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FNMS 05.500 CLDD5318 N/A 3140B54C8 2055-04-01 5.5 387791.14 393623.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL682229 N/A 31400A4N5 2033-03-01 5.5 1792.34 1839.38 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV7671 N/A 3138XKQZ0 2044-01-01 4 72272.90 70128.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAO0754 N/A 3138LQZU1 2042-04-01 3.5 211992.29 200815.94 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA5391 N/A 3133KL7C5 2051-06-01 3 568142.91 500332.02 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQD9834 N/A 3133B74T2 2052-04-01 3.5 219430.46 203387.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBU4559 N/A 3140M6B51 2054-05-01 5.5 267957.31 275057.53 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK4820 N/A 3140HJLA7 2048-09-01 4 178473.54 169655.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1915 N/A 3132DPDU9 2052-11-01 5 46488.49 46547.43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS6484 N/A 3138WGF25 2046-01-01 4 2614.84 2517.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4395 N/A 31427R3D0 2056-03-01 5 12211.83 12147.32 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1474 N/A 31427NT82 2055-05-01 6.5 56289.34 58945.24 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4601 N/A 3140Q0DF6 2030-08-01 4.23 674872.00 673283.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6900 N/A 3132DUUZ8 2054-11-01 5 158266.56 158866.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5152 N/A 3140W5WN0 2056-04-01 5 1063375.97 1061863.62 Agency Mortgage-Backed Securities USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 1195320.00 1184395.93 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 361640.00 338174.54 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 .0371 10000000.00 10000000.00 .1360 N Y Y N Federal Home Loan Bank System 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149988.15 149988.15 .0020 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 166592.52 166592.52 .0023 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 299687.90 299687.90 .0041 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 299389.03 299389.03 .0041 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 299634.35 299634.35 .0041 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 299287.45 299287.45 .0041 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 149992.36 149992.36 .0020 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 149723.70 149723.70 .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 249454.77 249454.77 .0034 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 49998.73 49998.73 .0007 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 398774.28 398774.28 .0054 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.750%, 4/2/2027 3.750 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N N .0392 249865.70 249865.70 .0034 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 249339.76 249339.76 .0034 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 249578.64 249578.64 .0034 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 249824.04 249824.04 .0034 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 249824.04 249824.04 .0034 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 499996.32 499996.32 .0068 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 200000.00 200000.00 .0027 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.510%, 8/7/2026 3.510 313385A97 2549001DPIFGXC1TOL40 US313385A970 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 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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 74967.65 74967.65 .0010 N N N 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 100001.88 100001.88 .0014 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 100003.32 100003.32 .0014 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 250030.20 250030.20 .0034 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 150044.11 150044.11 .0020 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 100000.48 100000.48 .0014 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 100014.83 100014.83 .0014 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 99997.96 99997.96 .0014 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 100097.29 100097.29 .0014 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 149994.55 149994.55 .0020 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 149928.99 149928.99 .0020 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 59996.67 59996.67 .0008 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 99992.33 99992.33 .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 200008.81 200008.81 .0027 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 175006.76 175006.76 .0024 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 100012.25 100012.25 .0014 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 249980.57 249980.57 .0034 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 249935.48 249935.48 .0034 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 199981.63 199981.63 .0027 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 149989.61 149989.61 .0020 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 100018.93 100018.93 .0014 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 99951.62 99951.62 .0014 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 200014.50 200014.50 .0027 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 99998.54 99998.54 .0014 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 75007.74 75007.74 .0010 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 50005.19 50005.19 .0007 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 99997.84 99997.84 .0014 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 50016.34 50016.34 .0007 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 100017.59 100017.59 .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 99999.69 99999.69 .0014 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 150028.58 150028.58 .0020 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 249972.93 249972.93 .0034 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 199941.54 199941.54 .0027 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 200039.48 200039.48 .0027 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 150294.89 150294.89 .0020 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 100029.62 100029.62 .0014 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 299874.85 299874.85 .0041 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 99969.47 99969.47 .0014 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 199997.68 199997.68 .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 149997.48 149997.48 .0020 N N N 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 06.500 CLCC0597 N/A 3140Y6UX6 2055-06-01 6.5 4528.98 4718.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1236 N/A 31427NLS6 2055-05-01 5 2786.94 2785.71 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ4128 N/A 3140NYSS1 2035-06-01 5.215 5993.45 6251.43 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ5097 N/A 3140Q0UX8 2032-10-01 4.48 7933.82 7941.94 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ6101 N/A 3140Q1X70 2036-01-01 4.67 90.34 90.95 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ5794 N/A 3140Q1NL0 2032-12-01 4.27 .33 .33 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA9845 N/A 3142JY5F5 2056-04-01 4.5 .56 .54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7514 N/A 3142K9K46 2056-07-01 5.5 .28 .28 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL3344 N/A 3138EKWE1 2042-10-01 4.5 1833.81 1827.62 Agency Mortgage-Backed Securities GNMA GNRA 2025-02O FC N/A 38383K5Z1 2074-11-20 4.4587 44.78 45.25 Agency Collateralized Mortgage Obligation FMAC FGRM 2439LH 04/15/32 N/A 31339WNA0 2032-04-15 6 .18 .18 Agency Collateralized Mortgage Obligation FMAC FERA 5386FD 03/25/54 N/A 3137HBXV1 2054-03-25 4.8778 1277.47 1287.56 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-06O FL N/A 38380QP48 2071-04-20 5.4587 340.75 347.21 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-5O CF N/A 38380LAE3 2068-03-20 4.2658 154.94 154.92 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-0O FA N/A 38376RUH7 2066-04-20 4.6409 195.19 196.43 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-14O FE N/A 38383KF80 2074-08-20 4.4087 1.31 1.32 Agency Collateralized Mortgage Obligation FMAC FERA 5379FA 02/25/54 N/A 3137HBGH1 2054-02-25 4.8278 .37 .37 Agency Collateralized Mortgage Obligation FMAC FGRM 2414LG 02/15/32 N/A 31339DP85 2032-02-15 6.5 .07 .08 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-15O FH N/A 38383KD90 2074-07-20 4.4087 .27 .27 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-17O DF N/A 38382YXM0 2072-07-20 4.4087 2850.27 2859.34 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-08O FJ N/A 38380QW32 2071-05-20 5.1087 218.76 223.15 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-2O FD N/A 38380LQE6 2068-11-20 4.2609 295.57 295.90 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-20O FA N/A 38380LP56 2069-12-20 4.5109 .26 .26 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-8O FD N/A 38380LMX8 2068-11-20 4.1109 99.82 99.64 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-6O DF N/A 38380LBG7 2068-04-20 4.1684 685.66 684.85 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-3O FQ N/A 38375UB33 2067-06-20 4.6466 103.94 104.43 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-1O FE N/A 38375U3Y4 2068-01-20 4.3908 237.40 238.14 Agency Collateralized Mortgage Obligation FNMA FNAR XX.XXX AM462363 N/A 31381JTU6 2037-06-01 6.199 .01 .01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA9421 N/A 3133KRPE8 2053-07-01 5 9771.59 9752.10 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ5956 N/A 3133CWTM4 2054-09-01 7 207.20 223.63 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ5173 N/A 3133CVXA7 2054-10-01 6.5 271.20 288.41 Agency Mortgage-Backed Securities FMAC FKAR 02.920 WNWN1142 N/A 3132XFHU5 2038-01-01 2.92 84.04 69.90 Agency Mortgage-Backed Securities FMAC FKAR 02.400 WNWN0087 N/A 3132XECZ2 2037-11-01 2.4 47.25 37.80 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q17941 G N/A 3132J9HT8 2043-05-01 3.5 678.10 645.76 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8470 N/A 3132DWMT7 2054-10-01 6 .18 .18 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD6269 N/A 3132DT6E5 2053-05-01 4.5 7217.01 7049.95 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0018 N/A 3132DMAT2 2049-06-01 3 10549.16 9481.80 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZT2101 N/A 3132AEKN5 2048-04-01 3 7032.95 6317.37 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL3755 N/A 3131XKE47 2042-09-01 3.5 .04 .04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6981 N/A 3142K8XK8 2056-06-01 5.5 1055.67 1075.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2496 N/A 31427PX25 2055-09-01 5.5 14587.22 14861.35 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL1854 N/A 31427PBY9 2051-09-01 4.5 1533.10 1512.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1028 N/A 31427NEA3 2055-04-01 6 4990.99 5136.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ6499 N/A 31427GGH1 2055-09-01 5.5 .26 .27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ5880 N/A 31427DRA1 2055-10-01 5.5 1258.86 1273.09 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ2093 N/A 31426YKF2 2055-08-01 6 81.34 83.70 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX9176 N/A 31426GFS9 2055-04-01 5 1956.30 1941.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5791 N/A 31418FNH6 2055-08-01 5 37466.80 37123.37 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAB4053 N/A 31417AQF9 2041-12-01 4 1211.51 1180.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0856 N/A 3140Y65S5 2055-08-01 5.5 13433.94 13707.82 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS3673 N/A 3140XKCK4 2053-01-01 6 8840.08 9131.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2177 N/A 3140W2M32 2055-06-01 5.5 7124.30 7265.14 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA1534 N/A 3140W1V42 2054-01-01 4.5 .32 .31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0418 N/A 3140UFPC2 2056-06-01 5.5 674.86 687.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8569 N/A 3140QUQX7 2054-05-01 5 13823.96 13713.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3173 N/A 3140QNQ39 2052-03-01 3.5 513.13 473.61 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2160 N/A 3140QMMJ0 2051-11-01 3 11145.57 10050.92 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA7386 N/A 3140QFF46 2050-10-01 3 764.15 673.06 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ6687 N/A 3140Q2ND6 2035-04-01 4.15 8303.02 8091.58 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ5550 N/A 3140Q1EY2 2032-12-01 4.3 752.36 743.75 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ4196 N/A 3140NYUW9 2035-06-01 5.08 2601.81 2696.31 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3980 N/A 3140NYM65 2035-07-01 4.77 12943.75 13169.13 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3754 N/A 3140NYE49 2035-06-01 4.945 26.71 27.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX2861 N/A 3140N7FB1 2052-11-01 5.5 235.78 243.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6038 N/A 3140MKV82 2055-09-01 5.5 333.00 336.76 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL1189 N/A 3140HSKB6 2034-02-01 3.96 .31 .30 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0748 N/A 3140HRZN6 2034-01-01 4.09 242.47 237.24 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0092 N/A 3140HRC68 2033-10-01 3.69 152.73 145.74 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA7178 N/A 3140A76Q2 2054-01-01 7 105.29 113.27 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS6134 N/A 3138WFY83 2045-11-01 4 1695.83 1632.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB3921 N/A 3140QPLB1 2052-06-01 4.5 10175.85 9973.63 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7309 N/A 3133KPDN5 2052-05-01 3.5 2898.26 2663.36 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN6174 N/A 3138LJ2G4 2037-07-01 3.21 4619.60 4021.33 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY4323 N/A 3140NLYV5 2053-06-01 6.5 188.25 196.96 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY9425 N/A 3140NSPK4 2053-09-01 6 2308.66 2375.69 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4127 N/A 3140QPSR9 2052-07-01 4.5 1910.96 1861.88 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA7990 N/A 3140A82Y7 2054-01-01 7 94.62 102.25 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZN4664 N/A 3131YBFD5 2047-04-01 3 6030.91 5449.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5579 N/A 31427TFV3 2056-05-01 5 4434.31 4402.33 Agency Mortgage-Backed Securities FMAC 2.22 FMNT GB21-40K0 N/A 3134GV5K0 2040-07-13 2.22 5555.56 4130.99 Agency Debentures and Agency Strips FMAC 2.70 FMNT 22-37 T2 N/A 3134GSAT2 2037-12-28 2.7 2725.28 2238.52 Agency Debentures and Agency Strips FHLB 4.08 FHOR 23-33 AY N/A 3130AECR9 2033-05-25 4.08 925.00 898.49 Agency Debentures and Agency Strips USTR TINT 05/15/34 N/A 9128337V6 2034-05-15 0 1722.88 1224.38 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BD 28 N/A 91282CQY0 2028-06-30 4.125 2222.19 2222.80 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 33 N/A 91282CQW4 2033-06-30 4.25 398.00 398.00 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 .06 .06 U.S. Treasuries (including strips) USTR 1 3/4 TRIN A 34 N/A 91282CJY8 2034-01-15 1.75 306.24 302.96 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 .06 .06 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 1602.89 1602.49 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 5078.53 5131.02 U.S. Treasuries (including strips) USTR 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 .03 .03 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 .03 .03 U.S. Treasuries (including strips) USTR 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 9999.92 9716.48 U.S. Treasuries (including strips) USTR 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 1617.44 1403.84 U.S. Treasuries (including strips) USTR 0 5/8 NOTE AB 26 N/A 91282CCP4 2026-07-31 0.625 324.19 324.16 U.S. Treasuries (including strips) USTR 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125 .14 .14 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AN 29 N/A 91282CQR5 2029-05-15 3.875 .11 .11 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AM 29 N/A 91282CQJ3 2029-04-15 3.875 10362.28 10380.06 U.S. Treasuries (including strips) USTR 3 3/4 NOTE U 31 N/A 91282CPW5 2031-01-31 3.75 1390.22 1389.07 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 .03 .02 U.S. Treasuries (including strips) USTR 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 2777.72 2643.59 U.S. Treasuries (including strips) USTR 0 3/4 TRIN D 28 N/A 912828Y38 2028-07-15 0.75 5316.72 5221.27 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 20841.97 19928.61 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 32 N/A 91282CPQ8 2032-12-31 3.875 13888.89 13612.22 U.S. Treasuries (including strips) USTR 3 3/4 NOTE R 32 N/A 91282CPF2 2032-10-31 3.75 13888.69 13613.28 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 667.81 670.10 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 .03 .03 U.S. Treasuries (including strips) USTR 4 1/8 NOTE L 32 N/A 91282CNF4 2032-05-31 4.125 .11 .11 U.S. Treasuries (including strips) USTR 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 5691.94 5731.65 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 .14 .14 U.S. Treasuries (including strips) USTR 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 21513.64 21615.35 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 29 N/A 91282CLR0 2029-10-31 4.125 3756.86 3782.40 U.S. Treasuries (including strips) USTR 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 18038.61 18321.39 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 .03 .03 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 20607.22 20308.49 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 2453.94 2407.82 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 2219.78 2171.27 U.S. Treasuries (including strips) USTR 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 .11 .11 U.S. Treasuries (including strips) USTR 4 BOND 52 N/A 912810TL2 2052-11-15 4 1848.11 1608.09 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 .06 .03 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 .72 .52 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 3734.92 2794.68 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RX8 2047-05-15 3 .03 .02 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RV2 2047-02-15 3 2056.03 1569.36 U.S. Treasuries (including strips) USTR 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 .03 .02 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 .03 .02 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 13888.89 10854.35 U.S. Treasuries (including strips) USTR 4 NOTE M 32 N/A 91282CNJ6 2032-06-30 4 138.69 137.23 U.S. Treasuries (including strips) USTR 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 2085.31 1657.00 U.S. Treasuries (including strips) USTR BILL 12/24/26 N/A 912797TC1 2026-12-24 0 .06 .05 U.S. Treasuries (including strips) USTR 2 5/8 NOTE Z 27 N/A 91282CET4 2027-05-31 2.625 1448.44 1432.68 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 17292.06 17294.69 U.S. Treasuries (including strips) USTR 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 .33 .32 U.S. Treasuries (including strips) USTR 3 BOND 42 N/A 912810QW1 2042-05-15 3 .03 .02 U.S. Treasuries (including strips) USTR 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 9906.03 9839.57 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 N/A 912810RQ3 2046-02-15 2.5 .06 .04 U.S. Treasuries (including strips) USTR 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 .03 .03 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 .06 .03 U.S. Treasuries (including strips) USTR 0 7/8 TRIB 47 N/A 912810RW0 2047-02-15 0.875 .04 .03 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875 2655.28 2668.44 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 39232.78 27746.30 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 4833.33 4789.16 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 14702.06 14972.33 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 .06 .04 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-07-07 2026-07-07 2026-07-30 Y Natixis Financial Products LLC 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 N N .0369 500000.00 500000.00 .0068 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 2 1/8 TRIN X 29 N/A 91282CKL4 2029-04-15 2.125 874025.28 881134.21 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 29 N/A 91282CLV1 2029-10-15 1.625 650375.22 648865.82 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 1500000.00 1500000.00 .0204 N N 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 699434.32 699434.32 .0095 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 742841.25 742841.25 .