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categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2026-08-21 2026-08-21 N N N 0.0373 30000827.40 30000827.40 0.0009 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.795000% 3130B2UL7 2549001DPIFGXC1TOL40 US3130B2UL79 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2026-09-25 2026-09-25 N N N 0.0373 70007826.00 70007826.00 0.0021 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.725000% 3130B5UR7 2549001DPIFGXC1TOL40 US3130B5UR70 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-04-09 2027-04-09 N N N 0.0375 99993775.00 99993775.00 0.0030 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.770000% 3130B5VS4 2549001DPIFGXC1TOL40 US3130B5VS45 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-04-09 2027-04-09 N N N 0.0374 60017972.40 60017972.40 0.0018 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.710000% 3130B7LQ5 2549001DPIFGXC1TOL40 US3130B7LQ54 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2026-08-28 2026-08-28 N N N 0.0372 13999905.50 13999905.50 0.0004 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.625000% 3130B7VM3 2549001DPIFGXC1TOL40 US3130B7VM31 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-23 2026-10-23 2026-10-23 N N N 0.0396 99902913.00 99902913.00 0.0030 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.625000% 3130B7VN1 2549001DPIFGXC1TOL40 US3130B7VN14 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-10-23 2026-10-23 2026-10-23 N N N 0.0388 99922566.00 99922566.00 0.0030 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.830000% 3130B83C4 2549001DPIFGXC1TOL40 US3130B83C44 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-10-14 2027-10-14 N N N 0.0377 60008921.40 60008921.40 0.0018 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.810000% 3130B8KW1 2549001DPIFGXC1TOL40 US3130B8KW15 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-12-04 2026-12-04 2026-12-04 N N N 0.0388 83286230.87 83286230.87 0.0025 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.760000% 3130B8PA4 2549001DPIFGXC1TOL40 US3130B8PA40 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-12-17 2026-12-17 2026-12-17 N N N 0.0385 134914065.75 134914065.75 0.0041 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.500000% 3130B8UW0 2549001DPIFGXC1TOL40 US3130B8UW05 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-01-04 2027-01-04 2027-01-04 N N N 0.0384 119830147.20 119830147.20 0.0036 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.500000% 3130B8VA7 2549001DPIFGXC1TOL40 US3130B8VA75 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-01-04 2027-01-04 2027-01-04 N N N 0.0370 119901198.00 119901198.00 0.0036 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.640000% 3130B92Z2 2549001DPIFGXC1TOL40 US3130B92Z20 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-02-05 2027-02-05 2027-02-05 N N N 0.0421 129566180.90 129566180.90 0.0039 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.730000% 3130B94T4 2549001DPIFGXC1TOL40 US3130B94T42 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2028-01-14 2028-01-14 N N N 0.0375 99995114.00 99995114.00 0.0030 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.620000% 3130B95B2 2549001DPIFGXC1TOL40 US3130B95B25 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-02-08 2027-02-08 2027-02-08 N N N 0.0391 65752673.70 65752673.70 0.0020 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.640000% 3130B95L0 2549001DPIFGXC1TOL40 US3130B95L07 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-02-12 2027-02-12 2027-02-12 N N N 0.0389 125781723.90 125781723.90 0.0038 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.740000% 3130B9BT6 2549001DPIFGXC1TOL40 US3130B9BT69 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2028-02-03 2028-02-03 N N N 0.0376 200000444.00 200000444.00 0.0060 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.740000% 3130B9FP0 2549001DPIFGXC1TOL40 US3130B9FP02 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2028-02-11 2028-02-11 N N N 0.0376 29999940.00 29999940.00 0.0009 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.680000% 3130B9NT3 2549001DPIFGXC1TOL40 US3130B9NT32 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-03-24 2027-03-24 2027-03-24 N N N 0.0409 186513869.19 186513869.19 0.0056 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.750000% 3130B9T34 2549001DPIFGXC1TOL40 US3130B9T345 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-04-02 2027-04-02 2027-04-02 N N N 0.0409 124727375.00 124727375.00 0.0038 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.970000% 3130BA5L7 2549001DPIFGXC1TOL40 US3130BA5L71 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-04-22 2027-04-22 2027-04-22 N N N 0.0418 124813695.00 124813695.00 0.0038 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.930000% 3130BAB55 2549001DPIFGXC1TOL40 US3130BAB557 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-05-07 2027-05-07 2027-05-07 N N N 0.0421 124734062.50 124734062.50 0.0038 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.840000% 3130BAFR3 2549001DPIFGXC1TOL40 US3130BAFR30 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-05-21 2027-05-21 2027-05-21 N N N 0.0415 119700232.80 119700232.80 0.0036 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.870000% 3130BAHP5 2549001DPIFGXC1TOL40 US3130BAHP55 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-05-21 2027-05-21 2027-05-21 N N N 0.0413 124734907.50 124734907.50 0.0038 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.790000% 3130BAMM6 2549001DPIFGXC1TOL40 US3130BAMM69 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-11-05 2026-11-05 2026-11-05 N N N 0.0380 119992485.60 119992485.60 0.0036 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.875000% 3130BAQ83 2549001DPIFGXC1TOL40 US3130BAQ837 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-06-11 2027-06-11 2027-06-11 N N N 0.0419 124659727.50 124659727.50 0.0038 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.990000% 3130BAT72 2549001DPIFGXC1TOL40 US3130BAT724 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2027-06-17 2027-06-17 2027-06-17 N N N 0.0420 119788412.40 119788412.40 0.0036 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.800000% 3130BATK3 2549001DPIFGXC1TOL40 US3130BATK31 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-11-20 2026-11-20 2026-11-20 N N N 0.0396 99947956.00 99947956.00 0.0030 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 3.800000% 3130BATM9 2549001DPIFGXC1TOL40 US3130BATM96 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-11-20 2026-11-20 2026-11-20 N N N 0.0396 99947956.00 99947956.00 0.0030 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.690000% 3130BB6A8 2549001DPIFGXC1TOL40 US3130BB6A89 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2026-12-14 2026-12-14 N N N 0.0371 124998635.00 124998635.00 0.0038 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.700000% 3130BBDD4 2549001DPIFGXC1TOL40 US3130BBDD45 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-01-27 2027-01-27 N N N 0.0372 97800519.32 97800519.32 0.0029 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.705000% 3130BBFV2 2549001DPIFGXC1TOL40 US3130BBFV25 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-09 2027-02-09 N N N 0.0372 65000217.75 65000217.75 0.0020 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.775000% 3130BBG25 2549001DPIFGXC1TOL40 US3130BBG257 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-07-07 2028-07-07 N N N 0.0379 34999792.10 34999792.10 0.0011 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.685000% 3130BBGM1 2549001DPIFGXC1TOL40 US3130BBGM17 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-13 2026-10-13 N N N 0.0370 39999671.20 39999671.20 0.0012 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.700000% 3130BBGY5 2549001DPIFGXC1TOL40 US3130BBGY54 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-12 2027-01-12 N N N 0.0372 29999812.20 29999812.20 0.0009 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.710000% 3130BBH65 2549001DPIFGXC1TOL40 US3130BBH651 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-09 2027-03-09 N N N 0.0373 34999968.85 34999968.85 0.0011 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.775000% 3130BBJG1 2549001DPIFGXC1TOL40 US3130BBJG12 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-07-13 2028-07-13 N N N 0.0379 38003730.84 38003730.84 0.0011 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.700000% 3130BBKF1 2549001DPIFGXC1TOL40 US3130BBKF10 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-17 2027-02-17 N N N 0.0372 55000173.25 55000173.25 0.0017 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.705000% 3130BBKG9 2549001DPIFGXC1TOL40 US3130BBKG92 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-16 2027-03-16 N N N 0.0372 25000049.50 25000049.50 0.0008 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.695000% 3130BBKR5 2549001DPIFGXC1TOL40 US3130BBKR57 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-22 2027-01-22 N N N 0.0370 65003384.55 65003384.55 0.0020 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.685000% 3130BBKW4 2549001DPIFGXC1TOL40 US3130BBKW43 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-17 2026-11-17 N N N 0.0369 20000584.80 20000584.80 0.0006 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.690000% 3130BBL37 2549001DPIFGXC1TOL40 US3130BBL372 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-22 2026-12-22 N N N 0.0370 34999886.25 34999886.25 0.0011 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.700000% 3130BBLW3 2549001DPIFGXC1TOL40 US3130BBLW34 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-24 2027-02-24 N N N 0.0372 65000096.20 65000096.20 0.0020 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 4.255000% 3130BBN92 2549001DPIFGXC1TOL40 US3130BBN923 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-08-20 2027-08-20 2027-08-20 N N N 0.0428 129963697.50 129963697.50 0.0039 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.705000% 3130BBPR0 2549001DPIFGXC1TOL40 US3130BBPR03 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-25 2027-03-25 N N N 0.0370 65006520.80 65006520.80 0.0020 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 3.710000% 3130BBPS8 2549001DPIFGXC1TOL40 US3130BBPS85 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-28 2027-04-28 N N N 0.0373 29999883.00 29999883.00 0.0009 N N N N Federal Farm Credit System Discount Notes Federal Farm Credit Banks 313313D96 254900C5LP6DN9OP9V83 US313313D968 N/A U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y DBRS Ltd. FALSE 2026-08-31 2026-08-31 2026-08-31 N N N 0.0360 49845215.50 49845215.50 0.0015 N N Y N Federal Home Loan Bank System Discount Notes Federal Home Loan Banks 313385A97 2549001DPIFGXC1TOL40 US313385A970 N/A U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y DBRS Ltd. FALSE 2026-08-07 2026-08-07 2026-08-07 N N N 0.0360 169581374.61 169581374.61 0.0051 N N Y N Federal Home Loan Bank System Discount Notes Federal Home Loan Banks 313385C53 2549001DPIFGXC1TOL40 US313385C539 N/A U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y DBRS Ltd. FALSE 2026-08-19 2026-08-19 2026-08-19 N N N 0.0360 207605349.12 207605349.12 0.0062 N N Y N Federal Home Loan Bank System Discount Notes Federal Home Loan Banks 313385C79 2549001DPIFGXC1TOL40 US313385C794 N/A U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y DBRS Ltd. FALSE 2026-08-21 2026-08-21 2026-08-21 N N N 0.0360 152479566.18 152479566.18 0.0046 N N Y N Federal Home Loan Bank System Discount Notes Federal Home Loan Banks 313385D60 2549001DPIFGXC1TOL40 US313385D602 N/A U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y DBRS Ltd. FALSE 2026-08-28 2026-08-28 2026-08-28 N N N 0.0360 124650486.25 124650486.25 0.0038 N N Y N Federal Home Loan Bank System Discount Notes Federal Home Loan Banks 313385R81 2549001DPIFGXC1TOL40 US313385R818 N/A U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y DBRS Ltd. FALSE 2026-12-04 2026-12-04 2026-12-04 N N N 0.0378 60044954.50 60044954.50 0.0018 N N N N Federal Home Loan Bank System Discount Notes Federal Home Loan Banks 313385S72 2549001DPIFGXC1TOL40 US313385S725 N/A U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y DBRS Ltd. FALSE 2026-12-11 2026-12-11 2026-12-11 N N N 0.0378 73952625.00 73952625.00 0.0022 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.740000% 3133ER6L0 254900C5LP6DN9OP9V83 US3133ER6L07 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-03-11 2027-03-11 N N N 0.0376 34998080.95 34998080.95 0.0011 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.730000% 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-03-11 2027-03-11 N N N 0.0378 29993718.00 29993718.00 0.0009 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.775000% 3133ERH38 254900C5LP6DN9OP9V83 US3133ERH382 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2026-09-08 2026-09-08 N N N 0.0374 11000502.59 11000502.59 0.0003 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.780000% 3133ERNW7 254900C5LP6DN9OP9V83 US3133ERNW79 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2026-08-12 2026-08-12 N N N 0.0368 60001467.00 60001467.00 0.0018 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.790000% 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2026-08-26 2026-08-26 N N N 0.0369 40002585.20 40002585.20 0.0012 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.790000% 3133ERSN2 254900C5LP6DN9OP9V83 US3133ERSN26 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2026-09-09 2026-09-09 N N N 0.0369 15001605.60 15001605.60 0.0005 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.785000% 3133ERXV8 254900C5LP6DN9OP9V83 US3133ERXV86 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2026-09-16 2026-09-16 N N N 0.0373 35002713.55 35002713.55 0.0011 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.790000% 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2026-10-23 2026-10-23 N N N 0.0374 100014707.00 100014707.00 0.0030 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.780000% 3133ERYS4 254900C5LP6DN9OP9V83 US3133ERYS49 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2026-08-28 2026-08-28 N N N 0.0372 15000678.60 15000678.60 0.0005 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.790000% 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2026-11-04 2026-11-04 N N N 0.0374 20003447.00 20003447.00 0.0006 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.755000% 3133ET2X4 254900C5LP6DN9OP9V83 US3133ET2X45 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-12-02 2027-12-02 N N N 0.0378 49996437.00 49996437.00 0.0015 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.695000% 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-04-19 2027-04-19 N N N 0.0377 9996017.00 9996017.00 0.0003 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.730000% 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-11-23 2027-11-23 N N N 0.0375 14999395.95 14999395.95 0.0005 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.735000% 3133ET6B8 254900C5LP6DN9OP9V83 US3133ET6B88 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2028-01-06 2028-01-06 N N N 0.0375 69997349.10 69997349.10 0.0021 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.730000% 3133ET6N2 254900C5LP6DN9OP9V83 US3133ET6N27 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2028-01-12 2028-01-12 N N N 0.0377 49980870.50 49980870.50 0.0015 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.695000% 3133ET6Q5 254900C5LP6DN9OP9V83 US3133ET6Q57 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-04-08 2027-04-08 N N N 0.0371 34999629.00 34999629.00 0.0011 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.730000% 3133ETAA5 254900C5LP6DN9OP9V83 US3133ETAA52 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-03-11 2027-03-11 N N N 0.0375 24998715.75 24998715.75 0.0008 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.800000% 3133ETC70 254900C5LP6DN9OP9V83 US3133ETC702 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-10-01 2027-10-01 N N N 0.0376 40014846.80 40014846.80 0.0012 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.730000% 3133ETCN5 254900C5LP6DN9OP9V83 US3133ETCN55 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-04-09 2027-04-09 N N N 0.0374 86003027.20 86003027.20 0.0026 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.760000% 3133ETJ81 254900C5LP6DN9OP9V83 US3133ETJ814 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-04-22 2027-04-22 N N N 0.0376 70001995.70 70001995.70 0.0021 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.765000% 3133ETJA6 254900C5LP6DN9OP9V83 US3133ETJA61 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-05-27 2027-05-27 N N N 0.0376 30001609.80 30001609.80 0.0009 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.755000% 3133ETKK2 254900C5LP6DN9OP9V83 US3133ETKK25 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-06-04 2027-06-04 N N N 0.0378 99992991.00 99992991.00 0.0030 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.745000% 3133ETLK1 254900C5LP6DN9OP9V83 US3133ETLK16 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-06-17 2027-06-17 N N N 0.0375 100009657.00 100009657.00 0.0030 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.780000% 3133ETRA7 254900C5LP6DN9OP9V83 US3133ETRA79 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-07-29 2027-07-29 N N N 0.0375 80018622.40 80018622.40 0.0024 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.710000% 3133ETWJ2 254900C5LP6DN9OP9V83 US3133ETWJ24 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2026-09-04 2026-09-04 N N N 0.0373 24999574.75 24999574.75 0.0008 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.760000% 3133ETWX1 254900C5LP6DN9OP9V83 US3133ETWX18 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-03-11 2027-03-11 N N N 0.0374 63001867.32 63001867.32 0.0019 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.800000% 3133ETXE2 254900C5LP6DN9OP9V83 US3133ETXE28 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-09-10 2027-09-10 N N N 0.0382 29999758.80 29999758.80 0.0009 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.765000% 3133ETY43 254900C5LP6DN9OP9V83 US3133ETY433 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-11-26 2027-11-26 N N N 0.0376 40006949.60 40006949.60 0.0012 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.730000% 3133EWAK6 254900C5LP6DN9OP9V83 US3133EWAK63 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2028-01-20 2028-01-20 N N N 0.0377 44883427.41 44883427.41 0.0014 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.745000% 3133EWAT7 254900C5LP6DN9OP9V83 US3133EWAT72 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2028-01-26 2028-01-26 N N N 0.0378 84981303.40 84981303.40 0.0026 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.750000% 3133EWBJ8 254900C5LP6DN9OP9V83 US3133EWBJ81 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2028-01-28 2028-01-28 N N N 0.0377 49999808.50 49999808.50 0.0015 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.740000% 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2028-02-02 2028-02-02 N N N 0.0378 29991013.20 29991013.20 0.0009 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.740000% 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2028-02-09 2028-02-09 N N N 0.0375 49955486.51 49955486.51 0.0015 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.745000% 3133EWCV0 254900C5LP6DN9OP9V83 US3133EWCV01 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2028-02-11 2028-02-11 N N N 0.0376 54999485.75 54999485.75 0.0017 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.740000% 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2028-02-17 2028-02-17 N N N 0.0375 15001624.20 15001624.20 0.0005 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.745000% 3133EWEH9 254900C5LP6DN9OP9V83 US3133EWEH98 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2028-02-25 2028-02-25 N N N 0.0375 45007503.30 45007503.30 0.0014 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.740000% 3133EWGE4 254900C5LP6DN9OP9V83 US3133EWGE40 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2028-03-09 2028-03-09 N N N 0.0376 44999847.90 44999847.90 0.0014 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.735000% 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2028-04-10 2028-04-10 N N N 0.0375 25999629.24 25999629.24 0.0008 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.745000% 3133EWME7 254900C5LP6DN9OP9V83 US3133EWME75 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2028-04-20 2028-04-20 N N N 0.0376 124998903.75 124998903.75 0.0038 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.745000% 3133EWPE4 254900C5LP6DN9OP9V83 US3133EWPE49 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2028-05-08 2028-05-08 N N N 0.0376 100000122.00 100000122.00 0.0030 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.775000% 3133EWVG2 254900C5LP6DN9OP9V83 US3133EWVG23 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-07-07 2028-07-07 N N N 0.0379 54999567.15 54999567.15 0.0017 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3.780000% 3133EWWU0 254900C5LP6DN9OP9V83 US3133EWWU08 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-07-24 2028-07-24 N N N 0.0380 109999814.10 109999814.10 0.0033 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 3133EWXK1 254900C5LP6DN9OP9V83 US3133EWXK17 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-08-03 2028-08-03 N N N 0.0378 50020797.50 50020797.50 0.0015 N N N N Federal Home Loan Mortgage Corp. Floating Rate Notes Federal Home Loan Mortgage Corp. 3.790000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2026-10-16 2026-10-16 N N N 0.0377 60004513.20 60004513.20 0.0018 N N N N Federal Home Loan Mortgage Corp. Floating Rate Notes Federal Home Loan Mortgage Corp. 3.780000% 3134HBK59 S6XOOCT0IEG5ABCC6L87 US3134HBK597 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-09-02 2027-09-02 N N N 0.0375 98549387.90 98549387.90 0.0030 N N N N Federal Home Loan Mortgage Corp. Floating Rate Notes Federal Home Loan Mortgage Corp. 3.750000% 3134HBN64 S6XOOCT0IEG5ABCC6L87 US3134HBN641 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-03-16 2027-03-16 N N N 0.0373 120026529.60 120026529.60 0.0036 N N N N Federal Home Loan Mortgage Corp. Floating Rate Notes Federal Home Loan Mortgage Corp. 3.790000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-09-22 2027-09-22 N N N 0.0375 75048834.75 75048834.75 0.0023 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 3.790000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2026-10-23 2026-10-23 N N N 0.0374 60008583.00 60008583.00 0.0018 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 3.910000% 3135G07M9 B1V7KEBTPIMZEU4LTD58 US3135G07M94 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-11-05 2027-11-05 N N N 0.0376 60124578.00 60124578.00 0.0018 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 3.790000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2026-11-20 2026-11-20 N N N 0.0371 50014210.50 50014210.50 0.0015 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 3.790000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2026-12-11 2026-12-11 N N N 0.0374 40009308.40 40009308.40 0.0012 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 3.730000% 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2027-12-22 2027-12-22 N N N 0.0378 129948473.20 129948473.20 0.0039 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 3.730000% 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2028-01-07 2028-01-07 N N N 0.0377 49985455.50 49985455.50 0.0015 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 3.740000% 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2028-05-08 2028-05-08 N N N 0.0376 95000177.65 95000177.65 0.0029 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 3.735000% 3135G1AK7 B1V7KEBTPIMZEU4LTD58 US3135G1AK73 N/A U.S. Government Agency Debt (if categorized as coupon-paying notes) Y DBRS Ltd. FALSE 2026-08-03 2028-06-08 2028-06-08 N N N 0.0378 69960612.40 69960612.40 0.0021 N N N N Fixed Income Clearing Corp. - SSB Fixed Income Clearing Corp. 3.640000% 85748R009 N/A N/A 0000093748 85748R009_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION SSB N UST - 3.1250 - 08/31/2029 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 50000000.00 48962126.36 U.S. Treasuries (including strips) UST - 3.1250 - 08/31/2029 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 50000000.00 48962126.36 U.S. Treasuries (including strips) UST - 3.1250 - 08/31/2029 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 31500000.00 30846139.61 U.S. Treasuries (including strips) UST - 2.6250 - 07/31/2029 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 50000000.00 47660155.00 U.S. Treasuries (including strips) UST - 2.6250 - 07/31/2029 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 50000000.00 47660155.00 U.S. Treasuries (including strips) UST - 2.6250 - 07/31/2029 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 50000000.00 47660155.00 U.S. Treasuries (including strips) UST - 2.6250 - 07/31/2029 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 43349000.00 41320401.18 U.S. Treasuries (including strips) UST - 1.6250 - 05/15/2031 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 50000000.00 44263756.79 U.S. Treasuries (including strips) UST - 1.6250 - 05/15/2031 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 50000000.00 44263756.79 U.S. Treasuries (including strips) UST - 1.6250 - 05/15/2031 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 50000000.00 50670006.79 U.S. Treasuries (including strips) UST - 1.6250 - 05/15/2031 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 50000000.00 44263756.79 U.S. Treasuries (including strips) UST - 1.6250 - 05/15/2031 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 50000000.00 44263756.79 U.S. Treasuries (including strips) UST - 1.6250 - 05/15/2031 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 50000000.00 44263756.79 U.S. Treasuries (including strips) UST - 1.6250 - 05/15/2031 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 50000000.00 44263756.79 U.S. Treasuries (including strips) UST - 1.6250 - 05/15/2031 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 50000000.00 44263756.79 U.S. Treasuries (including strips) UST - 1.6250 - 05/15/2031 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 50000000.00 44263756.79 U.S. Treasuries (including strips) UST - 1.6250 - 05/15/2031 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 50000000.00 44263756.79 U.S. Treasuries (including strips) UST - 1.6250 - 05/15/2031 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 50000000.00 44263756.79 U.S. Treasuries (including strips) UST - 1.6250 - 05/15/2031 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 50000000.00 44263756.79 U.S. Treasuries (including strips) UST - 1.6250 - 05/15/2031 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 50000000.00 44263756.79 U.S. Treasuries (including strips) UST - 4.0000 - 07/31/2029 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 50000000.00 49580080.00 U.S. Treasuries (including strips) UST - 4.0000 - 07/31/2029 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 13513900.00 13400404.86 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 1.6250 - 05/15/2031 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 50000000.00 44263756.79 U.S. Treasuries (including strips) UST - 1.6250 - 05/15/2031 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 50000000.00 44263756.79 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 50000000.00 49773096.58 U.S. Treasuries (including strips) UST - 3.6250 - 08/31/2029 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 38100000.00 37927099.59 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53231000.00 52785226.73 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53231000.00 52785226.73 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53231000.00 52785226.73 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53231000.00 52785226.73 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53231000.00 52785226.73 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53231000.00 52785226.73 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53231000.00 52785226.73 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53231000.00 52785226.73 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53231000.00 52785226.73 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 53231000.00 52785226.73 U.S. Treasuries (including strips) UST - 1.6250 - 10/15/2029 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 13322761.14 13211192.12 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 50000000.00 49389973.33 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 50000000.00 49389973.33 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 50000000.00 49389973.33 U.S. Treasuries (including strips) UST - 3.5000 - 09/30/2029 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 50000000.00 49389973.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 50000000.00 50003253.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 50000000.00 50003253.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 50000000.00 50003253.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 50000000.00 50003253.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 50000000.00 50003253.