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03.500 CLAL2252 N/A 3138EJQE1 2042-08-01 3.5 6005530.22 5618525.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK3478 N/A 3138E72L7 2042-02-01 3.5 5592177.78 5232990.34 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9365 N/A 31417GMP8 2043-05-01 3.5 5575853.72 5201806.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9176 N/A 31417GFS0 2043-05-01 3.5 1481728.28 1381457.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9827 N/A 31417G4M5 2043-07-01 3.5 6045025.31 5632208.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CQAB8843 N/A 31417FZH4 2043-04-01 3.5 6163629.20 5718656.27 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL6995 N/A 3138EPXZ2 2045-05-01 3.5 5866551.66 5399695.39 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB4680 N/A 31417BFW2 2042-03-01 3.5 6046110.23 5662627.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB5956 N/A 31417CTN5 2042-09-01 3.5 6173469.13 5712722.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA1133 N/A 31418AHK7 2042-08-01 3.5 5458437.10 5106677.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL2226 N/A 3138EJPL6 2042-08-01 3.5 6047530.10 5652152.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB7306 N/A 31417EDL2 2042-12-01 3.5 5877737.86 5493490.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CQAB8966 N/A 31417F6C7 2043-04-01 3.5 6072720.58 5634365.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT3976 N/A 3138WRM23 2043-05-01 3.5 5933866.20 5528337.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT4174 N/A 3138WRT83 2043-05-01 3.5 5591940.93 5195134.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9785 N/A 31417G2T2 2043-07-01 3.5 6083010.13 5663481.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3210 N/A 31418CR89 2047-12-01 3.5 5861846.56 5310508.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY8124 N/A 3138YNA23 2045-06-01 3.5 5747214.51 5267986.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL7706 N/A 3138EQR46 2045-11-01 3.5 5867851.38 5391755.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5937 N/A 3138WFS31 2045-10-01 3.5 6261887.97 5738010.07 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL5779 N/A 3138ENM55 2043-09-01 3 6334269.84 5719338.92 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS9449 N/A 3138WKQB4 2047-04-01 3.5 6104478.39 5572001.02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS7491 N/A 3138WHKD3 2046-07-01 3.5 5794077.75 5294081.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS4548 N/A 3138WEBS7 2045-03-01 3.5 5681512.54 5242358.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5105 N/A 3138WEU72 2045-06-01 3.5 5886487.87 5418080.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS4456 N/A 3138WD5S6 2045-02-01 3.5 5802180.43 5323167.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CRMA1591 N/A 31418AXV5 2043-09-01 4.5 5409310.20 5280866.13 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-08-03 2026-08-03 2026-08-03 N N N .0370 322541000.00 322541000.00 .0018 N Y Y N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.785%, 8/20/2026 3.785 3130B2EY7 2549001DPIFGXC1TOL40 US3130B2EY74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-20 2026-08-20 N N N .0341 50001340.50 50001340.50 .0003 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.785%, 8/21/2026 3.785 3130B2FD2 2549001DPIFGXC1TOL40 US3130B2FD29 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-21 2026-08-21 N N N .0343 169904685.84 169904685.84 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.795%, 9/25/2026 3.795 3130B2UL7 2549001DPIFGXC1TOL40 US3130B2UL79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-25 2026-09-25 N N N .0365 414846374.64 414846374.64 .0023 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.760%, 2/12/2027 3.760 3130B52T4 2549001DPIFGXC1TOL40 US3130B52T42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-12 2027-02-12 N N N .0366 50018052.50 50018052.50 .0003 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.725%, 4/9/2027 3.725 3130B5UR7 2549001DPIFGXC1TOL40 US3130B5UR70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-09 2027-04-09 N N N .0373 240735013.31 240735013.31 .0014 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.725%, 4/14/2027 3.725 3130B5UV8 2549001DPIFGXC1TOL40 US3130B5UV82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-14 2027-04-14 N N N .0372 250001940.00 250001940.00 .0014 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.770%, 4/9/2027 3.770 3130B5VS4 2549001DPIFGXC1TOL40 US3130B5VS45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-09 2027-04-09 N N N .0372 308942512.93 308942512.93 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 6/14/2027 3.745 3130B6QR0 254900C5LP6DN9OP9V83 US3130B6QR00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-06-14 2027-06-14 N N N .0372 400036796.00 400036796.00 .0023 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.710%, 8/20/2026 3.710 3130B7JB1 2549001DPIFGXC1TOL40 US3130B7JB14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-20 2026-08-20 N N N .0340 99999602.00 99999602.00 .0006 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.710%, 8/28/2026 3.710 3130B7LQ5 2549001DPIFGXC1TOL40 US3130B7LQ54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-28 2026-08-28 N N N .0351 83999433.00 83999433.00 .0005 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.625%, 10/23/2026 3.625 3130B7VM3 2549001DPIFGXC1TOL40 US3130B7VM31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-23 2026-10-23 2026-10-23 N N N .0405 746674371.76 746674371.76 .0042 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.625%, 10/23/2026 3.625 3130B7VN1 2549001DPIFGXC1TOL40 US3130B7VN14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-23 2026-10-23 2026-10-23 N N N .0396 771801899.78 771801899.78 .0044 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.830%, 10/14/2027 3.830 3130B83C4 2549001DPIFGXC1TOL40 US3130B83C44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-10-14 2027-10-14 N N N .0381 362903952.17 362903952.17 .0020 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.810%, 12/4/2026 3.810 3130B8KW1 2549001DPIFGXC1TOL40 US3130B8KW15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-04 2026-12-04 2026-12-04 N N N .0397 462904871.20 462904871.20 .0026 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.760%, 12/17/2026 3.760 3130B8PA4 2549001DPIFGXC1TOL40 US3130B8PA40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-17 2026-12-17 2026-12-17 N N N .0393 784200499.22 784200499.22 .0044 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.500%, 1/4/2027 3.500 3130B8UW0 2549001DPIFGXC1TOL40 US3130B8UW05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-04 2027-01-04 2027-01-04 N N N .0384 713688385.03 713688385.03 .0040 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.500%, 1/4/2027 3.500 3130B8VA7 2549001DPIFGXC1TOL40 US3130B8VA75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-04 2027-01-04 2027-01-04 N N N .0369 714111551.76 714111551.76 .0040 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.640%, 2/5/2027 3.640 3130B92Z2 2549001DPIFGXC1TOL40 US3130B92Z20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-05 2027-02-05 2027-02-05 N N N .0431 745204872.76 745204872.76 .0042 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.730%, 1/12/2028 3.730 3130B94Q0 2549001DPIFGXC1TOL40 US3130B94Q03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-01-12 2028-01-12 N N N .0373 149998723.50 149998723.50 .0008 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.730%, 1/14/2028 3.730 3130B94T4 2549001DPIFGXC1TOL40 US3130B94T42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-01-14 2028-01-14 N N N .0373 221839160.41 221839160.41 .0013 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.620%, 2/8/2027 3.620 3130B95B2 2549001DPIFGXC1TOL40 US3130B95B25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-08 2027-02-08 2027-02-08 N N N .0391 374445750.00 374445750.00 .0021 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.640%, 2/12/2027 3.640 3130B95L0 2549001DPIFGXC1TOL40 US3130B95L07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-12 2027-02-12 2027-02-12 N N N .0397 725491014.64 725491014.64 .0041 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.740%, 2/11/2028 3.740 3130B9FP0 2549001DPIFGXC1TOL40 US3130B9FP02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-02-11 2028-02-11 N N N .0373 174949650.10 174949650.10 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.680%, 3/24/2027 3.680 3130B9NT3 2549001DPIFGXC1TOL40 US3130B9NT32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-24 2027-03-24 2027-03-24 N N N .0409 1045874027.98 1045874027.98 .0059 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.750%, 4/2/2027 3.750 3130B9T34 2549001DPIFGXC1TOL40 US3130B9T345 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-02 2027-04-02 2027-04-02 N N N .0408 723169320.25 723169320.25 .0041 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.970%, 4/22/2027 3.970 3130BA5L7 2549001DPIFGXC1TOL40 US3130BA5L71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-22 2027-04-22 2027-04-22 N N N .0420 685676514.85 685676514.85 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.930%, 5/7/2027 3.930 3130BAB55 2549001DPIFGXC1TOL40 US3130BAB557 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-07 2027-05-07 2027-05-07 N N N .0421 685538407.50 685538407.50 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.840%, 5/21/2027 3.840 3130BAFR3 2549001DPIFGXC1TOL40 US3130BAFR30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-21 2027-05-21 2027-05-21 N N N .0416 669323801.74 669323801.74 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.870%, 5/21/2027 3.870 3130BAHP5 2549001DPIFGXC1TOL40 US3130BAHP55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-21 2027-05-21 2027-05-21 N N N .0414 678308426.99 678308426.99 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.790%, 11/5/2026 3.790 3130BAMM6 2549001DPIFGXC1TOL40 US3130BAMM69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-05 2026-11-05 2026-11-05 N N N .0378 679707434.06 679707434.06 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.875%, 6/11/2027 3.875 3130BAQ83 2549001DPIFGXC1TOL40 US3130BAQ837 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-11 2027-06-11 2027-06-11 N N N .0420 687872376.35 687872376.35 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.990%, 6/17/2027 3.990 3130BAT72 2549001DPIFGXC1TOL40 US3130BAT724 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-17 2027-06-17 2027-06-17 N N N .0419 681546154.72 681546154.72 .0038 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.800%, 11/20/2026 3.800 3130BATK3 2549001DPIFGXC1TOL40 US3130BATK31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N .0394 704383219.91 704383219.91 .0040 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.800%, 11/20/2026 3.800 3130BATM9 2549001DPIFGXC1TOL40 US3130BATM96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N .0394 704383219.91 704383219.91 .0040 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.690%, 12/14/2026 3.690 3130BB6A8 2549001DPIFGXC1TOL40 US3130BB6A89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-14 2026-12-14 N N N .0366 624493180.46 624493180.46 .0035 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.700%, 1/26/2027 3.700 3130BBD77 2549001DPIFGXC1TOL40 US3130BBD775 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-26 2027-01-26 N N N .0370 500002480.00 500002480.00 .0028 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.700%, 1/27/2027 3.700 3130BBDD4 2549001DPIFGXC1TOL40 US3130BBDD45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-27 2027-01-27 N N N .0370 59000313.29 59000313.29 .0003 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.705%, 2/9/2027 3.705 3130BBFV2 2549001DPIFGXC1TOL40 US3130BBFV25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-09 2027-02-09 N N N .0369 302851014.55 302851014.55 .0017 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.775%, 7/7/2028 3.775 3130BBG25 2549001DPIFGXC1TOL40 US3130BBG257 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-07-07 2028-07-07 N N N .0377 174998960.50 174998960.50 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.685%, 10/13/2026 3.685 3130BBGM1 2549001DPIFGXC1TOL40 US3130BBGM17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-13 2026-10-13 N N N .0366 210998265.58 210998265.58 .0012 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.700%, 1/12/2027 3.700 3130BBGY5 2549001DPIFGXC1TOL40 US3130BBGY54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-12 2027-01-12 N N N .0369 178998879.46 178998879.46 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.710%, 3/9/2027 3.710 3130BBH65 2549001DPIFGXC1TOL40 US3130BBH651 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-09 2027-03-09 N N N .0370 173999845.14 173999845.14 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.775%, 7/13/2028 3.775 3130BBJG1 2549001DPIFGXC1TOL40 US3130BBJG12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-07-13 2028-07-13 N N N .0377 190918742.56 190918742.56 .0011 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.700%, 2/17/2027 3.700 3130BBKF1 2549001DPIFGXC1TOL40 US3130BBKF10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-17 2027-02-17 N N N .0369 324876023.36 324876023.36 .0018 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.705%, 3/16/2027 3.705 3130BBKG9 2549001DPIFGXC1TOL40 US3130BBKG92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-16 2027-03-16 N N N .0370 120000237.60 120000237.60 .0007 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.695%, 1/22/2027 3.695 3130BBKR5 2549001DPIFGXC1TOL40 US3130BBKR57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-22 2027-01-22 N N N .0368 355018484.85 355018484.85 .0020 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.685%, 11/17/2026 3.685 3130BBKW4 2549001DPIFGXC1TOL40 US3130BBKW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-17 2026-11-17 N N N .0367 76902248.56 76902248.56 .0004 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.690%, 12/22/2026 3.690 3130BBL37 2549001DPIFGXC1TOL40 US3130BBL372 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-22 2026-12-22 N N N .0368 174999431.25 174999431.25 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 4.210%, 3/19/2027 4.210 3130BBLA1 2549001DPIFGXC1TOL40 US3130BBLA14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-19 2027-03-19 N N N .0421 199999682.00 199999682.00 .0011 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.700%, 2/24/2027 3.700 3130BBLW3 2549001DPIFGXC1TOL40 US3130BBLW34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-24 2027-02-24 N N N .0370 354800525.10 354800525.10 .0020 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 4.255%, 8/20/2027 4.255 3130BBN92 2549001DPIFGXC1TOL40 US3130BBN923 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-08-20 2027-08-20 2027-08-20 N N N .0428 694506005.03 694506005.03 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.705%, 3/25/2027 3.705 3130BBPR0 2549001DPIFGXC1TOL40 US3130BBPR03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-25 2027-03-25 N N N .0369 340884194.07 340884194.07 .0019 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.710%, 4/28/2027 3.710 3130BBPS8 2549001DPIFGXC1TOL40 US3130BBPS85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-28 2027-04-28 N N N .0371 170999333.10 170999333.10 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Discount Notes, 3.630%, 8/31/2026 3.630 313313D96 254900C5LP6DN9OP9V83 US313313D968 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-31 2026-08-31 2026-08-31 N N N .0366 249226077.50 249226077.50 .0014 N N Y N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.509%, 8/19/2026 3.509 313385C53 2549001DPIFGXC1TOL40 US313385C539 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-19 2026-08-19 2026-08-19 N N N .0365 1197224116.68 1197224116.68 .0068 N N Y N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.530%, 8/21/2026 3.530 313385C79 2549001DPIFGXC1TOL40 US313385C794 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-21 2026-08-21 2026-08-21 N N N .0365 603731266.60 603731266.60 .0034 N N Y N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.520%, 8/21/2026 3.520 313385C79 2549001DPIFGXC1TOL40 US313385C794 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-21 2026-08-21 2026-08-21 N N N .0365 330305866.52 330305866.52 .0019 N N Y N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.540%, 8/28/2026 3.540 313385D60 2549001DPIFGXC1TOL40 US313385D602 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-28 2026-08-28 2026-08-28 N N N .0366 149580583.50 149580583.50 .0008 N N Y N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.539%, 8/28/2026 3.539 313385D60 2549001DPIFGXC1TOL40 US313385D602 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-28 2026-08-28 2026-08-28 N N N .0366 99720389.00 99720389.00 .0006 N N Y N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.537%, 8/28/2026 3.537 313385D60 2549001DPIFGXC1TOL40 US313385D602 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-28 2026-08-28 2026-08-28 N N N .0366 642897347.88 642897347.88 .0036 N N Y N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.630%, 12/4/2026 3.630 313385R81 2549001DPIFGXC1TOL40 US313385R818 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-04 2026-12-04 2026-12-04 N N N .0388 299978080.00 299978080.00 .0017 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.630%, 12/11/2026 3.630 313385S72 2549001DPIFGXC1TOL40 US313385S725 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-11 2026-12-11 2026-12-11 N N N .0389 295317482.50 295317482.50 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 3/11/2027 3.740 3133ER6L0 254900C5LP6DN9OP9V83 US3133ER6L07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-11 2027-03-11 N N N .0373 182889971.59 182889971.59 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 3/11/2027 3.730 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-11 2027-03-11 N N N .0374 139895699.71 139895699.71 .0008 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.775%, 9/8/2026 3.775 3133ERH38 254900C5LP6DN9OP9V83 US3133ERH382 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-08 2026-09-08 N N N .0360 46002101.74 46002101.74 .0003 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 8/12/2026 3.780 3133ERNW7 254900C5LP6DN9OP9V83 US3133ERNW79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-12 2026-08-12 N N N .0313 357758746.99 357758746.99 .0020 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.790%, 8/26/2026 3.790 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-26 2026-08-26 N N N .0346 251866277.07 251866277.07 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.790%, 9/9/2026 3.790 3133ERSN2 254900C5LP6DN9OP9V83 US3133ERSN26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-09 2026-09-09 N N N .0356 85009098.40 85009098.40 .0005 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.785%, 9/16/2026 3.785 3133ERXV8 254900C5LP6DN9OP9V83 US3133ERXV86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-16 2026-09-16 N N N .0363 192914955.54 192914955.54 .0011 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 8/28/2026 3.780 3133ERYS4 254900C5LP6DN9OP9V83 US3133ERYS49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-28 2026-08-28 N N N .0351 80003619.20 80003619.20 .0005 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.790%, 11/4/2026 3.790 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-04 2026-11-04 N N N .0365 106018269.10 106018269.10 .0006 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.755%, 12/2/2027 3.755 3133ET2X4 254900C5LP6DN9OP9V83 US3133ET2X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-12-02 2027-12-02 N N N .0375 304978265.70 304978265.70 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.695%, 4/19/2027 3.695 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-19 2027-04-19 N N N .0375 64874150.33 64874150.33 .0004 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 11/23/2027 3.730 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-11-23 2027-11-23 N N N .0372 82896661.62 82896661.62 .0005 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.735%, 1/6/2028 3.735 3133ET6B8 254900C5LP6DN9OP9V83 US3133ET6B88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-01-06 2028-01-06 N N N .0373 357836448.22 357836448.22 .0020 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 1/12/2028 3.730 3133ET6N2 254900C5LP6DN9OP9V83 US3133ET6N27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-01-12 2028-01-12 N N N .0375 300734897.80 300734897.80 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.695%, 4/8/2027 3.695 3133ET6Q5 254900C5LP6DN9OP9V83 US3133ET6Q57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-08 2027-04-08 N N N .0369 188997996.60 188997996.60 .0011 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 3/11/2027 3.730 3133ETAA5 254900C5LP6DN9OP9V83 US3133ETAA52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-11 2027-03-11 N N N .0372 113934146.90 113934146.90 .0006 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.800%, 10/1/2027 3.800 3133ETC70 254900C5LP6DN9OP9V83 US3133ETC702 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-10-01 2027-10-01 N N N .0376 264998322.93 264998322.93 .0015 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 4/9/2027 3.730 3133ETCN5 254900C5LP6DN9OP9V83 US3133ETCN55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-09 2027-04-09 N N N .0372 445815692.16 445815692.16 .0025 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.800%, 10/14/2027 3.800 3133ETF85 254900C5LP6DN9OP9V83 US3133ETF853 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-10-14 2027-10-14 N N N .0377 310100709.70 310100709.70 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.760%, 4/22/2027 3.760 3133ETJ81 254900C5LP6DN9OP9V83 US3133ETJ814 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-22 2027-04-22 N N N .0375 424837111.76 424837111.76 .0024 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.765%, 5/27/2027 3.765 3133ETJA6 254900C5LP6DN9OP9V83 US3133ETJA61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-05-27 2027-05-27 N N N .0374 193910404.67 193910404.67 .0011 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.755%, 6/4/2027 3.755 3133ETKK2 254900C5LP6DN9OP9V83 US3133ETKK25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-06-04 2027-06-04 N N N .0375 559710767.12 559710767.12 .0032 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 6/17/2027 3.745 3133ETLK1 254900C5LP6DN9OP9V83 US3133ETLK16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-06-17 2027-06-17 N N N .0372 214770738.41 214770738.41 .0012 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 7/29/2027 3.780 3133ETRA7 254900C5LP6DN9OP9V83 US3133ETRA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-07-29 2027-07-29 N N N .0376 464908196.14 464908196.14 .0026 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.710%, 8/21/2026 3.710 3133ETUT2 254900C5LP6DN9OP9V83 US3133ETUT24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-21 2026-08-21 N N N .0342 34999878.90 34999878.90 .0002 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.710%, 9/4/2026 3.710 3133ETWJ2 254900C5LP6DN9OP9V83 US3133ETWJ24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-04 2026-09-04 N N N .0357 164997193.35 164997193.35 .0009 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.760%, 3/11/2027 3.760 3133ETWX1 254900C5LP6DN9OP9V83 US3133ETWX18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-11 2027-03-11 N N N .0373 387861495.87 387861495.87 .0022 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.800%, 9/10/2027 3.800 3133ETXE2 254900C5LP6DN9OP9V83 US3133ETXE28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-09-10 2027-09-10 N N N .0379 269997829.20 269997829.20 .0015 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 9/10/2027 3.780 3133ETXJ1 254900C5LP6DN9OP9V83 US3133ETXJ15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-09-10 2027-09-10 N N N .0370 45031132.80 45031132.80 .0003 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.765%, 11/26/2027 3.765 3133ETY43 254900C5LP6DN9OP9V83 US3133ETY433 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-11-26 2027-11-26 N N N .0374 231940290.31 231940290.31 .0013 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 1/20/2028 3.730 3133EWAK6 254900C5LP6DN9OP9V83 US3133EWAK63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-01-20 2028-01-20 N N N .0375 155942420.40 155942420.40 .0009 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 1/26/2028 3.745 3133EWAT7 254900C5LP6DN9OP9V83 US3133EWAT72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-01-26 2028-01-26 N N N .0376 484693363.39 484693363.39 .0027 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.750%, 1/28/2028 3.750 3133EWBJ8 254900C5LP6DN9OP9V83 US3133EWBJ81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-01-28 2028-01-28 N N N .0375 244899062.03 244899062.03 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 2/2/2028 3.740 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-02-02 2028-02-02 N N N .0375 150879788.91 150879788.91 .0009 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 2/9/2028 3.740 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-02-09 2028-02-09 N N N .0372 85009336.40 85009336.40 .0005 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 2/11/2028 3.745 3133EWCV0 254900C5LP6DN9OP9V83 US3133EWCV01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-02-11 2028-02-11 N N N .0373 304897149.19 304897149.19 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 2/17/2028 3.740 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-02-17 2028-02-17 N N N .0372 94960281.19 94960281.19 .0005 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 2/25/2028 3.745 3133EWEH9 254900C5LP6DN9OP9V83 US3133EWEH98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-02-25 2028-02-25 N N N .0372 252942168.55 252942168.55 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 3/9/2028 3.740 3133EWGE4 254900C5LP6DN9OP9V83 US3133EWGE40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-03-09 2028-03-09 N N N .0373 274899070.84 274899070.84 .0016 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.735%, 4/10/2028 3.735 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-04-10 2028-04-10 N N N .0373 129998146.20 129998146.20 .0007 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 4/20/2028 3.745 3133EWME7 254900C5LP6DN9OP9V83 US3133EWME75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-04-20 2028-04-20 N N N .0374 649994299.50 649994299.50 .0037 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 5/8/2028 3.745 3133EWPE4 254900C5LP6DN9OP9V83 US3133EWPE49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-05-08 2028-05-08 N N N .0373 590000719.80 590000719.80 .0033 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 2/9/2028 3.730 3133EWSL5 254900C5LP6DN9OP9V83 US3133EWSL54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-02-09 2028-02-09 N N N .0375 59979598.80 59979598.80 .0003 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.700%, 1/29/2027 3.700 3133EWUN8 254900C5LP6DN9OP9V83 US3133EWUN82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-29 2027-01-29 N N N .0370 275004449.50 275004449.50 .0016 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.775%, 7/7/2028 3.775 3133EWVG2 254900C5LP6DN9OP9V83 US3133EWVG23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-07-07 2028-07-07 N N N .0377 297847655.92 297847655.92 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 7/24/2028 3.780 3133EWWU0 254900C5LP6DN9OP9V83 US3133EWWU08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-07-24 2028-07-24 N N N .0378 577749023.60 577749023.60 .0033 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 8/3/2028 3.780 3133EWXK1 254900C5LP6DN9OP9V83 US3133EWXK17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-04 2028-08-03 2028-08-03 N N N .0376 268111474.60 268111474.60 .0015 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.790%, 10/16/2026 3.790 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-16 2026-10-16 N N N .0373 338875488.30 338875488.30 .0019 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.780%, 9/2/2027 3.780 3134HBK59 S6XOOCT0IEG5ABCC6L87 US3134HBK597 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-09-02 2027-09-02 N N N .0372 573287302.20 573287302.20 .0032 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.750%, 3/16/2027 3.750 3134HBN64 S6XOOCT0IEG5ABCC6L87 US3134HBN641 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-16 2027-03-16 N N N .0369 732161830.56 732161830.56 .0041 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.790%, 9/22/2027 3.790 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-09-22 2027-09-22 N N N .0373 550358121.50 550358121.50 .0031 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.790%, 10/6/2027 3.790 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-10-06 2027-10-06 N N N .0375 483384888.21 483384888.21 .0027 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.745%, 6/16/2027 3.745 3134HBVX6 S6XOOCT0IEG5ABCC6L87 US3134HBVX64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-06-16 2027-06-16 N N N .0373 399838476.75 399838476.75 .0023 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.790%, 10/23/2026 3.790 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-23 2026-10-23 N N N .0372 340848751.44 340848751.44 .0019 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.910%, 11/5/2027 3.910 3135G07M9 B1V7KEBTPIMZEU4LTD58 US3135G07M94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-11-05 2027-11-05 N N N .0372 350576393.56 350576393.56 .0020 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.790%, 11/20/2026 3.790 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-20 2026-11-20 N N N .0364 253071905.13 253071905.13 .0014 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.790%, 12/11/2026 3.790 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-11 2026-12-11 N N N .0369 236955129.00 236955129.00 .0013 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.730%, 12/22/2027 3.730 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-12-22 2027-12-22 N N N .0375 624452393.91 624452393.91 .0035 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.730%, 1/7/2028 3.730 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-01-07 2028-01-07 N N N .0375 288815961.88 288815961.88 .0016 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.735%, 4/6/2028 3.735 3135G1AH4 B1V7KEBTPIMZEU4LTD58 US3135G1AH45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-04-06 2028-04-06 N N N .0376 119948926.80 119948926.80 .0007 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.740%, 5/8/2028 3.740 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-05-08 2028-05-08 N N N .0373 508800951.46 508800951.46 .0029 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.735%, 6/8/2028 3.735 3135G1AK7 B1V7KEBTPIMZEU4LTD58 US3135G1AK73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-06-08 2028-06-08 N N N .0376 377637391.36 377637391.36 .0021 N N N N Housing and Urban Development Housing and Urban Development Floating Rate Notes, 4.060%, 5/3/2027 4.060 442993002 N/A US4429930021 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-05-03 2027-05-03 N N N .0406 260186983.20 260186983.20 .0015 N N N Y J.P. Morgan Securities LLC J.P. Morgan Securities LLC, REPO, 3.660%, 8/12/2026 3.660 466999000 ZBUT11V806EZRVTWT807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 1529972256.00 1505413548.79 U.S. Treasuries (including strips) USTR 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 1091679990.00 1095586495.65 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-07 2026-08-12 Y J.P. Morgan Securities LLC 1.0000 7 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ N N .0371 2550000000.00 2550000000.00 .0144 N N Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC, REPO, 3.660%, 8/12/2026 3.660 466999000 ZBUT11V806EZRVTWT807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 1/2 NOTE AV 28 N/A 91282CPP0 2028-12-15 3.5 427678192.00 421607260.34 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 29 N/A 91282CLR0 2029-10-31 4.125 638441728.00 640064966.09 U.S. Treasuries (including strips) USTR 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625 1350118400.00 1284327798.09 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-07 2026-08-12 Y J.P. Morgan Securities LLC 1.0000 7 N STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ N N .0371 2300000000.00 2300000000.00 .0130 N N Y N J.P. Morgan Securities LLC J.P. Morgan Securities LLC, REPO, 3.640%, 8/3/2026 3.640 466999000 ZBUT11V806EZRVTWT807 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 236913452.31 237725337.69 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 31 N/A 91282CCM1 2031-07-15 0.125 52062656.24 47274263.60 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 133698922.38 134786251.15 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 53889950.23 54570256.96 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0369 465055000.00 465055000.00 .0026 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.650%, 8/3/2026 3.650 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 05.500 CLDG9750 N/A 3140UDZQ5 2056-06-01 5.5 2323245.57 2355409.35 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD7563 N/A 3132DVML6 2053-05-01 4.5 38175.79 36703.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD5349 N/A 3132DS5J7 2054-05-01 5 25045147.68 24583732.58 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD7566 N/A 3132DVMP7 2054-01-01 6.5 100224639.98 105856930.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2861 N/A 3140Y9FB5 2056-06-01 6 3294723.81 3401565.12 Agency Mortgage-Backed Securities REFC RFIN 10/15/26 N/A 76116EHG8 2026-10-15 0 442000.00 438455.60 Agency Debentures and Agency Strips REFC RFIN 07/15/27 N/A 76116EGL8 2027-07-15 0 1929000.00 1853585.75 Agency Debentures and Agency Strips FHLB FHOR 21-28 WN N/A 3130AMBX9 2028-05-12 2 15000000.00 14473618.33 Agency Debentures and Agency Strips Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0370 150000000.00 150000000.00 .0008 N Y Y N Fixed Income Clearing Corporation ("FICC") - MIZUHO Fixed Income Clearing Corporation ("FICC") - MIZUHO, REPO, 3.650%, 8/3/2026 3.650 65999B002 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION MIZUHO Y FNMA FNMS 04.000 CLCB4020 N/A 3140QPPE1 2052-07-01 4 3492.91 3232.40 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2839 N/A 3140QNEM0 2052-02-01 2 304520.98 245112.80 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CICB0743 N/A 3140QKZH4 2036-06-01 2 3817069.45 3468852.20 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HFBZ6955 N/A 3140Q2WR5 2031-07-01 4.153 4326500.00 4328346.69 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ7142 N/A 3140Q25C8 2036-05-01 4.51 1000.00 974.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3382 N/A 3140BTXL4 2055-10-01 5.5 5523442.32 5583202.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF3210 N/A 3140BTR80 2055-10-01 6 1975.53 2024.81 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF2912 N/A 3140BTGW9 2055-11-01 6.5 904.36 955.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF2796 N/A 3140BTDA0 2056-04-01 4.5 2618406.72 2504427.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2722 N/A 3140BTAY1 2056-02-01 5.5 2837864.07 2855547.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF2227 N/A 3140BSPM3 2055-10-01 6 853.35 875.16 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE6915 N/A 3140BKVH4 2055-12-01 6.5 2981.60 3135.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC1873 N/A 3140APCK8 2054-09-01 6 2679092.79 2745167.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL836527 N/A 31407PLG1 2035-10-01 6 12.53 12.87 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LB701043 N/A 31400XZG6 2033-04-01 5.761 1824.58 1858.93 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV7102 N/A 3138XJ3L9 2044-03-01 4 154.09 146.95 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV6103 N/A 3138XHX97 2044-01-01 4 119767.91 113872.02 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAT0987 N/A 3138WNCZ0 2043-04-01 3 2865394.55 2561135.49 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7531 N/A 3138WHLM2 2046-07-01 3 5219332.05 4663614.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW7371 N/A 3140N0FM2 2053-02-01 5.5 28761327.61 29037676.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW2530 N/A 3140MTY49 2056-02-01 5.5 2599904.88 2597110.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV8377 N/A 3140MNJX5 2052-05-01 4.5 1987457.64 1910467.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6507 N/A 3140MLGR5 2055-11-01 5.5 2185951.46 2197354.11 Agency Mortgage-Backed Securities FMAC 07.000 FGPC G05394 G N/A 3128M7KF2 2035-05-01 7 1119.37 1180.92 Agency Mortgage-Backed Securities FMAC 05.000 FGPC G01837 G N/A 3128LXBE9 2035-07-01 5 11.74 11.77 Agency Mortgage-Backed Securities FMAC 04.000 FGPC D98784 G N/A 3128E5XM6 2031-09-01 4 2585.95 2570.88 Agency Mortgage-Backed Securities GNMA GNII SF DP5451 C N/A 3618MLBU8 2056-05-20 5.5 14317700.43 14485150.70 Agency Mortgage-Backed Securities GNMA GNII SF DP3228 C N/A 3618MHSR6 2056-01-20 5.5 4902.53 4959.87 Agency Mortgage-Backed Securities GNMA GNII SF DP3046 C N/A 3618MHL36 2056-01-20 5.5 1001.64 1013.35 Agency Mortgage-Backed Securities GNMA GNII SF DP2548 C N/A 3618MGZM1 2056-04-20 5.5 997.94 1013.10 Agency Mortgage-Backed Securities GNMA GNII SF DN7026 C N/A 3618M9YX4 2055-11-20 4.5 989.46 930.00 Agency Mortgage-Backed Securities GNMA GNII SF DN5665 C N/A 3618M8JJ4 2055-10-20 6 767.43 787.35 Agency Mortgage-Backed Securities GNMA GNII SF DN4840 C N/A 3618M7LV6 2055-10-20 6 933.25 972.26 Agency Mortgage-Backed Securities GNMA GNII SF DN1388 C N/A 3618M3RH0 2055-10-20 6.5 990.33 1047.69 Agency Mortgage-Backed Securities GNMA GNII SF DN1387 C N/A 3618M3RG2 2055-10-20 6.5 985.96 1045.44 Agency Mortgage-Backed Securities GNMA GNII SF DN1386 C N/A 3618M3RF4 2055-10-20 6.5 1815.31 1930.46 Agency Mortgage-Backed Securities GNMA GNII SF DM6587 C N/A 3618LWJ86 2055-09-20 5.5 1970.15 2033.99 Agency Mortgage-Backed Securities GNMA GNII SF DM3664 C N/A 3618LTB99 2055-10-20 6.5 1715.39 1799.80 Agency Mortgage-Backed Securities GNMA GNII SF DL2771 C N/A 3618LECG5 2055-07-20 6 898.46 925.31 Agency Mortgage-Backed Securities GNMA GNPL PN DK8579 N/A 3618L8Q81 2060-09-15 5.45 992.32 1007.65 Agency Mortgage-Backed Securities GNMA GNCL CL DF4992 N/A 3618JNRM9 2067-01-15 5.85 2805768.00 2911032.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG8950 N/A 3140UC5L1 2056-05-01 5.5 4034716.68 4058349.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG8948 N/A 3140UC5J6 2056-03-01 6 1780541.84 1834910.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG8947 N/A 3140UC5H0 2056-05-01 5.5 1598686.01 1604267.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG8906 N/A 3140UC3Q2 2056-05-01 5.5 1577298.12 1583025.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7893 N/A 3140UBXX6 2056-04-01 5 995.52 970.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7902 N/A 3140UBX81 2056-04-01 5.5 1550126.10 1574338.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7743 N/A 3140UBS95 2056-05-01 5 876765.64 867590.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7291 N/A 3140UBC50 2056-05-01 5 2985694.22 2923369.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG7237 N/A 3140UBBF9 2056-03-01 4.5 996.08 947.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG7200 N/A 3140UBAA1 2056-05-01 4.5 102247.06 97837.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6640 N/A 3140UALW3 2056-05-01 6 3277155.01 3382105.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6646 N/A 3140UAL45 2056-05-01 6 996.70 1020.48 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6645 N/A 3140UAL37 2056-05-01 6 2853867.92 2924150.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6058 N/A 3140U9WU8 2056-04-01 5 3285718.11 3208903.50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG5666 N/A 3140U9JL3 2056-04-01 6 996.89 1016.33 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG5413 N/A 3140U9AP3 2056-03-01 6.5 2957.27 3119.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS6206 N/A 3140XM3Q7 2053-10-01 5.5 2022460.40 2042406.58 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4161 N/A 3140XKTT7 2052-07-01 4 3416446.37 3172212.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2853 N/A 3140XJE33 2052-09-01 4.5 4471175.48 4299254.31 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS1543 N/A 3140XGWD7 2052-04-01 2.5 634.37 539.57 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0273 N/A 3140XFJT9 2051-12-01 2.5 672.60 568.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM8677 N/A 3140XCUB2 2050-07-01 3.5 2410745.24 2195262.39 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM7031 N/A 3140XAY55 2051-01-01 4 2002.54 1877.17 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6448 N/A 3140XAEW8 2051-03-01 2 678.17 544.07 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM6063 N/A 3140X9WZ4 2051-02-01 3 573.18 497.59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4847 N/A 3140X8L54 2050-11-01 2 5936436.66 4740201.14 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM2971 N/A 3140X6JR3 2045-08-01 4 296.97 283.38 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM0076 N/A 3140X3CN6 2050-03-01 3 662.01 577.69 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6385 N/A 3140W7CX6 2056-06-01 6 1024.00 1048.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4846 N/A 3140U8L40 2056-05-01 5.5 9074810.02 9173474.37 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG4706 N/A 3140U8GQ7 2056-05-01 6 1252073.23 1279263.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG4302 N/A 3140U7X80 2056-04-01 4.5 1990.81 1895.51 Agency Mortgage-Backed Securities GNMA GNCL CL DC7252 N/A 3618HNBV8 2067-10-15 5.3 864731.00 855157.28 Agency Mortgage-Backed Securities GNMA GNPL PN DC7236 N/A 3618HNBD8 2055-03-15 5.84 983.73 1023.00 Agency Mortgage-Backed Securities GNMA GNII SF 004946 M N/A 36202FP75 2041-02-20 4.5 36.57 35.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAH6567 N/A 3138A8JM9 2041-02-01 3.5 216027.08 202341.05 Agency Mortgage-Backed Securities GNMA GNII SP 783311 M N/A 36241LVC7 2041-05-20 5.5 33.50 34.37 Agency Mortgage-Backed Securities GNMA GNII SF 005283 M N/A 36202F2Q8 2042-01-20 6 24.27 25.48 Agency Mortgage-Backed Securities GNMA GNII SF MA0317 M N/A 36179MK66 2042-08-20 3 98.14 88.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR1512 N/A 3138NXVE4 2043-01-01 3.5 6364.32 5954.62 Agency Mortgage-Backed Securities GNMA GNII SF MA0934 M N/A 36179NBB3 2043-04-20 3.5 87.82 81.12 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2269 N/A 3131XVQW8 2046-12-01 3 28045.98 24859.25 Agency Mortgage-Backed Securities GNMA GNMI SP 783748 X N/A 3622A2EV0 2043-04-15 3.5 123.97 112.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4737 N/A 31418EHP8 2052-08-01 5 7781.02 7645.69 Agency Mortgage-Backed Securities GNMA GNII SF BR2330 C N/A 3617LYST8 2049-11-20 2.5 101.48 84.54 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL4555 N/A 3138EMBZ3 2038-10-01 6.5 289603.75 300665.65 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLAL5243 N/A 3138EMZH7 2040-01-01 7 120821.68 127325.91 Agency Mortgage-Backed Securities GNMA GNII SP 784101 M N/A 3622A2RW4 2044-08-20 3.5 98.50 90.07 Agency Mortgage-Backed Securities GNMA GNII SF AI4167 C N/A 36198QTY4 2044-08-20 4 151.09 140.76 Agency Mortgage-Backed Securities GNMA GNII SF 673979 C N/A 36295LXG1 2046-09-20 3 276.92 243.23 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS6480 N/A 3140XNFW9 2051-11-01 2.5 3173730.19 2662281.45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTZJ9240 N/A 3131X1HR5 2028-03-01 5 14180.36 14227.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8163 N/A 3140QUB96 2054-03-01 6 2431906.79 2495007.47 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3PZM9304 N/A 3131Y4KR4 2042-07-01 3.5 725.12 660.22 Agency Mortgage-Backed Securities GNMA GNII SF MA3310 M N/A 36179RVB2 2045-12-20 3.5 1718556.32 1559652.87 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CL253113 N/A 31371JDS0 2030-03-01 7.5 419.42 432.89 Agency Mortgage-Backed Securities GNMA GNII JM MA6531 M N/A 36179VHG8 2050-03-20 3 177.70 153.92 Agency Mortgage-Backed Securities FMAC FEPC 04.500 3PZA3168 N/A 31329LQV7 2044-07-01 4.5 22.35 21.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL254548 N/A 31371KWH0 2032-12-01 5.5 14107.05 14465.98 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS8474 N/A 3140XQMY0 2050-02-01 4 24267361.25 22948511.05 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6458 N/A 3140XNE83 2053-11-01 6 5254078.41 5431613.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555677 N/A 31385XJW8 2033-07-01 5.5 439.04 444.38 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1918 N/A 3140XHDY0 2050-02-01 3 3911126.56 3464808.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL255900 N/A 31371MGH4 2035-10-01 6 112.26 117.23 Agency Mortgage-Backed Securities GNMA GNMI SF 658701 X N/A 36294SX69 2037-05-15 6 11.10 11.61 Agency Mortgage-Backed Securities GNMA GNMI SF 677019 X N/A 36295QDY3 2038-05-15 6.5 8.11 8.53 Agency Mortgage-Backed Securities GNMA GNII SF 004494 M N/A 36202E7F0 2039-07-20 4 36.83 34.83 Agency Mortgage-Backed Securities GNMA GNMI SF 698465 X N/A 36296Q6A2 2039-08-15 6 20.44 21.13 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3PZA3211 N/A 31329LR87 2046-05-01 3.5 82.68 75.07 Agency Mortgage-Backed Securities GNMA GNMI SF CK1545 X N/A 3617XVWE9 2051-12-15 3.5 807.67 723.16 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM6152 N/A 3131Y0ZR6 2048-04-01 3.5 42315.02 38470.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8559 N/A 3140XQQM2 2052-11-01 5.5 2153.90 2208.10 Agency Mortgage-Backed Securities GNMA GNII SP 787356 C N/A 3622ADBZ0 2052-03-20 2.5 810.64 684.44 Agency Mortgage-Backed Securities GNMA GNII SF MA5330 M N/A 36179T4P7 2048-07-20 4 175.06 163.28 Agency Mortgage-Backed Securities GNMA GNII SF MA8874 M N/A 36179X2F2 2053-05-20 3 2115.36 1864.90 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM1693 N/A 3140X43B0 2049-10-01 4 4923812.36 4617075.26 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4735 N/A 3132A5HL2 2047-09-01 3.5 32177.55 29044.32 Agency Mortgage-Backed Securities GNMA GNII SF MA7312 M N/A 36179WDR6 2051-04-20 2.5 52800.71 44516.77 Agency Mortgage-Backed Securities GNMA GNII SF CC3963 C N/A 3617V2ML0 2051-09-20 2 683.50 529.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6639 N/A 3140UALV5 2056-05-01 6 997.33 1030.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9805 N/A 3142JY3P5 2056-04-01 5 996.32 973.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7942 N/A 3140BYZG2 2056-05-01 5.5 3942477.24 3962127.86 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG0964 N/A 3140U4CA5 2056-01-01 5.324 996.96 1006.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2683 N/A 3140Y86V3 2056-05-01 5.5 20972487.18 21213887.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9671 N/A 3140XRW92 2054-11-01 5.5 1645307.71 1664102.61 Agency Mortgage-Backed Securities GNMA GNMI SF 687726 X N/A 36296DA32 2038-07-15 6 5.92 6.21 Agency Mortgage-Backed Securities GNMA GNMI SF 683944 X N/A 36295XZH1 2038-02-15 5.5 5.96 6.08 Agency Mortgage-Backed Securities GNMA GNMI SF 677527 X N/A 36295QVU1 2037-11-15 6 7.76 8.09 Agency Mortgage-Backed Securities GNMA GNAR AF MB1295 M N/A 3618N6NM5 2056-07-20 4 4098096.00 3974879.91 Agency Mortgage-Backed Securities GNMA GNII SF MB1118 M N/A 3618N6G43 2041-05-20 4 537168.16 517608.97 Agency Mortgage-Backed Securities GNMA GNII SF MB1074 M N/A 3618N6FQ5 2056-04-20 7 1950.70 2050.37 Agency Mortgage-Backed Securities GNMA GNII SF MB0557 M N/A 3618N5TP4 2055-08-20 6 682.56 699.25 Agency Mortgage-Backed Securities GNMA GNMI SF 677202 X N/A 36295QKP4 2038-08-15 6.5 23.06 24.61 Agency Mortgage-Backed Securities GNMA GNMI SF 662584 X N/A 36294XCV6 2037-09-15 6.5 8.00 8.40 Agency Mortgage-Backed Securities GNMA GNMI SF 662065 X N/A 36294WQS0 2036-12-15 6.5 15.54 16.36 Agency Mortgage-Backed Securities GNMA GNMI SF 661590 X N/A 36294V7B0 2037-01-15 6 5.90 6.14 Agency Mortgage-Backed Securities GNMA GNMI SF 660070 X N/A 36294UJP8 2037-01-15 6.5 26.62 28.26 Agency Mortgage-Backed Securities GNMA GNMI SF 654021 X N/A 36292NSJ0 2039-02-15 6.5 49.93 50.98 Agency Mortgage-Backed Securities GNMA GNMI SF 651861 X N/A 36292LFA7 2036-06-15 6 11.24 11.92 Agency Mortgage-Backed Securities GNMA GNMI SP 783292 X N/A 36241LUR5 2040-12-15 6 44.24 46.93 Agency Mortgage-Backed Securities GNMA GNII SP 783050 M N/A 36241LL79 2040-07-20 5 59.37 58.97 Agency Mortgage-Backed Securities GNMA GNMI SP 782962 X N/A 36241LJF4 2040-05-15 5 67.68 68.24 Agency Mortgage-Backed Securities GNMA GNMI SP 782561 X N/A 36241KZ27 2038-10-15 6.5 30.27 32.51 Agency Mortgage-Backed Securities GNMA GNMI SP 782365 X N/A 36241KTW8 2038-07-15 6 6.21 6.59 Agency Mortgage-Backed Securities GNMA GNII SF MB1281 M N/A 3618N6M79 2056-07-20 3.5 205949.00 182141.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1554 N/A 3140UGWQ1 2056-05-01 5.5 993942.11 1009466.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG8981 N/A 3140UC6T3 2056-05-01 5 997.22 978.12 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5052 N/A 31427STJ7 2056-02-01 6.5 2185884.57 2277935.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0585 N/A 3140UFUK8 2056-05-01 5.5 998.17 1004.39 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH0576 N/A 3140UFUA0 2056-05-01 6 998.08 1022.86 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM8020 N/A 3140JC4E1 2056-04-01 4.683 9809873.90 9714214.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5113 N/A 3142K6VF5 2056-06-01 5.5 6157187.93 6150571.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA6062 N/A 31418FWY9 2041-05-01 5.5 6183180.45 6285347.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5301 N/A 3133LP3J4 2036-06-01 5 978.63 982.49 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH1108 N/A 3140UGGS5 2041-05-01 5 2406078.25 2417795.05 Agency Mortgage-Backed Securities GNMA GNII SF DQ8213 C N/A 3618N2DS2 2056-04-20 5 996.35 978.36 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA6083 N/A 31418FXM4 2041-06-01 3 414063.72 389513.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5865 N/A 3140W6QT2 2056-05-01 5 41764095.28 40984805.12 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4257 N/A 3142K5WT6 2056-05-01 6.5 1142149.48 1207059.74 Agency Mortgage-Backed Securities GNMA GNII SF DQ2481 C N/A 3618MUXJ9 2056-04-20 5.5 2009.28 2039.47 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6407 N/A 3140Q2DM7 2031-02-01 3.85 1000.00 971.11 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA3695 N/A 3140W4C96 2055-05-01 6.5 17839864.05 18606722.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH0388 N/A 3140UFNE0 2041-05-01 5 1664215.69 1679103.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF6438 N/A 3140BXEL6 2055-12-01 5.5 5880458.72 5907604.88 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC0897 N/A 3133W47J5 2056-08-01 6.5 5335504.00 5563584.35 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB4028 N/A 3142K5PN7 2056-04-01 4.5 2906458.38 2772087.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH1195 N/A 3140UGKH4 2041-05-01 5 355978.86 359163.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7326 N/A 3140UBD83 2056-06-01 5 3888089.60 3793514.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0126 N/A 3140UTD84 2056-08-01 6 1503750.00 1540821.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDI1088 N/A 3140UUF63 2041-08-01 5.5 1911197.00 1948838.66 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB9844 N/A 3142KB5E6 2056-07-01 5 2636516.00 2586418.