 3134HBVX6 S6XOOCT0IEG5ABCC6L87 US3134HBVX64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-16 2027-06-16 N N N .0375 399683138.46 399683138.46 .0021 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.740%, 7/29/2026 3.740 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-07-29 2026-07-29 N N N .0357 105004527.60 105004527.60 .0006 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.760%, 10/23/2026 3.760 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-10-23 2026-10-23 N N N .0367 340867270.51 340867270.51 .0018 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.880%, 11/5/2027 3.880 3135G07M9 B1V7KEBTPIMZEU4LTD58 US3135G07M94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-11-05 2027-11-05 N N N .0372 350537780.61 350537780.61 .0019 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.760%, 11/20/2026 3.760 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-20 2026-11-20 N N N .0364 253092866.18 253092866.18 .0014 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.760%, 12/11/2026 3.760 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-11 2026-12-11 N N N .0368 236970179.26 236970179.26 .0013 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.700%, 12/22/2027 3.700 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-12-22 2027-12-22 N N N .0373 624439387.65 624439387.65 .0034 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.700%, 1/7/2028 3.700 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-07 2028-01-07 N N N .0371 288811798.83 288811798.83 .0016 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.705%, 4/6/2028 3.705 3135G1AH4 B1V7KEBTPIMZEU4LTD58 US3135G1AH45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-04-06 2028-04-06 N N N .0371 119978571.60 119978571.60 .0006 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.710%, 5/8/2028 3.710 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-05-08 2028-05-08 N N N .0370 508794097.92 508794097.92 .0027 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.705%, 6/8/2028 3.705 3135G1AK7 B1V7KEBTPIMZEU4LTD58 US3135G1AK73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-06-08 2028-06-08 N N N .0370 377843663.46 377843663.46 .0020 N N N N Housing and Urban Development Housing and Urban Development Floating Rate Notes, 3.945%, 5/3/2027 3.945 442993002 N/A US4429930021 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-05-03 2027-05-03 N N N .0395 257596628.50 257596628.50 .0014 N N N Y Natixis Financial Products LLC Natixis Financial Products LLC, REPO, 3.650%, 7/1/2026 3.650 45099F004 WGYX5OQ1IY3N5AOSQ066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 03.500 CLAL3523 N/A 3138EK4H5 2042-09-01 3.5 2110049.23 1996504.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB3921 N/A 3140QPLB1 2052-06-01 4.5 145.67 142.78 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0092 N/A 3140HRC68 2033-10-01 3.69 299.94 286.21 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL2836 N/A 3131XJEH1 2042-03-01 3.5 155.51 147.41 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ1873 N/A 3140NWCK9 2034-09-01 4.36 163.88 162.29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8470 N/A 3132DWMT7 2054-10-01 6 2631104.88 2707494.63 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT2101 N/A 3132AEKN5 2048-04-01 3 29.48 26.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9622 N/A 3133KRVP6 2053-08-01 5.5 202.53 207.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY9425 N/A 3140NSPK4 2053-09-01 6 288.68 297.06 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD6269 N/A 3132DT6E5 2053-05-01 4.5 901699.73 880827.18 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH8653 N/A 3133CMTJ3 2054-01-01 7 322.81 348.30 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN6155 N/A 3138LJZV5 2032-08-01 3.06 163.88 151.74 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZN4664 N/A 3131YBFD5 2047-04-01 3 1818326.73 1643108.53 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ4914 N/A 3140Q0N81 2035-11-01 4.74 278.60 282.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH2755 N/A 3140UJBZ8 2056-06-01 5.5 1020753.25 1035873.22 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ4196 N/A 3140NYUW9 2035-06-01 5.08 491.64 509.50 Agency Mortgage-Backed Securities FMAC FKAR 04.650 WNWN4056 N/A 3132XJQJ2 2035-03-01 4.65 176.33 177.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD7968 N/A 3140B82A8 2055-05-01 6.5 135.23 142.25 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7366 N/A 31426SFG9 2055-07-01 6.5 347057.27 362167.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0856 N/A 3140Y65S5 2055-08-01 5.5 307.55 313.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6178 N/A 3140U92L1 2056-04-01 5 3674006.16 3648298.33 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3980 N/A 3140NYM65 2035-07-01 4.77 180.27 183.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6981 N/A 3142K8XK8 2056-06-01 5.5 8079.26 8233.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6038 N/A 3140MKV82 2055-09-01 5.5 1579983.44 1597834.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7387 N/A 3142JWF50 2056-03-01 5 3127206.38 3098835.67 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA7498 N/A 3142JWKL9 2056-03-01 4.5 973922.10 941712.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA3539 N/A 3140W34Z9 2055-11-01 5 5611321.72 5573808.79 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA9845 N/A 3142JY5F5 2056-04-01 4.5 180929.45 175131.57 Agency Mortgage-Backed Securities GNMA GNII SF MA9172 M N/A 36179YFM1 2053-09-20 6 4607471.59 4762477.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7709 N/A 3142K9R72 2056-07-01 5.5 761256.30 773688.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7514 N/A 3142K9K46 2056-07-01 5.5 163.88 166.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7709 N/A 3142JWR73 2056-03-01 5 3127662.87 3100670.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA3261 N/A 3142JRTT4 2056-01-01 5.5 2353562.41 2380497.89 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5652 N/A 3142GWH69 2056-01-01 5 53231.66 53057.31 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1950 N/A 31427PEY6 2055-07-01 6.5 6177.88 6475.23 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL1854 N/A 31427PBY9 2051-09-01 4.5 147.96 145.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1028 N/A 31427NEA3 2055-04-01 6 1707.36 1757.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8301 N/A 3133KQGJ9 2052-12-01 5.5 4782454.60 4875284.70 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA8246 N/A 3133KQET9 2052-11-01 4.5 4236595.74 4125164.80 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7309 N/A 3133KPDN5 2052-05-01 3.5 2992141.36 2749626.63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ9356 N/A 3133D1MD8 2054-11-01 5.5 114157.47 117022.20 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ1211 N/A 3133CRKY8 2054-08-01 6 185160.02 192478.35 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQF0325 N/A 3133BMLE3 2052-09-01 4.5 355201.05 348073.23 Agency Mortgage-Backed Securities FMAC FKAR 02.400 WNWN0087 N/A 3132XECZ2 2037-11-01 2.4 168.30 134.66 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q17941 G N/A 3132J9HT8 2043-05-01 3.5 23.52 22.40 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS3547 N/A 3132A35G1 2041-12-01 4 17.30 16.92 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL3755 N/A 3131XKE47 2042-09-01 3.5 25.15 23.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ6499 N/A 31427GGH1 2055-09-01 5.5 2301128.61 2326891.03 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX9774 N/A 31426G2G9 2055-04-01 7 367936.05 397577.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5791 N/A 31418FNH6 2055-08-01 5 7537219.64 7468131.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2847 N/A 3140Y9EV2 2056-06-01 5.5 3827594.13 3904940.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5994 N/A 3140W6UU4 2056-06-01 5 3679096.99 3651116.64 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5358 N/A 3140W55U4 2055-09-01 4 4773094.33 4509801.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA1534 N/A 3140W1V42 2054-01-01 4.5 1449.44 1414.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0418 N/A 3140UFPC2 2056-06-01 5.5 165.68 168.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4889 N/A 3140QQNF8 2052-10-01 4.5 2577349.17 2520008.31 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4127 N/A 3140QPSR9 2052-07-01 4.5 63061.84 61442.09 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3183 N/A 3140QNRD6 2052-03-01 4 164.40 155.57 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0436 N/A 3140QKPW2 2051-04-01 2 2029838.42 1649619.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTCA0511 N/A 3140Q7R90 2037-10-01 3.5 570375.44 543977.57 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ6687 N/A 3140Q2ND6 2035-04-01 4.15 3870.51 3771.94 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ5550 N/A 3140Q1EY2 2032-12-01 4.3 313.99 310.40 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ5097 N/A 3140Q0UX8 2032-10-01 4.48 170.43 170.61 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ4241 N/A 3140NYWB3 2035-06-01 5.01 3693995.45 3798413.00 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ4128 N/A 3140NYSS1 2035-06-01 5.215 1576685.29 1644550.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX6820 N/A 3140NBSJ1 2053-02-01 5.5 119145.14 123092.25 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX6271 N/A 3140NA6H1 2053-01-01 6.5 101964.84 106933.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV5865 N/A 3140MKQT2 2055-07-01 5.5 602344.40 611778.05 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR1587 N/A 3140KYXR0 2051-01-01 2 109.16 88.56 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL1402 N/A 3140HSRY9 2029-02-01 3.68 167.81 165.55 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL1189 N/A 3140HSKB6 2034-02-01 3.96 4181315.85 4036337.09 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8122 N/A 3140BMAY6 2055-08-01 6.5 187.10 196.64 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE6494 N/A 3140BKGC2 2055-09-01 6.5 162.62 170.59 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9844 N/A 3140AK5E1 2054-09-01 6.5 87509.50 92645.27 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAU6061 N/A 3138X5WX1 2043-09-01 4.5 20.14 19.93 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CQAR8232 N/A 3138W6EE2 2043-04-01 3 255.50 232.65 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYAN9592 N/A 3138LNUS8 2033-08-01 3.81 163.88 157.29 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN9168 N/A 3138LNFJ5 2030-06-01 3.55 163.88 159.37 Agency Mortgage-Backed Securities GNMA GNRA 2025-21O FG N/A 38384LXT1 2075-10-20 4.3587 3980581.51 4011919.65 Agency Collateralized Mortgage Obligation FMAC FGRM 2414LG 02/15/32 N/A 31339DP85 2032-02-15 6.5 11.75 12.19 Agency Collateralized Mortgage Obligation FMAC FERA 5379FA 02/25/54 N/A 3137HBGH1 2054-02-25 4.8278 3723698.03 3760404.46 Agency Collateralized Mortgage Obligation FMAC FERA 5386FD 03/25/54 N/A 3137HBXV1 2054-03-25 4.8778 914538.07 921758.78 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-20O FA N/A 38380LP56 2069-12-20 4.5109 150.04 150.85 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-15O FH N/A 38383KD90 2074-07-20 4.4087 2722838.74 2740969.15 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-13O FB N/A 38385QGQ4 2076-05-20 4.4087 4102679.09 4150051.26 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-14O FE N/A 38383KF80 2074-08-20 4.4087 974949.39 983969.28 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-02O FC N/A 38383K5Z1 2074-11-20 4.4587 178.02 179.90 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-14O FD N/A 38382YEC3 2071-09-20 4.8087 1444772.68 1476236.59 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-07O FC N/A 38380Q3D2 2071-05-20 4.7751 265808.01 270120.71 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-5O CF N/A 38380LAE3 2068-03-20 4.2658 174.35 174.33 Agency Collateralized Mortgage Obligation GNMA GNRA 2013-H06 MB N/A 38375BK27 2063-01-20 4.14 7853.03 7800.36 Agency Collateralized Mortgage Obligation FMAC FGRM 2439LH 04/15/32 N/A 31339WNA0 2032-04-15 6 27.59 28.42 Agency Collateralized Mortgage Obligation FMAC FGRM 3110CQ 02/15/36 N/A 31396HM48 2036-02-15 5.5 141.58 144.97 Agency Collateralized Mortgage Obligation FMAC FGRM 2962GB 04/15/35 N/A 31395TQN7 2035-04-15 6 182861.94 186998.52 Agency Collateralized Mortgage Obligation FMAC FGRM 4206PY 05/15/43 N/A 3137B2GH7 2043-05-15 3 362.34 311.67 Agency Collateralized Mortgage Obligation FNMA FNRA CL039FB R24F039 N/A 3136BSCT0 2054-06-25 4.9778 2455626.77 2484434.60 Agency Collateralized Mortgage Obligation FCSB 2.92 FCOR 22-41 X N/A 3133ENHL7 2041-12-16 2.92 692391.30 526969.02 Agency Debentures and Agency Strips FMAC FMZC 01/02/34 A N/A 3128X0AZ2 2034-01-02 0 327.76 233.63 Agency Debentures and Agency Strips USTR 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 32.78 32.46 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AA 31 N/A 91282CQX2 2031-06-30 4.125 1851036.45 1849398.29 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 49.16 30.38 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 16.39 15.32 U.S. Treasuries (including strips) USTR 4 1/8 NOTE B 36 N/A 91282CPZ8 2036-02-15 4.125 16.39 16.33 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 131.10 132.17 U.S. Treasuries (including strips) USTR 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 16.39 15.86 U.S. Treasuries (including strips) USTR 1 1/2 TRIB 53 N/A 912810TP3 2053-02-15 1.5 1284258.59 998336.30 U.S. Treasuries (including strips) USTR 5 BOND 45 N/A 912810UL0 2045-05-15 5 16.39 16.79 U.S. Treasuries (including strips) USTR 0 1/8 TRIN X 27 N/A 91282CEJ6 2027-04-15 0.125 19.32 18.96 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 803.01 790.12 U.S. Treasuries (including strips) USTR 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 32.78 33.42 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 30 N/A 912828ZZ6 2030-07-15 0.125 1447984.43 1355710.47 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AQ 28 N/A 91282CNM9 2028-07-15 3.875 16.39 16.60 U.S. Treasuries (including strips) USTR 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 49.16 46.83 U.S. Treasuries (including strips) USTR 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 32.78 33.13 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 27 N/A 91282CMV0 2027-03-31 3.875 49.16 49.59 U.S. Treasuries (including strips) USTR 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 65.55 62.39 U.S. Treasuries (including strips) USTR 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.25 245.82 251.12 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 16.39 16.36 U.S. Treasuries (including strips) USTR 4 1/4 NOTE L 33 N/A 91282CQT1 2033-05-31 4.25 147.49 148.03 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 49.16 49.03 U.S. Treasuries (including strips) USTR 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 4377584.62 4348215.69 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 32.78 32.31 U.S. Treasuries (including strips) USTR 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625 16.39 15.61 U.S. Treasuries (including strips) USTR 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 16.39 10.45 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 6339190.64 6058976.98 U.S. Treasuries (including strips) USTR 1 TRIB 49 N/A 912810SG4 2049-02-15 1 65.03 46.60 U.S. Treasuries (including strips) USTR 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 245.82 243.91 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 32.78 33.08 U.S. Treasuries (including strips) USTR 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 16.39 14.22 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 3277378.93 1832132.66 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 36 N/A 91282CQQ7 2036-05-15 4.375 108504.68 109076.80 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875 49.16 49.41 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AN 28 N/A 91282CND9 2028-05-15 3.75 49.16 49.07 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 221761.87 226668.87 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 32.78 32.03 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 49.16 49.68 U.S. Treasuries (including strips) USTR 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 49.16 44.18 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AL 29 N/A 91282CQE4 2029-03-15 3.5 870249.83 865499.69 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RV2 2047-02-15 3 7814320.07 5964653.67 U.S. Treasuries (including strips) USTR 0 1/4 TRIN D 29 N/A 9128287D6 2029-07-15 0.25 42.65 40.77 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 49.16 50.12 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 15819658.19 16110481.63 U.S. Treasuries (including strips) USTR 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 32.78 33.21 U.S. Treasuries (including strips) USTR 4 3/8 NOTE BE 26 N/A 91282CLB5 2026-07-31 4.375 65.55 66.78 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375 49.16 50.29 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 16.39 16.46 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 32.78 33.01 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 983310.37 992289.96 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 225973.58 229882.62 U.S. Treasuries (including strips) USTR 4 NOTE AJ 27 N/A 91282CJT9 2027-01-15 4 4759145.48 4847144.66 U.S. Treasuries (including strips) USTR 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875 32.78 33.98 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 16.39 16.24 U.S. Treasuries (including strips) USTR 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 32.78 32.31 U.S. Treasuries (including strips) USTR 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 81.94 81.05 U.S. Treasuries (including strips) USTR 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 16.39 16.12 U.S. Treasuries (including strips) USTR 1 1/4 TRIN X 28 N/A 91282CGW5 2028-04-15 1.25 36.37 35.91 U.S. Treasuries (including strips) USTR 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 4097317.73 4099538.38 U.S. Treasuries (including strips) USTR 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 101507.02 102420.68 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 3436882.94 3436021.07 U.S. Treasuries (including strips) USTR 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 16.39 16.31 U.S. Treasuries (including strips) USTR 3 1/8 NOTE AC 27 N/A 91282CFH9 2027-08-31 3.125 16.39 16.37 U.S. Treasuries (including strips) USTR 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 32.78 31.98 U.S. Treasuries (including strips) USTR 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 16.39 15.92 U.S. Treasuries (including strips) USTR 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 393.31 350.80 U.S. Treasuries (including strips) USTR 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375 8140424.08 7614145.66 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 16.39 16.27 U.S. Treasuries (including strips) USTR 0 7/8 NOTE AD 26 N/A 91282CCZ2 2026-09-30 0.875 16.39 16.30 U.S. Treasuries (including strips) USTR 0 5/8 NOTE AB 26 N/A 91282CCP4 2026-07-31 0.625 852.17 852.10 U.S. Treasuries (including strips) USTR 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 16.39 15.49 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 2247985.62 2003877.42 U.S. Treasuries (including strips) USTR 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 211388.29 184226.75 U.S. Treasuries (including strips) USTR 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.5 32.78 30.09 U.S. Treasuries (including strips) USTR 1 7/8 NOTE N 26 N/A 912828Y95 2026-07-31 1.875 3715134.11 3737845.98 U.S. Treasuries (including strips) USTR 0 3/4 TRIN D 28 N/A 912828Y38 2028-07-15 0.75 21.73 21.34 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 1656839.13 1584231.05 U.S. Treasuries (including strips) USTR 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 282807.02 279587.41 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.25 32.78 32.05 U.S. Treasuries (including strips) USTR 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 163.88 161.92 U.S. Treasuries (including strips) USTR 5 BOND 46 N/A 912810UV8 2046-05-15 5 15594340.13 15959871.47 U.S. Treasuries (including strips) USTR 4 5/8 BOND 46 N/A 912810UT3 2046-02-15 4.625 32.78 32.33 U.S. Treasuries (including strips) USTR 4 7/8 BOND 45 N/A 912810UN6 2045-08-15 4.875 32.78 33.43 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.75 65.55 64.68 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 1632257.19 1640898.50 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 32.78 32.06 U.S. Treasuries (including strips) USTR TINT 05/15/34 N/A 9128337V6 2034-05-15 0 .63 .44 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AN 29 N/A 91282CQR5 2029-05-15 3.875 32.78 32.73 U.S. Treasuries (including strips) USTR 1 1/4 TRIN X 31 N/A 91282CQP9 2031-04-15 1.25 16.73 16.29 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 31 N/A 91282CQK0 2031-04-30 3.875 32.78 32.60 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AM 29 N/A 91282CQJ3 2029-04-15 3.875 5978229.43 5988490.75 U.S. Treasuries (including strips) USTR 3 1/2 NOTE V 31 N/A 91282CQD6 2031-02-28 3.5 131.10 129.11 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BM 27 N/A 91282CPS4 2027-12-31 3.375 16.39 16.21 U.S. Treasuries (including strips) USTR 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 49.16 48.02 U.S. Treasuries (including strips) USTR 3 3/4 NOTE R 32 N/A 91282CPF2 2032-10-31 3.75 81.94 80.32 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BJ 27 N/A 91282CPE5 2027-10-31 3.5 481592.98 480490.91 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 16.39 16.41 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AD 30 N/A 91282CPA3 2030-09-30 3.625 115912.04 114652.42 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Q 32 N/A 91282CNZ0 2032-09-30 3.875 16.39 16.24 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375 180.27 179.20 U.S. Treasuries (including strips) USTR 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875 16.39 16.30 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 16.39 16.44 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 16.39 16.04 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 32.78 30.44 U.S. Treasuries (including strips) USTR 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 131.10 126.59 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 32.78 26.95 U.S. Treasuries (including strips) USTR 3 BOND 52 N/A 912810TJ7 2052-08-15 3 32.78 23.88 U.S. Treasuries (including strips) USTR 2 BOND 41 N/A 912810TC2 2041-11-15 2 16.39 11.50 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 8193865.22 5209813.14 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 12932066.89 9145847.43 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 10816.05 7075.23 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 81.94 43.56 U.S. Treasuries (including strips) USTR 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 393.31 190.26 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 245.82 177.38 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 196.66 147.15 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RX8 2047-05-15 3 16.39 12.36 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 16.39 10.95 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 16.39 11.43 U.S. Treasuries (including strips) USTR 3 BOND 45 N/A 912810RP5 2045-11-15 3 16.39 12.57 U.S. Treasuries (including strips) USTR 3 BOND 44 N/A 912810RJ9 2044-11-15 3 81.94 63.62 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 16.39 12.63 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 1692482.94 1322698.31 U.S. Treasuries (including strips) USTR 3 BOND 42 N/A 912810QW1 2042-05-15 3 262.21 211.57 U.S. Treasuries (including strips) USTR 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 16.39 16.56 U.S. Treasuries (including strips) USTR 4 NOTE M 32 N/A 91282CNJ6 2032-06-30 4 163.88 162.15 U.S. Treasuries (including strips) USTR 4 1/8 NOTE L 32 N/A 91282CNF4 2032-05-31 4.125 49.16 49.15 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BC 27 N/A 91282CNE7 2027-05-31 3.875 4098317.39 4103957.62 U.S. Treasuries (including strips) USTR 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.25 32.78 32.72 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 21538892.31 21483757.78 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 3996040.13 4011369.07 U.S. Treasuries (including strips) USTR 4 NOTE W 30 N/A 91282CMU2 2030-03-31 4 16.39 16.48 U.S. Treasuries (including strips) USTR 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 3600418.39 3625535.44 U.S. Treasuries (including strips) USTR 4 3/8 NOTE G 32 N/A 91282CMK4 2032-01-31 4.375 98.33 101.05 U.S. Treasuries (including strips) USTR 4 NOTE AV 27 N/A 91282CMB4 2027-12-15 4 16.39 16.39 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 16.39 16.44 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 98.33 98.34 U.S. Treasuries (including strips) USTR 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 16.39 16.46 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BJ 26 N/A 91282CLS8 2026-10-31 4.125 49.16 49.53 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 29 N/A 91282CLR0 2029-10-31 4.125 190886.96 192184.54 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 49.16 49.55 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 66125.42 65457.83 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 32.78 32.25 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BG 26 N/A 91282CLH2 2026-08-31 3.75 16.39 16.59 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 16.39 16.14 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 34 N/A 91282CLE9 2034-07-15 1.875 34.77 34.71 U.S. Treasuries (including strips) USTR 6 1/8 BOND 27 N/A 912810FB9 2027-11-15 6.125 573545.82 593458.90 U.S. Treasuries (including strips) USTR BILL 11/19/26 N/A 912797UZ8 2026-11-19 0 65.55 64.58 U.S. Treasuries (including strips) USTR BILL 11/12/26 N/A 912797UY1 2026-11-12 0 16.39 16.16 U.S. Treasuries (including strips) USTR BILL 09/10/26 N/A 912797UF2 2026-09-10 0 540212.71 536231.34 U.S. Treasuries (including strips) USTR BILL 12/24/26 N/A 912797TC1 2026-12-24 0 32.78 32.16 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 16.39 16.08 U.S. Treasuries (including strips) USTR 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125 16.39 13.64 U.S. Treasuries (including strips) USTR 1 1/4 NOTE AH 26 N/A 91282CDQ1 2026-12-31 1.25 16.39 16.17 U.S. Treasuries (including strips) USTR 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 114601.00 118465.44 U.S. Treasuries (including strips) FNMA MNRA CL01SA1 R22M01S N/A 3136BNES1 2032-04-25 2.1512 684597.76 652438.61 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-07-01 2026-07-01 2026-07-01 N N N .0370 245000000.00 245000000.00 .0013 N Y Y N Natixis Financial Products LLC Natixis Financial Products LLC, REPO, 3.640%, 7/30/2026 3.640 45099F004 WGYX5OQ1IY3N5AOSQ066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 07.000 CLDA7990 N/A 3140A82Y7 2054-01-01 7 264834.63 286205.43 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZN4664 N/A 3131YBFD5 2047-04-01 3 16880517.96 15253871.86 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5579 N/A 31427TFV3 2056-05-01 5 12411636.80 12322121.32 Agency Mortgage-Backed Securities GNMA GNRA 2025-02O FC N/A 38383K5Z1 2074-11-20 4.4587 125333.20 126656.90 Agency Collateralized Mortgage Obligation FMAC FGRM 2439LH 04/15/32 N/A 31339WNA0 2032-04-15 6 501.16 516.29 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FEPC 05.500 CLTB7514 N/A 3142K9K46 2056-07-01 5.5 781.39 793.01 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL3344 N/A 3138EKWE1 2042-10-01 4.5 5132836.16 5115512.84 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AM462363 N/A 31381JTU6 2037-06-01 6.199 40.78 40.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA9421 N/A 3133KRPE8 2053-07-01 5 27350687.15 27296116.46 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ5956 N/A 3133CWTM4 2054-09-01 7 579958.48 625934.63 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ5173 N/A 3133CVXA7 2054-10-01 6.5 759093.30 807266.96 Agency Mortgage-Backed Securities FMAC FKAR 02.920 WNWN1142 N/A 3132XFHU5 2038-01-01 2.92 235237.29 195654.43 Agency Mortgage-Backed Securities FMAC FKAR 02.400 WNWN0087 N/A 3132XECZ2 2037-11-01 2.4 132251.97 105813.26 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q17941 G N/A 3132J9HT8 2043-05-01 3.5 1898009.50 1807492.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8470 N/A 3132DWMT7 2054-10-01 6 496.79 511.21 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD6269 N/A 3132DT6E5 2053-05-01 4.5 20200414.67 19732815.47 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0018 N/A 3132DMAT2 2049-06-01 3 29527102.39 26539569.86 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT2101 N/A 3132AEKN5 2048-04-01 3 19685229.62 17682329.69 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL3755 N/A 3131XKE47 2042-09-01 3.5 106.45 101.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6981 N/A 3142K8XK8 2056-06-01 5.5 2954811.00 3011264.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2496 N/A 31427PX25 2055-09-01 5.5 40829624.65 41596917.65 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL1854 N/A 31427PBY9 2051-09-01 4.5 4291153.35 4232287.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1028 N/A 31427NEA3 2055-04-01 6 13969767.73 14378290.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ6499 N/A 31427GGH1 2055-09-01 5.5 738.92 747.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ5880 N/A 31427DRA1 2055-10-01 5.5 3523546.83 3563378.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ2093 N/A 31426YKF2 2055-08-01 6 227660.53 234270.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX9176 N/A 31426GFS9 2055-04-01 5 5475671.01 5433633.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5791 N/A 31418FNH6 2055-08-01 5 104869568.96 103908311.21 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAB4053 N/A 31417AQF9 2041-12-01 4 3391007.43 3303923.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0856 N/A 3140Y65S5 2055-08-01 5.5 37601594.89 38368199.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS3673 N/A 3140XKCK4 2053-01-01 6 24743390.92 25559931.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2177 N/A 3140W2M32 2055-06-01 5.5 19940928.82 20335132.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA1534 N/A 3140W1V42 2054-01-01 4.5 888.43 867.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0418 N/A 3140UFPC2 2056-06-01 5.5 1888933.14 1925024.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8569 N/A 3140QUQX7 2054-05-01 5 38693258.56 38384284.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3173 N/A 3140QNQ39 2052-03-01 3.5 1436248.90 1325622.47 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2160 N/A 3140QMMJ0 2051-11-01 3 31196438.02 28132531.87 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA7386 N/A 3140QFF46 2050-10-01 3 2138850.72 1883907.56 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ6687 N/A 3140Q2ND6 2035-04-01 4.15 23240159.98 22648327.37 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ5550 N/A 3140Q1EY2 2032-12-01 4.3 2105846.31 2081763.62 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ4196 N/A 3140NYUW9 2035-06-01 5.08 7282453.75 7546968.65 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3980 N/A 3140NYM65 2035-07-01 4.77 36229556.25 36860403.40 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3754 N/A 3140NYE49 2035-06-01 4.945 74756.63 76393.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX2861 N/A 3140N7FB1 2052-11-01 5.5 659957.61 680159.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6038 N/A 3140MKV82 2055-09-01 5.5 932058.49 942589.41 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL1189 N/A 3140HSKB6 2034-02-01 3.96 857.58 827.85 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0748 N/A 3140HRZN6 2034-01-01 4.09 678684.17 664025.76 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0092 N/A 3140HRC68 2033-10-01 3.69 427501.79 407925.42 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA7178 N/A 3140A76Q2 2054-01-01 7 294698.03 317050.54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS6134 N/A 3138WFY83 2045-11-01 4 4746636.34 4569502.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB3921 N/A 3140QPLB1 2052-06-01 4.5 28482191.38 27916193.28 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7309 N/A 3133KPDN5 2052-05-01 3.5 8112237.78 7454736.40 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN6174 N/A 3138LJ2G4 2037-07-01 3.21 12930256.51 11255708.56 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY4323 N/A 3140NLYV5 2053-06-01 6.5 526922.07 551302.81 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY9425 N/A 3140NSPK4 2053-09-01 6 6461945.36 6649557.17 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4127 N/A 3140QPSR9 2052-07-01 4.5 5348772.39 5211389.17 Agency Mortgage-Backed Securities USTR TINT 05/15/34 N/A 9128337V6 2034-05-15 0 4822340.89 3427044.78 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BD 28 N/A 91282CQY0 2028-06-30 4.125 6219922.25 6221626.51 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 33 N/A 91282CQW4 2033-06-30 4.25 1114002.00 1114002.00 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 155.50 159.89 U.S. Treasuries (including strips) USTR 1 3/4 TRIN A 34 N/A 91282CJY8 2034-01-15 1.75 857175.41 847982.09 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 155.50 160.17 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 4486486.00 4485360.92 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 14214799.25 14361711.30 U.S. Treasuries (including strips) USTR 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 77.75 75.26 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 77.75 72.70 U.S. Treasuries (including strips) USTR 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 27989766.75 27196414.30 U.S. Treasuries (including strips) USTR 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 4527227.00 3929337.63 U.S. Treasuries (including strips) USTR 0 5/8 NOTE AB 26 N/A 91282CCP4 2026-07-31 0.625 907420.25 907336.57 U.S. Treasuries (including strips) USTR 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125 388.75 389.70 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AN 29 N/A 91282CQR5 2029-05-15 3.875 311.00 310.51 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AM 29 N/A 91282CQJ3 2029-04-15 3.875 29004015.50 29053799.38 U.S. Treasuries (including strips) USTR 3 3/4 NOTE U 31 N/A 91282CPW5 2031-01-31 3.75 3891232.00 3887997.12 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 77.75 69.31 U.S. Treasuries (including strips) USTR 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 7774844.50 7399397.35 U.S. Treasuries (including strips) USTR 0 3/4 TRIN D 28 N/A 912828Y38 2028-07-15 0.75 14881512.57 14614348.14 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 58336680.25 55780177.33 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 32 N/A 91282CPQ8 2032-12-31 3.875 38875000.00 38100610.00 U.S. Treasuries (including strips) USTR 3 3/4 NOTE R 32 N/A 91282CPF2 2032-10-31 3.75 38874455.75 38103576.56 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 1869187.75 1875596.53 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 77.75 77.00 U.S. Treasuries (including strips) USTR 4 1/8 NOTE L 32 N/A 91282CNF4 2032-05-31 4.125 311.00 310.90 U.S. Treasuries (including strips) USTR 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 15931752.50 16042894.76 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 388.75 395.61 U.S. Treasuries (including strips) USTR 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 60216675.25 60501357.76 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 29 N/A 91282CLR0 2029-10-31 4.125 10515454.25 10586934.48 U.S. Treasuries (including strips) USTR 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 50490072.50 51281582.21 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 77.75 78.46 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 57679615.00 56843473.14 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 6868590.50 6739493.62 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 6213158.00 6077387.62 U.S. Treasuries (including strips) USTR 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 311.00 300.28 U.S. Treasuries (including strips) USTR 4 BOND 52 N/A 912810TL2 2052-11-15 4 5172863.00 4501037.42 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 155.50 96.11 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 2021.50 1458.72 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 10454031.75 7822311.27 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RX8 2047-05-15 3 77.75 58.62 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RV2 2047-02-15 3 5754821.75 4392643.04 U.S. Treasuries (including strips) USTR 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 77.75 64.36 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 77.75 59.92 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 38875000.00 30381338.28 U.S. Treasuries (including strips) USTR 4 NOTE M 32 N/A 91282CNJ6 2032-06-30 4 388205.75 384110.18 U.S. Treasuries (including strips) USTR 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 5836770.25 4637948.71 U.S. Treasuries (including strips) USTR BILL 12/24/26 N/A 912797TC1 2026-12-24 0 155.50 152.57 U.S. Treasuries (including strips) USTR 2 5/8 NOTE Z 27 N/A 91282CET4 2027-05-31 2.625 4054196.00 4010064.62 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 48400463.50 48407844.57 U.S. Treasuries (including strips) USTR 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 933.00 881.94 U.S. Treasuries (including strips) USTR 3 BOND 42 N/A 912810QW1 2042-05-15 3 77.75 62.74 U.S. Treasuries (including strips) USTR 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 27726971.75 27540953.30 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 N/A 912810RQ3 2046-02-15 2.5 155.50 109.85 U.S. Treasuries (including strips) USTR 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 77.75 76.90 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 155.50 86.92 U.S. Treasuries (including strips) USTR 0 7/8 TRIB 47 N/A 912810RW0 2047-02-15 0.875 107.20 76.80 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875 7432122.50 7468959.43 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 109812545.00 77661891.99 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 13528500.00 13404862.59 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 41151053.50 41907561.05 U.S. Treasuries (including strips) USTR 1 1/8 BOND 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Morgan Securities LLC J.P. 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02.500 CIMA4692 N/A 31418EGA2 2037-08-01 2.5 105212.24 99000.92 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CKMA4673 N/A 31418EFP0 2052-06-01 3 952321.15 828011.50 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4279 N/A 31418DXH0 2036-03-01 2 303830.56 278612.96 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4159 N/A 31418DTR3 2050-10-01 2.5 8562095.29 7282566.26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3768 N/A 31418DFJ6 2034-09-01 3 14524.12 13927.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CKMA3787 N/A 31418DF56 2049-08-01 4.5 42604.38 40516.85 Agency Mortgage-Backed Securities FMAC 04.000 FGPC U20127 G N/A 3132X1D97 2047-09-01 4 60329.36 58010.67 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD4808 N/A 3132DSKV3 2054-01-01 7 828475.19 896418.35 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CQMA3349 N/A 31418CWK6 2048-03-01 4 3279.56 3149.69 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5580 N/A 3140QRFW8 2052-10-01 4.5 20733.57 20205.39 Agency Mortgage-Backed Securities FMAC 08.500 FGPC C65454 G N/A 31287RBX6 2031-10-01 8.5 745.49 764.52 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS3713 N/A 3140XKDT4 2036-12-01 2.5 63140.53 59792.18 Agency Mortgage-Backed Securities FMAC 08.000 FGPC B90492 G N/A 313929RM5 2031-10-01 8 17373.58 17824.49 Agency Mortgage-Backed Securities FMAC 04.000 FGPC U89027 G N/A 3132H1A56 2034-02-01 4 465048.64 460510.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA5479 N/A 31418FCR6 2044-09-01 5 28229.30 28489.23 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U99035 G N/A 3132H7BD5 2042-11-01 3.5 85144.97 80304.94 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U99124 G N/A 3132H7D68 2045-03-01 3.5 96731.01 91231.80 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4493 N/A 31418D7F3 2051-12-01 2.5 35707787.00 30313193.41 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CICB0622 N/A 3140QKVQ8 2036-05-01 1.5 149030.81 134547.75 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS3752 N/A 3140XKE22 2050-02-01 3 892377.83 810865.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS2410 N/A 3140XHVC8 2052-07-01 5.5 132787.10 135926.13 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC4078 N/A 3140ARQ86 2054-10-01 4.5 255793.68 250253.96 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM8144 N/A 3140XCBN7 2036-07-01 2 36902.11 33838.16 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3PQU7236 N/A 3133JLBD0 2049-05-01 4 57726.55 54147.23 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CICA8380 N/A 3140QGJ24 2035-12-01 2 111839.87 102805.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CTMA5430 N/A 31418FA80 2044-07-01 6 2591169.34 2670402.98 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0416 N/A 3140XFPA3 2052-01-01 3 181024.02 161192.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF0416 N/A 3140BQPA3 2055-10-01 5 113743.94 114423.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5693 N/A 31418FKF3 2055-04-01 3.5 2427531.14 2224529.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA6056 N/A 31418FWS2 2056-05-01 6.5 14523279.41 15130528.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6236 N/A 3140W64W9 2056-07-01 5.5 6123280.00 6191704.94 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC9705 N/A 3140AXYB7 2055-01-01 6 832283.65 856517.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9790 N/A 3140U12Y0 2056-01-01 5.5 149464.77 152518.57 Agency Mortgage-Backed Securities GNMA GNII SF DT5964 C N/A 3618W5TV1 2056-06-20 5.5 524143.00 535865.75 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ2468 N/A 31426YW69 2055-09-01 7 244588.09 264199.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5822 N/A 31418FPG6 2055-09-01 5.5 2465921.80 2493339.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3182 N/A 3140W3RC5 2055-10-01 6 9568341.65 9891592.12 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6446 N/A 3142GXEU7 2056-04-01 5 16338512.17 16274510.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB1917 N/A 3132CYDW7 2041-06-01 6 2961004.00 3068489.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO5338 N/A 3133WP4X0 2041-04-01 5.5 211374.54 216412.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF4845 N/A 3140BVL32 2055-11-01 4.5 309632.63 300846.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIFA0741 N/A 3140W0ZF5 2038-09-01 6 873759.70 901616.33 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CICC1110 N/A 3140Y7GU6 2040-09-01 6 1116443.71 1162597.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF2691 N/A 3140BS7D3 2055-10-01 6 145124.66 151893.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH5767 N/A 3140UMMR7 2056-07-01 6 999718.00 1028743.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5427 N/A 3140XMA55 2053-08-01 5.5 442542.77 447946.46 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA5919 N/A 31418FSH1 2045-12-01 4.5 18035708.06 17719415.85 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM9983 N/A 3140XECV4 2036-12-01 2.5 2023715.15 1904242.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH5772 N/A 3140UMMW6 2056-07-01 5 429116.50 426077.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4568 N/A 3140U8CE8 2056-04-01 5 198125.64 197036.69 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2398 N/A 3140Y8UY0 2056-04-01 6 3213593.22 3330935.43 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG9814 N/A 3140UD3Y3 2056-05-01 6 467127.41 481966.80 Agency Mortgage-Backed Securities GNMA GNII SF DS2566 C N/A 3618VNZ79 2056-06-20 6.5 324457.50 341865.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5738 N/A 3140W6LU4 2055-01-01 4.5 13738938.55 13387331.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA6080 N/A 31418FXJ1 2056-06-01 5.5 9076337.65 9177725.39 Agency Mortgage-Backed Securities GNMA GNII SF DT0996 C N/A 3618W0C99 2056-06-20 5 211476.25 210952.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG1779 N/A 3140U46R5 2056-01-01 6 72259.21 75146.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5654 N/A 3142K7H85 2056-06-01 5.5 557717.00 569553.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 3PSE9121 N/A 3133SKD24 2055-11-01 6 6770437.86 6924460.81 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAL7079 N/A 3138EP2M5 2035-07-01 4 45228.45 44146.68 Agency Mortgage-Backed Securities FNMA FNMS 03.500 ZC310206 N/A 31374CR32 2043-12-01 3.5 4824669.24 4577643.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 NP256091 N/A 31371MNG8 2036-01-01 6 20077.60 20213.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5843 N/A 3133WQP49 2041-07-01 5 181257.25 183663.22 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CIQN8667 N/A 3133GFTY1 2036-12-01 1.5 12310.67 11029.85 Agency Mortgage-Backed Securities FMAC FKPC 03.180 WEWE2005 N/A 3132Y7GN9 2033-09-01 3.18 1013794.56 963844.56 Agency Mortgage-Backed Securities FMAC 03.000 FGPC U20033 G N/A 3132X1BB4 2047-01-01 3 39151.15 35308.61 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q48243 G N/A 3132WNER9 2047-05-01 4 2049008.93 1967120.75 Agency Mortgage-Backed Securities FMAC 04.000 FGPC U69911 G N/A 3132LVVC7 2045-04-01 4 388742.06 376709.41 Agency Mortgage-Backed Securities FMAC 04.000 FGPC K91770 G N/A 3132LM2B1 2034-05-01 4 6662.32 6495.15 Agency Mortgage-Backed Securities FMAC 03.500 FGPC V84166 G N/A 3132L9TX3 2048-04-01 3.5 39878.58 37014.76 Agency Mortgage-Backed Securities FMAC 03.000 FGPC U41610 G N/A 3132JHTR1 2032-03-01 3 35372.55 34178.05 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U41622 G N/A 3132JHT59 2032-10-01 3.5 43093.76 42007.65 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U62476 G N/A 3132HXQ59 2043-04-01 3.5 3227.86 3066.29 Agency Mortgage-Backed Securities FMAC 04.500 FGPC U99091 G N/A 3132H7C51 2044-03-01 4.5 13476.67 13383.75 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q02596 G N/A 3132GF3D7 2041-08-01 4 71342.53 69489.21 Agency Mortgage-Backed Securities FMAC 03.000 FGPC U49013 G N/A 3132FNAP6 2028-09-01 3 3923.06 3885.45 Agency Mortgage-Backed Securities FMAC 03.000 FGPC T65335 G N/A 31322Y4U2 2045-10-01 3 52098.77 46459.74 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAB9136 N/A 31417GEJ1 2043-04-01 2.5 4803.45 4259.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL904601 N/A 31411DAA7 2036-11-01 6 64130.43 67648.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CL895625 N/A 31410SA23 2036-02-01 3.5 57527.09 55329.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2865 N/A 3140Y9FF6 2056-06-01 6 22691966.72 23568088.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2848 N/A 3140Y9EW0 2056-06-01 5.5 23166712.49 23609325.42 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CTCC1754 N/A 3140Y75Q7 2045-11-01 6 412529.18 433838.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CICC0787 N/A 3140Y62V1 2040-07-01 6 672164.24 697603.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS9019 N/A 3140XRAV7 2054-09-01 6 40078.79 41457.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7278 N/A 3140XPCQ0 2053-11-01 5 1158277.86 1155182.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS6105 N/A 3140XMYB6 2053-09-01 5 546445.62 547788.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4118 N/A 3140XKSG6 2053-03-01 5 28076.52 28102.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4030 N/A 3140XKPQ7 2053-02-01 5 5666371.50 5631510.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3433 N/A 3140XJY72 2052-12-01 5.5 249454.54 255730.71 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS2025 N/A 3140XHHB6 2052-06-01 4 488745.41 464992.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1239 N/A 3140XGLV9 2051-12-01 3.5 151482.72 139771.36 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS0785 N/A 3140XF2T7 2037-02-01 2 152382.66 139867.64 Agency 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CTFM4790 N/A 3140X8KC0 2040-11-01 2 4002040.22 3526662.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5743 N/A 3140W6LZ3 2053-10-01 5 21003774.85 20966761.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5598 N/A 3140W6GG1 2056-04-01 5 3977071.76 3944355.49 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6231 N/A 3140W64R0 2056-06-01 5 6129224.00 6087329.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6200 N/A 3140W63J9 2056-07-01 5.5 10806176.00 10982657.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH6404 N/A 3140UNDJ3 2056-07-01 5.5 544587.00 552731.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH5777 N/A 3140UMM30 2056-07-01 6.5 973418.75 1019686.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5566 N/A 3140UMFG9 2056-07-01 5.5 3671008.00 3735619.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH2757 N/A 3140UJB39 2056-06-01 5.5 1897620.00 1918842.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1449 N/A 3140UGTF9 2056-06-01 5.5 190604.25 193026.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1335 N/A 3140UGPV8 2056-06-01 5.5 2526048.00 2572306.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9439 N/A 3140UDPZ6 2056-04-01 5 142324.71 141333.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG8514 N/A 3140UCN80 2056-04-01 5 186314.28 185435.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6885 N/A 3140UAUK9 2056-04-01 5 1446882.28 1437432.37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG5241 N/A 3140U8ZF0 2056-03-01 6.5 198376.13 207781.36 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9829 N/A 3140QV4P6 2055-01-01 6.5 4117386.36 4342319.64 Agency Mortgage-Backed Securities GNMA GNII SF AX3814 C N/A 36196FGX6 2047-01-20 3.5 51894.84 47204.81 Agency Mortgage-Backed Securities GNMA GNII SF DT1001 C N/A 3618W0DE7 2056-06-20 5.5 447287.00 460240.68 Agency Mortgage-Backed Securities GNMA GNII SF DT0997 C N/A 3618W0DA5 2056-06-20 5 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Morgan Securities LLC J.P. Morgan Securities LLC, REPO, 3.640%, 7/1/2026 3.640 466999000 ZBUT11V806EZRVTWT807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 1/2 NOTE AT 28 N/A 91282CPC9 2028-10-15 3.5 84714533.86 84141250.24 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 55234042.72 55045762.77 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 5096910.26 4742840.78 U.S. Treasuries (including strips) USTR 0 1/8 TRIN X 27 N/A 91282CEJ6 2027-04-15 0.125 49168793.22 48246247.84 U.S. Treasuries (including strips) USTR 0 3/4 TRIN D 28 N/A 912828Y38 2028-07-15 0.75 6735958.11 6612718.54 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0369 194891000.00 194891000.00 .0010 N Y Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC, REPO, 3.620%, 7/14/2026 3.620 466999000 ZBUT11V806EZRVTWT807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 2 1/8 TRIN X 29 N/A 91282CKL4 2029-04-15 2.125 1485842976.19 1497928157.93 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 29 N/A 91282CLV1 2029-10-15 1.625 1105637866.62 1103071895.66 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-07 2026-07-14 Y J.P. Morgan Securities LLC 1.0000 7 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ N N .0367 2550000000.00 2550000000.00 .0137 N N Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC, REPO, 3.620%, 7/14/2026 3.620 466999000 ZBUT11V806EZRVTWT807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 7/8 NOTE W 31 N/A 91282CQG9 2031-03-31 3.875 254068304.00 253292268.33 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AQ 28 N/A 91282CNM9 2028-07-15 3.875 99530936.00 100781973.88 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 910913344.00 908775146.65 U.S. Treasuries (including strips) USTR 4 NOTE AV 27 N/A 91282CMB4 2027-12-15 4 381604960.00 381474582.48 U.S. Treasuries (including strips) USTR 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 426734640.00 426841314.33 U.S. Treasuries (including strips) USTR 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 287874624.00 274834745.14 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-07 2026-07-14 Y J.P. Morgan Securities LLC 1.0000 7 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ N N .0367 2300000000.00 2300000000.00 .0124 N N Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.660%, 7/1/2026 3.660 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 04.500 CLSL4699 N/A 31427SGH5 2054-02-01 4.5 5904.20 5743.10 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ0350 N/A 31426WL81 2055-07-01 7 1409152.68 1518701.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY6474 N/A 31426RFQ9 2055-06-01 5.5 4326309.63 4424536.57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX7146 N/A 31426C5G5 2055-02-01 6 1408422.67 1463923.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA3669 N/A 31418DCF7 2049-05-01 5 76893.70 77692.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2327 N/A 3140Y8SR8 2056-04-01 5 6660737.78 6665572.00 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIFA4613 N/A 3140W5DT8 2040-09-01 6.5 9502832.12 9920226.07 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA9090 N/A 3140QHC45 2051-02-01 2.5 21781.40 18394.21 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU1028 N/A 3140M2EA6 2051-11-01 2 513951.85 423290.80 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD3461 N/A 3140B3Z39 2055-02-01 6.5 5218910.52 5463333.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS9992 N/A 3138WLC68 2047-07-01 4.5 4833351.66 4740256.48 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ5283 N/A 3133CV2Q6 2054-10-01 6.5 5305149.99 5617485.98 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ2373 N/A 3133CST68 2054-08-01 7 3511177.14 3783573.87 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ1104 N/A 3133CRGM9 2054-08-01 7 862031.06 927522.91 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH6356 N/A 3133CKBZ0 2053-12-01 7 7221598.13 7754717.37 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD4586 N/A 3132DSCX8 2054-01-01 7 7473130.69 8067505.31 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ2470 N/A 3133CSW72 2054-08-01 7 2224881.19 2393918.51 Agency Mortgage-Backed Securities GNMA GNRM 2017-077 DY N/A 38376UTX7 2047-05-20 3.5 372125.59 336747.40 Agency Collateralized Mortgage Obligation FMAC FGRM 3136PE 04/15/36 N/A 31396NHB5 2036-04-15 6 40704.88 42190.86 Agency Collateralized Mortgage Obligation FMAC FGRM 3110HE 02/15/36 N/A 31396HMW6 2036-02-15 5.5 112827.01 115647.53 Agency Collateralized Mortgage Obligation FNMA FNRM CL042NY R21F042 N/A 3136BGAM3 2051-07-25 2.5 1000000.00 672692.89 Agency Collateralized Mortgage Obligation FNMA FNRM CL101NB R11F101 N/A 3136A1C86 2041-10-25 4 97611.09 94730.02 Agency Collateralized Mortgage Obligation FMAC FEPC 07.000 CLQJ2372 N/A 3133CST50 2054-08-01 7 3429361.73 3701803.56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA0732 N/A 3140W0Y66 2052-05-01 4 5818816.24 5565739.76 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ2856 N/A 31427AE60 2055-09-01 6 1259082.19 1311411.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7441 N/A 31427HHT2 2055-11-01 5.5 11070545.59 11289305.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1409 N/A 3140U4R76 2056-02-01 5 318519.22 315589.73 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0371 85000000.00 85000000.00 .0005 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.650%, 7/1/2026 3.650 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 04.000 CLMA2653 N/A 31418B5P7 2046-06-01 4 94654.12 90793.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5067 N/A 3140W5TZ7 2056-04-01 5.5 32181981.31 32771669.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5078 N/A 3140U8UC2 2056-03-01 5.5 9865602.61 10090839.80 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG3694 N/A 3140U7C83 2056-03-01 6.5 3964424.11 4137955.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9485 N/A 3140QVRF3 2054-11-01 5.5 1780065.95 1819726.81 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTCB1594 N/A 3140QLXY7 2041-09-01 2.5 449591.77 403629.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3633 N/A 3140QBBB3 2049-06-01 3.5 34415.95 32103.84 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDF7550 N/A 3140BYL85 2055-12-01 7 947227.53 1012337.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8944 N/A 3140BM5E6 2055-09-01 6 6932183.04 7239322.65 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA7532 N/A 3140A8LN0 2054-02-01 7 680749.69 732531.53 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAS9329 N/A 3138WKLK9 2032-03-01 3 4422897.81 4290368.63 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CWAL4159 N/A 3138ELTR4 2028-01-01 3 29958.44 29715.38 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CNRD5120 N/A 3133LPVM6 2032-10-01 3.5 87867.15 86201.05 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7929 N/A 3133KPY28 2052-09-01 4.5 4997836.12 4868447.14 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7097 N/A 3133KN3E1 2052-04-01 3.5 110509.70 101833.19 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQJ8448 N/A 3133D0L58 2054-11-01 4.5 1290841.97 1259571.32 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ7565 N/A 3133CYMN5 2054-10-01 7 632783.75 681092.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ5470 N/A 3133CWCF7 2054-10-01 5.5 5941809.36 6074208.06 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0352 N/A 3133CQL94 2054-07-01 7 2514882.26 2705940.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH9541 N/A 3133CNS60 2054-02-01 5.5 3039990.32 3089400.97 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQA1845 N/A 31334YBN6 2049-08-01 4 327236.28 312815.70 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS2314 N/A 3140XHSC2 2052-02-01 2.5 642899.46 557537.77 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ4695 N/A 3133CVGC2 2054-09-01 7 4038405.19 4345226.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5481 N/A 3140QRCT8 2053-01-01 6 18622926.85 19629148.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC0887 N/A 3140EU6Z7 2046-05-01 3 77231.51 69555.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 NP972629 N/A 31414QA64 2038-02-01 6 33026.34 32968.32 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6042 N/A 3140QRWC3 2053-04-01 4.5 13115112.51 12857702.20 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD4550 N/A 3132DSBT8 2053-10-01 2.5 82268.12 69528.40 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7504 N/A 3132DVKR5 2049-08-01 3.5 543711.16 505107.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7129 N/A 3140XN4P6 2054-02-01 5 444127.80 443651.60 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH9877 N/A 3133CN6N7 2054-02-01 7 851159.32 920176.33 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE4303 N/A 3140BGX99 2055-07-01 6.5 1741782.85 1823383.83 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA2670 N/A 31418B6G6 2046-07-01 3 36130.52 32701.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3594 N/A 3140U67G3 2056-04-01 5.5 14959085.53 15358710.86 Agency Mortgage-Backed Securities FHLB FHOR 21-28 WN N/A 3130AMBX9 2028-05-12 2 15000000.00 14455210.00 Agency Debentures and Agency Strips REFC RFIN 07/15/26 N/A 76116EGJ3 2026-07-15 0 69000.00 68886.91 Agency Debentures and Agency Strips Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0370 150000000.00 150000000.00 .0008 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.650%, 7/1/2026 3.650 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 04.500 CLRJ3264 N/A 3142GTTW6 2055-02-01 4.5 2067802.74 1999612.81 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0316 N/A 3142GQK68 2053-11-01 6.5 5194329.21 5497699.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5590 N/A 31427TF84 2056-06-01 5.5 3209140.00 3270567.93 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2774 N/A 31427QCL4 2055-07-01 6.5 11712052.86 12362986.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2505 N/A 31426YYB6 2055-09-01 5.5 7828728.92 8006476.73 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ1968 N/A 31426YFJ0 2055-09-01 6 1189069.31 1234617.01 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX0533 N/A 31425USX4 2054-11-01 6.5 188486.97 197580.36 Agency Mortgage-Backed Securities FNMA FNMS 03.500 REAE7780 N/A 31419JUE6 2040-12-01 3.5 57265.74 54761.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5673 N/A 31418FJT5 2055-04-01 5.5 2999.38 3032.80 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4152 N/A 31418DTJ1 2040-10-01 2 65402.77 57405.39 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS4132 N/A 3140XKSW1 2053-03-01 6 16716.92 17238.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW5704 N/A 3140MXKS2 2052-08-01 5 321274.48 321652.55 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBW1433 N/A 3140MSSX4 2052-05-01 4 13289.82 12551.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBU9528 N/A 3140MBSS2 2051-12-01 3.5 84881.93 78301.41 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF3970 N/A 3140BUMU3 2055-11-01 6.5 254400.86 266652.58 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE6958 N/A 3140BKWU4 2056-01-01 7 536504.21 576694.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE6390 N/A 3140BKC44 2055-09-01 5.5 1661.82 1680.63 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB6728 N/A 3140AGPN8 2054-06-01 7.5 152918.87 164771.10 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA5492 N/A 3140A6C61 2054-01-01 7 140405.92 150269.42 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI7258 N/A 3133WEB33 2054-06-01 7 205088.30 222172.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI2699 N/A 3133W87L1 2054-04-01 5.5 16307.92 16795.36 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7772 N/A 3133KPT57 2052-08-01 4 24426.47 23099.19 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTQK1823 N/A 3133D5AY6 2045-12-01 3.5 239238.60 226406.91 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ9988 N/A 3133D2CZ8 2054-12-01 6.5 1002524.04 1070942.41 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ4674 N/A 3133CVFP4 2054-09-01 6.5 1824044.01 1930261.94 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ2452 N/A 3133CSWM9 2054-09-01 6.5 269373.59 284345.14 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ2256 N/A 3133CSQH7 2054-08-01 6.5 220619.75 232882.26 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ0743 N/A 3133CQZG3 2054-08-01 6.5 370694.77 392621.78 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0557 N/A 3133CQTN5 2054-07-01 7 197843.57 211799.24 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQJ0041 N/A 3133CQBJ3 2054-07-01 7.5 373760.71 404705.74 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ0038 N/A 3133CQBF1 2054-07-01 6.5 202518.50 213775.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF1400 N/A 3133BNRV7 2052-10-01 5.5 262204.20 271313.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQE6402 N/A 3133BGDF2 2052-07-01 5.5 986246.56 1007358.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQE6378 N/A 3133BGCP1 2052-07-01 5.5 1186369.38 1214753.92 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE5181 N/A 3133BEXJ7 2052-06-01 5 3240605.92 3244419.40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4491 N/A 3132E07C0 2053-12-01 6 5146930.15 5351136.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8515 N/A 3132DWN82 2055-03-01 5.5 218072.99 220497.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6602 N/A 3132DUKP1 2053-05-01 5 664700.38 663887.97 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD2263 N/A 3132DPQQ4 2052-12-01 4 1029793.16 974773.60 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZN6553 N/A 3131YDH64 2049-03-01 4 1503295.41 1437842.26 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN6132 N/A 3131YCY59 2049-05-01 4.5 337516.81 333165.20 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8179 N/A 3132DWCQ4 2051-11-01 3 11446.73 10128.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6605 N/A 3132DUKS5 2053-09-01 5.5 1518696.75 1548486.83 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO4041 N/A 3140JYP34 2049-11-01 3.5 370818.62 345973.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 U4BF0394 N/A 3140FXNL2 2051-07-01 4.5 126384.49 125045.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI9033 N/A 3133WGBA2 2054-06-01 5.5 3243173.95 3292731.45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0318 N/A 3133BMK79 2052-09-01 5 375678.34 374515.91 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG9970 N/A 3133CBCF3 2053-09-01 6.5 456191.25 482772.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7568 N/A 3132DVMR3 2054-02-01 5.5 469972.69 482713.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA7360 N/A 3133KPE95 2052-07-01 5 2533048.53 2530008.31 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ3793 N/A 3138YVGB9 2046-03-01 3.5 158822.90 148685.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG9146 N/A 3133CAET3 2053-08-01 5.5 180378.97 184808.64 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0235 N/A 3140QKHM3 2051-04-01 2 67139.06 54826.50 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD3831 N/A 3132E0HG0 2053-08-01 6.5 8232577.32 8668583.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBE3772 N/A 3140FPFN4 2047-07-01 4.5 1169021.16 1154671.42 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VSF5036 N/A 3133SSSZ8 2045-01-01 3.5 201116.90 189399.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1767 N/A 3142K26D7 2056-05-01 5 585902.08 582358.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1479 N/A 3140W1UD3 2055-04-01 5.5 16275239.66 16643589.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE0968 N/A 3140BDCE8 2055-06-01 5 2187491.64 2170901.22 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQH7895 N/A 3133CLXY7 2054-01-01 4.5 1930.49 1866.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6029 N/A 31418FVX2 2056-04-01 5 8865964.39 8784422.14 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0370 100000000.00 100000000.00 .0005 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.640%, 7/1/2026 3.640 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 5 BOND 46 N/A 912810UV8 2046-05-15 5 23385600.00 23860210.75 U.S. Treasuries (including strips) USTR 2 BOND 51 N/A 912810SZ2 2051-08-15 2 6381200.00 3711692.39 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 36029100.00 20445664.08 U.S. Treasuries (including strips) USTR 4 3/4 BOND 37 N/A 912810PT9 2037-02-15 4.75 15532100.00 16287660.38 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SD1 2048-08-15 3 50329100.00 37694827.25 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0369 100000000.00 100000000.00 .0005 N Y Y N Fixed Income Clearing Corporation ("FICC") - MIZUHO Fixed Income Clearing Corporation ("FICC") - MIZUHO, REPO, 3.650%, 7/1/2026 3.650 65999B002 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION MIZUHO Y FNMA FNMS 05.750 CL524571 N/A 31384HW82 2029-11-01 5.75 1609.84 1627.84 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CL516195 N/A 31383XNL9 2029-09-01 7.5 13.29 13.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 ZC310233 N/A 31374CSW7 2044-03-01 3.5 787193.71 746895.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CT257500 N/A 31371N7M1 2028-11-01 6 14148.09 14558.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL255900 N/A 31371MGH4 2035-10-01 6 113.42 119.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL254548 N/A 31371KWH0 2032-12-01 5.5 14473.55 14892.57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 K2253973 N/A 31371KCJ8 2031-08-01 6.5 13891.81 14142.92 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CL253113 N/A 31371JDS0 2030-03-01 7.5 430.71 445.42 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL251569 N/A 31371GMS6 2028-03-01 7 .26 .28 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5638 N/A 3133WQHP1 2041-05-01 4.5 1260964.62 1261030.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO5580 N/A 3133WQFV0 2041-05-01 6 168569.17 174738.69 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO5578 N/A 3133WQFT5 2041-05-01 6 1026929.23 1064063.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5567 N/A 3133WQFG3 2041-05-01 5 1334471.23 1350942.31 Agency Mortgage-Backed Securities GNMA GNII SF MA0392 M N/A 36179MNH9 2042-09-20 3.5 84.95 80.34 Agency Mortgage-Backed Securities GNMA GNII SF MA0317 M N/A 36179MK66 2042-08-20 3 99.18 91.35 Agency Mortgage-Backed Securities GNMA GNII SF AB9233 C N/A 36178WHJ1 2042-11-20 4 119.42 113.72 Agency Mortgage-Backed Securities FMAC FKAR 04.400 WDWD0052 N/A 3142KDBW5 2033-02-01 4.4 1601100.00 1598457.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7317 N/A 3142K9DX0 2056-07-01 5.5 6991246.00 7122174.95 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB6783 N/A 3142K8RD1 2056-06-01 6 1000.00 1037.81 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4792 N/A 3142K6KE0 2056-06-01 6.5 999.51 1041.30 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4782 N/A 3142K6J44 2056-05-01 6.5 999.24 1047.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4738 N/A 3142K6HQ7 2056-06-01 5.5 1233241.55 1267094.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4725 N/A 3142K6HB0 2056-06-01 5.5 2807101.84 2838576.62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB4712 N/A 3142K6GW5 2056-06-01 6 999.26 1038.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4621 N/A 3142K6D32 2056-06-01 5 1998.38 1984.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB4586 N/A 3142K6CY5 2056-05-01 6 2936082.82 3053083.76 Agency Mortgage-Backed Securities GNMA GNII JM 004461 M N/A 36202E5W5 2039-06-20 4.5 9.60 9.49 Agency Mortgage-Backed Securities GNMA GNII SF AI4167 C N/A 36198QTY4 2044-08-20 4 151.55 144.54 Agency Mortgage-Backed Securities GNMA GNII SF AW1521 C N/A 36195PVN0 2046-10-20 3 274700.44 246410.87 Agency Mortgage-Backed Securities GNMA GNII SF AU5555 C N/A 36194TE44 2046-08-20 3 245210.90 219958.02 Agency Mortgage-Backed Securities GNMA GNII SF DS8729 C N/A 3618VVVW0 2056-06-20 6 2557532.00 2643765.16 Agency Mortgage-Backed Securities GNMA GNII SF DS5715 C N/A 3618VSK41 2056-05-20 5.5 998.79 1034.64 Agency Mortgage-Backed Securities GNMA GNII SF DS6277 C N/A 3618VS6N5 2056-05-20 5.5 998.85 1026.33 Agency Mortgage-Backed Securities GNMA GNII SF DR9301 C N/A 3618VJKN9 2056-05-20 5.5 1998.00 2042.38 Agency Mortgage-Backed Securities GNMA GNII SF DR3987 C N/A 3618VCNC5 2056-05-20 5.5 1006.93 1029.14 Agency Mortgage-Backed Securities GNMA GNII SF DR3194 C N/A 3618VBRP4 2056-04-20 5.5 1219941.76 1247049.54 Agency Mortgage-Backed Securities GNMA GNII SF DR2516 C N/A 3618VAYM5 2056-05-20 6 998.42 1039.76 Agency Mortgage-Backed Securities GNMA GNII SF DR2505 C N/A 3618VAYA1 2056-05-20 6 998.90 1044.49 Agency Mortgage-Backed Securities GNMA GNII SF DR2498 C N/A 3618VAX38 2056-05-20 5.5 998.64 1023.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7902 N/A 3140UBX81 2056-04-01 5.5 1552022.90 1596011.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7760 N/A 3140UBTS2 2056-05-01 5.5 999.08 1024.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7753 N/A 3140UBTK9 2056-05-01 5 1584989.85 1570412.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7775 N/A 3140UBT94 2056-04-01 5.5 1998.13 2045.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7743 N/A 3140UBS95 2056-05-01 5 878103.33 884230.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7741 N/A 3140UBS79 2056-05-01 5 1996.03 2001.51 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7326 N/A 3140UBD83 2056-06-01 5 3991597.02 3955196.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7321 N/A 3140UBD34 2056-04-01 5 1997.93 1996.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7291 N/A 3140UBC50 2056-05-01 5 2988819.39 2976947.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG7250 N/A 3140UBBU6 2056-04-01 6 1916609.10 1990255.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG7237 N/A 3140UBBF9 2056-03-01 4.5 997.49 966.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG7200 N/A 3140UBAA1 2056-05-01 4.5 102550.85 100071.07 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6640 N/A 3140UALW3 2056-05-01 6 3300518.20 3445134.80 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB4592 N/A 3142K6C66 2056-06-01 6 999.30 1038.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4543 N/A 3142K6BM2 2056-05-01 5 5592092.84 5563616.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5293 N/A 3142K63B5 2056-06-01 5.5 1000.00 1027.45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB5289 N/A 3142K62X8 2056-06-01 6 1279590.00 1344867.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5562 N/A 3133WQFB4 2041-05-01 5 1298438.09 1321905.78 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5540 N/A 3133WQEM1 2041-05-01 4.5 1027090.86 1027144.26 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5532 N/A 3133WQED1 2041-05-01 4.5 1060020.08 1060075.20 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5557 N/A 3133WQE66 2041-05-01 4.5 1017036.97 1015891.79 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7905 N/A 3133KPYA0 2052-10-01 4.5 64049.68 62653.39 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7559 N/A 3133KPMG0 2052-06-01 4 15213.84 14471.66 Agency Mortgage-Backed Securities FMAC FKAR 04.200 WNWN5403 N/A 3132XLAD7 2031-03-01 4.2 29990650.00 29783694.51 Agency Mortgage-Backed Securities FMAC 03.000 FGPC U99126 G N/A 3132H7D84 2043-11-01 3 258603.45 237675.62 Agency Mortgage-Backed Securities FMAC 04.500 FGPC U99084 G N/A 3132H7CW2 2044-02-01 4.5 162387.49 161669.90 Agency Mortgage-Backed Securities FMAC 04.500 FGPC U99076 G N/A 3132H7CN2 2043-12-01 4.5 49503.32 49663.95 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U99094 G N/A 3132H7C85 2044-03-01 3.5 24472.69 23081.16 Agency Mortgage-Backed Securities FMAC 03.000 FGPC U79018 G N/A 3132G5AU3 2028-07-01 3 2004.04 1986.84 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8244 N/A 3132DWER0 2052-09-01 4 779.98 737.23 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8107 N/A 3132DWAG8 2050-11-01 2.5 432952.13 368175.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3505 N/A 3132DQ3N4 2053-06-01 6 78510.62 81363.65 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD2067 N/A 3132DPJL3 2052-08-01 4 8334.43 7892.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2667 N/A 3132DP6C7 2053-03-01 5.5 97275.16 99063.13 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4257 N/A 3142K5WT6 2056-05-01 6.5 1236110.77 1310288.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4173 N/A 3142K5T78 2056-05-01 5.5 999.07 1020.57 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB4024 N/A 3142K5PJ6 2056-05-01 4.5 2675702.22 2607471.81 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB3773 N/A 3142K5FP3 2056-05-01 6 998.31 1049.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6631 N/A 3140UALM5 2056-05-01 5.5 2646390.21 2704675.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6646 N/A 3140UAL45 2056-05-01 6 997.90 1032.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6645 N/A 3140UAL37 2056-05-01 6 2856475.63 2960498.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6058 N/A 3140U9WU8 2056-04-01 5 3289549.11 3267172.87 Agency Mortgage-Backed Securities GNMA GNII SF DO7576 C N/A 3618V4MZ3 2055-12-20 5.5 993.60 1015.73 Agency Mortgage-Backed Securities GNMA GNII SF DO7570 C N/A 3618V4MT7 2055-12-20 5.5 978.78 998.00 Agency Mortgage-Backed Securities GNMA GNII SF DO1805 C N/A 3618NXAE8 2055-11-20 5.5 1984.16 2028.35 Agency Mortgage-Backed Securities GNMA GNAR AF MB1229 M N/A 3618N6LK1 2056-06-20 4.5 365013.00 363163.11 Agency Mortgage-Backed Securities GNMA GNII SF MB1214 M N/A 3618N6K48 2056-06-20 4 2999700.00 2810035.63 Agency Mortgage-Backed Securities GNMA GNII SF MB1142 M N/A 3618N6HU4 2056-05-20 5 9597967.85 9538343.14 Agency Mortgage-Backed Securities GNMA GNAR AF MB1154 M N/A 3618N6H83 2056-05-20 4.5 265096.93 263638.90 Agency Mortgage-Backed Securities GNMA GNII SF MB1074 M N/A 3618N6FQ5 2056-04-20 7 1952.75 2054.23 Agency Mortgage-Backed Securities GNMA GNII SF MB0976 M N/A 3618N6CN5 2041-03-20 5.5 987.38 1004.07 Agency Mortgage-Backed Securities GNMA GNII SF MB0994 M N/A 3618N6C88 2056-03-20 4 1001.43 938.11 Agency Mortgage-Backed Securities GNMA GNII SF MB0934 M N/A 3618N6BC0 2056-02-20 4 153551.95 143844.12 Agency Mortgage-Backed Securities GNMA GNII SF MB0620 M N/A 3618N5VN6 2055-09-20 4 809999.54 758790.74 Agency Mortgage-Backed Securities GNMA GNII SF MB0557 M N/A 3618N5TP4 2055-08-20 6 706.80 725.87 Agency Mortgage-Backed Securities GNMA GNII SF MB0553 M N/A 3618N5TK5 2055-08-20 4 207464.54 194348.88 Agency Mortgage-Backed Securities GNMA GNII SF MB0869 M N/A 3618N56F1 2056-01-20 4 44955.93 42113.73 Agency Mortgage-Backed Securities GNMA GNII SF DQ8623 C N/A 3618N2SL1 2056-05-20 5.5 998.97 1021.16 Agency Mortgage-Backed Securities GNMA GNII SF DQ5058 C N/A 3618MXTP4 2056-05-20 5.5 1022.93 1052.40 Agency Mortgage-Backed Securities GNMA GNII SF DP5451 C N/A 3618MLBU8 2056-05-20 5.5 14334982.41 14653384.67 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG5738 N/A 3140U9LU0 2056-03-01 4.961 97978.81 98588.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG5666 N/A 3140U9JL3 2056-04-01 6 997.93 1029.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5401 N/A 3140U9AB4 2056-03-01 5.5 1849398.25 1903479.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG4706 N/A 3140U8GQ7 2056-05-01 6 1253117.12 1294911.50 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB2756 N/A 3142K4B21 2056-05-01 6.5 1008102.09 1062278.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB2175 N/A 3142K3MZ8 2056-04-01 5.5 2445823.56 2473342.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB2147 N/A 3142K3L55 2056-05-01 5.5 3684395.47 3776776.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0456 N/A 3142K1QJ4 2056-05-01 5 4710.15 4667.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9805 N/A 3142JY3P5 2056-04-01 5 997.40 990.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0101 N/A 3142JCDF4 2041-07-01 5 10515897.00 10623440.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIRR0096 N/A 3142JCDA5 2041-06-01 6 10794263.36 11138096.62 Agency Mortgage-Backed Securities GNMA GNMI SP 782964 X N/A 36241LJH0 2040-01-15 6 22.53 23.97 Agency Mortgage-Backed Securities GNMA GNMI SP 782939 X N/A 36241LHQ2 2036-09-15 5 27.48 27.66 Agency Mortgage-Backed Securities GNMA GNMI SP 782561 X N/A 36241KZ27 2038-10-15 6.5 30.53 32.97 Agency Mortgage-Backed Securities GNMA GNMI SP 782365 X N/A 36241KTW8 2038-07-15 6 6.27 6.66 Agency Mortgage-Backed Securities GNMA GNMI SP 781969 X N/A 36241KFJ2 2035-08-15 5 33.38 33.90 Agency Mortgage-Backed Securities GNMA GNMI SP 781904 X N/A 36241KDH8 2035-04-15 5 54437.26 55156.80 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB8505 N/A 3132D6NW6 2035-10-01 2.5 6271.01 5931.19 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB8144 N/A 3132D6BM1 2037-03-01 1.5 633.36 567.05 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4730 N/A 3132A5HF5 2047-08-01 3.5 10575.78 9865.59 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4697 N/A 3132A5GE9 2047-01-01 3 4496.00 4041.66 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4722 N/A 3132A5G74 2047-06-01 3.5 208.04 194.24 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4633 N/A 3132A5EE1 2045-10-01 3.5 47107.28 44185.76 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4569 N/A 3132A5CE3 2044-06-01 3.5 64.69 60.80 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4596 N/A 3132A5C94 2044-12-01 3.5 81.98 76.91 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZA4785 N/A 31329NJ66 2046-12-01 3 52542.79 47838.09 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3PZA3213 N/A 31329LSA1 2046-07-01 3.5 289.15 268.60 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3PZA3208 N/A 31329LR53 2046-04-01 3.5 615.89 572.12 Agency Mortgage-Backed Securities FMAC FEPC 04.500 3PZA3168 N/A 31329LQV7 2044-07-01 4.5 22.42 21.55 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA1337 N/A 31329JPW1 2042-08-01 3.5 7756.39 7330.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3622 N/A 3140U7AY8 2056-05-01 5 6284152.77 6273260.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3624 N/A 3140U7A28 2056-05-01 5 16754738.23 16600641.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3393 N/A 3140U6XX7 2056-04-01 5.5 997.67 1024.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG3310 N/A 3140U6VC5 2056-04-01 6 3474844.61 3615153.04 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG3196 N/A 3140U6RS5 2056-04-01 6 4466062.27 4684512.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3110 N/A 3140U6N42 2056-02-01 5.5 1655409.44 1699336.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG2727 N/A 3140U6A53 2056-02-01 5.5 2613433.34 2657745.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1468 N/A 3140U4T25 2056-02-01 5 2006.81 1989.38 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG0964 N/A 3140U4CA5 2056-01-01 5.324 997.98 1015.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG0250 N/A 3140U3H46 2056-04-01 6 1581433.51 1639735.16 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8163 N/A 3140QUB96 2054-03-01 6 2505103.43 2592883.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6870 N/A 3140QST43 2053-08-01 5.5 2584013.66 2627736.60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB6771 N/A 3140QSQZ7 2053-07-01 6.5 4490703.36 4693405.23 Agency Mortgage-Backed Securities GNMA GNII SF DP3228 C N/A 3618MHSR6 2056-01-20 5.5 4907.63 5017.41 Agency Mortgage-Backed Securities GNMA GNII SF DP3046 C N/A 3618MHL36 2056-01-20 5.5 1002.70 1025.12 Agency Mortgage-Backed Securities GNMA GNII SF DP2548 C N/A 3618MGZM1 2056-04-20 5.5 998.98 1023.42 Agency Mortgage-Backed Securities GNMA GNII SF DN5665 C N/A 3618M8JJ4 2055-10-20 6 812.64 836.96 Agency Mortgage-Backed Securities GNMA GNII SF DN5560 C N/A 3618M8E91 2055-12-20 4.5 991.72 952.79 Agency Mortgage-Backed Securities GNMA GNCL CL DN3159 N/A 3618M5QL7 2068-07-15 5.7 37757.00 39497.47 Agency Mortgage-Backed Securities GNMA GNII SF DN1388 C N/A 3618M3RH0 2055-10-20 6.5 991.39 1052.35 Agency Mortgage-Backed Securities GNMA GNII SF DN1387 C N/A 3618M3RG2 2055-10-20 6.5 986.91 1049.98 Agency Mortgage-Backed Securities GNMA GNII SF DN1386 C N/A 3618M3RF4 2055-10-20 6.5 1818.56 1940.42 Agency Mortgage-Backed Securities GNMA GNII SF DM6589 C N/A 3618LWKA9 2055-10-20 6.5 990.80 1050.91 Agency Mortgage-Backed Securities GNMA GNII SF DM3664 C N/A 3618LTB99 2055-10-20 6.5 1986.48 2098.70 Agency Mortgage-Backed Securities GNMA GNII SF DL0474 C N/A 3618LBQ35 2055-08-20 6 846.21 873.88 Agency Mortgage-Backed Securities GNMA GNPL PN DK8579 N/A 3618L8Q81 2060-09-15 5.45 993.10 1026.24 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZA0751 N/A 31329HZQ7 2031-05-01 7 309.33 328.63 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZA0728 N/A 31329HYZ8 2031-01-01 7 1323.91 1406.51 Agency Mortgage-Backed Securities FMAC FEPC 08.000 CLZA0674 N/A 31329HXB2 2030-04-01 8 4.66 4.85 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZA0543 N/A 31329HS85 2028-07-01 6 12.97 13.35 Agency Mortgage-Backed Securities GNMA GNMI SF 758872 X N/A 36230T2D3 2033-03-15 3 207.39 196.95 Agency Mortgage-Backed Securities GNMA GNII SP 787898 C N/A 3622ADUX4 2052-01-20 2.5 890.91 761.58 Agency Mortgage-Backed Securities GNMA GNII SP 787823 M N/A 3622ADSL3 2043-05-20 6.5 1554.73 1667.36 Agency Mortgage-Backed Securities GNMA GNII SP 787438 C N/A 3622ADEK0 2052-04-20 3.5 2535.79 2311.06 Agency Mortgage-Backed Securities GNMA GNII SP 787097 C N/A 3622ACX21 2053-08-20 5 668.95 670.51 Agency Mortgage-Backed Securities GNMA GNII SP 787004 C N/A 3622ACU57 2053-10-20 6.5 1135.95 1189.61 Agency Mortgage-Backed Securities GNMA GNII SP 786726 C N/A 3622ACLF5 2051-03-20 2 774.41 629.66 Agency Mortgage-Backed Securities GNMA GNII SP 787276 C N/A 3622AC6M7 2054-02-20 6 771.53 806.47 Agency Mortgage-Backed Securities GNMA GNII SP 787259 C N/A 3622AC5U0 2051-02-20 2 859.08 703.29 Agency Mortgage-Backed Securities GNMA GNII SP 786238 C N/A 3622ABZB1 2052-03-20 3 1397.12 1244.31 Agency Mortgage-Backed Securities GNMA GNII SP 785360 C N/A 3622AAZZ0 2051-03-20 2 683.19 555.90 Agency Mortgage-Backed Securities GNMA GNII SP 785359 C N/A 3622AAZY3 2051-03-20 2 1226.86 1009.18 Agency Mortgage-Backed Securities GNMA GNII SP 785140 C N/A 3622AAS54 2050-02-20 4.5 163.75 157.35 Agency Mortgage-Backed Securities GNMA GNII SP 785043 M N/A 3622AAP40 2049-04-20 3 218.18 197.44 Agency Mortgage-Backed Securities GNMA GNII SP 784101 M N/A 3622A2RW4 2044-08-20 3.5 99.53 93.11 Agency Mortgage-Backed Securities GNMA GNMI SP 783748 X N/A 3622A2EV0 2043-04-15 3.5 124.72 115.74 Agency Mortgage-Backed Securities GNMA GNMI SP 783710 X N/A 3622A2DP4 2041-06-15 6 42.10 44.64 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0614 N/A 3131Y6VF3 2043-02-01 3.5 24412.64 22996.86 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0638 N/A 3131Y6V71 2043-02-01 3.5 18129.57 17078.39 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0480 N/A 3131Y6Q93 2042-10-01 3.5 86389.86 81379.72 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3WZN0398 N/A 3131Y6NP0 2033-08-01 3.5 369.03 356.16 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3PZM9304 N/A 3131Y4KR4 2042-07-01 3.5 728.09 678.21 Agency Mortgage-Backed Securities GNMA GNPL PN DJ4693 N/A 3618KRGA6 2060-06-15 4.86 983.30 980.01 Agency Mortgage-Backed Securities GNMA GNCL CL DF4994 N/A 3618JNRP2 2067-04-15 6.24 4339013.00 4582477.91 Agency Mortgage-Backed Securities GNMA GNPL PN DE5570 N/A 3618JBFK2 2055-02-15 5.71 983.34 1037.36 Agency Mortgage-Backed Securities GNMA GNCL CL DC7252 N/A 3618HNBV8 2067-10-15 5.3 864731.00 870074.56 Agency Mortgage-Backed Securities GNMA GNPL PN DC1792 N/A 3618HF7D0 2059-10-15 5.3 983.74 1010.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6478 N/A 3140QSFU0 2053-06-01 5 785.62 783.96 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5202 N/A 3140QQX83 2052-11-01 6.5 1755537.96 1851137.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4900 N/A 3140QQNS0 2052-10-01 5 2274407.91 2271150.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5298 N/A 3140QQ3G8 2052-12-01 5.5 1471835.90 1499043.61 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4020 N/A 3140QPPE1 2052-07-01 4 3498.94 3308.31 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB3860 N/A 3140QPJE8 2052-06-01 4.5 33566926.47 33004176.94 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2839 N/A 3140QNEM0 2052-02-01 2 306761.17 251921.81 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CICB0743 N/A 3140QKZH4 2036-06-01 2 3858994.14 3538123.06 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA9302 N/A 3140QHKQ7 2051-02-01 3 536.25 482.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA2625 N/A 3140Q94K6 2048-11-01 4 15431517.37 14779400.30 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ7042 N/A 3140Q2ZG6 2036-05-01 4.56 4999300.00 4994347.36 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ7141 N/A 3140Q25B0 2036-05-01 4.51 14774000.00 14711299.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY1759 N/A 3140NH5V6 2053-06-01 5 5378467.51 5362572.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9303 N/A 3140N2KR1 2052-09-01 5 1226.58 1227.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW2490 N/A 3140MTXU2 2056-02-01 5.5 2434796.77 2505998.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV8377 N/A 3140MNJX5 2052-05-01 4.5 1990642.28 1949631.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6507 N/A 3140MLGR5 2055-11-01 5.5 2188298.11 2226863.70 Agency Mortgage-Backed Securities GNMA GNPL PN DB4202 N/A 3618H6U36 2060-01-15 5.38 986.51 1015.95 Agency Mortgage-Backed Securities GNMA GNCL CL CW0775 N/A 3618F82G6 2066-12-15 5.81 1171089.00 1203474.62 Agency Mortgage-Backed Securities GNMA GNPL PN CU4637 N/A 3618BNEJ8 2058-11-15 5.74 976.48 1025.71 Agency Mortgage-Backed Securities GNMA GNMI SF AM7539 X N/A 36184YLU9 2045-05-15 3 172.63 155.33 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM6152 N/A 3131Y0ZR6 2048-04-01 3.5 42640.64 39644.85 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM4689 N/A 3131XYF61 2047-10-01 4.5 18557.19 18289.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0562 N/A 3140UFTU8 2056-05-01 5.5 1923410.05 1957913.25 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODH0514 N/A 3140UFSC9 2056-06-01 5.187 7599162.87 7702947.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0196 N/A 3140UFGE8 2056-04-01 5 3092752.60 3071244.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH0028 N/A 3140UFA61 2056-04-01 6 1119264.56 1162615.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9722 N/A 3140UDYU7 2056-05-01 5 2663694.95 2648929.50 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG9619 N/A 3140UDVM8 2056-05-01 4.5 1313525.86 1276610.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG9618 N/A 3140UDVL0 2056-05-01 6 999.18 1037.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9481 N/A 3140UDRB7 2056-06-01 5.5 4992629.00 5086013.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9457 N/A 3140UDQK8 2056-06-01 5.5 8462177.60 8593066.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDG9443 N/A 3140UDP52 2041-05-01 5 1272580.47 1294541.11 Agency Mortgage-Backed Securities GNMA GNII SF MA9963 M N/A 36180AB85 2054-10-20 4.5 44755178.00 43471286.21 Agency Mortgage-Backed Securities GNMA GNII SF CL5555 C N/A 3617YDE40 2052-05-20 3 1913.51 1712.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBU5269 N/A 3140M62B8 2054-12-01 4.5 2430766.27 2386489.86 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIBR1050 N/A 3140KYEY6 2036-05-01 1.5 508662.10 455460.28 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM8020 N/A 3140JC4E1 2056-04-01 4.682 9880371.70 9865387.30 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL9492 N/A 3140J2RN8 2030-12-01 1.45 5671304.00 5015094.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I4BF0131 N/A 3140FXED0 2056-08-01 3.5 304.90 276.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBE5033 N/A 3140FQSX6 2046-11-01 3.5 248.58 232.77 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC9555 N/A 3140F5TM5 2046-11-01 3 1947845.71 1761858.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7952 N/A 3140BYZS6 2056-05-01 5.5 2633008.64 2696036.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7942 N/A 3140BYZG2 2056-05-01 5.5 3946899.75 4017697.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7731 N/A 3140BYSV7 2055-12-01 5.5 2597167.19 2648223.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDF7666 N/A 3140BYQU1 2040-12-01 5.5 1460488.90 1496160.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF7971 N/A 3140BY2D5 2056-05-01 5 5388487.60 5379983.37 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF3210 N/A 3140BTR80 2055-10-01 6 1977.39 2050.26 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF2912 N/A 3140BTGW9 2055-11-01 6.5 994.27 1053.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIFS8924 N/A 3140XQ4J3 2038-11-01 5.5 4860.18 5005.60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS7744 N/A 3140XPTA7 2054-04-01 6.5 67754.11 71848.71 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFS7259 N/A 3140XPB57 2054-02-01 7 2412340.39 2568802.10 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAT0987 N/A 3138WNCZ0 2043-04-01 3 2877406.59 2622637.18 Agency Mortgage-Backed Securities GNMA GNII SF MA6287 M N/A 36179U6Y3 2049-11-20 5 122.31 123.81 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2276 N/A 3131XVQ57 2046-12-01 3 13848.88 12629.24 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS1543 N/A 3140XGWD7 2052-04-01 2.5 639.38 557.05 Agency Mortgage-Backed Securities GNMA GNII SF MA5878 M N/A 36179UQ70 2049-04-20 5 71.17 72.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS0945 N/A 3140XGBP3 2052-03-01 4 588.41 557.18 Agency Mortgage-Backed Securities GNMA GNII SF MA2892 M N/A 36179RF95 2045-06-20 3.5 172.36 160.35 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2278 N/A 3131XVQ73 2046-12-01 3 9386.10 8571.81 Agency Mortgage-Backed Securities GNMA GNII SP 784680 C N/A 3622AACR3 2046-09-20 3 339.84 308.45 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM7031 N/A 3140XAY55 2051-01-01 4 2023.01 1933.88 Agency Mortgage-Backed Securities FNMA FNMS 08.000 CL554449 N/A 31385V5J6 2030-10-01 8 865.50 879.14 Agency Mortgage-Backed Securities GNMA GNII SF MA5263 M N/A 36179TZ40 2048-06-20 3.5 119.00 110.17 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTCA3959 N/A 3140QBMH8 2039-08-01 3 3382938.35 3142433.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8300 N/A 3132DWGH0 2053-02-01 5.5 161044.25 163872.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555531 N/A 31385XEC7 2033-06-01 5.5 60036.27 61497.53 Agency Mortgage-Backed Securities GNMA GNII SP 785283 C N/A 3622AAXL3 2051-01-20 2.5 514.41 443.12 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM0240 N/A 3131XTHR4 2045-09-01 4 48460.58 46541.74 Agency Mortgage-Backed Securities GNMA GNII SF AU0334 C N/A 36194MLP4 2046-07-20 3 94.03 84.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555677 N/A 31385XJW8 2033-07-01 5.5 447.77 454.85 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN2103 N/A 3131Y8KQ7 2048-12-01 4.5 4245.30 4167.42 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6847 N/A 3140XNTD6 2053-11-01 6 1538301.05 1588668.62 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS6480 N/A 3140XNFW9 2051-11-01 2.5 3192494.00 2742323.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6461 N/A 3140XNFB5 2053-10-01 6 1968850.07 2046964.85 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6458 N/A 3140XNE83 2053-11-01 6 5356511.56 5598108.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS6007 N/A 3140XMU95 2052-08-01 4 806.18 762.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS6206 N/A 3140XM3Q7 2053-10-01 5.5 2086004.28 2135381.