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 50000000.00 50003253.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 50000000.00 50003253.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 50000000.00 50003253.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 50000000.00 50003253.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 50000000.00 50003253.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 50000000.00 50003253.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 50000000.00 50003253.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 50000000.00 50003253.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 50000000.00 50003253.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 50000000.00 50003253.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 50000000.00 50003253.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 50000000.00 50003253.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 50000000.00 50003253.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 50000000.00 50003253.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 50000000.00 50003253.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 50000000.00 50003253.33 U.S. Treasuries (including strips) UST - 3.8750 - 09/30/2029 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 6000000.00 6000390.40 U.S. Treasuries (including strips) UST - 3.1250 - 08/31/2029 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 50000000.00 48962126.36 U.S. Treasuries (including strips) UST - 3.1250 - 08/31/2029 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 50000000.00 48962126.36 U.S. Treasuries (including strips) UST - 3.1250 - 08/31/2029 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 50000000.00 48962126.36 U.S. Treasuries (including strips) UST - 3.1250 - 08/31/2029 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 50000000.00 48962126.36 U.S. Treasuries (including strips) UST - 3.1250 - 08/31/2029 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 50000000.00 48962126.36 U.S. Treasuries (including strips) UST - 3.1250 - 08/31/2029 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 50000000.00 48962126.36 U.S. Treasuries (including strips) UST - 3.1250 - 08/31/2029 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 50000000.00 48962126.36 U.S. Treasuries (including strips) UST - 3.1250 - 08/31/2029 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 50000000.00 48962126.36 U.S. Treasuries (including strips) UST - 3.1250 - 08/31/2029 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 50000000.00 48962126.36 U.S. Treasuries (including strips) UST - 3.1250 - 08/31/2029 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 50000000.00 48962126.36 U.S. Treasuries (including strips) UST - 3.1250 - 08/31/2029 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 50000000.00 48962126.36 U.S. Treasuries (including strips) UST - 3.1250 - 08/31/2029 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 50000000.00 48962126.36 U.S. Treasuries (including strips) UST - 3.1250 - 08/31/2029 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 50000000.00 48962126.36 U.S. Treasuries (including strips) UST - 3.1250 - 08/31/2029 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 50000000.00 48962126.36 U.S. Treasuries (including strips) UST - 3.1250 - 08/31/2029 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 50000000.00 48962126.36 U.S. Treasuries (including strips) UST - 3.1250 - 08/31/2029 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 50000000.00 48962126.36 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 5000000000.00 5000000000.00 0.1504 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SA6 254900HROIFWPRGM1V77 US912797SA68 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-10-01 2026-10-01 2026-10-01 N N N 0.0375 308381897.88 308381897.88 0.0093 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SU2 254900HROIFWPRGM1V77 US912797SU23 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-11-27 2026-11-27 2026-11-27 N N N 0.0386 460254009.49 460254009.49 0.0138 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TC1 254900HROIFWPRGM1V77 US912797TC16 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-12-24 2026-12-24 2026-12-24 N N N 0.0394 292640994.27 292640994.27 0.0088 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TM9 254900HROIFWPRGM1V77 US912797TM97 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-01-21 2027-01-21 2027-01-21 N N N 0.0395 249390687.40 249390687.40 0.0075 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TX5 254900HROIFWPRGM1V77 US912797TX52 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-08-20 2026-08-20 2026-08-20 N N N 0.0367 38933515.92 38933515.92 0.0012 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UD7 254900HROIFWPRGM1V77 US912797UD79 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-03-18 2027-03-18 2027-03-18 N N N 0.0388 99584909.28 99584909.28 0.0030 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UF2 254900HROIFWPRGM1V77 US912797UF28 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-09-10 2026-09-10 2026-09-10 N N N 0.0369 250436718.16 250436718.16 0.0075 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UL9 254900HROIFWPRGM1V77 US912797UL95 N/A U.S. Treasury Debt Y 2026-10-22 2026-10-22 2026-10-22 N N N 0.0376 330276006.72 330276006.72 0.0099 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797US4 254900HROIFWPRGM1V77 US912797US49 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-08-04 2026-08-04 2026-08-04 N N N 0.0366 199979972.00 199979972.00 0.0060 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797UX3 254900HROIFWPRGM1V77 US912797UX34 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-05-13 2027-05-13 2027-05-13 N N N 0.0395 158756393.69 158756393.69 0.0048 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VA2 254900HROIFWPRGM1V77 US912797VA22 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-12-03 2026-12-03 2026-12-03 N N N 0.0386 160529675.99 160529675.99 0.0048 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VC8 254900HROIFWPRGM1V77 US912797VC87 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-09-15 2026-09-15 2026-09-15 N N N 0.0369 173375520.83 173375520.83 0.0052 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VD6 254900HROIFWPRGM1V77 US912797VD60 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-09-22 2026-09-22 2026-09-22 N N N 0.0375 486398733.82 486398733.82 0.0146 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VE4 254900HROIFWPRGM1V77 US912797VE44 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-09-29 2026-09-29 2026-09-29 N N N 0.0376 326332199.38 326332199.38 0.0098 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VF1 254900HROIFWPRGM1V77 US912797VF19 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-06-10 2027-06-10 2027-06-10 N N N 0.0397 164972020.30 164972020.30 0.0050 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VK0 254900HROIFWPRGM1V77 US912797VK04 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-10-06 2026-10-06 2026-10-06 N N N 0.0374 397394488.00 397394488.00 0.0120 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VL8 254900HROIFWPRGM1V77 US912797VL86 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-10-13 2026-10-13 2026-10-13 N N N 0.0374 663678002.54 663678002.54 0.0200 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797VW4 254900HROIFWPRGM1V77 US912797VW42 N/A U.S. Treasury Debt Y 2026-11-10 2026-11-10 2026-11-10 N N N 0.0380 336781910.01 336781910.01 0.0101 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.500000% 912828Z78 254900HROIFWPRGM1V77 US912828Z781 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-01-31 2027-01-31 2027-01-31 N N N 0.0400 91781087.32 91781087.32 0.0028 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.125000% 91282CDG3 254900HROIFWPRGM1V77 US91282CDG33 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-10-31 2026-10-31 2026-10-31 N N N 0.0386 77287157.96 77287157.96 0.0023 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.250000% 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-12-31 2026-12-31 2026-12-31 N N N 0.0398 50341293.10 50341293.10 0.0015 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.625000% 91282CET4 254900HROIFWPRGM1V77 US91282CET45 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-05-31 2027-05-31 2027-05-31 N N N 0.0413 40404886.28 40404886.28 0.0012 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.625000% 91282CHY0 254900HROIFWPRGM1V77 US91282CHY03 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-09-15 2026-09-15 2026-09-15 N N N 0.0374 136780778.15 136780778.15 0.0041 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.125000% 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-02-15 2027-02-15 2027-02-15 N N N 0.0402 51928281.35 51928281.35 0.0016 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.375000% 91282CKZ3 254900HROIFWPRGM1V77 US91282CKZ31 N/A U.S. Treasury Debt Y 2027-07-15 2027-07-15 2027-07-15 N N N 0.0415 90987984.15 90987984.15 0.0027 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.750000% 91282CLH2 254900HROIFWPRGM1V77 US91282CLH24 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-08-31 2026-08-31 2026-08-31 N N N 0.0389 78787687.50 78787687.50 0.0024 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.500000% 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-09-30 2026-09-30 2026-09-30 N N N 0.0384 58314716.34 58314716.34 0.0018 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.125000% 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-10-31 2026-10-31 2026-10-31 N N N 0.0392 30011484.30 30011484.30 0.0009 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.057100% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-08-03 2026-10-31 2026-10-31 N N N 0.0385 130063961.30 130063961.30 0.0039 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.250000% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-11-30 2026-11-30 2026-11-30 N N N 0.0389 141799396.84 141799396.84 0.0043 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.125000% 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-01-31 2027-01-31 2027-01-31 N N N 0.0398 246818607.47 246818607.47 0.0074 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.950100% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-08-03 2027-01-31 2027-01-31 N N N 0.0384 335175382.55 335175382.55 0.0101 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.875000% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-03-31 2027-03-31 2027-03-31 N N N 0.0403 104194070.84 104194070.84 0.0031 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.012100% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2026-08-03 2027-04-30 2027-04-30 N N N 0.0384 397501387.18 397501387.18 0.0120 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.875000% 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-05-31 2027-05-31 2027-05-31 N N N 0.0411 103596292.50 103596292.50 0.0031 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.750000% 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 N/A U.S. Treasury Debt Y DBRS Ltd. TRUE 2027-06-30 2027-06-30 2027-06-30 N N N 0.0414 74542875.00 74542875.00 0.0022 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.902100% 91282CRD5 254900HROIFWPRGM1V77 US91282CRD55 N/A U.S. Treasury Debt Y 2026-08-04 2028-07-31 2028-07-31 N N N 0.0389 167693220.17 167693220.17 0.0050 N Y Y N Bank of Montreal Bank of Montreal/US 3.680000% 933CXN000 NQQ6HPCNCCU6TUTQYE16 N/A 0000009622 933CXN000_3.68_0807 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRA 2026-121 HF 549300M8ZYFG0OCMTT87 38385WJH8 2066-07-20 4.623100 0.00 34459459.46 34500797.06 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-121 FG 549300M8ZYFG0OCMTT87 38385WCA0 2066-07-20 4.612100 0.00 34459459.46 34500543.85 Agency Collateralized Mortgage Obligation FNMA FNRM CL062LB R13F062 N/A 3136AEMJ3 2028-06-25 1.250000 0.00 2602.31 2554.21 Agency Collateralized Mortgage Obligation FMAC FERM 5666PL 06/25/56 N/A 3137GCE41 2056-06-25 4.750000 0.00 93177.23 80546.81 Agency Collateralized Mortgage Obligation FNMA FNRM RC057DL R26F057 N/A 3136G6ZL5 2056-07-25 5.000000 0.00 401912.39 365251.42 Agency Collateralized Mortgage Obligation FNMA FNRM CL057KB R26F057 N/A 3136G6XU7 2056-07-25 5.250000 0.00 196279.24 180018.29 Agency Collateralized Mortgage Obligation FMAC FERM 5616PL 01/25/56 N/A 3137HPML4 2056-01-25 4.500000 0.00 236803.80 196118.06 Agency Collateralized Mortgage Obligation FNMA FNRM CL091PL R25F091 N/A 3136BXLQ5 2055-08-25 5.000000 0.00 27685.19 24598.14 Agency Collateralized Mortgage Obligation FNMA FNRM RC081BT R25F081 N/A 3136BXRR7 2055-10-25 4.500000 0.00 194890.71 188603.15 Agency Collateralized Mortgage Obligation FMAC FERM 5691HV 06/25/37 N/A 3137GBNC5 2037-06-25 5.000000 0.00 1121923.50 1133605.72 Agency Collateralized Mortgage Obligation FMAC FERM 5691CL 08/25/56 N/A 3137GBLM5 2056-08-25 5.250000 0.00 87829.81 83171.49 Agency Collateralized Mortgage Obligation FMAC FERM 05691D 08/25/56 N/A 3137GBLY9 2056-08-25 5.250000 0.00 21223538.81 20921124.61 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-115 LT N/A 38381PDT7 2055-07-20 4.500000 0.00 625660.36 600455.63 Agency Collateralized Mortgage Obligation FNMA FNRM CL146KA R12F146 N/A 3136ABGG2 2042-11-25 1.500000 0.00 65152.30 56749.03 Agency Collateralized Mortgage Obligation FMAC FGRM 4170PE 01/15/33 N/A 3137AYYA3 2033-01-15 2.250000 0.00 6945.68 6741.50 Agency Collateralized Mortgage Obligation FMAC FTRM 5623GC 02/15/33 N/A 3137HPZK2 2033-02-15 4.100000 0.00 8746058.54 8498594.65 Agency Collateralized Mortgage Obligation FNMA FNRM RC106PY R25F106 N/A 3136BYBC5 2055-12-25 5.000000 0.00 380219.24 352960.44 Agency Collateralized Mortgage Obligation FNMA FNRM RC027DY R26F027 N/A 3136G5PG9 2056-04-25 5.000000 0.00 331167.35 296310.22 Agency Collateralized Mortgage Obligation FNMA FNRM RC044PY R26F044 N/A 3136G6EJ3 2056-06-25 5.000000 0.00 415907.53 371986.72 Agency Collateralized Mortgage Obligation FMAC FERM 5678AL 07/25/56 N/A 3137GBCH6 2056-07-25 5.000000 0.00 836674.30 754182.12 Agency Collateralized Mortgage Obligation FMAC FERA 5678FB 07/25/56 S6XOOCT0IEG5ABCC6L87 3137GBCX1 2056-07-25 4.616100 0.00 17306430.58 17265346.40 Agency Collateralized Mortgage Obligation FMAC FERM 5678CL 07/25/56 S6XOOCT0IEG5ABCC6L87 3137GBCP8 2056-07-25 5.000000 0.00 1822110.77 1658814.42 Agency Collateralized Mortgage Obligation FMAC FGRM 4815AL 08/15/48 S6XOOCT0IEG5ABCC6L87 3137FGT39 2048-08-15 3.500000 0.00 444004.92 419108.52 Agency Collateralized Mortgage Obligation FNMA FNRM RC057DT R26F057 B1V7KEBTPIMZEU4LTD58 3136G6ZM3 2056-07-25 5.000000 0.00 1836633.77 1806872.35 Agency Collateralized Mortgage Obligation FNMA FNRM RC057AL R26F057 B1V7KEBTPIMZEU4LTD58 3136G6ZE1 2056-07-25 5.000000 0.00 2111907.47 1922954.41 Agency Collateralized Mortgage Obligation FNMA FNRM CL057PB R26F057 B1V7KEBTPIMZEU4LTD58 3136G6YQ5 2056-07-25 5.000000 0.00 443608.11 396589.05 Agency Collateralized Mortgage Obligation FNMA FNRM CL057ML R26F057 B1V7KEBTPIMZEU4LTD58 3136G6XY9 2056-07-25 5.000000 0.00 253599.11 226007.44 Agency Collateralized Mortgage Obligation FNMA FNRM CL065AY R26F065 B1V7KEBTPIMZEU4LTD58 3136G6U63 2056-08-25 5.000000 0.00 997716.22 910463.61 Agency Collateralized Mortgage Obligation FNMA FNRM RC044DT R26F044 B1V7KEBTPIMZEU4LTD58 3136G6GF9 2056-05-25 5.500000 0.00 43790032.39 43995903.91 Agency Collateralized Mortgage Obligation FNMA FNRM RC044PH R26F044 B1V7KEBTPIMZEU4LTD58 3136G6EE4 2056-01-25 5.000000 0.00 155136.74 154071.68 Agency Collateralized Mortgage Obligation FNMA FNRM RC044JY R26F044 B1V7KEBTPIMZEU4LTD58 3136G6EZ7 2056-06-25 5.000000 0.00 775051.82 701917.68 Agency Collateralized Mortgage Obligation FNMA FNRM RC036PY R26F036 B1V7KEBTPIMZEU4LTD58 3136G5R69 2056-05-25 5.000000 0.00 79702.20 71293.12 Agency Collateralized Mortgage Obligation FNMA FNRA CL060FH R24F060 B1V7KEBTPIMZEU4LTD58 3136BSS48 2054-09-25 4.866100 0.00 10098181.75 10104624.52 Agency Collateralized Mortgage 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Securities FMAC 04.000 FGPC C03830 G S6XOOCT0IEG5ABCC6L87 31292LHF5 2042-03-01 4.000000 0.00 1192.64 1127.70 Agency Mortgage-Backed Securities FMAC 03.500 FGPC C91849 G S6XOOCT0IEG5ABCC6L87 3128P8BS9 2035-09-01 3.500000 0.00 4378.82 4206.93 Agency Mortgage-Backed Securities FMAC 03.500 FGPC C91841 G S6XOOCT0IEG5ABCC6L87 3128P8BJ9 2035-07-01 3.500000 0.00 24508.12 23544.30 Agency Mortgage-Backed Securities FMAC 03.500 FGPC C91467 G S6XOOCT0IEG5ABCC6L87 3128P7TY9 2032-07-01 3.500000 0.00 16281.65 15859.06 Agency Mortgage-Backed Securities FMAC 03.500 FGPC C91710 G S6XOOCT0IEG5ABCC6L87 3128P73T8 2033-06-01 3.500000 0.00 5412.85 5245.74 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08792 G S6XOOCT0IEG5ABCC6L87 3128MJ3A6 2047-12-01 3.500000 0.00 3180.75 2889.51 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08788 G S6XOOCT0IEG5ABCC6L87 3128MJ2W9 2047-11-01 3.500000 0.00 13321.32 12108.20 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08784 G S6XOOCT0IEG5ABCC6L87 3128MJ2S8 2047-10-01 3.500000 0.00 9287.75 8443.75 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8256 S6XOOCT0IEG5ABCC6L87 3132DWE58 2052-10-01 4.000000 0.00 443614.34 411293.63 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8255 S6XOOCT0IEG5ABCC6L87 3132DWE41 2052-10-01 3.500000 0.00 129677.48 116121.47 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8219 S6XOOCT0IEG5ABCC6L87 3132DWDY6 2052-06-01 2.500000 0.00 316684.67 261711.17 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8214 S6XOOCT0IEG5ABCC6L87 3132DWDT7 2052-05-01 3.500000 0.00 467421.19 418569.45 Agency Mortgage-Backed Securities FMAC FKAR 04.300 WDWD0060 S6XOOCT0IEG5ABCC6L87 3142KDB62 2033-04-01 4.300000 0.00 11245270.27 10947870.35 Agency Mortgage-Backed Securities FMAC FKAR 03.750 WDWD0021 S6XOOCT0IEG5ABCC6L87 3142KDAX4 2030-11-01 3.750000 0.00 4360729.73 4224112.43 Agency Mortgage-Backed Securities FMAC FKAR 04.200 WDWD0020 S6XOOCT0IEG5ABCC6L87 3142KDAW6 2032-10-01 4.200000 0.00 7730635.14 7533009.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB9913 S6XOOCT0IEG5ABCC6L87 3142KCAP3 2056-07-01 6.000000 0.00 1091615.95 1117964.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB9676 S6XOOCT0IEG5ABCC6L87 3142KBXE5 2056-07-01 5.500000 0.00 923765.07 927220.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB9537 S6XOOCT0IEG5ABCC6L87 3142KBS35 2056-07-01 5.500000 0.00 662006.65 664482.77 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB9404 S6XOOCT0IEG5ABCC6L87 3142KBNW6 2056-06-01 6.000000 0.00 470131.55 489158.72 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB9275 S6XOOCT0IEG5ABCC6L87 3142KBJV3 2056-06-01 6.000000 0.00 261416.58 266472.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB9285 S6XOOCT0IEG5ABCC6L87 3142KBJ76 2056-07-01 6.000000 0.00 301060.81 309506.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8683 S6XOOCT0IEG5ABCC6L87 3142KAUH3 2056-07-01 5.500000 0.00 251666.62 252482.86 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA6011 B1V7KEBTPIMZEU4LTD58 3140W6VD1 2051-02-01 2.500000 0.00 403196.96 338965.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTFA6010 B1V7KEBTPIMZEU4LTD58 3140W6VC3 2038-11-01 4.500000 0.00 45720.98 45442.03 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFA6006 B1V7KEBTPIMZEU4LTD58 3140W6U83 2042-08-01 2.000000 0.00 712987.57 611316.02 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA6258 B1V7KEBTPIMZEU4LTD58 3140W65U2 2052-07-01 3.000000 0.00 167726.68 144412.68 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5098 B1V7KEBTPIMZEU4LTD58 3140W5UY8 2052-05-01 3.000000 0.00 159024.12 138310.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5093 B1V7KEBTPIMZEU4LTD58 3140W5UT9 2056-03-01 5.000000 0.00 465806.65 455005.83 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA5015 B1V7KEBTPIMZEU4LTD58 3140W5SD7 2052-05-01 2.500000 0.00 1188088.89 994003.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX7091 S6XOOCT0IEG5ABCC6L87 31426C2Z6 2055-02-01 6.000000 0.00 384462.57 397384.35 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX6050 S6XOOCT0IEG5ABCC6L87 31426BWL6 2055-02-01 6.000000 0.00 342843.17 353841.23 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX6012 S6XOOCT0IEG5ABCC6L87 31426BVE3 2055-02-01 7.000000 0.00 169294.23 180330.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH9390 B1V7KEBTPIMZEU4LTD58 3140URNG9 2056-08-01 6.000000 0.00 1062927.07 1092281.93 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH8537 B1V7KEBTPIMZEU4LTD58 3140UQPX2 2056-08-01 6.000000 0.00 1162256.69 1191601.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH7327 B1V7KEBTPIMZEU4LTD58 3140UPD90 2056-08-01 6.000000 0.00 799816.69 819770.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH8029 B1V7KEBTPIMZEU4LTD58 3140UP4P4 2056-08-01 6.000000 0.00 761337.88 778308.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH6998 B1V7KEBTPIMZEU4LTD58 3140UNX44 2056-08-01 5.500000 0.00 700377.03 703650.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH6775 B1V7KEBTPIMZEU4LTD58 3140UNQ59 2056-06-01 5.500000 0.00 251327.31 252176.13 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6583 B1V7KEBTPIMZEU4LTD58 3140UNJ57 2056-08-01 6.000000 0.00 238513.45 245776.18 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIFM5367 B1V7KEBTPIMZEU4LTD58 3140X86D4 2036-02-01 1.500000 0.00 2743.92 2438.71 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA6585 B1V7KEBTPIMZEU4LTD58 3140A7J70 2054-02-01 7.500000 0.00 115803.13 124496.36 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB9053 B1V7KEBTPIMZEU4LTD58 3140AKBX2 2054-08-01 7.000000 0.00 167826.67 177166.61 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZL1670 S6XOOCT0IEG5ABCC6L87 3131XG2B3 2041-07-01 4.500000 0.00 84827.91 83132.71 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA4789 B1V7KEBTPIMZEU4LTD58 31418EKB5 2037-09-01 4.500000 0.00 225.46 222.55 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4623 B1V7KEBTPIMZEU4LTD58 31418ED56 2052-06-01 2.500000 0.00 238874.59 197857.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1789 S6XOOCT0IEG5ABCC6L87 3132DN7A5 2052-10-01 5.000000 0.00 100590.62 99074.19 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTRB5049 S6XOOCT0IEG5ABCC6L87 3133KYTE9 2040-05-01 3.000000 0.00 111917.67 103033.64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4701 B1V7KEBTPIMZEU4LTD58 31418EGK0 2052-08-01 4.500000 0.00 163560.32 156579.57 Agency Mortgage-Backed Securities FMAC FMAR 841485 G S6XOOCT0IEG5ABCC6L87 31288QUJ7 2052-09-01 4.173000 0.00 227313.59 225183.09 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIQN3917 S6XOOCT0IEG5ABCC6L87 3133GAK62 2035-10-01 2.000000 0.00 145462.08 132218.29 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS9167 B1V7KEBTPIMZEU4LTD58 3140XRFH3 2053-07-01 2.500000 0.00 32726.22 27029.02 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08779 G S6XOOCT0IEG5ABCC6L87 3128MJ2M1 2047-09-01 3.500000 0.00 3372.67 3048.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS3411 B1V7KEBTPIMZEU4LTD58 3140XJYH0 2053-01-01 6.000000 0.00 13394.21 13704.82 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8484 S6XOOCT0IEG5ABCC6L87 3132DWM91 2054-11-01 4.000000 0.00 593118.67 546952.29 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8225 S6XOOCT0IEG5ABCC6L87 3132DWD67 2052-07-01 3.000000 0.00 34692.16 29906.93 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8189 S6XOOCT0IEG5ABCC6L87 3132DWC27 2052-01-01 2.500000 0.00 223478.05 185217.12 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH0619 S6XOOCT0IEG5ABCC6L87 3133CCVL7 2053-09-01 6.500000 0.00 223139.00 237477.17 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0463 S6XOOCT0IEG5ABCC6L87 3132CWQQ0 2036-01-01 2.500000 0.00 106759.63 99852.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8382 S6XOOCT0IEG5ABCC6L87 3132DWJ38 2053-12-01 5.000000 0.00 11300.46 11061.07 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRQ0042 S6XOOCT0IEG5ABCC6L87 3142J6BL6 2055-08-01 6.500000 0.00 32162.27 33390.76 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE4093 B1V7KEBTPIMZEU4LTD58 3140BGRP0 2055-08-01 6.000000 0.00 615434.71 630769.50 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM4427 B1V7KEBTPIMZEU4LTD58 3140X74M8 2034-07-01 3.000000 0.00 5855.07 5679.58 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIRC2103 S6XOOCT0IEG5ABCC6L87 3133L8KQ7 2036-07-01 2.000000 0.00 120835.05 109757.58 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIDE0633 B1V7KEBTPIMZEU4LTD58 3140BCV33 2040-05-01 6.500000 0.00 36669.32 38303.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY9584 S6XOOCT0IEG5ABCC6L87 31426UUJ1 2055-07-01 5.500000 0.00 251380.58 252605.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4979 B1V7KEBTPIMZEU4LTD58 31418EQ94 2053-04-01 5.500000 0.00 12610.09 12657.05 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA8155 B1V7KEBTPIMZEU4LTD58 3140YWBZ5 2054-02-01 7.500000 0.00 138047.90 148793.96 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08808 G S6XOOCT0IEG5ABCC6L87 3128MJ3S7 2048-04-01 3.500000 0.00 1380.86 1256.49 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA3337 B1V7KEBTPIMZEU4LTD58 3140W3V71 2052-04-01 2.500000 0.00 873024.03 725870.01 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFA3294 B1V7KEBTPIMZEU4LTD58 3140W3UU1 2037-05-01 3.500000 0.00 160229.10 154711.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL689662 B1V7KEBTPIMZEU4LTD58 31400KFB7 2033-04-01 5.500000 0.00 253.79 261.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL688612 B1V7KEBTPIMZEU4LTD58 31400JAM1 2033-03-01 5.500000 0.00 4690.17 4747.72 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAY2934 B1V7KEBTPIMZEU4LTD58 3138YGHL9 2045-04-01 4.000000 0.00 119541.33 113211.65 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAW7430 B1V7KEBTPIMZEU4LTD58 3138XXHG4 2042-01-01 4.500000 0.00 471.51 462.08 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAT7856 B1V7KEBTPIMZEU4LTD58 3138WVWS6 2028-06-01 2.500000 0.00 5357.69 5280.66 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAT0238 B1V7KEBTPIMZEU4LTD58 3138WMHQ7 2043-03-01 2.500000 0.00 6094.21 5290.10 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS8893 B1V7KEBTPIMZEU4LTD58 3138WJ3B2 2032-02-01 2.500000 0.00 24624.59 23551.24 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAS3465 B1V7KEBTPIMZEU4LTD58 3138WCZ71 2029-10-01 3.000000 0.00 918.57 902.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8431 S6XOOCT0IEG5ABCC6L87 3142KALM2 2056-07-01 5.500000 0.00 540497.08 542518.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8325 S6XOOCT0IEG5ABCC6L87 3142KAHB1 2056-07-01 5.500000 0.00 361213.47 362676.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8176 S6XOOCT0IEG5ABCC6L87 3142KACN0 2056-07-01 5.500000 0.00 327585.86 328811.14 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA9241 B1V7KEBTPIMZEU4LTD58 3140YXHT1 2054-01-01 7.500000 0.00 174989.78 187566.12 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA9221 B1V7KEBTPIMZEU4LTD58 3140YXG70 2054-01-01 7.500000 0.00 231363.66 248093.57 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA8157 B1V7KEBTPIMZEU4LTD58 3140YWB36 2054-02-01 7.500000 0.00 141640.58 151365.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CICC3097 B1V7KEBTPIMZEU4LTD58 3140Y9NP5 2041-07-01 5.000000 0.00 581359.11 583397.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2248 B1V7KEBTPIMZEU4LTD58 3140Y8QA7 2056-03-01 5.500000 0.00 131821.13 132545.27 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC1174 B1V7KEBTPIMZEU4LTD58 3140Y7JU3 2055-10-01 6.500000 0.00 748399.15 806455.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 ZLFP0044 B1V7KEBTPIMZEU4LTD58 3140XTBN0 2050-10-01 3.500000 0.00 190.13 170.26 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS9513 B1V7KEBTPIMZEU4LTD58 3140XRSB2 2037-08-01 2.500000 0.00 69235.97 64375.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS9508 B1V7KEBTPIMZEU4LTD58 3140XRR64 2054-03-01 4.500000 0.00 139742.53 133329.74 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS8236 B1V7KEBTPIMZEU4LTD58 3140XQEJ2 2031-03-01 2.500000 0.00 197168.26 193406.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIFS8924 B1V7KEBTPIMZEU4LTD58 3140XQ4J3 2038-11-01 5.500000 0.00 104736.31 107354.86 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS7879 B1V7KEBTPIMZEU4LTD58 3140XPXH7 2052-07-01 2.500000 0.00 200.47 165.01 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS7514 B1V7KEBTPIMZEU4LTD58 3140XPK40 2037-06-01 2.000000 0.00 29717.85 27011.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7303 B1V7KEBTPIMZEU4LTD58 3140XPDH9 2053-07-01 5.000000 0.00 99890.64 97810.58 Agency Mortgage-Backed Securities FMAC FKAR 04.850 WAWA4884 S6XOOCT0IEG5ABCC6L87 3142ACF20 2041-03-01 4.850000 0.00 1653685.00 1607969.98 Agency Mortgage-Backed Securities FMAC FKAR 04.000 WAWA4839 S6XOOCT0IEG5ABCC6L87 3142ACEM7 2054-01-01 4.000000 0.00 447937.96 368382.99 Agency Mortgage-Backed Securities FMAC FKAR 03.100 WAWA4814 S6XOOCT0IEG5ABCC6L87 3142ACDU0 2039-06-01 3.100000 0.00 142694.09 119629.