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7741 N/A 3140UBS79 2056-05-01 5 1992.07 1965.28 Agency Mortgage-Backed Securities GNMA GNII SF DS5504 C N/A 3618VSDH0 2056-05-20 5.5 997.92 1009.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9119 N/A 3140UDDZ9 2056-05-01 5.5 1555221.42 1553550.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3622 N/A 3140U7AY8 2056-05-01 5 6277473.06 6160879.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0065 N/A 3140UTCB8 2056-08-01 5.5 1423227.00 1431032.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0915 N/A 3133W5AQ2 2056-08-01 5.5 9575925.00 9632023.96 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG0065 N/A 3140U3CB5 2056-01-01 6.5 994.23 1059.28 Agency Mortgage-Backed Securities GNMA GNCL CL CW0775 N/A 3618F82G6 2066-12-15 5.81 1171089.00 1183971.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH0290 N/A 3140UFKC7 2041-05-01 5 1078910.72 1089714.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH6567 N/A 3140UNJM0 2056-07-01 5.5 1167176.00 1174682.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7296 N/A 3140UBDA8 2056-05-01 5.5 997.85 1005.77 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8576 N/A 3140UCQ61 2056-04-01 4.665 4938605.80 4863546.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB2175 N/A 3142K3MZ8 2056-04-01 5.5 2443556.45 2440930.44 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIDH1118 N/A 3140UGG48 2041-05-01 6 1556499.96 1606952.35 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5540 N/A 3133WQEM1 2041-05-01 4.5 1018680.48 1008216.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5439 N/A 3140W6BH4 2056-04-01 5 3702490.17 3620045.59 Agency Mortgage-Backed Securities GNMA GNII SF DR3987 C N/A 3618VCNC5 2056-05-20 5.5 1005.82 1018.68 Agency Mortgage-Backed Securities FMAC FMAR 8C1507 G N/A 3142BBU81 2056-07-01 4.803 2000.00 1978.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6380 N/A 3140W7CS7 2056-07-01 6 1358592.00 1396029.36 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG5738 N/A 3140U9LU0 2056-03-01 4.962 94360.03 94308.79 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5532 N/A 3133WQED1 2041-05-01 4.5 1053732.17 1042907.17 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH2319 N/A 3140UHSH4 2056-04-01 6.5 998.34 1037.48 Agency Mortgage-Backed Securities GNMA GNII JM MA6080 M N/A 36179UXH0 2049-08-20 3 54.64 47.31 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8490 N/A 3132DWNF6 2055-01-01 4.5 895.34 849.91 Agency Mortgage-Backed Securities GNMA GNII SF MA4195 M N/A 36179SUU9 2047-01-20 3 146.47 130.23 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0614 N/A 3131Y6VF3 2043-02-01 3.5 24309.07 22494.32 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5605 N/A 3133KMGN9 2051-07-01 2.5 1309586.19 1086103.12 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4306 N/A 31418DYC0 2051-04-01 2.5 612.62 508.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8809 N/A 3140XQYF8 2054-08-01 6 744.06 763.94 Agency Mortgage-Backed Securities GNMA GNII SP 785043 M N/A 3622AAP40 2049-04-20 3 215.95 191.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2667 N/A 3132DP6C7 2053-03-01 5.5 95695.05 96326.57 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS3026 N/A 3140XJLG6 2051-11-01 2.5 720.93 605.37 Agency Mortgage-Backed Securities GNMA GNII SF MA7649 M N/A 36179WQA9 2051-10-20 2.5 84559.67 71291.35 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0361 N/A 3132CWMJ0 2035-07-01 3 4599.59 4376.28 Agency Mortgage-Backed Securities GNMA GNPL PN CU4637 N/A 3618BNEJ8 2058-11-15 5.74 975.66 1011.17 Agency Mortgage-Backed Securities GNMA GNII SF MA5194 M N/A 36179TXX8 2048-05-20 5 68.84 68.63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB5594 N/A 3140AFGC4 2054-06-01 6.5 4411566.88 4597186.50 Agency Mortgage-Backed Securities GNMA GNMI SF BJ2873 X N/A 3617HQFN7 2048-11-15 5.5 115.38 116.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3416 N/A 31418CYN8 2048-07-01 4.5 218.89 209.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA1189 N/A 3140Q8KB0 2048-02-01 3.5 125800.89 114313.59 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7905 N/A 3133KPYA0 2052-10-01 4.5 63323.49 60794.67 Agency Mortgage-Backed Securities GNMA GNII SF MA3663 M N/A 36179SB89 2046-05-20 3.5 104.38 94.28 Agency Mortgage-Backed Securities GNMA GNII SP 784680 C N/A 3622AACR3 2046-09-20 3 334.24 297.24 Agency Mortgage-Backed Securities GNMA GNII SF MA8150 M N/A 36179XBT2 2052-07-20 4 713.78 661.40 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS2989 N/A 3140XJKB8 2037-08-01 2 648.24 588.81 Agency Mortgage-Backed Securities GNMA GNII JM MA6923 M N/A 36179VVQ0 2050-10-20 3 470.77 407.76 Agency Mortgage-Backed Securities GNMA GNII SF MA6341 M N/A 36179VBJ8 2049-12-20 4.5 377.75 364.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL9546 N/A 3138ERTC4 2046-11-01 3.5 3849974.98 3548778.61 Agency Mortgage-Backed Securities GNMA GNII SF MA6818 M N/A 36179VSF8 2050-08-20 2 984.21 796.74 Agency Mortgage-Backed Securities GNMA GNII SF MA3104 M N/A 36179RNV7 2045-09-20 3 66109.90 58903.92 Agency Mortgage-Backed Securities GNMA GNII SF CJ9458 C N/A 3617XSQK9 2052-01-20 2.5 109936.09 91580.98 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB8144 N/A 3132D6BM1 2037-03-01 1.5 624.81 554.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6870 N/A 3140QST43 2053-08-01 5.5 2564176.01 2576951.59 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLZI0724 N/A 3131WCYV4 2033-09-01 7.5 146.87 149.33 Agency Mortgage-Backed Securities GNMA GNII SP 786238 C N/A 3622ABZB1 2052-03-20 3 1384.47 1207.66 Agency Mortgage-Backed Securities GNMA GNII SF MA8426 M N/A 36179XLF1 2052-11-20 4 783740.04 729280.55 Agency Mortgage-Backed Securities GNMA GNII SP 785349 C N/A 3622AAZN7 2051-03-20 2.5 162035.28 139197.11 Agency Mortgage-Backed Securities GNMA GNII SF AW1520 C N/A 36195PVM2 2046-09-20 3 177963.02 156299.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS4849 N/A 3140XLL71 2042-01-01 6 603.62 630.08 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0638 N/A 3131Y6V71 2043-02-01 3.5 17665.90 16347.35 Agency Mortgage-Backed Securities GNMA GNII SF MB0620 M N/A 3618N5VN6 2055-09-20 4 808047.38 738942.63 Agency Mortgage-Backed Securities GNMA GNII SF MA6474 M N/A 36179VFP0 2050-02-20 3 2393.87 2104.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8324 N/A 3132DWG98 2053-05-01 5.5 1336.69 1342.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA0228 N/A 3140W0HE8 2054-12-01 4 46307073.38 42784648.65 Agency Mortgage-Backed Securities GNMA GNCL CL DF4994 N/A 3618JNRP2 2067-04-15 6.24 4339013.00 4504242.62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0205 N/A 31427MGP0 2055-02-01 6 1673377.55 1714057.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA0970 N/A 3140W1CG6 2055-03-01 6 20953223.93 21496855.33 Agency Mortgage-Backed Securities GNMA GNCL CL DF8955 N/A 3618JS5Q3 2067-09-15 5.55 1810092.00 1849888.68 Agency Mortgage-Backed Securities GNMA GNII SP 787004 C N/A 3622ACU57 2053-10-20 6.5 1115.68 1164.44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 4PZL0908 N/A 3131XGAH1 2034-02-01 5 165.10 164.91 Agency Mortgage-Backed Securities GNMA GNII SF MA3376 M N/A 36179RXD6 2046-01-20 3.5 291.83 265.20 Agency Mortgage-Backed Securities GNMA GNPL PN DB4202 N/A 3618H6U36 2060-01-15 5.38 985.69 999.62 Agency Mortgage-Backed Securities GNMA GNPL PN DJ4693 N/A 3618KRGA6 2060-06-15 4.86 981.87 962.77 Agency Mortgage-Backed Securities GNMA GNMI SF BP6229 X N/A 3617LC4N5 2049-11-15 3 184.02 161.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8109 N/A 3140BMAK6 2055-08-01 6 5243935.79 5390210.13 Agency Mortgage-Backed Securities GNMA GNII SF CE9948 C N/A 3617W0BR2 2051-09-20 3 1615.46 1416.63 Agency Mortgage-Backed Securities GNMA GNII SF DM6589 C N/A 3618LWKA9 2055-10-20 6.5 927.75 980.72 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U99186 G N/A 3132H7F41 2047-01-01 3.5 19062.05 17661.88 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS2685 N/A 3140XH6X0 2052-08-01 4 4456612.41 4164482.95 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G16550 G N/A 3128MFQB7 2033-05-01 3 854.45 825.31 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8107 N/A 3132DWAG8 2050-11-01 2.5 429645.09 356752.94 Agency Mortgage-Backed Securities GNMA GNCL CL DN3159 N/A 3618M5QL7 2068-07-15 5.7 37757.00 38785.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5496 N/A 31427TDA1 2056-05-01 5.5 19572713.52 19569960.28 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5638 N/A 3133WQHP1 2041-05-01 4.5 1231098.14 1218453.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH9916 N/A 3140USAS5 2056-08-01 5.5 6290679.00 6283918.61 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODH0514 N/A 3140UFSC9 2056-06-01 5.187 7590851.98 7633159.59 Agency Mortgage-Backed Securities GNMA GNII SF DR2524 C N/A 3618VAYV5 2056-05-20 6 803.14 827.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0920 N/A 3133W5AV1 2056-08-01 5.5 9422685.00 9466720.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIRR0096 N/A 3142JCDA5 2041-06-01 6 10570066.46 10875086.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5401 N/A 3140U9AB4 2056-03-01 5.5 1847216.31 1877705.23 Agency Mortgage-Backed Securities GNMA GNII SF MB1069 M N/A 3618N6FK8 2056-04-20 4.5 248555.55 235525.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1594 N/A 3140UGXY3 2056-05-01 5.5 1189933.16 1195116.90 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA3270 N/A 3140W3T41 2051-12-01 3 939.69 819.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA6089 N/A 31418FXT9 2041-06-01 6 5300248.57 5453181.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE6940 N/A 3140BKWA8 2056-01-01 5 1432937.53 1418831.22 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5893 N/A 3140W6RP9 2056-05-01 6 13684326.73 14115533.55 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5856 N/A 3140W6QJ4 2052-03-01 3 13362133.44 11693804.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH6656 N/A 3140UNME4 2056-07-01 5.5 1000.00 1006.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW2490 N/A 3140MTXU2 2056-02-01 5.5 2430692.67 2470812.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH7293 N/A 3140UPC75 2056-08-01 5.5 2901128.00 2905260.17 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF5841 N/A 3140BWP36 2055-11-01 4.5 3326174.91 3183019.67 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5550 N/A 3133WQEX7 2041-05-01 5 1121798.37 1133031.69 Agency Mortgage-Backed Securities GNMA GNII SF MB1285 M N/A 3618N6NB9 2056-07-20 5.5 1527376.00 1532650.54 Agency Mortgage-Backed Securities GNMA GNII SF DS7368 C N/A 3618VUFH3 2056-07-20 5.5 689410.00 698760.70 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ7141 N/A 3140Q25B0 2036-05-01 4.51 14774000.00 14397903.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB2147 N/A 3142K3L55 2056-05-01 5.5 3522142.69 3563592.44 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA4620 N/A 3140W5D27 2052-04-01 2.5 39301551.67 33239614.82 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA5448 N/A 3140W6BS0 2056-04-01 6.5 22227960.93 23203538.74 Agency Mortgage-Backed Securities GNMA GNII SF MB1142 M N/A 3618N6HU4 2056-05-20 5 7681711.56 7514723.96 Agency Mortgage-Backed Securities GNMA GNII SF DN5560 C N/A 3618M8E91 2055-12-20 4.5 990.47 930.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5860 N/A 3140W6QN5 2056-04-01 4.5 38536241.77 36965774.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG8599 N/A 3140UCRV5 2056-05-01 5.5 5148507.88 5204489.32 Agency Mortgage-Backed Securities GNMA GNMI SP 788306 X N/A 3622AEDK9 2033-01-15 5.5 878.82 896.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8658 N/A 3142KATQ5 2056-07-01 5.5 1083599.00 1104521.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0456 N/A 3142K1QJ4 2056-05-01 5 1001.13 975.69 Agency Mortgage-Backed Securities GNMA GNMI SP 781969 X N/A 36241KFJ2 2035-08-15 5 32.46 32.67 Agency Mortgage-Backed Securities GNMA GNMI SP 781904 X N/A 36241KDH8 2035-04-15 5 53851.97 54289.61 Agency Mortgage-Backed Securities GNMA GNMI SF 758872 X N/A 36230T2D3 2033-03-15 3 204.97 193.89 Agency Mortgage-Backed Securities GNMA GNII SP 787898 C N/A 3622ADUX4 2052-01-20 2.5 879.08 735.89 Agency Mortgage-Backed Securities GNMA GNII SP 787823 M N/A 3622ADSL3 2043-05-20 6.5 1535.00 1641.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH1107 N/A 3140UGGR7 2041-05-01 5 2693913.31 2709370.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDH1102 N/A 3140UGGL0 2041-05-01 4.5 1978.51 1951.81 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIDH1119 N/A 3140UGG55 2041-05-01 6 1110284.93 1146108.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0720 N/A 3140UFYS7 2056-06-01 5.5 3958327.52 3962160.50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH0696 N/A 3140UFX25 2056-05-01 6 3993.21 4106.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0562 N/A 3140UFTU8 2056-05-01 5.5 1921383.61 1930960.43 Agency Mortgage-Backed Securities GNMA GNII SF MA4068 M N/A 36179SQV2 2046-11-20 3 136.25 121.22 Agency Mortgage-Backed Securities GNMA GNII SF MA4004 M N/A 36179SNV5 2046-10-20 3.5 123.35 112.04 Agency Mortgage-Backed Securities GNMA GNII SF MA3936 M N/A 36179SLR6 2046-09-20 3 258.74 229.79 Agency Mortgage-Backed Securities GNMA GNII SF MA3802 M N/A 36179SGK7 2046-07-20 3 332072.20 294467.35 Agency Mortgage-Backed Securities GNMA GNII SF MA3603 M N/A 36179SAC1 2039-10-20 6.5 58.90 62.65 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODH0513 N/A 3140UFSB1 2056-06-01 4.666 9225153.55 9115035.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0067 N/A 3140UFCD4 2056-05-01 5 1275916.96 1252268.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9722 N/A 3140UDYU7 2056-05-01 5 2661019.13 2602608.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG9673 N/A 3140UDXB0 2056-02-01 6.5 996.60 1041.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9457 N/A 3140UDQK8 2056-06-01 5.5 8450086.90 8467015.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDG9443 N/A 3140UDP52 2041-05-01 5 1267496.93 1279288.04 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG9229 N/A 3140UDHF9 2056-05-01 6 2994.94 3081.14 Agency 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3618MXN88 2056-03-20 5.5 1270688.04 1296601.61 Agency Mortgage-Backed Securities GNMA GNMI SF 673009 X N/A 36295KVA8 2038-08-15 6 7.30 7.75 Agency Mortgage-Backed Securities GNMA GNMI SF 697656 X N/A 36296QBZ1 2038-10-15 6.5 3.21 3.41 Agency Mortgage-Backed Securities GNMA GNMI SF 681638 X N/A 36295VHP7 2038-12-15 6 53.05 56.03 Agency Mortgage-Backed Securities GNMA GNMI SP 782939 X N/A 36241LHQ2 2036-09-15 5 27.10 27.15 Agency Mortgage-Backed Securities GNMA GNII SF 004697 M N/A 36202FGE0 2040-05-20 5 30.54 30.65 Agency Mortgage-Backed Securities GNMA GNMI SP 782964 X N/A 36241LJH0 2040-01-15 6 22.34 23.69 Agency Mortgage-Backed Securities GNMA GNII SF 004802 M N/A 36202FKP0 2040-09-20 5 35.40 35.55 Agency Mortgage-Backed Securities GNMA GNII SF 004871 M N/A 36202FMU7 2040-11-20 6 22.44 23.30 Agency Mortgage-Backed Securities GNMA GNPL PN DC1792 N/A 3618HF7D0 2059-10-15 5.3 982.88 994.63 Agency Mortgage-Backed Securities GNMA GNII SF DB5978 C N/A 3618H8UB4 2044-04-20 6.5 614.02 638.98 Agency Mortgage-Backed Securities GNMA GNII SF CT7507 C N/A 3618BDKU8 2053-05-20 7 72.15 75.28 Agency Mortgage-Backed Securities GNMA GNMI SF AM7539 X N/A 36184YLU9 2045-05-15 3 172.08 151.67 Agency Mortgage-Backed Securities GNMA GNII SF MA9966 M N/A 36180ACB7 2054-10-20 6 178489.73 183372.50 Agency Mortgage-Backed Securities GNMA GNII SF MA9963 M N/A 36180AB85 2054-10-20 4.5 7690185.79 7309798.44 Agency Mortgage-Backed Securities GNMA GNII SF CL5555 C N/A 3617YDE40 2052-05-20 3 1820.72 1595.55 Agency Mortgage-Backed Securities GNMA GNMI SF CF8177 X N/A 3617WACN8 2051-08-15 3.5 901.80 803.86 Agency Mortgage-Backed Securities GNMA GNII SF CD7215 C N/A 3617VJAQ5 2051-05-20 2.5 437159.44 362824.12 Agency Mortgage-Backed Securities GNMA GNII SF CC2989 C N/A 3617V1KA8 2051-01-20 2 487.41 388.87 Agency Mortgage-Backed Securities GNMA GNII SF BZ4040 C N/A 3617QYPZ2 2050-11-20 2 1144.53 913.57 Agency Mortgage-Backed Securities GNMA GNMI SF BU5340 X N/A 3617N64Z9 2050-04-15 3 164.68 144.46 Agency Mortgage-Backed Securities GNMA GNMI SF BR6606 X N/A 3617M5KT8 2050-02-15 3 188.43 165.30 Agency Mortgage-Backed Securities GNMA GNII SF MA2892 M N/A 36179RF95 2045-06-20 3.5 170.57 155.09 Agency Mortgage-Backed Securities GNMA GNII SF MA2753 M N/A 36179RBW8 2045-04-20 3 92.94 83.28 Agency Mortgage-Backed Securities GNMA GNII SF MA0392 M N/A 36179MNH9 2042-09-20 3.5 84.12 77.79 Agency Mortgage-Backed Securities GNMA GNII SF AB9233 C N/A 36178WHJ1 2042-11-20 4 118.84 110.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5880 N/A 3140W6RA2 2056-06-01 5.5 33868408.79 33958035.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA5868 N/A 3140W6QW5 2052-04-01 3.5 15030259.58 13713047.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5862 N/A 3140W6QQ8 2056-05-01 5 38982495.76 38370067.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5861 N/A 3140W6QP0 2056-05-01 4.5 18641062.44 17779845.36 Agency Mortgage-Backed Securities GNMA GNII SP 787438 C N/A 3622ADEK0 2052-04-20 3.5 2511.98 2235.97 Agency Mortgage-Backed Securities GNMA GNII SP 787097 C N/A 3622ACX21 2053-08-20 5 667.06 658.31 Agency Mortgage-Backed Securities GNMA GNII SP 786726 C N/A 3622ACLF5 2051-03-20 2 766.70 609.82 Agency Mortgage-Backed Securities GNMA GNII SP 787276 C N/A 3622AC6M7 2054-02-20 6 765.36 797.68 Agency Mortgage-Backed Securities GNMA GNII SP 787259 C N/A 3622AC5U0 2051-02-20 2 856.54 686.06 Agency Mortgage-Backed Securities GNMA GNII SP 785587 M N/A 3622ABCY6 2044-12-20 3.5 984.03 896.99 Agency Mortgage-Backed Securities GNMA GNII SP 785568 C N/A 3622ABCD2 2051-08-20 2.5 1273.05 1073.73 Agency Mortgage-Backed Securities GNMA GNMI SP 786285 X N/A 3622AB2S0 2041-03-15 5 318.15 321.96 Agency Mortgage-Backed Securities GNMA GNII SP 785360 C N/A 3622AAZZ0 2051-03-20 2 681.45 542.43 Agency Mortgage-Backed Securities GNMA GNII SP 785359 C N/A 3622AAZY3 2051-03-20 2 1218.97 981.15 Agency Mortgage-Backed Securities GNMA GNII SP 785283 C N/A 3622AAXL3 2051-01-20 2.5 509.58 429.96 Agency Mortgage-Backed Securities GNMA GNII SP 785140 C N/A 3622AAS54 2050-02-20 4.5 163.43 153.66 Agency Mortgage-Backed Securities GNMA GNMI SP 784599 X N/A 3622A3DC1 2048-03-15 5 133137.63 130479.76 Agency Mortgage-Backed Securities GNMA GNII SF BO3334 C N/A 3617KJV35 2049-06-20 4.5 102.81 97.61 Agency Mortgage-Backed Securities GNMA GNMI SF BO1489 X N/A 3617KGUN8 2049-06-15 4 98.06 90.29 Agency Mortgage-Backed Securities GNMA GNMI SF BK0829 X N/A 3617J04N4 2048-12-15 5.5 34.20 34.40 Agency Mortgage-Backed Securities GNMA GNPL PN DE5570 N/A 3618JBFK2 2055-02-15 5.71 982.25 1020.40 Agency Mortgage-Backed Securities FMAC FKAR 04.400 WDWD0052 N/A 3142KDBW5 2033-02-01 4.4 1601100.00 1576671.48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB9377 N/A 3142KBM31 2056-07-01 6 1324779.00 1357414.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB9262 N/A 3142KBJG6 2056-07-01 5.5 1008.00 1009.58 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB9830 N/A 3142KB4Q0 2056-07-01 4.5 1000.00 954.70 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB8162 N/A 3142KAB84 2056-07-01 5 2922408.82 2882756.60 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4792 N/A 3142K6KE0 2056-06-01 6.5 998.75 1037.94 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB4788 N/A 3142K6KA8 2056-05-01 4.5 997.72 951.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4621 N/A 3142K6D32 2056-06-01 5 1996.39 1949.47 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4543 N/A 3142K6BM2 2056-05-01 5 5586404.85 5465451.74 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4254 N/A 3142K5WQ2 2056-05-01 6.5 1016932.93 1078205.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4003 N/A 3142K5NV1 2056-06-01 5.5 5099916.01 5099652.52 Agency Mortgage-Backed Securities USTR 4 1/4 NOTE BM 26 N/A 91282CME8 2026-12-31 4.25 100.00 100.48 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 353846400.00 351656915.78 U.S. Treasuries (including strips) USTR 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 40900.00 40214.07 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 200.00 202.55 U.S. Treasuries (including strips) USTR 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 47503400.00 46791181.52 U.S. Treasuries (including strips) USTR 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 172352100.00 170596521.51 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 773600.00 765689.91 U.S. Treasuries (including strips) USTR 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 9344200.00 9368464.65 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 200.00 204.33 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 9999700.00 10194209.54 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 1000.00 996.64 U.S. Treasuries 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91282CCE9 2028-05-31 1.25 47741900.00 45310850.62 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 1000.00 981.88 U.S. Treasuries (including strips) FMAC FEPC 06.500 CLTB2756 N/A 3142K4B21 2056-05-01 6.5 1007300.45 1057235.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2168 N/A 3142K3MS4 2056-05-01 5 5220215.07 5095585.91 Agency Mortgage-Backed Securities GNMA GNMI SP 783710 X N/A 3622A2DP4 2041-06-15 6 40.50 42.82 Agency Mortgage-Backed Securities GNMA GNII SP 784433 C N/A 3622A24S8 2048-02-20 3.5 299319.31 269700.66 Agency Mortgage-Backed Securities GNMA GNMI SF 561485 X N/A 36213QXN4 2031-06-15 6.5 32.04 32.98 Agency Mortgage-Backed Securities GNMA GNII SF 737730 C N/A 3620ARST9 2040-12-20 4 238.43 221.78 Agency Mortgage-Backed Securities GNMA GNMI SF 726214 X N/A 3620ACYK4 2042-04-15 3 91.89 83.11 Agency Mortgage-Backed Securities GNMA GNMI SF 724247 X N/A 3620AATC2 2039-08-15 5 43.05 43.22 Agency Mortgage-Backed Securities GNMA GNMI SF 721987 X N/A 3620A8CY7 2043-05-15 2.5 451.36 385.24 Agency Mortgage-Backed Securities GNMA GNMI SF 717242 X N/A 3620A2ZF6 2039-04-15 5 46.52 46.49 Agency Mortgage-Backed Securities GNMA GNII SF DS6277 C N/A 3618VS6N5 2056-05-20 5.5 997.69 1015.88 Agency Mortgage-Backed Securities GNMA GNII SF DR9301 C N/A 3618VJKN9 2056-05-20 5.5 1995.99 2019.33 Agency Mortgage-Backed Securities GNMA GNII SF DR9289 C N/A 3618VJKA7 2056-05-20 5.5 997.98 1009.65 Agency Mortgage-Backed Securities GNMA GNII SF DR8280 C N/A 3618VHFV1 2056-05-20 5.5 6326094.75 6400080.54 Agency Mortgage-Backed Securities GNMA GNII SF DR7394 C N/A 3618VGGB6 2056-05-20 5.5 3729471.51 3774729.89 Agency Mortgage-Backed Securities GNMA GNII SF DR3194 C N/A 3618VBRP4 2056-04-20 5.5 1218481.12 1233172.75 Agency Mortgage-Backed Securities GNMA GNII SF DR2505 C N/A 3618VAYA1 2056-05-20 6 997.67 1040.12 Agency Mortgage-Backed Securities GNMA GNII SF DR2498 C N/A 3618VAX38 2056-05-20 5.5 996.75 1012.64 Agency Mortgage-Backed Securities GNMA GNII SF DR2387 C N/A 3618VAUL1 2056-04-20 5.5 2008.30 2031.78 Agency Mortgage-Backed Securities GNMA GNII SF DO7576 C N/A 3618V4MZ3 2055-12-20 5.5 992.59 1004.16 Agency Mortgage-Backed Securities GNMA GNII SF DO7570 C N/A 3618V4MT7 2055-12-20 5.5 977.77 986.59 Agency Mortgage-Backed Securities GNMA GNII SF DO1805 C N/A 3618NXAE8 2055-11-20 5.5 1982.06 2005.16 Agency Mortgage-Backed Securities GNMA GNAR AF MB1299 M N/A 3618N6NR4 2056-07-20 5 2546160.00 2556769.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6461 N/A 3140XNFB5 2053-10-01 6 1955354.23 2012884.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA6054 N/A 31418FWQ6 2056-05-01 5.5 1954.05 1951.94 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5995 N/A 31418FUV7 2056-03-01 4 63400.81 58448.15 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5027 N/A 31418ESR2 2053-05-01 4 3292877.20 3043880.80 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4962 N/A 31418EQQ6 2053-03-01 4 1629.61 1506.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4782 N/A 31418EJ43 2052-10-01 3.5 10361.58 9278.42 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4700 N/A 31418EGJ3 2052-08-01 4 312766.68 289618.30 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4601 N/A 31418EDF4 2037-05-01 1.5 649.12 575.61 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4279 N/A 31418DXH0 2036-03-01 2 63709.12 57906.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5583 N/A 31417CFZ3 2042-07-01 3.5 89.16 83.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL995113 N/A 31416BN61 2036-09-01 5.5 25.10 25.42 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL975312 N/A 31414TAM3 2038-05-01 6 67.62 70.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL899499 N/A 31410WKL1 2037-05-01 6 7.34 7.62 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5859 N/A 3140W6QM7 2051-01-01 4 10749513.42 10204559.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA5858 N/A 3140W6QL9 2053-02-01 4 39053245.75 36444072.35 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5854 N/A 3140W6QG0 2052-05-01 3 9858102.80 8708371.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5874 N/A 3140W6Q47 2056-05-01 5.5 9364352.05 9478356.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5445 N/A 3140W6BP6 2056-04-01 6 22819546.27 23584845.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5437 N/A 3140W6BF8 2056-04-01 5 28688036.41 28023611.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA4762 N/A 3140W5JG0 2055-05-01 6.5 10451433.81 10860499.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4622 N/A 3140W5D43 2052-01-01 3.5 4832193.64 4413013.73 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA3694 N/A 3140W4C88 2054-11-01 6.5 16189285.78 16831460.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA4404 N/A 3140W43N5 2056-01-01 6.5 31151015.85 32499844.46 Agency Mortgage-Backed Securities FNMA FNMS 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N/A 3131XVQ73 2046-12-01 3 9353.80 8406.27 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2277 N/A 3131XVQ65 2046-12-01 3 15922.57 14227.09 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2276 N/A 3131XVQ57 2046-12-01 3 13562.08 12167.60 Agency Mortgage-Backed Securities GNMA GNMI SF CO6356 X N/A 3617FJBZ2 2052-07-15 5 1298.14 1272.43 Agency Mortgage-Backed Securities GNMA GNII JM MA9714 M N/A 36179YYK4 2054-06-20 6.5 204.15 210.10 Agency Mortgage-Backed Securities GNMA GNII SF MA9422 M N/A 36179YPF5 2054-01-20 5 2495.20 2456.78 Agency Mortgage-Backed Securities GNMA GNII SF MA9366 M N/A 36179YMP6 2053-12-20 7.5 148.19 154.95 Agency Mortgage-Backed Securities GNMA GNII SF MA9360 M N/A 36179YMH4 2053-12-20 4.5 214754.20 204168.97 Agency Mortgage-Backed Securities GNMA GNII SF MA9780 M N/A 36179Y2M5 2054-07-20 6 1015.15 1040.28 Agency Mortgage-Backed Securities GNMA GNII JM MA6465 M N/A 36179VFE5 2050-02-20 3.5 90.95 80.16 Agency Mortgage-Backed Securities GNMA GNII JM 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N/A 36179U6Y3 2049-11-20 5 121.29 120.92 Agency Mortgage-Backed Securities GNMA GNII SF MA5263 M N/A 36179TZ40 2048-06-20 3.5 117.91 106.81 Agency Mortgage-Backed Securities GNMA GNII JM MA4645 M N/A 36179TES0 2047-08-20 4.5 61.81 58.98 Agency Mortgage-Backed Securities GNMA GNII SF MA5399 M N/A 36179T7L3 2048-08-20 4.5 31868.65 30713.06 Agency Mortgage-Backed Securities GNMA GNII SF MA5329 M N/A 36179T4N2 2048-07-20 3.5 125.13 113.02 Agency Mortgage-Backed Securities FMAC 04.500 FGPC U99076 G N/A 3132H7CN2 2043-12-01 4.5 48876.39 48152.44 Agency Mortgage-Backed Securities GNMA GNII SF MA8346 M N/A 36179XHX7 2052-10-20 4 4409595.78 4098597.28 Agency Mortgage-Backed Securities GNMA GNII SF MA8266 M N/A 36179XFF8 2052-09-20 3.5 3669263.15 3283721.44 Agency Mortgage-Backed Securities GNMA GNII SF MA7827 M N/A 36179WVU9 2052-01-20 2.5 701.76 591.64 Agency Mortgage-Backed Securities GNMA GNII SF MA7650 M N/A 36179WQB7 2051-10-20 3 152429.87 133708.43 Agency Mortgage-Backed Securities GNMA GNII SF MA7367 M N/A 36179WFG8 2051-05-20 2.5 1138069.18 959509.92 Agency Mortgage-Backed Securities GNMA GNII SF MA7255 M N/A 36179WBY3 2051-03-20 2.5 1046.69 882.48 Agency Mortgage-Backed Securities GNMA GNII SF MA7257 M N/A 36179WB23 2051-03-20 3.5 3255.82 2939.83 Agency Mortgage-Backed Securities GNMA GNII SF MA8044 M N/A 36179W5D6 2052-05-20 3.5 123726.81 111820.17 Agency Mortgage-Backed Securities GNMA GNII SF MA8042 M N/A 36179W5B0 2052-05-20 2.5 721.80 608.53 Agency Mortgage-Backed Securities GNMA GNII SF MA7989 M N/A 36179W2W7 2052-04-20 3.5 1496305.08 1343706.90 Agency Mortgage-Backed Securities GNMA GNII JM MA7979 M N/A 36179W2L1 2052-04-20 3 738.99 635.51 Agency Mortgage-Backed Securities GNMA GNII SF MA6997 M N/A 36179VX21 2050-11-20 3.5 313.36 282.35 Agency Mortgage-Backed Securities GNMA GNII JM MA6590 M N/A 36179VKB5 2050-04-20 3.5 93.57 81.59 Agency Mortgage-Backed Securities GNMA GNII SF BG0317 C N/A 3617GJK65 2048-02-20 3 50.41 47.62 Agency Mortgage-Backed Securities 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Treasuries (including strips) USTR 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 100.00 98.54 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 6457000.00 6449161.20 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 200.00 132.30 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 8710100.00 7552884.39 U.S. Treasuries (including strips) USTR 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 112541000.00 114463713.86 U.S. Treasuries (including strips) USTR 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 300.00 225.33 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AB 31 N/A 91282CRA1 2031-07-31 4.375 800.00 797.33 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 33 N/A 91282CQW4 2033-06-30 4.25 1755400.00 1726518.69 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AP 29 N/A 91282CQV6 2029-06-15 4.125 38686000.00 38651044.35 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AL 29 N/A 91282CQE4 2029-03-15 3.5 37225900.00 36941568.58 U.S. Treasuries (including strips) USTR 4 1/8 NOTE B 36 N/A 91282CPZ8 2036-02-15 4.125 122300.00 118985.88 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AJ 29 N/A 91282CPT2 2029-01-15 3.5 2331600.00 2289749.50 U.S. Treasuries (including strips) USTR 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 3428000.00 3299590.55 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AU 28 N/A 91282CPK1 2028-11-15 3.5 99999500.00 98936042.27 U.S. Treasuries (including strips) USTR 3 3/4 NOTE R 32 N/A 91282CPF2 2032-10-31 3.75 253001000.00 244459939.24 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Q 32 N/A 91282CNZ0 2032-09-30 3.875 36000100.00 35181985.73 U.S. Treasuries (including strips) USTR 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875 1830000.00 1795782.17 U.S. Treasuries (including strips) USTR 4 NOTE N 32 N/A 91282CNR8 2032-07-31 4 16000.00 15556.50 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AQ 28 N/A 91282CNM9 2028-07-15 3.875 300.00 298.13 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AP 28 N/A 91282CNH0 2028-06-15 3.875 651600.00 649909.24 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 998600.00 990033.51 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 100.00 100.69 U.S. Treasuries (including strips) USTR 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 1231300.00 1230098.42 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 400.00 407.67 U.S. Treasuries (including strips) USTR 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 8983700.00 8645179.21 U.S. Treasuries (including strips) USTR 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 32804500.00 29922405.21 U.S. Treasuries (including strips) USTR 4 NOTE BC 28 N/A 91282CQS3 2028-05-31 4 382900.00 383499.88 U.S. Treasuries (including strips) USTR 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.75 999300.00 923387.86 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BL 27 N/A 91282CPL9 2027-11-30 3.375 1200.00 1193.42 U.S. Treasuries (including strips) USTR 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 998300.00 1013073.18 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 200.00 99.39 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BC 27 N/A 91282CNE7 2027-05-31 3.875 999300.00 1003821.17 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 100.00 92.96 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 6818900.00 6293473.92 U.S. Treasuries (including strips) USTR 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 999500.00 951087.22 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 24023400.00 23411051.63 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 14567400.00 14333567.97 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 27 N/A 912828ZB9 2027-02-28 1.125 100.00 98.83 U.S. Treasuries (including strips) USTR 4 NOTE W 30 N/A 91282CMU2 2030-03-31 4 253300.00 253245.12 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 35014300.00 26810831.81 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 1489200.00 1438170.09 U.S. Treasuries (including strips) FMAC FEPC 05.500 CLZI7346 N/A 3131WLET1 2038-04-01 5.5 48369.49 49292.25 Agency Mortgage-Backed Securities FMAC FMAR 1B7562 G N/A 3128QPYJ5 2037-11-01 5.699 1603.92 1623.01 Agency Mortgage-Backed Securities FMAC 04.000 FGPC C91385 G N/A 3128P7RE5 2031-08-01 4 588.08 581.80 Agency Mortgage-Backed Securities FMAC 04.500 FGPC C91295 G N/A 3128P7NL3 2030-04-01 4.5 14735.36 14729.84 Agency Mortgage-Backed Securities FMAC 04.500 FGPC C91288 G N/A 3128P7ND1 2030-02-01 4.5 37125.15 37176.27 Agency Mortgage-Backed Securities FMAC 04.500 FGPC C91309 G N/A 3128P7N25 2030-07-01 4.5 7253.39 7248.17 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G16785 G N/A 3128MFXN3 2034-03-01 4 3053.26 3012.47 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U99094 G N/A 3132H7C85 2044-03-01 3.5 24227.83 22447.97 Agency Mortgage-Backed Securities FMAC 03.000 FGPC U79018 G N/A 3132G5AU3 2028-07-01 3 1878.19 1861.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8300 N/A 3132DWGH0 2053-02-01 5.5 158765.42 159434.35 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8244 N/A 3132DWER0 2052-09-01 4 773.29 715.43 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8037 N/A 3132DV4W2 2050-01-01 2.5 14679850.39 12245833.32 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3417 N/A 3132DQYN0 2053-07-01 2.5 100226.37 82841.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3505 N/A 3132DQ3N4 2053-06-01 6 77307.11 79406.77 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD2067 N/A 3132DPJL3 2052-08-01 4 8295.62 7689.53 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIZS7187 N/A 3132A76Y2 2027-09-01 4 .03 .03 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4730 N/A 3132A5HF5 2047-08-01 3.5 10452.94 9531.32 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4697 N/A 3132A5GE9 2047-01-01 3 4459.91 3923.56 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4722 N/A 3132A5G74 2047-06-01 3.5 206.49 188.46 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZA4785 N/A 31329NJ66 2046-12-01 3 52082.12 46531.11 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3PZA3224 N/A 31329LSM5 2046-11-01 4 289.03 269.43 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3PZA3218 N/A 31329LSF0 2046-09-01 4 55373.32 50931.85 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3PZA3213 N/A 31329LSA1 2046-07-01 3.5 280.27 254.47 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3PZA3208 N/A 31329LR53 2046-04-01 3.5 614.16 557.61 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV4195 N/A 3140MHUV9 2052-03-01 3 2982823.78 2609881.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBU5269 N/A 3140M62B8 2054-12-01 4.5 2424976.34 2336930.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I4BF0131 N/A 3140FXED0 2056-08-01 3.5 303.15 268.82 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC9555 N/A 3140F5TM5 2046-11-01 3 1940592.85 1721267.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7731 N/A 3140BYSV7 2055-12-01 5.5 2307808.96 2321278.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDF7666 N/A 3140BYQU1 2040-12-01 5.5 1453374.23 1481690.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3351 N/A 3140U6WM2 2056-03-01 5.5 1432391.77 1448879.08 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG3196 N/A 3140U6RS5 2056-04-01 6 4458354.59 4629671.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3110 N/A 3140U6N42 2056-02-01 5.5 1653625.74 1676519.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG2727 N/A 3140U6A53 2056-02-01 5.5 2607323.75 2613832.50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG0250 N/A 3140U3H46 2056-04-01 6 1580113.09 1619517.95 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB6771 N/A 3140QSQZ7 2053-07-01 6.5 4378506.48 4554140.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6478 N/A 3140QSFU0 2053-06-01 5 775.76 761.67 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5202 N/A 3140QQX83 2052-11-01 6.5 1628071.74 1709707.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4900 N/A 3140QQNS0 2052-10-01 5 2243735.61 2204709.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5298 N/A 3140QQ3G8 2052-12-01 5.5 1454427.13 1461232.88 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0370 2800000000.00 2800000000.00 .0158 N Y Y N Fixed Income Clearing Corporation ("FICC") - BNP Fixed Income Clearing Corporation ("FICC") - BNP, REPO, 3.640%, 8/3/2026 3.640 69999A006 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION BNP Y USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 32172800.00 28484855.93 U.S. Treasuries (including strips) USTR 5 BOND 46 N/A 912810UV8 2046-05-15 5 62327600.00 60807240.14 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 156504100.00 133957652.39 U.S. Treasuries (including strips) USTR 4 5/8 BOND 46 N/A 912810UT3 2046-02-15 4.625 569287000.00 535413036.45 U.S. Treasuries (including strips) USTR 2 BOND 41 N/A 912810TC2 2041-11-15 2 300.00 200.43 U.S. Treasuries (including strips) USTR 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 5304600.00 5179455.78 U.S. Treasuries (including strips) USTR TRFR BF 07/31/28 N/A 91282CRD5 2028-07-31 3.9021 9998000.00 9997970.01 U.S. Treasuries (including strips) USTR TRFR AX 01/31/28 N/A 91282CPX3 2028-01-31 3.9511 393000.00 393306.54 U.S. Treasuries (including strips) USTR TRFR BK 10/31/27 N/A 91282CPG0 2027-10-31 4.0421 392600.00 393270.95 U.S. Treasuries (including strips) USTR TRFR BF 07/31/27 N/A 91282CNQ0 2027-07-31 4.0111 551600.00 552297.77 U.S. Treasuries (including strips) USTR TRFR AX 01/31/27 N/A 91282CMJ7 2027-01-31 3.9501 200.00 200.09 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 172711900.00 160530755.91 U.S. Treasuries (including strips) USTR 4 7/8 BOND 45 N/A 912810UN6 2045-08-15 4.875 428900.00 417584.32 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 9174300.00 8567927.94 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 400000000.00 347117334.81 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 4600.00 3106.50 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 278584000.00 173718306.98 U.S. Treasuries (including strips) USTR 3 1/8 BOND 44 N/A 912810RH3 2044-08-15 3.125 100.00 76.27 U.S. Treasuries (including strips) USTR 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 435600.00 364261.12 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 1350000.00 1124705.15 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 101276500.00 75022960.03 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 34998800.00 26060158.88 U.S. Treasuries (including strips) USTR 3 BOND 42 N/A 912810QW1 2042-05-15 3 42515500.00 32738600.50 U.S. Treasuries (including strips) USTR 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 3000.00 2375.33 U.S. Treasuries (including strips) USTR 4 3/8 BOND 40 N/A 912810QH4 2040-05-15 4.375 96211400.00 90891026.18 U.S. Treasuries (including strips) USTR 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 200.00 189.09 U.S. Treasuries (including strips) USTR 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.5 2405200.00 2134635.98 U.S. Treasuries (including strips) USTR 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.5 141600.00 139006.70 U.S. Treasuries (including strips) USTR 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 3000000.00 2039478.27 U.S. Treasuries (including strips) USTR 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.25 1000.00 704.93 U.S. Treasuries (including strips) USTR 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 100.00 78.75 U.S. Treasuries (including strips) USTR 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 404242000.00 334766515.39 U.S. Treasuries (including strips) USTR 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 10623900.00 9799529.50 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0369 2000000000.00 2000000000.00 .0113 N Y Y N Fixed Income Clearing Corporation ("FICC") - ING Fixed Income Clearing Corporation ("FICC") - ING, REPO, 3.640%, 8/3/2026 3.640 76599M009 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION ING Y USTR 3 3/8 NOTE AY 28 N/A 91282CQB0 2028-02-29 3.375 25699800.00 25715577.86 U.S. Treasuries (including strips) USTR 3 3/4 NOTE R 32 N/A 91282CPF2 2032-10-31 3.75 1000.00 966.24 U.S. Treasuries (including strips) USTR 4 NOTE W 30 N/A 91282CMU2 2030-03-31 4 1000.00 999.78 U.S. Treasuries (including strips) USTR 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 310395000.00 290856199.87 U.S. Treasuries (including strips) USTR 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 199850000.00 171350997.90 U.S. Treasuries (including strips) USTR 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.75 226677000.00 215230944.89 U.S. Treasuries (including strips) USTR 5 BOND 46 N/A 912810UV8 2046-05-15 5 100.00 97.56 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 11387000.00 11084724.49 U.S. Treasuries (including strips) USTR 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 299998000.00 300777023.07 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 8000000.00 5291869.00 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0369 1000000000.00 1000000000.00 .0056 N Y Y N Fixed Income Clearing Corporation ("FICC") - CITI Fixed Income Clearing Corporation ("FICC") - CITI, REPO, 3.650%, 8/3/2026 3.650 795991009 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORP ('FICC') - CITI (CITIGROUP GLOBAL MARKETS Y USTR 3 3/8 NOTE BL 27 N/A 91282CPL9 2027-11-30 3.375 83961600.00 83501154.59 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375 74964000.00 74497442.81 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AQ 28 N/A 91282CNM9 2028-07-15 3.875 652914000.00 648846856.76 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AM 28 N/A 91282CMW8 2028-04-15 3.75 154982600.00 155322339.64 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AU 27 N/A 91282CLX7 2027-11-15 4.125 635262400.00 639807139.71 U.S. Treasuries (including strips) USTR 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 22334200.00 22112633.51 U.S. Treasuries (including strips) USTR BILL 06/10/27 N/A 912797VF1 2027-06-10 0 335516400.00 324419195.07 U.S. Treasuries (including strips) USTR BILL 08/04/26 N/A 912797US4 2026-08-04 0 550969600.00 550914503.04 U.S. Treasuries (including strips) USTR BILL 08/06/26 N/A 912797RG4 2026-08-06 0 32384900.00 32375216.91 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 27 N/A 91282CMV0 2027-03-31 3.875 17989700.00 18203519.58 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0370 2500000000.00 2500000000.00 .0141 N Y Y N Fixed Income Clearing Corporation ("FICC") - BNYM Fixed Income Clearing Corporation ("FICC") - BNYM, REPO, 3.650%, 8/3/2026 3.650 857449004 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION BNYM Y FMAC FEPC 03.000 CLSD3108 N/A 3132DQNZ5 2052-05-01 3 6432421.86 5683829.47 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0791 N/A 3133BM2Y0 2052-09-01 5 797867.45 783626.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF5888 N/A 3133BTRH5 2053-01-01 5.5 599254.10 601823.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY8872 N/A 3140NR2E5 2053-09-01 5.5 667523.21 667673.62 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q62279 G N/A 3132VNQ97 2049-03-01 4.5 1872869.06 1812924.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN9502 N/A 3140JSRY7 2049-06-01 3.5 653432.75 602586.97 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV3813 N/A 3140MHGX1 2052-04-01 3 845229.31 741787.61 Agency Mortgage-Backed Securities GNMA GNII SF MB0365 M N/A 3618N5MP1 2055-05-20 5 80079547.77 78456869.23 Agency Mortgage-Backed Securities GNMA GNII SF MB0204 M N/A 3618N5GN3 2055-02-20 5 34824788.40 34193577.51 Agency Mortgage-Backed Securities GNMA GNII SF MB0871 M N/A 3618N56H7 2056-01-20 5 111257466.09 108838914.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX0486 N/A 3140N4RG4 2052-10-01 5 1209773.11 1185346.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX0477 N/A 3140N4Q75 2052-09-01 5 1188078.33 1170621.50 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX0215 N/A 3140N4GZ4 2053-05-01 6.5 1036106.93 1101481.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX0175 N/A 3140N4FR3 2053-02-01 5.5 964724.77 980957.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9955 N/A 3140N3BZ1 2052-09-01 5 633485.71 629557.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9961 N/A 3140N3B73 2052-09-01 5 1037790.79 1017705.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9931 N/A 3140N3A90 2052-09-01 5 1015654.21 995578.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBW9616 N/A 3140N2VJ7 2053-06-01 6 1018977.26 1058922.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9527 N/A 3140N2SR3 2052-10-01 5 421708.62 414769.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9537 N/A 3140N2S36 2052-10-01 5 1090936.28 1080484.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9387 N/A 3140N2ND9 2052-09-01 5 416242.85 411955.00 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBW9795 N/A 3140N23D1 2053-06-01 6.5 1089834.40 1161269.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8795 N/A 3140N1XZ1 2052-09-01 5 1029035.09 1014432.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8794 N/A 3140N1XY4 2052-09-01 5 723761.21 711519.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8787 N/A 3140N1XR9 2052-09-01 5 787802.11 776452.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8782 N/A 3140N1XL2 2052-09-01 5 580615.65 570880.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8759 N/A 3140N1WV1 2052-10-01 5 1203852.94 1196392.26 Agency Mortgage-Backed Securities FMAC FMAR 8C1328 G N/A 3142BBPM6 2056-01-01 4.552 6841415.38 6724915.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 NPAE0290 N/A 31419AKC0 2040-03-01 4.5 647374.85 631539.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAD3135 N/A 31418QPV9 2040-04-01 5.5 827896.29 843696.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAD0223 N/A 31418MG97 2039-05-01 6 363441.33 378618.28 Agency Mortgage-Backed Securities GNMA GNII SF MB0484 M N/A 3618N5RE1 2055-07-20 5 16649224.47 16306694.43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB6103 N/A 3140AFX92 2054-07-01 6.5 1171374.70 1239929.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF2792 N/A 3133BQC53 2052-11-01 5.5 682165.40 695203.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY0722 N/A 3140NGYU8 2053-05-01 5 1141558.21 1128353.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBH7667 N/A 3140GWQV8 2047-10-01 4.5 513924.03 490510.17 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY5498 N/A 3140NNDC6 2053-09-01 6.5 1055967.53 1116578.66 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q38492 G N/A 3132QVNJ6 2046-01-01 4 2094949.45 1984845.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2139 N/A 3140NJLV4 2053-06-01 6.5 804066.81 855684.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX0974 N/A 3140N5CL6 2052-10-01 5 645285.47 636231.90 Agency Mortgage-Backed Securities FMAC FKAR 03.950 WDWD0012 N/A 3142KDAN6 2035-12-01 4.1 1850000.00 1752774.48 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5264 N/A 3140Q0Z62 2035-10-01 4.68 1600000.00 1581571.20 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3625 N/A 3140NYA35 2035-05-01 4.68 617000.00 610568.39 Agency Mortgage-Backed Securities GNMA GNII SF MB0996 M N/A 3618N6DA2 2056-03-20 5 29688756.82 29043372.74 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ6999 N/A 3140Q2X52 2036-05-01 4.615 169923079.00 166880407.97 Agency Mortgage-Backed Securities GNMA GNII SF MB1070 M N/A 3618N6FL6 2056-04-20 5 69465176.20 67955119.07 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6995 N/A 3140Q2XZ6 2033-05-01 4.5 18995000.00 18734825.49 Agency Mortgage-Backed Securities GNMA GNII SF MB0146 M N/A 3618N5EU9 2055-01-20 5 17374511.43 17033218.12 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WSBM7946 N/A 3140JCZL1 2051-01-01 5.36 10514443.54 10893317.49 Agency Mortgage-Backed Securities GNMA GNII SF DT1536 C N/A 3618W0V56 2056-06-20 7 6096564.87 6608507.64 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD1527 N/A 3133AXVU3 2051-11-01 2.5 1376269.26 1172040.99 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC9550 N/A 3133AUTF5 2051-10-01 3 3591398.22 3179633.64 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQB4522 N/A 3133ABAX8 2050-10-01 3 2629079.66 2297949.71 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA7038 N/A 3133A1ZB1 2050-02-01 3.5 1592027.00 1461244.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7086 N/A 3140MY2U5 2052-11-01 5 1272421.32 1262396.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6140 N/A 3140MXZE7 2052-08-01 5 832638.14 831434.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW5204 N/A 3140MWYA8 2052-12-01 4.5 947637.38 904311.40 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBW5088 N/A 3140MWUN4 2053-01-01 6.5 875473.51 923416.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW4160 N/A 3140MVTS7 2052-08-01 5 299949.28 298493.52 Agency Mortgage-Backed Securities GNMA GNII SP 786981 C N/A 3622ACUE8 2052-04-20 3 6304112.83 5502286.42 Agency Mortgage-Backed Securities GNMA GNII SF DT2887 C N/A 3618W2F43 2056-06-20 6 13277887.45 13635859.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF1173 N/A 3133BNJS3 2052-10-01 5 737166.89 726008.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF1004 N/A 3133BNDH3 2052-10-01 5 885322.50 873725.37 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF1000 N/A 3133BNDD2 2052-10-01 5 1144114.61 1136174.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0962 N/A 3133BNB77 2052-09-01 5 807122.23 802167.85 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0740 N/A 3133BMZD0 2052-09-01 5 841496.49 834117.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0731 N/A 3133BMY41 2052-10-01 5 678745.89 663897.42 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQF0671 N/A 3133BMW84 2052-09-01 4.5 1021776.49 975417.47 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0512 N/A 3133BMR98 2052-09-01 5 757900.47 742886.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0434 N/A 3133BMPT6 2052-09-01 5 828995.89 815118.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0225 N/A 3133BMHA6 2052-09-01 5 863228.70 857878.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0086 N/A 3133BMCX1 2052-09-01 5 884136.83 865960.45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0021 N/A 3133BMAW5 2052-09-01 5 1082979.16 1064307.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0864 N/A 3133BM5Z4 2052-10-01 5 689378.23 676522.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY6992 N/A 3140NPXW5 2053-07-01 5.5 1013368.51 1030968.02 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY6827 N/A 3140NPSR2 2053-09-01 6.5 739755.05 783620.