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 344538.74 344538.74 .0047 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 738297.29 738297.29 .0100 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 392497.18 392497.18 .0053 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 245310.74 245310.74 .0033 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 489531.83 489531.83 .0067 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 1096814.43 1096814.43 .0149 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 497447.22 497447.22 .0068 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 97279.66 97279.66 .0013 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 145919.49 145919.49 .0020 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 595686.75 595686.75 .0081 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 999405.50 999405.50 .0136 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 1099346.05 1099346.05 .0149 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 748499.38 748499.38 .0102 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 338421.31 338421.31 .0046 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 393479.38 393479.38 .0054 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 595379.83 595379.83 .0081 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 1090811.41 1090811.41 .0148 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 743170.88 743170.88 .0101 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 385394.91 385394.91 .0052 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 990023.01 990023.01 .0135 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 1483869.17 1483869.17 .0202 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 246406.25 246406.25 .0034 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 199494.48 199494.48 .0027 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 198166.09 198166.09 .0027 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 98675.23 98675.23 .0013 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 98677.34 98677.34 .0013 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 350598.56 350598.56 .0048 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 100058.01 100058.01 .0014 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 199972.50 199972.50 .0027 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 149865.23 149865.23 .0020 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 500276.87 500276.87 .0068 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 350462.11 350462.11 .0048 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 200124.74 200124.74 .0027 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 1000290.67 1000290.67 .0136 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 199791.02 199791.02 .0027 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 1001063.68 1001063.68 .0136 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 199587.50 199587.50 .0027 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 199298.44 199298.44 .0027 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 68596.56 69744.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4810 N/A 3140QQKY0 2052-09-01 4.5 379930.95 370016.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4168 N/A 3140QPT23 2052-07-01 5 294685.13 295371.39 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3267 N/A 3140QNTZ5 2052-04-01 3.5 770459.32 710038.70 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3531 N/A 3140QN4R0 2052-05-01 4 1132178.92 1076806.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA6117 N/A 3140QDYP3 2050-05-01 5 7617.27 7681.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCA5586 N/A 3140QDF41 2050-04-01 5.5 9602.12 9888.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3488 N/A 3140QA2W9 2049-05-01 4 871030.56 833865.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY1213 N/A 3140NHK31 2053-05-01 6 11238.58 11629.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBV6479 N/A 3140MLFV7 2055-12-01 6.5 35059.95 36525.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBU8932 N/A 3140MA4S0 2052-04-01 3.5 23447.40 21600.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBO9098 N/A 3140K5DC8 2050-01-01 5 5688.57 5679.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBO9096 N/A 3140K5DA2 2050-01-01 5 4624.85 4624.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBN9914 N/A 3140JTAQ0 2049-05-01 5.5 1580.74 1617.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN9409 N/A 3140JSN39 2049-05-01 5 3798.25 3829.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN6637 N/A 3140JPLT0 2049-05-01 5 36324.38 36778.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBN3946 N/A 3140JLL44 2049-01-01 5.5 10344.11 10695.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBK0673 N/A 3140HDXB5 2050-02-01 5 9832.74 9957.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC0157 N/A 3140EUE70 2046-01-01 3.5 186858.02 173004.27 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL2498 N/A 3138EJX45 2042-02-01 4 .99 .96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAI4826 N/A 3138AJLG5 2041-06-01 5.5 1683.81 1711.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG6072 N/A 3133C6W96 2053-07-01 5 531251.27 531637.90 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE8103 N/A 3133BJAC6 2052-08-01 4 443397.78 420466.23 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q10517 G N/A 3132HLSE4 2042-08-01 4.5 2112.40 2091.20 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3163 N/A 3132DQQQ2 2053-06-01 6 286521.37 296240.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2773 N/A 3132DQCJ3 2053-04-01 5 970682.10 970388.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2284 N/A 3132DPRD2 2052-12-01 6 294837.19 304874.44 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0384 N/A 3132D9M92 2042-04-01 2 444822.98 389496.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK7487 N/A 3140HMJ96 2048-07-01 4.5 7785.56 7686.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBJ9899 N/A 3140HB7M4 2049-11-01 5 3724.89 3787.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN8421 N/A 3140JRLB5 2049-06-01 5 4383.44 4374.16 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAV3679 N/A 3138XFCR4 2044-02-01 4.5 1568.36 1546.51 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAI7048 N/A 3138ALZN0 2041-07-01 5 5262.21 5250.16 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9171 N/A 3140QVFM1 2054-09-01 6.5 677547.87 723787.87 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLCA8009 N/A 3140QF3T4 2050-12-01 1.5 384780.46 298900.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5826 N/A 3132DTPK0 2054-06-01 5.5 237288.37 240548.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN9912 N/A 3140JTAN7 2049-05-01 5 3099.35 3112.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA6118 N/A 3140QDYQ1 2050-05-01 5 3074.22 3088.56 Agency Mortgage-Backed Securities USTR 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 1996.40 1333.74 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 7744000.00 7744000.00 .1053 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 5478FD 02/25/54 N/A 3137HHSB8 2054-02-25 5.0278 106835.14 108054.16 Agency Collateralized Mortgage Obligation FMAC FERA 5481FC 12/25/54 N/A 3137HHQ46 2054-12-25 5.1278 40356.89 40878.95 Agency Collateralized Mortgage Obligation FMAC FERA 5481FB 12/25/54 N/A 3137HHQ38 2054-12-25 5.0778 62568.82 63295.32 Agency Collateralized Mortgage Obligation FMAC FERA 5482FA 12/25/54 N/A 3137HHLU3 2054-12-25 5.0778 70661.97 71533.18 Agency Collateralized Mortgage Obligation FMAC FERA 5480FD 03/25/54 N/A 3137HHKF7 2054-03-25 4.9778 23902.97 24066.69 Agency Collateralized Mortgage Obligation FMAC FERA 5480FB 02/25/54 N/A 3137HHKE0 2054-02-25 5.3778 102960.81 104234.84 Agency Collateralized Mortgage Obligation FMAC FERA 5468FM 11/25/54 N/A 3137HHB83 2054-11-25 4.8278 15424.79 15518.69 Agency Collateralized Mortgage Obligation FMAC FERA 5418FC 06/25/54 N/A 3137HD5E6 2054-06-25 5.0278 25194.90 25468.22 Agency Collateralized Mortgage Obligation FMAC FERA 5378FD 02/25/54 N/A 3137HBKF0 2054-02-25 4.8378 54696.64 55199.24 Agency Collateralized Mortgage Obligation FMAC FERA 5357FT 11/25/53 N/A 3137HAXH4 2053-11-25 5.0278 40104.68 40606.28 Agency Collateralized Mortgage Obligation FMAC FERA 5245DF 08/25/52 N/A 3137H8MF5 2052-08-25 4.3278 132916.66 131721.49 Agency Collateralized Mortgage Obligation FMAC FGRA 4887FP 06/15/49 N/A 3137FLZS6 2049-06-15 4.1275 12575.66 12435.52 Agency Collateralized Mortgage Obligation FMAC FGRM 5057MC 04/15/54 N/A 3137F7L37 2054-04-15 1 2191.12 2044.50 Agency Collateralized Mortgage Obligation FMAC FGRA 4694FA 06/15/47 N/A 3137BYWC0 2047-06-15 4.1075 1059.11 1038.50 Agency Collateralized Mortgage Obligation FMAC FGRM 4669MD 07/15/44 N/A 3137BW4Q4 2044-07-15 3.5 7.66 7.67 Agency Collateralized Mortgage Obligation FMAC FGRM 4450DH 09/15/44 N/A 3137BGTL3 2044-09-15 2 171.10 142.54 Agency Collateralized Mortgage Obligation FMAC FGRM 4419PE 01/15/44 N/A 3137BFTP6 2044-01-15 3 4536.78 4346.15 Agency Collateralized Mortgage Obligation FNMA FNRM RC033BG R20F033 N/A 3136B9VJ3 2030-05-25 2 96.83 94.34 Agency Collateralized Mortgage Obligation FNMA FNRA CL008FD R19F008 N/A 3136B3X21 2049-03-25 4.4422 18190.06 18161.40 Agency Collateralized Mortgage Obligation FNMA FNRM CL016AL R16F016 N/A 3136ARTP3 2046-04-25 3 13854.72 12647.76 Agency Collateralized Mortgage Obligation FNMA FNRM RC026CG R16F026 N/A 3136AR5M6 2046-05-25 3 2194.66 2106.38 Agency Collateralized Mortgage Obligation FNMA FNRM CL090DL R13F090 N/A 3136AF6H2 2033-09-25 3.5 1983.79 1924.11 Agency Collateralized Mortgage Obligation FNMA FNRM CL001LA R13F001 N/A 3136ABZB2 2028-02-25 1.25 96.63 94.57 Agency Collateralized Mortgage Obligation FMAC FGRA 4265FD 01/15/35 N/A 3137B5QZ9 2035-01-15 4.1075 39.83 39.61 Agency Collateralized Mortgage Obligation FMAC FGRM 4238QM 12/15/40 N/A 3137B4EV4 2040-12-15 4 96.63 96.78 Agency Collateralized Mortgage Obligation FMAC FGRM 4197KB 09/15/41 N/A 3137B1TJ1 2041-09-15 1.5 845.03 801.53 Agency Collateralized Mortgage Obligation FMAC FGRM 4139PA 11/15/41 N/A 3137AWY41 2041-11-15 2.5 388.67 384.27 Agency Collateralized Mortgage Obligation FMAC FGRM 4089QA 08/15/42 N/A 3137ASX66 2042-08-15 2 2851.22 2487.91 Agency Collateralized Mortgage Obligation FMAC FGRM 4076CA 10/15/41 N/A 3137ASDR2 2041-10-15 2 617.79 586.70 Agency Collateralized Mortgage Obligation FMAC FGRM 4048CA 09/15/41 N/A 3137AQTX6 2041-09-15 2 117.44 114.65 Agency Collateralized Mortgage Obligation FMAC FGRM 4029NE 03/15/41 N/A 3137APGN4 2041-03-15 2.5 148.00 145.78 Agency Collateralized Mortgage Obligation FMAC FGRM 4019GB 12/15/41 N/A 3137AN2S3 2041-12-15 2 544.27 517.66 Agency Collateralized Mortgage Obligation FMAC FGRA 3977FB 12/15/41 N/A 3137AJZ31 2041-12-15 4.2275 69.38 69.27 Agency Collateralized Mortgage Obligation FNMA FNRM CL038MC R26F038 N/A 3136G6HK7 2051-02-25 5 88619.88 88756.25 Agency Collateralized Mortgage Obligation FNMA FNRA CL044FG R26F044 N/A 3136G6CH9 2056-06-25 4.6278 89796.45 89407.52 Agency Collateralized Mortgage Obligation FNMA FNRM RC047PM R26F047 N/A 3136G6AK4 2056-06-25 5 48854.01 48686.67 Agency Collateralized Mortgage Obligation FNMA FNRA RC022FL R26F022 N/A 3136G5UG3 2056-04-25 4.8778 266167.11 266767.70 Agency Collateralized Mortgage Obligation FNMA FNRA CL018FE R26F018 N/A 3136G5LM0 2056-04-25 5.5 234284.66 232046.74 Agency Collateralized Mortgage Obligation FNMA FNRA CL022FB R26F022 N/A 3136G5HJ2 2056-04-25 4.6278 430174.74 428767.09 Agency Collateralized Mortgage Obligation FNMA FNRM CL124PL R12F124 N/A 3136A9T99 2042-11-25 1.75 5158.87 4406.15 Agency Collateralized Mortgage Obligation FNMA FNRA CL123FK R10F123 N/A 31398NX25 2040-11-25 4.1922 100.53 99.76 Agency Collateralized Mortgage Obligation FNMA FNRA CL095FA R10F095 N/A 31398NER1 2040-07-25 4.1422 69.77 69.45 Agency Collateralized Mortgage Obligation FNMA FNRM RC002LC R10F002 N/A 31398G7D5 2040-02-25 5 10625.65 10764.46 Agency Collateralized Mortgage Obligation FMAC FGRA 3342FD 07/15/37 N/A 31397JSR6 2037-07-15 4.0475 11.81 11.73 Agency Collateralized Mortgage Obligation FNMA FNRA CL001NF R07F001 N/A 31396PHM6 2037-02-25 3.9922 17.94 17.82 Agency Collateralized Mortgage Obligation FMAC FGRA 3030FL 09/15/35 N/A 31396AKM5 2035-09-15 4.1075 93.62 93.32 Agency Collateralized Mortgage Obligation FMAC FERA 5650CF 04/25/56 N/A 3137HRKB4 2056-04-25 4.8778 74959.15 75275.52 Agency Collateralized Mortgage Obligation FNMA FNRM CL128BA R12F128 N/A 3136A9NV6 2042-11-25 1.5 517.49 487.39 Agency Collateralized Mortgage Obligation FMAC FERA RM0327 05/25/54 N/A 3133Q3LG4 2054-05-25 4.7278 5530.73 5563.61 Agency Collateralized Mortgage Obligation FMAC FERA RM0267 10/25/53 N/A 3133Q3JL6 2053-10-25 4.4278 542.84 544.08 Agency Collateralized Mortgage Obligation FMAC FERA 5645FD 04/25/56 N/A 3137HQUZ2 2056-04-25 4.6778 404210.30 403339.10 Agency Collateralized Mortgage Obligation FMAC FERA 5645FC 04/25/56 N/A 3137HQUY5 2056-04-25 4.6778 217789.62 217404.72 Agency Collateralized Mortgage Obligation FNMA FNRA CL007FC R26F007 N/A 3136BYUS9 2056-02-25 4.4278 43620.87 43736.11 Agency Collateralized Mortgage Obligation FNMA FNRM CL014PC R26F014 N/A 3136BYR95 2056-03-25 4.5 2578.65 2247.36 Agency Collateralized Mortgage Obligation FNMA FNRM CL014PA R26F014 N/A 3136BYR87 2055-11-25 4.5 25886.59 25381.83 Agency Collateralized Mortgage Obligation FNMA FNRA CL091PF R25F091 N/A 3136BXLS1 2055-10-25 4.5278 62717.86 63180.58 Agency Collateralized Mortgage Obligation FNMA FNRA RC052FM R25F052 N/A 3136BWXA9 2055-07-25 4.9778 23950.05 24216.12 Agency Collateralized Mortgage Obligation FNMA FNRA CL055FG R25F055 N/A 3136BWSC1 2055-07-25 4.7278 116289.63 117449.00 Agency Collateralized Mortgage Obligation FNMA FNRM CL042NA R25F042 N/A 3136BWLG9 2052-04-25 5.5 897.30 904.18 Agency Collateralized Mortgage Obligation FNMA FNRA CL040FB R25F040 N/A 3136BWGE0 2055-02-25 5.1278 37335.28 37871.79 Agency Collateralized Mortgage Obligation FNMA FNRA CL033FE R25F033 N/A 3136BVVQ8 2054-08-25 5.0778 18268.73 18503.80 Agency Collateralized Mortgage Obligation FNMA FNRA CL009FC R25F009 N/A 3136BVDU9 2055-03-25 4.9278 28714.21 28975.01 Agency Collateralized Mortgage Obligation FNMA FNRA CL009FA R25F009 N/A 3136BVDC9 2055-03-25 4.8278 116982.78 118302.99 Agency Collateralized Mortgage Obligation FNMA FNRA RC046FL R25F046 N/A 3136BV7M4 2055-06-25 5.1278 245843.64 249360.97 Agency Collateralized Mortgage Obligation FNMA FNRA RC029MF R25F029 N/A 3136BV4H8 2055-05-25 5.1278 122059.42 124023.75 Agency Collateralized Mortgage Obligation FNMA FNRA CL001FJ R25F001 N/A 3136BUZP8 2055-02-25 5.6278 37769.57 38448.62 Agency Collateralized Mortgage Obligation FNMA FNRA RC006FB R25F006 N/A 3136BUVH0 2055-02-25 5.6278 10840.85 11015.70 Agency Collateralized Mortgage Obligation FNMA FNRA RC103FH R24F103 N/A 3136BUQL7 2055-01-25 4.8778 60540.27 60961.90 Agency Collateralized Mortgage Obligation FNMA FNRA CL100FD R24F100 N/A 3136BUGR5 2054-06-25 5.0778 23779.97 24051.52 Agency Collateralized Mortgage Obligation FNMA FNRA CL016FC R25F016 N/A 3136BU5K2 2055-03-25 4.9778 112511.88 113681.70 Agency Collateralized Mortgage Obligation FMAC FERA 5628CF 02/25/56 N/A 3137HQ6Q9 2056-02-25 4.4778 123876.68 123671.53 Agency Collateralized Mortgage Obligation FMAC FERM 5620PH 11/25/55 N/A 3137HPTA1 2055-11-25 4.5 21613.87 21269.06 Agency Collateralized Mortgage Obligation FMAC FERA 5607FA 12/25/55 N/A 3137HNZB7 2055-12-25 4.5278 2684.31 2698.05 Agency Collateralized Mortgage Obligation FMAC FERA 5582FM 10/25/55 N/A 3137HN6X1 2055-10-25 4.6778 123908.44 125031.26 Agency Collateralized Mortgage Obligation FMAC FERA 5581FN 03/25/55 N/A 3137HMSU5 2055-03-25 4.6278 55729.04 56338.42 Agency Collateralized Mortgage Obligation FMAC FERA 5565MF 05/25/55 N/A 3137HMNH9 2055-05-25 5.2278 125432.48 126735.61 Agency Collateralized Mortgage Obligation FMAC FERA 5569FB 08/25/55 N/A 3137HMMD9 2055-08-25 4.8278 4460.02 4491.57 Agency Collateralized Mortgage Obligation FMAC FERA 5551FB 06/25/55 N/A 3137HLWC2 2055-06-25 5.1278 2686.08 2725.83 Agency Collateralized Mortgage Obligation FMAC FERA 5549AF 06/25/55 N/A 3137HLU34 2055-06-25 5.1278 179880.80 181460.73 Agency Collateralized Mortgage Obligation FMAC FERA 5549HF 06/25/55 N/A 3137HLT51 2055-06-25 5.7278 150879.59 153486.56 Agency Collateralized Mortgage Obligation FMAC FERA 05549F 06/25/55 N/A 3137HLSS2 2055-06-25 5.6278 150879.59 153382.93 Agency Collateralized Mortgage Obligation FMAC FERA 5534FW 05/25/55 N/A 3137HLEV0 2055-05-25 5.6778 108310.63 110199.85 Agency Collateralized Mortgage Obligation FMAC FERA 5536FA 04/25/55 N/A 3137HL5B4 2055-04-25 4.9278 80133.22 80843.00 Agency Collateralized Mortgage Obligation FMAC FERA 5513FD 01/25/55 N/A 3137HKE75 2055-01-25 4.9778 35591.05 35935.05 Agency Collateralized Mortgage Obligation FMAC FERA 5516FE 03/25/55 N/A 3137HKBP8 2055-03-25 5.0278 53690.72 54196.99 Agency Collateralized Mortgage Obligation FMAC FERA 5503FE 02/25/55 N/A 3137HJD87 2055-02-25 5.0778 60087.04 60804.68 Agency Collateralized Mortgage Obligation FMAC FERA 5490FC 01/25/55 N/A 3137HJ4P9 2055-01-25 5.0778 12128.89 12276.56 Agency Collateralized Mortgage Obligation FNMA FNRA CL090FB R24F090 N/A 3136BTXD0 2053-11-25 4.8778 4995.08 5042.49 Agency Collateralized Mortgage Obligation FNMA FNRA CL090FA R24F090 N/A 3136BTXB4 2054-12-25 5.1278 10443.20 10574.93 Agency Collateralized Mortgage Obligation FNMA FNRA RC093FB R24F093 N/A 3136BTK36 2054-12-25 5.0278 56079.89 56672.27 Agency Collateralized Mortgage Obligation FNMA FNRA RC088FC R24F088 N/A 3136BT7D9 2054-12-25 5.0278 13596.92 13754.00 Agency Collateralized Mortgage Obligation FNMA FNRA CL088FA R24F088 N/A 3136BT5M1 2054-12-25 4.6278 199934.37 200904.00 Agency Collateralized Mortgage Obligation FNMA FNRA RC095HF R24F095 N/A 3136BT2N2 2054-12-25 5.0278 7199.29 7275.59 Agency Collateralized Mortgage Obligation FNMA FNRA CL033UF R24F033 N/A 3136BSDZ5 2054-01-25 4.6278 13861.50 13976.08 Agency Collateralized Mortgage Obligation FNMA FNRA CL033QF R24F033 N/A 3136BSDU6 2054-03-25 4.6278 79030.72 79704.91 Agency Collateralized Mortgage Obligation FNMA FNRM CL024CA R24F024 N/A 3136BRRP4 2054-05-25 0.125 284088.66 234834.99 Agency Collateralized Mortgage Obligation FNMA FNRA RC034FA R24F034 N/A 3136BR6Q5 2054-06-25 4.6278 258866.59 261116.33 Agency Collateralized Mortgage Obligation FNMA FNRM RC051L R23F051 N/A 3136BQQA0 2053-11-25 6.5 21233.62 22043.83 Agency Collateralized Mortgage Obligation FNMA FNRM RC030CD R22F030 N/A 3136BNCL8 2050-01-25 4 1976.95 1915.38 Agency Collateralized Mortgage Obligation FNMA FNRM CL024AD R22F024 N/A 3136BMTG3 2049-05-25 4 1392.63 1344.41 Agency Collateralized Mortgage Obligation FMAC FERA 5478FE 02/25/54 N/A 3137HHSC6 2054-02-25 5.0778 106835.14 108206.29 Agency Collateralized Mortgage Obligation FMAC FHLMCT SLSTT SERIES 2 N/A 35564CHT7 2060-04-26 6.5 224871.54 185901.55 Agency Mortgage-Backed Securities FMAC FERA 5326FA 08/25/53 N/A 3137HAEW2 2053-08-25 4.7278 71552.45 72025.46 Agency Collateralized Mortgage Obligation FNMA FNRM CL025BE R17F025 N/A 3136AWAH0 2046-01-25 2.25 923.23 886.36 Agency Collateralized Mortgage Obligation FMAC FERA RM0268 10/25/53 N/A 3133Q3JM4 2053-10-25 4.6278 1245.20 1254.32 Agency Collateralized Mortgage Obligation FNMA FNRA CL042FC R25F042 N/A 3136BWLA2 2055-06-25 5.1278 73796.04 74851.56 Agency Collateralized Mortgage Obligation FNMA FNRM RC040BD R25F040 N/A 3136BWHP4 2052-03-25 5 99585.14 99707.61 Agency Collateralized Mortgage Obligation FNMA FNRA CL021YF R26F021 N/A 3136G5FC9 2055-03-25 4.6278 408211.12 407861.59 Agency Collateralized Mortgage Obligation FNMA FNRM CL011PA R13F011 N/A 3136ABZ97 2042-05-25 1.75 641.39 615.36 Agency Collateralized Mortgage Obligation FMAC FERA 5483FD 12/25/54 N/A 3137HHNF4 2054-12-25 4.9278 41454.88 41818.04 Agency Collateralized