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5600 S6XOOCT0IEG5ABCC6L87 31427TGJ9 2055-05-01 5.000000 0.00 873988.27 856633.20 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL5596 S6XOOCT0IEG5ABCC6L87 31427TGE0 2047-12-01 3.500000 0.00 253726.21 231231.77 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4682 S6XOOCT0IEG5ABCC6L87 31427SFY9 2056-03-01 5.000000 0.00 20675.64 20211.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3110 S6XOOCT0IEG5ABCC6L87 31427QN40 2055-11-01 5.000000 0.00 732967.37 715170.68 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2987 S6XOOCT0IEG5ABCC6L87 31427QJ94 2055-10-01 5.000000 0.00 33530.26 32775.65 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2163 S6XOOCT0IEG5ABCC6L87 31427PMM3 2055-07-01 6.500000 0.00 419987.68 440502.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2027 S6XOOCT0IEG5ABCC6L87 31427PHD9 2055-08-01 5.500000 0.00 171466.99 171898.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1136 S6XOOCT0IEG5ABCC6L87 31427NHN2 2055-04-01 5.500000 0.00 110058.03 110224.58 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL0015 S6XOOCT0IEG5ABCC6L87 31427MAR2 2054-12-01 3.500000 0.00 386384.67 345993.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ9545 S6XOOCT0IEG5ABCC6L87 31427KTB1 2055-11-01 5.500000 0.00 643620.42 646780.81 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQJ0285 S6XOOCT0IEG5ABCC6L87 3133CQJ63 2054-07-01 7.500000 0.00 282636.35 302383.02 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQX9795 S6XOOCT0IEG5ABCC6L87 31426G3D5 2055-03-01 7.500000 0.00 5588.88 6058.66 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8205 S6XOOCT0IEG5ABCC6L87 3132DWDJ9 2052-04-01 2.500000 0.00 141351.31 116897.58 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8074 S6XOOCT0IEG5ABCC6L87 3132D56K3 2035-11-01 2.000000 0.00 89893.96 81877.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ4296 S6XOOCT0IEG5ABCC6L87 31427BX26 2055-09-01 6.000000 0.00 291469.21 299769.96 Agency Mortgage-Backed Securities FMAC FKAR 04.500 WAWA1648 S6XOOCT0IEG5ABCC6L87 3132WVBS2 2035-04-01 4.500000 0.00 226481.49 222674.33 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF6742 B1V7KEBTPIMZEU4LTD58 3140BXP42 2056-01-01 4.992000 0.00 1769924.33 1777704.92 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7188 B1V7KEBTPIMZEU4LTD58 3140Q27A0 2033-06-01 4.590000 0.00 763851.35 756904.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0365 S6XOOCT0IEG5ABCC6L87 3133W4MN9 2056-07-01 6.000000 0.00 248912.16 255119.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0112 B1V7KEBTPIMZEU4LTD58 3140UTDS0 2056-08-01 6.000000 0.00 328979.86 337183.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4266 B1V7KEBTPIMZEU4LTD58 3140UKW41 2056-07-01 5.500000 0.00 327135.68 328359.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9834 B1V7KEBTPIMZEU4LTD58 3140U14U6 2055-11-01 5.500000 0.00 291238.34 291281.83 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8135 S6XOOCT0IEG5ABCC6L87 3132DWBC6 2051-03-01 2.500000 0.00 15581.08 12940.30 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8133 S6XOOCT0IEG5ABCC6L87 3132DWBA0 2051-03-01 1.500000 0.00 15716.85 11818.37 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8082 S6XOOCT0IEG5ABCC6L87 3132DV6T7 2050-10-01 1.500000 0.00 33756.33 25374.84 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8045 S6XOOCT0IEG5ABCC6L87 3132DV5E1 2050-02-01 3.500000 0.00 15272.77 13816.62 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD6925 S6XOOCT0IEG5ABCC6L87 3132DUVS3 2052-06-01 3.000000 0.00 378443.21 326460.25 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6654 S6XOOCT0IEG5ABCC6L87 3132DUMB0 2052-06-01 3.500000 0.00 45353.45 40620.03 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5691 S6XOOCT0IEG5ABCC6L87 3132DTKC3 2054-06-01 6.000000 0.00 152116.67 155273.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5215 S6XOOCT0IEG5ABCC6L87 3132DSYL0 2054-04-01 5.500000 0.00 192638.81 193325.25 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8206 S6XOOCT0IEG5ABCC6L87 3132DWDK6 2052-04-01 3.000000 0.00 35522.56 30686.06 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8176 S6XOOCT0IEG5ABCC6L87 3132DWCM3 2051-11-01 1.500000 0.00 1913.87 1439.12 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8172 S6XOOCT0IEG5ABCC6L87 3132DWCH4 2051-10-01 2.000000 0.00 16891.37 13347.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5060 S6XOOCT0IEG5ABCC6L87 3132DSTR3 2054-03-01 5.500000 0.00 42521.35 42848.39 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD4518 S6XOOCT0IEG5ABCC6L87 3132DSAT9 2053-08-01 3.500000 0.00 418654.27 374899.32 Agency Mortgage-Backed Securities FMAC FMAR 841649 G S6XOOCT0IEG5ABCC6L87 31288QZN3 2049-01-01 6.042000 0.00 8160.47 8496.28 Agency Mortgage-Backed Securities FMAC FMAR 841375 G S6XOOCT0IEG5ABCC6L87 31288QQ45 2046-01-01 6.014000 0.00 7565.25 7860.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1593 S6XOOCT0IEG5ABCC6L87 31426XXX1 2055-08-01 5.500000 0.00 261053.50 261520.61 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ0493 S6XOOCT0IEG5ABCC6L87 31426WRP7 2055-08-01 6.500000 0.00 368163.30 388676.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0004 S6XOOCT0IEG5ABCC6L87 31426WAE0 2055-08-01 5.500000 0.00 438934.02 438892.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY9600 S6XOOCT0IEG5ABCC6L87 31426UU28 2055-07-01 5.500000 0.00 256606.33 256878.93 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY8488 S6XOOCT0IEG5ABCC6L87 31426TNE3 2055-07-01 7.000000 0.00 288782.44 308897.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7377 S6XOOCT0IEG5ABCC6L87 31426SFT1 2055-06-01 5.500000 0.00 277138.89 277792.47 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY8017 S6XOOCT0IEG5ABCC6L87 31426S4B2 2055-07-01 6.000000 0.00 210129.33 220027.69 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7011 S6XOOCT0IEG5ABCC6L87 31426RYH8 2055-06-01 6.500000 0.00 442751.94 462774.80 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7107 S6XOOCT0IEG5ABCC6L87 31426R3R0 2055-07-01 6.500000 0.00 701317.66 735234.56 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY6260 S6XOOCT0IEG5ABCC6L87 31426Q5W9 2055-06-01 6.000000 0.00 484770.56 494241.03 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY2167 S6XOOCT0IEG5ABCC6L87 31426LMR2 2055-04-01 7.000000 0.00 3038.43 3243.86 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX7646 S6XOOCT0IEG5ABCC6L87 31426DP89 2055-03-01 7.000000 0.00 269066.71 288264.71 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX7595 S6XOOCT0IEG5ABCC6L87 31426DNM0 2055-03-01 6.000000 0.00 235985.54 243770.00 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX6977 S6XOOCT0IEG5ABCC6L87 31426CXF6 2055-02-01 7.000000 0.00 126463.88 134325.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX6965 S6XOOCT0IEG5ABCC6L87 31426CW34 2055-02-01 5.500000 0.00 752273.63 755744.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD2765 B1V7KEBTPIMZEU4LTD58 3140B3CB6 2055-05-01 6.000000 0.00 195277.88 199076.04 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD1912 B1V7KEBTPIMZEU4LTD58 3140B2DS0 2055-01-01 7.000000 0.00 579957.17 620974.26 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD0600 B1V7KEBTPIMZEU4LTD58 3140B0U22 2055-07-01 7.000000 0.00 264881.99 283334.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC8860 B1V7KEBTPIMZEU4LTD58 3140AWZ28 2055-01-01 5.500000 0.00 478902.03 481590.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC8829 B1V7KEBTPIMZEU4LTD58 3140AWY37 2054-12-01 5.500000 0.00 619596.12 623284.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC7756 B1V7KEBTPIMZEU4LTD58 3140AVTN1 2054-12-01 5.500000 0.00 318101.90 320399.66 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC4369 B1V7KEBTPIMZEU4LTD58 3140AR2B5 2054-09-01 6.000000 0.00 195335.68 200883.22 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC3492 B1V7KEBTPIMZEU4LTD58 3140AQ3A8 2054-10-01 6.000000 0.00 168543.61 173208.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB9370 B1V7KEBTPIMZEU4LTD58 3140AKMU6 2054-09-01 6.000000 0.00 341438.31 351263.54 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB9768 B1V7KEBTPIMZEU4LTD58 3140AK2A2 2054-08-01 7.500000 0.00 135898.49 144830.28 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB8454 B1V7KEBTPIMZEU4LTD58 3140AJMC9 2054-07-01 7.500000 0.00 155395.85 165542.73 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB5439 B1V7KEBTPIMZEU4LTD58 3140AFBH8 2054-06-01 6.000000 0.00 232016.08 237412.08 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB5112 B1V7KEBTPIMZEU4LTD58 3140AEVE6 2054-07-01 7.000000 0.00 187890.03 200501.65 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB5368 B1V7KEBTPIMZEU4LTD58 3140AE6E4 2054-06-01 6.500000 0.00 32745.14 34076.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDB2295 B1V7KEBTPIMZEU4LTD58 3140ABRR8 2039-09-01 5.000000 0.00 1093860.85 1097882.61 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB1945 B1V7KEBTPIMZEU4LTD58 3140ABET8 2054-08-01 7.500000 0.00 200913.43 215845.12 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB0354 B1V7KEBTPIMZEU4LTD58 3140A9MC1 2054-03-01 7.500000 0.00 299618.56 318934.06 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB0003 B1V7KEBTPIMZEU4LTD58 3140A9AD2 2054-03-01 7.500000 0.00 307331.14 327254.80 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA8028 B1V7KEBTPIMZEU4LTD58 3140A84N9 2054-02-01 7.500000 0.00 19713.25 20972.33 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA6451 B1V7KEBTPIMZEU4LTD58 3140A7EZ3 2054-02-01 7.500000 0.00 42652.53 45728.20 Agency Mortgage-Backed Securities FMAC FKAR 04.400 WDWD0066 S6XOOCT0IEG5ABCC6L87 3142KDCC8 2033-03-01 4.400000 0.00 4985135.14 4899264.52 Agency Mortgage-Backed Securities FMAC FKAR 04.200 WDWD0055 S6XOOCT0IEG5ABCC6L87 3142KDBZ8 2031-01-01 4.200000 0.00 5815608.11 5733166.05 Agency Mortgage-Backed Securities FMAC FKAR 04.000 WDWD0039 S6XOOCT0IEG5ABCC6L87 3142KDBH8 2030-12-01 4.000000 0.00 4150527.03 4059478.30 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA8495 N/A 3142JXNM2 2056-03-01 6.500000 0.00 388684.13 408324.60 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA8494 N/A 3142JXNL4 2056-03-01 6.500000 0.00 712609.54 743627.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0872 N/A 3133W46H0 2056-08-01 5.500000 0.00 359850.49 360268.03 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3768 B1V7KEBTPIMZEU4LTD58 31418DFJ6 2034-09-01 3.000000 0.00 44270.97 42248.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY4714 B1V7KEBTPIMZEU4LTD58 3140NMGY7 2053-06-01 5.000000 0.00 59955.28 58721.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBM4864 B1V7KEBTPIMZEU4LTD58 3140J9MN8 2033-05-01 3.500000 0.00 92742.53 91010.25 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS4760 B1V7KEBTPIMZEU4LTD58 3140XLJE9 2036-04-01 2.500000 0.00 29870.98 28340.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX8714 S6XOOCT0IEG5ABCC6L87 31426FVG9 2055-03-01 5.500000 0.00 287925.91 290659.00 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CIQO3878 S6XOOCT0IEG5ABCC6L87 3133WNJX9 2040-07-01 6.500000 0.00 273426.33 284679.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5909 B1V7KEBTPIMZEU4LTD58 31418FR74 2055-12-01 5.000000 0.00 1982.15 1931.93 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3537 B1V7KEBTPIMZEU4LTD58 3140NX4X8 2035-04-01 4.970000 0.00 6084061.12 6138809.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5189 B1V7KEBTPIMZEU4LTD58 31418EXT2 2053-11-01 5.000000 0.00 102296.19 100207.99 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3496 B1V7KEBTPIMZEU4LTD58 3140QN3E0 2052-05-01 3.000000 0.00 301038.82 260645.43 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2555 B1V7KEBTPIMZEU4LTD58 3140QMZV9 2052-01-01 2.500000 0.00 7617.95 6270.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5879 B1V7KEBTPIMZEU4LTD58 31418FQ91 2055-11-01 5.500000 0.00 4590.34 4585.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5878 B1V7KEBTPIMZEU4LTD58 31418FQ83 2055-11-01 5.000000 0.00 1050.45 1023.84 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5877 B1V7KEBTPIMZEU4LTD58 31418FQ75 2055-11-01 4.500000 0.00 2548.93 2419.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5818 B1V7KEBTPIMZEU4LTD58 31418FPC5 2055-09-01 3.500000 0.00 5294.33 4740.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5800 B1V7KEBTPIMZEU4LTD58 31418FNS2 2040-08-01 5.000000 0.00 24826.73 24899.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIMA5784 B1V7KEBTPIMZEU4LTD58 31418FNA1 2040-07-01 6.500000 0.00 166733.86 173443.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5772 B1V7KEBTPIMZEU4LTD58 31418FMW4 2040-07-01 5.500000 0.00 210260.06 213734.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5701 B1V7KEBTPIMZEU4LTD58 31418FKP1 2055-05-01 6.000000 0.00 4441.86 4527.77 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA5641 B1V7KEBTPIMZEU4LTD58 31418FHT7 2040-01-01 4.000000 0.00 8507.30 8212.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5614 B1V7KEBTPIMZEU4LTD58 31418FGY7 2055-02-01 5.500000 0.00 489634.62 489443.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5612 B1V7KEBTPIMZEU4LTD58 31418FGW1 2055-02-01 4.500000 0.00 16726.73 15878.09 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLCA7587 B1V7KEBTPIMZEU4LTD58 3140QFND7 2050-11-01 1.500000 0.00 76689.95 57802.60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5947 B1V7KEBTPIMZEU4LTD58 31418FTD9 2056-01-01 6.500000 0.00 71216.28 73936.51 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIMA5895 B1V7KEBTPIMZEU4LTD58 31418FRR0 2040-09-01 6.500000 0.00 76504.86 79646.05 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CKMA5905 B1V7KEBTPIMZEU4LTD58 31418FR33 2055-10-01 7.000000 0.00 237361.48 246356.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5857 B1V7KEBTPIMZEU4LTD58 31418FQK6 2040-10-01 3.500000 0.00 227086.38 215442.91 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIBR2059 B1V7KEBTPIMZEU4LTD58 3140L0JD0 2036-06-01 1.500000 0.00 3094.22 2753.54 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIBR1069 B1V7KEBTPIMZEU4LTD58 3140KYFK5 2036-05-01 1.500000 0.00 3177.35 2826.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO6275 B1V7KEBTPIMZEU4LTD58 3140K16M3 2050-01-01 3.500000 0.00 7657.65 6925.17 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBO4672 B1V7KEBTPIMZEU4LTD58 3140K0FN3 2049-11-01 2.500000 0.00 226121.50 189640.49 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO4671 B1V7KEBTPIMZEU4LTD58 3140K0FM5 2049-11-01 3.000000 0.00 69112.47 61285.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO5384 B1V7KEBTPIMZEU4LTD58 3140K06W3 2049-12-01 3.500000 0.00 3969.33 3595.88 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7954 B1V7KEBTPIMZEU4LTD58 3140JCZU1 2056-02-01 4.124000 0.00 3981960.21 3881693.13 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7934 B1V7KEBTPIMZEU4LTD58 3140JCY81 2056-02-01 4.725000 0.00 4554838.72 4531806.41 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBM7392 B1V7KEBTPIMZEU4LTD58 3140JCGA6 2049-04-01 6.045000 0.00 8520.96 8873.52 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBM7306 B1V7KEBTPIMZEU4LTD58 3140JCDL5 2050-04-01 6.084000 0.00 10365.60 10800.84 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM8004 B1V7KEBTPIMZEU4LTD58 3140JC3N2 2056-01-01 4.807000 0.00 4425259.97 4406695.27 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBM5108 B1V7KEBTPIMZEU4LTD58 3140J9VA6 2033-02-01 3.000000 0.00 304913.28 294683.44 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX S1BM5066 B1V7KEBTPIMZEU4LTD58 3140J9TY7 2036-11-01 6.392000 0.00 329306.44 344244.00 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX S1BM5375 B1V7KEBTPIMZEU4LTD58 3140J96M8 2036-08-01 6.014000 0.00 298794.90 308944.27 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CWBM3809 B1V7KEBTPIMZEU4LTD58 3140J8GT4 2032-03-01 3.000000 0.00 30069.10 29273.02 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA3970 B1V7KEBTPIMZEU4LTD58 31418DMU3 2035-03-01 2.000000 0.00 514538.36 473322.12 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA3983 B1V7KEBTPIMZEU4LTD58 31418DM90 2035-04-01 2.000000 0.00 39619.39 36413.66 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3828 B1V7KEBTPIMZEU4LTD58 31418DHE5 2034-11-01 3.000000 0.00 189670.94 180934.69 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3798 B1V7KEBTPIMZEU4LTD58 31418DGG1 2034-10-01 3.000000 0.00 85999.10 82036.17 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3797 B1V7KEBTPIMZEU4LTD58 31418DGF3 2034-10-01 2.500000 0.00 200485.78 188273.86 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQI0880 S6XOOCT0IEG5ABCC6L87 3133W66R3 2054-01-01 7.500000 0.00 157670.21 170622.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0930 S6XOOCT0IEG5ABCC6L87 3133W5A74 2056-08-01 6.000000 0.00 701205.43 716627.75 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2556 B1V7KEBTPIMZEU4LTD58 3140QMZW7 2052-01-01 3.000000 0.00 5115.52 4412.39 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA0820 B1V7KEBTPIMZEU4LTD58 3140A04E6 2053-10-01 6.000000 0.00 1016910.90 1045319.32 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIMA5803 B1V7KEBTPIMZEU4LTD58 31418FNV5 2040-08-01 6.500000 0.00 60821.54 63269.04 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1711 B1V7KEBTPIMZEU4LTD58 3140BR3V9 2055-10-01 6.500000 0.00 741708.49 773778.24 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD8501 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2048-01-01 3.500000 0.00 49017.90 44239.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ1662 B1V7KEBTPIMZEU4LTD58 3140H2Z43 2047-12-01 3.500000 0.00 27.33 24.85 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH1968 B1V7KEBTPIMZEU4LTD58 3140GQFJ0 2048-06-01 4.000000 0.00 125669.50 117686.76 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBC0853 B1V7KEBTPIMZEU4LTD58 3140EU5P0 2031-04-01 3.000000 0.00 17594.53 17097.83 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIDF7929 B1V7KEBTPIMZEU4LTD58 3140BYY32 2041-04-01 4.000000 0.00 326887.97 315536.24 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF6569 B1V7KEBTPIMZEU4LTD58 3140BXJP2 2055-12-01 6.500000 0.00 171425.87 178075.94 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF6568 B1V7KEBTPIMZEU4LTD58 3140BXJN7 2055-12-01 6.500000 0.00 372051.77 392797.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF6224 B1V7KEBTPIMZEU4LTD58 3140BW4J4 2056-06-01 5.500000 0.00 266018.76 266269.44 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8211 S6XOOCT0IEG5ABCC6L87 3132DWDQ3 2052-05-01 2.000000 0.00 299674.54 236465.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH6551 B1V7KEBTPIMZEU4LTD58 3140UNH59 2056-06-01 5.500000 0.00 284829.95 285673.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS3857 S6XOOCT0IEG5ABCC6L87 3132A4JA7 2041-06-01 5.500000 0.00 9318.27 9515.98 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLZS3792 S6XOOCT0IEG5ABCC6L87 3132A4F94 2043-07-01 2.500000 0.00 22633.56 19629.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS3729 S6XOOCT0IEG5ABCC6L87 3132A4EA2 2040-08-01 5.500000 0.00 54.12 55.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS2324 S6XOOCT0IEG5ABCC6L87 3132A2SM5 2035-02-01 5.500000 0.00 498.08 505.45 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZA3875 S6XOOCT0IEG5ABCC6L87 31329MJU5 2031-06-01 3.000000 0.00 78790.72 76663.68 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8105 S6XOOCT0IEG5ABCC6L87 3132A9AE7 2032-09-01 3.500000 0.00 11763.70 11616.44 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS7148 S6XOOCT0IEG5ABCC6L87 3132A75H0 2030-04-01 3.500000 0.00 238.62 235.54 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZA3856 S6XOOCT0IEG5ABCC6L87 31329MH94 2030-11-01 3.000000 0.00 77962.93 76072.33 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZA2505 S6XOOCT0IEG5ABCC6L87 31329KYA6 2038-05-01 3.500000 0.00 18928.34 17952.14 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTZA2177 S6XOOCT0IEG5ABCC6L87 31329KM27 2030-09-01 4.000000 0.00 2537.09 2509.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8432 S6XOOCT0IEG5ABCC6L87 3132DWLM3 2054-05-01 6.000000 0.00 997.11 1016.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8431 S6XOOCT0IEG5ABCC6L87 3132DWLL5 2054-05-01 5.500000 0.00 103168.51 103145.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8446 S6XOOCT0IEG5ABCC6L87 3132DWL35 2054-07-01 5.500000 0.00 90381.06 90432.60 Agency Mortgage-Backed Securities FMAC FMAR 841337 G S6XOOCT0IEG5ABCC6L87 31288QPW4 2051-08-01 1.850000 0.00 375152.90 362792.24 Agency Mortgage-Backed Securities FMAC FMAR 841319 G S6XOOCT0IEG5ABCC6L87 31288QPC8 2046-05-01 6.020000 0.00 9251.63 9614.08 Agency Mortgage-Backed Securities FMAC FMAR 841315 G S6XOOCT0IEG5ABCC6L87 31288QN89 2046-05-01 6.023000 0.00 8893.18 9241.85 Agency Mortgage-Backed Securities FMAC FMAR 841680 G S6XOOCT0IEG5ABCC6L87 31288Q2M1 2049-12-01 5.836000 0.00 8788.21 9129.35 Agency Mortgage-Backed Securities FMAC 02.500 FGPC T40118 G S6XOOCT0IEG5ABCC6L87 31286RDX5 2027-11-01 2.500000 0.00 746.88 739.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG6308 S6XOOCT0IEG5ABCC6L87 3133C7AH0 2053-07-01 6.000000 0.00 169706.58 174899.09 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG1876 S6XOOCT0IEG5ABCC6L87 3133C2CM8 2053-05-01 5.000000 0.00 168221.37 165100.30 Agency Mortgage-Backed Securities FNMA MNRM CL005A1 R26M005 N/A 3136BYH62 2035-08-25 4.000000 0.00 6743189.68 6550491.79 Agency Mortgage-Backed Securities FNMA MNRA CL003A1 R22M003 B1V7KEBTPIMZEU4LTD58 3136BLR69 2031-11-25 1.707200 0.00 938510.25 872241.74 Agency Mortgage-Backed Securities FNMA MNRM CL0051A2 R26M00 B1V7KEBTPIMZEU4LTD58 3136BYH70 2036-01-25 4.300000 0.00 23625911.73 22565257.92 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-07 2026-09-04 N N N 0.0368 850000000.00 850000000.00 0.0256 N N Y N BNP Paribas SA BNP Paribas Fortis SA 3.710000% ARP1GCHZ3 R0MUWSFPU8MPRO8K5P83 N/A 0000872786 ARP1GCHZ3_3.71_0807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 3/8 NOTE AS 28 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 33908863.73 33739192.25 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 27 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 9.97 10.01 U.S. Treasuries (including strips) USTR 4 NOTE AB 29 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 14949282.10 14827295.96 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 34881355.93 34573352.42 U.S. Treasuries (including strips) USTR 3 3/4 NOTE M 30 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 298963.12 293602.40 U.S. Treasuries (including strips) USTR 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 9.97 9.87 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 135668.54 124962.57 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 33739121.08 34315379.77 U.S. Treasuries (including strips) USTR 2 3/8 TRIN AE 28 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 8918864.38 9032410.28 U.S. Treasuries (including strips) USTR 0 5/8 NOTE E 30 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 29898295.12 25892432.50 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 M Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-07 2026-08-07 2026-09-28 N N N 0.0371 147000000.00 147000000.00 0.0044 N N Y N BNP Paribas SA BNP Paribas Fortis SA 3.650000% ARP1HEX98 R0MUWSFPU8MPRO8K5P83 N/A 0000872786 ARP1HEX98_3.65_0804 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 1/8 NOTE Z 31 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 1365285.00 1359953.56 U.S. Treasuries (including strips) USTR TRFR BB 04/30/28 254900HROIFWPRGM1V77 91282CQM6 2028-04-30 3.955100 0.00 5.00 5.00 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 30 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 22632500.00 22362750.74 U.S. Treasuries (including strips) USTR 3 3/8 NOTE C 33 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 8830000.00 8312295.52 U.S. Treasuries (including strips) USTR 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 3539495.00 3129080.17 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 21058016.24 19182680.87 U.S. Treasuries (including strips) USTR 6 1/2 BOND 26 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.500000 0.00 820.00 836.73 U.S. Treasuries (including strips) USTR 6 3/4 BOND 26 254900HROIFWPRGM1V77 912810EX2 2026-08-15 6.750000 0.00 2700.00 2786.11 U.S. Treasuries (including strips) USTR BILL 05/13/27 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0.00 0.00 387790.00 376175.69 U.S. Treasuries (including strips) USTR 1 1/4 NOTE L 28 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 35.00 33.25 U.S. Treasuries (including strips) USTR 6 3/8 BOND 27 254900HROIFWPRGM1V77 912810FA1 2027-08-15 6.375000 0.00 10.00 10.52 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 24738550.00 24050406.00 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 29 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 23225625.00 23126482.51 U.S. Treasuries (including strips) USTR 2 3/8 TRIN AE 28 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 5.47 5.54 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 1062295.00 1047933.52 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 M Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-04 2026-08-04 2026-08-04 N N N 0.0365 100000000.00 100000000.00 0.0030 N N Y N Bank of Montreal Bank of Montreal/US 3.680000% ARP1JJP29 NQQ6HPCNCCU6TUTQYE16 N/A 0000009622 ARP1JJP29_3.68_0806 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.500 CLRJ5488 S6XOOCT0IEG5ABCC6L87 3142GWC23 2055-12-01 5.500000 0.00 7890603.68 7934643.77 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL6165 S6XOOCT0IEG5ABCC6L87 31427TZ74 2052-04-01 2.500000 0.00 5752961.38 4787461.04 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL5594 S6XOOCT0IEG5ABCC6L87 31427TGC4 2054-01-01 2.500000 0.00 7966974.90 6595112.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6169 S6XOOCT0IEG5ABCC6L87 31427T2B1 2056-07-01 5.500000 0.00 4604562.50 4617664.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL6168 S6XOOCT0IEG5ABCC6L87 31427T2A3 2056-06-01 5.000000 0.00 4797459.00 4680543.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC0547 B1V7KEBTPIMZEU4LTD58 3140Y6TD2 2055-06-01 4.500000 0.00 5202726.37 4941913.70 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA6522 B1V7KEBTPIMZEU4LTD58 3140W7G87 2052-08-01 3.000000 0.00 5776419.25 5064891.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6027 B1V7KEBTPIMZEU4LTD58 3140W6VV1 2056-06-01 5.000000 0.00 6567874.20 6408627.33 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5673 B1V7KEBTPIMZEU4LTD58 3140W6JT0 2055-09-01 6.000000 0.00 4697905.08 4809142.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3520 B1V7KEBTPIMZEU4LTD58 3140W34E6 2055-11-01 5.500000 0.00 1981534.11 1992615.51 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5205 S6XOOCT0IEG5ABCC6L87 3133KLYA9 2051-05-01 2.500000 0.00 8655528.06 7191794.59 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8199 S6XOOCT0IEG5ABCC6L87 3132DWDC4 2052-03-01 2.000000 0.00 6443923.24 5095613.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4834 S6XOOCT0IEG5ABCC6L87 3142GVLQ2 2055-09-01 5.500000 0.00 5243953.21 5238307.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4009 B1V7KEBTPIMZEU4LTD58 3140XKN30 2053-03-01 5.500000 0.00 4651428.59 4683306.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6029 B1V7KEBTPIMZEU4LTD58 3140W6VX7 2056-03-01 5.000000 0.00 3648051.27 3573130.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5091 B1V7KEBTPIMZEU4LTD58 3140W5UR3 2056-03-01 5.000000 0.00 4824455.48 4724134.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6565 S6XOOCT0IEG5ABCC6L87 3142GXJK4 2056-05-01 5.000000 0.00 4827733.56 4706666.