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY6719 N/A 3140NPPD6 2053-08-01 6.5 591996.00 629735.55 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY6707 N/A 3140NPNZ9 2053-08-01 6 504933.04 515438.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBD5192 N/A 3140FCXW3 2046-07-01 3.5 353058.57 323399.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY5604 N/A 3140NNGN9 2053-07-01 6 1113319.98 1137384.39 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY5527 N/A 3140NND93 2053-07-01 6 797427.82 813519.12 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY6210 N/A 3140NN3U7 2053-08-01 6.5 679551.71 722488.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY6209 N/A 3140NN3T0 2053-08-01 5.5 669812.81 681703.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY5097 N/A 3140NMUX3 2053-07-01 5.5 895030.28 901056.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY4887 N/A 3140NMND5 2053-07-01 5.5 691031.34 702535.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW3903 N/A 3140MVKR8 2052-08-01 5 582857.76 575329.38 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI5174 N/A 3133WBXB7 2054-05-01 6.5 775183.07 823195.32 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6736 N/A 3140Q2PW2 2033-05-01 4.005 2404676.00 2301446.87 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ6633 N/A 3140Q2LP1 2036-03-01 4.24 6676000.00 6371610.00 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7091 N/A 3140Q22Z0 2033-05-01 4.29 16900000.00 16458926.90 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ3450 N/A 3140NXZQ9 2032-07-01 4.41 1791000.00 1770686.48 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ0960 N/A 3140NVB63 2034-05-01 4.88 8438000.00 8515761.80 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ0709 N/A 3140NUYF0 2034-04-01 4.93 193000.00 195425.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY9748 N/A 3140NSZN7 2053-09-01 6.5 575311.01 608746.74 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY9762 N/A 3140NSZ49 2053-09-01 6.5 666793.81 708927.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY9275 N/A 3140NSJV7 2053-10-01 6 342429.78 350384.42 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY9017 N/A 3140NSAT1 2053-08-01 6.5 525817.58 551992.08 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY9016 N/A 3140NSAS3 2053-08-01 6.5 700931.69 737543.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY8200 N/A 3140NRDE3 2053-08-01 5.5 1003001.48 1022118.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY7696 N/A 3140NQRS9 2053-07-01 5.5 916791.36 922779.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY7695 N/A 3140NQRR1 2053-07-01 5.5 1031958.52 1038528.31 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY7596 N/A 3140NQNN4 2053-08-01 6.5 632927.44 673621.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY7472 N/A 3140NQJS8 2053-08-01 5.5 651986.12 661708.11 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY0243 N/A 3140NGHV5 2053-04-01 6.5 587793.51 624782.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY0108 N/A 3140NGDN7 2053-05-01 5 795680.76 788224.17 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX9911 N/A 3140NFAM4 2053-05-01 6.5 792481.49 833964.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX9102 N/A 3140NEDG7 2053-03-01 6 805951.66 824107.33 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX9024 N/A 3140NEA21 2053-04-01 5 578590.06 574165.39 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX9789 N/A 3140NE2X2 2053-04-01 6.5 663214.29 705980.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX9776 N/A 3140NE2J3 2053-04-01 6 1003386.78 1042876.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBE8750 N/A 3140FUWL8 2047-05-01 4.5 588303.39 570340.14 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBE8518 N/A 3140FUPC6 2047-03-01 4 1318759.37 1237470.16 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY3466 N/A 3140NKZ87 2053-06-01 6 814159.03 843111.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2925 N/A 3140NKHB0 2053-06-01 6.5 787000.92 835493.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY2777 N/A 3140NKCP4 2053-06-01 5.5 1149313.50 1168013.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY3506 N/A 3140NK3Q2 2053-06-01 5.5 983009.85 990674.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY3475 N/A 3140NK2H3 2053-06-01 6 525111.77 544392.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY3468 N/A 3140NK2A8 2053-06-01 5.5 927411.65 944080.33 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2319 N/A 3140NJSH8 2053-07-01 6.5 464114.22 492151.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2138 N/A 3140NJLU6 2053-06-01 6.5 772962.45 821261.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY2041 N/A 3140NJHT4 2053-05-01 6 837450.06 868269.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2663 N/A 3140NJ5Z3 2053-05-01 6.5 938311.78 987397.37 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY2662 N/A 3140NJ5Y6 2053-05-01 6 895160.99 915853.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY1068 N/A 3140NHFJ2 2053-04-01 5.5 767098.39 771117.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY4873 N/A 3140NMMX2 2053-06-01 5.5 597870.76 600038.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY4782 N/A 3140NMJ40 2053-07-01 5 520218.21 510701.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY4515 N/A 3140NMAR8 2053-08-01 6.5 910112.10 968537.35 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY4504 N/A 3140NMAE7 2053-08-01 6.5 783181.53 834588.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY4322 N/A 3140NLYU7 2053-06-01 6.5 527321.89 557587.88 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY4208 N/A 3140NLVA4 2053-07-01 6 306739.55 317024.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY3620 N/A 3140NLAW9 2053-06-01 6 1062199.95 1100449.77 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY3443 N/A 3140NKZH7 2053-06-01 6.5 904495.49 959915.44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0862 N/A 3133BM5X9 2052-10-01 5 957409.42 942349.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0809 N/A 3133BM3S2 2052-10-01 5 638540.17 626031.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0798 N/A 3133BM3F0 2052-10-01 5 846309.46 830704.92 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBD5350 N/A 3140FC5L8 2047-05-01 4.5 323177.94 312795.20 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBA4782 N/A 3140E9J49 2046-01-01 4 1188820.39 1117019.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBA3085 N/A 3140E7NB2 2045-12-01 3.5 919373.60 846206.79 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAZ8218 N/A 3140E1DY6 2045-08-01 4 574765.66 544671.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC1412 N/A 3140ANSA8 2054-08-01 6 743426.37 769752.58 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB6101 N/A 3140AFX76 2054-07-01 6.5 554851.77 587917.98 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB6255 N/A 3140AF5R3 2054-07-01 6.5 934290.62 991755.73 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA7586 N/A 3140A8NC2 2054-04-01 6.5 665811.55 707051.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA5463 N/A 3140A6B96 2053-11-01 6.5 962606.45 1018874.32 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA3971 N/A 3140A4MV0 2053-11-01 6.5 612929.52 654031.75 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBD5369 N/A 3140FC6F0 2047-06-01 4 389371.21 365138.05 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL882005 N/A 31409X3N7 2036-04-01 6 431807.19 449863.64 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL880829 N/A 31409WSS1 2036-04-01 6 324583.08 338145.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL880086 N/A 31409VXP3 2036-03-01 6 405460.78 413380.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL880212 N/A 31409V3V3 2036-02-01 6 533701.07 556014.04 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX8714 N/A 3140NDVG9 2053-03-01 6.5 970313.29 1018970.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX8691 N/A 3140NDUR6 2053-03-01 5.5 925840.43 937012.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW3675 N/A 3140MVCM8 2052-07-01 5 1008078.66 997484.43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBW3665 N/A 3140MVCB2 2052-07-01 4 846997.29 784060.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2364 N/A 3140MTTW3 2052-06-01 5 1215087.15 1190670.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2054 N/A 3140MTH89 2052-09-01 5 1314294.04 1301774.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW1976 N/A 3140MTFS7 2052-07-01 5 792424.14 786651.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW1971 N/A 3140MTFM0 2052-07-01 5 1249374.26 1244530.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW1968 N/A 3140MTFJ7 2052-07-01 5 791231.26 785380.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX8393 N/A 3140NDKF3 2053-04-01 6 677005.98 695163.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX8254 N/A 3140NDE45 2053-06-01 5.5 1127526.14 1132513.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX8252 N/A 3140NDE29 2053-05-01 5 874350.67 853987.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX8148 N/A 3140NDBS5 2053-04-01 5.5 1258970.42 1265824.68 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX8918 N/A 3140ND4C8 2053-05-01 6 888315.30 912200.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX8917 N/A 3140ND4B0 2053-05-01 6 805943.88 829521.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX8910 N/A 3140ND3U9 2053-05-01 5.5 688875.21 695627.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX7634 N/A 3140NCPU7 2053-05-01 5.5 1114314.84 1130772.53 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX7360 N/A 3140NCFA2 2053-09-01 6.5 640217.76 682599.32 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA6177 N/A 3133A02J2 2050-01-01 3.5 1294383.42 1182892.57 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA4289 N/A 31339UXS4 2049-11-01 3.5 2037171.15 1863039.20 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA4285 N/A 31339UXN5 2049-11-01 3.5 1611417.45 1481512.49 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA4446 N/A 31339U5F3 2049-11-01 3.5 5729744.05 5232761.33 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA1394 N/A 31334XRP6 2049-07-01 3.5 945505.65 864434.84 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA1127 N/A 31334XHC6 2049-07-01 3.5 1352139.79 1229193.32 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA0455 N/A 31334WQG9 2049-06-01 3.5 608751.47 560630.07 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY1087 N/A 3140NHF52 2053-04-01 6 1183268.81 1217606.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY0745 N/A 3140NGZK9 2053-05-01 6 1133323.65 1178368.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7775 N/A 3140N0T96 2052-09-01 5 870281.52 866606.90 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7663 N/A 3140N0QR9 2052-09-01 5 1238501.89 1215663.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7661 N/A 3140N0QP3 2052-09-01 5 878815.07 862020.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7646 N/A 3140N0P82 2052-08-01 5 370247.35 362838.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL982357 N/A 31415BZW2 2038-05-01 6 456551.28 474654.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL979900 N/A 31414YDD9 2038-05-01 6 355805.84 369067.43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL942487 N/A 31413DRG4 2037-08-01 6.5 303225.04 318753.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL940768 N/A 31413BTZ4 2037-06-01 6 343970.54 357576.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL940767 N/A 31413BTY7 2037-06-01 6 384252.49 399025.46 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL940537 N/A 31413BLS8 2037-07-01 6.5 501506.39 534372.95 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL928603 N/A 31412LU40 2037-08-01 7 986341.13 1040431.42 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL928224 N/A 31412LG95 2037-04-01 6.5 453119.78 472805.41 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL900928 N/A 31410X4M5 2037-02-01 6.5 549939.36 582751.86 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3337 N/A 3140QAV72 2049-03-01 4 897531.94 844004.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2634 N/A 3140Q94U4 2048-11-01 4.5 12538085.48 12150608.48 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7017 N/A 3140Q2YP7 2033-05-01 4.105 14937000.00 14383984.95 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7007 N/A 3140Q2YD4 2033-05-01 4.23 16429000.00 15942011.58 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6992 N/A 3140Q2XW3 2033-05-01 4.5 18257897.00 18007818.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK8692 N/A 3140HNUS9 2048-07-01 4.5 402795.26 390089.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK7247 N/A 3140HMBR4 2048-10-01 4.5 521626.77 504240.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK7244 N/A 3140HMBN3 2048-10-01 4.5 829164.22 804381.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBE8436 N/A 3140FULS5 2047-04-01 4.5 1043368.43 996831.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBE3605 N/A 3140FPAF6 2049-02-01 4.5 791140.50 764801.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBE3600 N/A 3140FPAA7 2048-11-01 4.5 607112.50 588551.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL879177 N/A 31409UXE0 2036-01-01 6 628401.66 654654.39 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL878097 N/A 31409TRS9 2036-04-01 6 384539.63 400606.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0792 N/A 3133BM2Z7 2052-09-01 5 1285442.35 1264210.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9953 N/A 3133BLBW6 2052-09-01 5 1148656.67 1146570.33 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9710 N/A 3133BKYF0 2052-09-01 5 1206108.49 1184822.69 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE9702 N/A 3133BKX79 2052-09-01 4.5 743614.42 707295.55 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE9652 N/A 3133BKWM7 2052-09-01 4.5 939009.62 901078.33 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9646 N/A 3133BKWF2 2052-09-01 5 1008003.59 1009096.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9582 N/A 3133BKUF4 2052-09-01 5 1093065.52 1069778.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9574 N/A 3133BKT74 2052-09-01 5 705751.50 691068.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9483 N/A 3133BKRC5 2052-09-01 5 1198554.62 1180768.87 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE9368 N/A 3133BKMR7 2052-08-01 4.5 586274.79 561864.66 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9291 N/A 3133BKKC2 2052-09-01 5 519735.60 511472.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9215 N/A 3133BKGY9 2052-09-01 5 818483.47 818461.91 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9170 N/A 3133BKFK0 2052-09-01 5 534199.79 524089.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9145 N/A 3133BKES4 2052-09-01 5 1008601.18 1008574.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8789 N/A 3133BJXS6 2052-08-01 5 994744.27 986101.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8749 N/A 3133BJWJ7 2052-08-01 5 593872.38 583067.86 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8722 N/A 3133BJVP4 2052-08-01 5 1028522.35 1018252.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL878096 N/A 31409TRR1 2036-04-01 6 513600.40 535054.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL872280 N/A 31409JCR9 2036-05-01 6 563756.51 587320.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF2934 N/A 3133BQHK5 2052-11-01 5.5 1075669.69 1095276.28 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF2786 N/A 3133BQCX2 2052-11-01 6 307125.59 314873.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF2785 N/A 3133BQCW4 2052-11-01 5 707045.58 704932.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF2770 N/A 3133BQCF1 2052-11-01 5.5 765743.81 779336.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF2652 N/A 3133BP5M6 2052-11-01 5.5 672561.92 677533.04 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q59980 G N/A 3132Y4CS9 2048-11-01 4 1488148.22 1399142.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1882 N/A 3140MTCU5 2053-06-01 4.5 1225897.14 1167746.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW1848 N/A 3140MTBS1 2053-03-01 5 647269.72 634059.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1846 N/A 3140MTBQ5 2053-03-01 4.5 895942.51 855758.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW1844 N/A 3140MTBN2 2053-01-01 5.5 755195.01 758490.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1829 N/A 3140MTA78 2052-11-01 4.5 1059253.78 1014491.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW1721 N/A 3140MS4F9 2052-08-01 5 872629.95 866656.51 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW1714 N/A 3140MS3Y9 2052-08-01 5 833683.49 827012.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW1687 N/A 3140MS2V6 2052-07-01 5 910401.88 899709.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV8828 N/A 3140MNY26 2052-06-01 5 739618.23 725892.15 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q55627 G N/A 3132XYHD2 2048-04-01 4 3422697.27 3218767.26 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q53147 G N/A 3132XVP98 2047-12-01 4 782849.34 740962.46 Agency Mortgage-Backed Securities FMAC FKAR 04.450 WNWN4156 N/A 3132XJTN0 2036-02-01 4.45 75575000.00 73004643.84 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q49665 G N/A 3132WPW37 2047-08-01 4 2601029.58 2454860.38 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q47338 G N/A 3132WMEL4 2047-04-01 4 1180578.85 1113267.36 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q46113 G N/A 3132WKYK8 2047-02-01 4 3023685.61 2848772.45 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q63996 G N/A 3132VQNN2 2049-05-01 4.5 1377554.35 1332909.19 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q63673 G N/A 3132VQCK0 2049-05-01 4 2036168.41 1914807.34 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q62126 G N/A 3132VNLG6 2049-03-01 4 632926.86 593795.74 Agency Mortgage-Backed Securities FMAC FKAR 04.774 W9WV7002 N/A 3132VFX70 2031-11-01 4.08 4999000.00 4990056.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV7623 N/A 3140MMPH5 2052-04-01 4.5 694969.73 666892.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV7331 N/A 3140MMED6 2052-07-01 5 515528.21 505048.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV5097 N/A 3140MJUX1 2052-08-01 5 832618.83 829356.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV5067 N/A 3140MJTZ8 2052-07-01 5 1024245.05 1012837.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX7338 N/A 3140NCEL9 2053-08-01 6.5 331003.42 353202.72 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBE2669 N/A 3140FM6F8 2047-04-01 4 601609.73 564360.06 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6255 N/A 3133KM5Q4 2051-11-01 2.5 991126.83 844050.87 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG8728 N/A 3133C9VV2 2053-08-01 6.5 802458.67 853988.28 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG8680 N/A 3133C9UD3 2053-08-01 6.5 736638.38 774242.06 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG8368 N/A 3133C9JM6 2053-08-01 6.5 815761.33 869310.89 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG7988 N/A 3133C82V6 2053-08-01 6.5 633618.49 673557.79 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG6539 N/A 3133C7HQ3 2053-07-01 6.5 502498.49 531051.80 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG6448 N/A 3133C7EV5 2053-07-01 6.5 996932.50 1062368.83 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG4952 N/A 3133C5QD6 2053-06-01 6 900740.58 933178.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG1183 N/A 3133C1J43 2053-04-01 5 954099.38 943734.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG0585 N/A 3133C0UJ9 2053-04-01 5.5 634191.15 642874.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF6648 N/A 3133BUL54 2053-01-01 6 787335.76 813413.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF6432 N/A 3133BUED5 2053-01-01 5.5 416361.01 418094.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF6157 N/A 3133BTZW3 2053-01-01 5.5 931096.09 945923.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY0739 N/A 3140NGZD5 2053-05-01 5 1226081.68 1204559.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY0687 N/A 3140NGXR6 2053-04-01 5.5 556857.66 562940.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY0245 N/A 3140NGHX1 2053-04-01 5 987828.22 976657.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8645 N/A 3133BJTA0 2052-08-01 5 733098.40 720002.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8631 N/A 3133BJSU7 2052-08-01 5 689416.63 685769.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8625 N/A 3133BJSN3 2052-08-01 5 933122.78 928413.93 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8280 N/A 3133BJFV9 2052-06-01 5 368023.65 362498.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8194 N/A 3133BJC75 2052-08-01 5 5566221.44 5473736.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE7656 N/A 3133BHQH2 2052-08-01 5 765424.51 757192.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE7553 N/A 3133BHMA1 2052-08-01 5 1123768.59 1103180.78 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE7496 N/A 3133BHKH8 2052-08-01 4.5 1575595.42 1511944.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF1405 N/A 3133BNR21 2052-10-01 5 943686.42 934069.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAR9224 N/A 3138W7HA5 2043-03-01 3.5 1374230.59 1271625.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR5851 N/A 3138W3QD8 2043-02-01 3.5 1061557.74 994285.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR1754 N/A 3138NX5Q6 2043-02-01 3.5 1136726.13 1063733.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAQ9096 N/A 3138MRDA6 2042-12-01 4 768575.50 733749.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAQ3308 N/A 3138MJVA4 2042-11-01 3.5 968719.80 896401.64 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAQ0017 N/A 3138MFAT4 2042-10-01 4 532667.94 511820.03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAP2981 N/A 3138M6J32 2042-08-01 4 1332531.01 1280135.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAL4769 N/A 3138EMJP7 2044-01-01 5 331489.52 330342.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK3106 N/A 3138E7NY6 2042-02-01 3.5 785453.17 735260.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CQAK0765 N/A 3138E4Z79 2042-03-01 4 441788.49 418423.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAI6963 N/A 3138ALWZ6 2041-07-01 4.5 307334.54 300911.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAI2822 N/A 3138AGD47 2041-06-01 4.5 629727.04 617137.54 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL190371 N/A 31368HMU4 2036-07-01 6.5 1115181.90 1183803.13 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQA4810 N/A 31346YKX0 2049-11-01 4 521372.06 488808.90 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA4805 N/A 31346YKS1 2049-11-01 3.5 1184167.78 1075311.58 Agency Mortgage-Backed Securities FMAC FMAR 420346 G N/A 31346AL37 2037-07-01 4.995 22264.39 22222.84 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI5176 N/A 3133WBXD3 2054-05-01 6.5 804881.60 851986.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF5452 N/A 3133BTBV1 2052-12-01 6 931870.94 954956.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF5419 N/A 3133BTAU4 2053-01-01 6 453856.14 473943.35 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQF4791 N/A 3133BSKC5 2052-12-01 6.5 683609.43 715776.44 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF5318 N/A 3133BS4B5 2052-12-01 6 795446.31 814553.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF4276 N/A 3133BRXD1 2052-12-01 5.5 808290.37 816467.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF4198 N/A 3133BRUX0 2052-12-01 6 740574.77 771258.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF3362 N/A 3133BQWX0 2052-11-01 6 736518.60 753277.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE3952 N/A 3133BDL94 2052-06-01 5 1198512.77 1177365.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8074 N/A 3133BH6K7 2052-08-01 5 1663252.32 1644009.60 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE6377 N/A 3133BGCN6 2052-07-01 4.5 1604923.40 1531318.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE7131 N/A 3133BG4Q8 2052-08-01 5 2846420.39 2839317.62 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE6052 N/A 3133BFWM8 2052-07-01 4.5 2643555.17 2526622.79 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE5807 N/A 3133BFNY2 2052-07-01 5 1615113.49 1611002.49 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE5132 N/A 3133BEVZ3 2052-07-01 4.5 3025091.87 2899429.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7272 N/A 3140N0CJ2 2052-08-01 5 1145017.59 1123419.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8076 N/A 3140N06N0 2052-08-01 5 932720.48 916065.51 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7022 N/A 3140MYYU0 2052-08-01 5 726998.94 722766.84 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW7030 N/A 3140MYY48 2052-08-01 4.5 651644.10 625320.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6996 N/A 3140MYX23 2052-08-01 5 603272.57 593448.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6497 N/A 3140MYGF3 2052-09-01 5 1046636.82 1035970.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6470 N/A 3140MYFL1 2052-09-01 5 973745.13 971795.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6452 N/A 3140MYE24 2052-09-01 5 1004844.82 994504.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6422 N/A 3140MYD41 2052-08-01 5 885890.16 878594.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7162 N/A 3140MY5Y4 2052-08-01 5 558145.70 554232.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK7170 N/A 3140HL6G6 2048-07-01 4.5 383127.31 371647.67 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK6150 N/A 3140HKZQ4 2048-08-01 4.5 374843.15 363426.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK6134 N/A 3140HKY85 2048-07-01 4.5 734520.83 710635.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK6081 N/A 3140HKXK9 2048-09-01 4.5 1066527.62 1028292.61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK6043 N/A 3140HKWD6 2048-09-01 4.5 855783.44 830295.64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK6032 N/A 3140HKV21 2048-11-01 4.5 899636.25 871877.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK6169 N/A 3140HK2B3 2048-09-01 4.5 887519.04 857962.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK1971 N/A 3140HFFM6 2048-03-01 4.5 385427.24 372672.30 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK0122 N/A 3140HDD43 2048-06-01 4.5 543560.28 526212.01 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ8310 N/A 3140HAGU8 2048-01-01 4.5 847154.37 821832.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ7821 N/A 3140H9VP5 2049-05-01 4.5 1236314.02 1199295.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK6690 N/A 3140HLNG7 2048-11-01 4.5 527707.72 511991.53 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ7813 N/A 3140H9VF7 2049-05-01 4.5 1124653.91 1091584.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ7762 N/A 3140H9TU7 2049-04-01 4.5 499836.87 484633.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBJ7541 N/A 3140H9LX9 2048-12-01 5 679856.96 674313.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAR9386 N/A 3138W7NC4 2043-04-01 4 442689.18 422201.23 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAR9350 N/A 3138W7L85 2043-02-01 4 481379.96 458425.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL934095 N/A 31412TGC1 2038-07-01 6.5 456154.94 483385.86 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CZAE0512 N/A 31419ASA6 2050-07-01 4.5 919763.82 879662.12 Agency Mortgage-Backed Securities FMAC 04.500 FGPC A96200 G N/A 3129443H2 2041-01-01 4.5 1138058.10 1116776.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN3864 N/A 3140JLJJ4 2049-03-01 4.5 490825.65 470443.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9958 N/A 3140N3B40 2052-09-01 5 712366.34 697677.82 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAO0210 N/A 3138LQGU2 2042-05-01 4 855551.03 807536.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAP4450 N/A 3138M75L5 2042-08-01 4 442819.36 422151.36 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW9899 N/A 3140N27M7 2052-10-01 4.5 852667.67 809570.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX1111 N/A 3140N5GV0 2052-10-01 5 550625.52 551991.99 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY1604 N/A 3140NHYA0 2053-05-01 6.5 752770.86 798413.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ7047 N/A 3138MNZM5 2042-12-01 3.5 607159.02 568361.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ5707 N/A 3138MMKV3 2043-01-01 3.5 373605.15 349472.75 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAR8634 N/A 3138W6SY3 2043-03-01 4 1009491.24 962826.84 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN0697 N/A 3140JGX34 2048-09-01 4.5 379311.02 370849.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN5945 N/A 3140JNTB6 2049-06-01 3.5 359196.47 327340.29 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8721 N/A 3133BJVN9 2052-09-01 5 764941.98 750324.45 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK9601 N/A 3140HPU39 2048-06-01 4 649734.86 611396.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX9026 N/A 3140NEA47 2053-04-01 5 671161.81 670480.35 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAU0304 N/A 3138WZKS0 2043-07-01 4 677944.49 644617.64 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY6217 N/A 3140NN4B8 2053-08-01 6.5 650752.04 688790.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA4711 N/A 3140A5GV4 2053-12-01 6.5 420948.39 445907.97 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAU9237 N/A 3138X9HP7 2038-10-01 4 512516.04 492488.62 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAW1015 N/A 3138XQDV0 2044-05-01 4.5 1313539.20 1276949.25 Agency Mortgage-Backed Securities FMAC 04.000 FGPC V81252 G N/A 3132L6L90 2044-07-01 4 1476103.44 1400373.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAX1613 N/A 3138Y2YK3 2044-08-01 3.5 616569.15 570413.20 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM7247 N/A 3131Y2BQ0 2048-07-01 4.5 1241921.34 1205397.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX2509 N/A 3140N6YF3 2052-11-01 4.5 1186402.24 1135738.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAS7969 N/A 3138WH2B7 2046-09-01 3.5 879160.27 804732.90 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6431 N/A 3140MYED0 2052-08-01 5 470640.96 466215.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN4873 N/A 3140JMMX7 2049-04-01 4.5 668735.26 648259.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK9050 N/A 3140HPBU0 2048-11-01 4.5 765797.43 730355.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX2228 N/A 3140N6PN6 2052-11-01 5 979655.99 958205.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX0985 N/A 3140N5CX0 2052-10-01 5 1209567.93 1200477.62 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA1095 N/A 3140A1GD3 2053-12-01 7 1111792.35 1190376.42 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9240 N/A 3133WGHR9 2054-07-01 6.5 989108.01 1048797.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO8242 N/A 3140K4EQ9 2049-11-01 3.5 688530.80 629222.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV9891 N/A 3140MP7D7 2052-06-01 3.5 601977.52 542885.40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ8365 N/A 3140HAJK7 2049-07-01 3.5 810012.63 746815.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW3706 N/A 3140MVDL9 2052-07-01 5 636521.83 624509.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX8173 N/A 3140NDCK1 2053-04-01 5.5 642439.07 644782.91 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY7243 N/A 3140NQBM9 2053-07-01 6.5 792357.37 843449.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6349 N/A 3140MYBT8 2052-08-01 5 547633.35 543582.33 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQF7619 N/A 3133BVPC3 2053-02-01 6.5 524266.67 556587.54 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q46150 G N/A 3132WKZQ4 2047-02-01 4 2952472.67 2793583.39 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY9823 N/A 3140NS4H4 2053-11-01 6.5 875410.16 920700.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL831440 N/A 31407HV94 2036-05-01 6 436934.21 455198.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX6872 N/A 3140NBT68 2053-02-01 5.5 656640.65 666892.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX7352 N/A 3140NCE21 2053-09-01 6.5 441901.58 468697.02 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX7287 N/A 3140NCCZ0 2053-06-01 6.5 734922.79 781292.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV5072 N/A 3140MJT62 2052-07-01 5 453663.99 452494.75 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBU8600 N/A 3140MARW6 2052-01-01 3 1155846.05 1007088.66 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBQ4234 N/A 3140KPV42 2050-10-01 3 449554.88 390425.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBP1147 N/A 3140K8HZ7 2050-01-01 3.5 435656.60 396146.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBP1137 N/A 3140K8HP9 2050-01-01 3.5 843314.90 767186.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBP1133 N/A 3140K8HK0 2050-01-01 3.5 407509.55 373759.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX6779 N/A 3140NBQ95 2053-03-01 5.5 713691.23 725992.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX6726 N/A 3140NBPL9 2053-02-01 6 564066.22 586589.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBP1060 N/A 3140K8FA4 2050-02-01 3.5 330640.93 303477.68 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBP0048 N/A 3140K7BS1 2050-01-01 3.5 1073359.51 980252.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO9987 N/A 3140K6CZ6 2049-12-01 3.5 620534.84 566707.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO9991 N/A 3140K6C52 2049-12-01 3.5 519665.55 472560.29 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO9365 N/A 3140K5MP9 2049-12-01 3 528284.51 461973.71 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO8803 N/A 3140K4X96 2050-01-01 3.5 1255483.49 1147964.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX7290 N/A 3140NCC49 2053-06-01 6 921958.12 955160.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1148 N/A 31418AH27 2042-08-01 3.5 537770.91 497629.90 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBAC8041 N/A 31417U5B7 2040-01-01 6.085 38034.97 39408.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAC6616 N/A 31417TK64 2039-11-01 5.5 1099929.62 1120921.05 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBAC5428 N/A 31417SA67 2039-11-01 6.275 137194.79 142251.54 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN2997 N/A 3140JKKK1 2048-11-01 4.5 561530.71 540615.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN2995 N/A 3140JKKH8 2048-11-01 4.5 471235.12 452993.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN1457 N/A 3140JHTP8 2048-11-01 4.5 858388.59 826774.14 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN1293 N/A 3140JHNK5 2048-10-01 4.5 648890.73 629265.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN1278 N/A 3140JHM42 2049-03-01 4.5 1104862.04 1063655.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN1207 N/A 3140JHKV4 2048-11-01 4 702435.24 658732.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN0975 N/A 3140JHCM3 2049-01-01 4.5 348062.20 340103.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN0716 N/A 3140JGYN9 2048-09-01 4.5 621858.87 599172.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN0714 N/A 3140JGYL3 2048-09-01 5 818200.78 810883.34 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN0696 N/A 3140JGX26 2048-09-01 4.5 816506.41 794393.78 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN0588 N/A 3140JGUN3 2048-11-01 4.5 542998.03 525877.84 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN0891 N/A 3140JG7D1 2048-11-01 4.5 611716.59 591526.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN0856 N/A 3140JG5S0 2048-10-01 4.5 1201101.76 1154904.99 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM8084 N/A 3140JC6W9 2056-07-01 3.794 31254979.00 29919974.67 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WSBM8008 N/A 3140JC3S1 2050-11-01 5.98 8193590.53 8542022.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK9051 N/A 3140HPBV8 2048-11-01 4.5 1196738.75 1142338.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK9876 N/A 3140HP6N2 2048-10-01 4.5 1146789.40 1105074.94 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL872293 N/A 31409JC65 2036-05-01 6 634847.57 661379.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL868838 N/A 31409EHP9 2036-04-01 6 431303.55 449335.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL850583 N/A 31408F6U8 2036-01-01 6 374608.51 389407.04 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL849355 N/A 31408ETL6 2036-01-01 6 439627.95 448785.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL831395 N/A 31407HUU8 2036-04-01 6 478054.00 498016.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBP1134 N/A 3140K8HL8 2050-01-01 4 720613.72 677645.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2754 N/A 3140NKBY6 2053-05-01 6.5 1089025.19 1157073.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7903 N/A 3140N0X91 2052-08-01 5 888678.71 882250.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX8481 N/A 3140NDM79 2053-03-01 4.5 398380.06 386196.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7909 N/A 3140N0YF6 2052-08-01 5 1092285.23 1074973.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8799 N/A 3133BJX49 2052-09-01 5 961755.41 945376.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0239 N/A 3133BMHQ1 2052-09-01 5 743977.38 729165.29 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF5430 N/A 3133BTA75 2053-01-01 6 593405.83 616329.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX3655 N/A 3140N8BZ0 2052-12-01 5.5 946870.06 964623.24 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2175 N/A 3140NJMZ4 2053-07-01 6.5 813320.04 864703.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW5447 N/A 3140MXBR4 2052-07-01 5 711249.22 706068.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8748 N/A 3133BJWH1 2052-08-01 5 618077.55 612887.34 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN5465 N/A 3140JNCB4 2049-01-01 4.5 381371.71 370155.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRBC2809 N/A 3140EXDP5 2046-08-01 3.5 480889.65 440246.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6196 N/A 3140MX3E2 2052-08-01 5 727634.96 722763.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBP1145 N/A 3140K8HX2 2050-01-01 3.5 684758.54 625783.49 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL923447 N/A 31412E5G7 2037-08-01 7 381286.37 401813.81 Agency Mortgage-Backed Securities FNMA FNMS 07.000 NP888880 N/A 31410GQ97 2037-12-01 7 321961.82 331108.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAC1509 N/A 31417KVB0 2039-08-01 6 577608.26 598182.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBD5353 N/A 3140FC5P9 2047-05-01 4 658248.13 617594.29 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0702 N/A 3133BMX75 2052-09-01 5 653616.51 642346.64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV3421 N/A 3140MGYT2 2052-05-01 3 1323253.11 1173632.88 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBC2457 N/A 3140EWWT8 2046-02-01 4 1219479.25 1152802.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX0173 N/A 3140N4FP7 2053-02-01 5.5 1151190.24 1172372.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBP1131 N/A 3140K8HH7 2050-01-01 3.5 913842.00 834580.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBE3591 N/A 3140FN7D0 2048-06-01 4.5 515198.85 499495.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX1844 N/A 3140N6BN1 2052-12-01 5.5 577809.88 588603.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0435 N/A 3133BMPU3 2052-09-01 5 633411.08 622715.09 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF1101 N/A 3133BNGJ6 2052-10-01 5 765626.47 751739.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX3369 N/A 3140N7W71 2052-12-01 6 814308.13 839481.65 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q48899 G N/A 3132WN3H3 2047-06-01 4 1452654.02 1364584.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV9112 N/A 3140MPDS7 2052-08-01 5 1055119.70 1036279.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8583 N/A 3140N1RD7 2052-10-01 5 945983.83 930203.56 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY3440 N/A 3140NKZE4 2053-06-01 6.5 861832.37 918889.69 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G61559 G N/A 31335BWU6 2048-03-01 4 5064212.16 4758836.79 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM1618 N/A 3131XUYP6 2046-09-01 3.5 402289.88 368991.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8632 N/A 3133BJSV5 2052-08-01 5 928208.03 910022.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX6601 N/A 3140NBKP5 2053-04-01 5.5 950514.75 965845.92 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX5954 N/A 3140NATL7 2053-02-01 6 969334.49 1005565.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX5948 N/A 3140NATE3 2053-02-01 6 490936.69 512699.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX5914 N/A 3140NASC8 2053-01-01 6 837825.95 869140.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX5777 N/A 3140NAM34 2052-12-01 6 532603.11 545683.31 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX5100 N/A 3140N9U20 2053-02-01 4.5 538497.97 518473.39 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX4629 N/A 3140N9EB8 2053-01-01 6 516499.44 533462.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX4611 N/A 3140N9DR4 2052-12-01 5.5 746139.64 751386.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX4604 N/A 3140N9DJ2 2052-12-01 5.5 666622.84 671563.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX3985 N/A 3140N8NB0 2052-10-01 4.5 1088457.35 1043308.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX4014 N/A 3140N8N87 2052-12-01 6 1060575.20 1084832.67 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX3940 N/A 3140N8LW6 2053-01-01 4.5 798537.07 764790.89 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q38970 G N/A 3132QV6G1 2046-02-01 4 1387335.20 1313930.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO8761 N/A 3140K4WX4 2050-01-01 3.5 533151.25 484816.65 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q37596 G N/A 3132QUNN9 2045-11-01 4 1694612.59 1603953.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI2080 N/A 3133W8JZ7 2054-03-01 6 1057661.20 1092903.53 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN7874 N/A 3140JQXC2 2049-05-01 4.5 396177.61 384091.02 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN7888 N/A 3140JQXS7 2049-05-01 4.5 352766.89 340302.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW3118 N/A 3140MUPC8 2052-06-01 5 479768.73 471345.27 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN2084 N/A 3140JJJ67 2048-10-01 4.5 629965.86 608072.65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF1294 N/A 3133BNNK5 2052-10-01 5 464256.51 455650.43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH6683 N/A 3140GVM93 2047-07-01 4 610507.88 572846.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE8871 N/A 3133BJ2C5 2052-08-01 5 1144986.96 1125979.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8413 N/A 3140N1K36 2052-09-01 5 1185705.81 1178646.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV5162 N/A 3140MJWY7 2052-03-01 3.5 952929.44 869835.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY9004 N/A 3140NSAE4 2053-08-01 6 658871.92 682472.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK6172 N/A 3140HK2E7 2048-09-01 4.5 1002985.35 970475.59 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH2333 N/A 3140GQSX5 2047-05-01 4 890199.79 837613.31 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CQMA2916 N/A 31418CG24 2047-02-01 4 534576.20 502284.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO5233 N/A 3140K0Y77 2050-01-01 3.5 483544.59 441632.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO3076 N/A 3140JXM21 2049-08-01 3.5 1269508.87 1165401.10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO2368 N/A 3140JWT26 2049-11-01 3.5 797286.27 725456.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO2685 N/A 3140JW6X3 2049-07-01 3.5 941178.35 857556.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO1161 N/A 3140JVJF0 2049-07-01 3.5 376422.29 345372.97 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO0567 N/A 3140JUTZ7 2049-06-01 3.5 508488.59 466641.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO0569 N/A 3140JUT38 2049-06-01 3.5 685284.93 623452.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO0325 N/A 3140JULF9 2049-05-01 3.5 585350.20 534929.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBO0296 N/A 3140JUKJ2 2049-05-01 4.5 505824.71 490670.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBO0315 N/A 3140JUK52 2049-05-01 4.5 361547.48 347279.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN9626 N/A 3140JSVU0 2049-04-01 4.5 499818.06 483659.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN9557 N/A 3140JSTP4 2049-07-01 3.5 576337.70 530505.40 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM4277 N/A 3131XXXE6 2047-09-01 4.5 453118.94 438821.22 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX3442 N/A 3140N7ZG8 2052-11-01 6 729269.46 746493.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX3155 N/A 3140N7QH6 2052-12-01 6 586862.12 602844.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX2837 N/A 3140N7EK2 2052-11-01 5.5 486855.90 489987.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX2374 N/A 3140N6T85 2053-02-01 4.5 932013.78 890375.13 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL745932 N/A 31403DVZ9 2036-11-01 6.5 378752.18 400361.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ2683 N/A 3138YT6V1 2045-11-01 3.5 927023.16 851224.80 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAX6481 N/A 3138Y8FX3 2044-11-01 4 1170909.86 1108311.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8588 N/A 3140N1RJ4 2052-10-01 5 1257248.88 1236741.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8587 N/A 3140N1RH8 2052-10-01 5 700293.85 692783.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8578 N/A 3140N1Q89 2052-10-01 5 568070.39 558226.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8410 N/A 3140N1KY8 2052-09-01 5 498978.62 495981.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8415 N/A 3140N1K51 2052-09-01 5 951212.61 945749.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8371 N/A 3140N1JR5 2052-09-01 5 1080918.68 1062062.78 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q37989 G N/A 3132QU2X0 2045-12-01 4 922996.79 873328.79 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q27912 G N/A 3132M8N51 2044-08-01 4 2566438.63 2447646.74 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q25770 G N/A 3132M6CF5 2044-04-01 4 5476602.50 5220595.06 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q24959 G N/A 3132M5E81 2044-02-01 4.5 1291996.70 1255956.46 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q24793 G N/A 3132M47E9 2044-02-01 4 1242305.68 1185830.87 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q23585 G N/A 3132M3UJ4 2043-12-01 4.5 1315157.40 1278656.52 Agency Mortgage-Backed Securities FMAC 04.000 FGPC V80989 G N/A 3132L6C25 2044-03-01 4 3595269.99 3430356.15 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q11101 G N/A 3132HMGJ4 2042-09-01 4 642666.17 613737.41 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD3782 N/A 3132E0FX5 2052-10-01 4.5 980774.37 938203.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB1630 N/A 3132CXY30 2040-09-01 6 5153223.53 5319311.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBH4628 N/A 3140GTEA4 2047-06-01 4.5 710736.14 689416.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG0612 N/A 3133C0VD1 2053-04-01 6 852645.03 891477.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO3685 N/A 3140JYCX2 2049-12-01 3.5 563972.11 511300.31 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE8679 N/A 3133BJUC4 2052-08-01 4 535931.13 495322.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0007 N/A 3133BMAG0 2052-09-01 5 1082141.01 1060246.77 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBP9680 N/A 3140KHXJ5 2050-07-01 3 1305703.40 1144749.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY4344 N/A 3140NLZJ1 2053-07-01 6 747987.13 767122.88 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q48210 G N/A 3132WNDQ2 2047-05-01 4 1466903.89 1383882.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6445 N/A 3140MYET5 2052-09-01 5 675467.89 669599.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN8599 N/A 3140JRRV5 2049-05-01 3.5 1093782.47 991794.55 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2208 N/A 3140NJN26 2053-08-01 6.5 906344.21 961000.99 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN3871 N/A 3140JLJR6 2049-04-01 4 923500.38 865402.36 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN3861 N/A 3140JLJF2 2049-03-01 4 1343834.30 1259833.00 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW1479 N/A 3140MSUD5 2052-06-01 5 1023059.16 1016212.51 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3VZA3582 N/A 31329L6T4 2042-06-01 4 4204104.18 4015467.42 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX5134 N/A 3140N9V45 2053-01-01 6 491138.37 505883.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW1689 N/A 3140MS2X2 2052-07-01 5 981301.92 978441.10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBD7724 N/A 3140FFSN2 2046-07-01 3.5 346659.36 317632.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY9493 N/A 3140NSRP1 2053-08-01 5 744068.37 728730.64 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG1644 N/A 3133C1ZH6 2053-04-01 6 580698.21 601349.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK6129 N/A 3140HKY36 2048-07-01 4.5 542431.61 524680.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX8394 N/A 3140NDKG1 2053-04-01 5.5 875335.22 884904.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW7479 N/A 3140N0JZ9 2052-11-01 5.5 614675.92 626419.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE6733 N/A 3133BGPS1 2052-07-01 5 1286252.77 1265770.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY4869 N/A 3140NMMT1 2053-06-01 5.5 592265.44 601490.17 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0531 N/A 3132ACSU5 2047-04-01 3.5 857187.54 786025.26 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS3617 N/A 3132A4AS7 2041-12-01 3.5 749824.27 702307.65 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA4212 N/A 31329MVD9 2043-04-01 3.5 5056621.00 4704091.93 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN3963 N/A 3131YAML1 2049-03-01 4.5 1144809.50 1109368.49 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM7250 N/A 3131Y2BT4 2048-07-01 4.5 1145109.91 1110172.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8370 N/A 3140N1JQ7 2052-08-01 5 1214502.84 1202415.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8939 N/A 3140N14Z3 2052-09-01 5 1144141.78 1137360.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7943 N/A 3140N0ZH1 2052-08-01 5 966317.30 946551.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7940 N/A 3140N0ZE8 2052-08-01 5 1208000.19 1182111.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7934 N/A 3140N0Y82 2052-08-01 5 651079.42 642041.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7892 N/A 3140N0XW0 2052-08-01 5 1275650.99 1263170.87 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW7899 N/A 3140N0X59 2052-08-01 4.5 881882.56 846256.