Mortgage Obligation FMAC FGRM 3816HN 01/15/41 N/A 3137A6R46 2041-01-15 4.5 738.15 736.66 Agency Collateralized Mortgage Obligation FMAC FERA 5575BF 09/25/55 N/A 3137HN2P2 2055-09-25 4.7778 143496.15 145248.61 Agency Collateralized Mortgage Obligation FMAC FERA 5649FA 04/25/56 N/A 3137HRAL3 2056-04-25 4.6778 623101.87 621636.76 Agency Collateralized Mortgage Obligation FNMA FNRA CL087BF R15F087 N/A 3136AQWE6 2045-12-25 4.0422 6360.79 6278.38 Agency Collateralized Mortgage Obligation FMAC FERA 5420EF 06/25/54 N/A 3137HDA59 2054-06-25 4.9778 55606.49 56132.88 Agency Collateralized Mortgage Obligation FNMA FNRM RC034B R24F034 N/A 3136BR6T9 2054-06-25 6 14925.37 15356.84 Agency Collateralized Mortgage Obligation FNMA FNRM CL054GA R23F054 N/A 3136BQRA9 2049-04-25 6.5 777.23 783.99 Agency Collateralized Mortgage Obligation FNMA FNRM RC047PN R26F047 N/A 3136G6AL2 2056-06-25 5.25 52629.61 52920.14 Agency Collateralized Mortgage Obligation FNMA FNRA CL047MF R26F047 N/A 3136G56Q8 2056-06-25 4.3278 91835.81 91758.86 Agency Collateralized Mortgage Obligation FMAC FERA 5543FC 06/25/55 N/A 3137HLLC4 2055-06-25 5.1278 72596.19 73634.47 Agency Collateralized Mortgage Obligation FMAC FGRM 4024KP 03/15/42 N/A 3137ANKY0 2042-03-15 2 18.42 16.89 Agency Collateralized Mortgage Obligation FNMA FNRA RC086FC R24F086 N/A 3136BTA94 2054-12-25 5.0278 3318.15 3352.84 Agency Collateralized Mortgage Obligation FNMA FNRA RC105FM R24F105 N/A 3136BUSM3 2055-01-25 5.0778 76457.33 77343.34 Agency Collateralized Mortgage Obligation FMAC FERA 5502FC 02/25/55 N/A 3137HJSV0 2055-02-25 5.6278 67131.07 68213.74 Agency Collateralized Mortgage Obligation FMAC FERA 5482CF 12/25/54 N/A 3137HHLS8 2054-12-25 4.9778 17098.52 17273.05 Agency Collateralized Mortgage Obligation FNMA FNRA RC093FA R24F093 N/A 3136BTJ53 2054-12-25 5.1278 28684.24 28877.92 Agency Collateralized Mortgage Obligation FNMA FNRA CL011FD R24F011 N/A 3136BRBF3 2054-03-25 4.9778 52465.20 53072.29 Agency Collateralized Mortgage Obligation FNMA FNRA CL095FL R24F095 N/A 3136BTT37 2054-12-25 5.0778 112200.16 113500.36 Agency Collateralized Mortgage Obligation FMAC FGRM 3962DB 11/15/26 N/A 3137AJJG0 2026-11-15 4 30.66 30.71 Agency Collateralized Mortgage Obligation FNMA FNRA CL142FC R10F142 N/A 31398SKV4 2040-12-25 4.1422 8686.63 8610.16 Agency Collateralized Mortgage Obligation FMAC FERA 5606FD 12/25/55 N/A 3137HPBL6 2055-12-25 4.8778 137615.98 138263.66 Agency Collateralized Mortgage Obligation FMAC FERM 5544CN 04/25/52 N/A 3137HLNH1 2052-04-25 4.5 87692.75 86965.69 Agency Collateralized Mortgage Obligation FMAC FERA 5468MF 11/25/54 N/A 3137HHBH3 2054-11-25 4.9278 8170.64 8242.86 Agency Collateralized Mortgage Obligation FMAC FERA 5478FH 04/25/54 N/A 3137HHSE2 2054-04-25 5.0778 1103.75 1116.38 Agency Collateralized Mortgage Obligation FMAC FERA 5632CF 02/25/56 N/A 3137HPV42 2056-02-25 4.5778 76813.83 76738.77 Agency Collateralized Mortgage Obligation FMAC FERA 5630FH 02/25/56 N/A 3137HQ7F2 2056-02-25 4.3778 117350.19 116737.98 Agency Collateralized Mortgage Obligation FMAC FERA 5666FD 06/25/56 N/A 3137GCDC4 2056-06-25 4.6278 68184.86 68237.41 Agency Collateralized Mortgage Obligation FNMA FNRA CL041FD R25F041 N/A 3136BV5R5 2055-06-25 5.1278 41312.57 41901.20 Agency Collateralized Mortgage Obligation FMAC FGRM 3786PB 07/15/40 N/A 3137A5UT9 2040-07-15 4.5 1435.52 1436.00 Agency Collateralized Mortgage Obligation FNMA FNRM CL070GD R25F070 N/A 3136BXKX1 2055-07-25 5 2158.44 2114.93 Agency Collateralized Mortgage Obligation FMAC FERA 5572FM 09/25/55 N/A 3137HMPT1 2055-09-25 4.7278 147568.71 149119.45 Agency Collateralized Mortgage Obligation FNMA FNRM RC058LA R16F058 N/A 3136ATAC8 2041-07-25 2.5 399.35 392.19 Agency Collateralized Mortgage Obligation FNMA FNRM CL145EA R12F145 N/A 3136AAZ57 2028-01-25 1.25 68.02 66.68 Agency Collateralized Mortgage Obligation FMAC FERA 5517FQ 03/25/55 N/A 3137HKNC4 2055-03-25 4.5278 87829.40 88397.91 Agency Collateralized Mortgage Obligation FMAC FGRM 3955BA 02/15/41 N/A 3137AJ6A7 2041-02-15 3.5 505.47 500.06 Agency Collateralized Mortgage Obligation FNMA FNRA CL023FA R24F023 N/A 3136BRSP3 2054-05-25 4.7278 65512.24 65888.58 Agency Collateralized Mortgage Obligation FNMA FNRA RC006GF R25F006 N/A 3136BUVB3 2055-02-25 5.0278 10090.91 10207.63 Agency Collateralized Mortgage Obligation FMAC FGRA 4096KF 08/15/42 N/A 3137ATBG6 2042-08-15 4.2075 8243.47 8196.98 Agency Collateralized Mortgage Obligation FNMA FNRM CL003DA R25F003 N/A 3136BURE2 2052-04-25 5.5 831.32 842.22 Agency Collateralized Mortgage Obligation FMAC FERM 5667AW 06/25/56 N/A 3137HRY52 2056-06-25 5 22229.62 21547.88 Agency Collateralized Mortgage Obligation FMAC FERA 5539FC 05/25/55 N/A 3137HL3Y6 2055-05-25 5.1278 48226.87 48919.66 Agency Collateralized Mortgage Obligation FNMA FNRA CL015FD R24F015 N/A 3136BRMG9 2054-04-25 4.9778 42055.25 42242.66 Agency Collateralized Mortgage Obligation FMAC FGRA 4851KF 08/15/57 N/A 3137FKAN6 2057-08-15 4.1075 11689.17 11278.08 Agency Collateralized Mortgage Obligation FMAC FKRA P008A1 01/25/33 N/A 3137F9ZH7 2033-01-25 1.7863 10537.74 8989.31 Agency Mortgage-Backed Securities FNMA MNRA CL01GA2 R22M01G N/A 3136BLRM4 2031-09-25 1.5824 29850.75 26215.92 Agency Mortgage-Backed Securities FNMA MNRA CL003A1 R22M003 N/A 3136BLR69 2031-11-25 1.7641 28340.13 26412.40 Agency Mortgage-Backed Securities FNMA MNRA CL0042A1 R22M00 N/A 3136BLQ37 2030-12-25 1.2481 55872.28 51394.36 Agency Mortgage-Backed Securities FNMA MNRM CL0132A1 R21M01 N/A 3136BHMZ9 2033-04-25 1.489 2782.92 2672.26 Agency Mortgage-Backed Securities FNMA MNRA CL018H10 R21M01 N/A 3136BG2U4 2051-02-25 1.626 19058.72 16679.12 Agency Mortgage-Backed Securities FNMA MNRA CL01GA2 R21M01G N/A 3136BFRV7 2030-11-25 1.5167 574.05 508.73 Agency Mortgage-Backed Securities FNMA MNRM CL0212A2 R19M02 N/A 3136B6WY5 2031-02-25 2.35 32426.74 30123.99 Agency Mortgage-Backed Securities FNMA MNRA CL014AL3 R19M01 N/A 3136B5RB3 2048-04-25 3.5 30080.37 25241.17 Agency Mortgage-Backed Securities FNMA MNRA CL002A2 R19M002 N/A 3136B3J50 2028-11-25 3.7479 849.88 838.46 Agency Mortgage-Backed Securities FNMA FNRA CL002A2 R17M002 N/A 3136AVKR9 2027-02-25 2.9588 4943.94 4913.94 Agency Mortgage-Backed Securities FNMA FNRM CL011AL R16M011 N/A 3136AT5G5 2039-07-25 2.944 1081.09 984.39 Agency Mortgage-Backed Securities FNMA FNRM CL004AL R16M004 N/A 3136ARP36 2039-01-25 3.273 341.98 318.59 Agency Mortgage-Backed Securities FNMA MNRM CL011A2 R26M011 N/A 3136G5U73 2033-04-25 4.25 340677.70 335328.58 Agency Mortgage-Backed Securities FNMA MNRM CL011A1 R26M011 N/A 3136G5U65 2032-06-25 4.25 16873.93 16752.40 Agency Mortgage-Backed Securities FNMA MNRM CL001A2 R26G001 N/A 3136G5T91 2032-11-25 4.5 19517.80 19568.11 Agency Mortgage-Backed Securities FNMA MNRA CL004A2 R26M004 N/A 3136BYG97 2042-10-25 2.9827 175873.71 141945.09 Agency Mortgage-Backed Securities FNMA MNRA CL0051A2C R24M0 N/A 3136BTHF3 2034-08-25 4.45 1148.11 1136.11 Agency Mortgage-Backed Securities FNMA MNRA CL006A2 R24M006 N/A 3136BTGM9 2027-07-25 2.9872 53098.97 52618.06 Agency Mortgage-Backed Securities FNMA MNRA CL0023A1 R23M00 N/A 3136BPWD9 2032-04-25 2.0052 17565.90 16015.82 Agency Mortgage-Backed Securities FNMA MNRA CL004A1 R23M004 N/A 3136BP3J8 2032-09-25 3.8923 26556.78 26158.89 Agency Mortgage-Backed Securities FNMA MNRA CL013A2 R22M013 N/A 3136BNX43 2032-05-25 2.6727 35430.54 32120.06 Agency Mortgage-Backed Securities FNMA MNRA CL006A2 R19M006 N/A 3136B4KJ6 2029-01-25 3.45 12.61 12.56 Agency Mortgage-Backed Securities FNMA MNRM CL0451A1 R20M04 N/A 3136BCGF1 2030-10-25 0.68 38843.47 36633.92 Agency Mortgage-Backed Securities FNMA MNRA CL0022A1 R23M00 N/A 3136BPWA5 2030-09-25 2.914 17936.70 17219.11 Agency Mortgage-Backed Securities FNMA MNRA CL01GA1 R22M01G N/A 3136BLRL6 2031-09-25 1.5824 5329.06 5102.36 Agency Mortgage-Backed Securities FNMA MNRM CL004A1 R21M004 N/A 3136BDYY8 2031-02-25 0.959 1546.58 1513.25 Agency Mortgage-Backed Securities FNMA MNRM CL001A1 R20M001 N/A 3136B75L1 2029-10-25 2.151 183.11 180.31 Agency Mortgage-Backed Securities FNMA MNRM CL0112A2 R26M01 N/A 3136G5V64 2031-05-25 4.25 56245.69 55791.54 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 10000000.00 10000000.00 .1360 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 89582.72 91920.17 Agency Mortgage-Backed Securities GNMA GNII SP 788393 C N/A 3622AEGA8 2056-01-20 5 33319.88 33293.12 Agency Mortgage-Backed Securities GNMA GNII SF DR3678 C N/A 3618VCCP8 2056-03-20 5 32400.38 32154.00 Agency Mortgage-Backed Securities GNMA GNII SF DR0285 C N/A 3618V8J62 2056-05-20 6 34589.30 36255.78 Agency Mortgage-Backed Securities GNMA GNII SF DR0111 C N/A 3618V8DQ4 2056-04-20 6 28540.00 29915.04 Agency Mortgage-Backed Securities GNMA GNII SF MB1142 M N/A 3618N6HU4 2056-05-20 5 1916.38 1904.47 Agency Mortgage-Backed Securities GNMA GNII SF MB0366 M N/A 3618N5MQ9 2055-05-20 5.5 44552.43 45130.30 Agency Mortgage-Backed Securities GNMA GNII SF MB0205 M N/A 3618N5GP8 2055-02-20 5.5 55056.53 55738.00 Agency Mortgage-Backed Securities GNMA GNII SF MA9303 M N/A 36179YKQ6 2053-11-20 4.5 51303.66 49948.47 Agency Mortgage-Backed Securities GNMA GNII SP 788510 C N/A 3622AEKX3 2056-03-20 5 45885.90 45523.25 Agency Mortgage-Backed Securities GNMA GNII SF MB0092 M N/A 3618N5C64 2054-12-20 5.5 19545.86 19796.00 Agency Mortgage-Backed Securities GNMA GNII SP 788618 C N/A 3622AEPB6 2056-05-20 6.5 38380.62 40030.42 Agency Mortgage-Backed Securities GNMA GNII SP 788516 C N/A 3622AEK54 2056-03-20 5 28620.86 28443.11 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 500000.00 500000.00 .0068 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 127751.77 129737.48 Agency Mortgage-Backed Securities GNMA GNII SF MB1217 M N/A 3618N6K71 2056-06-20 5.5 74063.71 74980.44 Agency Mortgage-Backed Securities GNMA GNII SF MA9966 M N/A 36180ACB7 2054-10-20 6 119963.47 123562.78 Agency Mortgage-Backed Securities GNMA GNII SF MA9303 M N/A 36179YKQ6 2053-11-20 4.5 59615.25 58040.52 Agency Mortgage-Backed Securities GNMA GNII SF MB1145 M N/A 3618N6HX8 2056-05-20 6.5 118823.78 124145.44 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 500000.00 500000.00 .0068 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. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 05.500 CLFA0628 N/A 3140W0VW2 2055-02-01 5.5 20652.22 20993.31 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC3511 N/A 3140AQ3V2 2054-10-01 5 20668.32 20517.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIRC3694 N/A 3133LAC73 2041-07-01 5.5 18433.17 18968.56 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH0499 N/A 3133CCRU2 2053-09-01 6 17590.56 18238.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8276 N/A 3132DWFR9 2052-12-01 5 20683.58 20647.54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6242 N/A 3132DT5B2 2054-05-01 5 21423.97 21458.84 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD4885 N/A 3132DSNA6 2054-01-01 6.5 17007.56 17761.01 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD5368 N/A 3132DS6D9 2052-07-01 2.5 20444.92 17239.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA4819 N/A 3142JTK93 2056-01-01 5.5 20187.95 20417.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0128 N/A 3142J6EA7 2056-06-01 5.5 20648.57 20879.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5490 N/A 3142GWC49 2055-12-01 5.5 3874.81 3920.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5609 N/A 31427TGT7 2054-10-01 6 16486.64 16998.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5607 N/A 31427TGR1 2054-12-01 5.5 16641.08 16889.52 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL0403 N/A 31427MNV9 2051-12-01 2.5 25623.95 21772.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6118 N/A 31418FYQ4 2056-07-01 5 17715.43 17552.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0087 N/A 3140Y6CZ1 2055-03-01 5 21306.06 21242.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4977 N/A 3140XLQ76 2053-05-01 5 18504.23 18529.63 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA6014 N/A 3140W6VG4 2052-06-01 3 21756.11 19398.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4461 N/A 3140W45X1 2052-01-01 3.5 22636.28 20743.33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA2839 N/A 3140W3EM7 2052-07-01 2.5 21398.98 18043.70 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7929 N/A 3133KPY28 2052-09-01 4.5 22157.61 21583.98 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0602 N/A 3140Y6U40 2055-06-01 6.5 19217.00 20252.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4152 N/A 3142GUTJ2 2055-05-01 5.5 18830.81 19040.18 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA6012 N/A 3140W6VE9 2052-04-01 2.5 25497.46 21895.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5488 N/A 3142GWC23 2055-12-01 5.5 18128.78 18487.13 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL5597 N/A 31427TGF7 2052-10-01 4 19366.48 18339.66 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIRR0065 N/A 3142JCCB4 2041-03-01 4 19972.23 19529.09 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-07-06 2026-07-06 2026-07-06 Y Bank of Montreal 1.0000 6 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0369 500000.00 500000.00 .0068 N N Y N Bank of Montreal Bank of Montreal, REPO, 3.640%, 7/10/2026 3.640 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 FEPC 04.500 CIRR0100 N/A 3142JCDE7 2041-07-01 4.5 63352.20 62991.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ6573 N/A 3142GXJT5 2056-05-01 6 49927.88 52565.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6565 N/A 3142GXJK4 2056-05-01 5 55419.94 54927.46 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6125 N/A 31418FYX9 2041-07-01 4.5 54049.75 53742.27 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC0547 N/A 3140Y6TD2 2055-06-01 4.5 59539.60 57631.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS9324 N/A 3140XRLE3 2052-09-01 3.5 55076.89 50476.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS4149 N/A 3140XKTF7 2049-01-01 4.5 56826.75 56154.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6027 N/A 3140W6VV1 2056-06-01 5 75212.65 74580.69 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA6012 N/A 3140W6VE9 2052-04-01 2.5 339.34 291.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5673 N/A 3140W6JT0 2055-09-01 6 59471.21 61556.17 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4465 N/A 3140W46B8 2052-08-01 3 57268.85 51325.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3520 N/A 3140W34E6 2055-11-01 5.5 49608.42 50552.89 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4437 N/A 31418D4X7 2051-10-01 2 76333.62 61798.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0040 N/A 3142J6BJ1 2055-08-01 5.5 53044.37 53634.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4009 N/A 3140XKN30 2053-03-01 5.5 53818.83 54827.42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0101 N/A 3142JCDF4 2041-07-01 5 46562.60 47038.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5610 N/A 31427TGU4 2056-03-01 6 65874.73 68226.68 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5611 N/A 31427TGV2 2055-11-01 6.5 51927.86 54475.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5091 N/A 3140W5UR3 2056-03-01 5 55604.30 55369.52 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 1000000.00 1000000.00 .0136 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%, 7/31/2026 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 .60 .58 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL3888 N/A 31427RKA7 2046-09-01 3.5 .57 .54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1718 N/A 3140Y74C9 2055-12-01 6 1.11 1.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7596 N/A 3142K9NN1 2056-07-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5652 N/A 3142GWH69 2056-01-01 5 .59 .59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5438 N/A 31427TBG0 2056-06-01 6 .61 .64 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRQ0138 N/A 3142J6EL3 2056-07-01 6 17380.09 17884.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB0231 N/A 3142K1HH8 2056-04-01 5.5 1.17 1.20 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBE3702 N/A 3140FPDG1 2047-06-01 4 25085.65 24014.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5928 N/A 3140BWSS8 2055-12-01 5 .60 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE9091 N/A 3140BNC55 2055-10-01 6.5 .46 .48 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAW7429 N/A 3138XXHF6 2042-02-01 4 .04 .04 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAK6757 N/A 3138EBQK4 2042-03-01 4 .04 .04 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIRC2323 N/A 3133L8SL0 2036-11-01 2 26090.49 23931.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9621 N/A 3133KRVN1 2053-08-01 5.5 20434.27 20903.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9844 N/A 3133KR5D2 2053-09-01 5.5 15565.58 15978.03 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA7788 N/A 3133KPUM8 2052-08-01 5 41923.49 41939.00 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA7762 N/A 3133KPTT5 2052-10-01 5 .84 .85 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA4561 N/A 3133KLB63 2051-02-01 2.5 48394.68 40807.89 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH4609 N/A 3133CHDN2 2053-11-01 6.5 .43 .46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG3607 N/A 3133C4AG9 2053-05-01 5.5 .57 .58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7570 N/A 3132DVMT9 2054-05-01 6 57959.32 60816.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6965 N/A 3132DUW29 2054-11-01 5.5 1.00 1.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD1868 N/A 3132DPCD8 2052-11-01 5.5 39129.49 40166.05 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD1701 N/A 3132DN3J0 2052-05-01 2.5 .44 .38 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK8958 N/A 3131XC5T0 2032-09-01 3 .49 .48 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08788 G N/A 3128MJ2W9 2047-11-01 3.5 35644.75 33145.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9059 N/A 3140QVB52 2054-08-01 5.5 21432.11 21703.02 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8728 N/A 3140QUVW3 2054-06-01 6.5 27096.18 28477.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6300 N/A 3140MLAA8 2055-12-01 5.5 23448.35 24071.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBH6713 N/A 3140GVN76 2047-08-01 3.5 .13 .12 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5950 N/A 31418FTG2 2041-01-01 4.5 .56 .55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5885 N/A 31418FRF6 2040-11-01 4.5 1.10 1.09 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4326 N/A 31418DYY2 2051-05-01 2.5 .75 .63 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4305 N/A 31418DYB2 2051-04-01 2 147260.33 119473.80 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4492 N/A 31418D7E6 2051-12-01 2 31513.23 25487.27 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1715 N/A 31418A3Z9 2043-12-01 4 .11 .11 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2393 N/A 3140Y8UT1 2056-04-01 6 35498.40 37183.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0983 N/A 3140Y7CV8 2055-09-01 5.5 1.17 1.19 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC1729 N/A 3140Y74P0 2055-12-01 6.5 19347.75 20156.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0389 N/A 3140Y6NF3 2055-05-01 5.5 15532.20 15930.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5554 N/A 3140XME44 2052-11-01 4.5 .99 .96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4751 N/A 3140W5H56 2055-06-01 5 22415.06 22319.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4113 N/A 3140W4SB4 2053-04-01 3.5 28731.32 26510.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3610 N/A 3140W4AL1 2055-09-01 6 60720.59 63470.04 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFA2620 N/A 3140W24E8 2036-11-01 2 21356.94 19610.33 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6056 N/A 3140UMWS4 2056-07-01 6 .61 .64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA8176 N/A 3142JXCN2 2056-02-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7403 N/A 3142JWGM2 2056-03-01 5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA5619 N/A 3142JUG53 2056-01-01 5 3223.23 3193.