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA6019 B1V7KEBTPIMZEU4LTD58 3140W6VM1 2052-09-01 3.500000 0.00 8143975.23 7394751.23 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLFA6526 B1V7KEBTPIMZEU4LTD58 3140W7HC7 2052-04-01 1.500000 0.00 10445078.00 7851627.80 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-06 2026-08-06 2026-08-06 N N N 0.0368 100000000.00 100000000.00 0.0030 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.660000% ARP1JNQV5 ZBUT11V806EZRVTWT807 N/A 0001168163 ARP1JNQV5_3.66_0807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 7/8 NOTE AA 30 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 299094576.32 294293589.83 U.S. Treasuries (including strips) USTR 4 NOTE H 30 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 213412735.30 214176418.86 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AV 28 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 92973520.00 91653752.25 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 29 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 138791680.00 139144557.85 U.S. Treasuries (including strips) USTR 0 5/8 NOTE T 27 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 293504000.00 279201695.24 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2026-08-07 2026-08-12 N N N 0.0366 998500000.00 998500000.00 0.0300 N N Y N Bank of Montreal Bank of Montreal/US 3.670000% ARP1JRJZ5 NQQ6HPCNCCU6TUTQYE16 N/A 0000009622 ARP1JRJZ5_3.67_0807 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNHA AL DU1863 H 549300M8ZYFG0OCMTT87 3618WDB84 2076-06-20 6.973000 0.00 303243.61 316566.56 Agency Mortgage-Backed Securities GNMA GNHA RM DT8486 H 549300M8ZYFG0OCMTT87 3618W8NB5 2076-06-20 5.574000 0.00 10756044.89 11365417.85 Agency Mortgage-Backed Securities GNMA GNHA RM DT8481 H 549300M8ZYFG0OCMTT87 3618W8M67 2076-06-20 5.465000 0.00 12461012.59 13547702.20 Agency Mortgage-Backed Securities GNMA GNHA RM DT8480 H 549300M8ZYFG0OCMTT87 3618W8M59 2076-06-20 5.488000 0.00 12529696.29 13625497.58 Agency Mortgage-Backed Securities GNMA GNHA RM DT4997 H 549300M8ZYFG0OCMTT87 3618W4RS3 2076-06-20 5.322000 0.00 15379693.61 16536154.29 Agency Mortgage-Backed Securities GNMA GNHA AL DT4992 H 549300M8ZYFG0OCMTT87 3618W4RM6 2076-06-20 6.745000 0.00 751269.37 785946.33 Agency Mortgage-Backed Securities GNMA GNHA RM DT5007 H 549300M8ZYFG0OCMTT87 3618W4R46 2076-06-20 5.475000 0.00 10182206.62 11027294.13 Agency Mortgage-Backed Securities GNMA GNHA RM DT4656 H 549300M8ZYFG0OCMTT87 3618W4E57 2076-06-20 5.240000 0.00 8537878.66 9143160.19 Agency Mortgage-Backed Securities GNMA GNHA AL DT2967 H 549300M8ZYFG0OCMTT87 3618W2JL1 2076-06-20 6.137000 0.00 474027.26 494522.85 Agency Mortgage-Backed Securities GNMA GNHA RM DT2965 H 549300M8ZYFG0OCMTT87 3618W2JJ6 2076-06-20 5.095000 0.00 4522851.54 4791363.43 Agency Mortgage-Backed Securities GNMA GNHA ML DS3585 H 549300M8ZYFG0OCMTT87 3618VP6W1 2076-06-20 5.774000 0.00 1380735.74 1427123.85 Agency Mortgage-Backed Securities GNMA GNHA AL DS3584 H 549300M8ZYFG0OCMTT87 3618VP6V3 2076-06-20 6.689000 0.00 1084054.83 1139079.46 Agency Mortgage-Backed Securities GNMA GNHA AL DS3583 H 549300M8ZYFG0OCMTT87 3618VP6U5 2076-06-20 6.197000 0.00 1170905.47 1237050.11 Agency Mortgage-Backed Securities GNMA GNHA RM DS1410 H 549300M8ZYFG0OCMTT87 3618VMR70 2076-06-20 5.584000 0.00 1667507.04 1800209.48 Agency Mortgage-Backed Securities GNMA GNHA RM DS1409 H 549300M8ZYFG0OCMTT87 3618VMR62 2076-06-20 5.452000 0.00 4325764.26 4686378.71 Agency Mortgage-Backed Securities GNMA GNHA RM DS6218 H 549300M8ZYFG0OCMTT87 3618VS4B3 2076-06-20 5.737000 0.00 5484285.71 5994071.09 Agency Mortgage-Backed Securities GNMA GNHA RM DS6214 H 549300M8ZYFG0OCMTT87 3618VS3X6 2076-06-20 5.445000 0.00 4935447.32 5360594.15 Agency Mortgage-Backed Securities GNMA GNHA RM CZ0314 H 549300M8ZYFG0OCMTT87 3618GBK37 2076-06-20 4.782000 0.00 1316499.30 1365692.92 Agency Mortgage-Backed Securities GNMA GNHA RM DT2966 H 549300M8ZYFG0OCMTT87 3618W2JK3 2076-06-20 5.298000 0.00 1265658.97 1344104.51 Agency Mortgage-Backed Securities GNMA GNHA RM DS4860 H 549300M8ZYFG0OCMTT87 3618VRMH2 2076-06-20 5.338000 0.00 5589257.44 6035595.04 Agency Mortgage-Backed Securities GNMA GNHA AL DL1804 H 549300M8ZYFG0OCMTT87 3618LDAD6 2075-09-20 6.324000 0.00 119014.03 124173.17 Agency Mortgage-Backed Securities GNMA GNHA AL DL1799 H 549300M8ZYFG0OCMTT87 3618LC7L4 2075-08-20 6.344000 0.00 113803.93 119239.54 Agency Mortgage-Backed Securities GNMA GNHA AL DL1796 H 549300M8ZYFG0OCMTT87 3618LC7H3 2075-07-20 6.314000 0.00 257142.13 266485.30 Agency Mortgage-Backed Securities GNMA GNHA RM CS6222 H 549300M8ZYFG0OCMTT87 3618AY4F4 2073-03-20 4.694000 0.00 99739.67 101236.98 Agency Mortgage-Backed Securities GNMA GNHA RM CS6212 H 549300M8ZYFG0OCMTT87 3618AY3V0 2073-02-20 4.662000 0.00 60988.68 61718.02 Agency Mortgage-Backed Securities GNMA GNHA RM CS6201 H 549300M8ZYFG0OCMTT87 3618AY3J7 2073-01-20 4.596000 0.00 117323.21 118579.24 Agency Mortgage-Backed Securities GNMA GNHA RM CS5203 H 549300M8ZYFG0OCMTT87 3618AXX80 2072-12-20 4.764000 0.00 44647.79 45328.58 Agency Mortgage-Backed Securities GNMA GNHA 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903331.42 942076.21 Agency Mortgage-Backed Securities GNMA GNHA AL DM3197 H 549300M8ZYFG0OCMTT87 3618LSRS2 2076-01-20 6.770000 0.00 397130.83 415646.73 Agency Mortgage-Backed Securities GNMA GNHA RA DM2173 H 549300M8ZYFG0OCMTT87 3618LRMW0 2075-09-20 5.660000 0.00 637560.58 682534.64 Agency Mortgage-Backed Securities GNMA GNHA AL DM1363 H 549300M8ZYFG0OCMTT87 3618LQQQ1 2075-09-20 6.792000 0.00 222687.05 234845.61 Agency Mortgage-Backed Securities GNMA GNHA ML DM1340 H 549300M8ZYFG0OCMTT87 3618LQPZ2 2075-08-20 5.865000 0.00 1344290.70 1386170.06 Agency Mortgage-Backed Securities GNMA GNHA AL DM1330 H 549300M8ZYFG0OCMTT87 3618LQPP4 2075-07-20 6.939000 0.00 451927.17 475442.75 Agency Mortgage-Backed Securities GNMA GNHA RM CM6372 H 549300M8ZYFG0OCMTT87 3617YSCH0 2072-03-20 5.248000 0.00 514632.71 537503.76 Agency Mortgage-Backed Securities GNMA GNHA RM CK9645 H 549300M8ZYFG0OCMTT87 3617Y5WE5 2071-12-20 5.435000 0.00 15494215.98 16303724.20 Agency Mortgage-Backed Securities GNMA GNHA RM 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10630.02 11183.83 Agency Mortgage-Backed Securities GNMA GNHA RM CE9376 H 549300M8ZYFG0OCMTT87 3617VYMZ9 2071-10-20 5.338000 0.00 1112731.98 1164136.86 Agency Mortgage-Backed Securities GNMA GNHA RM CE5538 H 549300M8ZYFG0OCMTT87 3617VUEK9 2071-09-20 5.447000 0.00 1176486.15 1233480.24 Agency Mortgage-Backed Securities GNMA GNHA AL BV7966 H 549300M8ZYFG0OCMTT87 3617NMZ72 2070-07-20 6.794000 0.00 101645.79 106209.30 Agency Mortgage-Backed Securities GNMA GNHA ML BQ9584 H 549300M8ZYFG0OCMTT87 3617LUUH9 2070-01-20 5.796000 0.00 86021.35 88624.72 Agency Mortgage-Backed Securities GNMA GNHA RM DK4991 H 549300M8ZYFG0OCMTT87 3618L4RL0 2075-06-20 4.760000 0.00 192149.69 194511.05 Agency Mortgage-Backed Securities GNMA GNHA AL DK5006 H 549300M8ZYFG0OCMTT87 3618L4R30 2075-07-20 6.742000 0.00 823705.41 862706.22 Agency Mortgage-Backed Securities GNMA GNHA RM DJ1368 H 549300M8ZYFG0OCMTT87 3618KMQV0 2075-03-20 4.642000 0.00 79643.91 80653.57 Agency Mortgage-Backed Securities GNMA GNHA ML DJ1364 H 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28580.98 Agency Mortgage-Backed Securities GNMA GNHA RM 892950 H 549300M8ZYFG0OCMTT87 3620E0DY9 2060-07-20 4.808000 0.00 2068.11 2091.77 Agency Mortgage-Backed Securities GNMA GNHA ML 892614 H 549300M8ZYFG0OCMTT87 3620E0D78 2060-08-20 6.345000 0.00 19771.43 20747.98 Agency Mortgage-Backed Securities GNMA GNHA RM 891562 H 549300M8ZYFG0OCMTT87 36208AZY0 2058-08-20 4.772000 0.00 842.49 857.53 Agency Mortgage-Backed Securities GNMA GNHA RM 891588 H 549300M8ZYFG0OCMTT87 36208AZN4 2058-03-20 4.565000 0.00 2391.92 2415.59 Agency Mortgage-Backed Securities GNMA GNHA AL DT8479 H 549300M8ZYFG0OCMTT87 3618W8M42 2076-05-20 6.720000 0.00 533920.76 560785.69 Agency Mortgage-Backed Securities GNMA GNHA RA DK8569 H 549300M8ZYFG0OCMTT87 3618L8QW8 2075-06-20 6.132000 0.00 601903.30 658263.32 Agency Mortgage-Backed Securities GNMA GNHA ML DD2185 H 549300M8ZYFG0OCMTT87 3618HUNA5 2074-07-20 5.650000 0.00 74740.33 76995.47 Agency Mortgage-Backed Securities GNMA GNHA ML DD2176 H 549300M8ZYFG0OCMTT87 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3618VP6D3 2076-04-20 6.746000 0.00 1141565.90 1198981.15 Agency Mortgage-Backed Securities GNMA GNHA RM DS1406 H 549300M8ZYFG0OCMTT87 3618VMR39 2076-04-20 5.459000 0.00 1641680.59 1771194.96 Agency Mortgage-Backed Securities GNMA GNHA RM DR6012 H 549300M8ZYFG0OCMTT87 3618VEVD0 2076-05-20 5.432000 0.00 2936127.95 3187037.21 Agency Mortgage-Backed Securities GNMA GNHA RM DR5995 H 549300M8ZYFG0OCMTT87 3618VEUU3 2076-04-20 5.301000 0.00 3847317.94 4172111.09 Agency Mortgage-Backed Securities GNMA GNHA RM DS6213 H 549300M8ZYFG0OCMTT87 3618VS3W8 2076-05-20 5.622000 0.00 11107800.54 12133215.30 Agency Mortgage-Backed Securities GNMA GNHA RM DS6210 H 549300M8ZYFG0OCMTT87 3618VS3T5 2076-05-20 5.267000 0.00 2549338.41 2739474.01 Agency Mortgage-Backed Securities GNMA GNHA RM DS6209 H 549300M8ZYFG0OCMTT87 3618VS3S7 2076-05-20 5.245000 0.00 5437566.56 5855221.52 Agency Mortgage-Backed Securities GNMA GNHA AL DS4861 H 549300M8ZYFG0OCMTT87 3618VRMJ8 2076-05-20 6.722000 0.00 839192.82 890408.76 Agency Mortgage-Backed Securities GNMA GNHA ML DF1754 H 549300M8ZYFG0OCMTT87 3618JJ5P5 2074-08-20 5.754000 0.00 454161.13 468433.21 Agency Mortgage-Backed Securities GNMA GNHA ML DF1753 H 549300M8ZYFG0OCMTT87 3618JJ5N0 2074-08-20 5.665000 0.00 85623.75 88006.11 Agency Mortgage-Backed Securities GNMA GNHA AL DE8045 H 549300M8ZYFG0OCMTT87 3618JD5E3 2074-10-20 6.690000 0.00 534119.17 560385.46 Agency Mortgage-Backed Securities GNMA GNHA AL DE5722 H 549300M8ZYFG0OCMTT87 3618JBLB5 2074-07-20 6.900000 0.00 106217.50 110420.54 Agency Mortgage-Backed Securities GNMA GNHA ML CZ6004 H 549300M8ZYFG0OCMTT87 3618GHU58 2074-01-20 5.829000 0.00 91911.32 94623.81 Agency Mortgage-Backed Securities GNMA GNHA RM 892975 H 549300M8ZYFG0OCMTT87 3620E0F27 2060-09-20 5.090000 0.00 4242.74 4320.54 Agency Mortgage-Backed Securities GNMA GNHA RM 892990 H 549300M8ZYFG0OCMTT87 3620E0G26 2060-11-20 5.090000 0.00 37852.58 38424.30 Agency Mortgage-Backed Securities GNMA GNHA ML 899665 H 549300M8ZYFG0OCMTT87 3620E1C51 2063-04-20 5.662000 0.00 8091.54 8264.43 Agency Mortgage-Backed Securities GNMA GNHA ML AF7359 H 549300M8ZYFG0OCMTT87 36181PE88 2064-04-20 6.333000 0.00 45404.47 46588.01 Agency Mortgage-Backed Securities GNMA GNHA RM CT8004 H 549300M8ZYFG0OCMTT87 3618BD3M5 2073-04-20 4.609000 0.00 65365.52 66089.63 Agency Mortgage-Backed Securities GNMA GNHA RM CR0589 H 549300M8ZYFG0OCMTT87 3618AEUN2 2072-11-20 5.617000 0.00 7321760.07 7935050.22 Agency Mortgage-Backed Securities GNMA GNHA RM CQ9600 H 549300M8ZYFG0OCMTT87 3618ACUZ9 2072-12-20 4.671000 0.00 32368.25 32763.75 Agency Mortgage-Backed Securities GNMA GNHA AL DR0406 H 549300M8ZYFG0OCMTT87 3618V8NX8 2076-03-20 6.782000 0.00 521677.32 555429.23 Agency Mortgage-Backed Securities GNMA GNHA ML DR0400 H 549300M8ZYFG0OCMTT87 3618V8NR1 2076-03-20 5.991000 0.00 444659.98 462903.93 Agency Mortgage-Backed Securities GNMA GNHA ML CZ6002 H 549300M8ZYFG0OCMTT87 3618GHU33 2074-01-20 5.811000 0.00 46486.80 48058.49 Agency Mortgage-Backed Securities GNMA GNHA AL DR5993 H 549300M8ZYFG0OCMTT87 3618VEUS8 2076-03-20 6.763000 0.00 589070.10 618080.82 Agency Mortgage-Backed Securities GNMA GNHA AL DR5982 H 549300M8ZYFG0OCMTT87 3618VEUF6 2076-02-20 6.744000 0.00 480548.05 504773.19 Agency Mortgage-Backed Securities GNMA GNHA RM DR6005 H 549300M8ZYFG0OCMTT87 3618VEU66 2076-05-20 5.353000 0.00 2348926.59 2545440.14 Agency Mortgage-Backed Securities GNMA GNHA AL DR6003 H 549300M8ZYFG0OCMTT87 3618VEU41 2076-04-20 6.763000 0.00 482197.29 507159.28 Agency Mortgage-Backed Securities GNMA GNHA RM DR2161 H 549300M8ZYFG0OCMTT87 3618VAMJ5 2076-05-20 5.097000 0.00 1236663.14 1320648.23 Agency Mortgage-Backed Securities GNMA GNHA RM DR0427 H 549300M8ZYFG0OCMTT87 3618V8PL2 2076-05-20 5.157000 0.00 4962297.65 5313821.85 Agency Mortgage-Backed Securities GNMA GNHA ML CZ4351 H 549300M8ZYFG0OCMTT87 3618GFZQ1 2074-01-20 6.556000 0.00 53353.71 55853.80 Agency Mortgage-Backed Securities GNMA GNHA ML CZ4335 H 549300M8ZYFG0OCMTT87 3618GFY82 2074-01-20 6.113000 0.00 351054.25 366388.89 Agency Mortgage-Backed Securities GNMA GNHA AL CZ0307 H 549300M8ZYFG0OCMTT87 3618GBKU7 2074-03-20 6.022000 0.00 131115.90 135249.18 Agency Mortgage-Backed Securities GNMA GNHA ML CY7279 H 549300M8ZYFG0OCMTT87 3618G7CQ4 2073-10-20 6.101000 0.00 50488.45 52184.78 Agency Mortgage-Backed Securities GNMA GNHA ML CY5050 H 549300M8ZYFG0OCMTT87 3618G4TF7 2073-11-20 5.696000 0.00 72744.89 75211.71 Agency Mortgage-Backed Securities GNMA GNHA ML CY5044 H 549300M8ZYFG0OCMTT87 3618G4S92 2073-10-20 5.842000 0.00 37700.83 38907.16 Agency Mortgage-Backed Securities GNMA GNHA RM CY5037 H 549300M8ZYFG0OCMTT87 3618G4S27 2073-09-20 4.669000 0.00 2927.33 2965.97 Agency Mortgage-Backed Securities GNMA GNHA RM CY1791 H 549300M8ZYFG0OCMTT87 3618G07C6 2073-09-20 4.647000 0.00 76522.28 77376.83 Agency Mortgage-Backed Securities GNMA GNHA ML DB4126 H 549300M8ZYFG0OCMTT87 3618H6SP0 2074-04-20 5.601000 0.00 68587.71 70259.20 Agency Mortgage-Backed Securities GNMA GNHA ML DB4125 H 549300M8ZYFG0OCMTT87 3618H6SN5 2074-04-20 5.877000 0.00 176922.61 182261.13 Agency Mortgage-Backed Securities GNMA GNHA ML DB4124 H 549300M8ZYFG0OCMTT87 3618H6SM7 2074-04-20 5.907000 0.00 212636.41 218669.41 Agency Mortgage-Backed Securities GNMA GNHA RM DB4122 H 549300M8ZYFG0OCMTT87 3618H6SK1 2074-03-20 4.655000 0.00 33744.95 34261.20 Agency Mortgage-Backed Securities GNMA GNHA ML DB4118 H 549300M8ZYFG0OCMTT87 3618H6SF2 2074-03-20 5.881000 0.00 124769.74 128746.03 Agency Mortgage-Backed Securities GNMA GNHA ML DB4117 H 549300M8ZYFG0OCMTT87 3618H6SE5 2074-03-20 5.983000 0.00 290675.06 301265.42 Agency Mortgage-Backed Securities GNMA GNHA ML DB4111 H 549300M8ZYFG0OCMTT87 3618H6R89 2074-02-20 5.898000 0.00 195206.88 200910.63 Agency Mortgage-Backed Securities GNMA GNHA AL DB3455 H 549300M8ZYFG0OCMTT87 3618H5ZU3 2074-08-20 6.898000 0.00 98022.33 104681.07 Agency Mortgage-Backed Securities GNMA GNHA RA DB3415 H 549300M8ZYFG0OCMTT87 3618H5YL4 2074-06-20 5.504000 0.00 241585.28 252192.17 Agency Mortgage-Backed Securities GNMA GNHA ML DB3397 H 549300M8ZYFG0OCMTT87 3618H5X27 2074-05-20 6.190000 0.00 339212.48 354750.11 Agency Mortgage-Backed Securities GNMA GNHA ML DB3363 H 549300M8ZYFG0OCMTT87 3618H5WY8 2074-03-20 5.985000 0.00 83042.18 85932.31 Agency Mortgage-Backed Securities GNMA GNHA AL DB3061 H 549300M8ZYFG0OCMTT87 3618H5MJ2 2075-05-20 6.221000 0.00 106586.67 110775.17 Agency Mortgage-Backed Securities GNMA GNHA AL DB3055 H 549300M8ZYFG0OCMTT87 3618H5MC7 2075-03-20 6.310000 0.00 240303.67 252454.90 Agency Mortgage-Backed Securities GNMA GNHA ML DB0955 H 549300M8ZYFG0OCMTT87 3618H3BY6 2074-03-20 5.672000 0.00 110151.90 113321.30 Agency Mortgage-Backed Securities GNMA GNHA RM DB0962 H 549300M8ZYFG0OCMTT87 3618H3B75 2074-04-20 4.646000 0.00 122753.30 124177.59 Agency Mortgage-Backed Securities GNMA GNHA ML CZ7753 H 549300M8ZYFG0OCMTT87 3618GKTJ3 2074-02-20 5.891000 0.00 187035.03 192543.64 Agency Mortgage-Backed Securities GNMA GNHA RM CU9053 H 549300M8ZYFG0OCMTT87 3618BTBW9 2073-04-20 4.537000 0.00 99697.06 100750.21 Agency Mortgage-Backed Securities GNMA GNHA RA DM3178 H 549300M8ZYFG0OCMTT87 3618LSQ79 2075-12-20 6.113000 0.00 244883.90 271245.94 Agency Mortgage-Backed Securities GNMA GNHA RM DR6004 H 549300M8ZYFG0OCMTT87 3618VEU58 2076-05-20 5.362000 0.00 2261949.91 2454018.87 Agency Mortgage-Backed Securities GNMA GNHA RM DR0453 H 549300M8ZYFG0OCMTT87 3618V8QE7 2076-04-20 5.087000 0.00 254788.98 265582.10 Agency Mortgage-Backed Securities GNMA GNHA AL DN6901 H 549300M8ZYFG0OCMTT87 3618M9U26 2075-12-20 6.701000 0.00 800226.67 834816.60 Agency Mortgage-Backed Securities GNMA GNHA RM DR6006 H 549300M8ZYFG0OCMTT87 3618VEU74 2076-05-20 5.355000 0.00 2278458.63 2470019.28 Agency Mortgage-Backed Securities GNMA GNHA ML DB4112 H 549300M8ZYFG0OCMTT87 3618H6R97 2074-02-20 5.889000 0.00 165701.19 171073.30 Agency Mortgage-Backed Securities GNMA GNHA ML DD2178 H 549300M8ZYFG0OCMTT87 3618HUM32 2074-06-20 5.847000 0.00 178403.55 183437.89 Agency Mortgage-Backed Securities GNMA GNHA ML CW9897 H 549300M8ZYFG0OCMTT87 3618FJ7J1 2073-10-20 5.902000 0.00 58197.70 60031.05 Agency Mortgage-Backed Securities GNMA GNHA ML DB4127 H 549300M8ZYFG0OCMTT87 3618H6SQ8 2074-04-20 5.782000 0.00 485979.72 500701.35 Agency Mortgage-Backed Securities GNMA GNHA AL DG2107 H 549300M8ZYFG0OCMTT87 3618JXKU6 2074-11-20 6.763000 0.00 527658.27 554746.75 Agency Mortgage-Backed Securities GNMA GNHA ML DB3433 H 549300M8ZYFG0OCMTT87 3618H5Y67 2074-07-20 5.773000 0.00 63755.60 65323.17 Agency Mortgage-Backed Securities GNMA GNHA ML DH9859 H 549300M8ZYFG0OCMTT87 3618KJ5U2 2075-01-20 5.814000 0.00 155270.01 160077.53 Agency Mortgage-Backed Securities GNMA GNHA RM CY5036 H 549300M8ZYFG0OCMTT87 3618G4SZ4 2073-09-20 4.593000 0.00 70519.45 71177.86 Agency Mortgage-Backed Securities GNMA GNHA ML DB4114 H 549300M8ZYFG0OCMTT87 3618H6SB1 2074-02-20 5.897000 0.00 595283.52 614804.26 Agency Mortgage-Backed Securities GNMA GNHA ML CZ4336 H 549300M8ZYFG0OCMTT87 3618GFY90 2074-01-20 5.726000 0.00 74571.00 76233.11 Agency Mortgage-Backed Securities GNMA GNHA RM AO0392 H 549300M8ZYFG0OCMTT87 3617A0NH5 2066-01-20 4.820000 0.00 21445.28 21680.72 Agency Mortgage-Backed Securities GNMA GNHA ML DB3413 H 549300M8ZYFG0OCMTT87 3618H5YJ9 2074-06-20 6.051000 0.00 293489.22 303562.41 Agency Mortgage-Backed Securities GNMA GNHA RM DC3838 H 549300M8ZYFG0OCMTT87 3618HJHP4 2074-06-20 4.670000 0.00 154328.41 156180.87 Agency Mortgage-Backed Securities GNMA GNHA AL DD2187 H 549300M8ZYFG0OCMTT87 3618HUNC1 2074-08-20 6.765000 0.00 508258.77 541107.70 Agency Mortgage-Backed Securities GNMA GNHA ML DB4113 H 549300M8ZYFG0OCMTT87 3618H6SA3 2074-02-20 5.628000 0.00 118230.27 122500.44 Agency Mortgage-Backed Securities GNMA GNHA ML CZ7729 H 549300M8ZYFG0OCMTT87 3618GKSS4 2074-01-20 5.933000 0.00 140369.78 144375.87 Agency Mortgage-Backed Securities GNMA GNHA RM CE9339 H 549300M8ZYFG0OCMTT87 3617VYLU1 2071-09-20 5.216000 0.00 485727.31 506370.15 Agency Mortgage-Backed Securities GNMA GNHA ML DB4982 H 549300M8ZYFG0OCMTT87 3618H7RB0 2074-03-20 5.863000 0.00 154660.39 159496.47 Agency Mortgage-Backed Securities GNMA GNHA ML DA4469 H 549300M8ZYFG0OCMTT87 3618GT6E0 2074-03-20 6.110000 0.00 52138.20 54339.32 Agency Mortgage-Backed Securities GNMA GNHA ML CQ7934 H 549300M8ZYFG0OCMTT87 3618AAY71 2074-02-20 5.805000 0.00 79113.24 81724.68 Agency Mortgage-Backed Securities GNMA GNHA ML CJ3128 H 549300M8ZYFG0OCMTT87 3617XKPM3 2071-11-20 6.083000 0.00 542732.97 560992.95 Agency Mortgage-Backed Securities GNMA GNHA AL DH5824 H 549300M8ZYFG0OCMTT87 3618KEPH0 2075-01-20 6.803000 0.00 404237.28 423008.65 Agency Mortgage-Backed Securities GNMA GNHA ML DM1324 H 549300M8ZYFG0OCMTT87 3618LQPH2 2075-07-20 5.907000 0.00 477077.61 492799.15 Agency Mortgage-Backed Securities GNMA GNHA RM CW3879 H 549300M8ZYFG0OCMTT87 3618FCJY0 2073-08-20 4.589000 0.00 84944.96 85913.69 Agency Mortgage-Backed Securities GNMA GNHA AL DB3058 H 549300M8ZYFG0OCMTT87 3618H5MF0 2075-04-20 6.363000 0.00 128627.68 133703.18 Agency Mortgage-Backed Securities GNMA GNHA RM CP8918 H 549300M8ZYFG0OCMTT87 3617FY4B0 2072-11-20 4.824000 0.00 153741.25 156414.79 Agency Mortgage-Backed Securities GNMA GNHA AL DL4965 H 549300M8ZYFG0OCMTT87 3618LGQS9 2075-07-20 6.795000 0.00 437799.75 462096.47 Agency Mortgage-Backed Securities GNMA GNHA RM CE9388 H 549300M8ZYFG0OCMTT87 3617VYND7 2071-11-20 5.213000 0.00 1400437.75 1457508.85 Agency Mortgage-Backed Securities GNMA GNHA ML DF8394 H 549300M8ZYFG0OCMTT87 3618JSKF0 2074-10-20 5.850000 0.00 67100.45 69266.10 Agency Mortgage-Backed Securities GNMA GNHA ML DS3576 H 549300M8ZYFG0OCMTT87 3618VP6M3 2076-04-20 5.934000 0.00 243903.36 253083.03 Agency Mortgage-Backed Securities GNMA GNHA ML DH9845 H 549300M8ZYFG0OCMTT87 3618KJ5E8 2075-01-20 5.930000 0.00 927797.82 958088.26 Agency Mortgage-Backed Securities GNMA GNHA ML DQ3848 H 549300M8ZYFG0OCMTT87 3618MWHZ7 2076-03-20 5.727000 0.00 401696.27 415554.26 Agency Mortgage-Backed Securities GNMA GNHA RM DT2964 H 549300M8ZYFG0OCMTT87 3618W2JH0 2076-05-20 5.242000 0.00 1152979.24 1229028.22 Agency Mortgage-Backed Securities GNMA GNHA RM DR0455 H 549300M8ZYFG0OCMTT87 3618V8QG2 2076-05-20 5.078000 0.00 558593.64 583285.80 Agency Mortgage-Backed Securities GNMA GNHA RM DS6211 H 549300M8ZYFG0OCMTT87 3618VS3U2 2076-05-20 5.304000 0.00 4188229.18 4504556.36 Agency Mortgage-Backed Securities GNMA GNHA AL DL1805 H 549300M8ZYFG0OCMTT87 3618LDAE4 2075-10-20 6.330000 0.00 121506.90 127551.97 Agency Mortgage-Backed Securities GNMA GNHA RM DL1820 H 549300M8ZYFG0OCMTT87 3618LDAV6 2076-04-20 5.464000 0.00 418730.65 456644.76 Agency Mortgage-Backed Securities GNMA GNHA RM DQ3851 H 549300M8ZYFG0OCMTT87 3618MWH46 2076-04-20 5.393000 0.00 155612.46 170119.96 Agency Mortgage-Backed Securities GNMA GNHA RM DQ3824 H 549300M8ZYFG0OCMTT87 3618MWG96 2076-02-20 5.198000 0.00 186054.14 200773.41 Agency Mortgage-Backed Securities GNMA GNHA ML DS3569 H 549300M8ZYFG0OCMTT87 3618VP6E1 2076-04-20 5.927000 0.00 1319949.28 1367679.08 Agency Mortgage-Backed Securities GNMA GNHA AL DS4862 H 549300M8ZYFG0OCMTT87 3618VRMK5 2076-05-20 6.101000 0.00 1052945.74 1110619.79 Agency Mortgage-Backed Securities GNMA GNAR AF MB1293 M 549300M8ZYFG0OCMTT87 3618N6NK9 2056-07-20 3.500000 0.00 29733754.00 28247205.06 Agency Mortgage-Backed Securities GNMA GNHA AL DQ3834 H 549300M8ZYFG0OCMTT87 3618MWHK0 2076-02-20 6.593000 0.00 258981.21 271393.67 Agency Mortgage-Backed Securities GNMA GNHA AL DM3186 H 549300M8ZYFG0OCMTT87 3618LSRF0 2075-12-20 6.782000 0.00 482198.21 507996.05 Agency Mortgage-Backed Securities GNMA GNHA AL DL1819 H 549300M8ZYFG0OCMTT87 3618LDAU8 2076-03-20 6.342000 0.00 119631.70 125899.49 Agency Mortgage-Backed Securities GNMA GNHA ML AB8459 H 549300M8ZYFG0OCMTT87 36178VMG3 2063-10-20 5.526000 0.00 6518.71 6727.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6029 B1V7KEBTPIMZEU4LTD58 3140W6VX7 2056-03-01 5.000000 0.00 19053194.60 18661892.80 Agency Mortgage-Backed Securities GNMA GNHA PB 786443 H 549300M8ZYFG0OCMTT87 3622ACBL3 2072-01-20 5.284000 0.00 3726508.80 3881153.33 Agency Mortgage-Backed Securities GNMA GNHA RM 894759 H 549300M8ZYFG0OCMTT87 3620E1ME1 2066-01-20 4.820000 0.00 6789.20 6885.41 Agency Mortgage-Backed Securities GNMA GNHA ML 897923 H 549300M8ZYFG0OCMTT87 3620E0YB6 2062-08-20 4.594000 0.00 18513.82 18702.06 Agency Mortgage-Backed Securities GNMA GNHA RM 896352 H 549300M8ZYFG0OCMTT87 3620E0UR5 2062-04-20 4.434000 0.00 15812.26 15980.37 Agency Mortgage-Backed Securities GNMA GNHA RM 892978 H 549300M8ZYFG0OCMTT87 3620E0GM2 2060-11-20 4.758000 0.00 6503.29 6572.61 Agency Mortgage-Backed Securities GNMA GNHA AL DR0393 H 549300M8ZYFG0OCMTT87 3618V8NJ9 2076-03-20 6.722000 0.00 957935.23 999844.10 Agency Mortgage-Backed Securities GNMA GNHA AL DR0414 H 549300M8ZYFG0OCMTT87 3618V8N75 2076-04-20 6.747000 0.00 874389.02 911899.00 Agency Mortgage-Backed Securities GNMA GNHA AL DI9910 H 549300M8ZYFG0OCMTT87 3618NUAK0 2075-03-20 6.228000 0.00 411084.39 429639.72 Agency Mortgage-Backed Securities GNMA GNHA AL DI4419 H 549300M8ZYFG0OCMTT87 3618NM4C3 2075-03-20 6.750000 0.00 108673.79 115442.65 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-07 2026-08-07 2026-08-10 N N N 0.0367 349000000.00 349000000.00 0.0105 N N Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate & Investment Bank SA 3.670000% ARP1JWHT0 1VUV7VQFKUOQSJ21A208 N/A ARP1JWHT0_3.67_0807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 5/8 BOND 54 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 218700.00 201277.77 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 133890.00 89433.92 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 52 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 18.05 8.80 U.S. Treasuries (including strips) USTR 3 BOND 47 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 45.00 32.84 U.S. Treasuries (including strips) USTR 2 7/8 BOND 46 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 45.00 31.89 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 15.00 12.61 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 41 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 60988.74 57181.49 U.S. Treasuries (including strips) USTR BILL 05/13/27 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0.00 0.00 15.00 14.55 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 31356893.17 30755720.18 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 55 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 7961984.08 7068497.26 U.S. Treasuries (including strips) USTR 4 1/2 BOND 54 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 48437385.00 43667550.37 U.S. Treasuries (including strips) USTR 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 15.00 10.92 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 9466260.00 7609910.05 U.S. Treasuries (including strips) USTR 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 3007147.36 2908738.58 U.S. Treasuries (including strips) USTR 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 15.00 14.61 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 6690.00 6316.48 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 27 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 247845.92 246355.03 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AP 28 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 43245.00 43178.41 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 31 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 251371.84 228985.76 U.S. Treasuries (including strips) USTR 1 3/8 TRIB 44 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 2949485.32 2334208.67 U.S. Treasuries (including strips) USTR BILL 10/01/26 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0.00 0.00 54944385.00 54597685.93 U.S. Treasuries (including strips) USTR 2 3/8 TRIN D 36 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 559626.67 558430.53 U.S. Treasuries (including strips) USTR 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 21150.00 20572.61 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AG 30 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 30.00 29.17 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 356745.00 354920.17 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 27 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 15.00 15.18 U.S. Treasuries (including strips) USTR 1 1/8 TRIN A 33 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 3188.21 2986.84 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 32 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 36.25 32.55 U.S. Treasuries (including strips) USTR 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 2700000.00 2544155.10 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 45.00 44.39 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-07 2026-08-07 2026-08-17 N N N 0.0367 150000000.00 150000000.00 0.0045 N N Y N Societe Generale SG Americas Securities LLC 3.690000% ARP1KE652 254900J6B390XMPVLV82 N/A 0001261467 ARP1KE652_3.69_0805 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRA 2005-08 F 549300M8ZYFG0OCMTT87 38374KKU6 2035-01-20 3.984100 0.00 38381.33 38283.24 Agency Collateralized Mortgage Obligation GNMA GNRA 2004-66 F 549300M8ZYFG0OCMTT87 38374HWE6 2034-08-16 4.119600 0.00 8.17 8.17 Agency Collateralized Mortgage Obligation GNMA GNRA 2004-032 FP 549300M8ZYFG0OCMTT87 38374GYH9 2033-04-16 4.069600 0.00 41190.72 41256.29 Agency Collateralized Mortgage Obligation GNMA GNRA 2004-032 FD 549300M8ZYFG0OCMTT87 38374GXR8 2027-12-16 4.019600 0.00 1039.76 1041.25 Agency Collateralized Mortgage Obligation GNMA GNRA 2003-35 CF 549300M8ZYFG0OCMTT87 38373SU70 2033-03-16 4.119600 0.00 2301.78 2305.45 Agency Collateralized Mortgage Obligation GNMA GNRA 2007-14 FB 549300M8ZYFG0OCMTT87 38373MXJ4 2037-03-20 3.984100 0.00 42675.52 42163.05 Agency Collateralized Mortgage Obligation GNMA GNRA 2003-46 FB 549300M8ZYFG0OCMTT87 38373Q2T7 2033-06-16 4.039600 0.00 30852.55 30770.70 Agency Collateralized Mortgage Obligation GNMA GNRA 2004-032 PF 549300M8ZYFG0OCMTT87 38374GYF3 2032-03-16 4.069600 0.00 13301.27 13322.44 Agency Collateralized Mortgage Obligation GNMA GNRA 2007-020 FA 549300M8ZYFG0OCMTT87 38375JZQ1 2037-04-20 4.084100 0.00 31057.37 30773.28 Agency Collateralized Mortgage Obligation GNMA GNRA 2007-027 FD 549300M8ZYFG0OCMTT87 38375JJ63 2037-05-20 4.084100 0.00 10.05 10.02 Agency Collateralized Mortgage Obligation FNMA FNRA RC103FM R09F103 B1V7KEBTPIMZEU4LTD58 31398GJS9 2039-11-25 4.430600 0.00 28122.46 28198.38 Agency Collateralized Mortgage Obligation FMAC FGRA 3479BF 08/15/38 S6XOOCT0IEG5ABCC6L87 31397Y3S8 2038-08-15 4.739900 0.00 29843.52 30372.78 Agency 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 3650000000.00 3650000000.00 0.1098 N Y Y N Fixed Income Clearing Corp. - ING Ing Baring Furman Selz LLC Repo - 03aug26 3.650000% ARP1KG7L1 N/A N/A 0000319432 ARP1KG7L1_3.65_0803 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION ING Y FMAC 04.000 FGPC Q24708 G S6XOOCT0IEG5ABCC6L87 3132M43R4 2044-02-01 4.000000 0.00 2998383.90 2854648.37 Agency Mortgage-Backed Securities FMAC 04.500 FGPC V85488 G S6XOOCT0IEG5ABCC6L87 3132LBCZ1 2049-04-01 4.500000 0.00 2996142.59 2892778.66 Agency Mortgage-Backed Securities FMAC 04.000 FGPC V81757 G S6XOOCT0IEG5ABCC6L87 3132L65S6 2045-05-01 4.000000 0.00 3628173.73 3442314.48 Agency Mortgage-Backed Securities FMAC 05.000 FGPC Q01656 G S6XOOCT0IEG5ABCC6L87 3132GEZV5 2041-06-01 5.000000 0.00 48.28 48.37 Agency Mortgage-Backed Securities FMAC FEPC 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F1+ Moody's Investors Service, Inc. 