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7776 N/A 3140N0UA1 2052-09-01 5 771429.09 770646.60 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAX2449 N/A 3138Y3WK3 2044-09-01 4 891554.84 845346.74 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAX1274 N/A 3138Y2MY6 2044-09-01 4 327728.62 312415.28 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAX1190 N/A 3138Y2KC6 2044-10-01 4 599323.70 567829.44 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAW8254 N/A 3138XYE42 2044-07-01 4 1262664.18 1202148.90 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV8835 N/A 3138XLY97 2044-09-01 4 335643.84 319976.43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV8875 N/A 3138XL2H4 2044-12-01 4 596530.95 566725.48 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAU9356 N/A 3138X9ME6 2043-11-01 4 671171.23 639819.03 Agency Mortgage-Backed Securities FNMA FNMS 06.000 NP745962 N/A 31403DWX3 2036-09-01 6 297157.15 300969.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX9031 N/A 3140NEA96 2053-04-01 5 1050706.49 1039134.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY6994 N/A 3140NPXY1 2053-07-01 6 850772.00 883031.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW3002 N/A 3140MUKQ2 2052-08-01 5 756080.51 740993.43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO2365 N/A 3140JWTX8 2049-11-01 3.5 524697.68 479459.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ2620 N/A 3138YT4E1 2045-08-01 3.5 660904.15 608861.04 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC0590 N/A 3133AJUP6 2051-04-01 3 1530024.91 1357560.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8372 N/A 3140N1JS3 2052-08-01 5 1201705.96 1188755.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBO0306 N/A 3140JUKU7 2049-04-01 4.5 465947.68 448936.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7680 N/A 3140N0RA5 2052-09-01 5 825518.99 815320.25 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO8271 N/A 3140K4FM7 2049-11-01 3.5 984197.36 890372.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY4521 N/A 3140NMAX5 2053-08-01 6 695600.31 722277.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0729 N/A 3133BMY25 2052-10-01 5 881852.97 863465.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBP3617 N/A 3140KBAT1 2050-06-01 3.5 472211.79 427896.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN7935 N/A 3140JQY98 2049-06-01 3.5 1136346.82 1035259.31 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3VZA3579 N/A 31329L6Q0 2042-06-01 4 4272287.08 4080608.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX6362 N/A 3140NBB83 2053-02-01 5.5 815622.42 828611.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8918 N/A 3140N14C4 2052-09-01 5 1060708.39 1042874.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX5245 N/A 3140N9ZK5 2053-01-01 5.5 554809.29 561665.81 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA6180 N/A 3133A02M5 2050-01-01 3.5 1232322.14 1117127.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW3694 N/A 3140MVC89 2052-07-01 5 658780.87 645683.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7385 N/A 3140N0F34 2052-08-01 5 665201.73 652889.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9424 N/A 3140N2PJ4 2052-10-01 5 864458.42 853720.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW4827 N/A 3140MWLH7 2052-07-01 5 989073.88 972897.24 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK7199 N/A 3140HL7M2 2048-09-01 4.5 939234.48 910167.99 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM7205 N/A 3131Y2AE8 2048-07-01 4.5 1314706.03 1267076.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO8268 N/A 3140K4FJ4 2049-11-01 3.5 649634.78 597643.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO8284 N/A 3140K4F21 2049-11-01 3.5 1367874.18 1249220.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO8243 N/A 3140K4ER7 2049-11-01 3.5 551302.99 503191.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO7794 N/A 3140K3UU4 2049-12-01 3.5 406883.90 369983.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO7786 N/A 3140K3UL4 2049-12-01 3.5 783744.33 717341.33 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2174 N/A 3140NJMY7 2053-07-01 6.5 955455.84 1011292.36 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX7347 N/A 3140NCEV7 2053-09-01 6.5 642482.48 681967.31 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM3421 N/A 3131XWYS6 2047-06-01 4.5 1293968.92 1255155.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK7243 N/A 3140HMBM5 2048-10-01 4.5 472193.66 457831.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8925 N/A 3140N14K6 2052-10-01 5 942043.15 934505.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8651 N/A 3140N1TH6 2052-08-01 5 1057285.09 1039716.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX7625 N/A 3140NCPK9 2053-05-01 5 876324.29 863751.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX8731 N/A 3140NDVZ7 2053-03-01 6 725365.49 753115.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK9008 N/A 3140HPAJ6 2048-09-01 4.5 614251.56 586367.61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY9013 N/A 3140NSAP9 2053-08-01 6 747772.61 769910.42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE7179 N/A 3133BG6Q6 2052-08-01 5 1289725.58 1264269.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV8831 N/A 3140MNY59 2052-06-01 5 763828.28 750183.77 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY6746 N/A 3140NPP87 2053-07-01 6.5 313590.94 330992.32 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK6083 N/A 3140HKXM5 2048-09-01 4.5 914273.90 885978.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK6691 N/A 3140HLNH5 2048-11-01 4.5 530714.45 513970.94 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA5220 N/A 31346YYR8 2049-12-01 3.5 796188.73 724659.66 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO1528 N/A 3140JVVW9 2049-07-01 3.5 1130522.14 1032439.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX7350 N/A 3140NCEY1 2053-09-01 6.5 386855.00 408323.00 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q63007 G N/A 3132VPKV9 2049-04-01 4 1305871.21 1228663.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX6727 N/A 3140NBPM7 2053-02-01 6 1005997.01 1046635.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY0758 N/A 3140NGZY9 2053-05-01 5.5 813697.33 830893.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN8300 N/A 3140JRGJ4 2049-07-01 3.5 483126.73 442609.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO2431 N/A 3140JWVZ0 2049-07-01 3.5 904429.57 823624.81 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q59245 G N/A 3132Y3HX5 2048-10-01 4 3631203.55 3419004.49 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA1347 N/A 3140A1P92 2053-09-01 6.5 622674.47 651231.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6471 N/A 3140MYFM9 2052-09-01 5 1194420.64 1176821.64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBX2231 N/A 3140N6PR7 2052-12-01 4.5 808289.80 771767.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX2188 N/A 3140N6NE8 2052-11-01 5.5 826389.72 840000.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX2147 N/A 3140N6L59 2053-01-01 5.5 1051692.07 1067109.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX2070 N/A 3140N6JQ6 2052-11-01 6 362192.44 371555.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX1536 N/A 3140N5V68 2052-10-01 5.5 696053.76 707389.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX1359 N/A 3140N5QM9 2052-11-01 5.5 890411.40 906216.49 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX1346 N/A 3140N5P81 2052-11-01 5 724826.06 718374.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX1247 N/A 3140N5L51 2052-10-01 5 641211.45 633160.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX1246 N/A 3140N5L44 2052-10-01 5 701634.79 693522.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN8539 N/A 3140JRPZ8 2049-04-01 4.5 151448.13 146590.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN8266 N/A 3140JRFG1 2049-05-01 4.5 439447.21 422605.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN8870 N/A 3140JR2C4 2049-05-01 3.5 1003967.37 918028.43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN7933 N/A 3140JQY72 2049-06-01 3.5 602005.62 550722.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN7929 N/A 3140JQY31 2049-07-01 3.5 579999.22 529715.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN7822 N/A 3140JQVQ3 2049-03-01 4.5 536722.36 517444.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN8092 N/A 3140JQ7E7 2049-03-01 4.5 433219.00 419545.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN7019 N/A 3140JPYR0 2049-05-01 4.5 563420.57 545205.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN6952 N/A 3140JPWN1 2049-02-01 4.5 530034.94 510201.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN6949 N/A 3140JPWK7 2049-02-01 4.5 387591.92 375493.62 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN6805 N/A 3140JPR31 2049-02-01 4.5 572916.19 553892.51 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN6633 N/A 3140JPLP8 2049-05-01 4.5 852370.79 825981.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN6557 N/A 3140JPJB2 2049-04-01 4.5 1220346.78 1180130.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN6554 N/A 3140JPH81 2049-05-01 4.5 476662.33 460166.47 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN5471 N/A 3140JNCH1 2049-01-01 4.5 464773.63 446944.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX1169 N/A 3140N5JP0 2052-11-01 5.5 876972.59 887244.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX1142 N/A 3140N5HU1 2052-11-01 5 767150.29 761006.69 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS2384 N/A 3138WBUJ2 2044-05-01 4 472126.22 449878.85 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CZAB4026 N/A 31417APL7 2051-12-01 4 1283930.41 1190406.78 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL995941 N/A 31416CLW4 2039-07-01 6.5 764700.52 802177.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL995867 N/A 31416CJL1 2039-06-01 5.5 631536.66 642309.63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL995378 N/A 31416BXF0 2039-01-01 6.5 427649.95 449501.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL995301 N/A 31416BU22 2038-11-01 6 827199.72 863904.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 NP995509 N/A 31416B3S5 2039-01-01 5.5 941724.52 946922.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CZ994095 N/A 31416AKG4 2048-11-01 5.5 325539.17 327553.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY7272 N/A 3140NQCJ5 2053-08-01 5.5 730917.81 744442.22 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY7245 N/A 3140NQBP2 2053-07-01 6.5 859065.02 911862.01 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ7337 N/A 3140H9EK5 2048-10-01 4.5 1040560.76 1007117.14 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ7117 N/A 3140H84B8 2048-08-01 4.5 429986.80 417374.43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ2948 N/A 3140H4H23 2047-11-01 4 419179.07 393049.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ2383 N/A 3140H3UH7 2047-11-01 3.5 709846.50 654689.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBJ1351 N/A 3140H2QD3 2053-06-01 6.5 999105.86 1065526.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ1081 N/A 3140H2FX1 2048-01-01 4.5 626280.24 605913.60 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH8165 N/A 3140GXCB5 2047-07-01 4 518713.17 487618.05 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH7573 N/A 3140GWMX8 2047-08-01 4 491586.68 463899.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBH4281 N/A 3140GSXK3 2047-06-01 4.5 599891.45 581949.90 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBH4277 N/A 3140GSXF4 2047-04-01 4.5 491683.74 476542.83 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH3137 N/A 3140GRPX6 2047-07-01 4 1149360.49 1078555.67 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBH3067 N/A 3140GRMR2 2047-05-01 4.5 489209.69 474271.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH0358 N/A 3140GNMG5 2047-04-01 4 1200872.95 1124906.13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAU7307 N/A 3138X7DM2 2043-08-01 4 768165.53 733416.28 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAU2598 N/A 3138X13G9 2043-08-01 4 320746.08 305207.33 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD3654 N/A 3132E0BX9 2052-10-01 5 17389943.64 17337889.74 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1608 N/A 3132DNYD9 2052-09-01 4.5 1943659.19 1856281.99 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2449 N/A 3140NJWK6 2053-07-01 6.5 875936.05 928892.23 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBH5111 N/A 3140GTVD9 2047-08-01 3.5 489868.30 451389.47 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQF6337 N/A 3133BUBE6 2053-01-01 6.5 660403.85 703749.90 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV8912 N/A 3140MN3W4 2052-06-01 4.5 1180680.16 1126919.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX9761 N/A 3140NEZ32 2053-04-01 5.5 625119.68 636338.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8784 N/A 3140N1XN8 2052-09-01 5 1090038.12 1069939.64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBU6230 N/A 3140M74Q1 2052-01-01 3 1155060.26 1006219.19 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G60046 G N/A 31335ABP2 2045-04-01 4 3794937.66 3601328.79 Agency Mortgage-Backed Securities GNMA GNII SF MB0623 M N/A 3618N5VR7 2055-09-20 5.5 12538310.33 12573785.39 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQA2143 N/A 31334YLY1 2049-08-01 4.5 1704165.34 1645191.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX5016 N/A 3140N9SE7 2053-01-01 5.5 753142.63 768069.41 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY6960 N/A 3140NPWW6 2053-07-01 6.5 824398.79 868597.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7150 N/A 3140MY5L2 2052-07-01 5 969133.83 951679.40 Agency Mortgage-Backed Securities GNMA GNII SF MB0025 M N/A 3618N5A33 2054-11-20 5 78755462.73 77348391.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN9736 N/A 3140JSZA0 2049-04-01 4.5 625088.08 605737.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY0727 N/A 3140NGYZ7 2053-05-01 6 696326.83 724355.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX6181 N/A 3140NA2P7 2053-02-01 5.5 683481.07 687712.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE7202 N/A 3133BHAB2 2052-08-01 5 1495614.52 1470765.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX2159 N/A 3140N6MH2 2053-01-01 5.5 838155.23 854331.90 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV9091 N/A 3140MPC58 2052-08-01 5 1250560.72 1226970.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN5408 N/A 3140JNAJ9 2049-04-01 4.5 626744.22 597739.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9388 N/A 3140N2NE7 2052-09-01 5 787471.99 780510.48 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM3779 N/A 3131XXFU0 2047-07-01 4.5 477135.66 461846.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX1057 N/A 3140N5E75 2052-12-01 5.5 709780.05 720307.03 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM4263 N/A 3131XXWY3 2047-09-01 4.5 3773728.65 3665600.00 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM3450 N/A 3131XWZP1 2047-06-01 4.5 1229506.66 1192738.26 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM3435 N/A 3131XWY80 2047-06-01 3.5 403495.25 370138.97 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM2986 N/A 3131XWJ79 2047-04-01 3.5 817080.79 749808.62 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL5041 N/A 3131XLS65 2043-02-01 3.5 386385.86 358639.74 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL2710 N/A 3131XJAK8 2042-02-01 3.5 922859.74 864287.37 Agency Mortgage-Backed Securities FMAC 04.500 FGPC A96338 G N/A 312945BF4 2041-01-01 4.5 4666132.90 4578689.57 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A90775 G N/A 3129382G7 2040-01-01 5.5 1130481.96 1166046.17 Agency Mortgage-Backed Securities FMAC 04.500 FGPC A87971 G N/A 3129342C5 2039-08-01 4.5 2913156.59 2858712.61 Agency Mortgage-Backed Securities FMAC 05.500 FGPC H09189 G N/A 3128UNF64 2037-03-01 5.5 1202840.48 1210996.14 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G07630 G N/A 3128M9Y30 2044-02-01 4.5 1330806.22 1294033.39 Agency Mortgage-Backed Securities FMAC 06.000 FGPC G04303 G N/A 3128M6DG0 2038-04-01 6 1166123.01 1219347.19 Agency Mortgage-Backed Securities FMAC 06.000 FGPC A48582 G N/A 3128K9RB2 2036-04-01 6 461518.39 481383.53 Agency Mortgage-Backed Securities FMAC 05.500 FGPC L10154 G N/A 3128DHE34 2034-01-01 5.5 1635969.85 1639024.75 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN4852 N/A 3140JMMA7 2049-01-01 4.5 742973.67 719967.49 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN4839 N/A 3140JMLV2 2049-02-01 4.5 374524.88 362706.75 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN4845 N/A 3140JML34 2049-03-01 4.5 540416.57 524518.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX0975 N/A 3140N5CM4 2052-10-01 5 971684.11 954328.54 Agency Mortgage-Backed Securities GNMA GNII SF DT0052 C N/A 3618VYBV8 2056-07-20 6 2392418.00 2477406.26 Agency Mortgage-Backed Securities GNMA GNII SF DS2471 C N/A 3618VNW80 2056-06-20 6 4864980.76 5087446.60 Agency Mortgage-Backed Securities GNMA GNII SF MB1143 M N/A 3618N6HV2 2056-05-20 5.5 54669092.50 54823878.91 Agency Mortgage-Backed Securities GNMA GNII SF MB1069 M N/A 3618N6FK8 2056-04-20 4.5 2821085.18 2673195.43 Agency Mortgage-Backed Securities GNMA GNII SF MB0936 M N/A 3618N6BE6 2056-02-20 5 125312815.16 122588723.45 Agency Mortgage-Backed Securities GNMA GNII SF MB0744 M N/A 3618N5ZJ1 2055-11-20 4.5 20287486.90 19224828.33 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV8425 N/A 3140MNLF1 2052-04-01 3 801780.91 710397.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK7076 N/A 3140HL2J4 2048-06-01 4.5 463320.59 449179.59 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA5973 N/A 3133A0T61 2050-01-01 3.5 1303413.59 1190997.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW3598 N/A 3140MU7L8 2052-07-01 5 526008.46 524123.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9194 N/A 3133BKGB9 2052-09-01 5 1047298.80 1031510.43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY4566 N/A 3140NMCC9 2053-09-01 6.5 710271.47 755872.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX2199 N/A 3140N6NR9 2052-11-01 5 924260.71 912523.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN2148 N/A 3140JJL64 2048-11-01 4.5 379281.02 367706.88 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX2166 N/A 3140N6MQ2 2052-12-01 6 551402.01 566026.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX0662 N/A 3140N4WY9 2052-11-01 6 514125.59 528751.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW7890 N/A 3140N0XU4 2052-08-01 4.5 1016999.32 982744.75 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX7315 N/A 3140NCDV8 2053-07-01 6.5 450837.42 478173.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6369 N/A 3140MYCF7 2052-08-01 5 685632.12 678705.63 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE9651 N/A 3133BKWL9 2052-09-01 4.5 866620.35 828827.90 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAS5221 N/A 3138WEYT0 2045-06-01 3.5 1126914.30 1034352.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ1066 N/A 3140H2FG8 2048-01-01 4.5 482967.42 467355.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK8690 N/A 3140HNUQ3 2048-07-01 4.5 591400.06 573412.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX1139 N/A 3140N5HR8 2052-11-01 5 1094844.50 1094836.48 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0370 700000000.00 700000000.00 .0040 N Y Y N Fixed Income Clearing Corporation ("FICC") - BNYM Fixed Income Clearing Corporation ("FICC") - BNYM, REPO, 3.650%, 8/3/2026 3.650 857449004 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION BNYM Y FNMA FNMS 06.000 CLCC0267 N/A 3140Y6JM3 2055-04-01 6 25810591.34 26315859.48 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS9998 N/A 3140XSDC4 2054-12-01 6 25186289.88 25876066.80 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS9454 N/A 3140XRQG3 2054-09-01 6 28845441.72 29843090.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9288 N/A 3140XRKA2 2054-10-01 5.5 21763457.42 21879725.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS5973 N/A 3140XMT71 2053-10-01 6.5 27489325.40 28762539.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4612 N/A 3140XLDS4 2053-04-01 5.5 37894223.23 38153924.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2807 N/A 3140XJDM2 2052-09-01 5 29489605.43 29059961.55 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0984 N/A 3140XGCW7 2052-04-01 3 43544667.36 37929495.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6450 N/A 3140W7EY2 2056-08-01 5.5 32302142.00 32429390.89 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5909 N/A 3140W6R79 2056-06-01 6 25633661.67 26281142.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5681 N/A 3140W6J37 2056-05-01 5.5 39745223.09 39875640.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4295 N/A 3140W4XZ5 2056-01-01 5 29593392.54 28912616.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3769 N/A 3140W4FK8 2055-11-01 6 26466698.71 27571101.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA3534 N/A 3140W34U0 2055-11-01 5 31482711.32 30926527.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0340 N/A 3140W0LW3 2055-01-01 5.5 26528177.07 26875625.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6560 N/A 3140QSJE2 2053-06-01 5.5 24587660.85 24723417.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6539 N/A 3140QSHR5 2053-06-01 6 24208853.27 24976879.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6350 N/A 3140QSBU4 2053-04-01 5.5 25198763.47 25451112.28 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6262 N/A 3140QR5Y5 2053-05-01 6 23371217.87 24244717.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6201 N/A 3140QR3K7 2053-05-01 6 38116977.47 39087054.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4849 N/A 31427SL71 2056-04-01 6 24010519.47 24690017.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4724 N/A 31427SHA9 2056-04-01 5.5 22052869.86 22224536.74 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL4525 N/A 31427SA32 2055-12-01 6.5 21009041.36 21873955.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1180 N/A 31427NJ26 2055-05-01 6 25125168.18 25978619.89 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1131 N/A 31427NHH5 2055-05-01 5 33839737.26 33294533.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1128 N/A 31427NHE2 2055-04-01 5 32498289.55 31858842.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0307 N/A 31427MKV2 2055-01-01 5.5 23190305.69 23458926.72 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0098 N/A 31427MDC2 2054-09-01 6 28174247.03 28900297.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6323 N/A 3140QSAZ4 2053-05-01 5.5 23317946.83 23487732.57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6331 N/A 3140QSA92 2053-05-01 6 5367961.17 5504602.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5859 N/A 3140QRQM8 2053-03-01 6 36986010.96 38165864.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5766 N/A 3140QRMQ3 2053-02-01 5.5 38671860.77 38999579.00 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5602 N/A 3140QRGL1 2053-02-01 6 26907127.01 27679549.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7997 N/A 31427H3F7 2055-11-01 5.5 27407092.78 27377584.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7175 N/A 31427G6M1 2055-11-01 5.5 26671932.72 26643215.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5135 N/A 3140QQV51 2052-11-01 5.5 27562921.51 28016285.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4913 N/A 3140QQN76 2052-10-01 5.5 27413936.80 27580787.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4820 N/A 3140QQLA1 2052-10-01 4.5 23216453.96 22211111.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA3053 N/A 3140QAMB3 2049-02-01 4.5 23160591.73 22443539.81 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX6114 N/A 3140NAYL1 2053-01-01 6 21231994.71 21796978.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW7380 N/A 3140N0FW0 2052-12-01 5.5 22913651.37 23204387.41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 I4BF0697 N/A 3140FXX31 2062-12-01 2.5 33762720.91 27283733.54 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0401 N/A 3140FXNT5 2059-08-01 4 36599891.77 33659907.86 Agency Mortgage-Backed Securities FNMA FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 34267437.40 32197798.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 I6BF0833 N/A 3140FX4T6 2064-06-01 4.5 31953706.94 29925030.00 Agency Mortgage-Backed Securities FNMA FNMS 02.500 I6BF0829 N/A 3140FX4P4 2064-06-01 2.5 30195172.29 24250477.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY1784 N/A 31426K6W1 2055-05-01 5 39011903.87 38070923.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA6041 N/A 31418FWB9 2046-04-01 4.5 35304544.17 34008161.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5139 N/A 31418EV98 2053-09-01 6 32721932.87 33425061.77 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5073 N/A 31418ET75 2053-07-01 6 30356456.84 31098975.77 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC3071 N/A 3140Y9MV3 2056-07-01 6.5 38722652.02 40676080.75 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2944 N/A 3140Y9HW7 2056-06-01 6.5 66725457.10 69345343.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2841 N/A 3140Y9EP5 2056-06-01 5.5 26503980.15 26858983.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2718 N/A 3140Y9AU8 2056-05-01 5 26000557.64 25567873.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2445 N/A 3140Y8WF9 2056-04-01 5 30468609.54 29713191.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3787 N/A 3140UKF57 2056-06-01 5.5 35955838.90 35933666.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8754 N/A 3140QUWQ5 2054-06-01 5.5 31492971.70 31642636.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8728 N/A 3140QUVW3 2054-06-01 6.5 23574364.41 24708684.25 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB7821 N/A 3140QTVP1 2054-01-01 7 34798748.87 37475410.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7778 N/A 3140QTUC1 2054-01-01 5.5 29894622.72 30124552.22 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7516 N/A 3140QTK65 2053-11-01 6.5 25988139.22 27453627.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7481 N/A 3140QTJ34 2053-11-01 6 24404306.94 25420307.04 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7304 N/A 3140QTDJ5 2053-10-01 6 23341691.41 24306893.69 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8029 N/A 3140QT4P1 2054-02-01 7 22360897.08 23882764.82 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7052 N/A 3140QSZS3 2053-09-01 6 20983135.17 21808863.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7049 N/A 3140QSZP9 2053-09-01 5.5 27395134.74 27819631.47 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7062 N/A 3140QSZ46 2053-09-01 6.5 23025825.74 24295623.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1203 N/A 3140Y7KR8 2055-10-01 5 31303487.53 30684732.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1686 N/A 3140Y72U1 2055-12-01 5 32233192.39 31493913.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0720 N/A 3140Y6YS3 2055-07-01 6 23623849.85 24322123.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0403 N/A 3140Y6NV8 2055-05-01 6 25361043.84 26277718.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0385 N/A 3140Y6NB2 2055-05-01 5 24079022.57 23637790.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8548 N/A 3133KQP91 2053-02-01 5.5 31922058.41 32327128.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8272 N/A 3133KQFM3 2053-01-01 6 23298012.10 23969251.13 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA4561 N/A 3133KLB63 2051-02-01 2.5 47156196.77 38818572.48 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA4518 N/A 3133KLAT4 2051-02-01 3.5 32007378.41 28878390.45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ6671 N/A 3133CXMU1 2054-10-01 5 23917295.20 23363099.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6401 N/A 3132DUDE4 2054-09-01 6 28896280.40 29455134.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB8328 N/A 3132D6HD5 2039-09-01 5.5 23933305.48 24330606.32 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB8890 N/A 3140QU2Y1 2054-07-01 7 24220090.44 25845726.75 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5765 N/A 3140QRMP5 2053-02-01 6.5 22999113.35 24018357.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8420 N/A 3132DWK93 2054-04-01 5.5 37568947.30 37639251.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5854 N/A 3140QRQG1 2053-03-01 6 28308725.79 29343211.56 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6561 N/A 3132DUJE8 2054-10-01 6 21013245.21 21886912.91 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8190 N/A 3138WJC48 2046-10-01 3 44506692.81 39449441.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I4BF0179 N/A 3140FXFV9 2057-01-01 3.5 35596746.81 31785640.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7338 N/A 3140QTEL9 2053-10-01 6 24172758.59 24854430.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8331 N/A 3132DWHG1 2053-06-01 5.5 30572399.49 30695310.72 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0120 N/A 3140FXD25 2056-07-01 4 23881977.82 22112546.16 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5992 N/A 3140QRUS0 2053-03-01 6 29029903.86 29741804.19 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9033 N/A 3140QVBB9 2054-08-01 6.5 27785854.74 29519932.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8707 N/A 3140QUU95 2054-06-01 6 31286796.14 32131414.49 Agency Mortgage-Backed Securities FNMA FNMS 02.500 I6BF0680 N/A 3140FXXJ6 2062-09-01 2.5 28601619.44 22988990.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7858 N/A 3140QTWU9 2054-01-01 5.5 22436411.11 22602941.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6612 N/A 3140QSK26 2053-06-01 5.5 27864134.34 28027650.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7051 N/A 3140QSZR5 2053-09-01 6 25945107.75 27017989.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1360 N/A 3140W1QN6 2055-05-01 5.5 31018768.36 31000570.67 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD5334 N/A 3132DS4T6 2054-05-01 7 25150257.10 26504933.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6202 N/A 3140QR3L5 2053-05-01 5 27763968.73 27307158.91 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3308 N/A 3140QNVA7 2047-04-01 3 25953355.02 22818241.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0860 N/A 3140Y65W6 2055-08-01 5.5 36294975.96 36341191.55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1089 N/A 31426XF78 2055-08-01 6.5 38587507.70 40061576.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA0011 N/A 3140W0AM7 2054-12-01 6 31200700.71 32060436.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5289 N/A 3140QQ2X2 2052-12-01 5.5 25267636.91 25578007.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9834 N/A 3140QV4U5 2055-01-01 6.5 23958588.93 24940571.64 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA6438 N/A 3140W7EL0 2052-03-01 2.5 31074612.00 25931680.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0447 N/A 31427MP96 2054-07-01 6 22172340.83 22686473.07 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0257 N/A 3140Y6JB7 2055-04-01 6 22786722.45 23591914.08 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6118 N/A 3140W6YQ9 2056-01-01 6 28451109.70 29213001.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5773 N/A 3140QRMX8 2053-02-01 5.5 33450731.26 33705670.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4143 N/A 31427RS92 2055-12-01 5.5 29029816.74 28998561.30 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCC3125 N/A 3140Y9PK4 2056-05-01 7 29767604.00 31448560.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3324 N/A 31427QVS8 2055-09-01 6 23092451.82 23767444.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6075 N/A 31427TXD3 2056-07-01 5.5 32674496.00 33066796.88 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA6339 N/A 3140W7BH2 2053-12-01 4 42235456.00 39295713.38 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC3072 N/A 3140Y9MW1 2056-07-01 6.5 25764602.31 27346926.78 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSL4069 N/A 31427RQX1 2055-06-01 7 22449804.53 23683855.31 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2416 N/A 3140Y8VJ2 2056-04-01 6.5 23152769.03 24265946.46 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTRB5414 N/A 3133L0AP7 2046-08-01 4.5 25812096.00 24887971.34 Agency Mortgage-Backed Securities USTR 3 3/4 NOTE BA 28 N/A 91282CQL8 2028-04-30 3.75 23492900.00 23505210.28 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 4500000.00 4507455.72 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 8960100.00 7933010.42 U.S. Treasuries (including strips) USTR BILL 05/13/27 N/A 912797UX3 2027-05-13 0 208400.00 202164.67 U.S. Treasuries (including strips) USTR BILL 10/29/26 N/A 912797SK4 2026-10-29 0 11652500.00 11548524.74 U.S. Treasuries (including strips) USTR BILL 10/01/26 N/A 912797SA6 2026-10-01 0 129900.00 129117.87 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 24207400.00 24375278.32 U.S. Treasuries (including strips) USTR BILL 08/20/26 N/A 912797TX5 2026-08-20 0 7784200.00 7770943.51 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0370 3400000000.00 3400000000.00 .0192 N Y Y N Fixed Income Clearing Corporation ("FICC") - BNYM Fixed Income Clearing Corporation ("FICC") - BNYM, REPO, 3.640%, 8/3/2026 3.640 857449004 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION BNYM Y USTR 4 1/4 NOTE L 33 N/A 91282CQT1 2033-05-31 4.25 3067677000.00 3043391223.75 U.S. Treasuries (including strips) USTR 0 5/8 TRIN D 32 N/A 91282CEZ0 2032-07-15 0.625 2239780969.29 2056608857.55 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0369 5000000000.00 5000000000.00 .0282 N Y Y N Fixed Income Clearing Corporation ("FICC") - SSB Fixed Income Clearing Corporation ("FICC") - SSB, REPO, 3.650%, 8/3/2026 3.650 85748R009 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION SSB Y FMAC FEPC 05.500 CLRJ6058 N/A 3142GWWU9 2056-02-01 5.5 23011712.44 23123603.05 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6029 N/A 3142GWVX4 2056-03-01 5.5 2005.18 2015.55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5998 N/A 3142GWUY3 2056-03-01 5 1201.16 1180.30 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4108 N/A 3140XKR69 2051-12-01 4 741.90 689.07 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS3821 N/A 3140XKG79 2053-02-01 6 1276.29 1317.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3816 N/A 3140XKG20 2052-12-01 3.5 774.26 693.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS3395 N/A 3140XJXZ1 2052-12-01 5 800.45 788.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3361 N/A 3140XJWX7 2052-12-01 5.5 719.00 730.67 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS3275 N/A 3140XJT94 2052-04-01 3 765.19 659.92 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS2943 N/A 3140XJHV8 2051-02-01 2 4958206.65 3940855.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2295 N/A 3140XHRR0 2052-03-01 3.5 649.42 587.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS2185 N/A 3140XHNB9 2052-06-01 4 739.21 688.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS2661 N/A 3140XH5X1 2052-07-01 4.5 27561.76 26365.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2614 N/A 3140XH3Y1 2052-08-01 5 684.99 679.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2591 N/A 3140XH2Z9 2052-08-01 5 694.80 688.68 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7502 N/A 3132DVKP9 2049-07-01 3.5 9671877.03 8764419.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7466 N/A 3132DVJK2 2055-01-01 5.5 12700821.47 12764863.24 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 599.34 478.57 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CICA6862 N/A 3140QETU6 2035-09-01 2 376.19 344.33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICA6872 N/A 3140QET69 2035-08-01 2.5 358.97 335.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5230 N/A 3140XLY44 2053-06-01 5.5 502843.17 506494.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5155 N/A 3140XLWR5 2053-07-01 5 352698.01 350294.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4632 N/A 3140XLEE4 2053-05-01 5.5 712.89 723.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS4343 N/A 3140XKZH6 2052-06-01 3.5 731.45 659.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS4095 N/A 3140XKRR3 2053-02-01 5 2550238.89 2509852.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5841 N/A 3142GWP37 2056-01-01 5 1005.05 983.49 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5798 N/A 3142GWNQ8 2056-01-01 4.5 5907.42 5612.64 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5787 N/A 3142GWND7 2056-01-01 6 17761247.20 18140538.63 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5673 N/A 3142GWJT7 2056-01-01 4.5 21989267.73 20928197.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5595 N/A 3142GWGD5 2055-12-01 5 388913.64 381712.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5553 N/A 3142GWE39 2055-12-01 5 10657.13 10461.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6225 N/A 3142GW4K2 2056-03-01 5.5 11326026.73 11404474.56 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB2610 N/A 3140QM3U6 2052-01-01 2 374811.63 297949.64 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0610 N/A 3140QKVC9 2051-05-01 2.5 639.90 539.93 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB0527 N/A 3140QKSR0 2051-05-01 3 2793910.88 2459253.44 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0290 N/A 3140QKKC1 2051-04-01 2 700.94 554.66 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0235 N/A 3140QKHM3 2051-04-01 2 152484.00 121724.42 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA8645 N/A 3140QGTB3 2051-01-01 4 21566.66 20062.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA8285 N/A 3140QGF36 2050-12-01 3 4615648.73 4070060.59 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8256 N/A 3140QGE60 2050-12-01 2.5 600.04 494.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5088 N/A 3140XLUN6 2053-04-01 3.5 779.09 704.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5957 N/A 3132DTTN0 2054-08-01 5.5 781.81 787.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2040 N/A 3132DPHR2 2052-12-01 6 24282.67 25095.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4842 N/A 31418ELY4 2052-12-01 5.5 691.45 696.97 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8171 N/A 3140QUCH7 2054-03-01 6.5 696.45 737.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6241 N/A 3140XM5B8 2053-11-01 6 1069176.77 1103254.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1765 N/A 3142GR6B1 2054-06-01 5.5 195753.53 198216.56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTCA1588 N/A 3140Q8XS9 2038-04-01 4 2670016.29 2573920.63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8546 N/A 3133KQP75 2053-02-01 5.5 4704634.57 4740819.48 Agency Mortgage-Backed Securities FNMA FNMS 04.500 I4BF0044 N/A 3140FXBN1 2055-08-01 4.5 319.22 310.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6151 N/A 3132DTZQ6 2054-01-01 6 1993537.04 2044212.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3955 N/A 3140QBMD7 2049-08-01 3.5 121545.71 110021.19 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1409 N/A 3140QLR73 2051-08-01 3 823002.66 708611.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3088 N/A 31418CNE0 2047-08-01 4 148052.01 138925.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1055 N/A 3142GRE55 2054-03-01 5 2201.46 2152.26 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5341 N/A 31418E5B2 2054-04-01 4 880.07 811.58 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ1375 N/A 3142GRQ52 2054-02-01 4.5 7863.21 7495.29 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM5837 N/A 3140X9PX7 2050-05-01 4.5 29112.59 27900.20 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4179 N/A 31418DUD2 2035-11-01 2 297826.02 271005.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7532 N/A 3140XPLN7 2054-03-01 5.5 794.02 799.96 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM1626 N/A 3140X4YY6 2048-11-01 4 28424.23 26657.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6312 N/A 3140QSAN1 2053-05-01 5 768.05 755.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3875 N/A 3140QPJV0 2047-06-01 3.5 2430079.27 2195439.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3803 N/A 31418DGM8 2049-10-01 3.5 50291.06 45506.71 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8218 N/A 3132DWDX8 2052-06-01 2 2410.56 1902.76 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0564 N/A 3140FXTW2 2061-09-01 4 652.27 593.60 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM1724 N/A 3140X44J2 2049-10-01 3 123611.49 107619.87 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS6623 N/A 3140XNLD4 2038-03-01 2 3001358.00 2727888.26 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5052 N/A 3133KLTH0 2051-04-01 2 685.34 543.34 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE8087 N/A 3133BH6Y7 2052-06-01 4 4360360.38 4042696.50 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1476 N/A 3132DNT94 2052-08-01 4.5 725.34 694.67 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX3585 N/A 3140N76X3 2052-12-01 6 620487.34 642458.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG0480 N/A 3133C0Q96 2053-04-01 5.5 841.04 848.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2303 N/A 3142GSRZ3 2054-09-01 5.5 896.78 901.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8267 N/A 3132DWFG3 2052-11-01 5 3430407.42 3377464.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG5549 N/A 3133C6EW5 2053-06-01 5 767.11 753.18 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0549 N/A 3140XFTF8 2052-02-01 2.5 1890623.75 1590056.80 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08741 G N/A 3128MJZF0 2047-01-01 3 136125.83 119913.24 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA5529 N/A 3133A0EA8 2049-12-01 3 8717119.68 7684855.80 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1231 N/A 3142GRLM0 2054-04-01 6 81063.24 82751.38 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8955 N/A 3140QG5R4 2051-02-01 2.5 42756.85 35666.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8895 N/A 3140QG3D7 2051-02-01 2.5 48112.87 39728.74 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1074 N/A 3140XGFQ7 2052-03-01 3 663.28 584.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1206 N/A 3140XGKU2 2052-04-01 3.5 1168741.89 1054271.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1172 N/A 3140XGJS9 2051-11-01 3 686.31 596.37 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1015 N/A 3140XGDV8 2052-02-01 2 148152.16 119089.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS0146 N/A 3140XFEU1 2043-09-01 3.5 570.64 533.99 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM9540 N/A 3140XDS64 2051-11-01 2 721.50 576.05 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM8471 N/A 3140XCMV7 2036-09-01 2.5 3953.16 3686.16 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM8480 N/A 3140XCM62 2050-11-01 3 474.50 412.52 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8980 N/A 3140XC6S2 2051-09-01 2.5 417657.96 345951.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM8944 N/A 3140XC5E4 2051-09-01 3.5 284203.13 256954.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7929 N/A 3140XBY38 2050-08-01 3.5 185524.62 168489.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM7599 N/A 3140XBNR7 2051-01-01 3.5 431.82 390.64 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM5750 N/A 3140X9L86 2050-08-01 4 53881.34 50339.25 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM6293 N/A 3140X97F6 2051-01-01 3 37243.62 32194.51 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6270 N/A 3140X96G5 2051-03-01 2 619.60 500.80 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM4904 N/A 3140X8NW3 2050-11-01 2.5 1333097.77 1114348.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4616 N/A 3140X8DW4 2049-05-01 3.5 47592405.36 43329728.13 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD4949 N/A 3132DSQA3 2052-04-01 2.5 838.85 705.72 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4708 N/A 3142GVGS4 2055-08-01 6.5 879.56 922.84 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4599 N/A 3142GVDD0 2055-08-01 6.5 4200625.66 4407341.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4624 N/A 3142GVD65 2055-08-01 5.5 702332.35 711052.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5793 N/A 3140QRNK5 2053-02-01 4.5 36576724.04 34974005.15 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB5664 N/A 3140QRJJ3 2053-02-01 4 846.46 782.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5602 N/A 3140QRGL1 2053-02-01 6 7389082.94 7601201.35 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5487 N/A 3140QRCZ4 2053-01-01 6 15864446.15 16501102.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5470 N/A 3140QRCG6 2053-01-01 5.5 701.17 706.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5468 N/A 3140QRCE1 2053-01-01 5.5 1697349.13 1718885.66 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6262 N/A 3140QR5Y5 2053-05-01 6 3800111.13 3942140.29 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5104 N/A 3140QQU60 2052-11-01 4.5 35466.48 34019.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4843 N/A 3140QQLZ6 2052-10-01 5.5 28958.22 29187.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4800 N/A 3140QQKN4 2052-10-01 4.5 90843.16 86862.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5293 N/A 3140QQ3B9 2052-12-01 5.5 21020991.01 21489135.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5286 N/A 3140QQ2U8 2052-12-01 5.5 1343.92 1367.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5303 N/A 3142GV3M1 2055-11-01 5 772766.48 760314.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4554 N/A 3142GVBY6 2055-07-01 5.5 43917848.15 44220720.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7388 N/A 3132DVF59 2055-01-01 6 745.51 767.47 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8097 N/A 3132DV7J8 2050-08-01 2 53990.98 42891.33 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8001 N/A 3132DV3J2 2049-07-01 3.5 19870.49 17990.47 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS6158 N/A 3140XMZY5 2052-07-01 4 72675.94 67396.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0497 N/A 3133BMRS6 2052-09-01 5 1947715.36 1924414.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBP5462 N/A 3140KDB82 2050-06-01 2.5 171570.86 144071.89 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4355 N/A 31418DZV7 2051-06-01 2 1072603.22 849712.70 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9887 N/A 3140AK6Z3 2054-08-01 6.5 666.02 701.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4656 N/A 31418EE63 2052-07-01 4.5 1461.33 1398.20 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD2061 N/A 3133AYJE1 2051-12-01 2.5 664.31 558.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS1563 N/A 3140XGWZ8 2036-07-01 2.5 539.98 503.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8276 N/A 3132DWFR9 2052-12-01 5 9121162.28 8959687.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0385 N/A 3140Y6NB2 2055-05-01 5 649339.30 637440.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3075 N/A 3142GTMZ6 2054-12-01 5.5 1828.57 1843.56 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5122 N/A 3142GVVQ1 2055-10-01 6.5 870.76 915.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH4904 N/A 3133CHNV3 2053-11-01 5.5 697.41 699.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC6924 N/A 3140AUVS9 2054-11-01 5.5 891.31 896.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0736 N/A 31427MZA2 2055-02-01 5.5 13502.92 13679.91 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTFS0995 N/A 3140XGC98 2042-03-01 2.5 664.15 587.37 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD7560 N/A 3132DVMH5 2053-02-01 4 1463.97 1366.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8455 N/A 3140XQMD6 2053-08-01 5.5 2946461.38 2979353.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5072 N/A 31418ET67 2053-07-01 5.5 10357.37 10395.93 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQH7895 N/A 3133CLXY7 2054-01-01 4.5 137876.06 131178.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6348 N/A 3140QSBS9 2053-05-01 4.5 19824638.80 18935444.28 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB1782 N/A 3140QL6U5 2051-10-01 2 1580264.31 1250171.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8277 N/A 3132DWFS7 2052-12-01 5.5 15889.04 16002.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2294 N/A 3140W2RQ6 2055-07-01 5.5 929.52 937.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ3472 N/A 31427A2E6 2055-09-01 5 978.93 955.25 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3725 N/A 3142GUD75 2055-03-01 6 878.67 909.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2351 N/A 31427PTH7 2055-07-01 5 929.97 910.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5088 N/A 3142GVUN9 2055-11-01 5.5 41386344.84 41546979.02 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA4819 N/A 3140QCK96 2049-12-01 4 31842.87 29824.14 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0964 N/A 3132DNB93 2046-12-01 3.5 114207.17 102277.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4806 N/A 31418EKU3 2052-11-01 5 2379.67 2338.53 Agency Mortgage-Backed Securities FNMA FNMS 04.000 GL932168 N/A 31412QTZ2 2039-09-01 4 94109.52 90751.35 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8417 N/A 3132DWK69 2054-03-01 4.5 68284.03 64917.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBU5168 N/A 3140M6W66 2054-11-01 5 942.57 919.71 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL7525 N/A 3138EQLF7 2045-03-01 4 786839.60 750589.37 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM8310 N/A 3131Y3GT7 2048-09-01 4.5 1388441.36 1345482.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ1935 N/A 3133CSEG2 2054-08-01 5.5 812.14 818.43 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8089 N/A 3132DV7A7 2050-07-01 2.5 392.75 326.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7714 N/A 3133BVSB2 2053-02-01 5.5 4126099.90 4130408.92 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1454 N/A 3140XGTL3 2052-04-01 3.5 71887.16 64846.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5652 N/A 3140QRH63 2053-02-01 6 73884.53 75673.20 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAS9144 N/A 3138WKES0 2043-06-01 4 384116.11 362492.81 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM5701 N/A 3140JAKP2 2048-12-01 4.5 2839574.65 2753666.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3698 N/A 3140XKDC1 2052-11-01 5.5 38662.58 39096.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7567 N/A 3132DVMQ5 2054-02-01 5.5 49373721.45 50068426.15 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0762 N/A 3132CWZ31 2037-04-01 2.5 83458.46 77599.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD1779 N/A 3132DN6Q1 2052-10-01 5.5 1793.82 1815.48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ0060 N/A 3142GQB68 2053-10-01 5 28793859.02 28360329.09 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4325 N/A 31418DYX4 2051-05-01 2 1406.42 1116.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8362 N/A 3132DWJF1 2053-09-01 5.5 727.56 730.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0542 N/A 31427MS85 2055-03-01 5.5 3807489.44 3813719.76 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL2951 N/A 31427QH54 2052-05-01 2.5 957.48 804.