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA4331 N/A 3142JSY58 2056-01-01 5.5 .57 .58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA4396 N/A 3142JS3E3 2056-01-01 6 7462.97 7737.04 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA1887 N/A 3142JQCZ0 2056-01-01 4.5 1.19 1.16 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA0508 N/A 3142JNR65 2055-12-01 4.5 .60 .58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB7252 N/A 3142K9BW4 2056-06-01 6 .60 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6902 N/A 3142K8U47 2056-07-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB6778 N/A 3142K8Q83 2056-06-01 6.5 .60 .63 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTB5963 N/A 3142K7TV1 2056-06-01 7 .60 .64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6279 N/A 3142K76R5 2056-06-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4989 N/A 3142K6RK9 2056-06-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5396 N/A 3142K67J4 2056-06-01 5.5 .60 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5354 N/A 3142K65Q0 2056-06-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB5333 N/A 3142K64T5 2056-06-01 5 20137.11 19954.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4261 N/A 3142K5WX7 2056-06-01 5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIRR0034 N/A 3142JCBC3 2040-10-01 6 25235.11 26038.58 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIRR0029 N/A 3142JCA75 2040-10-01 3.5 .54 .52 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0010 N/A 3142J6AL7 2055-06-01 4 1.14 1.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0027 N/A 3142J6A52 2055-07-01 5.5 1.04 1.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6943 N/A 3142GXWD5 2056-06-01 5 .60 .59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ6859 N/A 3142GXTR8 2056-06-01 6 .60 .63 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ6641 N/A 3142GXLX3 2056-05-01 6.5 7120.30 7508.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6445 N/A 3142GXET0 2056-04-01 5 18521.36 18360.12 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6103 N/A 3142GWX95 2056-02-01 5 7372.64 7361.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ6096 N/A 3142GWX20 2056-03-01 6 .60 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6004 N/A 3142GWU64 2056-03-01 5 44675.12 44348.89 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6203 N/A 3142GW3M9 2056-03-01 5 .59 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2313 N/A 3142K3SB5 2056-04-01 5 .60 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2171 N/A 3142K3MV7 2056-05-01 5 9959.93 9924.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1195 N/A 3142K2KH2 2056-04-01 5 1.19 1.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9379 N/A 3142JYM58 2056-03-01 5 1.20 1.19 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA9218 N/A 3142JYG48 2056-03-01 4.5 .60 .58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5303 N/A 3142GV3M1 2055-11-01 5 .59 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5294 N/A 3142GV3C3 2055-11-01 5.5 1.06 1.08 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ3898 N/A 3142GUKL6 2055-04-01 6.5 .45 .48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4372 N/A 3142GU2E2 2055-06-01 5.5 1.16 1.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1274 N/A 3142GRMY3 2054-04-01 6 .39 .41 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1101 N/A 3142GRGK0 2054-03-01 6 .43 .45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1060 N/A 3142GRFA3 2054-03-01 5.5 .50 .51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1000 N/A 3142GRDE7 2054-03-01 5.5 19206.90 19579.77 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0096 N/A 3142GQDA7 2053-10-01 6 .36 .38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ0828 N/A 3142GQ4N9 2054-02-01 5 .54 .53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5639 N/A 31427THR0 2056-05-01 5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5516 N/A 31427TDW3 2056-06-01 5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4989 N/A 31427SRK6 2055-10-01 5.5 .54 .55 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL5006 N/A 31427SR42 2052-05-01 2.5 .60 .51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4920 N/A 31427SPE2 2056-04-01 5.5 .61 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4701 N/A 31427SGK8 2056-03-01 5 .61 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4294 N/A 31427RXY1 2056-02-01 5 .59 .59 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL3815 N/A 31427RGZ7 2053-01-01 3 8492.44 7509.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3691 N/A 31427RC57 2055-12-01 5 18461.62 18464.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4458 N/A 31427R5U0 2056-03-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3421 N/A 31427QYT3 2055-12-01 5.5 .57 .58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2455 N/A 31427PWR1 2055-06-01 5 1.09 1.09 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1974 N/A 31427PFQ2 2055-06-01 6 1.12 1.16 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL0631 N/A 31427MVZ1 2050-09-01 3 .53 .48 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ7710 N/A 31427HR87 2055-11-01 7 .60 .64 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ4938 N/A 31427CPY3 2055-10-01 6.5 .49 .51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3980 N/A 31427BM69 2055-09-01 6 .82 .85 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7934 N/A 31426SY86 2055-07-01 6.5 .59 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY6287 N/A 31426Q6Z1 2055-06-01 5.5 .53 .54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY0117 N/A 31426JDX4 2055-04-01 5.5 6871.70 6948.10 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX9824 N/A 31426G4J1 2055-04-01 7 .45 .49 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX8572 N/A 31426FQ26 2055-02-01 6.5 .30 .32 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX7616 N/A 31426DPA4 2055-03-01 6.5 .47 .50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX6712 N/A 31426CN67 2055-02-01 5.5 .54 .56 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX3882 N/A 31425YJ40 2055-01-01 6 .45 .47 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX3424 N/A 31425XYW3 2055-01-01 6 .48 .50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAD0933 N/A 31418NBB5 2040-04-01 5.5 .06 .06 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6078 N/A 31418FXG7 2056-06-01 4.5 .61 .59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6053 N/A 31418FWP8 2056-05-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5312 N/A 3140QQ3W3 2052-12-01 6 19021.37 19719.89 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQA8963 N/A 3133A35Y0 2050-04-01 2.5 23388.57 19935.69 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI2416 N/A 3133W8VH3 2054-04-01 6 .40 .42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2171 N/A 3132DPMU9 2053-01-01 6 20482.75 21156.60 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q53212 G N/A 3132XVSA2 2047-12-01 4 .27 .26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8666 N/A 3140QUTY2 2054-06-01 5 1182.11 1181.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD1872 N/A 3132DPCH9 2052-11-01 5.5 21648.01 22230.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7559 N/A 3132DVMG7 2053-03-01 5.5 12355.44 12725.00 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4268 N/A 31418DW65 2041-02-01 2 .35 .31 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBR2279 N/A 3140L0Q91 2036-08-01 2 20950.30 19215.50 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY1656 N/A 31426KZW9 2055-03-01 6.5 4046.12 4267.40 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL2978 N/A 31427QJY9 2053-05-01 4.5 .57 .55 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9831 N/A 3140QV4R2 2055-01-01 6.5 27549.57 29159.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA2877 N/A 3142JRFT9 2056-01-01 5 .57 .57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5328 N/A 31426P4N2 2055-06-01 6 .48 .50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7997 N/A 31427H3F7 2055-11-01 5.5 1.13 1.14 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6003 N/A 31418FU54 2041-03-01 4.5 .56 .56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY6113 N/A 31426QYK3 2055-06-01 5 .59 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4069 N/A 3142GUQX4 2054-12-01 5 .57 .57 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL3067 N/A 31427QMR0 2050-02-01 3 .58 .52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3093 N/A 3142GTNK8 2054-12-01 6 .89 .92 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB7451 N/A 3142K9H57 2056-07-01 6 .60 .63 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5789 N/A 31418FNF0 2055-08-01 4 32906.68 31028.08 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA4752 N/A 3140W5H64 2055-03-01 6.5 27692.53 28850.41 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0096 N/A 31427MDA6 2054-11-01 5 .54 .54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ6928 N/A 3142GXVW4 2056-06-01 6 .61 .63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3610 N/A 31427RAL4 2055-12-01 5 23915.98 23789.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY9602 N/A 31426UU44 2055-08-01 5.5 .55 .57 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0126 N/A 3142J6D83 2056-06-01 4.5 184974.99 178856.94 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2944 N/A 3140Y9HW7 2056-06-01 6.5 181223.95 188801.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB6088 N/A 3142K7XS3 2056-04-01 5 1.20 1.21 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6582 N/A 31426RJ44 2055-06-01 6.5 .59 .62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0738 N/A 3140Y6ZC7 2055-07-01 6.5 17631.09 18641.17 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA0741 N/A 3142JNZF6 2055-11-01 4.5 .60 .58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2127 N/A 31427PLH5 2055-08-01 6 .53 .56 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE9744 N/A 3140BNZJ0 2055-09-01 6.5 .60 .62 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY7124 N/A 31426R4J7 2055-07-01 7 1.03 1.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6985 N/A 3142K8XP7 2056-06-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSL5304 N/A 31427S3N6 2052-04-01 1.5 1.20 .93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7316 N/A 3142K9DW2 2056-07-01 5.5 .60 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA0905 N/A 3142JPAF8 2055-11-01 5 .60 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3908 N/A 31427RKW9 2056-01-01 5 1.14 1.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA6568 N/A 3142JVJN9 2056-02-01 5 .60 .59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6053 N/A 3140UMWP0 2056-07-01 6 1.73 1.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1274 N/A 3142K2MY3 2056-04-01 5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5269 N/A 3142K62B6 2056-06-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5670 N/A 31427TJQ0 2056-06-01 6 35569.06 36775.78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB7552 N/A 3142K9MA0 2056-07-01 6 .60 .62 Agency Mortgage-Backed Securities USTR 3 7/8 NOTE AP 28 N/A 91282CNH0 2028-06-15 3.875 27606.72 27523.30 U.S. Treasuries (including strips) USTR 4 1/8 NOTE L 32 N/A 91282CNF4 2032-05-31 4.125 27082.56 27073.65 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BC 27 N/A 91282CNE7 2027-05-31 3.875 3417.48 3422.18 U.S. Treasuries (including strips) USTR 4 NOTE K 32 N/A 91282CNA5 2032-04-30 4 3.72 3.71 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 6540.00 6565.09 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AM 28 N/A 91282CMW8 2028-04-15 3.75 4040.10 4045.58 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AL 28 N/A 91282CMS7 2028-03-15 3.875 32.10 32.33 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BJ 26 N/A 91282CLS8 2026-10-31 4.125 37.50 37.78 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875 21486.96 21593.46 U.S. Treasuries (including strips) USTR 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 3000.06 3073.35 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 8267.40 8342.90 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 3228.36 3319.32 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AM 27 N/A 91282CKJ9 2027-04-15 4.5 694.50 703.59 U.S. Treasuries (including strips) USTR 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 64797.84 65464.32 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 4334.88 4296.12 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AT 26 N/A 91282CJC6 2026-10-15 4.625 6040.80 6112.69 U.S. Treasuries (including strips) USTR 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 8400.06 8508.80 U.S. Treasuries (including strips) USTR 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 39929.58 38761.74 U.S. Treasuries (including strips) USTR 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 545.64 548.30 U.S. Treasuries (including strips) USTR BILL 07/16/26 N/A 912797TN7 2026-07-16 0 403.08 402.43 U.S. Treasuries (including strips) USTR BILL 01/21/27 N/A 912797TM9 2027-01-21 0 17929.62 17553.28 U.S. Treasuries (including strips) USTR BILL 09/03/26 N/A 912797RS8 2026-09-03 0 233.94 232.39 U.S. Treasuries (including strips) USTR BILL 07/09/26 N/A 912797RF6 2026-07-09 0 6790.14 6783.96 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 11200.56 11197.75 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125 29520.12 29717.22 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 22273.38 20828.14 U.S. Treasuries (including strips) USTR 1 1/4 NOTE AH 26 N/A 91282CDQ1 2026-12-31 1.25 54378.06 53655.86 U.S. Treasuries (including strips) USTR 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 1614.78 1521.71 U.S. Treasuries (including strips) USTR 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 12029.28 11370.94 U.S. Treasuries (including strips) USTR 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 49013.52 46486.95 U.S. Treasuries (including strips) USTR 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625 29980.98 28466.79 U.S. Treasuries (including strips) USTR 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 5460.60 4758.96 U.S. Treasuries (including strips) USTR 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 550.14 524.96 U.S. Treasuries (including strips) USTR 0 3/8 NOTE Q 27 N/A 91282CAL5 2027-09-30 0.375 391.80 374.48 U.S. Treasuries (including strips) USTR 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 1799.94 1566.19 U.S. Treasuries (including strips) USTR 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.5 12600.00 12246.98 U.S. Treasuries (including strips) USTR 1 5/8 NOTE E 29 N/A 912828YB0 2029-08-15 1.625 32.40 30.26 U.S. Treasuries (including strips) USTR 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.25 81414.84 81217.16 U.S. Treasuries (including strips) USTR 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 14303.70 13914.04 U.S. Treasuries (including strips) USTR 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 2854.62 2822.12 U.S. Treasuries (including strips) USTR 4 3/4 BOND 56 N/A 912810UR7 2056-02-15 4.75 3311.70 3311.88 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 10947.72 10680.83 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 15.36 15.34 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 2781.06 2722.41 U.S. Treasuries (including strips) USTR 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 64177.98 64107.87 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 29979.00 27242.25 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BD 28 N/A 91282CQY0 2028-06-30 4.125 16267.50 16271.96 U.S. Treasuries (including strips) USTR 4 1/8 NOTE K 33 N/A 91282CQN4 2033-04-30 4.125 22299.36 22295.07 U.S. Treasuries (including strips) USTR TRFR BB 04/30/28 N/A 91282CQM6 2028-04-30 3.8787 11918.22 11996.21 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 28 N/A 91282CQL8 2028-04-30 3.75 935.22 934.97 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AM 29 N/A 91282CQJ3 2029-04-15 3.875 1536.72 1539.36 U.S. Treasuries (including strips) USTR 3 7/8 NOTE W 31 N/A 91282CQG9 2031-03-31 3.875 7162.98 7148.33 U.S. Treasuries (including strips) USTR 3 3/4 NOTE H 33 N/A 91282CQC8 2033-02-28 3.75 57281.10 56407.11 U.S. Treasuries (including strips) USTR 4 1/8 NOTE B 36 N/A 91282CPZ8 2036-02-15 4.125 19301.64 19227.59 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375 7573.02 7528.14 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 30 N/A 91282CNX5 2030-08-31 3.625 34942.74 34678.95 U.S. Treasuries (including strips) USTR 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875 11322.84 11262.22 U.S. Treasuries (including strips) USTR 3 5/8 NOTE BG 27 N/A 91282CNV9 2027-08-31 3.625 1481.46 1491.22 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 3537.12 3565.56 U.S. Treasuries (including strips) USTR 4 BOND 52 N/A 912810TL2 2052-11-15 4 3144.78 2736.35 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 42574.80 35551.77 U.S. Treasuries (including strips) USTR 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 26395.32 19670.51 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 22683.78 14019.50 U.S. Treasuries (including strips) USTR 2 BOND 51 N/A 912810SZ2 2051-08-15 2 44342.04 25901.90 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 .06 .04 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 .06 .03 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 35892.48 26856.83 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RV2 2047-02-15 3 16365.00 12491.37 U.S. Treasuries (including strips) USTR 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 2236.74 1659.02 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 .06 .04 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 .18 .16 U.S. Treasuries (including strips) USTR 4 3/8 BOND 39 N/A 912810QD3 2039-11-15 4.375 27193.08 26754.20 U.S. Treasuries (including strips) USTR 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.5 1839.90 1690.34 U.S. Treasuries (including strips) USTR 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 30000.00 31011.62 U.S. Treasuries (including strips) USTR 5 1/2 BOND 28 N/A 912810FE3 2028-08-15 5.5 189.48 198.65 U.S. Treasuries (including strips) USTR 6 1/8 BOND 27 N/A 912810FB9 2027-11-15 6.125 387.72 401.18 U.S. Treasuries (including strips) USTR 6 3/4 BOND 26 N/A 912810EX2 2026-08-15 6.75 1252.44 1288.38 U.S. Treasuries (including strips) USTR BILL 10/13/26 N/A 912797VL8 2026-10-13 0 59.82 59.17 U.S. Treasuries (including strips) USTR BILL 06/10/27 N/A 912797VF1 2027-06-10 0 16398.72 15801.64 U.S. Treasuries (including strips) USTR BILL 07/21/26 N/A 912797UQ8 2026-07-21 0 22210.08 22162.99 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 57.60 57.17 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 135.00 132.46 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 412.80 416.02 U.S. Treasuries (including strips) USTR 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 12150.00 12259.36 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 12000.00 8659.25 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 328.14 328.57 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 28 N/A 91282CQH7 2028-03-31 3.875 29199.78 29359.05 U.S. Treasuries (including strips) USTR BILL 08/18/26 N/A 912797UU9 2026-08-18 0 27.00 26.87 U.S. Treasuries (including strips) USTR 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 9236.16 9359.79 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 27 N/A 912828X88 2027-05-15 2.375 4312.08 4262.60 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 5874.54 4260.07 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 1987.80 2017.88 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 12000.00 12063.53 U.S. Treasuries (including strips) USTR 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 19342.92 18423.33 U.S. Treasuries (including strips) USTR 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 3.12 2.71 U.S. Treasuries (including strips) USTR 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 .84 .82 U.S. Treasuries (including strips) USTR 3 1/8 NOTE AC 27 N/A 91282CFH9 2027-08-31 3.125 199.20 199.04 U.S. Treasuries (including strips) USTR 1 3/8 NOTE P 26 N/A 912828YD6 2026-08-31 1.375 2369.58 2370.79 U.S. Treasuries (including strips) USTR 4 NOTE BC 28 N/A 91282CQS3 2028-05-31 4 15897.48 15916.06 U.S. Treasuries (including strips) USTR 2 NOTE F 26 N/A 912828U24 2026-11-15 2 5198.04 5174.85 U.S. Treasuries (including strips) USTR 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4 14379.84 14543.55 U.S. Treasuries (including strips) USTR 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 12070.68 5839.08 U.S. Treasuries (including strips) USTR BILL 10/01/26 N/A 912797SA6 2026-10-01 0 6302.82 6242.00 