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Agency Collateralized Mortgage Obligation GNMA GNRM 2012-006 MD 549300M8ZYFG0OCMTT87 38378CSR9 2041-10-20 2.000000 0.00 89210.77 81918.12 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-170 AL 549300M8ZYFG0OCMTT87 38384DU54 2053-11-20 7.500000 0.00 596768.93 618904.29 Agency Collateralized Mortgage Obligation GNMA GNRM 2022-207 BT 549300M8ZYFG0OCMTT87 38383HGM5 2062-12-20 7.000000 0.00 259964.98 266186.03 Agency Collateralized Mortgage Obligation FMAC FERM 4988LP 06/25/50 S6XOOCT0IEG5ABCC6L87 3137FUQM9 2050-06-25 1.250000 0.00 12081195.90 9275406.62 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-190 BP 549300M8ZYFG0OCMTT87 38385JR21 2054-12-20 4.500000 0.00 3446170.81 3359806.32 Agency Collateralized Mortgage Obligation FNMA FNRM CL082CA R17F082 B1V7KEBTPIMZEU4LTD58 3136AYNX7 2047-10-25 3.000000 0.00 14.96 10.56 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-149 EA 549300M8ZYFG0OCMTT87 38382KDA8 2050-09-20 1.000000 0.00 844534.54 627629.64 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-134 XJ 549300M8ZYFG0OCMTT87 38382JBW5 2050-09-20 1.000000 0.00 39999.82 18222.21 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-152 HA 549300M8ZYFG0OCMTT87 38382BXR9 2049-08-20 3.500000 0.00 20830.58 20158.45 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-162 GA 549300M8ZYFG0OCMTT87 38382BQL0 2049-10-20 3.000000 0.00 47150.85 45973.30 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-69 PD 549300M8ZYFG0OCMTT87 38381WQU5 2048-01-20 2.500000 0.00 193798.28 168217.75 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-160 AP 549300M8ZYFG0OCMTT87 38381UMZ2 2055-04-20 4.500000 0.00 4789837.55 4656450.15 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-131 QD 549300M8ZYFG0OCMTT87 38381QTB7 2051-07-20 4.500000 0.00 241267.79 238000.54 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-06 QY 549300M8ZYFG0OCMTT87 38380U6B4 2047-09-20 3.000000 0.00 39036.21 36621.98 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-162 PA 549300M8ZYFG0OCMTT87 38380HXG2 2047-03-20 3.000000 0.00 153279.67 142603.74 Agency Collateralized Mortgage Obligation GNMA GNRM 2016-17 JE 549300M8ZYFG0OCMTT87 38380AQK6 2046-08-20 3.000000 0.00 1175.51 1054.36 Agency Collateralized Mortgage Obligation GNMA GNRM 2016-11 UA 549300M8ZYFG0OCMTT87 38379YW38 2046-08-20 3.500000 0.00 765062.37 742283.15 Agency Collateralized Mortgage Obligation GNMA GNRM 2014-144 ML 549300M8ZYFG0OCMTT87 38379EV74 2044-09-20 3.000000 0.00 3665.86 3198.08 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-28 PN 549300M8ZYFG0OCMTT87 38378HX84 2042-10-16 2.000000 0.00 10834.47 10009.50 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-106 NB 549300M8ZYFG0OCMTT87 38378HHJ8 2042-09-20 2.000000 0.00 25344.28 21908.07 Agency Collateralized Mortgage Obligation GNMA GNRM 2011-145 YD 549300M8ZYFG0OCMTT87 38378AMR9 2041-11-16 3.000000 0.00 3249.95 2954.97 Agency Collateralized Mortgage Obligation GNMA GNRM 2011-007 DP 549300M8ZYFG0OCMTT87 38377THV6 2040-12-20 4.500000 0.00 4960.48 4906.80 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-084 PB 549300M8ZYFG0OCMTT87 38375YL42 2038-05-20 5.000000 0.00 25676.27 25755.61 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-102 PY 549300M8ZYFG0OCMTT87 38375GZ61 2042-08-20 2.000000 0.00 109000.00 89406.34 Agency Collateralized Mortgage Obligation FNMA FNRM CL006HD R13F006 B1V7KEBTPIMZEU4LTD58 3136ABU84 2042-12-25 1.500000 0.00 1877.93 1664.61 Agency Collateralized Mortgage Obligation FNMA FNRM CL145MB R12F145 B1V7KEBTPIMZEU4LTD58 3136AAV44 2042-09-25 1.500000 0.00 1599288.95 1429636.38 Agency Collateralized Mortgage Obligation FNMA FNRM CL152TA R12F152 B1V7KEBTPIMZEU4LTD58 3136AA6N0 2042-09-25 2.500000 0.00 16092.52 14702.44 Agency Collateralized Mortgage Obligation FNMA FNRM CL006TA R13F006 B1V7KEBTPIMZEU4LTD58 3136ABV42 2043-01-25 1.500000 0.00 223814.80 200325.21 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-40 PA 549300M8ZYFG0OCMTT87 38373QWS6 2033-05-16 4.250000 0.00 1035.55 1033.71 Agency Collateralized Mortgage Obligation FNMA FNRM CL019PY R10F019 B1V7KEBTPIMZEU4LTD58 31398MXN1 2040-03-25 5.000000 0.00 298.63 296.24 Agency Collateralized Mortgage Obligation FMAC FGRM 3081CQ 12/15/35 S6XOOCT0IEG5ABCC6L87 31396FWU3 2035-12-15 5.500000 0.00 992.44 1011.63 Agency Collateralized Mortgage Obligation FNMA FNRM CL008WD R06F008 B1V7KEBTPIMZEU4LTD58 31394VY53 2036-03-25 6.000000 0.00 4.63 3.96 Agency Collateralized Mortgage Obligation FMAC FGRM 2768PM 03/15/34 S6XOOCT0IEG5ABCC6L87 31394TAF2 2034-03-15 4.500000 0.00 294318.79 291293.19 Agency Collateralized Mortgage Obligation FNMA FNRM CL060JC R04F060 B1V7KEBTPIMZEU4LTD58 31394AWA0 2034-04-25 5.500000 0.00 5398.84 5501.41 Agency Collateralized Mortgage Obligation FNMA FNRM CL028KA R04F028 B1V7KEBTPIMZEU4LTD58 31393YFG5 2034-05-25 6.000000 0.00 73.22 73.24 Agency Collateralized Mortgage Obligation FNMA FNRM CL116KL R03F116 B1V7KEBTPIMZEU4LTD58 31393T5D4 2033-11-25 4.000000 0.00 2734.47 2685.79 Agency Collateralized Mortgage Obligation FMAC FGRM 2597AE 04/15/33 S6XOOCT0IEG5ABCC6L87 31393NTQ2 2033-04-15 5.500000 0.00 33.27 33.46 Agency Collateralized Mortgage Obligation FMAC FGRM 2531PM 12/15/32 S6XOOCT0IEG5ABCC6L87 31393FZW9 2032-12-15 5.500000 0.00 30.82 31.43 Agency Collateralized Mortgage Obligation FNMA FNRM CL033AM R03F033 B1V7KEBTPIMZEU4LTD58 31393BFF7 2033-05-25 4.250000 0.00 2382.60 2328.01 Agency Collateralized Mortgage Obligation FMAC FGRM 2467PX 07/15/32 S6XOOCT0IEG5ABCC6L87 31392RF48 2032-07-15 6.000000 0.00 74.92 75.92 Agency Collateralized Mortgage Obligation FMAC FERM 5667DV 04/25/37 S6XOOCT0IEG5ABCC6L87 3137HRYF0 2037-04-25 5.500000 0.00 4943583.60 5009211.32 Agency Collateralized Mortgage Obligation FMAC FERM 4912PA 06/25/49 S6XOOCT0IEG5ABCC6L87 3137FNQ60 2049-06-25 2.000000 0.00 2224.99 1835.76 Agency Collateralized Mortgage Obligation FMAC FGRM 4820CD 08/15/47 S6XOOCT0IEG5ABCC6L87 3137FHHR7 2047-08-15 3.500000 0.00 70368.95 69546.45 Agency Collateralized Mortgage Obligation FMAC FGRM 4708LM 08/15/47 S6XOOCT0IEG5ABCC6L87 3137FAJ33 2047-08-15 3.000000 0.00 20000.00 15185.88 Agency Collateralized Mortgage Obligation FMAC FERM 5058JW 01/25/51 S6XOOCT0IEG5ABCC6L87 3137F8DV2 2051-01-25 2.000000 0.00 1157080.00 739403.82 Agency Collateralized Mortgage Obligation FMAC FERM 5041JE 03/25/49 S6XOOCT0IEG5ABCC6L87 3137F6XW2 2049-03-25 1.250000 0.00 13514460.30 11001428.39 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-50 EA 549300M8ZYFG0OCMTT87 38375CHQ6 2040-08-20 1.500000 0.00 15044.33 13093.32 Agency Collateralized Mortgage Obligation GNMA GNRA 2011-H09 AF 549300M8ZYFG0OCMTT87 38375BLE0 2061-03-20 4.235700 0.00 2434.86 2434.98 Agency Collateralized Mortgage Obligation GNMA GNRM 2005-70 BY 549300M8ZYFG0OCMTT87 38374L2G5 2035-09-20 5.000000 0.00 91.40 91.59 Agency Collateralized Mortgage Obligation GNMA GNRM 2004-72 BD 549300M8ZYFG0OCMTT87 38374HF88 2034-09-20 5.500000 0.00 67643.12 67953.83 Agency Collateralized Mortgage Obligation GNMA GNRM 2004-69 AB 549300M8ZYFG0OCMTT87 38374H5B2 2034-09-20 5.500000 0.00 132.01 132.89 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-035 NF 549300M8ZYFG0OCMTT87 3837422X0 2038-04-20 5.000000 0.00 72017.27 71671.85 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-35 TB 549300M8ZYFG0OCMTT87 38373SW78 2033-03-16 4.250000 0.00 5351.25 5358.72 Agency Collateralized Mortgage Obligation FMAC FGRM 4116UC 10/15/42 S6XOOCT0IEG5ABCC6L87 3137AVNQ6 2042-10-15 2.500000 0.00 20000.00 14535.63 Agency Collateralized Mortgage Obligation FNMA FNRM RC058DY R13F058 B1V7KEBTPIMZEU4LTD58 3136AELJ4 2043-04-25 2.500000 0.00 25626.11 25278.27 Agency Collateralized Mortgage Obligation FNMA FNRM CL049CD R22F049 B1V7KEBTPIMZEU4LTD58 3136BNC53 2052-08-25 4.000000 0.00 65745.58 62628.34 Agency Collateralized Mortgage Obligation FMAC FGRM 5104EC 12/15/47 S6XOOCT0IEG5ABCC6L87 3137FYYT7 2047-12-15 1.000000 0.00 1084930.89 917820.43 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-124 PC 549300M8ZYFG0OCMTT87 38376PW48 2039-12-20 4.500000 0.00 3830.31 3826.73 Agency Collateralized Mortgage Obligation FNMA FNRM RC068NA R12F068 B1V7KEBTPIMZEU4LTD58 3136A7DE9 2042-03-25 2.000000 0.00 28362.19 27671.25 Agency Collateralized Mortgage Obligation GNMA GNRM 2022-069 BC 549300M8ZYFG0OCMTT87 38383PW31 2051-11-20 3.000000 0.00 2021910.00 1627720.45 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-107 AC 549300M8ZYFG0OCMTT87 38385S3D3 2053-01-20 4.750000 0.00 1608442.04 1588711.82 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-050 BA 549300M8ZYFG0OCMTT87 38385DN77 2055-02-20 5.000000 0.00 8713412.63 8721739.75 Agency Collateralized Mortgage Obligation FMAC FGRM 4097DC 06/15/41 S6XOOCT0IEG5ABCC6L87 3137ATHY1 2041-06-15 1.500000 0.00 2692.75 2627.64 Agency Collateralized Mortgage Obligation GNMA GNRM 2011-57 HU 549300M8ZYFG0OCMTT87 38378AXJ5 2041-12-20 3.000000 0.00 11.80 8.50 Agency Collateralized Mortgage Obligation FNMA FNRM CL099JU R10F099 B1V7KEBTPIMZEU4LTD58 31398T4E8 2040-08-25 3.000000 0.00 6382.97 6211.64 Agency Collateralized Mortgage Obligation FMAC FGRM 2306PL 04/15/31 S6XOOCT0IEG5ABCC6L87 3133TSJV6 2031-04-15 6.000000 0.00 1251.85 1279.48 Agency Collateralized Mortgage Obligation FNMA FNRM RC072KE R13F072 B1V7KEBTPIMZEU4LTD58 3136AFEF7 2043-02-25 3.500000 0.00 144824.40 142899.93 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-122 MA 549300M8ZYFG0OCMTT87 38381PNW9 2055-02-20 6.500000 0.00 700499.63 707599.66 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-119 VD 549300M8ZYFG0OCMTT87 38385WJY1 2037-08-20 4.500000 0.00 4995514.00 4900354.45 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-50 PG 549300M8ZYFG0OCMTT87 38375CGT1 2041-12-20 2.000000 0.00 1780.33 1673.05 Agency Collateralized Mortgage Obligation GNMA GNRM 2016-46 YA 549300M8ZYFG0OCMTT87 38380AU47 2046-10-20 2.000000 0.00 243.80 128.81 Agency Collateralized Mortgage Obligation FNMA FNRM RC007C R13F007 B1V7KEBTPIMZEU4LTD58 3136ABVB6 2043-02-25 2.500000 0.00 1763.11 1219.32 Agency Collateralized Mortgage Obligation FMAC FGRM 2711GD 11/15/33 S6XOOCT0IEG5ABCC6L87 31394LZ54 2033-11-15 5.500000 0.00 422.95 364.78 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-165 AG 549300M8ZYFG0OCMTT87 38382KZ55 2050-11-20 1.250000 0.00 121915.15 55807.59 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-127 P 549300M8ZYFG0OCMTT87 38381PS79 2055-07-20 5.000000 0.00 1766582.72 1755519.79 Agency Collateralized Mortgage Obligation FMAC FGRM 1948PJ 03/15/27 S6XOOCT0IEG5ABCC6L87 3133T9NW1 2027-03-15 6.650000 0.00 6.65 6.69 Agency Collateralized Mortgage Obligation FNMA FNRM CL145JD R12F145 B1V7KEBTPIMZEU4LTD58 3136AAU60 2042-09-25 2.000000 0.00 1340138.10 1220475.38 Agency Collateralized Mortgage Obligation FNMA FNRM CL038PA R18F038 B1V7KEBTPIMZEU4LTD58 3136B1Q80 2047-06-25 3.500000 0.00 41808.29 40580.41 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-061 MQ 549300M8ZYFG0OCMTT87 38385RZB4 2056-04-20 4.500000 0.00 1930055.00 1688265.43 Agency Collateralized Mortgage Obligation FNMA FNRM RC066PC R12F066 B1V7KEBTPIMZEU4LTD58 3136A6B45 2041-11-25 2.000000 0.00 1461.31 1426.99 Agency Collateralized Mortgage Obligation FNMA FNRM CL030BA R12F030 B1V7KEBTPIMZEU4LTD58 3136A5TQ9 2041-06-25 2.000000 0.00 818.63 803.16 Agency Collateralized Mortgage Obligation FNMA FNRM CL036MB R12F036 B1V7KEBTPIMZEU4LTD58 3136A5DD5 2041-08-25 2.000000 0.00 6453.85 6395.73 Agency Collateralized Mortgage Obligation FNMA FNRM CL003PE R12F003 B1V7KEBTPIMZEU4LTD58 3136A3S69 2042-02-25 4.000000 0.00 1376.19 1319.86 Agency Collateralized Mortgage Obligation FNMA FNRM RC126CP R11F126 B1V7KEBTPIMZEU4LTD58 3136A2WX7 2041-12-25 3.500000 0.00 9268.05 8017.17 Agency Collateralized Mortgage Obligation FMAC FGRM 2091PG 11/15/28 S6XOOCT0IEG5ABCC6L87 3133TGT74 2028-11-15 6.000000 0.00 29.89 30.38 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-19O EC 549300M8ZYFG0OCMTT87 38382YJJ3 2071-11-20 4.406300 0.00 123789.70 108929.60 Agency Collateralized Mortgage Obligation FMAC FERM 5200WD 03/25/51 S6XOOCT0IEG5ABCC6L87 3137H6JF3 2051-03-25 3.000000 0.00 39999.55 27957.89 Agency Collateralized Mortgage Obligation FMAC FERM 5561LA 09/25/51 S6XOOCT0IEG5ABCC6L87 3137HM6U9 2051-09-25 5.500000 0.00 7546826.80 7628319.95 Agency Collateralized Mortgage Obligation FNMA FNRA CL128MF R03F128 B1V7KEBTPIMZEU4LTD58 31393UXR9 2034-01-25 4.330600 0.00 36271.90 36332.94 Agency Collateralized Mortgage Obligation FMAC FGRM 4426QC 07/15/37 S6XOOCT0IEG5ABCC6L87 3137BGBR9 2037-07-15 1.750000 0.00 277302.25 263600.28 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-09O EC 549300M8ZYFG0OCMTT87 38380Q4X7 2071-06-20 4.619200 0.00 100000.00 92339.34 Agency Collateralized Mortgage Obligation FNMA FNRM CL019PH R99F019 B1V7KEBTPIMZEU4LTD58 31359VH97 2029-05-25 6.000000 0.00 893.98 906.15 Agency Collateralized Mortgage Obligation FNMA FNRM CL110WB R03F110 B1V7KEBTPIMZEU4LTD58 31393TD60 2033-11-25 4.000000 0.00 3565.47 3496.66 Agency Collateralized Mortgage Obligation FMAC FERM 5670AB 07/25/55 S6XOOCT0IEG5ABCC6L87 3137HRX95 2055-07-25 5.000000 0.00 982267.31 975177.96 Agency Collateralized Mortgage Obligation FMAC FGRM 4144BA 06/15/42 S6XOOCT0IEG5ABCC6L87 3137AWS71 2042-06-15 2.000000 0.00 88108.63 78890.94 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-020 PC 549300M8ZYFG0OCMTT87 38384JC77 2054-02-20 5.500000 0.00 35363.28 35580.92 Agency Collateralized Mortgage Obligation FMAC FGRM 4029ME 04/15/41 S6XOOCT0IEG5ABCC6L87 3137APG61 2041-04-15 2.500000 0.00 151800.48 147017.91 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-124 AF 549300M8ZYFG0OCMTT87 38385S6P3 2055-04-20 4.321400 0.00 6451167.00 6449634.36 Agency Collateralized Mortgage Obligation FNMA FNRM CL056AQ R20F056 B1V7KEBTPIMZEU4LTD58 3136BBME9 2050-08-25 2.000000 0.00 190642.78 150989.21 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-13O BC 549300M8ZYFG0OCMTT87 38382Y5W9 2073-05-20 4.578400 0.00 100000.00 92307.23 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-122 MA 549300M8ZYFG0OCMTT87 38382HNA4 2050-08-20 1.000000 0.00 63489.67 28021.70 Agency Collateralized Mortgage Obligation FNMA FNRM CL086JA R18F086 B1V7KEBTPIMZEU4LTD58 3136B3SX9 2047-05-25 4.000000 0.00 2623.80 2615.17 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-118 MC 549300M8ZYFG0OCMTT87 38385XAV4 2054-07-20 4.500000 0.00 10592500.00 10324975.82 Agency Collateralized Mortgage Obligation FMAC FGRM 2768PC 03/15/34 S6XOOCT0IEG5ABCC6L87 31394TAD7 2034-03-15 4.000000 0.00 4466.72 4297.39 Agency Collateralized Mortgage Obligation GNMA GNRM 2004-35 PM 549300M8ZYFG0OCMTT87 38374GPG1 2034-05-20 5.500000 0.00 3504.73 3513.37 Agency Collateralized Mortgage Obligation FMAC FGRM 3842PH 04/15/41 S6XOOCT0IEG5ABCC6L87 3137A9QP4 2041-04-15 4.000000 0.00 67498.98 66395.40 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-118 EA 549300M8ZYFG0OCMTT87 38384UHZ5 2054-07-20 5.000000 0.00 17531.75 17001.90 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-122 PD 549300M8ZYFG0OCMTT87 38378HH82 2042-04-20 1.750000 0.00 69166.41 63892.43 Agency Collateralized Mortgage Obligation FNMA FNRM CL050LP R11F050 B1V7KEBTPIMZEU4LTD58 31397S7A6 2041-06-25 4.000000 0.00 35236.36 34222.80 Agency Collateralized Mortgage Obligation FNMA FNRM CL094CA R20F094 B1V7KEBTPIMZEU4LTD58 3136BDLU0 2044-11-25 1.500000 0.00 398743.83 352739.95 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-125 UY 549300M8ZYFG0OCMTT87 38385T2E0 2056-07-20 5.000000 0.00 1908040.00 1696170.60 Agency Collateralized Mortgage Obligation TVDB 4.375 TVBD 34 A 549300HE1ISW43LNKM54 880591FB3 2034-08-01 4.375000 0.00 9000.00 9046.04 Agency Debentures and Agency Strips TVDB 5.50 TVBD 38 C 549300HE1ISW43LNKM54 880591ED0 2038-06-15 5.500000 0.00 55000.00 57922.85 Agency Debentures and Agency Strips TVDB 4.65 TVBD 35 A 549300HE1ISW43LNKM54 880591DX7 2035-06-15 4.650000 0.00 1000.00 999.92 Agency Debentures and Agency Strips TVDB 5.880 TVBD 36 C 549300HE1ISW43LNKM54 880591CS9 2036-04-01 5.880000 0.00 29000.00 31906.09 Agency Debentures and Agency Strips REFC 8.875 RFPR 30 B N/A 76116FAC1 2030-04-15 0.00 0.00 344000.00 291856.48 Agency Debentures and Agency Strips REFC 8.625 RFPR 30 A N/A 76116FAB3 2030-01-15 0.00 0.00 1010000.00 867347.60 Agency Debentures and Agency Strips FCSB 4.67 FCOR 27-36 CI 254900C5LP6DN9OP9V83 3133EWDS6 2036-02-19 4.670000 0.00 100000.00 97905.50 Agency Debentures and Agency Strips REFC RFIN 10/15/27 N/A 76116EHJ2 2027-10-15 0.00 0.00 5000.00 4734.60 Agency Debentures and Agency Strips REFC RFIN 04/15/29 N/A 76116EHM5 2029-04-15 0.00 0.00 1000.00 887.63 Agency Debentures and Agency Strips FCSB 3.43 FCSB 28 CG 254900C5LP6DN9OP9V83 3133EJ2D0 2028-12-06 3.430000 0.00 47000.00 46349.06 Agency Debentures and Agency Strips FCSB 5.00 FCOR 26-33 EY 254900C5LP6DN9OP9V83 3133ETUV7 2033-08-25 5.000000 0.00 280000.00 283774.03 Agency Debentures and Agency Strips FCSB 1.23 FCSB 32 BC 254900C5LP6DN9OP9V83 3133ELU51 2032-07-14 1.230000 0.00 450000.00 372897.37 Agency Debentures and Agency Strips FCSB 4 3/8 FCSB 34 BI 254900C5LP6DN9OP9V83 3133ERJ93 2034-12-13 4.375000 0.00 6000.00 5821.28 Agency Debentures and Agency Strips FCSB 5.19 FCOR 25-39 AU 254900C5LP6DN9OP9V83 3133ERVW8 2039-10-03 5.190000 0.00 7000.00 6836.91 Agency Debentures and Agency Strips FCSB 5.35 FCOR 26-38 BJ 254900C5LP6DN9OP9V83 3133ETZV2 2038-09-30 5.350000 0.00 5000.00 4931.27 Agency Debentures and Agency Strips FHLB 5.60 FHOR 27-46 AR 2549001DPIFGXC1TOL40 3130BAPC5 2046-05-21 5.600000 0.00 6025000.00 5981275.91 Agency Debentures and Agency Strips FCSB 4 3/8 FCSB 29 CO 254900C5LP6DN9OP9V83 3133ENV64 2029-10-24 4.375000 0.00 2000.00 2023.61 Agency Debentures and Agency Strips FCSB 3.50 FCSB 32 BR 254900C5LP6DN9OP9V83 3133ENJ92 2032-09-01 3.500000 0.00 40000.00 38369.53 Agency Debentures and Agency Strips FHLB FHOR 21-31 LD 2549001DPIFGXC1TOL40 3130ALK37 2031-03-17 3.000000 0.00 105000.00 99960.70 Agency Debentures and Agency Strips TVDB 4.250 TVBD 52 A 549300HE1ISW43LNKM54 880591EY4 2052-09-15 4.250000 0.00 101000.00 83347.78 Agency Debentures and Agency Strips FMAC FMNT 27-29 5Q8 S6XOOCT0IEG5ABCC6L87 3134HC5Q8 2029-07-30 4.375000 0.00 1100000.00 1099173.90 Agency Debentures and Agency Strips FCSB 4.17 FCOR 28-30 KC 254900C5LP6DN9OP9V83 3133EWPR5 2030-05-15 4.170000 0.00 2648000.00 2643737.60 Agency Debentures and Agency Strips FCSB 4.20 FCOR 27-29 KW 254900C5LP6DN9OP9V83 3133EWNR7 2029-05-07 4.200000 0.00 123000.00 123330.87 Agency Debentures and Agency Strips FCSB 5.30 FCOR 29-46 O 254900C5LP6DN9OP9V83 3133EWMP2 2046-04-24 5.300000 0.00 3924000.00 3831905.90 Agency Debentures and Agency Strips FCSB 5.04 FCOR 27-39 BH 254900C5LP6DN9OP9V83 3133EWGN4 2039-03-10 5.040000 0.00 125000.00 123346.25 Agency Debentures and Agency Strips FCSB 4.98 FCOR 27-38 BN 254900C5LP6DN9OP9V83 3133EWFT2 2038-03-03 4.980000 0.00 103000.00 101955.92 Agency Debentures and Agency Strips FCSB 5.03 FCOR 25-35 CM 254900C5LP6DN9OP9V83 3133ETZH3 2035-09-24 5.030000 0.00 72000.00 71494.90 Agency Debentures and Agency Strips FCSB 4 7/8 FCOR 26-35 CU 254900C5LP6DN9OP9V83 3133ETZ75 2035-12-03 4.875000 0.00 12000.00 11780.40 Agency Debentures and Agency Strips FCSB 5.10 FCOR 26-36 CD 254900C5LP6DN9OP9V83 3133ETYN1 2036-09-17 5.100000 0.00 15000.00 14995.50 Agency Debentures and Agency Strips FCSB 4.58 FCOR 26-31 FX 254900C5LP6DN9OP9V83 3133ETW37 2031-11-17 4.580000 0.00 250000.00 248171.11 Agency Debentures and Agency Strips FCSB 3 5/8 FCSB 27 HR 254900C5LP6DN9OP9V83 3133ETVJ3 2027-08-27 3.625000 0.00 110000.00 111046.09 Agency Debentures and Agency Strips FCSB 4.75 FCOR 26-33 FJ 254900C5LP6DN9OP9V83 3133ET6E2 2033-07-06 4.750000 0.00 100000.00 98111.86 Agency Debentures and Agency Strips FCSB 4.87 FCOR 26-33 FI 254900C5LP6DN9OP9V83 3133ET3K1 2033-12-09 4.870000 0.00 20000.00 19793.69 Agency Debentures and Agency Strips FCSB 4.82 FCOR 26-33 FH 254900C5LP6DN9OP9V83 3133ET2R7 2033-12-02 4.820000 0.00 10000.00 9841.79 Agency Debentures and Agency Strips FCSB 4.50 FCSB 29 CT 254900C5LP6DN9OP9V83 3133EPCS2 2029-03-09 4.500000 0.00 39000.00 39872.04 Agency Debentures and Agency Strips FCSB 1.61 FCOR 22-29 FN 254900C5LP6DN9OP9V83 3133EMN65 2029-07-06 1.610000 0.00 275000.00 254792.47 Agency Debentures and Agency Strips FCSB 1.46 FCOR 21-28 FN 254900C5LP6DN9OP9V83 3133EMD82 2028-06-01 1.460000 0.00 15000.00 14302.25 Agency Debentures and Agency Strips FCSB 1.42 FCSB 32 BB 254900C5LP6DN9OP9V83 3133ELL36 2032-06-16 1.420000 0.00 23000.00 19352.55 Agency Debentures and Agency Strips FCSB 2.43 FCSB 37 W 254900C5LP6DN9OP9V83 3133ELKD5 2037-01-29 2.430000 0.00 7000.00 5611.34 Agency Debentures and Agency Strips FCSB 2.22 FCSB 34 AM 254900C5LP6DN9OP9V83 3133EKY67 2034-10-10 2.220000 0.00 200000.00 166293.00 Agency Debentures and Agency Strips FCSB 3.05 FCSB 27 BV 254900C5LP6DN9OP9V83 3133EJCJ6 2027-02-09 3.050000 0.00 10000.00 10091.92 Agency Debentures and Agency Strips FCSB 3.22 FCSB 30 AI 254900C5LP6DN9OP9V83 3133EGW68 2030-12-19 3.220000 0.00 75000.00 71818.25 Agency Debentures and Agency Strips FCSB 2.85 FCSB 28 AH 254900C5LP6DN9OP9V83 3133EESB7 2028-03-02 2.850000 0.00 1000000.00 990106.83 Agency Debentures and Agency Strips FCSB 3.15 FCSB 34 F 254900C5LP6DN9OP9V83 3133EAG77 2034-08-07 3.150000 0.00 30000.00 27051.45 Agency Debentures and Agency Strips FCSB 4.60 FCSB 37 C 254900C5LP6DN9OP9V83 31331KND8 2037-06-08 4.600000 0.00 18000.00 17675.14 Agency Debentures and Agency Strips FHLB FHOR 21-31 ME 2549001DPIFGXC1TOL40 3130ALVA9 2031-04-14 2.350000 0.00 150000.00 137420.21 Agency Debentures and Agency Strips GNMA GNII SF 004346 M 549300M8ZYFG0OCMTT87 36202EZK8 2039-01-20 7.000000 0.00 10394.19 10814.00 Agency Mortgage-Backed Securities GNMA GNMI SF 643606 X 549300M8ZYFG0OCMTT87 36292BAF3 2035-05-15 5.000000 0.00 821.27 824.39 Agency Mortgage-Backed Securities GNMA GNMI SP 781484 X 549300M8ZYFG0OCMTT87 36225BUH9 2032-08-15 6.000000 0.00 452.83 465.58 Agency Mortgage-Backed Securities GNMA GNMI SF 485866 X 549300M8ZYFG0OCMTT87 36209YW38 2031-10-15 7.000000 0.00 2087.46 2142.28 Agency Mortgage-Backed Securities GNMA GNII SF 004220 M 549300M8ZYFG0OCMTT87 36202EVM8 2038-08-20 5.000000 0.00 346.10 347.59 Agency Mortgage-Backed Securities GNMA GNII SF 004028 M 549300M8ZYFG0OCMTT87 36202EPM5 2037-09-20 6.000000 0.00 353.47 372.34 Agency Mortgage-Backed Securities GNMA GNII SF 004400 M 549300M8ZYFG0OCMTT87 36202E3H0 2039-03-20 6.000000 0.00 953.52 1004.46 Agency Mortgage-Backed Securities GNMA GNII SF 003572 M 549300M8ZYFG0OCMTT87 36202D6H9 2034-06-20 7.000000 0.00 371.23 386.23 Agency Mortgage-Backed Securities GNMA GNMI SF 594513 X 549300M8ZYFG0OCMTT87 36201VN65 2033-11-15 5.000000 0.00 360.23 354.06 Agency Mortgage-Backed Securities GNMA GNMI SF 582409 X 549300M8ZYFG0OCMTT87 36201GAJ4 2032-11-15 6.000000 0.00 546.95 556.19 Agency Mortgage-Backed Securities GNMA GNMI SF 574777 X 549300M8ZYFG0OCMTT87 36200WQ61 2034-05-15 5.000000 0.00 423.74 419.83 Agency Mortgage-Backed Securities GNMA GNAR AF MB1292 M 549300M8ZYFG0OCMTT87 3618N6NJ2 2056-07-20 3.000000 0.00 633797.00 589126.35 Agency Mortgage-Backed Securities GNMA GNII JM MB0734 M 549300M8ZYFG0OCMTT87 3618N5Y86 2055-11-20 6.000000 0.00 809925.73 818808.99 Agency Mortgage-Backed Securities GNMA GNII ET DP7519 C 549300M8ZYFG0OCMTT87 3618MNK83 2065-12-20 2.000000 0.00 759890.51 578306.82 Agency Mortgage-Backed Securities GNMA GNPL PN CQ0062 549300M8ZYFG0OCMTT87 3618A2B74 2061-01-15 5.050000 0.00 15299.22 15144.79 Agency Mortgage-Backed Securities GNMA GNII SF MA8571 M 549300M8ZYFG0OCMTT87 36179XQY5 2053-01-20 6.000000 0.00 7626.80 7842.41 Agency Mortgage-Backed Securities GNMA GNII SF MA5599 M 549300M8ZYFG0OCMTT87 36179UGG1 2048-11-20 6.000000 0.00 1432.49 1508.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5639 B1V7KEBTPIMZEU4LTD58 3140W6HR6 2056-04-01 5.500000 0.00 5961095.76 5967798.01 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH5748 B1V7KEBTPIMZEU4LTD58 3140UML64 2056-07-01 6.500000 0.00 2662794.77 2766163.58 Agency Mortgage-Backed Securities GNMA GNMI SF 569899 X 549300M8ZYFG0OCMTT87 36200RDC3 2032-06-15 6.500000 0.00 22.79 23.39 Agency Mortgage-Backed Securities GNMA GNII SF 003374 M 549300M8ZYFG0OCMTT87 36202DXB2 2033-04-20 5.000000 0.00 383.20 383.46 Agency Mortgage-Backed Securities GNMA GNMI SF 616201 X 549300M8ZYFG0OCMTT87 36290SRW3 2034-01-15 6.000000 0.00 561.65 575.27 Agency Mortgage-Backed Securities GNMA GNMI SF 619118 X 549300M8ZYFG0OCMTT87 36290VYP3 2034-10-15 6.000000 0.00 1581.66 1608.96 Agency Mortgage-Backed Securities GNMA GNII SF 003772 M 549300M8ZYFG0OCMTT87 36202EFM6 2035-10-20 5.000000 0.00 602.49 602.26 Agency Mortgage-Backed Securities GNMA GNII SF DQ9604 C 549300M8ZYFG0OCMTT87 3618N3U51 2056-04-20 7.000000 0.00 4439102.63 4789846.49 Agency Mortgage-Backed Securities GNMA GNII ET DQ1483 C 549300M8ZYFG0OCMTT87 3618MTUG1 2057-07-20 2.500000 0.00 259577.58 211068.07 Agency Mortgage-Backed Securities GNMA GNII ET DQ8140 C 549300M8ZYFG0OCMTT87 3618N2BH8 2065-12-20 2.000000 0.00 368472.47 280422.17 Agency Mortgage-Backed Securities FNMA FNRM CL049P R26F049 B1V7KEBTPIMZEU4LTD58 3136G6VN5 2056-07-25 5.000000 0.00 2477238.13 2460602.65 Agency Mortgage-Backed Securities FNMA FNRA CL007A2 R17M007 B1V7KEBTPIMZEU4LTD58 3136AV7G8 2027-02-25 2.961000 0.00 47167.66 46907.79 Agency Mortgage-Backed Securities FNMA MNRA CL010A2 R22M010 B1V7KEBTPIMZEU4LTD58 3136BMXZ6 2032-01-25 1.926800 0.00 28687.72 25076.62 Agency Mortgage-Backed Securities GNMA GNRA 2026-132 A 549300M8ZYFG0OCMTT87 38381S5C7 2061-04-16 4.650000 0.00 10000000.00 9762200.00 Agency Mortgage-Backed Securities USTR 1 1/4 NOTE Q 28 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 978200.00 921737.97 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 31 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 919300.00 813972.25 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 27 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 180500.00 178362.21 U.S. Treasuries (including strips) USTR 1 5/8 NOTE S 26 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 1265900.00 1259763.34 U.S. Treasuries (including strips) USTR 1 3/8 NOTE P 26 254900HROIFWPRGM1V77 912828YD6 2026-08-31 1.375000 0.00 1200.00 1204.21 U.S. Treasuries (including strips) USTR 2 1/4 NOTE B 27 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 148000.00 148119.39 U.S. Treasuries (including strips) USTR 2 NOTE F 26 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 480100.00 479414.31 U.S. Treasuries (including strips) USTR 1 1/2 NOTE E 26 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 534100.00 537107.22 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 1750500.00 1641631.70 U.S. Treasuries (including strips) USTR 4 7/8 BOND 45 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 164000.00 160965.18 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 682900.00 649814.70 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 86100.00 75337.41 U.S. Treasuries (including strips) USTR 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 7100.00 6830.55 U.S. Treasuries (including strips) USTR 1 1/2 TRIB 53 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 112.69 82.03 U.S. Treasuries (including strips) USTR BILL 09/03/26 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0.00 0.00 2066100.00 2059054.60 U.S. Treasuries (including strips) USTR TINT 11/15/29 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0.00 0.00 464.00 402.17 U.S. Treasuries (including strips) USTR TINT 11/15/35 254900HROIFWPRGM1V77 912833X96 2035-11-15 0.00 0.00 0.82 0.53 U.S. Treasuries (including strips) USTR TINT 11/15/26 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0.00 0.00 0.93 0.92 U.S. Treasuries (including strips) USTR TINT 08/15/26 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0.00 0.00 333.68 333.17 U.S. Treasuries (including strips) USTR TINT 11/15/34 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0.00 0.00 0.01 0.01 U.S. Treasuries (including strips) USTR 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 33000.00 32177.64 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AJ 29 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 77600.00 76326.72 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BM 27 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 16600.00 16458.45 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 27 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 609300.00 611863.12 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AB 30 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 142400.00 139967.52 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AQ 28 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 47000.00 46759.58 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 4100.00 4078.79 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 53800.00 53776.68 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AM 28 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 231500.00 232211.43 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AW 27 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 3701000.00 3703553.69 U.S. Treasuries (including strips) USTR 1 1/4 TRIN X 31 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 1945687.61 1876779.86 U.S. Treasuries (including strips) USTR 1 1/8 NOTE B 31 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 3865100.00 3376164.23 U.S. Treasuries (including strips) USTR 1 5/8 NOTE Q 26 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625000 0.00 8900.00 8915.31 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 921000.00 586785.38 U.S. Treasuries (including strips) USTR 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 2478525.41 2397415.76 U.S. Treasuries (including strips) USTR 1 7/8 NOTE B 32 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 1900.00 1679.69 U.S. Treasuries (including strips) USTR 4 NOTE G 33 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 992100.00 965015.67 U.S. Treasuries (including strips) USTR BILL 08/04/26 254900HROIFWPRGM1V77 912797US4 2026-08-04 0.00 0.00 1584100.00 1583464.78 U.S. Treasuries (including strips) USTR 4 1/2 BOND 39 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 217000.00 213332.34 U.S. Treasuries (including strips) USTR 4 3/8 BOND 43 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 1000.00 930.29 U.S. Treasuries (including strips) USTR 3 1/8 BOND 43 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 4463900.00 3515147.65 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 32 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 2600.00 2409.01 U.S. Treasuries (including strips) USTR BILL 08/13/26 254900HROIFWPRGM1V77 912797TW7 2026-08-13 0.00 0.00 26000.00 25966.20 