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4161 N/A 3140XKTT7 2052-07-01 4 3443137.84 3289443.82 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS3375 N/A 3140XJXD0 2052-09-01 2.5 780.55 659.94 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS3026 N/A 3140XJLG6 2051-11-01 2.5 727.15 624.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2853 N/A 3140XJE33 2052-09-01 4.5 4492280.09 4404195.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1918 N/A 3140XHDY0 2050-02-01 3 3947006.19 3546648.20 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0273 N/A 3140XFJT9 2051-12-01 2.5 679.61 587.83 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM8677 N/A 3140XCUB2 2050-07-01 3.5 2424707.77 2258611.52 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6448 N/A 3140XAEW8 2051-03-01 2 684.79 562.04 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4847 N/A 3140X8L54 2050-11-01 2 6002156.60 4905485.23 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM2971 N/A 3140X6JR3 2045-08-01 4 300.22 291.18 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM0076 N/A 3140X3CN6 2050-03-01 3 668.00 596.62 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4638 N/A 3132A5EK7 2045-11-01 3.5 50551.36 47360.33 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL256436 N/A 31371MY92 2036-10-01 6 1121.63 1165.93 Agency Mortgage-Backed Securities GNMA GNMI SF 662065 X N/A 36294WQS0 2036-12-15 6.5 15.64 16.59 Agency Mortgage-Backed Securities GNMA GNMI SF 660070 X N/A 36294UJP8 2037-01-15 6.5 26.76 28.53 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV6103 N/A 3138XHX97 2044-01-01 4 120222.91 116246.20 Agency Mortgage-Backed Securities GNMA GNMI SF 677527 X N/A 36295QVU1 2037-11-15 6 7.81 8.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAL5119 N/A 3138EMVM0 2034-04-01 4 34422.03 33829.70 Agency Mortgage-Backed Securities GNMA GNMI SF 677019 X N/A 36295QDY3 2038-05-15 6.5 8.14 8.60 Agency Mortgage-Backed Securities GNMA GNMI SF 673009 X N/A 36295KVA8 2038-08-15 6 7.36 7.83 Agency Mortgage-Backed Securities GNMA GNMI SF 697656 X N/A 36296QBZ1 2038-10-15 6.5 3.23 3.44 Agency Mortgage-Backed Securities GNMA GNMI SF 681638 X N/A 36295VHP7 2038-12-15 6 53.28 56.53 Agency Mortgage-Backed Securities GNMA GNII JM MA6080 M N/A 36179UXH0 2049-08-20 3 55.33 48.91 Agency Mortgage-Backed Securities GNMA GNMI SF 698465 X N/A 36296Q6A2 2039-08-15 6 20.52 21.33 Agency Mortgage-Backed Securities GNMA GNMI SF 724247 X N/A 3620AATC2 2039-08-15 5 43.34 44.00 Agency Mortgage-Backed Securities GNMA GNII SF 004697 M N/A 36202FGE0 2040-05-20 5 30.83 31.42 Agency Mortgage-Backed Securities GNMA GNMI SP 782962 X N/A 36241LJF4 2040-05-15 5 68.11 69.72 Agency Mortgage-Backed Securities GNMA GNII SF MA9422 M N/A 36179YPF5 2054-01-20 5 2521.03 2514.16 Agency Mortgage-Backed Securities GNMA GNII SF MA4195 M N/A 36179SUU9 2047-01-20 3 147.90 133.82 Agency Mortgage-Backed Securities GNMA GNII SF 004833 M N/A 36202FLN4 2040-10-20 4 45.51 44.04 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G06056 G N/A 3128M8BZ6 2040-10-01 4 213552.71 209191.58 Agency Mortgage-Backed Securities GNMA GNII SF 737730 C N/A 3620ARST9 2040-12-20 4 240.31 228.84 Agency Mortgage-Backed Securities GNMA GNII SF 004946 M N/A 36202FP75 2041-02-20 4.5 37.00 36.93 Agency Mortgage-Backed Securities FMAC 04.000 FGPC D98784 G N/A 3128E5XM6 2031-09-01 4 2846.52 2830.37 Agency Mortgage-Backed Securities GNMA GNMI SF 479607 X N/A 36209RYC1 2041-10-15 4 75.47 72.45 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAJ1873 N/A 3138ATCK4 2041-10-01 4 128625.00 125647.11 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5893 N/A 3140W6RP9 2056-05-01 6 13712360.76 14301887.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5882 N/A 3140W6RC8 2056-06-01 5.5 31583538.25 31987003.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5880 N/A 3140W6RA2 2056-06-01 5.5 34078279.94 34587973.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA5868 N/A 3140W6QW5 2052-04-01 3.5 15138409.87 14090641.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5862 N/A 3140W6QQ8 2056-05-01 5 39178435.60 39180660.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5861 N/A 3140W6QP0 2056-05-01 4.5 19217839.29 18664423.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5859 N/A 3140W6QM7 2051-01-01 4 10854103.41 10484111.14 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5858 N/A 3140W6QL9 2053-02-01 4 39351540.62 37490654.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5874 N/A 3140W6Q47 2056-05-01 5.5 9410316.38 9642069.48 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA5448 N/A 3140W6BS0 2056-04-01 6.5 22581330.00 23632357.93 Agency Mortgage-Backed Securities GNMA GNII SF 005259 M N/A 36202FZY5 2041-12-20 4 49.05 47.46 Agency Mortgage-Backed Securities GNMA GNII JM MA7979 M N/A 36179W2L1 2052-04-20 3 746.60 655.37 Agency Mortgage-Backed Securities GNMA GNMI SF 726214 X N/A 3620ACYK4 2042-04-15 3 92.35 85.39 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4306 N/A 31418DYC0 2051-04-01 2.5 616.92 524.68 Agency Mortgage-Backed Securities GNMA GNMI SF BR6606 X N/A 3617M5KT8 2050-02-15 3 193.12 172.87 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZJ5163 N/A 3131WVWY8 2031-07-01 7 8.22 8.73 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB0494 N/A 3140A9RQ5 2054-07-01 6 31624882.94 32757507.03 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0628 N/A 3131Y6VV8 2043-02-01 3.5 14110.33 13292.33 Agency Mortgage-Backed Securities GNMA GNMI SP 786285 X N/A 3622AB2S0 2041-03-15 5 325.13 329.96 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM3000 N/A 3131XWKM4 2047-04-01 4 30821.19 29543.41 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS2989 N/A 3140XJKB8 2037-08-01 2 656.14 601.21 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLZI0724 N/A 3131WCYV4 2033-09-01 7.5 150.04 152.97 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3PZA3218 N/A 31329LSF0 2046-09-01 4 55555.36 52254.94 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5027 N/A 31418ESR2 2053-05-01 4 3309807.76 3122744.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW7371 N/A 3140N0FM2 2053-02-01 5.5 28820367.31 29495183.42 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL3538 N/A 3131XJ4X7 2042-08-01 3.5 363.35 343.52 Agency Mortgage-Backed Securities GNMA GNII SF CC2989 C N/A 3617V1KA8 2051-01-20 2 489.03 398.80 Agency Mortgage-Backed Securities GNMA GNII JM MA6590 M N/A 36179VKB5 2050-04-20 3.5 93.77 83.74 Agency Mortgage-Backed Securities GNMA GNII SF MA6474 M N/A 36179VFP0 2050-02-20 3 2416.59 2164.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8324 N/A 3132DWG98 2053-05-01 5.5 1356.86 1379.95 Agency Mortgage-Backed Securities GNMA GNII SF MA2753 M N/A 36179RBW8 2045-04-20 3 93.85 85.35 Agency Mortgage-Backed Securities GNMA GNII SF MA6341 M N/A 36179VBJ8 2049-12-20 4.5 379.02 373.22 Agency Mortgage-Backed Securities GNMA GNII SP 785587 M N/A 3622ABCY6 2044-12-20 3.5 994.07 927.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM6063 N/A 3140X9WZ4 2051-02-01 3 574.81 510.11 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3PZA3211 N/A 31329LR87 2046-05-01 3.5 83.07 77.17 Agency Mortgage-Backed Securities GNMA GNII SP 787356 C N/A 3622ADBZ0 2052-03-20 2.5 819.79 706.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5447 N/A 3140W6BR2 2056-04-01 6 25526235.15 26430051.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5445 N/A 3140W6BP6 2056-04-01 6 23155933.62 24184018.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5441 N/A 3140W6BK7 2056-05-01 5.5 31903326.16 32522651.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5438 N/A 3140W6BG6 2056-04-01 5 35657747.00 35340884.34 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5437 N/A 3140W6BF8 2056-04-01 5 28727326.83 28489515.64 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5133 N/A 3140W5V35 2056-01-01 6 32617200.80 33564186.85 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5132 N/A 3140W5V27 2056-03-01 6 15496158.10 16130018.11 Agency Mortgage-Backed Securities GNMA GNMI SF 710853 X N/A 36297FWN8 2039-09-15 5 56.17 57.50 Agency Mortgage-Backed Securities GNMA GNMI SF 704098 X N/A 36296XGF5 2038-12-15 6 3.37 3.57 Agency Mortgage-Backed Securities GNMA GNMI SF 699306 X N/A 36296R3P0 2038-10-15 6 2.46 2.56 Agency Mortgage-Backed Securities GNMA GNMI SF 688160 X N/A 36296DQM3 2038-12-15 6.5 3.86 4.14 Agency Mortgage-Backed Securities GNMA GNMI SF 687726 X N/A 36296DA32 2038-07-15 6 5.96 6.27 Agency Mortgage-Backed Securities GNMA GNMI SF 683944 X N/A 36295XZH1 2038-02-15 5.5 5.99 6.14 Agency Mortgage-Backed Securities GNMA GNMI SF 677202 X N/A 36295QKP4 2038-08-15 6.5 23.22 24.87 Agency Mortgage-Backed Securities GNMA GNII SF 673979 C N/A 36295LXG1 2046-09-20 3 282.44 253.27 Agency Mortgage-Backed Securities GNMA GNMI SF 662584 X N/A 36294XCV6 2037-09-15 6.5 8.05 8.49 Agency Mortgage-Backed Securities GNMA GNMI SF 661590 X N/A 36294V7B0 2037-01-15 6 5.95 6.22 Agency Mortgage-Backed Securities GNMA GNMI SF 658701 X N/A 36294SX69 2037-05-15 6 11.17 11.72 Agency Mortgage-Backed Securities GNMA GNMI SF 654021 X N/A 36292NSJ0 2039-02-15 6.5 50.51 51.72 Agency Mortgage-Backed Securities GNMA GNMI SF 651861 X N/A 36292LFA7 2036-06-15 6 11.33 12.05 Agency Mortgage-Backed Securities GNMA GNMI SF CK1545 X N/A 3617XVWE9 2051-12-15 3.5 809.20 735.89 Agency Mortgage-Backed Securities GNMA GNII SP 785568 C N/A 3622ABCD2 2051-08-20 2.5 1290.11 1110.91 Agency Mortgage-Backed Securities GNMA GNII SF MA9966 M N/A 36180ACB7 2054-10-20 6 183774.50 189288.34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA1189 N/A 3140Q8KB0 2048-02-01 3.5 127881.35 118892.50 Agency Mortgage-Backed Securities GNMA GNMI SP 784599 X N/A 3622A3DC1 2048-03-15 5 133439.37 132829.93 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM1693 N/A 3140X43B0 2049-10-01 4 4976572.57 4758062.33 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4735 N/A 3132A5HL2 2047-09-01 3.5 32511.31 30028.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1065 N/A 3142GRFF2 2054-03-01 5.5 141904.61 143879.72 Agency Mortgage-Backed Securities GNMA GNII SF CC3963 C N/A 3617V2ML0 2051-09-20 2 685.18 542.69 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB5214 N/A 3140AEYL7 2054-07-01 6 2541986.54 2615788.88 Agency Mortgage-Backed Securities GNMA GNII SP 784433 C N/A 3622A24S8 2048-02-20 3.5 303466.21 279844.23 Agency Mortgage-Backed Securities GNMA GNII SF MA7257 M N/A 36179WB23 2051-03-20 3.5 3196.84 2943.30 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3PZA3224 N/A 31329LSM5 2046-11-01 4 290.12 276.49 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT6823 N/A 3140LVSM2 2051-10-01 2.5 14353.76 12188.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 4PZL0908 N/A 3131XGAH1 2034-02-01 5 167.11 167.66 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3265 N/A 3140QNTX0 2052-04-01 3 6606490.38 5824246.69 Agency Mortgage-Backed Securities GNMA GNII SF CT7507 C N/A 3618BDKU8 2053-05-20 7 72.22 75.42 Agency Mortgage-Backed Securities GNMA GNMI SF BP6229 X N/A 3617LC4N5 2049-11-15 3 184.54 165.03 Agency Mortgage-Backed Securities GNMA GNII SF MA4778 M N/A 36179TJX4 2047-10-20 3.5 121.24 111.61 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U99186 G N/A 3132H7F41 2047-01-01 3.5 19174.40 18084.33 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0361 N/A 3132CWMJ0 2035-07-01 3 4699.69 4495.22 Agency Mortgage-Backed Securities GNMA GNMI SF BK0829 X N/A 3617J04N4 2048-12-15 5.5 34.26 34.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS2685 N/A 3140XH6X0 2052-08-01 4 4500096.36 4301652.11 Agency Mortgage-Backed Securities GNMA GNII SF MA4004 M N/A 36179SNV5 2046-10-20 3.5 124.43 115.63 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV7737 N/A 3140MMS33 2052-04-01 3 1978208.82 1745471.90 Agency Mortgage-Backed Securities GNMA GNII JM MA6465 M N/A 36179VFE5 2050-02-20 3.5 91.15 82.25 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH2319 N/A 3140UHSH4 2056-04-01 6.5 999.17 1040.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH2283 N/A 3140UHRD4 2056-05-01 6 1998.01 2070.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH2035 N/A 3140UHHM5 2056-06-01 5.5 2854181.02 2909282.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH2030 N/A 3140UHHG8 2056-06-01 5.5 6646257.46 6765149.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1909 N/A 3140UHDP2 2056-05-01 5 998.99 993.69 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH1901 N/A 3140UHDF4 2056-06-01 6 4911244.93 5083194.16 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA4762 N/A 3140W5JG0 2055-05-01 6.5 10461120.92 10898522.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4622 N/A 3140W5D43 2052-01-01 3.5 4887733.32 4545858.09 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA3694 N/A 3140W4C88 2054-11-01 6.5 16461438.18 17211126.82 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA4404 N/A 3140W43N5 2056-01-01 6.5 31686427.55 33045176.76 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA4402 N/A 3140W43L9 2055-11-01 6.5 11453913.37 12074613.66 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA3277 N/A 3140W3UB3 2055-10-01 6.5 21147086.93 22051338.72 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA3270 N/A 3140W3T41 2051-12-01 3 948.58 844.12 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA3106 N/A 3140W3NY1 2051-03-01 2.5 6016044.31 5117631.65 Agency Mortgage-Backed Securities FMAC 03.000 FGPC U49055 G N/A 3132LKA83 2030-06-01 3 1434.36 1410.17 Agency Mortgage-Backed Securities GNMA GNII SF MA9360 M N/A 36179YMH4 2053-12-20 4.5 216466.20 210278.51 Agency Mortgage-Backed Securities GNMA GNII SF MA5194 M N/A 36179TXX8 2048-05-20 5 69.34 70.19 Agency Mortgage-Backed Securities GNMA GNII SF DN4840 C N/A 3618M7LV6 2055-10-20 6 953.31 996.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5572 N/A 3133WQFM0 2041-05-01 5 997126.40 1010237.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS4849 N/A 3140XLL71 2042-01-01 6 613.26 646.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5854 N/A 31418FQG5 2055-10-01 6 823.28 847.18 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG9673 N/A 3140UDXB0 2056-02-01 6.5 997.74 1046.69 Agency Mortgage-Backed Securities GNMA GNII SF DP5463 C N/A 3618MLB87 2056-05-20 6 3336.90 3457.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG8950 N/A 3140UC5L1 2056-05-01 5.5 4039103.28 4118898.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5550 N/A 3133WQEX7 2041-05-01 5 1126206.68 1146561.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7762 N/A 3140UBTU7 2056-05-01 5.5 1818.97 1870.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF7960 N/A 3140BYZ23 2056-05-01 6 3603422.09 3729052.99 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB4910 N/A 3142K6N49 2056-06-01 6 999.21 1028.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH3302 N/A 3140UJU46 2056-07-01 6 1002.00 1041.28 Agency Mortgage-Backed Securities GNMA GNII SF DR2387 C N/A 3618VAUL1 2056-04-20 5.5 2010.58 2055.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5507 N/A 31427TDM5 2056-06-01 6 969.52 997.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3309 N/A 3140UJVB9 2056-06-01 5.5 1000.00 1023.94 Agency Mortgage-Backed Securities GNMA GNMI SP 788306 X N/A 3622AEDK9 2033-01-15 5.5 895.40 916.75 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH2484 N/A 3140UHXN5 2056-05-01 4.5 998.91 969.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5113 N/A 3142K6VF5 2056-06-01 5.5 6162991.00 6232611.57 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4254 N/A 3142K5WQ2 2056-05-01 6.5 1019422.40 1084869.43 Agency Mortgage-Backed Securities GNMA GNII SF DR9289 C N/A 3618VJKA7 2056-05-20 5.5 998.99 1021.18 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4718 N/A 3140ULG47 2056-07-01 6 1003.00 1032.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA6062 N/A 31418FWY9 2041-05-01 5.5 9252180.50 9454854.66 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5301 N/A 3133LP3J4 2036-06-01 5 990.83 1000.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2595 N/A 3140W23D1 2048-08-01 5 3056802.21 3088213.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2594 N/A 3140W23C3 2049-08-01 5 2476595.07 2516566.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0370 N/A 3140W0MU6 2055-01-01 5.5 1337412.22 1359747.75 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA0228 N/A 3140W0HE8 2054-12-01 4 46626441.40 44130771.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5432 N/A 3140UMBA6 2056-07-01 5.5 8434791.00 8595950.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH5226 N/A 3140ULYY1 2056-07-01 5 1000.00 1002.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4720 N/A 3140ULG62 2056-06-01 6 1005.00 1039.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4449 N/A 3140UK5K5 2056-06-01 5.5 1000.00 1016.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH2553 N/A 3140UHZT0 2056-07-01 5.5 327330.00 334539.30 Agency Mortgage-Backed Securities GNMA GNII SP 783311 M N/A 36241LVC7 2041-05-20 5.5 33.91 35.11 Agency Mortgage-Backed Securities GNMA GNMI SP 783292 X N/A 36241LUR5 2040-12-15 6 44.84 47.70 Agency Mortgage-Backed Securities GNMA GNII SP 783050 M N/A 36241LL79 2040-07-20 5 60.00 60.51 Agency Mortgage-Backed Securities GNMA GNMI SF CF8177 X N/A 3617WACN8 2051-08-15 3.5 903.57 823.82 Agency Mortgage-Backed Securities GNMA GNII SF CE9948 C N/A 3617W0BR2 2051-09-20 3 1619.18 1449.50 Agency Mortgage-Backed Securities GNMA GNII SF BZ4040 C N/A 3617QYPZ2 2050-11-20 2 1147.44 936.16 Agency Mortgage-Backed Securities GNMA GNMI SF BU5340 X N/A 3617N64Z9 2050-04-15 3 165.09 147.78 Agency Mortgage-Backed Securities GNMA GNII SF BR2330 C N/A 3617LYST8 2049-11-20 2.5 101.73 86.55 Agency Mortgage-Backed Securities GNMA GNII SF BO3334 C N/A 3617KJV35 2049-06-20 4.5 103.01 99.90 Agency Mortgage-Backed Securities GNMA GNMI SF BO1489 X N/A 3617KGUN8 2049-06-15 4 111.40 105.03 Agency Mortgage-Backed Securities GNMA GNMI SF BJ2873 X N/A 3617HQFN7 2048-11-15 5.5 115.59 118.14 Agency Mortgage-Backed Securities GNMA GNII SF BG0317 C N/A 3617GJK65 2048-02-20 3 50.87 48.20 Agency Mortgage-Backed Securities GNMA GNMI SF CO6356 X N/A 3617FJBZ2 2052-07-15 5 1300.21 1294.28 Agency Mortgage-Backed Securities GNMA GNII JM MA9714 M N/A 36179YYK4 2054-06-20 6.5 216.12 223.17 Agency Mortgage-Backed Securities GNMA GNII SF MA9366 M N/A 36179YMP6 2053-12-20 7.5 157.95 165.20 Agency Mortgage-Backed Securities GNMA GNII SF MA9851 M N/A 36179Y5L4 2054-08-20 5.5 2063.40 2096.08 Agency Mortgage-Backed Securities GNMA GNII SF MA9780 M N/A 36179Y2M5 2054-07-20 6 1040.84 1074.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0583 N/A 3140UFUH5 2056-05-01 5.5 999.08 1024.87 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4607 N/A 3132A5DL6 2045-03-01 3.5 54379.29 51021.23 Agency Mortgage-Backed Securities GNMA GNII SF DQ2481 C N/A 3618MUXJ9 2056-04-20 5.5 2011.74 2060.63 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV4195 N/A 3140MHUV9 2052-03-01 3 3022443.74 2696644.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3382 N/A 3140BTXL4 2055-10-01 5.5 5528857.06 5671465.95 Agency Mortgage-Backed Securities GNMA GNCL CL DF8955 N/A 3618JS5Q3 2067-09-15 5.55 1810092.00 1882173.18 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6407 N/A 3140Q2DM7 2031-02-01 3.85 1000.00 979.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5490 N/A 31427TC46 2056-06-01 5.5 1015.74 1034.07 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL0764 N/A 31427MZ61 2054-12-01 4.5 336363.52 326642.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4846 N/A 3140U8L40 2056-05-01 5.5 9088825.11 9324548.85 Agency Mortgage-Backed Securities GNMA GNII SF DB5978 C N/A 3618H8UB4 2044-04-20 6.5 615.47 642.66 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF7919 N/A 3140BYYR9 2056-04-01 6 1828658.18 1892413.13 Agency Mortgage-Backed Securities GNMA GNII SF DM6587 C N/A 3618LWJ86 2055-09-20 5.5 1975.67 2058.24 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB6602 N/A 3142K8KQ9 2056-06-01 6 1020.00 1060.05 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH0696 N/A 3140UFX25 2056-05-01 6 3996.66 4153.94 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG0065 N/A 3140U3CB5 2056-01-01 6.5 995.37 1065.99 Agency Mortgage-Backed Securities GNMA GNII SF DL2771 C N/A 3618LECG5 2055-07-20 6 927.14 957.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH0290 N/A 3140UFKC7 2041-05-01 5 1124518.55 1144847.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5496 N/A 31427TDA1 2056-05-01 5.5 19662509.64 19901950.96 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G16550 G N/A 3128MFQB7 2033-05-01 3 870.99 844.13 Agency Mortgage-Backed Securities GNMA GNCL CL DF4992 N/A 3618JNRM9 2067-01-15 5.85 2805768.00 2960249.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0205 N/A 31427MGP0 2055-02-01 6 1700098.92 1756933.79 Agency Mortgage-Backed Securities GNMA GNII SF DR5644 C N/A 3618VEHV6 2056-05-20 5 3517854.09 3469739.61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5607 N/A 3133WQGQ0 2041-06-01 5 1640330.24 1661896.94 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA0970 N/A 3140W1CG6 2055-03-01 6 20998210.64 21607858.68 Agency Mortgage-Backed Securities GNMA GNPL PN DC7236 N/A 3618HNBD8 2055-03-15 5.84 984.79 1040.12 Agency Mortgage-Backed Securities GNMA GNII SF MA8267 M N/A 36179XFG6 2052-09-20 4 3844084.31 3639264.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1594 N/A 3140UGXY3 2056-05-01 5.5 1191032.00 1210999.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1554 N/A 3140UGWQ1 2056-05-01 5.5 995551.31 1023766.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1552 N/A 3140UGWN8 2056-06-01 5.5 1492935.50 1533918.90 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH1195 N/A 3140UGKH4 2041-05-01 5 358000.91 364031.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH1107 N/A 3140UGGR7 2041-05-01 5 2706623.00 2742211.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDH1102 N/A 3140UGGL0 2041-05-01 4.5 1989.47 1982.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIDH1119 N/A 3140UGG55 2041-05-01 6 1117042.68 1156520.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1738 N/A 3140UG4Y5 2056-05-01 5.5 999.09 1020.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0720 N/A 3140UFYS7 2056-06-01 5.5 3961967.46 4014960.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0692 N/A 3140UFXW9 2056-06-01 5.5 1000.00 1021.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH0576 N/A 3140UFUA0 2056-05-01 6 999.17 1033.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2722 N/A 3140BTAY1 2056-02-01 5.5 2841143.69 2898556.26 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAK4674 N/A 3138E9FQ8 2042-03-01 4 706210.37 688984.65 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2269 N/A 3131XVQW8 2046-12-01 3 29450.34 26646.54 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2277 N/A 3131XVQ65 2046-12-01 3 15980.80 14549.95 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL2254 N/A 31427PQG2 2053-10-01 3 1871.25 1657.74 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL1424 N/A 31427NSN0 2054-04-01 4.5 592650.04 575057.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1561 N/A 31426XWX2 2055-09-01 5.5 1910.63 1943.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA6126 N/A 31418FYY7 2041-07-01 5 1001.00 1011.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA6089 N/A 31418FXT9 2041-06-01 6 5408996.47 5581280.22 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA6083 N/A 31418FXM4 2041-06-01 3 2671586.93 2537517.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6079 N/A 31418FXH5 2056-06-01 5 14610687.52 14476309.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA6054 N/A 31418FWQ6 2056-05-01 5.5 1975.02 1997.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5853 N/A 31418FQF7 2055-10-01 5.5 38793.79 39225.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5760 N/A 31418FMJ3 2055-07-01 5.5 90807014.77 91816657.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5498 N/A 31418FDC8 2054-10-01 6 34288.17 35283.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4962 N/A 31418EQQ6 2053-03-01 4 1639.45 1548.90 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4782 N/A 31418EJ43 2052-10-01 3.5 10431.00 9560.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4737 N/A 31418EHP8 2052-08-01 5 7895.78 7884.86 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4700 N/A 31418EGJ3 2052-08-01 4 315750.41 298694.27 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4601 N/A 31418EDF4 2037-05-01 1.5 659.41 590.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF2227 N/A 3140BSPM3 2055-10-01 6 855.86 887.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8109 N/A 3140BMAK6 2055-08-01 6 5327265.77 5537204.43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE7513 N/A 3140BLK35 2055-08-01 6.5 1407642.24 1486012.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE6940 N/A 3140BKWA8 2056-01-01 5 1434965.23 1444088.42 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC1873 N/A 3140APCK8 2054-09-01 6 2681781.75 2772322.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH2476 N/A 3140UHXE5 2056-06-01 5.5 1199686.00 1222655.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH2344 N/A 3140UHTA8 2056-06-01 5.5 2000.00 2038.21 Agency Mortgage-Backed Securities GNMA GNII SF MA8150 M N/A 36179XBT2 2052-07-20 4 723.22 685.05 Agency Mortgage-Backed Securities GNMA GNII SF MA8874 M N/A 36179X2F2 2053-05-20 3 2134.42 1919.93 Agency Mortgage-Backed Securities GNMA GNII SF MA7827 M N/A 36179WVU9 2052-01-20 2.5 707.84 609.63 Agency Mortgage-Backed Securities GNMA GNII SF MA7649 M N/A 36179WQA9 2051-10-20 2.5 85276.24 73461.12 Agency Mortgage-Backed Securities GNMA GNII SF MA7312 M N/A 36179WDR6 2051-04-20 2.5 53266.11 45886.83 Agency Mortgage-Backed Securities GNMA GNII SF MA7255 M N/A 36179WBY3 2051-03-20 2.5 1055.89 909.61 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH5244 N/A 3140ULZJ3 2056-06-01 6.5 1000.00 1081.14 Agency Mortgage-Backed Securities GNMA GNII SF AW1520 C N/A 36195PVM2 2046-09-20 3 178510.50 160056.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH2034 N/A 3140UHHL7 2056-05-01 5.5 2375196.10 2424349.73 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4048 N/A 3142GUQA4 2055-04-01 6.5 724.45 759.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG4302 N/A 3140U7X80 2056-04-01 4.5 1994.33 1935.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH1108 N/A 3140UGGS5 2041-05-01 5 2416548.95 2446375.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5297 N/A 3142K63F6 2056-06-01 5.5 690708.00 703643.27 Agency Mortgage-Backed Securities GNMA GNII SF DQ8213 C N/A 3618N2DS2 2056-04-20 5 997.61 995.14 Agency Mortgage-Backed Securities GNMA GNII SF DN7026 C N/A 3618M9YX4 2055-11-20 4.5 991.36 952.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4866 N/A 3142K6MQ1 2056-06-01 5.5 999.47 1020.98 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5854 N/A 3140W6QG0 2052-05-01 3 9947236.45 8952778.07 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG5413 N/A 3140U9AP3 2056-03-01 6.5 2976.01 3151.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2168 N/A 3142K3MS4 2056-05-01 5 5228176.39 5190469.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG8179 N/A 3140UCCR0 2056-05-01 5.5 5611690.53 5716654.71 Agency Mortgage-Backed Securities GNMA GNII SF MB1069 M N/A 3618N6FK8 2056-04-20 4.5 249338.56 241468.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5046 N/A 31427STC2 2056-04-01 6 1642880.09 1716190.87 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5856 N/A 3140W6QJ4 2052-03-01 3 13466661.33 11976261.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF5841 N/A 3140BWP36 2055-11-01 4.5 3330027.02 3246969.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6639 N/A 3140UALV5 2056-05-01 6 998.34 1043.97 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4327 N/A 3142K5YZ0 2056-06-01 6.5 941.73 985.81 Agency Mortgage-Backed Securities GNMA GNII SF DR7394 C N/A 3618VGGB6 2056-05-20 5.5 3735494.42 3815477.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5434 N/A 3140W6BC5 2056-04-01 5 1020.86 1016.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH2316 N/A 3140UHSE1 2056-06-01 6 1952.22 2028.86 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA4620 N/A 3140W5D27 2052-04-01 2.5 39567089.80 34053807.11 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ7142 N/A 3140Q25C8 2036-05-01 4.51 1000.00 995.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5860 N/A 3140W6QN5 2056-04-01 4.5 38822512.62 37921170.35 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIRR0093 N/A 3142JCC73 2041-05-01 6 250973.77 258968.12 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4279 N/A 31418DXH0 2036-03-01 2 64631.32 59267.00 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM2076 N/A 3131XVJV8 2046-11-01 3.5 12073.21 11274.97 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM0121 N/A 3131XTD23 2045-09-01 3.5 172.39 161.75 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL8471 N/A 3131XQMU7 2044-09-01 3.5 60750.71 56999.14 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL7538 N/A 3131XPLT3 2043-12-01 3.5 58325.34 54977.96 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL3759 N/A 3131XKE88 2042-09-01 3.5 49086.40 46391.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF6438 N/A 3140BXEL6 2055-12-01 5.5 5886630.77 5993676.53 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB4028 N/A 3142K5PN7 2056-04-01 4.5 2910504.24 2827822.64 Agency Mortgage-Backed Securities GNMA GNII SF DR8280 C N/A 3618VHFV1 2056-05-20 5.5 6333170.35 6473839.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG8191 N/A 3140UCC58 2056-05-01 5.5 2625815.56 2687815.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6086 N/A 31418FXQ5 2041-06-01 4.5 77490165.09 77049323.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH2038 N/A 3140UHHQ6 2056-05-01 6 2363006.12 2456366.91 Agency Mortgage-Backed Securities GNMA GNII SF DQ4915 C N/A 3618MXN88 2056-03-20 5.5 1272909.13 1310674.50 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB4672 N/A 3142K6FN6 2056-06-01 4.5 998.86 970.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7296 N/A 3140UBDA8 2056-05-01 5.5 998.75 1021.08 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8576 N/A 3140UCQ61 2056-04-01 4.665 4944216.86 4913834.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA6088 N/A 31418FXS1 2041-06-01 5.5 2301168.75 2351577.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW2530 N/A 3140MTY49 2056-02-01 5.5 2602356.41 2631839.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG7328 N/A 3140UBEA7 2056-05-01 6 2314221.42 2405657.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1534 N/A 3140UGV41 2056-05-01 5.5 997.65 1014.38 Agency Mortgage-Backed Securities FMAC FKAR 05.150 WNWN0215 N/A 3132XEGZ8 2046-03-01 5.15 1652526.00 1662485.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0067 N/A 3140UFCD4 2056-05-01 5 1280410.86 1277993.16 Agency Mortgage-Backed Securities GNMA GNII SF MB1140 M N/A 3618N6HS9 2056-05-20 4 696790.07 652733.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG7776 N/A 3140UBUA9 2056-05-01 6 998.80 1038.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3351 N/A 3140U6WM2 2056-03-01 5.5 1433818.65 1472122.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4759 N/A 3142K6JD4 2056-06-01 5.5 6632457.28 6734899.27 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODH0513 N/A 3140UFSB1 2056-06-01 4.666 9236388.63 9211401.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG8936 N/A 3140UC4W8 2056-05-01 5.5 5483230.61 5553402.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4003 N/A 3142K5NV1 2056-06-01 5.5 5104656.32 5169988.55 Agency Mortgage-Backed Securities GNMA GNII SF DR2524 C N/A 3618VAYV5 2056-05-20 6 998.81 1033.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1197 N/A 3140UGKK7 2056-05-01 5.5 5480244.83 5611423.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTZJ9240 N/A 3131X1HR5 2028-03-01 5 15150.23 15206.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZI9164 N/A 3131WNFD1 2039-09-01 5.5 10864.05 11234.70 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZI7350 N/A 3131WLEX2 2038-04-01 4.5 17.33 17.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZI7346 N/A 3131WLET1 2038-04-01 5.5 48628.23 50182.17 Agency Mortgage-Backed Securities FMAC 04.000 FGPC A94287 G N/A 312942XQ3 2040-10-01 4 367197.25 359698.80 Agency Mortgage-Backed Securities FMAC FMAR 1B7562 G N/A 3128QPYJ5 2037-11-01 5.699 2091.03 2117.08 Agency Mortgage-Backed Securities FMAC 04.000 FGPC C91385 G N/A 3128P7RE5 2031-08-01 4 609.56 604.43 Agency Mortgage-Backed Securities FMAC 04.500 FGPC C91295 G N/A 3128P7NL3 2030-04-01 4.5 15161.28 15176.50 Agency Mortgage-Backed Securities FMAC 04.500 FGPC C91288 G N/A 3128P7ND1 2030-02-01 4.5 38388.59 38491.13 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0093 N/A 3142J6C76 2056-02-01 4.5 325936.14 315157.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0049 N/A 3142J6BT9 2055-09-01 5.5 495452.25 500960.97 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5510 N/A 31427TDQ6 2056-06-01 6.5 18281249.71 19124894.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5500 N/A 31427TDE3 2056-05-01 5.5 29200943.62 29910601.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5475 N/A 31427TCM6 2056-05-01 5 16602343.17 16649589.75 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5473 N/A 31427TCK0 2056-05-01 4.5 1019.48 992.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5495 N/A 31427TC95 2056-06-01 5.5 973.37 985.81 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5050 N/A 31427STG3 2056-03-01 6.5 215923.53 225753.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5044 N/A 31427STA6 2056-04-01 6 997.56 1043.58 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL4715 N/A 31427SGZ5 2056-03-01 4.5 977.37 952.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB7792 N/A 3140AHUS9 2054-08-01 6 436.11 448.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB6901 N/A 3140AGU36 2054-07-01 6 1588209.49 1634320.50 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB5594 N/A 3140AFGC4 2054-06-01 6.5 4418858.13 4622245.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL836527 N/A 31407PLG1 2035-10-01 6 12.61 13.08 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LB701043 N/A 31400XZG6 2033-04-01 5.76 1860.04 1896.68 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV7102 N/A 3138XJ3L9 2044-03-01 4 154.87 150.27 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7531 N/A 3138WHLM2 2046-07-01 3 5278969.79 4801786.11 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS2491 N/A 3138WBXV2 2044-05-01 4 272355.75 264275.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR1512 N/A 3138NXVE4 2043-01-01 3.5 6396.64 6045.51 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CQAP3106 N/A 3138M6NY9 2042-09-01 3 696191.25 640820.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL9546 N/A 3138ERTC4 2046-11-01 3.5 3879823.73 3650508.47 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLAL5243 N/A 3138EMZH7 2040-01-01 7 122288.22 129918.25 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL4555 N/A 3138EMBZ3 2038-10-01 6.5 295446.34 307799.58 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL3649 N/A 3138ELBT9 2042-12-01 4 198.15 192.85 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA3695 N/A 3140W4C96 2055-05-01 6.5 18301478.04 19134032.61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF2796 N/A 3140BTDA0 2056-04-01 4.5 2622371.09 2557792.58 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB1647 N/A 3142K2ZM5 2056-04-01 6.5 1047.81 1115.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG8599 N/A 3140UCRV5 2056-05-01 5.5 5154302.42 5287992.42 Agency Mortgage-Backed Securities GNMA GNII SF MB1118 M N/A 3618N6G43 2041-05-20 4 543899.84 530410.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6643 N/A 3140UALZ6 2056-05-01 6 3145826.37 3270820.54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2174 N/A 3142K3MY1 2056-05-01 5 9847424.14 9791882.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0824 N/A 3140UF4J0 2056-06-01 5.5 2000.00 2036.70 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5052 N/A 31427STJ7 2056-02-01 6.5 2188507.78 2285765.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5596 N/A 3133WQGD9 2041-05-01 5 1317963.38 1338312.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5877 N/A 3140W6Q70 2056-06-01 5.5 40391656.64 41196967.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7333 N/A 3140UBEF6 2056-05-01 5 1814899.23 1810651.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0585 N/A 3140UFUK8 2056-05-01 5.5 999.09 1019.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3598 N/A 3140U67L2 2056-05-01 5 35615472.13 35287944.34 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5865 N/A 3140W6QT2 2056-05-01 5 41817809.67 41682854.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIDH1118 N/A 3140UGG48 2041-05-01 6 1563122.12 1619112.11 Agency Mortgage-Backed Securities FMAC 04.500 FGPC C91309 G N/A 3128P7N25 2030-07-01 4.5 7502.70 7508.59 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G16785 G N/A 3128MFXN3 2034-03-01 4 3199.54 3170.21 Agency Mortgage-Backed Securities FMAC 07.000 FGPC G05394 G N/A 3128M7KF2 2035-05-01 7 1140.77 1213.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3416 N/A 31418CYN8 2048-07-01 4.5 220.63 215.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5583 N/A 31417CFZ3 2042-07-01 3.5 89.77 84.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL995113 N/A 31416BN61 2036-09-01 5.5 25.52 25.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL975312 N/A 31414TAM3 2038-05-01 6 68.05 71.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL899499 N/A 31410WKL1 2037-05-01 6 7.38 7.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2683 N/A 3140Y86V3 2056-05-01 5.5 21021484.27 21583042.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9671 N/A 3140XRW92 2054-11-01 5.5 1649177.09 1692879.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8687 N/A 3140XQUM7 2048-08-01 5.5 4384870.12 4532147.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8559 N/A 3140XQQM2 2052-11-01 5.5 2182.77 2267.07 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS8474 N/A 3140XQMY0 2050-02-01 4 24489950.90 23559264.73 Agency Mortgage-Backed Securities GNMA GNII SF MA8042 M N/A 36179W5B0 2052-05-20 2.5 727.65 626.68 Agency Mortgage-Backed Securities GNMA GNII SF MA6997 M N/A 36179VX21 2050-11-20 3.5 317.40 291.64 Agency Mortgage-Backed Securities GNMA GNII JM MA6923 M N/A 36179VVQ0 2050-10-20 3 471.83 417.13 Agency Mortgage-Backed Securities GNMA GNII SF MA6818 M N/A 36179VSF8 2050-08-20 2 992.23 820.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4995 N/A 3140W5RR7 2056-04-01 5.5 61960627.85 63143862.45 Agency Mortgage-Backed Securities GNMA GNMI SF 561485 X N/A 36213QXN4 2031-06-15 6.5 32.52 33.55 Agency Mortgage-Backed Securities GNMA GNMI SF 721987 X N/A 3620A8CY7 2043-05-15 2.5 454.61 396.03 Agency Mortgage-Backed Securities GNMA GNMI SF 717242 X N/A 3620A2ZF6 2039-04-15 5 46.73 47.26 Agency Mortgage-Backed Securities GNMA GNMI SF 717145 X N/A 3620A2WE2 2039-05-15 4.5 108029.82 107329.57 Agency Mortgage-Backed Securities GNMA GNMI SF 430355 X N/A 36207FBY6 2041-08-15 5 180.21 181.73 Agency Mortgage-Backed Securities GNMA GNMI SF 609025 X N/A 36202TSN7 2036-08-15 6.5 7.20 7.69 Agency Mortgage-Backed Securities GNMA GNII SF 005238 M N/A 36202FZB5 2041-11-20 5.5 30.53 31.61 Agency Mortgage-Backed Securities GNMA GNII SF 005056 M N/A 36202FTM8 2041-05-20 5 31.41 31.99 Agency Mortgage-Backed Securities GNMA GNII SF 004922 M N/A 36202FPF7 2041-01-20 4 96.44 93.33 Agency Mortgage-Backed Securities GNMA GNII SF 004871 M N/A 36202FMU7 2040-11-20 6 22.78 23.73 Agency Mortgage-Backed Securities GNMA GNII SF 004837 M N/A 36202FLS3 2040-10-20 6 16.03 16.89 Agency Mortgage-Backed Securities GNMA GNII SF 004802 M N/A 36202FKP0 2040-09-20 5 35.87 36.58 Agency Mortgage-Backed Securities GNMA GNII JM MA6531 M N/A 36179VHG8 2050-03-20 3 180.23 159.33 Agency Mortgage-Backed Securities GNMA GNII JM MA6330 M N/A 36179VA75 2049-12-20 3.5 333.38 298.37 Agency Mortgage-Backed Securities GNMA GNII JM MA6030 M N/A 36179UVX7 2049-07-20 3.5 105.24 94.19 Agency Mortgage-Backed Securities GNMA GNII JM MA5976 M N/A 36179UT93 2049-06-20 3.5 47.92 43.32 Agency Mortgage-Backed Securities GNMA GNII SF MA5818 M N/A 36179UPB2 2049-03-20 4.5 18694.72 18391.96 Agency Mortgage-Backed Securities GNMA GNII SF MA5594 M N/A 36179UGB2 2048-11-20 3.5 124.39 115.04 Agency Mortgage-Backed Securities GNMA GNII SF MA5531 M N/A 36179UEC2 2048-10-20 5.5 71.54 73.56 Agency Mortgage-Backed Securities GNMA GNII JM MA5517 M N/A 36179UDW9 2048-10-20 3.5 33.47 30.09 Agency Mortgage-Backed Securities GNMA GNII FS MA5425 M N/A 36179UA28 2041-08-20 4.5 1321.64 1288.27 Agency Mortgage-Backed Securities GNMA GNII JM MA4645 M N/A 36179TES0 2047-08-20 4.5 62.00 60.45 Agency Mortgage-Backed Securities GNMA GNII SF MA5399 M N/A 36179T7L3 2048-08-20 4.5 32082.42 31581.42 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB4788 N/A 3142K6KA8 2056-05-01 4.5 998.86 969.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5439 N/A 3140W6BH4 2056-04-01 5 3706663.19 3687695.37 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH2349 N/A 3140UHTF7 2056-06-01 6 1000.00 1038.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4580 N/A 3140U8CS7 2056-04-01 5.5 3354747.02 3422397.36 Agency Mortgage-Backed Securities FMAC FMAR 8C1507 G N/A 3142BBU81 2056-07-01 4.803 2002.00 1998.47 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE6915 N/A 3140BKVH4 2055-12-01 6.5 2984.06 3155.95 Agency Mortgage-Backed Securities GNMA GNII SF DS5504 C N/A 3618VSDH0 2056-05-20 5.5 998.96 1021.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG9156 N/A 3140UDE62 2056-04-01 6 1669288.13 1727486.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH0388 N/A 3140UFNE0 2041-05-01 5 1675043.39 1703259.12 Agency Mortgage-Backed Securities GNMA GNII SF MA5330 M N/A 36179T4P7 2048-07-20 4 176.43 168.45 Agency Mortgage-Backed Securities GNMA GNII SF MA5329 M N/A 36179T4N2 2048-07-20 3.5 126.41 116.71 Agency Mortgage-Backed Securities GNMA GNII SF MA4068 M N/A 36179SQV2 2046-11-20 3 137.56 124.70 Agency Mortgage-Backed Securities GNMA GNII SF MA3936 M N/A 36179SLR6 2046-09-20 3 261.03 236.58 Agency Mortgage-Backed Securities GNMA GNII SF MA3802 M N/A 36179SGK7 2046-07-20 3 334872.80 303045.38 Agency Mortgage-Backed Securities GNMA GNII SF MA3663 M N/A 36179SB89 2046-05-20 3.5 105.27 97.30 Agency Mortgage-Backed Securities GNMA GNII SF MA3603 M N/A 36179SAC1 2039-10-20 6.5 59.36 63.35 Agency Mortgage-Backed Securities GNMA GNII SF MA3376 M N/A 36179RXD6 2046-01-20 3.5 294.91 274.22 Agency Mortgage-Backed Securities GNMA GNII SF MA3310 M N/A 36179RVB2 2045-12-20 3.5 1733600.83 1609838.11 Agency Mortgage-Backed Securities GNMA GNII SF MA3104 M N/A 36179RNV7 2045-09-20 3 66965.79 60890.96 Agency Mortgage-Backed Securities GNMA GNII SF MA0934 M N/A 36179NBB3 2043-04-20 3.5 88.62 83.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAH6567 N/A 3138A8JM9 2041-02-01 3.5 217518.76 206707.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555781 N/A 31385XM61 2033-08-01 5.5 93.27 95.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555591 N/A 31385XF85 2033-07-01 5.5 1428.58 1450.50 Agency Mortgage-Backed Securities FNMA FNMS 08.000 CL535428 N/A 31384VYZ9 2030-08-01 8 .17 .18 Agency Mortgage-Backed Securities GNMA GNII SF 004772 M N/A 36202FJR8 2040-08-20 5 35.41 36.00 Agency Mortgage-Backed Securities GNMA GNII SF 004696 M N/A 36202FGD2 2040-05-20 4.5 32.15 32.11 Agency Mortgage-Backed Securities GNMA GNII SF 005334 M N/A 36202F4T0 2042-03-20 5 42.22 43.05 Agency Mortgage-Backed Securities GNMA GNII SF 005283 M N/A 36202F2Q8 2042-01-20 6 24.54 25.85 Agency Mortgage-Backed Securities GNMA GNII JM 004310 M N/A 36202EYF0 2038-12-20 6 25.28 25.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9299 N/A 3140UDKM0 2056-05-01 5.5 1028397.37 1054238.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9296 N/A 3140UDKJ7 2056-05-01 5.5 997.73 1018.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9295 N/A 3140UDKH1 2056-05-01 5.5 2480548.32 2520355.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG9229 N/A 3140UDHF9 2056-05-01 6 2997.48 3111.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9141 N/A 3140UDEP0 2056-05-01 5.5 1510107.24 1535434.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9119 N/A 3140UDDZ9 2056-05-01 5.5 1556652.03 1575284.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9120 N/A 3140UDD22 2056-05-01 5.5 999.10 1010.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9064 N/A 3140UDCA5 2056-05-01 5 1618664.40 1605198.37 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG9055 N/A 3140UDBZ1 2056-05-01 6 1659323.33 1717174.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9019 N/A 3140UDAV1 2056-05-01 5 1465944.84 1462036.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG8336 N/A 3140UCHN4 2056-04-01 6 4027667.25 4192903.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG8992 N/A 3140UC7E5 2056-05-01 5 998.29 995.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG8981 N/A 3140UC6T3 2056-05-01 5 998.23 994.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG8948 N/A 3140UC5J6 2056-03-01 6 1782724.59 1853864.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG8947 N/A 3140UC5H0 2056-05-01 5.5 1601851.17 1628742.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG8906 N/A 3140UC3Q2 2056-05-01 5.5 1578801.01 1606923.49 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7893 N/A 3140UBXX6 2056-04-01 5 997.27 988.16 Agency Mortgage-Backed Securities GNMA GNII SF 004195 M N/A 36202EUU1 2038-07-20 6 9.87 10.40 Agency Mortgage-Backed Securities GNMA GNII SF 004040 M N/A 36202EPZ6 2037-10-20 6.5 8.99 9.63 Agency Mortgage-Backed Securities GNMA GNII SF 004495 M N/A 36202E7G8 2039-07-20 4.5 30.61 30.57 Agency Mortgage-Backed Securities GNMA GNII SF 004494 M N/A 36202E7F0 2039-07-20 4 37.14 35.94 Agency Mortgage-Backed Securities USTR 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 200.00 188.24 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375 30189300.00 30873394.21 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 8709000.00 7970646.17 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375 400.00 397.50 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 21308300.00 21334619.71 U.S. Treasuries (including strips) USTR 3 7/8 NOTE W 31 N/A 91282CQG9 2031-03-31 3.875 100.00 99.69 U.S. Treasuries (including strips) USTR 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 9001600.00 8681017.90 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 49999900.00 50155849.69 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 200.00 113.50 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 28330300.00 22939419.29 U.S. Treasuries (including strips) USTR 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 12100.00 12155.72 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 7431700.00 7414255.49 U.S. Treasuries (including strips) USTR 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 999500.00 953582.77 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AP 29 N/A 91282CQV6 2029-06-15 4.125 1000.00 1001.54 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AN 29 N/A 91282CQR5 2029-05-15 3.875 43286000.00 43197252.88 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AM 29 N/A 91282CQJ3 2029-04-15 3.875 516700.00 517309.42 U.S. Treasuries (including strips) USTR 4 1/8 NOTE B 36 N/A 91282CPZ8 2036-02-15 4.125 43900.00 43656.06 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 325403000.00 317633629.96 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 30 N/A 91282CNX5 2030-08-31 3.625 1515000.00 1502193.19 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 980500.00 971670.60 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 29600.00 21124.94 U.S. Treasuries (including strips) USTR 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 1000.00 949.55 U.S. Treasuries (including strips) USTR 4 BOND 42 N/A 912810TM0 2042-11-15 4 100.00 91.28 U.S. Treasuries (including strips) USTR 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 100.00 95.47 U.S. Treasuries (including strips) USTR 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 21496400.00 20687151.90 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 16854400.00 16959680.12 U.S. Treasuries (including strips) USTR 4 1/8 NOTE L 32 N/A 91282CNF4 2032-05-31 4.125 2608300.00 2603782.81 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 100.00 100.37 U.S. Treasuries (including strips) USTR 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 34273700.00 34603593.68 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 500.00 508.71 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BM 26 N/A 91282CME8 2026-12-31 4.25 100.00 100.14 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 1000.00 998.55 U.S. Treasuries (including strips) USTR 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 2014000.00 2021068.41 U.S. Treasuries (including strips) USTR 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 4936100.00 4984227.70 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 1000.00 996.92 U.S. Treasuries (including strips) USTR 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 40900.00 40580.45 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 1000.00 983.19 U.S. Treasuries (including strips) USTR 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 400.00 405.83 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 1000.00 1008.94 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 23742000.00 24383566.78 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 77890000.00 78570841.60 U.S. Treasuries (including strips) USTR 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 100.00 101.83 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 18620000.00 18422757.72 U.S. Treasuries (including strips) USTR 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 100200.00 99645.76 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 18952800.00 17636196.84 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 9999900.00 9925978.84 U.S. Treasuries (including strips) USTR 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625 500.00 474.68 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 27 N/A 912828ZB9 2027-02-28 1.125 100.00 98.49 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 11000500.00 10513351.11 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 100.00 66.55 U.S. Treasuries (including strips) USTR 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 42335400.00 30284002.01 U.S. Treasuries (including strips) USTR 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 100.00 81.60 U.S. Treasuries (including strips) USTR 4 3/8 BOND 41 N/A 912810QQ4 2041-05-15 4.375 200.00 193.76 U.S. Treasuries (including strips) USTR BILL 07/30/26 N/A 912797TQ0 2026-07-30 0 400.00 398.84 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.25 1611100.00 1575274.77 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 100.00 99.53 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 1443500.00 1446525.70 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 3800.00 3475.36 U.S. Treasuries (including strips) USTR 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 100.00 99.59 U.S. Treasuries (including strips) USTR 3 BOND 52 N/A 912810TJ7 2052-08-15 3 100.00 72.58 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 100.00 70.08 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 700.00 443.32 U.S. Treasuries (including strips) USTR 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 200.00 96.30 U.S. Treasuries (including strips) USTR 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 4967800.00 3155541.02 U.S. Treasuries (including strips) USTR 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 100.00 79.17 U.S. Treasuries (including strips) USTR 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 200.00 147.77 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0370 2800000000.00 2800000000.00 .0150 N Y Y N Fixed Income Clearing Corporation ("FICC") - BNP Fixed Income Clearing Corporation ("FICC") - BNP, REPO, 3.640%, 7/1/2026 3.640 69999A006 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION BNP Y USTR 2 BOND 50 N/A 912810SL3 2050-02-15 2 6598100.00 3925028.66 U.S. Treasuries (including strips) USTR 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 999500.00 982125.32 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 139461000.00 140680037.75 U.S. Treasuries (including strips) USTR 4 BOND 42 N/A 912810TM0 2042-11-15 4 100.00 91.28 U.S. Treasuries (including strips) USTR TRFR BF 07/31/27 N/A 91282CNQ0 2027-07-31 3.9347 551600.00 555817.70 U.S. Treasuries (including strips) USTR 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.5 300.00 302.89 U.S. Treasuries (including strips) USTR 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 4069400.00 3968783.15 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 29898000.00 30165669.32 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 200.00 201.25 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 296118100.00 294724298.28 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AL 29 N/A 91282CQE4 2029-03-15 3.5 11819500.00 11749275.98 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AK 29 N/A 91282CQA2 2029-02-15 3.5 63842000.00 63662443.49 U.S. Treasuries (including strips) USTR TRFR AX 01/31/28 N/A 91282CPX3 2028-01-31 3.8747 1050000.00 1057316.02 U.S. Treasuries (including strips) USTR 3 3/4 NOTE U 31 N/A 91282CPW5 2031-01-31 3.75 99999800.00 99816467.77 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AH 30 N/A 91282CPR6 2030-12-31 3.625 1000.00 977.82 U.S. Treasuries (including strips) USTR 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 553085500.00 539584129.86 U.S. Treasuries (including strips) USTR TRFR BK 10/31/27 N/A 91282CPG0 2027-10-31 3.9657 156700.00 158000.43 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 3200.00 3151.44 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Q 32 N/A 91282CNZ0 2032-09-30 3.875 7331500.00 7254941.27 U.S. Treasuries (including strips) USTR 4 NOTE N 32 N/A 91282CNR8 2032-07-31 4 50211600.00 50419806.70 U.S. Treasuries (including strips) USTR 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.25 37769600.00 37640182.47 U.S. Treasuries (including strips) USTR 4 NOTE K 32 N/A 91282CNA5 2032-04-30 4 7913000.00 7875923.12 U.S. Treasuries (including strips) USTR 4 NOTE W 30 N/A 91282CMU2 2030-03-31 4 389940000.00 391739321.66 U.S. Treasuries (including strips) USTR 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 200.00 201.16 U.S. Treasuries (including strips) USTR 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 150485600.00 155957095.12 U.S. Treasuries (including strips) USTR TRFR AX 01/31/27 N/A 91282CMJ7 2027-01-31 3.8737 200.00 201.36 U.S. Treasuries (including strips) USTR 4 1/2 NOTE T 31 N/A 91282CMC2 2031-12-31 4.5 150000000.00 152195100.00 U.S. Treasuries (including strips) USTR 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 195264100.00 195217655.95 U.S. Treasuries (including strips) USTR 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 29369000.00 29472074.50 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 300000.00 294832.19 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 100.00 99.69 U.S. Treasuries (including strips) USTR 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 111030000.00 110162529.85 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 2975200.00 2925177.86 U.S. Treasuries (including strips) USTR TRFR BF 07/31/26 N/A 91282CLA7 2026-07-31 3.9577 5077400.00 5111054.40 U.S. Treasuries (including strips) USTR 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 498430000.00 503095596.70 U.S. Treasuries (including strips) USTR 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 165017300.00 167146944.90 U.S. Treasuries (including strips) USTR 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 122067000.00 123494459.50 U.S. Treasuries (including strips) USTR 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 3000000.00 3055029.00 U.S. Treasuries (including strips) USTR 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875 2839900.00 2941286.82 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 62600000.00 64423557.84 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 443287900.00 438592136.58 U.S. Treasuries (including strips) USTR 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 29449700.00 29003036.40 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 23906900.00 23691618.37 U.S. Treasuries (including strips) USTR 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 50000000.00 49922112.50 U.S. Treasuries (including strips) USTR 4 NOTE R 29 N/A 91282CFT3 2029-10-31 4 7256200.00 7269619.87 U.S. Treasuries (including strips) USTR 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 1650000.00 1617537.99 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 23339900.00 21718536.08 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 435006400.00 406206257.53 U.S. Treasuries (including strips) USTR 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 100005700.00 97121498.11 U.S. Treasuries (including strips) USTR 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 800.00 759.64 U.S. Treasuries (including strips) USTR 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 300.00 267.20 U.S. Treasuries (including strips) USTR 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 200.00 174.11 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 382500300.00 249418022.50 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 749800.00 478180.64 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 31800.00 20155.68 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 100.00 49.98 U.S. Treasuries (including strips) USTR 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 36067000.00 23256281.12 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 78863500.00 58786733.42 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 199897500.00 142662947.75 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 200.00 133.10 U.S. Treasuries (including strips) USTR 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 1814100.00 1374918.52 U.S. Treasuries (including strips) USTR 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 89611500.00 64102260.67 U.S. Treasuries (including strips) USTR 3 BOND 44 N/A 912810RJ9 2044-11-15 3 216961200.00 167875247.23 U.S. Treasuries (including strips) USTR 3 1/8 BOND 44 N/A 912810RH3 2044-08-15 3.125 32304100.00 25818987.50 U.S. Treasuries (including strips) USTR 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 15821800.00 13049911.62 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 1100600.00 853775.87 U.S. Treasuries (including strips) USTR 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 147200.00 120111.23 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 23362800.00 18196152.41 U.S. Treasuries (including strips) USTR 3 3/4 BOND 41 N/A 912810QS0 2041-08-15 3.75 1000000.00 907517.81 U.S. Treasuries (including strips) USTR 4 3/8 BOND 41 N/A 912810QQ4 2041-05-15 4.375 2041500.00 1977814.90 U.S. Treasuries (including strips) USTR 4 3/4 BOND 41 N/A 912810QN1 2041-02-15 4.75 6000.00 6136.49 U.S. Treasuries (including strips) USTR 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 3056400.00 2981085.72 U.S. Treasuries (including strips) USTR 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.5 100.00 91.62 U.S. Treasuries (including strips) USTR 4 3/4 BOND 37 N/A 912810PT9 2037-02-15 4.75 16800.00 17617.24 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AA 31 N/A 91282CQX2 2031-06-30 4.125 63296100.00 63170900.31 U.S. Treasuries (including strips) USTR 4 1/8 NOTE K 33 N/A 91282CQN4 2033-04-30 4.125 91828400.00 91680890.15 U.S. Treasuries (including strips) USTR TRFR BB 04/30/28 N/A 91282CQM6 2028-04-30 3.8787 4462800.00 4493431.94 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 5116200.00 4889632.92 U.S. Treasuries (including strips) USTR 5 BOND 46 N/A 912810UV8 2046-05-15 5 152640600.00 155738440.98 U.S. Treasuries (including strips) USTR 5 BOND 56 N/A 912810UU0 2056-05-15 5 24631300.00 25227820.82 U.S. Treasuries (including strips) USTR 4 5/8 BOND 46 N/A 912810UT3 2046-02-15 4.625 396013100.00 389446382.33 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 3864600.00 3765596.40 U.S. Treasuries (including strips) USTR 4 1/2 BOND 54 N/A 912810UE6 2054-11-15 4.5 19448100.00 18345645.56 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 28087800.00 25997598.26 U.S. Treasuries (including strips) USTR 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 1203400.00 1158297.30 U.S. Treasuries (including strips) USTR 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 12298200.00 11010114.66 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 61579600.00 55062985.01 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 3058900.00 2476831.86 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 4944000.00 3464897.34 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 200.00 123.11 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 33 N/A 91282CQW4 2033-06-30 4.25 6400.00 6390.37 U.S. Treasuries (including strips) USTR 4 NOTE M 32 N/A 91282CNJ6 2032-06-30 4 1718000.00 1697524.88 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 777100.00 710711.14 U.S. Treasuries (including strips) USTR 4 1/4 NOTE J 33 N/A 91282CQF1 2033-03-31 4.25 100.00 100.99 U.S. Treasuries (including strips) USTR 3 7/8 NOTE W 31 N/A 91282CQG9 2031-03-31 3.875 1000.00 996.95 U.S. Treasuries (including strips) USTR 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 300000300.00 260781201.11 U.S. Treasuries (including strips) USTR 4 BOND 52 N/A 912810TL2 2052-11-15 4 543600.00 471254.99 U.S. Treasuries (including strips) USTR 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 48081900.00 46369515.94 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 159997000.00 159764284.36 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 300.00 300.92 U.S. Treasuries (including strips) USTR 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 195000.00 185457.43 U.S. Treasuries (including strips) USTR 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 13371500.00 11583418.18 U.S. Treasuries (including strips) USTR 4 7/8 BOND 45 N/A 912810UN6 2045-08-15 4.875 4674200.00 4753863.55 U.S. Treasuries (including strips) USTR 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 35900.00 36489.19 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 67459000.00 65606930.02 U.S. Treasuries (including strips) USTR 4 3/8 NOTE G 32 N/A 91282CMK4 2032-01-31 4.375 51800.00 53160.40 U.S. Treasuries (including strips) USTR 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 13555500.00 13460120.28 U.S. Treasuries (including strips) USTR 3 BOND 42 N/A 912810QW1 2042-05-15 3 78816000.00 63381068.64 U.S. Treasuries (including strips) USTR 4 1/8 NOTE L 32 N/A 91282CNF4 2032-05-31 4.125 3871000.00 3864296.00 U.S. Treasuries (including strips) USTR 3 3/4 NOTE R 32 N/A 91282CPF2 2032-10-31 3.75 49999900.00 48937853.75 U.S. Treasuries (including strips) USTR 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 100.00 74.30 U.S. Treasuries (including strips) USTR 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 56680300.00 27292046.23 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AM 29 N/A 91282CQJ3 2029-04-15 3.875 17258400.00 17278755.39 U.S. Treasuries (including strips) USTR 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.5 200.00 183.47 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0369 6500000000.00 6500000000.00 .0349 N Y Y N Fixed Income Clearing Corporation ("FICC") - ING Fixed Income Clearing Corporation ("FICC") - ING, REPO, 3.640%, 7/1/2026 3.640 76599M009 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION ING Y USTR 3 1/2 NOTE AJ 29 N/A 91282CPT2 2029-01-15 3.5 16899900.00 16910474.67 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 32 N/A 91282CPQ8 2032-12-31 3.875 7000.00 6850.54 U.S. Treasuries (including strips) USTR 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 211203000.00 205980957.35 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BL 27 N/A 91282CPL9 2027-11-30 3.375 72372700.00 71820597.15 U.S. Treasuries (including strips) USTR 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875 1000.00 993.34 U.S. Treasuries (including strips) USTR 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.25 3000.00 2989.72 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AL 28 N/A 91282CMS7 2028-03-15 3.875 100.00 100.70 U.S. Treasuries (including strips) USTR 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 214070000.00 216130481.92 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 140174000.00 140564965.97 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 799900.00 812641.84 U.S. Treasuries (including strips) USTR 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 17197900.00 17064444.86 U.S. Treasuries (including strips) USTR 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 158960000.00 125847161.62 U.S. Treasuries (including strips) USTR BILL 07/23/26 N/A 912797TP2 2026-07-23 0 24999900.00 24945050.22 U.S. Treasuries (including strips) USTR 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 124999000.00 125437700.97 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 1000.00 991.00 U.S. Treasuries (including strips) USTR BILL 10/08/26 N/A 912797UJ4 2026-10-08 0 22500.00 22270.68 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 100.00 63.77 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AL 29 N/A 91282CQE4 2029-03-15 3.5 75000000.00 74554397.28 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0369 1000000000.00 1000000000.00 .0054 N Y Y N Fixed Income Clearing Corporation ("FICC") - CITI Fixed Income Clearing Corporation ("FICC") - CITI, REPO, 3.650%, 7/1/2026 3.650 795991009 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORP ('FICC') - CITI (CITIGROUP GLOBAL MARKETS Y FNMA FNMS 04.500 CIFS9243 N/A 3140XRHV0 2035-10-01 4.5 9826.26 9810.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8970 N/A 3140XQ6G7 2054-09-01 5.5 4228.19 4296.93 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS6883 N/A 3140XNUH5 2053-05-01 4 764.54 728.40 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS6380 N/A 3140XNCS1 2052-02-01 2.5 1703.27 1437.76 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS5635 N/A 3140XMHM1 2052-11-01 4 5769.50 5458.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CICB4524 N/A 3140QQA21 2037-08-01 5 17729.21 18030.92 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4337 N/A 3140QPZB6 2052-08-01 4.5 9216.16 9030.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4112 N/A 3140QPSA6 2052-07-01 3.5 26825.44 24680.47 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3745 N/A 3140QPET0 2052-03-01 3 4735.31 4172.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4404 N/A 3140QP3N5 2052-08-01 5 19948.32 19914.09 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB3351 N/A 3140QNWM0 2052-04-01 2.5 18950.61 16360.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3026 N/A 3140QNLG5 2052-03-01 3.5 10856.12 9976.23 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2556 N/A 3140QMZW7 2052-01-01 3 3856.48 3402.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL676643 N/A 31391TWC8 2033-01-01 5 1398.50 1403.23 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CL672419 N/A 31391PAU0 2032-09-01 7.5 972.46 981.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL671162 N/A 31391MTT0 2033-02-01 5.5 6208.70 6276.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL667019 N/A 31391HAU8 2032-11-01 5.5 14239.53 14647.88 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL663701 N/A 31391DKN2 2032-09-01 7 493.42 524.21 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA2197 N/A 31418BNP7 2035-03-01 3 19169.83 18180.80 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS5384 N/A 3138WE6W4 2045-07-01 4 7490.05 7210.54 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL8498 N/A 3131XQNP7 2044-09-01 3.5 19955.46 18833.62 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB8062 N/A 3132D55X6 2035-09-01 2.5 10623.76 10028.32 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3609 N/A 3132E0AJ1 2052-04-01 2.5 11464.82 9729.66 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0567 N/A 3131Y6TY5 2042-12-01 3.5 7708.36 7222.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3622 N/A 3140QPAY3 2052-05-01 4 18583.65 17597.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5509 N/A 31418FDP9 2039-10-01 6 3142.28 3242.29 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA1560 N/A 3140Q8WW1 2048-04-01 4.5 3424.48 3370.27 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS5942 N/A 3138WFS80 2045-10-01 4 854.58 821.98 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBA2907 N/A 3140E7GR5 2045-11-01 4 16851.90 16148.20 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAL9790 N/A 3138ER2Y5 2029-11-01 4 531.26 529.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC0900 N/A 3140ANAA7 2054-08-01 5.5 338190.58 342783.40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CTZA2088 N/A 31329KJ96 2028-08-01 6 2194.85 2258.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3739 N/A 31418DEM0 2034-08-01 3.5 20635.39 20098.81 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL9234 N/A 3131XRHK3 2045-03-01 4 3493.57 3366.09 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM9137 N/A 3140XDEK8 2048-06-01 4 3353.83 3233.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2996 N/A 3140XJKJ1 2047-07-01 5 2486.97 2527.21 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8279 N/A 3132DWFU2 2052-11-01 6 11851.58 12263.93 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQA4720 N/A 31346YG56 2049-11-01 2.5 5735.88 4889.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZS2437 N/A 3132A2V66 2038-11-01 6 3726.34 3921.14 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4477 N/A 3132A46N3 2042-03-01 3 17964.48 16524.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY0760 N/A 3138YDZ28 2045-03-01 3.5 11264.62 10565.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1001 N/A 3140X4DF0 2048-11-01 3.5 1023.69 944.40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CI890835 N/A 31410LV41 2032-12-01 4 7195.83 7121.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS2560 N/A 3132A2ZZ8 2039-01-01 5 16315.37 16579.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4316 N/A 3140QPYN1 2052-07-01 3.5 15199.02 13938.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6867 N/A 3140QSTZ4 2053-08-01 5.5 3008.21 3066.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS2540 N/A 3132A2ZD7 2039-01-01 5.5 1550.89 1605.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBM3938 N/A 3140J8LU5 2033-04-01 3.5 942.08 922.25 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS4665 N/A 3132A5FE0 2046-05-01 4.5 2548.64 2518.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CICA0960 N/A 3140Q8B61 2032-12-01 3.5 11608.55 11373.89 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA1360 N/A 31329JQM2 2043-05-01 3.5 8171.55 7702.60 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK3855 N/A 3131X7H84 2027-01-01 3 15063.95 15022.47 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3657 N/A 31418DB35 2034-05-01 3 14959.09 14405.19 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA6015 N/A 3140A6VH6 2054-03-01 6.5 13061.75 13676.97 Agency Mortgage-Backed Securities FNMA FNMS 08.500 CL535332 N/A 31384VVZ2 2030-04-01 8.5 7184.59 7478.95 Agency Mortgage-Backed Securities FNMA FNMS 08.500 CL535440 N/A 31384VZD7 2030-08-01 8.5 1199.42 1252.92 Agency Mortgage-Backed Securities FNMA FNMS 06.000 K2540897 N/A 31385C3E1 2031-02-01 6 1188.50 1200.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0570 N/A 3131Y6T33 2042-12-01 3.5 8457.54 7966.84 Agency Mortgage-Backed Securities FNMA FNMS 07.500 K0652418 N/A 31390PYP6 2032-04-01 7.5 1520.43 1551.22 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL647012 N/A 31390HYH2 2032-06-01 7 4659.04 4949.74 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAY4707 N/A 3138YJGR1 2031-08-01 4 12527.47 12405.73 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAX7581 N/A 3138Y9M70 2045-01-01 4 7879.14 7590.86 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAX2501 N/A 3138Y3X71 2044-10-01 4 3326.57 3204.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAX2187 N/A 3138Y3ND9 2029-11-01 3.5 10387.06 10240.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAX1231 N/A 3138Y2LM3 2044-08-01 3.5 1349.83 1266.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAW7944 N/A 3138XXZJ8 2044-08-01 3.5 6163.44 5814.83 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAW3064 N/A 3138XSMN4 2029-04-01 3 17444.05 17170.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAW1543 N/A 3138XQWD9 2029-03-01 3.5 2162.77 2139.25 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAW1281 N/A 3138XQM73 2029-07-01 3 7885.81 7746.35 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAV1823 N/A 3138XDAZ3 2028-12-01 3.5 20291.87 20113.23 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB1642 N/A 3140QLZG4 2051-09-01 3.5 26744.22 24624.19 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CICB1492 N/A 3140QLUS3 2036-08-01 3.5 2541.71 2465.00 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0414 N/A 3140QKN87 2051-05-01 2.5 315951.60 269605.57 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA8494 N/A 3140QGNL7 2051-01-01 2 23739.85 19484.23 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7328 N/A 3140QFEA3 2050-10-01 2 4864.29 4007.49 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6801 N/A 3140QERX2 2050-08-01 2.5 20582.76 17547.19 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA5540 N/A 3140QDEN0 2050-04-01 3 10216.98 9165.92 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA3225 N/A 3140QASP6 2049-03-01 4.5 23999.92 23562.16 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2479 N/A 3140Q9XH1 2048-10-01 4.5 47833.11 47377.26 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA2327 N/A 3140Q9SR5 2048-09-01 4 5123.48 4910.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA2251 N/A 3140Q9QD8 2048-08-01 5 7420.88 7471.31 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2166 N/A 3140Q9MQ3 2048-08-01 4.5 2154.20 2122.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2055 N/A 3140Q9H97 2048-07-01 4.5 8338.45 8145.11 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA1354 N/A 3140Q8QG3 2048-03-01 3.5 25220.37 23527.74 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8237 N/A 3132DWEJ8 2052-08-01 4 14717.72 13897.93 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5158 N/A 3133LPWT0 2033-07-01 5 22270.01 22497.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4737 N/A 31418EHP8 2052-08-01 5 94237.73 94107.47 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM5733 N/A 3140X9LP8 2051-01-01 2 16249.16 13386.86 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLZJ4658 N/A 3131WVE77 2030-12-01 7.5 3868.82 3961.64 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZA2664 N/A 31329K5Z3 2026-10-01 3.5 24903.40 24895.41 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL580530 N/A 31387C4P3 2031-05-01 6.5 1578.20 1644.19 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL589360 N/A 31387NWV5 2031-06-01 7 912.82 969.77 Agency Mortgage-Backed Securities FNMA FNMS 08.500 CL595542 N/A 31387VS75 2031-05-01 8.5 14056.35 14531.43 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL589509 N/A 31387N3S4 2031-08-01 7 576.42 612.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL625145 N/A 31389GP61 2032-01-01 5.5 3781.86 3823.39 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL622321 N/A 31389DLA3 2032-02-01 6.5 2324.53 2421.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB8340 N/A 3132D6HR4 2039-11-01 5.5 2392.23 2445.32 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2095 N/A 3140QMKH6 2051-11-01 3 5110.35 4500.34 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZI1043 N/A 3131WDEQ5 2033-11-01 6.5 608.39 633.83 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK6101 N/A 3131X9X66 2028-09-01 3 5984.13 5910.10 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQB1158 N/A 3133A7JB6 2050-07-01 3 23757.09 21472.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4381 N/A 31418D2P6 2051-07-01 3.5 145220.78 134035.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 K2596712 N/A 31387W3V7 2032-06-01 6.5 14912.88 15364.97 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL254379 N/A 31371KQ87 2032-07-01 7 19952.72 21197.64 Agency Mortgage-Backed Securities FNMA FNMS 08.000 K0545794 N/A 31385JKF4 2032-04-01 8 6028.44 6199.43 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL673847 N/A 31391QTC8 2032-10-01 7 3511.66 3730.77 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL254550 N/A 31371KWK3 2032-12-01 6.5 779.56 821.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555531 N/A 31385XEC7 2033-06-01 5.5 22560.59 23109.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CICA1090 N/A 3140Q8F83 2033-01-01 3 6025.82 5832.10 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA0983 N/A 3140Q8CV5 2048-01-01 4.5 20616.03 20227.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0688 N/A 3140Q7XS1 2044-10-01 3.5 7105.69 6697.89 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV0692 N/A 3138XBXW9 2043-12-01 4 14712.27 14267.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAU7552 N/A 3138X7MA8 2028-10-01 3.5 720.41 713.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAU6278 N/A 3138X56Q5 2043-11-01 5 1291.77 1287.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO1039 N/A 3133WKEL6 2037-11-01 5 13366.08 13583.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI6794 N/A 3133WDRP9 2054-05-01 6 7878.70 8107.45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI2881 N/A 3133W9FW6 2054-03-01 6 14366.85 14896.32 Agency Mortgage-Backed Securities FMAC FEPC 02.500 3KSE4017 N/A 3133SDPA9 2028-09-01 2.5 13030.38 12801.66 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CNRD5108 N/A 3133LPU96 2032-08-01 3 25505.03 24600.41 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIRC2256 N/A 3133L8QH1 2036-08-01 2.5 9154.12 8617.81 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIRC1370 N/A 3133L7QX8 2032-01-01 2 3300.88 3154.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRC1377 N/A 3133L7Q67 2034-01-01 5 20057.25 20263.76 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTRB5044 N/A 3133KYS91 2040-04-01 3 11235.37 10405.03 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTRB5322 N/A 3133KY4F3 2044-12-01 4 600385.11 582145.55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB1163 N/A 3133KUJG3 2045-01-01 5 1057428.42 1065229.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9685 N/A 3133KRXN9 2053-07-01 6 23180.27 24012.24 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7746 N/A 3133KPTB4 2052-08-01 3.5 18397.86 16876.16 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5761 N/A 3133KMMJ1 2051-06-01 2 13809.11 11206.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY0889 N/A 3140NG7B0 2053-04-01 5 1725202.54 1722196.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW1289 N/A 3140MSNF8 2052-10-01 5.5 3684.35 3749.42 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL606764 N/A 31388KB92 2031-10-01 7 2995.55 3182.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW1243 N/A 3140MSLZ6 2052-10-01 5.5 20619.93 20992.54 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW0033 N/A 3140MRBB2 2052-07-01 4.5 1802.74 1764.19 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV9944 N/A 3140MQBN8 2052-06-01 3.5 729.21 672.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV7920 N/A 3140MMYS1 2052-08-01 3.5 26824.14 24583.42 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZJ5502 N/A 3131WWDF8 2031-11-01 7 4779.44 5077.65 Agency Mortgage-Backed Securities FNMA FNMS 04.750 RE657494 N/A 31390VNK6 2033-08-01 4.75 16159.18 16118.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 KL793282 N/A 31405MJ32 2034-05-01 5.5 19641.24 19732.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL735141 N/A 31402QWA5 2035-01-01 5.5 21839.03 22230.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL735227 N/A 31402QYY1 2035-02-01 5.5 11293.82 11501.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL735484 N/A 31402RCV9 2035-05-01 5 16032.78 16097.65 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAL3801 N/A 3138ELGK3 2028-02-01 3 48322.11 47862.55 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBQ3865 N/A 3140KPJK0 2050-09-01 2.5 10228.25 8732.71 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8103 N/A 3132A9AC1 2033-08-01 3.5 2488.38 2434.26 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD3360 N/A 3133B0WV1 2051-12-01 2 3970.87 3209.09 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZS1918 N/A 3132A2DX7 2038-02-01 6.5 3460.91 3605.62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA3279 N/A 31418CUD4 2038-02-01 3 1610.34 1510.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL836865 N/A 31407PW20 2035-11-01 5 2345.79 2383.65 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CL745248 N/A 31403C5H0 2034-08-01 7.5 2890.60 2966.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAS0263 N/A 3138W9JH4 2043-08-01 5 22335.51 22618.01 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL3976 N/A 3138ELM26 2028-04-01 3.5 4250.42 4223.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4440 N/A 31418D5A6 2051-10-01 3.5 12742.43 11717.55 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3XZT0982 N/A 3132ADCT3 2028-07-01 3 5770.42 5718.66 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CT256738 N/A 31371NEK7 2027-05-01 6.5 12505.22 13028.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CT256855 N/A 31371NH81 2027-08-01 5.5 3631.83 3671.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 JL888796 N/A 31410GNM1 2037-09-01 6 8026.01 8137.48 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV2359 N/A 3138XDTR1 2044-01-01 4 14928.75 14485.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAS1867 N/A 3138WBCD5 2029-03-01 3.5 3094.56 3063.73 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAW3619 N/A 3138XTAV7 2044-06-01 4 17731.55 17145.03 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV7709 N/A 3140MMR75 2052-04-01 3 16714.50 14743.64 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLBV1905 N/A 3140MFDK6 2052-01-01 1.5 17738.77 13707.43 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV0922 N/A 3140MEAY2 2052-06-01 3 27320.53 24067.38 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIBT9452 N/A 3140LYQE6 2036-11-01 1.5 16702.57 15000.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBT4909 N/A 3140LTN34 2051-07-01 3.5 11205.39 10282.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5551 N/A 3140XMEZ5 2047-07-01 5 24035.63 24424.69 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS4759 N/A 3140XLJD1 2037-04-01 2.5 15834.37 14916.83 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS3238 N/A 3140XJS46 2051-03-01 2 26912.68 21667.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2967 N/A 3140XJJM6 2052-09-01 5 21226.24 21237.98 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS2931 N/A 3140XJHH9 2037-03-01 2 23206.16 21279.61 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS3489 N/A 3140XJ2X0 2037-01-01 2 21687.24 19885.67 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA4410 N/A 3133KK3T4 2051-01-01 2.5 20955.79 17830.10 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIQN9461 N/A 3133GGQN6 2037-01-01 2 23523.83 21569.50 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIQN1767 N/A 3133G76C2 2035-04-01 2.5 865.72 814.61 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT1864 N/A 3132AEB96 2049-04-01 4 6761.99 6466.51 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT1522 N/A 3132ADVP0 2047-08-01 4.5 1832.03 1827.36 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT1320 N/A 3132ADPD4 2048-11-01 4 7994.45 7647.23 Agency Mortgage-Backed Securities FMAC FEPC 04.500 3VZT1143 N/A 3132ADHU5 2044-03-01 4.5 13476.67 13367.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3XZT1000 N/A 3132ADDD7 2029-07-01 3.5 2060.88 2040.33 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT1777 N/A 3132AD6N3 2049-03-01 4 1954.93 1869.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 4LZT0625 N/A 3132ACVS6 2038-05-01 5.5 2592.63 2610.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 4LZT0563 N/A 3132ACTU4 2037-06-01 6 814.90 842.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZT0805 N/A 3132AC3N8 2047-12-01 5 24713.03 24765.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS9416 N/A 3132AAN91 2040-02-01 5.5 4205.79 4347.48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CTZS9236 N/A 3132AAHM9 2028-12-01 6 1941.37 1997.73 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZS9205 N/A 3132AAGN8 2036-04-01 3.5 8433.33 8142.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAW0029 N/A 3138XPA78 2044-07-01 3.5 25459.51 23887.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1959 N/A 31418BE93 2034-07-01 3.5 8073.28 7821.03 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZJ0961 N/A 3131WRB61 2040-12-01 4 3363.86 3291.19 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL3955 N/A 3131XKMC0 2042-10-01 3.5 8217.44 7792.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL974965 N/A 31414STW3 2038-04-01 5 5212.60 5296.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 NQ889510 N/A 31410KGT5 2037-01-01 6.5 5845.35 5799.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL975097 N/A 31414SX24 2038-06-01 5 6559.99 6666.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CT257324 N/A 31371NYV1 2028-08-01 5 1900.28 1908.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL970866 N/A 31414NCB8 2038-12-01 5.5 1560.40 1603.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA2039 N/A 31418BHR0 2029-09-01 3.5 2404.29 2379.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAW7396 N/A 3138XXGE0 2027-01-01 3.5 1129.18 1127.59 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS7557 N/A 3138WHMF6 2046-07-01 4 14613.52 14082.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2701 N/A 3142GTAB2 2054-08-01 5.5 12364.35 12522.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTAL6970 N/A 3138EPW83 2035-07-01 3.5 1109.70 1063.30 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZJ5399 N/A 3131WV7L4 2031-10-01 7 10418.29 11068.32 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZK6844 N/A 3131XAS93 2029-08-01 2.5 37319.09 36354.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4258 N/A 31418DWU2 2051-02-01 3.5 3831.92 3532.02 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL930922 N/A 31412PG70 2039-04-01 4.5 15497.34 15457.90 Agency Mortgage-Backed Securities FNMA FNMS 05.000 GL931104 N/A 31412PNV9 2039-05-01 5 634.32 638.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 GLAB0460 N/A 31416VQN7 2037-02-01 5.5 5896.40 5985.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA0418 N/A 31417YPC5 2030-05-01 5 18268.97 18410.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAB1389 N/A 31416WRK0 2040-08-01 4.5 3997.26 3987.09 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0475 N/A 3132CWQ49 2036-01-01 3 6169.21 5898.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CI890776 N/A 31410LT93 2031-11-01 3.5 1909.90 1889.29 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA3389 N/A 31418CXT6 2038-06-01 4 1870.15 1822.93 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTFM8189 N/A 3140XCC30 2038-08-01 3 500737.99 475477.59 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA1033 N/A 31334XEE5 2049-07-01 3 14510.18 12952.84 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G67721 G N/A 3132XCSJ5 2049-04-01 4.5 15249.49 15035.61 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q36238 G N/A 3132QS4Y1 2045-09-01 4 24181.28 23108.00 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q34966 G N/A 3132QRQU7 2045-07-01 4 12825.45 12359.27 Agency Mortgage-Backed Securities FMAC 04.000 FGPC V81760 G N/A 3132L65V9 2045-05-01 4 24003.43 23126.06 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q14039 G N/A 3132HQPY2 2042-12-01 3.5 6946.18 6583.62 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD8509 N/A 3132DWN25 2055-02-01 7 20118.59 21373.87 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8484 N/A 3132DWM91 2054-11-01 4 14675.38 13838.77 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8435 N/A 3132DWLQ4 2054-06-01 4 18284.23 17242.01 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8424 N/A 3132DWLD3 2054-03-01 4 5575.88 5259.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTZS9179 N/A 3132AAFU3 2030-04-01 5.5 3172.64 3207.48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTZS9055 N/A 3132AABY9 2031-07-01 5 2360.28 2371.54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFS2401 N/A 3140XHU39 2035-03-01 4 15576.41 15513.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1332 N/A 3140XGPS2 2052-03-01 3.5 18801.23 17254.01 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS1167 N/A 3140XGJM2 2052-03-01 2.5 18124.37 15577.17 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1030 N/A 3140XGEC9 2052-03-01 3 11779.18 10373.18 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTFS0935 N/A 3140XGBD0 2038-06-01 3 5807.06 5593.93 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0916 N/A 3140XGAS8 2052-03-01 3 2990.12 2634.69 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS0599 N/A 3140XFUZ2 2051-04-01 2 21352.77 17591.50 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0392 N/A 3140XFNJ6 2052-01-01 2.5 7084.91 5974.07 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0037 N/A 3140XFBF7 2051-08-01 3 108560.03 97587.51 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS0838 N/A 3140XF4Y4 2052-01-01 3.5 16462.16 15279.02 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM9482 N/A 3140XDRC2 2051-11-01 3 19611.65 17270.68 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM9443 N/A 3140XDP59 2051-10-01 2.5 27949.79 23722.94 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM8839 N/A 3140XCZD3 2051-09-01 2 27488.72 22635.29 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM7868 N/A 3140XBW63 2051-02-01 2.5 15945.23 13760.95 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM7864 N/A 3140XBW22 2036-07-01 2 12193.67 11173.75 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM7827 N/A 3140XBVV9 2050-12-01 3 14070.84 12539.74 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM7518 N/A 3140XBK82 2051-06-01 2.5 466513.81 401716.85 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTZS9040 N/A 3132AABH6 2031-11-01 5 9082.21 9124.37 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8691 N/A 3132A9UQ8 2033-03-01 3.5 1653.70 1618.77 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS8678 N/A 3132A9UB1 2032-12-01 2.5 6864.58 6557.54 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8652 N/A 3132A9TH0 2032-04-01 3.5 18137.04 17802.72 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS8642 N/A 3132A9S73 2032-02-01 3 2500.22 2425.10 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8592 N/A 3132A9RM1 2030-12-01 3.5 2106.94 2076.92 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS8582 N/A 3132A9RB5 2030-09-01 3 1624.47 1587.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAE1862 N/A 31419CB85 2040-08-01 5 2082.22 2113.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAE0984 N/A 31419BCW3 2041-02-01 4.5 7615.67 7596.28 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAH6486 N/A 3138A8F43 2041-03-01 4 8624.22 8416.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBA4561 N/A 3140E9B70 2030-12-01 3.5 5602.73 5532.58 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS6431 N/A 3138WGED2 2031-01-01 2.5 947.00 913.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CVAL8047 N/A 3138EQ5H1 2030-11-01 3.5 4017.88 3968.64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTFM3507 N/A 3140X63R0 2036-05-01 3 6894.31 6578.36 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTZA2181 N/A 31329KM68 2030-10-01 4 1833.89 1817.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAI3115 N/A 3138AGN95 2041-07-01 4.5 10947.38 10919.49 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA0878 N/A 31417Y6Q5 2031-10-01 4 4081.09 4040.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB4102 N/A 31417ARY7 2041-12-01 3.5 26249.55 24873.79 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G06892 G N/A 3128M87D0 2042-01-01 4 8719.94 8520.25 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO0932 N/A 3133WKA97 2037-10-01 4.5 19432.23 19513.36 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIRC3001 N/A 3133L9KN2 2038-07-01 2 2652.11 2431.64 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBT9492 N/A 3140LYRN5 2051-12-01 2 7455.55 6111.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA0976 N/A 31418ACN6 2032-02-01 3.5 2454.22 2399.77 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAK3264 N/A 3138E7TW4 2027-02-01 3 10904.95 10873.29 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZK7530 N/A 3131XBLK3 2030-07-01 2.5 6955.44 6733.77 Agency Mortgage-Backed Securities FMAC FEPC 04.000 ZLZT2229 N/A 3132AEPN0 2048-05-01 4 11263.29 10775.28 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBM4304 N/A 3140J8YA5 2030-02-01 3 3153.93 3119.57 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4643 N/A 3132A5EQ4 2045-12-01 4 4626.10 4448.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB5615 N/A 31417CGZ2 2042-07-01 3.5 3730.14 3513.83 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA1165 N/A 31418AJK5 2032-09-01 3 13235.73 12784.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTAL2525 N/A 3138EJYX0 2032-06-01 3.5 14174.77 13776.14 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4708 N/A 3132A5GR0 2047-03-01 4 1404.94 1356.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH6123 N/A 3133CJYU9 2053-11-01 5.5 18949.45 19186.89 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD8404 N/A 3132DWKR3 2054-02-01 7 17342.81 18424.