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SA7 2048-02-15 3 14404.32 10881.71 U.S. Treasuries (including strips) USTR 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 .06 .05 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 36 N/A 91282CQQ7 2036-05-15 4.375 12802.14 12869.64 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AN 28 N/A 91282CND9 2028-05-15 3.75 172.62 172.28 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 27743.04 27108.61 U.S. Treasuries (including strips) USTR 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 5526.00 5480.44 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 32656.92 20891.49 U.S. Treasuries (including strips) USTR 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 58273.68 52363.75 U.S. Treasuries (including strips) USTR BILL 09/10/26 N/A 912797UF2 2026-09-10 0 492.00 488.37 U.S. Treasuries (including strips) USTR 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 18320.70 18509.26 U.S. Treasuries (including strips) USTR 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.25 74726.76 74601.41 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 .06 .04 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 3000000.00 3000000.00 .0408 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 60163.68 60860.03 Agency Collateralized Mortgage Obligation FMAC FERA 5481GF 12/25/54 N/A 3137HHQF1 2054-12-25 4.7778 14050.56 14138.65 Agency Collateralized Mortgage Obligation FMAC FERA 5452FA 09/25/54 N/A 3137HFGN9 2054-09-25 4.5278 50430.98 50642.68 Agency Collateralized Mortgage Obligation FNMA FNRA CL057FA R26F057 N/A 3136G6YF9 2056-07-25 4.4423 50000.00 50154.75 Agency Collateralized Mortgage Obligation FNMA FNRA RC009FM R24F009 N/A 3136BRKD8 2054-03-25 4.4778 73283.61 73450.98 Agency Collateralized Mortgage Obligation FNMA FNRA CL053FC R23F053 N/A 3136BQTL3 2053-11-25 5.3778 39228.71 39996.57 Agency Collateralized Mortgage Obligation FMAC FERA 5633FD 02/25/56 N/A 3137HQ4V0 2056-02-25 4.3778 80102.01 80019.75 Agency Collateralized Mortgage Obligation FMAC FERM 5568DA 03/25/51 N/A 3137HMMT4 2051-03-25 5 15240.42 15311.83 Agency Collateralized Mortgage Obligation FMAC FERA 5502FE 02/25/55 N/A 3137HJSX6 2055-02-25 5.2778 76205.77 77545.85 Agency Collateralized Mortgage Obligation FMAC FERA 5449FL 08/25/54 N/A 3137HFHR9 2054-08-25 4.9778 57106.95 57687.35 Agency Collateralized Mortgage Obligation FMAC FERA 5585FD 10/25/55 N/A 3137HNEW4 2055-10-25 4.7278 59630.07 60050.32 Agency Collateralized Mortgage Obligation FMAC FERA 5534FW 05/25/55 N/A 3137HLEV0 2055-05-25 5.6778 47169.28 47992.03 Agency Collateralized Mortgage Obligation FNMA FNRA CL016FC R25F016 N/A 3136BU5K2 2055-03-25 4.9778 67475.51 68177.07 Agency Collateralized Mortgage Obligation FMAC FERA 5678FC 07/25/56 N/A 3137GBCY9 2056-07-25 4.4434 7229.02 7251.40 Agency Collateralized Mortgage Obligation FMAC FERA 5481FG 12/25/54 N/A 3137HHQ79 2054-12-25 4.9778 86799.55 87612.29 Agency Collateralized Mortgage Obligation FMAC FERA 5656AF 05/25/56 N/A 3137HRPA1 2056-05-25 4.3778 80311.59 80015.16 Agency Collateralized Mortgage Obligation USTR 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 2253.80 2181.25 U.S. Treasuries (including strips) USTR 4 1/2 BOND 54 N/A 912810UE6 2054-11-15 4.5 42945.30 40665.55 U.S. Treasuries (including strips) USTR 4 BOND 52 N/A 912810TL2 2052-11-15 4 202.60 176.29 U.S. Treasuries (including strips) USTR 3 BOND 45 N/A 912810RM2 2045-05-15 3 702.00 541.88 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 117072.80 90230.88 U.S. Treasuries (including strips) USTR 6 1/8 BOND 29 N/A 912810FJ2 2029-08-15 6.125 13.50 14.59 U.S. Treasuries (including strips) USTR 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 36840.80 30497.17 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 1000000.00 1000000.00 .0136 N Y 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 FNMA FNMS 06.500 CLFA5509 N/A 3140W6DP4 2055-04-01 6.5 7830.22 8208.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0618 N/A 3142K1VL3 2056-04-01 5 1.21 1.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA1694 N/A 3142JP3C3 2055-12-01 5 3206.20 3191.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5092 N/A 31427SUS5 2054-04-01 5.5 .59 .59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM3243 N/A 3140X6S93 2050-02-01 3.5 .13 .12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM2202 N/A 3140X5NU3 2048-12-01 4 .07 .07 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2075 N/A 3140X5JV6 2049-12-01 3 32.77 29.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1911 N/A 3140X5DR1 2048-07-01 3.5 .11 .11 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6114 N/A 3140W6YL0 2054-10-01 6 34357.21 35359.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6076 N/A 3140W6XE7 2056-06-01 5 .61 .61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6073 N/A 3140W6XB3 2056-06-01 5 23585.55 23493.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5900 N/A 3140W6RW4 2056-06-01 5.5 9711.75 9843.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5730 N/A 3140W6LL4 2056-05-01 5.5 .61 .62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5706 N/A 3140W6KU5 2055-09-01 6 1.19 1.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5714 N/A 3140W6K43 2056-05-01 5 27579.63 27442.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4766 N/A 3140W5JL9 2055-05-01 4.5 .58 .57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIFA4613 N/A 3140W5DT8 2040-09-01 6.5 .51 .53 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA4248 N/A 3140W4WJ2 2052-09-01 2.5 .58 .49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4228 N/A 3140W4VW4 2054-05-01 5.5 22395.72 22762.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA4127 N/A 3140W4SR9 2055-12-01 4.5 .59 .58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2088 N/A 31427PKA1 2055-07-01 6 .56 .58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1974 N/A 31427PFQ2 2055-06-01 6 .55 .57 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL1607 N/A 31427NYD5 2047-04-01 3 .55 .50 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB6702 N/A 3142K8NU7 2056-06-01 6 .60 .62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO3192 N/A 3140JXRN0 2049-10-01 3 .11 .10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5857 N/A 3140JAQK7 2049-04-01 4 5227.03 5009.76 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5693 N/A 3140JAKF4 2049-03-01 4 4639.37 4449.06 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM5012 N/A 3140J9SA0 2048-03-01 3.5 10752.91 10066.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM4343 N/A 3140J8ZH9 2048-05-01 4.5 .12 .12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM4427 N/A 3140J84M2 2048-04-01 3.5 544.14 507.04 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM1056 N/A 3140J5E62 2047-04-01 4 .11 .10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1413 N/A 31427NSB6 2055-04-01 6 .45 .47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1441 N/A 31427NS75 2054-01-01 5.5 11869.13 12087.82 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL1403 N/A 31427NRZ4 2054-12-01 4.5 3792.25 3689.96 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1232 N/A 31427NLN7 2055-04-01 5 .55 .55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1180 N/A 31427NJ26 2055-05-01 6 .52 .54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1119 N/A 31427NG52 2055-05-01 5.5 .53 .54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0725 N/A 31427MYX3 2055-02-01 5.5 .52 .53 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0599 N/A 31427MUZ2 2055-02-01 6 30.87 32.47 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAT2062 N/A 3138WPJG0 2028-04-01 2.5 27.10 26.74 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS9585 N/A 3138WKUK9 2047-05-01 4 .12 .12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0615 N/A 3140UFVH4 2056-05-01 5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA0849 N/A 3142JN5K8 2055-12-01 5 .56 .55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0552 N/A 3140UFTJ3 2056-06-01 5 1587.95 1577.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA4883 N/A 3142JTM91 2056-01-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5556 N/A 31427TE69 2056-06-01 5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2039 N/A 3142JQHR3 2056-01-01 5.5 .59 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB3971 N/A 3142K5MV2 2056-05-01 5.5 611.21 625.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG8468 N/A 3140UCMS7 2056-05-01 6 .60 .63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4349 N/A 3140U7ZP0 2056-04-01 5 988.09 987.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3934 N/A 3140U7LQ3 2056-03-01 5 1764.54 1766.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3300 N/A 3140U6U28 2056-04-01 5.5 .60 .61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG1868 N/A 3140U5CE4 2056-01-01 6 803.39 842.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9997 N/A 3140U2DB6 2056-01-01 5.5 .58 .59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9672 N/A 3140QVXA7 2054-12-01 5.5 .54 .55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9329 N/A 3140QVLK8 2054-10-01 5.5 .68 .69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9137 N/A 3140QVEK6 2054-09-01 5.5 .51 .53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9012 N/A 3140QVAN4 2054-08-01 6 3.67 3.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0022 N/A 3142J6AY9 2055-05-01 5.5 473.06 478.37 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0010 N/A 3142J6AL7 2055-06-01 4 252.59 238.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6901 N/A 3142GXU39 2056-06-01 5.5 .61 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6638 N/A 3142GXLU9 2056-05-01 5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6503 N/A 3142GXGM3 2056-05-01 5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5997 N/A 3142GWUX5 2056-03-01 5 1.21 1.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6003 N/A 3142GWU56 2056-03-01 5 .78 .78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5841 N/A 3142GWP37 2056-01-01 5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5800 N/A 3142GWNS4 2056-01-01 5.5 20893.64 21228.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5719 N/A 3142GWK99 2056-01-01 5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5582 N/A 3142GWFY0 2055-12-01 5.5 .59 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5498 N/A 3142GWDC0 2055-12-01 5.5 .58 .59 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1546 N/A 3132DNWF6 2052-08-01 3.5 .45 .41 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0784 N/A 3132DM2R5 2051-12-01 2 224.51 182.83 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB1913 N/A 3132CYDS6 2041-06-01 5 .62 .63 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB1697 N/A 3132CX3E0 2040-11-01 3.5 1407.56 1348.43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA6077 N/A 31418FXF9 2056-06-01 4 5401.51 5092.12 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB7184 N/A 3142K86W2 2056-07-01 5 .60 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1544 N/A 3140U4WE5 2056-02-01 5 21.77 21.57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH0814 N/A 3140UF3Y8 2056-06-01 6 .60 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA6143 N/A 3142JUZH6 2056-02-01 5.5 820.61 829.87 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA6174 N/A 3140W62G6 2051-09-01 4.5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF2570 N/A 3140BS2C0 2055-11-01 6 .60 .62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2894 N/A 3140Y9GC2 2056-06-01 5.5 5.52 5.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 1117.38 1042.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS6227 N/A 3138WF4M5 2045-11-01 4 .05 .05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5182 N/A 3138WEXL8 2045-06-01 3.5 153.15 143.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAQ5323 N/A 3138ML4H4 2042-11-01 3.5 .07 .06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAP7363 N/A 3138MBFD3 2042-10-01 4 .07 .07 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA4042 N/A 3140W4P43 2055-12-01 6.5 44533.77 46716.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3860 N/A 3140W4JE8 2055-12-01 5.5 1436.50 1472.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA3880 N/A 3140W4J24 2055-12-01 5 .60 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4388 N/A 3140W42W6 2056-01-01 5.5 22591.65 23090.10 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA2868 N/A 3140W3FJ3 2055-08-01 6.5 4260.48 4516.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2400 N/A 3140W2U25 2055-07-01 5.5 .48 .49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2295 N/A 3140W2RR4 2055-07-01 5.5 .55 .57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2020 N/A 3140W2G62 2055-06-01 5 .57 .57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0243 N/A 3140W0HV0 2054-12-01 5.5 .54 .55 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLAL8984 N/A 3138ET6W1 2039-03-01 7 1210.33 1285.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CVAL8047 N/A 3138EQ5H1 2030-11-01 3.5 .05 .05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0394 N/A 3140Y6NL0 2055-05-01 5.5 .56 .57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0847 N/A 3140Y65H9 2055-08-01 5.5 .57 .58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS9998 N/A 3140XSDC4 2054-12-01 6 .43 .45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9288 N/A 3140XRKA2 2054-10-01 5.5 13145.49 13443.23 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS9013 N/A 3140XRAP0 2052-06-01 3 .54 .47 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS8783 N/A 3140XQXM4 2054-08-01 6.5 .45 .47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS8356 N/A 3140XQJA6 2052-08-01 3.5 .58 .53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS7827 N/A 3140XPVV8 2049-12-01 3.5 .49 .46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB6657 N/A 3142K8MF1 2056-06-01 5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB6484 N/A 3142K8F28 2056-06-01 5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB7183 N/A 3142K86V4 2056-07-01 5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB6079 N/A 3142K7XH7 2056-05-01 6 .60 .64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6060 N/A 3142K7WW5 2056-06-01 5.5 .60 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB5829 N/A 3142K7PP8 2056-06-01 5 1.20 1.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB5823 N/A 3142K7PH6 2056-06-01 5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6280 N/A 3142K76S3 2056-06-01 5.5 927.47 947.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6279 N/A 3142K76R5 2056-06-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6176 N/A 3142K72J7 2056-05-01 5.5 .60 .63 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB5206 N/A 3142K6YC9 2056-06-01 6.5 .60 .63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5126 N/A 3142K6VU2 2056-06-01 5.5 1315.67 1336.15 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4259 N/A 3142K5WV1 2056-05-01 6.5 600.43 636.03 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4237 N/A 3142K5V75 2056-05-01 5 624.20 621.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB3580 N/A 3142K46S0 2056-05-01 5 1854.53 1854.77 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2313 N/A 3142K3SB5 2056-04-01 5 .60 .59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4125 N/A 3140UKSP9 2056-04-01 5.5 3.00 3.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1274 N/A 3142K2MY3 2056-04-01 5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLTB0100 N/A 3142K1DE9 2056-04-01 4 .60 .56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA5460 N/A 3140W6B68 2052-09-01 3.5 7.69 7.09 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6949 N/A 3142GXWK9 2056-06-01 5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA3595 N/A 3142JR7H4 2056-01-01 4.5 .50 .48 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ8451 N/A 31427JL97 2055-11-01 6.5 .49 .52 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA3548 N/A 3140W35J4 2055-02-01 4 16.69 15.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA1708 N/A 3142JP3S8 2055-12-01 5 .56 .55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG8592 N/A 3140UCRN3 2056-05-01 5 4207.70 4183.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1779 N/A 3140UG6R8 2056-06-01 5 .60 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9760 N/A 3140UDZ28 2056-05-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4473 N/A 3142K56K4 2056-05-01 5 .60 .60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6086 N/A 31418FXQ5 2041-06-01 4.5 2793.40 2777.51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5260 N/A 3142GVZ20 2055-11-01 6.5 .55 .58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA3829 N/A 3140W4HF7 2049-08-01 3.5 28.93 26.71 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA0532 N/A 3142JNSW7 2055-11-01 6.5 1759.11 1874.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF4766 N/A 3140BVJL5 2055-12-01 6 .60 .63 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4519 N/A 31427SAV0 2053-10-01 6 11056.86 11570.60 Agency Mortgage-Backed Securities FMAC FERA 5678FC 07/25/56 N/A 3137GBCY9 2056-07-25 4.4434 4923.92 4939.17 Agency Collateralized Mortgage Obligation FNMA FNRA CL057FA R26F057 N/A 3136G6YF9 2056-07-25 4.4423 5515.81 5532.88 Agency Collateralized Mortgage Obligation FNMA FNRM CL055EA R26F055 N/A 3136G6RX8 2056-07-25 0.125 10463.14 8646.23 Agency Collateralized Mortgage Obligation FNMA FNMS 04.500 CLDH4032 N/A 3140UKPS6 2056-06-01 4.5 1010.46 987.10 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDH3713 N/A 3140UKDT7 2056-06-01 7 .60 .64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH2504 N/A 3140UHYA2 2056-06-01 5 .60 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH1619 N/A 3140UGYR7 2056-05-01 6 .60 .62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1587 N/A 3140UGXR8 2056-06-01 5 .60 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0733 N/A 3140UFY73 2056-06-01 5.5 .60 .61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0614 N/A 3140UFVG6 2056-05-01 5 .50 .50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0280 N/A 3140UFJ21 2056-04-01 5.5 1031.29 1051.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7854 N/A 31427HWQ1 2055-11-01 5.5 .58 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7684 N/A 31427HRE4 2055-11-01 5.5 .57 .58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7320 N/A 31427HD25 2055-11-01 5.5 3738.44 3808.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7997 N/A 31427H3F7 2055-11-01 5.5 .56 .57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ4945 N/A 31427CP72 2055-10-01 6 .55 .56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4631 N/A 31427CED1 2055-10-01 5.5 .56 .57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1629 N/A 31426XY36 2055-09-01 5.5 2591.62 2651.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0816 N/A 31426W4A5 2055-08-01 5.5 .51 .52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY9322 N/A 31426ULC6 2055-08-01 5.5 733.53 750.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY8627 N/A 31426TSR9 2055-07-01 6 .44 .45 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6582 N/A 31426RJ44 2055-06-01 6.5 .59 .62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5209 N/A 31426PYF6 2055-06-01 6 9325.62 9596.37 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5125 N/A 31426PVT9 2055-05-01 6 .59 .62 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY4826 N/A 31426PLG8 2055-06-01 6.5 .52 .55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY3652 N/A 31426NBW9 2055-05-01 5.5 .56 .57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI5492 N/A 3133WCC51 2054-05-01 5.5 4256.39 4362.82 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI4763 N/A 3133WBJG2 2054-04-01 6 3838.73 3986.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB1928 N/A 3142K3EA2 2056-05-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1545 N/A 3142K2WF3 2056-05-01 5 3456.17 3424.63 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL2487 N/A 3138EJXR4 2042-06-01 4 6.15 6.02 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL2373 N/A 3138EJT73 2041-08-01 4.5 2135.32 2129.