U.S. Treasuries (including strips) USTR 4 3/8 NOTE G 32 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 966200.00 964084.02 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Q 30 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 534600.00 548316.05 U.S. Treasuries (including strips) USTR 3 BOND 48 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 400100.00 288443.26 U.S. Treasuries (including strips) USTR 2 3/8 NOTE J 29 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 38000.00 36487.44 U.S. Treasuries (including strips) USTR 4 1/2 NOTE F 33 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 313000.00 315286.70 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 51 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 141919.70 70843.65 U.S. Treasuries (including strips) USTR 3 1/2 NOTE G 30 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 287200.00 279543.54 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 27 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 1394300.00 1404206.50 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 26 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 205900.00 208186.86 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BG 26 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 600.00 609.28 U.S. Treasuries (including strips) USTR BILL 05/13/27 254900HROIFWPRGM1V77 912797UX3 2027-05-13 0.00 0.00 971300.00 942209.57 U.S. Treasuries (including strips) USTR BILL 02/18/27 254900HROIFWPRGM1V77 912797TV9 2027-02-18 0.00 0.00 1400.00 1370.42 U.S. Treasuries (including strips) USTR 4 5/8 BOND 46 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 900.00 853.56 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 27 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 408600.00 413518.18 U.S. Treasuries (including strips) USTR 1 3/4 NOTE T 26 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.750000 0.00 170200.00 168888.81 U.S. Treasuries (including strips) USTR 3 1/2 NOTE B 33 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 152400.00 146339.01 U.S. Treasuries (including strips) USTR 1 1/2 NOTE G 27 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 3109300.00 3070865.94 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 34 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 2685177.22 2614087.73 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AV 26 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 278000.00 280001.50 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 1772800.00 1115600.06 U.S. Treasuries (including strips) USTR 3 BOND 52 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 100.00 69.22 U.S. Treasuries (including 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2027-11-15 4.125000 0.00 1457900.00 1469171.19 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BJ 26 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 204600.00 206797.92 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AR 27 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 1408600.00 1427061.30 U.S. Treasuries (including strips) USTR 4 1/8 NOTE N 31 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 886100.00 875821.24 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 146100.00 147905.03 U.S. Treasuries (including strips) USTR 4 1/2 NOTE T 31 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 4900.00 4939.25 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 167000.00 166434.57 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Y 29 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 100000.00 102026.85 U.S. Treasuries (including 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3.500000 0.00 426100.00 421672.82 U.S. Treasuries (including strips) USTR 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 730700.00 723335.36 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 27 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 61000.00 61590.94 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AD 27 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 100000.00 101317.60 U.S. Treasuries (including strips) USTR 3 1/4 NOTE M 29 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 6300.00 6138.38 U.S. Treasuries (including strips) USTR 2 3/4 NOTE L 29 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 190000.00 183147.71 U.S. Treasuries (including strips) USTR 1 7/8 NOTE V 27 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 184500.00 183677.41 U.S. Treasuries (including strips) USTR 1 1/2 NOTE S 28 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 225600.00 212400.82 U.S. Treasuries (including strips) USTR 1 1/4 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(including strips) USTR 6 3/8 BOND 27 254900HROIFWPRGM1V77 912810FA1 2027-08-15 6.375000 0.00 30800.00 32387.23 U.S. Treasuries (including strips) USTR BILL 06/10/27 254900HROIFWPRGM1V77 912797VF1 2027-06-10 0.00 0.00 210000.00 203044.80 U.S. Treasuries (including strips) USTR BILL 09/01/26 N/A 912797UW5 2026-09-01 0.00 0.00 3330600.00 3319875.47 U.S. Treasuries (including strips) USTR BILL 10/15/26 254900HROIFWPRGM1V77 912797UK1 2026-10-15 0.00 0.00 77600.00 77000.00 U.S. Treasuries (including strips) USTR BILL 09/17/26 254900HROIFWPRGM1V77 912797UG0 2026-09-17 0.00 0.00 448200.00 446021.75 U.S. Treasuries (including strips) USTR BILL 09/10/26 254900HROIFWPRGM1V77 912797UF2 2026-09-10 0.00 0.00 1600.00 1593.38 U.S. Treasuries (including strips) USTR BILL 04/15/27 254900HROIFWPRGM1V77 912797UE5 2027-04-15 0.00 0.00 22100.00 21498.00 U.S. Treasuries (including strips) USTR BILL 08/20/26 254900HROIFWPRGM1V77 912797TX5 2026-08-20 0.00 0.00 64500.00 64370.36 U.S. Treasuries (including 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R-1 M Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 300000000.00 300000000.00 0.0090 N Y Y N HSBC Securities (USA), Inc. Jp Morgan Chase Bankhsbcsi Repo - 03aug26 3.650000% ARP1KGV67 CYYGQCGNHMHPSMRL3R97 N/A 0000083246 ARP1KGV67_3.65_0803 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 06.000 CLFA2770 B1V7KEBTPIMZEU4LTD58 3140W3CG2 2055-07-01 6.000000 0.00 917996.06 936124.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2434 B1V7KEBTPIMZEU4LTD58 3140W2V40 2055-07-01 5.500000 0.00 2691729.08 2705107.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0863 B1V7KEBTPIMZEU4LTD58 3140W05Z4 2055-03-01 5.500000 0.00 2619.39 2650.85 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI1157 B1V7KEBTPIMZEU4LTD58 3140UUJB8 2056-08-01 6.000000 0.00 3331280.00 3404591.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0436 B1V7KEBTPIMZEU4LTD58 3140UFPW8 2056-07-01 5.500000 0.00 681178.00 690301.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG3059 B1V7KEBTPIMZEU4LTD58 3140U6MH4 2056-03-01 6.500000 0.00 116095.00 122481.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9672 B1V7KEBTPIMZEU4LTD58 3140QVXA7 2054-12-01 5.500000 0.00 15579.44 15698.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9794 B1V7KEBTPIMZEU4LTD58 3140QV3C6 2055-01-01 5.500000 0.00 4778.18 4825.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4112 B1V7KEBTPIMZEU4LTD58 3140QPSA6 2052-07-01 3.500000 0.00 6604.08 5937.11 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB3050 B1V7KEBTPIMZEU4LTD58 3140QNL83 2052-03-01 2.500000 0.00 28404.74 23411.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB2760 B1V7KEBTPIMZEU4LTD58 3140QNB68 2052-02-01 3.500000 0.00 328115.69 294394.15 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA8100 B1V7KEBTPIMZEU4LTD58 3140QGAA5 2050-12-01 2.000000 0.00 158459.19 127744.52 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7019 B1V7KEBTPIMZEU4LTD58 3140QEYR7 2050-09-01 2.000000 0.00 48399.10 38663.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0996 B1V7KEBTPIMZEU4LTD58 3140Q8DA0 2048-01-01 3.500000 0.00 6798.24 6177.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW0964 B1V7KEBTPIMZEU4LTD58 3140MSCA1 2052-07-01 5.000000 0.00 1494505.33 1464550.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBV6318 B1V7KEBTPIMZEU4LTD58 3140MLAU4 2055-11-01 6.000000 0.00 321250.20 334655.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBM3960 B1V7KEBTPIMZEU4LTD58 3140J8MJ9 2031-07-01 3.500000 0.00 198036.60 196228.26 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBK2229 B1V7KEBTPIMZEU4LTD58 3140HFPP8 2050-04-01 2.500000 0.00 25205.57 20780.06 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1520 B1V7KEBTPIMZEU4LTD58 3140XGVN6 2052-04-01 3.000000 0.00 30493.64 26797.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB0457 B1V7KEBTPIMZEU4LTD58 3140A9QK9 2054-05-01 5.500000 0.00 3406.31 3438.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 BL747076 B1V7KEBTPIMZEU4LTD58 31403E6M4 2028-05-01 5.500000 0.00 2511.68 2517.56 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI7258 S6XOOCT0IEG5ABCC6L87 3133WEB33 2054-06-01 7.000000 0.00 409559.04 440570.17 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTC0868 S6XOOCT0IEG5ABCC6L87 3133W46D9 2056-08-01 7.000000 0.00 218244.00 231076.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5301 S6XOOCT0IEG5ABCC6L87 3133KY3J6 2044-07-01 5.500000 0.00 8896.16 9179.66 Agency Mortgage-Backed Securities GNMA GNII SF DC5689 C 549300M8ZYFG0OCMTT87 3618HLKA8 2055-03-20 6.500000 0.00 4549616.65 4827901.54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB8571 S6XOOCT0IEG5ABCC6L87 3142KAQZ8 2056-07-01 6.000000 0.00 1565614.00 1603317.12 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7537 S6XOOCT0IEG5ABCC6L87 3133KPLS5 2052-06-01 4.500000 0.00 14393279.78 13744574.66 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH6902 S6XOOCT0IEG5ABCC6L87 3133CKU30 2053-12-01 7.000000 0.00 1035092.27 1098194.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG5161 S6XOOCT0IEG5ABCC6L87 3133C5WW7 2053-06-01 5.000000 0.00 18729.41 18332.64 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT0541 S6XOOCT0IEG5ABCC6L87 3132ACS68 2048-06-01 4.000000 0.00 68960.19 64704.68 Agency Mortgage-Backed Securities FMAC 04.000 FGPC C92036 G S6XOOCT0IEG5ABCC6L87 3128P8HM6 2039-02-01 4.000000 0.00 41346.47 39912.30 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB8575 S6XOOCT0IEG5ABCC6L87 3142KAQ54 2056-07-01 6.500000 0.00 213504.00 222873.13 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4434 S6XOOCT0IEG5ABCC6L87 3142K54U4 2056-06-01 6.500000 0.00 105630.91 110507.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7247 S6XOOCT0IEG5ABCC6L87 31427HBR2 2055-11-01 5.500000 0.00 3848.52 3881.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ5011 S6XOOCT0IEG5ABCC6L87 31427CR96 2055-08-01 6.000000 0.00 273468.33 280830.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ1672 S6XOOCT0IEG5ABCC6L87 31426X2E7 2055-08-01 6.000000 0.00 1423417.11 1472758.44 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY7206 S6XOOCT0IEG5ABCC6L87 31426SAG4 2055-07-01 7.000000 0.00 538798.55 575838.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY4339 S6XOOCT0IEG5ABCC6L87 31426NZD5 2055-05-01 5.000000 0.00 1014255.79 991127.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF5108 B1V7KEBTPIMZEU4LTD58 3140BVVA5 2055-11-01 6.000000 0.00 1334866.04 1380108.66 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX9191 S6XOOCT0IEG5ABCC6L87 31426GF91 2055-03-01 6.500000 0.00 1673893.39 1757028.42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX7558 S6XOOCT0IEG5ABCC6L87 31426DMG4 2055-03-01 5.000000 0.00 1275917.51 1250782.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX4397 S6XOOCT0IEG5ABCC6L87 31425Y3F2 2055-02-01 6.000000 0.00 1785459.63 1831792.31 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX0974 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5.500000 0.00 3852.22 3880.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0816 S6XOOCT0IEG5ABCC6L87 31426W4A5 2055-08-01 5.500000 0.00 4595.47 4600.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4565 B1V7KEBTPIMZEU4LTD58 31418ECB4 2052-03-01 3.500000 0.00 2874.12 2582.48 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CV890615 B1V7KEBTPIMZEU4LTD58 31410LN81 2029-06-01 4.000000 0.00 39341.32 39015.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA0388 B1V7KEBTPIMZEU4LTD58 3140W0NE1 2053-03-01 4.500000 0.00 2211335.70 2115122.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY4988 S6XOOCT0IEG5ABCC6L87 31426PRJ6 2055-05-01 5.500000 0.00 77424.78 77341.57 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3333 B1V7KEBTPIMZEU4LTD58 31418CV35 2048-04-01 4.000000 0.00 17284.60 16210.92 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE2669 B1V7KEBTPIMZEU4LTD58 3140BE6F0 2055-06-01 6.500000 0.00 495579.83 519043.39 Agency Mortgage-Backed 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F1+ Moody's Investors Service, Inc. P-2 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 200000000.00 200000000.00 0.0060 N Y Y N Bank of Nova Scotia Bank of Nova Scotia 3.650000% ARP1KGVF7 L3I9ZG2KFGXZ61BMYR72 N/A 0001041839 ARP1KGVF7_3.65_0803 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 CLCC3055 B1V7KEBTPIMZEU4LTD58 3140Y9MD3 2056-07-01 5.500000 0.00 2349461.86 2356738.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9171 B1V7KEBTPIMZEU4LTD58 3140QVFM1 2054-09-01 6.500000 0.00 4369778.17 4642481.46 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4810 B1V7KEBTPIMZEU4LTD58 3140QQKY0 2052-09-01 4.500000 0.00 7346020.75 7021098.90 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4168 B1V7KEBTPIMZEU4LTD58 3140QPT23 2052-07-01 5.000000 0.00 5575783.13 5494553.26 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3267 B1V7KEBTPIMZEU4LTD58 3140QNTZ5 2052-04-01 3.500000 0.00 14820718.61 13346719.11 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3531 B1V7KEBTPIMZEU4LTD58 3140QN4R0 2052-05-01 4.000000 0.00 14775941.38 13760440.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3488 B1V7KEBTPIMZEU4LTD58 3140QA2W9 2049-05-01 4.000000 0.00 16745183.59 15703622.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBU8932 B1V7KEBTPIMZEU4LTD58 3140MA4S0 2052-04-01 3.500000 0.00 183848.80 165525.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAV3679 B1V7KEBTPIMZEU4LTD58 3138XFCR4 2044-02-01 4.500000 0.00 30288.11 29330.28 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL2498 B1V7KEBTPIMZEU4LTD58 3138EJX45 2042-02-01 4.000000 0.00 18.98 18.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAI7048 B1V7KEBTPIMZEU4LTD58 3138ALZN0 2041-07-01 5.000000 0.00 101519.29 100053.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAI4826 B1V7KEBTPIMZEU4LTD58 3138AJLG5 2041-06-01 5.500000 0.00 32498.56 32625.93 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5287 S6XOOCT0IEG5ABCC6L87 3133KL2U0 2051-05-01 2.000000 0.00 14158812.94 11266814.04 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQF5611 S6XOOCT0IEG5ABCC6L87 3133BTGU8 2052-12-01 4.500000 0.00 2165065.21 2073519.75 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE8103 S6XOOCT0IEG5ABCC6L87 3133BJAC6 2052-08-01 4.000000 0.00 8570648.81 7958218.81 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q10517 G S6XOOCT0IEG5ABCC6L87 3132HLSE4 2042-08-01 4.500000 0.00 40761.60 39641.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5826 S6XOOCT0IEG5ABCC6L87 3132DTPK0 2054-06-01 5.500000 0.00 11112465.07 11141350.07 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD5099 S6XOOCT0IEG5ABCC6L87 3132DSUY6 2052-03-01 2.500000 0.00 6908914.52 5758036.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG6072 S6XOOCT0IEG5ABCC6L87 3133C6W96 2053-07-01 5.000000 0.00 10086160.30 9933281.01 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1554 S6XOOCT0IEG5ABCC6L87 3132DNWP4 2052-09-01 4.500000 0.00 2501272.17 2397894.59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA8504 B1V7KEBTPIMZEU4LTD58 3140QGNW3 2051-01-01 2.000000 0.00 286748.29 225688.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG5664 S6XOOCT0IEG5ABCC6L87 3133C6JH3 2053-07-01 5.500000 0.00 374453.05 376719.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2773 S6XOOCT0IEG5ABCC6L87 3132DQCJ3 2053-04-01 5.000000 0.00 19680963.82 19359901.71 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLCA8009 B1V7KEBTPIMZEU4LTD58 3140QF3T4 2050-12-01 1.500000 0.00 7429368.01 5620019.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE8974 B1V7KEBTPIMZEU4LTD58 3140BM6L9 2055-10-01 5.000000 0.00 3020451.16 2945035.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3056 B1V7KEBTPIMZEU4LTD58 3140Y9ME1 2056-07-01 5.500000 0.00 5790166.79 5800087.28 Agency Mortgage-Backed Securities USTR 3 7/8 BOND 43 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 6368400.00 5497126.56 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 150000000.00 150000000.00 0.0045 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.650000% ARP1KGW74 MBNUM2BPBDO7JBLYG310 N/A 0000315030 ARP1KGW74_3.65_0803 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y TVDB 4.625 TVBD 60 A 549300HE1ISW43LNKM54 880591EJ7 2060-09-15 4.625000 0.00 149003.56 128195.54 Agency Debentures and Agency Strips REFC 8.625 RFPR 30 A N/A 76116FAB3 2030-01-15 0.00 0.00 17363629.89 14911190.81 Agency Debentures and Agency Strips REFC RFIN 01/15/30 N/A 76116EGR5 2030-01-15 0.00 0.00 12334476.87 10592355.36 Agency Debentures and Agency Strips FCSB 2.15 FCOR 21-36 BA 254900C5LP6DN9OP9V83 3133EM4J8 2036-03-07 2.150000 0.00 6089530.25 4869005.70 Agency Debentures and Agency Strips GNMA GNII SF DN7614 C 549300M8ZYFG0OCMTT87 3618MAN70 2055-09-20 7.000000 0.00 2229092.60 2369773.60 Agency Mortgage-Backed Securities GNMA GNII SF DN7502 C 549300M8ZYFG0OCMTT87 3618MAKP3 2055-11-20 7.500000 0.00 1309872.99 1434761.52 Agency 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549300M8ZYFG0OCMTT87 36202EG45 2036-02-20 5.500000 0.00 217.39 222.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 3NZL0855 S6XOOCT0IEG5ABCC6L87 3131XF5Q9 2038-07-01 5.500000 0.00 16025.05 16045.49 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZK7530 S6XOOCT0IEG5ABCC6L87 3131XBLK3 2030-07-01 2.500000 0.00 2555.43 2472.23 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK6139 S6XOOCT0IEG5ABCC6L87 3131X9ZC1 2028-10-01 3.000000 0.00 17888.10 17623.36 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZK5103 S6XOOCT0IEG5ABCC6L87 3131X8U46 2028-03-01 2.500000 0.00 10030.79 9883.96 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZJ5948 S6XOOCT0IEG5ABCC6L87 3131WWTD6 2032-04-01 7.000000 0.00 936.81 987.24 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZJ5214 S6XOOCT0IEG5ABCC6L87 3131WVYK6 2030-01-01 7.000000 0.00 9374.08 9878.76 Agency Mortgage-Backed Securities FMAC FEPC 08.500 CLZJ4159 S6XOOCT0IEG5ABCC6L87 3131WUTQ1 2030-03-01 8.500000 0.00 250.40 253.94 Agency Mortgage-Backed Securities FMAC FEPC 04.500 3JZJ2789 S6XOOCT0IEG5ABCC6L87 3131WTC25 2039-06-01 4.500000 0.00 15851.20 15464.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIDB4208 B1V7KEBTPIMZEU4LTD58 3140ADVA6 2039-06-01 6.000000 0.00 254004.28 263259.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB3998 B1V7KEBTPIMZEU4LTD58 3140ADNQ0 2054-05-01 5.500000 0.00 678644.64 680343.52 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8243 S6XOOCT0IEG5ABCC6L87 3132DWEQ2 2052-09-01 3.500000 0.00 1077459.74 964826.05 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8238 S6XOOCT0IEG5ABCC6L87 3132DWEK5 2052-08-01 4.500000 0.00 270944.79 258969.03 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8211 S6XOOCT0IEG5ABCC6L87 3132DWDQ3 2052-05-01 2.000000 0.00 1414106.59 1115835.68 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8207 S6XOOCT0IEG5ABCC6L87 3132DWDL4 2052-04-01 3.500000 0.00 683553.02 612413.37 Agency Mortgage-Backed Securities FNMA FNMS 04.000 U3BF0198 B1V7KEBTPIMZEU4LTD58 3140FXGG1 2040-11-01 4.000000 0.00 325024.36 311876.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I4BF0131 B1V7KEBTPIMZEU4LTD58 3140FXED0 2056-08-01 3.500000 0.00 74303.28 65888.19 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA1331 S6XOOCT0IEG5ABCC6L87 31329JPQ4 2042-06-01 3.500000 0.00 39783.73 37224.23 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZA1294 S6XOOCT0IEG5ABCC6L87 31329JNK9 2041-11-01 4.000000 0.00 1339.23 1279.01 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZA1277 S6XOOCT0IEG5ABCC6L87 31329JM20 2042-12-01 3.000000 0.00 13493.32 12191.83 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZA0978 S6XOOCT0IEG5ABCC6L87 31329JCP0 2036-10-01 7.000000 0.00 747.52 787.76 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLZA0846 S6XOOCT0IEG5ABCC6L87 31329H5F4 2032-07-01 7.500000 0.00 4891.17 5072.81 Agency Mortgage-Backed Securities FMAC 06.050 FGPC U31948 G S6XOOCT0IEG5ABCC6L87 31321XEV2 2038-06-01 6.050000 0.00 32101.93 33229.60 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZN1093 S6XOOCT0IEG5ABCC6L87 3131Y7GA9 2033-11-01 3.500000 0.00 4866.14 4706.34 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0611 S6XOOCT0IEG5ABCC6L87 3131Y6VC0 2043-02-01 3.500000 0.00 7089.75 6560.26 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0459 S6XOOCT0IEG5ABCC6L87 3131Y6QL6 2042-08-01 3.500000 0.00 278815.42 258002.03 Agency Mortgage-Backed Securities FMAC FEPC 02.500 3UZN0001 S6XOOCT0IEG5ABCC6L87 3131Y6AA7 2030-04-01 2.500000 0.00 4307.18 4150.30 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM7365 S6XOOCT0IEG5ABCC6L87 3131Y2FE3 2048-07-01 4.500000 0.00 4285.13 4087.33 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM5835 S6XOOCT0IEG5ABCC6L87 3131Y0PU0 2048-03-01 4.000000 0.00 21919.82 20564.57 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM5794 S6XOOCT0IEG5ABCC6L87 3131Y0NK4 2048-03-01 4.000000 0.00 2590.88 2430.35 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM6217 S6XOOCT0IEG5ABCC6L87 3131Y04A7 2048-04-01 4.000000 0.00 3413.28 3199.53 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4551 S6XOOCT0IEG5ABCC6L87 3131XYBU2 2047-10-01 3.500000 0.00 407551.43 370585.97 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3373 S6XOOCT0IEG5ABCC6L87 31427AXB8 2055-09-01 6.000000 0.00 2442732.89 2502137.71 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3120 S6XOOCT0IEG5ABCC6L87 31427APE1 2055-08-01 6.000000 0.00 300098.71 313164.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ1251 S6XOOCT0IEG5ABCC6L87 31426XL97 2055-08-01 6.000000 0.00 645748.12 658401.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ0917 S6XOOCT0IEG5ABCC6L87 31426XAT5 2055-08-01 6.000000 0.00 183506.91 189746.14 Agency Mortgage-Backed Securities FNMA FNMS 03.025 CLAU3966 B1V7KEBTPIMZEU4LTD58 3138X3MQ2 2043-06-01 3.025000 0.00 52079.26 46532.71 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1608 B1V7KEBTPIMZEU4LTD58 31418AYE2 2033-10-01 3.500000 0.00 30952.75 29934.80 Agency Mortgage-Backed Securities FMAC FEPC 02.500 3KZA2903 S6XOOCT0IEG5ABCC6L87 31329LGL0 2032-08-01 2.500000 0.00 61596.93 58931.22 Agency Mortgage-Backed Securities GNMA GNMI SF AB5966 X 549300M8ZYFG0OCMTT87 36178STX6 2045-09-15 4.500000 0.00 3363.48 3242.62 Agency Mortgage-Backed Securities GNMA GNII SF BD1446 C 549300M8ZYFG0OCMTT87 3617BGTB6 2047-11-20 3.500000 0.00 272209.43 244270.31 Agency Mortgage-Backed Securities GNMA GNII SP 785120 M 549300M8ZYFG0OCMTT87 3622AASH8 2049-02-20 4.000000 0.00 6619563.60 6187857.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC5183 B1V7KEBTPIMZEU4LTD58 3140F0XM1 2045-11-01 3.500000 0.00 35336.78 32853.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7079 B1V7KEBTPIMZEU4LTD58 3140XN2M5 2053-03-01 5.500000 0.00 165674.06 166737.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL4301 B1V7KEBTPIMZEU4LTD58 3138ELX73 2042-04-01 4.500000 0.00 1439.19 1410.39 Agency Mortgage-Backed Securities GNMA GNII SF DS2419 C 549300M8ZYFG0OCMTT87 3618VNVL2 2056-05-20 6.500000 0.00 467100.19 491672.78 Agency Mortgage-Backed Securities GNMA GNPL PN DS2200 549300M8ZYFG0OCMTT87 3618VNNR8 2061-07-15 4.930000 0.00 6692409.96 6549475.70 Agency Mortgage-Backed Securities GNMA GNII SF DS2045 C 549300M8ZYFG0OCMTT87 3618VNHW4 2056-05-20 5.000000 0.00 513901.51 504625.42 Agency Mortgage-Backed Securities GNMA GNII SF DS1323 C 549300M8ZYFG0OCMTT87 3618VMPG2 2056-06-20 5.500000 0.00 1482828.87 1520608.88 Agency Mortgage-Backed Securities GNMA GNII SF DS1322 C 549300M8ZYFG0OCMTT87 3618VMPF4 2056-06-20 5.500000 0.00 1981645.67 2029481.27 Agency Mortgage-Backed Securities GNMA GNII SF DS1252 C 549300M8ZYFG0OCMTT87 3618VML92 2056-06-20 6.500000 0.00 518875.91 552295.50 Agency Mortgage-Backed Securities GNMA GNII ET DS1798 C 549300M8ZYFG0OCMTT87 3618VM7K3 2066-06-20 6.000000 0.00 855620.85 877718.11 Agency Mortgage-Backed Securities GNMA GNPL PN DS0677 549300M8ZYFG0OCMTT87 3618VLXE0 2061-06-15 4.880000 0.00 11267368.95 11025353.39 Agency Mortgage-Backed Securities GNMA GNII SF DR9680 C 549300M8ZYFG0OCMTT87 3618VJXH8 2056-06-20 6.000000 0.00 439157.62 452679.73 Agency Mortgage-Backed Securities GNMA GNII SF DR9650 C 549300M8ZYFG0OCMTT87 3618VJWK2 2056-06-20 5.500000 0.00 1109135.00 1122107.81 Agency Mortgage-Backed Securities GNMA GNII SF DR9598 C 549300M8ZYFG0OCMTT87 3618VJUX6 2056-05-20 6.000000 0.00 996634.63 1037405.96 Agency Mortgage-Backed Securities GNMA GNII ET DR9053 C 549300M8ZYFG0OCMTT87 3618VJBW9 2066-04-20 4.500000 0.00 84359.02 79610.71 Agency Mortgage-Backed Securities GNMA GNII SP 787625 C 549300M8ZYFG0OCMTT87 3622ADLE6 2053-05-20 4.500000 0.00 6724445.79 6380544.18 Agency Mortgage-Backed Securities GNMA GNII SP 787571 C 549300M8ZYFG0OCMTT87 3622ADJQ2 2052-06-20 4.000000 0.00 7918610.07 7244453.92 Agency Mortgage-Backed Securities GNMA GNII SP 787351 C 549300M8ZYFG0OCMTT87 3622ADBU1 2054-01-20 6.500000 0.00 6290773.12 6729256.79 Agency Mortgage-Backed Securities GNMA GNII SP 788190 C 549300M8ZYFG0OCMTT87 3622AD7B8 2055-09-20 5.500000 0.00 18232591.71 18445590.91 Agency Mortgage-Backed Securities GNMA GNII JM MA9409 M 549300M8ZYFG0OCMTT87 36179YN26 2054-01-20 5.000000 0.00 308932.38 300555.27 Agency Mortgage-Backed Securities GNMA GNII JM MA9350 M 549300M8ZYFG0OCMTT87 36179YL77 2053-12-20 6.000000 0.00 764464.55 773580.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL555522 B1V7KEBTPIMZEU4LTD58 31385XD38 2033-06-01 5.000000 0.00 3623.70 3613.76 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL484965 B1V7KEBTPIMZEU4LTD58 31382KW20 2029-06-01 6.500000 0.00 2765.71 2871.36 Agency Mortgage-Backed Securities FNMA FNMS 03.000 ZK310213 B1V7KEBTPIMZEU4LTD58 31374CSA5 2047-03-01 3.000000 0.00 255490.69 221906.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 ZL310151 B1V7KEBTPIMZEU4LTD58 31374CQC3 2034-11-01 5.500000 0.00 4798.21 4853.91 Agency Mortgage-Backed Securities FNMA FNMS 07.500 ZL310023 B1V7KEBTPIMZEU4LTD58 31374CLC8 2038-02-01 7.500000 0.00 234.32 242.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 NP257172 B1V7KEBTPIMZEU4LTD58 31371NT54 2038-04-01 5.500000 0.00 225.28 223.50 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL256851 B1V7KEBTPIMZEU4LTD58 31371NH40 2037-08-01 7.000000 0.00 1202.92 1269.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CT256803 B1V7KEBTPIMZEU4LTD58 31371NGL3 2027-07-01 6.000000 0.00 1272.07 1296.67 Agency Mortgage-Backed Securities FNMA FNMS 06.000 NP256526 B1V7KEBTPIMZEU4LTD58 31371M4K0 2036-12-01 6.000000 0.00 631.35 648.53 Agency Mortgage-Backed Securities FNMA FNMS 06.500 K2254169 B1V7KEBTPIMZEU4LTD58 31371KJN2 2031-12-01 6.500000 0.00 18781.03 19157.49 Agency Mortgage-Backed Securities FNMA FNMS 08.000 K2253553 B1V7KEBTPIMZEU4LTD58 31371JTJ3 2030-10-01 8.000000 0.00 660.05 678.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL190350 B1V7KEBTPIMZEU4LTD58 31368HL76 2034-03-01 5.500000 0.00 30348.73 30697.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5791 S6XOOCT0IEG5ABCC6L87 3133WQNG4 2041-07-01 5.000000 0.00 624732.10 626574.23 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO4957 S6XOOCT0IEG5ABCC6L87 3133WPQJ7 2041-02-01 4.500000 0.00 161683.37 159571.79 Agency Mortgage-Backed Securities FMAC FEPC 02.000 ZLSI2075 S6XOOCT0IEG5ABCC6L87 3133USJU6 2050-09-01 2.000000 0.00 516055.57 410912.69 Agency Mortgage-Backed Securities FMAC FEPC 03.000 ZLSI2009 S6XOOCT0IEG5ABCC6L87 3133USGS4 2049-10-01 3.000000 0.00 341584.58 296232.40 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3SSF2000 S6XOOCT0IEG5ABCC6L87 3133SPGH7 2047-01-01 3.000000 0.00 350931.59 308706.45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5219 S6XOOCT0IEG5ABCC6L87 3133LPYQ4 2034-11-01 5.000000 0.00 61842.48 62024.83 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5164 S6XOOCT0IEG5ABCC6L87 3133LPWZ6 2033-10-01 5.000000 0.00 75573.25 76075.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5130 S6XOOCT0IEG5ABCC6L87 3133LPVX2 2032-12-01 5.000000 0.00 36736.87 36994.97 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CNRD5123 S6XOOCT0IEG5ABCC6L87 3133LPVQ7 2032-10-01 4.500000 0.00 145923.37 145710.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CNRD5302 S6XOOCT0IEG5ABCC6L87 3133LP3K1 2036-06-01 5.500000 0.00 481336.90 489291.15 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CNRD5298 S6XOOCT0IEG5ABCC6L87 3133LP3F2 2036-05-01 3.500000 0.00 187239.95 179584.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0616 B1V7KEBTPIMZEU4LTD58 3140UFVJ0 2056-05-01 5.000000 0.00 475262.69 465346.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0547 B1V7KEBTPIMZEU4LTD58 3140UFTD6 2056-06-01 5.000000 0.00 1346376.65 1316875.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0459 B1V7KEBTPIMZEU4LTD58 3140UFQM9 2056-07-01 5.000000 0.00 1091443.90 1066469.