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8372 N/A 3132DWJR5 2053-11-01 5.5 10923.14 11097.03 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8338 N/A 3132DWHP1 2053-06-01 4 5568.72 5256.30 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8156 N/A 3132DWBZ5 2051-07-01 2.5 1973.77 1676.61 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8114 N/A 3132DWAP8 2050-12-01 2.5 10140.80 8631.54 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7508 N/A 3132DVKV6 2049-10-01 3.5 2687.33 2495.48 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2923 N/A 3140X6G96 2048-08-01 3 5264.35 4817.70 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTFM2837 N/A 3140X6EK3 2035-12-01 4 2850.82 2816.25 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM3494 N/A 3140X63C3 2048-04-01 2.5 4551.56 3948.47 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM2236 N/A 3140X5PW7 2034-03-01 4 3437.66 3378.09 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM1900 N/A 3140X5DE0 2034-11-01 2.5 4229.67 3989.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAE4342 N/A 31419EZG7 2040-10-01 4.5 3021.33 3010.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1567 N/A 3140X4W51 2049-08-01 3.5 2816.06 2607.66 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM1458 N/A 3140X4TQ9 2049-04-01 4.5 18489.71 18161.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM1263 N/A 3140X4MM5 2049-07-01 4.5 15953.08 15575.05 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAO0800 N/A 3138LQ3J1 2027-04-01 3 4057.68 4041.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL8600 N/A 3138ETRW8 2031-04-01 3.5 2330.91 2304.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL9418 N/A 3138ERPC8 2031-08-01 3.5 7712.69 7621.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL9405 N/A 3138ERNX4 2044-06-01 3.5 11527.88 10927.27 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAL9867 N/A 3138ER6D7 2032-02-01 3 3266.99 3170.70 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAL7755 N/A 3138EQTM4 2034-10-01 4 8857.27 8741.70 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAL7320 N/A 3138EQD25 2030-09-01 3 5386.83 5289.15 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL7205 N/A 3138EQAF9 2029-12-01 3.5 24547.98 24311.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL8001 N/A 3138EQ3K6 2031-02-01 3.5 804.14 792.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL6858 N/A 3138EPTQ7 2030-04-01 3.5 3304.76 3267.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL6853 N/A 3138EPTK0 2029-11-01 3.5 4974.84 4913.51 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL6598 N/A 3138EPKL7 2030-04-01 3.5 4248.94 4201.51 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM1796 N/A 3140X47J9 2034-10-01 3.5 24180.16 23562.59 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM1776 N/A 3140X46N1 2034-10-01 3 8547.51 8239.33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFA4526 N/A 3140W5A46 2037-06-01 2.5 7519.33 7075.42 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFA2203 N/A 3140W2NV9 2055-08-01 7 16456.70 17483.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIFA0741 N/A 3140W0ZF5 2038-09-01 6 580.97 599.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9153 N/A 3140QVE34 2054-09-01 6 3241.22 3390.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6731 N/A 3140QSPR6 2053-07-01 5 5644.66 5623.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5525 N/A 3140QRD75 2053-01-01 6 21937.70 22622.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5090 N/A 3140QQUQ6 2052-11-01 6 13475.14 14115.53 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD6882 N/A 3132DUUF2 2053-10-01 3 16201.09 14272.79 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD5419 N/A 3132DTAU4 2054-05-01 6.5 11269.39 11771.45 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS8570 N/A 3132A9QX8 2030-06-01 3 8605.59 8416.50 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS8566 N/A 3132A9QT7 2030-05-01 2.5 1151.62 1117.45 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS8540 N/A 3132A9PZ4 2029-10-01 3 3499.50 3437.93 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8523 N/A 3132A9PG6 2029-04-01 3.5 1281.39 1269.53 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8518 N/A 3132A9PB7 2029-02-01 3.5 4319.63 4281.18 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS8546 N/A 3132A9P76 2029-12-01 2.5 2821.93 2746.31 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS8507 N/A 3132A9NY9 2028-11-01 3 795.79 785.74 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8497 N/A 3132A9NN3 2028-08-01 3.5 1582.66 1569.23 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8458 N/A 3132A9MF1 2027-02-01 3.5 781.86 780.17 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS7602 N/A 3132A8NT2 2031-08-01 3 1638.07 1604.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM7475 N/A 3140XBJV3 2050-10-01 4.5 2084.11 2041.47 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM7419 N/A 3140XBG53 2035-02-01 2.5 4248.53 4123.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM7340 N/A 3140XBEN6 2049-07-01 4 1483.53 1406.84 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM7253 N/A 3140XBBX7 2051-05-01 2 6482.13 5355.46 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM6355 N/A 3140XABZ4 2050-08-01 4.5 3191.87 3128.56 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6031 N/A 3140X9VZ5 2051-02-01 2 18242.78 14717.93 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTFM5790 N/A 3140X9NG6 2040-03-01 4 8346.53 8127.11 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM5573 N/A 3140X9FP5 2036-01-01 2 12101.36 11119.53 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM4742 N/A 3140X8HU4 2035-03-01 4 6767.82 6697.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4085 N/A 3140X7RF8 2050-01-01 3.5 8752.21 8165.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM3982 N/A 3140X7M89 2050-05-01 3.5 14337.16 13240.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM3387 N/A 3140X6XR7 2035-03-01 3.5 3264.84 3190.86 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTFM3321 N/A 3140X6VP3 2038-11-01 4.5 4088.48 4086.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM3187 N/A 3140X6RH6 2033-02-01 3.5 11068.80 10945.23 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3093 N/A 3140X6NK3 2048-11-01 4 20680.93 19784.87 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM3081 N/A 3140X6M73 2033-04-01 3 2139.48 2081.58 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS7854 N/A 3132A8WP0 2032-09-01 3.5 934.75 916.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1290 N/A 31418ANG9 2032-12-01 3.5 1432.18 1396.62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAL2963 N/A 3138EKJH9 2027-11-01 3 2117.96 2109.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTAL6159 N/A 3138ENZZ5 2032-01-01 4.5 5847.56 5843.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL6092 N/A 3138ENXW4 2043-07-01 3.5 3368.45 3210.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA2321 N/A 31418BSK3 2035-07-01 3.5 7019.10 6774.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA2232 N/A 31418BPS9 2035-04-01 3.5 8979.68 8674.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1982 N/A 31418BFY7 2034-08-01 3.5 6411.44 6218.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA1980 N/A 31418BFW1 2044-08-01 3.5 7783.67 7305.47 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA2603 N/A 31418B3M6 2031-04-01 2 14795.14 14145.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1584 N/A 31418AXN3 2033-09-01 3.5 1425.58 1385.19 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA1338 N/A 31418APY8 2033-02-01 3 2627.77 2524.57 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CJMA1286 N/A 31418ANC8 2027-12-01 2.5 920.27 906.30 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA1314 N/A 31418AN87 2033-01-01 2.5 7091.02 6702.88 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1217 N/A 31418AK72 2042-10-01 4 20919.87 20299.53 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA1089 N/A 31418AF78 2032-06-01 4 7332.08 7252.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0968 N/A 31418ACE6 2031-12-01 4.5 11472.95 11420.80 Agency Mortgage-Backed Securities FNMA FNMS 07.000 K2255062 N/A 31371LJF7 2033-12-01 7 2022.15 2055.78 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM4445 N/A 3131XX5E7 2047-10-01 4 8376.42 8013.57 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM2175 N/A 3131XVMY8 2046-12-01 4.5 5088.51 4953.05 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM1339 N/A 3131XUPY7 2046-07-01 3 10465.03 9487.05 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM1159 N/A 3131XUJC2 2046-05-01 4 10085.67 9673.79 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM1028 N/A 3131XUD95 2046-04-01 3.5 1040.65 974.76 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM0931 N/A 3131XUA80 2046-03-01 4.5 20711.89 20424.68 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM0454 N/A 3131XTQF0 2045-11-01 3 19827.01 18075.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL254548 N/A 31371KWH0 2032-12-01 5.5 2461.07 2532.32 Agency Mortgage-Backed Securities FNMA FNMS 06.500 GO254024 N/A 31371KD57 2031-07-01 6.5 2979.34 3028.37 Agency Mortgage-Backed Securities FNMA FNMS 08.500 CL253671 N/A 31371JW83 2031-01-01 8.5 2544.08 2641.11 Agency Mortgage-Backed Securities FNMA FNMS 08.000 K2253553 N/A 31371JTJ3 2030-10-01 8 1778.19 1831.81 Agency Mortgage-Backed Securities FNMA FNMS 08.500 CL253482 N/A 31371JRB2 2030-10-01 8.5 648.90 666.59 Agency Mortgage-Backed Securities FNMA FNMS 07.000 GL252335 N/A 31371HHL5 2029-02-01 7 6469.81 6598.74 Agency Mortgage-Backed Securities FNMA FNMS 07.500 GL252877 N/A 31371H2J6 2029-10-01 7.5 1443.16 1473.71 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT2488 N/A 3140LQXS4 2051-05-01 2.5 16094.91 13675.91 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT1651 N/A 3140LPZR6 2051-07-01 2.5 9247.46 7950.24 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT0610 N/A 3140LNVC8 2051-06-01 2.5 16600.92 14100.69 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR4996 N/A 3140L3RS2 2051-02-01 2.5 17433.88 14743.48 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR0441 N/A 3140KXP34 2051-03-01 2.5 22315.89 18817.47 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBP6715 N/A 3140KEN95 2050-09-01 2 15990.39 13001.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBP5674 N/A 3140KDJU5 2050-06-01 5 7308.09 7303.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN9825 N/A 3140JS4K2 2049-05-01 5 9265.68 9294.26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBN5298 N/A 3140JM3G5 2034-02-01 3 2269.63 2187.88 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN3009 N/A 3140JKKX3 2048-11-01 4 3560.30 3398.60 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBN0363 N/A 3140JGMM4 2033-12-01 4 6939.97 6873.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM1811 N/A 3140X5AM5 2034-08-01 4 9723.39 9626.27 Agency Mortgage-Backed Securities FMAC 03.000 FGPC C91987 G N/A 3128P8F48 2038-04-01 3 13978.19 13161.68 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB8233 N/A 3132D6EE6 2038-06-01 4.5 4528.87 4513.86 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0598 N/A 3131Y6UX5 2043-01-01 3.5 5332.47 5023.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZS2107 N/A 3132A2KU5 2038-05-01 6 14471.49 15408.66 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3188 N/A 31418CRJ5 2032-11-01 3 520.05 503.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFS2429 N/A 3140XHVX2 2034-09-01 3.5 4602.92 4483.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM5485 N/A 3140JACX4 2049-02-01 3.5 21960.40 20282.31 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIZT1890 N/A 3132AEC38 2034-03-01 4 5399.23 5343.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5230 N/A 3133KYY37 2043-05-01 5.5 14405.92 14752.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3444 N/A 31418CZJ6 2048-08-01 4.5 7760.46 7619.76 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA2424 N/A 31418BVS2 2030-07-01 2 14451.92 13852.03 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q50763 G N/A 3132XSZ52 2047-09-01 3.5 303093.24 284058.52 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS7155 N/A 3140XN5R1 2051-12-01 3 15610.19 13916.44 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLZI0724 N/A 3131WCYV4 2033-09-01 7.5 825.40 841.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM3997 N/A 3140X7NP0 2049-04-01 4.5 22537.46 22001.54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTZS9058 N/A 3132AAB37 2031-11-01 5 19226.62 19386.24 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBC4584 N/A 3140F0CW2 2046-03-01 2.5 2881.87 2500.00 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTFS0198 N/A 3140XFGG0 2040-05-01 4 4036.96 3924.74 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8568 N/A 3132A9QV2 2030-05-01 3.5 7763.97 7669.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN3949 N/A 3140JLL77 2049-01-01 5 23025.98 23228.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL5749 N/A 3138ENL72 2042-07-01 4.5 20520.06 20467.82 Agency Mortgage-Backed Securities FMAC FEPC 06.500 3IZK9862 N/A 3131XD5X9 2037-04-01 6.5 15797.49 16399.32 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD5185 N/A 3132DSXN7 2052-09-01 4 10423.91 9838.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5309 N/A 3132DS3S9 2054-04-01 5.5 14566.39 14883.03 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2862 N/A 3132DQFB7 2053-05-01 6 19333.36 20058.41 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD1957 N/A 3132DPE61 2052-03-01 3 18477.63 16335.05 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD2609 N/A 3132DP3S5 2052-12-01 3.5 11880.32 10888.54 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CTSC0078 N/A 3132D9CP7 2040-10-01 2.5 12235.89 11009.90 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8508 N/A 3132D6NZ9 2036-02-01 2 7731.78 7104.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB8315 N/A 3132D6GY0 2039-07-01 5.5 2946.51 3011.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB8305 N/A 3132D6GN4 2039-05-01 6 5645.22 5829.42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB8274 N/A 3132D6FP0 2038-12-01 6 5893.63 6085.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB8289 N/A 3132D6F62 2039-03-01 6 1749.64 1806.56 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB8246 N/A 3132D6ET3 2038-08-01 4.5 7696.87 7671.36 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8203 N/A 3132D6DG2 2038-01-01 3.5 22960.70 22002.54 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CISB8173 N/A 3132D6CJ7 2037-08-01 4 21144.59 20884.35 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8170 N/A 3132D6CF5 2037-08-01 3.5 23591.29 22607.28 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5178 N/A 31418EXG0 2038-10-01 6 14373.70 14842.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5056 N/A 31418ETN0 2053-05-01 3.5 21825.98 20002.62 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS8661 N/A 3132A9TS6 2032-07-01 2.5 1289.13 1232.91 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL9104 N/A 3131XRDH4 2045-02-01 4 3829.68 3687.74 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQA4396 N/A 31339U3D0 2049-11-01 2.5 13046.26 11104.11 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL8238 N/A 3138ETEL6 2030-08-01 3.5 7296.49 7222.79 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8374 N/A 3132DWJT1 2053-11-01 6.5 10960.99 11419.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS6771 N/A 3132A7QY0 2026-12-01 3.5 675.24 675.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZI5123 N/A 3131WHVQ7 2036-08-01 6 3198.14 3309.69 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZS3826 N/A 3132A4HB7 2039-09-01 6.5 9917.68 10455.82 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK3866 N/A 3131X7JK5 2027-01-01 3 8047.75 8020.88 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZA0607 N/A 31329HU82 2029-06-01 6.5 3908.16 4071.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 4UZL1059 N/A 3131XGE87 2035-12-01 5.5 5226.60 5125.03 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS6676 N/A 3132A7MZ1 2028-04-01 3 5823.90 5767.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBE7150 N/A 3140FS5L3 2032-02-01 3.5 3375.34 3300.13 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIRC2071 N/A 3133L8JQ9 2036-06-01 2 3912.09 3603.00 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD2269 N/A 3132DPQW1 2052-01-01 3 22734.31 20043.85 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL4013 N/A 3131XKN62 2042-10-01 3.5 16548.31 15626.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA2671 N/A 31418B6H4 2046-07-01 3.5 850.55 795.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5632 N/A 3142GWHJ1 2055-08-01 6 2326.08 2393.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5684 N/A 31418FJ65 2040-04-01 5.5 1865.75 1906.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5632 N/A 31418FHJ9 2040-02-01 6 12784.61 13191.46 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4552 N/A 3140QQBW4 2052-09-01 4.5 12943.52 12629.53 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6231 N/A 3133KM4Q5 2051-11-01 2.5 5558.79 4687.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW2652 N/A 3140MT5N9 2056-02-01 4.5 2554610.10 2472512.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTZS9178 N/A 3132AAFT6 2031-09-01 5 2095.89 2114.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB8751 N/A 3140QUWM4 2054-06-01 4.5 4305.62 4185.24 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA3589 N/A 31418C7B4 2034-02-01 4 2528.78 2503.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA0951 N/A 31418ABV9 2026-11-01 4.5 2452.98 2456.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0939 N/A 31418ABH0 2031-12-01 4.5 19956.26 19948.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0706 N/A 31417YYC5 2031-04-01 4.5 15390.02 15373.47 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA0616 N/A 31417YVJ3 2031-01-01 4 909.02 900.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA0560 N/A 31417YTS6 2030-10-01 3.5 19604.43 19233.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL3938 N/A 3138ELLU5 2028-07-01 3.5 1501.82 1490.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL4482 N/A 3138EL6U2 2041-11-01 4.5 1677.76 1673.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL4468 N/A 3138EL6E8 2028-11-01 3.5 811.02 805.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL3318 N/A 3138EKVL6 2043-03-01 3.5 5554.34 5263.23 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAL2908 N/A 3138EKGS8 2027-08-01 3 5638.52 5619.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL3577 N/A 3138EK6P5 2043-04-01 3.5 60017.93 56704.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAL2225 N/A 3138EJPK8 2038-12-01 5.5 21508.83 21848.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK6568 N/A 3138EBJN6 2042-04-01 3.5 4006.58 3787.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAJ7688 N/A 3138E0RJ0 2041-12-01 4 25320.17 24718.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA4992 N/A 31418ERN2 2038-04-01 5 5621.67 5683.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4917 N/A 31418EPB0 2053-02-01 4.5 3146.95 3070.67 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4773 N/A 31418EJT8 2037-10-01 2.5 16695.36 15709.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4686 N/A 31418EF47 2052-06-01 5 16883.21 16856.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA4639 N/A 31418EEM8 2037-05-01 3.5 2350.74 2253.39 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA4629 N/A 31418EEB2 2037-06-01 3 7645.82 7262.13 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4517 N/A 31418EAT7 2037-01-01 2.5 16179.77 15224.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5352 N/A 31418E5N6 2054-05-01 5 17047.78 16903.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5344 N/A 31418E5E6 2039-04-01 4.5 19715.06 19649.51 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM3028 N/A 3140X6LJ8 2030-06-01 3 4497.61 4443.96 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS7403 N/A 3132A8GL7 2031-05-01 3 4651.43 4537.54 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS7299 N/A 3132A8DC0 2030-10-01 3 8574.65 8377.32 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS6795 N/A 3132A7RQ6 2028-06-01 2.5 1134.54 1119.25 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS6678 N/A 3132A7M32 2028-02-01 3.5 3574.06 3544.72 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS6430 N/A 3132A7EB3 2027-03-01 3 2946.78 2938.67 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS7148 N/A 3132A75H0 2030-04-01 3.5 7431.12 7343.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS4792 N/A 3132A5KD6 2048-09-01 5 6808.41 6871.14 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4771 N/A 3132A5JQ9 2048-06-01 3.5 11624.42 10802.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH1309 N/A 3133CDN26 2053-09-01 5.5 20905.04 21209.95 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE9409 N/A 3133BKN21 2052-09-01 4 10714.56 10169.31 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE8533 N/A 3133BJPS5 2052-07-01 4 5327.75 5038.56 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQD8689 N/A 3133B6UN8 2052-03-01 3.5 1323765.38 1213201.12 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQD0226 N/A 3133AWHB3 2051-10-01 3 18387.92 16363.90 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQC6920 N/A 3133ARVM4 2051-09-01 3.5 15923.95 14600.56 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQB2258 N/A 3133A8QK6 2050-08-01 3 2593.28 2303.03 Agency Mortgage-Backed Securities FMAC 06.200 FRPC G80294 G N/A 31335PKF1 2027-10-01 6.2 1859.37 1864.59 Agency Mortgage-Backed Securities FMAC 08.000 FRPC G80227 G N/A 31335PHC2 2030-11-01 8 6456.74 6490.51 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZK4451 N/A 3131X75L8 2027-09-01 2.5 14065.55 13932.69 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CTZJ9145 N/A 3131X1ES6 2026-11-01 6.5 2142.40 2154.20 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZJ5993 N/A 3131WWUS1 2032-04-01 7 2789.27 2963.30 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZJ5948 N/A 3131WWTD6 2032-04-01 7 2512.99 2669.79 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZJ5687 N/A 3131WWJ88 2032-01-01 7 6839.61 7266.36 Agency Mortgage-Backed Securities FMAC FEPC 08.000 CLZJ5090 N/A 3131WVUP9 2030-11-01 8 3121.83 3208.49 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLZJ4644 N/A 3131WVER3 2030-12-01 7.5 1017.76 1036.69 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZA0834 N/A 31329H4T5 2032-06-01 7 12288.65 13055.39 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZA3832 N/A 31329MHH6 2030-09-01 2.5 18772.53 18168.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBM5508 N/A 3140JADN5 2049-02-01 5 4497.84 4541.14 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBX4573 N/A 3140N9CK0 2053-08-01 3 3142.39 2767.77 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB0738 N/A 3140QKZC5 2051-06-01 3 6876.10 6055.74 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4549 N/A 31418EBT6 2052-02-01 3 2056.08 1813.93 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAJ6054 N/A 3138AXWQ0 2026-12-01 3 8009.71 7992.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAI5236 N/A 3138AJZA3 2041-06-01 5 5524.73 5614.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAH1566 N/A 3138A2W47 2040-12-01 5 21126.30 21468.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAH1161 N/A 3138A2JF7 2041-01-01 4.5 13912.67 13877.23 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL636983 N/A 31389VUG0 2032-06-01 7 8219.59 8732.44 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL634953 N/A 31389TMA7 2032-05-01 7 2719.57 2889.25 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL629602 N/A 31389MNT0 2032-02-01 7 913.82 970.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL628770 N/A 31389LQX0 2032-03-01 6.5 3856.99 4018.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA0354 N/A 31417YMC8 2030-03-01 5 7386.96 7443.66 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0171 N/A 31417YFM4 2029-09-01 4.5 8424.99 8429.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA0023 N/A 31417YAZ0 2029-04-01 5 2437.55 2448.65 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTAB9473 N/A 31417GQ33 2033-06-01 3 8289.46 7978.50 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM5499 N/A 3140JADD7 2029-05-01 4 1212.44 1212.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBM4129 N/A 3140J8ST1 2033-04-01 3.5 23945.27 23493.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBM3257 N/A 3140J7TP0 2032-11-01 3.5 16841.05 16504.73 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM3084 N/A 3140J7NA9 2032-08-01 4 21295.75 21146.87 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTBM3113 N/A 3140J7N76 2034-04-01 4.5 9170.16 9105.65 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBM3539 N/A 3140J74Z5 2030-10-01 3 12575.02 12443.69 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM3499 N/A 3140J73H6 2047-12-01 4 558.56 534.36 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBM1400 N/A 3140J5RW1 2029-04-01 3.5 1778.78 1764.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBM1231 N/A 3140J5LM9 2031-11-01 3.5 15843.01 15670.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBM1064 N/A 3140J5FE4 2030-11-01 3.5 7202.10 7123.59 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBM1031 N/A 3140J5ED7 2043-09-01 3 41393.19 38049.31 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBK7465 N/A 3140HMJK1 2033-09-01 3 14841.26 14270.75 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK4740 N/A 3140HJHS3 2048-08-01 4 23749.14 22725.01 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ8300 N/A 3140HAGJ3 2048-02-01 4.5 20379.88 20077.34 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ2763 N/A 3140H4B94 2048-05-01 4.5 8670.73 8529.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBJ2054 N/A 3140H3H82 2032-11-01 3.5 11013.01 10792.96 Agency Mortgage-Backed Securities FMAC FEPC 08.000 CLZS2778 N/A 3132A3CP3 2032-08-01 8 20989.53 21973.44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS2715 N/A 3132A3AQ3 2039-02-01 5 3398.53 3453.50 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZS2532 N/A 3132A2Y55 2038-12-01 7 3263.72 3467.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZS2435 N/A 3132A2V41 2038-11-01 6 2759.71 2911.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS2120 N/A 3132A2K92 2038-04-01 5.5 849.74 878.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZS1880 N/A 3132A2CR1 2038-01-01 6 11916.57 12570.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZS1370 N/A 3132A1QX5 2037-03-01 6 777.39 820.04 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZS1336 N/A 3132A1PV0 2037-02-01 7 515.61 547.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS1002 N/A 3132A1DF8 2036-02-01 5.5 2271.58 2353.77 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZS0953 N/A 3132A1BW3 2035-05-01 7 1086.97 1154.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFS0566 N/A 3140XFTY7 2036-12-01 3.5 6789.83 6596.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA1371 N/A 3140W1QZ9 2052-06-01 3.5 11512.77 10570.04 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZJ0660 N/A 3131WQWV5 2040-11-01 4 10694.23 10463.26 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA2430 N/A 31418BVY9 2035-10-01 4 5897.12 5780.73 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ6424 N/A 3133CXD56 2054-10-01 6 18761.35 19318.21 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA2375 N/A 3140Q9T94 2048-09-01 4 5049.44 4831.16 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZA0779 N/A 31329H2L4 2031-10-01 7 1312.49 1394.38 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4604 N/A 3132A5DH5 2045-02-01 4 1552.92 1495.69 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTFM6831 N/A 3140XASV5 2037-01-01 3 227862.64 216331.58 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1133 N/A 3140QLHK5 2051-07-01 2.5 399729.05 339841.60 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS9485 N/A 3132AARE6 2044-12-01 4.5 5646.89 5580.10 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS3214 N/A 3132A3SB7 2041-02-01 4 12568.64 12289.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3687 N/A 31418DCZ3 2049-06-01 4 6024.80 5700.26 Agency Mortgage-Backed Securities FMAC FEPC 04.500 3LZL0733 N/A 3131XFY61 2036-01-01 4.5 4884.56 4821.23 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4679 N/A 3132A5FU4 2046-09-01 4 11118.86 10671.71 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAY4688 N/A 3138YJF68 2031-08-01 4 3148.48 3114.95 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH7590 N/A 3133CLNF9 2054-01-01 6.5 897369.60 955679.88 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1169 N/A 3140XGJP5 2052-03-01 3 11128.82 9801.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL8271 N/A 3138ETFM3 2031-04-01 3.5 3210.20 3162.27 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA1259 N/A 31329JMG9 2042-10-01 3.5 99801.40 94260.87 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS8645 N/A 3132A9TA5 2032-03-01 2.5 17169.67 16441.22 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3905 N/A 31418DKT8 2050-01-01 3 3540.30 3156.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBN5296 N/A 3140JM3E0 2034-02-01 4 19223.50 19035.16 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CNMA4331 N/A 31418DY55 2031-05-01 1.5 4428.75 4184.37 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4330 N/A 31418DY48 2036-05-01 2.5 16209.38 15252.45 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4206 N/A 31418DU83 2035-12-01 2 10075.29 9258.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4084 N/A 31418DRE4 2050-07-01 4 9018.24 8589.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4080 N/A 31418DRA2 2050-07-01 3.5 1452.36 1343.83 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4078 N/A 31418DQ88 2050-07-01 2.5 2355.32 2008.19 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8164 N/A 3132D6B90 2037-07-01 3.5 26032.36 24954.34 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8103 N/A 3132D6AC4 2036-05-01 2 15702.95 14399.40 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB8078 N/A 3132D56P2 2035-12-01 1.5 69034.56 62244.00 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8028 N/A 3132D54M1 2035-01-01 3.5 1610.09 1565.92 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB0921 N/A 3132CXAW2 2038-07-01 3.5 3922.97 3760.48 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0646 N/A 3132CWWF7 2037-03-01 2.5 16629.75 15648.00 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB0424 N/A 3132CWPH1 2035-10-01 2 397396.90 364690.78 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB0378 N/A 3132CWM35 2034-04-01 3.5 4269.67 4171.33 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0233 N/A 3132CWHJ6 2033-04-01 3 4901.36 4766.74 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0179 N/A 3132CWFU3 2034-02-01 3 2188.74 2118.97 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0097 N/A 3132CWDA9 2034-10-01 2.5 3127.57 2952.55 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0093 N/A 3132CWC69 2031-12-01 2.5 2590.19 2487.92 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAU3826 N/A 3138X3HC9 2026-12-01 3 1695.02 1692.23 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZS0588 N/A 3132A0UM6 2031-10-01 7 1607.43 1707.73 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM4537 N/A 3140X8BF3 2034-06-01 4 23201.13 22979.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CICB1233 N/A 3140QLLP9 2036-07-01 3.5 5433.46 5280.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5909 N/A 31418FR74 2055-12-01 5 964.27 955.43 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL1562 N/A 31427NWY1 2053-10-01 3 6493.14 5717.97 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZA1294 N/A 31329JNK9 2041-11-01 4 3569.06 3469.05 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM1913 N/A 3131XVDS1 2046-10-01 4 13707.83 13192.36 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0084 N/A 3132CWCV4 2032-02-01 3 24840.07 24399.83 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS7056 N/A 3132A7ZV6 2029-12-01 3.5 2329.75 2310.70 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTZS9181 N/A 3132AAFW9 2035-12-01 4 1251.03 1236.49 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL8294 N/A 3131XQGB6 2044-07-01 3.5 9063.08 8561.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2661 N/A 3140QM5X8 2052-01-01 3 18558.09 16480.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX3062 N/A 31425XML0 2055-01-01 6 2184371.97 2270393.27 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08747 G N/A 3128MJZM5 2047-02-01 3 867.05 783.34 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBP9638 N/A 3140KHV81 2050-06-01 3 4161.36 3699.50 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD1389 N/A 3132DNRJ4 2052-07-01 3 20306.02 17913.46 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8038 N/A 3132DV4X0 2050-01-01 3.5 6239.14 5775.36 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZA0787 N/A 31329H2U4 2031-12-01 6.5 695.67 724.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ9437 N/A 3140HBPX0 2048-03-01 4.5 18024.15 17758.70 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5054 N/A 31418ETL4 2053-06-01 4 13245.80 12493.28 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CTZS8843 N/A 3132A9ZG5 2027-09-01 6 12021.50 12370.53 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDF2100 N/A 3140BSKN6 2055-10-01 7 1645038.97 1781131.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDH0389 N/A 3140UFNF7 2041-05-01 5.5 988417.84 1013870.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8008 N/A 3142JW3S3 2056-02-01 5 2981066.93 2954200.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7965 N/A 31417EZ79 2043-02-01 3.5 11149.48 10518.93 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAB7728 N/A 31417ESS1 2043-01-01 2.5 1068.37 948.28 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAB5890 N/A 31417CRL1 2027-08-01 3 19286.45 19162.08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5250 N/A 31417BZQ3 2042-05-01 3.5 9590.48 9075.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAB3905 N/A 31417AKT5 2026-11-01 3.5 576.60 576.22 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAB3899 N/A 31417AKM0 2026-11-01 3 21116.34 21081.64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAB2001 N/A 31416XGK0 2041-01-01 4.5 19410.73 19361.31 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTAB1490 N/A 31416WUQ3 2030-09-01 4.5 1464.65 1464.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAB1251 N/A 31416WL91 2040-07-01 5 733.06 744.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAA8265 N/A 31416SFF3 2039-06-01 4.5 8986.49 8963.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAA7332 N/A 31416REE9 2033-08-01 5 10165.43 10147.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAA6044 N/A 31416PWE3 2039-05-01 5 17235.03 17470.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 PLAA3302 N/A 31416LU46 2038-06-01 5 15395.42 15372.68 Agency Mortgage-Backed Securities FNMA FNMS 08.500 CL628301 N/A 31389LAA7 2032-02-01 8.5 2949.51 3035.77 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL623464 N/A 31389ETV7 2032-01-01 7 2960.35 3145.05 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL621421 N/A 31389CLA5 2032-05-01 7 2017.27 2143.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAU1635 N/A 3138X0Y93 2043-07-01 3.5 13488.01 12719.59 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAT7952 N/A 3138WVZS3 2042-11-01 2.5 1015.77 908.37 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAT7738 N/A 3138WVS44 2028-06-01 3 25143.59 24823.05 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAT3121 N/A 3138WQPF3 2028-04-01 3 4572.77 4521.22 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4019 N/A 31418DPD8 2050-05-01 2.5 22593.93 19254.86 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA4017 N/A 31418DPB2 2040-05-01 3 15342.51 14243.30 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3998 N/A 31418DNQ1 2050-04-01 4.5 4171.96 4073.69 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZN3056 N/A 3131Y9MD2 2049-01-01 3 5840.77 5328.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZN1436 N/A 3131Y7SZ1 2048-11-01 5 19566.70 19707.73 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN1256 N/A 3131Y7MD6 2048-11-01 4.5 1754.93 1716.76 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3TZN0047 N/A 3131Y6BQ1 2032-11-01 4 6646.29 6499.00 Agency Mortgage-Backed Securities FMAC FEPC 05.460 6IZM9669 N/A 3131Y4W67 2038-01-01 5.46 14971.86 15291.22 Agency Mortgage-Backed Securities FMAC FEPC 05.410 6GZM9139 N/A 3131Y4EL4 2037-08-01 5.41 3001.59 3006.30 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM7365 N/A 3131Y2FE3 2048-07-01 4.5 11385.66 11065.10 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM5794 N/A 3131Y0NK4 2048-03-01 4 6889.01 6590.56 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM6217 N/A 3131Y04A7 2048-04-01 4 9069.19 8670.70 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM3891 N/A 3131XXKC4 2047-08-01 3 18510.16 16673.76 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZJ4601 N/A 3131WVDE3 2030-11-01 6.5 673.95 702.13 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZJ4272 N/A 3131WUW95 2029-06-01 6.5 3763.21 3920.56 Agency Mortgage-Backed Securities FMAC FEPC 08.500 CLZJ4149 N/A 3131WUTE8 2030-03-01 8.5 3506.12 3619.67 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZI1404 N/A 3131WDRZ1 2034-01-01 5 9636.03 9593.32 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZI1159 N/A 3131WDJC1 2031-04-01 7 1086.56 1154.36 Agency Mortgage-Backed Securities FMAC 07.000 FGPC A15678 G N/A 31296QJX9 2033-11-01 7 6427.33 6835.33 Agency Mortgage-Backed Securities FMAC 06.000 FGPC C01511 G N/A 31292HVC5 2033-03-01 6 3488.10 3593.16 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G18684 G N/A 3128MMXN8 2033-04-01 3 2260.57 2187.67 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G18575 G N/A 3128MMT94 2030-11-01 3 2865.37 2798.76 Agency Mortgage-Backed Securities FMAC 02.500 FGPC G18533 G N/A 3128MMSX2 2029-12-01 2.5 583.85 568.82 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08761 G N/A 3128MJZ37 2047-05-01 3.5 944.87 883.09 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08623 G N/A 3128MJVR8 2045-01-01 3.5 2217.98 2083.57 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08479 G N/A 3128MJQ94 2042-03-01 3.5 8765.53 8313.49 Agency Mortgage-Backed Securities FMAC 06.000 FGPC A65953 G N/A 3128KWTJ2 2037-10-01 6 8336.65 8713.22 Agency Mortgage-Backed Securities FMAC 06.000 FGPC C75536 G N/A 31288EEH6 2033-01-01 6 2116.11 2193.11 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS4745 N/A 3132A5HW8 2047-11-01 4.5 3600.87 3548.39 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8496 N/A 3132DWNM1 2055-01-01 6 4426.01 4554.52 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT1952 N/A 3132AEEZ5 2049-05-01 4 3735.22 3571.62 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLZA0835 N/A 31329H4U2 2032-05-01 7.5 1653.04 1718.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBH8027 N/A 3140GW4M2 2047-10-01 4.5 22238.28 21913.05 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZI7873 N/A 3131WLXA1 2038-08-01 5.5 1701.56 1720.24 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7122 N/A 3133KN4F7 2052-04-01 3.5 20304.25 18700.00 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTFM9940 N/A 3140XEBJ2 2040-03-01 3 6088.28 5768.26 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL616609 N/A 31388WAJ5 2031-11-01 7 2633.46 2797.77 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL614978 N/A 31388UFT2 2031-12-01 7 12598.77 13384.86 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL602391 N/A 31388EF84 2031-08-01 7 13494.29 14336.25 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL595797 N/A 31387V3E7 2031-09-01 7 944.29 1003.21 Agency Mortgage-Backed Securities FNMA FNMS 08.500 CL594308 N/A 31387UGR6 2031-01-01 8.5 10387.00 10629.34 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CL589363 N/A 31387NWY9 2031-06-01 7.5 3889.32 3958.93 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL581961 N/A 31387EQN0 2031-07-01 7 578.35 614.44 Agency Mortgage-Backed Securities FNMA FNMS 08.500 CL581625 N/A 31387ED61 2031-06-01 8.5 1620.66 1672.68 Agency Mortgage-Backed Securities FNMA FNMS 08.500 CL571056 N/A 31386RMD8 2031-02-01 8.5 19378.34 19885.11 Agency Mortgage-Backed Securities FNMA FNMS 08.500 CL567023 N/A 31386L4G4 2030-10-01 8.5 12975.22 13603.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS0944 N/A 3132A1BM5 2035-10-01 5.5 1945.87 2016.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS0726 N/A 3132A0YX8 2033-06-01 5.5 684.04 691.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBH7993 N/A 3140GW3B7 2047-09-01 4.5 15366.31 15161.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBH6175 N/A 3140GU2H9 2047-07-01 3.5 7748.21 7205.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH1237 N/A 3140GPLT3 2047-04-01 4 24176.67 23245.90 Agency Mortgage-Backed Securities FNMA FNMS 04.000 U3BF0172 N/A 3140FXFN7 2041-01-01 4 22692.66 22301.42 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBE3404 N/A 3140FNYA6 2032-01-01 3 6666.61 6446.87 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBD0221 N/A 3140F7G78 2046-07-01 4.5 1476.00 1447.20 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBA3963 N/A 3140E8MM7 2031-01-01 2 15901.50 15212.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8611 N/A 3140BMR93 2055-10-01 5.5 13603.12 13916.94 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC3061 N/A 3140AQMK5 2054-09-01 6.5 17000.06 17899.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC2628 N/A 3140AP4N1 2055-04-01 5 14287.82 14163.84 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB0493 N/A 3140A9RP7 2054-07-01 6.5 12181.63 12750.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA5784 N/A 3140A6NA0 2054-01-01 6 10679.39 11000.97 Agency Mortgage-Backed Securities FNMA FNMS 04.850 CA837406 N/A 31407QKT2 2035-08-01 4.85 16704.83 16526.34 Agency Mortgage-Backed Securities FNMA FNMS 04.490 CA837401 N/A 31407QKN5 2035-08-01 4.49 13746.47 13563.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL826080 N/A 31407BXH7 2035-07-01 5 798.72 811.61 Agency Mortgage-Backed Securities FNMA FNMS 04.490 CA824293 N/A 31406YXW5 2035-05-01 4.49 13303.04 13166.33 Agency Mortgage-Backed Securities FNMA FNMS 04.490 CA824301 N/A 31406YX62 2035-07-01 4.49 21538.32 21241.00 Agency Mortgage-Backed Securities FMAC FEPC 08.500 CLZS0638 N/A 3132A0V78 2031-07-01 8.5 6869.42 7239.39 Agency Mortgage-Backed Securities FMAC FEPC 08.500 CLZS0484 N/A 3132A0RD0 2030-03-01 8.5 725.86 744.84 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZA6946 N/A 31329QWF4 2049-05-01 4 4425.13 4232.91 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZA4618 N/A 31329NDX3 2045-12-01 4.5 6869.79 6782.81 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZA4327 N/A 31329MYY0 2041-02-01 4 12436.16 12167.78 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA4289 N/A 31329MXS4 2043-08-01 3.5 20321.65 19161.68 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZA3834 N/A 31329MHK9 2030-07-01 2.5 6094.91 5910.14 Agency Mortgage-Backed Securities FNMA FNMS 07.500 K2562827 N/A 31386GHC0 2031-03-01 7.5 2240.14 2289.59 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CL562712 N/A 31386GDR1 2031-02-01 7.5 3246.80 3306.79 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL562328 N/A 31386FVV4 2031-01-01 7 1508.60 1602.73 Agency Mortgage-Backed Securities FNMA FNMS 08.500 CL560995 N/A 31386EGC6 2030-11-01 8.5 2392.08 2431.39 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB8190 N/A 3132D6C32 2037-11-01 4.5 6152.32 6131.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4170 N/A 31418DT44 2050-10-01 4.5 3347.90 3291.67 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIZA3940 N/A 31329MLV0 2033-01-01 2 24782.79 23165.25 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBR9548 N/A 3140L8TE0 2051-06-01 3.5 15833.22 14576.50 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQA7267 N/A 3133A2CC2 2050-02-01 4.5 4747.30 4643.55 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CICB1978 N/A 3140QMFU3 2036-10-01 2 12562.81 11511.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4512 N/A 3140X8AN7 2050-04-01 3.5 15280.86 14241.74 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5202 N/A 31418EX88 2038-11-01 6 203156.33 209654.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CTSC0518 N/A 3132D9SF2 2044-04-01 6 1463.10 1507.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3057 N/A 31418CMF8 2047-07-01 3.5 2804.94 2610.87 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZK6369 N/A 3131XACE9 2029-01-01 3.5 20438.47 20233.05 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZI9467 N/A 3131WNQU1 2039-12-01 4.5 17782.66 17683.63 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZN3772 N/A 3131YAFM7 2034-03-01 3.5 10331.83 10008.39 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8313 N/A 3140XCGX0 2051-07-01 2.5 4993.88 4242.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA3527 N/A 31418C4M3 2048-11-01 5 23456.35 23611.04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5452 N/A 3140XMBW5 2052-06-01 3.5 2318.24 2129.42 Agency Mortgage-Backed Securities FMAC FEPC 09.000 CLZS1867 N/A 3132A2CC4 2031-04-01 9 9788.31 10069.81 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM3086 N/A 3140J7NC5 2032-08-01 4 18129.81 17984.02 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CI890838 N/A 31410LV74 2033-05-01 4 10442.48 10343.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3992 N/A 31418DNJ7 2050-04-01 3.5 9279.89 8585.43 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA3941 N/A 31418DLX8 2035-02-01 2 10448.75 9676.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3866 N/A 31418DJL7 2034-12-01 3.5 19640.84 19121.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA3742 N/A 31418DEQ1 2039-08-01 3.5 3621.66 3460.77 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3738 N/A 31418DEL2 2034-08-01 3 11275.56 10820.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CNMA3680 N/A 31418DCS9 2029-06-01 3.5 1771.02 1755.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3632 N/A 31418DBA9 2034-04-01 3.5 13901.40 13570.54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3615 N/A 31418DAR3 2049-03-01 4 24969.64 23875.95 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA3612 N/A 31418DAN2 2039-03-01 4 3889.91 3786.13 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4380 N/A 31418D2N1 2051-07-01 3 6958.31 6164.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA3448 N/A 31418CZN7 2048-08-01 5 23060.50 23282.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3462 N/A 31418CZ49 2033-09-01 3.5 13677.76 13381.35 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA3427 N/A 31418CYZ1 2033-07-01 4 13439.76 13314.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA3393 N/A 31418CXX7 2033-06-01 4 17106.76 16951.13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS9588 N/A 3138WKUN3 2047-05-01 4 6747.91 6450.14 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS8242 N/A 3138WJEQ7 2031-11-01 2.5 3478.71 3346.00 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS5887 N/A 3138WFRH1 2045-09-01 4 1044.45 999.47 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS6285 N/A 3138WF6X9 2045-12-01 4 16017.96 15423.51 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIAS4858 N/A 3138WEMG1 2030-04-01 2 2680.48 2583.82 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAS4512 N/A 3138WEAN9 2030-02-01 3 14218.71 13952.49 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS3907 N/A 3138WDKV2 2044-11-01 4 20814.61 20051.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAA0862 N/A 31416H5Y7 2039-01-01 5 14727.06 14827.00 Agency Mortgage-Backed Securities FNMA FNMS 08.000 CL995505 N/A 31416B3N6 2038-01-01 8 3224.71 3322.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL986209 N/A 31415QR65 2038-07-01 5.5 1776.00 1820.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL985558 N/A 31415PZX9 2038-06-01 5.5 5121.25 5284.88 Agency Mortgage-Backed Securities FNMA FNMS 05.850 CA952139 N/A 31413QHQ4 2037-09-01 5.85 10988.89 10986.72 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CZ946200 N/A 31413HUZ9 2047-09-01 6.5 3778.91 3908.67 Agency Mortgage-Backed Securities FNMA FNMS 05.850 CA945190 N/A 31413GRK8 2037-08-01 5.85 18745.84 18675.22 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL940625 N/A 31413BPJ4 2037-08-01 6.5 5180.27 5474.71 Agency Mortgage-Backed Securities FNMA FNMS 05.290 CZ937986 N/A 31412XRF3 2047-05-01 5.29 87104.30 87758.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL937467 N/A 31412W6C5 2037-06-01 5.5 12621.71 13026.97 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL934648 N/A 31412TZM8 2038-11-01 7 8409.21 8933.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0421 N/A 31427MPF2 2055-02-01 6 11938.68 12559.87 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ0343 N/A 31426WLZ1 2055-08-01 6.5 1435061.73 1508948.91 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY2249 N/A 31426LQB3 2055-04-01 6.5 6680.96 6992.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX5270 N/A 31426A2C1 2055-01-01 5 24650.18 24495.98 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAE8289 N/A 31419KF75 2040-12-01 4 1340.11 1304.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAE4701 N/A 31419FGK6 2040-09-01 5 2624.33 2664.83 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAE0949 N/A 31419BBT1 2041-02-01 4 5506.35 5345.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAD9147 N/A 31418XEV6 2040-08-01 4.5 12846.01 12813.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAD5592 N/A 31418TGA9 2040-04-01 5 11936.84 12099.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAD5220 N/A 31418SYS2 2040-06-01 5 3290.18 3335.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAD1353 N/A 31418NQF0 2040-01-01 4.5 13953.99 13918.47 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM0380 N/A 3131XTM56 2045-11-01 4 11310.16 10876.36 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL9388 N/A 3131XRND2 2045-04-01 3 12913.82 11792.65 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL9246 N/A 3131XRHX5 2045-03-01 3 10109.11 9236.65 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL9824 N/A 3131XR4H4 2045-07-01 4 14248.63 13696.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL810706 N/A 31406HU70 2035-01-01 5.5 1084.04 1095.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 K2810998 N/A 31406H7K7 2034-09-01 5.5 17000.52 16979.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL788442 N/A 31405F5B4 2034-09-01 5.5 10583.03 10699.24 Agency Mortgage-Backed Securities FNMA FNMS 04.500 RE781682 N/A 31404XM76 2035-05-01 4.5 20633.79 20467.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 GO767855 N/A 31404GBY6 2033-06-01 5.5 4299.09 4312.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 RE765347 N/A 31404DHY7 2034-06-01 4.5 3479.30 3496.23 Agency Mortgage-Backed Securities FNMA FNMS 08.500 CL745519 N/A 31403DG45 2032-05-01 8.5 24442.87 24976.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL745087 N/A 31403CXQ9 2035-12-01 5.5 21745.42 22532.18 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL735649 N/A 31402RH28 2032-12-01 6 1530.81 1575.26 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL735415 N/A 31402RAQ2 2032-12-01 6.5 5195.70 5412.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL725221 N/A 31402CVN9 2034-01-01 5.5 1516.96 1540.24 Agency Mortgage-Backed Securities FNMA FNMS 04.500 RE720162 N/A 31401WB73 2033-08-01 4.5 13482.01 13411.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL702691 N/A 31401AUQ8 2033-07-01 5.5 525.32 531.08 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL689456 N/A 31400J5R6 2033-01-01 7 18812.55 19986.34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAS2788 N/A 3138WCC27 2029-07-01 3.5 3233.63 3206.91 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAS2558 N/A 3138WBZY4 2029-06-01 3 3756.86 3701.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAS1338 N/A 3138WAPY7 2043-12-01 5 14200.49 14367.01 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAS1756 N/A 3138WA5S2 2029-02-01 3.5 1432.90 1420.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR7399 N/A 3138W5GH5 2043-06-01 3 14435.39 13197.94 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS4700 N/A 3132A5GH2 2046-12-01 4.5 947.96 935.77 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLZS4681 N/A 3132A5FW0 2046-10-01 2.5 5889.01 5108.72 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLZS4680 N/A 3132A5FV2 2046-09-01 2.5 19217.78 16671.29 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZJ1499 N/A 3131WRUY9 2041-04-01 4.5 5873.76 5858.81 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZJ1364 N/A 3131WRQR9 2041-03-01 4.5 20941.89 20879.93 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZJ1067 N/A 3131WRFG5 2041-01-01 4.5 2386.25 2375.15 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZJ0945 N/A 3131WRBN4 2040-10-01 4 14772.61 14453.52 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZJ0685 N/A 3131WQXN2 2040-11-01 4.5 5410.37 5396.60 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZJ0180 N/A 3131WQFV4 2040-07-01 4.5 10589.46 10562.50 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZJ0068 N/A 3131WQCD7 2040-06-01 4.5 11214.73 11186.20 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZI8981 N/A 3131WM6S0 2039-07-01 4 16981.98 16615.45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZI7457 N/A 3131WLJA7 2038-05-01 6 2111.24 2206.78 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZI5086 N/A 3131WHUK1 2036-07-01 7 4871.60 5175.56 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZI5273 N/A 3131WH2E6 2036-09-01 7 6270.24 6661.47 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZI4462 N/A 3131WG5X3 2033-01-01 7 1599.94 1699.77 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZI4445 N/A 3131WG5E5 2035-07-01 5 5401.55 5468.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZI3332 N/A 3131WFVZ1 2035-07-01 5 3965.58 3989.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZI3316 N/A 3131WFVH1 2035-07-01 5 10315.74 10266.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZI1899 N/A 3131WEDC5 2034-05-01 5.5 1023.81 1035.06 Agency Mortgage-Backed Securities FMAC 05.600 FGPC T30271 G N/A 31286DJQ5 2037-10-01 5.6 7719.94 7785.30 Agency Mortgage-Backed Securities FMAC 06.000 FGPC G01513 G N/A 31283HVE2 2033-03-01 6 4987.25 5137.46 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS4661 N/A 3132A5FA8 2046-04-01 4.5 1236.27 1221.64 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS4636 N/A 3132A5EH4 2045-10-01 4.5 12163.09 12019.18 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4631 N/A 3132A5EC5 2045-09-01 4 2628.25 2529.61 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4600 N/A 3132A5DD4 2045-01-01 4 16397.55 15794.98 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4596 N/A 3132A5C94 2044-12-01 3.5 901.75 846.06 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLZJ4012 N/A 3131WUN53 2029-11-01 7.5 613.82 620.71 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL6960 N/A 3131XNWV1 2043-08-01 3 4214.89 3846.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL7231 N/A 3138EQA93 2045-08-01 3.5 6830.99 6415.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZI6440 N/A 3131WKEM8 2037-08-01 6 1556.04 1633.17 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM1278 N/A 3131XUM38 2046-06-01 3.5 16310.87 15286.62 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT1455 N/A 3132ADTL2 2042-07-01 3.5 77636.91 73519.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL7504 N/A 3138EQKS0 2030-11-01 3.5 4386.37 4325.04 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB5118 N/A 3140QQVL6 2052-11-01 4 15661.97 14815.94 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV8459 N/A 3140MNMH6 2052-04-01 3 2329.52 2051.41 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZL7877 N/A 3131XPXE3 2044-03-01 4.5 9830.58 9766.02 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZL7523 N/A 3131XPLC0 2043-12-01 4.5 18687.53 18315.89 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZL7420 N/A 3131XPG51 2043-11-01 4.5 24911.15 24603.27 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL8070 N/A 3131XP6F0 2044-05-01 3.5 5795.70 5466.12 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL6246 N/A 3131XM5F8 2043-06-01 4 13342.86 12837.41 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL6207 N/A 3131XM3Q6 2043-06-01 4 19881.45 19335.75 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL4792 N/A 3131XLKD8 2043-01-01 3 8865.18 8154.56 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL3430 N/A 3131XJY30 2042-08-01 3 6633.89 6102.26 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CTAD0329 N/A 31418MLK6 2028-09-01 6.5 594.51 619.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAD0227 N/A 31418MHD7 2034-05-01 5.5 1389.55 1405.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5801 N/A 31418FNT0 2040-08-01 5.5 10485.85 10715.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5712 N/A 31418FK22 2040-05-01 5.5 5490.29 5610.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5617 N/A 31418FG35 2040-02-01 5 9842.45 9943.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5537 N/A 31418FEK9 2039-11-01 6 11119.71 11475.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5553 N/A 31418FE37 2054-12-01 5.5 9351.50 9460.27 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5450 N/A 31418FBU0 2039-08-01 6 8540.17 8812.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5424 N/A 31418FA23 2039-07-01 5 2257.55 2280.64 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL3152 N/A 3131XJQD7 2042-05-01 3 4860.24 4470.71 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL3119 N/A 3131XJPC0 2042-05-01 3.5 2397.81 2267.67 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZL1806 N/A 3131XHAF3 2041-08-01 4.5 14951.44 14913.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZL1582 N/A 3131XGXK9 2041-07-01 5.5 5013.52 5163.27 Agency Mortgage-Backed Securities FMAC FEPC 06.500 4UZL1100 N/A 3131XGGH5 2036-11-01 6.5 12325.65 12631.40 Agency Mortgage-Backed Securities FMAC FEPC 04.500 4PZL0906 N/A 3131XGAF5 2034-08-01 4.5 3990.35 3962.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 3LZL0740 N/A 3131XFZD5 2036-08-01 5.5 1978.97 2000.05 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3PZA3246 N/A 31329LTB8 2047-10-01 3 26916.52 23905.93 Agency Mortgage-Backed Securities FMAC FEPC 02.500 3RZA3047 N/A 31329LL42 2027-10-01 2.5 14974.91 14819.49 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZA2505 N/A 31329KYA6 2038-05-01 3.5 7382.93 7062.65 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZA2409 N/A 31329KVA9 2036-04-01 3.5 2256.35 2174.42 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZA2262 N/A 31329KQP2 2032-05-01 3.5 62310.97 60908.44 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZA2217 N/A 31329KPA6 2032-02-01 3.5 23796.10 23260.15 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTZA2205 N/A 31329KNW0 2031-05-01 4.5 22389.31 22383.02 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTZA2169 N/A 31329KMS0 2030-07-01 4.5 13633.53 13628.54 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTZA2155 N/A 31329KMC5 2030-03-01 4.5 1136.57 1138.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTZA2099 N/A 31329KKL7 2028-12-01 5 630.62 633.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTZA2063 N/A 31329KJG0 2028-05-01 5 24554.82 24630.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZA1075 N/A 31329JFQ5 2040-08-01 5 6530.45 6636.15 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZA0978 N/A 31329JCP0 2036-10-01 7 1996.61 2121.19 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZA0973 N/A 31329JCJ4 2036-06-01 7 13518.91 14362.41 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZA0751 N/A 31329HZQ7 2031-05-01 7 1101.13 1169.83 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZA0619 N/A 31329HVL2 2029-07-01 6.5 3813.89 3973.36 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA2873 N/A 31418CFP4 2037-01-01 3.5 5131.39 4928.49 Agency Mortgage-Backed Securities FMAC 07.000 FRPC G80398 G N/A 31335PNP6 2039-02-01 7 17477.33 17788.81 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN0855 N/A 3140JG5R2 2048-10-01 4.5 8089.16 7972.14 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTCB2110 N/A 3140QMKY9 2041-11-01 2 19359.79 16915.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5110 N/A 31418EVC1 2038-08-01 5 19918.84 20138.11 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8183 N/A 3132DWCU5 2051-12-01 2.5 14928.55 12670.89 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAL9421 N/A 3138ERPF1 2031-03-01 4 5456.34 5446.12 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM3619 N/A 3140X7AV1 2050-01-01 4.5 740.48 728.27 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD2792 N/A 3132DQC53 2047-03-01 4.5 446992.72 445300.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB8273 N/A 3132D6FN5 2038-12-01 5.5 18079.00 18478.37 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK4458 N/A 3131X75T1 2027-09-01 3 550.09 546.43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA4713 N/A 31418EGX2 2037-07-01 4 1512.63 1481.00 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZJ6213 N/A 3131WW3W2 2032-06-01 7 1795.90 1907.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM9958 N/A 3140XEB45 2051-11-01 3.5 874589.70 803230.56 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZS2729 N/A 3132A3A67 2034-07-01 7 5838.29 6202.56 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4599 N/A 3132A5DC6 2045-01-01 3.5 26103.87 24491.94 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS9818 N/A 3132AA4B7 2046-01-01 4 3146.16 3030.89 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAQ7860 N/A 3138MPWW1 2027-12-01 2.5 3200.36 3168.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ2924 N/A 3138MJHA0 2043-01-01 3.5 21693.80 20536.65 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTAP9582 N/A 3138MDUG5 2032-10-01 3 15505.60 14993.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAP8916 N/A 3138MC4A9 2032-10-01 3.5 11586.76 11256.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAO4150 N/A 3138LUTG0 2042-06-01 4.5 10083.90 9976.11 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3383 N/A 31418CXM1 2048-06-01 3.5 10735.07 9971.90 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CNMA3345 N/A 31418CWF7 2028-04-01 3.5 3974.87 3957.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3340 N/A 31418CWA8 2033-04-01 3.5 12909.69 12633.67 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3312 N/A 31418CVE1 2033-03-01 3 815.77 788.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA3280 N/A 31418CUE2 2038-02-01 3.5 12534.15 11985.60 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA3216 N/A 31418CSE5 2037-12-01 4 8599.21 8386.32 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3155 N/A 31418CQH0 2032-10-01 3 3316.84 3209.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3026 N/A 31418CLG7 2047-06-01 3.5 17765.18 16579.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA2909 N/A 31418CGT5 2037-02-01 3.5 8008.21 7688.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA2896 N/A 31418CGE8 2047-02-01 3.5 8427.85 7868.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CNMA3585 N/A 31418C6X7 2029-02-01 3.5 2029.03 2017.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3559 N/A 31418C5V2 2034-01-01 3.5 13098.83 12800.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA3525 N/A 31418C4K7 2038-11-01 4.5 1546.99 1545.40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA3490 N/A 31418C2Y9 2033-10-01 4 12292.65 12176.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA3472 N/A 31418C2E3 2048-09-01 5 9718.21 9779.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA2566 N/A 31418BZ82 2031-03-01 3.5 1205.48 1187.07 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA2512 N/A 31418BYJ9 2046-01-01 4 9331.08 8975.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO2146 N/A 3138LSL40 2042-05-01 3.5 1865.65 1766.71 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLZA0636 N/A 31329HV57 2029-10-01 7.5 1878.69 1929.75 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZA0577 N/A 31329HUA7 2029-02-01 6.5 5329.77 5552.62 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZA0604 N/A 31329HU58 2029-04-01 6.5 577.89 602.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL929412 N/A 31412MR91 2038-05-01 5.5 8831.61 9113.79 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL928938 N/A 31412MBF4 2037-12-01 7 787.50 836.64 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CT928257 N/A 31412LJA9 2027-04-01 6.5 568.47 592.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CT928134 N/A 31412LEF3 2027-03-01 6 7245.62 7455.98 Agency Mortgage-Backed Securities FNMA FNMS 05.490 CA917239 N/A 31411XBG9 2037-01-01 5.49 23512.61 23468.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 NP904918 N/A 31411DK73 2037-02-01 5.5 6238.87 6138.44 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL896497 N/A 31410S7J0 2036-08-01 6.5 9915.20 10453.32 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CI890790 N/A 31410LUP5 2032-08-01 3 24524.92 23738.81 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CT890539 N/A 31410LLU4 2033-04-01 2.5 3896.22 3681.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CI890505 N/A 31410LKS0 2027-03-01 4 1648.86 1649.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL889641 N/A 31410KLW2 2037-08-01 5.5 5192.17 5278.30 Agency Mortgage-Backed Securities FNMA FNMS 07.000 NP888412 N/A 31410GAM5 2037-04-01 7 663.02 669.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIRR0011 N/A 3142JCAM2 2040-07-01 6 7126.07 7352.92 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZA0531 N/A 31329HSU6 2028-05-01 7 1930.09 2050.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 3LZL0781 N/A 3131XF2N9 2037-12-01 5 11418.56 11347.21 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZK9957 N/A 3131XEB28 2033-08-01 3.5 15228.59 14706.24 Agency Mortgage-Backed Securities FMAC FEPC 06.500 3IZK9865 N/A 3131XD6A8 2037-07-01 6.5 5001.70 5306.70 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZK7625 N/A 3131XBPJ2 2030-07-01 2.5 4511.55 4364.85 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK7524 N/A 3131XBLD9 2030-07-01 3 12852.59 12563.33 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK7381 N/A 3131XBFW4 2030-05-01 3 2488.91 2439.78 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZK4799 N/A 3131X8KL9 2027-12-01 2.5 12080.88 11949.62 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK3970 N/A 3131X7MT2 2027-03-01 3 21417.67 21343.92 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK3788 N/A 3131X7F52 2026-12-01 3 8809.68 8790.43 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK3747 N/A 3131X7EU8 2026-12-01 3 806.51 804.75 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAB7822 N/A 31417EVQ1 2028-02-01 2.5 13209.32 13050.17 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAB8463 N/A 31417FMM7 2043-02-01 2.5 2127.61 1890.09 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA1401 N/A 31418ARX8 2033-04-01 3 7472.69 7162.83 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAP6025 N/A 3138M9VT5 2043-03-01 2.5 12132.91 10964.76 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZI3096 N/A 3131WFNM9 2034-12-01 7 5617.08 5967.55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0954 N/A 3142GRBY5 2054-02-01 6.5 56902.63 59437.42 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL3842 N/A 31427RHU7 2053-02-01 4 14387.60 13659.35 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL3658 N/A 31427RB41 2053-10-01 3 23280.99 20502.02 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL1026 N/A 31427ND89 2055-04-01 4.5 11140.43 10773.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CT888080 N/A 31410FUD5 2026-10-01 6.5 539.56 562.12 Agency Mortgage-Backed Securities FNMA FNMS 07.000 NO888373 N/A 31410F6J9 2037-03-01 7 2526.31 2641.76 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL887459 N/A 31410E5U8 2036-09-01 6.5 1315.09 1380.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTFS9497 N/A 3140XRRT4 2044-10-01 5.5 5444.38 5605.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO1214 N/A 3138LRK43 2042-04-01 3.5 8102.43 7675.27 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO0747 N/A 3138LQZM9 2042-04-01 3.5 5922.11 5582.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZS4201 N/A 3132A4U22 2035-09-01 6 848.67 895.18 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS4101 N/A 3132A4RW0 2041-11-01 5 4259.01 4333.22 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS4055 N/A 3132A4QG6 2031-07-01 4.5 5410.47 5389.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS4010 N/A 3132A4N38 2041-06-01 5 2499.26 2539.69 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZS3871 N/A 3132A4JQ2 2040-05-01 6 8471.29 8857.56 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4476 N/A 3132A46M5 2042-03-01 4 2261.66 2198.67 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZS3345 N/A 3132A3WE6 2039-02-01 6.5 1585.66 1658.82 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS3369 N/A 3132A3W63 2041-10-01 4 22442.25 21901.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS3204 N/A 3132A3RZ5 2041-06-01 5 10587.80 10693.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS2983 N/A 3132A3J43 2040-09-01 5 9860.02 10019.65 Agency Mortgage-Backed Securities FNMA FNMS 08.500 CL559508 N/A 31386CR53 2030-11-01 8.5 1244.41 1266.17 Agency Mortgage-Backed Securities FNMA FNMS 08.500 CL558000 N/A 31386A3H7 2030-10-01 8.5 6022.05 6212.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL555522 N/A 31385XD38 2033-06-01 5 9774.39 9787.07 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL545556 N/A 31385JBZ0 2032-04-01 7 7676.67 8155.64 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL545477 N/A 31385H6N7 2032-03-01 7 19298.65 20502.76 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL535347 N/A 31384VWG3 2030-05-01 7 2538.98 2697.40 Agency Mortgage-Backed Securities FNMA FNMS 08.500 CL525733 N/A 31384KBA3 2030-04-01 8.5 1187.82 1224.43 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CL523969 N/A 31384HCE1 2029-12-01 7.5 870.93 886.17 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CL510536 N/A 31383REH1 2029-08-01 7.5 8559.06 8706.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL447787 N/A 31380RNC5 2028-12-01 5.5 1391.69 1406.98 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL446627 N/A 31380QD87 2028-10-01 7 1587.08 1686.11 Agency Mortgage-Backed Securities FNMA FNMS 07.500 KL395680 N/A 31378DQ94 2027-08-01 7.5 3261.27 3305.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CT257075 N/A 31371NQ40 2028-02-01 5.5 1423.24 1438.87 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL256851 N/A 31371NH40 2037-08-01 7 3210.32 3412.46 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CT256789 N/A 31371NF67 2027-06-01 6.5 18419.71 19189.87 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CT256653 N/A 31371NBW4 2027-03-01 6.5 688.97 717.77 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBX6137 N/A 3140NAZB2 2053-01-01 7 16667.14 17945.40 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZT1872 N/A 3132AECH7 2034-04-01 3.5 10931.72 10673.78 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM3157 N/A 3131XWQJ5 2047-05-01 4 9158.01 8786.88 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08721 G N/A 3128MJYT1 2046-09-01 3 1941.02 1756.15 Agency Mortgage-Backed Securities FMAC FEPC 06.500 ZLZT1206 N/A 3132ADKT4 2036-10-01 6.5 3138.45 3336.99 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM7980 N/A 3140XB2N9 2051-07-01 2.5 26825.14 22710.26 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTSC0398 N/A 3132D9NP5 2042-09-01 3 20157.63 18309.71 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS7171 N/A 3138WG6H2 2046-05-01 3.5 7332.43 6871.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4130 N/A 3140QPSU2 2052-07-01 4.5 4594.54 4481.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM5893 N/A 3140X9RP2 2050-08-01 5 1227.12 1239.39 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO1246 N/A 3133WKL38 2038-04-01 4.5 13035.62 13019.82 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3169 N/A 3140QNQX3 2052-03-01 3 12706.40 11203.38 Agency Mortgage-Backed Securities USTR 3 3/4 NOTE BA 28 N/A 91282CQL8 2028-04-30 3.75 10261900.00 10256892.53 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 40826000.00 40876427.70 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BC 27 N/A 91282CNE7 2027-05-31 3.875 25686000.00 25718370.26 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 27 N/A 91282CMV0 2027-03-31 3.875 2500.00 2521.60 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AY 27 N/A 91282CMP3 2027-02-28 4.125 3658900.00 3711808.69 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 39494500.00 39759843.47 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AM 27 N/A 91282CKJ9 2027-04-15 4.5 145521200.00 147401081.03 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.25 9847900.00 9985271.68 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 17490900.00 17769517.57 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AT 26 N/A 91282CJC6 2026-10-15 4.625 2900.00 2934.51 U.S. Treasuries (including strips) USTR 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 100.00 100.02 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 158977000.00 158483380.81 U.S. Treasuries (including strips) USTR 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 15238700.00 14450563.43 U.S. Treasuries (including strips) USTR 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625 59795300.00 56767445.39 U.S. Treasuries (including strips) USTR 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625 22100.00 21052.71 U.S. Treasuries (including strips) USTR 0 3/8 NOTE Q 27 N/A 91282CAL5 2027-09-30 0.375 12700.00 12138.14 U.S. Treasuries (including strips) USTR 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 126753600.00 125715801.05 U.S. Treasuries (including strips) USTR 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.25 1550808000.00 1547040907.44 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.25 113714400.00 111185789.74 U.S. Treasuries (including strips) USTR BILL 12/17/26 N/A 912797VH7 2026-12-17 0 500.00 491.09 U.S. Treasuries (including strips) USTR BILL 09/22/26 N/A 912797VD6 2026-09-22 0 2988000.00 2962733.47 U.S. Treasuries (including strips) USTR BILL 09/15/26 N/A 912797VC8 2026-09-15 0 100.00 99.23 U.S. Treasuries (including strips) USTR BILL 09/08/26 N/A 912797VB0 2026-09-08 0 77647900.00 77101802.32 U.S. Treasuries (including strips) USTR BILL 12/03/26 N/A 912797VA2 2026-12-03 0 26980700.00 26541022.51 U.S. Treasuries (including strips) USTR BILL 05/13/27 N/A 912797UX3 2027-05-13 0 10180500.00 9844960.90 U.S. Treasuries (including strips) USTR BILL 04/15/27 N/A 912797UE5 2027-04-15 0 8600.00 8341.23 U.S. Treasuries (including strips) USTR BILL 08/13/26 N/A 912797TW7 2026-08-13 0 700.00 696.96 U.S. Treasuries (including strips) USTR BILL 02/18/27 N/A 912797TV9 2027-02-18 0 4200.00 4098.60 U.S. Treasuries (including strips) USTR BILL 01/21/27 N/A 912797TM9 2027-01-21 0 1041700.00 1020022.22 U.S. Treasuries (including strips) USTR 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.75 800.00 761.18 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 27 N/A 912828X88 2027-05-15 2.375 200.00 197.69 U.S. Treasuries (including strips) USTR 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.5 16000.00 15550.78 U.S. Treasuries (including strips) USTR 2 1/2 NOTE W 27 N/A 91282CEF4 2027-03-31 2.5 300.00 298.50 U.S. Treasuries (including strips) USTR BILL 03/18/27 N/A 912797UD7 2027-03-18 0 1151800.00 1120627.68 U.S. Treasuries (including strips) USTR 0 5/8 NOTE J 27 N/A 912828ZE3 2027-03-31 0.625 100.00 97.67 U.S. Treasuries (including strips) USTR 1 5/8 NOTE S 26 N/A 912828YU8 2026-11-30 1.625 400.00 396.85 U.S. Treasuries (including strips) USTR 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 8581500.00 8514907.84 U.S. Treasuries (including strips) USTR 4 NOTE AV 27 N/A 91282CMB4 2027-12-15 4 1600.00 1599.45 U.S. Treasuries (including strips) USTR BILL 07/21/26 N/A 912797UQ8 2026-07-21 0 64547200.00 64417911.96 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 18249600.00 18306806.04 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0370 2500000000.00 2500000000.00 .0134 N Y Y N Fixed Income Clearing Corporation ("FICC") - CITI Fixed Income Clearing Corporation ("FICC") - CITI, REPO, 3.650%, 7/1/2026 3.650 795991009 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP ('FICC') - CITI (CITIGROUP GLOBAL MARKETS Y USTR 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 641152000.00 658477491.59 U.S. Treasuries (including strips) USTR 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 391227600.00 373506133.47 U.S. Treasuries (including strips) USTR 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 102443200.00 105681713.11 U.S. Treasuries (including strips) USTR BILL 03/18/27 N/A 912797UD7 2027-03-18 0 111913400.00 108884575.74 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 64841600.00 64642125.39 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AT 28 N/A 91282CPC9 2028-10-15 3.5 733773600.00 728807977.62 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0370 2000000000.00 2000000000.00 .0107 N Y Y N Societe Generale SA Societe Generale SA, REPO, 3.650%, 7/1/2026 3.650 8336P1001 O2RNE8IBXP4R0TD8PU41 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y USTR TINT 11/15/33 N/A 9128337U8 2033-11-15 0 20.00 14.55 U.S. Treasuries (including strips) USTR 1 7/8 TRIN A 36 N/A 91282CPU9 2036-01-15 1.875 24295404.03 23935056.21 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 30 N/A 91282CNX5 2030-08-31 3.625 20.00 19.85 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 20.00 19.95 U.S. Treasuries (including strips) USTR 1 3/4 TRIN A 34 N/A 91282CJY8 2034-01-15 1.75 26033905.33 25754688.10 U.S. Treasuries (including strips) USTR 0 3/8 TRIN A 27 N/A 912828V49 2027-01-15 0.375 70115755.23 69333797.21 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 240.00 169.73 U.S. Treasuries (including strips) USTR 1 3/4 TRIB 28 N/A 912810PV4 2028-01-15 1.75 43441279.88 43511344.67 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 44364200.00 41485573.43 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M 2026-07-01 2026-07-01 2026-07-01 N N N .0370 200000000.00 200000000.00 .0011 N Y Y N Societe Generale SA Societe Generale SA, REPO, 3.640%, 7/2/2026 3.640 8336P1001 O2RNE8IBXP4R0TD8PU41 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y USTR 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 59113740.00 58962422.64 U.S. Treasuries (including strips) USTR 0 1/2 TRIN A 28 N/A 9128283R9 2028-01-15 0.5 198303150.01 193796278.17 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 29 N/A 91282CLV1 2029-10-15 1.625 113785482.45 113583780.55 U.S. Treasuries (including strips) USTR 2 3/8 TRIN AE 28 N/A 91282CJH5 2028-10-15 2.375 342294750.00 348090611.02 U.S. Treasuries (including strips) USTR 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 70.00 68.36 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M 2026-07-02 2026-07-02 2026-07-02 Y Societe Generale SA 1.0000 2 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M N N .0369 700000000.00 700000000.00 .0038 N N Y N Societe Generale SA Societe Generale SA, REPO, 3.630%, 7/1/2026 3.630 8336P1001 O2RNE8IBXP4R0TD8PU41 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.000 CLRQ0110 N/A 3142J6DQ3 2056-04-01 5 18102787.19 17936291.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5945 N/A 31418FTB3 2056-01-01 5.5 15099882.72 15267771.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5909 N/A 31418FR74 2055-12-01 5 17742563.58 17579931.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5831 N/A 3140XMPR1 2053-09-01 5.5 20356373.18 20945701.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3604 N/A 3132E0AD4 2053-08-01 5.5 4684545.41 4834406.62 Agency Mortgage-Backed Securities GNMA GNII SF MB0996 M N/A 3618N6DA2 2056-03-20 5 7941774.16 7892438.10 Agency Mortgage-Backed Securities GNMA GNII SF MB0485 M N/A 3618N5RF8 2055-07-20 5.5 13106639.04 13268867.20 Agency Mortgage-Backed Securities GNMA GNII SF MB0872 M N/A 3618N56J3 2056-01-20 5.5 3938385.64 3987133.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5822 N/A 31418FPG6 2055-09-01 5.5 15781899.51 15957371.45 Agency Mortgage-Backed Securities GNMA GNII SF MB0815 M N/A 3618N53Z0 2055-12-20 6 7779717.04 7989538.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5791 N/A 31418FNH6 2055-08-01 5 17318897.14 17160148.29 Agency Mortgage-Backed Securities GNMA GNII SF MB0936 M N/A 3618N6BE6 2056-02-20 5 8008471.55 7958721.15 Agency Mortgage-Backed Securities GNMA GNII SF MB0814 M N/A 3618N53Y3 2055-12-20 5.5 3920075.84 3968596.80 Agency Mortgage-Backed Securities FMAC 0.75 FMNT 21-26 G2 N/A 3134GWSG2 2026-08-24 0.75 400000.00 399187.20 Agency Debentures and Agency Strips FMAC 0.80 FMNT GB21-26C7 N/A 3134GW4C7 2026-10-27 0.8 942400.00 934294.42 Agency Debentures and Agency Strips FCSB 3.61 FCOR 26-27 OL N/A 3133ETL96 2027-10-27 3.61 1600000.00 1599607.20 Agency Debentures and Agency Strips FCSB 4.50 FCDB 26 B N/A 3133EPSW6 2026-08-14 4.5 1200000.00 1221276.00 Agency Debentures and Agency Strips FCSB 1.46 FCOR 23-26 JM N/A 3133ENFP0 2026-11-30 1.46 800000.00 792549.34 Agency Debentures and Agency Strips FHLB 3.625 FHLB 26 G7372 N/A 3130B2PJ8 2026-09-04 3.625 1600000.00 1617872.89 Agency Debentures and Agency Strips FNMA 1.875 FNSM A 09/26 N/A 3135G0Q22 2026-09-24 1.875 3600000.00 3600504.00 Agency Debentures and Agency Strips USTR 4 1/8 NOTE B 36 N/A 91282CPZ8 2036-02-15 4.125 960.00 956.32 U.S. Treasuries (including strips) USTR 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 800.00 753.89 U.S. Treasuries (including strips) USTR 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 103011200.00 98366520.12 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 31 N/A 91282CBF7 2031-01-15 0.125 94156758.80 87169216.66 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 30 N/A 912828ZZ6 2030-07-15 0.125 190764269.28 178607664.45 U.S. Treasuries (including strips) USTR 1 1/2 TRIB 53 N/A 912810TP3 2053-02-15 1.5 213578628.12 166028320.15 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 160.00 91.17 U.S. Treasuries (including strips) USTR 1 TRIB 46 N/A 912810RR1 2046-02-15 1 42379946.80 31703560.17 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 80.00 77.42 U.S. Treasuries (including strips) USTR 1 1/8 TRIN AE 30 N/A 91282CPH8 2030-10-15 1.125 39346060.21 38374246.66 U.S. Treasuries (including strips) USTR 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 52642320.00 51412267.47 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 80.00 81.38 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M 2026-07-01 2026-07-01 2026-07-01 Y Societe Generale SA 1.0000 1 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M N N .0368 800000000.00 800000000.00 .0043 N Y Y N Fixed Income Clearing Corporation ("FICC") - BNYM Fixed Income Clearing Corporation ("FICC") - BNYM, REPO, 3.650%, 7/1/2026 3.650 857449004 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION BNYM Y GNMA GNAR WA 788642 M N/A 3622AEP34 2056-04-20 4.514 4269015.33 4267073.29 Agency Mortgage-Backed Securities GNMA GNII SF DT2887 C N/A 3618W2F43 2056-06-20 6 13295500.00 13792211.01 Agency Mortgage-Backed Securities GNMA GNAR AF MB1233 M N/A 3618N6LP0 2056-06-20 5.5 3310073.00 3371244.99 Agency Mortgage-Backed Securities GNMA GNII SF MB1070 M N/A 3618N6FL6 2056-04-20 5 69689789.40 69256860.96 Agency Mortgage-Backed Securities GNMA GNII SF MB0996 M N/A 3618N6DA2 2056-03-20 5 9927217.70 9865547.62 Agency Mortgage-Backed Securities GNMA GNII SF MB0365 M N/A 3618N5MP1 2055-05-20 5 80822282.73 80323187.20 Agency Mortgage-Backed Securities GNMA GNII SF MB0146 M N/A 3618N5EU9 2055-01-20 5 17536256.40 17427966.12 Agency Mortgage-Backed Securities GNMA GNII SF MB0025 M N/A 3618N5A33 2054-11-20 5 79533783.00 79085035.74 Agency Mortgage-Backed Securities GNMA GNII SF DQ9744 C N/A 3618N3ZH0 2056-05-20 6 14651074.42 15420744.19 Agency Mortgage-Backed Securities FMAC FKAR 03.950 WDWD0012 N/A 3142KDAN6 2035-12-01 4.1 1850000.00 1789343.64 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBAC8041 N/A 31417U5B7 2040-01-01 6.085 38409.14 39819.51 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBAC5428 N/A 31417SA67 2039-11-01 6.275 137727.84 142862.32 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7017 N/A 3140Q2YP7 2033-05-01 4.105 14937000.00 14595044.36 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7007 N/A 3140Q2YD4 2033-05-01 4.23 16429000.00 16176395.91 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6995 N/A 3140Q2XZ6 2033-05-01 4.5 18995000.00 19011392.68 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6992 N/A 3140Q2XW3 2033-05-01 4.5 18257897.00 18273653.57 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6736 N/A 3140Q2PW2 2033-05-01 4.005 2404676.00 2335164.63 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3625 N/A 3140NYA35 2035-05-01 4.68 617000.00 622448.73 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ3450 N/A 3140NXZQ9 2032-07-01 4.41 1791000.00 1792630.71 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ0960 N/A 3140NVB63 2034-05-01 4.88 8438000.00 8621299.61 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ0709 N/A 3140NUYF0 2034-04-01 4.93 193000.00 197838.39 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WSBM8008 N/A 3140JC3S1 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N/A 3140Y6DF4 2055-03-01 5.5 18164642.20 18470326.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5953 N/A 31418FTK3 2041-01-01 6 20208504.63 20852091.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB3554 N/A 3142K45Q5 2056-05-01 5.5 10852608.74 10974044.61 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4497 N/A 31418D7K2 2036-12-01 2 8342585.00 7644486.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4589 N/A 3140ULC33 2056-06-01 5.5 9853059.00 9984839.29 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0125 N/A 3142J6D75 2056-06-01 4 18256369.80 17210648.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY4714 N/A 3140NMGY7 2053-06-01 5 8596119.18 8553686.82 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5907 N/A 31418FR58 2055-12-01 4 11960537.42 11277701.03 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH5179 N/A 3133CHXG5 2053-11-01 6 13670996.43 14138767.80 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE0706 N/A 3140BCYC0 2055-06-01 6.5 18516846.41 19295889.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA2287 N/A 3142JQRH4 2056-01-01 5 9586093.09 9520617.95 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB8380 N/A 3132D6JZ4 2040-04-01 6 26213475.81 27050244.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4697 N/A 31427SGF9 2054-11-01 5.5 29849498.49 30488204.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2886 N/A 31427QF49 2054-01-01 5 18615925.77 18526602.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5071 N/A 3140XLT57 2052-11-01 5.5 8970923.69 9145861.69 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5094 N/A 31427SUU0 2056-04-01 5 24343979.26 24381049.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0101 N/A 3142JCDF4 2041-07-01 5 27634371.00 27916981.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7795 N/A 31427HUV2 2055-10-01 5.5 14853760.15 15208134.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4134 N/A 3140W4SY4 2047-12-01 3.5 9757915.34 8956843.61 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4349 N/A 31427RZP8 2052-05-01 3 11345483.45 10054704.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTCC2508 N/A 3140Y8YE0 2046-04-01 5 7827796.57 7870213.66 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4852 N/A 3142K6MA6 2056-06-01 5 25731787.72 25495512.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA6263 N/A 3140W65Z1 2052-08-01 3.5 34859456.00 32244419.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA1548 N/A 3142JPWJ6 2055-12-01 5.5 25921610.44 26267756.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6388 N/A 3140UNC21 2056-07-01 6 15829904.00 16627863.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9175 N/A 3140UDFR5 2056-05-01 5 9197224.79 9113215.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG8321 N/A 3140UCG70 2056-04-01 5.5 8454913.21 8624286.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9733 N/A 3140U1Y74 2056-01-01 5.5 21161687.03 21556004.51 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFA4733 N/A 3140W5HK3 2037-05-01 2.5 8346245.00 7866518.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5089 N/A 31427SUP1 2054-11-01 5.5 18523659.41 18784464.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1647 N/A 3140Y7ZM3 2055-12-01 5.5 17197352.03 17478005.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0434 N/A 31427MPU9 2053-11-01 5.5 16448334.14 16734478.50 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0421 N/A 31427MPF2 2055-02-01 6 11915968.34 12535983.97 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0447 N/A 31427MP96 2054-07-01 6 22218320.07 22926625.30 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL0271 N/A 31427MJR3 2048-03-01 3.5 35276031.88 32808136.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7485 N/A 31427HJ78 2055-11-01 5.5 8568357.39 8698669.73 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3808 N/A 31427BGS8 2055-09-01 6.5 14353495.89 15004916.54 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3266 N/A 31427ATY3 2055-08-01 6.5 783.50 836.63 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX5101 N/A 31426AU30 2055-02-01 6 8755454.83 9028339.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5888 N/A 31418FRJ8 2040-11-01 6 20700636.79 21359814.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA5540 N/A 31418FEN3 2044-11-01 5.5 7383596.58 7601712.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5039 N/A 31418ES50 2053-06-01 5.5 29821560.46 30332092.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4919 N/A 31418EPD6 2053-02-01 5.5 18459222.47 18783376.68 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4854 N/A 31418EMC1 2052-11-01 2.5 12607905.95 10672111.89 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4824 N/A 31418ELE8 2052-10-01 2.5 14560264.55 12295035.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4784 N/A 31418EJ68 2052-10-01 4.5 14663043.97 14300060.32 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4782 N/A 31418EJ43 2052-10-01 3.5 32212542.59 29523389.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5388 N/A 31418E7A2 2054-06-01 5.5 8237418.86 8345086.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5270 N/A 31418E2C3 2054-02-01 5 8762045.30 8704283.95 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF3445 N/A 3140BTZK4 2055-10-01 6.5 7416884.20 7795116.45 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF3309 N/A 3140BTVB8 2055-11-01 6.5 11774395.87 12266708.22 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE9727 N/A 3140BNYZ5 2055-09-01 6 7812748.14 8091197.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8811 N/A 3140BMYH7 2055-09-01 6 8324354.92 8619489.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC4731 N/A 3140ASHH4 2055-01-01 5.5 8673445.28 8794427.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC3262 N/A 3140AQTU6 2054-09-01 6 11069227.52 11390604.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC3259 N/A 3140AQTR3 2054-09-01 6 10232654.06 10627627.68 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB3477 N/A 3140AC2K8 2054-06-01 6 15264658.56 15901825.76 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL880086 N/A 31409VXP3 2036-03-01 6 9.45 9.72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA8088 N/A 3133KP6Z6 2052-10-01 5 29477490.77 29316684.51 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE2110 N/A 3133BBKX6 2052-05-01 4 11335584.19 10738110.74 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC0416 N/A 3133AJN90 2051-04-01 2.5 16727709.43 14105321.30 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Z40266 G N/A 3132FCJK2 2043-12-01 3.5 8789855.07 8333287.53 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8503 N/A 3132DWNU3 2055-02-01 4 11260670.74 10617824.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8402 N/A 3132DWKP7 2054-02-01 6 21306766.49 21925372.94 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8363 N/A 3132DWJG9 2053-09-01 6 23310507.86 23991485.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8384 N/A 3132DWJ53 2053-12-01 6 20082058.57 20665107.66 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8212 N/A 3132DWDR1 2052-05-01 2.5 12287531.74 10408078.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7880 N/A 3140UBXJ7 2056-04-01 5 9908901.89 9888804.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6193 N/A 3140U93B2 2056-04-01 5 8760244.20 8751587.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5094 N/A 3140U8UU2 2056-03-01 5.5 11875087.68 12020053.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG4102 N/A 3140U7RY0 2056-04-01 6 11509354.89 12210013.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3055 N/A 3140U6MD3 2056-03-01 5.5 7926472.93 8029196.50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9006 N/A 3140QVAG9 2054-08-01 6 3261073.04 3412224.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9799 N/A 3140QV3H5 2055-01-01 5.5 8571133.80 8743066.94 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7240 N/A 3140QTBJ7 2053-10-01 6 14039883.36 14476233.57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5778 N/A 3140QRM42 2052-12-01 6 15559460.91 16082310.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5433 N/A 3140QRBB8 2053-01-01 5 31018005.71 30963810.37 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1024 N/A 3140QLD60 2051-07-01 2.5 9885631.58 8512456.95 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICB1730 N/A 3140QL4Q6 2036-09-01 2.5 12673728.30 11925736.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA4563 N/A 3140QCB96 2049-11-01 3.5 23076279.35 21551547.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8217 N/A 3142KADX7 2056-07-01 5.5 15081248.00 15372399.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB6431 N/A 3142K8ED5 2056-06-01 5 7808537.00 7802585.