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 REAH0979 N/A 3138A2CR8 2041-01-01 3.5 .02 .02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL258507 N/A 31371QDL9 2035-08-01 5.5 .12 .12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 NP257135 N/A 31371NSY2 2038-03-01 5.5 .01 .01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI9266 N/A 3133WGJK2 2054-07-01 6 459.63 478.34 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI8473 N/A 3133WFMW4 2054-06-01 7 .46 .50 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI8411 N/A 3133WFKY2 2054-06-01 7 .45 .48 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7643 N/A 3140XPP52 2054-04-01 6 .44 .47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS7430 N/A 3140XPHG7 2052-09-01 3.5 115.87 107.30 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS6765 N/A 3140XNQT4 2053-12-01 6.5 .40 .43 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS6605 N/A 3140XNKT0 2052-06-01 2 .53 .43 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS6058 N/A 3140XMWU6 2052-04-01 2.5 .48 .41 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS5991 N/A 3140XMUR5 2052-03-01 2 .49 .40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS5909 N/A 3140XMR73 2053-09-01 6 .45 .47 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS5636 N/A 3140XMHN9 2052-04-01 2 3109.07 2520.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5235 N/A 3140XLY93 2053-07-01 5.5 543.81 554.10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS4928 N/A 3140XLPN2 2050-06-01 3.5 .47 .43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4872 N/A 3140XLMW5 2053-06-01 5.5 .43 .44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4805 N/A 3140XLKT4 2053-05-01 5.5 41.37 42.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4612 N/A 3140XLDS4 2053-04-01 5.5 23376.57 23806.95 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4739 N/A 3132A5HQ1 2047-10-01 3.5 .08 .07 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS5314 N/A 3140XL3Y2 2052-05-01 2 .50 .40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB0904 N/A 3142K2AE0 2056-04-01 5.5 .61 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0820 N/A 3142K14E9 2056-04-01 5 .58 .57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8208 N/A 3142JXDN1 2056-03-01 5 1711.51 1708.81 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA8178 N/A 3142JXCQ5 2056-03-01 5.5 3494.11 3534.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7775 N/A 3142JWT97 2056-03-01 5.5 3739.68 3805.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA7377 N/A 3142JWFT8 2056-02-01 6 782.77 820.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7389 N/A 3142JWF76 2056-02-01 5.5 1014.28 1025.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7008 N/A 3142JVYE2 2056-03-01 5.5 .54 .55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA6796 N/A 3142JVRS9 2056-03-01 5.5 3213.16 3269.29 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQI2819 N/A 3133W9DY4 2054-04-01 5 .90 .91 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI2751 N/A 3133W9BU4 2054-04-01 6.5 .47 .49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI3585 N/A 3133W96W6 2054-04-01 5.5 180.05 184.82 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI0023 N/A 3133W6AY3 2054-02-01 6 837.73 874.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9621 N/A 3133KRVN1 2053-08-01 5.5 4926.97 5040.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9575 N/A 3133KRT87 2053-08-01 5.5 .44 .45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9478 N/A 3133KRQ72 2053-07-01 5.5 5385.65 5505.25 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9384 N/A 3133KRM92 2053-07-01 6 .41 .43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9265 N/A 3133KRJJ4 2053-06-01 5.5 925.90 947.87 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA9252 N/A 3133KRH56 2053-06-01 4.5 4371.53 4254.29 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA9874 N/A 3133KR6K5 2053-09-01 6.5 .46 .49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA9797 N/A 3133KR3E2 2053-09-01 5 51.23 50.98 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA8567 N/A 3133KQQU3 2052-10-01 4.5 6209.42 6065.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8209 N/A 3133KQDN3 2053-01-01 5.5 791.68 805.67 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA8182 N/A 3133KQCT1 2052-11-01 5 3280.51 3278.93 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZA6339 N/A 31329QBG5 2049-03-01 4.5 15369.21 15143.98 Agency Mortgage-Backed Securities FMAC FEPC 04.500 3LZL0757 N/A 3131XFZW3 2037-05-01 4.5 .00 .00 Agency Mortgage-Backed Securities FMAC FEPC 08.000 CLZJ4359 N/A 3131WUZY7 2030-05-01 8 .02 .02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB1193 N/A 3142K2KF6 2056-04-01 5.5 .60 .61 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9838 N/A 3140QV4Y7 2055-01-01 6.5 .30 .32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9779 N/A 3140QV2M5 2054-12-01 5 5390.50 5361.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9775 N/A 3140QV2H6 2055-01-01 5 .57 .57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8847 N/A 3140QUZM1 2054-07-01 6 7788.13 8192.51 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8864 N/A 3140QUZ66 2054-07-01 6.5 .46 .49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8679 N/A 3140QUUD6 2054-06-01 5.5 .56 .58 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8561 N/A 3140QUQP4 2054-05-01 7 .34 .37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8357 N/A 3140QUJB3 2054-04-01 6.5 7237.10 7636.85 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8344 N/A 3140QUHW9 2054-04-01 6 .45 .47 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8171 N/A 3140QUCH7 2054-03-01 6.5 .43 .45 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7810 N/A 3140QTVC0 2054-01-01 6.5 .27 .28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7799 N/A 3140QTUZ0 2054-01-01 6.5 1448.26 1522.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7416 N/A 3140QTG29 2053-11-01 5.5 .48 .49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7342 N/A 3140QTEQ8 2053-10-01 6 10893.77 11259.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7302 N/A 3140QTDG1 2053-10-01 5.5 .48 .49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7271 N/A 3140QTCH0 2053-10-01 6 200.82 209.29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4781 N/A 3142GVJ36 2055-09-01 6 49751.95 52160.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5303 N/A 3142GV3M1 2055-11-01 5 .59 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4356 N/A 3142GUZW6 2055-06-01 5 1015.68 1014.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4140 N/A 3142GUS61 2055-05-01 5.5 .57 .58 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ3264 N/A 3142GTTW6 2055-02-01 4.5 .58 .56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2910 N/A 3142GTGU4 2054-11-01 5.5 .51 .52 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7779 N/A 3133KPUC0 2052-08-01 4.5 4.42 4.30 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7211 N/A 3133KPAL2 2052-04-01 4 .40 .38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3813 N/A 3140XKGX2 2052-11-01 4.5 41.34 40.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3672 N/A 3140XKCJ7 2053-02-01 5.5 .46 .47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3439 N/A 3140XJZD8 2052-12-01 5.5 .41 .42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3159 N/A 3140XJQM8 2052-10-01 4.5 9.78 9.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2865 N/A 3140XJFF5 2052-09-01 5 .43 .43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2735 N/A 3140XJBD4 2051-02-01 3.5 12658.61 11741.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2296 N/A 3140XHRS8 2052-01-01 3.5 .39 .36 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2031 N/A 3140XHHH3 2052-05-01 3.5 .44 .41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS1310 N/A 3140XGN47 2037-04-01 2.5 .36 .34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1118 N/A 3140XGG45 2052-03-01 3.5 .39 .36 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0630 N/A 3140XFVY4 2052-02-01 3 .42 .38 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM8522 N/A 3140XCPG7 2036-08-01 2 .28 .26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM8543 N/A 3140XCP51 2044-11-01 5 49.42 50.22 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8399 N/A 3140XCKM9 2051-08-01 2.5 .48 .40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7556 N/A 3140XBME7 2051-05-01 3.5 16.52 15.28 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM5457 N/A 3140X9B38 2050-05-01 4 .17 .16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4737 N/A 3140X8HP5 2050-09-01 3.5 .20 .19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA5619 N/A 3142JUG53 2056-01-01 5 .60 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA5401 N/A 3142JUAB6 2056-02-01 5 .58 .57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA6204 N/A 3142JU3N8 2056-02-01 5.5 999.90 1027.05 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA4331 N/A 3142JSY58 2056-01-01 5.5 .57 .58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA3936 N/A 3142JSLS2 2056-01-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA3935 N/A 3142JSLR4 2055-12-01 5.5 571.93 587.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3806 N/A 3142JSGQ2 2056-01-01 5 .59 .59 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G08618 G N/A 3128MJVL1 2044-12-01 4 .50 .49 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08800 G N/A 3128MJ3J7 2048-02-01 3.5 20.10 18.60 Agency Mortgage-Backed Securities FMAC 06.000 FGPC P50529 G N/A 31288LSS1 2036-11-01 6 .20 .21 Agency Mortgage-Backed Securities FMAC 06.000 FGPC P50525 G N/A 31288LSN2 2036-10-01 6 .06 .06 Agency Mortgage-Backed Securities FMAC 05.000 FGPC P50483 G N/A 31288LRC7 2035-05-01 5 .06 .06 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8030 N/A 3140QT4Q9 2054-02-01 7 .71 .77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6946 N/A 3140QSWG2 2053-06-01 5.5 .46 .46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2909 N/A 3142GTGT7 2054-12-01 5.5 .53 .54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2863 N/A 3142GTFD3 2054-11-01 5 .54 .53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2294 N/A 3142GSRQ3 2054-09-01 5.5 .51 .52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2281 N/A 3142GSRB6 2054-09-01 6 .41 .42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1972 N/A 3142GSFN3 2054-07-01 6 .42 .44 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1861 N/A 3142GSB72 2054-06-01 6.5 23513.35 24496.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1350 N/A 3142GRQC7 2054-04-01 6 194.38 200.32 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1341 N/A 3142GRP38 2054-04-01 6 .46 .48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0942 N/A 3142GRBL3 2054-02-01 6 .37 .38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1757 N/A 3142GR5T3 2054-06-01 5 .54 .54 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ0722 N/A 3142GQYU0 2054-01-01 7 .37 .40 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0450 N/A 3142GQQC9 2053-12-01 6.5 .53 .56 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0265 N/A 3142GQJK9 2053-11-01 6.5 355.68 376.39 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK3300 N/A 3140HGU21 2048-05-01 4 295.89 283.67 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I4BF0174 N/A 3140FXFQ0 2057-02-01 3 .22 .19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 R3BF0138 N/A 3140FXEL2 2041-07-01 6 .10 .10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0120 N/A 3140FXD25 2056-07-01 4 19612.50 18567.76 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0497 N/A 31427MRT0 2055-02-01 6 .88 .91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0356 N/A 31427MME8 2054-12-01 5 3.26 3.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA2877 N/A 3142JRFT9 2056-01-01 5 .57 .57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6760 N/A 3140QSQN4 2053-07-01 6 21954.67 23092.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6311 N/A 3140QSAM3 2053-05-01 5 6.16 6.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6331 N/A 3140QSA92 2053-05-01 6 .43 .45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7127 N/A 3140QS4M0 2053-09-01 6 .88 .91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6071 N/A 3140QRW90 2053-04-01 5.5 7924.61 8166.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5886 N/A 3140QRRG0 2053-03-01 4.5 7381.21 7194.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5853 N/A 3140QRQF3 2053-03-01 6 7753.40 8135.59 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5497 N/A 3140QRDB6 2053-01-01 6.5 .32 .34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5464 N/A 3140QRCA9 2053-01-01 5.5 3514.38 3591.44 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6388 N/A 3133KNCZ4 2051-12-01 2.5 .40 .35 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3904 N/A 3140X7KS7 2049-03-01 4 .10 .10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM3297 N/A 3140X6UX7 2035-05-01 3.5 .15 .14 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4889 N/A 3140QQNF8 2052-10-01 4.5 9295.13 9088.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICB4509 N/A 3140QQAK1 2037-08-01 4.5 .27 .27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5282 N/A 3140QQ2Q7 2052-12-01 5 .50 .50 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5268 N/A 3140QQ2A2 2052-12-01 4.5 .49 .48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4364 N/A 3140QPZ67 2052-08-01 3.5 .45 .42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4112 N/A 3140QPSA6 2052-07-01 3.5 .45 .41 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4088 N/A 3140QPRJ8 2052-07-01 4 .45 .43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4081 N/A 3140QPRB5 2052-07-01 3.5 14.25 13.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB3929 N/A 3140QPLK1 2052-06-01 5 .40 .40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5789 N/A 31418FNF0 2055-08-01 4 .58 .54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5697 N/A 31418FKK2 2055-05-01 4 1.16 1.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5673 N/A 31418FJT5 2055-04-01 5.5 .47 .48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5646 N/A 31418FHY6 2055-03-01 5.5 144.71 146.32 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ9421 N/A 31427KPF6 2055-10-01 6.5 1385.80 1454.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ9419 N/A 31427KPD1 2055-11-01 5.5 1101.58 1126.38 Agency Mortgage-Backed Securities FNMA FNMS 02.500 I4BF0822 N/A 3140FX4G4 2062-10-01 2.5 .56 .46 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBC4777 N/A 3140F0JX3 2031-10-01 2.5 .07 .07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF6316 N/A 3140BXAS5 2055-12-01 5 5839.26 5810.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF4770 N/A 3140BVJQ4 2055-12-01 6.5 .60 .64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF5369 N/A 3140BV6F2 2055-12-01 5 769.52 768.94 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE6270 N/A 3140BJ6G7 2055-10-01 6.5 .91 .95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE1010 N/A 3140BDDQ0 2055-06-01 5 7043.51 7016.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE0271 N/A 3140BCJR4 2055-06-01 5.5 5559.40 5621.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9774 N/A 3140BA2G0 2055-08-01 5.5 .59 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD8639 N/A 3140B9S59 2055-05-01 6 4366.27 4514.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD7782 N/A 3140B8UG4 2055-04-01 6.5 .53 .56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD5839 N/A 3140B6PZ2 2055-03-01 6 634.70 664.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD4785 N/A 3140B5J73 2055-03-01 6.5 .38 .40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG8444 N/A 3133C9LZ4 2053-08-01 5.5 .48 .49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5614 N/A 31418FGY7 2055-02-01 5.5 .46 .46 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY1828 N/A 31426LA61 2055-05-01 6 .45 .47 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY1639 N/A 31426KZD1 2055-04-01 6.5 983.33 1044.85 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY1489 N/A 31426KUP9 2055-04-01 6 673.13 706.55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0495 N/A 31426JRR2 2055-04-01 6.5 .45 .47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9653 N/A 31426GWP6 2055-04-01 5.5 .59 .60 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX8572 N/A 31426FQ26 2055-02-01 6.5 321.58 339.08 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX6657 N/A 31426CMF8 2055-02-01 6.5 1367.29 1469.20 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX6312 N/A 31426CAN4 2055-02-01 6 .57 .60 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX4801 N/A 31426AKP2 2055-02-01 7 .48 .51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX1995 N/A 31425WGD7 2054-12-01 6 .49 .51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX1833 N/A 31425WBB6 2054-12-01 6 691.20 718.67 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX0341 N/A 31425ULX1 2054-10-01 6.5 .35 .37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA5622 N/A 31418FG84 2045-02-01 5 106.88 106.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5520 N/A 31418FD20 2054-09-01 3.5 4180.32 3831.04 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5421 N/A 31418FAX5 2054-07-01 6 63679.52 65528.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA5409 N/A 31418FAK3 2044-06-01 5 .39 .40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5233 N/A 31418EY79 2053-12-01 4.5 .52 .50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5071 N/A 31418ET59 2053-07-01 5 2301.30 2295.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4963 N/A 31418EQR4 2053-03-01 3.5 21.01 19.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA4849 N/A 31418EL73 2037-11-01 4.5 201.25 200.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4806 N/A 31418EKU3 2052-11-01 5 .44 .44 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4804 N/A 31418EKS8 2052-11-01 4 48.01 45.33 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4211 N/A 31418DVD1 2050-12-01 3 97.41 86.51 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4179 N/A 31418DUD2 2035-11-01 2 .25 .23 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK4810 N/A 3140HJKY6 2048-09-01 4 16257.73 15593.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM2459 N/A 3140X5WV1 2050-02-01 3.5 .13 .12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8272 N/A 3133KQFM3 2053-01-01 6 1144.20 1187.28 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS3818 N/A 3140XKG46 2053-01-01 6 .29 .30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6177 N/A 3140QR2K8 2053-05-01 5 15929.72 16011.46 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1924 N/A 3142GSD62 2054-07-01 6 .59 .61 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8718 N/A 3140QUVL7 2054-06-01 6.5 22242.45 23654.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8431 N/A 3132DWLL5 2054-05-01 5.5 .43 .44 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5498 N/A 31418FDC8 2054-10-01 6 4.11 4.23 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS6257 N/A 3140XM5T9 2053-06-01 4 .48 .46 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5273 N/A 31418E2F6 2054-02-01 6.5 .22 .23 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBE3701 N/A 3140FPDF3 2047-06-01 4.5 8145.93 8032.71 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF8145 N/A 3133BWBN2 2053-02-01 6 2543.02 2622.11 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ5332 N/A 3140H64S5 2048-05-01 4 .27 .26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8491 N/A 3140QUNH5 2054-05-01 5.5 260.67 264.13 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL9899 N/A 3131XR7L2 2045-07-01 3.5 186.29 174.79 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA7788 N/A 3133KPUM8 2052-08-01 5 49662.47 49680.84 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9980 N/A 3133WHCR2 2054-07-01 6.5 .35 .37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8300 N/A 3133KQGH3 2052-12-01 5.5 1065.24 1091.42 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZA5438 N/A 31329PBF9 2048-06-01 4.5 5301.93 5223.57 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6729 N/A 3140QEPP1 2050-08-01 3 13418.15 12080.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 R3BF0748 N/A 3140FXZN5 2052-04-01 3.5 6322.16 5881.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7236 N/A 3140QTBE8 2053-10-01 5.5 .48 .49 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CVMA1454 N/A 31418ATL2 2028-05-01 2.5 .02 .02 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4120 N/A 31418DSJ2 2050-09-01 2.5 .27 .23 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4097 N/A 31418DRT1 2050-08-01 3 689.47 613.