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3239 N/A 3142GTS56 2055-01-01 5.5 15276461.03 15393178.28 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q58645 G N/A 3132Y2TB2 2048-09-01 4.5 2424173.63 2344849.82 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3753 N/A 3140QPE37 2052-06-01 4 1353.21 1253.81 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7570 N/A 3132DVMT9 2054-05-01 6 781.41 810.63 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ3661 N/A 3142GUB77 2055-03-01 6.5 740.85 773.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY6474 N/A 31426RFQ9 2055-06-01 5.5 590610.29 595504.28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8849 N/A 3140B9ZP7 2055-08-01 6.5 5337320.17 5703922.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0545 N/A 3140W0TB1 2054-12-01 5.5 13560351.19 13645040.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5531 N/A 31418FED5 2054-11-01 5.5 78558.52 78548.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9740 N/A 3140QVZE7 2055-01-01 5.5 946.72 951.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2865 N/A 3140XJFF5 2052-09-01 5 708.28 701.08 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD6975 N/A 3132DUXC6 2054-11-01 4.5 10661.56 10162.70 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6861 N/A 3132DUTS6 2054-10-01 6 438229.85 450807.04 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD6706 N/A 3132DUNX1 2054-01-01 4.5 7877531.13 7512565.11 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6654 N/A 3132DUMB0 2052-06-01 3.5 871.43 780.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6624 N/A 3132DULD7 2054-10-01 5.5 1741651.93 1753082.98 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6647 N/A 3132DUL47 2052-07-01 3.5 7173.33 6423.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1486 N/A 3140U4UL1 2056-02-01 5.5 980.32 983.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1206 N/A 3140U4KU2 2056-02-01 5 455324.31 447256.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9969 N/A 3140QWCF7 2055-02-01 5.5 846.22 858.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9988 N/A 3140QWC26 2055-02-01 6 1741231.79 1800720.97 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9743 N/A 3140QVZH0 2055-01-01 6.5 9163948.78 9596016.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9672 N/A 3140QVXA7 2054-12-01 5.5 1780.51 1794.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9439 N/A 3140QVPZ1 2054-11-01 5.5 870.82 877.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9437 N/A 3140QVPX6 2054-11-01 5.5 858.73 867.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9440 N/A 3140QVP24 2054-11-01 5.5 883.23 893.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9324 N/A 3140QVLE2 2054-10-01 5.5 849.66 855.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9212 N/A 3140QVGW8 2054-09-01 5.5 9766.74 9828.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9141 N/A 3140QVEP5 2054-09-01 5.5 855.95 862.85 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9022 N/A 3140QVAY0 2054-08-01 6.5 718.53 761.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6561 N/A 3132DUJE8 2054-10-01 6 35059017.79 36516666.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6433 N/A 3132DUEE3 2054-04-01 5.5 891.54 899.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6008 N/A 3132DTU99 2054-08-01 5.5 711.56 713.30 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5952 N/A 3132DTTH3 2054-08-01 6 28766.28 29745.20 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD5969 N/A 3132DTT26 2054-07-01 6.5 62431.97 65606.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6274 N/A 3132DT6K1 2054-09-01 5.5 11994705.83 12039426.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5143 N/A 3132DSWC2 2054-04-01 6 67866.55 69801.15 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD5100 N/A 3132DSUZ3 2052-10-01 4 815.05 755.02 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD5043 N/A 3132DSS86 2054-02-01 7 638.10 687.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9794 N/A 3140QV3C6 2055-01-01 5.5 868.76 877.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9776 N/A 3140QV2J2 2055-01-01 5 1002.57 986.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8843 N/A 3140QUZH2 2054-07-01 5.5 877.62 881.16 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8710 N/A 3140QUVC7 2054-06-01 6 703.12 723.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8706 N/A 3140QUU87 2054-06-01 6 15255390.57 15653998.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8673 N/A 3140QUT71 2054-06-01 5 13105323.57 12875779.47 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8357 N/A 3140QUJB3 2054-04-01 6.5 13151100.91 13800550.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9802 N/A 3140QV3L6 2055-01-01 5.5 1753218.66 1762590.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6193 N/A 3142GW3B3 2056-03-01 5 1057.27 1034.10 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5206 N/A 3142GVYC9 2055-11-01 6 886.66 908.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5194 N/A 3142GVXY2 2055-11-01 5 1996.20 1959.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2468 N/A 31427PW67 2055-09-01 5.5 705321.31 714547.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7032 N/A 3132DUY50 2054-05-01 6 753.34 774.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0428 N/A 3140Y6PN4 2055-05-01 5.5 892.75 894.98 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX9866 N/A 31426G6C4 2055-04-01 6.5 910719.52 954929.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD6536 N/A 3140B7HN6 2055-05-01 5.5 1615.44 1614.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA2875 N/A 3140W3FR5 2055-09-01 6 850078.07 866629.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS3068 N/A 3140XJMS9 2052-10-01 5 759.47 748.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM1959 N/A 3140J6E94 2047-10-01 3.5 16083.32 14709.11 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3508 N/A 3140XJ3S0 2048-02-01 3.5 14839.16 13878.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA5622 N/A 31418FG84 2045-02-01 5 65173.33 64076.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4129 N/A 3142GUST1 2055-05-01 5.5 937.80 941.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2017 N/A 31427PG32 2055-08-01 5.5 943.37 950.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1121 N/A 31427NG78 2055-05-01 5.5 10431051.64 10453951.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2907 N/A 3142GTGR1 2054-11-01 5.5 64999911.36 65598582.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA2926 N/A 3140W3HC6 2053-04-01 4.5 965.98 923.45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1984 N/A 31427PF25 2055-07-01 6 1655.08 1693.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5136 N/A 3140QQV69 2052-11-01 5.5 15341656.94 15526866.53 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1331 N/A 3140QLPR1 2051-08-01 2.5 1219305.10 1017270.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8541 N/A 3140QUP34 2054-05-01 6 776.82 805.86 Agency Mortgage-Backed Securities FMAC FEPC 02.500 3PRE6051 N/A 3133N3WL4 2050-07-01 2.5 291.40 237.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6197 N/A 3140MX3F9 2052-08-01 5 1915165.98 1907077.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ7199 N/A 3140H87M1 2048-09-01 3.5 638627.54 582579.45 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8314 N/A 3132DWGX5 2053-04-01 4.5 98403.40 93928.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7479 N/A 3140QTJZ3 2053-11-01 6 2888542.19 2968537.48 Agency Mortgage-Backed Securities FMAC 03.000 FGPC C09015 G N/A 31292SAQ3 2042-10-01 3 11824.64 10677.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9434 N/A 3133KRPT5 2053-07-01 5.5 3740435.03 3769203.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB7335 N/A 31417EEH0 2042-12-01 3.5 2146526.38 1986259.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF5371 N/A 3133BS6G2 2053-01-01 5 7332652.08 7267022.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX6116 N/A 3140NAYN7 2053-01-01 6 9953422.59 10235492.64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4784 N/A 31418EJ68 2052-10-01 4.5 5248050.99 5011888.69 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD3984 N/A 3132E0M90 2051-05-01 2 858.59 675.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8317 N/A 3132DWG23 2053-04-01 6 573.23 587.33 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8272 N/A 3133KQFM3 2053-01-01 6 18950225.11 19496200.05 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CVMA1449 N/A 31418ATF5 2028-05-01 3 37355.45 37006.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CZAL3585 N/A 3138EK6X8 2053-04-01 3.5 4713622.69 4232473.37 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0959 N/A 3132DNB44 2052-04-01 3.5 10415.59 9410.64 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIAS0285 N/A 3138W9J76 2028-08-01 2 40110.66 39317.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBW1808 N/A 3140MTAJ2 2052-07-01 4 1069752.55 992040.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5009 N/A 31418ER77 2053-05-01 5 3321.36 3265.97 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD7563 N/A 3132DVML6 2053-05-01 4.5 43119.44 41456.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5129 N/A 3142GVVX6 2055-10-01 6 906.20 932.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5136 N/A 3142GVV65 2055-10-01 5.5 49536041.15 49877658.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5087 N/A 3142GVUM1 2055-10-01 5.5 19964032.76 20075678.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5085 N/A 3142GVUK5 2055-10-01 5.5 2092.44 2107.37 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5051 N/A 3142GVTH4 2055-10-01 6 1796.67 1840.72 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5049 N/A 3142GVTF8 2055-11-01 5 194904.10 190776.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5029 N/A 3142GVST9 2055-10-01 5 601729.66 586510.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4836 N/A 3142GVLS8 2055-09-01 5.5 972.82 979.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4800 N/A 3142GVKN0 2055-09-01 6 2798.03 2888.78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4799 N/A 3142GVKM2 2055-09-01 6 25804532.81 26584603.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4753 N/A 3142GVH79 2055-09-01 6 859.36 880.39 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4112 N/A 3140QPSA6 2052-07-01 3.5 734.48 660.30 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4027 N/A 3140QPPM3 2052-07-01 4.5 1422.31 1363.53 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB3744 N/A 3140QPES2 2052-03-01 2.5 36658.48 30277.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4339 N/A 3140QPZD2 2052-08-01 4.5 37386.94 35816.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7503 N/A 3140QTKR9 2053-11-01 6 1521510.24 1570052.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7434 N/A 3140QTHL6 2053-11-01 5.5 824.36 835.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7302 N/A 3140QTDG1 2053-10-01 5.5 791.69 797.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB7289 N/A 3140QTC31 2053-10-01 5 702.10 694.08 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7053 N/A 3140QSZT1 2053-09-01 6 2325670.73 2409722.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6903 N/A 3140QSU58 2053-08-01 5 1655.56 1630.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6634 N/A 3140QSLQ2 2053-06-01 5.5 14412096.13 14645101.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6560 N/A 3140QSJE2 2053-06-01 5.5 787.42 791.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6517 N/A 3140QSG39 2053-06-01 5 42454585.35 41849041.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6482 N/A 3140QSFY2 2053-06-01 5.5 1313485.08 1330151.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6327 N/A 3140QSA50 2053-05-01 6 637.92 655.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6075 N/A 3140QRXD0 2053-04-01 5.5 59254635.76 59945268.27 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5866 N/A 3140QRQU0 2053-03-01 6.5 1704676.52 1788805.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5853 N/A 3140QRQF3 2053-03-01 6 675.80 701.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5294 N/A 3142GV3C3 2055-11-01 5.5 1793.34 1798.74 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5284 N/A 3142GV2S9 2055-11-01 6.5 788.73 828.92 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4356 N/A 3142GUZW6 2055-06-01 5 2873212.69 2822680.54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4163 N/A 3142GUTV5 2055-05-01 6 1864.05 1941.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4151 N/A 3142GUTH6 2055-05-01 5.5 1094064.92 1102200.75 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4175 N/A 3142GUT94 2055-05-01 6.5 10390638.22 10949141.96 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4172 N/A 3142GUT60 2055-05-01 6.5 860.62 910.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ4135 N/A 3142GUSZ7 2055-05-01 5 995.73 973.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4140 N/A 3142GUS61 2055-05-01 5.5 1075.75 1089.10 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 744.89 668.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3124 N/A 3140QNPJ5 2052-03-01 3.5 703.72 637.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI8216 N/A 3133WFDV6 2054-06-01 5.5 683.90 683.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS4114 N/A 3140XKSC5 2053-03-01 4.5 1510.70 1441.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6055 N/A 3140QRWR0 2053-04-01 5 4693295.61 4654161.35 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5711 N/A 3140QRKZ5 2053-02-01 6.5 2288867.48 2413500.13 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8156 N/A 3132DWBZ5 2051-07-01 2.5 1312.04 1088.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6238 N/A 3140QR4Y6 2053-05-01 4.5 4939573.60 4744099.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9791 N/A 3140QV2Z6 2055-01-01 5.5 865.08 878.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0312 N/A 31426WK25 2055-08-01 5.5 958.31 966.25 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0833 N/A 3140Y64T4 2055-08-01 5 9315.52 9132.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3639 N/A 3142GUBH5 2055-03-01 5.5 37166.08 37431.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5190 N/A 31418EXU9 2053-11-01 5.5 77951081.68 78241319.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0699 N/A 3140Y6X54 2055-07-01 5.5 17718.21 17976.86 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL3494 N/A 31427Q3C4 2052-09-01 3.5 1954.21 1760.48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY4206 N/A 31426NU81 2055-06-01 5 2100661.46 2049986.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4781 N/A 3142GVJ36 2055-09-01 6 4833365.19 5006129.00 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2419 N/A 3140Y8VM5 2056-04-01 6.5 9394100.99 9827428.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6029 N/A 31418FVX2 2056-04-01 5 1828076.32 1781616.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA4884 N/A 3140W5NA8 2055-11-01 6 957.64 986.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4400 N/A 31427R3J7 2054-10-01 5.5 58472809.75 58521887.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA1356 N/A 3140W1QJ5 2052-09-01 3.5 22868215.62 20732956.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2045 N/A 31427PHX5 2055-08-01 5 1022.46 1007.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5735 N/A 31418FLR6 2055-06-01 5.5 1953.80 1952.24 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5996 N/A 31418FUW5 2056-03-01 4.5 2021.30 1918.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8877 N/A 3142KA2K7 2056-07-01 5.5 1253250.00 1260276.14 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ5802 N/A 3142GWNU9 2056-01-01 4.5 5080465.89 4839636.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5673 N/A 31418FJT5 2055-04-01 5.5 970.54 969.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2632 N/A 31426Y4S2 2055-09-01 5.5 879257.85 885621.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1226 N/A 31427NLG2 2055-05-01 5.5 919.16 929.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL3303 N/A 31427QU59 2055-11-01 6 32246752.42 33131119.61 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL5557 N/A 31427TE77 2052-08-01 3 1230.02 1074.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5611 N/A 3142GWGV5 2055-12-01 5.5 956.14 962.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO4459 N/A 3133WN5U0 2040-11-01 5 978136.93 981205.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7749 N/A 31427HTF9 2055-11-01 5.5 3146107.54 3152970.25 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4437 N/A 3140U74X7 2056-05-01 5 996.07 979.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH7773 N/A 3140UPT77 2056-08-01 6 1007.00 1035.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6432 N/A 3142GXEE3 2056-04-01 5.5 27416713.40 27388017.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2208 N/A 3140Y8N28 2056-03-01 5 1004.81 981.69 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE9913 N/A 3140BPAP8 2055-11-01 5.5 5992088.95 5987285.29 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL6070 N/A 31427TW85 2054-02-01 6.5 1117.00 1160.16 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH1673 N/A 3140UG2F8 2056-06-01 6 1026772.00 1061188.37 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2855 N/A 3140QNE57 2052-02-01 2.5 143758.91 121641.79 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2804 N/A 3140QNDJ8 2052-02-01 2.5 702.27 590.62 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3510 N/A 3140QN3U4 2052-05-01 4 16108387.65 14991083.03 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2664 N/A 3140QM6A7 2052-01-01 3 669.38 581.18 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2629 N/A 3140QM4P6 2052-01-01 2.5 138388.71 115470.20 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4403 N/A 3142GU3M3 2055-06-01 6.5 7878186.61 8188300.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4381 N/A 3142GU2P7 2055-06-01 6 918.26 950.79 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ3318 N/A 3142GTVL7 2055-01-01 6.5 27181633.46 28251575.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3303 N/A 3142GTU53 2055-01-01 6 878.83 900.44 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3267 N/A 3142GTTZ9 2055-02-01 6 1904.03 1957.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3266 N/A 3142GTTY2 2055-02-01 5.5 36572777.36 36731771.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3275 N/A 3142GTT97 2055-02-01 5.5 886.32 894.57 Agency Mortgage-Backed Securities FMAC FEPC 03.500 ZLSI2056 N/A 3133USH95 2050-12-01 3.5 736.91 670.32 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3PSE9004 N/A 3133SKAD3 2049-10-01 3 110150.92 94296.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3723 N/A 3142GUD59 2055-03-01 5.5 9642029.27 9713730.61 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTRB5404 N/A 3133L0AD4 2046-06-01 4.5 1015.86 978.49 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CTRB5154 N/A 3133KYWP0 2042-04-01 2.5 579632.65 510704.67 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CTRB1211 N/A 3133KUKY2 2045-10-01 6.5 2079307.18 2184725.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9621 N/A 3133KRVN1 2053-08-01 5.5 5244577.84 5289856.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9575 N/A 3133KRT87 2053-08-01 5.5 711.20 714.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA9472 N/A 3133KRQZ0 2053-07-01 5 849.95 833.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9449 N/A 3133KRQA5 2053-07-01 6 780.84 805.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5237 N/A 3140W5ZB3 2056-04-01 4.5 1465889.48 1391517.57 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4797 N/A 3140W5KK9 2051-08-01 3 980.05 858.69 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4795 N/A 3140W5KH6 2052-06-01 3 2831704.17 2485769.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4816 N/A 3140W5K60 2056-03-01 5 16365148.50 16042127.75 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5387 N/A 3140W56Z2 2053-09-01 4.5 5763191.29 5542680.06 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA4247 N/A 3140W4WH6 2054-01-01 2 987.38 784.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3609 N/A 3140W4AK3 2055-09-01 6 939.61 969.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3065 N/A 3140W3MP1 2055-10-01 5.5 5153353.28 5174226.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9435 N/A 3133KRPU2 2053-07-01 5.5 1523117.13 1527138.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9433 N/A 3133KRPS7 2053-07-01 5.5 871.02 882.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9265 N/A 3133KRJJ4 2053-06-01 5.5 50694618.86 51207411.81 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA9250 N/A 3133KRH31 2053-06-01 4.5 343664.36 328181.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9848 N/A 3133KR5H3 2053-09-01 5.5 763.89 767.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9846 N/A 3133KR5F7 2053-09-01 5.5 59827175.56 60142185.56 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA8393 N/A 3133KQKE5 2053-02-01 4.5 836.86 800.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8202 N/A 3133KQDF0 2052-11-01 5.5 703.95 709.36 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7928 N/A 3133KPYZ5 2052-09-01 4.5 5331.15 5101.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8515 N/A 3132DWN82 2055-03-01 5.5 776.65 776.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7995 N/A 31427H3D2 2055-11-01 5.5 1932.13 1938.39 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0094 N/A 3142J6C84 2056-02-01 5 8167415.16 7959853.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6079 N/A 31418FXH5 2056-06-01 5 1032.16 1005.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5845 N/A 3142GWP78 2056-01-01 5.5 51913886.26 52061650.47 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4921 N/A 31427SPF9 2056-04-01 5 1036.47 1017.22 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4269 N/A 31427RW71 2052-06-01 3 2365882.60 2039580.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3051 N/A 3140Y9L93 2056-07-01 5.5 33996703.87 34216095.92 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5669 N/A 31427TJP2 2055-10-01 6 1068.91 1095.12 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB5012 N/A 3142K6SA0 2056-06-01 6.5 1278630.70 1337833.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4395 N/A 31427R3D0 2056-03-01 5 2946.40 2881.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF3740 N/A 3140BUEN8 2055-11-01 5 343380.91 334749.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2456 N/A 3140Y8WS1 2056-04-01 5.5 12476551.44 12496068.92 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6501 N/A 3142GXGK7 2056-05-01 5 1005.61 983.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3257 N/A 31427QTP7 2055-11-01 5 1978.07 1939.15 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTRB5408 N/A 3133L0AH5 2046-07-01 4.5 1019.40 981.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5585 N/A 31427TF35 2056-06-01 5.5 8422554.91 8529077.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA6063 N/A 31418FWZ6 2046-05-01 4.5 19972.42 19231.56 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5099 N/A 31427SUZ9 2055-08-01 6 998.67 1017.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5775 N/A 3140W6MZ2 2054-10-01 4.5 5841579.83 5559466.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5235 N/A 3142GVY96 2055-11-01 5.5 1941.41 1955.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2350 N/A 3140U5TG1 2056-04-01 5 872.22 857.57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH2734 N/A 3140UJBC9 2056-06-01 6.5 5631772.63 5885239.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5509 N/A 3142GWDP1 2055-12-01 5 77276.38 75584.54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB3229 N/A 3142K4ST4 2056-05-01 5 1117.07 1092.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3008 N/A 3140Y9KW3 2056-07-01 5.5 1104.00 1104.05 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ6096 N/A 3142GWX20 2056-03-01 6 2047.42 2095.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3292 N/A 31427QUS9 2055-11-01 5.5 35855409.06 36111177.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1696 N/A 3140Y73E6 2055-12-01 5.5 5383808.95 5425583.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFA5205 N/A 3140W5YB4 2037-03-01 3 719149.23 683399.60 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6055 N/A 31426QWR0 2055-06-01 6.5 679.89 714.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE6390 N/A 3140BKC44 2055-09-01 5.5 882.28 881.55 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX3797 N/A 31425YGF8 2055-01-01 6.5 2725546.03 2829663.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA4203 N/A 3142JSU52 2056-02-01 5 31679150.37 30905820.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6337 N/A 3140UABF1 2056-06-01 5.5 5614683.02 5642320.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5488 N/A 3142GWC23 2055-12-01 5.5 543566.87 546600.70 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0887 N/A 3140UT6Z2 2056-07-01 6 552860.00 574950.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3916 N/A 31427RK66 2056-01-01 5.5 1979.97 1990.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5837 N/A 3142GWPX1 2056-01-01 5.5 2716.52 2713.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF4353 N/A 3140BUZT2 2055-11-01 5.5 18274291.25 18313093.65 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2479 N/A 3140Y8XH4 2056-04-01 6.5 1599997.52 1674996.88 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8513 N/A 3132DWN66 2055-03-01 4.5 31926505.55 30306714.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8475 N/A 3132DWMY6 2054-11-01 5.5 1080.26 1079.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8474 N/A 3132DWMX8 2054-11-01 5 48005.63 46905.66 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8473 N/A 3132DWMW0 2054-11-01 4.5 8925.73 8472.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8462 N/A 3132DWMK6 2054-09-01 5.5 379241.80 379504.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8438 N/A 3132DWLT8 2054-06-01 5.5 18806782.85 18845944.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8431 N/A 3132DWLL5 2054-05-01 5.5 3400175.88 3399432.38 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM4537 N/A 3140X8BF3 2034-06-01 4 37875.25 37365.20 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4512 N/A 3140X8AN7 2050-04-01 3.5 20009.08 18265.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4251 N/A 3140X7WM7 2049-12-01 3.5 36154.86 32722.92 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM4081 N/A 3140X7RB7 2050-07-01 3 562587.70 498995.04 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4495 N/A 3140X77H6 2050-10-01 2 1492428.70 1197430.27 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTFM3123 N/A 3140X6PH8 2038-03-01 2.5 31176.09 28654.36 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM2984 N/A 3140X6J69 2045-08-01 4 6041046.45 5746493.08 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM2870 N/A 3140X6FL0 2050-03-01 3 187322.20 164422.06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM2202 N/A 3140X5NU3 2048-12-01 4 115303.53 108128.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM2178 N/A 3140X5M42 2050-01-01 3.5 39361.68 35596.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTFM1045 N/A 3140X4ET9 2039-06-01 4.5 52306.48 51641.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1001 N/A 3140X4DF0 2048-11-01 3.5 4375.13 3944.33 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM1790 N/A 3140X47C4 2049-11-01 3 502.01 432.25 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM1675 N/A 3140X42H8 2049-10-01 3 113801.17 99361.62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA6486 N/A 3140W7F47 2050-11-01 3 6427223.00 5600900.65 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA2839 N/A 3140W3EM7 2052-07-01 2.5 169397.34 139441.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2421 N/A 3140W2VP3 2055-07-01 5.5 6326699.30 6341828.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2435 N/A 3140W2V57 2055-08-01 5.5 6536.27 6574.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2295 N/A 3140W2RR4 2055-07-01 5.5 908.94 917.40 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFA2158 N/A 3140W2MG3 2041-10-01 2 24987957.52 21578917.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1486 N/A 3140W1UL5 2055-05-01 6 11183566.31 11437936.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1138 N/A 3140W1HQ9 2055-01-01 5.5 31410351.64 31875455.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0904 N/A 3140W1AE3 2055-01-01 5.5 936.47 947.19 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0605 N/A 3140W0U78 2047-12-01 3.5 1671077.90 1558525.23 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3UZM9916 N/A 3131Y5AR2 2028-04-01 3 9.46 9.36 Agency Mortgage-Backed Securities FMAC FEPC 05.850 6GZM9113 N/A 3131Y4DS0 2037-11-01 5.85 58508.63 60489.38 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4723 N/A 3131XYG86 2047-11-01 3.5 187.82 170.25 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4616 N/A 3131XYDV8 2047-11-01 3.5 252513.98 228218.01 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM3194 N/A 3131XWRP0 2047-05-01 4.5 8610.31 8352.82 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL3321 N/A 3131XJVN9 2042-07-01 3.5 123.33 115.48 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL2862 N/A 3131XJFB3 2042-03-01 3.5 642.80 600.57 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL2747 N/A 3131XJBQ4 2042-02-01 4 140.72 134.69 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7159 N/A 3142K85V5 2056-07-01 5.5 1183050.00 1192259.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC1190 N/A 3140Y7KC1 2055-10-01 4.5 1010.65 959.38 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSL4097 N/A 31427RRT9 2054-11-01 4 6752287.83 6252451.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5127 N/A 3140W5VV3 2056-04-01 5.5 978.10 983.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5822 N/A 3140W6PG1 2055-03-01 4.5 1008.98 961.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4404 N/A 3140U73N0 2056-04-01 5 1629895.37 1601011.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6961 N/A 3132DUWW3 2053-11-01 5 100935.51 99942.98 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3046 N/A 3142GTL46 2054-12-01 6 35240.37 36664.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY1141 N/A 31426KHT6 2055-04-01 6 11012368.34 11275596.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA1544 N/A 3140W1WE9 2055-05-01 5 1817339.34 1782416.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6203 N/A 3142GW3M9 2056-03-01 5 2099.80 2064.79 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4294 N/A 31427RXY1 2056-02-01 5 981.42 959.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6487 N/A 3140W7F54 2054-06-01 5 5646800.00 5537605.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1724 N/A 3140Y74J4 2055-12-01 6 1913.90 1968.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2718 N/A 3140Y9AU8 2056-05-01 5 1053.01 1035.49 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5759 N/A 31418FMH7 2055-07-01 5 917.86 895.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5444 N/A 31418FBN6 2054-08-01 5.5 8690.27 8680.91 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8074 N/A 3132DV6K6 2050-07-01 3 311190.35 268802.18 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC4714 N/A 3140F0GY4 2046-10-01 3 34796.74 30801.93 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBW0922 N/A 3140MSAY1 2052-06-01 4 554276.04 515921.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ2763 N/A 3140H4B94 2048-05-01 4.5 77743.04 75070.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM8911 N/A 3140XC3V8 2051-02-01 3.5 448.64 405.03 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0933 N/A 3142GRBB5 2054-02-01 6 703.59 726.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7247 N/A 31427HBR2 2055-11-01 5.5 897.82 905.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2626 N/A 3140Y84L7 2056-05-01 5 45070288.68 44069668.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1726 N/A 3140Y74L9 2055-12-01 6 4671.57 4773.74 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2393 N/A 3140Y8UT1 2056-04-01 6 2013.54 2083.80 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2313 N/A 31427PSB1 2055-09-01 6 896.88 927.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ5134 N/A 3142GVV40 2055-10-01 5.5 2771.21 2781.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5038 N/A 31418ES43 2053-06-01 5 2636773.80 2586033.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2556 N/A 31427PZW7 2055-09-01 5 2391505.84 2347221.53 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4388 N/A 3142GU2W2 2055-06-01 6 14456998.41 14847872.28 Agency Mortgage-Backed Securities FNMA FNMS 04.500 I4BF0222 N/A 3140FXG89 2057-09-01 4.5 334940.81 317838.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1517 N/A 3142GRVK3 2054-05-01 5.5 5747.65 5761.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB3642 N/A 3142K5BL6 2056-05-01 5 1339384.62 1305374.52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8421 N/A 3132DWLA9 2054-04-01 6 564.60 575.52 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8446 N/A 3132DWL35 2054-07-01 5.5 22613673.49 22626570.81 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8413 N/A 3132DWK28 2054-02-01 4 904.59 834.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8368 N/A 3132DWJM6 2053-10-01 6 580.77 593.46 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8363 N/A 3132DWJG9 2053-09-01 6 1156.88 1183.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8383 N/A 3132DWJ46 2053-12-01 5.5 172447.88 173196.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD4977 N/A 3132DSQ62 2053-11-01 5 12941.91 12692.87 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4685 N/A 3132DSF23 2054-01-01 6 732.77 759.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD5388 N/A 3132DS6Z0 2054-04-01 5 821.27 804.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8316 N/A 3140QUG26 2054-04-01 5 205463.35 202501.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8141 N/A 3140QUBK1 2054-03-01 5.5 26259943.60 26468797.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8977 N/A 3140QU6P6 2054-08-01 5 1292312.06 1266032.47 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8869 N/A 3140QU2B1 2054-07-01 6.5 690.46 728.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB7952 N/A 3140QTZS1 2054-02-01 4.5 3696460.00 3533405.45 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD5318 N/A 3132DS4B5 2054-04-01 6.5 16709116.19 17764525.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3235 N/A 3132DQSY3 2053-06-01 5.5 665587.49 668351.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3213 N/A 3132DQSA5 2053-07-01 5.5 711.45 717.99 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD3180 N/A 3132DQQ90 2053-06-01 6.5 642.09 680.98 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD2981 N/A 3132DQJ23 2053-05-01 6.5 558.07 581.35 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD2932 N/A 3132DQHH2 2053-04-01 4 773.33 717.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2913 N/A 3132DQGW0 2053-05-01 5.5 90930.54 91374.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2704 N/A 3132DQAD8 2053-04-01 5 753.70 744.33 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3478 N/A 3132DQ2K1 2052-04-01 2.5 1669.75 1374.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3476 N/A 3132DQ2H8 2053-07-01 5.5 719.07 724.40 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2511 N/A 3132DPYG7 2053-04-01 5.5 69740.43 69892.70 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2361 N/A 3132DPTS7 2053-02-01 6 623.70 650.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2357 N/A 3132DPTN8 2053-02-01 6 625.44 647.36 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD2190 N/A 3132DPNF1 2052-10-01 4.5 719.32 687.65 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1931 N/A 3132DPEC8 2051-11-01 3.5 29939.97 26991.08 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1900 N/A 3132DPDD7 2052-06-01 3.5 91677.68 82093.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4299 N/A 3140QPX51 2052-08-01 4.5 716.57 686.27 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4212 N/A 3140QPVE4 2052-07-01 4.5 59236.99 56708.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8348 N/A 3132DWHZ9 2053-08-01 5 782.08 766.55 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8347 N/A 3132DWHY2 2053-08-01 4.5 823.32 785.12 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8336 N/A 3132DWHM8 2053-04-01 3.5 1588.02 1422.02 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8350 N/A 3132DWH30 2053-08-01 6 19362.11 19816.87 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8315 N/A 3132DWGY3 2053-04-01 5 776.83 763.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5627 N/A 3140W6HD7 2056-04-01 5 1059.63 1037.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFA5651 N/A 3140W6H54 2041-05-01 4.5 997.37 984.84 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0958 N/A 3132DNB36 2052-04-01 3.5 744.08 674.15 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0923 N/A 3132DNAY9 2052-01-01 2.5 1697584.92 1421783.96 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0593 N/A 3132DMUS2 2051-05-01 3 552.51 487.24 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0235 N/A 3132DMHL2 2050-01-01 3.5 442.33 403.47 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0785 N/A 3132DM2S3 2051-12-01 2 700.97 564.70 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8384 N/A 3132D6J50 2040-05-01 5 2523.64 2531.31 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8057 N/A 3132D55S7 2035-08-01 2 324.38 295.46 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB1952 N/A 3132CYEZ9 2040-08-01 6 988.34 1017.44 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB0921 N/A 3132CXAW2 2038-07-01 3.5 73478.45 69710.97 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0308 N/A 3132CWKV5 2035-01-01 2.5 274.86 258.13 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3WZT1028 N/A 3132ADD96 2032-09-01 3.5 101266.74 98513.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9902 N/A 3140BBAC8 2055-07-01 5.5 406895.50 406559.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD5429 N/A 3140B6A70 2055-05-01 5.5 1826.09 1825.87 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD3071 N/A 3140B3MV1 2055-03-01 6.5 617823.87 645170.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD0939 N/A 3140B1BH8 2055-01-01 5.5 651.41 651.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC9587 N/A 3140AXUM7 2055-01-01 5.5 4225025.08 4244757.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC9269 N/A 3140AXJP3 2054-12-01 4.5 1478495.87 1409405.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC7426 N/A 3140AVHC8 2054-11-01 5 8782384.20 8604239.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC6533 N/A 3140AUHK2 2054-11-01 5 872.30 853.97 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC4734 N/A 3140ASHL5 2055-03-01 6.5 1008731.80 1047790.57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC4639 N/A 3140ASEM6 2054-09-01 6.5 2950596.48 3137444.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC2489 N/A 3140APXT6 2054-09-01 5.5 957241.95 970927.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB5273 N/A 3140AE2F5 2054-06-01 5.5 686.25 691.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG9483 N/A 3133CARC6 2053-08-01 6 9369343.92 9614258.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG7754 N/A 3133C8TK1 2053-08-01 5.5 856.77 860.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG6303 N/A 3133C7AC1 2053-06-01 6 730.82 748.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG5225 N/A 3133C5YW5 2053-06-01 6 683.50 702.43 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG4323 N/A 3133C4YU2 2053-06-01 6 194513.54 198687.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7882 N/A 3133BVXK6 2053-02-01 5.5 729.60 737.85 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF7373 N/A 3133BVFN0 2053-02-01 6 25513534.14 26209696.43 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF7274 N/A 3133BVCK9 2053-02-01 6 2805655.71 2910915.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF6698 N/A 3133BUNP8 2053-02-01 5.5 8091791.97 8102257.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF6518 N/A 3133BUG35 2053-01-01 5.5 414279.30 415991.65 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0343 N/A 3132ACLY4 2048-06-01 4.5 225.12 217.80 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS9776 N/A 3132AA2H6 2046-08-01 3.5 181.02 165.65 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS7899 N/A 3132A8X46 2032-11-01 3 170.28 164.22 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8026 N/A 3132A84K2 2033-05-01 3.5 117.68 114.77 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC1067 N/A 3140Y7FH6 2055-09-01 6.5 16876503.61 17615401.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1008 N/A 3140Y7DN5 2055-09-01 5.5 965.22 975.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1006 N/A 3140Y7DL9 2055-09-01 5.5 7112835.67 7203071.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3073 N/A 31427QMX7 2055-01-01 5.5 605347.57 608617.86 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2961 N/A 31427QJF0 2055-10-01 5 68316931.93 67181276.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2932 N/A 31427QHJ4 2055-09-01 5.5 22047101.97 22108642.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2929 N/A 31427QHF2 2055-10-01 5.5 997.15 999.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2926 N/A 31427QHC9 2055-09-01 5.5 7403162.85 7437449.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2948 N/A 31427QH21 2055-10-01 5 6248.10 6124.36 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL2800 N/A 31427QDE9 2053-10-01 4.5 29527.84 28263.37 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL3541 N/A 31427Q5B4 2055-11-01 4.5 57248.22 54343.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2547 N/A 31427PZM9 2055-09-01 5 41531846.34 40738657.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2308 N/A 31427PR63 2055-08-01 5 2670586.18 2606320.31 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1002 N/A 3140Y7DG0 2055-09-01 5 1006.82 991.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE7459 N/A 3140BLJD5 2055-09-01 5 11059266.08 10794359.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE6908 N/A 3140BKVA9 2055-12-01 5.5 865.37 864.78 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE4450 N/A 3140BG5L3 2055-06-01 7 2787667.47 3024296.77 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE3344 N/A 3140BFWE1 2055-07-01 6.5 2274829.34 2394072.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE2887 N/A 3140BFF59 2055-06-01 6 4311364.22 4399574.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE0308 N/A 3140BCKW1 2055-06-01 5.5 900082.65 904464.55 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0660 N/A 3140Q7WW3 2047-11-01 4 559206.00 524710.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0483 N/A 3140Q7RD1 2047-10-01 3.5 354290.16 322968.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0463 N/A 3140Q7QR1 2047-09-01 4 1465958.95 1378837.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY5413 N/A 3140NNAP0 2053-07-01 5.5 771.29 779.92 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX6119 N/A 3140NAYR8 2053-01-01 6 10487702.46 10790765.59 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX3814 N/A 3140N8GY8 2053-02-01 6 1786402.07 1826363.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX0445 N/A 3140N4P76 2052-11-01 5.5 77500.50 77679.01 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9957 N/A 3140N3B32 2052-09-01 5 1398626.03 1384752.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW9861 N/A 3140N25X5 2052-09-01 5.5 144656.17 146062.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7139 N/A 3140MY4Z2 2052-07-01 5 641.57 629.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW3918 N/A 3140MVK80 2052-08-01 4.5 2698014.84 2583645.99 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQC5662 N/A 3133AQJF5 2051-08-01 3.5 27932.64 25179.50 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC2692 N/A 3133AL7D4 2051-06-01 3 503.55 434.71 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA5570 N/A 3133A0FK5 2049-12-01 3.5 248.35 226.30 Agency Mortgage-Backed Securities FMAC 05.875 FRPC G80376 G N/A 31335PMZ5 2038-12-01 5.875 708.08 716.66 Agency Mortgage-Backed Securities FMAC 06.500 FGPC G60503 G N/A 31335ARY6 2039-09-01 6.5 127.55 133.89 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q49036 G N/A 3132WPBE6 2047-07-01 4 2643958.55 2487384.20 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q46715 G N/A 3132WLN93 2047-03-01 4 2541176.60 2394238.99 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q22339 G N/A 3132JPS45 2043-10-01 4.5 62.98 61.58 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q02014 G N/A 3132GFGX9 2041-07-01 4.5 1314584.59 1289965.05 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3632 N/A 3132E0A93 2052-07-01 2.5 45168.93 37180.32 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4462 N/A 3132E05X6 2053-11-01 6 685.79 708.07 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD4386 N/A 3132E02T8 2052-08-01 3 828.67 719.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8533 N/A 3132DWPS6 2055-05-01 5.5 3307834.75 3304273.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8532 N/A 3132DWPR8 2055-05-01 5 929.69 907.38 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA1878 N/A 3140Q9CQ4 2048-06-01 4 9382115.79 8822607.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8505 N/A 3132DWNW9 2055-02-01 5 174549.67 170407.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW2522 N/A 3140MTYU1 2056-02-01 5.5 2012297.77 2010280.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1725 N/A 3140Y74K1 2055-12-01 6 968.70 993.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1706 N/A 3140Y73Q9 2055-12-01 5.5 983.75 984.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1699 N/A 3140Y73H9 2055-12-01 5.5 9741377.35 9807875.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1693 N/A 3140Y73B2 2055-12-01 5.5 983.70 995.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1686 N/A 3140Y72U1 2055-12-01 5 983.44 960.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1342 N/A 31427NP45 2055-05-01 5.5 918.36 923.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1222 N/A 31427NLC1 2055-05-01 6 738.93 756.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1172 N/A 31427NJS9 2055-05-01 5.5 6493.54 6543.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1134 N/A 31427NHL6 2055-05-01 5.5 950.82 958.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1119 N/A 31427NG52 2055-05-01 5.5 892.39 891.43 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1082 N/A 31427NFY0 2054-10-01 6.5 832.18 873.58 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0675 N/A 31427MXD8 2055-01-01 6.5 740.43 777.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0620 N/A 31427MVN8 2055-03-01 5.5 970275.36 976483.51 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0497 N/A 31427MRT0 2055-02-01 6 742.03 757.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0406 N/A 31427MNY3 2053-04-01 5 41099103.18 40427571.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0356 N/A 31427MME8 2054-12-01 5 883.84 867.42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0376 N/A 31427MM24 2055-02-01 6 10488795.32 10737117.55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0263 N/A 31427MJH5 2055-02-01 5 901.20 885.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0243 N/A 31427MHV6 2054-12-01 5.5 814.05 817.00 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL0015 N/A 31427MAR2 2054-12-01 3.5 894.63 801.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ9109 N/A 31427KDP7 2055-11-01 5.5 471729.63 477347.61 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4357 N/A 31418DZX3 2051-06-01 3 527.34 455.75 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4329 N/A 31418DY30 2036-05-01 2 251661.65 228590.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY8280 N/A 31426TFW2 2055-07-01 5 31993780.70 31220832.30 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY8981 N/A 31426T6T9 2055-07-01 5 964.25 949.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7296 N/A 31426SDA4 2055-06-01 6 733.34 747.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3835 N/A 31418DHM7 2049-11-01 3.5 224294.78 201999.13 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3834 N/A 31418DHL9 2049-11-01 3 21386.05 18640.08 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3827 N/A 31418DHD7 2034-11-01 2.5 144.61 135.72 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3687 N/A 31418DCZ3 2049-06-01 4 90.82 84.26 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4464 N/A 31418D6A5 2051-11-01 1.5 113382.39 85256.64 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4404 N/A 31418D3N0 2036-08-01 2.5 28780.57 26760.27 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3444 N/A 31418CZJ6 2048-08-01 4.5 75.16 72.44 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3384 N/A 31418CXN9 2048-06-01 4 81.51 75.93 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3183 N/A 31418CRD8 2047-11-01 4 92228.98 86519.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3182 N/A 31418CRC0 2047-11-01 3.5 129.72 117.71 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3057 N/A 31418CMF8 2047-07-01 3.5 109.51 99.51 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CVMA2008 N/A 31418BGS9 2029-08-01 3.5 39.99 39.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5166 N/A 31418EW48 2053-10-01 6 6936444.03 7101531.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5108 N/A 31418EVA5 2053-08-01 6 25040080.14 25623263.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5139 N/A 31418EV98 2053-09-01 6 1484.09 1515.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5107 N/A 31418EU99 2053-08-01 5.5 1387.34 1390.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5026 N/A 31418ESQ4 2053-04-01 3.5 1618.54 1457.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5039 N/A 31418ES50 2053-06-01 5.5 21081797.31 21166827.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5037 N/A 31418ES35 2053-06-01 4.5 822.84 785.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1677 N/A 3140Y72K3 2055-12-01 5 270839.73 265715.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0687 N/A 3140Y6XR6 2055-07-01 5 10306.65 10135.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0393 N/A 3140Y6NK2 2055-05-01 5.5 1859.32 1881.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1374 N/A 3140MSQ40 2052-11-01 4.5 36004.23 34459.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV9868 N/A 3140MP6E6 2052-05-01 3.5 234520.71 210155.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBV4532 N/A 3140MJBA2 2052-03-01 3.5 494.20 445.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CKBV2554 N/A 3140MFZU0 2052-06-01 5 40766.70 39395.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV1421 N/A 3140MESK3 2055-04-01 5.5 6845581.72 6882570.68 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU8252 N/A 3140MAE26 2052-02-01 2 1779897.73 1432651.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBU4993 N/A 3140M6RP0 2054-09-01 5.5 859.17 860.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBU3612 N/A 3140M5AN5 2051-11-01 4 1625800.12 1504876.90 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIBT3901 N/A 3140LSKP0 2038-10-01 6 65186.07 67123.92 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT0139 N/A 3140LNEM5 2051-06-01 2.5 1304431.07 1094461.15 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR4035 N/A 3140L2PV9 2051-02-01 2 62714.79 50076.92 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO5414 N/A 3140K1AQ9 2049-10-01 3 1920636.50 1692349.