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB5768 N/A 3142K7MS5 2056-06-01 5 11689894.00 11680983.71 Agency Mortgage-Backed Securities USTR 5 BOND 46 N/A 912810UV8 2046-05-15 5 7435100.00 7585995.35 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 7673700.00 7807433.00 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 255335700.00 257621656.69 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 69882000.00 69780356.63 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 37228900.00 37342820.43 U.S. Treasuries (including strips) USTR 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 25074500.00 25318980.07 U.S. Treasuries (including strips) USTR 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 25075000.00 17937030.25 U.S. Treasuries (including strips) USTR 6 1/8 BOND 27 N/A 912810FB9 2027-11-15 6.125 13725100.00 14197342.95 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0370 3400000000.00 3400000000.00 .0183 N Y Y N Fixed Income Clearing Corporation ("FICC") - BNYM Fixed Income Clearing Corporation ("FICC") - BNYM, REPO, 3.640%, 7/1/2026 3.640 857449004 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION BNYM Y USTR 3 1/2 NOTE AK 29 N/A 91282CQA2 2029-02-15 3.5 1569000000.00 1565359113.83 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375 1517592000.00 1508597504.39 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875 1371629500.00 1380382731.74 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 27 N/A 9128282L3 2027-07-15 0.375 655209962.55 645660679.16 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0369 5000000000.00 5000000000.00 .0269 N Y Y N Fixed Income Clearing Corporation ("FICC") - SSB Fixed Income Clearing Corporation ("FICC") - SSB, REPO, 3.660%, 7/1/2026 3.660 85748R009 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION SSB Y FMAC FEPC 05.500 CLSL4400 N/A 31427R3J7 2054-10-01 5.5 92251299.22 93382351.44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4395 N/A 31427R3D0 2056-03-01 5 1978.85 1968.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4375 N/A 31427R2H2 2053-11-01 5 15749118.01 15645658.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3421 N/A 31427QYT3 2055-12-01 5.5 11629.95 11908.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3292 N/A 31427QUS9 2055-11-01 5.5 36174171.73 36957652.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3303 N/A 31427QU59 2055-11-01 6 32338230.73 33519492.39 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3257 N/A 31427QTP7 2055-11-01 5 982.27 979.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3073 N/A 31427QMX7 2055-01-01 5.5 612378.52 623031.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2932 N/A 31427QHJ4 2055-09-01 5.5 22435885.44 22787827.21 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM4537 N/A 3140X8BF3 2034-06-01 4 38871.97 38501.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4512 N/A 3140X8AN7 2050-04-01 3.5 20191.72 18818.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4251 N/A 3140X7WM7 2049-12-01 3.5 36381.29 33692.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7139 N/A 3140MY4Z2 2052-07-01 5 642.52 641.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6197 N/A 3140MX3F9 2052-08-01 5 1918980.19 1942823.10 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW3918 N/A 3140MVK80 2052-08-01 4.5 2737847.89 2671441.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW2522 N/A 3140MTYU1 2056-02-01 5.5 2017241.04 2043230.28 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1374 N/A 3140MSQ40 2052-11-01 4.5 36256.39 35358.50 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBW0922 N/A 3140MSAY1 2052-06-01 4 565798.72 537848.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV9868 N/A 3140MP6E6 2052-05-01 3.5 235096.41 215616.19 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS2019 N/A 3140XHG50 2051-06-01 3 677.36 607.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2614 N/A 3140XH3Y1 2052-08-01 5 689.79 695.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI8216 N/A 3133WFDV6 2054-06-01 5.5 722.72 732.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI6376 N/A 3133WDCM2 2054-06-01 6 832.56 863.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI5955 N/A 3133WCTL8 2054-05-01 6 614.17 635.06 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3PSE9004 N/A 3133SKAD3 2049-10-01 3 110415.76 96691.16 Agency Mortgage-Backed Securities FMAC FEPC 02.500 3PRE6051 N/A 3133N3WL4 2050-07-01 2.5 293.57 245.36 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CNRD5093 N/A 3133LPUS4 2032-04-01 3 413.07 399.03 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIRC2323 N/A 3133L8SL0 2036-11-01 2 20049196.66 18390288.26 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIRC2202 N/A 3133L8NT8 2036-09-01 2 523.86 482.46 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTRB5408 N/A 3133L0AH5 2046-07-01 4.5 1024.00 1004.03 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTRB5404 N/A 3133L0AD4 2046-06-01 4.5 1021.02 1001.41 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CTRB5119 N/A 3133KYVL0 2041-07-01 2.5 607.52 544.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9621 N/A 3133KRVN1 2053-08-01 5.5 5324640.48 5447030.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9575 N/A 3133KRT87 2053-08-01 5.5 735.51 747.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9434 N/A 3133KRPT5 2053-07-01 5.5 3814245.66 3888286.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5328 N/A 31426P4N2 2055-06-01 6 792.32 829.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY3995 N/A 31426NNM8 2055-05-01 5.5 912.00 925.09 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY3061 N/A 31426MMK5 2055-05-01 6 519.12 534.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9449 N/A 31426GQB4 2055-04-01 5.5 1884.76 1927.55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX9372 N/A 31426GMW2 2055-03-01 6.5 816.13 862.45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX7558 N/A 31426DMG4 2055-03-01 5 980.33 975.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX7327 N/A 31426DD90 2055-03-01 6 3078912.58 3194736.14 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX6829 N/A 31426CST2 2055-02-01 6.5 464.36 486.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL725424 N/A 31402C4H2 2034-04-01 5.5 5.42 5.51 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAS9144 N/A 3138WKES0 2043-06-01 4 385596.87 370900.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAR2624 N/A 3138NY4J1 2043-02-01 3.5 7025988.10 6618455.81 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CVAQ8711 N/A 3138MQVD2 2027-12-01 2.5 21752.46 21498.61 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAO6762 N/A 3138LXQQ5 2042-06-01 4 635143.35 616305.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAL0913 N/A 3138EHAP7 2041-07-01 6 597750.80 630567.52 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAK6757 N/A 3138EBQK4 2042-03-01 4 995140.95 965229.23 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKAJ9329 N/A 3138E2LK9 2042-01-01 4 82382.55 78718.28 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAJ8124 N/A 3138E1A23 2041-12-01 4 71.89 69.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAI2444 N/A 3138AFWE6 2041-05-01 5 197.72 200.72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO2593 N/A 3133WL3A0 2039-10-01 5 1137862.48 1155299.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1677 N/A 3140Y72K3 2055-12-01 5 273199.05 272607.51 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCC0546 N/A 3140Y6TC4 2055-06-01 7 707.70 756.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0428 N/A 3140Y6PN4 2055-05-01 5.5 894.12 906.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0393 N/A 3140Y6NK2 2055-05-01 5.5 1871.96 1916.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0392 N/A 3140Y6NJ5 2055-05-01 5.5 889.56 912.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0249 N/A 3140Y6H37 2055-04-01 5.5 47431402.35 47958771.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM1959 N/A 3140J6E94 2047-10-01 3.5 16147.63 15062.82 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBK2590 N/A 3140HF2Y4 2050-05-01 2.5 1320307.01 1134791.84 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ7037 N/A 3140H8ZB4 2048-08-01 4 4157204.08 3982361.31 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ7199 N/A 3140H87M1 2048-09-01 3.5 663968.23 619513.86 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH6668 N/A 3140GVMS1 2047-08-01 4 117.52 112.43 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I4BF0561 N/A 3140FXTT9 2061-09-01 3 705.54 609.00 Agency Mortgage-Backed Securities FNMA FNMS 02.500 U3BF0448 N/A 3140FXQA3 2042-02-01 2.5 1337111.48 1204213.15 Agency Mortgage-Backed Securities FNMA FNMS 04.000 U3BF0198 N/A 3140FXGG1 2040-11-01 4 178.34 174.83 Agency Mortgage-Backed Securities FNMA FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 297.02 284.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0527 N/A 3140UFSR6 2056-06-01 5.5 1000.00 1018.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1693 N/A 3140Y73B2 2055-12-01 5.5 986.71 1012.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3903 N/A 3140QPKR7 2052-06-01 3.5 7297114.76 6687582.71 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD6035 N/A 3132DTV49 2054-08-01 6.5 597.19 625.33 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4708 N/A 3142GVGS4 2055-08-01 6.5 844.40 888.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3065 N/A 3140W3MP1 2055-10-01 5.5 771007.18 783772.41 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9384 N/A 3133KRM92 2053-07-01 6 1026190.83 1067583.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0243 N/A 31427MHV6 2054-12-01 5.5 825.16 839.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0199 N/A 31427MGH8 2054-12-01 5.5 875.29 892.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9449 N/A 3133KRQA5 2053-07-01 6 781.75 814.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 4440080.57 4143125.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ3553 N/A 3133CT5N5 2054-09-01 5.5 778.40 788.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5952 N/A 3132DTTH3 2054-08-01 6 29078.42 30423.34 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM5837 N/A 3140X9PX7 2050-05-01 4.5 29170.07 28487.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8462 N/A 3132DWMK6 2054-09-01 5.5 382739.27 387328.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB1921 N/A 3140QMD35 2051-10-01 3.5 4930607.60 4553502.13 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD7528 N/A 3132DVLH6 2050-11-01 2 6398.80 5271.66 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4305 N/A 31418DYB2 2051-04-01 2 2055.64 1667.76 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4462 N/A 3132E05X6 2053-11-01 6 691.26 722.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5487 N/A 3140QRCZ4 2053-01-01 6 16035785.87 16843177.00 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN6691 N/A 3140JPNH4 2049-06-01 4 26258.25 25098.48 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE9208 N/A 3133BKGR4 2052-09-01 4.5 772.27 752.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5172 N/A 31417BXA0 2042-05-01 3.5 2298850.45 2172679.06 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2079 N/A 3140QMJZ8 2051-11-01 2 4660706.67 3806497.53 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO5414 N/A 3140K1AQ9 2049-10-01 3 1926266.70 1734916.50 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0942 N/A 3142GRBL3 2054-02-01 6 625.56 643.74 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4088 N/A 3140QPRJ8 2052-07-01 4 746.99 710.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS6524 N/A 3140XNHA5 2053-12-01 6.5 705.56 753.48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1231 N/A 3142GRLM0 2054-04-01 6 83723.74 86221.92 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAB8287 N/A 31417FF52 2042-04-01 4 998911.79 969296.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAP7444 N/A 3138MBHW9 2042-10-01 3.5 169.55 159.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9957 N/A 3140N3B32 2052-09-01 5 1403617.60 1412168.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9848 N/A 3133KR5H3 2053-09-01 5.5 792.27 806.84 Agency Mortgage-Backed Securities FMAC 03.500 FGPC T65441 G N/A 31323ABJ0 2047-10-01 3.5 69.99 64.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM4081 N/A 3140X7RB7 2050-07-01 3 564363.97 511003.16 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5139 N/A 31418EV98 2053-09-01 6 1513.13 1558.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5107 N/A 31418EU99 2053-08-01 5.5 1411.80 1435.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5072 N/A 31418ET67 2053-07-01 5.5 9784.11 9958.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5026 N/A 31418ESQ4 2053-04-01 3.5 1640.60 1512.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5039 N/A 31418ES50 2053-06-01 5.5 21395233.79 21761510.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5038 N/A 31418ES43 2053-06-01 5 1568.68 1564.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5010 N/A 31418ER85 2053-05-01 5.5 67612218.49 68763016.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5009 N/A 31418ER77 2053-05-01 5 2569.25 2561.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4979 N/A 31418EQ94 2053-04-01 5.5 7849036.36 7985276.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CNCB6164 N/A 3140QRZ63 2033-04-01 5 441.93 446.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6055 N/A 3140QRWR0 2053-04-01 5 4770342.36 4805412.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9672 N/A 3140QVXA7 2054-12-01 5.5 1787.86 1828.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY8981 N/A 31426T6T9 2055-07-01 5 987.19 987.02 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA0658 N/A 3140W0WU5 2054-10-01 4.5 902.79 876.29 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5643 N/A 31418FHV2 2055-03-01 4 59074.60 55702.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC7426 N/A 3140AVHC8 2054-11-01 5 8797906.43 8762369.73 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3214 N/A 31427ASC2 2055-09-01 6 993.93 1033.79 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4172 N/A 3142GUT60 2055-05-01 6.5 888.79 943.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3006 N/A 3142GTKU9 2054-12-01 5 22707278.03 22622597.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4998 N/A 31427SRU4 2056-04-01 5.5 1003.06 1027.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF7399 N/A 3140BYGH1 2055-12-01 5 2972.28 2956.55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4294 N/A 31427RXY1 2056-02-01 5 982.65 976.70 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8350 N/A 3132DWH30 2053-08-01 6 19798.05 20438.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX9989 N/A 3140NFC34 2053-04-01 5 153661.14 152908.47 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQH7895 N/A 3133CLXY7 2054-01-01 4.5 138056.33 133512.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC6425 N/A 3140AUD75 2054-11-01 5 3622049.64 3589588.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0384 N/A 3140Y6NA4 2055-05-01 5 968.43 967.70 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB1340 N/A 3132CXPZ9 2037-01-01 3.5 7827731.81 7579564.88 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8513 N/A 3132DWN66 2055-03-01 4.5 32106145.34 31047413.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1486 N/A 3140W1UL5 2055-05-01 6 11196040.69 11552862.23 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4175 N/A 3142GUT94 2055-05-01 6.5 10476515.83 11072473.59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7053 N/A 3140QSZT1 2053-09-01 6 2365836.97 2479537.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6482 N/A 3140QSFY2 2053-06-01 5.5 1318262.54 1353190.64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6348 N/A 3140QSBS9 2053-05-01 4.5 19921264.25 19389047.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8384 N/A 3132D6J50 2040-05-01 5 2575.64 2601.98 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB8175 N/A 3132D6CL2 2037-09-01 2.5 258073.84 242838.16 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8119 N/A 3132D6AU4 2036-09-01 2 542.05 496.70 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8107 N/A 3132D6AG5 2036-06-01 2 513.53 470.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB1952 N/A 3132CYEZ9 2040-08-01 6 1012.00 1044.83 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB1577 N/A 3132CXXE7 2040-07-01 4.5 974959.44 971703.07 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB0921 N/A 3132CXAW2 2038-07-01 3.5 74849.04 71748.75 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB1766 N/A 3132CX6B3 2037-04-01 2 1850.56 1697.35 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB0379 N/A 3132CWM43 2034-12-01 3.5 216.94 210.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV4532 N/A 3140MJBA2 2052-03-01 3.5 495.10 456.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CKBV2554 N/A 3140MFZU0 2052-06-01 5 40831.90 40117.25 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU8252 N/A 3140MAE26 2052-02-01 2 1785268.63 1466116.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIBU5750 N/A 3140M7L82 2040-03-01 6 1030010.70 1071228.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBU4993 N/A 3140M6RP0 2054-09-01 5.5 860.26 871.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4593 N/A 3140M6C76 2054-05-01 6 4184277.02 4309237.66 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBU3612 N/A 3140M5AN5 2051-11-01 4 1628879.13 1540297.78 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT0139 N/A 3140LNEM5 2051-06-01 2.5 1308244.52 1123381.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5986 N/A 3140QRUL5 2053-03-01 5 351376.61 350855.09 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5866 N/A 3140QRQU0 2053-03-01 6.5 1707179.17 1798559.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5853 N/A 3140QRQF3 2053-03-01 6 690.56 724.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5793 N/A 3140QRNK5 2053-02-01 4.5 36816394.76 35870876.11 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5711 N/A 3140QRKZ5 2053-02-01 6.5 2321980.96 2452755.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5602 N/A 3140QRGL1 2053-02-01 6 7454528.81 7734620.30 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8694 N/A 3132A9UT2 2033-04-01 3.5 87.42 85.54 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS8501 N/A 3132A9NS2 2028-09-01 2.5 67.90 66.81 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4693 N/A 3132A5GA7 2046-12-01 3 29117.38 26181.26 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4655 N/A 3132A5E43 2046-03-01 3.5 79234.94 74197.61 Agency Mortgage-Backed Securities FMAC 03.500 FGPC T65257 G N/A 31322YZW4 2044-12-01 3.5 50.72 47.17 Agency Mortgage-Backed Securities FMAC FEPC 05.440 6GZM9084 N/A 3131Y4CV4 2037-09-01 5.44 59.51 61.05 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4723 N/A 3131XYG86 2047-11-01 3.5 189.67 175.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ8966 N/A 31427J6C7 2055-11-01 5.5 4329225.57 4412582.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7854 N/A 31427HWQ1 2055-11-01 5.5 4816625.50 4920951.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7500 N/A 31427HKN1 2055-11-01 5.5 931.84 953.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7247 N/A 31427HBR2 2055-11-01 5.5 899.14 916.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7062 N/A 31427GZ49 2055-11-01 5.5 959.51 974.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7176 N/A 31427G6N9 2055-11-01 5.5 11231902.54 11407463.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ5565 N/A 31427DFF3 2055-10-01 5.5 890.27 901.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ4636 N/A 31427CEJ8 2055-10-01 5 992.12 984.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4631 N/A 31427CED1 2055-10-01 5.5 932.91 946.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4290 N/A 31427BXU4 2055-10-01 5.5 605397.89 619143.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2421 N/A 3140W2VP3 2055-07-01 5.5 5847196.05 5941865.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2435 N/A 3140W2V57 2055-08-01 5.5 6585.65 6719.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2295 N/A 3140W2RR4 2055-07-01 5.5 921.37 942.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2294 N/A 3140W2RQ6 2055-07-01 5.5 937.38 958.49 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA1544 N/A 3140W1WE9 2055-05-01 5 1830698.34 1826243.84 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA6120 N/A 31418FYS0 2056-07-01 6 1000.00 1029.03 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA9218 N/A 3142JYG48 2056-03-01 4.5 996.74 963.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8915 N/A 3142JX3Z5 2056-03-01 5 1560166.63 1554066.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9265 N/A 3133KRJJ4 2053-06-01 5.5 61294314.35 62749230.28 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA9874 N/A 3133KR6K5 2053-09-01 6.5 769.70 822.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9846 N/A 3133KR5F7 2053-09-01 5.5 60564555.65 61694178.85 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8272 N/A 3133KQFM3 2053-01-01 6 19291489.67 20017839.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0981 N/A 3140W1CT8 2052-07-01 3.5 916.59 843.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0904 N/A 3140W1AE3 2055-01-01 5.5 938.13 963.05 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFA0721 N/A 3140W0YT6 2042-01-01 2 15895466.42 13894499.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0463 N/A 3140Q7QR1 2047-09-01 4 1477583.35 1417729.73 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1356 N/A 3142GRQJ2 2054-04-01 6.5 22496984.19 23541769.13 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR4035 N/A 3140L2PV9 2051-02-01 2 63285.30 51721.88 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR0948 N/A 3140KYBS2 2051-04-01 2 1877817.20 1524892.93 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIBQ8045 N/A 3140KT5F8 2035-11-01 1.5 251902.00 227121.98 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP5462 N/A 3140KDB82 2050-06-01 2.5 172095.00 147926.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBO5799 N/A 3140K1NR3 2049-09-01 5 33881.34 34452.70 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA3373 N/A 3140W3XB0 2053-07-01 2.5 173346.43 146988.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3166 N/A 3140W3QU6 2055-10-01 6 924.81 966.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3138 N/A 3140W3PY9 2055-10-01 5.5 2252485.46 2282805.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2875 N/A 3140W3FR5 2055-09-01 6 872431.48 899419.56 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA2839 N/A 3140W3EM7 2052-07-01 2.5 170189.57 143504.51 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE1248 N/A 3133BAL58 2052-05-01 4 1160.83 1095.32 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQE0622 N/A 3133B9VP6 2052-04-01 2 738.67 606.25 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQD6216 N/A 3133B33Z8 2052-02-01 3 63977.98 56840.83 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD2061 N/A 3133AYJE1 2051-12-01 2.5 666.25 573.03 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD1473 N/A 3133AXT69 2051-11-01 2.5 2473445.55 2140000.08 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC8573 N/A 3133ATQ20 2051-10-01 2.5 1981.43 1705.72 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQC5662 N/A 3133AQJF5 2051-08-01 3.5 27984.33 25814.83 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA4351 N/A 31339UZQ6 2049-11-01 3.5 922569.64 861753.33 Agency Mortgage-Backed Securities FMAC 05.875 FRPC G80376 G N/A 31335PMZ5 2038-12-01 5.875 712.75 726.76 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G60988 G N/A 31335BCZ7 2047-05-01 3 114544.02 103759.20 Agency Mortgage-Backed Securities FMAC 06.500 FGPC G60503 G N/A 31335ARY6 2039-09-01 6.5 129.32 136.23 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA0882 N/A 31334W6T3 2049-07-01 3 95666.31 85494.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX6434 N/A 31426CEG5 2055-02-01 5.5 894.96 904.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX7144 N/A 31426C5E0 2055-02-01 5.5 884.96 894.80 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX3964 N/A 31425YMN4 2055-01-01 6.5 652342.54 697031.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX3908 N/A 31425YKW6 2055-01-01 5 1524347.51 1517316.88 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX3766 N/A 31425YFG7 2055-01-01 6 828.75 856.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX2542 N/A 31425WZG9 2055-01-01 5 801.77 795.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX2328 N/A 31425WSS1 2055-01-01 5.5 153048.97 154759.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX0553 N/A 31425UTK1 2054-12-01 6 753.65 775.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX0539 N/A 31425US55 2054-11-01 5 948.31 943.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I4BF0181 N/A 3140FXFX5 2057-02-01 3.5 1799080.70 1633161.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 I4BF0143 N/A 3140FXER9 2056-08-01 5.5 137978.88 142914.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBE3701 N/A 3140FPDF3 2047-06-01 4.5 204.15 201.31 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBE1585 N/A 3140FLXP8 2047-05-01 4 2074985.38 1986392.27 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC4714 N/A 3140F0GY4 2046-10-01 3 35049.52 31697.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC0167 N/A 3140EUFH7 2046-01-01 3.5 81595.98 76556.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF7288 N/A 3140BYC28 2056-04-01 5 997.82 997.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF6468 N/A 3140BXFJ0 2056-04-01 5 996.65 995.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF5035 N/A 3140BVSZ4 2055-11-01 5.5 1892475.25 1917979.30 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4307 N/A 31418DYD8 2051-04-01 3 629290.57 557492.72 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CICA6862 N/A 3140QETU6 2035-09-01 2 380.64 351.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB7335 N/A 31417EEH0 2042-12-01 3.5 2157521.47 2032384.03 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5191 N/A 31418EXV7 2053-11-01 6 592.76 609.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS7249 N/A 3140XPBT5 2052-10-01 4.5 789.29 772.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2473 N/A 3132DPXA1 2053-02-01 5 1872128.02 1869184.62 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM3505 N/A 3140X63P4 2050-06-01 2.5 132717.89 113563.23 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM9540 N/A 3140XDS64 2051-11-01 2 727.35 594.15 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7671 N/A 3133KPQY7 2052-07-01 4.5 717.27 700.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4918 N/A 31418EPC8 2053-02-01 5 733.35 731.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF1972 N/A 3133BPFM5 2052-10-01 5.5 6483051.22 6589487.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 I4BF0141 N/A 3140FXEP3 2056-09-01 5.5 1106005.94 1140113.57 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS7155 N/A 3140XN5R1 2051-12-01 3 7806.74 6959.68 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0222 N/A 3132CWG73 2034-11-01 3 243.66 233.85 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS7899 N/A 3132A8X46 2032-11-01 3 173.99 168.31 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G61595 G N/A 31335BXY7 2048-07-01 3.5 675071.48 629537.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2201 N/A 3142GSNT1 2054-08-01 5.5 16855970.10 17188412.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6560 N/A 3140QSJE2 2053-06-01 5.5 795.69 809.50 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4108 N/A 3140XKR69 2051-12-01 4 743.31 705.02 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4495 N/A 3140X77H6 2050-10-01 2 1497512.41 1229099.95 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0662 N/A 3142GQWY4 2054-01-01 6.5 187660.00 196054.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5230 N/A 3140XLY44 2053-06-01 5.5 517330.88 527210.63 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8413 N/A 3132DWK28 2054-02-01 4 906.05 854.40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH2159 N/A 3133CEMG4 2053-10-01 6 887.65 925.45 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4616 N/A 3131XYDV8 2047-11-01 3.5 253383.31 234328.24 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM3524 N/A 3131XW4H3 2047-06-01 4.5 288.82 285.40 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL2747 N/A 3131XJBQ4 2042-02-01 4 69.20 67.43 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK9056 N/A 3131XDBZ7 2032-11-01 3 168.03 161.62 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK9054 N/A 3131XDBX2 2032-11-01 3 165.66 160.28 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK7819 N/A 3131XBVL0 2030-11-01 3 86.65 84.71 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK7069 N/A 3131XA2A8 2030-01-01 3 59.95 58.83 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK5021 N/A 3131X8SJ6 2028-02-01 3 41820.96 41415.58 Agency Mortgage-Backed Securities FMAC 03.000 FGPC C09015 G N/A 31292SAQ3 2042-10-01 3 96555.52 88778.62 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM3940 N/A 3140X7LW7 2035-08-01 2.5 734332.29 690980.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3447 N/A 3140X6ZM6 2049-11-01 4 252.71 242.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CNFM3343 N/A 3140X6WD9 2030-02-01 3.5 26512.35 26125.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM3279 N/A 3140X6UD1 2045-10-01 3.5 924983.48 871900.01 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTFM3123 N/A 3140X6PH8 2038-03-01 2.5 31627.76 29165.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM2984 N/A 3140X6J69 2045-08-01 4 284.38 274.91 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2870 N/A 3140X6FL0 2050-03-01 3 189406.01 169852.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF3740 N/A 3140BUEN8 2055-11-01 5 343812.76 340730.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5235 N/A 3142GVY96 2055-11-01 5.5 977.92 999.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5129 N/A 3142GVVX6 2055-10-01 6 907.99 944.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5136 N/A 3142GVV65 2055-10-01 5.5 49849922.19 50820029.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5134 N/A 3142GVV40 2055-10-01 5.5 1859.70 1890.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5088 N/A 3142GVUN9 2055-11-01 5.5 40533832.89 41213810.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5085 N/A 3142GVUK5 2055-10-01 5.5 2102.72 2148.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5029 N/A 3142GVST9 2055-10-01 5 602354.05 596829.12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4800 N/A 3142GVKN0 2055-09-01 6 939.28 981.67 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4799 N/A 3142GVKM2 2055-09-01 6 5812191.01 6060774.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4624 N/A 3142GVD65 2055-08-01 5.5 705998.32 724157.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4554 N/A 3142GVBY6 2055-07-01 5.5 43984922.27 44840849.33 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5303 N/A 3142GV3M1 2055-11-01 5 773789.71 773655.68 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5284 N/A 3142GV2S9 2055-11-01 6.5 801.23 844.39 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ5269 N/A 3142GV2B6 2055-11-01 7 8041.80 8666.61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4356 N/A 3142GUZW6 2055-06-01 5 999.96 998.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4300 N/A 3142GUX65 2055-06-01 5.5 31187879.01 31791568.94 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA7566 N/A 3142JWMQ6 2056-02-01 6.5 2628016.89 2782993.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4608 N/A 3140U8DN7 2056-04-01 5 996.97 996.45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB7060 N/A 3142K8Z26 2056-07-01 5 1000.00 990.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5155 N/A 3140XLWR5 2053-07-01 5 357945.72 361266.66 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8156 N/A 3132DWBZ5 2051-07-01 2.5 1315.85 1117.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5037 N/A 31418ES35 2053-06-01 4.5 829.68 807.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6634 N/A 3140QSLQ2 2053-06-01 5.5 6937682.48 7143437.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3723 N/A 3142GUD59 2055-03-01 5.5 9652743.01 9843563.81 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4589 N/A 3142GVC33 2055-08-01 6 813.96 840.66 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1891 N/A 31427PC51 2055-08-01 6.5 21805233.49 22873016.39 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8003 N/A 3140BL3M2 2055-09-01 6 2849366.71 2956891.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3563 N/A 3140W35Z8 2055-11-01 5.5 1304880.96 1337047.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0127 N/A 3142J6D91 2056-06-01 5 45025.25 44611.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3767 N/A 3140W4FH5 2050-10-01 6 878.38 904.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6238 N/A 3140QR4Y6 2053-05-01 4.5 5063593.37 4960458.10 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS9776 N/A 3132AA2H6 2046-08-01 3.5 182.30 170.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0736 N/A 31427MZA2 2055-02-01 5.5 13709.04 14073.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ3472 N/A 31427A2E6 2055-09-01 5 980.15 972.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5087 N/A 3142GVUM1 2055-10-01 5.5 20112641.25 20495556.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4591 N/A 3142GVC58 2055-08-01 6 853.01 880.49 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA1122 N/A 3140W1G80 2053-07-01 4 325165.96 307710.79 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQJ9071 N/A 3133D1CG2 2054-11-01 4.5 870.05 850.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX3242 N/A 31425XS83 2055-01-01 5.5 988.19 1005.32 Agency Mortgage-Backed Securities USTR 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 2165500.00 2039434.59 U.S. Treasuries (including strips) USTR 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 1256900.00 1215967.88 U.S. Treasuries (including strips) USTR 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 668500.00 674757.55 U.S. Treasuries (including strips) USTR 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 10314000.00 9055861.58 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 500.00 498.83 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BG 26 N/A 91282CLH2 2026-08-31 3.75 200.00 202.49 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 16932800.00 16499014.31 U.S. Treasuries (including strips) USTR 5 BOND 46 N/A 912810UV8 2046-05-15 5 200.00 204.06 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 378500.00 381808.49 U.S. Treasuries (including strips) USTR 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 200.00 192.43 U.S. Treasuries (including strips) USTR 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 26026900.00 25383378.92 U.S. Treasuries (including strips) USTR 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125 2400.00 2403.35 U.S. Treasuries (including strips) USTR 4 1/8 NOTE K 33 N/A 91282CQN4 2033-04-30 4.125 3529000.00 3523331.14 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 28 N/A 91282CQH7 2028-03-31 3.875 300.00 301.56 U.S. Treasuries (including strips) USTR 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 3490700.00 3489869.73 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 29 N/A 91282CLR0 2029-10-31 4.125 87138000.00 87672995.59 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 2717800.00 2720936.83 U.S. Treasuries (including strips) USTR 4 3/8 NOTE BE 26 N/A 91282CLB5 2026-07-31 4.375 25011500.00 25478551.07 U.S. Treasuries (including strips) USTR 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 512400.00 519275.65 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 36708900.00 37324019.07 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 22083200.00 22464680.08 U.S. Treasuries (including strips) USTR 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 1587300.00 1605861.99 U.S. Treasuries (including strips) USTR 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 100.00 101.83 U.S. Treasuries (including strips) USTR 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875 362000.00 374923.70 U.S. Treasuries (including strips) USTR 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 2500.00 2520.42 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 400.00 372.21 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 100.00 99.69 U.S. Treasuries (including strips) USTR 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 24190200.00 23492545.56 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 4980500.00 4801860.67 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 7346800.00 6723934.24 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 20000000.00 16194265.00 U.S. Treasuries (including strips) USTR 3 BOND 52 N/A 912810TJ7 2052-08-15 3 9952200.00 7223763.02 U.S. Treasuries (including strips) USTR 2 BOND 51 N/A 912810SZ2 2051-08-15 2 500.00 290.83 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 172600.00 97946.43 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 100.00 49.98 U.S. Treasuries (including strips) USTR 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 5700.00 4077.41 U.S. Treasuries (including strips) USTR 3 7/8 BOND 40 N/A 912810QK7 2040-08-15 3.875 6024800.00 5609425.99 U.S. Treasuries (including strips) USTR BILL 01/21/27 N/A 912797TM9 2027-01-21 0 100.00 97.92 U.S. Treasuries (including strips) FNMA FNMS 04.000 CLFM2202 N/A 3140X5NU3 2048-12-01 4 116161.54 111128.52 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM2182 N/A 3140X5M83 2049-10-01 4 1537965.51 1470521.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM2178 N/A 3140X5M42 2050-01-01 3.5 39459.29 36514.42 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM1613 N/A 3140X4YK6 2049-10-01 3 285.18 255.61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTFM1045 N/A 3140X4ET9 2039-06-01 4.5 52688.53 52507.54 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM1790 N/A 3140X47C4 2049-11-01 3 503.99 443.85 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM1700 N/A 3140X43J3 2034-10-01 2.5 162.61 153.44 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM1675 N/A 3140X42H8 2049-10-01 3 115047.44 102708.22 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM0057 N/A 3140X3B31 2032-05-01 2.5 412284.11 396666.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG9483 N/A 3133CARC6 2053-08-01 6 9407070.45 9735559.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4843 N/A 3140QQLZ6 2052-10-01 5.5 29266.63 29846.71 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8417 N/A 3132DWK69 2054-03-01 4.5 68547.74 66411.86 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8097 N/A 3132DV7J8 2050-08-01 2 54412.58 44186.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3698 N/A 3140XKDC1 2052-11-01 5.5 38801.76 39774.16 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0762 N/A 3132CWZ31 2037-04-01 2.5 1381975.57 1300389.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3476 N/A 3132DQ2H8 2053-07-01 5.5 739.40 753.99 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS3040 N/A 3140XJLW1 2051-12-01 3 302782.04 269135.89 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL7525 N/A 3138EQLF7 2045-03-01 4 803285.57 779457.89 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM8310 N/A 3131Y3GT7 2048-09-01 4.5 1410908.19 1392724.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5652 N/A 3140QRH63 2053-02-01 6 76010.29 78518.65 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS8874 N/A 3140XQ2G1 2052-06-01 3 21235.87 18701.08 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM4904 N/A 3140X8NW3 2050-11-01 2.5 1336444.18 1143947.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS3068 N/A 3140XJMS9 2052-10-01 5 772.22 773.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2682 N/A 3142GS6U7 2054-10-01 6 1363.69 1406.21 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD5100 N/A 3132DSUZ3 2052-10-01 4 822.90 778.70 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8347 N/A 3132DWHY2 2053-08-01 4.5 828.78 805.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5163 N/A 31418EWZ9 2053-10-01 4.5 846.70 821.45 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4701 N/A 31418EGK0 2052-08-01 4.5 4680233.01 4557521.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0701 N/A 3133BMX67 2052-10-01 5 4601442.70 4606572.29 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CQBM7117 N/A 3140JB4B9 2045-09-01 4 678.09 653.35 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6135 N/A 3133KMY82 2051-10-01 2.5 2093477.15 1790328.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM1626 N/A 3140X4YY6 2048-11-01 4 28606.68 27367.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2591 N/A 3140XH2Z9 2052-08-01 5 696.08 700.90 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7257 N/A 3140QFB32 2050-10-01 2.5 172837.58 148753.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX5865 N/A 3140NAQT3 2053-01-01 6.5 24783.80 26681.12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ4057 N/A 31427BQK4 2055-09-01 6 992.35 1021.16 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3333 N/A 31427AV38 2055-09-01 6 4635444.48 4824025.17 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ2925 N/A 31427AHB6 2055-09-01 5 9805832.03 9750044.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2100 N/A 31426YKN5 2055-09-01 5.5 1200728.56 1221595.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2632 N/A 31426Y4S2 2055-09-01 5.5 880515.61 897605.15 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA1657 N/A 3140W1ZX4 2050-11-01 4 869.19 832.88 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4753 N/A 3142GVH79 2055-09-01 6 866.43 895.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6337 N/A 3140UABF1 2056-06-01 5.5 5620050.00 5722973.10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN9555 N/A 3140JSTM1 2049-07-01 3.5 2239100.78 2083770.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN8876 N/A 3140JR2J9 2049-05-01 4 4192641.00 4013834.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5482 N/A 3140JACU0 2049-02-01 4 90.86 86.92 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM4756 N/A 3140J9JA0 2048-09-01 4.5 250.09 246.54 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM8471 N/A 3140XCMV7 2036-09-01 2.5 4006.65 3776.52 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM8480 N/A 3140XCM62 2050-11-01 3 476.17 423.32 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8980 N/A 3140XC6S2 2051-09-01 2.5 418555.71 355087.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM8944 N/A 3140XC5E4 2051-09-01 3.5 284851.92 263532.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7929 N/A 3140XBY38 2050-08-01 3.5 186319.78 173094.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7599 N/A 3140XBNR7 2051-01-01 3.5 435.88 402.72 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM5750 N/A 3140X9L86 2050-08-01 4 163095.92 155457.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM6293 N/A 3140X97F6 2051-01-01 3 37538.73 33186.74 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6270 N/A 3140X96G5 2051-03-01 2 622.94 513.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8202 N/A 3133KQDF0 2052-11-01 5.5 713.27 727.12 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7779 N/A 3133KPUC0 2052-08-01 4.5 32502.03 31622.69 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7672 N/A 3133KPQZ4 2052-07-01 4.5 56161.37 54739.02 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7396 N/A 3133KPGD4 2052-05-01 4.5 357548.97 349841.65 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7380 N/A 3133KPFV5 2052-05-01 3.5 690.06 635.71 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA6954 N/A 3133KNWP4 2052-03-01 3 711.27 631.52 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA6531 N/A 3133KNHG1 2052-01-01 3.5 261219.90 241099.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7195 N/A 3133KN7G2 2052-04-01 3.5 729.71 672.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6312 N/A 3140QSAN1 2053-05-01 5 775.73 776.10 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD5485 N/A 3132DTCW8 2051-09-01 2.5 36237.85 30556.26 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD6238 N/A 3132DT4X5 2053-03-01 4.5 1782.51 1735.62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5143 N/A 3132DSWC2 2054-04-01 6 68015.13 70654.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4994 N/A 3132DSRP9 2053-07-01 5.5 1531.94 1578.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 REAE5424 N/A 31419GA20 2040-10-01 3.5 17500.58 16562.87 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLAD0020 N/A 31418MAW2 2037-12-01 7 47.31 50.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4448 N/A 3140U75J7 2056-03-01 5.5 932276.88 946861.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2350 N/A 3140U5TG1 2056-04-01 5 873.38 871.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG1599 N/A 3140U4X53 2056-02-01 4.5 2459352.78 2380299.34 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1206 N/A 3140U4KU2 2056-02-01 5 459785.41 459434.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1189 N/A 3140U4KB4 2056-02-01 5.5 1080348.97 1106209.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF9742 N/A 3140U1ZG3 2056-01-01 5 6954077.91 6907351.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7631 N/A 3142K9PR0 2056-07-01 5.5 1000.00 1019.47 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTB7567 N/A 3142K9MR3 2056-07-01 7 1000.00 1067.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7398 N/A 3142K9GG4 2056-07-01 5.5 1000.00 1020.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2614 N/A 31426Y3Y0 2055-09-01 5.5 4815.97 4936.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ0789 N/A 31426W2X7 2055-08-01 5 970.32 962.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY9132 N/A 31426UEE0 2055-08-01 5.5 952.98 974.62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY8583 N/A 31426TRD1 2055-07-01 6 1466505.00 1534272.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY8391 N/A 31426TKD8 2055-07-01 6 988.69 1025.27 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY8232 N/A 31426TEE3 2055-06-01 7 658006.15 702366.87 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7858 N/A 31426SWU9 2055-07-01 6 759.09 782.44 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7575 N/A 31426SMZ9 2055-07-01 6 5883065.95 6134769.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7296 N/A 31426SDA4 2055-06-01 6 735.13 756.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7118 N/A 31426R4C2 2055-07-01 5.5 894.26 909.83 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY5664 N/A 31426QJJ3 2055-06-01 5 972.61 965.14 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5282 N/A 3140QQ2Q7 2052-12-01 5 132687.26 132843.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6903 N/A 3140QSU58 2053-08-01 5 1669.91 1672.66 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB1180 N/A 3132CXJZ6 2039-05-01 6 550.46 570.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7909 N/A 3140XPYF0 2054-02-01 6 677.15 707.02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1567 N/A 3140X4W51 2049-08-01 3.5 117634.26 108928.79 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM5538 N/A 3140X9EL5 2036-02-01 2 723685.43 664964.95 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS2185 N/A 3140XHNB9 2052-06-01 4 740.85 704.48 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8089 N/A 3132DV7A7 2050-07-01 2.5 396.07 337.35 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBM1890 N/A 3140J6C47 2032-01-01 2.5 104.50 100.86 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB5664 N/A 3140QRJJ3 2053-02-01 4 854.24 807.09 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3149 N/A 31418CQB3 2047-10-01 4 33941.26 32470.87 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CIRC2320 N/A 3133L8SH9 2036-10-01 1.5 551.74 494.28 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5202 N/A 31418EX88 2038-11-01 6 209787.88 216498.64 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5108 N/A 31418EVA5 2053-08-01 6 25536400.83 26357098.19 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3090 N/A 31418CNG5 2032-08-01 3 260465.63 252119.45 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIQN6652 N/A 3133GDL99 2031-06-01 2.5 397.90 382.56 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD2981 N/A 3132DQJ23 2053-05-01 6.5 574.75 600.04 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL7349 N/A 3138EQEX6 2039-10-01 6.5 243476.54 256922.80 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4512 N/A 31418EAN0 2052-01-01 2.5 394038.98 333929.08 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBT3861 N/A 3140LSJF4 2037-03-01 2.5 484.48 457.38 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CTRB5154 N/A 3133KYWP0 2042-04-01 2.5 586246.64 521696.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9318 N/A 3140QVK86 2054-10-01 5.5 833.83 855.81 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CNFS7971 N/A 3140XP2D0 2031-07-01 1.5 595.46 561.24 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM5701 N/A 3140JAKP2 2048-12-01 4.5 2847586.43 2812629.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ0060 N/A 3142GQB68 2053-10-01 5 28873139.14 28920744.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8546 N/A 3133KQP75 2053-02-01 5.5 4762197.24 4854634.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG7754 N/A 3133C8TK1 2053-08-01 5.5 858.03 872.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG5549 N/A 3133C6EW5 2053-06-01 5 778.23 776.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG5225 N/A 3133C5YW5 2053-06-01 6 684.31 709.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7370 N/A 3142K9FL4 2056-07-01 5.5 1000.00 1020.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8059 N/A 3142K95V3 2056-07-01 5.5 1000.00 1019.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB3588 N/A 3142K47A8 2056-05-01 5 6256808.73 6225823.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1715 N/A 3142K23Z1 2056-05-01 5 999.15 992.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA3243 N/A 31418CS96 2038-01-01 3.5 138.81 132.74 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3183 N/A 31418CRD8 2047-11-01 4 92906.89 88882.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3182 N/A 31418CRC0 2047-11-01 3.5 131.12 121.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3057 N/A 31418CMF8 2047-07-01 3.5 110.47 102.83 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3588 N/A 31418C7A6 2034-02-01 3.5 29494.92 28803.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA2260 N/A 31418BQN9 2035-05-01 3.5 927528.33 895452.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA2110 N/A 31418BKY1 2034-12-01 3.5 126343.16 122164.92 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CVMA2008 N/A 31418BGS9 2029-08-01 3.5 41.41 40.92 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA1960 N/A 31418BFA9 2034-07-01 4 187089.82 184137.96 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CVMA1449 N/A 31418ATF5 2028-05-01 3 39802.18 39423.13 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4178 N/A 3142GUUC5 2055-05-01 6.5 1588.50 1671.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0076 N/A 3140Y6CN8 2055-03-01 5.5 926.42 945.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0090 N/A 3140Y6C40 2055-03-01 5 29693678.78 29495169.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0867 N/A 3140Y66D7 2055-08-01 6 930.55 975.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0833 N/A 3140Y64T4 2055-08-01 5 9326.15 9301.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CICC0785 N/A 3140Y62T6 2040-07-01 6 1075341.20 1110663.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9660 N/A 3140XRWW1 2054-10-01 5.5 516530.67 523720.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS9538 N/A 3140XRS48 2054-11-01 5 31930032.57 31809968.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9294 N/A 3140XRKG9 2054-10-01 5.5 808.90 822.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9042 N/A 3140XRBL8 2054-08-01 5.5 2964539.26 3044915.50 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS9868 N/A 3140XR6E0 2051-12-01 4 847.65 808.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9800 N/A 3140XR3J2 2054-11-01 5.5 854.95 870.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS9798 N/A 3140XR3G8 2054-11-01 5 35917.99 35793.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS8356 N/A 3140XQJA6 2052-08-01 3.5 12166079.34 11149839.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8278 N/A 3140XQFU6 2054-06-01 6 764.02 803.61 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS7848 N/A 3140XPWJ4 2052-06-01 3 146412.21 131494.80 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CNFS7761 N/A 3140XPTT6 2031-09-01 1.5 1952912.59 1838839.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS7744 N/A 3140XPTA7 2054-04-01 6.5 472867.26 501444.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIFS7598 N/A 3140XPNQ8 2039-01-01 6 649.27 671.94 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7397 N/A 3140XPGF0 2054-03-01 6 104551.92 108996.25 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFS7326 N/A 3140XPD89 2038-11-01 3 759.85 721.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7252 N/A 3140XPBW8 2053-11-01 5 828.96 826.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7997 N/A 3140XP3F4 2054-05-01 6 677.64 700.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF0421 N/A 3140BQPF2 2055-10-01 5 4557735.70 4537434.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE9913 N/A 3140BPAP8 2055-11-01 5.5 5999204.99 6067119.33 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE6448 N/A 3140BKEW0 2055-08-01 6.5 987.39 1028.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7882 N/A 3133BVXK6 2053-02-01 5.5 730.68 748.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7714 N/A 3133BVSB2 2053-02-01 5.5 4145704.01 4196818.70 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF7373 N/A 3133BVFN0 2053-02-01 6 26039368.86 26980778.83 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF7274 N/A 3133BVCK9 2053-02-01 6 2810433.26 2948960.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF6698 N/A 3133BUNP8 2053-02-01 5.5 8109237.68 8218051.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF5439 N/A 3133BTBG4 2052-12-01 5.5 36231.94 37089.57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF4933 N/A 3133BSPS5 2052-12-01 6 674380.97 699581.46 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQF4920 N/A 3133BSPD8 2052-12-01 6.5 38130.17 40063.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF5371 N/A 3133BS6G2 2053-01-01 5 7620439.19 7699011.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF3828 N/A 3133BRHD9 2052-11-01 5.5 3326569.31 3387041.54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9306 N/A 3133BKKT5 2052-09-01 5 1901701.55 1903085.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9085 N/A 3133BKCW7 2052-08-01 5 639.48 638.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE7321 N/A 3133BHD29 2052-08-01 5 4086309.46 4074911.84 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE8087 N/A 3133BH6Y7 2052-06-01 4 4369763.94 4138678.68 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY5410 N/A 31426QAL7 2055-06-01 6.5 849.36 887.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY6287 N/A 31426Q6Z1 2055-06-01 5.5 1774.58 1794.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY6187 N/A 31426Q2V4 2055-06-01 5.5 927.34 943.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9072 N/A 3140UDCJ6 2056-05-01 5 1131870.05 1133076.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG9038 N/A 3140UDBG3 2056-05-01 4.5 1113005.06 1080004.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM1724 N/A 3140X44J2 2049-10-01 3 124437.11 110781.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8828 N/A 3140QUY26 2054-07-01 5 908.60 900.78 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8204 N/A 3132DWDH3 2052-04-01 2 725274.76 585715.29 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1172 N/A 3140XGJS9 2051-11-01 3 692.36 614.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7130 N/A 3140XN4Q4 2054-01-01 5 802.53 801.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3356 N/A 31418CWS9 2048-05-01 3.5 116.93 108.33 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4357 N/A 31418DZX3 2051-06-01 3 531.71 469.55 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBV8126 N/A 3140MNA48 2052-04-01 2.5 683049.68 578892.72 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CNMA4589 N/A 31418EC32 2032-04-01 2 2142895.85 2027717.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1055 N/A 3142GRE55 2054-03-01 5 2246.79 2231.00 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC2692 N/A 3133AL7D4 2051-06-01 3 504.85 444.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7532 N/A 3140XPLN7 2054-03-01 5.5 803.21 820.76 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0866 N/A 3132CW6B5 2037-06-01 2.5 656.63 621.77 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8062 N/A 3132DV5X9 2050-05-01 3 3484.49 3092.74 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL2862 N/A 3131XJFB3 2042-03-01 3.5 670.22 633.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM1577 N/A 3140X4XF8 2034-09-01 3.5 190.16 185.34 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT6823 N/A 3140LVSM2 2051-10-01 2.5 1469408.25 1247724.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0660 N/A 3140Q7WW3 2047-11-01 4 566607.18 542972.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5215 N/A 31418EYM6 2053-12-01 5.5 220229.29 223661.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CKMA4059 N/A 31418DQM7 2050-06-01 3.5 130.31 118.46 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL2161 N/A 3131XHMJ2 2041-10-01 4 42.59 41.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1699 N/A 3140Y73H9 2055-12-01 5.5 8311363.25 8483620.87 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV6358 N/A 3140MLB41 2055-12-01 4.5 916.85 895.52 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQE0399 N/A 3133B9NQ3 2052-04-01 3 704.15 625.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ2763 N/A 3140H4B94 2048-05-01 4.5 77949.90 76683.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX1941 N/A 31425WEP2 2055-01-01 5.5 6687.95 6818.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2961 N/A 31427QJF0 2055-10-01 5 70240851.63 70250459.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5002 N/A 3142GVRY9 2055-10-01 6 1815.33 1882.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5427 N/A 3140XMA55 2053-08-01 5.5 708.07 716.71 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3601 N/A 3140QPAB3 2052-05-01 3.5 1294250.38 1191667.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS4371 N/A 3140XK2D1 2052-02-01 3.5 789.88 725.65 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0290 N/A 3140QKKC1 2051-04-01 2 704.71 570.88 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2127 N/A 31427PLH5 2055-08-01 6 13837265.45 14507215.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0312 N/A 31426WK25 2055-08-01 5.5 981.00 1003.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY1039 N/A 31426KEM4 2055-04-01 5 1942.13 1927.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX1586 N/A 31425VXQ1 2054-12-01 5 906.22 898.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3267 N/A 3142GTTZ9 2055-02-01 6 1869.46 1939.07 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA3417 N/A 3142JRYP6 2056-01-01 6.5 926403.25 975168.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6029 N/A 31418FVX2 2056-04-01 5 1801032.98 1784468.48 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4158 N/A 31418DTQ5 2050-10-01 2 600.63 488.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5169 N/A 31418EW71 2038-10-01 5.5 935.16 955.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4388 N/A 3142GU2W2 2055-06-01 6 14557862.24 15110672.79 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY8023 N/A 31426S4H9 2055-07-01 6.5 770146.27 815420.17 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRQ0045 N/A 3142J6BP7 2055-08-01 3.5 977.51 895.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5996 N/A 31418FUW5 2056-03-01 4.5 994.32 961.43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM8911 N/A 3140XC3V8 2051-02-01 3.5 452.33 417.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3235 N/A 3132DQSY3 2053-06-01 5.5 669144.16 681169.06 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD3180 N/A 3132DQQ90 2053-06-01 6.5 647.74 689.30 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD2932 N/A 3132DQHH2 2053-04-01 4 788.84 748.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2913 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1005817.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY2321 N/A 31426LSK1 2055-05-01 5.5 774.56 783.17 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6055 N/A 31426QWR0 2055-06-01 6.5 738.37 779.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4437 N/A 3140U74X7 2056-05-01 5 997.51 995.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6053 N/A 3142K7WP0 2056-06-01 5.5 2998094.00 3065723.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2300 N/A 3142JQRW1 2056-01-01 5.5 4752979.24 4833026.81 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW2434 N/A 3140MTV42 2056-01-01 4.5 2774880.80 2683112.72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA9056 N/A 3133KRBZ6 2053-05-01 5 791.93 789.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0012 N/A 3142J6AN3 2055-06-01 5 925.18 916.98 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY1141 N/A 31426KHT6 2055-04-01 6 11024559.69 11390325.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC9587 N/A 3140AXUM7 2055-01-01 5.5 4230577.52 4304120.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9969 N/A 3140QWCF7 2055-02-01 5.5 854.59 877.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1138 N/A 3140W1HQ9 2055-01-01 5.5 31969674.90 32872516.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3275 N/A 3142GTT97 2055-02-01 5.5 897.07 917.76 Agency Mortgage-Backed Securities FNMA FNMS 06.000 NP952263 N/A 31413QML9 2037-09-01 6 78.52 79.04 Agency Mortgage-Backed Securities FNMA FNMS 05.620 CA912063 N/A 31411NJG3 2036-12-01 5.62 67138.09 67069.96 Agency Mortgage-Backed Securities FNMA FNMS 05.900 CA906944 N/A 31411FS96 2036-12-01 5.9 9340.11 9278.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1213 N/A 3142GRK33 2054-04-01 5.5 884.46 907.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1070 N/A 3142GRFL9 2054-03-01 6 6111.48 6398.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1068 N/A 3142GRFJ4 2054-03-01 5.5 879.99 891.33 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1054 N/A 3142GRE48 2054-03-01 5 850.65 847.56 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0954 N/A 3142GRBY5 2054-02-01 6.5 569.03 594.37 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0933 N/A 3142GRBB5 2054-02-01 6 714.03 745.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ0919 N/A 3142GRAV2 2054-02-01 5 840.07 834.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1767 N/A 3142GR6D7 2054-06-01 5.5 25706669.70 26284107.21 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0325 N/A 3142GQLF7 2053-11-01 6.5 423800.17 443149.23 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4839 N/A 31418ELV0 2052-12-01 4 862.29 813.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4806 N/A 31418EKU3 2052-11-01 5 2406.67 2403.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4803 N/A 31418EKR0 2052-11-01 3.5 594887.04 545195.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4761 N/A 31418EJF8 2052-09-01 5 2172801.98 2172080.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4524 N/A 3140J9A27 2048-07-01 4 14125883.34 13534223.85 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7184 N/A 3133KN6V0 2052-04-01 4 712.56 676.17 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA5746 N/A 3133KML37 2051-08-01 3.5 616.56 570.42 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5258 N/A 3133KLZX8 2051-05-01 2 1395.39 1131.32 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5052 N/A 3133KLTH0 2051-04-01 2 689.72 559.41 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ9868 N/A 3133D16D6 2054-12-01 6 863.95 903.61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3017 N/A 3142GTK70 2054-12-01 5 910.69 902.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3014 N/A 3142GTK47 2054-12-01 5 19783000.67 19712331.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2907 N/A 3142GTGR1 2054-11-01 5.5 70142927.09 71740892.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS6943 N/A 3140XNWD2 2052-06-01 3 38035.64 33506.99 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS6883 N/A 3140XNUH5 2053-05-01 4 57340.33 54629.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS6769 N/A 3140XNQX5 2053-01-01 5 48913.62 48925.25 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS6623 N/A 3140XNLD4 2038-03-01 2 3042059.03 2789449.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS7160 N/A 3140XN5W0 2054-02-01 6.5 122304.32 129170.86 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS6158 N/A 3140XMZY5 2052-07-01 4 72856.20 69016.47 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5869 N/A 3140XMQX7 2053-04-01 4.5 13095.41 12812.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5811 N/A 3140XMN51 2053-08-01 5.5 27232339.49 27953902.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5708 N/A 3140XMKW5 2053-06-01 5 712.18 714.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5626 N/A 3140XMHC3 2053-08-01 5 6079.34 6063.26 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5507 N/A 3140XMDM5 2051-09-01 3.5 31652.66 29068.42 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS5460 N/A 3140XMB62 2053-05-01 6 95610.41 99939.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5410 N/A 3140XMAL0 2053-07-01 5.5 844.80 867.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS6298 N/A 3140XM7L4 2053-11-01 5.5 26898171.95 27353330.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5410 N/A 3133L0AK8 2046-07-01 5.5 1024.00 1041.53 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB1765 N/A 3132CX6A5 2037-03-01 2.5 4571238.17 4319897.27 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF5108 N/A 3140BVVA5 2055-11-01 6 992.54 1038.41 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5411 N/A 31427TAM8 2055-01-01 4.5 1016.45 989.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3916 N/A 31427RK66 2056-01-01 5.5 2002.24 2043.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6441 N/A 3142GXEP8 2056-04-01 5.5 2792945.47 2867554.98 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFA5205 N/A 3140W5YB4 2037-03-01 3 729667.69 697216.20 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5798 N/A 3142GWNQ8 2056-01-01 4.5 5915.85 5730.57 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB1789 N/A 3132CX7A4 2036-05-01 1.5 941.39 846.83 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9724 N/A 3142JYYW6 2056-04-01 5 1679248.01 1671702.78 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ7516 N/A 31427HK68 2055-09-01 6.5 987.58 1045.94 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA4884 N/A 3140W5NA8 2055-11-01 6 976.99 1021.67 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ6331 N/A 3142GXA98 2056-03-01 4.5 996.65 963.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4404 N/A 3140U73N0 2056-04-01 5 1631564.22 1630320.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG8139 N/A 3140UCBH3 2056-04-01 6 996.95 1040.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1504 N/A 3140Y7U63 2055-11-01 5 50833486.22 50529541.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4556 N/A 3140U8B25 2056-04-01 5.5 922.47 935.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5797 N/A 3140W6NP3 2056-05-01 5 998.23 990.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4692 N/A 3140W5GA6 2052-09-01 3.5 967.80 893.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2329 N/A 3140Y8ST4 2056-04-01 5 1015.99 1014.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2718 N/A 3140Y9AU8 2056-05-01 5 1058.83 1058.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6718 N/A 3140UAPC3 2056-04-01 5.5 1041197.71 1064967.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6103 N/A 3142GWX95 2056-02-01 5 10195698.01 10180799.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ0180 N/A 3142GQFW7 2053-11-01 5.5 787.69 805.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5470 N/A 3140QRCG6 2053-01-01 5.5 706.81 720.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5468 N/A 3140QRCE1 2053-01-01 5.5 1720620.33 1766209.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6262 N/A 3140QR5Y5 2053-05-01 6 3832556.76 4021472.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICB4990 N/A 3140QQRL1 2037-11-01 4.5 116855.74 117639.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4832 N/A 3140QQLN3 2052-10-01 5 400004.96 399318.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4629 N/A 3140QQEB7 2052-09-01 5.5 12105868.63 12307292.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5293 N/A 3140QQ3B9 2052-12-01 5.5 21251266.60 21989101.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5286 N/A 3140QQ2U8 2052-12-01 5.5 1351.80 1392.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4339 N/A 3140QPZD2 2052-08-01 4.5 37910.22 37031.92 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1476 N/A 3132DNT94 2052-08-01 4.5 737.09 719.30 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1444 N/A 3132DNS95 2052-08-01 4.5 872.51 851.18 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0958 N/A 3132DNB36 2052-04-01 3.5 750.15 695.30 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0923 N/A 3132DNAY9 2052-01-01 2.5 1715205.40 1470397.38 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICB0340 N/A 3140QKLW6 2036-04-01 2.5 562.65 530.38 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0235 N/A 3140QKHM3 2051-04-01 2 154320.68 126019.98 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0090 N/A 3140QKC48 2051-04-01 2 212585.45 172087.95 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA8645 N/A 3140QGTB3 2051-01-01 4 21610.51 20518.10 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8256 N/A 3140QGE60 2050-12-01 2.5 604.01 509.86 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8895 N/A 3140QG3D7 2051-02-01 2.5 911294.79 770758.45 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 601.87 491.91 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6739 N/A 3140QEPZ9 2050-08-01 3 472.77 416.67 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7195 N/A 3140QE7H9 2050-09-01 2 565.88 463.32 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA5702 N/A 3140QDKQ6 2050-05-01 2.5 1007233.41 865710.96 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICA5461 N/A 3140QDB78 2035-03-01 2.5 211879.19 199370.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA4819 N/A 3140QCK96 2049-12-01 4 31909.94 30480.77 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2954 N/A 31427QH88 2055-10-01 5 9087430.89 9085856.75 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL2952 N/A 31427QH62 2052-05-01 2.5 31025568.32 26689772.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2948 N/A 31427QH21 2055-10-01 5 6145.77 6122.60 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL2800 N/A 31427QDE9 2053-10-01 4.5 30193.13 29450.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2716 N/A 31427QAS1 2055-09-01 5.5 923.69 936.96 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2556 N/A 31427PZW7 2055-09-01 5 1784437.87 1781910.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2547 N/A 31427PZM9 2055-09-01 5 41619733.92 41483420.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2526 N/A 31427PYY4 2055-09-01 6 914.74 962.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2468 N/A 31427PW67 2055-09-01 5.5 713887.58 733052.29 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2351 N/A 31427PTH7 2055-07-01 5 944.22 940.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2141 N/A 31427PLX0 2055-09-01 6 21158022.97 22096028.65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1544 N/A 31427NWE5 2054-12-01 5 887.36 885.33 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1536 N/A 31427NV63 2055-06-01 6.5 836.75 878.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1389 N/A 31427NRK7 2055-04-01 6 854.22 886.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH8672 N/A 3133CMT53 2054-01-01 6 2500501.63 2597531.93 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2859 N/A 3142GTE93 2054-11-01 5 858.52 856.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2742 N/A 3142GTBL9 2054-11-01 5.5 1758.37 1795.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3488 N/A 3142GT2W5 2055-02-01 5.5 881.65 899.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2451 N/A 3142GSWM6 2054-10-01 5.5 2419.13 2462.45 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ2469 N/A 3142GSW79 2054-09-01 6.5 639.38 672.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2417 N/A 3142GSVK1 2054-09-01 5.5 946.75 965.13 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ2235 N/A 3142GSPV4 2054-08-01 7 769.79 827.15 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ2220 N/A 3142GSPE2 2054-08-01 6.5 29744557.12 31451065.15 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1972 N/A 3142GSFN3 2054-07-01 6 704.69 728.98 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1987 N/A 3142GSF52 2054-07-01 6.5 14818881.07 15444254.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1955 N/A 3142GSE53 2054-07-01 5.5 12375634.37 12649452.16 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2612 N/A 3142GS3W6 2054-10-01 6 840.38 870.53 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1529 N/A 3142GRVX5 2054-05-01 6 641.07 666.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1517 N/A 3142GRVK3 2054-05-01 5.5 856.99 868.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1366 N/A 3142GRQU7 2054-04-01 5 860.56 854.51 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ1375 N/A 3142GRQ52 2054-02-01 4.5 7857.27 7614.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1335 N/A 3142GRPV6 2054-04-01 5.5 5791486.75 5944958.57 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q58645 G N/A 3132Y2TB2 2048-09-01 4.5 2429550.37 2393979.32 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q49036 G N/A 3132WPBE6 2047-07-01 4 2737064.52 2626594.47 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q36002 G N/A 3132QSU48 2045-09-01 3.5 2320119.67 2174688.64 Agency Mortgage-Backed Securities FMAC 03.000 FGPC Q15786 G N/A 3132J62U7 2043-02-01 3 211.89 194.75 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q02014 G N/A 3132GFGX9 2041-07-01 4.5 1321282.33 1319532.96 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD3984 N/A 3132E0M90 2051-05-01 2 864.70 696.29 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3632 N/A 3132E0A93 2052-07-01 2.5 46325.95 39061.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9988 N/A 3140QWC26 2055-02-01 6 1764301.57 1846231.03 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9743 N/A 3140QVZH0 2055-01-01 6.5 9307259.65 9767271.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE6390 N/A 3140BKC44 2055-09-01 5.5 883.54 893.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE0308 N/A 3140BCKW1 2055-06-01 5.5 905378.56 921109.11 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8791 N/A 3140B9XV6 2055-04-01 6.5 1968395.01 2072848.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD5429 N/A 3140B6A70 2055-05-01 5.5 1828.34 1850.28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD3071 N/A 3140B3MV1 2055-03-01 6.5 618363.45 648135.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD1825 N/A 3140B2A38 2055-02-01 5.5 3788637.68 3845632.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC9269 N/A 3140AXJP3 2054-12-01 4.5 1480459.13 1439441.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC7489 N/A 3140AVKB6 2054-12-01 6 1903657.04 1967108.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC7394 N/A 3140AVGC9 2054-12-01 5.5 886.78 911.22 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC5779 N/A 3140ATM52 2054-10-01 6.5 752.39 791.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC5626 N/A 3140ATHC3 2054-11-01 5.5 623767.61 630688.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC4052 N/A 3140ARQE3 2054-10-01 5.5 19487270.08 19710410.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC2284 N/A 3140APRE6 2054-10-01 5.5 781460.10 802988.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7970 N/A 3140UB2C6 2056-03-01 5.5 1215953.50 1258687.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1726 N/A 3140Y74L9 2055-12-01 6 4851.68 5022.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA6092 N/A 31418FXW2 2046-06-01 5.5 996.11 1013.26 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ6584 N/A 3142GXJ65 2056-05-01 4.5 26073131.81 25300089.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6555 N/A 3142GXH91 2056-05-01 5.5 14270891.61 14431461.35 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6503 N/A 3142GXGM3 2056-05-01 5 1144.74 1140.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6442 N/A 3142GXEQ6 2056-04-01 5 2039.97 2036.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6159 N/A 3142GWZZ5 2056-02-01 5 11915517.39 11870223.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ6096 N/A 3142GWX20 2056-03-01 6 1029.94 1060.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6057 N/A 3142GWWT2 2056-02-01 5.5 1234.20 1261.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5998 N/A 3142GWUY3 2056-03-01 5 1205.98 1205.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5837 N/A 3142GWPX1 2056-01-01 5.5 2788.41 2826.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5844 N/A 3142GWP60 2056-01-01 5 1327.28 1317.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5841 N/A 3142GWP37 2056-01-01 5 1012.76 1008.69 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5802 N/A 3142GWNU9 2056-01-01 4.5 4472915.62 4342373.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4987 N/A 31427SRH3 2056-04-01 5.5 6040307.15 6146348.10 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL4915 N/A 31427SN95 2050-07-01 4 979.53 926.62 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL4699 N/A 31427SGH5 2054-02-01 4.5 984.20 957.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4551 N/A 31427SBV9 2053-05-01 5.5 1980388.58 2027665.52 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5528 N/A 31418FEA1 2054-11-01 4 45232.50 42654.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5552 N/A 31418FE29 2054-12-01 5 876.67 869.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5470 N/A 31418FCG0 2054-09-01 5.5 1464.88 1482.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5444 N/A 31418FBN6 2054-08-01 5.5 8784.30 8892.35 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5248 N/A 31418EZN3 2054-01-01 6.5 26134895.00 27227650.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5246 N/A 31418EZL7 2054-01-01 5.5 758.05 769.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5245 N/A 31418EZK9 2054-01-01 5 18775.50 18659.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5190 N/A 31418EXU9 2053-11-01 5.5 11787719.37 11979276.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5189 N/A 31418EXT2 2053-11-01 5 339574.12 337931.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY9495 N/A 3140NSRR7 2053-08-01 6 642476.81 664657.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY9340 N/A 3140NSLW2 2053-08-01 5.5 752369.79 763821.27 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY7307 N/A 3140NQDM7 2053-09-01 6 57137.21 59022.76 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX9687 N/A 3140NEXR1 2053-04-01 6 892102.67 937346.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX8385 N/A 3140NDJ73 2053-03-01 5 41504.55 41311.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX7316 N/A 3140NCDW6 2053-07-01 6.5 106757.56 111964.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1266 N/A 3142GRMQ0 2054-04-01 5.5 920.58 932.40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS4343 N/A 3140XKZH6 2052-06-01 3.5 738.43 680.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4299 N/A 3140XKX54 2053-04-01 5.5 744.14 758.33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS4205 N/A 3140XKU73 2053-03-01 2.5 851.00 720.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS4114 N/A 3140XKSC5 2053-03-01 4.5 1537.28 1494.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4095 N/A 3140XKRR3 2053-02-01 5 2585321.74 2588082.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0605 N/A 3140W0U78 2047-12-01 3.5 1696634.14 1600866.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFA5651 N/A 3140W6H54 2041-05-01 4.5 1002.94 997.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2208 N/A 3140Y8N28 2056-03-01 5 1012.06 1004.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ8634 N/A 31427JSY5 2055-11-01 5.5 1584124.62 1620009.09 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5194 N/A 3142GVXY2 2055-11-01 5 2009.87 2006.71 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3511 N/A 3142GT3V6 2055-02-01 6 8383.25 8681.14 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4202 N/A 31426NU40 2055-06-01 6 8879.89 9214.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE7459 N/A 3140BLJD5 2055-09-01 5 11077867.98 10988334.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9740 N/A 3140QVZE7 2055-01-01 5.5 951.36 968.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1119 N/A 31427NG52 2055-05-01 5.5 890.98 900.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2017 N/A 31427PG32 2055-08-01 5.5 943.33 962.56 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD3925 N/A 3140B4LF5 2055-03-01 7 1126640.63 1210462.57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2313 N/A 31427PSB1 2055-09-01 6 913.63 955.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1686 N/A 3140Y72U1 2055-12-01 5 984.63 977.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7995 N/A 31427H3D2 2055-11-01 5.5 1934.45 1966.23 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTB7618 N/A 3142K9PC3 2056-06-01 7 1000.00 1066.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4394 N/A 31427R3C2 2056-01-01 5.5 992.87 1010.22 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA6083 N/A 3140W6XM9 2053-07-01 2.5 1024.00 867.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9902 N/A 3140BBAC8 2055-07-01 5.5 407334.10 411957.56 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1636 N/A 31427NZA0 2055-06-01 6.5 850.66 893.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0699 N/A 3140Y6X54 2055-07-01 5.5 17824.24 18316.29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5051 N/A 3142GVTH4 2055-10-01 6 923.47 954.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4781 N/A 3142GVJ36 2055-09-01 6 4906745.89 5144327.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5845 N/A 3142GWP78 2056-01-01 5.5 51116690.40 51928145.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG5857 N/A 3140U9QK7 2056-04-01 5 12281556.49 12237733.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8535 N/A 3140BMPV6 2055-09-01 5.5 2057317.86 2099189.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2922 N/A 31427AG84 2050-09-01 5.5 1765914.63 1790822.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD1779 N/A 3132DN6Q1 2052-10-01 5.5 1831.01 1878.50 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD1750 N/A 3132DN5K5 2052-04-01 2.5 1043956.72 895689.69 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0593 N/A 3132DMUS2 2051-05-01 3 558.15 501.66 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0785 N/A 3132DM2S3 2051-12-01 2 705.46 579.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CW890725 N/A 31410LSN3 2030-12-01 3.5 43352.03 42793.72 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CL890695 N/A 31410LRQ7 2045-08-01 4 89134.46 85858.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2733 N/A 3140Y9BB9 2056-05-01 5 1016.30 1013.13 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2479 N/A 3140Y8XH4 2056-04-01 6.5 1601865.71 1668843.09 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2476 N/A 3140Y8XE1 2056-04-01 6.5 18628028.10 19648510.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2454 N/A 3140Y8WQ5 2056-04-01 5.5 1019.23 1032.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2440 N/A 3140Y8WA0 2056-04-01 5 993.58 991.86 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2419 N/A 3140Y8VM5 2056-04-01 6.5 9549557.63 10032050.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2393 N/A 3140Y8UT1 2056-04-01 6 2037.33 2134.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC0450 N/A 3140AMQC8 2054-10-01 5 2349741.71 2328870.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4167 N/A 3142GUTZ6 2055-05-01 6 6344.17 6528.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4151 N/A 3142GUTH6 2055-05-01 5.5 99162.08 101183.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4129 N/A 3142GUST1 2055-05-01 5.5 942.53 958.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3897 N/A 3142GUKK8 2055-04-01 6 275933.52 286411.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3634 N/A 3142GUBC6 2055-03-01 5.5 909.75 926.05 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4403 N/A 3142GU3M3 2055-06-01 6.5 8413971.25 8787964.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4381 N/A 3142GU2P7 2055-06-01 6 929.61 973.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4372 N/A 3142GU2E2 2055-06-01 5.5 976.65 996.56 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ3313 N/A 3142GTVF0 2055-01-01 6.5 1710133.79 1802250.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3303 N/A 3142GTU53 2055-01-01 6 897.22 927.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3266 N/A 3142GTTY2 2055-02-01 5.5 36910271.60 37548692.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2295 N/A 3140XHRR0 2052-03-01 3.5 655.88 606.79 Agency Mortgage-Backed Securities FMAC FEPC 05.850 6GZM9113 N/A 3131Y4DS0 2037-11-01 5.85 59140.80 61794.12 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0745 N/A 3140Y6ZK9 2055-07-01 6.5 27982223.45 29353495.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ6889 N/A 31427GUP7 2055-11-01 5.5 987.30 1005.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD6536 N/A 3140B7HN6 2055-05-01 5.5 1617.41 1635.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2863 N/A 3142GTFD3 2054-11-01 5 50933188.20 50597374.39 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL5006 N/A 31427SR42 2052-05-01 2.5 993.22 847.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1948 N/A 3140Y8EW2 2056-02-01 5.5 970.74 995.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH3679 N/A 3140UKCR2 2056-06-01 6 1663529.00 1722573.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG8957 N/A 3140UC5T4 2056-05-01 5.5 7156025.03 7263090.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5611 N/A 3142GWGV5 2055-12-01 5.5 963.31 982.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA8621 N/A 3142JXSK1 2056-03-01 6 3222711.64 3346545.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3908 N/A 31427RKW9 2056-01-01 5 949.06 946.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4139 N/A 31427RS50 2056-02-01 5 1993.50 1982.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1486 N/A 3140U4UL1 2056-02-01 5.5 981.53 998.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6078 N/A 31418FXG7 2056-06-01 4.5 1047.92 1013.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5775 N/A 3140W6MZ2 2054-10-01 4.5 5972683.89 5775209.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2341 N/A 3140Y8S72 2056-04-01 5 3795857.78 3785737.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6079 N/A 31418FXH5 2056-06-01 5 1039.11 1029.55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6412 N/A 3142GXDS3 2056-04-01 5 1021.13 1013.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6436 N/A 3142GXEJ2 2056-04-01 5.5 3038.83 3091.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF4353 N/A 3140BUZT2 2055-11-01 5.5 18296360.15 18591856.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2456 N/A 3140Y8WS1 2056-04-01 5.5 12583550.94 12761313.18 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5595 N/A 3142GWGD5 2055-12-01 5 389336.70 388786.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8034 N/A 3142K94U6 2056-07-01 5.5 1007.00 1027.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG5699 N/A 3140U9KM9 2056-05-01 6 1022.20 1058.16 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH8914 N/A 3133CM3X0 2054-02-01 6 2248528.22 2330510.30 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH6942 N/A 3133CKWB0 2054-01-01 6.5 3867081.71 4089702.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS3994 N/A 3140XKNL0 2053-02-01 6 622.01 653.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS3821 N/A 3140XKG79 2053-02-01 6 1295.03 1352.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3816 N/A 3140XKG20 2052-12-01 3.5 783.23 717.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS3395 N/A 3140XJXZ1 2052-12-01 5 823.19 824.16 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS3275 N/A 3140XJT94 2052-04-01 3 772.03 680.02 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3159 N/A 3140XJQM8 2052-10-01 4.5 750.96 732.83 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS2943 N/A 3140XJHV8 2051-02-01 2 4991999.43 4056893.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2865 N/A 3140XJFF5 2052-09-01 5 719.85 723.56 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS2769 N/A 3140XJCF8 2051-06-01 2 1683430.22 1367738.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFS3563 N/A 3140XJ5Z2 2038-06-01 3.5 642.00 615.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3508 N/A 3140XJ3S0 2048-02-01 3.5 14962.75 14132.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1115 N/A 31427NGZ6 2055-05-01 6 31112608.48 32113231.44 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1114 N/A 31427NGY9 2055-04-01 6 850105.90 877338.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1121 N/A 31427NG78 2055-05-01 5.5 7615354.90 7729825.53 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB9349 N/A 31417GL79 2043-05-01 3 282.38 259.22 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD0695 N/A 3132DMXY6 2049-12-01 4 5364752.71 5094649.33 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1758 N/A 3142GR5U0 2054-06-01 5 870.31 870.39 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6654 N/A 3132DUMB0 2052-06-01 3.5 875.64 802.67 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5421 N/A 31418FAX5 2054-07-01 6 542.89 558.65 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA2194 N/A 3133KHNK8 2050-02-01 3 400.12 361.07 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8026 N/A 3132A84K2 2033-05-01 3.5 119.64 117.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL8658 N/A 3138ETTQ9 2046-06-01 3.5 7015112.38 6545011.77 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8955 N/A 3140QG5R4 2051-02-01 2.5 42859.21 36610.72 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3478 N/A 3132DQ2K1 2052-04-01 2.5 1678.49 1415.32 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2610 N/A 3140QM3U6 2052-01-01 2 376492.47 306363.26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I4BM7362 N/A 3140JCFC3 2060-01-01 3 840.57 742.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8431 N/A 3132DWLL5 2054-05-01 5.5 3452712.78 3498463.14 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0964 N/A 3132DNB93 2046-12-01 3.5 115077.20 105474.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX6119 N/A 3140NAYR8 2053-01-01 6 10921406.52 11329652.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY0310 N/A 3140NGKY5 2053-04-01 5.5 870.82 884.85 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1789 N/A 3132DN7A5 2052-10-01 5 813911.50 814650.35 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL4525 N/A 31427SA32 2055-12-01 6.5 935.75 976.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8831 N/A 3142JXY57 2056-03-01 5 11900065.18 11823866.42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5303 N/A 31427S3M8 2056-04-01 5 2192348.22 2176933.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1565 N/A 3140UGW32 2056-06-01 5.5 4746.92 4874.40 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRQ0115 N/A 3142J6DV2 2056-05-01 3.5 5491819.49 5032568.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5166 N/A 31418EW48 2053-10-01 6 7060948.29 7278095.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3875 N/A 3140QPJV0 2047-06-01 3.5 2436558.07 2252499.12 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB3744 N/A 3140QPES2 2052-03-01 2.5 36750.25 31090.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4418 N/A 3140QP4C8 2052-08-01 5.5 3147654.87 3197263.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2361 N/A 3140Y8TT3 2056-04-01 5 9004467.36 9041077.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC1976 N/A 3140Y8FS0 2056-02-01 4.5 999.33 969.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1860 N/A 3140Y8B62 2056-01-01 5.5 976.64 994.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2626 N/A 3140Y84L7 2056-05-01 5 44696627.18 44498700.59 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC1550 N/A 3140Y7WL8 2055-11-01 6.5 40744419.64 42741185.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1513 N/A 3140Y7VF2 2055-11-01 5.5 38057331.07 39047489.82 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC1463 N/A 3140Y7TV0 2055-11-01 6.5 967.17 1029.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6028 N/A 3140MKVW9 2055-09-01 5.5 991.67 1002.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ0179 N/A 3142GQFV9 2053-11-01 5.5 13796160.52 14130311.20 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0852 N/A 3142GQ5N8 2054-02-01 6.5 673.35 716.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ0835 N/A 3142GQ4V1 2054-02-01 5.5 3916251.16 3993481.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ0828 N/A 3142GQ4N9 2054-02-01 5 94786.40 94234.53 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5710 N/A 31427TKY1 2056-03-01 6 1015.00 1049.