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF5637 N/A 3133BTHN3 2053-01-01 5.5 7689.97 7846.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF4931 N/A 3133BSPQ9 2052-12-01 6 .29 .30 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQF0540 N/A 3133BMS55 2052-09-01 4.5 .47 .45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA2274 N/A 3142JQQ44 2056-01-01 5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2238 N/A 3142JQPY9 2055-12-01 5.5 .59 .60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA2665 N/A 3142JQ6B0 2056-01-01 6 .54 .56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2599 N/A 3142JQ3H0 2056-01-01 5.5 .57 .58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA6063 N/A 31418FWZ6 2046-05-01 4.5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6028 N/A 31418FVW4 2056-04-01 4.5 14671.58 14186.31 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6003 N/A 31418FU54 2041-03-01 4.5 .56 .56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5885 N/A 31418FRF6 2040-11-01 4.5 1757.91 1747.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5908 N/A 31418FR66 2055-12-01 4.5 8.13 7.87 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7195 N/A 3133KN7G2 2052-04-01 3.5 8420.69 7758.81 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3195 N/A 3133KJRQ7 2050-08-01 2.5 .31 .27 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQJ2816 N/A 3133CTDV8 2054-08-01 4.5 .54 .53 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0301 N/A 3133CQKN4 2054-07-01 7 607.86 655.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH8928 N/A 3133CM4M3 2054-02-01 6 1169.37 1211.97 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH6803 N/A 3133CKRY6 2053-12-01 6.5 .31 .33 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH6063 N/A 3133CJWY3 2053-12-01 6.5 3414.69 3611.45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQH5209 N/A 3133CHYE9 2053-11-01 5 4017.60 4008.42 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH4609 N/A 3133CHDN2 2053-11-01 6.5 .43 .46 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH1726 N/A 3133CD4K7 2053-10-01 6.5 .45 .47 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH0429 N/A 3133CCPN0 2053-09-01 6.5 4516.87 4792.46 Agency Mortgage-Backed Securities FMAC 04.500 FGPC N31276 G N/A 31281BMZ0 2036-01-01 4.5 .13 .13 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G07786 G N/A 3128M96X5 2044-08-01 4 .12 .11 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL8561 N/A 3138ETQP4 2031-06-01 3.5 48.04 47.42 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8711 N/A 3140QUVD5 2054-06-01 6 .45 .46 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4781 N/A 3140QQJ30 2052-10-01 5 59.79 60.10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3489 N/A 31418C2X1 2033-10-01 3.5 .04 .04 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8467 N/A 3132DWMQ3 2054-10-01 4.5 .55 .53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF5642 N/A 3133BTHT0 2053-01-01 5.5 .46 .46 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV8017 N/A 3140MM4B1 2052-08-01 4.5 3714.42 3622.86 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3PQU7507 N/A 3133JLKU2 2050-08-01 3 291.88 253.25 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4260 N/A 31418DWW8 2036-02-01 1.5 .29 .26 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAB5527 N/A 31417CD93 2042-07-01 4 .04 .04 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4604 N/A 3140QQDJ1 2052-09-01 4 .46 .44 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3612 N/A 3140QPAN7 2052-05-01 4 .47 .45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3633 N/A 3140QBBB3 2049-06-01 3.5 .16 .15 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB5533 N/A 3140AFEF9 2054-07-01 6.5 .35 .37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS7160 N/A 3140XN5W0 2054-02-01 6.5 .40 .42 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7671 N/A 3133KPQY7 2052-07-01 4.5 .43 .42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2210 N/A 3142GSN46 2054-08-01 6 .39 .40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH1940 N/A 3133CEEM0 2053-09-01 6 .50 .53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3497 N/A 3140XJ3F8 2052-08-01 3.5 .48 .44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE6572 N/A 3133BGJR0 2052-07-01 5 4243.62 4245.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI7509 N/A 3133WEKW9 2054-06-01 6 10270.45 10753.99 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8413 N/A 3132DWK28 2054-02-01 4 4.35 4.10 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD2549 N/A 3132DPZN1 2052-07-01 4 206.53 197.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG9620 N/A 3133CAVM9 2053-09-01 5.5 4286.20 4361.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9219 N/A 3133BKG45 2052-09-01 5 6989.72 6995.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQE2010 N/A 3133BBGT0 2052-05-01 3.5 6804.41 6274.27 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQE2631 N/A 3133BB4Q9 2052-05-01 3 94.41 83.85 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G60989 G N/A 31335BC20 2046-12-01 3 515.85 467.09 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G60659 G N/A 31335AWU8 2046-08-01 3.5 .28 .26 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q52823 G N/A 3132XVD59 2047-12-01 3.5 4506.81 4204.70 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4264 N/A 3132E0WZ1 2053-11-01 6 18538.40 19373.57 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3937 N/A 3132E0LS9 2052-05-01 2.5 .46 .40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8475 N/A 3132DWMY6 2054-11-01 5.5 .47 .48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8454 N/A 3132DWMB6 2054-08-01 6 4867.66 5008.99 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8417 N/A 3132DWK69 2054-03-01 4.5 5471.56 5301.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2598 N/A 3142JQ3G2 2056-01-01 5.5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA1666 N/A 3142JPZ87 2055-12-01 5 .58 .58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA0905 N/A 3142JPAF8 2055-11-01 5 652.88 647.00 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA0657 N/A 3142JNWT9 2055-12-01 5 3219.27 3197.35 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA0487 N/A 3142JNRH1 2055-11-01 5 1052.15 1045.12 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0066 N/A 3142JCCC2 2041-03-01 4.5 .57 .57 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIRR0044 N/A 3142JCBN9 2040-11-01 3 1013.71 962.84 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRQ0141 N/A 3142J6EP4 2056-07-01 7 .60 .64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0119 N/A 3142J6DZ3 2056-05-01 5.5 982.40 993.37 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0110 N/A 3142J6DQ3 2056-04-01 5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0127 N/A 3142J6D91 2056-06-01 5 .60 .59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRQ0086 N/A 3142J6CY7 2056-01-01 6 .54 .55 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB5819 N/A 3140AFPD2 2054-07-01 6.5 .52 .55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0006 N/A 3133BMAF2 2052-08-01 5 368.29 367.39 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR5587 N/A 3140L4F53 2051-03-01 2 226.27 186.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7109 N/A 3140QS3T6 2053-09-01 5.5 352.09 358.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA1612 N/A 3140A1YJ0 2053-11-01 5.5 .50 .52 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3584 N/A 3140QN6W7 2052-05-01 3 2162.37 1912.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH1710 N/A 3133CD3T9 2053-10-01 6 .49 .50 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4125 N/A 3140QPSP3 2052-07-01 4 .48 .45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI1314 N/A 3133W7N76 2054-03-01 5.5 .57 .58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4095 N/A 3140XKRR3 2053-02-01 5 .44 .44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7568 N/A 3132DVMR3 2054-02-01 5.5 27262.66 28001.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF8290 N/A 3133BWF73 2053-02-01 5.5 .50 .51 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA4587 N/A 31418ECZ1 2042-04-01 2.5 415.47 370.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 ZLFP0102 N/A 3140XTDG3 2047-06-01 3.5 .47 .45 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS3670 N/A 3132A4CF3 2042-12-01 3.5 .06 .06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6903 N/A 3140QSU58 2053-08-01 5 .51 .51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ2087 N/A 3133CSJ85 2054-08-01 5.5 5979.27 6060.50 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA4913 N/A 3140A5N79 2053-11-01 6.5 .43 .46 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTCB6439 N/A 3140QSEM9 2043-06-01 4.5 1085.02 1071.83 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8295 N/A 3138WJGD4 2046-11-01 3 .18 .16 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO7480 N/A 3140K3J29 2049-12-01 3 .16 .14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX3618 N/A 3140N8AU2 2052-12-01 5.5 .27 .28 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQA8966 N/A 3133A36B9 2050-04-01 2.5 11209.57 9558.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3176 N/A 3140QNQ62 2052-03-01 3.5 4.06 3.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG7754 N/A 3133C8TK1 2053-08-01 5.5 3445.74 3503.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA3440 N/A 31418CZE7 2038-08-01 3.5 .06 .05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0084 N/A 3142J6CW1 2056-01-01 5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0095 N/A 3142J6C92 2056-02-01 5.5 30.69 31.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB3928 N/A 3140QPLJ4 2052-05-01 5 .43 .44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB3926 N/A 3140QPLG0 2052-06-01 5 34427.13 34404.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3897 N/A 3140QPKK2 2052-06-01 3.5 18.43 16.89 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG8408 N/A 3133C9KV4 2053-08-01 5 6.31 6.29 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG0364 N/A 3133C0MM1 2053-04-01 5 .49 .49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF7286 N/A 3133BVCX1 2053-02-01 6 2574.19 2700.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF6564 N/A 3133BUJH1 2053-02-01 5.5 .45 .46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF6520 N/A 3133BUG50 2053-01-01 5.5 4507.27 4612.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF5828 N/A 3133BTPM6 2053-01-01 6 10107.50 10435.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3606 N/A 3140QPAG2 2052-05-01 3.5 .48 .44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3426 N/A 3140QNYY2 2052-04-01 3.5 .42 .38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3315 N/A 3140QNVH2 2052-04-01 3.5 .47 .44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3124 N/A 3140QNPJ5 2052-03-01 3.5 .47 .43 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3120 N/A 3140QNPE6 2052-03-01 3 .48 .43 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB3097 N/A 3140QNNP3 2052-03-01 2.5 .41 .36 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB3042 N/A 3140QNLY6 2052-03-01 2.5 .43 .37 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2751 N/A 3140QNBV3 2052-02-01 2.5 .88 .75 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2664 N/A 3140QM6A7 2052-01-01 3 .81 .72 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CICB0630 N/A 3140QKVY1 2036-05-01 2 .32 .29 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB0194 N/A 3140QKGC6 2051-04-01 3 .34 .30 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA8830 N/A 3140QGY43 2051-02-01 3 .37 .34 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8256 N/A 3140QGE60 2050-12-01 2.5 .36 .31 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 .35 .28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA5847 N/A 3140QDP99 2049-12-01 3.5 .23 .21 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1015 N/A 3140XGDV8 2052-02-01 2 71.56 58.69 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5134 N/A 3140J9V40 2048-11-01 4 6112.64 5857.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFS3563 N/A 3140XJ5Z2 2038-06-01 3.5 231.12 221.55 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0192 N/A 3140XFGA3 2052-01-01 2.5 265.23 228.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM3279 N/A 3140X6UD1 2045-10-01 3.5 .21 .20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI2676 N/A 3133W86M0 2054-04-01 5.5 7540.15 7659.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4786 N/A 3140XLJ82 2053-05-01 5.5 .41 .42 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8544 N/A 3140QUP67 2054-05-01 6 39.34 41.15 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5144 N/A 3140XLWE4 2052-06-01 3.5 .48 .45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI9058 N/A 3133WGB38 2054-07-01 6 3242.03 3357.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5309 N/A 3132DS3S9 2054-04-01 5.5 14.14 14.45 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS2782 N/A 3140XJCU5 2052-06-01 3 611.52 543.37 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA4904 N/A 3140A5NW4 2053-10-01 6 .42 .43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3875 N/A 3140QPJV0 2047-06-01 3.5 866.88 801.40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8332 N/A 3132DWHH9 2053-06-01 6 .35 .36 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8365 N/A 3132DWJJ3 2053-10-01 4.5 .50 .49 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3UZM9919 N/A 3131Y5AU5 2028-04-01 3 .01 .01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1068 N/A 3142GRFJ4 2054-03-01 5.5 .51 .52 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD7548 N/A 3132DVL52 2051-11-01 2.5 4466.38 3837.43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5528 N/A 31418FEA1 2054-11-01 4 214.78 202.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQE9175 N/A 3133BKFQ7 2052-09-01 5.5 3841.33 3909.58 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CICB8080 N/A 3140QT6S3 2039-02-01 6.5 1187.69 1251.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6186 N/A 3140QR2U6 2053-05-01 5.5 7.27 7.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX0388 N/A 3140N4NE3 2052-11-01 4.5 .47 .46 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4685 N/A 3132DSF23 2054-01-01 6 23266.62 24443.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA5353 N/A 3140QC5P7 2050-03-01 3.5 .15 .14 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA4016 N/A 3140QBPA0 2049-08-01 3 .15 .13 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0196 N/A 3142GQGE6 2053-11-01 6.5 731.46 771.03 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0113 N/A 3142GQDT6 2053-10-01 6.5 .37 .38 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0009 N/A 3142GQAK8 2053-10-01 6.5 .43 .45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5639 N/A 31427THR0 2056-05-01 5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5587 N/A 31427TF50 2056-03-01 5.5 .61 .62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5438 N/A 31427TBG0 2056-06-01 6 1.23 1.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5400 N/A 31427TAA4 2056-01-01 5.5 31995.23 32438.96 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL5258 N/A 31427SZY7 2052-05-01 2.5 .60 .51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5109 N/A 31427SVB1 2056-05-01 5.5 .59 .60 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5024 N/A 31427SSN9 2056-04-01 4.5 .60 .58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4854 N/A 31427SMC9 2054-04-01 6 .57 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4659 N/A 31427SE95 2056-04-01 5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL4558 N/A 31427SB49 2053-10-01 4.5 2806.63 2734.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4291 N/A 31427RXV7 2056-02-01 5 .59 .58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4101 N/A 31427RRX0 2055-12-01 5 31349.48 31135.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2198 N/A 3142GSNQ7 2054-08-01 5.5 .54 .55 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3PRE6014 N/A 3133N3VF8 2049-10-01 3 .06 .05 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3495 N/A 3140QN3D2 2052-05-01 3 .93 .82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF1971 N/A 3133BPFL7 2052-10-01 5.5 3964.15 4046.83 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2864 N/A 31427QFE7 2055-03-01 6 20147.83 20732.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX1955 N/A 31425WE56 2054-12-01 5.5 545.49 561.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4979 N/A 3142GVQ95 2055-06-01 5.5 15.58 15.75 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0216 N/A 3140Y6G20 2055-04-01 6.5 .45 .47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8843 N/A 3140QUZH2 2054-07-01 5.5 .54 .55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1419 N/A 31427NSH3 2055-05-01 5.5 826.23 835.43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE9091 N/A 3140BNC55 2055-10-01 6.5 .46 .48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG4421 N/A 3140U74F6 2056-04-01 4.5 .60 .58 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL4036 N/A 31427RPW4 2053-10-01 2.5 .58 .49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6020 N/A 3142GWVN6 2056-03-01 5.5 .62 .63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0094 N/A 3142J6C84 2056-02-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD1114 N/A 3140B1GY6 2055-02-01 7 506.42 547.81 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD7849 N/A 3140B8WK3 2055-04-01 7 490.86 529.95 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5328 N/A 31426P4N2 2055-06-01 6 .48 .50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0634 N/A 3142JNV45 2055-12-01 5.5 .59 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4987 N/A 31427SRH3 2056-04-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB2640 N/A 3142K35A2 2056-05-01 6 .60 .62 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5754 N/A 31427TMC7 2056-05-01 6.5 30901.14 32256.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMB0311 N/A 3138MTKZ9 2055-05-01 5 42874.31 42486.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4800 N/A 3142GVKN0 2055-09-01 6 .56 .59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3048 N/A 3142GTL61 2054-12-01 6 .50 .52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5731 N/A 31418FLM7 2055-06-01 3.5 10.37 9.50 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL4097 N/A 31427RRT9 2054-11-01 4 6968.07 6592.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3831 N/A 31427RHH6 2054-03-01 5.5 .42 .43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD4438 N/A 3140B44Y3 2055-03-01 6.5 1497.64 1582.81 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD2036 N/A 3140B2HN7 2055-02-01 7 .44 .48 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD0976 N/A 3140B1CN4 2055-01-01 6.5 1475.51 1552.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC5663 N/A 3140ATJH0 2054-11-01 5.5 3636.59 3717.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC4988 N/A 3140ASRJ9 2054-11-01 5 .52 .52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC1995 N/A 3140APGD0 2054-10-01 5.5 4483.37 4534.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC0564 N/A 3140AMTW1 2054-08-01 5.5 1172.05 1205.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB8688 N/A 3140AJUN6 2054-07-01 5.5 8792.22 8956.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDB4915 N/A 3140AEN96 2055-01-01 4.5 819.17 796.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB4849 N/A 3140AEL72 2054-12-01 5.5 18133.26 18468.56 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB5344 N/A 3140AE5E5 2054-05-01 6 600.54 621.07 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB4261 N/A 3140ADWX5 2054-07-01 7 397.08 429.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB3174 N/A 3140ACQ48 2054-04-01 5.5 757.10 775.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB0473 N/A 3140A9Q37 2054-05-01 5.5 3491.20 3552.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB0267 N/A 3140A9JM3 2054-03-01 5.5 2676.06 2736.32 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA3833 N/A 31418DHK1 2049-11-01 2.5 1380.14 1177.25 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4492 N/A 31418D7E6 2051-12-01 2 32260.18 26091.40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3466 N/A 31418CZ80 2048-09-01 3.5 .06 .05 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CRMA2838 N/A 31418CEL4 2046-11-01 3 26.72 24.33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CVMA1399 N/A 31418ARV2 2028-03-01 2.5 .01 .01 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0776 N/A 31417Y2J5 2031-06-01 4.5 .02 .02 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAB9683 N/A 31417GXM3 2043-06-01 4 63.75 61.86 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAB4445 N/A 31417A5F2 2042-02-01 4 7517.69 7338.