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN9555 N/A 3140JSTM1 2049-07-01 3.5 2233877.10 2032338.20 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN8876 N/A 3140JR2J9 2049-05-01 4 4087158.40 3835832.21 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CQBM7117 N/A 3140JB4B9 2045-09-01 4 675.15 639.40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5134 N/A 3140J9V40 2048-11-01 4 1049.95 986.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4524 N/A 3140J9A27 2048-07-01 4 14069580.42 13198818.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM4468 N/A 3140J86E8 2048-09-01 4.5 257.55 250.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0392 N/A 3140Y6NJ5 2055-05-01 5.5 879.95 890.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0384 N/A 3140Y6NA4 2055-05-01 5 966.59 949.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0249 N/A 3140Y6H37 2055-04-01 5.5 46865842.85 46853860.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0213 N/A 3140Y6GX2 2055-04-01 5 1007992.90 987605.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0076 N/A 3140Y6CN8 2055-03-01 5.5 925.30 930.96 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0867 N/A 3140Y66D7 2055-08-01 6 922.31 955.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9660 N/A 3140XRWW1 2054-10-01 5.5 515499.79 516758.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9294 N/A 3140XRKG9 2054-10-01 5.5 807.60 810.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9042 N/A 3140XRBL8 2054-08-01 5.5 6487484.94 6576683.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9800 N/A 3140XR3J2 2054-11-01 5.5 846.37 851.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 KL793282 N/A 31405MJ32 2034-05-01 5.5 23477.16 23474.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 K0762521 N/A 31404AD27 2033-11-01 4.5 650286.72 643473.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL725027 N/A 31402CPL0 2033-11-01 5 30648.34 30895.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 3816865.09 3491407.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAR2624 N/A 3138NY4J1 2043-02-01 3.5 6996692.83 6474275.43 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CVAQ8711 N/A 3138MQVD2 2027-12-01 2.5 20022.35 19801.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAP7444 N/A 3138MBHW9 2042-10-01 3.5 168.78 156.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA1960 N/A 31418BFA9 2034-07-01 4 183299.92 179502.01 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1356 N/A 31418AQJ0 2043-02-01 3.5 181.26 167.73 Agency Mortgage-Backed Securities USTR 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 2324300.00 2364009.65 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 694200.00 701970.64 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 2913400.00 2958289.19 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 10126300.00 10022758.25 U.S. Treasuries (including strips) USTR 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 3011000.00 2997631.16 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 5337100.00 4871818.61 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BL 26 N/A 91282CLY5 2026-11-30 4.25 4742200.00 4781125.56 U.S. Treasuries (including strips) FMAC FEPC 06.500 CLRJ1985 N/A 3142GSF37 2054-07-01 6.5 194508.25 203332.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1957 N/A 3142GSE79 2054-07-01 5.5 17471793.29 17569169.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1955 N/A 3142GSE53 2054-07-01 5.5 12356853.78 12450003.86 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1861 N/A 3142GSB72 2054-06-01 6.5 18206325.98 18913417.20 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2612 N/A 3142GS3W6 2054-10-01 6 821.40 843.40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1528 N/A 3142GRVW7 2054-05-01 6 673.06 686.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1366 N/A 3142GRQU7 2054-04-01 5 859.00 839.81 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1356 N/A 3142GRQJ2 2054-04-01 6.5 21655342.48 22611461.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1266 N/A 3142GRMQ0 2054-04-01 5.5 1777.40 1780.18 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1213 N/A 3142GRK33 2054-04-01 5.5 883.14 893.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1068 N/A 3142GRFJ4 2054-03-01 5.5 873.36 874.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1054 N/A 3142GRE48 2054-03-01 5 1691.92 1656.94 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0954 N/A 3142GRBY5 2054-02-01 6.5 56255.91 58632.82 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ0942 N/A 3142GRBL3 2054-02-01 6 594.88 607.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1767 N/A 3142GR6D7 2054-06-01 5.5 25452601.08 25661091.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1763 N/A 3142GR5Z9 2054-06-01 5 4642600.41 4554626.23 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1758 N/A 3142GR5U0 2054-06-01 5 850.15 835.90 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1722 N/A 3142GR4G2 2054-06-01 6.5 653.69 689.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7118 N/A 31426R4C2 2055-07-01 5.5 893.34 897.73 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5691 N/A 31426QKD4 2055-06-01 6 18591565.51 19028337.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY5669 N/A 31426QJP9 2055-06-01 5 978.79 959.41 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY5410 N/A 31426QAL7 2055-06-01 6.5 848.49 885.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY6287 N/A 31426Q6Z1 2055-06-01 5.5 1749.69 1748.16 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY4202 N/A 31426NU40 2055-06-01 6 8865.05 9101.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY3995 N/A 31426NNM8 2055-05-01 5.5 911.09 912.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY2321 N/A 31426LSK1 2055-05-01 5.5 757.98 757.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY1646 N/A 31426KZL3 2055-05-01 5 350057.68 342002.39 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY1039 N/A 31426KEM4 2055-04-01 5 1920.75 1874.57 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0741 N/A 31426JZF9 2055-04-01 6.5 1072315.99 1141740.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9449 N/A 31426GQB4 2055-04-01 5.5 1882.10 1897.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9254 N/A 31426GH81 2055-03-01 5.5 248763.37 248495.54 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX7558 N/A 31426DMG4 2055-03-01 5 979.00 959.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX7144 N/A 31426C5E0 2055-02-01 5.5 883.98 883.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX3766 N/A 31425YFG7 2055-01-01 6 822.44 842.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX3242 N/A 31425XS83 2055-01-01 5.5 963.66 967.18 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL4699 N/A 31427SGH5 2054-02-01 4.5 976.12 931.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4693 N/A 31427SGB8 2055-01-01 5 377969.39 368512.47 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4720 N/A 31427SG69 2056-04-01 5 47513890.35 46531714.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4652 N/A 31427SE20 2056-04-01 5 18218379.73 17869400.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5327 N/A 31427S4M7 2056-05-01 5.5 1048.97 1055.51 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1328 N/A 31418APN2 2043-01-01 3.5 142.20 131.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRMA1177 N/A 31418AJX7 2042-09-01 3.5 119.99 111.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1107 N/A 31418AGR3 2032-07-01 3.5 51940.63 50530.01 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA0908 N/A 31418AAJ7 2031-11-01 4 38.47 37.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM4756 N/A 3140J9JA0 2048-09-01 4.5 247.71 239.66 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9085 N/A 3133BKCW7 2052-08-01 5 636.46 625.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE7321 N/A 3133BHD29 2052-08-01 5 4071144.17 3993913.21 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQF4920 N/A 3133BSPD8 2052-12-01 6.5 36071.34 37774.15 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA6739 N/A 3140QEPZ9 2050-08-01 3 470.61 405.53 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7195 N/A 3140QE7H9 2050-09-01 2 564.36 451.67 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICA5461 N/A 3140QDB78 2035-03-01 2.5 209827.17 196234.43 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA4016 N/A 3140QBPA0 2049-08-01 3 56977.74 49917.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTCA2079 N/A 3140Q9JZ7 2038-07-01 4.5 2169532.55 2155122.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF5439 N/A 3133BTBG4 2052-12-01 5.5 36121.69 36446.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF4933 N/A 3133BSPS5 2052-12-01 6 673330.50 692781.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF3828 N/A 3133BRHD9 2052-11-01 5.5 3321235.00 3342495.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF1972 N/A 3133BPFM5 2052-10-01 5.5 6359068.03 6389542.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0701 N/A 3133BMX67 2052-10-01 5 4593353.91 4522550.42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9306 N/A 3133BKKT5 2052-09-01 5 1898773.11 1870870.01 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE9208 N/A 3133BKGR4 2052-09-01 4.5 770.85 737.17 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCC3125 N/A 3140Y9PK4 2056-05-01 7 31177984.00 32938583.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3060 N/A 3140Y9MJ0 2056-07-01 5.5 1082.25 1086.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2992 N/A 3140Y9KE3 2056-07-01 5 1120.00 1092.32 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC2878 N/A 3140Y9FU3 2056-06-01 4.5 997.65 947.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2733 N/A 3140Y9BB9 2056-05-01 5 1012.60 992.40 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I4BF0561 N/A 3140FXTT9 2061-09-01 3 704.52 594.28 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I6BF0497 N/A 3140FXRT1 2060-07-01 3 50036.96 42209.13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAO6762 N/A 3138LXQQ5 2042-06-01 4 632137.04 602598.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL8658 N/A 3138ETTQ9 2046-06-01 3.5 6986115.29 6419238.61 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL9188 N/A 3138ERF62 2046-09-01 4 208.63 196.82 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLAL7349 N/A 3138EQEX6 2039-10-01 6.5 241285.40 253811.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLAL0913 N/A 3138EHAP7 2041-07-01 6 590867.85 617077.56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAK6757 N/A 3138EBQK4 2042-03-01 4 990428.77 946198.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK6727 N/A 3138EBPM1 2042-03-01 3.5 1697067.59 1581135.24 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKAJ9329 N/A 3138E2LK9 2042-01-01 4 81932.67 76586.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAI2444 N/A 3138AFWE6 2041-05-01 5 197.12 197.18 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI6376 N/A 3133WDCM2 2054-06-01 6 782.24 803.73 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI5955 N/A 3133WCTL8 2054-05-01 6 614.16 629.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0008 N/A 3133W4AH5 2056-08-01 5.5 2373016.00 2390009.96 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE1248 N/A 3133BAL58 2052-05-01 4 1158.43 1069.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4227 N/A 31427RVV9 2056-02-01 5.5 1927.80 1927.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4139 N/A 31427RS50 2056-02-01 5 1981.17 1937.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4062 N/A 31427RQQ6 2056-02-01 5 11753.89 11457.62 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL4036 N/A 31427RPW4 2053-10-01 2.5 11500.14 9500.62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4009 N/A 31427RN30 2055-08-01 6 836.43 852.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3975 N/A 31427RMZ0 2056-01-01 5 1010.68 988.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3908 N/A 31427RKW9 2056-01-01 5 925.72 907.69 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3798 N/A 31427RGG9 2056-01-01 5 1014.11 996.35 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3731 N/A 31427RED8 2056-01-01 5 121701.86 118816.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3616 N/A 31427RAS9 2056-01-01 5 1016.26 996.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4394 N/A 31427R3C2 2056-01-01 5.5 990.96 995.80 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL3313 N/A 31427QVF6 2055-11-01 6.5 873.23 912.82 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0662 N/A 3142GQWY4 2054-01-01 6.5 185284.99 193149.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6052 N/A 31418FWN3 2056-05-01 4.5 3056.20 2901.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6028 N/A 31418FVW4 2056-04-01 4.5 2005.10 1903.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5997 N/A 31418FUX3 2056-03-01 5 18975580.80 18493329.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5852 N/A 31418FQE0 2055-10-01 5 9372.95 9139.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5734 N/A 31418FLQ8 2055-06-01 5 930.43 907.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5700 N/A 31418FKN6 2055-05-01 5.5 917.20 916.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5699 N/A 31418FKM8 2055-05-01 5 18017.31 17584.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5646 N/A 31418FHY6 2055-03-01 5.5 1714.44 1713.77 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3168 N/A 3142GTQW9 2055-03-01 5 7822037.37 7663067.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3072 N/A 3142GTMW3 2054-12-01 5.5 60406558.51 60406820.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3060 N/A 3142GTMJ2 2054-12-01 5 510216.87 499517.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3080 N/A 3142GTM60 2054-12-01 5.5 850.60 856.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3076 N/A 3142GTM29 2054-12-01 5.5 851.10 858.07 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA4584 N/A 31418ECW8 2037-04-01 3 265463.31 249723.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4580 N/A 31418ECS7 2052-04-01 3.5 2261386.78 2025371.87 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4577 N/A 31418ECP3 2052-04-01 2 791.46 626.48 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4540 N/A 31418EBJ8 2042-02-01 2 5806590.67 4971095.83 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4537 N/A 31418EBF6 2037-02-01 2.5 128910.62 119861.52 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5643 N/A 31418FHV2 2055-03-01 4 40093.78 36968.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3048 N/A 3142GTL61 2054-12-01 6 1656.06 1712.37 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3006 N/A 3142GTKU9 2054-12-01 5 22584490.49 22140946.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3014 N/A 3142GTK47 2054-12-01 5 19624776.97 19221186.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2906 N/A 3142GTGQ3 2054-11-01 5.5 954.33 965.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2863 N/A 3142GTFD3 2054-11-01 5 50659964.26 49583777.77 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ2859 N/A 3142GTE93 2054-11-01 5 844.94 828.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2742 N/A 3142GTBL9 2054-11-01 5.5 1744.64 1757.62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3508 N/A 3142GT3S3 2055-02-01 6 13189.19 13578.12 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQE0622 N/A 3133B9VP6 2052-04-01 2 736.80 592.48 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQE0399 N/A 3133B9NQ3 2052-04-01 3 693.58 602.19 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQD6216 N/A 3133B33Z8 2052-02-01 3 63835.31 55538.00 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC8573 N/A 3133ATQ20 2051-10-01 2.5 1934.04 1626.71 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CQMA1788 N/A 31418A7A0 2044-02-01 4 3026845.09 2866632.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1715 N/A 31418A3Z9 2043-12-01 4 175.01 166.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0200 N/A 31417YGJ0 2029-10-01 4.5 28392.93 28379.02 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA0096 N/A 31417YDA2 2029-06-01 4.5 11.76 11.75 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAB9349 N/A 31417GL79 2043-05-01 3 280.90 253.05 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAB8287 N/A 31417FF52 2042-04-01 4 993167.22 949232.81 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAB5679 N/A 31417CJZ9 2042-07-01 4 47413.68 45309.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CT985938 N/A 31415QHP4 2028-05-01 5.5 36656.09 36931.39 Agency Mortgage-Backed Securities FNMA FNMS 06.000 NP952263 N/A 31413QML9 2037-09-01 6 78.11 78.08 Agency Mortgage-Backed Securities FNMA FNMS 06.000 K0938452 N/A 31412YBV3 2037-05-01 6 35781.13 35607.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CW890725 N/A 31410LSN3 2030-12-01 3.5 41814.85 41250.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 I4BF0143 N/A 3140FXER9 2056-08-01 5.5 136901.72 140113.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 I4BF0141 N/A 3140FXEP3 2056-09-01 5.5 1094962.47 1115250.29 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBE3701 N/A 3140FPDF3 2047-06-01 4.5 200.31 193.94 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBE1585 N/A 3140FLXP8 2047-05-01 4 2069052.42 1943409.90 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF7399 N/A 3140BYGH1 2055-12-01 5 2969.24 2904.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF7288 N/A 3140BYC28 2056-04-01 5 996.72 980.25 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF6468 N/A 3140BXFJ0 2056-04-01 5 994.42 977.68 Agency Mortgage-Backed Securities FNMA FNMS 07.000 DLDF4844 N/A 3140BVL24 2055-09-01 7 5196208.87 5303652.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I5BF0494 N/A 3140FXRQ7 2049-04-01 3.5 259.27 237.34 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE8477 N/A 3140BMM31 2055-09-01 7 1124987.05 1196413.98 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7929 N/A 3133KPY28 2052-09-01 4.5 697.90 667.17 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA7794 N/A 3133KPUT3 2052-08-01 5 817.80 805.78 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7779 N/A 3133KPUC0 2052-08-01 4.5 31915.22 30472.97 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7671 N/A 3133KPQY7 2052-07-01 4.5 714.51 684.60 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7500 N/A 3133KPKM9 2052-07-01 4.5 18286221.93 17452644.50 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7380 N/A 3133KPFV5 2052-05-01 3.5 681.97 614.00 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7388 N/A 3133KPF52 2052-05-01 4 724.20 672.53 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA6954 N/A 3133KNWP4 2052-03-01 3 704.31 612.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA6531 N/A 3133KNHG1 2052-01-01 3.5 257182.85 231962.65 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7184 N/A 3133KN6V0 2052-04-01 4 710.71 660.33 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH2159 N/A 3133CEMG4 2053-10-01 6 877.24 904.37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2476 N/A 3140Y8XE1 2056-04-01 6.5 17602166.28 18511153.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2440 N/A 3140Y8WA0 2056-04-01 5 992.38 973.95 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2408 N/A 3140Y8VA1 2056-04-01 6.5 3410327.48 3622247.51 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2361 N/A 3140Y8TT3 2056-04-01 5 8949399.90 8819791.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3488 N/A 3142GT2W5 2055-02-01 5.5 880.56 887.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2459 N/A 3142GSWV6 2054-09-01 6 1473.95 1506.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2451 N/A 3142GSWM6 2054-10-01 5.5 2659.20 2668.50 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ2469 N/A 3142GSW79 2054-09-01 6.5 632.20 662.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2417 N/A 3142GSVK1 2054-09-01 5.5 945.03 951.53 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ2220 N/A 3142GSPE2 2054-08-01 6.5 29518779.25 31039576.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2201 N/A 3142GSNT1 2054-08-01 5.5 17202409.25 17330091.26 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1972 N/A 3142GSFN3 2054-07-01 6 690.06 707.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5635 N/A 31418FHM2 2055-02-01 3.5 105065.30 94082.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5550 N/A 31418FEY9 2054-12-01 4 75358.95 69493.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5497 N/A 31418FDB0 2054-10-01 5.5 37015229.21 36975376.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5470 N/A 31418FCG0 2054-09-01 5.5 1450.42 1451.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5246 N/A 31418EZL7 2054-01-01 5.5 750.88 753.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5245 N/A 31418EZK9 2054-01-01 5 18608.33 18206.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5215 N/A 31418EYM6 2053-12-01 5.5 95959.01 96098.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5191 N/A 31418EXV7 2053-11-01 6 28980.86 29680.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5202 N/A 31418EX88 2038-11-01 6 207279.88 213289.96 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5145 N/A 31418EWF3 2038-09-01 6 515947.55 531276.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5169 N/A 31418EW71 2038-10-01 5.5 5926.25 6028.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5167 N/A 31418EW55 2053-10-01 6.5 481.83 500.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7062 N/A 31427GZ49 2055-11-01 5.5 958.46 960.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ6882 N/A 31427GUG7 2055-11-01 5.5 9900946.32 9982988.86 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7176 N/A 31427G6N9 2055-11-01 5.5 11219573.22 11274665.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4290 N/A 31427BXU4 2055-10-01 5.5 604773.26 609784.61 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3333 N/A 31427AV38 2055-09-01 6 4753686.29 4895179.76 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3214 N/A 31427ASC2 2055-09-01 6 992.99 1023.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ2925 N/A 31427AHB6 2055-09-01 5 9792861.88 9575506.05 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ2100 N/A 31426YKN5 2055-09-01 5.5 1196022.30 1198259.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0684 N/A 31426WXN5 2055-08-01 5.5 938.17 938.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0816 N/A 31426W4A5 2055-08-01 5.5 2907192.34 2910423.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ0789 N/A 31426W2X7 2055-08-01 5 968.85 945.37 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9335 N/A 31426ULR3 2055-08-01 6.5 3172463.28 3320895.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY9245 N/A 31426UHX5 2055-06-01 5.5 1163332.44 1170553.63 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY9132 N/A 31426UEE0 2055-08-01 5.5 951.80 959.68 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9840 N/A 31426U5A8 2055-08-01 6.5 690.29 717.04 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4562 N/A 31418EB82 2052-03-01 2 50788.72 40171.98 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4512 N/A 31418EAN0 2052-01-01 2.5 390883.77 324126.04 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4511 N/A 31418EAM2 2052-01-01 2 779.59 617.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5388 N/A 31418E7A2 2054-06-01 5.5 714.66 716.00 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA5274 N/A 31418E2G4 2054-02-01 7 3016642.57 3179128.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2341 N/A 3140Y8S72 2056-04-01 5 3766842.09 3692490.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1860 N/A 3140Y8B62 2056-01-01 5.5 975.53 981.50 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC1550 N/A 3140Y7WL8 2055-11-01 6.5 39802619.03 41722883.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1513 N/A 3140Y7VF2 2055-11-01 5.5 37915877.41 38409137.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1504 N/A 3140Y7U63 2055-11-01 5 50666230.70 49543855.48 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1459 N/A 3140Y7TR9 2055-11-01 6 971.35 1011.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC1426 N/A 3140Y7SQ2 2055-11-01 4.5 993.76 943.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1240 N/A 3140Y7LW6 2055-10-01 6 9199739.01 9498132.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1232 N/A 3140Y7LN6 2055-10-01 5.5 981.13 991.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1219 N/A 3140Y7K98 2055-10-01 5.5 963.14 970.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1168 N/A 3140Y7JN9 2055-10-01 5.5 969.41 974.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ1335 N/A 3142GRPV6 2054-04-01 5.5 6890614.10 6978058.28 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTQK0914 N/A 3133D4AP8 2041-07-01 2 682.48 589.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ9868 N/A 3133D16D6 2054-12-01 6 862.94 892.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ3924 N/A 3133CULD6 2054-09-01 5.5 912472.48 912047.57 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ0070 N/A 3133CQCF0 2054-07-01 7 316230.28 335402.80 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH8672 N/A 3133CMT53 2054-01-01 6 2493694.26 2561093.82 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQH8914 N/A 3133CM3X0 2054-02-01 6 2245157.31 2303830.01 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH6942 N/A 3133CKWB0 2054-01-01 6.5 3862902.55 4074518.79 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH4128 N/A 3133CGSR9 2053-11-01 7 6248099.44 6667998.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I4BF0181 N/A 3140FXFX5 2057-02-01 3.5 1781333.13 1579573.41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 U3BF0448 N/A 3140FXQA3 2042-02-01 2.5 1328557.28 1169985.11 Agency Mortgage-Backed Securities FNMA FNMS 04.000 U3BF0198 N/A 3140FXGG1 2040-11-01 4 174.91 167.84 Agency Mortgage-Backed Securities FNMA FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 295.44 277.60 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8062 N/A 3132DV5X9 2050-05-01 3 3454.64 2998.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM1577 N/A 3140X4XF8 2034-09-01 3.5 185.84 180.29 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT6823 N/A 3140LVSM2 2051-10-01 2.5 16822.50 13947.39 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1070 N/A 3142GRFL9 2054-03-01 6 6020.47 6232.93 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0206 N/A 3132D9GP3 2041-11-01 2 624.17 536.50 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA6799 N/A 3140QERV6 2050-08-01 2 1488309.94 1191294.87 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8256 N/A 3132DWE58 2052-10-01 4 10852.82 10062.11 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0454 N/A 3140QKQG6 2051-05-01 2.5 658.49 549.89 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4655 N/A 3132A5E43 2046-03-01 3.5 78487.93 71828.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1241 N/A 3140XGLX5 2052-01-01 3.5 736.86 664.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4994 N/A 3132DSRP9 2053-07-01 5.5 1517.30 1544.20 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0366 N/A 3140XFMQ1 2052-01-01 2.5 629.00 534.78 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA2194 N/A 3133KHNK8 2050-02-01 3 398.89 352.81 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4091 N/A 3140QPRM1 2052-07-01 4 821643.09 765042.84 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9003 N/A 3140QVAD6 2054-08-01 6 797.15 830.15 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC0167 N/A 3140EUFH7 2046-01-01 3.5 80167.68 73525.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7854 N/A 31427HWQ1 2055-11-01 5.5 4811756.30 4846080.16 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7320 N/A 31427HD25 2055-11-01 5.5 642877.22 646059.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX1941 N/A 31425WEP2 2055-01-01 5.5 7524.52 7568.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX1582 N/A 31425VXL2 2054-11-01 5 1196736.55 1173535.02 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA4920 N/A 31418EPE4 2053-02-01 6 502.02 514.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4918 N/A 31418EPC8 2053-02-01 5 728.68 715.45 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4839 N/A 31418ELV0 2052-12-01 4 914.18 843.71 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4805 N/A 31418EKT6 2052-11-01 4.5 25824.56 24655.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4761 N/A 31418EJF8 2052-09-01 5 2144454.21 2109363.80 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4783 N/A 31418EJ50 2052-10-01 4 31448.20 29085.29 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4733 N/A 31418EHK9 2052-09-01 4.5 765.41 731.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4731 N/A 31418EHH6 2052-09-01 3.5 35353.92 31658.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4701 N/A 31418EGK0 2052-08-01 4.5 4639187.82 4441187.28 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4618 N/A 31418EDY3 2052-04-01 4 38981.45 35986.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4600 N/A 31418EDE7 2052-05-01 3.5 16730.69 14981.72 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4599 N/A 31418EDD9 2052-05-01 3 765.30 660.70 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQX0564 N/A 31425UTW5 2054-12-01 4.5 1082809.79 1034634.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX0539 N/A 31425US55 2054-11-01 5 947.13 927.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX0310 N/A 31425UKY0 2054-11-01 5.5 590535.26 590442.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 REAE5424 N/A 31419GA20 2040-10-01 3.5 17324.79 16033.46 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLAD0020 N/A 31418MAW2 2037-12-01 7 46.15 48.64 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6143 N/A 31418FZH3 2056-08-01 4.5 3270968.00 3105015.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA6080 N/A 31418FXJ1 2056-06-01 5.5 980.77 979.71 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6078 N/A 31418FXG7 2056-06-01 4.5 2057.96 1953.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6053 N/A 31418FWP8 2056-05-01 5 147624.57 143872.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5590 N/A 31427TF84 2056-06-01 5.5 1000.70 1005.41 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5438 N/A 31427TBG0 2056-06-01 6 1064.55 1102.37 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5436 N/A 31427TBE5 2056-06-01 6 1070.69 1108.05 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL5411 N/A 31427TAM8 2055-01-01 4.5 1008.45 963.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5146 N/A 31427SWG9 2056-05-01 5 1059.74 1034.24 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL5006 N/A 31427SR42 2052-05-01 2.5 990.41 825.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2141 N/A 31427PLX0 2055-09-01 6 21004685.43 21697125.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2127 N/A 31427PLH5 2055-08-01 6 13479852.45 13967068.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1544 N/A 31427NWE5 2054-12-01 5 885.94 869.91 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1536 N/A 31427NV63 2055-06-01 6.5 827.10 865.45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1389 N/A 31427NRK7 2055-04-01 6 840.19 862.87 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4693 N/A 3132A5GA7 2046-12-01 3 28873.75 25407.66 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS1958 N/A 3132A2E73 2038-03-01 5 11.92 11.94 Agency Mortgage-Backed Securities FMAC 03.500 FGPC T65441 G N/A 31323ABJ0 2047-10-01 3.5 92.31 83.59 Agency Mortgage-Backed Securities FMAC 03.500 FGPC T65257 G N/A 31322YZW4 2044-12-01 3.5 50.58 45.98 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3149 N/A 31418CQB3 2047-10-01 4 33567.71 31491.29 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7672 N/A 3133KPQZ4 2052-07-01 4.5 55765.91 53342.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5552 N/A 31418FE29 2054-12-01 5 869.19 849.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8005 N/A 3140QT3P2 2054-02-01 6 1544573.34 1579249.01 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB4377 N/A 3140QP2K2 2052-08-01 4 149159.84 138368.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS3994 N/A 3140XKNL0 2053-02-01 6 592.72 615.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7397 N/A 3140XPGF0 2054-03-01 6 102176.57 105443.87 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G60988 G N/A 31335BCZ7 2047-05-01 3 113514.62 100745.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2473 N/A 3132DPXA1 2053-02-01 5 1859103.57 1825763.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4941 N/A 31418EP38 2053-03-01 5.5 40177.46 40409.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4838 N/A 31418ELU2 2052-12-01 3.5 10374.79 9290.25 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA9861 N/A 3133KR5W0 2053-09-01 6.5 616.41 649.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4629 N/A 3140QQEB7 2052-09-01 5.5 11902243.26 11953914.86 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1789 N/A 3132DN7A5 2052-10-01 5 801258.81 789179.57 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM3505 N/A 3140X63P4 2050-06-01 2.5 131209.71 109649.77 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM9063 N/A 3140XDB96 2035-05-01 3 354.02 337.01 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4820 N/A 3140QQLA1 2052-10-01 4.5 787.06 752.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3283 N/A 3140XJUH4 2052-09-01 5.5 797.46 801.23 Agency Mortgage-Backed Securities FNMA FNMS 08.000 CLAL7426 N/A 3138EQHC9 2038-03-01 8 211741.43 222266.61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZI7765 N/A 3131WLTW8 2037-08-01 5 37.02 36.95 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0325 N/A 3142GQLF7 2053-11-01 6.5 413502.39 431438.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9384 N/A 3133KRM92 2053-07-01 6 1000938.34 1032812.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS6259 N/A 3140XM5V4 2053-06-01 4.5 788.21 755.77 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ7037 N/A 3140H8ZB4 2048-08-01 4 4102902.17 3856208.34 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5986 N/A 3140QRUL5 2053-03-01 5 350705.66 344605.72 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA9874 N/A 3133KR6K5 2053-09-01 6.5 768.81 816.83 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0835 N/A 3140XF4V0 2052-03-01 2.5 213424.98 179343.00 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3447 N/A 3140X6ZM6 2049-11-01 4 251.20 236.15 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0794 N/A 3132AC3B4 2048-10-01 4.5 116047.32 112246.54 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS7848 N/A 3140XPWJ4 2052-06-01 3 144822.36 127649.32 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS4371 N/A 3140XK2D1 2052-02-01 3.5 788.38 707.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4049 N/A 31418DQB1 2050-06-01 3.5 25485.71 23045.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8756 N/A 3140QUWS1 2054-06-01 6 759.84 774.99 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA8715 N/A 3140QGVH7 2051-01-01 2 652.32 525.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA9056 N/A 3133KRBZ6 2053-05-01 5 785.16 770.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0063 N/A 3142J6B93 2055-11-01 5 96641708.05 94205048.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC0090 N/A 3140Y6C40 2055-03-01 5 29636936.86 28994012.92 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4417 N/A 31418D4B5 2036-09-01 1.5 12728680.58 11287921.22 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8321 N/A 3132DWG64 2053-05-01 4 20846.49 19241.48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3511 N/A 3142GT3V6 2055-02-01 6 9096.85 9337.27 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3UZM9919 N/A 3131Y5AU5 2028-04-01 3 25.45 25.16 Agency Mortgage-Backed Securities FMAC 05.500 FGPC H11244 G N/A 3128N1LZ9 2037-06-01 5.5 34.64 34.15 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB2277 N/A 3142K3Q76 2056-05-01 6.5 997.96 1041.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1499 N/A 3142K2UZ1 2056-04-01 5 1025.43 999.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0146 N/A 3142J6EU3 2056-08-01 5.5 12670987.00 12657344.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0127 N/A 3142J6D91 2056-06-01 5 19642.50 19143.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS9798 N/A 3140XR3G8 2054-11-01 5 35525.95 34800.92 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFS9778 N/A 3140XR2L8 2054-10-01 7 16855195.83 17793614.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS8356 N/A 3140XQJA6 2052-08-01 3.5 12094012.10 10829748.43 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS8874 N/A 3140XQ2G1 2052-06-01 3 21044.43 18142.20 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS7879 N/A 3140XPXH7 2052-07-01 2.5 44281036.91 36450525.93 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ0260 N/A 3142GQJE3 2053-11-01 7 2194018.88 2322624.22 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0197 N/A 3142GQGF3 2053-11-01 6.5 581.40 610.65 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0852 N/A 3142GQ5N8 2054-02-01 6.5 661.08 701.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ0835 N/A 3142GQ4V1 2054-02-01 5.5 3911123.49 3940153.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ0828 N/A 3142GQ4N9 2054-02-01 5 95558.43 93553.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5864 N/A 31427TQS8 2056-07-01 5.5 1120.00 1130.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5858 N/A 31427TQL3 2056-07-01 5 1008.00 984.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5854 N/A 31427TQG4 2056-07-01 5.5 1081.00 1081.55 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5786 N/A 31427TNC6 2056-07-01 5 1023.05 998.43 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5756 N/A 31427TME3 2054-09-01 6.5 39751223.49 41614310.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5690 N/A 31427TKC9 2055-09-01 6 27158602.50 27733088.42 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5575 N/A 31427TFR2 2054-06-01 5 1107.10 1089.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7252 N/A 3140XPBW8 2053-11-01 5 819.79 803.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS7249 N/A 3140XPBT5 2052-10-01 4.5 783.30 751.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS7997 N/A 3140XP3F4 2054-05-01 6 674.96 691.21 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CNFS7971 N/A 3140XP2D0 2031-07-01 1.5 580.30 546.22 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS6943 N/A 3140XNWD2 2052-06-01 3 37794.51 32616.66 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS6769 N/A 3140XNQX5 2053-01-01 5 48346.46 47510.29 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS6524 N/A 3140XNHA5 2053-12-01 6.5 701.65 747.07 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS7082 N/A 3140XN2Q6 2052-09-01 3.5 495143.74 443726.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5811 N/A 3140XMN51 2053-08-01 5.5 27161841.91 27506507.57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS8278 N/A 3140XQFU6 2054-06-01 6 751.04 782.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5626 N/A 3140XMHC3 2053-08-01 5 6056.64 5944.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5507 N/A 3140XMDM5 2051-09-01 3.5 31564.75 28323.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5410 N/A 3140XMAL0 2053-07-01 5.5 843.29 853.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS6298 N/A 3140XM7L4 2053-11-01 5.5 26632199.94 26764890.43 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8275 N/A 3132DWFQ1 2052-12-01 4.5 765.15 730.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0546 N/A 3140W0TC9 2054-12-01 5.5 752.56 756.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8289 N/A 3132DWF65 2053-01-01 5.5 722.12 726.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX2465 N/A 31425WW31 2055-01-01 5.5 1165157.44 1182747.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0981 N/A 3140W1CT8 2052-07-01 3.5 905.71 814.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2240 N/A 31427PP24 2055-07-01 5 10826.80 10574.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY7575 N/A 31426SMZ9 2055-07-01 6 5875255.17 6069726.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA1657 N/A 3140W1ZX4 2050-11-01 4 858.66 805.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF1264 N/A 3140BRMN6 2055-10-01 5 1934014.95 1902371.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMB0306 N/A 3138MTKU0 2055-03-01 5 923.23 901.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1314 N/A 31427NN88 2055-06-01 5.5 2751713.18 2748750.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9343 N/A 3140N2LZ2 2052-10-01 5 6776997.32 6662633.24 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8323 N/A 3132DWG80 2053-05-01 5 791323.39 777638.78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4167 N/A 3142GUTZ6 2055-05-01 6 7074.26 7212.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1374 N/A 3140XGQ44 2052-03-01 3 41266.32 35618.90 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5282 N/A 3140QQ2Q7 2052-12-01 5 125734.13 123886.80 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4563 N/A 31418EB90 2052-03-01 2.5 738.01 611.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1567 N/A 3140X4W51 2049-08-01 3.5 116162.06 105122.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4631 N/A 31427CED1 2055-10-01 5.5 931.65 933.24 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD7782 N/A 3140B8UG4 2055-04-01 6.5 885.44 928.52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1356 N/A 31427NQJ1 2055-05-01 6 56747826.94 58343462.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0866 N/A 3140Y66C9 2055-08-01 6 10118.74 10498.25 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1891 N/A 31427PC51 2055-08-01 6.5 21450429.52 22453315.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2716 N/A 31427QAS1 2055-09-01 5.5 922.72 924.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0199 N/A 31427MGH8 2054-12-01 5.5 21524793.08 21684858.61 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC0450 N/A 3140AMQC8 2054-10-01 5 2345913.27 2290354.23 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA5746 N/A 3133KML37 2051-08-01 3.5 608.68 550.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM3279 N/A 3140X6UD1 2045-10-01 3.5 911000.54 847017.03 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1601 N/A 3132DNX65 2052-09-01 4.5 115611.76 110522.07 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM3524 N/A 3131XW4H3 2047-06-01 4.5 1927.09 1869.45 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD2452 N/A 3132DPWM6 2053-02-01 6.5 573.42 598.75 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5163 N/A 31418EWZ9 2053-10-01 4.5 837.95 797.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9745 N/A 31426GZK4 2055-04-01 5.5 5904.14 5902.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3713 N/A 3142GUDT7 2055-03-01 5 10513.35 10328.48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5002 N/A 3142GVRY9 2055-10-01 6 1806.19 1853.93 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8524 N/A 3132DWPH0 2055-04-01 5.5 1416762.61 1415883.28 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7562 N/A 3132DVMK8 2053-04-01 5.5 2802689.26 2846897.01 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5258 N/A 3133KLZX8 2051-05-01 2 1385.55 1098.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5134 N/A 3140XLV47 2049-12-01 3.5 476898.77 435793.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ4636 N/A 31427CEJ8 2055-10-01 5 998.82 974.84 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4372 N/A 3142GU2E2 2055-06-01 5.5 975.00 981.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC1015 N/A 3140Y7DV7 2055-09-01 5.5 973.14 975.45 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF5620 N/A 3133BTG53 2052-12-01 5 5084.20 5001.92 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8243 N/A 3132DWEQ2 2052-09-01 3.5 41322.59 37002.88 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8235 N/A 3132DWEG4 2052-08-01 3 774.94 669.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8258 N/A 3132DWE74 2052-10-01 5 26577.70 26144.29 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8212 N/A 3132DWDR1 2052-05-01 2.5 789.76 653.13 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8205 N/A 3132DWDJ9 2052-04-01 2.5 1524.30 1260.60 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8204 N/A 3132DWDH3 2052-04-01 2 228683.31 180380.06 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8199 N/A 3132DWDC4 2052-03-01 2 1551.94 1227.21 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD7569 N/A 3132DVMS1 2054-04-01 6 5182940.24 5348016.89 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8264 N/A 3132DWFD0 2052-11-01 3.5 18045.98 16161.92 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD7561 N/A 3132DVMJ1 2053-02-01 4 709299.35 660480.64 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7524 N/A 3132DVLD5 2050-08-01 3 416353.41 366226.54 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD7548 N/A 3132DVL52 2051-11-01 2.5 1488.72 1249.49 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7508 N/A 3132DVKV6 2049-10-01 3.5 297.19 270.34 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0289 N/A 3140W0KB0 2055-01-01 5 1740191.13 1699517.06 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8175 N/A 3132DWCL5 2051-10-01 3.5 525.89 473.90 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8160 N/A 3132DWB51 2051-08-01 2 375969.81 297447.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD7576 N/A 3132DVMZ5 2055-01-01 5.5 875.39 884.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0866 N/A 3140W06C4 2055-02-01 5.5 124365.96 125574.84 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH7387 N/A 3140UPF56 2056-07-01 6 1000.00 1031.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5840 N/A 3140UMP29 2056-07-01 5.5 5213204.00 5256381.49 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1653 N/A 3140UGZT2 2056-06-01 5 1015232.86 989430.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1046 N/A 3140UGEU2 2056-05-01 5.5 869793.91 868859.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0527 N/A 3140UFSR6 2056-06-01 5.5 998.88 1002.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9183 N/A 3140UDFZ7 2056-04-01 5.5 1470038.67 1489065.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9841 N/A 3140UD5B1 2056-05-01 5 992.80 973.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG9777 N/A 3140UD2K4 2056-05-01 6.5 1005.97 1050.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG8565 N/A 3140UCQT1 2056-04-01 5.5 1754284.17 1762721.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7958 N/A 3140UBZY2 2056-04-01 5 995.28 975.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6718 N/A 3140UAPC3 2056-04-01 5.5 1039190.81 1047841.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG5699 N/A 3140U9KM9 2056-05-01 6 1019.03 1044.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6228 N/A 3140U94N5 2056-04-01 5.5 996.68 1007.51 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4211 N/A 3140U7VD1 2056-03-01 5 2086048.79 2033248.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4448 N/A 3140U75J7 2056-03-01 5.5 931036.66 932591.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6503 N/A 3142GXGM3 2056-05-01 5 1136.04 1114.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6442 N/A 3142GXEQ6 2056-04-01 5 2191.82 2151.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6436 N/A 3142GXEJ2 2056-04-01 5.5 3010.06 3021.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6333 N/A 3142GXBB2 2056-03-01 5.5 3462656.47 3461722.71 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRJ6331 N/A 3142GXA98 2056-03-01 4.5 995.72 945.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6159 N/A 3142GWZZ5 2056-02-01 5 11765163.08 11532938.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG3260 N/A 3140U6TS3 2056-03-01 6 1403162.55 1449945.39 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD1750 N/A 3132DN5K5 2052-04-01 2.5 1033255.49 865878.77 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLZS4692 N/A 3132A5F91 2046-12-01 2.5 275.74 233.21 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ2235 N/A 3142GSPV4 2054-08-01 7 769.08 821.00 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD1473 N/A 3133AXT69 2051-11-01 2.5 2465812.22 2084694.64 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY8583 N/A 31426TRD1 2055-07-01 6 1465141.23 1514797.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC6425 N/A 3140AUD75 2054-11-01 5 3617435.18 3526480.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY6187 N/A 31426Q2V4 2055-06-01 5.5 924.99 929.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX6434 N/A 31426CEG5 2055-02-01 5.5 1724.36 1722.55 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8003 N/A 3140BL3M2 2055-09-01 6 2846587.06 2921440.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ4591 N/A 3142GVC58 2055-08-01 6 841.08 860.50 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1089 N/A 31426XF78 2055-08-01 6.5 892.08 926.16 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ4178 N/A 3142GUUC5 2055-05-01 6.5 1545.73 1617.67 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4958 N/A 31418EQL7 2053-03-01 4.5 1301557.08 1243715.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4803 N/A 31418EKR0 2052-11-01 3.5 109688.70 98222.24 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBK2590 N/A 3140HF2Y4 2050-05-01 2.5 1316595.27 1105470.44 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1987 N/A 3142GSF52 2054-07-01 6.5 14482755.65 15060482.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ0180 N/A 3142GQFW7 2053-11-01 5.5 786.62 793.