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7569 N/A 3132DVMS1 2054-04-01 6 5266386.89 5498483.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7567 N/A 3132DVMQ5 2054-02-01 5.5 72239485.11 74228783.98 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD7563 N/A 3132DVML6 2053-05-01 4.5 43672.22 42815.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7562 N/A 3132DVMK8 2053-04-01 5.5 2837383.10 2919385.04 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD7560 N/A 3132DVMH5 2053-02-01 4 738.76 705.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3955 N/A 3140QBMD7 2049-08-01 3.5 122352.06 113323.52 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CICA4464 N/A 3140QB6A1 2034-11-01 3 246810.45 236334.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTCA2079 N/A 3140Q9JZ7 2038-07-01 4.5 2187096.73 2191350.64 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTCA1588 N/A 3140Q8XS9 2038-04-01 4 2696526.97 2621558.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0483 N/A 3140Q7RD1 2047-10-01 3.5 356999.66 332890.92 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08747 G N/A 3128MJZM5 2047-02-01 3 216.76 195.84 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08737 G N/A 3128MJZB9 2046-12-01 3 186.06 167.50 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1356 N/A 31427NQJ1 2055-05-01 6 54191292.05 56274098.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1342 N/A 31427NP45 2055-05-01 5.5 915.27 932.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1226 N/A 31427NLG2 2055-05-01 5.5 921.07 943.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1172 N/A 31427NJS9 2055-05-01 5.5 6604.46 6740.65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1137 N/A 31427NHP7 2055-05-01 6 700.15 720.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1134 N/A 31427NHL6 2055-05-01 5.5 958.80 980.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5822 N/A 3140W6PG1 2055-03-01 4.5 1017.08 987.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5627 N/A 3140W6HD7 2056-04-01 5 1060.80 1056.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5127 N/A 3140W5VV3 2056-04-01 5.5 991.82 1009.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA5079 N/A 3140W5UD4 2049-08-01 3.5 1002.70 926.14 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4797 N/A 3140W5KK9 2051-08-01 3 1000.51 895.00 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4795 N/A 3140W5KH6 2052-06-01 3 2866947.63 2572330.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4816 N/A 3140W5K60 2056-03-01 5 16476959.13 16433027.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0546 N/A 3140W0TC9 2054-12-01 5.5 762.43 777.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0545 N/A 3140W0TB1 2054-12-01 5.5 14142196.93 14383272.68 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH4128 N/A 3133CGSR9 2053-11-01 7 6256691.31 6723896.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1999 N/A 3132DPGG7 2052-12-01 5 1416.08 1414.12 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1900 N/A 3132DPDD7 2052-06-01 3.5 92130.81 84436.91 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1601 N/A 3132DNX65 2052-09-01 4.5 116981.70 113953.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1468 N/A 3132DNTZ6 2052-08-01 5 702.83 703.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4784 N/A 31418EJ68 2052-10-01 4.5 5300518.41 5169304.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4732 N/A 31418EHJ2 2052-09-01 4 769.93 727.65 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA4604 N/A 31418EDJ6 2037-05-01 3 109668.52 104164.99 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4599 N/A 31418EDD9 2052-05-01 3 770.37 678.56 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4598 N/A 31418EDC1 2052-05-01 2.5 83679.80 70847.66 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4578 N/A 31418ECQ1 2052-04-01 2.5 1587.82 1346.68 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4577 N/A 31418ECP3 2052-04-01 2 796.14 642.71 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4563 N/A 31418EB90 2052-03-01 2.5 744.07 630.41 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4562 N/A 31418EB82 2052-03-01 2 51131.69 41307.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5388 N/A 31418E7A2 2054-06-01 5.5 724.33 733.80 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5354 N/A 31418E5Q9 2054-05-01 6 557.51 573.94 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5341 N/A 31418E5B2 2054-04-01 4 887.77 837.17 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CNMA5288 N/A 31418E2W9 2034-02-01 4.5 537788.02 538758.73 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4299 N/A 3140QPX51 2052-08-01 4.5 724.21 706.73 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4212 N/A 3140QPVE4 2052-07-01 4.5 60298.75 58818.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4112 N/A 3140QPSA6 2052-07-01 3.5 745.90 686.25 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4091 N/A 3140QPRM1 2052-07-01 4 829226.34 788561.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ6572 N/A 3142GXJS7 2056-05-01 6 4250486.52 4408572.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9439 N/A 3140QVPZ1 2054-11-01 5.5 890.54 910.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9437 N/A 3140QVPX6 2054-11-01 5.5 863.12 883.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9440 N/A 3140QVP24 2054-11-01 5.5 891.10 914.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9375 N/A 3140QVMZ4 2054-10-01 6 841.19 866.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9324 N/A 3140QVLE2 2054-10-01 5.5 857.91 876.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9302 N/A 3140QVKQ6 2054-10-01 4.5 1665983.82 1610939.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9141 N/A 3140QVEP5 2054-09-01 5.5 864.13 883.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9802 N/A 3140QV3L6 2055-01-01 5.5 1776669.54 1808428.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9794 N/A 3140QV3C6 2055-01-01 5.5 874.23 893.23 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7524 N/A 3132DVLD5 2050-08-01 3 420237.83 377166.26 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD7548 N/A 3132DVL52 2051-11-01 2.5 1502.45 1290.88 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7508 N/A 3132DVKV6 2049-10-01 3.5 298.79 277.46 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7502 N/A 3132DVKP9 2049-07-01 3.5 9752836.95 9040045.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7466 N/A 3132DVJK2 2055-01-01 5.5 13032699.48 13262134.37 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7337 N/A 3132DVEJ0 2043-06-01 3 838.25 776.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1328 N/A 31418APN2 2043-01-01 3.5 144.31 135.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1177 N/A 31418AJX7 2042-09-01 3.5 121.48 114.43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 754.52 693.22 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2838 N/A 3140QNEL2 2052-02-01 2 735.54 605.12 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2855 N/A 3140QNE57 2052-02-01 2.5 144799.21 125373.22 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2804 N/A 3140QNDJ8 2052-02-01 2.5 707.08 608.16 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3584 N/A 3140QN6W7 2052-05-01 3 215417.62 190497.39 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3510 N/A 3140QN3U4 2052-05-01 4 26912465.88 25592361.58 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2664 N/A 3140QM6A7 2052-01-01 3 675.34 599.62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1409 N/A 3140QLR73 2051-08-01 3 826584.96 727925.98 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB1782 N/A 3140QL6U5 2051-10-01 2 1594262.28 1290966.81 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0610 N/A 3140QKVC9 2051-05-01 2.5 644.27 556.53 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0581 N/A 3140QKUF3 2051-05-01 2 17457373.85 14267075.63 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTZT1804 N/A 3132AEAD8 2039-02-01 4 25892.59 25302.71 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3WZT1028 N/A 3132ADD96 2032-09-01 3.5 103693.60 101183.74 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0794 N/A 3132AC3B4 2048-10-01 4.5 117412.69 115689.66 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5787 N/A 3142GWND7 2056-01-01 6 17777166.13 18432722.83 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5509 N/A 3142GWDP1 2055-12-01 5 77916.73 77443.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6225 N/A 3142GW4K2 2056-03-01 5.5 11328511.11 11550171.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6193 N/A 3142GW3B3 2056-03-01 5 1066.78 1061.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1459 N/A 3140Y7TR9 2055-11-01 6 988.14 1039.50 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC1426 N/A 3140Y7SQ2 2055-11-01 4.5 1011.06 977.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1232 N/A 3140Y7LN6 2055-10-01 5.5 983.09 1008.28 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1086 N/A 31427NF46 2054-06-01 6.5 8939785.50 9387446.25 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0675 N/A 31427MXD8 2055-01-01 6.5 753.13 793.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0620 N/A 31427MVN8 2055-03-01 5.5 974456.35 993417.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0451 N/A 31427MQD6 2055-02-01 5.5 7326435.21 7410532.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0356 N/A 31427MME8 2054-12-01 5 887.30 884.83 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0263 N/A 31427MJH5 2055-02-01 5 902.44 900.89 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8074 N/A 3132DV6K6 2050-07-01 3 329201.07 290821.71 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8002 N/A 3132DV3K9 2049-07-01 4.5 101.24 99.30 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8001 N/A 3132DV3J2 2049-07-01 3.5 20122.34 18641.64 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD6975 N/A 3132DUXC6 2054-11-01 4.5 10705.24 10369.47 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6961 N/A 3132DUWW3 2053-11-01 5 102651.67 103353.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6624 N/A 3132DULD7 2054-10-01 5.5 1773382.18 1809748.14 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6647 N/A 3132DUL47 2052-07-01 3.5 7218.52 6615.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6561 N/A 3132DUJE8 2054-10-01 6 35308875.56 37138487.33 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6509 N/A 3132DUGS0 2054-08-01 6 647.95 669.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6433 N/A 3132DUEE3 2054-04-01 5.5 905.52 926.35 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD5996 N/A 3132DTUV0 2054-04-01 5 11703347.02 11735282.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5957 N/A 3132DTTN0 2054-08-01 5.5 793.43 810.98 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD5969 N/A 3132DTT26 2054-07-01 6.5 67312.77 70927.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0289 N/A 3140W0KB0 2055-01-01 5 1752692.81 1737715.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0866 N/A 3140W06C4 2055-02-01 5.5 125496.78 128451.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5504 N/A 3140UMDJ5 2056-07-01 5.5 7385125.00 7483860.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1046 N/A 3140UGEU2 2056-05-01 5.5 870593.59 880333.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0728 N/A 3140UFY24 2056-06-01 5 1000.00 995.51 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0401 N/A 3140UFNT7 2056-06-01 5 1000.00 998.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9107 N/A 3140UDDM8 2056-05-01 5.5 1312549.34 1336091.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8533 N/A 3132DWPS6 2055-05-01 5.5 3333942.52 3375118.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8524 N/A 3132DWPH0 2055-04-01 5.5 1429615.52 1445509.35 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8505 N/A 3132DWNW9 2055-02-01 5 175655.64 174068.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8515 N/A 3132DWN82 2055-03-01 5.5 785.28 794.01 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS6259 N/A 3140XM5V4 2053-06-01 4.5 798.73 780.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6241 N/A 3140XM5B8 2053-11-01 6 1081960.72 1129672.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5134 N/A 3140XLV47 2049-12-01 3.5 480665.45 449285.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5088 N/A 3140XLUN6 2053-04-01 3.5 787.23 728.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4632 N/A 3140XLEE4 2053-05-01 5.5 721.85 742.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC0389 N/A 3140AMNF4 2054-09-01 5 5283866.05 5239205.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB5168 N/A 3140AEW62 2054-06-01 5.5 924.87 943.67 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB1816 N/A 3140ABAS4 2054-04-01 6.5 40337.78 42169.04 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA5606 N/A 3140A6GQ3 2054-01-01 7.5 82328.18 88835.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 KL793282 N/A 31405MJ32 2034-05-01 5.5 114.45 114.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL740320 N/A 31402WPD4 2033-10-01 4.5 11.58 11.51 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL725027 N/A 31402CPL0 2033-11-01 5 31340.83 31730.64 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6861 N/A 3132DUTS6 2054-10-01 6 444638.37 462761.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2045 N/A 31427PHX5 2055-08-01 5 1033.65 1035.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5735 N/A 31418FLR6 2055-06-01 5.5 841.72 851.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5673 N/A 31418FJT5 2055-04-01 5.5 785.52 794.27 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC5565 N/A 3140ATFF8 2054-10-01 6 663024.14 685536.02 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL3842 N/A 31427RHU7 2053-02-01 4 837358.52 794974.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5294 N/A 3142GV3C3 2055-11-01 5.5 1809.79 1835.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6838 N/A 3142GXS40 2056-06-01 5.5 1092.97 1122.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5585 N/A 31427TF35 2056-06-01 5.5 8483808.00 8704671.69 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA6063 N/A 31418FWZ6 2046-05-01 4.5 19877.10 19495.36 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9335 N/A 31426ULR3 2055-08-01 6.5 3175121.30 3334798.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA4331 N/A 3142JSY58 2056-01-01 5.5 944.49 969.73 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5237 N/A 3140W5ZB3 2056-04-01 4.5 1469462.45 1423441.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4437 N/A 3140W44X2 2056-02-01 5 2696504.89 2676434.21 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD4386 N/A 3132E02T8 2052-08-01 3 840.70 745.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2511 N/A 3132DPYG7 2053-04-01 5.5 71373.13 72384.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF5620 N/A 3133BTG53 2052-12-01 5 5092.77 5095.76 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA0920 N/A 31418AAW8 2031-12-01 4 42.82 42.39 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA0908 N/A 31418AAJ7 2031-11-01 4 39.46 39.06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1715 N/A 31418A3Z9 2043-12-01 4 182.48 177.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0200 N/A 31417YGJ0 2029-10-01 4.5 29598.48 29617.28 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0096 N/A 31417YDA2 2029-06-01 4.5 3.99 3.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CKMA0898 N/A 31417Y7L5 2041-10-01 4.5 109107.04 106064.38 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB8700 N/A 31417FU22 2043-03-01 3 179892.98 165248.91 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CVAB6965 N/A 31417DW33 2027-11-01 2.5 25437.94 25178.32 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5366 N/A 31417B6C6 2042-06-01 3.5 161.05 152.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX6116 N/A 3140NAYN7 2053-01-01 6 10126224.85 10543408.44 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX3814 N/A 3140N8GY8 2053-02-01 6 1788360.67 1844235.02 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX3520 N/A 3140N74E7 2055-10-01 4.5 26865.93 25979.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX0445 N/A 3140N4P76 2052-11-01 5.5 84955.07 86230.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9343 N/A 3140N2LZ2 2052-10-01 5 6790799.43 6788944.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW9861 N/A 3140N25X5 2052-09-01 5.5 144891.66 148261.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6075 N/A 3140QRXD0 2053-04-01 5.5 59903491.25 61479884.93 Agency Mortgage-Backed Securities FMAC FEPC 03.500 ZLSI2056 N/A 3133USH95 2050-12-01 3.5 739.86 687.12 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4437 N/A 31418D4X7 2051-10-01 2 1645.76 1332.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG4323 N/A 3133C4YU2 2053-06-01 6 194844.35 200878.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4600 N/A 31418EDE7 2052-05-01 3.5 16897.93 15486.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5104 N/A 3140QQU60 2052-11-01 4.5 35543.83 34738.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7503 N/A 3140QTKR9 2053-11-01 6 1537529.98 1605283.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF6518 N/A 3133BUG35 2053-01-01 5.5 414809.32 421711.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3283 N/A 3140XJUH4 2052-09-01 5.5 815.47 828.99 Agency Mortgage-Backed Securities FNMA FNMS 08.000 CLAL7426 N/A 3138EQHC9 2038-03-01 8 216514.47 227890.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS7082 N/A 3140XN2Q6 2052-09-01 3.5 497381.42 456192.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8233 N/A 3132DWEE9 2052-07-01 5 1653051.63 1643521.42 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0197 N/A 3142GQGF3 2053-11-01 6.5 591.39 623.52 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM5082 N/A 3140X8UG0 2035-12-01 2.5 92940.68 87453.83 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1454 N/A 3140XGTL3 2052-04-01 3.5 73187.85 67550.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6071 N/A 3140QRW90 2053-04-01 5.5 11899.17 12262.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CZAL3585 N/A 3138EK6X8 2053-04-01 3.5 4733857.34 4350203.97 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD2384 N/A 3132DPUH9 2053-02-01 6.5 524.42 548.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8710 N/A 3140QUVC7 2054-06-01 6 711.82 739.51 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE4957 N/A 3133BEQJ5 2052-06-01 4.5 10179608.34 9930767.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1765 N/A 3142GR6B1 2054-06-01 5.5 201196.84 206113.60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8357 N/A 3140QUJB3 2054-04-01 6.5 601.70 634.94 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB6435 N/A 3140AGEH3 2054-05-01 6 1047093.29 1082959.73 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD3400 N/A 3132DQX50 2052-10-01 4.5 760.09 743.24 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3088 N/A 31418CNE0 2047-08-01 4 149271.17 142805.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC1190 N/A 3140Y7KC1 2055-10-01 4.5 1012.00 978.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1168 N/A 3140Y7JN9 2055-10-01 5.5 970.67 989.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1015 N/A 3140Y7DV7 2055-09-01 5.5 984.88 998.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1008 N/A 3140Y7DN5 2055-09-01 5.5 972.49 994.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1006 N/A 3140Y7DL9 2055-09-01 5.5 7189102.78 7378798.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1002 N/A 3140Y7DG0 2055-09-01 5 1009.07 1008.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1725 N/A 3140Y74K1 2055-12-01 6 969.72 1003.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1724 N/A 3140Y74J4 2055-12-01 6 1944.81 2020.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1706 N/A 3140Y73Q9 2055-12-01 5.5 987.86 1001.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8325 N/A 3132DWHA4 2053-05-01 6 65490.66 67598.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9745 N/A 31426GZK4 2055-04-01 5.5 5913.68 5983.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5791 N/A 31418FNH6 2055-08-01 5 3847577.48 3812309.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4140 N/A 3142GUS61 2055-05-01 5.5 1083.51 1111.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9776 N/A 3140QV2J2 2055-01-01 5 965.66 966.54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1984 N/A 31427PF25 2055-07-01 6 838.65 865.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6029 N/A 3142GWVX4 2056-03-01 5.5 1020.51 1039.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6199 N/A 3140U93H9 2056-04-01 5 7092181.25 7093995.28 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG4470 N/A 3140U76G2 2056-03-01 6 995.99 1031.72 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5669 N/A 31427TJP2 2055-10-01 6 9047650.00 9349256.43 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5099 N/A 31427SUZ9 2055-08-01 6 1014.06 1043.50 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFS1488 N/A 3140XGUN7 2035-12-01 3 90936.98 87094.59 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1374 N/A 3140XGQ44 2052-03-01 3 41674.40 36737.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1241 N/A 3140XGLX5 2052-01-01 3.5 738.40 681.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1206 N/A 3140XGKU2 2052-04-01 3.5 1175206.30 1084688.90 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1074 N/A 3140XGFQ7 2052-03-01 3 670.24 601.24 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0366 N/A 3140XFMQ1 2052-01-01 2.5 635.52 553.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS0146 N/A 3140XFEU1 2043-09-01 3.5 577.80 546.62 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0835 N/A 3140XF4V0 2052-03-01 2.5 216855.71 186377.48 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM9063 N/A 3140XDB96 2035-05-01 3 359.54 344.03 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM8707 N/A 3140XCU97 2035-09-01 3 651667.15 647634.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8843 N/A 3140QUZH2 2054-07-01 5.5 888.34 903.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8756 N/A 3140QUWS1 2054-06-01 6 770.10 792.48 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8706 N/A 3140QUU87 2054-06-01 6 15931793.86 16490112.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8673 N/A 3140QUT71 2054-06-01 5 13129967.95 13108536.92 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8561 N/A 3140QUQP4 2054-05-01 7 578.92 624.63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8171 N/A 3140QUCH7 2054-03-01 6.5 705.57 750.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8141 N/A 3140QUBK1 2054-03-01 5.5 26560665.59 27158746.86 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8896 N/A 3140QU3E4 2054-07-01 7 11913251.22 12903360.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8869 N/A 3140QU2B1 2054-07-01 6.5 703.68 744.80 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB7633 N/A 3140QTPT0 2053-12-01 7 392.72 420.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7434 N/A 3140QTHL6 2053-11-01 5.5 833.55 854.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7302 N/A 3140QTDG1 2053-10-01 5.5 803.94 822.14 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB7289 N/A 3140QTC31 2053-10-01 5 703.94 707.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8005 N/A 3140QT3P2 2054-02-01 6 1550671.78 1599490.55 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4707 N/A 3140W5GR9 2052-05-01 3 979.71 866.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5387 N/A 3140W56Z2 2053-09-01 4.5 5787919.20 5671391.02 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3609 N/A 3140W4AK3 2055-09-01 6 948.66 989.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4438 N/A 3140W44Y0 2056-02-01 5 699483.78 694277.37 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5209 N/A 31426PYF6 2055-06-01 6 1604.94 1651.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1696 N/A 3140Y73E6 2055-12-01 5.5 5425996.07 5545246.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4227 N/A 31427RVV9 2056-02-01 5.5 960.47 972.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3975 N/A 31427RMZ0 2056-01-01 5 1017.37 1011.17 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3798 N/A 31427RGG9 2056-01-01 5 1014.05 1013.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3731 N/A 31427RED8 2056-01-01 5 985.89 978.83 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0371 4000000000.00 4000000000.00 .0215 N Y Y N United States Treasury United States Treasury Bills, 3.925%, 7/9/2026 3.925 912797RF6 254900HROIFWPRGM1V77 US912797RF64 U.S. Treasury Debt Y 2026-07-09 2026-07-09 2026-07-09 N N N .0328 1703622172.45 1703622172.45 .0092 N Y Y N United States Treasury United States Treasury Bills, 3.540%, 10/1/2026 3.540 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N .0378 1878893135.00 1878893135.00 .0101 N Y Y N United States Treasury United States Treasury Bills, 3.470%, 11/27/2026 3.470 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N .0386 818033400.09 818033400.09 .0044 N Y Y N United States Treasury United States Treasury Bills, 3.460%, 11/27/2026 3.460 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N .0386 1798492204.53 1798492204.53 .0097 N Y Y N United States Treasury United States Treasury Bills, 3.840%, 12/24/2026 3.840 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N .0394 961618100.80 961618100.80 .0052 N Y Y N United States Treasury United States Treasury Bills, 3.380%, 12/24/2026 3.380 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N .0394 652526568.40 652526568.40 .0035 N Y Y N United States Treasury United States Treasury Bills, 3.390%, 1/21/2027 3.390 912797TM9 254900HROIFWPRGM1V77 US912797TM97 U.S. Treasury Debt Y 2027-01-21 2027-01-21 2027-01-21 N N N .0380 1370689110.00 1370689110.00 .0074 N Y Y N United States Treasury United States Treasury Bills, 3.525%, 7/30/2026 3.525 912797TQ0 254900HROIFWPRGM1V77 US912797TQ02 U.S. Treasury Debt Y 2026-07-30 2026-07-30 2026-07-30 N N N .0353 2761978163.10 2761978163.10 .0148 N Y Y N United States Treasury United States Treasury Bills, 3.500%, 8/13/2026 3.500 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y 2026-08-13 2026-08-13 2026-08-13 N N N .0363 935902916.00 935902916.00 .0050 N Y Y N United States Treasury United States Treasury Bills, 3.500%, 8/20/2026 3.500 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y 2026-08-20 2026-08-20 2026-08-20 N N N .0367 224726756.11 224726756.11 .0012 N Y Y N United States Treasury United States Treasury Bills, 3.656%, 3/18/2027 3.656 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N .0389 155647456.00 155647456.00 .0008 N Y Y N United States Treasury United States Treasury Bills, 3.595%, 3/18/2027 3.595 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N .0389 410033766.90 410033766.90 .0022 N Y Y N United States Treasury United States Treasury Bills, 3.640%, 9/10/2026 3.640 912797UF2 254900HROIFWPRGM1V77 US912797UF28 U.S. Treasury Debt Y 2026-09-10 2026-09-10 2026-09-10 N N N .0367 1416741653.75 1416741653.75 .0076 N Y Y N United States Treasury United States Treasury Bills, 3.615%, 7/7/2026 3.615 912797UN5 254900HROIFWPRGM1V77 US912797UN51 U.S. Treasury Debt Y 2026-07-07 2026-07-07 2026-07-07 N N N .0310 999405500.00 999405500.00 .0054 N Y Y N United States Treasury United States Treasury Bills, 3.590%, 7/7/2026 3.590 912797UN5 254900HROIFWPRGM1V77 US912797UN51 U.S. Treasury Debt Y 2026-07-07 2026-07-07 2026-07-07 N N N .0310 2986223634.00 2986223634.00 .0160 N Y Y N United States Treasury United States Treasury Bills, 3.610%, 7/21/2026 3.610 912797UQ8 254900HROIFWPRGM1V77 US912797UQ82 U.S. Treasury Debt Y 2026-07-21 2026-07-21 2026-07-21 N N N .0348 1894202424.66 1894202424.66 .0102 N Y Y N United States Treasury United States Treasury Bills, 3.615%, 8/4/2026 3.615 912797US4 254900HROIFWPRGM1V77 US912797US49 U.S. Treasury Debt Y 2026-08-04 2026-08-04 2026-08-04 N N N .0357 1091267309.25 1091267309.25 .0059 N Y Y N United States Treasury United States Treasury Bills, 3.600%, 8/11/2026 3.600 912797UT2 254900HROIFWPRGM1V77 US912797UT22 U.S. Treasury Debt Y 2026-08-11 2026-08-11 2026-08-11 N N N .0361 1707897207.45 1707897207.45 .0092 N Y Y N United States Treasury United States Treasury Bills, 3.650%, 5/13/2027 3.650 912797UX3 254900HROIFWPRGM1V77 US912797UX34 U.S. Treasury Debt Y 2027-05-13 2027-05-13 2027-05-13 N N N .0391 881829234.24 881829234.24 .0047 N Y Y N United States Treasury United States Treasury Bills, 3.665%, 12/3/2026 3.665 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N .0388 923692844.55 923692844.55 .0050 N Y Y N United States Treasury United States Treasury Bills, 3.615%, 9/15/2026 3.615 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N .0368 1530126168.24 1530126168.24 .0082 N Y Y N United States Treasury United States Treasury Bills, 3.590%, 9/22/2026 3.590 912797VD6 254900HROIFWPRGM1V77 US912797VD60 U.S. Treasury Debt Y 2026-09-22 2026-09-22 2026-09-22 N N N .0366 907356767.10 907356767.10 .0049 N Y Y N United States Treasury United States Treasury Bills, 3.630%, 9/29/2026 3.630 912797VE4 254900HROIFWPRGM1V77 US912797VE44 U.S. Treasury Debt Y 2026-09-29 2026-09-29 2026-09-29 N N N .0369 1809373357.00 1809373357.00 .0097 N Y Y N United States Treasury United States Treasury Bills, 3.750%, 6/10/2027 3.750 912797VF1 254900HROIFWPRGM1V77 US912797VF19 U.S. Treasury Debt Y 2027-06-10 2027-06-10 2027-06-10 N N N .0397 924947779.20 924947779.20 .0050 N Y Y N United States Treasury United States Treasury Bills, 3.635%, 10/6/2026 3.635 912797VK0 254900HROIFWPRGM1V77 US912797VK04 U.S. Treasury Debt Y 2026-10-06 2026-10-06 2026-10-06 N N N .0375 2273092830.96 2273092830.96 .0122 N Y Y N United States Treasury United States Treasury Bills, 3.665%, 10/13/2026 3.665 912797VL8 254900HROIFWPRGM1V77 US912797VL86 U.S. Treasury Debt Y 2026-10-13 2026-10-13 2026-10-13 N N N .0378 3501931229.40 3501931229.40 .0188 N Y Y N United States Treasury United States Treasury Notes, 1.500%, 1/31/2027 1.500 912828Z78 254900HROIFWPRGM1V77 US912828Z781 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N .0401 513362781.25 513362781.25 .0028 N Y Y N United States Treasury United States Treasury Notes, 0.625%, 7/31/2026 0.625 91282CCP4 254900HROIFWPRGM1V77 US91282CCP41 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N .0358 348117871.09 348117871.09 .0019 N Y Y N United States Treasury United States Treasury Notes, 0.750%, 8/31/2026 0.750 91282CCW9 254900HROIFWPRGM1V77 US91282CCW91 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N .0372 621884156.25 621884156.25 .0033 N Y Y N United States Treasury United States Treasury Notes, 0.875%, 9/30/2026 0.875 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N .0377 25811770.92 25811770.92 .0001 N Y Y N United States Treasury United States Treasury Notes, 1.125%, 10/31/2026 1.125 91282CDG3 254900HROIFWPRGM1V77 US91282CDG33 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N .0390 210056059.64 210056059.64 .0011 N Y Y N United States Treasury United States Treasury Notes, 1.250%, 12/31/2026 1.250 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N .0395 269876764.99 269876764.99 .0014 N Y Y N United States Treasury United States Treasury Notes, 2.625%, 5/31/2027 2.625 91282CET4 254900HROIFWPRGM1V77 US91282CET45 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N .0411 303926219.52 303926219.52 .0016 N Y Y N United States Treasury United States Treasury Notes, 4.625%, 9/15/2026 4.625 91282CHY0 254900HROIFWPRGM1V77 US91282CHY03 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N .0375 267456612.72 267456612.72 .0014 N Y Y N United States Treasury United States Treasury Notes, 4.625%, 10/15/2026 4.625 91282CJC6 254900HROIFWPRGM1V77 US91282CJC64 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N .0379 150346758.00 150346758.00 .0008 N Y Y N United States Treasury United States Treasury Notes, 4.125%, 2/15/2027 4.125 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 U.S. Treasury Debt Y 2027-02-15 2027-02-15 2027-02-15 N N N .0402 277160682.16 277160682.16 .0015 N Y Y N United States Treasury United States Treasury Notes, 3.750%, 8/31/2026 3.750 91282CLH2 254900HROIFWPRGM1V77 US91282CLH24 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N .0379 210970987.50 210970987.50 .0011 N Y Y N United States Treasury United States Treasury Notes, 3.500%, 9/30/2026 3.500 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N .0383 362673866.28 362673866.28 .0019 N Y Y N United States Treasury United States Treasury Notes, 4.125%, 10/31/2026 4.125 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N .0393 440247500.00 440247500.00 .0024 N Y Y N United States Treasury United States Treasury Notes, 3.981%, 10/31/2026 3.981 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-07-07 2026-10-31 2026-10-31 N N N .0377 719898408.74 719898408.74 .0039 N Y Y N United States Treasury United States Treasury Notes, 4.250%, 11/30/2026 4.250 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N .0392 822083974.51 822083974.51 .0044 N Y Y N United States Treasury United States Treasury Notes, 4.125%, 1/31/2027 4.125 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N .0401 637547390.46 637547390.46 .0034 N Y Y N United States Treasury United States Treasury Notes, 3.874%, 1/31/2027 3.874 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-07-07 2027-01-31 2027-01-31 N N N .0380 1755510125.85 1755510125.85 .0094 N Y Y N United States Treasury United States Treasury Notes, 3.875%, 3/31/2027 3.875 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N .0401 632338565.64 632338565.64 .0034 N Y Y N United States Treasury United States Treasury Notes, 3.936%, 4/30/2027 3.936 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-07-07 2027-04-30 2027-04-30 N N N .0379 2130263511.04 2130263511.04 .0114 N Y Y N United States Treasury United States Treasury Notes, 3.875%, 5/31/2027 3.875 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N .0410 469030625.00 469030625.00 .0025 N Y Y N United States Treasury United States Treasury Notes, 3.750%, 6/30/2027 3.750 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N .0411 398596876.00 398596876.00 .0021 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, REPO, 3.650%, 7/1/2026 3.650 921AZS005 L3I9ZG2KFGXZ61BMYR72 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 05.500 CLCB9612 N/A 3140QVVE1 2054-12-01 5.5 1995323.77 2028726.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4810 N/A 3140QQKY0 2052-09-01 4.5 11051359.14 10762973.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4168 N/A 3140QPT23 2052-07-01 5 8571745.19 8591706.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3267 N/A 3140QNTZ5 2052-04-01 3.5 22410974.28 20653470.80 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3531 N/A 3140QN4R0 2052-05-01 4 32932605.15 31321944.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA6117 N/A 3140QDYP3 2050-05-01 5 221569.75 223439.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCA5586 N/A 3140QDF41 2050-04-01 5.5 279304.77 287622.62 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3488 N/A 3140QA2W9 2049-05-01 4 25336371.23 24255324.57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY1213 N/A 3140NHK31 2053-05-01 6 326905.78 338288.10 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBV6479 N/A 3140MLFV7 2055-12-01 6.5 1019817.24 1062457.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBU8932 N/A 3140MA4S0 2052-04-01 3.5 682033.56 628316.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBO9098 N/A 3140K5DC8 2050-01-01 5 165467.96 165202.51 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBO9096 N/A 3140K5DA2 2050-01-01 5 134526.86 134515.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBN9914 N/A 3140JTAQ0 2049-05-01 5.5 45980.33 47040.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN9409 N/A 3140JSN39 2049-05-01 5 110482.63 111402.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN6637 N/A 3140JPLT0 2049-05-01 5 1056596.66 1069813.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBN3946 N/A 3140JLL44 2049-01-01 5.5 300887.49 311108.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBK0673 N/A 3140HDXB5 2050-02-01 5 286012.73 289628.15 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC0157 N/A 3140EUE70 2046-01-01 3.5 5435290.67 5032315.20 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL2498 N/A 3138EJX45 2042-02-01 4 28.66 27.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAI4826 N/A 3138AJLG5 2041-06-01 5.5 48978.20 49776.33 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG6072 N/A 3133C6W96 2053-07-01 5 15452936.02 15464182.32 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE8103 N/A 3133BJAC6 2052-08-01 4 12897470.33 12230441.83 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q10517 G N/A 3132HLSE4 2042-08-01 4.5 61445.02 60828.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3163 N/A 3132DQQQ2 2053-06-01 6 8334279.04 8616997.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2773 N/A 3132DQCJ3 2053-04-01 5 28235016.39 28226483.15 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2284 N/A 3132DPRD2 2052-12-01 6 8576168.26 8868129.62 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0384 N/A 3132D9M92 2042-04-01 2 12938926.34 11329597.06 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK7487 N/A 3140HMJ96 2048-07-01 4.5 226464.83 223585.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBJ9899 N/A 3140HB7M4 2049-11-01 5 108348.79 110161.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN8421 N/A 3140JRLB5 2049-06-01 5 127504.53 127234.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAV3679 N/A 3138XFCR4 2044-02-01 4.5 45620.18 44984.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAI7048 N/A 3138ALZN0 2041-07-01 5 153066.20 152715.64 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9171 N/A 3140QVFM1 2054-09-01 6.5 19708383.55 21053404.08 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLCA8009 N/A 3140QF3T4 2050-12-01 1.5 11192420.91 8694365.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5826 N/A 3132DTPK0 2054-06-01 5.5 6902199.13 6997039.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN9912 N/A 3140JTAN7 2049-05-01 5 90153.25 90529.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA6118 N/A 3140QDYQ1 2050-05-01 5 89422.29 89839.52 Agency Mortgage-Backed Securities USTR 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 58071.00 38795.66 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-07-01 2026-07-01 2026-07-01 N N N .0370 225256000.00 225256000.00 .0012 N Y Y N Fixed Income Clearing Corporation ("FICC") - NATIXIS Fixed Income Clearing Corporation ("FICC") - NATIXIS, REPO, 3.650%, 7/1/2026 3.650 922URB006 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION NATIXIS N UST - 3.7500 - 08/15/2027 N/A 91282CLG4 2027-08-15 3.75 50000000.00 50498070.33 U.S. Treasuries (including strips) UST - 3.7500 - 08/15/2027 N/A 91282CLG4 2027-08-15 3.75 50000000.00 50498070.33 U.S. Treasuries (including strips) UST - 3.7500 - 08/15/2027 N/A 91282CLG4 2027-08-15 3.75 50000000.00 50498070.33 U.S. Treasuries (including strips) UST - 4.0000 - 05/31/2030 N/A 91282CNG2 2030-05-31 4 50000000.00 49947139.43 U.S. Treasuries (including strips) UST - 4.0000 - 05/31/2030 N/A 91282CNG2 2030-05-31 4 50000000.00 49947139.43 U.S. Treasuries (including strips) UST - 4.0000 - 05/31/2030 N/A 91282CNG2 2030-05-31 4 50000000.00 49947139.43 U.S. Treasuries (including strips) UST - 4.0000 - 05/31/2030 N/A 91282CNG2 2030-05-31 4 50000000.00 49947139.43 U.S. Treasuries (including strips) UST - 4.0000 - 05/31/2030 N/A 91282CNG2 2030-05-31 4 50000000.00 49947139.43 U.S. Treasuries (including strips) UST - 4.0000 - 05/31/2030 N/A 91282CNG2 2030-05-31 4 50000000.00 49947139.43 U.S. Treasuries (including strips) UST - 4.0000 - 05/31/2030 N/A 91282CNG2 2030-05-31 4 50000000.00 49947139.43 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2028 N/A 9128284N7 2028-05-15 2.875 50000000.00 49068357.50 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2028 N/A 9128284N7 2028-05-15 2.875 50000000.00 49068357.50 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2028 N/A 9128284N7 2028-05-15 2.875 50000000.00 49068357.50 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2028 N/A 9128284N7 2028-05-15 2.875 50000000.00 49068357.50 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2028 N/A 9128284N7 2028-05-15 2.875 50000000.00 49068357.50 U.S. Treasuries (including strips) UST - 3.8750 - 04/30/2030 N/A 91282CMZ1 2030-04-30 3.875 50000000.00 49891471.68 U.S. Treasuries (including strips) UST - 3.8750 - 04/30/2030 N/A 91282CMZ1 2030-04-30 3.875 50000000.00 49891471.68 U.S. Treasuries (including strips) UST - 3.8750 - 04/30/2030 N/A 91282CMZ1 2030-04-30 3.875 50000000.00 49891471.68 U.S. Treasuries (including strips) UST - 3.8750 - 04/30/2030 N/A 91282CMZ1 2030-04-30 3.875 50000000.00 49891471.68 U.S. Treasuries (including strips) UST - 3.8750 - 04/30/2030 N/A 91282CMZ1 2030-04-30 3.875 50000000.00 49891471.68 U.S. Treasuries (including strips) UST - 3.7500 - 01/31/2031 N/A 91282CPW5 2031-01-31 3.75 50000000.00 49976153.70 U.S. Treasuries (including strips) UST - 3.7500 - 01/31/2031 N/A 91282CPW5 2031-01-31 3.75 50000000.00 49976153.70 U.S. Treasuries (including strips) UST - 3.7500 - 01/31/2031 N/A 91282CPW5 2031-01-31 3.75 50000000.00 49976153.70 U.S. Treasuries (including strips) UST - 3.7500 - 01/31/2031 N/A 91282CPW5 2031-01-31 3.75 50000000.00 49976153.70 U.S. Treasuries (including strips) UST - 3.7500 - 01/31/2031 N/A 91282CPW5 2031-01-31 3.75 50000000.00 49976153.70 U.S. Treasuries (including strips) UST - 4.1250 - 07/31/2031 N/A 91282CLD1 2031-07-31 4.125 50000000.00 50797987.07 U.S. Treasuries (including strips) UST - 4.1250 - 07/31/2031 N/A 91282CLD1 2031-07-31 4.125 50000000.00 50797987.07 U.S. Treasuries (including strips) UST - 4.1250 - 07/31/2031 N/A 91282CLD1 2031-07-31 4.125 50000000.00 50797987.07 U.S. Treasuries (including strips) UST - 4.1250 - 07/31/2031 N/A 91282CLD1 2031-07-31 4.125 50000000.00 50797987.07 U.S. Treasuries (including strips) UST - 4.1250 - 07/31/2031 N/A 91282CLD1 2031-07-31 4.125 50000000.00 50797987.07 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 49037361.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 49037361.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 49037361.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 49037361.63 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 49037361.63 U.S. Treasuries (including strips) UST - 4.3750 - 08/15/2026 N/A 91282CHU8 2026-08-15 4.375 50000000.00 50841170.39 U.S. Treasuries (including strips) UST - 4.3750 - 08/15/2026 N/A 91282CHU8 2026-08-15 4.375 50000000.00 50841170.39 U.S. Treasuries (including strips) UST - 4.3750 - 08/15/2026 N/A 91282CHU8 2026-08-15 4.375 50000000.00 50841170.39 U.S. Treasuries (including strips) UST - 4.3750 - 08/15/2026 N/A 91282CHU8 2026-08-15 4.375 50000000.00 50841170.39 U.S. Treasuries (including strips) UST - 3.8750 - 11/30/2027 N/A 91282CFZ9 2027-11-30 3.875 50000000.00 49986936.48 U.S. Treasuries (including strips) UST - 3.8750 - 11/30/2027 N/A 91282CFZ9 2027-11-30 3.875 50000000.00 49986936.48 U.S. Treasuries (including strips) UST - 3.8750 - 11/30/2027 N/A 91282CFZ9 2027-11-30 3.875 50000000.00 49986936.48 U.S. Treasuries (including strips) UST - 3.8750 - 11/30/2027 N/A 91282CFZ9 2027-11-30 3.875 50000000.00 49986936.48 U.S. Treasuries (including strips) UST - 4.1250 - 06/30/2031 N/A 91282CQX2 2031-06-30 4.125 50000000.00 49978515.00 U.S. Treasuries (including strips) UST - 4.1250 - 06/30/2031 N/A 91282CQX2 2031-06-30 4.125 50000000.00 49978515.00 U.S. Treasuries (including strips) UST - 4.1250 - 06/30/2031 N/A 91282CQX2 2031-06-30 4.125 50000000.00 49978515.00 U.S. Treasuries (including strips) UST - 4.1250 - 06/30/2031 N/A 91282CQX2 2031-06-30 4.125 50000000.00 49978515.00 U.S. Treasuries (including strips) UST - 4.0000 - 06/30/2032 N/A 91282CNJ6 2032-06-30 4 50000000.00 49500000.00 U.S. Treasuries (including strips) UST - 4.0000 - 06/30/2032 N/A 91282CNJ6 2032-06-30 4 50000000.00 49500000.00 U.S. Treasuries (including strips) UST - 4.0000 - 06/30/2032 N/A 91282CNJ6 2032-06-30 4 50000000.00 49500000.00 U.S. Treasuries (including strips) UST - 4.0000 - 06/30/2032 N/A 91282CNJ6 2032-06-30 4 50000000.00 49500000.00 U.S. Treasuries (including strips) UST - 4.6250 - 06/15/2027 N/A 91282CKV2 2027-06-15 4.625 50000000.00 50348679.59 U.S. Treasuries (including strips) UST - 4.6250 - 06/15/2027 N/A 91282CKV2 2027-06-15 4.625 50000000.00 50348679.59 U.S. Treasuries (including strips) UST - 4.6250 - 06/15/2027 N/A 91282CKV2 2027-06-15 4.625 50000000.00 50348679.59 U.S. Treasuries (including strips) UST - 4.6250 - 06/15/2027 N/A 91282CKV2 2027-06-15 4.625 50000000.00 50348679.59 U.S. Treasuries (including strips) UST - 3.7500 - 12/31/2028 N/A 91282CJR3 2028-12-31 3.75 50000000.00 49566405.00 U.S. Treasuries (including strips) UST - 3.7500 - 12/31/2028 N/A 91282CJR3 2028-12-31 3.75 50000000.00 49566405.00 U.S. Treasuries (including strips) UST - 3.7500 - 12/31/2028 N/A 91282CJR3 2028-12-31 3.75 50000000.00 49566405.00 U.S. Treasuries (including strips) UST - 3.7500 - 12/31/2028 N/A 91282CJR3 2028-12-31 3.75 50000000.00 49566405.00 U.S. Treasuries (including strips) UST - 3.6250 - 12/31/2030 N/A 91282CPR6 2030-12-31 3.625 50000000.00 48962890.00 U.S. Treasuries (including strips) UST - 3.6250 - 12/31/2030 N/A 91282CPR6 2030-12-31 3.625 50000000.00 48962890.00 U.S. Treasuries (including strips) UST - 3.6250 - 12/31/2030 N/A 91282CPR6 2030-12-31 3.625 50000000.00 48962890.00 U.S. Treasuries (including strips) UST - 3.6250 - 12/31/2030 N/A 91282CPR6 2030-12-31 3.625 50000000.00 48962890.00 U.S. Treasuries (including strips) UST - 4.2500 - 02/28/2031 N/A 91282CKC4 2031-02-28 4.25 50000000.00 50942763.70 U.S. Treasuries (including strips) UST - 4.2500 - 02/28/2031 N/A 91282CKC4 2031-02-28 4.25 50000000.00 50942763.70 U.S. Treasuries (including strips) UST - 4.2500 - 02/28/2031 N/A 91282CKC4 2031-02-28 4.25 50000000.00 50942763.70 U.S. Treasuries (including strips) UST - 4.2500 - 02/28/2031 N/A 91282CKC4 2031-02-28 4.25 28334300.00 28868550.99 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0370 3500000000.00 3500000000.00 .0188 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC, REPO, 3.650%, 7/1/2026 3.650 930LFD005 5493004GRDTUI7EMIZ82 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FHLB FHOR 23-28 2H N/A 3130AQP80 2028-01-27 2.5 26605.44 26238.64 Agency Debentures and Agency Strips FHLB FHOR 22-27 C4 N/A 3130ANF70 2027-08-11 1.75 38577.89 37912.69 Agency Debentures and Agency Strips FHLB FHOR 21-26 FG N/A 3130AMZS4 2026-07-15 3 26605.44 26760.29 Agency Debentures and Agency Strips FHLB FHOR 21-36 FC N/A 3130AMVZ2 2036-06-30 2 79816.33 69271.00 Agency Debentures and Agency Strips FHLB FHOR 21-33 EN N/A 3130ALLZ5 2033-03-24 2 26605.44 23838.57 Agency Debentures and Agency Strips FHLB FHOR 21-31 KC N/A 3130ALBJ2 2031-02-26 1.5 53210.89 49565.76 Agency Debentures and Agency Strips FHLB FHOR 21-31 PR N/A 3130ANQH6 2031-09-10 1.2 79816.33 73579.22 Agency Debentures and Agency Strips USTR 3 7/8 NOTE AP 28 N/A 91282CNH0 2028-06-15 3.875 8057724.90 8033375.38 U.S. Treasuries (including strips) USTR 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 13407361.44 13190028.11 U.S. Treasuries (including strips) USTR 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4 29873896.69 29804290.51 U.S. Treasuries (including strips) USTR 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 1297441.10 1278822.82 U.S. Treasuries (including strips) USTR 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 6431068.03 6125327.02 U.S. Treasuries (including strips) USTR 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 15063390.72 13127166.61 U.S. Treasuries (including strips) USTR 1 3/4 NOTE T 26 N/A 912828YX2 2026-12-31 1.75 1330272.22 1315813.49 U.S. Treasuries (including strips) USTR 4 1/8 NOTE B 36 N/A 91282CPZ8 2036-02-15 4.125 678119.57 675517.82 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AU 27 N/A 91282CLX7 2027-11-15 4.125 372.48 374.40 U.S. Treasuries (including strips) USTR 1 3/8 NOTE P 26 N/A 912828YD6 2026-08-31 1.375 157078.54 157158.56 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 52948213.34 52750239.96 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 116560394.31 117497475.48 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-07-01 2026-07-01 2026-07-01 N N N .0370 239449000.00 239449000.00 .0013 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC, REPO, 3.650%, 7/1/2026 3.650 930NXW009 VYVVCKR63DVZZN70PB21 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FERA 5503FE 02/25/55 N/A 3137HJD87 2055-02-25 5.0778 9583883.64 9698346.31 Agency Collateralized Mortgage Obligation FMAC FERA 5490FC 01/25/55 N/A 3137HJ4P9 2055-01-25 5.0778 1934557.32 1958111.03 Agency Collateralized Mortgage Obligation FNMA FNRA CL090FB R24F090 N/A 3136BTXD0 2053-11-25 4.8778 796715.56 804276.76 Agency Collateralized Mortgage Obligation FNMA FNRA CL090FA R24F090 N/A 3136BTXB4 2054-12-25 5.1278 1665690.55 1686701.89 Agency Collateralized Mortgage Obligation FNMA FNRA RC093FB R24F093 N/A 3136BTK36 2054-12-25 5.0278 8944741.87 9039227.86 Agency Collateralized Mortgage Obligation FNMA FNRA RC088FC R24F088 N/A 3136BT7D9 2054-12-25 5.0278 2168709.38 2193762.96 Agency Collateralized Mortgage Obligation FNMA FNRA CL088FA R24F088 N/A 3136BT5M1 2054-12-25 4.6278 31889531.82 32044187.92 Agency Collateralized Mortgage Obligation FNMA FNRA RC095HF R24F095 N/A 3136BT2N2 2054-12-25 5.0278 1148286.43 1160456.32 Agency Collateralized Mortgage Obligation FNMA FNRA CL033UF R24F033 N/A 3136BSDZ5 2054-01-25 4.6278 2210909.16 2229183.97 Agency Collateralized Mortgage Obligation FNMA FNRA CL033QF R24F033 N/A 3136BSDU6 2054-03-25 4.6278 12605400.03 12712933.47 Agency Collateralized Mortgage Obligation FNMA FNRM CL024CA R24F024 N/A 3136BRRP4 2054-05-25 0.125 45312141.21 37456180.22 Agency Collateralized Mortgage Obligation FNMA FNRA RC034FA R24F034 N/A 3136BR6Q5 2054-06-25 4.6278 41289221.13 41648055.22 Agency Collateralized Mortgage Obligation FNMA FNRM RC051L R23F051 N/A 3136BQQA0 2053-11-25 6.5 3386762.46 3515991.53 Agency Collateralized Mortgage Obligation FNMA FNRM RC030CD R22F030 N/A 3136BNCL8 2050-01-25 4 315324.08 305503.69 Agency Collateralized Mortgage Obligation FNMA FNRM CL024AD R22F024 N/A 3136BMTG3 2049-05-25 4 222124.79 214433.99 Agency Collateralized Mortgage Obligation FMAC FERA 5478FE 02/25/54 N/A 3137HHSC6 2054-02-25 5.0778 17040205.39 17258903.56 Agency Collateralized Mortgage Obligation FMAC FHLMCT SLSTT SERIES 2 N/A 35564CHT7 2060-04-26 6.5 35867010.38 29651297.33 Agency Mortgage-Backed Securities FMAC FERA 5326FA 08/25/53 N/A 3137HAEW2 2053-08-25 4.7278 11412615.72 11488060.33 Agency Collateralized Mortgage Obligation FNMA FNRM CL025BE R17F025 N/A 3136AWAH0 2046-01-25 2.25 147254.99 141375.03 Agency Collateralized Mortgage Obligation FMAC FERA RM0268 10/25/53 N/A 3133Q3JM4 2053-10-25 4.6278 198610.03 200064.40 Agency Collateralized Mortgage Obligation FNMA FNRA CL042FC R25F042 N/A 3136BWLA2 2055-06-25 5.1278 11770468.96 11938824.20 Agency Collateralized Mortgage Obligation FNMA FNRM RC040BD R25F040 N/A 3136BWHP4 2052-03-25 5 15883829.77 15903363.36 Agency Collateralized Mortgage Obligation FNMA FNRA CL021YF R26F021 N/A 3136G5FC9 2055-03-25 4.6278 65109673.36 65053922.88 Agency Collateralized Mortgage Obligation FNMA FNRM CL011PA R13F011 N/A 3136ABZ97 2042-05-25 1.75 102302.13 98150.17 Agency Collateralized Mortgage Obligation FMAC FERA 5483FD 12/25/54 N/A 3137HHNF4 2054-12-25 4.9278 6612053.03 6669977.33 Agency Collateralized Mortgage Obligation FMAC FGRM 3816HN 01/15/41 N/A 3137A6R46 2041-01-15 4.5 117735.50 117496.85 Agency Collateralized Mortgage Obligation FMAC FERA 5575BF 09/25/55 N/A 3137HN2P2 2055-09-25 4.7778 22887635.48 23167152.51 Agency Collateralized Mortgage Obligation FMAC FERA 5649FA 04/25/56 N/A 3137HRAL3 2056-04-25 4.6778 99384747.76 99151063.21 Agency Collateralized Mortgage Obligation FNMA FNRA CL087BF R15F087 N/A 3136AQWE6 2045-12-25 4.0422 1014546.72 1001401.67 Agency Collateralized Mortgage Obligation FMAC FERA 5420EF 06/25/54 N/A 3137HDA59 2054-06-25 4.9778 8869234.42 8953193.74 Agency Collateralized Mortgage Obligation FNMA FNRM RC034B R24F034 N/A 3136BR6T9 2054-06-25 6 2380597.01 2449416.10 Agency Collateralized Mortgage Obligation FNMA FNRM CL054GA R23F054 N/A 3136BQRA9 2049-04-25 6.5 123968.46 125046.75 Agency Collateralized Mortgage Obligation FNMA FNRM RC047PN R26F047 N/A 3136G6AL2 2056-06-25 5.25 8394423.10 8440761.71 Agency Collateralized Mortgage Obligation FNMA FNRA CL047MF R26F047 N/A 3136G56Q8 2056-06-25 4.3278 14647811.80 14635538.07 Agency Collateralized Mortgage Obligation FMAC FERA 5543FC 06/25/55 N/A 3137HLLC4 2055-06-25 5.1278 11579091.85 11744698.20 Agency Collateralized Mortgage Obligation FMAC FGRM 4024KP 03/15/42 N/A 3137ANKY0 2042-03-15 2 2938.43 2694.05 Agency Collateralized Mortgage Obligation FNMA FNRA RC086FC R24F086 N/A 3136BTA94 2054-12-25 5.0278 529244.48 534778.42 Agency Collateralized Mortgage Obligation FNMA FNRA RC105FM R24F105 N/A 3136BUSM3 2055-01-25 5.0778 12194944.56 12336262.55 Agency Collateralized Mortgage Obligation FMAC FERA 5502FC 02/25/55 N/A 3137HJSV0 2055-02-25 5.6278 10707405.72 10880090.83 Agency Collateralized Mortgage Obligation FMAC FERA 5482CF 12/25/54 N/A 3137HHLS8 2054-12-25 4.9778 2727213.35 2755050.98 Agency Collateralized Mortgage Obligation FNMA FNRA RC093FA R24F093 N/A 3136BTJ53 2054-12-25 5.1278 4575136.09 4606028.27 Agency Collateralized Mortgage Obligation FNMA FNRA CL011FD R24F011 N/A 3136BRBF3 2054-03-25 4.9778 8368198.63 8465030.03 Agency Collateralized Mortgage Obligation FNMA FNRA CL095FL R24F095 N/A 3136BTT37 2054-12-25 5.0778 17895925.04 18103307.39 Agency Collateralized Mortgage Obligation FMAC FGRM 3962DB 11/15/26 N/A 3137AJJG0 2026-11-15 4 4890.95 4898.00 Agency Collateralized Mortgage Obligation FNMA FNRA CL142FC R10F142 N/A 31398SKV4 2040-12-25 4.1422 1385517.13 1373320.85 Agency Collateralized Mortgage Obligation FMAC FERA 5606FD 12/25/55 N/A 3137HPBL6 2055-12-25 4.8778 21949748.77 22053054.53 Agency Collateralized Mortgage Obligation FMAC FERM 5544CN 04/25/52 N/A 3137HLNH1 2052-04-25 4.5 13986993.87 13871027.71 Agency Collateralized Mortgage Obligation FMAC FERA 5468MF 11/25/54 N/A 3137HHBH3 2054-11-25 4.9278 1303217.11 1314736.79 Agency Collateralized Mortgage Obligation FMAC FERA 5478FH 04/25/54 N/A 3137HHSE2 2054-04-25 5.0778 176047.45 178062.36 Agency Collateralized Mortgage Obligation FMAC FERA 5632CF 02/25/56 N/A 3137HPV42 2056-02-25 4.5778 12251806.26 12239833.80 Agency Collateralized Mortgage Obligation FMAC FERA 5630FH 02/25/56 N/A 3137HQ7F2 2056-02-25 4.3778 18717355.29 18619707.26 Agency Collateralized Mortgage Obligation FMAC FERA 5666FD 06/25/56 N/A 3137GCDC4 2056-06-25 4.6278 10875485.56 10883867.00 Agency Collateralized Mortgage Obligation FNMA FNRA CL041FD R25F041 N/A 3136BV5R5 2055-06-25 5.1278 6589354.73 6683241.10 Agency Collateralized Mortgage Obligation FMAC FGRM 3786PB 07/15/40 N/A 3137A5UT9 2040-07-15 4.5 228966.11 229042.36 Agency Collateralized Mortgage Obligation FNMA FNRM CL070GD R25F070 N/A 3136BXKX1 2055-07-25 5 344270.95 337330.72 Agency Collateralized Mortgage Obligation FMAC FERA 5572FM 09/25/55 N/A 3137HMPT1 2055-09-25 4.7278 23537209.00 23784552.91 Agency Collateralized Mortgage Obligation FNMA FNRM RC058LA R16F058 N/A 3136ATAC8 2041-07-25 2.5 63696.99 62553.75 Agency Collateralized Mortgage Obligation FNMA FNRM CL145EA R12F145 N/A 3136AAZ57 2028-01-25 1.25 10849.51 10636.02 Agency Collateralized Mortgage Obligation FMAC FERA 5517FQ 03/25/55 N/A 3137HKNC4 2055-03-25 4.5278 14008789.30 14099466.18 Agency Collateralized Mortgage Obligation FMAC FGRM 3955BA 02/15/41 N/A 3137AJ6A7 2041-02-15 3.5 80622.18 79760.36 Agency Collateralized Mortgage Obligation FNMA FNRA CL023FA R24F023 N/A 3136BRSP3 2054-05-25 4.7278 10449201.73 10509228.56 Agency Collateralized Mortgage Obligation FNMA FNRA RC006GF R25F006 N/A 3136BUVB3 2055-02-25 5.0278 1609499.67 1628117.23 Agency Collateralized Mortgage Obligation FMAC FGRA 4096KF 08/15/42 N/A 3137ATBG6 2042-08-15 4.2075 1314833.91 1307418.40 Agency Collateralized Mortgage Obligation FNMA FNRM CL003DA R25F003 N/A 3136BURE2 2052-04-25 5.5 132595.31 134333.71 Agency Collateralized Mortgage Obligation FMAC FERM 5667AW 06/25/56 N/A 3137HRY52 2056-06-25 5 3545624.57 3436886.57 Agency Collateralized Mortgage Obligation FMAC FERA 5539FC 05/25/55 N/A 3137HL3Y6 2055-05-25 5.1278 7692185.40 7802685.10 Agency Collateralized Mortgage Obligation FNMA FNRA CL015FD R24F015 N/A 3136BRMG9 2054-04-25 4.9778 6707811.68 6737704.08 Agency Collateralized Mortgage Obligation FMAC FGRA 4851KF 08/15/57 N/A 3137FKAN6 2057-08-15 4.1075 1864422.19 1798853.17 Agency Collateralized Mortgage Obligation FMAC FERA 5478FD 02/25/54 N/A 3137HHSB8 2054-02-25 5.0278 17040205.39 17234639.25 Agency Collateralized Mortgage Obligation FMAC FERA 5481FC 12/25/54 N/A 3137HHQ46 2054-12-25 5.1278 6436923.47 6520192.73 Agency Collateralized Mortgage Obligation FMAC FERA 5481FB 12/25/54 N/A 3137HHQ38 2054-12-25 5.0778 9979726.31 10095603.35 Agency Collateralized Mortgage Obligation FMAC FERA 5482FA 12/25/54 N/A 3137HHLU3 2054-12-25 5.0778 11270584.60 11409542.38 Agency Collateralized Mortgage Obligation FMAC FERA 5480FD 03/25/54 N/A 3137HHKF7 2054-03-25 4.9778 3812523.62 3838636.95 Agency Collateralized Mortgage Obligation FMAC FERA 5480FB 02/25/54 N/A 3137HHKE0 2054-02-25 5.3778 16422249.68 16625457.14 Agency Collateralized Mortgage Obligation FMAC FERA 5468FM 11/25/54 N/A 3137HHB83 2054-11-25 4.8278 2460254.03 2475230.88 Agency Collateralized Mortgage Obligation FMAC FERA 5418FC 06/25/54 N/A 3137HD5E6 2054-06-25 5.0278 4018586.11 4062180.94 Agency Collateralized Mortgage Obligation FMAC FERA 5378FD 02/25/54 N/A 3137HBKF0 2054-02-25 4.8378 8724113.82 8804278.92 Agency Collateralized Mortgage Obligation FMAC FERA 5357FT 11/25/53 N/A 3137HAXH4 2053-11-25 5.0278 6396696.99 6476702.40 Agency Collateralized Mortgage Obligation FMAC FERA 5245DF 08/25/52 N/A 3137H8MF5 2052-08-25 4.3278 21200207.98 21009577.37 Agency Collateralized Mortgage Obligation FMAC FGRA 4887FP 06/15/49 N/A 3137FLZS6 2049-06-15 4.1275 2005817.03 1983465.78 Agency Collateralized Mortgage Obligation FMAC FGRM 5057MC 04/15/54 N/A 3137F7L37 2054-04-15 1 349482.85 326097.75 Agency Collateralized Mortgage Obligation FMAC FGRA 4694FA 06/15/47 N/A 3137BYWC0 2047-06-15 4.1075 168928.08 165640.65 Agency Collateralized Mortgage Obligation FMAC FGRM 4669MD 07/15/44 N/A 3137BW4Q4 2044-07-15 3.5 1221.93 1223.30 Agency Collateralized Mortgage Obligation FMAC FGRM 4450DH 09/15/44 N/A 3137BGTL3 2044-09-15 2 27289.77 22734.84 Agency Collateralized Mortgage Obligation FMAC FGRM 4419PE 01/15/44 N/A 3137BFTP6 2044-01-15 3 723616.87 693211.70 Agency Collateralized Mortgage Obligation FNMA FNRM RC033BG R20F033 N/A 3136B9VJ3 2030-05-25 2 15444.23 15047.63 Agency Collateralized Mortgage Obligation FNMA FNRA CL008FD R19F008 N/A 3136B3X21 2049-03-25 4.4422 2901315.06 2896742.52 Agency Collateralized Mortgage Obligation FNMA FNRM CL016AL R16F016 N/A 3136ARTP3 2046-04-25 3 2209828.44 2017318.50 Agency Collateralized Mortgage Obligation FNMA FNRM RC026CG R16F026 N/A 3136AR5M6 2046-05-25 3 350048.20 335967.05 Agency Collateralized Mortgage Obligation FNMA FNRM CL090DL R13F090 N/A 3136AF6H2 2033-09-25 3.5 316414.54 306895.67 Agency Collateralized Mortgage Obligation FNMA FNRM CL001LA R13F001 N/A 3136ABZB2 2028-02-25 1.25 15412.27 15083.22 Agency Collateralized Mortgage Obligation FMAC FGRA 4265FD 01/15/35 N/A 3137B5QZ9 2035-01-15 4.1075 6352.65 6317.44 Agency Collateralized Mortgage Obligation FMAC FGRM 4238QM 12/15/40 N/A 3137B4EV4 2040-12-15 4 15413.15 15436.23 Agency Collateralized Mortgage Obligation FMAC FGRM 4197KB 09/15/41 N/A 3137B1TJ1 2041-09-15 1.5 134782.04 127844.18 Agency Collateralized Mortgage Obligation FMAC FGRM 4139PA 11/15/41 N/A 3137AWY41 2041-11-15 2.5 61992.68 61291.17 Agency Collateralized Mortgage Obligation FMAC FGRM 4089QA 08/15/42 N/A 3137ASX66 2042-08-15 2 454769.84 396820.85 Agency Collateralized Mortgage Obligation FMAC FGRM 4076CA 10/15/41 N/A 3137ASDR2 2041-10-15 2 98537.10 93578.24 Agency Collateralized Mortgage Obligation FMAC FGRM 4048CA 09/15/41 N/A 3137AQTX6 2041-09-15 2 18731.20 18287.31 Agency Collateralized Mortgage Obligation FMAC FGRM 4029NE 03/15/41 N/A 3137APGN4 2041-03-15 2.5 23606.77 23251.23 Agency Collateralized Mortgage Obligation FMAC FGRM 4019GB 12/15/41 N/A 3137AN2S3 2041-12-15 2 86811.84 82567.53 Agency Collateralized Mortgage Obligation FMAC FGRA 3977FB 12/15/41 N/A 3137AJZ31 2041-12-15 4.2275 11066.19 11048.53 Agency Collateralized Mortgage Obligation FNMA FNRM CL038MC R26F038 N/A 3136G6HK7 2051-02-25 5 14134871.25 14156621.68 Agency Collateralized Mortgage Obligation FNMA FNRA CL044FG R26F044 N/A 3136G6CH9 2056-06-25 4.6278 14322534.52 14260499.97 Agency Collateralized Mortgage Obligation FNMA FNRM RC047PM R26F047 N/A 3136G6AK4 2056-06-25 5 7792214.48 7765524.42 Agency Collateralized Mortgage Obligation FNMA FNRA RC022FL R26F022 N/A 3136G5UG3 2056-04-25 4.8778 42453653.59 42549448.81 Agency Collateralized Mortgage Obligation FNMA FNRA CL018FE R26F018 N/A 3136G5LM0 2056-04-25 5.5 37368402.85 37011455.72 Agency Collateralized Mortgage Obligation FNMA FNRA CL022FB R26F022 N/A 3136G5HJ2 2056-04-25 4.6278 68612870.27 68388351.39 Agency Collateralized Mortgage Obligation FNMA FNRM CL124PL R12F124 N/A 3136A9T99 2042-11-25 1.75 822839.29 702780.23 Agency Collateralized Mortgage Obligation FNMA FNRA CL123FK R10F123 N/A 31398NX25 2040-11-25 4.1922 16034.31 15911.38 Agency Collateralized Mortgage Obligation FNMA FNRA CL095FA R10F095 N/A 31398NER1 2040-07-25 4.1422 11127.94 11077.68 Agency Collateralized Mortgage Obligation FNMA FNRM RC002LC R10F002 N/A 31398G7D5 2040-02-25 5 1694791.67 1716932.05 Agency Collateralized Mortgage Obligation FMAC FGRA 3342FD 07/15/37 N/A 31397JSR6 2037-07-15 4.0475 1883.70 1871.66 Agency Collateralized Mortgage Obligation FNMA FNRA CL001NF R07F001 N/A 31396PHM6 2037-02-25 3.9922 2860.75 2842.02 Agency Collateralized Mortgage Obligation FMAC FGRA 3030FL 09/15/35 N/A 31396AKM5 2035-09-15 4.1075 14932.15 14884.02 Agency Collateralized Mortgage Obligation FMAC FERA 5650CF 04/25/56 N/A 3137HRKB4 2056-04-25 4.8778 11955985.16 12006445.00 Agency Collateralized Mortgage Obligation FNMA FNRM CL128BA R12F128 N/A 3136A9NV6 2042-11-25 1.5 82538.86 77739.09 Agency Collateralized Mortgage Obligation FMAC FERA RM0327 05/25/54 N/A 3133Q3LG4 2054-05-25 4.7278 882151.44 887396.39 Agency Collateralized Mortgage Obligation FMAC FERA RM0267 10/25/53 N/A 3133Q3JL6 2053-10-25 4.4278 86582.99 86780.31 Agency Collateralized Mortgage Obligation FMAC FERA 5645FD 04/25/56 N/A 3137HQUZ2 2056-04-25 4.6778 64471543.34 64332587.11 Agency Collateralized Mortgage Obligation FMAC FERA 5645FC 04/25/56 N/A 3137HQUY5 2056-04-25 4.6778 34737444.94 34676053.07 Agency Collateralized Mortgage Obligation FNMA FNRA CL007FC R26F007 N/A 3136BYUS9 2056-02-25 4.4278 6957528.44 6975909.99 Agency Collateralized Mortgage Obligation FNMA FNRM CL014PC R26F014 N/A 3136BYR95 2056-03-25 4.5 411293.92 358454.58 Agency Collateralized Mortgage Obligation FNMA FNRM CL014PA R26F014 N/A 3136BYR87 2055-11-25 4.5 4128910.90 4048401.27 Agency Collateralized Mortgage Obligation FNMA FNRA CL091PF R25F091 N/A 3136BXLS1 2055-10-25 4.5278 10003498.15 10077302.52 Agency Collateralized Mortgage Obligation FNMA FNRA RC052FM R25F052 N/A 3136BWXA9 2055-07-25 4.9778 3820033.63 3862471.74 Agency Collateralized Mortgage Obligation FNMA FNRA CL055FG R25F055 N/A 3136BWSC1 2055-07-25 4.7278 18548196.56 18733115.29 Agency Collateralized Mortgage Obligation FNMA FNRM CL042NA R25F042 N/A 3136BWLG9 2052-04-25 5.5 143120.10 144216.62 Agency Collateralized Mortgage Obligation FNMA FNRA CL040FB R25F040 N/A 3136BWGE0 2055-02-25 5.1278 5954976.63 6040550.77 Agency Collateralized Mortgage Obligation FNMA FNRA CL033FE R25F033 N/A 3136BVVQ8 2054-08-25 5.0778 2913862.51 2951355.89 Agency Collateralized Mortgage Obligation FNMA FNRA CL009FC R25F009 N/A 3136BVDU9 2055-03-25 4.9278 4579917.01 4621513.69 Agency Collateralized Mortgage Obligation FNMA FNRA CL009FA R25F009 N/A 3136BVDC9 2055-03-25 4.8278 18658753.09 18869326.86 Agency Collateralized Mortgage Obligation FNMA FNRA RC046FL R25F046 N/A 3136BV7M4 2055-06-25 5.1278 39212060.73 39773075.10 Agency Collateralized Mortgage Obligation FNMA FNRA RC029MF R25F029 N/A 3136BV4H8 2055-05-25 5.1278 19468477.65 19781787.54 Agency Collateralized Mortgage Obligation FNMA FNRA CL001FJ R25F001 N/A 3136BUZP8 2055-02-25 5.6278 6024246.51 6132554.23 Agency Collateralized Mortgage Obligation FNMA FNRA RC006FB R25F006 N/A 3136BUVH0 2055-02-25 5.6278 1729116.09 1757004.37 Agency Collateralized Mortgage Obligation FNMA FNRA RC103FH R24F103 N/A 3136BUQL7 2055-01-25 4.8778 9656173.67 9723423.76 Agency Collateralized Mortgage Obligation FNMA FNRA CL100FD R24F100 N/A 3136BUGR5 2054-06-25 5.0778 3792904.95 3836217.05 Agency Collateralized Mortgage Obligation FNMA FNRA CL016FC R25F016 N/A 3136BU5K2 2055-03-25 4.9778 17945644.22 18132231.48 Agency Collateralized Mortgage Obligation FMAC FERA 5628CF 02/25/56 N/A 3137HQ6Q9 2056-02-25 4.4778 19758330.87 19725609.32 Agency Collateralized Mortgage Obligation FMAC FERM 5620PH 11/25/55 N/A 3137HPTA1 2055-11-25 4.5 3447411.61 3392415.06 Agency Collateralized Mortgage Obligation FMAC FERA 5607FA 12/25/55 N/A 3137HNZB7 2055-12-25 4.5278 428146.80 430339.71 Agency Collateralized Mortgage Obligation FMAC FERA 5582FM 10/25/55 N/A 3137HN6X1 2055-10-25 4.6778 19763396.83 19942486.59 Agency Collateralized Mortgage Obligation FMAC FERA 5581FN 03/25/55 N/A 3137HMSU5 2055-03-25 4.6278 8888781.50 8985978.04 Agency Collateralized Mortgage Obligation FMAC FERA 5565MF 05/25/55 N/A 3137HMNH9 2055-05-25 5.2278 20006481.34 20214330.22 Agency Collateralized Mortgage Obligation FMAC FERA 5569FB 08/25/55 N/A 3137HMMD9 2055-08-25 4.8278 711373.11 716405.73 Agency Collateralized Mortgage Obligation FMAC FERA 5551FB 06/25/55 N/A 3137HLWC2 2055-06-25 5.1278 428430.27 434769.84 Agency Collateralized Mortgage Obligation FMAC FERA 5549AF 06/25/55 N/A 3137HLU34 2055-06-25 5.1278 28690988.28 28942986.65 Agency Collateralized Mortgage Obligation FMAC FERA 5549HF 06/25/55 N/A 3137HLT51 2055-06-25 5.7278 24065294.08 24481106.81 Agency Collateralized Mortgage Obligation FMAC FERA 05549F 06/25/55 N/A 3137HLSS2 2055-06-25 5.6278 24065294.08 24464576.60 Agency Collateralized Mortgage Obligation FMAC FERA 5534FW 05/25/55 N/A 3137HLEV0 2055-05-25 5.6778 17275545.90 17576875.96 Agency Collateralized Mortgage Obligation FMAC FERA 5536FA 04/25/55 N/A 3137HL5B4 2055-04-25 4.9278 12781248.98 12894457.76 Agency Collateralized Mortgage Obligation FMAC FERA 5513FD 01/25/55 N/A 3137HKE75 2055-01-25 4.9778 5676773.16 5731641.19 Agency Collateralized Mortgage Obligation FMAC FERA 5516FE 03/25/55 N/A 3137HKBP8 2055-03-25 5.0278 8563670.60 8644420.02 Agency Collateralized Mortgage Obligation FMAC FKRA P008A1 01/25/33 N/A 3137F9ZH7 2033-01-25 1.7863 1680769.91 1433794.16 Agency Mortgage-Backed Securities FNMA MNRA CL01GA2 R22M01G N/A 3136BLRM4 2031-09-25 1.5824 4761194.03 4181439.57 Agency Mortgage-Backed Securities FNMA MNRA CL003A1 R22M003 N/A 3136BLR69 2031-11-25 1.7641 4520250.18 4212778.24 Agency Mortgage-Backed Securities FNMA MNRA CL0042A1 R22M00 N/A 3136BLQ37 2030-12-25 1.2481 8911629.36 8197400.89 Agency Mortgage-Backed Securities FNMA MNRM CL0132A1 R21M01 N/A 3136BHMZ9 2033-04-25 1.489 443875.19 426224.70 Agency Mortgage-Backed Securities FNMA MNRA CL018H10 R21M01 N/A 3136BG2U4 2051-02-25 1.626 3039865.45 2660319.50 Agency Mortgage-Backed Securities FNMA MNRA CL01GA2 R21M01G N/A 3136BFRV7 2030-11-25 1.5167 91561.42 81142.20 Agency Mortgage-Backed Securities FNMA MNRM CL0212A2 R19M02 N/A 3136B6WY5 2031-02-25 2.35 5172065.39 4804776.62 Agency Mortgage-Backed Securities FNMA MNRA CL014AL3 R19M01 N/A 3136B5RB3 2048-04-25 3.5 4797818.60 4025966.87 Agency Mortgage-Backed Securities FNMA MNRA CL002A2 R19M002 N/A 3136B3J50 2028-11-25 3.7479 135555.29 133734.00 Agency Mortgage-Backed Securities FNMA FNRA CL002A2 R17M002 N/A 3136AVKR9 2027-02-25 2.9588 788557.98 783773.52 Agency Mortgage-Backed Securities FNMA FNRM CL011AL R16M011 N/A 3136AT5G5 2039-07-25 2.944 172434.60 157010.76 Agency Mortgage-Backed Securities FNMA FNRM CL004AL R16M004 N/A 3136ARP36 2039-01-25 3.273 54545.97 50815.39 Agency Mortgage-Backed Securities FNMA MNRM CL011A2 R26M011 N/A 3136G5U73 2033-04-25 4.25 54338092.66 53484909.13 Agency Mortgage-Backed Securities FNMA MNRM CL011A1 R26M011 N/A 3136G5U65 2032-06-25 4.25 2691392.51 2672008.05 Agency Mortgage-Backed Securities FNMA MNRM CL001A2 R26G001 N/A 3136G5T91 2032-11-25 4.5 3113088.40 3121113.95 Agency Mortgage-Backed Securities FNMA MNRA CL004A2 R26M004 N/A 3136BYG97 2042-10-25 2.9827 28051856.49 22640241.18 Agency Mortgage-Backed Securities FNMA MNRA CL0051A2C R24M0 N/A 3136BTHF3 2034-08-25 4.45 183122.85 181209.89 Agency Mortgage-Backed Securities FNMA MNRA CL006A2 R24M006 N/A 3136BTGM9 2027-07-25 2.9872 8469285.41 8392580.74 Agency Mortgage-Backed Securities FNMA MNRA CL0023A1 R23M00 N/A 3136BPWD9 2032-04-25 2.0052 2801761.43 2554523.19 Agency Mortgage-Backed Securities FNMA MNRA CL004A1 R23M004 N/A 3136BP3J8 2032-09-25 3.8923 4235806.52 4172342.37 Agency Mortgage-Backed Securities FNMA MNRA CL013A2 R22M013 N/A 3136BNX43 2032-05-25 2.6727 5651171.07 5123149.66 Agency Mortgage-Backed Securities FNMA MNRA CL006A2 R19M006 N/A 3136B4KJ6 2029-01-25 3.45 2010.66 2003.13 Agency Mortgage-Backed Securities FNMA MNRM CL0451A1 R20M04 N/A 3136BCGF1 2030-10-25 0.68 6195532.75 5843110.89 Agency Mortgage-Backed Securities FNMA MNRA CL0022A1 R23M00 N/A 3136BPWA5 2030-09-25 2.914 2860903.68 2746448.62 Agency Mortgage-Backed Securities FNMA MNRA CL01GA1 R22M01G N/A 3136BLRL6 2031-09-25 1.5824 849985.53 813826.63 Agency Mortgage-Backed Securities FNMA MNRM CL004A1 R21M004 N/A 3136BDYY8 2031-02-25 0.959 246679.92 241362.86 Agency Mortgage-Backed Securities FNMA MNRM CL001A1 R20M001 N/A 3136B75L1 2029-10-25 2.151 29205.80 28759.35 Agency Mortgage-Backed Securities FNMA MNRM CL0112A2 R26M01 N/A 3136G5V64 2031-05-25 4.25 8971188.29 8898751.42 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0370 1595000000.00 1595000000.00 .0086 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., REPO, 3.680%, 7/31/2026 3.680 930NYX006 RUC0QBLBRPRCU4W1NE59 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SP 788636 C N/A 3622AEPV2 2056-05-20 5.5 111888821.72 114808287.07 Agency Mortgage-Backed Securities GNMA GNII SP 788393 C N/A 3622AEGA8 2056-01-20 5 41616528.16 41583100.85 Agency Mortgage-Backed Securities GNMA GNII SF DR3678 C N/A 3618VCCP8 2056-03-20 5 40468069.06 40160340.88 Agency Mortgage-Backed Securities GNMA GNII SF DR0285 C N/A 3618V8J62 2056-05-20 6 43202030.42 45283475.43 Agency Mortgage-Backed Securities GNMA GNII SF DR0111 C N/A 3618V8DQ4 2056-04-20 6 35646462.14 37363884.91 Agency Mortgage-Backed Securities GNMA GNII SF MB1142 M N/A 3618N6HU4 2056-05-20 5 2393558.26 2378688.95 Agency Mortgage-Backed Securities GNMA GNII SF MB0366 M N/A 3618N5MQ9 2055-05-20 5.5 55645988.28 56367747.69 Agency Mortgage-Backed Securities GNMA GNII SF MB0205 M N/A 3618N5GP8 2055-02-20 5.5 68765611.82 69616762.04 Agency Mortgage-Backed Securities GNMA GNII SF MA9303 M N/A 36179YKQ6 2053-11-20 4.5 64078267.79 62385640.35 Agency Mortgage-Backed Securities GNMA GNII SP 788510 C N/A 3622AEKX3 2056-03-20 5 57311488.05 56858542.63 Agency Mortgage-Backed Securities GNMA GNII SF MB0092 M N/A 3618N5C64 2054-12-20 5.5 24412778.02 24725201.92 Agency Mortgage-Backed Securities GNMA GNII SP 788618 C N/A 3622AEPB6 2056-05-20 6.5 47937398.20 49997992.58 Agency Mortgage-Backed Securities GNMA GNII SP 788516 C N/A 3622AEK54 2056-03-20 5 35747449.39 35525449.80 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-07-07 2026-07-07 2026-07-31 Y BMO Capital Markets Corp. 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 N N .0373 624500000.00 624500000.00 .0034 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., REPO, 3.660%, 7/22/2026 3.660 930NYX006 RUC0QBLBRPRCU4W1NE59 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SP 788667 C N/A 3622AEQU3 2056-05-20 5.5 140526944.64 142711233.08 Agency Mortgage-Backed Securities GNMA GNII SF MB1217 M N/A 3618N6K71 2056-06-20 5.5 81470081.79 82478482.29 Agency Mortgage-Backed Securities GNMA GNII SF MA9966 M N/A 36180ACB7 2054-10-20 6 131959819.57 135919053.98 Agency Mortgage-Backed Securities GNMA GNII SF MA9303 M N/A 36179YKQ6 2053-11-20 4.5 65576777.63 63844567.05 Agency Mortgage-Backed Securities GNMA GNII SF MB1145 M N/A 3618N6HX8 2056-05-20 6.5 130706158.51 136559979.03 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-07-07 2026-07-07 2026-07-22 Y BMO Capital Markets Corp. 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 N N .0371 550000000.00 550000000.00 .0030 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., REPO, 3.660%, 7/1/2026 3.660 930NYX006 RUC0QBLBRPRCU4W1NE59 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNRM RC036LB R15F036 N/A 3136ANL47 2045-06-25 2 67443.91 56719.93 Agency Collateralized Mortgage Obligation FNMA FNRM RC019KC R13F019 N/A 3136ACPY1 2041-10-25 2 323733.75 310085.49 Agency Collateralized Mortgage Obligation FMAC FERA 5565FC 08/25/55 N/A 3137HMGL8 2055-08-25 4.8278 125859.80 127133.44 Agency Collateralized Mortgage Obligation FMAC FERA 5564PF 08/25/55 N/A 3137HMDP2 2055-08-25 4.8278 284245.33 287561.48 Agency Collateralized Mortgage Obligation FMAC FERM 5460CD 09/25/54 N/A 3137HFRD9 2054-09-25 4.5 95238.10 93267.43 Agency Collateralized Mortgage Obligation FMAC FERA 5399FB 04/25/54 N/A 3137HCHB1 2054-04-25 4.5278 228414.60 229218.59 Agency Collateralized Mortgage Obligation FMAC FERA 5668BF 06/25/56 N/A 3137GCEV1 2056-06-25 4.7778 1133918.52 1156479.70 Agency Collateralized Mortgage Obligation FMAC FTRM 5678GD 05/15/33 N/A 3137GBD69 2033-05-15 4.75 2380952.38 2381134.26 Agency Collateralized Mortgage Obligation FMAC FGRM 4751PL 12/15/47 N/A 3137FDB35 2047-12-15 3 91613.81 74310.13 Agency Collateralized Mortgage Obligation FMAC FGRM 4648ND 09/15/46 N/A 3137BULA4 2046-09-15 3 157022.10 142896.81 Agency Collateralized Mortgage Obligation FMAC FGRM 4139JC 12/15/42 N/A 3137AWXS9 2042-12-15 2.5 14285.71 10863.16 Agency Collateralized Mortgage Obligation FNMA FNRM CL052GB R26F052 N/A 3136G6ZR2 2035-08-25 4.79 1047619.05 1050050.86 Agency Collateralized Mortgage Obligation FNMA FNRM CL003CJ R26F003 N/A 3136BYTG7 2048-04-25 5 690213.02 691931.50 Agency Collateralized Mortgage Obligation FNMA FNRA CL047FJ R25F047 N/A 3136BWNH5 2055-06-25 4.6578 144496.23 145708.97 Agency Collateralized Mortgage Obligation FNMA FNRA CL069FA R25F069 N/A 3136BWB88 2055-08-25 4.8278 127057.64 128811.36 Agency Collateralized Mortgage Obligation FNMA FNRA 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Obligation FMAC FERM 5481AT 12/25/54 N/A 3137HHNW7 2054-12-25 0.125 3246411.43 2579457.93 Agency Collateralized Mortgage Obligation FMAC FEPC 05.000 CLQE8881 N/A 3133BJ2N1 2052-09-01 5 26684.58 26945.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE6399 N/A 3133BGDC9 2052-07-01 5 402817.20 401920.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE7148 N/A 3133BG5H7 2052-08-01 5 1483.70 1492.82 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8225 N/A 3132DWD67 2052-07-01 3 40866.46 35987.68 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8221 N/A 3132DWD26 2052-06-01 3.5 3224491.78 2955141.74 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD7561 N/A 3132DVMJ1 2053-02-01 4 82126.34 78213.69 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN4777 N/A 3131YBJW9 2049-04-01 4.5 53611.74 52923.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7461 N/A 3142JWJF4 2056-03-01 5 4989097.63 4944249.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 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2028-02-01 3.268 5936.91 5836.47 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK5313 N/A 3140HJ3X7 2048-06-01 4.5 36947.86 36333.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE7975 N/A 3140BL2H4 2055-08-01 5.5 95313.67 96383.71 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q58636 G N/A 3132Y2S23 2048-09-01 4 62329.01 59818.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7454 N/A 3142JWH82 2056-03-01 5 4999882.89 4955197.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0017 N/A 3142JCAT7 2040-08-01 5 5682.22 5740.33 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8155 N/A 3132DWBY8 2051-07-01 2 3424186.52 2772841.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5910 N/A 31418FR82 2055-12-01 5.5 21851.79 22094.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5972 N/A 31418FT64 2056-02-01 5.5 50306.48 50868.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5088 N/A 31427SUN6 2056-04-01 5 2878130.54 2864418.49 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BMO Bank, N.A., REPO, 3.660%, 7/1/2026 3.660 932CQA007 3Y4U8VZURTYWI1W2K376 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SF MA7535 M N/A 36179WLQ9 2051-08-20 3 36230306.49 32437814.63 Agency Mortgage-Backed Securities GNMA GNII SF MA1522 M N/A 36179NVP0 2043-12-20 4 31578819.79 30530409.99 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CKMA4453 N/A 31418D5P3 2051-09-01 2 63431773.51 50131850.31 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBL9630 N/A 3140J2VY9 2028-01-01 1.08 977196.16 931631.45 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBL8467 N/A 3140J1MR6 2027-10-01 0.93 1523439.00 1460097.71 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8039 N/A 3132D54Y5 2035-04-01 2 1877705.43 1733180.53 Agency Mortgage-Backed Securities GNMA GNII JP 786156 M N/A 3622ABWR9 2037-03-20 1.5 46695805.62 42154980.94 Agency Mortgage-Backed Securities GNMA GNRM 2020-032 MA N/A 38382DQB8 2048-11-16 2 22914094.34 19815171.87 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-42 AC N/A 38376MSP3 2041-08-20 3 38313547.50 35530975.04 Agency Collateralized Mortgage Obligation FNMA FNRM RC081AB R20F081 N/A 3136BCKX7 2035-11-25 1 90463670.00 79993274.11 Agency Collateralized Mortgage Obligation FNMA FNRM CL099KC R20F099 N/A 3136BDFA1 2035-11-25 1 57295294.41 50839578.91 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-117 MD N/A 38382WEV5 2042-05-20 1.25 2425695.80 2068196.62 Agency Collateralized Mortgage Obligation FNMA MNRM CL013PT R20M013 N/A 3136B9NR4 2031-06-25 2.24 125336299.03 117224840.20 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-07-01 2026-07-01 2026-07-01 N N N .0371 450000000.00 450000000.00 .0024 N Y Y N Bank of Montreal Bank of Montreal, REPO, 3.660%, 7/1/2026 3.660 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. 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751731.06 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT6179 N/A 3140LU2M2 2051-07-01 2.5 960464.20 814813.54 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBQ4410 N/A 3140KP3U5 2051-01-01 2.5 1162491.88 987599.50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF2457 N/A 3140BSWT0 2055-12-01 6 613039.44 643448.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDD9532 N/A 3140BASW7 2040-09-01 5 643879.11 650463.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC9932 N/A 3140AYBA2 2055-02-01 5.5 681942.33 689559.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB3755 N/A 3140ADE56 2054-05-01 6 776019.60 801211.78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI8670 N/A 3133WFT31 2054-06-01 6 798002.81 824559.81 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD1679 N/A 3133AX2L5 2051-11-01 2.5 895613.63 762818.21 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8172 N/A 3132DWCH4 2051-10-01 2 1165745.43 942832.89 Agency 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CIFS9491 N/A 3140XRRM9 2037-05-01 2.5 802928.11 755526.35 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLFS6868 N/A 3140XNT20 2052-04-01 1.5 950821.67 734151.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA6018 N/A 3140W6VL3 2053-08-01 3.5 795112.35 731112.52 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA3763 N/A 3140W4FD4 2052-04-01 2.5 793172.77 679062.88 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFA3289 N/A 3140W3UP2 2037-03-01 2.5 904477.33 852032.01 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQC1803 N/A 3133ALAC2 2051-05-01 2 812121.92 665015.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6190 N/A 3140QR2Y8 2053-05-01 5.5 935363.82 951478.79 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD5544 N/A 3132DTER7 2053-04-01 4 878691.91 836819.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5112 N/A 3140QQVE2 2052-11-01 5 712721.27 713774.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ9057 N/A 3133D1B24 2054-11-01 5 790560.28 784675.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC5734 N/A 3140ATLQ7 2054-11-01 5 708925.36 703209.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA1512 N/A 3142JPVE8 2055-12-01 5 764629.38 759114.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX3995 N/A 31425YNM5 2055-01-01 5.5 884016.91 894323.27 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2158 N/A 31427PMG6 2055-08-01 6.5 691405.52 729058.16 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CTSC0739 N/A 3132D9ZC1 2042-03-01 1.5 1152191.15 956696.96 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1169 N/A 3140W1JP9 2055-03-01 6 647614.45 667177.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ8997 N/A 3133D07J4 2054-11-01 5 112320.21 111379.39 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBQ6519 N/A 3140KSG50 2051-09-01 2.5 1152523.57 984824.35 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CNFS9859 N/A 3140XR5V3 2032-07-01 1.5 757641.39 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Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5605 N/A 31427TGP5 2056-04-01 5.5 930032.35 947085.01 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-07-01 2026-07-01 2026-07-01 N N N .0371 50000000.00 50000000.00 .0003 N Y Y N Bank of Montreal Bank of Montreal, REPO, 3.650%, 8/4/2026 3.650 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FKAR 04.200 WDWD0055 N/A 3142KDBZ8 2031-01-01 4.2 19499391.89 19388368.85 Agency Mortgage-Backed Securities FMAC FKAR 04.000 WDWD0039 N/A 3142KDBH8 2030-12-01 4 13916472.97 13723510.25 Agency Mortgage-Backed Securities FMAC FKAR 04.300 WDWD0060 N/A 3142KDB62 2033-04-01 4.3 37704729.73 37235414.78 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4413 N/A 31418D3X8 2051-09-01 2 6082654.42 4923793.86 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFS6235 N/A 3140XM4V5 2053-11-01 7 5185883.47 5537942.15 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS5012 N/A 3140XLSA7 2053-03-01 4 6801799.03 6438394.02 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4148 N/A 3140XKTE0 2047-02-01 4 6967379.43 6760665.80 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS3838 N/A 3140XKHQ6 2049-05-01 4 4840817.69 4664114.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6031 N/A 3140W6VZ2 2055-12-01 5.5 8723058.93 8830069.55 Agency Mortgage-Backed Securities FMAC FKAR 04.250 WNWN1577 N/A 3132XFXF0 2032-06-01 4.25 908148.65 900063.04 Agency Mortgage-Backed Securities FMAC FKAR 04.350 WAWA3603 N/A 3132WXGM6 2033-02-01 4.35 19162285.90 19066381.86 Agency Mortgage-Backed Securities FMAC FKAR 03.900 WAWA3194 N/A 3132WWXY3 2037-07-01 3.9 150780.21 141920.46 Agency Mortgage-Backed Securities FMAC FKAR 03.900 WAWA3197 N/A 3132WWX31 2037-07-01 3.9 151801.45 142968.38 Agency Mortgage-Backed Securities FMAC FKAR 03.450 WAWA2224 N/A 3132WVVS0 2037-05-01 3.45 365318.57 330408.43 Agency Mortgage-Backed Securities FMAC FKAR WV0336 N/A 3132V8LR5 2033-01-01 4.141 11600270.27 11607959.00 Agency Mortgage-Backed Securities FMAC FKAR WV0316 N/A 3132V8K54 2036-04-01 4.151 9860229.73 9861598.93 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF6742 N/A 3140BXP42 2056-01-01 4.992 5941127.23 5994658.77 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1708 N/A 3140BR3S6 2055-10-01 6.5 7006595.66 7299556.21 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE5913 N/A 3140BJSB4 2055-08-01 7 5064446.50 5391634.50 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE6170 N/A 3140BJ2C0 2055-09-01 6.5 5487853.99 5717312.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE4646 N/A 3140BHEU1 2055-07-01 6 5293347.13 5447030.64 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8515 N/A 3140B9N96 2055-05-01 6.5 5226143.62 5516278.79 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAX5302 N/A 3138Y63L6 2042-01-01 4 6347572.25 6186846.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS0208 N/A 3138W9GS3 2043-08-01 3.5 9019950.36 8498583.20 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN8589 N/A 3138LMRK1 2028-04-01 3.49 17312.21 17090.64 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN7630 N/A 3138LLPQ2 2032-12-01 3.16 34662.16 32377.74 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN2495 N/A 3138LEXZ9 2028-09-01 2.55 143886.72 139078.62 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN1835 N/A 3138LEBD2 2028-07-01 2.535 49920.61 48317.31 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN0026 N/A 3138LCA47 2035-11-01 3.48 161141.73 149918.74 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX XYAL7547 N/A 3138EQL59 2027-03-01 3.142 8104025.06 8056565.19 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTAL4051 N/A 3138ELQD8 2033-08-01 3.5 8547190.82 8311881.91 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS544861 N/A 31385HJE3 2036-12-01 4.662 1462.88 1486.34 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AM462209 N/A 31381JN24 2036-04-01 5.692 58643.35 58628.88 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA6016 N/A 3140W6VJ8 2048-05-01 3 5772092.68 5274490.19 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA5100 N/A 3140W5U28 2054-11-01 3.5 7606946.37 6970818.86 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CTFA2708 N/A 3140W3AJ8 2042-03-01 1.5 8156793.03 6868781.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1314 N/A 3140W1N82 2052-11-01 5.5 8163895.41 8459939.12 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8246 N/A 3132DWET6 2052-09-01 5 4809125.53 4801612.61 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8212 N/A 3132DWDR1 2052-05-01 2.5 9171730.03 7768857.87 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8209 N/A 3132DWDN0 2052-03-01 1.5 10468058.00 8082631.84 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8198 N/A 3132DWDB6 2052-01-01 1.5 6261146.30 4834377.15 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8177 N/A 3132DWCN1 2051-11-01 2 7653210.09 6187514.07 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8165 N/A 3132DWCA9 2051-09-01 1.5 6525789.07 5038714.01 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA0879 N/A 3140W06R1 2051-11-01 2.5 8021103.52 6813637.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5623 N/A 3140UMG94 2056-07-01 5.5 5089704.08 5164856.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5577 N/A 3140UMFT1 2056-07-01 5.5 5074536.69 5149465.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5552 N/A 3140UME21 2056-06-01 5.5 5090425.82 5169355.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4511 N/A 3140ULAM3 2056-07-01 6 8972236.74 9278650.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3655 N/A 3140UKBZ5 2056-06-01 5.5 6852535.38 6954491.21 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8571 N/A 3140UCQZ7 2056-04-01 4.665 8061494.32 8055866.73 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8569 N/A 3140UCQX2 2056-05-01 4.415 6310952.96 6277489.31 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8568 N/A 3140UCQW4 2056-05-01 4.095 5551370.58 5475504.16 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8577 N/A 3140UCQ79 2056-05-01 4.54 8774799.89 8724759.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG8480 N/A 3140UCM65 2056-05-01 6 5261075.15 5513566.43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG5524 N/A 3140U9D62 2056-03-01 6.5 4759261.90 4983466.50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG3042 N/A 3140U6LY8 2056-02-01 6 5496444.70 5656024.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG2725 N/A 3140U6A38 2056-02-01 5.5 5540443.95 5656535.95 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB1695 N/A 3132CX3C4 2037-06-01 2 5470822.30 5017816.94 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G08837 G N/A 3128MJ4X5 2048-09-01 4.5 5935786.29 5823154.75 Agency Mortgage-Backed Securities FMAC FMAR 841649 G N/A 31288QZN3 2049-01-01 6.067 27792.47 28854.62 Agency Mortgage-Backed Securities FMAC FMAR 841485 G N/A 31288QUJ7 2052-09-01 4.174 767140.34 762278.51 Agency Mortgage-Backed Securities FMAC FMAR 841475 G N/A 31288QT83 2052-08-01 3.404 1435694.70 1399987.70 Agency Mortgage-Backed Securities FMAC FMAR 841375 G N/A 31288QQ45 2046-01-01 6.049 26060.74 27080.05 Agency Mortgage-Backed Securities FMAC FMAR 841319 G N/A 31288QPC8 2046-05-01 6.033 31592.87 32828.97 Agency Mortgage-Backed Securities FMAC FMAR 841318 G N/A 31288QPB0 2046-05-01 6.036 25299.59 26290.18 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AS356648 N/A 31376JEV7 2036-06-01 4.428 2311.90 2277.53 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AS303532 N/A 31373UED5 2029-03-01 4.362 55.70 55.51 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS295541 N/A 31373KHS1 2032-10-01 4.595 28484.46 28354.57 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS289517 N/A 31373CSE8 2034-04-01 3.98 37953.56 37277.79 Agency Mortgage-Backed Securities FMAC FKAR 03.750 WDWD0021 N/A 3142KDAX4 2030-11-01 3.75 14621270.27 14274656.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB7676 N/A 3142K9Q65 2056-07-01 6 7757882.55 8016152.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB6655 N/A 3142K8MD6 2056-06-01 5 7507767.32 7460872.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB6653 N/A 3142K8MB0 2056-07-01 5 5740259.72 5706195.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB7107 N/A 3142K83R6 2056-07-01 6 9296757.00 9632624.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4940 N/A 3142K6P21 2056-06-01 5 6101614.58 6067389.27 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB4893 N/A 3142K6NK3 2056-06-01 6 7698850.25 7957079.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2261 N/A 3140U5QP4 2056-03-01 5 5235407.09 5245604.50 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF8101 N/A 3140U0AB3 2055-12-01 3.02 777945.93 715931.02 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF8951 N/A 3140U05M5 2056-02-01 4.454 7828513.03 7806772.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9489 N/A 3140QVRK2 2054-11-01 5.5 5723608.43 5811096.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8493 N/A 3140QUNK8 2054-05-01 6 8437972.24 8725448.33 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLCB8906 N/A 3140QU3Q7 2054-07-01 7.5 2708647.94 2918377.65 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7318 N/A 3140Q3DY9 2033-06-01 4.5 5285594.59 5287391.70 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7264 N/A 3140Q3CA2 2033-06-01 4.49 12709459.46 12701426.37 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7288 N/A 3140Q3C20 2033-06-01 4.68 20867391.89 21095493.35 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7224 N/A 3140Q3A22 2033-06-01 4.66 8192594.59 8267318.34 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7181 N/A 3140Q26T0 2033-06-01 4.37 6778378.38 6732809.23 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7133 N/A 3140Q24T2 2033-05-01 4.18 11765961.07 11567542.51 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ5687 N/A 3140Q1J92 2030-12-01 3.865 36691824.32 35977268.37 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5249 N/A 3140Q0ZP0 2035-10-01 4.51 26189189.19 26071417.87 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4708 N/A 3140Q0GS5 2030-08-01 4.51 49439797.30 49765756.65 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4142 N/A 3140NYS85 2032-07-01 4.49 28188040.54 28306062.29 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ2516 N/A 3140NWYN9 2034-12-01 4.6 7404608.11 7445374.59 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ2295 N/A 3140NWRR8 2034-10-01 4.35 77027.03 76200.85 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB4890 N/A 3142K6NG2 2056-06-01 6 5423444.12 5610359.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB3268 N/A 3142K4T22 2056-05-01 5.5 4554787.24 4605908.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB2239 N/A 3142K3PZ5 2056-05-01 5.5 5651097.53 5743207.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA9909 N/A 3142K0AK0 2056-04-01 6 7592455.06 7831293.45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7886 N/A 3142JWXQ4 2056-03-01 5 6640220.37 6629740.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7773 N/A 3142JWT71 2056-03-01 5 9322640.78 9239564.66 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7489 N/A 3142JWKB1 2056-03-01 5 4823891.38 4787923.37 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRQ0086 N/A 3142J6CY7 2056-01-01 6 9340532.21 9611719.00 Agency Mortgage-Backed Securities FMAC FMAR 8C1351 G N/A 3142BBQC7 2056-02-01 4.504 8836792.03 8739872.05 Agency Mortgage-Backed Securities FMAC FMAR 8B0574 G N/A 3142AWT70 2056-03-01 4.633 5050341.36 5046357.34 Agency Mortgage-Backed Securities FMAC FKAR 04.850 WAWA4884 N/A 3142ACF20 2041-03-01 4.85 5547432.13 5560457.19 Agency Mortgage-Backed Securities FMAC FKAR 04.000 WAWA4839 N/A 3142ACEM7 2054-01-01 4 1503551.30 1285656.98 Agency Mortgage-Backed Securities FMAC FKAR 03.100 WAWA4814 N/A 3142ACDU0 2039-06-01 3.1 478981.85 409748.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5608 N/A 31427TGS9 2055-05-01 6 5627483.68 5858898.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5603 N/A 31427TGM2 2056-06-01 5.5 7782625.18 7894442.48 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL5593 N/A 31427TGB6 2051-11-01 2 6760882.46 5516427.86 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4684 N/A 31427SF29 2055-02-01 5 7089542.00 7090469.