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0338 B1V7KEBTPIMZEU4LTD58 3140UFLU6 2056-07-01 5.000000 0.00 970584.28 951387.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0099 B1V7KEBTPIMZEU4LTD58 3140UFDD3 2056-06-01 5.500000 0.00 520289.01 530035.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0841 B1V7KEBTPIMZEU4LTD58 3140UF5B6 2056-06-01 5.500000 0.00 782548.46 787330.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0805 B1V7KEBTPIMZEU4LTD58 3140UF3P7 2056-06-01 5.000000 0.00 535528.86 523794.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0797 B1V7KEBTPIMZEU4LTD58 3140UF3F9 2056-06-01 5.500000 0.00 458622.86 459928.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0771 B1V7KEBTPIMZEU4LTD58 3140UF2D5 2056-06-01 5.000000 0.00 530408.20 520246.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG9977 B1V7KEBTPIMZEU4LTD58 3140UECP0 2056-05-01 4.500000 0.00 1849385.57 1755556.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9744 B1V7KEBTPIMZEU4LTD58 3140UDZJ1 2056-05-01 5.000000 0.00 475265.82 466516.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9704 B1V7KEBTPIMZEU4LTD58 3140UDYA1 2056-05-01 5.000000 0.00 585796.66 574522.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9440 B1V7KEBTPIMZEU4LTD58 3140UDP29 2056-04-01 5.000000 0.00 535163.28 522768.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9245 B1V7KEBTPIMZEU4LTD58 3140UDHX0 2056-06-01 5.000000 0.00 402842.87 395600.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9206 B1V7KEBTPIMZEU4LTD58 3140UDGQ6 2056-05-01 5.000000 0.00 383751.52 376759.06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3183 B1V7KEBTPIMZEU4LTD58 31418CRD8 2047-11-01 4.000000 0.00 46957.18 44050.17 Agency Mortgage-Backed Securities GNMA GNII ET DR4688 C 549300M8ZYFG0OCMTT87 3618VDF57 2065-08-20 7.000000 0.00 153705.28 160707.84 Agency Mortgage-Backed Securities GNMA GNII ET DR3920 C 549300M8ZYFG0OCMTT87 3618VCK95 2066-04-20 6.000000 0.00 16895414.53 17331772.40 Agency Mortgage-Backed Securities GNMA GNII SF DR3814 C 549300M8ZYFG0OCMTT87 3618VCGX7 2056-04-20 5.500000 0.00 11627972.50 11713348.94 Agency Mortgage-Backed Securities GNMA GNII ET DR3739 C 549300M8ZYFG0OCMTT87 3618VCEL5 2066-03-20 6.500000 0.00 3148777.80 3281069.50 Agency Mortgage-Backed Securities GNMA GNII ET DR3426 C 549300M8ZYFG0OCMTT87 3618VBYX9 2066-01-20 6.500000 0.00 82392.07 85905.00 Agency Mortgage-Backed Securities GNMA GNII ET DR3135 C 549300M8ZYFG0OCMTT87 3618VBPU5 2066-04-20 6.000000 0.00 137388.07 140936.26 Agency Mortgage-Backed Securities GNMA GNPL PN DR2930 549300M8ZYFG0OCMTT87 3618VBHF7 2061-06-15 4.360000 0.00 3629510.01 3400656.10 Agency Mortgage-Backed Securities GNMA GNII SF MA8946 M 549300M8ZYFG0OCMTT87 36179X5F9 2053-06-20 4.500000 0.00 162234.73 154685.95 Agency Mortgage-Backed Securities GNMA GNII SF MA7862 M 549300M8ZYFG0OCMTT87 36179WWX2 2037-07-20 7.000000 0.00 21289.18 22149.04 Agency Mortgage-Backed Securities GNMA GNII SF MA7861 M 549300M8ZYFG0OCMTT87 36179WWW4 2037-11-20 6.500000 0.00 61175.97 63595.27 Agency Mortgage-Backed Securities GNMA GNII SF MA7769 M 549300M8ZYFG0OCMTT87 36179WT24 2051-12-20 3.500000 0.00 564903.50 508829.29 Agency Mortgage-Backed Securities GNMA GNII SF MA7588 M 549300M8ZYFG0OCMTT87 36179WND6 2051-09-20 2.000000 0.00 9473388.12 7667349.83 Agency Mortgage-Backed Securities GNMA GNII SF MA7419 M 549300M8ZYFG0OCMTT87 36179WG44 2051-06-20 3.000000 0.00 17884114.40 15680719.97 Agency Mortgage-Backed Securities GNMA GNII SF MA7370 M 549300M8ZYFG0OCMTT87 36179WFK9 2051-05-20 4.000000 0.00 73040.35 68002.71 Agency Mortgage-Backed Securities GNMA GNII SF MA7313 M 549300M8ZYFG0OCMTT87 36179WDS4 2051-04-20 3.000000 0.00 4765164.62 4179983.35 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV8464 B1V7KEBTPIMZEU4LTD58 3140MNMN3 2052-04-01 3.000000 0.00 400658.54 345391.70 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBV8126 B1V7KEBTPIMZEU4LTD58 3140MNA48 2052-04-01 2.500000 0.00 257291.51 212899.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6518 B1V7KEBTPIMZEU4LTD58 3140MLG46 2055-11-01 5.500000 0.00 844516.21 849778.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6373 B1V7KEBTPIMZEU4LTD58 3140MLCK4 2055-11-01 5.500000 0.00 1182485.06 1181507.54 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8338 S6XOOCT0IEG5ABCC6L87 3132DWHP1 2053-06-01 4.000000 0.00 2065.08 1907.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8336 S6XOOCT0IEG5ABCC6L87 3132DWHM8 2053-04-01 3.500000 0.00 45826.57 41036.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8331 S6XOOCT0IEG5ABCC6L87 3132DWHG1 2053-06-01 5.500000 0.00 3613806.25 3628334.96 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8329 S6XOOCT0IEG5ABCC6L87 3132DWHE6 2053-06-01 5.000000 0.00 45215.20 44337.28 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8274 S6XOOCT0IEG5ABCC6L87 3132DWFP3 2052-12-01 4.000000 0.00 14211.38 13118.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9099 B1V7KEBTPIMZEU4LTD58 3140UDDD8 2056-05-01 5.000000 0.00 570761.38 556553.23 Agency 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0.00 470991.59 486076.50 Agency Mortgage-Backed Securities GNMA GNII RG DT0033 C 549300M8ZYFG0OCMTT87 3618VYBA4 2054-04-20 6.000000 0.00 885274.28 928164.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1256 B1V7KEBTPIMZEU4LTD58 3140U4ME6 2056-02-01 5.500000 0.00 398841.60 403808.11 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0543 B1V7KEBTPIMZEU4LTD58 3140UTS96 2056-08-01 6.000000 0.00 1224601.78 1255461.74 Agency Mortgage-Backed Securities GNMA GNII JM MB1206 M 549300M8ZYFG0OCMTT87 3618N6KU0 2056-06-20 6.000000 0.00 5734319.22 5796708.61 Agency Mortgage-Backed Securities GNMA GNII SF DO9183 C 549300M8ZYFG0OCMTT87 3618V6FY9 2055-12-20 5.000000 0.00 816967.58 806445.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG7165 B1V7KEBTPIMZEU4LTD58 3140UA6B6 2056-05-01 4.500000 0.00 932799.99 888224.28 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZK8422 S6XOOCT0IEG5ABCC6L87 3131XCLB1 2031-12-01 2.500000 0.00 6072.06 5825.85 Agency Mortgage-Backed Securities 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0.00 61351.12 59471.88 Agency Mortgage-Backed Securities GNMA GNII SF DQ1127 C 549300M8ZYFG0OCMTT87 3618MTHC5 2056-01-20 6.000000 0.00 1263100.77 1314179.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1409 B1V7KEBTPIMZEU4LTD58 3140U4R76 2056-02-01 5.000000 0.00 120017.57 116973.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1369 B1V7KEBTPIMZEU4LTD58 3140U4QX0 2056-03-01 5.500000 0.00 501513.41 504638.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1188 B1V7KEBTPIMZEU4LTD58 3140U4KA6 2056-02-01 5.500000 0.00 498052.00 501199.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIDG1010 B1V7KEBTPIMZEU4LTD58 3140U4DQ9 2041-02-01 6.000000 0.00 551959.02 568764.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG0544 B1V7KEBTPIMZEU4LTD58 3140U3TA9 2056-01-01 6.000000 0.00 406249.14 420840.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG0328 B1V7KEBTPIMZEU4LTD58 3140U3LJ8 2056-02-01 4.500000 0.00 212208.27 201441.88 Agency Mortgage-Backed 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Agency Mortgage-Backed Securities GNMA GNII ET DH5181 C 549300M8ZYFG0OCMTT87 3618KDXJ9 2065-03-20 6.500000 0.00 1126997.97 1174510.71 Agency Mortgage-Backed Securities GNMA GNII ET DH2765 C 549300M8ZYFG0OCMTT87 3618KBCA5 2065-03-20 7.000000 0.00 19670.34 20552.56 Agency Mortgage-Backed Securities GNMA GNII ET DG9616 C 549300M8ZYFG0OCMTT87 3618K6VH0 2066-07-20 5.500000 0.00 869031.00 870950.98 Agency Mortgage-Backed Securities GNMA GNII ET DG9614 C 549300M8ZYFG0OCMTT87 3618K6VF4 2066-04-20 6.000000 0.00 583065.34 598123.59 Agency Mortgage-Backed Securities GNMA GNII ET DG9098 C 549300M8ZYFG0OCMTT87 3618K6DB3 2065-02-20 7.000000 0.00 17972.22 18778.30 Agency Mortgage-Backed Securities GNMA GNII ET DG6418 C 549300M8ZYFG0OCMTT87 3618K3DX2 2065-03-20 6.500000 0.00 1119828.63 1167036.88 Agency Mortgage-Backed Securities GNMA GNII SF DG5680 C 549300M8ZYFG0OCMTT87 3618K2JZ3 2055-03-20 7.000000 0.00 313746.14 330212.59 Agency Mortgage-Backed Securities GNMA GNPL PN DG2529 549300M8ZYFG0OCMTT87 3618JXY23 2065-02-15 6.290000 0.00 62627.14 66804.53 Agency Mortgage-Backed Securities GNMA GNII SF DG2307 C 549300M8ZYFG0OCMTT87 3618JXR47 2055-01-20 7.500000 0.00 4580329.30 4972208.54 Agency Mortgage-Backed Securities GNMA GNCL CL DG0402 549300M8ZYFG0OCMTT87 3618JVNT0 2067-10-15 6.000000 0.00 1063487.06 1107239.98 Agency Mortgage-Backed Securities GNMA GNII ET DF9198 C 549300M8ZYFG0OCMTT87 3618JTGF3 2064-10-20 7.000000 0.00 1301532.02 1359695.31 Agency Mortgage-Backed Securities GNMA GNII SF DF8341 C 549300M8ZYFG0OCMTT87 3618JSHS6 2055-03-20 6.500000 0.00 322448.10 339268.18 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS4794 B1V7KEBTPIMZEU4LTD58 3140XLKG2 2037-08-01 2.000000 0.00 153985.14 139868.65 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS4815 B1V7KEBTPIMZEU4LTD58 3140XLK56 2052-05-01 3.000000 0.00 921.53 795.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4776 B1V7KEBTPIMZEU4LTD58 3140XLJW9 2053-03-01 5.500000 0.00 10926.50 10993.59 Agency 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0.00 330670.64 357925.18 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBX4430 B1V7KEBTPIMZEU4LTD58 3140N84Q8 2053-09-01 3.000000 0.00 10794.85 9295.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX2320 B1V7KEBTPIMZEU4LTD58 3140N6SJ2 2052-12-01 5.000000 0.00 159881.57 156670.93 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI9554 S6XOOCT0IEG5ABCC6L87 3133WGTK1 2054-06-01 7.000000 0.00 590401.71 630029.67 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA4014 B1V7KEBTPIMZEU4LTD58 31418DN81 2035-05-01 3.000000 0.00 1034.13 983.09 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD7140 S6XOOCT0IEG5ABCC6L87 3132DU4Z7 2054-12-01 5.000000 0.00 225380.99 221007.63 Agency Mortgage-Backed Securities GNMA GNII SF DL3831 C 549300M8ZYFG0OCMTT87 3618LFHG7 2055-10-20 6.500000 0.00 436254.98 457592.51 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ6001 S6XOOCT0IEG5ABCC6L87 31427DU33 2055-10-01 6.500000 0.00 133638.47 139447.82 Agency Mortgage-Backed Securities 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6.500000 0.00 821741.08 858210.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB0058 B1V7KEBTPIMZEU4LTD58 3140A9B41 2054-04-01 5.500000 0.00 401423.28 406332.43 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB0877 B1V7KEBTPIMZEU4LTD58 3140A96P0 2054-03-01 6.000000 0.00 122829.95 125628.02 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2902 B1V7KEBTPIMZEU4LTD58 3140Y9GL2 2056-06-01 6.000000 0.00 18282989.41 18738053.02 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2482 B1V7KEBTPIMZEU4LTD58 3140Y8XL5 2056-04-01 6.500000 0.00 626428.58 675441.40 Agency Mortgage-Backed Securities GNMA GNMI SF 523339 X 549300M8ZYFG0OCMTT87 36211ULU4 2030-01-15 7.500000 0.00 4909.34 4965.01 Agency Mortgage-Backed Securities GNMA GNMI SF 479229 X 549300M8ZYFG0OCMTT87 36209RLJ0 2030-03-15 8.000000 0.00 1129.71 1160.56 Agency Mortgage-Backed Securities GNMA GNII SF 002921 M 549300M8ZYFG0OCMTT87 36202DG62 2030-05-20 7.500000 0.00 352.49 363.27 Agency Mortgage-Backed Securities GNMA GNMI SF 514855 X 549300M8ZYFG0OCMTT87 36211J5Q6 2030-06-15 8.000000 0.00 260.75 268.18 Agency Mortgage-Backed Securities GNMA GNII SF DS6198 C 549300M8ZYFG0OCMTT87 3618VS3F5 2056-07-20 6.000000 0.00 402985.59 415393.52 Agency Mortgage-Backed Securities GNMA GNII ET DT2310 C 549300M8ZYFG0OCMTT87 3618W1R75 2066-05-20 6.500000 0.00 135173.04 140936.10 Agency Mortgage-Backed Securities GNMA GNII ET DP9893 C 549300M8ZYFG0OCMTT87 3618MQ7E8 2065-11-20 6.500000 0.00 1655372.17 1725948.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF5814 B1V7KEBTPIMZEU4LTD58 3140BWN87 2056-01-01 4.500000 0.00 665858.93 632326.27 Agency Mortgage-Backed Securities GNMA GNPL PN DM8161 549300M8ZYFG0OCMTT87 3618LYB64 2060-12-15 5.230000 0.00 19282.44 19352.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF8700 B1V7KEBTPIMZEU4LTD58 3140U0U21 2055-12-01 4.500000 0.00 408170.88 387783.15 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4336 S6XOOCT0IEG5ABCC6L87 3142K5ZA4 2056-05-01 6.500000 0.00 439916.14 459882.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG4737 B1V7KEBTPIMZEU4LTD58 3140U8HP8 2056-05-01 6.000000 0.00 407129.25 423283.32 Agency Mortgage-Backed Securities GNMA GNII ET DN4517 C 549300M8ZYFG0OCMTT87 3618M7AS5 2065-12-20 7.000000 0.00 1530395.05 1599035.31 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA0471 S6XOOCT0IEG5ABCC6L87 3142JNQZ2 2055-11-01 4.500000 0.00 430439.36 411100.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6582 S6XOOCT0IEG5ABCC6L87 3142GXJ40 2056-05-01 5.000000 0.00 65246.30 63588.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5693 S6XOOCT0IEG5ABCC6L87 31427TKF2 2056-06-01 6.000000 0.00 1828557.12 1876309.89 Agency Mortgage-Backed Securities GNMA GNII SF DT1109 C 549300M8ZYFG0OCMTT87 3618W0GS3 2056-07-20 6.500000 0.00 420809.44 441613.27 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0107 N/A 3142JCDM9 2041-08-01 4.500000 0.00 1345524.01 1324730.28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF9254 B1V7KEBTPIMZEU4LTD58 3140U1H81 2056-01-01 6.500000 0.00 504230.40 537225.56 Agency Mortgage-Backed Securities GNMA GNII ET DO1970 C 549300M8ZYFG0OCMTT87 3618NXFK9 2065-11-20 6.000000 0.00 97462.69 99963.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6586 B1V7KEBTPIMZEU4LTD58 3140UAJ89 2056-04-01 5.000000 0.00 1131705.09 1111650.90 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1746 B1V7KEBTPIMZEU4LTD58 3140UG5G3 2056-06-01 5.000000 0.00 1757488.55 1723644.01 Agency Mortgage-Backed Securities GNMA GNII SF DQ7263 C 549300M8ZYFG0OCMTT87 3618N1B80 2056-05-20 6.000000 0.00 654620.86 691067.53 Agency Mortgage-Backed Securities GNMA GNII SF DO3565 C 549300M8ZYFG0OCMTT87 3618NY6A9 2055-11-20 6.000000 0.00 1861285.31 1894877.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG0217 B1V7KEBTPIMZEU4LTD58 3140U3G39 2056-03-01 5.500000 0.00 474572.79 476908.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH5381 B1V7KEBTPIMZEU4LTD58 3140UL6T3 2056-07-01 5.000000 0.00 636962.68 630297.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8557 B1V7KEBTPIMZEU4LTD58 3140BMQK9 2055-09-01 5.500000 0.00 423506.60 427898.50 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC8676 B1V7KEBTPIMZEU4LTD58 3140AWUA5 2055-01-01 6.500000 0.00 431163.32 450660.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE1810 B1V7KEBTPIMZEU4LTD58 3140BEAL2 2055-05-01 6.000000 0.00 294653.65 304758.79 Agency Mortgage-Backed Securities GNMA GNII SP 787893 C 549300M8ZYFG0OCMTT87 3622ADUS5 2051-09-20 2.000000 0.00 5624485.94 4393644.07 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQE2001 S6XOOCT0IEG5ABCC6L87 3133BBGJ2 2052-05-01 3.500000 0.00 109368.88 98011.65 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3575 B1V7KEBTPIMZEU4LTD58 3140XJ6M0 2052-09-01 4.500000 0.00 2948.95 2829.80 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD5580 S6XOOCT0IEG5ABCC6L87 3132DTFV7 2052-10-01 4.000000 0.00 18606.24 17226.80 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQF0206 S6XOOCT0IEG5ABCC6L87 3133BMGP4 2052-09-01 4.500000 0.00 13052.79 12545.43 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4604 S6XOOCT0IEG5ABCC6L87 3132A5DH5 2045-02-01 4.000000 0.00 577.13 546.81 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CTRB5222 S6XOOCT0IEG5ABCC6L87 3133KYYT0 2043-01-01 6.500000 0.00 30907.85 32137.88 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0818 S6XOOCT0IEG5ABCC6L87 3132DM4B8 2051-12-01 3.000000 0.00 565833.41 499147.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI1537 S6XOOCT0IEG5ABCC6L87 3133W7V69 2054-03-01 5.500000 0.00 333843.41 335519.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2784 S6XOOCT0IEG5ABCC6L87 3132DQCV6 2041-08-01 5.000000 0.00 2456038.93 2459309.55 Agency Mortgage-Backed Securities GNMA GNPL PN CJ8169 549300M8ZYFG0OCMTT87 3617XRCE0 2063-11-15 2.920000 0.00 37209.49 31831.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA5623 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6239.13 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS2660 B1V7KEBTPIMZEU4LTD58 3140XH5W3 2052-02-01 2.500000 0.00 173828.93 143090.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2649 B1V7KEBTPIMZEU4LTD58 3140XH5K9 2052-07-01 5.000000 0.00 121120.13 119528.21 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1598 B1V7KEBTPIMZEU4LTD58 3140XGX46 2052-04-01 2.000000 0.00 7448.04 5880.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1332 B1V7KEBTPIMZEU4LTD58 3140XGPS2 2052-03-01 3.500000 0.00 7014.14 6289.39 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3088 B1V7KEBTPIMZEU4LTD58 31418CNE0 2047-08-01 4.000000 0.00 16757.42 15724.38 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZT2092 S6XOOCT0IEG5ABCC6L87 3132AEKD7 2034-06-01 3.500000 0.00 16984.96 16433.38 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT2063 S6XOOCT0IEG5ABCC6L87 3132AEJG2 2046-01-01 4.000000 0.00 24645.77 23404.54 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZT1970 S6XOOCT0IEG5ABCC6L87 3132AEFK7 2033-04-01 3.500000 0.00 45603.64 44604.27 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZT1962 S6XOOCT0IEG5ABCC6L87 3132AEFB7 2033-02-01 3.500000 0.00 700.46 689.17 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT1522 S6XOOCT0IEG5ABCC6L87 3132ADVP0 2047-08-01 4.500000 0.00 682.71 669.07 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT1455 S6XOOCT0IEG5ABCC6L87 3132ADTL2 2042-07-01 3.500000 0.00 29099.52 27242.00 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZT1336 S6XOOCT0IEG5ABCC6L87 3132ADPV4 2032-02-01 3.000000 0.00 68086.33 67142.18 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZT1189 S6XOOCT0IEG5ABCC6L87 3132ADKA5 2047-01-01 3.500000 0.00 292665.61 266441.79 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3VZT1165 S6XOOCT0IEG5ABCC6L87 3132ADJJ8 2043-01-01 3.000000 0.00 110366.25 99150.94 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3XZT1000 S6XOOCT0IEG5ABCC6L87 3132ADDD7 2029-07-01 3.500000 0.00 747.65 739.93 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIZT1718 S6XOOCT0IEG5ABCC6L87 3132AD4B1 2030-07-01 2.000000 0.00 410.68 403.00 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT0530 S6XOOCT0IEG5ABCC6L87 3132ACST8 2047-01-01 4.000000 0.00 205032.75 193868.38 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS9669 S6XOOCT0IEG5ABCC6L87 3132AAW67 2046-03-01 3.000000 0.00 65003.94 57742.61 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS9370 S6XOOCT0IEG5ABCC6L87 3132AAMT8 2043-12-01 4.500000 0.00 60363.22 58526.60 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTZS9297 S6XOOCT0IEG5ABCC6L87 3132AAKJ2 2037-07-01 4.000000 0.00 459.27 446.20 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZS9205 S6XOOCT0IEG5ABCC6L87 3132AAGN8 2036-04-01 3.500000 0.00 3107.82 2982.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTZS9100 S6XOOCT0IEG5ABCC6L87 3132AADD3 2028-11-01 5.500000 0.00 506.09 507.94 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G06506 G 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Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3639 B1V7KEBTPIMZEU4LTD58 31418DBH4 2049-04-01 4.500000 0.00 229.59 220.81 Agency Mortgage-Backed Securities GNMA GNII SF MA6602 M 549300M8ZYFG0OCMTT87 36179VKP4 2050-04-20 4.500000 0.00 257549.97 248108.19 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBM3257 B1V7KEBTPIMZEU4LTD58 3140J7TP0 2032-11-01 3.500000 0.00 6910.57 6752.29 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC3652 B1V7KEBTPIMZEU4LTD58 3140ARBW9 2054-09-01 6.500000 0.00 202882.34 212817.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CQAL6777 B1V7KEBTPIMZEU4LTD58 3138EPQ72 2044-07-01 5.000000 0.00 8113.36 8129.15 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA2729 B1V7KEBTPIMZEU4LTD58 31418CA79 2031-08-01 3.500000 0.00 349.30 343.09 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB4715 B1V7KEBTPIMZEU4LTD58 3140AEGZ6 2054-05-01 6.500000 0.00 457853.56 480285.03 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL9234 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322376.05 Agency Mortgage-Backed Securities GNMA GNII SF BM2154 C 549300M8ZYFG0OCMTT87 3617JSMB9 2049-06-20 4.500000 0.00 46611.36 44375.64 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8530 S6XOOCT0IEG5ABCC6L87 3132DWPP2 2055-05-01 4.000000 0.00 68520.90 63179.92 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8496 S6XOOCT0IEG5ABCC6L87 3132DWNM1 2055-01-01 6.000000 0.00 1640.14 1671.87 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8467 S6XOOCT0IEG5ABCC6L87 3132DWMQ3 2054-10-01 4.500000 0.00 34128.16 32396.66 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8464 S6XOOCT0IEG5ABCC6L87 3132DWMM2 2054-09-01 6.500000 0.00 1186.18 1231.48 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8484 S6XOOCT0IEG5ABCC6L87 3132DWM91 2054-11-01 4.000000 0.00 14159.85 13057.69 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8432 S6XOOCT0IEG5ABCC6L87 3132DWLM3 2054-05-01 6.000000 0.00 1023.31 1043.10 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8418 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2053-10-01 5.500000 0.00 38685.79 38979.78 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5044 B1V7KEBTPIMZEU4LTD58 3140XLTA6 2053-06-01 4.500000 0.00 33340.58 32020.30 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS4975 B1V7KEBTPIMZEU4LTD58 3140XLQ50 2037-06-01 2.000000 0.00 645835.92 586964.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2118 B1V7KEBTPIMZEU4LTD58 3140Y8K88 2056-02-01 5.000000 0.00 56406.53 55258.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1198 B1V7KEBTPIMZEU4LTD58 3140Y7KL1 2055-10-01 5.000000 0.00 165718.82 162964.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1197 B1V7KEBTPIMZEU4LTD58 3140Y7KK3 2055-10-01 5.000000 0.00 175156.25 172566.86 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0445 B1V7KEBTPIMZEU4LTD58 3140Y6P79 2055-05-01 6.500000 0.00 11654496.52 12248265.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0278 B1V7KEBTPIMZEU4LTD58 3140Y6JY7 2055-04-01 6.500000 0.00 6626923.55 6990918.38 Agency Mortgage-Backed Securities FNMA FNMS 02.500 ZLFP0034 B1V7KEBTPIMZEU4LTD58 3140XTBC4 2050-10-01 2.500000 0.00 257948.94 212658.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS9878 B1V7KEBTPIMZEU4LTD58 3140XR6Q3 2053-04-01 5.000000 0.00 38503.40 37815.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS8636 B1V7KEBTPIMZEU4LTD58 3140XQS24 2050-06-01 5.000000 0.00 680855.54 675360.81 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS8317 B1V7KEBTPIMZEU4LTD58 3140XQG35 2054-07-01 6.500000 0.00 1118345.22 1171373.43 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS8874 B1V7KEBTPIMZEU4LTD58 3140XQ2G1 2052-06-01 3.000000 0.00 661.54 570.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB1582 S6XOOCT0IEG5ABCC6L87 3142K2XL9 2056-04-01 5.500000 0.00 1458679.60 1457112.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1409 S6XOOCT0IEG5ABCC6L87 3142K2R77 2056-04-01 5.000000 0.00 406844.83 397929.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB0904 S6XOOCT0IEG5ABCC6L87 3142K2AE0 2056-04-01 5.500000 0.00 10222817.50 10211831.38 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA9729 S6XOOCT0IEG5ABCC6L87 3142JYY30 2056-04-01 6.500000 0.00 513553.61 538138.28 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZJ0764 S6XOOCT0IEG5ABCC6L87 3131WQZ59 2040-12-01 4.000000 0.00 327078.82 314500.46 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZJ0782 S6XOOCT0IEG5ABCC6L87 3131WQ2P1 2040-11-01 4.000000 0.00 64841.83 61964.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZI8703 S6XOOCT0IEG5ABCC6L87 3131WMU46 2039-04-01 5.000000 0.00 467.72 468.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZI8552 S6XOOCT0IEG5ABCC6L87 3131WMQD1 2039-02-01 5.000000 0.00 244094.05 244419.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZI5402 S6XOOCT0IEG5ABCC6L87 3131WJAB9 2036-11-01 6.000000 0.00 200.44 204.32 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZI5086 S6XOOCT0IEG5ABCC6L87 3131WHUK1 2036-07-01 7.000000 0.00 1811.09 1908.59 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZI4322 S6XOOCT0IEG5ABCC6L87 3131WGYT0 2036-03-01 6.500000 0.00 365.83 386.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZI4002 S6XOOCT0IEG5ABCC6L87 3131WGNT2 2035-12-01 5.500000 0.00 4102.12 4125.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZI3405 S6XOOCT0IEG5ABCC6L87 3131WFYA3 2035-08-01 5.000000 0.00 971.72 958.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA5704 B1V7KEBTPIMZEU4LTD58 31418FKS5 2045-04-01 4.500000 0.00 163184.02 157990.03 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CTMA5696 B1V7KEBTPIMZEU4LTD58 31418FKJ5 2045-03-01 7.000000 0.00 3426.22 3612.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5712 B1V7KEBTPIMZEU4LTD58 31418FK22 2040-05-01 5.500000 0.00 2019.83 2053.37 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5647 B1V7KEBTPIMZEU4LTD58 31418FHZ3 2055-03-01 6.000000 0.00 231.60 236.07 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5643 B1V7KEBTPIMZEU4LTD58 31418FHV2 2055-03-01 4.000000 0.00 4846477.56 4468710.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5632 B1V7KEBTPIMZEU4LTD58 31418FHJ9 2040-02-01 6.000000 0.00 4667.28 4802.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5651 B1V7KEBTPIMZEU4LTD58 31418FH59 2040-03-01 5.000000 0.00 708.69 710.84 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA5577 B1V7KEBTPIMZEU4LTD58 31418FFT9 2039-10-01 2.500000 0.00 50499.95 46955.02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBP1430 B1V7KEBTPIMZEU4LTD58 3140K8SU6 2050-03-01 3.500000 0.00 471370.05 424955.03 Agency Mortgage-Backed Securities FNMA FNMS 04.490 CA837401 B1V7KEBTPIMZEU4LTD58 31407QKN5 2035-08-01 4.490000 0.00 5136.31 5040.32 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL932474 B1V7KEBTPIMZEU4LTD58 31412Q6K0 2040-02-01 4.500000 0.00 1640.06 1607.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL930922 B1V7KEBTPIMZEU4LTD58 31412PG70 2039-04-01 4.500000 0.00 5743.55 5628.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CT929229 B1V7KEBTPIMZEU4LTD58 31412MLJ5 2028-03-01 5.000000 0.00 8194.74 8223.21 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL905745 B1V7KEBTPIMZEU4LTD58 31411EHW0 2036-12-01 6.500000 0.00 2187.65 2306.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 NP904918 B1V7KEBTPIMZEU4LTD58 31411DK73 2037-02-01 5.500000 0.00 2340.78 2289.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CT890827 B1V7KEBTPIMZEU4LTD58 31410LVU3 2037-12-01 3.500000 0.00 731132.67 687869.11 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CT890539 B1V7KEBTPIMZEU4LTD58 31410LLU4 2033-04-01 2.500000 0.00 1442.15 1358.17 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL889072 B1V7KEBTPIMZEU4LTD58 31410GW90 2037-12-01 6.500000 0.00 2884.52 3063.34 Agency Mortgage-Backed Securities FNMA FNMS 07.500 NP888738 B1V7KEBTPIMZEU4LTD58 31410GLT8 2037-10-01 7.500000 0.00 6057.89 6345.26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 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4389.48 4357.33 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL9246 S6XOOCT0IEG5ABCC6L87 3131XRHX5 2045-03-01 3.000000 0.00 3797.03 3384.95 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL8672 S6XOOCT0IEG5ABCC6L87 3131XQT55 2044-11-01 3.500000 0.00 178341.27 164741.80 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL8954 S6XOOCT0IEG5ABCC6L87 3131XQ5P7 2045-01-01 4.000000 0.00 33707.63 31926.29 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL7934 S6XOOCT0IEG5ABCC6L87 3131XPY77 2044-04-01 4.000000 0.00 59857.97 56939.73 Agency Mortgage-Backed Securities GNMA GNII ET CY6784 C 549300M8ZYFG0OCMTT87 3618G6RD9 2063-12-20 7.500000 0.00 79896.42 83720.02 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8172 S6XOOCT0IEG5ABCC6L87 3132DWCH4 2051-10-01 2.000000 0.00 277.36 219.17 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4630 S6XOOCT0IEG5ABCC6L87 3132A5EB7 2045-09-01 3.500000 0.00 1099.35 1007.68 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0150 S6XOOCT0IEG5ABCC6L87 3132D9EX8 2041-07-01 2.000000 0.00 55223.24 47567.46 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8691 S6XOOCT0IEG5ABCC6L87 3132A9UQ8 2033-03-01 3.500000 0.00 614.59 599.51 Agency Mortgage-Backed Securities GNMA GNII SF BU0663 C 549300M8ZYFG0OCMTT87 3617N1WY2 2050-04-20 4.000000 0.00 310141.55 287834.41 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ4693 S6XOOCT0IEG5ABCC6L87 3133CVGA6 2054-09-01 6.500000 0.00 507559.56 531743.08 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4119 B1V7KEBTPIMZEU4LTD58 31418DSH6 2050-09-01 2.000000 0.00 1119195.91 889779.40 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8694 S6XOOCT0IEG5ABCC6L87 3132A9UT2 2033-04-01 3.500000 0.00 40960.78 39933.23 Agency Mortgage-Backed Securities GNMA GNMI SF 508811 X 549300M8ZYFG0OCMTT87 36211CGU0 2029-09-15 7.500000 0.00 1247.07 1259.52 Agency Mortgage-Backed Securities GNMA GNMI SP 781096 X 549300M8ZYFG0OCMTT87 36225BGD4 2028-12-15 6.500000 0.00 1156.99 1180.08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS0024 B1V7KEBTPIMZEU4LTD58 3138W9A26 2043-07-01 3.500000 0.00 240216.69 223022.62 Agency Mortgage-Backed Securities GNMA GNMI SF 517072 X 549300M8ZYFG0OCMTT87 36211MMV9 2029-12-15 8.000000 0.00 486.28 494.54 Agency Mortgage-Backed Securities GNMA GNII SF DM6327 C 549300M8ZYFG0OCMTT87 3618LWA44 2055-11-20 6.500000 0.00 2457934.48 2627715.48 Agency Mortgage-Backed Securities GNMA GNII SF DQ8415 C 549300M8ZYFG0OCMTT87 3618N2K47 2056-05-20 6.500000 0.00 566897.17 594931.