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6071 N/A 3140QRW90 2053-04-01 5.5 11681.83 11875.55 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0370 4000000000.00 4000000000.00 .0226 N Y Y N United States Treasury United States Treasury Bills, 3.660%, 10/1/2026 3.660 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N .0357 496989360.00 496989360.00 .0028 N Y Y N United States Treasury United States Treasury Bills, 3.540%, 10/1/2026 3.540 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N .0357 1885577631.84 1885577631.84 .0106 N Y Y N United States Treasury United States Treasury Bills, 3.470%, 11/27/2026 3.470 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N .0376 820929559.74 820929559.74 .0046 N Y Y N United States Treasury United States Treasury Bills, 3.460%, 11/27/2026 3.460 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N .0376 1804859573.58 1804859573.58 .0102 N Y Y N United States Treasury United States Treasury Bills, 3.840%, 12/24/2026 3.840 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N .0386 965088712.00 965088712.00 .0054 N Y Y N United States Treasury United States Treasury Bills, 3.380%, 12/24/2026 3.380 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N .0386 654881626.00 654881626.00 .0037 N Y Y N United States Treasury United States Treasury Bills, 3.390%, 1/21/2027 3.390 912797TM9 254900HROIFWPRGM1V77 US912797TM97 U.S. Treasury Debt Y 2027-01-21 2027-01-21 2027-01-21 N N N .0388 1374594340.00 1374594340.00 .0078 N Y Y N United States Treasury United States Treasury Bills, 3.500%, 8/13/2026 3.500 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y 2026-08-13 2026-08-13 2026-08-13 N N N .0281 939058693.40 939058693.40 .0053 N Y Y N United States Treasury United States Treasury Bills, 3.500%, 8/20/2026 3.500 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y 2026-08-20 2026-08-20 2026-08-20 N N N .0312 225494937.85 225494937.85 .0013 N Y Y N United States Treasury United States Treasury Bills, 3.656%, 3/18/2027 3.656 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N .0384 156211622.40 156211622.40 .0009 N Y Y N United States Treasury United States Treasury Bills, 3.595%, 3/18/2027 3.595 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N .0384 411519992.76 411519992.76 .0023 N Y Y N United States Treasury United States Treasury Bills, 3.640%, 9/10/2026 3.640 912797UF2 254900HROIFWPRGM1V77 US912797UF28 U.S. Treasury Debt Y 2026-09-10 2026-09-10 2026-09-10 N N N .0342 1421532206.91 1421532206.91 .0080 N Y Y N United States Treasury United States Treasury Bills, 3.730%, 10/22/2026 3.730 912797UL9 254900HROIFWPRGM1V77 US912797UL95 U.S. Treasury Debt Y 2026-10-22 2026-10-22 2026-10-22 N N N .0363 1774365693.76 1774365693.76 .0100 N Y Y N United States Treasury United States Treasury Bills, 3.615%, 8/4/2026 3.615 912797US4 254900HROIFWPRGM1V77 US912797US49 U.S. Treasury Debt Y 2026-08-04 2026-08-04 2026-08-04 N N N .0091 1094890346.70 1094890346.70 .0062 N Y Y N United States Treasury United States Treasury Bills, 3.650%, 5/13/2027 3.650 912797UX3 254900HROIFWPRGM1V77 US912797UX34 U.S. Treasury Debt Y 2027-05-13 2027-05-13 2027-05-13 N N N .0391 884728573.44 884728573.44 .0050 N Y Y N United States Treasury United States Treasury Bills, 3.665%, 12/3/2026 3.665 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N .0377 927044069.82 927044069.82 .0052 N Y Y N United States Treasury United States Treasury Bills, 3.615%, 9/15/2026 3.615 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N .0345 475928897.70 475928897.70 .0027 N Y Y N United States Treasury United States Treasury Bills, 3.590%, 9/22/2026 3.590 912797VD6 254900HROIFWPRGM1V77 US912797VD60 U.S. Treasury Debt Y 2026-09-22 2026-09-22 2026-09-22 N N N .0354 910318759.35 910318759.35 .0051 N Y Y N United States Treasury United States Treasury Bills, 3.630%, 9/29/2026 3.630 912797VE4 254900HROIFWPRGM1V77 US912797VE44 U.S. Treasury Debt Y 2026-09-29 2026-09-29 2026-09-29 N N N .0358 1815331595.00 1815331595.00 .0102 N Y Y N United States Treasury United States Treasury Bills, 3.750%, 6/10/2027 3.750 912797VF1 254900HROIFWPRGM1V77 US912797VF19 U.S. Treasury Debt Y 2027-06-10 2027-06-10 2027-06-10 N N N .0394 928330243.20 928330243.20 .0052 N Y Y N United States Treasury United States Treasury Bills, 3.635%, 10/6/2026 3.635 912797VK0 254900HROIFWPRGM1V77 US912797VK04 U.S. Treasury Debt Y 2026-10-06 2026-10-06 2026-10-06 N N N .0357 2281044361.12 2281044361.12 .0129 N Y Y N United States Treasury United States Treasury Bills, 3.665%, 10/13/2026 3.665 912797VL8 254900HROIFWPRGM1V77 US912797VL86 U.S. Treasury Debt Y 2026-10-13 2026-10-13 2026-10-13 N N N .0358 3514465413.60 3514465413.60 .0198 N Y Y N United States Treasury United States Treasury Bills, 3.790%, 11/10/2026 3.790 912797VW4 254900HROIFWPRGM1V77 US912797VW42 U.S. Treasury Debt Y 2026-11-10 2026-11-10 2026-11-10 N N N .0368 1875684700.85 1875684700.85 .0106 N Y Y N United States Treasury United States Treasury Notes, 1.500%, 1/31/2027 1.500 912828Z78 254900HROIFWPRGM1V77 US912828Z781 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N .0396 514576741.97 514576741.97 .0029 N Y Y N United States Treasury United States Treasury Notes, 0.750%, 8/31/2026 0.750 91282CCW9 254900HROIFWPRGM1V77 US91282CCW91 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N .0362 623486325.00 623486325.00 .0035 N Y Y N United States Treasury United States Treasury Notes, 0.875%, 9/30/2026 0.875 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N .0366 25879648.34 25879648.34 .0001 N Y Y N United States Treasury United States Treasury Notes, 1.125%, 10/31/2026 1.125 91282CDG3 254900HROIFWPRGM1V77 US91282CDG33 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N .0378 210602538.40 210602538.40 .0012 N Y Y N United States Treasury United States Treasury Notes, 1.250%, 12/31/2026 1.250 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N .0393 270497910.84 270497910.84 .0015 N Y Y N United States Treasury United States Treasury Notes, 2.625%, 5/31/2027 2.625 91282CET4 254900HROIFWPRGM1V77 US91282CET45 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N .0411 304271515.24 304271515.24 .0017 N Y Y N United States Treasury United States Treasury Notes, 4.625%, 9/15/2026 4.625 91282CHY0 254900HROIFWPRGM1V77 US91282CHY03 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N .0379 267255527.01 267255527.01 .0015 N Y Y N United States Treasury United States Treasury Notes, 4.625%, 10/15/2026 4.625 91282CJC6 254900HROIFWPRGM1V77 US91282CJC64 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N .0385 150222657.00 150222657.00 .0008 N Y Y N United States Treasury United States Treasury Notes, 4.125%, 2/15/2027 4.125 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 U.S. Treasury Debt Y 2027-02-15 2027-02-15 2027-02-15 N N N .0402 277150942.84 277150942.84 .0016 N Y Y N United States Treasury United States Treasury Notes, 4.375%, 7/15/2027 4.375 91282CKZ3 254900HROIFWPRGM1V77 US91282CKZ31 U.S. Treasury Debt Y 2027-07-15 2027-07-15 2027-07-15 N N N .0415 503039295.62 503039295.62 .0028 N Y Y N United States Treasury United States Treasury Notes, 3.750%, 8/31/2026 3.750 91282CLH2 254900HROIFWPRGM1V77 US91282CLH24 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N .0388 210967031.25 210967031.25 .0012 N Y Y N United States Treasury United States Treasury Notes, 3.500%, 9/30/2026 3.500 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N .0382 362780497.53 362780497.53 .0020 N Y Y N United States Treasury United States Treasury Notes, 4.125%, 10/31/2026 4.125 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N .0393 440168436.40 440168436.40 .0025 N Y Y N United States Treasury United States Treasury Notes, 4.057%, 10/31/2026 4.057 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-08-04 2026-10-31 2026-10-31 N N N .0386 719854001.20 719854001.20 .0041 N Y Y N United States Treasury United States Treasury Notes, 4.250%, 11/30/2026 4.250 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N .0390 821865900.49 821865900.49 .0046 N Y Y N United States Treasury United States Treasury Notes, 4.125%, 1/31/2027 4.125 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N .0399 637585549.37 637585549.37 .0036 N Y Y N United States Treasury United States Treasury Notes, 3.950%, 1/31/2027 3.950 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-08-04 2027-01-31 2027-01-31 N N N .0384 1755918795.15 1755918795.15 .0099 N Y Y N United States Treasury United States Treasury Notes, 3.875%, 3/31/2027 3.875 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N .0402 632357112.54 632357112.54 .0036 N Y Y N United States Treasury United States Treasury Notes, 4.012%, 4/30/2027 4.012 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-08-04 2027-04-30 2027-04-30 N N N .0384 2130687536.32 2130687536.32 .0120 N Y Y N United States Treasury United States Treasury Notes, 3.875%, 5/31/2027 3.875 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N .0411 469077625.00 469077625.00 .0026 N Y Y N United States Treasury United States Treasury Notes, 3.750%, 6/30/2027 3.750 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N .0413 398625000.00 398625000.00 .0022 N Y Y N United States Treasury United States Treasury Notes, 3.902%, 7/31/2028 3.902 91282CRD5 254900HROIFWPRGM1V77 US91282CRD55 U.S. Treasury Debt Y 2026-08-04 2028-07-31 2028-07-31 N N N .0389 896230988.80 896230988.80 .0051 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, REPO, 3.650%, 8/3/2026 3.650 921AZS005 L3I9ZG2KFGXZ61BMYR72 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 05.500 CLCC3055 N/A 3140Y9MD3 2056-07-01 5.5 2964394.35 2973576.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9171 N/A 3140QVFM1 2054-09-01 6.5 5513494.78 5857573.61 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4810 N/A 3140QQKY0 2052-09-01 4.5 9268719.24 8858754.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4168 N/A 3140QPT23 2052-07-01 5 7035151.43 6932661.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3267 N/A 3140QNTZ5 2052-04-01 3.5 18699794.70 16840000.39 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3531 N/A 3140QN4R0 2052-05-01 4 18643297.78 17362006.06 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3488 N/A 3140QA2W9 2049-05-01 4 21127956.31 19813783.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBU8932 N/A 3140MA4S0 2052-04-01 3.5 231968.16 208849.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAV3679 N/A 3138XFCR4 2044-02-01 4.5 38215.52 37007.00 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL2498 N/A 3138EJX45 2042-02-01 4 23.95 22.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAI7048 N/A 3138ALZN0 2041-07-01 5 128090.27 126240.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAI4826 N/A 3138AJLG5 2041-06-01 5.5 41004.51 41165.22 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5287 N/A 3133KL2U0 2051-05-01 2 17864646.24 14215714.84 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQF5611 N/A 3133BTGU8 2052-12-01 4.5 2731734.94 2616228.99 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE8103 N/A 3133BJAC6 2052-08-01 4 10813873.29 10041149.95 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q10517 G N/A 3132HLSE4 2042-08-01 4.5 51430.27 50017.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5826 N/A 3132DTPK0 2054-06-01 5.5 14020967.60 14057412.76 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD5099 N/A 3132DSUY6 2052-03-01 2.5 8717207.75 7265106.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG6072 N/A 3133C6W96 2053-07-01 5 12726044.65 12533151.76 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1554 N/A 3132DNWP4 2052-09-01 4.5 3155938.48 3025503.54 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA8504 N/A 3140QGNW3 2051-01-01 2 361799.88 284758.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG5664 N/A 3133C6JH3 2053-07-01 5.5 472459.89 475319.85 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2773 N/A 3132DQCJ3 2053-04-01 5 24832128.09 24427033.31 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLCA8009 N/A 3140QF3T4 2050-12-01 1.5 9373881.26 7090966.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE8974 N/A 3140BM6L9 2055-10-01 5 3811003.91 3715849.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3056 N/A 3140Y9ME1 2056-07-01 5.5 7305646.45 7318163.45 Agency Mortgage-Backed Securities USTR 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 8035222.56 6935907.82 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-08-03 2026-08-03 2026-08-03 N N N .0370 189260000.00 189260000.00 .0011 N Y Y N Fixed Income Clearing Corporation ("FICC") - NATIXIS Fixed Income Clearing Corporation ("FICC") - NATIXIS, REPO, 3.650%, 8/3/2026 3.650 922URB006 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION NATIXIS N UST - 2.3750 - 05/15/2027 N/A 912828X88 2027-05-15 2.375 50000000.00 49566831.47 U.S. Treasuries (including strips) UST - 2.3750 - 05/15/2027 N/A 912828X88 2027-05-15 2.375 50000000.00 49566831.47 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49738282.50 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49738282.50 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49738282.50 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49738282.50 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49738282.50 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 49703017.02 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 49703017.02 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 49703017.02 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 49703017.02 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 49703017.02 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 50000000.00 49703017.02 U.S. Treasuries (including strips) UST - 3.5000 - 10/15/2028 N/A 91282CPC9 2028-10-15 3.5 4990000.00 4960361.10 U.S. Treasuries (including strips) UST - 2.3750 - 05/15/2027 N/A 912828X88 2027-05-15 2.375 50000000.00 49566831.47 U.S. Treasuries (including strips) UST - 2.3750 - 05/15/2027 N/A 912828X88 2027-05-15 2.375 50000000.00 49566831.47 U.S. Treasuries (including strips) UST - 2.3750 - 05/15/2027 N/A 912828X88 2027-05-15 2.375 50000000.00 49566831.47 U.S. Treasuries (including strips) UST - 2.3750 - 05/15/2027 N/A 912828X88 2027-05-15 2.375 50000000.00 49566831.47 U.S. Treasuries (including strips) UST - 2.3750 - 05/15/2027 N/A 912828X88 2027-05-15 2.375 50000000.00 49566831.47 U.S. Treasuries (including strips) UST - 2.3750 - 05/15/2027 N/A 912828X88 2027-05-15 2.375 50000000.00 49566831.47 U.S. Treasuries (including strips) UST - 2.3750 - 05/15/2027 N/A 912828X88 2027-05-15 2.375 50000000.00 49566831.47 U.S. Treasuries (including strips) UST - 2.3750 - 05/15/2027 N/A 912828X88 2027-05-15 2.375 50000000.00 49566831.47 U.S. Treasuries (including strips) UST - 2.3750 - 05/15/2027 N/A 912828X88 2027-05-15 2.375 50000000.00 49566831.47 U.S. Treasuries (including strips) UST - 2.3750 - 05/15/2027 N/A 912828X88 2027-05-15 2.375 50000000.00 49566831.47 U.S. Treasuries (including strips) UST - 2.3750 - 05/15/2027 N/A 912828X88 2027-05-15 2.375 50000000.00 49566831.47 U.S. Treasuries (including strips) UST - 2.3750 - 05/15/2027 N/A 912828X88 2027-05-15 2.375 50000000.00 49566831.47 U.S. Treasuries (including strips) UST - 3.2500 - 06/30/2027 N/A 91282CEW7 2027-06-30 3.25 50000000.00 49748218.59 U.S. Treasuries (including strips) UST - 3.2500 - 06/30/2027 N/A 91282CEW7 2027-06-30 3.25 50000000.00 49748218.59 U.S. Treasuries (including strips) UST - 3.2500 - 06/30/2027 N/A 91282CEW7 2027-06-30 3.25 50000000.00 49748218.59 U.S. Treasuries (including strips) UST - 3.2500 - 06/30/2027 N/A 91282CEW7 2027-06-30 3.25 50000000.00 49748218.59 U.S. Treasuries (including strips) UST - 3.2500 - 06/30/2027 N/A 91282CEW7 2027-06-30 3.25 50000000.00 49748218.59 U.S. Treasuries (including strips) UST - 3.2500 - 06/30/2027 N/A 91282CEW7 2027-06-30 3.25 50000000.00 49748218.59 U.S. Treasuries (including strips) UST - 3.2500 - 06/30/2027 N/A 91282CEW7 2027-06-30 3.25 50000000.00 49748218.59 U.S. Treasuries (including strips) UST - 3.2500 - 06/30/2027 N/A 91282CEW7 2027-06-30 3.25 50000000.00 49748218.59 U.S. Treasuries (including strips) UST - 3.2500 - 06/30/2027 N/A 91282CEW7 2027-06-30 3.25 50000000.00 49748218.59 U.S. Treasuries (including strips) UST - 3.2500 - 06/30/2027 N/A 91282CEW7 2027-06-30 3.25 50000000.00 49748218.59 U.S. Treasuries (including strips) UST - 3.2500 - 06/30/2027 N/A 91282CEW7 2027-06-30 3.25 50000000.00 49748218.59 U.S. Treasuries (including strips) UST - 3.2500 - 06/30/2027 N/A 91282CEW7 2027-06-30 3.25 50000000.00 49748218.59 U.S. Treasuries (including strips) UST - 3.2500 - 06/30/2027 N/A 91282CEW7 2027-06-30 3.25 50000000.00 49748218.59 U.S. Treasuries (including strips) UST - 3.2500 - 06/30/2027 N/A 91282CEW7 2027-06-30 3.25 50000000.00 49748218.59 U.S. Treasuries (including strips) UST - 4.3750 - 07/31/2031 N/A 91282CRA1 2031-07-31 4.375 50000000.00 49996095.00 U.S. Treasuries (including strips) UST - 4.3750 - 07/31/2031 N/A 91282CRA1 2031-07-31 4.375 50000000.00 49996095.00 U.S. Treasuries (including strips) UST - 4.3750 - 07/31/2031 N/A 91282CRA1 2031-07-31 4.375 50000000.00 49996095.00 U.S. Treasuries (including strips) UST - 4.3750 - 07/31/2031 N/A 91282CRA1 2031-07-31 4.375 50000000.00 49996095.00 U.S. Treasuries (including strips) UST - 4.3750 - 07/31/2031 N/A 91282CRA1 2031-07-31 4.375 50000000.00 49996095.00 U.S. Treasuries (including strips) UST - 4.3750 - 07/31/2031 N/A 91282CRA1 2031-07-31 4.375 50000000.00 49996095.00 U.S. Treasuries (including strips) UST - 4.3750 - 07/31/2031 N/A 91282CRA1 2031-07-31 4.375 50000000.00 49996095.00 U.S. Treasuries (including strips) UST - 0.7500 - 01/31/2028 N/A 91282CBJ9 2028-01-31 0.75 50000000.00 47500000.00 U.S. Treasuries (including strips) UST - 0.7500 - 01/31/2028 N/A 91282CBJ9 2028-01-31 0.75 50000000.00 47500000.00 U.S. Treasuries (including strips) UST - 0.7500 - 01/31/2028 N/A 91282CBJ9 2028-01-31 0.75 50000000.00 47500000.00 U.S. Treasuries (including strips) UST - 0.7500 - 01/31/2028 N/A 91282CBJ9 2028-01-31 0.75 50000000.00 47500000.00 U.S. Treasuries (including strips) UST - 0.7500 - 01/31/2028 N/A 91282CBJ9 2028-01-31 0.75 50000000.00 47500000.00 U.S. Treasuries (including strips) UST - 0.7500 - 01/31/2028 N/A 91282CBJ9 2028-01-31 0.75 50000000.00 47500000.00 U.S. Treasuries (including strips) UST - 0.7500 - 01/31/2028 N/A 91282CBJ9 2028-01-31 0.75 50000000.00 47500000.00 U.S. Treasuries (including strips) UST - 0.7500 - 01/31/2028 N/A 91282CBJ9 2028-01-31 0.75 50000000.00 47500000.00 U.S. Treasuries (including strips) UST - 4.0000 - 11/15/2035 N/A 91282CPJ4 2035-11-15 4 50000000.00 47979023.26 U.S. Treasuries (including strips) UST - 4.0000 - 11/15/2035 N/A 91282CPJ4 2035-11-15 4 50000000.00 47979023.26 U.S. Treasuries (including strips) UST - 4.0000 - 11/15/2035 N/A 91282CPJ4 2035-11-15 4 50000000.00 47979023.26 U.S. Treasuries (including strips) UST - 4.0000 - 11/15/2035 N/A 91282CPJ4 2035-11-15 4 50000000.00 47979023.26 U.S. Treasuries (including strips) UST - 4.0000 - 11/15/2035 N/A 91282CPJ4 2035-11-15 4 50000000.00 47979023.26 U.S. Treasuries (including strips) UST - 4.0000 - 11/15/2035 N/A 91282CPJ4 2035-11-15 4 50000000.00 47979023.26 U.S. Treasuries (including strips) UST - 4.0000 - 11/15/2035 N/A 91282CPJ4 2035-11-15 4 50000000.00 47979023.26 U.S. Treasuries (including strips) UST - 4.0000 - 11/15/2035 N/A 91282CPJ4 2035-11-15 4 50000000.00 47979023.26 U.S. Treasuries (including strips) UST - 2.6250 - 05/31/2027 N/A 91282CET4 2027-05-31 2.625 50000000.00 49609375.00 U.S. Treasuries (including strips) UST - 2.6250 - 05/31/2027 N/A 91282CET4 2027-05-31 2.625 50000000.00 49609375.00 U.S. Treasuries (including strips) UST - 2.6250 - 05/31/2027 N/A 91282CET4 2027-05-31 2.625 50000000.00 49609375.00 U.S. Treasuries (including strips) UST - 2.6250 - 05/31/2027 N/A 91282CET4 2027-05-31 2.625 50000000.00 49609375.00 U.S. Treasuries (including strips) UST - 2.6250 - 05/31/2027 N/A 91282CET4 2027-05-31 2.625 50000000.00 49609375.00 U.S. Treasuries (including strips) UST - 2.6250 - 05/31/2027 N/A 91282CET4 2027-05-31 2.625 50000000.00 49609375.00 U.S. Treasuries (including strips) UST - 2.6250 - 05/31/2027 N/A 91282CET4 2027-05-31 2.625 50000000.00 49609375.00 U.S. Treasuries (including strips) UST - 2.6250 - 05/31/2027 N/A 91282CET4 2027-05-31 2.625 50000000.00 49609375.00 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49738282.50 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49738282.50 U.S. Treasuries (including strips) UST - 3.3750 - 09/15/2028 N/A 91282CNY3 2028-09-15 3.375 50000000.00 49738282.50 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 50046875.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 50046875.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 50046875.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 50046875.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 50046875.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 50046875.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 50046875.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 50046875.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 50046875.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 50046875.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 50046875.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 50046875.00 U.S. Treasuries (including strips) UST - 4.1250 - 11/30/2029 N/A 91282CMA6 2029-11-30 4.125 50000000.00 50046875.00 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 51130208.33 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 51130208.33 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 51130208.33 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 51130208.33 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 51130208.33 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 51130208.33 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 51130208.33 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 51130208.33 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 51130208.33 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 51130208.33 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 51130208.33 U.S. Treasuries (including strips) UST - 4.6250 - 09/30/2028 N/A 91282CJA0 2028-09-30 4.625 50000000.00 51130208.33 U.S. Treasuries (including strips) UST - 4.0000 - 01/31/2029 N/A 91282CJW2 2029-01-31 4 50000000.00 49664060.00 U.S. Treasuries (including strips) UST - 4.0000 - 01/31/2029 N/A 91282CJW2 2029-01-31 4 50000000.00 49664060.00 U.S. Treasuries (including strips) UST - 4.0000 - 01/31/2029 N/A 91282CJW2 2029-01-31 4 50000000.00 49664060.00 U.S. Treasuries (including strips) UST - 4.0000 - 01/31/2029 N/A 91282CJW2 2029-01-31 4 50000000.00 49664060.00 U.S. Treasuries (including strips) UST - 4.0000 - 01/31/2029 N/A 91282CJW2 2029-01-31 4 50000000.00 49664060.00 U.S. Treasuries (including strips) UST - 4.0000 - 01/31/2029 N/A 91282CJW2 2029-01-31 4 50000000.00 49664060.00 U.S. Treasuries (including strips) UST - 4.0000 - 01/31/2029 N/A 91282CJW2 2029-01-31 4 50000000.00 49664060.00 U.S. Treasuries (including strips) UST - 4.0000 - 01/31/2029 N/A 91282CJW2 2029-01-31 4 50000000.00 49664060.00 U.S. Treasuries (including strips) UST - 4.0000 - 01/31/2029 N/A 91282CJW2 2029-01-31 4 50000000.00 49664060.00 U.S. Treasuries (including strips) UST - 4.0000 - 01/31/2029 N/A 91282CJW2 2029-01-31 4 50000000.00 49664060.00 U.S. Treasuries (including strips) UST - 4.0000 - 01/31/2029 N/A 91282CJW2 2029-01-31 4 50000000.00 49664060.00 U.S. Treasuries (including strips) UST - 4.3750 - 07/31/2031 N/A 91282CRA1 2031-07-31 4.375 50000000.00 49996095.00 U.S. Treasuries (including strips) UST - 4.3750 - 07/31/2031 N/A 91282CRA1 2031-07-31 4.375 50000000.00 49996095.00 U.S. Treasuries (including strips) UST - 4.3750 - 07/31/2031 N/A 91282CRA1 2031-07-31 4.375 50000000.00 49996095.00 U.S. Treasuries (including strips) UST - 4.3750 - 07/31/2031 N/A 91282CRA1 2031-07-31 4.375 50000000.00 49996095.00 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0370 5500000000.00 5500000000.00 .0310 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC, REPO, 3.650%, 8/3/2026 3.650 930LFD005 5493004GRDTUI7EMIZ82 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRM 2026-090 CB N/A 38385SSQ7 2056-05-20 5 19393969.00 18554106.70 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-140 MU N/A 38381QDM0 2055-08-20 5 6137384.65 6025626.96 Agency Collateralized Mortgage Obligation USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 408293908.76 404716417.23 U.S. Treasuries (including strips) USTR 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 404746001.48 381015670.82 U.S. Treasuries (including strips) USTR 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.25 749.61 747.82 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 50175189.97 49732141.41 U.S. Treasuries (including strips) USTR 3 1/8 NOTE AC 27 N/A 91282CFH9 2027-08-31 3.125 468.51 469.48 U.S. Treasuries (including strips) FHLB FHOR 21-36 FC N/A 3130AMVZ2 2036-06-30 2 281104.00 239626.17 Agency Debentures and Agency Strips FHLB FHOR 21-33 EN N/A 3130ALLZ5 2033-03-24 2 93701.33 83043.33 Agency Debentures and Agency Strips FHLB FHOR 21-36 BY N/A 3130AKWE2 2036-02-11 2 93701.33 76302.35 Agency Debentures and Agency Strips FHLB FHOR 23-26 2A N/A 3130APJN6 2026-10-27 2.05 234253.33 234432.01 Agency Debentures and Agency Strips Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-08-03 2026-08-03 2026-08-03 N N N .0370 843312000.00 843312000.00 .0048 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., REPO, 3.660%, 8/24/2026 3.660 930NYX006 RUC0QBLBRPRCU4W1NE59 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.000 CLRJ6007 N/A 3142GWU98 2056-03-01 5 103893341.03 101495240.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6005 N/A 3142GWU72 2056-03-01 5 52291800.92 51048545.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4682 N/A 31427SFY9 2056-03-01 5 57303216.95 56015881.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3448 N/A 31427QZN5 2055-12-01 5 27512402.18 26815283.77 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ9633 N/A 31427KV36 2055-12-01 5 66452008.96 64835674.62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5098 N/A 3140W5UY8 2052-05-01 3 63081493.08 54864750.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5623 N/A 3140W6G97 2056-04-01 5.5 62004859.49 62503647.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5050 N/A 3140W5TG9 2056-03-01 5 73057891.72 71333262.80 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA4818 N/A 3142JTK85 2056-01-01 5 50317085.81 49047468.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4594 N/A 3140W5C85 2056-01-01 5.5 74381990.36 74302054.49 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0135 N/A 3142J6EH2 2056-07-01 4.5 102968213.18 97744120.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5252 N/A 3140W5ZS6 2056-03-01 5 55536366.09 54207084.67 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-08-07 2026-08-07 2026-08-24 Y BMO Capital Markets Corp. 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 N N .0371 749000000.00 749000000.00 .0042 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp., REPO, 3.650%, 8/3/2026 3.650 930NYX006 RUC0QBLBRPRCU4W1NE59 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRM 2026-121 CT N/A 38385WGJ7 2056-07-20 5.5 5350777.97 5391349.36 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-121 FM N/A 38385WBT0 2056-07-20 4.4561 18470244.20 18460317.92 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-083 FB N/A 38385SVV2 2056-05-20 4.6814 75169955.37 74854348.59 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-088 NF N/A 38385SNZ2 2056-05-20 4.5214 2601282.84 2592895.10 Agency Collateralized Mortgage Obligation FMAC FERM 5687MA 08/25/56 N/A 3137GBH81 2056-08-25 5 454429.63 443290.95 Agency Collateralized Mortgage Obligation FMAC FGRM 4139JC 12/15/42 N/A 3137AWXS9 2042-12-15 2.5 19150.00 14167.16 Agency Collateralized Mortgage Obligation FNMA FNRM CL068CA R26F068 N/A 3136G6D39 2056-08-25 5 261621.56 224991.31 Agency Collateralized Mortgage Obligation GNMA GNRM 2026-121 AB N/A 38385WAA2 2051-04-20 5 8787241.90 8767063.46 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-100 FH N/A 38385THY0 2066-06-20 4.5214 19059841.80 19050398.33 Agency Collateralized Mortgage Obligation FMAC FMAR 8C6086 G N/A 3142BGXP9 2056-05-01 4.499 6286710.99 6160380.58 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX XYBM3495 N/A 3140J73D5 2028-02-01 3.268 7952.52 7817.35 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ0143 N/A 3140NUER6 2038-12-01 5.67 2036470.62 2146476.69 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0370 134050000.00 134050000.00 .0008 N Y Y N BMO Bank, N.A. BMO Bank, N.A., REPO, 3.650%, 8/3/2026 3.650 932CQA007 3Y4U8VZURTYWI1W2K376 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA MNRM CL013PT R20M013 N/A 3136B9NR4 2031-06-25 2.24 125196220.84 117240960.89 Agency Mortgage-Backed Securities FNMA FNRM RC081AB R20F081 N/A 3136BCKX7 2035-11-25 1 89268434.00 78472874.93 Agency Collateralized Mortgage Obligation FNMA FNRM CL099KC R20F099 N/A 3136BDFA1 2035-11-25 1 56433218.80 49796747.49 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-117 MD N/A 38382WEV5 2042-05-20 1.25 2398476.45 2023788.06 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-032 MA N/A 38382DQB8 2048-11-16 2 22692561.92 19488114.98 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-42 AC N/A 38376MSP3 2041-08-20 3 37916948.63 34854282.93 Agency Collateralized Mortgage Obligation FMAC 02.000 FGPC G15898 G N/A 3128MEX30 2031-08-01 2 6455950.79 6145669.19 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8039 N/A 3132D54Y5 2035-04-01 2 1857167.22 1705187.18 Agency Mortgage-Backed Securities GNMA GNII JP 786156 M N/A 3622ABWR9 2037-03-20 1.5 46043642.06 41172639.12 Agency Mortgage-Backed Securities GNMA GNII SF MA7535 M N/A 36179WLQ9 2051-08-20 3 35917440.03 31506060.05 Agency Mortgage-Backed Securities GNMA GNII SF MA1522 M N/A 36179NVP0 2043-12-20 4 31262833.67 29532414.97 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CKMA4453 N/A 31418D5P3 2051-09-01 2 63214600.73 48771750.21 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBL9630 N/A 3140J2VY9 2028-01-01 1.08 975282.00 931239.24 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBL8467 N/A 3140J1MR6 2027-10-01 0.93 2383424.00 2289047.56 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-08-03 2026-08-03 2026-08-03 N N N .0370 450000000.00 450000000.00 .0025 N Y Y N Bank of Montreal Bank of Montreal, REPO, 3.680%, 9/4/2026 3.680 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 03.500 CLFM4322 N/A 3140X7YU7 2050-02-01 3.5 18846.07 17066.94 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4328 N/A 31418DY22 2036-05-01 1.5 337728.43 300111.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 ZL310151 N/A 31374CQC3 2034-11-01 5.5 62.41 63.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3485 N/A 3140QN2T8 2052-05-01 3.5 16315.91 14610.30 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB7851 N/A 3140AHWM0 2054-07-01 7.5 2316927.45 2478757.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS7430 N/A 3140XPHG7 2052-09-01 3.5 1280352.44 1160353.54 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN2351 N/A 3138LETH4 2026-09-01 2.15 770270.27 768546.15 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN2495 N/A 3138LEXZ9 2028-09-01 2.55 143573.73 138508.59 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTBM5461 N/A 3140JAB72 2039-01-01 4 38113.02 36775.58 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD6706 N/A 3132DUNX1 2054-01-01 4.5 352892.39 336542.88 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8267 N/A 3132DWFG3 2052-11-01 5 32636.34 32132.65 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZA3924 N/A 31329MLD0 2032-09-01 3 285324.30 275212.12 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6401 N/A 3140QEDF6 2050-07-01 2.5 128918.97 108150.55 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4465 N/A 31418D6B3 2051-11-01 2 3619382.05 2860530.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBM3196 N/A 3140J7RS6 2044-05-01 5.5 285.12 291.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3704 N/A 3132E0DH2 2053-08-01 6 1625546.60 1673370.18 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBM1099 N/A 3140J5GH6 2032-03-01 3 1497024.24 1449388.93 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY8354 N/A 3140NRH82 2053-08-01 6 2222514.79 2273934.89 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4181 N/A 31418DUF7 2050-11-01 1.5 1722312.46 1297795.16 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM7293 N/A 3140XBC73 2051-05-01 2.5 386913.70 324149.85 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4577 N/A 31418ECP3 2052-04-01 2 34193.56 27065.80 Agency Mortgage-Backed Securities FMAC FEPC 07.000 3PRE6145 N/A 3133N3ZJ6 2054-05-01 7 303482.71 315411.50 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN0026 N/A 3138LCA47 2035-11-01 3.48 160800.84 147047.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4531 N/A 3140XLA99 2052-11-01 5.5 1434.00 1466.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL9918 N/A 3138ESAU2 2047-02-01 3.5 2912.68 2681.16 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX XYAL9089 N/A 3138ERC32 2028-09-01 2.698 427143.64 415074.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL784049 N/A 31405BBS9 2034-06-01 4.5 82.22 80.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIBV5446 N/A 3140MKBQ4 2041-01-01 4.5 18436.38 18151.47 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV3496 N/A 3140MG3E9 2052-02-01 3 112616.61 97798.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBU8837 N/A 3140MAZB3 2052-05-01 5 258293.93 253578.17 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBU0051 N/A 3140M1BV5 2051-09-01 2.5 498077.72 415177.34 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6767 N/A 3140LHQV5 2032-10-01 4.27 145154.96 142167.28 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBS7085 N/A 3140LH2T6 2029-11-01 4.57 154054.05 154314.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8976 N/A 3142KA6N7 2056-07-01 5.5 1269540.20 1274288.70 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB7759 N/A 3142K9TR6 2056-06-01 6 1451321.37 1491637.63 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB7750 N/A 3142K9TG0 2056-07-01 6 1908003.24 1954989.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7728 N/A 3142K9SS5 2056-07-01 5.5 1138092.81 1142349.66 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB7554 N/A 3142K9MC6 2056-06-01 6 121935.04 124308.74 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7373 N/A 3142K9FP5 2056-07-01 5.5 827925.00 830610.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7266 N/A 3142K9CC7 2056-06-01 5.5 777245.43 777992.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8048 N/A 3142K95J0 2056-07-01 5.5 1348358.11 1353401.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0382 N/A 3140W0M85 2055-01-01 5 17250.18 16926.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0866 N/A 3140W06C4 2055-02-01 5.5 7762.48 7837.94 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI1175 N/A 3140UUJV4 2056-08-01 6.5 2117044.70 2214586.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI1165 N/A 3140UUJK8 2056-08-01 6.5 2098594.42 2190690.54 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI1163 N/A 3140UUJH5 2056-08-01 6.5 4080443.59 4260891.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI1161 N/A 3140UUJF9 2056-08-01 6.5 2817751.86 2946865.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI1134 N/A 3140UUHL8 2056-08-01 6 4014054.77 4116429.22 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI1155 N/A 3140UUH95 2056-08-01 6 3627573.20 3726751.05 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN1749 N/A 3138LD5K5 2028-07-01 2.69 42071958.19 40766283.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE5760 N/A 3140BJMJ3 2055-07-01 5.5 828694.87 833649.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE5113 N/A 3140BHVF5 2055-07-01 5 2261414.24 2207921.99 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE2364 N/A 3140BETW8 2055-06-01 6.5 1002685.30 1063761.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE0751 N/A 3140BCZR6 2055-06-01 6 77027.31 78517.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD9737 N/A 3140BAZB5 2055-06-01 6 2114314.79 2165305.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9681 N/A 3140BAXK7 2055-07-01 5.5 939985.14 939904.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDD9561 N/A 3140BATT3 2040-11-01 5 942528.74 946003.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDD9543 N/A 3140BAS98 2040-10-01 5 4056353.46 4068306.18 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8893 N/A 3140B93B3 2055-09-01 6.5 1533036.32 1643140.02 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD7027 N/A 3140B7YZ0 2055-04-01 6 612178.35 637976.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD4115 N/A 3140B4SD3 2055-03-01 6 2914223.06 2988439.58 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD4408 N/A 3140B43S7 2055-03-01 6.5 40598.50 42149.44 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD2994 N/A 3140B3KG6 2055-02-01 7 742815.24 789375.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5138 N/A 31418EV80 2053-09-01 5.5 41479.14 41650.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZI5611 N/A 3131WJGU1 2037-01-01 5.5 6001.47 6083.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5353 N/A 31418E5P1 2054-05-01 5.5 598049.77 598323.87 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0361 N/A 3132CWMJ0 2035-07-01 3 98414.58 93636.55 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA8156 N/A 3140YWB28 2054-02-01 7.5 394371.12 421423.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS2676 N/A 3140XH6N2 2052-06-01 3 240078.65 207115.37 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2286 N/A 3140QMRG1 2051-12-01 2.5 646680.63 542720.46 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG5467 N/A 3133C6CC1 2053-06-01 6 2714260.99 2778721.98 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM5779 N/A 3140X9M51 2036-02-01 2.5 207890.00 194470.57 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS4377 N/A 3140XK2K5 2052-04-01 3 109207.30 94260.10 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I4BF0174 N/A 3140FXFQ0 2057-02-01 3 1106.12 935.83 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4112 N/A 3140QPSA6 2052-07-01 3.5 6217.01 5589.14 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6815 N/A 3133KNSC8 2052-02-01 2.5 10047.88 8384.38 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB7700 N/A 3142K9RW7 2056-07-01 6.5 932412.16 988177.56 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7264 N/A 3140Q3CA2 2033-06-01 4.49 12709459.46 12519614.03 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIRR0087 N/A 3142JCCZ1 2041-05-01 3 497126.18 467651.57 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO4982 N/A 3133WPRB3 2041-02-01 4 2391513.41 2308464.12 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH4121 N/A 3140UKSK0 2056-05-01 6.5 866222.31 933902.57 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5159 N/A 3140W5WV2 2056-03-01 3 1845.05 1588.57 Agency Mortgage-Backed Securities FMAC FKAR WV2003 N/A 3132VAGL9 2036-04-01 4.191 40902376.58 40979375.31 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA6036 N/A 31418FV61 2041-04-01 4 638289.16 616123.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIRR0109 N/A 3142JCDP2 2041-08-01 5.5 417294.69 424189.79 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB6102 N/A 3142K7X87 2056-05-01 6 745558.39 768318.80 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0928 N/A 3133W5A58 2056-07-01 6 2555675.88 2612644.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4406 N/A 3140UK3Q4 2056-07-01 5.5 2218609.46 2225805.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4292 N/A 3140UKXW8 2056-07-01 5.5 945391.22 950691.39 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH3078 N/A 3140UJM45 2056-06-01 6.5 1271360.35 1365159.62 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CNRD5290 N/A 3133LP2X4 2036-04-01 4 257821.32 252900.37 Agency Mortgage-Backed Securities FMAC FKAR 04.400 WNWN2764 N/A 3132XHCA0 2033-03-01 4.4 18871621.62 18514847.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3027 N/A 3140UJLH7 2056-05-01 5.5 1401705.04 1454350.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0704 N/A 3133W4X98 2056-08-01 6 3535540.54 3609960.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3925 N/A 3140U7LF7 2056-03-01 5 1108888.70 1081642.94 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG4884 N/A 3140U8NA4 2056-05-01 6.5 825073.39 876480.14 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM8002 N/A 3140JC3L6 2056-03-01 4.77 14092156.01 14011588.80 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI1164 N/A 3140UUJJ1 2056-08-01 6.5 3926474.27 4098786.29 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIDG4926 N/A 3140U8PL8 2041-03-01 4 34634.98 33432.85 Agency Mortgage-Backed Securities FMAC FEPC 06.000 3PQU8353 N/A 3133JMH67 2055-12-01 6 2291490.33 2306829.57 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF6742 N/A 3140BXP42 2056-01-01 4.992 5934452.17 5960540.02 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7188 N/A 3140Q27A0 2033-06-01 4.59 2561148.65 2537857.56 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0365 N/A 3133W4MN9 2056-07-01 6 834587.84 855400.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTAK6263 N/A 3138EA5Z6 2032-03-01 3.5 7976.70 7724.29 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAI0127 N/A 3138ADD93 2041-04-01 4.5 22034.54 21941.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555591 N/A 31385XF85 2033-07-01 5.5 6732.07 6810.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555531 N/A 31385XEC7 2033-06-01 5.5 11602.45 11841.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL555424 N/A 31385XAZ0 2033-05-01 5.5 8655.44 8756.56 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS544861 N/A 31385HJE3 2036-12-01 4.668 1438.34 1461.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE5925 N/A 3140BJSP3 2055-07-01 5.5 938275.02 942603.59 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS3391 N/A 3140XJXV0 2051-08-01 2.5 882112.97 744691.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3339 N/A 3140XJV91 2052-06-01 3.5 2230.23 2012.70 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS3196 N/A 3140XJRS4 2052-04-01 2 66157.51 53377.45 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3036 N/A 3140XJLS0 2052-10-01 4.5 7408.69 7102.82 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS3000 N/A 3140XJKN2 2035-02-01 2.5 278214.62 267664.81 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS2989 N/A 3140XJKB8 2037-08-01 2 153448.49 139381.21 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFS2930 N/A 3140XJHG1 2037-09-01 4 40688.97 39327.50 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0980 N/A 3140XGCS6 2052-03-01 3 332618.83 290545.88 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0631 N/A 3140XFVZ1 2052-02-01 3 1396366.76 1207478.83 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS0427 N/A 3140XFPM7 2037-02-01 2 54817.27 49791.93 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM9785 N/A 3140XD2T2 2051-12-01 2 946887.90 751416.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE8692 N/A 3140BMUS7 2055-09-01 6 673702.42 690374.53 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIDE6934 N/A 3140BKV43 2040-12-01 4 35237.23 34015.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE7181 N/A 3140BK6T6 2055-08-01 5.5 2874264.15 2873767.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE5926 N/A 3140BJSQ1 2055-07-01 5.5 1866863.59 1868848.69 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRJ0149 N/A 3142GQEX6 2053-10-01 3.5 18379.36 16460.48 Agency Mortgage-Backed Securities FMAC FMAR 8C1351 G N/A 3142BBQC7 2056-02-01 4.504 8830392.69 8647332.76 Agency Mortgage-Backed Securities FMAC FMAR 8B0616 G N/A 3142AWVH5 2056-05-01 4.5 6095288.00 6024503.42 Agency Mortgage-Backed Securities FMAC FMAR 8B0574 G N/A 3142AWT70 2056-03-01 4.633 5044033.85 5012507.79 Agency Mortgage-Backed Securities FMAC FKAR 04.500 WAWA4879 N/A 3142ACFV6 2040-12-01 4.5 3529438.31 3315077.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4600 N/A 31418EDE7 2052-05-01 3.5 968651.36 867392.10 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4598 N/A 31418EDC1 2052-05-01 2.5 3243917.85 2684855.63 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4597 N/A 31418EDB3 2052-05-01 2 4341154.86 3425504.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4580 N/A 31418ECS7 2052-04-01 3.5 3357014.22 3006651.61 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4148 N/A 3140XKTE0 2047-02-01 4 3837536.01 3658143.99 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIBR4700 N/A 3140L3GJ4 2036-03-01 1.5 10086.18 8976.18 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4576 N/A 31418ECN8 2052-04-01 1.5 1226750.54 923375.14 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4548 N/A 31418EBS8 2052-02-01 2.5 766235.75 635372.91 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4547 N/A 31418EBR0 2052-02-01 2 1130761.09 892257.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4512 N/A 31418EAN0 2052-01-01 2.5 1108.97 919.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5388 N/A 31418E7A2 2054-06-01 5.5 268791.23 269294.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5294 N/A 31418E3C2 2054-03-01 5 4390.29 4292.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5271 N/A 31418E2D1 2054-02-01 5.5 274090.60 274273.78 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0112 N/A 3140UTDS0 2056-08-01 6 1103050.14 1130558.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4266 N/A 3140UKW41 2056-07-01 5.5 1096866.71 1100969.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9834 N/A 3140U14U6 2055-11-01 5.5 976505.03 976650.86 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6007 N/A 3142GWU98 2056-03-01 5 7366.98 7196.94 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX6654 N/A 31426CMC5 2055-02-01 7 565784.30 603359.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRQ0028 N/A 3142J6A60 2055-07-01 6 339682.16 346251.61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQY8130 N/A 31426TA80 2055-07-01 5 286786.30 279899.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4275 N/A 3140UKXD0 2056-07-01 5.5 866400.00 871059.79 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CIRR0111 N/A 3142JCDR8 2041-07-01 6.5 2084710.61 2170608.33 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRQ0133 N/A 3142J6EF6 2056-07-01 3.5 386673.99 346252.51 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO5253 N/A 3133WPZS7 2041-04-01 4 1180354.86 1139365.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ9633 N/A 31427KV36 2055-12-01 5 953.74 930.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8432 N/A 3142KALN0 2056-07-01 5.5 851271.89 854032.85 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIRR0088 N/A 3142JCC24 2041-06-01 3.5 458183.66 434691.06 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFA1546 N/A 3140W1WG4 2037-03-01 2.5 66172.59 61527.49 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIMA5845 N/A 31418FP76 2040-08-01 6.5 334556.09 348016.17 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG5528 N/A 3140U9EA2 2056-03-01 6.5 2950032.57 3079484.91 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH4062 N/A 3140UKQQ9 2056-07-01 6.5 922065.12 976671.35 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH7204 N/A 3140UPAE2 2056-08-01 6.5 1902311.07 1988336.75 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRQ0139 N/A 3142J6EM1 2056-07-01 6.5 913550.69 948856.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7663 N/A 3142K9QR9 2056-07-01 5.5 1404418.57 1409671.57 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIDF9573 N/A 3140U1T70 2041-01-01 4 24855.78 23992.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4374 N/A 3140UK2G7 2056-07-01 5.5 953499.08 958192.52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB9901 N/A 3142KCAB4 2056-07-01 6 782516.80 806421.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB5329 N/A 3142K64P3 2056-06-01 6 1499299.55 1541356.40 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTFA6007 N/A 3140W6U91 2041-06-01 2.5 2858282.22 2532513.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ9539 N/A 31427KS55 2055-12-01 5 2435642.01 2387603.04 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH3031 N/A 3140UJLM6 2056-05-01 6.5 1319836.78 1418388.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3546 N/A 31427Q5G3 2050-12-01 5.5 351598.12 352400.94 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG5527 N/A 3140U9D96 2056-03-01 6.5 833559.80 870138.63 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5402 N/A 3140Q1AC4 2035-12-01 4.36 77027.03 74312.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5884 N/A 3140UMRE1 2056-07-01 5.5 1887608.92 1890033.24 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8569 N/A 3140UCQX2 2056-05-01 4.415 6296568.38 6224372.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA6123 N/A 31418FYV3 2041-06-01 3.5 458600.54 435088.39 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL4756 N/A 31427SJA7 2053-10-01 3 107849.00 92857.67 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH4723 N/A 3140ULG96 2056-06-01 6.5 863898.57 917599.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4117 N/A 3140UKSF1 2056-06-01 5.5 681235.11 701365.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6877 N/A 3142K8UB1 2056-06-01 5.5 827664.76 830349.15 Agency Mortgage-Backed Securities FMAC FEPC 06.000 3PQU8384 N/A 3133JMJ57 2056-05-01 6 878870.26 886576.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0054 N/A 3140UTBY9 2056-08-01 6 1483347.97 1519916.95 Agency Mortgage-Backed Securities FNMA MNRM CL005A1 R26M005 N/A 3136BYH62 2035-08-25 4 22609518.32 21963413.65 Agency Mortgage-Backed Securities FNMA MNRA CL003A1 R22M003 N/A 3136BLR69 2031-11-25 1.7072 3146769.65 2924575.25 Agency Mortgage-Backed Securities FNMA MNRM CL0051A2 R26M00 N/A 3136BYH70 2036-01-25 4.3 79216292.27 75659982.42 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4359 N/A 31418DZZ8 2036-06-01 1.5 202019.43 179158.51 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6197 N/A 3140LG3F7 2038-07-01 4.24 298723.60 279403.15 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6188 N/A 3140LG2W1 2032-07-01 4.34 152358.05 149997.51 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS3144 N/A 3140LDP60 2036-09-01 1.93 23869895.11 19026796.82 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL190445 N/A 31368HP64 2055-03-01 6.5 197739.01 205291.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL190363 N/A 31368HML4 2035-11-01 5.5 18169.30 18581.98 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AS054844 N/A 3136195D6 2027-09-01 4.176 105.80 105.43 Agency Mortgage-Backed Securities FMAC FMAR 840357 G N/A 31347AME1 2046-07-01 6.049 22752.71 23671.93 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQA5121 N/A 31346YVN0 2049-12-01 2.5 596324.93 497591.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5945 N/A 3133WQTA1 2041-07-01 5 948241.99 958223.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5940 N/A 3133WQS53 2041-07-01 5 773223.49 782402.17 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5894 N/A 3133WQRP0 2041-07-01 5 3632847.24 3644191.41 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5663 N/A 3133WQJG9 2041-06-01 5 1029840.37 1037783.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF8269 N/A 3140U0FK8 2056-01-01 6 2121127.63 2164398.63 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF8101 N/A 3140U0AB3 2055-12-01 3.02 776741.11 708529.78 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODF8951 N/A 3140U05M5 2056-02-01 4.454 7817284.34 7740148.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8485 N/A 3140QUNB8 2054-05-01 5.5 48116.90 48325.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8472 N/A 3140QUMW3 2054-05-01 6 11262.44 11519.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6781 N/A 3140QSRB9 2053-07-01 5.5 2541942.56 2558176.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4339 N/A 3140QPZD2 2052-08-01 4.5 89654.31 85888.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4364 N/A 3140QPZ67 2052-08-01 3.5 42012.96 37893.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4113 N/A 3140QPSB4 2052-07-01 3.5 64431.45 58054.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3760 N/A 3140QPFA0 2052-05-01 3.5 21528.71 19322.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB4421 N/A 3140QP4F1 2052-08-01 5.5 350390.53 352912.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3282 N/A 3140QNUG5 2052-04-01 3.5 413589.17 372650.73 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3496 N/A 3140QN3E0 2052-05-01 3 1009365.47 873928.81 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2555 N/A 3140QMZV9 2052-01-01 2.5 25542.53 21025.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5879 N/A 31418FQ91 2055-11-01 5.5 15391.13 15374.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5878 N/A 31418FQ83 2055-11-01 5 3522.11 3432.86 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5877 N/A 31418FQ75 2055-11-01 4.5 8546.41 8112.