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4417 N/A 31427R4B3 2056-01-01 5 7874870.16 7803876.46 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ1925 N/A 3140NWD77 2029-09-01 4.08 57770.27 57376.66 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ1440 N/A 3140NVS65 2034-07-01 4.485 37301108.11 37246235.08 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ0164 N/A 3140NUFE4 2041-06-01 2.8 18775.36 15247.68 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ0082 N/A 3140NUCU1 2029-01-01 5.28 500675.68 511970.59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBT4771 N/A 3140LTJR6 2051-08-01 2 6894769.87 5551807.36 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS9818 N/A 3140LL4C2 2028-10-01 5.31 770270.27 781667.57 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS7655 N/A 3140LJQH2 2033-01-01 4.67 38525067.57 39009864.86 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6767 N/A 3140LHQV5 2032-10-01 4.27 145379.48 144073.65 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6188 N/A 3140LG2W1 2032-07-01 4.34 152514.41 151972.38 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS3144 N/A 3140LDP60 2036-09-01 1.93 27393105.73 22270587.34 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS1977 N/A 3140LCFT3 2031-05-01 1.85 154634.28 138244.63 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7934 N/A 3140JCY81 2056-02-01 4.726 16345728.68 16399784.92 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBM7306 N/A 3140JCDL5 2050-04-01 6.149 34948.10 36307.09 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM8004 N/A 3140JC3N2 2056-01-01 4.807 14858496.00 14890178.86 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM8003 N/A 3140JC3M4 2056-04-01 4.535 28856360.16 28715373.58 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7091 N/A 3140JB2Z8 2052-10-01 3.901 821907.07 813299.76 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX S1BM5375 N/A 3140J96M8 2036-08-01 6.043 1029028.65 1063945.25 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0722 N/A 3140HRYU1 2039-01-01 4.69 1120705.20 1116648.31 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0840 N/A 3140HR5A7 2039-02-01 4.7 1072311.03 1069856.63 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AS054844 N/A 3136195D6 2027-09-01 4.175 113.24 112.81 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI8447 N/A 3133WFL47 2054-06-01 6 7883706.93 8147443.21 Agency Mortgage-Backed Securities FMAC FEPC 06.000 3PRE6179 N/A 3133N32L7 2056-06-01 6 5093667.89 5186068.72 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA1501 N/A 3133KGU22 2049-10-01 3 6026061.57 5370345.72 Agency Mortgage-Backed Securities FMAC FEPC 06.000 3PQU8342 N/A 3133JMHT7 2055-11-01 6 5045059.78 5129112.15 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC5132 N/A 3133APVZ9 2051-08-01 2.5 11234406.33 9598102.57 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLQC2253 N/A 3133ALQE1 2051-05-01 1.5 11248735.02 8685410.78 Agency Mortgage-Backed Securities FMAC FKAR 03.810 WNWN5031 N/A 3132XKSV0 2029-07-01 3.81 154054.05 151932.75 Agency Mortgage-Backed Securities FMAC FKAR 04.350 WNWN4122 N/A 3132XJSL5 2035-07-01 4.35 1833243.24 1801682.44 Agency Mortgage-Backed Securities FMAC FKAR 04.430 WNWN4109 N/A 3132XJR77 2035-04-01 4.43 10335486.49 10224210.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3114 N/A 31427QN81 2053-11-01 5.5 9056400.30 9186536.75 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0268 N/A 31427MJN2 2054-07-01 6.5 8856419.70 9324013.08 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ2723 N/A 31427AAZ0 2055-09-01 6.5 4926498.01 5163738.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1319 N/A 31426XPD4 2055-07-01 5.5 8218431.78 8310228.02 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY6335 N/A 31426RBD2 2055-06-01 6 5246732.49 5431225.09 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA6124 N/A 31418FYW1 2041-07-01 4 4812337.46 4705562.39 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA6116 N/A 31418FYN1 2056-07-01 4 4842260.92 4564897.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA6055 N/A 31418FWR4 2056-05-01 6 6801005.95 6998461.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6037 N/A 31418FV79 2041-04-01 4.5 9478390.16 9424467.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5071 N/A 31418ET59 2053-07-01 5 6569039.76 6551663.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4978 N/A 31418EQ86 2053-04-01 5 5911586.93 5893052.79 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4599 N/A 31418EDD9 2052-05-01 3 10238269.42 9018038.35 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4626 N/A 31418ED80 2052-06-01 4 7925113.28 7500978.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4625 N/A 31418ED72 2052-06-01 3.5 6258562.78 5735781.55 Agency Mortgage-Backed Securities FMAC FKPC 03.830 WAWA0503 N/A 3132WRRN5 2044-03-01 3.83 155768.33 143432.30 Agency Mortgage-Backed Securities FNMA FNMS 02.500 ZLFP0105 N/A 3140XTDK4 2051-06-01 2.5 11410956.41 9681727.41 Agency Mortgage-Backed Securities FMAC FMAR 841386 G N/A 31288QRF9 2049-05-01 6.061 30399.96 31556.60 Agency Mortgage-Backed Securities FMAC FMAR 841337 G N/A 31288QPW4 2051-08-01 1.849 1263210.22 1220348.83 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBM7392 N/A 3140JCGA6 2049-04-01 6.071 29471.92 30721.81 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX XYAL9089 N/A 3138ERC32 2028-09-01 2.795 502227.66 489935.03 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS7085 N/A 3140LH2T6 2029-11-01 4.57 154054.05 155143.28 Agency Mortgage-Backed Securities FMAC FMAR 841315 G N/A 31288QN89 2046-05-01 6.036 30359.51 31548.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB3868 N/A 3140ADJN2 2054-05-01 6 7179256.61 7406791.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL8687 N/A 3138ETUM6 2045-03-01 4.5 9895724.74 9745656.08 Agency Mortgage-Backed Securities FMAC FKAR 02.460 WNWN0046 N/A 3132XEBQ3 2036-10-01 2.46 73488405.41 61895144.05 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6512 N/A 3140LHGW4 2032-09-01 3.75 308108.11 295746.45 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX S1BM5066 N/A 3140J9TY7 2036-11-01 6.411 1110722.48 1161419.53 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0935 N/A 3132DNBC6 2052-04-01 3 8055511.10 7108800.59 Agency Mortgage-Backed Securities FMAC FMAR 841680 G N/A 31288Q2M1 2049-12-01 5.888 29670.16 30865.04 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7524 N/A 3132DVLD5 2050-08-01 3 9062057.96 8133257.43 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4624 N/A 31418ED64 2052-06-01 3 9892317.40 8713367.50 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6197 N/A 3140LG3F7 2038-07-01 4.24 298958.30 286944.23 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HIAN7185 N/A 3138LK6X0 2032-11-01 3.35 200705.86 194296.84 Agency Mortgage-Backed Securities FMAC FMAR 840357 G N/A 31347AME1 2046-07-01 6.124 24340.74 25276.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC9206 N/A 3140AXGQ4 2054-12-01 5 9469229.58 9449332.63 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4263 N/A 3140NYWZ0 2030-07-01 4.45 38821621.62 39027559.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3654 N/A 3140UKBY8 2056-06-01 5.5 7539719.68 7652736.73 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA6021 N/A 3140W6VP4 2055-02-01 4 9163393.95 8656083.00 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5722 N/A 3133WQLB7 2041-06-01 5 6965462.39 7036696.63 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5119 N/A 3140Q0VM1 2035-11-01 4.435 61871959.46 61316450.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3021 N/A 3140U6LB8 2056-02-01 5.5 8327589.91 8420638.70 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA6059 N/A 31418FWV5 2041-05-01 4 8662461.83 8470261.05 Agency Mortgage-Backed Securities FMAC FKAR 04.200 WDWD0020 N/A 3142KDAW6 2032-10-01 4.2 25920364.86 25582527.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ3402 N/A 31427AX85 2055-09-01 5 4729044.96 4691012.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4383 N/A 3142K52R3 2056-06-01 5.5 9162634.70 9282248.83 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5402 N/A 3140Q1AC4 2035-12-01 4.36 77027.03 75839.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA1669 N/A 3140W12B8 2048-07-01 3.5 9732888.55 9140714.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ8997 N/A 3133D07J4 2054-11-01 5 8160192.39 8091840.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8349 N/A 3132DWH22 2053-08-01 5.5 5777107.21 5872935.30 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4440 N/A 3140NY5A5 2030-07-01 4.45 21371918.92 21485291.01 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7954 N/A 3140JCZU1 2056-02-01 4.125 13385590.48 13149456.76 Agency Mortgage-Backed Securities FMAC FMAR 8C6086 G N/A 3142BGXP9 2056-05-01 4.498 1485293.51 1471645.73 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY0782 N/A 31426J2Q1 2055-04-01 6 4522777.78 4668602.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC8212 N/A 3140AWDS5 2055-06-01 5.5 4717482.76 4780869.48 Agency Mortgage-Backed Securities FMAC FKAR 04.500 WAWA1648 N/A 3132WVBS2 2035-04-01 4.5 760284.51 760759.69 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ2114 N/A 3140NWK46 2034-10-01 4.34 15771283.78 15567078.95 Agency Mortgage-Backed Securities FMAC FKAR 04.400 WDWD0066 N/A 3142KDCC8 2033-03-01 4.4 16714864.86 16669508.14 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3742 N/A 3140NYEQ0 2035-05-01 4.32 10414054.05 10237848.26 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8959 N/A 3140BM5V8 2055-09-01 6.5 4748740.31 5067105.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7689 N/A 3142JWRK4 2056-03-01 5.5 6517542.82 6590366.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIRR0092 N/A 3142JCC65 2041-06-01 5.5 7430046.83 7592806.14 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7188 N/A 3140Q27A0 2033-06-01 4.59 2561148.65 2574188.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB6658 N/A 3142K8MG9 2056-06-01 5 6588298.78 6545269.14 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA6009 N/A 3140W6VB5 2051-05-01 2 9807774.32 7978723.58 Agency Mortgage-Backed Securities FMAC FKAR 04.500 WAWA4879 N/A 3142ACFV6 2040-12-01 4.5 3531063.08 3418626.97 Agency Mortgage-Backed Securities FMAC FKAR 04.400 WNWN2764 N/A 3132XHCA0 2033-03-01 4.4 18871621.62 18798408.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH3412 N/A 3140UJYJ9 2056-06-01 5 4883028.24 4855638.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6078 N/A 31418FXG7 2056-06-01 4.5 5198715.81 5026768.29 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB6664 N/A 3142K8MN4 2056-06-01 5 6221278.86 6176919.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4522 N/A 3140U8AY6 2056-03-01 5 7007876.06 6964096.30 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG2395 N/A 3140U5UV6 2056-05-01 4.531 17010372.75 16922326.58 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0075 N/A 3142JCCM0 2041-04-01 4.5 9477117.88 9423202.56 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7172 N/A 3140Q26J2 2033-06-01 4.25 1364918.92 1344766.72 Agency Mortgage-Backed Securities FMAC FMAR 8B0616 G N/A 3142AWVH5 2056-05-01 4.5 6102137.56 6076496.38 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8570 N/A 3140UCQY0 2056-04-01 4.54 9097180.02 9073775.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB2244 N/A 3142K3P69 2056-05-01 5.5 5920490.10 6013125.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4956 N/A 3142K6QJ3 2056-06-01 5 8408179.97 8348227.78 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC2913 N/A 3140Y9GX6 2056-06-01 4.5 10058149.91 9725516.83 Agency Mortgage-Backed Securities FMAC FKAR 04.200 WDWD0059 N/A 3142KDB54 2033-01-01 4.2 61005405.41 59971262.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4140 N/A 3140U7S60 2056-03-01 5 6188539.65 6144166.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5602 N/A 31427TGL4 2056-06-01 5.5 7534960.18 7661348.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CKDG2408 N/A 3140U5VA1 2056-06-01 6 4660934.68 4745485.58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 3PRE6176 N/A 3133N32H6 2056-05-01 6 6195548.70 6329021.47 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM8002 N/A 3140JC3L6 2056-03-01 4.77 14108950.17 14137835.51 Agency Mortgage-Backed Securities GNMA GNRM 2026-046 GB N/A 38385PGN3 2056-03-20 4.5 12324324.32 11012560.22 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-043 ET N/A 38385EJT2 2055-03-20 4.5 26753733.63 26041067.67 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-098 JB N/A 38384BXW6 2053-07-20 6 3851351.35 3980530.81 Agency Collateralized Mortgage Obligation FMAC FERM 5665EY 06/25/56 N/A 3137HRW62 2056-06-25 5 26189189.19 25280837.54 Agency Collateralized Mortgage Obligation FMAC FERM 5650PK 04/25/56 N/A 3137HR4U0 2056-04-25 4.5 44453.07 38424.03 Agency Collateralized Mortgage Obligation FMAC FTRM 5623GC 02/15/33 N/A 3137HPZK2 2033-02-15 4.1 59542430.33 58225814.89 Agency Collateralized Mortgage Obligation FMAC FERM 5616PY 01/25/56 N/A 3137HPMQ3 2056-01-25 4.5 1850653.66 1679644.01 Agency Collateralized Mortgage Obligation FMAC FERM 5616PL 01/25/56 N/A 3137HPML4 2056-01-25 4.5 793989.20 687374.72 Agency Collateralized Mortgage Obligation FMAC FTRM 5616GL 01/15/33 N/A 3137HPKW2 2033-01-15 4.05 131119953.22 127289873.82 Agency Collateralized Mortgage Obligation FMAC FERA 5566FE 08/25/55 N/A 3137HMJ35 2055-08-25 5.0278 12981542.95 13144906.58 Agency Collateralized Mortgage Obligation FMAC FERM 5666PL 06/25/56 N/A 3137GCE41 2056-06-25 4.75 312417.77 279378.15 Agency Collateralized Mortgage Obligation FMAC FERM 5666KB 06/25/56 N/A 3137GCDS9 2056-06-25 5 2932056.12 2749470.47 Agency Collateralized Mortgage Obligation FMAC FTRM 5666GB 05/15/33 N/A 3137GCDJ9 2033-05-15 4.5 100585136.20 99569628.67 Agency Collateralized Mortgage Obligation FMAC FTRM 5678GB 05/15/33 N/A 3137GBD44 2033-05-15 4.75 25185868.26 25191897.47 Agency Collateralized Mortgage Obligation FMAC FERM 5678CL 07/25/56 N/A 3137GBCP8 2056-07-25 5 10172605.91 9794335.30 Agency Collateralized Mortgage Obligation FMAC FERM 5678AL 07/25/56 N/A 3137GBCH6 2056-07-25 5 2805319.70 2690003.61 Agency Collateralized Mortgage Obligation FMAC FGRM 4170PE 01/15/33 N/A 3137AYYA3 2033-01-15 2.25 24193.98 23490.36 Agency Collateralized Mortgage Obligation FNMA FNRM RC057DT R26F057 N/A 3136G6ZM3 2056-07-25 5 15405405.41 15337479.55 Agency Collateralized Mortgage Obligation FNMA FNRM RC057AL R26F057 N/A 3136G6ZE1 2056-07-25 5 7081101.53 6817789.20 Agency Collateralized Mortgage Obligation FNMA FNRM CL057V R26F057 N/A 3136G6YM4 2039-04-25 4 11297554.05 10943378.25 Agency Collateralized Mortgage Obligation FNMA FNRA CL057FB R26F057 N/A 3136G6YH5 2056-07-25 4.61 29980785.28 30053347.12 Agency Collateralized Mortgage Obligation FNMA FNRM CL057ML R26F057 N/A 3136G6XY9 2056-07-25 5 850302.89 800419.68 Agency Collateralized Mortgage Obligation FNMA FNRM CL057KB R26F057 N/A 3136G6XU7 2056-07-25 5.25 658112.76 620651.12 Agency Collateralized Mortgage Obligation FNMA FNRM RC044DT R26F044 N/A 3136G6GF9 2056-05-25 5.5 148686241.63 151472555.79 Agency Collateralized Mortgage Obligation FNMA FNRM RC044PY R26F044 N/A 3136G6EJ3 2056-06-25 5 1394513.47 1287335.04 Agency Collateralized Mortgage Obligation FNMA FNRM RC044PH R26F044 N/A 3136G6EE4 2056-01-25 5 523345.40 523839.84 Agency Collateralized Mortgage Obligation FNMA FNRM RC036PY R26F036 N/A 3136G5R69 2056-05-25 5 267236.80 246713.75 Agency Collateralized Mortgage Obligation FNMA FNRM RC027DY R26F027 N/A 3136G5PG9 2056-04-25 5 1110384.65 1025281.19 Agency Collateralized Mortgage Obligation FNMA FNRM RC027DT R26F027 N/A 3136G5PD6 2056-03-25 4.5 75755.07 74210.04 Agency Collateralized Mortgage Obligation FNMA FNRM CL036PL R26F036 N/A 3136G5E97 2056-05-25 5 4880.43 4501.59 Agency Collateralized Mortgage Obligation FNMA FNRM RC113AE R25F113 N/A 3136BYFY3 2052-11-25 4.25 756027.32 743332.57 Agency Collateralized Mortgage Obligation FNMA FNRM RC106PY R25F106 N/A 3136BYBC5 2055-12-25 5 1274852.76 1217797.71 Agency Collateralized Mortgage Obligation FNMA FNRM RC091AB R25F091 N/A 3136BXLZ5 2055-05-25 4.75 483768.67 477848.49 Agency Collateralized Mortgage Obligation FNMA FNRM CL091PL R25F091 N/A 3136BXLQ5 2055-08-25 5 92826.81 87405.89 Agency Collateralized Mortgage Obligation FNMA FNRM RC074AY R25F074 N/A 3136BXGM0 2055-09-25 5 1064333.27 1036995.63 Agency Collateralized Mortgage Obligation FNMA FNRA RC044FG R25F044 N/A 3136BWEC6 2055-06-25 5.0578 11078918.23 11221187.78 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-067 PQ N/A 38385RMT9 2056-04-20 4.5 36751003.88 36118739.61 Agency Collateralized Mortgage Obligation FNMA FNRM CL062LB R13F062 N/A 3136AEMJ3 2028-06-25 1.25 9859.66 9673.96 Agency Collateralized Mortgage Obligation FMAC FERM 5616PM 01/25/56 N/A 3137HPMM2 2056-01-25 4.5 1377051.45 1219285.41 Agency Collateralized Mortgage Obligation FNMA FNRA CL100FA R25F100 N/A 3136BX4N1 2055-12-25 4.8778 62007613.30 62212701.43 Agency Collateralized Mortgage Obligation FNMA FNRM CL036GA R26F036 N/A 3136G5F47 2032-11-25 4 58588387.01 57300861.63 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-115 K N/A 38381PDR1 2055-07-20 4.5 5800717.83 5510328.09 Agency Collateralized Mortgage Obligation FMAC FERM 5623AH 08/25/48 N/A 3137HPYJ6 2048-08-25 4.25 132991.85 131402.28 Agency Collateralized Mortgage Obligation FMAC FERM 5650PL 04/25/56 N/A 3137HR4V8 2056-04-25 4.75 107046.00 95629.05 Agency Collateralized Mortgage Obligation FMAC FGRM 4815AL 08/15/48 N/A 3137FGT39 2048-08-15 3.5 1525136.12 1454227.12 Agency Collateralized Mortgage Obligation FNMA FNRA CL021FA R26F021 N/A 3136G5FS4 2056-04-25 4.7778 3413255.48 3417950.67 Agency Collateralized Mortgage Obligation FNMA FNRM RC044JY R26F044 N/A 3136G6EZ7 2056-06-25 5 2598703.18 2428560.30 Agency Collateralized Mortgage Obligation FNMA FNRA CL065FC R24F065 N/A 3136BSH99 2054-09-25 4.8278 23400163.40 23514204.61 Agency Collateralized Mortgage Obligation FMAC FERA 5666FC 06/25/56 N/A 3137GCDB6 2056-06-25 4.4878 58464027.81 58244083.65 Agency Collateralized Mortgage Obligation FNMA FNRM CL057PB R26F057 N/A 3136G6YQ5 2056-07-25 5 1487391.89 1413606.51 Agency Collateralized Mortgage Obligation FNMA FNRA CL057FP R26F057 N/A 3136G6XS2 2056-07-25 4.5897 7684931.03 7712838.50 Agency Collateralized Mortgage Obligation FNMA FNRM CL146KA R12F146 N/A 3136ABGG2 2042-11-25 1.5 220738.45 193681.73 Agency Collateralized Mortgage Obligation FNMA FNRA CL060FH R24F060 N/A 3136BSS48 2054-09-25 4.8778 34388162.25 34589039.57 Agency Collateralized Mortgage Obligation FMAC FERA 5678FB 07/25/56 N/A 3137GBCX1 2056-07-25 4.5897 58431152.15 58618859.55 Agency Collateralized Mortgage Obligation FMAC FERM 5678PA 06/25/56 N/A 3137GBDD4 2056-06-25 5 8006189.19 7924107.96 Agency Collateralized Mortgage Obligation FMAC FERM 5678PD 06/25/56 N/A 3137GBDF9 2056-06-25 4.5 770270.27 746665.34 Agency Collateralized Mortgage Obligation FNMA FNRM CL027DL R26F027 N/A 3136G5LP3 2056-04-25 5 20480.72 18893.04 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-106 LB N/A 38385TA76 2056-06-20 5 38513513.51 37685464.42 Agency Collateralized Mortgage Obligation FNMA MNRM CL0051A2 R26M00 N/A 3136BYH70 2036-01-25 4.3 79216292.27 77230251.82 Agency Mortgage-Backed Securities FNMA MNRM CL005A1 R26M005 N/A 3136BYH62 2035-08-25 4 22710036.75 22051246.35 Agency Mortgage-Backed Securities FNMA MNRA CL003A1 R22M003 N/A 3136BLR69 2031-11-25 1.7641 3168924.01 2953370.63 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-07-01 2026-07-07 2026-08-04 Y Bank of Montreal 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0370 2850000000.00 2850000000.00 .0153 N N Y N Bank of Montreal Bank of Montreal, REPO, 3.640%, 7/6/2026 3.640 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. 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Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0040 N/A 3142J6BJ1 2055-08-01 5.5 18512484.49 18718316.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4009 N/A 3140XKN30 2053-03-01 5.5 18782771.41 19134770.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0101 N/A 3142JCDF4 2041-07-01 5 16250348.90 16416537.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5610 N/A 31427TGU4 2056-03-01 6 22990280.27 23811109.90 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5611 N/A 31427TGV2 2055-11-01 6.5 18122824.64 19011805.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5091 N/A 3140W5UR3 2056-03-01 5 19405899.69 19323963.67 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-07-07 2026-07-07 2026-07-10 Y Bank of Montreal 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0369 349000000.00 349000000.00 .0019 N N Y N MUFG Securities Americas Inc. MUFG Securities Americas Inc., REPO, 3.650%, 7/1/2026 3.650 933DPF004 K5HU16E3LMSVCCJJJ255 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 04.500 CLRJ5600 N/A 3142GWGJ2 2055-12-01 4.5 8256836.28 7984525.82 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4761 N/A 31427SJF6 2052-06-01 3 1150223.80 1036373.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4689 N/A 31426PF75 2055-05-01 6 5038665.88 5184955.15 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLRA4636 N/A 3133KLEH6 2051-02-01 1.5 10292419.71 7971400.15 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD6061 N/A 3133B3WW3 2052-01-01 2 13744399.44 11267412.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8373 N/A 3132DWJS3 2053-11-01 6 9186227.52 9452934.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5956 N/A 3132DTTM2 2054-07-01 5.5 9008251.65 9198060.52 Agency Mortgage-Backed Securities 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Agency Collateralized Mortgage Obligation GNMA GNRA 2022-009 FE N/A 38383FN74 2052-01-20 2.5 31252740.81 25977979.60 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-131 FE N/A 38381QPM7 2054-05-20 4.7087 10553996.02 10608085.02 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-114 VF N/A 38381PTR4 2055-07-20 4.6087 10423693.12 10503655.36 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-173 FA N/A 38384VQW0 2054-10-20 4.6087 3310899.70 3306788.23 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-024 FA N/A 38383F3M3 2052-02-20 3 56892474.26 49643083.51 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-174 NF N/A 38383UX88 2052-08-20 4.8087 19445218.28 19488829.15 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-081 NF N/A 38383RWX1 2052-05-20 4.5 19813378.00 19021992.06 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-070 MF N/A 38384AER0 2053-05-20 4.7587 13228897.22 13313269.37 Agency Collateralized Mortgage Obligation GNMA GNRA 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- 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42542750.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42542750.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42542750.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42542750.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42542750.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42542750.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 01/15/2030 N/A 76116FAB3 2030-01-15 0 50000000.00 43014700.00 Agency Debentures and Agency Strips Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0372 292375000.00 292375000.00 .0016 N Y Y N Royal Bank of Canada, Three World Financial Center Branch Royal Bank of Canada, Three World Financial Center Branch, REPO, 3.670%, 7/31/2026 3.670 933FLL000 549300HXQQQCCUBS2Z23 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 04.000 CLFA3890 N/A 3140W4KC0 2044-10-01 4 843.87 814.39 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL3888 N/A 31427RKA7 2046-09-01 3.5 810.11 760.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1718 N/A 3140Y74C9 2055-12-01 6 1568.37 1632.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7596 N/A 3142K9NN1 2056-07-01 5.5 849.40 866.18 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5652 N/A 3142GWH69 2056-01-01 5 831.03 828.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5438 N/A 31427TBG0 2056-06-01 6 867.58 899.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRQ0138 N/A 3142J6EL3 2056-07-01 6 24604413.51 25318761.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB0231 N/A 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59371637.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA7762 N/A 3133KPTT5 2052-10-01 5 1194.57 1199.91 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA4561 N/A 3133KLB63 2051-02-01 2.5 68510739.02 57770371.37 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH4609 N/A 3133CHDN2 2053-11-01 6.5 608.68 645.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG3607 N/A 3133C4AG9 2053-05-01 5.5 804.60 818.24 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7570 N/A 3132DVMT9 2054-05-01 6 82051083.96 86096475.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6965 N/A 3132DUW29 2054-11-01 5.5 1420.69 1449.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD1868 N/A 3132DPCD8 2052-11-01 5.5 55394308.52 56861734.55 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD1701 N/A 3132DN3J0 2052-05-01 2.5 624.03 537.33 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK8958 N/A 3131XC5T0 2032-09-01 3 699.71 677.42 Agency Mortgage-Backed Securities 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NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 17029450.72 16097462.94 U.S. Treasuries (including strips) USTR 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 69386806.48 65810026.94 U.S. Treasuries (including strips) USTR 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625 42443074.02 40299486.57 U.S. Treasuries (including strips) USTR 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 7730389.40 6737102.00 U.S. Treasuries (including strips) USTR 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 778814.86 743167.57 U.S. Treasuries (including strips) USTR 0 3/8 NOTE Q 27 N/A 91282CAL5 2027-09-30 0.375 554658.20 530135.86 U.S. Treasuries (including strips) USTR 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 2548115.06 2217203.59 U.S. Treasuries (including strips) USTR 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.5 17837400.00 17337646.07 U.S. Treasuries (including strips) USTR 1 5/8 NOTE E 29 N/A 912828YB0 2029-08-15 1.625 45867.60 42838.05 U.S. Treasuries (including strips) USTR 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.25 115256275.16 114976419.55 U.S. Treasuries (including strips) USTR 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 20249271.30 19697648.03 U.S. Treasuries (including strips) USTR 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 4041190.38 3995183.55 U.S. Treasuries (including strips) USTR 4 3/4 BOND 56 N/A 912810UR7 2056-02-15 4.75 4688263.30 4688516.88 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 15498322.28 15120492.55 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 21744.64 21718.63 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 3937053.94 3854026.39 U.S. Treasuries (including strips) USTR 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 90854627.02 90755368.34 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 42440271.00 38565939.69 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BD 28 N/A 91282CQY0 2028-06-30 4.125 23029357.50 23035667.55 U.S. Treasuries (including strips) USTR 4 1/8 NOTE K 33 N/A 91282CQN4 2033-04-30 4.125 31568460.64 31562388.00 U.S. Treasuries (including strips) USTR TRFR BB 04/30/28 N/A 91282CQM6 2028-04-30 3.8787 16872226.78 16982635.91 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 28 N/A 91282CQL8 2028-04-30 3.75 1323959.78 1323610.29 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AM 29 N/A 91282CQJ3 2029-04-15 3.875 2175483.28 2179217.39 U.S. Treasuries (including strips) USTR 3 7/8 NOTE W 31 N/A 91282CQG9 2031-03-31 3.875 10140392.02 10119650.49 U.S. Treasuries (including strips) USTR 3 3/4 NOTE H 33 N/A 91282CQC8 2033-02-28 3.75 81090943.90 79853663.56 U.S. Treasuries (including strips) USTR 4 1/8 NOTE B 36 N/A 91282CPZ8 2036-02-15 4.125 27324688.36 27219851.38 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375 10720871.98 10657331.30 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 30 N/A 91282CNX5 2030-08-31 3.625 49467272.26 49093827.15 U.S. Treasuries (including strips) USTR 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875 16029367.16 15943553.42 U.S. Treasuries (including strips) USTR 3 5/8 NOTE BG 27 N/A 91282CNV9 2027-08-31 3.625 2097253.54 2111069.54 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 5007382.88 5047639.47 U.S. Treasuries (including strips) USTR 4 BOND 52 N/A 912810TL2 2052-11-15 4 4451960.22 3873761.88 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 60271725.20 50329452.09 U.S. Treasuries (including strips) USTR 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 37366974.68 27846880.09 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 32112671.22 19846943.71 U.S. Treasuries (including strips) USTR 2 BOND 51 N/A 912810SZ2 2051-08-15 2 62773547.96 36668450.14 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 84.94 55.56 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 84.94 45.15 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 50811787.52 38020318.64 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RV2 2047-02-15 3 23167385.00 17683615.05 U.S. Treasuries (including strips) USTR 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 3166478.26 2348623.63 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 84.94 56.75 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 254.82 222.63 U.S. Treasuries (including strips) USTR 4 3/8 BOND 39 N/A 912810QD3 2039-11-15 4.375 38496336.92 37875034.91 U.S. Treasuries (including strips) USTR 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.5 2604685.10 2392959.33 U.S. Treasuries (including strips) USTR 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 42470000.00 43902121.02 U.S. Treasuries (including strips) USTR 5 1/2 BOND 28 N/A 912810FE3 2028-08-15 5.5 268240.52 281224.98 U.S. Treasuries (including strips) USTR 6 1/8 BOND 27 N/A 912810FB9 2027-11-15 6.125 548882.28 567939.06 U.S. Treasuries (including strips) USTR 6 3/4 BOND 26 N/A 912810EX2 2026-08-15 6.75 1773037.56 1823910.71 U.S. Treasuries (including strips) USTR BILL 10/13/26 N/A 912797VL8 2026-10-13 0 84685.18 83764.06 U.S. Treasuries (including strips) USTR BILL 06/10/27 N/A 912797VF1 2027-06-10 0 23215121.28 22369858.72 U.S. Treasuries (including strips) USTR BILL 07/21/26 N/A 912797UQ8 2026-07-21 0 31442069.92 31375412.73 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 81542.40 80937.99 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 191115.00 187522.95 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 584387.20 588940.85 U.S. Treasuries (including strips) USTR 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 17200350.00 17355168.11 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 16988000.00 12258604.51 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 464536.86 465144.56 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 28 N/A 91282CQH7 2028-03-31 3.875 41337155.22 41562631.33 U.S. Treasuries (including strips) USTR BILL 08/18/26 N/A 912797UU9 2026-08-18 0 38223.00 38031.89 U.S. Treasuries (including strips) USTR 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 13075323.84 13250344.71 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 27 N/A 912828X88 2027-05-15 2.375 6104467.92 6034417.62 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 8316390.46 6030842.82 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 2814062.20 2856640.91 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 16988000.00 17077935.98 U.S. Treasuries (including strips) USTR 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 27383127.08 26081298.99 U.S. Treasuries (including strips) USTR 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 4416.88 3838.99 U.S. Treasuries (including strips) USTR 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 1189.16 1162.04 U.S. Treasuries (including strips) USTR 3 1/8 NOTE AC 27 N/A 91282CFH9 2027-08-31 3.125 282000.80 281772.68 U.S. Treasuries (including strips) USTR 1 3/8 NOTE P 26 N/A 912828YD6 2026-08-31 1.375 3354535.42 3356244.30 U.S. Treasuries (including strips) USTR 4 NOTE BC 28 N/A 91282CQS3 2028-05-31 4 22505532.52 22531834.48 U.S. Treasuries (including strips) USTR 2 NOTE F 26 N/A 912828U24 2026-11-15 2 7358691.96 7325864.83 U.S. Treasuries (including strips) USTR 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4 20357060.16 20588816.85 U.S. Treasuries (including strips) USTR 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 17088059.32 8266186.36 U.S. Treasuries (including strips) USTR BILL 10/01/26 N/A 912797SA6 2026-10-01 0 8922692.18 8836588.20 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SA7 2048-02-15 3 20391715.68 15404877.67 U.S. Treasuries (including strips) USTR 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 84.94 70.31 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 36 N/A 91282CQQ7 2036-05-15 4.375 18123562.86 18219123.88 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AN 28 N/A 91282CND9 2028-05-15 3.75 244372.38 243884.73 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 39274896.96 38376752.82 U.S. Treasuries (including strips) USTR 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 7822974.00 7758477.26 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 46231313.08 29575384.55 U.S. Treasuries (including strips) USTR 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 82496106.32 74129622.41 U.S. Treasuries (including strips) USTR BILL 09/10/26 N/A 912797UF2 2026-09-10 0 696508.00 691374.74 U.S. Treasuries (including strips) USTR 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 25936004.30 26202941.48 U.S. Treasuries (including strips) USTR 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.25 105788183.24 105610723.56 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 84.94 59.25 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-07-07 2026-07-07 2026-07-31 Y Royal Bank of Canada, Three World Financial Center Branch 1.0000 7 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0372 4247000000.00 4247000000.00 .0228 N N Y N Royal Bank of Canada, Three World Financial Center Branch Royal Bank of Canada, Three World Financial Center Branch, REPO, 3.670%, 7/1/2026 3.670 933FLL000 549300HXQQQCCUBS2Z23 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FERA 5481HF 12/25/54 N/A 3137HHQJ3 2054-12-25 5.0778 51078966.36 51670166.78 Agency Collateralized Mortgage Obligation FMAC FERA 5481GF 12/25/54 N/A 3137HHQF1 2054-12-25 4.7778 11928922.09 12003711.40 Agency Collateralized Mortgage Obligation FMAC FERA 5452FA 09/25/54 N/A 3137HFGN9 2054-09-25 4.5278 42815898.44 42995633.42 Agency Collateralized Mortgage Obligation FNMA FNRA CL057FA R26F057 N/A 3136G6YF9 2056-07-25 4.4423 42450000.00 42581382.33 Agency Collateralized Mortgage Obligation FNMA FNRA RC009FM R24F009 N/A 3136BRKD8 2054-03-25 4.4778 62217785.27 62359885.15 Agency Collateralized Mortgage Obligation FNMA FNRA CL053FC R23F053 N/A 3136BQTL3 2053-11-25 5.3778 33305177.70 33957090.29 Agency Collateralized Mortgage Obligation FMAC FERA 5633FD 02/25/56 N/A 3137HQ4V0 2056-02-25 4.3778 68006609.16 67936767.87 Agency Collateralized Mortgage Obligation FMAC FERM 5568DA 03/25/51 N/A 3137HMMT4 2051-03-25 5 12939115.11 12999744.92 Agency Collateralized Mortgage Obligation FMAC FERA 5502FE 02/25/55 N/A 3137HJSX6 2055-02-25 5.2778 64698697.67 65836425.69 Agency Collateralized Mortgage Obligation FMAC FERA 5449FL 08/25/54 N/A 3137HFHR9 2054-08-25 4.9778 48483799.05 48976557.16 Agency Collateralized Mortgage Obligation FMAC FERA 5585FD 10/25/55 N/A 3137HNEW4 2055-10-25 4.7278 50625926.20 50982719.20 Agency Collateralized Mortgage Obligation FMAC FERA 5534FW 05/25/55 N/A 3137HLEV0 2055-05-25 5.6778 40046719.14 40745237.16 Agency Collateralized Mortgage Obligation FNMA FNRA CL016FC R25F016 N/A 3136BU5K2 2055-03-25 4.9778 57286704.17 57882334.43 Agency Collateralized Mortgage Obligation FMAC FERA 5678FC 07/25/56 N/A 3137GBCY9 2056-07-25 4.4434 6137434.58 6156436.89 Agency Collateralized Mortgage Obligation FMAC FERA 5481FG 12/25/54 N/A 3137HHQ79 2054-12-25 4.9778 73692819.74 74382831.85 Agency Collateralized Mortgage Obligation FMAC FERA 5656AF 05/25/56 N/A 3137HRPA1 2056-05-25 4.3778 68184539.82 67932872.18 Agency Collateralized Mortgage Obligation USTR 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 1913476.20 1851883.80 U.S. Treasuries (including strips) USTR 4 1/2 BOND 54 N/A 912810UE6 2054-11-15 4.5 36460559.70 34525050.89 U.S. Treasuries (including strips) USTR 4 BOND 52 N/A 912810TL2 2052-11-15 4 172007.40 149667.94 U.S. Treasuries (including strips) USTR 3 BOND 45 N/A 912810RM2 2045-05-15 3 595998.00 460056.82 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 99394807.20 76606013.08 U.S. Treasuries (including strips) USTR 6 1/8 BOND 29 N/A 912810FJ2 2029-08-15 6.125 11461.50 12389.71 U.S. Treasuries (including strips) USTR 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 31277839.20 25892100.25 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-07-01 2026-07-01 2026-07-01 Y Royal Bank of Canada, Three World Financial Center Branch 1.0000 1 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0372 849000000.00 849000000.00 .0046 N Y Y N Royal Bank of Canada, Three World Financial Center Branch Royal Bank of Canada, Three World Financial Center Branch, REPO, 3.650%, 7/28/2026 3.650 933FLL000 549300HXQQQCCUBS2Z23 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 3130400.00 3134354.26 U.S. Treasuries (including strips) USTR 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 74837700.00 70979935.57 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 84366500.00 77507456.94 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 96521900.00 94416928.01 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 52 N/A 912810TE8 2052-02-15 0.125 361319.39 190775.97 U.S. Treasuries (including strips) USTR 1 3/4 TRIB 28 N/A 912810PV4 2028-01-15 1.75 95323.80 95477.54 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AN 28 N/A 91282CND9 2028-05-15 3.75 10816700.00 10795115.28 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-07-07 2026-07-07 2026-07-28 Y Royal Bank of Canada, Three World Financial Center Branch 1.0000 7 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0370 250000000.00 250000000.00 .0013 N N Y N Royal Bank of Canada, Three World Financial Center Branch Royal Bank of Canada, Three World Financial Center Branch, REPO, 3.640%, 7/29/2026 3.640 933FLL000 549300HXQQQCCUBS2Z23 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 02.000 CLSL3335 N/A 31427QV58 2052-03-01 2 684012.17 550778.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0649 N/A 3140UFWK6 2056-06-01 5.5 899.40 920.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA6548 N/A 3142JVH27 2056-02-01 5.5 1339068.82 1354218.45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3839 N/A 3142JSHR9 2056-01-01 5 2383553.65 2372843.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3481 N/A 3142GT2P0 2055-02-01 5.5 795.53 811.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1984 N/A 31427PF25 2055-07-01 6 6533.59 6743.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH1311 N/A 3140UGN57 2041-06-01 5 896.73 909.88 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG4470 N/A 3140U76G2 2056-03-01 6 896.39 928.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0792 N/A 3140UF3A0 2056-06-01 5.5 2213531.10 2243184.80 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ3318 N/A 3142GTVL7 2055-01-01 6.5 523.10 546.35 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA5882 N/A 31418FRC3 2055-11-01 7 672.38 714.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 NBAA7233 N/A 31416RBB8 2047-09-01 4.5 23.17 22.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CK931825 N/A 31412QHA0 2039-08-01 5.5 88919.36 89499.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 GL931532 N/A 31412P4R9 2039-05-01 4 41959.53 41046.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL889117 N/A 31410GYN7 2035-10-01 5 9.69 9.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2892 N/A 3140Y9GA6 2056-06-01 5.5 920.90 933.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2228 N/A 3140Y8PN0 2056-03-01 5.5 905.03 925.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2001 N/A 3140Y8GK6 2056-02-01 5 907.55 902.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2686 N/A 3140Y86Y7 2056-05-01 6 14478.08 15187.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7592 N/A 3142K9NJ0 2056-07-01 5.5 5515605.00 5658671.83 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB7561 N/A 3142K9MK8 2056-07-01 6 900.00 931.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7394 N/A 3142K9GC3 2056-07-01 5.5 6142701.60 6276314.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7383 N/A 3142K9FZ3 2056-07-01 5.5 900.00 921.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7349 N/A 3142K9EX9 2056-07-01 5.5 5531337.90 5674812.82 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB7252 N/A 3142K9BW4 2056-06-01 6 900.00 935.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0810 N/A 3140UF3U6 2056-06-01 5.5 900.00 916.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0802 N/A 3140UF3L6 2056-06-01 5 900.00 893.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0800 N/A 3140UF3J1 2056-06-01 5 900.00 897.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1014 N/A 3140Y7DU9 2055-09-01 5.5 7955956.16 8107426.07 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY1645 N/A 31426KZK5 2055-04-01 6.5 775.85 821.46 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE4817 N/A 3140BHK75 2055-07-01 7 892.79 953.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA0287 N/A 3140W0J97 2054-12-01 6 1163334.02 1197109.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1085 N/A 31427NF38 2055-05-01 5 26756124.55 26685107.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4156 N/A 3140UKTN3 2056-06-01 5.5 1407600.00 1423358.87 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA2137 N/A 3142JQLT4 2056-01-01 5 894.00 887.94 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA1691 N/A 3142JP2Z3 2055-12-01 4.5 836.36 811.58 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLCB7689 N/A 3140QTRK7 2053-12-01 7.5 7508508.30 8156257.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8277 N/A 3132DWFS7 2052-12-01 5.5 644.98 657.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY6187 N/A 31426Q2V4 2055-06-01 5.5 1669.21 1698.21 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0034 N/A 31427MBC4 2054-06-01 6.5 1759104.95 1855356.34 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0359 N/A 3132CWMG6 2035-07-01 2.5 315.74 298.52 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0536 N/A 3132ACSZ4 2048-03-01 3.5 209.83 195.84 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS9776 N/A 3132AA2H6 2046-08-01 3.5 190.81 178.63 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5144 N/A 3142GVWE7 2055-10-01 4.5 11567.32 11189.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5136 N/A 3142GVV65 2055-10-01 5.5 867.86 884.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5075 N/A 3142GVT92 2055-10-01 5 839.94 836.67 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5002 N/A 3142GVRY9 2055-10-01 6 63838738.43 66185152.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA3229 N/A 3140QAST8 2049-03-01 5 215.06 217.57 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3503 N/A 3140QA3M0 2049-05-01 4 23976.82 22915.37 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA2184 N/A 3140Q9NA7 2048-08-01 4 17183063.15 16472066.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0620 N/A 3140Q7VN4 2047-10-01 4 585.38 560.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY1224 N/A 3140NHLE6 2053-05-01 5 805.46 801.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX7862 N/A 3140NCWY1 2053-03-01 6 520.80 538.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8576 N/A 3140N1Q63 2052-10-01 5 4553930.34 4531528.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6308 N/A 3140MYAJ1 2052-08-01 5 26436980.01 26409955.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2669 N/A 3140MT6F5 2056-03-01 5 2576990.83 2561005.19 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV0811 N/A 3140MD3V8 2052-01-01 3.5 827.96 759.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBU5264 N/A 3140M6Z63 2054-12-01 5 10135171.32 10092672.30 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBQ5815 N/A 3140KRN96 2050-11-01 2.5 592.44 504.40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBP2898 N/A 3140KAGG5 2050-03-01 4 171.41 163.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3798 N/A 31427RGG9 2056-01-01 5 901.20 900.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4400 N/A 31427R3J7 2054-10-01 5.5 45655154.06 46214911.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3280 N/A 31427QUE0 2053-07-01 5 836.77 835.01 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL2800 N/A 31427QDE9 2053-10-01 4.5 36514.82 35616.74 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL2533 N/A 31427PY73 2049-05-01 4 9407925.95 8929741.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2455 N/A 31427PWR1 2055-06-01 5 813.01 811.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA8349 N/A 3142JXH31 2056-03-01 5.5 938148.48 956504.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6899 N/A 3142GXUZ8 2056-06-01 5.5 2602161.00 2649651.89 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA4884 N/A 3140W5NA8 2055-11-01 6 12571595.05 13146498.27 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA0508 N/A 3142JNR65 2055-12-01 4.5 893.91 865.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5998 N/A 3142GWUY3 2056-03-01 5 908.04 907.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5449 N/A 31427TBT2 2054-06-01 5.5 905.18 924.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7100 N/A 3142K83J4 2056-07-01 5.5 5376686.40 5492395.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9322 N/A 3140UDLC1 2056-04-01 5 897.87 899.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4458 N/A 31427R5U0 2056-03-01 5.5 905.39 921.43 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3119 N/A 31427QPD8 2055-09-01 6 38119763.80 39226507.60 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4126 N/A 3140W4SQ1 2051-09-01 3 881.51 789.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5716 N/A 3140W6K68 2056-05-01 5 919.70 913.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4832 N/A 3142K6LN9 2056-06-01 5.5 899.86 920.69 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX7524 N/A 31426DLE0 2055-02-01 6.5 617.26 653.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY8739 N/A 31426TV95 2055-07-01 5.5 855.48 871.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5616 N/A 31427TG26 2056-04-01 5 9867176.10 9807497.23 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4555 N/A 3140QQBZ7 2052-09-01 4.5 536066.74 522686.51 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA2867 N/A 3140W3FH7 2054-06-01 6.5 780.12 830.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5801 N/A 31418FNT0 2040-08-01 5.5 629.15 642.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1210 N/A 31427NKY4 2055-05-01 6 792.72 829.13 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2692 N/A 3140Y87E0 2056-05-01 6 964.66 1005.94 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CQAS6032 N/A 3138WFV29 2035-09-01 2.5 322.24 297.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7449 N/A 3142JWH33 2056-03-01 5.5 2266984.83 2292550.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF3682 N/A 3133BRCT9 2052-11-01 5.5 571.03 583.02 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY2188 N/A 31426LNE0 2055-04-01 6.5 3408318.96 3574307.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0542 N/A 31427MS85 2055-03-01 5.5 805.79 818.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9744 N/A 3140UDZJ1 2056-05-01 5 1134312.05 1132344.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL852921 N/A 31408JSJ1 2036-04-01 6 7.49 7.88 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL745837 N/A 31403DS26 2033-04-01 6 1382623.22 1422765.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL737624 N/A 31402TPH2 2033-09-01 5.5 16.16 16.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAW7429 N/A 3138XXHF6 2042-02-01 4 66.04 64.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1207 N/A 3140Y7KV9 2055-10-01 5 882.53 877.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0983 N/A 3140Y7CV8 2055-09-01 5.5 31434544.87 31928933.43 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0526 N/A 3140Y6SQ4 2055-06-01 6 826.03 855.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8331 N/A 3132DWHG1 2053-06-01 5.5 18155287.69 18489445.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8349 N/A 3132DWH22 2053-08-01 5.5 12684597.34 12895003.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8276 N/A 3132DWFR9 2052-12-01 5 566107.12 565120.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8267 N/A 3132DWFG3 2052-11-01 5 12217.47 12223.91 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8245 N/A 3132DWES8 2052-09-01 4.5 691.71 673.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7562 N/A 3132DVMK8 2053-04-01 5.5 8532848.88 8779452.96 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7504 N/A 3132DVKR5 2049-08-01 3.5 182885.44 169900.48 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD5514 N/A 3132DTDT4 2053-07-01 4.5 141936.71 138895.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4978 N/A 3132DSQ70 2054-02-01 5.5 10715086.88 10970465.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4782 N/A 3132DSJ37 2053-11-01 5.5 125330.04 127667.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5359 N/A 3132DS5U2 2054-05-01 5.5 16918173.07 17366480.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5353 N/A 3132DS5N8 2054-04-01 6 5659985.09 5906552.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD5270 N/A 3132DS2B7 2054-05-01 5 295276.82 296439.56 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1665 N/A 3132DNZ63 2052-09-01 4.5 23619919.19 23112374.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9146 N/A 3140UDEU9 2056-05-01 5 1519443.26 1516572.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9841 N/A 3140UD5B1 2056-05-01 5 898.95 894.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9825 N/A 3140UD4K2 2056-05-01 5.5 4904315.71 4987932.12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2923 N/A 3142GTG91 2054-11-01 6 658.84 682.19 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0442 N/A 3140W0P41 2054-11-01 3.5 814.49 746.38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG4099 N/A 3140U7RV6 2056-04-01 4.5 897.86 875.99 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA5509 N/A 3140W6DP4 2055-04-01 6.5 11745326.67 12312333.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0618 N/A 3142K1VL3 2056-04-01 5 1816.41 1818.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA1694 N/A 3142JP3C3 2055-12-01 5 4809296.74 4787754.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5092 N/A 31427SUS5 2054-04-01 5.5 880.98 892.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM3243 N/A 3140X6S93 2050-02-01 3.5 201.72 186.73 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM2202 N/A 3140X5NU3 2048-12-01 4 106.85 102.22 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2075 N/A 3140X5JV6 2049-12-01 3 49155.79 44254.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1911 N/A 3140X5DR1 2048-07-01 3.5 171.55 160.87 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6114 N/A 3140W6YL0 2054-10-01 6 51535815.30 53038616.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6076 N/A 3140W6XE7 2056-06-01 5 921.60 915.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6073 N/A 3140W6XB3 2056-06-01 5 35378323.20 35239986.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5900 N/A 3140W6RW4 2056-06-01 5.5 14567620.88 14764903.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5730 N/A 3140W6LL4 2056-05-01 5.5 920.36 930.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5706 N/A 3140W6KU5 2055-09-01 6 1781.56 1834.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5714 N/A 3140W6K43 2056-05-01 5 41369443.14 41163372.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4766 N/A 3140W5JL9 2055-05-01 4.5 872.91 854.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIFA4613 N/A 3140W5DT8 2040-09-01 6.5 766.57 800.24 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA4248 N/A 3140W4WJ2 2052-09-01 2.5 873.46 742.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4228 N/A 3140W4VW4 2054-05-01 5.5 33593573.58 34143720.62 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4127 N/A 3140W4SR9 2055-12-01 4.5 889.71 866.14 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2088 N/A 31427PKA1 2055-07-01 6 836.42 868.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1974 N/A 31427PFQ2 2055-06-01 6 832.49 856.66 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL1607 N/A 31427NYD5 2047-04-01 3 831.03 755.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB6702 N/A 3142K8NU7 2056-06-01 6 900.00 933.91 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO3192 N/A 3140JXRN0 2049-10-01 3 164.79 147.06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5857 N/A 3140JAQK7 2049-04-01 4 7840540.33 7514642.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5693 N/A 3140JAKF4 2049-03-01 4 6959050.48 6673591.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM5012 N/A 3140J9SA0 2048-03-01 3.5 16129369.52 15100242.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM4343 N/A 3140J8ZH9 2048-05-01 4.5 186.38 183.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM4427 N/A 3140J84M2 2048-04-01 3.5 816209.88 760558.61 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM1056 N/A 3140J5E62 2047-04-01 4 162.03 155.12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1413 N/A 31427NSB6 2055-04-01 6 682.45 704.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1441 N/A 31427NS75 2054-01-01 5.5 17803688.04 18131730.89 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL1403 N/A 31427NRZ4 2054-12-01 4.5 5688379.35 5534935.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1232 N/A 31427NLN7 2055-04-01 5 828.46 822.16 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1180 N/A 31427NJ26 2055-05-01 6 774.87 810.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1119 N/A 31427NG52 2055-05-01 5.5 801.88 810.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0725 N/A 31427MYX3 2055-02-01 5.5 781.06 789.85 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0599 N/A 31427MUZ2 2055-02-01 6 46307.43 48703.02 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD9492 N/A 3140BARN8 2055-07-01 6 727.56 748.68 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1051 N/A 3140QLEZ5 2051-06-01 3 526.35 463.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9791 N/A 3140QV2Z6 2055-01-01 5.5 12123497.43 12467423.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC7771 N/A 3140AVT50 2054-12-01 5 11462849.39 11433937.55 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX9913 N/A 31426HAP8 2055-03-01 7 761.28 813.66 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA3560 N/A 31418C5W0 2034-01-01 4 46.38 45.92 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFS9778 N/A 3140XR2L8 2054-10-01 7 33072271.32 35147486.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF1881 N/A 3140BSCT2 2055-10-01 5 6022688.01 5970777.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ5487 N/A 31427DCZ2 2055-10-01 5.5 888.54 905.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA1387 N/A 3142JPRH6 2055-12-01 5.5 880.02 894.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5997 N/A 31418FUX3 2056-03-01 5 919.05 910.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2295 N/A 3140XHRR0 2052-03-01 3.5 590.29 546.11 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIDB6517 N/A 3140AGG32 2039-08-01 6.5 597.35 625.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4106 N/A 3142K5R47 2056-06-01 5 899.20 896.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA6150 N/A 3140W6ZQ8 2053-10-01 4.5 900.00 880.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5809 N/A 3142GWN39 2056-01-01 6 1795.96 1862.75 Agency Mortgage-Backed Securities FMAC FEPC 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Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3934 N/A 3140U7LQ3 2056-03-01 5 2646812.68 2649056.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3300 N/A 3140U6U28 2056-04-01 5.5 897.66 920.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG1868 N/A 3140U5CE4 2056-01-01 6 1205083.45 1263685.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9997 N/A 3140U2DB6 2056-01-01 5.5 871.37 886.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9672 N/A 3140QVXA7 2054-12-01 5.5 804.54 822.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9329 N/A 3140QVLK8 2054-10-01 5.5 1013.72 1029.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9137 N/A 3140QVEK6 2054-09-01 5.5 772.25 793.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9012 N/A 3140QVAN4 2054-08-01 6 5507.35 5795.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0022 N/A 3142J6AY9 2055-05-01 5.5 709596.35 717558.42 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0010 N/A 3142J6AL7 2055-06-01 4 378878.86 357249.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6901 N/A 3142GXU39 2056-06-01 5.5 921.60 936.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6638 N/A 3142GXLU9 2056-05-01 5 916.81 911.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6503 N/A 3142GXGM3 2056-05-01 5 915.00 911.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5997 N/A 3142GWUX5 2056-03-01 5 1818.00 1818.85 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAT2062 N/A 3138WPJG0 2028-04-01 2.5 40650.66 40108.55 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS9585 N/A 3138WKUK9 2047-05-01 4 181.90 174.36 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 1676074.21 1563977.43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS6227 N/A 3138WF4M5 2045-11-01 4 77.59 74.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5182 N/A 3138WEXL8 2045-06-01 3.5 229723.90 215536.02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAQ5323 N/A 3138ML4H4 2042-11-01 3.5 103.40 97.41 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAP7363 N/A 3138MBFD3 2042-10-01 4 103.96 100.87 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA4042 N/A 3140W4P43 2055-12-01 6.5 66800648.47 70074288.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3860 N/A 3140W4JE8 2055-12-01 5.5 2154755.13 2208254.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA3880 N/A 3140W4J24 2055-12-01 5 898.16 896.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4388 N/A 3140W42W6 2056-01-01 5.5 33887475.13 34635153.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA2868 N/A 3140W3FJ3 2055-08-01 6.5 6390713.07 6774405.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2400 N/A 3140W2U25 2055-07-01 5.5 717.82 730.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2295 N/A 3140W2RR4 2055-07-01 5.5 829.23 848.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2020 N/A 3140W2G62 2055-06-01 5 850.97 850.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0243 N/A 3140W0HV0 2054-12-01 5.5 802.68 820.44 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLAL8984 N/A 3138ET6W1 2039-03-01 7 1815501.70 1928777.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CVAL8047 N/A 3138EQ5H1 2030-11-01 3.5 72.32 71.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0394 N/A 3140Y6NL0 2055-05-01 5.5 833.12 852.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0847 N/A 3140Y65H9 2055-08-01 5.5 848.68 872.11 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS9998 N/A 3140XSDC4 2054-12-01 6 648.63 672.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9288 N/A 3140XRKA2 2054-10-01 5.5 19718231.47 20164840.65 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS9013 N/A 3140XRAP0 2052-06-01 3 802.69 707.90 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS8783 N/A 3140XQXM4 2054-08-01 6.5 679.21 711.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS8356 N/A 3140XQJA6 2052-08-01 3.5 863.43 791.31 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS7827 N/A 3140XPVV8 2049-12-01 3.5 740.87 688.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB6657 N/A 3142K8MF1 2056-06-01 5 900.90 895.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB6484 N/A 3142K8F28 2056-06-01 5 900.00 899.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB7183 N/A 3142K86V4 2056-07-01 5 900.00 902.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB6079 N/A 3142K7XH7 2056-05-01 6 900.00 963.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6060 N/A 3142K7WW5 2056-06-01 5.5 900.00 922.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB5829 N/A 3142K7PP8 2056-06-01 5 1800.00 1794.42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB5823 N/A 3142K7PH6 2056-06-01 5 900.00 898.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6280 N/A 3142K76S3 2056-06-01 5.5 1391211.00 1421472.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6279 N/A 3142K76R5 2056-06-01 5.5 900.00 920.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6176 N/A 3142K72J7 2056-05-01 5.5 900.00 938.90 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB5206 N/A 3142K6YC9 2056-06-01 6.5 900.00 943.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5126 N/A 3142K6VU2 2056-06-01 5.5 1973506.70 2004223.46 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4259 N/A 3142K5WV1 2056-05-01 6.5 900637.88 954048.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4237 N/A 3142K5V75 2056-05-01 5 936303.67 931797.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6003 N/A 3142GWU56 2056-03-01 5 1176.43 1168.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5841 N/A 3142GWP37 2056-01-01 5 911.48 907.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5800 N/A 3142GWNS4 2056-01-01 5.5 31340460.10 31842457.67 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5719 N/A 3142GWK99 2056-01-01 5 895.90 898.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5582 N/A 3142GWFY0 2055-12-01 5.5 890.07 904.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5498 N/A 3142GWDC0 2055-12-01 5.5 863.92 886.87 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1546 N/A 3132DNWF6 2052-08-01 3.5 668.46 616.97 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0784 N/A 3132DM2R5 2051-12-01 2 336761.69 274251.69 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB1913 N/A 3132CYDS6 2041-06-01 5 928.80 939.41 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB1697 N/A 3132CX3E0 2040-11-01 3.5 2111341.96 2022643.31 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA6077 N/A 31418FXF9 2056-06-01 4 8102272.29 7638175.93 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB7184 N/A 3142K86W2 2056-07-01 5 900.00 901.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1544 N/A 3140U4WE5 2056-02-01 5 32656.36 32357.48 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH0814 N/A 3140UF3Y8 2056-06-01 6 900.00 926.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA6143 N/A 3142JUZH6 2056-02-01 5.5 1230908.25 1244805.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA6174 N/A 3140W62G6 2051-09-01 4.5 921.60 905.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF2570 N/A 3140BS2C0 2055-11-01 6 895.27 928.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2894 N/A 3140Y9GC2 2056-06-01 5.5 8285.97 8440.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1274 N/A 3142K2MY3 2056-04-01 5 898.12 894.61 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLTB0100 N/A 3142K1DE9 2056-04-01 4 895.74 844.43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA5460 N/A 3140W6B68 2052-09-01 3.5 11534.12 10634.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6949 N/A 3142GXWK9 2056-06-01 5 921.60 917.06 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA3595 N/A 3142JR7H4 2056-01-01 4.5 744.64 722.57 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ8451 N/A 31427JL97 2055-11-01 6.5 739.88 785.72 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA3548 N/A 3140W35J4 2055-02-01 4 25030.04 23677.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA1708 N/A 3142JP3S8 2055-12-01 5 835.81 831.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG8592 N/A 3140UCRN3 2056-05-01 5 6311548.02 6275949.49 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1779 N/A 3140UG6R8 2056-06-01 5 899.63 895.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9760 N/A 3140UDZ28 2056-05-01 5.5 898.65 913.85 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4473 N/A 3142K56K4 2056-05-01 5 899.05 897.27 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6086 N/A 31418FXQ5 2041-06-01 4.5 4190095.28 4166257.83 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5260 N/A 3142GVZ20 2055-11-01 6.5 821.16 866.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA3829 N/A 3140W4HF7 2049-08-01 3.5 43391.71 40068.62 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA0532 N/A 3142JNSW7 2055-11-01 6.5 2638658.12 2811904.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF4766 N/A 3140BVJL5 2055-12-01 6 895.47 938.64 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4519 N/A 31427SAV0 2053-10-01 6 16585289.38 17355897.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB3580 N/A 3142K46S0 2056-05-01 5 2781787.70 2782154.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2313 N/A 3142K3SB5 2056-04-01 5 898.21 890.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4125 N/A 3140UKSP9 2056-04-01 5.5 4500.00 4560.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH4032 N/A 3140UKPS6 2056-06-01 4.5 1515686.40 1480652.83 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDH3713 N/A 3140UKDT7 2056-06-01 7 900.00 959.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH2504 N/A 3140UHYA2 2056-06-01 5 900.00 893.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH1619 N/A 3140UGYR7 2056-05-01 6 900.00 930.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1587 N/A 3140UGXR8 2056-06-01 5 898.24 897.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0733 N/A 3140UFY73 2056-06-01 5.5 899.84 915.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0614 N/A 3140UFVG6 2056-05-01 5 749.75 748.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0280 N/A 3140UFJ21 2056-04-01 5.5 1546935.00 1576771.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7854 N/A 31427HWQ1 2055-11-01 5.5 866.99 885.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7684 N/A 31427HRE4 2055-11-01 5.5 861.51 872.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7320 N/A 31427HD25 2055-11-01 5.5 5607658.60 5713483.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7997 N/A 31427H3F7 2055-11-01 5.5 846.98 856.47 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ4945 N/A 31427CP72 2055-10-01 6 818.35 842.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4631 N/A 31427CED1 2055-10-01 5.5 839.62 851.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1629 N/A 31426XY36 2055-09-01 5.5 3887429.92 3977702.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0816 N/A 31426W4A5 2055-08-01 5.5 769.77 780.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY9322 N/A 31426ULC6 2055-08-01 5.5 1100296.51 1125465.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY8627 N/A 31426TSR9 2055-07-01 6 656.24 678.10 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6582 N/A 31426RJ44 2055-06-01 6.5 891.53 934.46 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5209 N/A 31426PYF6 2055-06-01 6 13988430.25 14394561.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5125 N/A 31426PVT9 2055-05-01 6 886.79 926.20 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY4826 N/A 31426PLG8 2055-06-01 6.5 775.07 820.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY3652 N/A 31426NBW9 2055-05-01 5.5 841.39 852.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI5492 N/A 3133WCC51 2054-05-01 5.5 6384590.55 6544228.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI4763 N/A 3133WBJG2 2054-04-01 6 5758099.89 5979921.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB1928 N/A 3142K3EA2 2056-05-01 5.5 899.02 916.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1545 N/A 3142K2WF3 2056-05-01 5 5184255.54 5136937.69 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL2487 N/A 3138EJXR4 2042-06-01 4 9222.51 9023.29 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL2373 N/A 3138EJT73 2041-08-01 4.5 3202986.74 3194831.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 REAH0979 N/A 3138A2CR8 2041-01-01 3.5 26.79 25.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL258507 N/A 31371QDL9 2035-08-01 5.5 175.39 180.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 NP257135 N/A 31371NSY2 2038-03-01 5.5 17.83 18.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI9266 N/A 3133WGJK2 2054-07-01 6 689444.67 717509.43 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI8473 N/A 3133WFMW4 2054-06-01 7 688.49 744.05 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI8411 N/A 3133WFKY2 2054-06-01 7 673.83 725.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7643 N/A 3140XPP52 2054-04-01 6 664.91 697.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS7430 N/A 3140XPHG7 2052-09-01 3.5 173806.82 160946.41 Agency Mortgage-Backed Securities FMAC FERA 5678FC 07/25/56 N/A 3137GBCY9 2056-07-25 4.4434 7385886.90 7408754.58 Agency Collateralized Mortgage Obligation FNMA FNRA CL057FA R26F057 N/A 3136G6YF9 2056-07-25 4.4423 8273708.10 8299315.14 Agency Collateralized Mortgage Obligation FNMA FNRM CL055EA R26F055 N/A 3136G6RX8 2056-07-25 0.125 15694715.70 12969339.22 Agency Collateralized Mortgage Obligation FNMA FNMS 06.500 CLFS6765 N/A 3140XNQT4 2053-12-01 6.5 605.75 642.70 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS6605 N/A 3140XNKT0 2052-06-01 2 793.42 638.88 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS6058 N/A 3140XMWU6 2052-04-01 2.5 722.38 621.63 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS5991 N/A 3140XMUR5 2052-03-01 2 734.77 604.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS5909 N/A 3140XMR73 2053-09-01 6 670.49 705.28 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS5636 N/A 3140XMHN9 2052-04-01 2 4663598.71 3781013.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5235 N/A 3140XLY93 2053-07-01 5.5 815713.28 831147.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS4928 N/A 3140XLPN2 2050-06-01 3.5 704.20 647.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4872 N/A 3140XLMW5 2053-06-01 5.5 641.73 655.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4805 N/A 3140XLKT4 2053-05-01 5.5 62061.93 63283.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4612 N/A 3140XLDS4 2053-04-01 5.5 35064860.16 35710423.74 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4739 N/A 3132A5HQ1 2047-10-01 3.5 115.47 107.27 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS5314 N/A 3140XL3Y2 2052-05-01 2 752.44 606.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB0904 N/A 3142K2AE0 2056-04-01 5.5 919.08 929.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0820 N/A 3142K14E9 2056-04-01 5 870.21 862.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8208 N/A 3142JXDN1 2056-03-01 5 2567271.06 2563219.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA8178 N/A 3142JXCQ5 2056-03-01 5.5 5241171.71 5302422.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7775 N/A 3142JWT97 2056-03-01 5.5 5609517.42 5707501.97 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA7377 N/A 3142JWFT8 2056-02-01 6 1174152.54 1230137.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7389 N/A 3142JWF76 2056-02-01 5.5 1521421.26 1538621.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7008 N/A 3142JVYE2 2056-03-01 5.5 812.34 826.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA6796 N/A 3142JVRS9 2056-03-01 5.5 4819747.21 4903941.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQI2819 N/A 3133W9DY4 2054-04-01 5 1354.72 1358.42 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI2751 N/A 3133W9BU4 2054-04-01 6.5 700.14 742.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI3585 N/A 3133W96W6 2054-04-01 5.5 270070.96 277227.45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI0023 N/A 3133W6AY3 2054-02-01 6 1256595.40 1312010.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9621 N/A 3133KRVN1 2053-08-01 5.5 7390457.18 7560330.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9575 N/A 3133KRT87 2053-08-01 5.5 661.95 672.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9478 N/A 3133KRQ72 2053-07-01 5.5 8078471.88 8257874.99 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9384 N/A 3133KRM92 2053-07-01 6 622.36 647.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9265 N/A 3133KRJJ4 2053-06-01 5.5 1388844.25 1421810.63 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA9252 N/A 3133KRH56 2053-06-01 4.5 6557288.92 6381442.11 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA9874 N/A 3133KR6K5 2053-09-01 6.5 692.73 740.03 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA9797 N/A 3133KR3E2 2053-09-01 5 76838.16 76466.48 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA8567 N/A 3133KQQU3 2052-10-01 4.5 9314132.44 9098733.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8209 N/A 3133KQDN3 2053-01-01 5.5 1187525.84 1208504.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA8182 N/A 3133KQCT1 2052-11-01 5 4920761.91 4918389.01 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZA6339 N/A 31329QBG5 2049-03-01 4.5 23053820.42 22715966.68 Agency Mortgage-Backed Securities FMAC FEPC 04.500 3LZL0757 N/A 3131XFZW3 2037-05-01 4.5 .70 .69 Agency Mortgage-Backed Securities FMAC FEPC 08.000 CLZJ4359 N/A 3131WUZY7 2030-05-01 8 32.80 33.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB1193 N/A 3142K2KF6 2056-04-01 5.5 897.49 913.17 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9838 N/A 3140QV4Y7 2055-01-01 6.5 453.50 474.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9779 N/A 3140QV2M5 2054-12-01 5 8085755.16 8041831.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9775 N/A 3140QV2H6 2055-01-01 5 854.33 855.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8847 N/A 3140QUZM1 2054-07-01 6 11682194.76 12288761.57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8864 N/A 3140QUZ66 2054-07-01 6.5 693.47 739.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8679 N/A 3140QUUD6 2054-06-01 5.5 841.90 862.61 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8561 N/A 3140QUQP4 2054-05-01 7 512.89 553.38 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8357 N/A 3140QUJB3 2054-04-01 6.5 10855653.37 11455277.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8344 N/A 3140QUHW9 2054-04-01 6 669.13 699.95 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8171 N/A 3140QUCH7 2054-03-01 6.5 639.46 680.05 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7810 N/A 3140QTVC0 2054-01-01 6.5 408.13 425.21 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7799 N/A 3140QTUZ0 2054-01-01 6.5 2172395.08 2284026.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7416 N/A 3140QTG29 2053-11-01 5.5 717.35 729.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7342 N/A 3140QTEQ8 2053-10-01 6 16340659.64 16889825.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7302 N/A 3140QTDG1 2053-10-01 5.5 723.55 739.93 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7271 N/A 3140QTCH0 2053-10-01 6 301223.40 313937.54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4781 N/A 3142GVJ36 2055-09-01 6 74627922.60 78241356.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5303 N/A 3142GV3M1 2055-11-01 5 881.20 881.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4356 N/A 3142GUZW6 2055-06-01 5 1523520.35 1521362.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4140 N/A 3142GUS61 2055-05-01 5.5 848.40 870.22 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ3264 N/A 3142GTTW6 2055-02-01 4.5 863.55 835.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2910 N/A 3142GTGU4 2054-11-01 5.5 762.57 777.87 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7779 N/A 3133KPUC0 2052-08-01 4.5 6634.47 6454.98 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7211 N/A 3133KPAL2 2052-04-01 4 599.67 567.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3813 N/A 3140XKGX2 2052-11-01 4.5 62016.29 60397.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3672 N/A 3140XKCJ7 2053-02-01 5.5 691.51 707.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3439 N/A 3140XJZD8 2052-12-01 5.5 612.36 623.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3159 N/A 3140XJQM8 2052-10-01 4.5 14666.95 14312.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2865 N/A 3140XJFF5 2052-09-01 5 647.87 651.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2735 N/A 3140XJBD4 2051-02-01 3.5 18987916.45 17612573.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2296 N/A 3140XHRS8 2052-01-01 3.5 582.05 537.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2031 N/A 3140XHHH3 2052-05-01 3.5 660.62 608.60 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS1310 N/A 3140XGN47 2037-04-01 2.5 534.08 502.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1118 N/A 3140XGG45 2052-03-01 3.5 590.30 543.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0630 N/A 3140XFVY4 2052-02-01 3 637.18 566.94 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM8522 N/A 3140XCPG7 2036-08-01 2 420.90 386.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM8543 N/A 3140XCP51 2044-11-01 5 74134.14 75334.73 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8399 N/A 3140XCKM9 2051-08-01 2.5 716.13 606.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7556 N/A 3140XBME7 2051-05-01 3.5 24781.91 22927.22 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM5457 N/A 3140X9B38 2050-05-01 4 249.97 236.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4737 N/A 3140X8HP5 2050-09-01 3.5 305.42 282.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA5619 N/A 3142JUG53 2056-01-01 5 895.43 887.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA5401 N/A 3142JUAB6 2056-02-01 5 864.54 859.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA6204 N/A 3142JU3N8 2056-02-01 5.5 1499854.12 1540568.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA4331 N/A 3142JSY58 2056-01-01 5.5 850.04 872.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA3936 N/A 3142JSLS2 2056-01-01 5.5 895.78 915.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA3935 N/A 3142JSLR4 2055-12-01 5.5 857895.67 881093.65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3806 N/A 3142JSGQ2 2056-01-01 5 892.09 884.02 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G08618 G N/A 3128MJVL1 2044-12-01 4 754.44 727.61 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08800 G N/A 3128MJ3J7 2048-02-01 3.5 30154.52 27896.71 Agency Mortgage-Backed Securities FMAC 06.000 FGPC P50529 G N/A 31288LSS1 2036-11-01 6 299.02 308.35 Agency Mortgage-Backed Securities FMAC 06.000 FGPC P50525 G N/A 31288LSN2 2036-10-01 6 93.45 94.37 Agency Mortgage-Backed Securities FMAC 05.000 FGPC P50483 G N/A 31288LRC7 2035-05-01 5 95.67 93.60 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8030 N/A 3140QT4Q9 2054-02-01 7 1072.44 1154.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6946 N/A 3140QSWG2 2053-06-01 5.5 684.46 696.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2909 N/A 3142GTGT7 2054-12-01 5.5 792.30 809.83 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2863 N/A 3142GTFD3 2054-11-01 5 804.76 799.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2294 N/A 3142GSRQ3 2054-09-01 5.5 769.72 787.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2281 N/A 3142GSRB6 2054-09-01 6 613.39 634.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1972 N/A 3142GSFN3 2054-07-01 6 634.22 656.08 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1861 N/A 3142GSB72 2054-06-01 6.5 35270022.99 36744737.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1350 N/A 3142GRQC7 2054-04-01 6 291567.92 300477.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1341 N/A 3142GRP38 2054-04-01 6 687.86 717.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0942 N/A 3142GRBL3 2054-02-01 6 554.34 570.45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1757 N/A 3142GR5T3 2054-06-01 5 809.39 809.51 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ0722 N/A 3142GQYU0 2054-01-01 7 556.93 604.31 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0450 N/A 3142GQQC9 2053-12-01 6.5 795.05 838.36 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0265 N/A 3142GQJK9 2053-11-01 6.5 533519.26 564579.74 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK3300 N/A 3140HGU21 2048-05-01 4 443832.18 425511.32 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I4BF0174 N/A 3140FXFQ0 2057-02-01 3 333.50 288.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 R3BF0138 N/A 3140FXEL2 2041-07-01 6 148.96 155.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0120 N/A 3140FXD25 2056-07-01 4 29418747.66 27851646.92 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0497 N/A 31427MRT0 2055-02-01 6 1326.65 1370.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0356 N/A 31427MME8 2054-12-01 5 4887.24 4873.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA2877 N/A 3142JRFT9 2056-01-01 5 852.53 848.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6760 N/A 3140QSQN4 2053-07-01 6 32931998.24 34638413.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6311 N/A 3140QSAM3 2053-05-01 5 9239.32 9223.50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6331 N/A 3140QSA92 2053-05-01 6 648.13 670.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7127 N/A 3140QS4M0 2053-09-01 6 1315.86 1369.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6071 N/A 3140QRW90 2053-04-01 5.5 11886908.35 12249893.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5886 N/A 3140QRRG0 2053-03-01 4.5 11071813.49 10791973.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5853 N/A 3140QRQF3 2053-03-01 6 11630103.10 12203378.01 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5497 N/A 3140QRDB6 2053-01-01 6.5 480.60 505.60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5464 N/A 3140QRCA9 2053-01-01 5.5 5271574.85 5387162.34 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6388 N/A 3133KNCZ4 2051-12-01 2.5 605.64 521.52 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3904 N/A 3140X7KS7 2049-03-01 4 150.52 144.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM3297 N/A 3140X6UX7 2035-05-01 3.5 218.24 212.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4889 N/A 3140QQNF8 2052-10-01 4.5 13942689.87 13632492.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICB4509 N/A 3140QQAK1 2037-08-01 4.5 397.85 399.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5282 N/A 3140QQ2Q7 2052-12-01 5 751.07 751.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5268 N/A 3140QQ2A2 2052-12-01 4.5 739.16 723.04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4364 N/A 3140QPZ67 2052-08-01 3.5 681.56 629.06 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4112 N/A 3140QPSA6 2052-07-01 3.5 670.64 617.01 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4088 N/A 3140QPRJ8 2052-07-01 4 672.29 639.31 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4081 N/A 3140QPRB5 2052-07-01 3.5 21380.57 19733.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB3929 N/A 3140QPLK1 2052-06-01 5 599.49 598.55 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5789 N/A 31418FNF0 2055-08-01 4 865.52 816.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5697 N/A 31418FKK2 2055-05-01 4 1742.77 1643.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5673 N/A 31418FJT5 2055-04-01 5.5 706.96 714.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5646 N/A 31418FHY6 2055-03-01 5.5 217069.58 219482.86 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ9421 N/A 31427KPF6 2055-10-01 6.5 2078707.27 2181555.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ9419 N/A 31427KPD1 2055-11-01 5.5 1652368.18 1689567.21 Agency Mortgage-Backed Securities FNMA FNMS 02.500 I4BF0822 N/A 3140FX4G4 2062-10-01 2.5 834.58 687.55 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBC4777 N/A 3140F0JX3 2031-10-01 2.5 112.25 107.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF6316 N/A 3140BXAS5 2055-12-01 5 8758888.85 8715512.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF4770 N/A 3140BVJQ4 2055-12-01 6.5 895.66 956.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5369 N/A 3140BV6F2 2055-12-01 5 1154279.47 1153407.74 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE6270 N/A 3140BJ6G7 2055-10-01 6.5 1363.99 1421.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE1010 N/A 3140BDDQ0 2055-06-01 5 10565265.81 10525432.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE0271 N/A 3140BCJR4 2055-06-01 5.5 8339104.87 8431823.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9774 N/A 3140BA2G0 2055-08-01 5.5 890.21 900.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD8639 N/A 3140B9S59 2055-05-01 6 6549400.48 6772180.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD7782 N/A 3140B8UG4 2055-04-01 6.5 797.67 839.27 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD5839 N/A 3140B6PZ2 2055-03-01 6 952048.55 997237.85 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD4785 N/A 3140B5J73 2055-03-01 6.5 570.03 602.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG8444 N/A 3133C9LZ4 2053-08-01 5.5 722.77 736.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5614 N/A 31418FGY7 2055-02-01 5.5 684.11 691.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY1828 N/A 31426LA61 2055-05-01 6 676.94 700.38 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY1639 N/A 31426KZD1 2055-04-01 6.5 1474989.57 1567279.83 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY1489 N/A 31426KUP9 2055-04-01 6 1009693.63 1059818.19 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0495 N/A 31426JRR2 2055-04-01 6.5 674.40 712.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9653 N/A 31426GWP6 2055-04-01 5.5 887.98 899.07 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX8572 N/A 31426FQ26 2055-02-01 6.5 482373.75 508617.34 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX6657 N/A 31426CMF8 2055-02-01 6.5 2050934.71 2203801.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX6312 N/A 31426CAN4 2055-02-01 6 861.88 900.90 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX4801 N/A 31426AKP2 2055-02-01 7 713.11 768.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX1995 N/A 31425WGD7 2054-12-01 6 735.67 758.52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX1833 N/A 31425WBB6 2054-12-01 6 1036802.86 1077998.50 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX0341 N/A 31425ULX1 2054-10-01 6.5 523.75 551.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA5622 N/A 31418FG84 2045-02-01 5 160326.14 160183.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5520 N/A 31418FD20 2054-09-01 3.5 6270486.64 5746552.64 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5421 N/A 31418FAX5 2054-07-01 6 95519286.93 98292530.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA5409 N/A 31418FAK3 2044-06-01 5 587.64 599.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5233 N/A 31418EY79 2053-12-01 4.5 778.81 754.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5071 N/A 31418ET59 2053-07-01 5 3451946.39 3442815.23 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4963 N/A 31418EQR4 2053-03-01 3.5 31516.12 28883.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA4849 N/A 31418EL73 2037-11-01 4.5 301870.74 300870.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4806 N/A 31418EKU3 2052-11-01 5 655.57 654.70 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4804 N/A 31418EKS8 2052-11-01 4 72018.43 68001.90 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4211 N/A 31418DVD1 2050-12-01 3 146120.37 129766.09 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4179 N/A 31418DUD2 2035-11-01 2 372.38 341.85 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK4810 N/A 3140HJKY6 2048-09-01 4 24386596.70 23390409.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM2459 N/A 3140X5WV1 2050-02-01 3.5 192.69 178.29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8272 N/A 3133KQFM3 2053-01-01 6 1716301.13 1780922.16 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS3818 N/A 3140XKG46 2053-01-01 6 429.99 444.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6177 N/A 3140QR2K8 2053-05-01 5 23894585.12 24017182.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1924 N/A 3142GSD62 2054-07-01 6 879.81 915.92 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8718 N/A 3140QUVL7 2054-06-01 6.5 33363679.27 35481676.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8431 N/A 3132DWLL5 2054-05-01 5.5 646.71 655.28 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5498 N/A 31418FDC8 2054-10-01 6 6171.87 6351.06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS6257 N/A 3140XM5T9 2053-06-01 4 724.45 685.61 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5273 N/A 31418E2F6 2054-02-01 6.5 328.15 341.87 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBE3701 N/A 3140FPDF3 2047-06-01 4.5 12218890.47 12049072.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF8145 N/A 3133BWBN2 2053-02-01 6 3814526.18 3933170.66 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ5332 N/A 3140H64S5 2048-05-01 4 408.69 390.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8491 N/A 3140QUNH5 2054-05-01 5.5 391012.37 396193.50 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL9899 N/A 3131XR7L2 2045-07-01 3.5 279437.06 262182.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA7788 N/A 3133KPUM8 2052-08-01 5 74493706.90 74521253.03 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9980 N/A 3133WHCR2 2054-07-01 6.5 522.27 551.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8300 N/A 3133KQGH3 2052-12-01 5.5 1597853.51 1637129.64 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZA5438 N/A 31329PBF9 2048-06-01 4.5 7952890.11 7835362.30 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6729 N/A 3140QEPP1 2050-08-01 3 20127220.85 18120671.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 R3BF0748 N/A 3140FXZN5 2052-04-01 3.5 9483243.27 8821810.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7236 N/A 3140QTBE8 2053-10-01 5.5 715.76 727.85 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CVMA1454 N/A 31418ATL2 2028-05-01 2.5 26.50 26.14 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4120 N/A 31418DSJ2 2050-09-01 2.5 406.38 346.11 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4097 N/A 31418DRT1 2050-08-01 3 1034205.32 919590.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF5637 N/A 3133BTHN3 2053-01-01 5.5 11534956.99 11769734.39 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF4931 N/A 3133BSPQ9 2052-12-01 6 432.94 449.06 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQF0540 N/A 3133BMS55 2052-09-01 4.5 699.40 678.70 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA2274 N/A 3142JQQ44 2056-01-01 5 906.20 902.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2238 N/A 3142JQPY9 2055-12-01 5.5 882.19 895.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA2665 N/A 3142JQ6B0 2056-01-01 6 815.36 846.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2599 N/A 3142JQ3H0 2056-01-01 5.5 854.72 872.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA6063 N/A 31418FWZ6 2046-05-01 4.5 913.02 895.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6028 N/A 31418FVW4 2056-04-01 4.5 22007363.68 21279470.12 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6003 N/A 31418FU54 2041-03-01 4.5 847.43 842.61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5885 N/A 31418FRF6 2040-11-01 4.5 2636866.11 2621864.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5908 N/A 31418FR66 2055-12-01 4.5 12202.32 11799.89 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7195 N/A 3133KN7G2 2052-04-01 3.5 12631033.32 11638214.44 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3195 N/A 3133KJRQ7 2050-08-01 2.5 468.48 402.90 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQJ2816 N/A 3133CTDV8 2054-08-01 4.5 815.50 795.65 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0301 N/A 3133CQKN4 2054-07-01 7 911792.79 982848.71 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH8928 N/A 3133CM4M3 2054-02-01 6 1754059.00 1817954.69 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH6803 N/A 3133CKRY6 2053-12-01 6.5 459.14 488.54 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH6063 N/A 3133CJWY3 2053-12-01 6.5 5122035.74 5417168.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQH5209 N/A 3133CHYE9 2053-11-01 5 6026394.40 6012628.79 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH4609 N/A 3133CHDN2 2053-11-01 6.5 644.94 684.39 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH1726 N/A 3133CD4K7 2053-10-01 6.5 671.26 703.27 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH0429 N/A 3133CCPN0 2053-09-01 6.5 6775307.44 7188690.02 Agency Mortgage-Backed Securities FMAC 04.500 FGPC N31276 G N/A 31281BMZ0 2036-01-01 4.5 194.30 193.73 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G07786 G N/A 3128M96X5 2044-08-01 4 177.29 172.23 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL8561 N/A 3138ETQP4 2031-06-01 3.5 72056.52 71130.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8711 N/A 3140QUVD5 2054-06-01 6 674.72 695.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4781 N/A 3140QQJ30 2052-10-01 5 89684.91 90147.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3489 N/A 31418C2X1 2033-10-01 3.5 57.38 56.10 Agency 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709.44 671.37 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS3670 N/A 3132A4CF3 2042-12-01 3.5 90.12 85.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6903 N/A 3140QSU58 2053-08-01 5 759.62 760.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ2087 N/A 3133CSJ85 2054-08-01 5.5 8968908.40 9090747.05 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA4913 N/A 3140A5N79 2053-11-01 6.5 652.37 683.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTCB6439 N/A 3140QSEM9 2043-06-01 4.5 1627533.25 1607740.82 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8295 N/A 3138WJGD4 2046-11-01 3 268.45 244.88 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO7480 N/A 3140K3J29 2049-12-01 3 239.20 214.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX3618 N/A 3140N8AU2 2052-12-01 5.5 406.73 417.52 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQA8966 N/A 3133A36B9 2050-04-01 2.5 16814352.73 14337294.