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5134 N/A 3142GVV40 2055-10-01 5.5 .56 .57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5655 N/A 3142GWH93 2056-01-01 5 .59 .59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA9450 N/A 3142JYQC9 2056-04-01 6 .55 .57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1850 N/A 3140Y8BU9 2056-01-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2239 N/A 31427PPZ1 2055-05-01 5.5 1020.52 1031.86 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRQ0017 N/A 3142J6AT0 2055-06-01 3.5 17.85 16.35 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA6109 N/A 31418FYF8 2056-06-01 7 .60 .64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4135 N/A 3142GUSZ7 2055-05-01 5 .60 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH5229 N/A 3140ULY39 2056-07-01 6.5 1.20 1.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7683 N/A 3142K9RD9 2056-07-01 5.5 1266.85 1294.40 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQZ6815 N/A 31427GSD7 2055-10-01 4.5 49.41 47.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5858 N/A 3140U9QL5 2056-04-01 5.5 5963.10 6060.49 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5737 N/A 31418FLT2 2055-06-01 6.5 2999.21 3124.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5613 N/A 31418FGX9 2055-02-01 5 3.14 3.11 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4159 N/A 31427RTR1 2052-06-01 3 .60 .53 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL3335 N/A 31427QV58 2052-03-01 2 456.01 367.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0649 N/A 3140UFWK6 2056-06-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA6548 N/A 3142JVH27 2056-02-01 5.5 892.71 902.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3839 N/A 3142JSHR9 2056-01-01 5 1589.04 1581.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3481 N/A 3142GT2P0 2055-02-01 5.5 .53 .54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1984 N/A 31427PF25 2055-07-01 6 4.36 4.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH1311 N/A 3140UGN57 2041-06-01 5 .60 .61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG4470 N/A 3140U76G2 2056-03-01 6 .60 .62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0792 N/A 3140UF3A0 2056-06-01 5.5 1475.69 1495.46 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ3318 N/A 3142GTVL7 2055-01-01 6.5 .35 .36 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA5882 N/A 31418FRC3 2055-11-01 7 .45 .48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 NBAA7233 N/A 31416RBB8 2047-09-01 4.5 .02 .02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CK931825 N/A 31412QHA0 2039-08-01 5.5 59.28 59.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 GL931532 N/A 31412P4R9 2039-05-01 4 27.97 27.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL889117 N/A 31410GYN7 2035-10-01 5 .01 .01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2892 N/A 3140Y9GA6 2056-06-01 5.5 .61 .62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2228 N/A 3140Y8PN0 2056-03-01 5.5 .60 .62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2001 N/A 3140Y8GK6 2056-02-01 5 .61 .60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2686 N/A 3140Y86Y7 2056-05-01 6 9.65 10.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7592 N/A 3142K9NJ0 2056-07-01 5.5 3677.07 3772.45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB7561 N/A 3142K9MK8 2056-07-01 6 .60 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7394 N/A 3142K9GC3 2056-07-01 5.5 4095.13 4184.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7383 N/A 3142K9FZ3 2056-07-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7349 N/A 3142K9EX9 2056-07-01 5.5 3687.56 3783.21 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB7252 N/A 3142K9BW4 2056-06-01 6 .60 .62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0810 N/A 3140UF3U6 2056-06-01 5.5 .60 .61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0802 N/A 3140UF3L6 2056-06-01 5 .60 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0800 N/A 3140UF3J1 2056-06-01 5 .60 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1014 N/A 3140Y7DU9 2055-09-01 5.5 5303.97 5404.95 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY1645 N/A 31426KZK5 2055-04-01 6.5 .52 .55 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE4817 N/A 3140BHK75 2055-07-01 7 .60 .64 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA0287 N/A 3140W0J97 2054-12-01 6 775.56 798.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1085 N/A 31427NF38 2055-05-01 5 17837.42 17790.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4156 N/A 3140UKTN3 2056-06-01 5.5 938.40 948.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA2137 N/A 3142JQLT4 2056-01-01 5 .60 .59 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA1691 N/A 3142JP2Z3 2055-12-01 4.5 .56 .54 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLCB7689 N/A 3140QTRK7 2053-12-01 7.5 5005.67 5437.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8277 N/A 3132DWFS7 2052-12-01 5.5 .43 .44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY6187 N/A 31426Q2V4 2055-06-01 5.5 1.11 1.13 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0034 N/A 31427MBC4 2054-06-01 6.5 1172.74 1236.90 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX7524 N/A 31426DLE0 2055-02-01 6.5 .41 .44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY8739 N/A 31426TV95 2055-07-01 5.5 .57 .58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5616 N/A 31427TG26 2056-04-01 5 6578.12 6538.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4555 N/A 3140QQBZ7 2052-09-01 4.5 357.38 348.46 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA2867 N/A 3140W3FH7 2054-06-01 6.5 .52 .55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5801 N/A 31418FNT0 2040-08-01 5.5 .42 .43 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1210 N/A 31427NKY4 2055-05-01 6 .53 .55 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2692 N/A 3140Y87E0 2056-05-01 6 .64 .67 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CQAS6032 N/A 3138WFV29 2035-09-01 2.5 .21 .20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7449 N/A 3142JWH33 2056-03-01 5.5 1511.32 1528.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF3682 N/A 3133BRCT9 2052-11-01 5.5 .38 .39 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY2188 N/A 31426LNE0 2055-04-01 6.5 2272.21 2382.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0542 N/A 31427MS85 2055-03-01 5.5 .54 .55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9744 N/A 3140UDZJ1 2056-05-01 5 756.21 754.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL852921 N/A 31408JSJ1 2036-04-01 6 .00 .01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL745837 N/A 31403DS26 2033-04-01 6 921.75 948.51 Agency Mortgage-Backed Securities FHLB FHDN 08/14/26 N/A 313385B88 2026-08-14 0 24600.00 24484.87 Agency Debentures and Agency Strips FHLB FHDN 08/07/26 N/A 313385A97 2026-08-07 0 18191.40 18119.36 Agency Debentures and Agency Strips FMAC FEPC 02.500 CISB0359 N/A 3132CWMG6 2035-07-01 2.5 .21 .20 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0536 N/A 3132ACSZ4 2048-03-01 3.5 .14 .13 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS9776 N/A 3132AA2H6 2046-08-01 3.5 .13 .12 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5144 N/A 3142GVWE7 2055-10-01 4.5 7.71 7.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5136 N/A 3142GVV65 2055-10-01 5.5 .58 .59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5075 N/A 3142GVT92 2055-10-01 5 .56 .56 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5002 N/A 3142GVRY9 2055-10-01 6 42559.16 44123.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA3229 N/A 3140QAST8 2049-03-01 5 .14 .15 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3503 N/A 3140QA3M0 2049-05-01 4 15.98 15.28 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA2184 N/A 3140Q9NA7 2048-08-01 4 11455.38 10981.38 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0620 N/A 3140Q7VN4 2047-10-01 4 .39 .37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY1224 N/A 3140NHLE6 2053-05-01 5 .54 .53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX7862 N/A 3140NCWY1 2053-03-01 6 .35 .36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8576 N/A 3140N1Q63 2052-10-01 5 3035.95 3021.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6308 N/A 3140MYAJ1 2052-08-01 5 17624.65 17606.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2669 N/A 3140MT6F5 2056-03-01 5 1717.99 1707.34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV0811 N/A 3140MD3V8 2052-01-01 3.5 .55 .51 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBU5264 N/A 3140M6Z63 2054-12-01 5 6756.78 6728.45 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBQ5815 N/A 3140KRN96 2050-11-01 2.5 .39 .34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBP2898 N/A 3140KAGG5 2050-03-01 4 .11 .11 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3798 N/A 31427RGG9 2056-01-01 5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4400 N/A 31427R3J7 2054-10-01 5.5 30436.77 30809.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3280 N/A 31427QUE0 2053-07-01 5 .56 .56 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL2800 N/A 31427QDE9 2053-10-01 4.5 24.34 23.74 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL2533 N/A 31427PY73 2049-05-01 4 6271.95 5953.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2455 N/A 31427PWR1 2055-06-01 5 .54 .54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA8349 N/A 3142JXH31 2056-03-01 5.5 625.43 637.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6899 N/A 3142GXUZ8 2056-06-01 5.5 1734.77 1766.43 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA4884 N/A 3140W5NA8 2055-11-01 6 8381.06 8764.33 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA0508 N/A 3142JNR65 2055-12-01 4.5 .60 .58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5998 N/A 3142GWUY3 2056-03-01 5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5449 N/A 31427TBT2 2054-06-01 5.5 .60 .62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7100 N/A 3142K83J4 2056-07-01 5.5 3584.46 3661.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9322 N/A 3140UDLC1 2056-04-01 5 .60 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4458 N/A 31427R5U0 2056-03-01 5.5 .60 .61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3119 N/A 31427QPD8 2055-09-01 6 25413.18 26151.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4126 N/A 3140W4SQ1 2051-09-01 3 .59 .53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5716 N/A 3140W6K68 2056-05-01 5 .61 .61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4832 N/A 3142K6LN9 2056-06-01 5.5 .60 .61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG4099 N/A 3140U7RV6 2056-04-01 4.5 .60 .58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL737624 N/A 31402TPH2 2033-09-01 5.5 .01 .01 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAW7429 N/A 3138XXHF6 2042-02-01 4 .04 .04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1207 N/A 3140Y7KV9 2055-10-01 5 .59 .58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0983 N/A 3140Y7CV8 2055-09-01 5.5 20956.36 21285.96 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0526 N/A 3140Y6SQ4 2055-06-01 6 .55 .57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8331 N/A 3132DWHG1 2053-06-01 5.5 12103.53 12326.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8349 N/A 3132DWH22 2053-08-01 5.5 8456.40 8596.67 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8276 N/A 3132DWFR9 2052-12-01 5 377.40 376.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8267 N/A 3132DWFG3 2052-11-01 5 8.14 8.15 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8245 N/A 3132DWES8 2052-09-01 4.5 .46 .45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7562 N/A 3132DVMK8 2053-04-01 5.5 5688.57 5852.97 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7504 N/A 3132DVKR5 2049-08-01 3.5 121.92 113.27 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD5514 N/A 3132DTDT4 2053-07-01 4.5 94.62 92.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4978 N/A 3132DSQ70 2054-02-01 5.5 7143.39 7313.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4782 N/A 3132DSJ37 2053-11-01 5.5 83.55 85.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5359 N/A 3132DS5U2 2054-05-01 5.5 11278.78 11577.65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5353 N/A 3132DS5N8 2054-04-01 6 3773.32 3937.70 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD5270 N/A 3132DS2B7 2054-05-01 5 196.85 197.63 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1665 N/A 3132DNZ63 2052-09-01 4.5 15746.61 15408.25 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9146 N/A 3140UDEU9 2056-05-01 5 1012.96 1011.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9841 N/A 3140UD5B1 2056-05-01 5 .60 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9825 N/A 3140UD4K2 2056-05-01 5.5 3269.54 3325.29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2923 N/A 3142GTG91 2054-11-01 6 .44 .45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0442 N/A 3140W0P41 2054-11-01 3.5 .54 .50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD9492 N/A 3140BARN8 2055-07-01 6 .49 .50 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1051 N/A 3140QLEZ5 2051-06-01 3 .35 .31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9791 N/A 3140QV2Z6 2055-01-01 5.5 8082.33 8311.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC7771 N/A 3140AVT50 2054-12-01 5 7641.90 7622.63 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX9913 N/A 31426HAP8 2055-03-01 7 .51 .54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA3560 N/A 31418C5W0 2034-01-01 4 .03 .03 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFS9778 N/A 3140XR2L8 2054-10-01 7 22048.18 23431.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF1881 N/A 3140BSCT2 2055-10-01 5 4015.13 3980.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ5487 N/A 31427DCZ2 2055-10-01 5.5 .59 .60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA1387 N/A 3142JPRH6 2055-12-01 5.5 .59 .60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5997 N/A 31418FUX3 2056-03-01 5 .61 .61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2295 N/A 3140XHRR0 2052-03-01 3.5 .39 .36 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIDB6517 N/A 3140AGG32 2039-08-01 6.5 .40 .42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4106 N/A 3142K5R47 2056-06-01 5 .60 .60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA6150 N/A 3140W6ZQ8 2053-10-01 4.5 .60 .59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5809 N/A 3142GWN39 2056-01-01 6 1.20 1.24 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL3815 N/A 31427RGZ7 2053-01-01 3 .59 .52 Agency Mortgage-Backed Securities USTR 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 355995.36 358769.34 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 24000.00 24676.21 U.S. Treasuries (including strips) USTR 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 72278.22 73706.80 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 293.64 286.48 U.S. Treasuries (including strips) USTR 4 1/2 BOND 54 N/A 912810UE6 2054-11-15 4.5 27594.06 26129.23 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 15036.84 13803.81 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 40018.38 25444.44 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 49534.50 24875.67 U.S. Treasuries (including strips) USTR 2 BOND 50 N/A 912810SL3 2050-02-15 2 8540.34 5101.13 U.S. Treasuries (including strips) USTR 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 10651.08 8129.40 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 29999.94 20929.25 U.S. Treasuries (including strips) USTR 3 1/8 BOND 44 N/A 912810RH3 2044-08-15 3.125 14994.00 12029.43 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 4295.10 3752.51 U.S. Treasuries (including strips) USTR 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 3246.06 2687.21 U.S. Treasuries (including strips) USTR 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 7120.26 7256.46 U.S. Treasuries (including strips) USTR BILL 10/27/26 N/A 912797VN4 2026-10-27 0 78976.44 77989.79 U.S. Treasuries (including strips) USTR BILL 04/15/27 N/A 912797UE5 2027-04-15 0 216.00 209.48 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 7206.06 6620.20 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 119813.46 119964.81 U.S. Treasuries (including strips) USTR BILL 10/22/26 N/A 912797UL9 2026-10-22 0 676.38 668.36 U.S. Treasuries (including strips) USTR BILL 08/13/26 N/A 912797TW7 2026-08-13 0 4233.60 4214.80 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 18439.20 12061.85 U.S. Treasuries (including strips) USTR BILL 10/20/26 N/A 912797VM6 2026-10-20 0 82350.78 81385.63 U.S. Treasuries (including strips) USTR BILL 11/19/26 N/A 912797UZ8 2026-11-19 0 2691.66 2651.64 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 108434.76 106862.86 U.S. Treasuries (including strips) USTR 0 3/4 TRIN D 28 N/A 912828Y38 2028-07-15 0.75 .16 .16 U.S. Treasuries (including strips) USTR BILL 08/27/26 N/A 912797TY3 2026-08-27 0 215.34 214.07 U.S. Treasuries (including strips) USTR BILL 09/15/26 N/A 912797VC8 2026-09-15 0 737.82 732.03 U.S. Treasuries (including strips) USTR BILL 11/12/26 N/A 912797UY1 2026-11-12 0 413.28 407.45 U.S. Treasuries (including strips) USTR BILL 09/01/26 N/A 912797UW5 2026-09-01 0 24858.00 24700.15 U.S. Treasuries (including strips) USTR BILL 08/18/26 N/A 912797UU9 2026-08-18 0 30369.12 30217.27 U.S. Treasuries (including strips) USTR BILL 08/04/26 N/A 912797US4 2026-08-04 0 60385.56 60173.61 U.S. Treasuries (including strips) USTR BILL 07/28/26 N/A 912797UR6 2026-07-28 0 16317.36 16271.33 U.S. Treasuries (including strips) USTR BILL 07/21/26 N/A 912797UQ8 2026-07-21 0 475.14 474.13 U.S. Treasuries (including strips) USTR BILL 11/05/26 N/A 912797UM7 2026-11-05 0 81.00 79.92 U.S. Treasuries (including strips) USTR BILL 09/24/26 N/A 912797UH8 2026-09-24 0 1285.86 1274.53 U.S. Treasuries (including strips) USTR BILL 09/17/26 N/A 912797UG0 2026-09-17 0 24444.78 24246.29 U.S. Treasuries (including strips) USTR BILL 02/18/27 N/A 912797TV9 2027-02-18 0 186.12 181.61 U.S. Treasuries (including strips) USTR BILL 07/30/26 N/A 912797TQ0 2026-07-30 0 557.10 555.41 U.S. Treasuries (including strips) USTR BILL 07/16/26 N/A 912797TN7 2026-07-16 0 5389.44 5380.71 U.S. Treasuries (including strips) USTR BILL 01/21/27 N/A 912797TM9 2027-01-21 0 471.72 461.82 U.S. Treasuries (including strips) USTR BILL 07/02/26 N/A 912797TF4 2026-07-02 0 34702.08 34695.14 U.S. Treasuries (including strips) USTR BILL 10/29/26 N/A 912797SK4 2026-10-29 0 351.60 347.16 U.S. Treasuries (including strips) USTR BILL 10/01/26 N/A 912797SA6 2026-10-01 0 2309.10 2286.82 U.S. Treasuries (including strips) USTR BILL 08/06/26 N/A 912797RG4 2026-08-06 0 3455.40 3442.55 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 3000000.00 3000000.00 .0408 N N 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 64148.54 62791.29 U.S. Treasuries (including strips) USTR 1 1/8 TRIN AE 30 N/A 91282CPH8 2030-10-15 1.125 57801.53 56373.88 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 12216.39 12093.05 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 752.60 740.48 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 31 N/A 91282CBF7 2031-01-15 0.125 3683.82 3410.43 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 30 N/A 912828ZZ6 2030-07-15 0.125 7360.30 6891.25 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 1354.29 1324.76 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 20125.02 19836.40 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875 66823.93 67250.38 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 78414.73 64487.39 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 16149.93 16634.67 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 300000.00 300000.00 .0041 N N Y N Federated Hermes Insurance Series 2026-07-08 Stephen Van Meter Stephen Van Meter Chief Compliance Officer