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG4180 B1V7KEBTPIMZEU4LTD58 3140U7UE0 2056-03-01 4.500000 0.00 454979.02 431895.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1949 B1V7KEBTPIMZEU4LTD58 3140U5EX0 2056-04-01 5.500000 0.00 599001.65 599622.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG4421 B1V7KEBTPIMZEU4LTD58 3140U74F6 2056-04-01 4.500000 0.00 426998.48 406593.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA5409 S6XOOCT0IEG5ABCC6L87 3142JUAK6 2056-02-01 5.000000 0.00 847070.34 825889.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG8998 B1V7KEBTPIMZEU4LTD58 3140UC7L9 2056-05-01 5.000000 0.00 537637.44 528109.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0747 B1V7KEBTPIMZEU4LTD58 3140UFZM9 2056-06-01 5.500000 0.00 521353.33 525086.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4547 B1V7KEBTPIMZEU4LTD58 3140U8BR0 2056-04-01 5.500000 0.00 523662.24 529107.98 Agency Mortgage-Backed Securities GNMA GNII SP 788238 M 549300M8ZYFG0OCMTT87 3622AEBF2 2052-05-20 3.000000 0.00 17492619.07 15349248.45 Agency Mortgage-Backed Securities GNMA GNII ET DR6239 C 549300M8ZYFG0OCMTT87 3618VE4Y4 2065-04-20 6.500000 0.00 36996.65 38574.03 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB1847 S6XOOCT0IEG5ABCC6L87 3142K3BR8 2056-04-01 6.000000 0.00 364881.26 376706.70 Agency Mortgage-Backed Securities GNMA GNII SF DQ0947 C 549300M8ZYFG0OCMTT87 3618MTBQ0 2056-02-20 6.000000 0.00 730846.90 747986.72 Agency Mortgage-Backed Securities GNMA GNII SF DP0256 C 549300M8ZYFG0OCMTT87 3618MEH95 2055-12-20 7.500000 0.00 1645981.47 1797882.51 Agency Mortgage-Backed Securities GNMA GNCL CL DO7383 549300M8ZYFG0OCMTT87 3618V4FY4 2068-05-15 5.740000 0.00 143422.53 148466.32 Agency Mortgage-Backed Securities GNMA GNII SF DQ9793 C 549300M8ZYFG0OCMTT87 3618N33A0 2056-05-20 6.000000 0.00 1182031.00 1240489.52 Agency Mortgage-Backed Securities GNMA GNII ET DM7606 C 549300M8ZYFG0OCMTT87 3618LXNX4 2065-10-20 7.000000 0.00 1915698.72 2000915.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB5713 S6XOOCT0IEG5ABCC6L87 3142K7K32 2056-06-01 5.000000 0.00 514409.27 507678.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA5488 B1V7KEBTPIMZEU4LTD58 3140W6C26 2056-01-01 6.500000 0.00 2840190.30 2986859.62 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB7069 S6XOOCT0IEG5ABCC6L87 3142K82B2 2056-07-01 6.500000 0.00 632112.27 661789.73 Agency Mortgage-Backed Securities GNMA GNII ET DR9050 C 549300M8ZYFG0OCMTT87 3618VJBT6 2066-04-20 5.000000 0.00 70187.47 68889.89 Agency Mortgage-Backed Securities GNMA GNII SF DN3214 C 549300M8ZYFG0OCMTT87 3618M5SB7 2055-11-20 6.000000 0.00 393363.65 402608.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4048 B1V7KEBTPIMZEU4LTD58 3140UKQA4 2056-06-01 5.000000 0.00 413794.58 407412.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4290 B1V7KEBTPIMZEU4LTD58 3140W4XU6 2056-01-01 5.500000 0.00 17726778.17 17796414.85 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8432 S6XOOCT0IEG5ABCC6L87 3142JXLN2 2056-03-01 5.000000 0.00 479129.21 469132.97 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTC0396 S6XOOCT0IEG5ABCC6L87 3133W4NM0 2056-07-01 4.500000 0.00 737859.59 702094.79 Agency Mortgage-Backed Securities GNMA GNII SF MA7312 M 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.500000 0.00 941025.28 793387.20 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD1080 S6XOOCT0IEG5ABCC6L87 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Securities GNMA GNII RG CF4626 C 549300M8ZYFG0OCMTT87 3617W6D71 2040-08-20 5.500000 0.00 478773.49 489531.21 Agency Mortgage-Backed Securities GNMA GNII SF MA1226 M 549300M8ZYFG0OCMTT87 36179NLF3 2043-08-20 4.500000 0.00 3818.08 3714.80 Agency Mortgage-Backed Securities GNMA GNII SF MA1156 M 549300M8ZYFG0OCMTT87 36179NH92 2043-07-20 3.000000 0.00 30159.21 27074.67 Agency Mortgage-Backed Securities GNMA GNII SF MA0700 M 549300M8ZYFG0OCMTT87 36179MX54 2043-01-20 4.000000 0.00 74297.66 70255.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3300 S6XOOCT0IEG5ABCC6L87 3142JRU21 2056-01-01 5.000000 0.00 643382.25 630682.32 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA2962 S6XOOCT0IEG5ABCC6L87 3142JRJG3 2055-12-01 6.500000 0.00 1101675.96 1151499.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8709 B1V7KEBTPIMZEU4LTD58 3140BMVB3 2055-09-01 5.500000 0.00 402995.52 404963.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8684 B1V7KEBTPIMZEU4LTD58 3140BMUJ7 2055-09-01 5.500000 0.00 600763.56 600187.63 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE8707 B1V7KEBTPIMZEU4LTD58 3140BMU99 2055-09-01 7.000000 0.00 383870.79 406654.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8702 B1V7KEBTPIMZEU4LTD58 3140BMU40 2055-09-01 5.500000 0.00 431478.54 434156.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8582 B1V7KEBTPIMZEU4LTD58 3140BMRC6 2055-09-01 5.500000 0.00 458783.34 460880.13 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8607 B1V7KEBTPIMZEU4LTD58 3140BMR51 2055-10-01 6.500000 0.00 402267.50 423655.93 Agency Mortgage-Backed Securities GNMA GNPL RX 630620 549300M8ZYFG0OCMTT87 36291KSH1 2031-08-15 5.860000 0.00 39856.88 40018.35 Agency Mortgage-Backed Securities GNMA GNPL RX 619880 549300M8ZYFG0OCMTT87 36290WUD2 2032-12-15 5.150000 0.00 49115.77 49248.66 Agency Mortgage-Backed Securities GNMA GNMI SF 617861 X 549300M8ZYFG0OCMTT87 36290UMJ2 2037-09-15 4.500000 0.00 61424.10 60308.21 Agency Mortgage-Backed Securities GNMA GNMI SP 783201 X 549300M8ZYFG0OCMTT87 36241LRW8 2040-08-15 5.500000 0.00 28628.85 29558.79 Agency Mortgage-Backed Securities GNMA GNMI SP 783479 X 549300M8ZYFG0OCMTT87 36241L2L9 2041-10-15 3.875000 0.00 495520.94 463369.15 Agency Mortgage-Backed Securities GNMA GNMI SP 782382 X 549300M8ZYFG0OCMTT87 36241KUF3 2038-08-15 5.500000 0.00 825.57 852.37 Agency Mortgage-Backed Securities GNMA GNMI SP 782214 X 549300M8ZYFG0OCMTT87 36241KN79 2032-07-15 6.500000 0.00 14494.72 14901.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB3442 S6XOOCT0IEG5ABCC6L87 3142K4ZG4 2056-04-01 5.500000 0.00 2107155.99 2136157.48 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB3415 S6XOOCT0IEG5ABCC6L87 3142K4YM2 2056-05-01 4.500000 0.00 392817.66 373951.41 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2347 S6XOOCT0IEG5ABCC6L87 3142K3TD0 2056-04-01 5.000000 0.00 3085435.80 3009900.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2171 S6XOOCT0IEG5ABCC6L87 3142K3MV7 2056-05-01 5.000000 0.00 8695756.15 8519377.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2049 S6XOOCT0IEG5ABCC6L87 3142K3H35 2056-05-01 5.000000 0.00 399017.38 390274.38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH5383 B1V7KEBTPIMZEU4LTD58 3140UL6V8 2056-07-01 4.500000 0.00 407683.54 387647.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4200 B1V7KEBTPIMZEU4LTD58 3140UKU27 2056-06-01 5.000000 0.00 801295.89 783737.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH4032 B1V7KEBTPIMZEU4LTD58 3140UKPS6 2056-06-01 4.500000 0.00 634878.62 608634.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4027 B1V7KEBTPIMZEU4LTD58 3140UKPM9 2056-06-01 5.500000 0.00 518221.72 534185.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA5983 B1V7KEBTPIMZEU4LTD58 31418FUH8 2046-02-01 5.500000 0.00 146533.54 147808.87 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS7944 B1V7KEBTPIMZEU4LTD58 3140XPZJ1 2052-06-01 2.500000 0.00 30979.85 25534.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CTFS7907 B1V7KEBTPIMZEU4LTD58 3140XPYD5 2044-05-01 6.000000 0.00 160544.30 165610.75 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS7744 B1V7KEBTPIMZEU4LTD58 3140XPTA7 2054-04-01 6.500000 0.00 174864.56 184750.12 Agency Mortgage-Backed Securities FNMA FNMS 07.000 K2589584 B1V7KEBTPIMZEU4LTD58 31387N6V4 2031-05-01 7.000000 0.00 1242.49 1266.46 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL581961 B1V7KEBTPIMZEU4LTD58 31387EQN0 2031-07-01 7.000000 0.00 214.97 226.55 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM3933 S6XOOCT0IEG5ABCC6L87 3131XXLN9 2047-08-01 3.500000 0.00 261599.41 236142.56 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM3886 S6XOOCT0IEG5ABCC6L87 3131XXJ77 2047-08-01 3.500000 0.00 309324.24 281268.43 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2536 S6XOOCT0IEG5ABCC6L87 3131XVY90 2047-01-01 3.000000 0.00 407758.50 364499.40 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY6747 S6XOOCT0IEG5ABCC6L87 31426RP96 2055-06-01 7.000000 0.00 371113.62 397516.62 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7077 S6XOOCT0IEG5ABCC6L87 31426R2K6 2055-07-01 6.500000 0.00 395548.58 413332.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY5795 S6XOOCT0IEG5ABCC6L87 31426QNM1 2055-06-01 5.500000 0.00 389128.44 389837.56 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY5630 S6XOOCT0IEG5ABCC6L87 31426QHG1 2055-06-01 6.500000 0.00 191227.65 200420.85 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY2163 S6XOOCT0IEG5ABCC6L87 31426LMM3 2055-04-01 6.500000 0.00 1169318.43 1229274.84 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY1058 S6XOOCT0IEG5ABCC6L87 31426KE85 2055-04-01 7.000000 0.00 571083.09 617959.49 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0957 S6XOOCT0IEG5ABCC6L87 31426KB39 2055-04-01 6.500000 0.00 373450.76 391131.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2381 S6XOOCT0IEG5ABCC6L87 3132DPUE6 2053-03-01 5.500000 0.00 413160.94 415743.75 Agency Mortgage-Backed Securities GNMA GNII ET CY6936 C 549300M8ZYFG0OCMTT87 3618G6V51 2063-10-20 7.500000 0.00 65822.48 68957.93 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV4199 B1V7KEBTPIMZEU4LTD58 3140MHUZ0 2052-03-01 3.000000 0.00 10554.62 9107.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5633 B1V7KEBTPIMZEU4LTD58 3140XMHK5 2053-09-01 5.500000 0.00 163446.52 165135.47 Agency Mortgage-Backed Securities GNMA GNII SF DA2175 C 549300M8ZYFG0OCMTT87 3618GRMY2 2054-02-20 6.000000 0.00 599596.69 621243.92 Agency Mortgage-Backed Securities GNMA GNII RG CM5270 C 549300M8ZYFG0OCMTT87 3617YQ2B8 2047-01-20 3.000000 0.00 6025.90 5251.62 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0716 S6XOOCT0IEG5ABCC6L87 3132DMYM1 2051-07-01 2.000000 0.00 9168.45 7401.11 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD4499 S6XOOCT0IEG5ABCC6L87 3132E07L0 2052-05-01 3.500000 0.00 469072.39 421426.67 Agency Mortgage-Backed Securities GNMA GNII SF MA3110 M 549300M8ZYFG0OCMTT87 36179RN39 2039-08-20 6.000000 0.00 33240.17 34340.68 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE2166 S6XOOCT0IEG5ABCC6L87 3133BBMP1 2052-05-01 4.500000 0.00 385408.85 368387.27 Agency Mortgage-Backed Securities GNMA GNII ET DR3136 C 549300M8ZYFG0OCMTT87 3618VBPV3 2066-05-20 6.500000 0.00 156201.75 162861.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3123 B1V7KEBTPIMZEU4LTD58 3140Y9PH1 2056-07-01 5.500000 0.00 350983.73 350606.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7358 B1V7KEBTPIMZEU4LTD58 3140UBE82 2056-04-01 5.000000 0.00 566517.19 561638.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3567 B1V7KEBTPIMZEU4LTD58 3140U66D1 2056-02-01 5.000000 0.00 525804.12 515570.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0727 S6XOOCT0IEG5ABCC6L87 3142JNYZ3 2055-12-01 5.500000 0.00 438975.67 444126.75 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQC6920 S6XOOCT0IEG5ABCC6L87 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05.500 CLCC0432 B1V7KEBTPIMZEU4LTD58 3140Y6PS3 2055-05-01 5.500000 0.00 384.03 386.44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF3339 S6XOOCT0IEG5ABCC6L87 3133BQV86 2052-11-01 5.000000 0.00 354.22 347.78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4085 S6XOOCT0IEG5ABCC6L87 3132E0RE4 2053-10-01 6.000000 0.00 10905626.72 11231366.89 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD5864 S6XOOCT0IEG5ABCC6L87 3132DTQR4 2054-06-01 5.000000 0.00 391.82 383.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB1455 S6XOOCT0IEG5ABCC6L87 3132CXTL6 2039-05-01 5.500000 0.00 309.38 314.65 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G15823 G S6XOOCT0IEG5ABCC6L87 3128MEVQ1 2031-02-01 3.500000 0.00 25.86 25.56 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0508 S6XOOCT0IEG5ABCC6L87 31426JR68 2055-04-01 6.500000 0.00 403.43 423.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7863 B1V7KEBTPIMZEU4LTD58 3140QTWZ8 2054-01-01 6.000000 0.00 7297293.60 7480638.11 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZT1100 S6XOOCT0IEG5ABCC6L87 3132ADGH5 2042-12-01 3.500000 0.00 13127.02 12147.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5995 B1V7KEBTPIMZEU4LTD58 3140QRUV3 2053-03-01 4.500000 0.00 681838.84 651822.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3315 B1V7KEBTPIMZEU4LTD58 3140QNVH2 2052-04-01 3.500000 0.00 376.89 338.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0839 B1V7KEBTPIMZEU4LTD58 3140Y64Z0 2055-08-01 6.000000 0.00 6402169.21 6553759.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTFS6644 B1V7KEBTPIMZEU4LTD58 3140XNL28 2044-01-01 5.500000 0.00 2353657.44 2359361.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5452 B1V7KEBTPIMZEU4LTD58 3140XMBW5 2052-06-01 3.500000 0.00 368.31 330.57 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS4815 B1V7KEBTPIMZEU4LTD58 3140XLK56 2052-05-01 3.000000 0.00 5081.30 4383.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM5197 B1V7KEBTPIMZEU4LTD58 3140X8X36 2050-03-01 3.500000 0.00 130.98 118.44 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA0354 B1V7KEBTPIMZEU4LTD58 3140W0MC6 2052-03-01 2.000000 0.00 423.64 341.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0454 B1V7KEBTPIMZEU4LTD58 3140UFQG2 2056-07-01 5.000000 0.00 3462708.48 3383473.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7682 B1V7KEBTPIMZEU4LTD58 3140UBRC9 2056-04-01 5.000000 0.00 488.45 477.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7991 B1V7KEBTPIMZEU4LTD58 3140UB2Z5 2056-04-01 5.500000 0.00 2927345.81 2941936.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF8558 B1V7KEBTPIMZEU4LTD58 3140U0QL4 2056-01-01 4.500000 0.00 1131728.43 1077393.01 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA8441 B1V7KEBTPIMZEU4LTD58 3140QGLX3 2051-01-01 2.000000 0.00 3915668.04 3152765.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA4182 B1V7KEBTPIMZEU4LTD58 3140QBUG1 2049-09-01 4.500000 0.00 93.26 89.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBD2450 B1V7KEBTPIMZEU4LTD58 3140F9WL5 2047-01-01 3.500000 0.00 68.46 62.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF1081 B1V7KEBTPIMZEU4LTD58 3140BRFX2 2055-10-01 5.500000 0.00 511556.01 516318.77 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC5780 B1V7KEBTPIMZEU4LTD58 3140ATM60 2054-10-01 7.000000 0.00 1141581.30 1238181.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB7333 B1V7KEBTPIMZEU4LTD58 3140AHEF5 2054-07-01 5.000000 0.00 781205.39 765116.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA1681 B1V7KEBTPIMZEU4LTD58 3140A12P1 2053-10-01 6.500000 0.00 455187.79 475646.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0449 S6XOOCT0IEG5ABCC6L87 3133W4QA3 2056-08-01 5.500000 0.00 5202489.60 5232967.52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG7097 S6XOOCT0IEG5ABCC6L87 3133C73E5 2053-07-01 6.000000 0.00 154165.96 158742.22 Agency Mortgage-Backed 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2055-08-20 5.000000 0.00 10820839.08 10593219.12 Agency Mortgage-Backed Securities GNMA GNII SF MB0307 M 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 4278609.68 4193237.16 Agency Mortgage-Backed Securities GNMA GNII SF MB0812 M 549300M8ZYFG0OCMTT87 3618N53W7 2055-12-20 4.500000 0.00 50289135.87 47654990.93 Agency Mortgage-Backed Securities GNMA GNII SF MA7135 M 549300M8ZYFG0OCMTT87 36179V4U1 2051-01-20 2.000000 0.00 59371.92 48054.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5913 S6XOOCT0IEG5ABCC6L87 3142K7SB6 2056-06-01 5.500000 0.00 8842755.20 8854934.62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA2660 S6XOOCT0IEG5ABCC6L87 3142JQ5W5 2056-01-01 6.000000 0.00 3719948.06 3800808.57 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5122 S6XOOCT0IEG5ABCC6L87 3142GVVQ1 2055-10-01 6.500000 0.00 14931292.82 15691992.43 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1441 S6XOOCT0IEG5ABCC6L87 3142GRS76 2054-05-01 6.500000 0.00 1316880.36 1375121.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5955 S6XOOCT0IEG5ABCC6L87 31427TTM8 2056-07-01 5.500000 0.00 12779197.44 12926290.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4659 S6XOOCT0IEG5ABCC6L87 31427SE95 2056-04-01 5.000000 0.00 10659705.16 10389925.79 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX8899 S6XOOCT0IEG5ABCC6L87 31426F3H8 2055-03-01 5.000000 0.00 6041958.21 5903939.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA6084 B1V7KEBTPIMZEU4LTD58 31418FXN2 2041-06-01 3.500000 0.00 5203267.68 4936478.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5444 B1V7KEBTPIMZEU4LTD58 31418FBN6 2054-08-01 5.500000 0.00 347.55 347.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4784 B1V7KEBTPIMZEU4LTD58 31418EJ68 2052-10-01 4.500000 0.00 348.56 332.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4080 B1V7KEBTPIMZEU4LTD58 31418DRA2 2050-07-01 3.500000 0.00 67682.67 61201.49 Agency Mortgage-Backed Securities FNMA 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8704655.90 8225750.33 U.S. Treasuries (including strips) USTR 0 3/4 TRIN D 28 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 19480810.50 18970531.85 U.S. Treasuries (including strips) USTR 2 1/4 NOTE E 27 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 96.00 95.11 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 27 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 65.73 64.46 U.S. Treasuries (including strips) USTR 4 3/4 BOND 56 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 58800.00 55517.59 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 5105280.00 4816125.96 U.S. Treasuries (including strips) USTR 4 3/4 BOND 43 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 48.00 45.78 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 48.00 27.83 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 96.00 57.30 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 48.00 25.62 U.S. Treasuries (including strips) USTR 2 BOND 50 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 48.00 26.92 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 13100160.00 8917784.90 U.S. Treasuries (including strips) USTR 1 TRIB 49 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 17572.37 11748.23 U.S. Treasuries (including strips) USTR 3 1/8 BOND 44 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 480.00 366.09 U.S. Treasuries (including strips) USTR 0 3/4 TRIB 42 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 71.16 52.33 U.S. Treasuries (including strips) USTR 4 1/2 BOND 36 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 48.00 48.45 U.S. Treasuries (including strips) USTR 3 5/8 TRIB 28 254900HROIFWPRGM1V77 912810FD5 2028-04-15 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Repo - 03aug26 3.650000% ARP1KGY72 549300QJJX6CVVUXLE15 N/A ARP1KGY72_3.65_0803 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRA 2025-196 FN 549300M8ZYFG0OCMTT87 38385JCW1 2055-11-20 5.021400 0.00 795.57 782.26 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-169 FC 549300M8ZYFG0OCMTT87 38385HLF2 2055-10-20 4.621400 0.00 2184.02 2198.31 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-193 FE 549300M8ZYFG0OCMTT87 38385H7P6 2055-11-20 5.071400 0.00 746767.55 734923.51 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-100 FJ 549300M8ZYFG0OCMTT87 38385GT33 2055-06-20 4.821400 0.00 959.96 973.41 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-060 YF 549300M8ZYFG0OCMTT87 38385FJ44 2055-03-20 4.821400 0.00 513.68 519.09 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-164 FH 549300M8ZYFG0OCMTT87 38384XRY1 2054-10-20 4.821400 0.00 50409653.04 50403563.65 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-171 FA 549300M8ZYFG0OCMTT87 38384XQD8 2054-10-20 4.771400 0.00 4346.08 4341.26 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-149 FA 549300M8ZYFG0OCMTT87 38384WXA8 2054-09-20 4.731400 0.00 52031010.31 52385742.29 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-110 FL 549300M8ZYFG0OCMTT87 38384QWZ7 2054-07-20 4.921400 0.00 37518467.00 37799808.90 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-117 FH 549300M8ZYFG0OCMTT87 38384Q3C0 2054-07-20 4.921400 0.00 26032178.54 26216271.81 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-058 AF 549300M8ZYFG0OCMTT87 38384NEM3 2054-04-20 4.671400 0.00 14601178.39 14601811.63 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-223 FA 549300M8ZYFG0OCMTT87 38383FHH9 2051-12-20 2.500000 0.00 2310.54 1898.12 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-214 FA 549300M8ZYFG0OCMTT87 38383FBN2 2051-12-20 2.500000 0.00 71975583.57 59089211.05 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-193 EF 549300M8ZYFG0OCMTT87 38383DRX8 2051-11-20 2.500000 0.00 1496277.45 1230822.70 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-006 FA 549300M8ZYFG0OCMTT87 38383GLA7 2052-01-20 3.500000 0.00 35326447.50 31054506.58 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-075 FA 549300M8ZYFG0OCMTT87 38383RJX6 2052-04-20 4.000000 0.00 150025254.14 138491946.01 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-022 TF 549300M8ZYFG0OCMTT87 38383MPK8 2052-02-20 3.500000 0.00 1102.69 964.50 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-121 FD 549300M8ZYFG0OCMTT87 38381PRG0 2055-07-20 4.921400 0.00 39304328.00 39741500.53 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-024 FA 549300M8ZYFG0OCMTT87 38383F3M3 2052-02-20 3.000000 0.00 186790960.16 161064739.39 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-080 FD 549300M8ZYFG0OCMTT87 38385GCR8 2055-05-20 5.021400 0.00 547.94 555.88 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-001 TF 549300M8ZYFG0OCMTT87 38383VBA5 2053-01-20 4.621400 0.00 35382805.50 35234979.39 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-131 AF 549300M8ZYFG0OCMTT87 38381QNW7 2055-08-20 4.871400 0.00 45732338.81 46070734.38 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-060 KF 549300M8ZYFG0OCMTT87 38385FL82 2055-04-20 4.671400 0.00 819.33 825.69 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-062 FE 549300M8ZYFG0OCMTT87 38385FPM7 2055-04-20 4.671400 0.00 1185.47 1191.08 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-019 FA 549300M8ZYFG0OCMTT87 38383GMN8 2052-01-20 2.500000 0.00 88354350.14 72470702.10 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-175 BF 549300M8ZYFG0OCMTT87 38383CB41 2051-10-20 3.500000 0.00 7706943.54 6726099.67 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-174 YF 549300M8ZYFG0OCMTT87 38383BN65 2055-09-20 4.621400 0.00 13941872.91 14010203.31 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-139 FX 549300M8ZYFG0OCMTT87 38381QB59 2055-08-20 4.671400 0.00 43406208.50 43768536.14 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-115 FC 549300M8ZYFG0OCMTT87 38381PAL7 2055-07-20 4.721400 0.00 864.68 873.48 Agency Collateralized Mortgage Obligation FMAC FEPC 01.500 CLSD8104 S6XOOCT0IEG5ABCC6L87 3132DWAD5 2050-11-01 1.500000 0.00 938.33 705.35 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD3046 S6XOOCT0IEG5ABCC6L87 3132DQL38 2053-03-01 6.500000 0.00 3309590.97 3513530.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2892 S6XOOCT0IEG5ABCC6L87 3132DQF92 2053-05-01 5.500000 0.00 655.19 660.72 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0145 S6XOOCT0IEG5ABCC6L87 3132DMES0 2047-08-01 3.000000 0.00 88454.21 78196.18 Agency Mortgage-Backed Securities GNMA GNII SF MA7828 M 549300M8ZYFG0OCMTT87 36179WVV7 2052-01-20 3.000000 0.00 657.63 576.85 Agency Mortgage-Backed Securities GNMA GNII SF MA8045 M 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4.000000 0.00 701.61 650.05 Agency Mortgage-Backed Securities GNMA GNII SF MA5529 M 549300M8ZYFG0OCMTT87 36179UEA6 2048-10-20 4.500000 0.00 151.28 146.09 Agency Mortgage-Backed Securities GNMA GNII SF MA4511 M 549300M8ZYFG0OCMTT87 36179TAL9 2047-06-20 4.000000 0.00 96.64 90.25 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS6942 B1V7KEBTPIMZEU4LTD58 3140XNWC4 2053-12-01 6.500000 0.00 38459.66 40112.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6111 B1V7KEBTPIMZEU4LTD58 3140W6YH9 2055-09-01 6.000000 0.00 973.88 998.04 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFA1000 B1V7KEBTPIMZEU4LTD58 3140W1DE0 2055-02-01 7.000000 0.00 505.15 532.46 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6029 B1V7KEBTPIMZEU4LTD58 3140QDVX9 2050-06-01 2.500000 0.00 573.60 483.53 Agency Mortgage-Backed Securities GNMA GNII SF MA8202 M 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5.000000 0.00 1369.96 1352.49 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8182 S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2.000000 0.00 9160237.57 7237106.76 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8010 S6XOOCT0IEG5ABCC6L87 3132DV3T0 2049-09-01 3.000000 0.00 21398335.00 18683100.27 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA2833 B1V7KEBTPIMZEU4LTD58 31418CEF7 2046-12-01 3.000000 0.00 645.23 571.40 Agency Mortgage-Backed Securities GNMA GNII SF MA8647 M 549300M8ZYFG0OCMTT87 36179XTC0 2053-02-20 5.000000 0.00 708.36 697.83 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA3956 B1V7KEBTPIMZEU4LTD58 3140W4ME4 2053-03-01 3.000000 0.00 5008.69 4323.43 Agency Mortgage-Backed Securities GNMA GNII SF MA9540 M 549300M8ZYFG0OCMTT87 36179YS54 2054-03-20 5.000000 0.00 5208.39 5103.56 Agency Mortgage-Backed Securities GNMA GNII SF MA9015 M 549300M8ZYFG0OCMTT87 36179YAQ7 2053-07-20 4.500000 0.00 852.96 813.80 Agency Mortgage-Backed Securities GNMA GNII SF MA9849 M 549300M8ZYFG0OCMTT87 36179Y5J9 2054-08-20 4.500000 0.00 1048.54 994.08 Agency Mortgage-Backed Securities USTR TINT 08/15/34 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0.00 0.00 20535167.76 14144048.57 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AA 31 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 4774600.00 4738956.96 U.S. Treasuries (including strips) USTR 3 3/4 NOTE R 32 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 7921000.00 7685730.46 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 35 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 17665834.56 17028013.44 U.S. Treasuries (including strips) USTR 4 NOTE N 32 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 56062000.00 54734227.59 U.S. Treasuries (including strips) USTR 4 1/8 NOTE R 31 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 27214000.00 27147094.38 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AD 28 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 4292800.00 4391288.28 U.S. Treasuries (including strips) USTR 4 1/8 NOTE F 32 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 1466700.00 1451917.30 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 100.00 92.11 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 1800.00 1447.02 U.S. Treasuries (including strips) USTR 2 BOND 41 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 100.00 67.37 U.S. Treasuries (including strips) USTR 3 BOND 48 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 38386200.00 27517642.89 U.S. Treasuries (including strips) USTR 3 1/8 BOND 48 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 400.00 291.24 U.S. Treasuries (including strips) USTR 3 3/4 BOND 43 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 100.00 84.36 U.S. Treasuries (including strips) USTR BILL 12/31/26 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 0.00 0.00 1000.00 983.80 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AF 30 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 9900.00 9711.12 U.S. Treasuries (including strips) USTR 1 1/8 TRIN AE 30 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 1731747.04 1675075.69 U.S. Treasuries (including strips) USTR 3 3/4 NOTE U 31 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 2500.00 2437.70 U.S. Treasuries (including strips) USTR 0 3/4 NOTE G 28 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 100.00 95.00 U.S. Treasuries (including strips) USTR 1 1/8 NOTE P 28 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 1000.00 942.79 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AN 28 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 282600.00 282477.48 U.S. Treasuries (including strips) USTR 3 1/8 BOND 44 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 1200.00 923.71 U.S. Treasuries (including strips) USTR TINT 02/15/35 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0.00 0.00 10259230.72 6883769.41 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 1000000000.00 1000000000.00 0.0301 N Y Y N Edward Jones Money Market Fund 2026-08-07 Aaron J. Masek Aaron J. Masek Treasurer