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3176 N/A 3140QNQ62 2052-03-01 3.5 6092.45 5623.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG7754 N/A 3133C8TK1 2053-08-01 5.5 5168610.92 5254572.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA3440 N/A 31418CZE7 2038-08-01 3.5 86.23 82.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0084 N/A 3142J6CW1 2056-01-01 5 905.28 896.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0095 N/A 3142J6C92 2056-02-01 5.5 46037.82 46552.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB3928 N/A 3140QPLJ4 2052-05-01 5 650.98 656.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB3926 N/A 3140QPLG0 2052-06-01 5 51640699.94 51606502.34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3897 N/A 3140QPKK2 2052-06-01 3.5 27640.76 25331.89 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG8408 N/A 3133C9KV4 2053-08-01 5 9458.58 9435.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG0364 N/A 3133C0MM1 2053-04-01 5 732.18 729.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF7286 N/A 3133BVCX1 2053-02-01 6 3861280.21 4050051.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF6564 N/A 3133BUJH1 2053-02-01 5.5 668.78 682.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF6520 N/A 3133BUG50 2053-01-01 5.5 6760911.20 6918444.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF5828 N/A 3133BTPM6 2053-01-01 6 15161249.67 15653464.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3606 N/A 3140QPAG2 2052-05-01 3.5 719.88 659.68 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3426 N/A 3140QNYY2 2052-04-01 3.5 627.06 575.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3315 N/A 3140QNVH2 2052-04-01 3.5 710.48 652.89 Agency Mortgage-Backed Securities FHLB FHDN 08/14/26 N/A 313385B88 2026-08-14 0 36900000.00 36727308.00 Agency Debentures and Agency Strips FHLB FHDN 08/07/26 N/A 313385A97 2026-08-07 0 27287100.00 27179043.08 Agency Debentures and Agency 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Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 520.85 425.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA5847 N/A 3140QDP99 2049-12-01 3.5 339.79 317.22 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1015 N/A 3140XGDV8 2052-02-01 2 107346.87 88040.66 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5134 N/A 3140J9V40 2048-11-01 4 9168963.13 8786060.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFS3563 N/A 3140XJ5Z2 2038-06-01 3.5 346680.72 332324.13 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0192 N/A 3140XFGA3 2052-01-01 2.5 397842.39 342972.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM3279 N/A 3140X6UD1 2045-10-01 3.5 316.69 298.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI2676 N/A 3133W86M0 2054-04-01 5.5 11310229.55 11489536.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4786 N/A 3140XLJ82 2053-05-01 5.5 619.43 631.64 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8544 N/A 3140QUP67 2054-05-01 6 59009.19 61717.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5144 N/A 3140XLWE4 2052-06-01 3.5 726.46 672.39 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI9058 N/A 3133WGB38 2054-07-01 6 4863043.59 5036811.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5309 N/A 3132DS3S9 2054-04-01 5.5 21215.03 21676.19 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS2782 N/A 3140XJCU5 2052-06-01 3 917275.56 815051.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA4904 N/A 3140A5NW4 2053-10-01 6 623.40 644.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3875 N/A 3140QPJV0 2047-06-01 3.5 1300325.29 1202098.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8332 N/A 3132DWHH9 2053-06-01 6 527.96 543.74 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8365 N/A 3132DWJJ3 2053-10-01 4.5 750.17 730.09 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3UZM9919 N/A 3131Y5AU5 2028-04-01 3 16.63 16.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1068 N/A 3142GRFJ4 2054-03-01 5.5 771.64 781.59 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD7548 N/A 3132DVL52 2051-11-01 2.5 6699577.13 5756141.93 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5528 N/A 31418FEA1 2054-11-01 4 322164.98 303800.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQE9175 N/A 3133BKFQ7 2052-09-01 5.5 5761994.69 5864371.25 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CICB8080 N/A 3140QT6S3 2039-02-01 6.5 1781532.39 1876716.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6186 N/A 3140QR2U6 2053-05-01 5.5 10908.71 11147.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX0388 N/A 3140N4NE3 2052-11-01 4.5 709.71 691.63 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4685 N/A 3132DSF23 2054-01-01 6 34899930.98 36665809.32 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA5353 N/A 3140QC5P7 2050-03-01 3.5 221.68 204.55 Agency Mortgage-Backed 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2053-10-01 2.5 874.67 740.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6020 N/A 3142GWVN6 2056-03-01 5.5 922.96 941.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0094 N/A 3142J6C84 2056-02-01 5 915.85 907.43 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD1114 N/A 3140B1GY6 2055-02-01 7 759625.71 821712.12 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD7849 N/A 3140B8WK3 2055-04-01 7 736294.26 794927.50 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5328 N/A 31426P4N2 2055-06-01 6 713.09 746.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0634 N/A 3142JNV45 2055-12-01 5.5 889.33 910.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4987 N/A 31427SRH3 2056-04-01 5.5 900.86 916.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB2640 N/A 3142K35A2 2056-05-01 6 899.27 927.31 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5754 N/A 31427TMC7 2056-05-01 6.5 46351714.50 48384103.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMB0311 N/A 3138MTKZ9 2055-05-01 5 64311462.00 63730329.35 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4800 N/A 3142GVKN0 2055-09-01 6 845.36 883.50 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3048 N/A 3142GTL61 2054-12-01 6 744.44 778.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5731 N/A 31418FLM7 2055-06-01 3.5 15550.73 14250.31 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL4097 N/A 31427RRT9 2054-11-01 4 10452103.08 9889176.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3831 N/A 31427RHH6 2054-03-01 5.5 636.58 645.86 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD4438 N/A 3140B44Y3 2055-03-01 6.5 2246461.72 2374213.76 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD2036 N/A 3140B2HN7 2055-02-01 7 659.19 718.87 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD0976 N/A 3140B1CN4 2055-01-01 6.5 2213270.31 2329206.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC5663 N/A 3140ATJH0 2054-11-01 5.5 5454882.71 5576464.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC4988 N/A 3140ASRJ9 2054-11-01 5 773.90 773.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC1995 N/A 3140APGD0 2054-10-01 5.5 6725061.57 6801367.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC0564 N/A 3140AMTW1 2054-08-01 5.5 1758069.70 1808314.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB8688 N/A 3140AJUN6 2054-07-01 5.5 13188335.58 13434133.92 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDB4915 N/A 3140AEN96 2055-01-01 4.5 1228748.17 1194327.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB4849 N/A 3140AEL72 2054-12-01 5.5 27199892.10 27702833.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB5344 N/A 3140AE5E5 2054-05-01 6 900811.44 931610.48 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB4261 N/A 3140ADWX5 2054-07-01 7 595619.69 644760.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB3174 N/A 3140ACQ48 2054-04-01 5.5 1135644.97 1162560.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB0473 N/A 3140A9Q37 2054-05-01 5.5 5236795.70 5329296.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB0267 N/A 3140A9JM3 2054-03-01 5.5 4014090.04 4104477.54 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA3833 N/A 31418DHK1 2049-11-01 2.5 2070206.26 1765873.29 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4492 N/A 31418D7E6 2051-12-01 2 48390276.02 39137092.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3466 N/A 31418CZ80 2048-09-01 3.5 85.65 79.45 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CRMA2838 N/A 31418CEL4 2046-11-01 3 40079.27 36489.64 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CVMA1399 N/A 31418ARV2 2028-03-01 2.5 17.84 17.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0776 N/A 31417Y2J5 2031-06-01 4.5 22.68 22.64 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAB9683 N/A 31417GXM3 2043-06-01 4 95622.63 92785.73 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAB4445 N/A 31417A5F2 2042-02-01 4 11276536.97 11007729.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5134 N/A 3142GVV40 2055-10-01 5.5 836.86 850.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5655 N/A 3142GWH93 2056-01-01 5 883.43 882.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA9450 N/A 3142JYQC9 2056-04-01 6 830.13 860.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1850 N/A 3140Y8BU9 2056-01-01 5.5 894.92 907.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2239 N/A 31427PPZ1 2055-05-01 5.5 1530772.65 1547791.10 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRQ0017 N/A 3142J6AT0 2055-06-01 3.5 26770.74 24532.05 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA6109 N/A 31418FYF8 2056-06-01 7 899.55 955.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4135 N/A 3142GUSZ7 2055-05-01 5 898.69 892.68 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH5229 N/A 3140ULY39 2056-07-01 6.5 1799.10 1907.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7683 N/A 3142K9RD9 2056-07-01 5.5 1900270.80 1941604.65 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQZ6815 N/A 31427GSD7 2055-10-01 4.5 74118.53 71682.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5858 N/A 3140U9QL5 2056-04-01 5.5 8944652.22 9090732.30 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5737 N/A 31418FLT2 2055-06-01 6.5 4498817.00 4686922.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5613 N/A 31418FGX9 2055-02-01 5 4708.72 4666.28 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4159 N/A 31427RTR1 2052-06-01 3 899.51 799.71 Agency Mortgage-Backed Securities USTR 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 533993040.00 538154012.98 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 36000000.00 37014315.85 U.S. Treasuries (including strips) USTR 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 108417330.00 110560198.53 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 440460.00 429722.14 U.S. Treasuries (including strips) USTR 4 1/2 BOND 54 N/A 912810UE6 2054-11-15 4.5 41391090.00 39193843.99 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 22555260.00 20705716.22 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 60027570.00 38166654.52 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 74301750.00 37313503.88 U.S. Treasuries (including strips) USTR 2 BOND 50 N/A 912810SL3 2050-02-15 2 12810510.00 7651699.22 U.S. Treasuries (including strips) USTR 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 15976620.00 12194095.30 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 44999910.00 31393872.22 U.S. Treasuries (including strips) USTR 3 1/8 BOND 44 N/A 912810RH3 2044-08-15 3.125 22491000.00 18044147.08 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 6442650.00 5628760.63 U.S. Treasuries (including strips) USTR 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 4869090.00 4030814.08 U.S. Treasuries (including strips) USTR 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 10680390.00 10884683.74 U.S. Treasuries (including strips) USTR BILL 10/27/26 N/A 912797VN4 2026-10-27 0 118464660.00 116984681.00 U.S. Treasuries (including strips) USTR BILL 04/15/27 N/A 912797UE5 2027-04-15 0 324000.00 314215.20 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 10809090.00 9930305.01 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 179720190.00 179947208.84 U.S. Treasuries (including strips) USTR BILL 10/22/26 N/A 912797UL9 2026-10-22 0 1014570.00 1002537.20 U.S. Treasuries (including strips) USTR BILL 08/13/26 N/A 912797TW7 2026-08-13 0 6350400.00 6322204.22 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 27658800.00 18092775.83 U.S. Treasuries (including strips) USTR BILL 10/20/26 N/A 912797VM6 2026-10-20 0 123526170.00 122078443.28 U.S. Treasuries (including strips) USTR BILL 11/19/26 N/A 912797UZ8 2026-11-19 0 4037490.00 3977452.52 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 162652140.00 160294283.36 U.S. Treasuries (including strips) USTR 0 3/4 TRIN D 28 N/A 912828Y38 2028-07-15 0.75 238.67 234.39 U.S. Treasuries (including strips) USTR BILL 08/27/26 N/A 912797TY3 2026-08-27 0 323010.00 321098.75 U.S. Treasuries (including strips) USTR BILL 09/15/26 N/A 912797VC8 2026-09-15 0 1106730.00 1098042.17 U.S. Treasuries (including strips) USTR BILL 11/12/26 N/A 912797UY1 2026-11-12 0 619920.00 611179.13 U.S. Treasuries (including strips) USTR BILL 09/01/26 N/A 912797UW5 2026-09-01 0 37287000.00 37050227.55 U.S. Treasuries (including strips) USTR BILL 08/18/26 N/A 912797UU9 2026-08-18 0 45553680.00 45325911.60 U.S. Treasuries (including strips) USTR BILL 08/04/26 N/A 912797US4 2026-08-04 0 90578340.00 90260410.02 U.S. Treasuries (including strips) USTR BILL 07/28/26 N/A 912797UR6 2026-07-28 0 24476040.00 24406993.09 U.S. Treasuries (including strips) USTR BILL 07/21/26 N/A 912797UQ8 2026-07-21 0 712710.00 711199.05 U.S. Treasuries (including strips) USTR BILL 11/05/26 N/A 912797UM7 2026-11-05 0 121500.00 119876.76 U.S. Treasuries (including strips) USTR BILL 09/24/26 N/A 912797UH8 2026-09-24 0 1928790.00 1911797.36 U.S. Treasuries (including strips) USTR BILL 09/17/26 N/A 912797UG0 2026-09-17 0 36667170.00 36369432.58 U.S. Treasuries (including strips) USTR BILL 02/18/27 N/A 912797TV9 2027-02-18 0 279180.00 272417.99 U.S. Treasuries (including strips) USTR BILL 07/30/26 N/A 912797TQ0 2026-07-30 0 835650.00 833117.99 U.S. Treasuries (including strips) USTR BILL 07/16/26 N/A 912797TN7 2026-07-16 0 8084160.00 8071063.66 U.S. Treasuries (including strips) USTR BILL 01/21/27 N/A 912797TM9 2027-01-21 0 707580.00 692727.89 U.S. Treasuries (including strips) USTR BILL 07/02/26 N/A 912797TF4 2026-07-02 0 52053120.00 52042709.38 U.S. Treasuries (including strips) USTR BILL 10/29/26 N/A 912797SK4 2026-10-29 0 527400.00 520738.94 U.S. Treasuries (including strips) USTR BILL 10/01/26 N/A 912797SA6 2026-10-01 0 3463650.00 3430225.78 U.S. Treasuries (including strips) USTR BILL 08/06/26 N/A 912797RG4 2026-08-06 0 5183100.00 5163818.87 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-07-07 2026-07-07 2026-07-29 Y Royal Bank of Canada, Three World Financial Center Branch 1.0000 7 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0369 4500000000.00 4500000000.00 .0242 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., REPO, 3.650%, 7/1/2026 3.650 933FRW000 5U0XI89JRFVHWIBS4F54 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SP 785597 M N/A 3622ABDA7 2049-09-20 3.5 3205100.39 2966674.39 Agency Mortgage-Backed Securities GNMA GNII SF MB0025 M N/A 3618N5A33 2054-11-20 5 8437316.81 8389711.60 Agency Mortgage-Backed Securities GNMA GNII SF MA9172 M N/A 36179YFM1 2053-09-20 6 2496242.43 2580221.85 Agency Mortgage-Backed Securities GNMA GNII SF MA7367 M N/A 36179WFG8 2051-05-20 2.5 4660311.56 4014685.46 Agency Mortgage-Backed Securities GNMA GNII SF MA6995 M N/A 36179VXY1 2050-11-20 2.5 24358262.78 20982058.71 Agency Mortgage-Backed Securities GNMA GNII SF MA6994 M N/A 36179VXX3 2050-11-20 2 89713577.57 74176182.74 Agency Mortgage-Backed Securities GNMA GNII SF MA5467 M N/A 36179UCC4 2048-09-20 4.5 9109500.10 8972611.65 Agency Mortgage-Backed Securities GNMA GNII SF MA5193 M N/A 36179TXW0 2048-05-20 4.5 8065099.80 7937550.25 Agency Mortgage-Backed Securities GNMA GNII SF MA5076 M N/A 36179TT96 2048-03-20 3 17458287.42 15754597.17 Agency Mortgage-Backed Securities GNMA GNII SF MA5020 M N/A 36179TSH9 2048-02-20 4 12473707.96 11915898.98 Agency Mortgage-Backed Securities GNMA GNII SF MA4778 M N/A 36179TJX4 2047-10-20 3.5 15939162.28 14672292.86 Agency Mortgage-Backed Securities GNMA GNII SF MA4652 M N/A 36179TEZ4 2047-08-20 3.5 17104346.22 15846141.00 Agency Mortgage-Backed Securities GNMA GNII SF MA4509 M N/A 36179TAJ4 2047-06-20 3 16669393.84 14944556.10 Agency Mortgage-Backed Securities GNMA GNII SF MA5330 M N/A 36179T4P7 2048-07-20 4 8611968.25 8222614.46 Agency Mortgage-Backed Securities GNMA GNII SF MA4321 M N/A 36179SYS0 2047-03-20 3.5 18411863.31 17104942.19 Agency Mortgage-Backed Securities GNMA GNII SF MA3936 M N/A 36179SLR6 2046-09-20 3 12941552.18 11729390.32 Agency Mortgage-Backed Securities GNMA GNII SF MA3803 M N/A 36179SGL5 2046-07-20 3.5 9969090.51 9208114.38 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4356 N/A 31418DZW5 2051-06-01 2.5 148525110.53 126090970.20 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4119 N/A 31418DSH6 2050-09-01 2 37371633.04 30371593.97 Agency Mortgage-Backed Securities GNMA GNII SF MA6409 M N/A 36179VDN7 2050-01-20 3 25929249.06 23230964.98 Agency Mortgage-Backed Securities GNMA GNII SF MA4262 M N/A 36179SWX1 2047-02-20 3.5 6960729.43 6467349.06 Agency Mortgage-Backed Securities GNMA GNII SF MA6283 M N/A 36179U6U1 2049-11-20 3 6861236.64 6156338.34 Agency Mortgage-Backed Securities GNMA GNII SF MA5818 M N/A 36179UPB2 2049-03-20 4.5 15551350.53 15299496.41 Agency Mortgage-Backed Securities GNMA GNII SF MA4196 M N/A 36179SUV7 2047-01-20 3.5 14397503.71 13357132.09 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4414 N/A 31418D3Y6 2051-09-01 2.5 57138690.71 48490800.67 Agency Mortgage-Backed Securities GNMA GNII SF MA4963 M N/A 36179TQQ1 2048-01-20 4 13557878.67 12951586.91 Agency Mortgage-Backed Securities GNMA GNII SF MA4511 M N/A 36179TAL9 2047-06-20 4 3980185.54 3805066.22 Agency Mortgage-Backed Securities GNMA GNII SF MA8348 M N/A 36179XHZ2 2052-10-20 5 106129.19 106149.65 Agency Mortgage-Backed Securities USTR 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 707648.46 684870.14 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M 2026-07-01 2026-07-01 2026-07-01 N N N .0370 525859000.00 525859000.00 .0028 N Y Y N Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., REPO, 3.650%, 7/1/2026 3.650 935TKW005 549300H7EXFMRS487544 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UST - 0.0000 - 10/01/2026 N/A 912797SA6 2026-10-01 0 50000000.00 49517560.00 U.S. Treasuries (including strips) UST - 0.0000 - 10/01/2026 N/A 912797SA6 2026-10-01 0 50000000.00 49517560.00 U.S. Treasuries (including strips) UST - 0.0000 - 10/01/2026 N/A 912797SA6 2026-10-01 0 50000000.00 49517560.00 U.S. Treasuries (including strips) UST - 0.0000 - 10/01/2026 N/A 912797SA6 2026-10-01 0 50000000.00 49517560.00 U.S. Treasuries (including strips) UST - 0.0000 - 10/01/2026 N/A 912797SA6 2026-10-01 0 40000000.00 39614048.00 U.S. Treasuries (including strips) UST - 4.6250 - 10/15/2026 N/A 91282CJC6 2026-10-15 4.625 50000000.00 50597381.26 U.S. Treasuries (including strips) UST - 4.6250 - 10/15/2026 N/A 91282CJC6 2026-10-15 4.625 50000000.00 50597381.26 U.S. Treasuries (including strips) UST - 4.6250 - 10/15/2026 N/A 91282CJC6 2026-10-15 4.625 40000000.00 40477905.01 U.S. Treasuries (including strips) UST - 4.1250 - 02/15/2036 N/A 91282CPZ8 2036-02-15 4.125 50000000.00 49833619.36 U.S. Treasuries (including strips) UST - 4.1250 - 02/15/2036 N/A 91282CPZ8 2036-02-15 4.125 30235000.00 30134389.63 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0370 450004712.00 450004712.00 .0024 N Y Y N Truist Bank Truist Bank, REPO, 3.660%, 7/1/2026 3.660 937LKK006 JJKC32MCHWDI71265Z06 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 01.500 CLSD8112 N/A 3132DWAM5 2050-12-01 1.5 232650112.32 180165255.05 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8127 N/A 3132DWA45 2051-02-01 1.5 24267221.17 18790796.92 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8082 N/A 3132DV6T7 2050-10-01 1.5 130729994.58 100939679.14 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8081 N/A 3132DV6S9 2050-09-01 1.5 272112317.15 210104269.27 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 H 2026-07-01 2026-07-01 2026-07-01 N N N .0371 500000000.00 500000000.00 .0027 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., REPO, 3.650%, 7/1/2026 3.650 942MLS009 JHE42UYNWWTJB8YTTU19 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 44937134.36 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 44937134.36 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 44937134.36 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 10000000.00 8987426.87 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2029 N/A 91282CKX8 2029-06-30 4.25 50000000.00 50189455.00 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2029 N/A 91282CKX8 2029-06-30 4.25 50000000.00 50189455.00 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 50548827.50 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 8000000.00 8087812.40 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2029 N/A 91282CKG5 2029-03-31 4.125 50000000.00 50522572.38 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2029 N/A 91282CKG5 2029-03-31 4.125 50000000.00 50522572.38 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2029 N/A 91282CKG5 2029-03-31 4.125 50000000.00 50522572.38 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 48400392.50 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 48400392.50 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 48400392.50 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 48400392.50 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 48400392.50 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 10000000.00 9680078.50 U.S. Treasuries (including strips) UST - 5.0000 - 05/15/2045 N/A 912810UL0 2045-05-15 5 50000000.00 51255860.00 U.S. Treasuries (including strips) UST - 5.0000 - 05/15/2045 N/A 912810UL0 2045-05-15 5 50000000.00 51255860.00 U.S. Treasuries (including strips) UST - 5.0000 - 05/15/2045 N/A 912810UL0 2045-05-15 5 48000000.00 49205625.60 U.S. Treasuries (including strips) UST - 4.3750 - 12/31/2029 N/A 91282CMD0 2029-12-31 4.375 50000000.00 50425780.00 U.S. Treasuries (including strips) UST - 4.3750 - 12/31/2029 N/A 91282CMD0 2029-12-31 4.375 50000000.00 50425780.00 U.S. Treasuries (including strips) UST - 4.3750 - 12/31/2029 N/A 91282CMD0 2029-12-31 4.375 50000000.00 50425780.00 U.S. Treasuries (including strips) UST - 4.3750 - 12/31/2029 N/A 91282CMD0 2029-12-31 4.375 25000000.00 25212890.00 U.S. Treasuries (including strips) UST - 3.5000 - 04/30/2030 N/A 91282CGZ8 2030-04-30 3.5 50000000.00 49192426.52 U.S. Treasuries (including strips) UST - 3.5000 - 04/30/2030 N/A 91282CGZ8 2030-04-30 3.5 50000000.00 49192426.52 U.S. Treasuries (including strips) UST - 3.5000 - 04/30/2030 N/A 91282CGZ8 2030-04-30 3.5 50000000.00 49192426.52 U.S. Treasuries (including strips) UST - 3.5000 - 04/30/2030 N/A 91282CGZ8 2030-04-30 3.5 427000.00 420103.32 U.S. Treasuries (including strips) UST - 0.7500 - 08/31/2026 N/A 91282CCW9 2026-08-31 0.75 25000000.00 24934230.33 U.S. Treasuries (including strips) UST - 4.3750 - 11/30/2028 N/A 91282CJN2 2028-11-30 4.375 50000000.00 50470318.28 U.S. Treasuries (including strips) UST - 4.3750 - 11/30/2028 N/A 91282CJN2 2028-11-30 4.375 30000000.00 30282190.97 U.S. Treasuries (including strips) UST - 4.5000 - 02/15/2036 N/A 912810FT0 2036-02-15 4.5 50000000.00 51686743.40 U.S. Treasuries (including strips) UST - 4.5000 - 02/15/2036 N/A 912810FT0 2036-02-15 4.5 2000000.00 2067469.74 U.S. Treasuries (including strips) UST - 4.7500 - 08/15/2055 N/A 912810UM8 2055-08-15 4.75 50000000.00 49950159.42 U.S. Treasuries (including strips) UST - 4.7500 - 08/15/2055 N/A 912810UM8 2055-08-15 4.75 50000000.00 49950159.42 U.S. Treasuries (including strips) UST - 1.1250 - 02/29/2028 N/A 91282CBP5 2028-02-29 1.125 50000000.00 47797810.98 U.S. Treasuries (including strips) UST - 1.1250 - 02/29/2028 N/A 91282CBP5 2028-02-29 1.125 50000000.00 47797810.98 U.S. Treasuries (including strips) UST - 1.1250 - 02/29/2028 N/A 91282CBP5 2028-02-29 1.125 50000000.00 47797810.98 U.S. Treasuries (including strips) UST - 4.6250 - 06/15/2027 N/A 91282CKV2 2027-06-15 4.625 50000000.00 50348679.59 U.S. Treasuries (including strips) UST - 4.6250 - 06/15/2027 N/A 91282CKV2 2027-06-15 4.625 50000000.00 50348679.59 U.S. Treasuries (including strips) UST - 4.6250 - 06/15/2027 N/A 91282CKV2 2027-06-15 4.625 50000000.00 50348679.59 U.S. Treasuries (including strips) UST - 4.0000 - 07/31/2029 N/A 91282CLC3 2029-07-31 4 50000000.00 50672479.28 U.S. Treasuries (including strips) UST - 4.0000 - 07/31/2029 N/A 91282CLC3 2029-07-31 4 20000000.00 20268991.71 U.S. Treasuries (including strips) UST - 0.8750 - 11/15/2030 N/A 91282CAV3 2030-11-15 0.875 50000000.00 43595702.50 U.S. Treasuries (including strips) UST - 0.8750 - 11/15/2030 N/A 91282CAV3 2030-11-15 0.875 50000000.00 43595702.50 U.S. Treasuries (including strips) UST - 4.3750 - 08/15/2043 N/A 912810TU2 2043-08-15 4.375 50000000.00 48307970.39 U.S. Treasuries (including strips) UST - 2.5000 - 02/15/2046 N/A 912810RQ3 2046-02-15 2.5 25000000.00 17674485.11 U.S. Treasuries (including strips) UST - 4.1250 - 02/28/2027 N/A 91282CMP3 2027-02-28 4.125 50000000.00 50720873.59 U.S. Treasuries (including strips) UST - 4.1250 - 02/28/2027 N/A 91282CMP3 2027-02-28 4.125 50000000.00 50720873.59 U.S. Treasuries (including strips) UST - 3.8750 - 04/15/2029 N/A 91282CQJ3 2029-04-15 3.875 50000000.00 50095682.40 U.S. Treasuries (including strips) UST - 3.8750 - 04/15/2029 N/A 91282CQJ3 2029-04-15 3.875 50000000.00 50095682.40 U.S. Treasuries (including strips) UST - 3.8750 - 07/31/2027 N/A 91282CNP2 2027-07-31 3.875 20000000.00 20271914.60 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2033 N/A 91282CJJ1 2033-11-15 4.5 47360000.00 48320148.22 U.S. Treasuries (including strips) UST - 1.0000 - 07/31/2028 N/A 91282CCR0 2028-07-31 1 10000000.00 9425811.46 U.S. Treasuries (including strips) UST - 4.7500 - 05/15/2055 N/A 912810UK2 2055-05-15 4.75 41000000.00 40466680.20 U.S. Treasuries (including strips) UST - 3.0000 - 05/15/2045 N/A 912810RM2 2045-05-15 3 25000000.00 19307617.50 U.S. Treasuries (including strips) UST - 2.8750 - 08/15/2028 N/A 9128284V9 2028-08-15 2.875 40446000.00 39866917.84 U.S. Treasuries (including strips) UST - 4.2500 - 08/15/2054 N/A 912810UC0 2054-08-15 4.25 50000000.00 45952627.38 U.S. Treasuries (including strips) UST - 4.2500 - 08/15/2054 N/A 912810UC0 2054-08-15 4.25 50000000.00 45952627.38 U.S. Treasuries (including strips) UST - 4.2500 - 08/15/2054 N/A 912810UC0 2054-08-15 4.25 20000000.00 18381050.95 U.S. Treasuries (including strips) UST - 3.5000 - 01/31/2028 N/A 91282CGH8 2028-01-31 3.5 50000000.00 50246623.12 U.S. Treasuries (including strips) UST - 3.5000 - 01/31/2028 N/A 91282CGH8 2028-01-31 3.5 50000000.00 50246623.12 U.S. Treasuries (including strips) UST - 3.5000 - 01/31/2028 N/A 91282CGH8 2028-01-31 3.5 20000000.00 20098649.25 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 50000000.00 50025390.00 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 50000000.00 50025390.00 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 7830000.00 7833976.07 U.S. Treasuries (including strips) UST - 2.0000 - 11/15/2026 N/A 912828U24 2026-11-15 2 42000000.00 41814607.80 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49458985.00 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49458985.00 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49458985.00 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49458985.00 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49458985.00 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 45000000.00 44513086.50 U.S. Treasuries (including strips) UST - 3.7500 - 11/15/2043 N/A 912810RD2 2043-11-15 3.75 50000000.00 43908205.00 U.S. Treasuries (including strips) UST - 3.7500 - 11/15/2043 N/A 912810RD2 2043-11-15 3.75 50000000.00 43908205.00 U.S. Treasuries (including strips) UST - 3.7500 - 11/15/2043 N/A 912810RD2 2043-11-15 3.75 50000000.00 43908205.00 U.S. Treasuries (including strips) UST - 3.7500 - 11/15/2043 N/A 912810RD2 2043-11-15 3.75 976000.00 857088.16 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 37290507.21 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 18000000.00 13424582.60 U.S. Treasuries (including strips) UST - 4.7500 - 11/15/2043 N/A 912810TW8 2043-11-15 4.75 43000000.00 42986562.50 U.S. Treasuries (including strips) UST - 4.1250 - 07/31/2031 N/A 91282CLD1 2031-07-31 4.125 50000000.00 50797987.07 U.S. Treasuries (including strips) UST - 4.1250 - 07/31/2031 N/A 91282CLD1 2031-07-31 4.125 30000000.00 30478792.24 U.S. Treasuries (including strips) UST - 3.5000 - 02/15/2039 N/A 912810QA9 2039-02-15 3.5 31962000.00 29372757.94 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 44937134.36 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 44937134.36 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 44937134.36 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 44937134.36 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 44937134.36 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-07-01 2026-07-01 2026-07-01 N N N .0370 3500000000.00 3500000000.00 .0188 N Y Y N Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO, 3.640%, 7/1/2026 3.640 94999J005 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION WELLS FARGO BANK Y USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 433770000.00 421860953.09 U.S. Treasuries (including strips) USTR 5 BOND 45 N/A 912810UL0 2045-05-15 5 352679000.00 360206580.58 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 398300000.00 399134872.01 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 596861100.00 418297418.64 U.S. Treasuries (including strips) USTR 2 BOND 41 N/A 912810TC2 2041-11-15 2 637000000.00 445604432.00 U.S. Treasuries (including strips) USTR 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 238697000.00 153913675.50 U.S. Treasuries (including strips) USTR 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 527317800.00 449231170.11 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 477478500.00 415645820.37 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 240772000.00 200435105.68 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0369 3200000000.00 3200000000.00 .0172 N Y Y N Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO, 3.630%, 7/2/2026 3.630 94999J005 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION WELLS FARGO BANK Y USTR 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 1509796300.00 1520923498.73 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AA 31 N/A 91282CQX2 2031-06-30 4.125 571417700.00 570287435.79 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-02 2026-07-02 2026-07-02 Y Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK 1.0000 2 N STANDARD AND POORS A-1+ MOODYS P-1 N N .0368 2050000000.00 2050000000.00 .0110 N N Y N Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO, 3.630%, 7/1/2026 3.630 94999J005 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION WELLS FARGO BANK Y USTR 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 378935700.00 379992607.58 U.S. Treasuries (including strips) USTR 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 951277000.00 946141176.36 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 Y Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK 1.0000 1 N STANDARD AND POORS A-1+ MOODYS P-1 N N .0368 1300000000.00 1300000000.00 .0070 N Y Y N BNP Paribas SA BNP Paribas SA, REPO, 3.710%, 9/28/2026 3.710 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 5/8 NOTE AH 30 N/A 91282CPR6 2030-12-31 3.625 176130514.51 172403945.08 U.S. Treasuries (including strips) USTR 1 1/8 TRIN AE 30 N/A 91282CPH8 2030-10-15 1.125 158703728.29 154783883.90 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 33542125.04 33203489.98 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 2066398.04 2033104.19 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 31 N/A 91282CBF7 2031-01-15 0.125 10114530.48 9363913.01 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 30 N/A 912828ZZ6 2030-07-15 0.125 20208917.69 18921088.33 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 3718433.10 3637340.65 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 55256588.20 54464144.16 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875 183476243.19 184647120.65 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 215300716.39 177060864.72 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 44342311.91 45673260.45 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-07-07 2026-07-07 2026-09-28 Y BNP Paribas SA 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M N N .0376 823700000.00 823700000.00 .0044 N N Y N BNP Paribas SA BNP Paribas SA, REPO, 3.650%, 8/4/2026 3.650 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 NOTE N 32 N/A 91282CNR8 2032-07-31 4 8363745.00 8409775.59 U.S. Treasuries (including strips) USTR 4 NOTE M 32 N/A 91282CNJ6 2032-06-30 4 45000000.00 44525250.00 U.S. Treasuries (including strips) USTR 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 11809305.00 11865135.10 U.S. Treasuries (including strips) USTR 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 29925945.00 30395080.32 U.S. Treasuries (including strips) USTR 1 1/8 TRIN A 33 N/A 91282CGK1 2033-01-15 1.125 57888227.48 55235721.73 U.S. Treasuries (including strips) USTR 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 58266540.00 58259912.18 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 131117985.00 122610230.64 U.S. Treasuries (including strips) USTR 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 80570610.00 71861926.40 U.S. Treasuries (including strips) USTR 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 26999370.00 23528914.24 U.S. Treasuries (including strips) USTR 0 1/4 TRIN D 29 N/A 9128287D6 2029-07-15 0.25 2297096.67 2195797.94 U.S. Treasuries (including strips) USTR 4 BOND 52 N/A 912810TL2 2052-11-15 4 35269875.00 30689199.99 U.S. Treasuries (including strips) USTR 4 1/8 NOTE K 33 N/A 91282CQN4 2033-04-30 4.125 150615450.00 150586476.99 U.S. Treasuries (including strips) USTR 4 NOTE G 33 N/A 91282CPY1 2033-01-31 4 24749550.00 24832079.50 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 32 N/A 91282CPQ8 2032-12-31 3.875 46727505.00 45796693.10 U.S. Treasuries (including strips) USTR 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875 89998200.00 89516391.70 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 6103665.00 6005322.62 U.S. Treasuries (including strips) USTR 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 67036500.00 67109512.64 U.S. Treasuries (including strips) USTR 0 5/8 TRIN D 32 N/A 91282CEZ0 2032-07-15 0.625 73174623.55 68221873.95 U.S. Treasuries (including strips) USTR 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 17187480.00 14917611.16 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-07-07 2026-07-07 2026-08-04 Y BNP Paribas SA 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M N N .0370 900000000.00 900000000.00 .0048 N N Y N BNP Paribas SA BNP Paribas SA, REPO, 3.650%, 7/1/2026 3.650 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRA 2026-050 FG N/A 38385NG99 2056-03-20 4.8087 3017769.31 2998970.89 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-007 FD N/A 38385LAH1 2056-01-20 4.6087 62655.87 61934.15 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-218 FA N/A 38385J4U4 2055-12-20 4.6087 6894350.02 6816465.93 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-203 FA N/A 38385H4Q7 2055-11-20 5.0087 1916571.78 1911635.28 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-103 FC N/A 38385GF46 2055-06-20 5.1587 137078.07 138635.00 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-102 FL N/A 38385G3L1 2055-06-20 4.7587 1331881.31 1350446.23 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-082 FB N/A 38385F3S8 2055-05-20 5.3587 51022.93 51824.58 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-063 HF N/A 38385E2S2 2055-04-20 4.9287 166311.55 168041.87 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-026 FG N/A 38385CG28 2055-02-20 5.2587 1259716.20 1275308.66 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-160 KF N/A 38384YRH6 2054-10-20 4.6287 8756548.23 8781309.62 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-172 FA N/A 38384XRH8 2054-10-20 4.7087 2101385.89 2104975.01 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-172 FB N/A 38384XRF2 2054-10-20 4.6087 1753413.07 1758547.41 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-142 FA N/A 38384XAC7 2054-09-20 4.7187 3574530.35 3603393.81 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-132 FD N/A 38384UPU7 2054-08-20 4.7087 317561.90 320708.62 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-117 FG N/A 38384Q3A4 2054-07-20 4.8587 5830974.82 5880944.20 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-117 FE N/A 38384Q2Y3 2054-07-20 4.9087 5372410.50 5425901.08 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-021 FA N/A 38384JBJ2 2054-02-20 4.8087 6900.99 6949.67 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-013 FD N/A 38384GQ78 2054-01-20 4.6687 179210.46 180301.47 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-089 BT N/A 38385RQ24 2056-05-20 4.5 820956.60 799289.92 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-047 KF N/A 38385NQF4 2056-03-20 4.8587 19669518.34 19561210.99 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-052 FB N/A 38385NMP6 2056-03-20 4.6087 5822116.07 5679067.84 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-187 FE N/A 38384GNF3 2053-12-20 4.8587 4003029.62 4036809.76 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-133 KF N/A 38384EPK5 2053-09-20 5.0087 1770089.12 1794442.56 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-133 NF N/A 38384EMX0 2053-09-20 4.9087 1269343.36 1287863.76 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-120 FB N/A 38384CTC3 2053-08-20 4.7187 1342813.02 1354152.74 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-101 TF N/A 38384CAW9 2053-07-20 4.6587 1352690.22 1362427.00 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-098 FA N/A 38384BXX4 2053-07-20 4.6087 99639.81 100219.83 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-082 KF N/A 38384AT94 2053-06-20 4.7587 8849286.41 8905823.32 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-070 FA N/A 38384ADT7 2053-05-20 4.6087 426788.51 428056.16 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-076 FA N/A 38383X4Z4 2053-05-20 4.6087 65970.18 66168.10 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-022 KF N/A 38383VVM7 2053-02-20 4.5087 3404875.23 3402646.47 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-178 FB N/A 38383US43 2052-10-20 4.7087 2890645.78 2887202.96 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-213 FA N/A 38383LYW4 2052-12-20 4.5087 1339558.20 1336204.51 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-066 FC N/A 38383KUG5 2054-04-20 4.7387 69931.19 70331.98 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-010 FB N/A 38383GBQ3 2052-01-20 3 16681526.07 14557256.05 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-193 EF N/A 38383DRX8 2051-11-20 2.5 6551211.84 5454594.30 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-077 FA N/A 38382Q2Q2 2051-05-20 3 2398451.42 2090251.22 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-131 YF N/A 38381QPA3 2055-08-20 4.7087 7810357.46 7906862.07 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-124 FG N/A 38381PLZ4 2055-07-20 4.9587 2032212.76 2046646.40 Agency Collateralized Mortgage Obligation FMAC FERA 5597FB 11/25/55 N/A 3137HNPH5 2055-11-25 4.9278 3761959.94 3774296.96 Agency Collateralized Mortgage Obligation FMAC FERM 5543DC 11/25/52 N/A 3137HLL34 2052-11-25 5 112.30 112.79 Agency Collateralized Mortgage Obligation FMAC FGRM 4253PB 08/15/41 N/A 3137B4KX3 2041-08-15 3.5 77.60 73.56 Agency Collateralized Mortgage Obligation FNMA FNRA CL046FA R23F046 N/A 3136BQLF4 2053-10-25 4.9278 64487.98 65151.91 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-099 FE N/A 38381NRS9 2055-06-20 4.7087 2532982.14 2576858.40 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-160 AF N/A 38384YRD5 2054-10-20 4.6587 1639258.05 1645962.76 Agency Collateralized Mortgage Obligation FNMA FNRA CL082FG R24F082 N/A 3136BTEZ2 2054-11-25 4.8778 661.99 666.89 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-038 FJ N/A 38385L4F2 2056-02-20 4.4087 229700.16 229906.12 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-081 YF N/A 38383RWT0 2052-05-20 4.5 1085.40 1017.28 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-187 FD N/A 38384GMT4 2053-12-20 4.9087 180149.00 182375.19 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-182 KF N/A 38384GNN6 2053-12-20 4.9087 1693454.28 1714997.61 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-127 FG N/A 38381PQ55 2055-07-20 4.9287 1905702.71 1925844.25 Agency Collateralized Mortgage Obligation FNMA FNRA CL077FB R24F077 N/A 3136BTQK2 2053-10-25 4.9278 1009062.97 1012346.87 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-123 MF N/A 38384CQZ5 2053-08-20 4.6087 1031622.32 1038778.89 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-076 CF N/A 38383X5B6 2053-05-20 4.6087 687945.58 689881.60 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-003 FD N/A 38383VMJ4 2053-01-20 4.5187 4100657.91 4100990.88 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-181 DF N/A 38384X5F6 2054-11-20 4.7087 1667418.80 1675922.60 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-89 FH N/A 38381WY93 2049-07-20 4.1535 599799.75 592788.75 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-097 FA N/A 38384PPQ7 2054-06-20 4.8087 147606.59 148667.69 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-103 FA N/A 38385GE62 2055-06-20 5.4087 9531552.29 9688998.49 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-082 FG N/A 38385F3V1 2055-05-20 5.3587 3771974.58 3831238.08 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-134 FC N/A 38384VAQ0 2054-08-20 4.6687 2948.44 2972.50 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-083 FB N/A 38385SVV2 2056-05-20 4.6687 55389123.97 55307805.31 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-089 FG N/A 38385GKB4 2055-05-20 5.0087 1197804.40 1215356.20 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-066 FB N/A 38383KUE0 2054-04-20 4.6387 948484.78 954364.94 Agency Collateralized Mortgage Obligation FNMA FNRA CL047FB R14F047 N/A 3136AKTK9 2054-08-25 4.1137 240077.92 236244.84 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-086 WB N/A 38382QQF0 2051-05-20 4.7275 28031.33 26963.79 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-089 EL N/A 38384N4A0 2054-05-20 5.5 22184.37 22588.83 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-064 FG N/A 38385EP65 2055-04-20 4.9087 740442.66 743601.78 Agency Collateralized Mortgage Obligation FNMA FNMS 02.500 CLCB1371 N/A 3140QLQZ2 2051-08-01 2.5 3121792.43 2671642.11 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB1186 N/A 3140QLJ80 2051-07-01 2 2768240.75 2240700.19 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ5794 N/A 3140Q1NL0 2032-12-01 4.27 520.00 514.59 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX H2BZ5540 N/A 3140Q1EN6 2030-10-01 4.385 335.48 335.43 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5527 N/A 3140Q1D98 2035-11-01 4.535 167.74 167.53 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5155 N/A 3140Q0WR9 2035-10-01 4.28 169.08 165.72 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ4830 N/A 3140Q0LL4 2035-09-01 4.76 167.74 170.06 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ4850 N/A 3140Q0L83 2035-09-01 4.42 346.05 342.77 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX H2BZ4770 N/A 3140Q0JQ6 2031-01-01 5.11 333.19 341.82 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX H2BZ4268 N/A 3140NYW64 2033-09-01 5.28 333.23 345.81 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3658 N/A 3140NYB42 2035-04-01 4.8 1188.45 1208.85 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLBY9937 N/A 3140NTBF8 2053-11-01 7.5 73175.08 80139.06 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBX4359 N/A 3140N8ZZ4 2053-04-01 7 1171.77 1295.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV3099 N/A 3140MGNR8 2052-02-01 3 382233.80 340775.45 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX H2BS9774 N/A 3140LL2G5 2036-01-01 5.63 503.23 535.70 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS8460 N/A 3140LKMJ9 2033-06-01 4.52 348.90 349.81 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS4783 N/A 3140LFJ54 2032-02-01 2.24 169.87 152.31 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS4469 N/A 3140LE6F9 2037-01-01 2.26 614.97 509.00 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS3363 N/A 3140LDWZ8 2035-12-01 1.97 186.86 151.89 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS3097 N/A 3140LDNP0 2028-09-01 1.4 234.34 220.06 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS1990 N/A 3140LCF89 2036-06-01 2.07 343.87 280.04 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ4627 N/A 3140KQD99 2050-11-01 2 42644.65 34718.76 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBL5691 N/A 3140HXKD1 2027-03-01 1.77 167.91 165.07 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL4038 N/A 3140HVPY4 2034-09-01 2.98 503.23 453.01 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0092 N/A 3140HRC68 2033-10-01 3.69 693.72 661.95 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0793 N/A 3140HR3B7 2038-12-01 4.15 185.62 178.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF6363 N/A 3140BXB96 2055-12-01 6.5 793.74 841.79 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE8735 N/A 3140BMV56 2055-09-01 7 830.44 890.51 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA5842 N/A 3140A6P42 2053-11-01 6.5 1044.07 1119.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP9733 N/A 3138MDY71 2042-10-01 3.5 170589.98 161226.20 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX JUAL7034 N/A 3138EPY81 2043-11-01 5.908 28.07 28.77 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HY109732 N/A 313637Y53 2033-09-01 3.78 794.26 759.47 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7402 N/A 3133KPGK8 2052-05-01 3.5 1119.21 1029.23 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH4849 N/A 3133CHL60 2053-10-01 7 878.25 955.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH2330 N/A 3133CEST0 2053-10-01 5.5 1199.69 1235.52 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG3136 N/A 3133C3PV2 2053-04-01 6.5 819.16 868.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7879 N/A 3133BVXG5 2053-02-01 5.5 45886.38 47341.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF1317 N/A 3133BNPA5 2052-10-01 5.5 1347.11 1389.85 Agency Mortgage-Backed Securities FMAC FKAR 03.260 WEWE6088 N/A 3132YBXR2 2040-02-01 3.26 168.22 153.34 Agency Mortgage-Backed Securities GNMA GNII SF MB0555 M N/A 3618N5TM1 2055-08-20 5 163.75 162.74 Agency Mortgage-Backed Securities GNMA GNII SF MB0308 M N/A 3618N5KW8 2055-04-20 5.5 123.63 125.16 Agency Mortgage-Backed Securities GNMA GNII SF MB0091 M N/A 3618N5C56 2054-12-20 5 148.61 147.91 Agency Mortgage-Backed Securities GNMA GNII SF DQ2636 C N/A 3618MU4V4 2056-04-20 6.5 877465.96 924533.33 Agency Mortgage-Backed Securities GNMA GNII SF DQ1177 C N/A 3618MTJW9 2056-02-20 6.5 1336.87 1408.60 Agency Mortgage-Backed Securities GNMA GNII SF DJ4778 C N/A 3618KRJX3 2055-04-20 7 3936.42 4227.95 Agency Mortgage-Backed Securities GNMA GNII SF DA5655 C N/A 3618GVH86 2054-03-20 5 122504.22 122278.67 Agency Mortgage-Backed Securities GNMA GNII SF MA9963 M N/A 36180AB85 2054-10-20 4.5 150.15 145.84 Agency Mortgage-Backed Securities GNMA GNII SF MA9362 M N/A 36179YMK7 2053-12-20 5.5 130.35 132.69 Agency Mortgage-Backed Securities GNMA GNII SF MA8801 M N/A 36179XX68 2053-04-20 5.5 492281.76 501797.84 Agency Mortgage-Backed Securities GNMA GNII SF MA8101 M N/A 36179XAA4 2052-06-20 4.5 538358.69 525987.75 Agency Mortgage-Backed Securities GNMA GNII SF MA8948 M N/A 36179X5H5 2053-06-20 5.5 1669764.83 1701556.41 Agency Mortgage-Backed Securities GNMA GNII SF MA7533 M N/A 36179WLN6 2051-08-20 2 5148907.31 4257019.31 Agency Mortgage-Backed Securities GNMA GNII SF MA7312 M N/A 36179WDR6 2051-04-20 2.5 93.07 80.18 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRQ0067 N/A 3142J6CD3 2055-11-01 7 77643.82 82488.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6978 N/A 3142GXXG7 2056-07-01 5.5 2793697.82 2869534.30 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5526 N/A 31427TD86 2056-06-01 4.5 168.06 162.50 Agency Mortgage-Backed Securities FMAC FKAR 04.350 WNWN1643 N/A 3132XFZH4 2035-06-01 4.35 313.51 308.96 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8134 N/A 3132DWBB8 2051-03-01 2 1089257.55 884402.09 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD3304 N/A 3132DQU53 2051-02-01 1.5 4138954.31 3196921.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2359 N/A 3132DPTQ1 2053-02-01 5.5 905.83 936.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2211 N/A 3132DPN46 2053-01-01 5.5 1153.24 1180.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8351 N/A 3132D6H45 2040-01-01 5 4123.63 4165.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6118 N/A 31418FYQ4 2056-07-01 5 236.18 234.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5039 N/A 31418ES50 2053-06-01 5.5 113.63 115.58 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4326 N/A 31418DYY2 2051-05-01 2.5 9380.74 7975.26 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS5740 N/A 3140XMLW4 2053-09-01 6.5 2029150.77 2116666.24 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1334 N/A 3140XGPU7 2051-11-01 2 209.49 169.62 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS1790 N/A 3140XG7C7 2052-05-01 4 210028.41 198059.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2938 N/A 3140W3HQ5 2053-02-01 6 1053.67 1090.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1503 N/A 3140W1U50 2053-09-01 6 154.23 159.42 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA0230 N/A 3140W0HG3 2055-01-01 4 5419.72 5117.86 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFA0125 N/A 3140W0D77 2041-10-01 2 2751240.97 2403330.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6514 N/A 3140QSGY1 2053-06-01 5 511366.87 515017.92 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX4371 N/A 3140N82D9 2053-04-01 6.5 1193.98 1278.23 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL1011 N/A 3140HSDR9 2033-12-01 4.02 167.91 163.40 Agency Mortgage-Backed Securities FMAC FMAR 840283 G N/A 31347AJ47 2046-04-01 6.04 24.92 25.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW3383 N/A 3140MUXM7 2052-07-01 4.5 67732.15 65978.63 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4438 N/A 31418D4Y5 2051-10-01 2.5 19524.51 16549.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA6429 N/A 3140A7EB6 2054-02-01 5.5 1140.62 1160.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6056 N/A 3140QRWS8 2053-04-01 5 111493.77 112091.13 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX4311 N/A 3140N8YH5 2053-03-01 6.5 807.42 862.17 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8212 N/A 3132DWDR1 2052-05-01 2.5 1973.60 1671.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2913 N/A 3132DQGW0 2053-05-01 5.5 161.60 164.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY9895 N/A 3140NS7H1 2053-10-01 5.5 977.21 1003.13 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS8632 N/A 3132A9SV0 2031-12-01 2.5 29772.67 28556.87 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP3659 N/A 3140KBB52 2050-08-01 2.5 80425.95 68527.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5304 N/A 3140XL3N6 2053-07-01 5.5 95096.63 97282.48 Agency Mortgage-Backed Securities FMAC FKAR 04.370 WRWR1000 N/A 3142FEDE7 2029-11-01 4.37 102.94 103.44 Agency Mortgage-Backed Securities GNMA GNII SF MA8267 M N/A 36179XFG6 2052-09-20 4 2926711.89 2770771.47 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL2507 N/A 3140HTYD5 2049-05-01 3.83 919.96 806.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC3229 N/A 3140AQST0 2054-09-01 5 1062792.25 1061295.60 Agency Mortgage-Backed Securities GNMA GNII SF MB0623 M N/A 3618N5VR7 2055-09-20 5.5 3485219.80 3528358.30 Agency Mortgage-Backed Securities FMAC FKAR 04.600 WNWN1599 N/A 3132XFX52 2035-02-01 4.6 218.74 219.56 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX H2BZ6764 N/A 3140Q2QS0 2032-09-01 4.66 353.25 355.46 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ6908 N/A 31427GVA9 2055-11-01 6.5 1180.16 1242.03 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA5795 N/A 31418FNM5 2055-08-01 7 6231323.87 6620120.40 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDF3316 N/A 3140BTVJ1 2055-10-01 7 1465.33 1576.95 Agency Mortgage-Backed Securities GNMA GNAR AF MB1231 M N/A 3618N6LM7 2056-06-20 5 167.74 169.35 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ4047 N/A 3140NYP96 2035-06-01 4.89 698.48 713.58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1586 N/A 31427NXQ7 2053-05-01 6 455215.66 470840.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1323 N/A 3140U4PH6 2056-03-01 5 168.19 167.18 Agency Mortgage-Backed Securities GNMA GNII SF DP3330 C N/A 3618MHVX9 2056-03-20 6.5 87949.73 92949.07 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4204 N/A 31418DU67 2040-12-01 2 1894213.38 1660374.84 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ6075 N/A 3140Q1XD7 2036-01-01 4.2 335.48 327.07 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6948 N/A 3140Q2WJ3 2033-03-01 4.61 14144.59 14231.63 Agency Mortgage-Backed Securities GNMA GNII SF DN7332 C N/A 3618MAED7 2055-11-20 6.5 8868.14 9288.64 Agency Mortgage-Backed Securities GNMA GNII SF DN6115 C N/A 3618M8YL2 2055-11-20 7.5 21148.49 22970.89 Agency Mortgage-Backed Securities GNMA GNII SF MB0871 M N/A 3618N56H7 2056-01-20 5 3308802.03 3288247.02 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FNWX4 2026-07-25 2.282 .15 .15 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137FLYK4 2034-03-25 3.542 167.74 156.88 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137F82M4 2030-05-25 0.863 116.87 109.07 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137BSP80 2026-08-25 2.724 67086.54 66996.60 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- N/A 3137H8BK6 2055-06-25 3 83703.23 77462.12 Agency Mortgage-Backed Securities FNMA FNRM CL007A2 R16M007 N/A 3136AS4R4 2026-09-25 2.4994 1.78 1.78 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-07-01 2026-07-01 2026-07-01 N N N .0370 260000000.00 260000000.00 .0014 N Y Y N BNP Paribas SA BNP Paribas SA, REPO, 3.640%, 7/1/2026 3.640 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 1/4 NOTE M 33 N/A 91282CQW4 2033-06-30 4.25 78736539.09 78736539.09 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AP 29 N/A 91282CQV6 2029-06-15 4.125 367638861.63 368403393.77 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AL 29 N/A 91282CQE4 2029-03-15 3.5 517205626.43 514382526.98 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 35 N/A 91282CNS6 2035-07-15 1.875 55340716.18 54869106.27 U.S. Treasuries (including strips) USTR 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 392410206.08 396448949.82 U.S. Treasuries (including strips) USTR 1 1/4 TRIN X 28 N/A 91282CGW5 2028-04-15 1.25 653.36 645.18 U.S. Treasuries (including strips) USTR 0 5/8 TRIN D 32 N/A 91282CEZ0 2032-07-15 0.625 7462620.20 6957520.38 U.S. Treasuries (including strips) USTR 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 514044880.60 485912232.38 U.S. Treasuries (including strips) USTR 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 65.42 64.68 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AM 29 N/A 91282CQJ3 2029-04-15 3.875 134264311.42 134494769.14 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 523.39 520.19 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-07-01 2026-07-01 2026-07-01 N N N .0369 2000000000.00 2000000000.00 .0107 N Y Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank, REPO, 3.650%, 7/1/2026 3.650 963FWP002 1VUV7VQFKUOQSJ21A208 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FERA 5606FG 11/25/55 N/A 3137HPE66 2055-12-25 4.8278 931476.25 933005.29 Agency Collateralized Mortgage Obligation FMAC FERA 5605GF 12/25/55 N/A 3137HP5X7 2055-12-25 4.8278 1778.67 1778.28 Agency Collateralized Mortgage Obligation FNMA FNRA CL018FC R26F018 N/A 3136G5CE8 2056-04-25 4.9278 17558634.64 17416926.11 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-160 DF N/A 38383AZV9 2051-09-20 3.5 57281610.79 51283551.54 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-191 FA N/A 38382MHD4 2048-10-20 4.0535 9258449.87 9099087.26 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-001 AF N/A 38385K6E5 2056-01-20 4.7087 980209.88 983181.85 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-100 FJ N/A 38385GT33 2055-06-20 4.8087 5842231.39 5933170.13 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-167 F N/A 38384YZC8 2054-10-20 4.7087 20942868.65 20950281.95 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-148 FA N/A 38384DNU7 2053-10-20 5.0587 388.93 394.96 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-001 KF N/A 38383VAQ1 2053-01-20 4.3587 14736965.60 14741692.56 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-063 KF N/A 38385RXB6 2056-04-20 4.7787 2151960.35 2156906.46 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-006 FE N/A 38383GJV4 2052-01-20 3.5 40256887.82 35794662.28 Agency Collateralized Mortgage Obligation FMAC FERA 5639HF 07/25/55 N/A 3137HQNG2 2055-07-25 4.6278 792924.50 792462.02 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-194 F N/A 38383DCX4 2051-11-20 3.9087 32894248.14 29983197.84 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-221 FA N/A 38383FRT2 2051-12-20 3.5 13131872.01 11680579.84 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-113 FG N/A 38384QQZ4 2054-07-20 4.9087 16212.13 16369.12 Agency Collateralized Mortgage Obligation GNMA GNII SF MA8801 M N/A 36179XX68 2053-04-20 5.5 617.05 628.98 Agency Mortgage-Backed Securities GNMA GNII SF MA8725 M N/A 36179XVS2 2053-03-20 5 741.35 740.18 Agency Mortgage-Backed Securities GNMA GNII SF MA7989 M N/A 36179W2W7 2052-04-20 3.5 727.70 664.05 Agency Mortgage-Backed Securities GNMA GNII SF MA2600 M N/A 36179Q3H2 2045-02-20 3 1218469.01 1107885.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA1731 N/A 3142JP4R9 2055-12-01 6 1607.22 1667.47 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5601 N/A 3142GWGK9 2055-12-01 4.5 992.67 963.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3245 N/A 3142GTTB2 2055-01-01 5 895.12 893.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1030 N/A 3140Y7EC8 2055-09-01 6 1859.09 1943.71 Agency Mortgage-Backed Securities GNMA GNII SF 635160 C N/A 36291QTR5 2047-01-20 2.5 528.89 454.45 Agency Mortgage-Backed Securities GNMA GNII SF DS4136 C N/A 3618VQSZ8 2056-05-20 6 1000.00 1038.61 Agency Mortgage-Backed Securities GNMA GNII SF DS1915 C N/A 3618VNDU2 2056-06-20 6 22147488.00 22881130.92 Agency Mortgage-Backed Securities GNMA GNII SF DR8273 C N/A 3618VHFN9 2056-04-20 6 998.17 1037.88 Agency Mortgage-Backed Securities GNMA GNII SF MB1143 M N/A 3618N6HV2 2056-05-20 5.5 1021.31 1033.95 Agency Mortgage-Backed Securities GNMA GNII SF MB0936 M N/A 3618N6BE6 2056-02-20 5 1013.44 1007.14 Agency Mortgage-Backed Securities GNMA GNII SF MB0935 M N/A 3618N6BD8 2056-02-20 4.5 988.49 957.29 Agency Mortgage-Backed Securities GNMA GNII SF MB0687 M N/A 3618N5XR5 2055-10-20 6 916.54 941.25 Agency Mortgage-Backed Securities GNMA GNII SF MB0481 M N/A 3618N5RB7 2055-07-20 3.5 998.98 904.73 Agency Mortgage-Backed Securities GNMA GNII SF MB0024 M N/A 3618N5A25 2054-11-20 4.5 926.95 900.17 Agency Mortgage-Backed Securities GNMA GNII SF MB0810 M N/A 3618N53U1 2055-12-20 3.5 1011.12 915.72 Agency Mortgage-Backed Securities GNMA GNII SF DP8130 C N/A 3618MPA71 2056-02-20 6.5 1310847.91 1403175.01 Agency Mortgage-Backed Securities GNMA GNII SF DP0259 C N/A 3618MEJC6 2056-01-20 6.5 1994190.23 2148225.69 Agency Mortgage-Backed Securities GNMA GNII SF CX0788 C N/A 3618FL2V4 2053-09-20 7 628.92 675.11 Agency Mortgage-Backed Securities GNMA GNII SF CV6289 C N/A 3618F27A7 2053-09-20 7 732.30 786.15 Agency Mortgage-Backed Securities GNMA GNII SF MA9904 M N/A 36180AAD5 2054-09-20 4.5 7213717.15 6992724.92 Agency Mortgage-Backed Securities GNMA GNII SF MA8201 M N/A 36179XDE3 2052-08-20 4.5 709.96 693.00 Agency Mortgage-Backed Securities GNMA GNII SF MA9012 M N/A 36179YAM6 2053-07-20 3 865.53 777.76 Agency Mortgage-Backed Securities GNMA GNII SF MA9779 M N/A 36179Y2L7 2054-07-20 5.5 705.61 715.97 Agency Mortgage-Backed Securities GNMA GNII SF MB0422 M N/A 3618N5PG8 2055-06-20 4.5 980.81 949.91 Agency Mortgage-Backed Securities GNMA GNII SF DS4102 C N/A 3618VQRX4 2056-06-20 6 2761456.00 2872820.92 Agency Mortgage-Backed Securities GNMA GNII SF DS1917 C N/A 3618VNDW8 2056-06-20 6 1024.00 1057.66 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5733 N/A 3142GWLP2 2056-01-01 5 968.08 964.89 Agency Mortgage-Backed Securities GNMA GNII SF DM0804 C N/A 3618LP3M7 2055-09-20 7.5 993.19 1079.29 Agency Mortgage-Backed Securities GNMA GNII SF DR7787 C N/A 3618VGUL8 2056-05-20 5 3609588.68 3560215.93 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0728 N/A 3140Y6Y20 2055-07-01 6 1614.79 1667.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4408 N/A 3140U73S9 2056-04-01 5 1342913.58 1336879.57 Agency Mortgage-Backed Securities GNMA GNII SF DQ0336 C N/A 3618MSLR9 2056-03-20 5.5 996.72 1036.22 Agency Mortgage-Backed Securities GNMA GNII SF MB0997 M N/A 3618N6DB0 2056-03-20 5.5 1013.92 1026.47 Agency Mortgage-Backed Securities GNMA GNII SF MB0872 M N/A 3618N56J3 2056-01-20 5.5 1008.23 1020.71 Agency Mortgage-Backed Securities FCSB 5.22 FCOR 27-36 CT N/A 3133EWTW0 2036-06-23 5.22 5125000.00 5118773.13 Agency Debentures and Agency Strips FHLB 4.13 FHOR 27-30 L N/A 3130BAG27 2030-05-06 4.13 9085000.00 9064822.22 Agency Debentures and Agency Strips FHLB FHOR 21-27 B3 N/A 3130AMZY1 2027-12-29 1.75 200000.00 192923.72 Agency Debentures and Agency Strips FHLB 5.74 FHOR 27-40 CM N/A 3130B6QS8 2040-06-25 5.74 5540000.00 5555884.41 Agency Debentures and Agency Strips FHLB 5.23 FHOR 27-45 CV N/A 3130B7S96 2045-09-29 5.23 3025000.00 2998377.82 Agency Debentures and Agency Strips FHLB 5.95 FHOR 26-40 CI N/A 3130B6L61 2040-06-12 5.95 16715000.00 16743967.10 Agency Debentures and Agency Strips FHLB 5.55 FHOR 28-45 BV N/A 3130B6V37 2045-07-10 5.55 5000000.00 5102326.67 Agency Debentures and Agency Strips FHLB 4.125 FHLB 28 G9097 N/A 3130BB3J2 2028-06-01 4.125 12640000.00 12655844.24 Agency Debentures and Agency Strips FNMA MNRA CL010A2 R22M010 N/A 3136BMXZ6 2032-01-25 1.9911 7387073.23 6520871.38 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0370 300000000.00 300000000.00 .0016 N Y Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank, REPO, 3.630%, 7/13/2026 3.630 963FWP002 1VUV7VQFKUOQSJ21A208 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 11404120.00 11613769.62 U.S. Treasuries (including strips) USTR 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 40.00 39.84 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 19849600.00 20288818.39 U.S. Treasuries (including strips) USTR 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4 40.00 39.91 U.S. Treasuries (including strips) USTR 1 1/4 TRIN X 28 N/A 91282CGW5 2028-04-15 1.25 66577800.00 65744274.32 U.S. Treasuries (including strips) USTR 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 38129760.00 38315633.52 U.S. Treasuries (including strips) USTR 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 40.00 38.72 U.S. Treasuries (including strips) USTR 0 1/8 TRIN AE 26 N/A 91282CDC2 2026-10-15 0.125 69207896.40 68872187.78 U.S. Treasuries (including strips) USTR 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.5 160.00 146.90 U.S. Treasuries (including strips) USTR 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.75 280.00 259.93 U.S. Treasuries (including strips) USTR 0 1/2 TRIN A 28 N/A 9128283R9 2028-01-15 0.5 8366817.52 8176663.33 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 27 N/A 9128282L3 2027-07-15 0.375 65260451.13 64309320.08 U.S. Treasuries (including strips) USTR 4 5/8 BOND 46 N/A 912810UT3 2046-02-15 4.625 320.00 315.62 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 160.00 143.52 U.S. Treasuries (including strips) USTR 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 120.00 102.59 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 160.00 133.61 U.S. Treasuries (including strips) USTR 1 TRIB 49 N/A 912810SG4 2049-02-15 1 22320172.09 15994418.41 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 40.00 28.65 U.S. Treasuries (including strips) USTR 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 40.00 29.67 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 40.00 31.14 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 80.00 61.66 U.S. Treasuries (including strips) USTR 0 3/4 TRIB 42 N/A 912810QV3 2042-02-15 0.75 20145221.50 15601002.67 U.S. Treasuries (including strips) USTR 2 1/2 TRIB 29 N/A 912810PZ5 2029-01-15 2.5 124.02 127.12 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 15066680.00 14922732.94 U.S. Treasuries (including strips) USTR 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 80.00 51.79 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 12382040.00 12120918.25 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 31 N/A 91282CCM1 2031-07-15 0.125 17136668.94 15774084.49 U.S. Treasuries (including strips) USTR 5 BOND 45 N/A 912810UL0 2045-05-15 5 78023040.00 79925241.72 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 27 N/A 91282CFR7 2027-10-15 1.625 684928.27 684404.26 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 280.00 273.17 U.S. Treasuries (including strips) USTR 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 3720000.00 2371763.69 U.S. Treasuries (including strips) USTR 2 1/8 TRIN X 29 N/A 91282CKL4 2029-04-15 2.125 5061226.69 5104726.32 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 32 N/A 91282CDX6 2032-01-15 0.125 240.14 218.04 U.S. Treasuries (including strips) USTR 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 280.00 270.50 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 261296000.00 262191891.59 U.S. Treasuries (including strips) USTR 0 1/4 TRIN D 29 N/A 9128287D6 2029-07-15 0.25 15239055.83 14567034.94 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 28 N/A 91282CQH7 2028-03-31 3.875 40.00 40.22 U.S. Treasuries (including strips) USTR 1 1/8 TRIN AE 30 N/A 91282CPH8 2030-10-15 1.125 411.58 401.42 U.S. Treasuries (including strips) USTR 3 5/8 NOTE BG 27 N/A 91282CNV9 2027-08-31 3.625 40.00 40.26 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 760.00 766.11 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AN 28 N/A 91282CND9 2028-05-15 3.75 400.00 399.20 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AL 28 N/A 91282CMS7 2028-03-15 3.875 39680.00 39965.89 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 100126400.00 100940427.63 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BJ 26 N/A 91282CLS8 2026-10-31 4.125 80.00 80.60 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-07-07 2026-07-07 2026-07-13 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ N N .0368 800000000.00 800000000.00 .0043 N N Y N ING Financial Markets LLC ING Financial Markets LLC, REPO, 3.650%, 7/1/2026 3.650 963FWZ000 KBVRJ5K57JZ3E2AVWX40 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.500 CLRJ5610 N/A 3142GWGU7 2055-12-01 5.5 23493079.40 23978647.43 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3303 N/A 31427QU59 2055-11-01 6 931.28 965.29 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY8426 N/A 31426TLG0 2055-06-01 7 757380.01 807293.54 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7174 N/A 31426R6L0 2055-07-01 6.5 8953831.37 9384986.21 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY3925 N/A 31426NLF5 2055-05-01 6 289800.72 299146.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY1154 N/A 31426KH82 2055-04-01 5.5 890.13 905.59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4204 N/A 31418DU67 2040-12-01 2 544.82 477.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5073 N/A 31417BT72 2037-05-01 3.5 60.91 58.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC1660 N/A 3140Y7Z27 2055-12-01 4.5 1007.10 977.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9534 N/A 3140XRSY2 2054-10-01 5.5 814.30 828.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS6381 N/A 3140XNCT9 2051-11-01 3.5 10184.00 9428.26 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS1843 N/A 3140XHBM8 2052-05-01 4 880.40 840.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4098 N/A 3140QPRU3 2052-07-01 4.5 105795321.72 103296859.40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3841 N/A 3140QPHT7 2052-06-01 3.5 13232.99 12233.89 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAT2024 N/A 3138WPHA5 2043-04-01 4 718295.30 697509.43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAO6756 N/A 3138LXQJ1 2042-06-01 3.5 133.13 125.41 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA9422 N/A 3133KRPF5 2053-07-01 5 18234562.43 18199493.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9855 N/A 3133KR5Q3 2053-09-01 6 834.34 877.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE6341 N/A 3133BGBJ6 2052-08-01 5 8802149.49 8772035.39 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE6088 N/A 3133BFXR6 2052-07-01 4.5 17986076.67 17523025.12 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8237 N/A 3132DWEJ8 2052-08-01 4 7674.13 7246.67 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD3045 N/A 3132DQL20 2053-01-01 6.5 25362657.89 27094448.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3432 N/A 3140XJY64 2052-11-01 5.5 43687759.44 44882512.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5590 N/A 3140XMF84 2053-07-01 5.5 11559.53 11744.38 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQE1361 N/A 3133BAQN4 2052-04-01 3 727.37 647.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9663 N/A 3140QVWZ3 2054-12-01 5.5 1216.57 1242.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0284 N/A 31427MJ69 2055-02-01 5.5 40035.95 40605.68 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7553 N/A 3132DVMA0 2052-03-01 3 771.85 691.81 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-07-01 2026-07-01 2026-07-01 N N N .0370 250000000.00 250000000.00 .0013 N Y Y N Fixed Income Clearing Corporation ("FICC") - JPM Fixed Income Clearing Corporation ("FICC") - JPM, REPO, 3.650%, 7/1/2026 3.650 965TNUII1 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION JPM Y GNMA GNPL PN DJ4698 N/A 3618KRGF5 2060-07-15 5.85 1582655.70 1674646.78 Agency Mortgage-Backed Securities GNMA GNII SF DJ2915 C N/A 3618KPGY8 2055-07-20 6.5 1912777.00 2003307.04 Agency Mortgage-Backed Securities GNMA GNII SF DJ1853 C N/A 3618KNBW2 2055-05-20 6.5 1786724.38 1872864.35 Agency Mortgage-Backed Securities GNMA GNII SF DH4857 C N/A 3618KDME2 2055-06-20 6.5 1098399.81 1161809.45 Agency Mortgage-Backed Securities GNMA GNII SF DG9213 C N/A 3618K6GW4 2055-02-20 7 925166.75 975659.47 Agency Mortgage-Backed Securities GNMA GNPL PN DG8449 N/A 3618K5L67 2060-01-15 5.36 85687.34 88138.75 Agency Mortgage-Backed Securities GNMA GNII ET DG7055 C N/A 3618K3ZU4 2064-10-20 2 58538.38 45588.94 Agency Mortgage-Backed Securities GNMA GNII ET DF5680 C N/A 3618JPJZ4 2054-04-20 2 189311.55 147461.22 Agency Mortgage-Backed Securities GNMA GNPL PN DF3879 N/A 3618JMJY4 2059-11-15 4.98 40494.54 40870.15 Agency Mortgage-Backed Securities GNMA GNPL PN DF3013 N/A 3618JLK24 2060-06-15 6.07 1864863.59 1995328.93 Agency Mortgage-Backed Securities GNMA GNII SF DB9996 C N/A 3618HDC98 2054-06-20 7 1072676.50 1151639.31 Agency Mortgage-Backed Securities GNMA GNII ET CZ9537 C N/A 3618GMS27 2064-01-20 7.5 283548.01 297277.88 Agency Mortgage-Backed Securities GNMA GNMI SF CN3328 X N/A 3617F2VV6 2052-11-15 6.5 4020569.69 4206433.03 Agency Mortgage-Backed Securities GNMA GNMI SF BE2169 X N/A 3617BVMS3 2048-03-15 3.5 18706.19 17059.93 Agency Mortgage-Backed Securities GNMA GNMI SF BE1031 X N/A 3617BUEC9 2047-10-15 4 36153.25 34304.45 Agency Mortgage-Backed Securities GNMA GNMI SF BE0204 X N/A 3617BTGM8 2048-01-15 4 33700.02 31926.46 Agency Mortgage-Backed Securities GNMA GNMI SF BE0144 X N/A 3617BTER9 2048-01-15 4 10121.14 9588.48 Agency Mortgage-Backed Securities GNMA GNMI SF BD3187 X N/A 3617BJRG1 2047-10-15 4 31440.22 29832.34 Agency Mortgage-Backed Securities GNMA GNMI SF BA0244 X N/A 3617ACHV5 2047-04-15 4 82223.86 77978.83 Agency Mortgage-Backed Securities GNMA GNMI SF AO9363 X N/A 3617AAML5 2045-11-15 3.5 61040.25 56562.12 Agency Mortgage-Backed Securities GNMA GNII SF MA9640 M N/A 36179YV92 2039-05-20 6.5 463194.16 483511.76 Agency Mortgage-Backed Securities GNMA GNII SF 711788 C N/A 36297GXR6 2033-07-20 3.5 303889.08 293633.26 Agency Mortgage-Backed Securities GNMA GNMI SF 649473 X N/A 36292HQ22 2035-10-15 5 55424.21 56156.29 Agency Mortgage-Backed Securities GNMA GNII SP 788382 C N/A 3622AEFX9 2055-11-20 6.5 291295510.64 302398271.37 Agency Mortgage-Backed Securities GNMA GNII AP 787200 M N/A 3622AC3H1 2052-09-20 3 4687226.04 4161022.42 Agency Mortgage-Backed Securities GNMA GNII SP 786238 C N/A 3622ABZB1 2052-03-20 3 1088463.73 969409.38 Agency Mortgage-Backed Securities GNMA GNII SP 785564 C N/A 3622ABB92 2051-08-20 2.5 73210899.27 62547284.40 Agency Mortgage-Backed Securities GNMA GNPL PN CY1384 N/A 3618G0RD2 2059-04-15 5.5 40723.42 42246.30 Agency Mortgage-Backed Securities GNMA GNII SF CT6731 C N/A 3618BCPQ4 2053-06-20 6.5 1016794.15 1121518.97 Agency Mortgage-Backed Securities GNMA GNMI SF CR2376 X N/A 3618AGT90 2053-02-15 6 2255086.55 2443082.60 Agency Mortgage-Backed Securities GNMA GNPL PN CQ7060 N/A 3618A9ZZ1 2058-05-15 4.94 24155.64 24372.31 Agency Mortgage-Backed Securities GNMA GNII SF AN7494 C N/A 36186QKF8 2045-06-20 3 1173690.00 1047378.26 Agency Mortgage-Backed Securities GNMA GNII SF AJ4134 C N/A 36182YSX8 2044-08-20 3.5 625216.02 569283.84 Agency Mortgage-Backed Securities GNMA GNII SF CM9476 C N/A 3617YVQ54 2052-06-20 2.5 3529997.31 3003130.70 Agency Mortgage-Backed Securities GNMA GNII SF CM2445 C N/A 3617YMWE8 2035-09-20 5.5 633069.08 640716.27 Agency Mortgage-Backed Securities GNMA GNII SF CM0319 C N/A 3617YKK88 2052-06-20 4 857669.17 810357.76 Agency Mortgage-Backed Securities GNMA GNII SF CK8200 C N/A 3617Y4DD1 2052-02-20 3.5 179774.14 164569.10 Agency Mortgage-Backed Securities GNMA GNII SF CJ2896 C N/A 3617XKGD3 2051-11-20 2.5 876815.65 741606.19 Agency Mortgage-Backed Securities GNMA GNII RG CF0263 C N/A 3617W1JG6 2038-12-20 6 231077.70 239091.09 Agency Mortgage-Backed Securities GNMA GNPL LM CD9017 N/A 3617VLAS6 2060-04-15 3.3 93435.59 87989.73 Agency Mortgage-Backed Securities GNMA GNII SF CC9828 C N/A 3617V84M5 2051-06-20 3 74547.03 66831.16 Agency Mortgage-Backed Securities GNMA GNII SF CC0192 C N/A 3617UXF98 2036-03-20 2 2703050.31 2459289.53 Agency Mortgage-Backed Securities GNMA GNII SF CB4517 C N/A 3617UQAS6 2051-02-20 3 66272.80 59319.90 Agency Mortgage-Backed Securities GNMA GNII SF CA7248 C N/A 3617UFBR1 2051-03-20 2 2939349.05 2403608.92 Agency Mortgage-Backed Securities GNMA GNII SF CA2457 C N/A 3617U9WS0 2051-01-20 2 29672.54 24285.14 Agency Mortgage-Backed Securities GNMA GNII SF DQ6181 C N/A 3618MY2N6 2056-06-20 5.5 22433056.00 22934828.64 Agency Mortgage-Backed Securities GNMA GNII SF DQ5207 C N/A 3618MXYC7 2056-06-20 5 2322496.00 2335106.64 Agency Mortgage-Backed Securities GNMA GNII ET DQ2466 C N/A 3618MUW35 2066-02-20 6.5 1580335.26 1654342.54 Agency Mortgage-Backed Securities GNMA GNPL PN DQ1946 N/A 3618MUET8 2061-05-15 5.13 5595472.68 5660925.72 Agency Mortgage-Backed Securities GNMA GNII SF DQ0573 C N/A 3618MST67 2056-02-20 5 2691705.12 2685042.55 Agency Mortgage-Backed Securities GNMA GNII ET DQ0268 C N/A 3618MSJM3 2066-02-20 6 776676.19 800577.88 Agency Mortgage-Backed Securities GNMA GNII ET DP1587 C N/A 3618MFXQ6 2066-02-20 5 111917.70 111592.44 Agency Mortgage-Backed Securities GNMA GNII SF DP1123 C N/A 3618MFG85 2056-01-20 4.5 1242331.84 1189929.04 Agency Mortgage-Backed Securities GNMA GNII SF DP0816 C N/A 3618ME3Z2 2056-01-20 6.5 1695925.97 1770046.60 Agency Mortgage-Backed Securities GNMA GNII ET DN9373 C N/A 3618MCMW2 2065-11-20 4 683556.80 637710.80 Agency Mortgage-Backed Securities GNMA GNII ET DN9372 C N/A 3618MCMV4 2065-11-20 4.5 2359326.14 2276174.05 Agency Mortgage-Backed Securities GNMA GNII SF DN8010 C N/A 3618MA3T4 2055-11-20 6.5 1336776.49 1401230.66 Agency Mortgage-Backed Securities GNMA GNII SF DN5984 C N/A 3618M8UH5 2055-10-20 6.5 2991383.52 3135616.40 Agency Mortgage-Backed Securities GNMA GNII ET DN4301 C N/A 3618M6X60 2065-10-20 2 666160.66 518774.02 Agency Mortgage-Backed Securities GNMA GNII ET DN3441 C N/A 3618M5ZE3 2065-10-20 4 1280814.61 1194911.94 Agency Mortgage-Backed Securities GNMA GNPL PN DN1566 N/A 3618M3W35 2060-11-15 5.37 322857.43 333014.15 Agency Mortgage-Backed Securities GNMA GNII SF DN1522 C N/A 3618M3VP7 2055-10-20 5.5 3784565.51 3859566.35 Agency Mortgage-Backed Securities GNMA GNII SF DN0003 C N/A 3618M2AC1 2055-09-20 7 1943098.81 2038302.67 Agency Mortgage-Backed Securities GNMA GNII SF DM8768 C N/A 3618LYW53 2055-12-20 5 2117278.41 2112063.09 Agency Mortgage-Backed Securities GNMA GNII SF DM7882 C N/A 3618LXXK1 2055-10-20 6.5 1019536.47 1063389.91 Agency Mortgage-Backed Securities GNMA GNII ET DM7300 C N/A 3618LXDD9 2065-08-20 4.5 569309.48 549244.74 Agency Mortgage-Backed Securities GNMA GNII ET DM5644 C N/A 3618LVHV9 2065-08-20 4.5 401034.87 386900.80 Agency Mortgage-Backed Securities GNMA GNII SF DM3388 C N/A 3618LSXR7 2055-09-20 6.5 3125782.85 3276499.07 Agency Mortgage-Backed Securities GNMA GNII SF DM3346 C N/A 3618LSWF4 2055-08-20 6.5 2368942.78 2483166.35 Agency Mortgage-Backed Securities GNMA GNII SF DL9959 C N/A 3618LNB43 2055-09-20 6.5 1129373.01 1183804.40 Agency Mortgage-Backed Securities GNMA GNII ET DL7413 C N/A 3618LKGW2 2065-07-20 4 110382.72 103939.93 Agency Mortgage-Backed Securities GNMA GNII SF DL6983 C N/A 3618LJXL0 2055-07-20 5.5 2727024.86 2783396.71 Agency Mortgage-Backed Securities GNMA GNII SF DL4797 C N/A 3618LGKJ5 2055-07-20 7 525965.57 553125.33 Agency Mortgage-Backed Securities GNMA GNII ET DL4694 C N/A 3618LGGB7 2065-07-20 3.5 300519.11 270613.08 Agency Mortgage-Backed Securities GNMA GNII SF DL3812 C N/A 3618LFGV5 2055-10-20 6.5 1284171.37 1346057.01 Agency Mortgage-Backed Securities GNMA GNII SF DL2623 C N/A 3618LD4G6 2055-09-20 6.5 979918.05 1035880.30 Agency Mortgage-Backed Securities GNMA GNII SF DK6656 C N/A 3618L6MD8 2055-06-20 7 1869029.60 1992157.33 Agency Mortgage-Backed Securities GNMA GNII SF DK6489 C N/A 3618L6F61 2055-07-20 7 1218125.97 1277810.36 Agency Mortgage-Backed Securities GNMA GNII SF DK5711 C N/A 3618L5KY6 2055-07-20 7 2269628.29 2380826.21 Agency Mortgage-Backed Securities GNMA GNII SF DK5655 C N/A 3618L5H87 2055-06-20 6.5 938467.02 989336.73 Agency Mortgage-Backed Securities GNMA GNII SF DK3038 C N/A 3618L2LT3 2055-07-20 6.5 2105377.83 2207143.61 Agency Mortgage-Backed Securities GNMA GNII SF DJ9247 C N/A 3618KWHY2 2055-05-20 7 811254.26 854700.89 Agency Mortgage-Backed Securities GNMA GNII SP 785283 C N/A 3622AAXL3 2051-01-20 2.5 90022.30 77546.46 Agency Mortgage-Backed Securities GNMA GNAR AF 082137 M N/A 36225ELT7 2038-08-20 5.375 73669.44 73648.66 Agency Mortgage-Backed Securities GNMA GNMI SF 736575 X N/A 3620AQJU8 2040-03-15 5 85407.58 86208.08 Agency Mortgage-Backed Securities GNMA GNMI SF 726384 X N/A 3620AC6V1 2039-10-15 5 7159.17 7268.08 Agency Mortgage-Backed Securities GNMA GNII SF 004637 M N/A 36202FEJ1 2040-02-20 5 136285.91 138556.13 Agency Mortgage-Backed Securities GNMA GNII SF 004658 M N/A 36202FE77 2040-03-20 5 129824.38 132382.80 Agency Mortgage-Backed Securities GNMA GNMI SF AX5831 X N/A 36196HPQ7 2047-01-15 4 29069.33 27600.81 Agency Mortgage-Backed Securities GNMA GNII SF AV5049 C N/A 36195FTE5 2046-10-20 3.5 787838.56 722713.81 Agency Mortgage-Backed Securities GNMA GNII SF AU6347 C N/A 36194UBQ5 2046-09-20 3 475662.35 426183.32 Agency Mortgage-Backed Securities GNMA GNMI SF AU0790 X N/A 36194M2X8 2046-08-15 3 16757.19 15078.55 Agency Mortgage-Backed Securities GNMA GNII SF AT4159 C N/A 36194CTQ6 2046-07-20 3 266209.53 238539.36 Agency Mortgage-Backed Securities GNMA GNII ET DT0253 C N/A 3618VYH67 2066-06-20 6 1799950.00 1858704.57 Agency Mortgage-Backed Securities GNMA GNII SF DR7479 C N/A 3618VGJY3 2056-05-20 5.5 22437551.88 22935947.25 Agency Mortgage-Backed Securities GNMA GNII ET DR8016 C N/A 3618VG3Z7 2066-03-20 6.5 1764061.81 1846673.03 Agency Mortgage-Backed Securities GNMA GNII SF DR5654 C N/A 3618VEH79 2056-05-20 5 3531975.58 3525426.52 Agency Mortgage-Backed Securities GNMA GNII ET DR4181 C N/A 3618VCUE3 2066-03-20 6.5 4000219.00 4183821.50 Agency Mortgage-Backed Securities GNMA GNII ET DR2130 C N/A 3618VALK3 2066-05-20 6 231901.00 239470.79 Agency Mortgage-Backed Securities GNMA GNII SF DO9873 C N/A 3618V66J2 2056-01-20 5.5 23250262.93 23755969.08 Agency Mortgage-Backed Securities GNMA GNII SF DO6088 C N/A 3618V2XR3 2056-02-20 6 129363.15 134404.86 Agency Mortgage-Backed Securities GNMA GNII SF DO5852 C N/A 3618V2QD2 2055-11-20 5.5 5305696.47 5410826.49 Agency Mortgage-Backed Securities GNMA GNII ET DO2061 C N/A 3618NXJE9 2062-09-20 4.5 316078.36 305136.36 Agency Mortgage-Backed Securities GNMA GNII SF BY8781 C N/A 3617QRXJ4 2050-10-20 3 333086.09 313731.35 Agency Mortgage-Backed Securities GNMA GNII SF BY6430 C N/A 3617QPEB6 2050-10-20 3 345344.67 309084.74 Agency Mortgage-Backed Securities GNMA GNII SF BY6428 C N/A 3617QPD92 2050-10-20 3 413130.15 370257.85 Agency Mortgage-Backed Securities GNMA GNPL PN BY2815 N/A 3617QKDU6 2063-06-15 2.78 701902.26 613790.68 Agency Mortgage-Backed Securities GNMA GNII SF BY0805 C N/A 3617QG3N2 2050-09-20 2.5 23670.98 20373.23 Agency Mortgage-Backed Securities GNMA GNII SF BV9815 C N/A 3617NP3Y1 2036-01-20 6 479333.15 493614.57 Agency Mortgage-Backed Securities GNMA GNII SF BS8420 C N/A 3617MKK99 2050-04-20 4 21669.74 20389.75 Agency Mortgage-Backed Securities GNMA GNMI SF BS5817 X N/A 3617MGPA0 2050-02-15 3.5 44666.39 40619.86 Agency Mortgage-Backed Securities GNMA GNII SF BR2534 C N/A 3617LYY79 2050-01-20 3.5 267593.20 242857.00 Agency Mortgage-Backed Securities GNMA GNII SF BM7538 C N/A 3617JYLT8 2050-02-20 3 74431.83 67563.68 Agency Mortgage-Backed Securities GNMA GNMI SF BJ5779 X N/A 3617HTM45 2048-09-15 5.5 181650.27 185496.45 Agency Mortgage-Backed Securities GNMA GNII SF BJ3701 C N/A 3617HRDE7 2048-10-20 4.5 745281.04 728445.14 Agency Mortgage-Backed Securities GNMA GNII SF BI9617 C N/A 3617HKVJ1 2048-10-20 4.5 867059.67 840056.83 Agency Mortgage-Backed Securities GNMA GNII SF CP8538 C N/A 3617FYPX9 2052-05-20 2.5 1030826.31 876150.71 Agency Mortgage-Backed Securities GNMA GNII SF CP4685 C N/A 3617FUF26 2040-06-20 5 1404876.80 1412009.05 Agency Mortgage-Backed Securities GNMA GNII RG CN5913 C N/A 3617F5SA9 2050-01-20 3.5 298680.93 269908.83 Agency Mortgage-Backed Securities GNMA GNII RG CN5871 C N/A 3617F5QY9 2051-04-20 2 1188827.03 957040.36 Agency Mortgage-Backed Securities GNMA GNII SF MA9487 M N/A 36179YRG1 2054-02-20 5 6939523.61 6913394.77 Agency Mortgage-Backed Securities GNMA GNII SF MA9363 M N/A 36179YML5 2053-12-20 6 5707287.40 5896674.22 Agency Mortgage-Backed Securities GNMA GNII SF MA9245 M N/A 36179YHW7 2053-10-20 7.5 178327.95 186768.51 Agency Mortgage-Backed Securities GNMA GNII SF MA9243 M N/A 36179YHU1 2053-10-20 6.5 7142112.38 7488969.86 Agency Mortgage-Backed Securities GNMA GNII SF MA9017 M N/A 36179YAS3 2053-07-20 5.5 3902895.98 3973958.18 Agency Mortgage-Backed Securities GNMA GNII SF MA9016 M N/A 36179YAR5 2053-07-20 5 4943927.47 4933959.41 Agency Mortgage-Backed Securities GNMA GNII SF MA9878 M N/A 36179Y6P4 2039-11-20 5 62300.56 62853.65 Agency Mortgage-Backed Securities GNMA GNII SF MA8797 M N/A 36179XX27 2053-04-20 3.5 61908.67 57220.11 Agency Mortgage-Backed Securities GNMA GNII SF MA8609 M N/A 36179XR65 2035-03-20 1.5 30377.39 27293.82 Agency Mortgage-Backed Securities GNMA GNII SF MA8568 M N/A 36179XQV1 2053-01-20 4.5 763762.68 745233.80 Agency Mortgage-Backed Securities GNMA GNII SF MA8431 M N/A 36179XLL8 2052-11-20 6.5 89282.78 93648.89 Agency Mortgage-Backed Securities GNMA GNII SF MA8270 M N/A 36179XFK7 2052-09-20 5.5 57142939.56 58353773.08 Agency Mortgage-Backed Securities GNMA GNII SF MA8178 M N/A 36179XCP9 2037-08-20 5 433826.53 438892.22 Agency Mortgage-Backed Securities GNMA GNII SF MA8151 M N/A 36179XBU9 2052-07-20 4.5 46094.71 45035.50 Agency Mortgage-Backed Securities GNMA GNII SF MA8101 M N/A 36179XAA4 2052-06-20 4.5 7857945.52 7677377.79 Agency Mortgage-Backed Securities GNMA GNII SF MA8982 M N/A 36179X6T8 2036-11-20 3 84540.05 78948.54 Agency Mortgage-Backed Securities GNMA GNII SF MA8948 M N/A 36179X5H5 2053-06-20 5.5 189690305.88 193301925.08 Agency Mortgage-Backed Securities GNMA GNII SF MA7939 M N/A 36179WZC5 2052-03-20 4 729447.94 690275.29 Agency Mortgage-Backed Securities GNMA GNII SF MA7707 M N/A 36179WR42 2051-11-20 3.5 824010.00 755493.11 Agency Mortgage-Backed Securities GNMA GNII SF MA7590 M N/A 36179WNF1 2051-09-20 3 43853724.09 39263233.21 Agency Mortgage-Backed Securities GNMA GNII SF MA7533 M N/A 36179WLN6 2051-08-20 2 242302827.05 200331400.54 Agency Mortgage-Backed Securities GNMA GNII SF MA7398 M N/A 36179WGF9 2036-11-20 5.5 374376.30 379010.16 Agency Mortgage-Backed Securities GNMA GNII JM MA7304 M N/A 36179WDH8 2051-04-20 2.5 63834.85 53890.84 Agency Mortgage-Backed Securities GNMA GNII SF MA7995 M N/A 36179W3C0 2040-01-20 6.5 134038.08 144844.51 Agency Mortgage-Backed Securities GNMA GNII SF MA6765 M N/A 36179VQS2 2050-07-20 2.5 1548415.19 1333810.87 Agency Mortgage-Backed Securities GNMA GNII JM MA6700 M N/A 36179VNR7 2050-06-20 3 8668251.86 7575217.08 Agency Mortgage-Backed Securities GNMA GNII SF MA6687 M N/A 36179VNC0 2035-06-20 4.5 45410.47 45149.81 Agency Mortgage-Backed Securities GNMA GNII SF MA6093 M N/A 36179UXW7 2049-08-20 5 4398646.13 4452739.71 Agency Mortgage-Backed Securities GNMA GNII SF MA6067 M N/A 36179UW40 2034-08-20 4.5 289462.66 288984.18 Agency Mortgage-Backed Securities GNMA GNII SF MA6037 M N/A 36179UV66 2049-07-20 2.5 54313.28 47463.50 Agency Mortgage-Backed Securities GNMA GNII SF MA5595 M N/A 36179UGC0 2048-11-20 4 99074.56 94587.49 Agency Mortgage-Backed Securities GNMA GNII SF MA4904 M N/A 36179TNV3 2047-12-20 5.5 513412.53 531500.34 Agency Mortgage-Backed Securities GNMA GNII SF MA4722 M N/A 36179TG74 2047-09-20 5 59356.43 60344.58 Agency Mortgage-Backed Securities GNMA GNII SF MA4690 M N/A 36179TF75 2032-09-20 3 10265.40 9892.71 Agency Mortgage-Backed Securities GNMA GNII SF MA4654 M N/A 36179TE35 2047-08-20 4.5 16331.19 16145.08 Agency Mortgage-Backed Securities GNMA GNII SF MA2222 M N/A 36179QPF2 2044-09-20 3 713405.24 649381.88 Agency Mortgage-Backed Securities GNMA GNII SF DI8712 C N/A 3618NSVD8 2055-07-20 6.5 3059352.15 3221742.90 Agency Mortgage-Backed Securities GNMA GNII SF DI8309 C N/A 3618NSGS2 2055-04-20 7 263149.04 281168.40 Agency Mortgage-Backed Securities GNMA GNII SF DI8947 C N/A 3618NS5G0 2055-08-20 6.5 1071958.14 1123624.49 Agency Mortgage-Backed Securities GNMA GNII ET DI7721 C N/A 3618NRSJ1 2065-03-20 6.5 1517480.05 1587907.98 Agency Mortgage-Backed Securities GNMA GNII SF DI6416 C N/A 3618NQDV2 2055-05-20 6.5 2673599.48 2800138.57 Agency Mortgage-Backed Securities GNMA GNII SF DI1631 C N/A 3618NJY45 2055-03-20 7 337805.49 354083.96 Agency Mortgage-Backed Securities GNMA GNII SF DI0931 C N/A 3618NJA82 2055-02-20 7 1654876.65 1778116.79 Agency Mortgage-Backed Securities GNMA GNAR AT MB1164 M N/A 3618N6JJ7 2056-05-20 3.5 18869801.78 18387667.86 Agency Mortgage-Backed Securities GNMA GNII SF MB1066 M N/A 3618N6FG7 2056-04-20 3 48930405.51 43794360.27 Agency Mortgage-Backed Securities GNMA GNAR AF MB0951 M N/A 3618N6BV8 2056-02-20 5.5 278031.06 282895.37 Agency Mortgage-Backed Securities GNMA GNII SF MB0683 M N/A 3618N5XM6 2055-10-20 4 63915559.52 59874768.12 Agency Mortgage-Backed Securities GNMA GNII SF MB0661 M N/A 3618N5WX3 2033-10-20 7 26420.31 27458.92 Agency Mortgage-Backed Securities GNMA GNII SF MB0620 M N/A 3618N5VN6 2055-09-20 4 160604135.91 150450617.49 Agency Mortgage-Backed Securities GNMA GNII SF MB0557 M N/A 3618N5TP4 2055-08-20 6 95095725.17 97660488.54 Agency Mortgage-Backed Securities GNMA GNII SF MB0462 M N/A 3618N5QQ5 2040-06-20 7 130156.80 136247.86 Agency Mortgage-Backed Securities GNMA GNII SF MB0259 M N/A 3618N5JD2 2055-03-20 5.5 209667792.68 212262967.53 Agency Mortgage-Backed Securities GNMA GNAR AF MA1853 M N/A 36179QBW0 2044-04-20 5.625 2411445.94 2465769.19 Agency Mortgage-Backed Securities GNMA GNII SF MA1094 M N/A 36179NGB8 2043-06-20 5.5 87029.65 90088.70 Agency Mortgage-Backed Securities GNMA GNII JM MA0619 M N/A 36179MVL1 2042-12-20 3.5 112959.22 101546.55 Agency Mortgage-Backed Securities GNMA GNMI SF AA5619 X N/A 36178DG47 2027-09-15 3 39843.04 39612.30 Agency Mortgage-Backed Securities GNMA GNMI SF AA1783 X N/A 36177X6U7 2042-10-15 3 351769.29 325255.62 Agency Mortgage-Backed Securities GNMA GNII SF MB0238 M N/A 3618N5HQ5 2029-10-20 7.5 22011.54 22502.98 Agency Mortgage-Backed Securities GNMA GNII JM MB0076 M N/A 3618N5CN7 2054-12-20 4 1115767.56 1034408.26 Agency Mortgage-Backed Securities GNMA GNII SF MB0788 M N/A 3618N52W8 2040-11-20 6.5 106191.08 111622.76 Agency Mortgage-Backed Securities GNMA GNII RG CN0929 C N/A 3617YYA63 2034-09-20 6 655462.39 683906.39 Agency Mortgage-Backed Securities GNMA GNII SF MA9168 M N/A 36179YFH2 2053-09-20 4 6823452.33 6450088.18 Agency Mortgage-Backed Securities GNMA GNII SF DA5833 C N/A 3618GVPS3 2054-03-20 7.5 3024818.87 3291004.95 Agency Mortgage-Backed Securities GNMA GNII JM MA7409 M N/A 36179WGS1 2051-06-20 2 259809062.37 210001095.86 Agency Mortgage-Backed Securities GNMA GNII JM MA8936 M N/A 36179X4V5 2053-06-20 5.5 225805.73 227017.75 Agency Mortgage-Backed Securities GNMA GNII SF MA4720 M N/A 36179TG58 2047-09-20 4 113546.52 108515.53 Agency Mortgage-Backed Securities GNMA GNII SP 784328 C N/A 3622A2YZ9 2046-11-20 3 6154675.40 5568606.69 Agency Mortgage-Backed Securities GNMA GNII JM MA2882 M N/A 36179RFX2 2045-06-20 3 605467.20 529067.33 Agency Mortgage-Backed Securities GNMA GNII SF CM0894 C N/A 3617YK7F7 2052-02-20 2.5 527206.89 445906.25 Agency Mortgage-Backed Securities GNMA GNII SF MA1204 M N/A 36179NKR8 2028-08-20 3.5 90007.60 89501.53 Agency Mortgage-Backed Securities GNMA GNII SF MA7589 M N/A 36179WNE4 2051-09-20 2.5 4247470.29 3658982.81 Agency Mortgage-Backed Securities GNMA GNII SF MA8920 M N/A 36179X4D5 2038-12-20 6.5 141494.73 155168.23 Agency Mortgage-Backed Securities GNMA GNII SF 004976 M N/A 36202FQ58 2041-03-20 3.5 31629.00 29915.64 Agency Mortgage-Backed Securities GNMA GNII SF MA9331 M N/A 36179YLL6 2038-12-20 7 37844.08 39957.48 Agency Mortgage-Backed Securities GNMA GNII SF MA8694 M N/A 36179XUT1 2038-10-20 4.5 382850.75 381114.53 Agency Mortgage-Backed Securities GNMA GNII SP 786583 C N/A 3622ACFY1 2052-03-20 3 75520.27 66911.99 Agency Mortgage-Backed Securities GNMA GNII SF BZ8508 C N/A 3617U4NZ5 2050-12-20 3 47134.48 42254.82 Agency Mortgage-Backed Securities GNMA GNII SF MA9853 M N/A 36179Y5N0 2054-08-20 6.5 2709180.54 2828016.33 Agency Mortgage-Backed Securities GNMA GNII SF BZ8529 C N/A 3617U4PN0 2046-01-20 2.5 56513.53 48536.01 Agency Mortgage-Backed Securities GNMA GNII SF MA8800 M N/A 36179XX50 2053-04-20 5 38896802.42 38823590.01 Agency Mortgage-Backed Securities GNMA GNII SF AM4931 C N/A 36184SPQ7 2045-04-20 3.5 1663752.02 1514945.11 Agency Mortgage-Backed Securities GNMA GNII SF MA9577 M N/A 36179YUA0 2039-07-20 6.5 23613.48 24649.27 Agency Mortgage-Backed Securities GNMA GNII SF DF5171 C N/A 3618JNW84 2054-10-20 5.5 6407217.70 6548391.49 Agency Mortgage-Backed Securities GNMA GNII SF CY4585 C N/A 3618G4CW8 2053-10-20 6.5 768791.76 809347.15 Agency Mortgage-Backed Securities GNMA GNAR AF MA6297 M N/A 36179U7J5 2049-09-20 5.125 114622.46 117141.00 Agency Mortgage-Backed Securities GNMA GNII SP 785622 C N/A 3622ABD33 2051-09-20 2.5 278729.91 239338.10 Agency Mortgage-Backed Securities GNMA GNII SF MA9536 M N/A 36179YSZ8 2054-03-20 3 110018.50 98894.71 Agency Mortgage-Backed Securities GNMA GNII SF AO1154 C N/A 3617A1H72 2045-07-20 3 1468073.93 1313761.25 Agency Mortgage-Backed Securities GNMA GNMI SF AO8679 X N/A 3617A9UC9 2045-09-15 4 154077.20 147594.13 Agency Mortgage-Backed Securities GNMA GNII SF MA9905 M N/A 36180AAE3 2054-09-20 5 550288.88 547076.72 Agency Mortgage-Backed Securities GNMA GNII SF BW0005 C N/A 3617NRAE3 2050-05-20 3 884805.77 779428.65 Agency Mortgage-Backed Securities GNMA GNII SF MA9307 M N/A 36179YKU7 2053-11-20 6.5 125397.86 131232.13 Agency Mortgage-Backed Securities GNMA GNII SF MA5690 M N/A 36179UKB7 2032-02-20 7 10753.05 11175.76 Agency Mortgage-Backed Securities GNMA GNII SF AL5850 C N/A 36184CQB4 2045-02-20 3.5 1905786.01 1735346.70 Agency Mortgage-Backed Securities GNMA GNMI SF CL7406 X N/A 3617YFGP6 2052-04-15 5 121476.23 120922.15 Agency Mortgage-Backed Securities GNMA GNII SF MA8770 M N/A 36179XW77 2038-04-20 5 79424.97 80129.29 Agency Mortgage-Backed Securities GNMA GNII SF MA8877 M N/A 36179X2J4 2053-05-20 4.5 5915866.73 5768354.59 Agency Mortgage-Backed Securities GNMA GNII SF BZ4583 C N/A 3617U0CU6 2034-02-20 6.5 390402.41 402174.65 Agency Mortgage-Backed Securities GNMA GNII SF CE6237 C N/A 3617VU4W4 2051-08-20 2.5 3696193.27 3177949.60 Agency Mortgage-Backed Securities GNMA GNII SF MA8025 M N/A 36179W4J4 2037-11-20 6.5 259964.06 279953.76 Agency Mortgage-Backed Securities GNMA GNMI SF BG5655 X N/A 3617GQH89 2048-05-15 3 100496.77 90922.11 Agency Mortgage-Backed Securities GNMA GNII SF MA2372 M N/A 36179QT50 2044-11-20 4 2642642.46 2554931.10 Agency Mortgage-Backed Securities GNMA GNCL CL CR4180 N/A 3618AJUD3 2067-05-15 5.18 670891.00 672533.19 Agency Mortgage-Backed Securities GNMA GNII SF DH6478 C N/A 3618KFFT2 2055-04-20 6.5 820638.45 862839.06 Agency Mortgage-Backed Securities GNMA GNII SF DM4288 C N/A 3618LTXR5 2055-09-20 6.5 942488.47 991542.27 Agency Mortgage-Backed Securities GNMA GNII SF DM9596 C N/A 3618M0UV1 2055-10-20 6.5 1953726.21 2046676.91 Agency Mortgage-Backed Securities GNMA GNII SF MB1216 M N/A 3618N6K63 2056-06-20 5 570112000.00 566570337.69 Agency Mortgage-Backed Securities GNMA GNII ET DN9365 C N/A 3618MCMN2 2065-09-20 3 410965.53 365611.24 Agency Mortgage-Backed Securities GNMA GNII ET DP3240 C N/A 3618MHS54 2065-11-20 4 231420.28 217883.17 Agency Mortgage-Backed Securities GNMA GNII SF DJ5237 C N/A 3618KRZA5 2055-05-20 7 1108030.45 1172653.99 Agency Mortgage-Backed Securities GNMA GNPL PN DA8511 N/A 3618GYN42 2060-06-15 5.84 1032971.50 1091454.68 Agency Mortgage-Backed Securities GNMA GNII SF DH6835 C N/A 3618KFSY7 2055-02-20 7 1056231.77 1107979.61 Agency Mortgage-Backed Securities GNMA GNII SF DK7951 C N/A 3618L7ZQ3 2055-07-20 6.5 1968846.57 2063770.79 Agency Mortgage-Backed Securities GNMA GNII SF DG1168 C N/A 3618JWJM8 2054-12-20 7 673908.48 708404.43 Agency Mortgage-Backed Securities GNMA GNII SF MB0063 M N/A 3618N5B99 2039-12-20 3.5 39017.35 37260.68 Agency Mortgage-Backed Securities GNMA GNII SF DK0823 C N/A 3618KY4G1 2055-08-20 6.5 775284.02 814477.04 Agency Mortgage-Backed Securities GNMA GNII ET DO0018 C N/A 3618NVAT9 2065-10-20 6 3943310.02 4071319.07 Agency Mortgage-Backed Securities GNMA GNII ET DO5393 C N/A 3618V17E3 2059-09-20 2.5 137519.58 114252.21 Agency Mortgage-Backed Securities GNMA GNII ET DM6732 C N/A 3618LWPR7 2065-09-20 4.5 189700.50 183014.70 Agency Mortgage-Backed Securities GNMA GNII SF DN0006 C N/A 3618M2AF4 2055-09-20 6.5 673340.94 707379.75 Agency Mortgage-Backed Securities GNMA GNII SF DH4640 C N/A 3618KDEM3 2055-04-20 7 529091.90 557321.01 Agency Mortgage-Backed Securities GNMA GNII SF DL5985 C N/A 3618LHUJ2 2055-08-20 6.5 824171.41 868070.99 Agency Mortgage-Backed Securities GNMA GNII SF MB0936 M N/A 3618N6BE6 2056-02-20 5 32659633.71 32456744.81 Agency Mortgage-Backed Securities GNMA GNII SF DH6859 C N/A 3618KFTQ3 2055-02-20 7 435107.44 456424.18 Agency Mortgage-Backed Securities GNMA GNII SF DK5762 C N/A 3618L5MK4 2055-07-20 6.5 3647305.50 3823054.97 Agency Mortgage-Backed Securities GNMA GNII ET DL6727 C N/A 3618LJPL9 2065-07-20 2 269705.13 210033.71 Agency Mortgage-Backed Securities GNMA GNII SF MB0258 M N/A 3618N5JC4 2055-03-20 5 86273070.70 85782675.41 Agency Mortgage-Backed Securities GNMA GNII SF DK0295 C N/A 3618KYKG3 2055-05-20 6.5 2122153.84 2233263.68 Agency Mortgage-Backed Securities GNMA GNAR AT MB0638 M N/A 3618N5V89 2055-09-20 4 424312.51 417689.51 Agency Mortgage-Backed Securities GNMA GNII SF DK6016 C N/A 3618L5VH1 2055-07-20 6.5 855311.42 900877.37 Agency Mortgage-Backed Securities GNMA GNII SF DF9631 C N/A 3618JTVY5 2054-12-20 5.5 3619494.80 3699245.14 Agency Mortgage-Backed Securities GNMA GNII SF DR2377 C N/A 3618VAUA5 2056-04-20 6 1397491.02 1459791.63 Agency Mortgage-Backed Securities GNMA GNCL CL DD4695 N/A 3618HXGC3 2055-10-15 5.54 28975200.00 29431813.74 Agency Mortgage-Backed Securities GNMA GNII SF MB0305 M N/A 3618N5KT5 2055-04-20 4 19484473.73 18252689.11 Agency Mortgage-Backed Securities GNMA GNII SF DJ4829 C N/A 3618KRLJ1 2055-04-20 7 25739877.75 27646195.98 Agency Mortgage-Backed Securities GNMA GNPL PN CP8492 N/A 3617FYNH6 2065-04-15 4.76 61366.99 60336.91 Agency Mortgage-Backed Securities GNMA GNII SF MB0684 M N/A 3618N5XN4 2055-10-20 4.5 227135638.21 219979502.80 Agency Mortgage-Backed Securities GNMA GNII SF DL5948 C N/A 3618LHTD7 2055-08-20 7 1386227.25 1457458.38 Agency Mortgage-Backed Securities GNMA GNAR AT MB0760 M N/A 3618N5Z28 2055-11-20 3.5 2892526.93 2828019.08 Agency Mortgage-Backed Securities GNMA GNII ET DP1028 C N/A 3618MFD96 2065-12-20 5.5 4582518.20 4635664.21 Agency Mortgage-Backed Securities GNMA GNII ET DN3614 C N/A 3618M6AP3 2065-09-20 4.5 141050.63 136079.58 Agency Mortgage-Backed Securities GNMA GNII ET DP9900 C N/A 3618MQ7M0 2065-08-20 2 166254.53 129471.23 Agency Mortgage-Backed Securities GNMA GNII SF DO3648 C N/A 3618V0BR1 2055-11-20 6.5 1148507.38 1223562.46 Agency Mortgage-Backed Securities GNMA GNII ET DN4810 C N/A 3618M7KX3 2065-09-20 2 728939.28 567663.00 Agency Mortgage-Backed Securities GNMA GNII ET DO0199 C N/A 3618NVGG1 2065-10-20 4 283657.34 267100.61 Agency Mortgage-Backed Securities GNMA GNII SF DO9168 C N/A 3618V6FH6 2055-12-20 5 1869755.96 1874725.35 Agency Mortgage-Backed Securities GNMA GNII JM MB0778 M N/A 3618N52L2 2040-11-20 5.5 1463348.79 1464769.05 Agency Mortgage-Backed Securities GNMA GNII ET DN9891 C N/A 3618MC7C3 2065-03-20 3.5 133116.36 119868.55 Agency Mortgage-Backed Securities GNMA GNII SF DJ9241 C N/A 3618KWHS5 2055-05-20 6.5 4459187.62 4674745.25 Agency Mortgage-Backed Securities GNMA GNII SF DJ9133 C N/A 3618KWEE9 2055-05-20 7 1288287.32 1368334.91 Agency Mortgage-Backed Securities GNMA GNII SF DJ6297 C N/A 3618KS7J5 2055-08-20 6.5 1587544.77 1672130.92 Agency Mortgage-Backed Securities GNMA GNII SF DJ4712 C N/A 3618KRGV0 2055-04-20 7 20762905.20 22300624.42 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0370 3000000000.00 3000000000.00 .0161 N Y Y N Standard Chartered Bank Standard Chartered Bank, REPO, 3.760%, 7/1/2026 3.760 966RQU009 RILFO74KP1CM8P6PCT96 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 1/8 NOTE BD 28 N/A 91282CQY0 2028-06-30 4.125 30317300.00 30317057.46 U.S. Treasuries (including strips) USTR 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 42045900.00 41006305.48 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AU 28 N/A 91282CPK1 2028-11-15 3.5 36527550.00 36159936.74 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 12851450.00 11895087.34 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 54956550.00 27465402.11 U.S. Treasuries (including strips) USTR 4 3/4 BOND 37 N/A 912810PT9 2037-02-15 4.75 20983400.00 22004139.35 U.S. Treasuries (including strips) USTR BILL 07/02/26 N/A 912797TF4 2026-07-02 0 50.00 50.00 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BD 27 N/A 91282CNL1 2027-06-30 3.75 26700.00 26609.68 U.S. Treasuries (including strips) USTR 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 58391650.00 51051965.58 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 49799900.00 35100085.21 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0381 250000000.00 250000000.00 .0013 N Y Y N Standard Chartered Bank Standard Chartered Bank, REPO, 3.650%, 7/1/2026 3.650 966RQU009 RILFO74KP1CM8P6PCT96 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.500 CLTB7605 N/A 3142K9NX9 2056-07-01 5.5 54.59 55.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5722 N/A 3140W6LC4 2056-01-01 4.5 54.91 53.25 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA8621 N/A 3142JXSK1 2056-03-01 6 108.80 112.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA3529 N/A 3140W34P1 2055-11-01 5 672117.44 672001.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6909 N/A 3142K8VB0 2056-07-01 5.5 54.54 55.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6078 N/A 31418FXG7 2056-06-01 4.5 59.55 57.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6412 N/A 3142GXDS3 2056-04-01 5 55.69 55.28 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF6636 N/A 3140BXLS3 2055-12-01 6 109.76 115.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4653 N/A 31427SE38 2056-02-01 5.5 55.14 56.01 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDH0989 N/A 3140UGC34 2056-03-01 7 19200.63 20481.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4193 N/A 3142K5UT8 2056-05-01 5 54.59 54.35 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB5561 N/A 3142K7FB0 2056-06-01 6 54.54 56.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2813 N/A 3140MUDT4 2056-05-01 5 54.41 53.99 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA0872 N/A 3142JN6J0 2055-12-01 4.5 54.08 52.30 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIRR0036 N/A 3142JCBE9 2040-11-01 4 102.21 99.94 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIRR0022 N/A 3142JCAY6 2040-09-01 3.5 51.30 49.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIRR0003 N/A 3142JCAD2 2040-06-01 5.5 7563.38 7729.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0111 N/A 3142J6DR1 2056-04-01 5.5 4040.43 4085.68 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZI7762 N/A 3131WLTT5 2037-11-01 6.5 2.60 2.71 Agency Mortgage-Backed Securities FMAC 03.000 FGPC T62065 G N/A 3128S3JJ9 2046-09-01 3 126042.84 112087.21 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKMA0626 N/A 31417YVU8 2041-01-01 4 .77 .72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA0777 N/A 31417Y2K2 2031-06-01 5 1.82 1.84 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAC3668 N/A 31417NCE9 2039-10-01 4.5 328.27 327.44 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB9743 N/A 31417GZH2 2043-06-01 3 9.66 8.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9358 N/A 31417GMG8 2043-05-01 3.5 5.51 5.21 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAB4453 N/A 31417A5P0 2042-02-01 4 4.46 4.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 GLAB3223 N/A 31416YSM1 2041-07-01 4 3.68 3.55 Agency Mortgage-Backed Securities FNMA FNMS 04.000 GLAB3087 N/A 31416YND6 2041-05-01 4 3.59 3.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7596 N/A 3142K9NN1 2056-07-01 5.5 54.54 55.62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB7549 N/A 3142K9L78 2056-07-01 6 54.54 56.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7470 N/A 3142K9JQ9 2056-07-01 5.5 175481.00 179544.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7444 N/A 3142K9HW8 2056-07-01 5.5 54.54 55.91 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLTB6984 N/A 3142K8XN2 2056-06-01 4 109.08 102.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6970 N/A 3142K8W86 2056-07-01 5.5 54.54 55.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6934 N/A 3142K8V46 2056-06-01 5.5 54.97 55.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6902 N/A 3142K8U47 2056-07-01 5.5 110.55 112.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6849 N/A 3142K8TF4 2056-07-01 5.5 54.54 55.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6769 N/A 3142K8QX8 2056-07-01 5.5 54.54 55.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6514 N/A 3142K8GY7 2056-06-01 5.5 54.59 55.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4711 N/A 31427SGV4 2055-02-01 5 52.42 51.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB2594 N/A 3142K33C0 2056-05-01 5.5 54.49 55.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6850 N/A 3142K8TG2 2056-07-01 5.5 54.65 55.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA5771 N/A 3142JUMV9 2056-02-01 5 54.31 54.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2733 N/A 3140Y9BB9 2056-05-01 5 55.43 55.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB5825 N/A 3142K7PK9 2056-06-01 5 54.54 54.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4465 N/A 31427R6B1 2056-02-01 5.5 53.79 54.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2204 N/A 3140Y8NW2 2056-03-01 5 55.48 55.11 Agency Mortgage-Backed Securities GNMA GNII SF MB0814 M N/A 3618N53Y3 2055-12-20 5.5 25782.03 26101.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5514 N/A 31427TDU7 2056-05-01 5 55.33 55.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB5502 N/A 3142K7DG1 2056-06-01 5 54.54 54.69 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2801 N/A 3142K4DF0 2056-05-01 5 55.68 55.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5013 N/A 3140U8SB7 2056-03-01 5.5 54.41 55.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB2039 N/A 3142K3HR2 2056-04-01 5.5 54.87 55.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB0052 N/A 3142K1BW1 2056-04-01 5.5 54.71 55.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7631 N/A 3142K9PR0 2056-07-01 5.5 109.13 111.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB6714 N/A 3142K8N86 2056-07-01 6 54.54 56.37 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5652 N/A 3142GWH69 2056-01-01 5 53.36 53.18 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA4042 N/A 3142JSP41 2056-01-01 5 51.49 51.05 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2902 N/A 3140Y9GL2 2056-06-01 6 62.05 64.17 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB1090 N/A 3142K2F88 2056-04-01 4.5 54.42 52.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5396 N/A 3142K67J4 2056-06-01 5.5 54.54 56.40 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA1843 N/A 3142JQBM0 2056-01-01 4.5 54.14 52.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9184 N/A 3140UDF20 2056-05-01 5 61865.40 61807.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC1665 N/A 3140Y7Z76 2055-12-01 4.5 52.77 51.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA1962 N/A 3142JQFC8 2055-11-01 5 54.18 54.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB6513 N/A 3142K8GX9 2056-05-01 5 118568.40 118427.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7159 N/A 3142K85V5 2056-07-01 5.5 54.54 55.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB7099 N/A 3142K83H8 2056-06-01 5 54.54 54.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6163 N/A 3142K7Z51 2056-06-01 5.5 54.59 55.78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB5934 N/A 3142K7SY6 2056-06-01 6 54.97 56.82 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB5575 N/A 3142K7FR5 2056-06-01 4.5 54.54 52.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5530 N/A 3142K7EC9 2056-06-01 5.5 54.54 55.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5529 N/A 3142K7EB1 2056-06-01 5.5 54.54 55.74 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3913 N/A 3133KKK24 2050-11-01 2.5 30.54 26.29 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3611 N/A 3133KKAL3 2050-09-01 2.5 31.15 26.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY1622 N/A 31426KYU4 2055-05-01 5.5 48.40 49.31 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY0512 N/A 31426JSA8 2055-04-01 7 38.43 41.11 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQY0812 N/A 31426J3W7 2055-04-01 7.5 100.02 107.78 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX8521 N/A 31426FPF8 2055-03-01 7 50.10 54.96 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX8007 N/A 31426D3R1 2055-03-01 7 40.08 43.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX1941 N/A 31425WEP2 2055-01-01 5.5 45.39 46.28 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX1010 N/A 31425VDQ3 2054-11-01 7 81258.90 88860.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX0131 N/A 31425UED3 2054-12-01 6 38.34 40.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAD0933 N/A 31418NBB5 2040-04-01 5.5 2.71 2.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA6119 N/A 31418FYR2 2056-07-01 5.5 54.54 55.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6117 N/A 31418FYP6 2056-07-01 4.5 54.81 53.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6028 N/A 31418FVW4 2056-04-01 4.5 108.07 104.50 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6003 N/A 31418FU54 2041-03-01 4.5 102.70 102.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5952 N/A 31418FTJ6 2041-01-01 5.5 94.62 96.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5910 N/A 31418FR82 2055-12-01 5.5 50.94 51.50 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5859 N/A 31418FQM2 2040-10-01 4.5 47.28 47.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4042 N/A 3142K5P49 2056-05-01 5.5 54.48 55.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5760 N/A 31418FMJ3 2055-07-01 5.5 52.83 53.42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ9868 N/A 3133D16D6 2054-12-01 6 47.12 49.28 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ7369 N/A 3133CYFJ2 2054-10-01 6 46.02 47.54 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQJ6847 N/A 3133CXTC4 2054-10-01 4 52.45 49.46 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ3811 N/A 3133CUGU4 2054-09-01 6.5 47.61 50.77 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ3034 N/A 3133CTLP2 2054-09-01 6.5 313255.45 334564.69 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ3516 N/A 3133CT3Z0 2054-09-01 6 46.11 48.34 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0064 N/A 3133CQB95 2054-07-01 7 53.51 57.05 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE5811 N/A 3133BFN48 2052-07-01 4 40.51 38.38 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE2166 N/A 3133BBMP1 2052-05-01 4.5 50.62 49.30 Agency Mortgage-Backed Securities FMAC 05.500 FGPC G61570 G N/A 31335BW77 2041-06-01 5.5 12.43 12.90 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q56730 G N/A 3132Y0PQ7 2048-06-01 4.5 14.69 14.53 Agency Mortgage-Backed Securities FMAC 03.000 FGPC Q32293 G N/A 3132QNRP6 2045-03-01 3 1282.81 1174.59 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q20860 G N/A 3132JM5V7 2043-08-01 3.5 7.70 7.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3911 N/A 3132E0KY7 2053-09-01 5.5 41.35 42.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8524 N/A 3132DWPH0 2055-04-01 5.5 42.08 42.54 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8473 N/A 3132DWMW0 2054-11-01 4.5 97.95 94.72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8382 N/A 3132DWJ38 2053-12-01 5 8267.01 8219.77 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRQ0120 N/A 3142J6D26 2056-05-01 6 51.17 52.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6937 N/A 3142GXV79 2056-06-01 5.5 54.54 55.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6848 N/A 3142GXTE7 2056-06-01 5.5 852655.56 866070.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6670 N/A 3142GXMU8 2056-05-01 5 413366.90 409803.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5756 N/A 31418FME4 2055-07-01 3.5 51.99 47.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CTMA5742 N/A 31418FLY1 2045-06-01 6 77.73 80.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA5741 N/A 31418FLX3 2045-06-01 5.5 40.91 41.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CNMA5748 N/A 31418FL62 2035-06-01 4.5 5759.77 5779.61 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA4118 N/A 3140W4SG3 2050-04-01 4 51.74 49.46 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA2866 N/A 3140W3FG9 2055-09-01 6.5 48.69 51.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2809 N/A 3140W3DP1 2055-10-01 5 51.12 50.66 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA2807 N/A 3140W3DM8 2049-01-01 4 52.07 49.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8277 N/A 3132DWFS7 2052-12-01 5.5 39.92 40.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ6558 N/A 3142GXJC2 2056-05-01 6 51.45 52.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6555 N/A 3142GXH91 2056-05-01 5.5 54.92 55.54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ6096 N/A 3142GWX20 2056-03-01 6 109.95 113.17 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4677 N/A 3142GVFT3 2055-08-01 5 103.76 104.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4069 N/A 3142GUQX4 2054-12-01 5 51.65 51.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3897 N/A 3142GUKK8 2055-04-01 6 45.08 46.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4372 N/A 3142GU2E2 2055-06-01 5.5 112.02 114.31 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ3264 N/A 3142GTTW6 2055-02-01 4.5 104.66 101.21 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1859 N/A 3142GSB56 2054-06-01 6 39.29 40.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1515 N/A 3142GRVH0 2054-05-01 5.5 40.79 41.29 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1055 N/A 3142GRE55 2054-03-01 5 40.36 40.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1784 N/A 3142GR6W5 2054-06-01 6 39.68 41.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1757 N/A 3142GR5T3 2054-06-01 5 49.05 49.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5702 N/A 31427TKQ8 2056-06-01 5 55.85 55.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0981 N/A 3140W1CT8 2052-07-01 3.5 99.98 92.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0572 N/A 3140W0T62 2055-01-01 5 50.72 50.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4274 N/A 3140UKXC2 2056-07-01 5 54.54 54.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4150 N/A 3140UKTG8 2056-06-01 5.5 54.54 55.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1571 N/A 3140UGW99 2056-06-01 5.5 54.50 55.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1568 N/A 3140UGW65 2056-06-01 5.5 54.49 55.75 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH0993 N/A 3140UGC75 2056-05-01 6.5 62122.04 65260.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0813 N/A 3140UF3X0 2056-06-01 5.5 54.70 55.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0785 N/A 3140UF2T0 2056-06-01 5.5 54.59 55.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7899 N/A 3140UBX57 2056-04-01 5 54.59 54.48 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG1066 N/A 3140U4FG9 2056-02-01 6 53.64 56.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF9693 N/A 3140U1XX8 2056-01-01 5 54.66 54.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5434 N/A 3142K7BC2 2056-06-01 5.5 54.53 55.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB6226 N/A 3142K74L0 2056-06-01 6 109.13 113.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5181 N/A 3142K6XK2 2056-06-01 5.5 109.46 112.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4989 N/A 3142K6RK9 2056-06-01 5.5 54.52 55.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4917 N/A 3142K6PB1 2056-06-01 5 168340.12 166795.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4901 N/A 3142K6NT4 2056-06-01 5 54.50 54.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4729 N/A 3142K6HF1 2056-06-01 5.5 105499.84 107942.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4512 N/A 3142K6AN1 2056-05-01 5.5 54.49 55.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5291 N/A 3142K62Z3 2056-06-01 5.5 54.97 55.71 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4308 N/A 3142K5YE7 2056-06-01 6.5 68633.32 72642.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4073 N/A 3142K5Q30 2056-05-01 5 55.76 55.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5699 N/A 31418FKM8 2055-05-01 5 101.07 100.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5469 N/A 31418FCF2 2054-09-01 5 96.71 95.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5421 N/A 31418FAX5 2054-07-01 6 29.61 30.47 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CNMA5256 N/A 31418EZW3 2033-11-01 4 26.94 26.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5214 N/A 31418EYL8 2053-12-01 5 45.81 45.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5189 N/A 31418EXT2 2053-11-01 5 45.69 45.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5138 N/A 31418EV80 2053-09-01 5.5 38.07 38.67 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4473 N/A 3142K56K4 2056-05-01 5 108.96 108.74 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTB4442 N/A 3142K55C3 2056-05-01 7 54.50 58.31 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB3325 N/A 3142K4VT0 2056-05-01 4.5 54.46 52.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB3213 N/A 3142K4SB3 2056-05-01 5.5 54.47 55.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB3542 N/A 3142K45C6 2056-05-01 5.5 54.49 55.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB2306 N/A 3142K3R42 2056-05-01 5.5 50.25 50.93 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2134 N/A 3142K3LQ9 2056-05-01 5 52.39 51.93 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8267 N/A 3132DWFG3 2052-11-01 5 728413.41 728797.12 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8211 N/A 3132DWDQ3 2052-05-01 2 43.20 34.90 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8199 N/A 3132DWDC4 2052-03-01 2 1272.24 1029.96 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8221 N/A 3132DWD26 2052-06-01 3.5 82.92 76.00 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8155 N/A 3132DWBY8 2051-07-01 2 117.65 95.27 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8127 N/A 3132DWA45 2051-02-01 1.5 14946.56 11573.54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7570 N/A 3132DVMT9 2054-05-01 6 42.20 44.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD7558 N/A 3132DVMF9 2053-02-01 5 1402432.82 1414521.48 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD7521 N/A 3132DVLA1 2050-07-01 2.5 27.91 24.04 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD7552 N/A 3132DVL94 2052-01-01 2.5 38.03 32.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5072 N/A 31418ET67 2053-07-01 5.5 38.14 38.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5010 N/A 31418ER85 2053-05-01 5.5 37.29 37.92 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA4928 N/A 31418EPN4 2053-02-01 6.5 20.76 21.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4902 N/A 31418ENU0 2053-01-01 3.5 88.80 81.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4869 N/A 31418EMT4 2053-01-01 5.5 35.37 36.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4807 N/A 31418EKV1 2052-11-01 5.5 37.57 38.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4786 N/A 31418EJ84 2052-10-01 5.5 33.84 34.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4785 N/A 31418EJ76 2052-10-01 5 37.90 37.83 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CNMA4742 N/A 31418EHU7 2032-08-01 3.5 20.36 20.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4733 N/A 31418EHK9 2052-09-01 4.5 81.18 79.06 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA4584 N/A 31418ECW8 2037-04-01 3 63278.48 60102.95 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7391 N/A 3132DVF83 2055-01-01 6 79.22 81.92 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8016 N/A 3132DV3Z6 2049-10-01 3 8.61 7.66 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD6820 N/A 3132DUSH1 2053-11-01 6.5 36.41 38.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6760 N/A 3132DUQM2 2054-11-01 5 1308449.58 1308224.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD7136 N/A 3132DU4V6 2054-12-01 5 147.67 147.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4994 N/A 3132DSRP9 2053-07-01 5.5 41.75 43.02 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD2549 N/A 3132DPZN1 2052-07-01 4 12107.71 11550.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2304 N/A 3132DPRZ3 2053-02-01 5 1893916.55 1901741.79 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2570 N/A 3132DP2B3 2052-11-01 5 269974.29 270344.90 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD1524 N/A 3132DNVR1 2052-08-01 4 38.49 36.46 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD1035 N/A 3132DNEG4 2052-05-01 4 34311.42 32442.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5674 N/A 31427TJU1 2056-06-01 6 55.85 57.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5641 N/A 31427THT6 2056-06-01 5.5 111.69 114.12 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5242 N/A 31427SZG6 2053-10-01 4.5 395813.87 385877.75 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL4915 N/A 31427SN95 2050-07-01 4 53.53 50.64 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5289 N/A 31427S2X5 2055-08-01 6.5 56.86 59.23 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL5278 N/A 31427S2L1 2052-05-01 2.5 55.24 47.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4274 N/A 31427RXC9 2056-02-01 5.5 53.27 53.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4100 N/A 31427RRW2 2056-02-01 5.5 55.54 56.30 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL3894 N/A 31427RKG4 2052-02-01 3.5 51.59 48.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3474 N/A 31427Q2G6 2055-12-01 6 99911.26 104229.86 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2351 N/A 31427PTH7 2055-07-01 5 51.50 51.28 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1831 N/A 31427PA95 2055-05-01 6.5 33.05 34.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1540 N/A 31427NWA3 2055-02-01 5.5 48.52 49.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1226 N/A 31427NLG2 2055-05-01 5.5 50.23 51.46 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL0588 N/A 31427MUN9 2055-03-01 3.5 50.16 45.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9318 N/A 3140QVK86 2054-10-01 5.5 45.47 46.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9137 N/A 3140QVEK6 2054-09-01 5.5 48.67 50.02 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8758 N/A 3140QUWU6 2054-06-01 6.5 35.15 36.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8754 N/A 3140QUWQ5 2054-06-01 5.5 49.56 50.45 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8368 N/A 3140QUJN7 2054-04-01 7 28.00 29.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4361 N/A 3140QPZ34 2052-08-01 3.5 86.43 79.62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3234 N/A 3140QNSY9 2052-04-01 3 77.62 69.14 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2162 N/A 3140QMML5 2051-11-01 3 37.24 33.37 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1408 N/A 3140QLR65 2051-08-01 3 37.00 32.58 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTCA7430 N/A 3140QFHG7 2040-10-01 2.5 28.81 25.83 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA6104 N/A 3140QDYA6 2050-05-01 4 14.39 13.73 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY0301 N/A 3140NGKP4 2053-05-01 6 31.37 32.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2798 N/A 3140MUDC1 2056-03-01 5 54.42 54.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBU8750 N/A 3140MAWL4 2052-06-01 5 38.09 38.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBU5168 N/A 3140M6W66 2054-11-01 5 51.52 51.12 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0343 N/A 31427MLZ2 2055-02-01 5 51.28 51.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0306 N/A 31427MKU4 2055-02-01 5 48.93 48.67 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0257 N/A 31427MJB8 2054-10-01 5 46.72 46.73 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBU1062 N/A 3140M2FC1 2051-10-01 2.5 38.99 32.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM3804 N/A 3140J8GN7 2045-02-01 3.5 13.23 12.47 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM3653 N/A 3140J8BX0 2048-03-01 4 12.85 12.33 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK0915 N/A 3140HEAR3 2048-07-01 4 9.48 9.07 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBC6420 N/A 3140F2D23 2031-04-01 2.5 4.24 4.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB1855 N/A 3142K3BZ0 2056-05-01 5.5 54.44 55.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2617 N/A 3142K34B1 2056-05-01 5 54.46 54.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB1582 N/A 3142K2XL9 2056-04-01 5.5 54.39 55.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAB2469 N/A 31416XW71 2041-03-01 4.5 2.99 2.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 GLAB1361 N/A 31416WQP0 2040-08-01 4.5 3.87 3.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL995203 N/A 31416BRY6 2035-07-01 5 .65 .65 Agency Mortgage-Backed Securities FNMA FNMS 05.700 NF968340 N/A 31414KHR4 2047-09-01 5.7 1.19 1.19 Agency Mortgage-Backed Securities FNMA FNMS 05.600 CA916236 N/A 31411V4V8 2037-04-01 5.6 3737.99 3742.82 Agency Mortgage-Backed Securities FNMA FNMS 05.900 CA906944 N/A 31411FS96 2036-12-01 5.9 1.49 1.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CI890882 N/A 31410LXK3 2034-02-01 4.5 4.47 4.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL889465 N/A 31410KFE9 2038-03-01 5.5 .70 .72 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA9502 N/A 3140YXRY9 2054-02-01 7 35.73 38.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA9101 N/A 3140YXDF5 2054-03-01 5.5 25.90 26.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2846 N/A 3140Y9EU4 2056-06-01 5.5 58.79 60.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2718 N/A 3140Y9AU8 2056-05-01 5 55.52 55.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2327 N/A 3140Y8SR8 2056-04-01 5 54.33 54.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2325 N/A 3140Y8SP2 2056-04-01 5 55.08 55.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1836 N/A 3140Y8BE5 2056-01-01 5 52.13 51.73 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC1812 N/A 3140Y8AN6 2056-01-01 4.5 55.46 53.80 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2693 N/A 3140Y87F7 2056-05-01 6 54.74 56.69 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2690 N/A 3140Y87C4 2056-05-01 6 54.43 56.82 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1877 N/A 3140XHCP0 2052-05-01 3 40.83 35.99 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4316 N/A 31418DYN6 2036-04-01 2.5 47.57 44.76 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5715 N/A 3133KMK46 2051-10-01 2 21657.59 17466.76 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1397 N/A 3140Y7RT7 2055-11-01 6 52.28 54.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1010 N/A 3140Y7DQ8 2055-09-01 5.5 53.00 54.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1724 N/A 3140Y74J4 2055-12-01 6 53.03 55.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1673 N/A 3140Y72F4 2055-12-01 5 53.17 53.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0717 N/A 3140Y6YP9 2055-07-01 6 50.37 52.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0394 N/A 3140Y6NL0 2055-05-01 5.5 51.29 52.45 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS9887 N/A 3140XR6Z3 2052-02-01 2 48.19 39.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8777 N/A 3140XQXF9 2053-11-01 6 41.35 43.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7909 N/A 3140XPYF0 2054-02-01 6 36.93 38.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS7284 N/A 3140XPCW7 2053-12-01 4.5 43.52 42.53 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFS7113 N/A 3140XN3X0 2039-02-01 4.5 36.66 36.54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4159 N/A 3140XKTR1 2052-07-01 4 40.24 38.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1603 N/A 3140XGX95 2052-05-01 3.5 39.90 36.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS0077 N/A 3140XFCP4 2051-11-01 3.5 33.60 31.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM8110 N/A 3140XCAL2 2047-08-01 3.5 29.21 27.37 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM1129 N/A 3140X4HF6 2049-01-01 3 12.03 10.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5951 N/A 3140W6TH5 2053-08-01 5 55.49 55.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5901 N/A 3140W6RX2 2056-06-01 5 55.80 55.41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA4571 N/A 31418ECH1 2042-03-01 2.5 36.85 32.90 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4564 N/A 31418ECA6 2052-03-01 3 77.74 68.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1540 N/A 3142K2WA4 2056-04-01 5 54.43 54.17 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1409 N/A 3142K2R77 2056-04-01 5 108.80 108.22 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4599 N/A 31418EDD9 2052-05-01 3 42.01 37.01 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0711 N/A 3132ACYG9 2048-10-01 3.5 3.93 3.64 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8707 N/A 3140QUU95 2054-06-01 6 40.29 41.75 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ1814 N/A 3133CSAP6 2054-08-01 7 53.66 57.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1052 N/A 3142GRE22 2054-03-01 5 42.45 42.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA5501 N/A 31418FDF1 2044-10-01 4.5 11848.63 11774.40 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4439 N/A 31418D4Z2 2051-10-01 3 33.72 29.80 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAB9729 N/A 31417GY34 2028-06-01 2.5 1914.54 1887.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CRMA1659 N/A 31418AZZ4 2043-09-01 5.5 7.55 7.66 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1715 N/A 31418A3Z9 2043-12-01 4 9.95 9.66 Agency Mortgage-Backed Securities FMAC 05.500 FGPC T30397 G N/A 31286DNN7 2037-11-01 5.5 50.57 52.15 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM7807 N/A 3140XBU99 2051-04-01 2.5 31.30 26.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ6652 N/A 3133CXL99 2054-10-01 5.5 45.27 45.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL909196 N/A 31411JC95 2038-06-01 5 12.00 12.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7115 N/A 3140XN3Z5 2054-02-01 5.5 41.42 42.23 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0160 N/A 3132D9E91 2041-07-01 2 33.41 29.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3489 N/A 31418C2X1 2033-10-01 3.5 3.48 3.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL995752 N/A 31416CEZ5 2039-05-01 4.5 2.40 2.39 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CKMA4109 N/A 31418DR79 2050-08-01 3 11.84 10.28 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA0804 N/A 31417Y3N5 2031-07-01 4 1.52 1.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB3175 N/A 3140ACQ55 2054-04-01 5.5 51.33 52.47 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA9557 N/A 3140QHTP0 2051-12-01 2 48.76 39.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1084 N/A 31418AF29 2032-06-01 3.5 3.05 2.98 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4790 N/A 3132A5KB0 2048-09-01 4 7.67 7.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB6076 N/A 31417CXE0 2042-09-01 3.5 5.79 5.45 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA1237 N/A 31418ALT3 2032-11-01 3 4.45 4.29 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1036 N/A 3142K2EJ5 2056-04-01 5 54.39 54.18 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0686 N/A 3142K1XQ0 2056-04-01 5 54.42 54.39 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB0249 N/A 3142K1H39 2056-04-01 6 52.12 54.50 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA9218 N/A 3142JYG48 2056-03-01 4.5 54.36 52.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA8176 N/A 3142JXCN2 2056-02-01 5.5 54.38 55.14 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA7566 N/A 3142JWMQ6 2056-02-01 6.5 54.36 57.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7522 N/A 3142JWLC8 2056-01-01 5.5 49.51 50.29 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7403 N/A 3142JWGM2 2056-03-01 5 108.65 108.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA6944 N/A 3142JVWE4 2056-01-01 5.5 54.82 55.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA5974 N/A 3142JUT83 2056-02-01 5.5 43.27 43.86 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA6177 N/A 3142JU2K5 2056-01-01 4.5 53.23 51.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA5193 N/A 3142JTXX6 2056-02-01 5.5 55.68 56.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA4636 N/A 3142JTEJ8 2056-01-01 6 228222.38 236017.85 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA4622 N/A 3142JTD42 2056-02-01 5 251231.33 249951.00 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1059 N/A 3132DNE82 2052-06-01 3.5 40.25 37.02 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4540 N/A 31418EBJ8 2042-02-01 2 75.03 65.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5327 N/A 31418E4M9 2054-04-01 5 978.62 971.31 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4326 N/A 31418DYY2 2051-05-01 2.5 33.87 28.80 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4307 N/A 31418DYD8 2051-04-01 3 26.83 23.77 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4260 N/A 31418DWW8 2036-02-01 1.5 26.63 23.93 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4179 N/A 31418DUD2 2035-11-01 2 45.13 41.43 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4099 N/A 31418DRV6 2035-08-01 2.5 33.91 31.91 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA4054 N/A 31418DQG0 2040-06-01 2.5 17.69 15.97 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA4073 N/A 31418DQ39 2040-07-01 3 15.41 14.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3939 N/A 31418DLV2 2050-02-01 3.5 7.67 7.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA3894 N/A 31418DKG6 2031-09-01 4 1.29 1.28 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA8285 N/A 3140QGF36 2050-12-01 3 31.63 28.47 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM8840 N/A 3140XCZE1 2051-09-01 2 41.30 33.96 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8112 N/A 3140QUAN6 2054-03-01 6 38.88 40.24 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4548 N/A 31418EBS8 2052-02-01 2.5 41.81 35.43 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1641 N/A 3132DNZE6 2052-09-01 4.5 11514.65 11264.02 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7512 N/A 3132DVKZ7 2050-02-01 3 21.25 19.04 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3687 N/A 31418DCZ3 2049-06-01 4 4.98 4.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX3658 N/A 3140N8B49 2052-12-01 5.5 45.05 46.23 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8119 N/A 3132D6AU4 2036-09-01 2 29.56 27.09 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0852 N/A 3142GQ5N8 2054-02-01 6.5 39.07 41.57 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7396 N/A 3133KPGD4 2052-05-01 4.5 37.42 36.61 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4563 N/A 31418EB90 2052-03-01 2.5 153744.94 130259.46 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX8625 N/A 3140NDSP3 2053-04-01 5 745201.74 741883.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH7556 N/A 3133CLMD5 2053-12-01 6 27.27 28.31 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4868 N/A 31418EMS6 2053-01-01 5 40.73 40.68 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA2737 N/A 31418CBF0 2046-09-01 3 137890.88 124328.44 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA5130 N/A 31418EVY3 2053-07-01 3 1726.48 1520.76 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS7879 N/A 3140XPXH7 2052-07-01 2.5 47.87 40.36 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4268 N/A 31418DW65 2041-02-01 2 1186682.29 1038033.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG8617 N/A 3133C9SE4 2053-08-01 5.5 40.09 40.72 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8160 N/A 3132DWB51 2051-08-01 2 4838.04 3916.31 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3VZN0678 N/A 3131Y6XF1 2043-04-01 4 3619.80 3512.41 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK7477 N/A 3131XBJW0 2030-06-01 3 3.65 3.56 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZA3593 N/A 31329L7E6 2042-12-01 3.5 4.88 4.60 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7502 N/A 3132DVKP9 2049-07-01 3.5 21.68 20.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5341 N/A 31418E5B2 2054-04-01 4 48.42 45.66 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA3870 N/A 31418DJQ6 2049-12-01 2.5 28.47 24.29 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA3800 N/A 31418DGJ5 2039-10-01 3 14.43 13.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3694 N/A 31418DC83 2049-07-01 4.5 10.92 10.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4494 N/A 31418D7G1 2051-12-01 3 35.06 31.08 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CNMA4389 N/A 31418D2X9 2031-07-01 1.5 38.85 36.64 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4379 N/A 31418D2M3 2051-07-01 2.5 71.19 60.42 Agency Mortgage-Backed Securities GNMA GNII SF MB1069 M N/A 3618N6FK8 2056-04-20 4.5 4308443.16 4172447.15 Agency Mortgage-Backed Securities GNMA GNII SF MB0996 M N/A 3618N6DA2 2056-03-20 5 786036.12 781153.09 Agency Mortgage-Backed Securities GNMA GNII SF MB0685 M N/A 3618N5XP9 2055-10-20 5 53.31 52.98 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0856 N/A 3132DM5R2 2052-01-01 2 42.36 34.28 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0784 N/A 3132DM2R5 2051-12-01 2 40.09 32.65 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTSC0111 N/A 3132D9DQ4 2038-06-01 3 16.48 15.42 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8507 N/A 3132D6NY2 2036-02-01 2 23.92 21.99 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CISB1482 N/A 3132CXUF7 2040-02-01 6.5 45.46 47.46 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB1086 N/A 3132CXF31 2035-01-01 2.5 34.40 32.56 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0359 N/A 3132CWMG6 2035-07-01 2.5 19.13 18.09 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3VZT1166 N/A 3132ADJK5 2043-11-01 3 10.29 9.45 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3WZT1028 N/A 3132ADD96 2032-09-01 3.5 437.77 427.18 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4614 N/A 3132A5DT9 2045-05-01 3.5 5.79 5.43 Agency Mortgage-Backed Securities FMAC FEPC 08.500 CLZS2394 N/A 3132A2UT7 2031-07-01 8.5 1.12 1.17 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA2652 N/A 31418B5N2 2031-06-01 3.5 5.34 5.25 Agency Mortgage-Backed Securities GNMA GNRA 2023-165 FB N/A 38384D5W3 2053-11-20 5.1087 1211143.84 1231374.89 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-005 FB N/A 38383HQU6 2053-01-20 4.7087 16.69 16.77 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-188 FA N/A 38383CRX0 2051-10-20 3.5 3188179.68 2842980.24 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-177 FB N/A 38383CFP0 2051-10-20 3.5 2678055.09 2393453.42 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-155 F N/A 38383AJS4 2051-09-20 3.5 2154243.82 1917861.28 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-139 AF N/A 38382XHH1 2051-08-20 3.5 3566990.12 3133897.67 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-139 FB N/A 38382XGC3 2051-08-20 3.5 3700799.54 3384019.32 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-175 KF N/A 38383CP20 2051-10-20 3.5 2442951.27 2180940.40 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-177 FA N/A 38383CFJ4 2051-10-20 3.5 2408353.58 2132845.69 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-051 AF N/A 38383PMD0 2052-03-20 4 2194411.20 2015316.76 Agency Collateralized Mortgage Obligation FNMA FNMS 03.000 CT890756 N/A 31410LTM4 2035-12-01 3 17.39 16.30 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08741 G N/A 3128MJZF0 2047-01-01 3 125.30 112.78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6818 N/A 3132DUSF5 2053-08-01 6 43.12 44.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5190 N/A 31418EXU9 2053-11-01 5.5 78.86 80.15 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQF4053 N/A 3133BRQE7 2052-12-01 6.5 26.00 27.30 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4582 N/A 31418ECU2 2037-04-01 2 33.52 30.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5529 N/A 31418FEB9 2054-11-01 4.5 49.33 47.71 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4537 N/A 31418EBF6 2037-02-01 2.5 29.07 27.35 Agency Mortgage-Backed Securities GNMA GNII SF MB0621 M N/A 3618N5VP1 2055-09-20 4.5 4988719.95 4831550.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2300 N/A 3142JQRW1 2056-01-01 5.5 54.37 55.29 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD7403 N/A 3132DVGL3 2054-11-01 4.5 2101.25 2033.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY1141 N/A 31426KHT6 2055-04-01 6 46.68 48.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3533 N/A 31427Q4T6 2055-07-01 5.5 51.81 52.99 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB6227 N/A 3142K74M8 2056-06-01 6 67444.20 70274.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6444 N/A 3142GXES2 2056-04-01 5 54.66 54.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6811 N/A 3140UAR98 2056-04-01 5.5 54.84 55.57 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD8536 N/A 3132DWPV9 2055-05-01 7 1839030.14 1953774.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1914 N/A 3140Y8DU7 2056-02-01 5 55.25 55.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1168 N/A 3140Y7JN9 2055-10-01 5.5 52.94 53.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA1614 N/A 3140W1YL1 2055-03-01 5 49.13 49.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX5633 N/A 31426BHK5 2055-02-01 5.5 49.13 50.00 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1715 N/A 3142K23Z1 2056-05-01 5 54.44 54.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5494 N/A 3140W6C83 2055-08-01 5.5 53.87 54.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7710 N/A 3142K9R80 2056-07-01 5.5 54.54 55.47 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4468 N/A 3142K56E8 2056-05-01 5 54.48 54.34 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA1224 N/A 31329JLD7 2042-06-01 3.5 5.71 5.40 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL6309 N/A 3131XNAJ2 2043-06-01 3.5 13.20 12.44 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL3747 N/A 3131XKEU9 2042-09-01 3 75969.39 69130.07 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZL1484 N/A 3131XGUH9 2041-06-01 4.5 2712.09 2705.18 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK9056 N/A 3131XDBZ7 2032-11-01 3 9.17 8.82 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK9054 N/A 3131XDBX2 2032-11-01 3 9.03 8.74 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK7986 N/A 3131XB2T5 2031-03-01 3 5.45 5.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZI7765 N/A 3131WLTW8 2037-08-01 5 1.01 1.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ8964 N/A 31427J6A1 2055-11-01 5.5 53.71 54.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7735 N/A 31427HSZ6 2055-11-01 5.5 86.41 88.09 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ7710 N/A 31427HR87 2055-11-01 7 108.44 115.60 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQZ7061 N/A 31427GZ31 2055-11-01 4.5 107.02 104.12 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ6943 N/A 31427GWD2 2055-11-01 5 54.02 53.54 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ6001 N/A 31427DU33 2055-10-01 6.5 54.13 56.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ6290 N/A 31427D7C9 2055-10-01 6 49.11 50.89 Agency Mortgage-Backed Securities GNMA GNII SF MB0483 M N/A 3618N5RD3 2055-07-20 4.5 1063834.33 1030318.23 Agency Mortgage-Backed Securities GNMA GNII SF MB0422 M N/A 3618N5PG8 2055-06-20 4.5 194450.95 188324.78 Agency Mortgage-Backed Securities GNMA GNII SF MB0872 M N/A 3618N56J3 2056-01-20 5.5 41454.65 41967.76 Agency Mortgage-Backed Securities GNMA GNII SF MB0812 M N/A 3618N53W7 2055-12-20 4.5 3804034.30 3684180.59 Agency Mortgage-Backed Securities GNMA GNII SF MA8429 M N/A 36179XLJ3 2052-11-20 5.5 5603476.70 5716726.08 Agency Mortgage-Backed Securities GNMA GNII SF MA7935 M N/A 36179WY85 2052-03-20 2 43.62 36.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8318 N/A 3142KAG48 2056-07-01 5.5 54.54 55.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7633 N/A 3142K9PT6 2056-07-01 5.5 54.76 55.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7606 N/A 3142K9NY7 2056-07-01 5.5 54.70 55.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF4531 N/A 3140BVA91 2056-01-01 5.5 147.31 150.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF3439 N/A 3140BTZD0 2055-11-01 6.5 54.21 58.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2455 N/A 31427PWR1 2055-06-01 5 49.51 49.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY5201 N/A 31426PX75 2055-05-01 5.5 40.30 41.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5612 N/A 31418FGW1 2055-02-01 4.5 72880.83 70477.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7495 N/A 31427HKH4 2055-11-01 5.5 52.48 53.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2087 N/A 31427PJ96 2055-06-01 5.5 50.04 50.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2206 N/A 3140Y8NY8 2056-03-01 5 53.56 53.22 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA4195 N/A 3142JSUV5 2056-01-01 4.5 54.23 52.66 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA0379 N/A 3142JNM52 2055-12-01 6.5 54.24 57.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ7197 N/A 3133CX7J3 2054-10-01 5.5 48.38 49.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5605 N/A 31418FGP6 2055-01-01 3.5 51.44 47.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ5555 N/A 31427DE56 2055-10-01 5.5 51.21 52.14 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7528 N/A 31426SLJ6 2055-06-01 6.5 44.12 46.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA2121 N/A 3140W2LB5 2055-02-01 4.5 48.96 47.69 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2686 N/A 3140Y86Y7 2056-05-01 6 54.39 57.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5071 N/A 31418ET59 2053-07-01 5 8676.37 8653.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY8236 N/A 31426TEJ2 2055-07-01 5.5 51.54 52.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4168 N/A 3142GUT29 2055-05-01 6 598.39 621.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY1828 N/A 31426LA61 2055-05-01 6 41.02 42.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB1773 N/A 3142K26K1 2056-05-01 5.5 54.45 55.50 Agency Mortgage-Backed Securities GNMA GNII SF MB0935 M N/A 3618N6BD8 2056-02-20 4.5 1326734.53 1284856.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG0003 N/A 3140U3AD3 2056-01-01 5.5 54.29 54.98 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1493 N/A 3142GRUT5 2054-05-01 6 17.03 17.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD9435 N/A 3140BAPV2 2055-05-01 6 53.54 55.58 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB2286 N/A 3142K3RG5 2056-05-01 6.5 54.51 57.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3488 N/A 3142GT2W5 2055-02-01 5.5 48.08 49.03 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3464 N/A 31427QZ62 2055-07-01 6 51.02 53.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF2581 N/A 3140BS2P1 2055-10-01 5 53.95 53.58 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDF1073 N/A 3140BRFP9 2055-10-01 7 44.04 47.47 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8706 N/A 3140BMU81 2055-09-01 6.5 54.11 57.23 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE4335 N/A 3140BGY98 2055-07-01 6.5 47.24 50.30 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE4387 N/A 3140BG2V4 2055-10-01 6.5 108.47 114.71 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD8918 N/A 3140B94C0 2055-09-01 7 53.97 59.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ6237 N/A 31427D4X6 2055-10-01 5 54.08 53.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4306 N/A 31427BYC3 2055-10-01 5.5 53.96 54.83 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ4251 N/A 31427BWM3 2055-10-01 6.5 54.14 56.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0684 N/A 31426WXN5 2055-08-01 5.5 51.49 52.16 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY9229 N/A 31426UHF4 2055-07-01 6 73277.72 75405.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7854 N/A 31426SWQ8 2055-06-01 6 53.91 55.60 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7570 N/A 31426SMU0 2055-07-01 6.5 35.27 37.10 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY7177 N/A 31426R6P1 2055-07-01 7 48933.93 52734.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY6287 N/A 31426Q6Z1 2055-06-01 5.5 48.39 48.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5328 N/A 31426P4N2 2055-06-01 6 86.42 90.45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY4206 N/A 31426NU81 2055-06-01 5 53.05 52.65 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD1682 N/A 3140B12Q8 2055-02-01 6.5 44.77 46.82 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC2717 N/A 3140AQAT9 2054-11-01 6 42.47 43.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAT6319 N/A 3138WUAV5 2043-06-01 3.5 51081.67 48118.14 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL2373 N/A 3138EJT73 2041-08-01 4.5 6.27 6.25 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK2974 N/A 3138E7JU9 2042-05-01 3.5 10.27 9.72 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA4759 N/A 31346YJC8 2049-11-01 3 37.36 32.96 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI8303 N/A 3133WFGL5 2054-06-01 7 7.96 8.52 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQI4185 N/A 3133WAUJ5 2054-04-01 4.5 90.04 87.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5379 N/A 3133KY6Q7 2045-12-01 5.5 50.72 51.65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB5255 N/A 3142K6ZV6 2056-06-01 5 54.96 54.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB6088 N/A 3142K7XS3 2056-04-01 5 54.54 55.14 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4694 N/A 3132A5GB5 2046-12-01 3.5 7.70 7.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX5508 N/A 31426BDN3 2055-02-01 6 40.03 41.24 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIRR0029 N/A 3142JCA75 2040-10-01 3.5 49.42 47.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9489 N/A 3140QVRK2 2054-11-01 5.5 46.17 46.88 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6759 N/A 31426RQM6 2055-06-01 6.5 43.43 45.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7927 N/A 31426SYZ6 2055-07-01 6 35.90 36.94 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ6918 N/A 31427GVL5 2055-11-01 6.5 54.17 57.25 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX6978 N/A 31426CXG4 2055-02-01 7 48.42 52.42 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ8677 N/A 31427JUB2 2055-10-01 6.5 54.06 57.78 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2416 N/A 3140Y8VJ2 2056-04-01 6.5 53.91 56.94 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTRB5383 N/A 3133KY6U8 2046-01-01 4.5 52.80 51.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ6597 N/A 3142GXKK2 2056-05-01 6 54.38 57.11 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3841 N/A 3140QPHT7 2052-06-01 3.5 12629.67 11676.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0981 N/A 3140Y7CT3 2055-09-01 5 53.66 53.49 Agency Mortgage-Backed Securities GNMA GNII SF MB0204 M N/A 3618N5GN3 2055-02-20 5 52.68 52.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ0291 N/A 31426WKD1 2055-08-01 6 51.48 53.93 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA0741 N/A 3142JNZF6 2055-11-01 4.5 54.18 52.39 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ2272 N/A 3133CSQZ7 2054-08-01 6 47.51 49.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0308 N/A 31427MKW0 2055-02-01 5.5 46.68 47.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6985 N/A 3142K8XP7 2056-06-01 5.5 109.08 111.60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD7956 N/A 3140B8ZW4 2055-05-01 6.5 31.93 33.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7854 N/A 31427HWQ1 2055-11-01 5.5 52.54 53.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6053 N/A 31418FWP8 2056-05-01 5 109.35 108.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0545 N/A 3140W0TB1 2054-12-01 5.5 80.41 81.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA8710 N/A 3133KQVB9 2053-04-01 5 43.93 43.91 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7642 N/A 3133KPP36 2052-08-01 4.5 42.24 41.20 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA4528 N/A 3133KLA56 2051-02-01 2.5 467035.47 393804.72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA4203 N/A 3142JSU52 2056-02-01 5 56.02 55.58 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA3748 N/A 3142JSEW1 2056-01-01 6.5 108.64 114.41 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3688 N/A 3142JSC29 2056-01-01 5 278612.14 276090.92 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3663 N/A 3142JSB95 2056-01-01 5 54.33 54.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2785 N/A 3142JRCX3 2056-01-01 5.5 110.03 111.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA2274 N/A 3142JQQ44 2056-01-01 5 54.91 54.72 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA2164 N/A 3142JQMN6 2055-12-01 4.5 53.70 52.06 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA1952 N/A 3142JQE21 2055-11-01 4.5 54.11 52.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA1655 N/A 3142JPZV6 2055-12-01 5.5 108.31 110.41 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA1014 N/A 3142JPDU2 2055-12-01 4.5 54.16 52.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0727 N/A 3142JNYZ3 2055-12-01 5.5 54.19 55.54 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA0508 N/A 3142JNR65 2055-12-01 4.5 54.17 52.47 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3149 N/A 31418CQB3 2047-10-01 4 6.35 6.07 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3057 N/A 31418CMF8 2047-07-01 3.5 7.53 7.01 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA2730 N/A 31418CA87 2046-08-01 2.5 10.86 9.42 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA2320 N/A 31418BSJ6 2035-07-01 3 6.24 5.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA2110 N/A 31418BKY1 2034-12-01 3.5 9.19 8.88 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CRMA1363 N/A 31418AQR2 2043-02-01 3 8.85 8.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CQMA1372 N/A 31418AQ27 2043-03-01 3.5 7.78 7.38 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1146 N/A 31418AHY7 2042-08-01 4 4.85 4.71 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1125 N/A 31418AHB7 2042-07-01 4 4.34 4.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1059 N/A 31418AE95 2032-05-01 3.5 5833.35 5698.08 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA0425 N/A 3142JNPK6 2055-12-01 4.5 54.08 52.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1219 N/A 3140Y7K98 2055-10-01 5.5 53.08 54.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB0191 N/A 3142K1F98 2056-04-01 5.5 54.44 55.32 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0066 N/A 3142JCCC2 2041-03-01 4.5 51.92 51.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1560 N/A 3140UGWW8 2056-06-01 5.5 54.92 56.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4015 N/A 3142K5N90 2056-06-01 5.5 54.48 55.09 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0118 N/A 3142J6DY6 2056-05-01 5 55.16 54.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7354 N/A 3140BYE42 2055-11-01 5.5 64948.36 66828.65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0110 N/A 3142J6DQ3 2056-04-01 5 1933403.66 1915621.72 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA1537 N/A 3142JPV73 2055-11-01 4.5 50.49 49.34 Agency Mortgage-Backed Securities USTR 1 1/8 TRIN AE 30 N/A 91282CPH8 2030-10-15 1.125 16.83 16.41 U.S. Treasuries (including strips) USTR 1 5/8 TRIN X 30 N/A 91282CNB3 2030-04-15 1.625 5.70 5.66 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 29 N/A 91282CLV1 2029-10-15 1.625 974400.48 972139.08 U.S. Treasuries (including strips) USTR 1 3/4 TRIN A 34 N/A 91282CJY8 2034-01-15 1.75 1175187.43 1161525.71 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 67239.41 68698.59 U.S. Treasuries (including strips) USTR 1 3/8 TRIN D 33 N/A 91282CHP9 2033-07-15 1.375 123886.60 119983.09 U.S. Treasuries (including strips) USTR 1 1/4 TRIN X 28 N/A 91282CGW5 2028-04-15 1.25 6.05 5.97 U.S. Treasuries (including strips) USTR 1 1/8 TRIN A 33 N/A 91282CGK1 2033-01-15 1.125 6.09 5.81 U.S. Treasuries (including strips) USTR 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 56484.59 53563.24 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 30 N/A 912828ZZ6 2030-07-15 0.125 2074598.63 1941260.45 U.S. Treasuries (including strips) USTR 1 5/8 NOTE S 26 N/A 912828YU8 2026-11-30 1.625 226521.92 224735.56 U.S. Treasuries (including strips) USTR 0 7/8 TRIN A 29 N/A 9128285W6 2029-01-15 0.875 284037.44 277588.49 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 5.45 3.36 U.S. Treasuries (including strips) USTR 2 BOND 51 N/A 912810SZ2 2051-08-15 2 158.16 92.00 U.S. Treasuries (including strips) USTR 0 1/4 TRIB 50 N/A 912810SM1 2050-02-15 0.25 28.24 16.14 U.S. Treasuries (including strips) USTR 0 7/8 TRIB 47 N/A 912810RW0 2047-02-15 0.875 7.52 5.37 U.S. Treasuries (including strips) USTR 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 2008194.41 1657554.13 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 40 N/A 912810QF8 2040-02-15 2.125 8.40 8.23 U.S. Treasuries (including strips) USTR 3 5/8 TRIB 28 N/A 912810FD5 2028-04-15 3.625 958066.24 990110.22 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 45511.63 45871.86 U.S. Treasuries (including strips) USTR 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 10.91 9.29 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 1046691.07 1049893.95 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 27 N/A 91282CFR7 2027-10-15 1.625 612706.84 612083.63 U.S. Treasuries (including strips) USTR 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 18553.69 18100.78 U.S. Treasuries (including strips) USTR 1 1/8 TRIN AE 30 N/A 91282CPH8 2030-10-15 1.125 390593.03 380719.12 U.S. Treasuries (including strips) USTR 1 TRIB 49 N/A 912810SG4 2049-02-15 1 14.43 10.30 U.S. Treasuries (including strips) USTR 2 3/8 TRIN AE 28 N/A 91282CJH5 2028-10-15 2.375 5.93 6.02 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 30421.07 27089.61 U.S. Treasuries (including strips) USTR 0 3/4 TRIN D 28 N/A 912828Y38 2028-07-15 0.75 14.46 14.20 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0370 68172000.00 68172000.00 .0004 N Y Y N BofA Securities, Inc. BofA Securities, Inc., REPO, 3.650%, 7/1/2026 3.650 983JVMII0 549300HN4UKV1E2R3U73 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNMI SF 552179 X N/A 36213EM45 2031-10-15 7 82.10 84.44 Agency Mortgage-Backed Securities GNMA GNMI SF 610850 X N/A 36202VTF8 2033-04-15 5.5 112.58 113.60 Agency Mortgage-Backed Securities GNMA GNII SF 003415 M N/A 36202DYL9 2033-07-20 5.5 72.13 73.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4963 N/A 31418EQR4 2053-03-01 3.5 5975.35 5476.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA4861 N/A 31418EMK3 2038-01-01 3.5 119.01 114.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4733 N/A 31418EHK9 2052-09-01 4.5 890.93 867.57 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4717 N/A 31418EG38 2037-07-01 1.5 13332.02 11936.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4686 N/A 31418EF47 2052-06-01 5 231112.44 230751.39 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA2803 N/A 31418CDH4 2031-11-01 2.5 1162.69 1117.59 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS8344 N/A 3140XQHW0 2049-06-01 4 5307.78 5077.85 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1621 N/A 3140XGYT0 2051-07-01 2 22145.82 17977.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4684 N/A 3140ULF22 2056-07-01 6 460427.73 476038.23 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB1112 N/A 3140QLGW0 2051-07-01 2 20578.42 16679.55 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8955 N/A 3140QG5R4 2051-02-01 2.5 13400.94 11447.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6423 N/A 3140QED58 2050-07-01 3 415.83 369.42 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBV7761 N/A 3140MMTT5 2052-03-01 2.5 31174.32 26454.84 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV6587 N/A 3140MLJ92 2055-12-01 4.5 168996.72 164751.35 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBK2397 N/A 3140HFUX5 2035-05-01 2.5 363932.29 342447.14 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBE3882 N/A 3140FPJ42 2047-01-01 4 1476.80 1413.74 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF3631 N/A 3140BUA93 2055-11-01 6.5 98252.48 102530.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL776975 N/A 31404SFQ3 2034-04-01 5.5 18.53 18.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP9733 N/A 3138MDY71 2042-10-01 3.5 48576.74 45910.33 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAH6783 N/A 3138A8RD0 2041-03-01 4 13949.06 13634.76 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CL609661 N/A 31388NJE7 2031-11-01 7.5 22.66 23.67 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5806 N/A 3133WQNX7 2041-07-01 4.5 86168.93 85842.09 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA9081 N/A 3133KRCS1 2053-05-01 6.5 3935.03 4156.30 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA3726 N/A 3133KKD71 2050-10-01 2 29983.16 24229.13 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQB0820 N/A 3133A64D0 2050-07-01 3 23053.13 20689.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8287 N/A 3132D6F47 2039-03-01 5 26661.09 26933.75 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB0096 N/A 3132CWC93 2034-05-01 3.5 37.79 37.02 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS4578 N/A 3132A5CP8 2044-08-01 4.5 1772.92 1752.60 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA1158 N/A 31329JJB4 2042-04-01 3.5 5062.13 4798.40 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G08863 G N/A 3128MJ5Z9 2049-02-01 4.5 1885.87 1856.50 Agency Mortgage-Backed Securities GNMA GNII SF MA6547 M N/A 36179VHY9 2050-03-20 6 12.20 12.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB6404 N/A 3140AGDJ0 2054-06-01 6.5 31674.61 33350.39 Agency Mortgage-Backed Securities GNMA GNMI SF 555686 X N/A 36213JJ71 2032-01-15 7 19.18 19.81 Agency Mortgage-Backed Securities GNMA GNMI SF 611460 X N/A 36202WJD2 2033-04-15 5.5 966.42 972.84 Agency Mortgage-Backed Securities GNMA GNMI SF 593422 X N/A 36201UG73 2033-08-15 4.5 625.44 610.59 Agency Mortgage-Backed Securities GNMA GNII SF MA8427 M N/A 36179XLG9 2052-11-20 4.5 348192.41 339666.22 Agency Mortgage-Backed Securities GNMA GNMI SF 615425 X N/A 36290RVS9 2033-08-15 4.5 194.68 193.44 Agency Mortgage-Backed Securities FMAC 03.000 FGPC Q43734 G N/A 3132WHEG6 2046-10-01 3 1148.17 1034.71 Agency Mortgage-Backed Securities GNMA GNMI SF 550648 X N/A 36213CWH9 2035-09-15 5 40.01 39.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDB9867 N/A 3140AK6D2 2039-10-01 5 10086.96 10192.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO0777 N/A 3138LQ2K9 2042-04-01 3.5 751.97 711.40 Agency Mortgage-Backed Securities GNMA GNII SF MA7882 M N/A 36179WXK9 2052-02-20 3 2170540.38 1942800.05 Agency Mortgage-Backed Securities GNMA GNII SF MA8049 M N/A 36179W5J3 2052-05-20 6 119.08 123.52 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4700 N/A 31418EGJ3 2052-08-01 4 201320.21 190445.34 Agency Mortgage-Backed Securities GNMA GNII JM MA9953 M N/A 36180ABW2 2054-10-20 6 11828.47 11963.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5836 N/A 3140QRPW7 2053-03-01 5 83919.72 84418.86 Agency Mortgage-Backed Securities GNMA GNII SF MA3033 M N/A 36179RLN7 2045-08-20 3 6945.40 6302.92 Agency Mortgage-Backed Securities GNMA GNII SF BM1354 C N/A 3617JRQF8 2049-07-20 3.5 18349.35 16821.63 Agency Mortgage-Backed Securities GNMA GNII SF MA8877 M N/A 36179X2J4 2053-05-20 4.5 214408.49 209062.22 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8120 N/A 3132DWAV5 2051-01-01 1.5 5784.66 4476.62 Agency Mortgage-Backed Securities GNMA GNII SF MA7537 M N/A 36179WLS5 2051-08-20 4 173.28 164.25 Agency Mortgage-Backed Securities GNMA GNII SP 785436 C N/A 3622AA4V3 2051-04-20 2.5 49879.69 42973.34 Agency Mortgage-Backed Securities GNMA GNII SF DL0150 C N/A 3618LBEX2 2055-10-20 5.5 3305.88 3379.53 Agency Mortgage-Backed Securities GNMA GNII ET DO4674 C N/A 3618V1FP9 2065-12-20 7 115389.21 121532.87 Agency Mortgage-Backed Securities GNMA GNII ET DJ4997 C N/A 3618KRRS5 2065-04-20 6.5 28988.51 30333.90 Agency Mortgage-Backed Securities GNMA GNII SF MB0147 M N/A 3618N5EV7 2055-01-20 5.5 4750066.07 4811852.82 Agency Mortgage-Backed Securities GNMA GNII SF DP2439 C N/A 3618MGV86 2056-04-20 5.5 74168.49 75960.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6993 N/A 3142K8XX0 2056-06-01 5.5 203209.33 208834.08 Agency Mortgage-Backed Securities GNMA GNII SF DP2355 C N/A 3618MGTL0 2056-04-20 5.5 115020.31 117518.39 Agency Mortgage-Backed Securities GNMA GNII SF DQ6960 C N/A 3618N0WV8 2056-03-20 6.5 106689.83 112754.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5071 N/A 31418ET59 2053-07-01 5 3569.57 3560.13 Agency Mortgage-Backed Securities GNMA GNII SF DP2452 C N/A 3618MGWM4 2056-04-20 5.5 168691.27 172018.13 Agency Mortgage-Backed Securities GNMA GNII SF DQ6772 C N/A 3618N0QZ6 2056-06-20 5 74610.93 74426.18 Agency Mortgage-Backed Securities GNMA GNII SF DR7501 C N/A 3618VGKN5 2056-06-20 5.5 268814.93 274827.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIRR0055 N/A 3142JCBZ2 2041-01-01 5.5 36815.88 37622.35 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBN9152 N/A 3140JSE21 2051-04-01 3 10882.03 9590.73 Agency Mortgage-Backed Securities GNMA GNII SF MB0938 M N/A 3618N6BG1 2056-02-20 6 65872.63 67693.57 Agency Mortgage-Backed Securities GNMA GNII SF CK9371 C N/A 3617Y5MU0 2052-04-20 3.5 3051.64 2743.97 Agency Mortgage-Backed Securities GNMA GNII SF MA8346 M N/A 36179XHX7 2052-10-20 4 4010.97 3808.71 Agency Mortgage-Backed Securities GNMA GNII SF MB0122 M N/A 3618N5D48 2040-01-20 5.5 133.76 136.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1890 N/A 3140UHC40 2056-04-01 5 90595.73 90235.86 Agency Mortgage-Backed Securities GNMA GNII SF MB0419 M N/A 3618N5PD5 2055-06-20 3 2964.11 2653.93 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA6292 N/A 3142JU7E4 2056-02-01 6.5 22383.42 23488.56 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF4266 N/A 3140BUW40 2055-12-01 6.5 29798.48 31044.42 Agency Mortgage-Backed Securities GNMA GNII SF DR5481 C N/A 3618VECS8 2056-04-20 5 116843.86 116554.53 Agency Mortgage-Backed Securities GNMA GNII SF DO4013 C N/A 3618V0N64 2055-11-20 6.5 265.12 279.21 Agency Mortgage-Backed Securities GNMA GNPL PN DM8156 N/A 3618LYBZ0 2061-02-15 4.93 4554.80 4579.53 Agency Mortgage-Backed Securities GNMA GNII SF DS1690 C N/A 3618VM2X0 2056-04-20 5.5 72810.31 74427.39 Agency Mortgage-Backed Securities GNMA GNII SF DQ6271 C N/A 3618MY6G7 2056-06-20 5 125217.87 124907.80 Agency Mortgage-Backed Securities GNMA GNII SF DP2657 C N/A 3618MG5S1 2056-05-20 5.5 134224.08 136938.70 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB1330 N/A 3142K2PQ7 2056-04-01 4.5 414396.85 403001.36 Agency Mortgage-Backed Securities GNMA GNII SF DR8789 C N/A 3618VHXS8 2056-06-20 5.5 82843.47 84696.64 Agency Mortgage-Backed Securities GNMA GNII SF DQ2217 C N/A 3618MUPA7 2056-02-20 5.5 387.91 403.34 Agency Mortgage-Backed Securities GNMA GNII SF DS5909 C N/A 3618VSR69 2056-05-20 5.5 83432.34 84662.76 Agency Mortgage-Backed Securities FMAC 05.500 FGPC G30487 G N/A 3128CURG3 2028-08-01 5.5 52.67 53.30 Agency Mortgage-Backed Securities GNMA GNII SF 003108 M N/A 36202DNZ0 2031-07-20 7 701.57 733.34 Agency Mortgage-Backed Securities GNMA GNII SF 002998 M N/A 36202DKK6 2030-11-20 7 82.46 85.70 Agency Mortgage-Backed Securities GNMA GNII SF 002796 M N/A 36202DC90 2029-08-20 7 67.67 70.33 Agency Mortgage-Backed Securities GNMA GNMI SF 579437 X N/A 36201CV68 2032-05-15 7 57.93 58.47 Agency Mortgage-Backed Securities GNMA GNMI SF 569840 X N/A 36200RBH4 2032-06-15 7 99.79 103.47 Agency Mortgage-Backed Securities GNMA GNMI SF 604712 X N/A 36200MYH0 2033-10-15 5 59642.79 59943.86 Agency Mortgage-Backed Securities GNMA GNMI SF 598724 X N/A 36200ED57 2033-07-15 4.5 100.13 99.21 Agency Mortgage-Backed Securities GNMA GNII SF MA8799 M N/A 36179XX43 2053-04-20 4.5 174909.71 170444.96 Agency Mortgage-Backed Securities GNMA GNII SF MA8570 M N/A 36179XQX7 2053-01-20 5.5 104904.74 106994.30 Agency Mortgage-Backed Securities GNMA GNII SF MA8487 M N/A 36179XNC6 2052-12-20 3.5 8326.51 7587.19 Agency Mortgage-Backed Securities GNMA GNII JM MA8479 M N/A 36179XM45 2052-12-20 4 27645.38 25638.39 Agency Mortgage-Backed Securities GNMA GNII SF MA8430 M N/A 36179XLK0 2052-11-20 6 3338.02 3454.36 Agency Mortgage-Backed Securities GNMA GNII SF MA8344 M N/A 36179XHV1 2052-10-20 3 46.77 41.96 Agency Mortgage-Backed Securities GNMA GNII SF MA8351 M N/A 36179XH41 2052-10-20 6.5 6211.94 6525.78 Agency Mortgage-Backed Securities GNMA GNII SF MA8265 M N/A 36179XFE1 2052-09-20 3 89.55 80.28 Agency Mortgage-Backed Securities GNMA GNII SF MA7881 M N/A 36179WXJ2 2052-02-20 2.5 773011.30 665751.26 Agency Mortgage-Backed Securities GNMA GNII SF MA7826 M N/A 36179WVT2 2052-01-20 2 40984.57 33876.21 Agency Mortgage-Backed Securities GNMA GNII SF MA7736 M N/A 36179WSZ2 2036-12-20 1.5 137.09 123.76 Agency Mortgage-Backed Securities GNMA GNII SF MA7473 M N/A 36179WJS8 2051-07-20 3 11284.42 10103.23 Agency Mortgage-Backed Securities GNMA GNII SF MA7254 M N/A 36179WBX5 2051-03-20 2 23335084.00 19293473.38 Agency Mortgage-Backed Securities GNMA GNII SF MA7056 M N/A 36179VZV5 2050-12-20 4.5 4265.43 4199.02 Agency Mortgage-Backed Securities GNMA GNII JM MA6530 M N/A 36179VHF0 2050-03-20 2.5 5622.71 4788.03 Agency Mortgage-Backed Securities GNMA GNII SF MA5652 M N/A 36179UH54 2048-12-20 4.5 21709.48 21400.23 Agency Mortgage-Backed Securities GNMA GNII SF MA4004 M N/A 36179SNV5 2046-10-20 3.5 119121.10 110700.25 Agency Mortgage-Backed Securities GNMA GNII SF MA2373 M N/A 36179QT68 2044-11-20 4.5 2157.74 2135.52 Agency Mortgage-Backed Securities GNMA GNII SF MA2303 M N/A 36179QRY9 2044-10-20 3.5 68.37 63.73 Agency Mortgage-Backed Securities GNMA GNII SF MA0443 M N/A 36179MP46 2027-10-20 2.5 3921.81 3878.08 Agency Mortgage-Backed Securities GNMA GNMI SF 598688 X N/A 36200ECZ2 2033-06-15 5 4328.84 4337.93 Agency Mortgage-Backed Securities GNMA GNMI SF 596700 X N/A 36200B3H8 2032-10-15 7 828.12 861.69 Agency Mortgage-Backed Securities GNMA GNMI SF AZ8560 X N/A 36197MQM3 2047-03-15 4.5 676.63 664.92 Agency Mortgage-Backed Securities GNMA GNII SF DS8600 C N/A 3618VVRV7 2056-06-20 5 139225.33 139149.15 Agency Mortgage-Backed Securities GNMA GNII SF DS7198 C N/A 3618VT7K8 2056-06-20 5.5 666210.13 681110.96 Agency Mortgage-Backed Securities GNMA GNII SF DS5540 C N/A 3618VSEM8 2056-06-20 5.5 74346.80 76195.18 Agency Mortgage-Backed Securities GNMA GNII SF DS1172 C N/A 3618VMJR5 2056-06-20 5 110337.47 110338.88 Agency Mortgage-Backed Securities GNMA GNII SF DR9511 C N/A 3618VJR85 2056-05-20 5 97629.52 97448.50 Agency Mortgage-Backed Securities GNMA GNII SF DR9317 C N/A 3618VJK66 2056-06-20 5.5 474459.73 485071.76 Agency Mortgage-Backed Securities GNMA GNII SF DR9042 C N/A 3618VJBK5 2056-06-20 5.5 179572.27 183588.86 Agency Mortgage-Backed Securities GNMA GNII SF DR5564 C N/A 3618VEFD8 2056-04-20 5.5 82030.16 83178.71 Agency Mortgage-Backed Securities GNMA GNII SF DR5343 C N/A 3618VD5C3 2056-04-20 5 353175.72 352300.82 Agency Mortgage-Backed Securities GNMA GNII SF DR3662 C N/A 3618VCB79 2056-03-20 5.5 300425.79 306595.20 Agency Mortgage-Backed Securities GNMA GNII SF DR4441 C N/A 3618VC5A9 2056-03-20 5.5 57900.15 59680.55 Agency Mortgage-Backed Securities GNMA GNII SF DR3379 C N/A 3618VBXG7 2056-05-20 5.5 71532.43 73589.53 Agency Mortgage-Backed Securities GNMA GNII SF DR3565 C N/A 3618VB6A0 2056-04-20 5.5 91151.17 93403.11 Agency Mortgage-Backed Securities GNMA GNII SF DR1186 C N/A 3618V9J78 2056-04-20 6 25629.55 26874.05 Agency Mortgage-Backed Securities GNMA GNPL PN DO7373 N/A 3618V4FN8 2061-05-15 4.95 48566.44 49195.55 Agency Mortgage-Backed Securities GNMA GNII SF DO6791 C N/A 3618V3RL1 2056-05-20 6.5 79026.37 83618.53 Agency Mortgage-Backed Securities GNMA GNII SF DO1207 C N/A 3618NWKU3 2056-04-20 5.5 304721.57 311657.20 Agency Mortgage-Backed Securities GNMA GNII SF MA0850 M N/A 36179M5K2 2043-03-20 2.5 289.29 257.67 Agency Mortgage-Backed Securities GNMA GNMI SF 775089 X N/A 36176S2W9 2041-09-15 4.5 7584.45 7486.82 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB4750 N/A 3142K6H46 2056-06-01 6 93703.80 98509.05 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA0796 N/A 3142JN3E4 2055-11-01 6.5 16905.98 17834.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIRR0063 N/A 3142JCB90 2041-02-01 5.5 4739.41 4843.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2664 N/A 3142GS6A1 2054-10-01 5 3287.78 3266.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0849 N/A 31427M5K3 2055-04-01 6 3096.03 3185.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5700 N/A 31418FKN6 2055-05-01 5.5 247788.90 250543.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5612 N/A 31418FGW1 2055-02-01 4.5 309.89 299.67 Agency Mortgage-Backed Securities GNMA GNII SF MB0936 M N/A 3618N6BE6 2056-02-20 5 5507794.53 5473578.88 Agency Mortgage-Backed Securities GNMA GNII SF MB0485 M N/A 3618N5RF8 2055-07-20 5.5 5737.10 5808.11 Agency Mortgage-Backed Securities GNMA GNII JM MB0475 M N/A 3618N5Q51 2055-07-20 7 26441.54 27284.47 Agency Mortgage-Backed Securities GNMA GNII SF MB0421 M N/A 3618N5PF0 2055-06-20 4 576768.57 540305.96 Agency Mortgage-Backed Securities GNMA GNII JM MB0412 M N/A 3618N5N62 2055-06-20 6 29468.63 29937.58 Agency Mortgage-Backed Securities GNMA GNII JM MB0194 M N/A 3618N5GC7 2055-02-20 6.5 22338.78 23051.75 Agency Mortgage-Backed Securities GNMA GNII SF MB0817 M N/A 3618N54B2 2055-12-20 7 137272.23 143412.12 Agency Mortgage-Backed Securities GNMA GNII SF DQ9494 C N/A 3618N3RP1 2056-04-20 5.5 133.01 136.51 Agency Mortgage-Backed Securities GNMA GNII SF DQ7943 C N/A 3618N1ZG6 2056-02-20 5.5 132.99 136.21 Agency Mortgage-Backed Securities GNMA GNPL PN DQ7039 N/A 3618N0ZC7 2061-06-15 5.1 1662.13 1677.84 Agency Mortgage-Backed Securities GNMA GNII SF DQ6962 C N/A 3618N0WX4 2056-03-20 6.5 54809.83 57820.60 Agency Mortgage-Backed Securities GNMA GNII SF DQ5919 C N/A 3618MYSG3 2056-03-20 5.5 26435.47 27022.73 Agency Mortgage-Backed Securities GNMA GNII SF DQ5162 C N/A 3618MXWX3 2056-05-20 5.5 83443.73 85154.79 Agency Mortgage-Backed Securities GNMA GNII SF DQ4221 C N/A 3618MWVN8 2056-05-20 5.5 144522.28 148092.79 Agency Mortgage-Backed Securities GNMA GNII SF DQ2480 C N/A 3618MUXH3 2056-04-20 6 104846.09 109507.58 Agency Mortgage-Backed Securities GNMA GNII SF DQ2439 C N/A 3618MUV85 2056-03-20 5 284.27 285.33 Agency Mortgage-Backed Securities GNMA GNII SF DP9405 C N/A 3618MQNW0 2056-04-20 5.5 729270.38 741674.22 Agency Mortgage-Backed Securities GNMA GNII SF DP9772 C N/A 3618MQ2D5 2056-02-20 5.5 61098.16 62788.47 Agency Mortgage-Backed Securities GNMA GNII SF DP6806 C N/A 3618MMR39 2056-03-20 5.5 90479.90 92489.51 Agency Mortgage-Backed Securities GNMA GNII SF DP5434 C N/A 3618MLBB0 2056-04-20 5.5 69621.48 72122.26 Agency Mortgage-Backed Securities GNMA GNII SF DP3317 C N/A 3618MHVJ0 2056-02-20 6.5 31953.51 33749.52 Agency Mortgage-Backed Securities GNMA GNII SF DP2260 C N/A 3618MGQM1 2056-03-20 5.5 103377.45 105751.57 Agency Mortgage-Backed Securities GNMA GNII SF DP2252 C N/A 3618MGQD1 2056-03-20 5 84107.57 83899.30 Agency Mortgage-Backed Securities GNMA GNII SF DP1713 C N/A 3618MF3W6 2056-02-20 5.5 419888.93 425766.77 Agency Mortgage-Backed Securities GNMA GNPL PN DN3161 N/A 3618M5QN3 2060-12-15 5.1 3466.46 3522.25 Agency Mortgage-Backed Securities GNMA GNII ET DN1778 C N/A 3618M36P5 2065-09-20 6.5 48299.90 50541.51 Agency Mortgage-Backed Securities GNMA GNPL PN DM0360 N/A 3618LPMH7 2060-12-15 5 3395.70 3423.15 Agency Mortgage-Backed Securities GNMA GNII ET DJ4979 C N/A 3618KRQ80 2065-01-20 6.5 20438.62 21387.22 Agency Mortgage-Backed Securities GNMA GNII ET DH3797 C N/A 3618KCGE1 2065-03-20 6.5 58432.36 61144.27 Agency Mortgage-Backed Securities GNMA GNII ET DE5763 C N/A 3618JBML2 2064-12-20 6.5 34227.52 35805.48 Agency Mortgage-Backed Securities GNMA GNII SF MA9907 M N/A 36180AAG8 2054-09-20 6 4257334.75 4384260.09 Agency Mortgage-Backed Securities GNMA GNII SF CI1502 C N/A 3617X5U32 2052-01-20 3.5 17924.72 16599.61 Agency Mortgage-Backed Securities GNMA GNII SF BB3407 C N/A 3617ATYC1 2047-07-20 3.5 174.08 159.90 Agency Mortgage-Backed Securities GNMA GNII SF MA9606 M N/A 36179YU77 2054-04-20 6 4043.52 4174.98 Agency Mortgage-Backed Securities GNMA GNII SF MA9421 M N/A 36179YPE8 2054-01-20 4.5 1072583.84 1043586.53 Agency Mortgage-Backed Securities GNMA GNII JM MA9411 M N/A 36179YN42 2054-01-20 6 3429.35 3479.83 Agency Mortgage-Backed Securities GNMA GNII SF MA9363 M N/A 36179YML5 2053-12-20 6 1055560.73 1090587.76 Agency Mortgage-Backed Securities GNMA GNII SF MA9166 M N/A 36179YFF6 2053-09-20 3 1899.64 1702.11 Agency Mortgage-Backed Securities GNMA GNMI SF 620562 X N/A 36290XMK3 2033-09-15 4.5 1268.77 1258.51 Agency Mortgage-Backed Securities GNMA GNMI SF 621024 X N/A 36290X4H0 2033-09-15 4.5 3580.40 3571.53 Agency Mortgage-Backed Securities GNMA GNMI SF 613810 X N/A 36290N3T7 2033-07-15 5 146.05 146.33 Agency Mortgage-Backed Securities GNMA GNMI SF 552552 X N/A 36213EZR0 2041-12-15 4 2537.85 2437.03 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0370 50000000.00 50000000.00 .0003 N Y Y N Fixed Income Clearing Corporation ("FICC") - MS Fixed Income Clearing Corporation ("FICC") - MS, REPO, 3.640%, 7/1/2026 3.640 N/A N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION ("FICC") - MS Y USTR 3 7/8 NOTE W 31 N/A 91282CQG9 2031-03-31 3.875 669003200.00 666959771.77 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 356405100.00 353040279.45 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0369 1000000000.00 1000000000.00 .0054 N Y Y N Fixed Income Clearing Corporation ("FICC") - CREDITAG Fixed Income Clearing Corporation ("FICC") - CREDITAG, REPO, 3.650%, 7/1/2026 3.650 N/A N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION ("FICC") FICCCRAG N UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 51093414.86 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 51093414.86 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 51093414.86 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 51093414.86 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 51093414.86 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 51093414.86 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 51093414.86 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 51093414.86 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 46301000.00 47313524.03 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50560718.59 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50560718.59 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50560718.59 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50560718.59 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50560718.59 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50560718.59 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50560718.59 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50560718.59 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50560718.59 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50560718.59 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50560718.59 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50560718.59 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50560718.59 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50560718.59 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50560718.59 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50560718.59 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50560718.59 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50560718.59 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50560718.59 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50560718.59 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 30700000.00 31044281.21 U.S. Treasuries (including strips) UST - 3.1250 - 05/15/2048 N/A 912810SC3 2048-05-15 3.125 50000000.00 38183592.50 U.S. Treasuries (including strips) UST - 3.1250 - 05/15/2048 N/A 912810SC3 2048-05-15 3.125 50000000.00 38183592.50 U.S. Treasuries (including strips) UST - 3.1250 - 05/15/2048 N/A 912810SC3 2048-05-15 3.125 50000000.00 38183592.50 U.S. Treasuries (including strips) UST - 3.1250 - 05/15/2048 N/A 912810SC3 2048-05-15 3.125 50000000.00 38183592.50 U.S. Treasuries (including strips) UST - 3.1250 - 05/15/2048 N/A 912810SC3 2048-05-15 3.125 50000000.00 38183592.50 U.S. Treasuries (including strips) UST - 3.1250 - 05/15/2048 N/A 912810SC3 2048-05-15 3.125 50000000.00 38183592.50 U.S. Treasuries (including strips) UST - 3.1250 - 05/15/2048 N/A 912810SC3 2048-05-15 3.125 18626000.00 14224151.88 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 50376087.38 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 50376087.38 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 50376087.38 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 50376087.38 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 50376087.38 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 50376087.38 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 50376087.38 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 50376087.38 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 50376087.38 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 50376087.38 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 50376087.38 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 50376087.38 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 50376087.38 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 45000000.00 45338478.64 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49860816.74 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 47840000.00 47706829.46 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 50000000.00 49832030.00 U.S. Treasuries (including strips) UST - 3.7500 - 06/30/2027 N/A 91282CNL1 2027-06-30 3.75 10426000.00 10390974.90 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 49304346.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 49304346.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 49304346.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 49304346.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 49304346.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 49304346.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 49304346.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 49304346.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 49304346.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 49304346.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 49304346.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 49304346.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 49304346.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 49304346.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 49304346.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 49304346.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 49304346.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 49304346.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 49304346.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 50000000.00 49304346.58 U.S. Treasuries (including strips) UST - 3.6250 - 10/31/2030 N/A 91282CPD7 2030-10-31 3.625 46554000.00 45906291.01 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 51093414.86 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 51093414.86 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 51093414.86 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 51093414.86 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 51093414.86 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 51093414.86 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 51093414.86 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 51093414.86 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 51093414.86 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 51093414.86 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 51093414.86 U.S. Treasuries (including strips) UST - 4.2500 - 01/31/2030 N/A 91282CMG3 2030-01-31 4.25 50000000.00 51093414.86 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0370 6750000000.00 6750000000.00 .0363 N Y Y N Fixed Income Clearing Corporation ("FICC") - BARCLAYS Fixed Income Clearing Corporation ("FICC") - BARCLAYS, REPO, 3.660%, 7/1/2026 3.660 N/A N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION ("FICC") - BARCLAYS Y USTR 3 1/2 NOTE AJ 29 N/A 91282CPT2 2029-01-15 3.5 100.00 100.06 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AH 30 N/A 91282CPR6 2030-12-31 3.625 18831000.00 18413347.25 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 29 N/A 91282CLR0 2029-10-31 4.125 69947000.00 70376449.11 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AM 27 N/A 91282CKJ9 2027-04-15 4.5 297900.00 301748.35 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 19898400.00 20231831.00 U.S. Treasuries (including strips) USTR 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 98825600.00 100638357.98 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 182147800.00 178682392.57 U.S. Treasuries (including strips) USTR 5 BOND 46 N/A 912810UV8 2046-05-15 5 36936900.00 37686534.39 U.S. Treasuries (including strips) USTR 4 5/8 BOND 46 N/A 912810UT3 2046-02-15 4.625 49763400.00 48938219.73 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.75 4227400.00 4155532.09 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 300671400.00 292968778.48 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 292981600.00 271178872.44 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 22776100.00 20845129.66 U.S. Treasuries (including strips) USTR 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 29642500.00 29522018.06 U.S. Treasuries (including strips) USTR 4 BOND 52 N/A 912810TL2 2052-11-15 4 242851100.00 210531261.36 U.S. Treasuries (including strips) USTR 3 BOND 52 N/A 912810TJ7 2052-08-15 3 7086800.00 5143924.34 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 205998000.00 144369320.84 U.S. Treasuries (including strips) USTR 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 121425000.00 90214894.77 U.S. Treasuries (including strips) USTR 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.25 50000000.00 36810875.00 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 1773000.00 1130720.56 U.S. Treasuries (including strips) USTR 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 148703600.00 95885233.73 U.S. Treasuries (including strips) USTR 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 351000.00 277883.45 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SD1 2048-08-15 3 4746000.00 3554596.65 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 93500000.00 66729126.75 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 53610700.00 35677164.08 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 100.00 69.49 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 1317700.00 1147060.02 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 100.00 76.80 U.S. Treasuries (including strips) USTR 4 3/4 BOND 41 N/A 912810QN1 2041-02-15 4.75 76987000.00 78738307.08 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 376028000.00 366693017.64 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 161271100.00 80597774.25 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BL 26 N/A 91282CLY5 2026-11-30 4.25 1199900.00 1205755.04 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 127275000.00 127541779.65 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 118856000.00 116857670.13 U.S. Treasuries (including strips) USTR 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 25000000.00 21857562.50 U.S. Treasuries (including strips) USTR 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 1597000.00 1014412.62 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SA7 2048-02-15 3 26790600.00 20165146.52 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 129318000.00 130186821.92 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625 59667600.00 58361013.81 U.S. Treasuries (including strips) USTR 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 128567200.00 123727191.33 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 122393100.00 121817006.50 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RV2 2047-02-15 3 34367800.00 26136156.70 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-07-01 2026-07-01 2026-07-01 N N N .0371 3000000000.00 3000000000.00 .0161 N Y Y N Federated Hermes Money Market Obligations Trust 2026-07-08 Stephen Van Meter Stephen Van Meter Chief Compliance Officer