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5818 N/A 31418FPC5 2055-09-01 3.5 17751.59 15895.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5800 N/A 31418FNS2 2040-08-01 5 83242.56 83487.85 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIMA5784 N/A 31418FNA1 2040-07-01 6.5 559048.84 581545.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5772 N/A 31418FMW4 2040-07-01 5.5 704989.60 716638.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5701 N/A 31418FKP1 2055-05-01 6 14893.31 15181.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA5641 N/A 31418FHT7 2040-01-01 4 28524.49 27537.26 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5614 N/A 31418FGY7 2055-02-01 5.5 1641716.08 1641076.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5612 N/A 31418FGW1 2055-02-01 4.5 56083.73 53238.32 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLCA7587 N/A 3140QFND7 2050-11-01 1.5 257136.90 193808.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5947 N/A 31418FTD9 2056-01-01 6.5 238784.00 247904.75 Agency Mortgage-Backed Securities FMAC FEPC 06.500 ZLSI2134 N/A 3133USLP4 2055-01-01 6.5 1191.19 1237.22 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBW2583 N/A 3140MT2R3 2041-01-01 4 626369.30 604631.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF8282 N/A 3140U0FY8 2056-01-01 5.5 1958834.38 1958707.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI1174 N/A 3140UUJU6 2056-08-01 6.5 3121913.11 3266481.62 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFA3278 N/A 3140W3UC1 2038-03-01 2 768691.43 698222.15 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH5784 N/A 3140UMNA3 2056-07-01 6.5 2358247.85 2474350.68 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO4522 N/A 3133WPAX3 2040-11-01 4 50927.92 49164.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0462 N/A 3140UFQQ0 2056-07-01 5.5 1682720.88 1685353.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB9971 N/A 3142KCCH9 2056-07-01 6 2429427.04 2490036.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV6290 N/A 3140MK7C0 2055-09-01 5 3217293.83 3156653.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5168 N/A 3140ULW64 2056-07-01 5.5 818157.97 821691.05 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3354 N/A 3140W3WQ8 2042-01-01 6 387869.25 403952.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH6084 N/A 3140UMXN4 2056-07-01 5.5 1053062.79 1057984.10 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH2460 N/A 3140UHWW6 2056-06-01 6.5 968269.26 1012961.33 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA6015 N/A 3140W6VH2 2052-06-01 3 3791396.39 3276285.91 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN6750 N/A 3138LKQC4 2027-10-01 2.75 33891891.89 33317311.36 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3768 N/A 31418DFJ6 2034-09-01 3 148437.95 141657.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY4714 N/A 3140NMGY7 2053-06-01 5 201026.52 196888.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBM4864 N/A 3140J9MN8 2033-05-01 3.5 310960.24 305152.03 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS4760 N/A 3140XLJE9 2036-04-01 2.5 100155.65 95024.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX8714 N/A 31426FVG9 2055-03-01 5.5 965398.65 974562.54 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CIQO3878 N/A 3133WNJX9 2040-07-01 6.5 916782.39 954514.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5909 N/A 31418FR74 2055-12-01 5 6646.03 6477.63 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3537 N/A 3140NX4X8 2035-04-01 4.97 20399499.07 20583067.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5189 N/A 31418EXT2 2053-11-01 5 342993.11 335991.48 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2556 N/A 3140QMZW7 2052-01-01 3 17152.03 14794.48 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA0820 N/A 3140A04E6 2053-10-01 6 3409642.43 3504894.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIMA5803 N/A 31418FNV5 2040-08-01 6.5 203931.03 212137.35 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1711 N/A 3140BR3V9 2055-10-01 6.5 2486904.95 2594432.92 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD8501 N/A 3132DWNS8 2055-01-01 7 15433.79 16271.52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX3541 N/A 31425X5B1 2055-01-01 6 3652079.64 3739291.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE6609 N/A 3140BKKX1 2055-08-01 5.5 4102548.89 4111362.53 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8503 N/A 3132D6NU0 2035-08-01 2 149129.56 135953.47 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ2516 N/A 3140NWYN9 2034-12-01 4.6 7404608.11 7309846.40 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4263 N/A 3140NYWZ0 2030-07-01 4.45 38821621.62 38754007.28 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD1605 N/A 3132DNYA5 2051-12-01 2.5 3799.53 3127.65 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM6887 N/A 3140XAUM2 2051-05-01 2.5 270132.05 226657.90 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBM5110 N/A 3140J9VC2 2032-09-01 3 1197.81 1168.37 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4568 N/A 31418ECE8 2037-03-01 2.5 11056.70 10280.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5038 N/A 31418ES43 2053-06-01 5 58292.33 57170.59 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIMA5895 N/A 31418FRR0 2040-09-01 6.5 256516.29 267048.50 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CKMA5905 N/A 31418FR33 2055-10-01 7 795859.06 826018.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5857 N/A 31418FQK6 2040-10-01 3.5 761407.28 722367.39 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIBR2059 N/A 3140L0JD0 2036-06-01 1.5 10374.72 9232.47 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIBR1069 N/A 3140KYFK5 2036-05-01 1.5 10653.45 9477.40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO6275 N/A 3140K16M3 2050-01-01 3.5 25675.65 23219.69 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBO4672 N/A 3140K0FN3 2049-11-01 2.5 758172.09 635853.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO4671 N/A 3140K0FM5 2049-11-01 3 231730.03 205487.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO5384 N/A 3140K06W3 2049-12-01 3.5 13308.92 12056.77 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7954 N/A 3140JCZU1 2056-02-01 4.124 13351278.36 13015088.73 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7934 N/A 3140JCY81 2056-02-01 4.725 15272106.28 15194880.33 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBM7392 N/A 3140JCGA6 2049-04-01 6.045 28570.27 29752.38 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBM7306 N/A 3140JCDL5 2050-04-01 6.084 34755.23 36214.59 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM8004 N/A 3140JC3N2 2056-01-01 4.807 14837636.38 14775390.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBM5108 N/A 3140J9VA6 2033-02-01 3 1022356.29 988056.23 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX S1BM5066 N/A 3140J9TY7 2036-11-01 6.392 1104145.14 1154229.90 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX S1BM5375 N/A 3140J96M8 2036-08-01 6.014 1001841.73 1035871.96 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CWBM3809 N/A 3140J8GT4 2032-03-01 3 100819.91 98150.70 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA3970 N/A 31418DMU3 2035-03-01 2 1725216.85 1587021.23 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA3983 N/A 31418DM90 2035-04-01 2 132841.50 122092.85 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3828 N/A 31418DHE5 2034-11-01 3 635955.49 606663.38 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3798 N/A 31418DGG1 2034-10-01 3 288349.91 275062.46 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3797 N/A 31418DGF3 2034-10-01 2.5 672217.03 631271.16 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQI0880 N/A 3133W66R3 2054-01-01 7.5 528658.93 572086.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0930 N/A 3133W5A74 2056-08-01 6 2351100.57 2402810.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0686 N/A 3133W4XP2 2056-08-01 5.5 2650382.92 2657001.81 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0573 N/A 3133W4T69 2056-08-01 6 2278481.03 2372135.71 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0525 N/A 3133W4SN3 2056-07-01 6 803854.05 828410.19 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0520 N/A 3133W4SH6 2056-06-01 6 1561002.00 1599627.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0459 N/A 3133W4QL9 2056-08-01 5.5 1126170.57 1130382.82 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0390 N/A 3133W4NF5 2056-07-01 6 895631.76 917711.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0320 N/A 3133W4K92 2056-08-01 5.5 2042606.55 2047707.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0165 N/A 3133W4FE7 2056-08-01 5.5 1072832.43 1076845.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0081 N/A 3133W4CS9 2056-08-01 5.5 2472127.74 2481374.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0013 N/A 3133W4AN2 2056-08-01 5.5 1978882.09 1986283.78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0874 N/A 3133W46K3 2056-07-01 6 873602.03 894854.15 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2097 N/A 3140QMKK9 2051-11-01 3 747231.09 646257.76 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA5976 N/A 31418FUA3 2041-02-01 4 30516.15 29456.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6003 N/A 31418FU54 2041-03-01 4.5 4274238.40 4208184.32 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5950 N/A 31418FTG2 2041-01-01 4.5 503137.35 495361.87 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF0309 N/A 3140BQKX8 2055-09-01 6 1539500.16 1580641.76 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE7304 N/A 3140BLDJ8 2055-07-01 7 407057.41 436892.81 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3184 N/A 31427ARE9 2055-09-01 6 2957546.62 3015325.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ3633 N/A 31427BBB0 2055-08-01 5.5 1015400.44 1014794.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4625 N/A 31418ED72 2052-06-01 3.5 3138407.82 2810330.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5427 N/A 3140XMA55 2053-08-01 5.5 645839.75 646158.36 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU2630 N/A 3140M34Q0 2052-02-01 2 17496.50 13759.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4361 N/A 31418DZ39 2036-06-01 2.5 1506963.11 1401179.32 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS6708 N/A 3140XNN26 2051-07-01 4 733072.37 684380.48 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD2253 N/A 3132DPQE1 2052-12-01 3.5 2853799.00 2555473.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH7284 N/A 3140UPCW0 2056-08-01 6 4146923.31 4261448.89 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8577 N/A 3140UCQ79 2056-05-01 4.54 8742632.38 8605253.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0034 N/A 3140UTBC7 2056-08-01 5.5 1787876.64 1791672.89 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB1476 N/A 3132CXT93 2040-02-01 4.5 30526.65 30129.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE5759 N/A 3140BJMH7 2055-07-01 5.5 1423719.76 1424592.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC8837 N/A 3140AWZB8 2054-12-01 5.5 1166108.92 1175021.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0146 N/A 3142J6EU3 2056-08-01 5.5 2038373.92 2036179.27 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH6294 N/A 3140UM7G8 2056-07-01 6.5 830313.61 876761.07 Agency Mortgage-Backed Securities FMAC FKAR 04.200 WDWD0059 N/A 3142KDB54 2033-01-01 4.2 61005405.41 59165055.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIDG5542 N/A 3140U9EQ7 2041-03-01 4 66614.63 64301.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA5983 N/A 31418FUH8 2046-02-01 5.5 2117.07 2135.50 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIRR0098 N/A 3142JCDC1 2041-07-01 3.5 547340.68 519276.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1509 N/A 3140Y7VB1 2055-11-01 5 319077.09 313935.70 Agency Mortgage-Backed Securities FMAC FEPC 06.000 3PQU8346 N/A 3133JMHX8 2055-11-01 6 925747.71 933787.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3911 N/A 3140UKKZ5 2056-06-01 5.5 734749.94 740993.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB0401 N/A 3142K1NT5 2056-04-01 5.5 1384701.82 1403855.47 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO5262 N/A 3133WPZ32 2041-04-01 4 1469116.16 1418098.65 Agency Mortgage-Backed Securities FMAC FMAR 842120 G N/A 31288RK98 2056-03-01 4.884 1004823.29 1000320.68 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRQ0148 N/A 3142J6EW9 2056-08-01 6.5 484891.30 503630.73 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO4796 N/A 3133WPKH7 2041-01-01 4 43876.14 42352.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1324 N/A 3140U4PJ2 2056-03-01 5.5 1108668.89 1108667.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5653 N/A 3140UMH77 2056-08-01 5.5 1189355.07 1191659.25 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CIRR0057 N/A 3142JCB33 2040-11-01 6.5 671089.31 698166.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA6127 N/A 31418FYZ4 2041-07-01 5.5 1192765.79 1212474.26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5097 N/A 3140W5UX0 2052-01-01 3 1757780.70 1529786.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2463 N/A 3140Y8WZ5 2056-04-01 5.5 7702.72 7694.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1335 N/A 3140U4PV5 2056-03-01 5.5 1873855.37 1871841.60 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC0305 N/A 3133W4KS0 2056-07-01 6.5 892096.99 934855.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4360 N/A 3140UKZ22 2056-07-01 6 1862104.50 1908336.83 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDF0139 N/A 3140BQEM9 2055-09-01 7 971607.14 1039182.74 Agency Mortgage-Backed Securities GNMA GNRA 2026-121 HF N/A 38385WJH8 2066-07-20 4.6231 115540540.54 115679143.09 Agency Collateralized Mortgage Obligation FNMA FNMS 03.500 CIMA5948 N/A 31418FTE7 2041-01-01 3.5 1724722.17 1636289.92 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0440 N/A 3140QKP28 2051-05-01 2.5 490442.42 411517.15 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTCA8902 N/A 3140QG3L9 2041-02-01 2.5 475827.23 423078.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH5990 N/A 3140UMUQ0 2056-06-01 6 1029365.31 1057346.55 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH5880 N/A 3140UMRA9 2056-08-01 6 894740.55 913735.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5854 N/A 3140UMQG7 2056-07-01 5.5 1018995.93 1020047.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH5824 N/A 3140UMPJ2 2056-07-01 6.5 1401957.36 1483177.90 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH5407 N/A 3140UMAH2 2041-07-01 5 771502.70 779230.59 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AS356648 N/A 31376JEV7 2036-06-01 4.434 2297.29 2263.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 ZL310104 N/A 31374CNV4 2037-08-01 5.5 283.97 287.65 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AS303532 N/A 31373UED5 2029-03-01 4.367 49.58 49.43 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS295541 N/A 31373KHS1 2032-10-01 4.599 27689.91 27562.29 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS289517 N/A 31373CSE8 2034-04-01 3.982 37593.00 36923.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL254548 N/A 31371KWH0 2032-12-01 5.5 37957.01 38922.77 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG5522 N/A 3140U9D47 2056-03-01 6.5 2464132.80 2577031.15 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIDG5415 N/A 3140U9AR9 2041-03-01 4 2073738.16 2001724.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CKDG5402 N/A 3140U9AC2 2056-03-01 5.5 958553.53 944857.08 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG4811 N/A 3140U8KZ2 2056-06-01 6.5 1187472.51 1251745.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH5992 N/A 3140UMUS6 2056-07-01 6 843566.11 864130.56 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG4802 N/A 3140U8KQ2 2056-06-01 6.5 812358.64 854938.15 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG3685 N/A 3140U7CX8 2056-03-01 6.5 818277.85 863182.22 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG4484 N/A 3140U76W7 2056-03-01 6.5 768328.96 809913.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2835 N/A 3140U6EH3 2056-02-01 5 1012881.10 989002.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG2446 N/A 3140U5WG7 2056-07-01 6 2860688.27 2933664.43 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG2395 N/A 3140U5UV6 2056-05-01 4.531 16985640.32 16713884.23 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIDG1928 N/A 3140U5EA0 2041-03-01 4 1935596.22 1868379.42 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG1382 N/A 3140U4RC5 2056-03-01 6 1390735.25 1418020.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1722 N/A 3140U44G1 2055-12-01 5.5 1722303.12 1720452.22 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIDG0484 N/A 3140U3RE3 2041-01-01 4 595778.57 575089.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG0083 N/A 3140U3CV1 2056-01-01 5.5 1024369.52 1023268.66 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIDF9576 N/A 3140U1UA1 2041-01-01 4 292984.68 282810.31 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF9169 N/A 3140U1FK6 2056-01-01 6 1060884.99 1081403.57 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX5664 N/A 31426BJJ6 2055-02-01 7 1688268.32 1801207.28 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX5446 N/A 31426BBQ8 2055-02-01 7 1402537.18 1497295.87 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX4785 N/A 31426AJ74 2055-02-01 7 408353.75 431357.68 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX5333 N/A 31426A4T2 2055-02-01 7 2283758.60 2427291.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX1780 N/A 31425V6S7 2054-12-01 5.5 2600985.87 2615586.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAE4446 N/A 31419E5G0 2040-12-01 4 17711.42 17002.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA6154 N/A 31418FZU4 2041-08-01 5.5 1136071.62 1154843.31 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA6141 N/A 31418FZF7 2056-08-01 3.5 3817813.78 3418713.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5613 N/A 31418FGX9 2055-02-01 5 9296.61 9077.18 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO4756 N/A 3133WPH99 2041-01-01 4 1201483.94 1159760.41 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0857 N/A 3133W45S7 2056-08-01 6 4017094.26 4106016.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIDF7976 N/A 3140BY2J2 2041-05-01 4 1800841.73 1738304.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA6020 N/A 3140W6VN9 2045-09-01 3.5 1092189.95 1017740.45 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIDF5208 N/A 3140BVYE4 2040-12-01 4 101434.44 97911.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1075 N/A 3130G0CM4 2056-08-01 6 3955897.05 4066871.83 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIRR0105 N/A 3142JCDK3 2041-08-01 3.5 120162.16 114001.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA6153 N/A 31418FZT7 2041-08-01 5 867330.49 870367.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH6910 N/A 3140UNVC8 2056-07-01 5.5 881917.09 882934.24 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0542 N/A 3133W4S78 2056-08-01 6 1719512.84 1784273.13 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB7774 N/A 3142K9T88 2056-07-01 6 862705.10 886696.07 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH1083 N/A 3140UGFZ0 2056-05-01 6.5 1075872.37 1120760.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH9590 N/A 3140URUQ9 2056-08-01 5.5 3531309.45 3536339.20 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB7751 N/A 3142K9TH8 2056-06-01 6 3583051.95 3670327.93 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5723 N/A 3133WQLC5 2041-06-01 5 771507.62 777245.07 Agency Mortgage-Backed Securities FMAC FEPC 06.500 3PQU8366 N/A 3133JMJK4 2056-02-01 6.5 717156.53 738661.67 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC1466 N/A 3140Y7TY4 2055-11-01 6.5 211983.77 224243.36 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW2434 N/A 3140MTV42 2056-01-01 4.5 692454.14 657322.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG8513 N/A 3140UCN72 2056-05-01 5 806446.83 788019.25 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3820 N/A 3140U7G63 2056-03-01 5 3509010.18 3424884.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7197 N/A 3142K87K7 2056-07-01 5.5 1973898.54 1981281.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0460 N/A 3133W4QM7 2056-08-01 5.5 2103800.68 2109054.57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH9714 N/A 3140URYL6 2056-08-01 6 2387935.66 2447507.49 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO4511 N/A 3133WPAL9 2040-11-01 4 25490.98 24608.32 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7392 N/A 3140Q3GA8 2033-07-01 4.67 15220540.54 15166974.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA6026 N/A 3140W6VU3 2050-03-01 4.5 1029779.16 1002768.05 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI1133 N/A 3140UUHK0 2056-08-01 6 1600860.41 1641688.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4824 N/A 3140U8LE8 2056-07-01 5.5 1588526.07 1590564.67 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB5609 N/A 3142K7GT0 2056-06-01 6.5 1106318.33 1175085.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1331 N/A 3140U4PR4 2056-03-01 5 1118817.77 1093439.25 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG5535 N/A 3140U9EH7 2056-03-01 6.5 1219182.33 1275421.58 Agency Mortgage-Backed Securities FMAC FMAR 8C6086 G N/A 3142BGXP9 2056-05-01 4.499 1475817.68 1446161.37 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH8905 N/A 3140UQ3P3 2056-07-01 6 2087491.74 2138336.78 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8571 N/A 3140UCQZ7 2056-04-01 4.665 8051446.51 7996491.36 Agency Mortgage-Backed Securities GNMA GNRA 2026-121 FG N/A 38385WCA0 2066-07-20 4.6121 115540540.54 115678294.10 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-043 ET N/A 38385EJT2 2055-03-20 4.5 26897625.07 25864594.89 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-098 JB N/A 38384BXW6 2053-07-20 6 3851351.35 3921272.64 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-096 DB N/A 38384B2C4 2053-07-20 6 3081081.08 3136044.49 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-115 K N/A 38381PDR1 2055-07-20 4.5 6557856.49 6281888.78 Agency Collateralized Mortgage Obligation FMAC FERM 5616PM 01/25/56 N/A 3137HPMM2 2056-01-25 4.5 1377051.45 1181099.78 Agency Collateralized Mortgage Obligation FMAC FTRM 5616GL 01/15/33 N/A 3137HPKW2 2033-01-15 4.05 92850527.56 90166404.50 Agency Collateralized Mortgage Obligation FMAC FERM 5666KB 06/25/56 N/A 3137GCDS9 2056-06-25 5 2932056.12 2665411.02 Agency Collateralized Mortgage Obligation FMAC FTRM 5666GB 05/15/33 N/A 3137GCDJ9 2033-05-15 4.5 84238193.58 82823665.83 Agency Collateralized Mortgage Obligation FMAC FERA 5666FC 06/25/56 N/A 3137GCDB6 2056-06-25 4.4761 58375534.40 57788627.59 Agency Collateralized Mortgage Obligation FNMA FNRA CL021FA R26F021 N/A 3136G5FS4 2056-04-25 4.7661 3357871.85 3348944.43 Agency Collateralized Mortgage Obligation FNMA FNRM CL036GA R26F036 N/A 3136G5F47 2032-11-25 4 6395475.57 6099885.22 Agency Collateralized Mortgage Obligation FNMA FNRM CL036PL R26F036 N/A 3136G5E97 2056-05-25 5 4880.43 4337.06 Agency Collateralized Mortgage Obligation FNMA FNRM RC096BD R25F096 N/A 3136BXU51 2055-11-25 4.5 765464.77 741062.52 Agency Collateralized Mortgage Obligation FNMA FNRM RC091AB R25F091 N/A 3136BXLZ5 2055-05-25 4.75 481154.69 469578.75 Agency Collateralized Mortgage Obligation FNMA FNRM RC074AY R25F074 N/A 3136BXGM0 2055-09-25 5 1064333.27 991527.20 Agency Collateralized Mortgage Obligation FNMA FNRM RC104BT R25F104 N/A 3136BX3W2 2055-12-25 3.5 888924.66 793500.08 Agency Collateralized Mortgage Obligation FNMA FNRA CL065FC R24F065 N/A 3136BSH99 2054-09-25 4.8161 22827819.47 22819685.46 Agency Collateralized Mortgage Obligation FMAC FERA 5691KF 08/25/56 N/A 3137GBNP6 2056-08-25 4.4161 50629726.99 50738733.46 Agency Collateralized Mortgage Obligation FMAC FERM 5691KC 10/25/51 N/A 3137GBNL5 2051-10-25 5.25 15116521.70 14936196.72 Agency Collateralized Mortgage Obligation FMAC FERM 5691CY 08/25/56 N/A 3137GBLX1 2056-08-25 5.25 5532272.11 5292752.39 Agency Collateralized Mortgage Obligation FMAC FERM 5691CB 08/25/56 N/A 3137GBLC7 2056-08-25 5.25 7677503.31 7403132.38 Agency Collateralized Mortgage Obligation FMAC FERM 5691BT 08/25/56 N/A 3137GBL78 2056-08-25 4.5 15707179.58 14883023.87 Agency Collateralized Mortgage Obligation FMAC FERM 5691AL 08/25/56 N/A 3137GBKQ7 2056-08-25 5 9921140.39 9616478.70 Agency Collateralized Mortgage Obligation FMAC FTRM 5678GB 05/15/33 N/A 3137GBD44 2033-05-15 4.75 11639957.98 11529277.49 Agency Collateralized Mortgage Obligation FMAC FERA 5678FB 07/25/56 N/A 3137GBCX1 2056-07-25 4.6161 58027443.72 57889690.88 Agency Collateralized Mortgage Obligation FMAC FERM 5678CL 07/25/56 N/A 3137GBCP8 2056-07-25 5 6109430.23 5561907.16 Agency Collateralized Mortgage Obligation FMAC FGRM 4815AL 08/15/48 N/A 3137FGT39 2048-08-15 3.5 1488722.36 1405246.23 Agency Collateralized Mortgage Obligation FNMA FNRM RC057DT R26F057 N/A 3136G6ZM3 2056-07-25 5 6158125.01 6058336.70 Agency Collateralized Mortgage Obligation FNMA FNRM RC057AL R26F057 N/A 3136G6ZE1 2056-07-25 5 7081101.53 6447553.01 Agency Collateralized Mortgage Obligation FNMA FNRM CL057PB R26F057 N/A 3136G6YQ5 2056-07-25 5 1487391.89 1329739.75 Agency Collateralized Mortgage Obligation FNMA FNRM CL057ML R26F057 N/A 3136G6XY9 2056-07-25 5 850302.89 757789.65 Agency Collateralized Mortgage Obligation FNMA FNRM CL065AY R26F065 N/A 3136G6U63 2056-08-25 5 3345283.78 3052730.91 Agency Collateralized Mortgage Obligation FNMA FNRM RC044DT R26F044 N/A 3136G6GF9 2056-05-25 5.5 146825402.71 147515677.82 Agency Collateralized Mortgage Obligation FNMA FNRM RC044PH R26F044 N/A 3136G6EE4 2056-01-25 5 520164.38 516593.28 Agency Collateralized Mortgage Obligation FNMA FNRM RC044JY R26F044 N/A 3136G6EZ7 2056-06-25 5 2598703.18 2353488.68 Agency Collateralized Mortgage Obligation FNMA FNRM RC036PY R26F036 N/A 3136G5R69 2056-05-25 5 267236.80 239041.62 Agency Collateralized Mortgage Obligation FNMA FNRA CL060FH R24F060 N/A 3136BSS48 2054-09-25 4.8661 33858609.39 33880211.62 Agency Collateralized Mortgage Obligation FNMA FNMS 06.500 CKMA6166 N/A 31418FZ83 2056-06-01 6.5 1204926.27 1232486.14 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA6126 N/A 31418FYY7 2041-07-01 5 823775.69 826203.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6117 N/A 31418FYP6 2056-07-01 4.5 612814.94 581723.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA6087 N/A 31418FXR3 2041-06-01 5 98176.49 98465.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA6084 N/A 31418FXN2 2041-06-01 3.5 1086783.56 1031060.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA6080 N/A 31418FXJ1 2056-06-01 5.5 635826.25 635141.68 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CNMA6097 N/A 31418FX36 2036-05-01 3.5 678042.89 649700.47 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA6032 N/A 31418FV20 2056-04-01 6.5 43947.30 45645.72 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CKMA5987 N/A 31418FUM7 2056-01-01 7 1358349.29 1403622.17 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH5426 N/A 3140UMA41 2056-07-01 6.5 1096238.73 1160203.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH6241 N/A 3140UM5B1 2056-07-01 6.5 777972.97 820667.87 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6237 N/A 3140UM4X4 2056-07-01 6 3890956.34 4000109.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH4646 N/A 3140ULEU1 2056-06-01 6.5 167008.40 175610.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4520 N/A 3140ULAW1 2056-05-01 5.5 1176042.47 1178759.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4326 N/A 3140UKYY3 2056-07-01 5.5 844724.59 847085.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4325 N/A 3140UKYX5 2056-07-01 5.5 1515465.16 1522076.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4312 N/A 3140UKYJ6 2056-07-01 5.5 827755.54 830069.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4328 N/A 3140UKY23 2056-07-01 5.5 1086742.74 1093611.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4278 N/A 3140UKXG3 2056-07-01 5.5 1537794.90 1548807.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4252 N/A 3140UKWN9 2056-06-01 5.5 1193515.18 1196495.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4241 N/A 3140UKWB5 2056-07-01 5.5 1303248.32 1309744.14 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4267 N/A 3140UKW58 2056-07-01 5.5 902093.57 904009.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4125 N/A 3140UKSP9 2056-04-01 5.5 703462.95 704175.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4124 N/A 3140UKSN4 2056-05-01 5.5 456505.35 458471.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4118 N/A 3140UKSG9 2056-05-01 5.5 615775.23 631564.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4143 N/A 3140UKS95 2056-06-01 6 839378.00 860310.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6125 N/A 31418FYX9 2041-07-01 4.5 484260.33 476776.58 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH4067 N/A 3140UKQV8 2056-07-01 6.5 795700.74 846582.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6414 N/A 3140UNDU8 2056-07-01 6 1766115.73 1809964.85 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH6149 N/A 3140UMZP7 2056-07-01 6.5 780561.08 818029.31 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH6057 N/A 3140UMWT2 2056-07-01 6.5 916808.03 971642.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZA0883 N/A 31329H6U0 2033-03-01 6 11515.26 11780.08 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK9341 N/A 3131XDLW3 2033-03-01 3 551146.02 531146.58 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK8560 N/A 3131XCQM2 2032-02-01 3 334197.54 322447.48 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZK7587 N/A 3131XBNC9 2028-11-01 2.5 246398.55 243036.03 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZK4686 N/A 3131X8F35 2027-11-01 2.5 41914.53 41487.43 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZI9174 N/A 3131WNFP4 2039-09-01 6 9420.88 9742.05 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZI5174 N/A 3131WHXB8 2036-08-01 6.5 137177.28 145678.66 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZI5160 N/A 3131WHWV5 2036-08-01 6.5 97842.81 102561.93 Agency Mortgage-Backed Securities FMAC 04.000 FGPC C03830 G N/A 31292LHF5 2042-03-01 4 3998.85 3781.12 Agency Mortgage-Backed Securities GNMA GNRA 2026-121 JF N/A 38385WJG0 2066-07-20 4.5731 96283783.78 96316840.32 Agency Collateralized Mortgage Obligation FNMA FNRM CL062LB R13F062 N/A 3136AEMJ3 2028-06-25 1.25 8725.39 8564.13 Agency Collateralized Mortgage Obligation FMAC FERM 5666PL 06/25/56 N/A 3137GCE41 2056-06-25 4.75 312417.77 270068.71 Agency Collateralized Mortgage Obligation FNMA FNRM RC057DL R26F057 N/A 3136G6ZL5 2056-07-25 5 1347588.61 1224666.51 Agency Collateralized Mortgage Obligation FNMA FNRM CL057KB R26F057 N/A 3136G6XU7 2056-07-25 5.25 658112.76 603590.75 Agency Collateralized Mortgage Obligation FMAC FERM 5616PL 01/25/56 N/A 3137HPML4 2056-01-25 4.5 793989.20 657572.33 Agency Collateralized Mortgage Obligation FNMA FNRM CL091PL R25F091 N/A 3136BXLQ5 2055-08-25 5 92826.81 82476.13 Agency Collateralized Mortgage Obligation FNMA FNRM RC081BT R25F081 N/A 3136BXRR7 2055-10-25 4.5 653457.09 632375.25 Agency Collateralized Mortgage Obligation FMAC FERM 5691HV 06/25/37 N/A 3137GBNC5 2037-06-25 5 3761743.50 3800913.28 Agency Collateralized Mortgage Obligation FMAC FERM 5691CL 08/25/56 N/A 3137GBLM5 2056-08-25 5.25 294488.19 278869.13 Agency Collateralized Mortgage Obligation FMAC FERM 05691D 08/25/56 N/A 3137GBLY9 2056-08-25 5.25 71161277.19 70147300.15 Agency Collateralized Mortgage Obligation GNMA GNRM 2025-115 LT N/A 38381PDT7 2055-07-20 4.5 2097802.37 2013292.40 Agency Collateralized Mortgage Obligation FNMA FNRM CL146KA R12F146 N/A 3136ABGG2 2042-11-25 1.5 218451.85 190276.14 Agency Collateralized Mortgage Obligation FMAC FGRM 4170PE 01/15/33 N/A 3137AYYA3 2033-01-15 2.25 23288.46 22603.85 Agency Collateralized Mortgage Obligation FMAC FTRM 5623GC 02/15/33 N/A 3137HPZK2 2033-02-15 4.1 29325019.81 28495287.94 Agency Collateralized Mortgage Obligation FNMA FNRM RC106PY R25F106 N/A 3136BYBC5 2055-12-25 5 1274852.76 1183455.59 Agency Collateralized Mortgage Obligation FNMA FNRM RC027DY R26F027 N/A 3136G5PG9 2056-04-25 5 1110384.65 993510.74 Agency Collateralized Mortgage Obligation FNMA FNRM RC044PY R26F044 N/A 3136G6EJ3 2056-06-25 5 1394513.47 1247249.60 Agency Collateralized Mortgage Obligation FMAC FERM 5678AL 07/25/56 N/A 3137GBCH6 2056-07-25 5 2805319.70 2528728.27 Agency Collateralized Mortgage Obligation FMAC 03.500 FGPC C91849 G N/A 3128P8BS9 2035-09-01 3.5 14681.92 14105.61 Agency Mortgage-Backed Securities FMAC 03.500 FGPC C91841 G N/A 3128P8BJ9 2035-07-01 3.5 82174.27 78942.66 Agency Mortgage-Backed Securities FMAC 03.500 FGPC C91467 G N/A 3128P7TY9 2032-07-01 3.5 54591.42 53174.48 Agency Mortgage-Backed Securities FMAC 03.500 FGPC C91710 G N/A 3128P73T8 2033-06-01 3.5 18148.97 17588.64 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08792 G N/A 3128MJ3A6 2047-12-01 3.5 10664.85 9688.34 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08788 G N/A 3128MJ2W9 2047-11-01 3.5 44665.60 40598.07 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08784 G N/A 3128MJ2S8 2047-10-01 3.5 31141.29 28311.38 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8256 N/A 3132DWE58 2052-10-01 4 1487412.77 1379043.35 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8255 N/A 3132DWE41 2052-10-01 3.5 434800.96 389348.46 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8219 N/A 3132DWDY6 2052-06-01 2.5 1061825.06 877502.14 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8214 N/A 3132DWDT7 2052-05-01 3.5 1567235.77 1403438.73 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8211 N/A 3132DWDQ3 2052-05-01 2 1004791.09 792855.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH6551 N/A 3140UNH59 2056-06-01 5.5 955018.05 957848.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS3857 N/A 3132A4JA7 2041-06-01 5.5 31243.63 31906.54 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLZS3792 N/A 3132A4F94 2043-07-01 2.5 75888.99 65816.50 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS3729 N/A 3132A4EA2 2040-08-01 5.5 181.47 185.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS2324 N/A 3132A2SM5 2035-02-01 5.5 1670.05 1694.75 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZA3875 N/A 31329MJU5 2031-06-01 3 264180.64 257048.82 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8105 N/A 3132A9AE7 2032-09-01 3.5 39443.00 38949.24 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS7148 N/A 3132A75H0 2030-04-01 3.5 800.08 789.76 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZA3856 N/A 31329MH94 2030-11-01 3 261405.11 255066.04 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZA2505 N/A 31329KYA6 2038-05-01 3.5 63465.60 60192.47 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTZA2177 N/A 31329KM27 2030-09-01 4 8506.71 8414.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8432 N/A 3132DWLM3 2054-05-01 6 3343.27 3407.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8431 N/A 3132DWLL5 2054-05-01 5.5 345917.95 345842.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8446 N/A 3132DWL35 2054-07-01 5.5 303042.36 303215.20 Agency Mortgage-Backed Securities FMAC FMAR 841337 G N/A 31288QPW4 2051-08-01 1.85 1257865.61 1216421.03 Agency Mortgage-Backed Securities FMAC FMAR 841319 G N/A 31288QPC8 2046-05-01 6.02 31020.17 32235.43 Agency Mortgage-Backed Securities FMAC FMAR 841315 G N/A 31288QN89 2046-05-01 6.023 29818.30 30987.36 Agency Mortgage-Backed Securities FMAC FMAR 841680 G N/A 31288Q2M1 2049-12-01 5.836 29466.36 30610.16 Agency Mortgage-Backed Securities FMAC 02.500 FGPC T40118 G N/A 31286RDX5 2027-11-01 2.5 2504.26 2480.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG6308 N/A 3133C7AH0 2053-07-01 6 569016.16 586426.35 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG1876 N/A 3133C2CM8 2053-05-01 5 564036.36 553571.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG0886 N/A 3133C06X5 2053-04-01 6 35532.78 36699.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTQK1825 N/A 3133D5A26 2046-01-01 5 1058198.90 1042736.15 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQJ8290 N/A 3133D0F71 2054-10-01 7.5 800046.01 852211.41 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQJ4194 N/A 3133CUUT1 2054-09-01 7.5 1443132.03 1553202.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ3300 N/A 3133CTUZ0 2054-08-01 5 941821.77 922105.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ3040 N/A 3133CTLV9 2054-09-01 5.5 58634.42 59001.43 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ2966 N/A 3133CTJK6 2054-07-01 7 1907960.10 2039667.22 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQH9563 N/A 3133CNTU6 2054-01-01 7.5 548915.33 589218.89 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG7676 N/A 3133C8Q57 2053-06-01 5.5 1931218.10 1942918.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG7977 N/A 3133C82J3 2053-07-01 5.5 1106520.75 1112577.11 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD3139 N/A 3132DQPY6 2052-07-01 3.5 422706.98 378811.68 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD3097 N/A 3132DQNN2 2052-06-01 3.5 598.98 536.36 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD2494 N/A 3132DPXX1 2052-03-01 3.5 4360.21 3904.41 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD2254 N/A 3132DPQF8 2052-07-01 3.5 4832.84 4337.52 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1641 N/A 3132DNZE6 2052-09-01 4.5 4740.11 4547.75 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1549 N/A 3132DNWJ8 2052-04-01 3.5 27875.02 25115.79 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD1080 N/A 3132DNFV0 2052-05-01 3 979831.30 852595.31 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1071 N/A 3132DNFL2 2052-04-01 3.5 373829.46 338142.08 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0883 N/A 3132DM6U4 2052-02-01 3 2328729.52 2013000.38 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0857 N/A 3132DM5S0 2052-01-01 2.5 154053.77 129439.57 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTSC0904 N/A 3132DAAD3 2045-02-01 4.5 4047563.96 3919324.99 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CTSC0314 N/A 3132D9K37 2042-09-01 2.5 529309.85 467324.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8384 N/A 3132D6J50 2040-05-01 5 3887.77 3899.58 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CISB8346 N/A 3132D6HX1 2039-12-01 4 670658.10 647515.26 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CISB8337 N/A 3132D6HN3 2039-11-01 4 26515.36 25600.40 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB8216 N/A 3132D6DV9 2038-03-01 4.5 3920.20 3869.51 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CISB8173 N/A 3132D6CJ7 2037-08-01 4 6007.19 5857.86 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD9124 N/A 3133B7D54 2052-02-01 2 18036.79 14184.21 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQB4792 N/A 3133ABKD1 2050-10-01 3 1050530.43 916912.41 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQB3856 N/A 3133AAH96 2050-09-01 2 1289494.97 1025556.84 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G61671 G N/A 31335B2C9 2047-03-01 3 451698.00 409693.25 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q53595 G N/A 3132XV7H0 2048-01-01 3.5 4169.47 3783.99 Agency Mortgage-Backed Securities FMAC FKAR 04.430 WNWN4109 N/A 3132XJR77 2035-04-01 4.43 10335486.49 10034875.42 Agency Mortgage-Backed Securities FMAC FKAR 03.900 WAWA3194 N/A 3132WWXY3 2037-07-01 3.9 150599.28 138716.99 Agency Mortgage-Backed Securities FMAC FKAR 03.900 WAWA3197 N/A 3132WWX31 2037-07-01 3.9 151642.17 138633.70 Agency Mortgage-Backed Securities FMAC FKAR WV0336 N/A 3132V8LR5 2033-01-01 4.18 7748918.92 7754709.94 Agency Mortgage-Backed Securities FMAC 03.500 FGPC V83598 G N/A 3132L87K7 2047-12-01 3.5 33968.95 30909.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3989 N/A 3132E0NE8 2053-07-01 5.5 3368208.48 3424563.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8532 N/A 3132DWPR8 2055-05-01 5 190216.82 185652.88 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8489 N/A 3132DWNE9 2054-12-01 4.5 2050332.32 1946308.71 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSD8509 N/A 3132DWN25 2055-02-01 7 5649.13 5954.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8474 N/A 3132DWMX8 2054-11-01 5 660.33 645.20 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8115 N/A 3132D6AQ3 2036-08-01 2 40757.47 37021.06 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB8106 N/A 3132D6AF7 2036-06-01 1.5 10847.32 9631.52 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB8097 N/A 3132D57J5 2036-04-01 1.5 94763.39 84218.12 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8069 N/A 3132D56E7 2035-10-01 2 283962.28 258641.84 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB1582 N/A 3132CXXK3 2037-06-01 1.5 802278.43 711938.67 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB1681 N/A 3132CX2N1 2040-10-01 5 13552.22 13592.18 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0328 N/A 3132CWLH5 2034-06-01 3 135625.73 131141.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZT0488 N/A 3132ACRH5 2041-06-01 5.5 346.58 354.46 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIZS8628 N/A 3132A9SR9 2031-11-01 2 655488.26 622219.39 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS8588 N/A 3132A9RH2 2030-11-01 3 268740.17 261865.80 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8607 N/A 3132A9R41 2031-04-01 3.5 244.20 239.96 Agency Mortgage-Backed Securities FMAC FEPC 06.500 3PQU8382 N/A 3133JMJ32 2056-04-01 6.5 2563650.45 2622285.42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 3PQU8348 N/A 3133JMHZ3 2055-10-01 6 3161402.25 3188859.03 Agency Mortgage-Backed Securities FMAC FEPC 07.000 3PQU8323 N/A 3133JMG84 2055-08-01 7 1573967.55 1626423.69 Agency Mortgage-Backed Securities FMAC FEPC 06.000 3PQU8239 N/A 3133JMEL7 2054-12-01 6 1663407.14 1672491.00 Agency Mortgage-Backed Securities FMAC FEPC 07.000 3PQU8200 N/A 3133JMDD6 2054-08-01 7 1453885.06 1514335.18 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CNQS0342 N/A 3133HMLX5 2036-01-01 4.5 803679.04 800222.41 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CIQN6384 N/A 3133GDCV0 2036-05-01 1.5 452407.00 401212.17 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CIQN4142 N/A 3133GAS72 2035-11-01 1.5 11847.66 10580.73 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CIQN3131 N/A 3133G9PQ6 2035-08-01 1.5 886592.97 791814.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTQK1826 N/A 3133D5A34 2046-01-01 5.5 2134744.69 2168339.87 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS8606 N/A 3132A9R33 2031-04-01 3 838043.96 815181.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3830 N/A 3140UKHG1 2056-06-01 5.5 1224286.05 1225687.04 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH3828 N/A 3140UKHE6 2056-06-01 6.5 920949.77 965104.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3806 N/A 3140UKGQ0 2056-07-01 5.5 1006204.05 1007369.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4420 N/A 3140UK4E0 2056-07-01 5.5 1588489.86 1593641.86 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4395 N/A 3140UK3D3 2056-07-01 6 1193495.27 1222918.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4391 N/A 3140UK2Z5 2056-07-01 5.5 844524.32 846885.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH3349 N/A 3140UJWK8 2041-06-01 5 971893.73 978469.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH3348 N/A 3140UJWJ1 2041-06-01 5 1053486.18 1061342.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH3347 N/A 3140UJWH5 2041-06-01 5 776453.77 782227.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH3030 N/A 3140UJLL8 2056-06-01 6 813765.79 868633.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH3029 N/A 3140UJLK0 2056-06-01 6 3476857.05 3716461.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3025 N/A 3140UJLF1 2056-06-01 5.5 1662918.78 1718770.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH2518 N/A 3140UHYQ7 2056-06-01 6 750250.29 770317.99 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH2609 N/A 3140UH3T5 2056-06-01 6.5 2204604.41 2330347.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH2608 N/A 3140UH3S7 2056-06-01 6.5 829930.01 890727.92 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5551 N/A 31418FEZ6 2054-12-01 4.5 2093.41 1987.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4058 N/A 3140UKQL0 2056-07-01 6 1737883.01 1806786.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4077 N/A 3140UKQ71 2056-07-01 6 1293456.32 1344675.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3835 N/A 3140UKHM8 2056-06-01 5.5 1209047.03 1210234.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH3834 N/A 3140UKHL0 2056-07-01 6 998837.19 1023499.48 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO5499 N/A 3133WQDC4 2041-05-01 4 917330.59 885474.76 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO5134 N/A 3133WPV36 2041-03-01 4 366446.79 353721.32 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO5094 N/A 3133WPUT0 2041-03-01 4 1348682.83 1301847.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0852 N/A 3133W45M0 2056-08-01 5.5 3687933.89 3706315.78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 3PRE6168 N/A 3133N3Z98 2055-12-01 6 824765.70 831997.25 Agency Mortgage-Backed Securities FMAC FEPC 06.500 3PRE6181 N/A 3133N32N3 2056-06-01 6.5 785092.58 803048.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 3PRE6175 N/A 3133N32G8 2056-05-01 6 2740524.82 2762413.39 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4355 N/A 31418DZV7 2051-06-01 2 1699915.13 1346667.10 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4306 N/A 31418DYC0 2051-04-01 2.5 58985.25 48986.27 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4281 N/A 31418DXK3 2051-03-01 2 2034311.14 1614371.69 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4280 N/A 31418DXJ6 2051-03-01 1.5 142335.68 107295.48 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4303 N/A 31418DX98 2036-04-01 2 214749.11 195189.05 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4302 N/A 31418DX80 2036-04-01 1.5 76884.00 68222.94 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4236 N/A 31418DV66 2051-01-01 1.5 807046.17 607616.99 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4207 N/A 31418DU91 2035-12-01 2.5 2341883.41 2181191.17 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4205 N/A 31418DU75 2035-12-01 1.5 509289.39 451953.59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4155 N/A 31418DTM4 2035-10-01 2 494639.76 450534.05 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4154 N/A 31418DTL6 2035-10-01 1.5 263006.15 234890.27 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA4124 N/A 31418DSN3 2035-09-01 2.5 1441.37 1341.69 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4119 N/A 31418DSH6 2050-09-01 2 652083.16 518416.98 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4095 N/A 31418DRR5 2035-08-01 2 468519.66 426754.26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3695 N/A 31418DC91 2034-07-01 3 271564.82 259385.14 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4464 N/A 31418D6A5 2051-11-01 1.5 1554657.27 1169007.43 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4438 N/A 31418D4Y5 2051-10-01 2.5 22585.37 18690.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CNMA3366 N/A 31418CW42 2028-05-01 3.5 494.98 490.26 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3332 N/A 31418CV27 2048-04-01 3.5 61683.42 55738.17 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9347 N/A 3142JYL59 2056-04-01 5 29140.72 28499.24 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA8495 N/A 3142JXNM2 2056-03-01 6.5 1303235.03 1369088.37 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA8494 N/A 3142JXNL4 2056-03-01 6.5 2389337.88 2493340.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0872 N/A 3133W46H0 2056-08-01 5.5 1206557.51 1207957.52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA7512 N/A 3142JWK21 2056-02-01 6 1523161.72 1562405.98 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA2054 N/A 3142JQH85 2055-12-01 5 559143.00 544975.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA2608 N/A 3142JQ3S6 2056-01-01 5 3160351.49 3127346.88 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA0040 N/A 3142JNBJ4 2055-11-01 6 1429784.53 1464578.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIRR0110 N/A 3142JCDQ0 2041-08-01 6 1021686.49 1051172.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0108 N/A 3142JCDN7 2041-08-01 5 2567809.18 2575375.66 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0107 N/A 3142JCDM9 2041-08-01 4.5 1463946.41 1441322.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0084 N/A 3142JCCW8 2041-05-01 5 378292.47 379407.17 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIRR0080 N/A 3142JCCS7 2041-04-01 3 1499577.85 1410667.87 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0090 N/A 3142JCC40 2041-06-01 4.5 96570.58 95078.18 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIRR0089 N/A 3142JCC32 2041-06-01 4 1430535.01 1380857.30 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIRR0052 N/A 3142JCBW9 2041-01-01 4 106576.88 102875.82 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO5033 N/A 3133WPSW6 2041-01-01 4 973679.53 939866.88 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO4964 N/A 3133WPQR9 2041-02-01 6 2876.20 2961.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO4871 N/A 3133WPMU6 2041-01-01 5.5 2521039.02 2564661.40 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO4869 N/A 3133WPMS1 2041-01-01 4.5 3817408.52 3761055.94 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO4868 N/A 3133WPMR3 2041-01-01 4 794866.42 767285.61 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO4764 N/A 3133WPJH9 2041-01-01 4 701795.93 677424.90 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO4719 N/A 3133WPG41 2041-01-01 4 704896.00 680423.66 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CIQO4181 N/A 3133WNUE8 2040-09-01 6.5 417396.40 434568.37 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIQO4009 N/A 3133WNN22 2040-08-01 3.5 302540.22 287027.98 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO1222 N/A 3133WKLB0 2038-03-01 4 11644.06 11243.75 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQI7729 N/A 3133WESS0 2054-06-01 7.5 879650.57 941044.90 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQI7638 N/A 3133WEPX2 2054-06-01 7.5 701186.82 748321.30 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTCA5593 N/A 3140QDGB4 2040-04-01 3 33463.23 30928.92 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA5504 N/A 3140QDDJ0 2050-04-01 2.5 73537.37 61360.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CKCA4120 N/A 3140QBSJ8 2048-07-01 3.5 371885.35 330718.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICA3163 N/A 3140QAQR4 2034-02-01 4.5 607.23 603.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0240 N/A 3140Q7HS9 2047-08-01 3.5 132181.95 120171.45 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7318 N/A 3140Q3DY9 2033-06-01 4.5 5285594.59 5213425.08 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7288 N/A 3140Q3C20 2033-06-01 4.68 20867391.89 20790412.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI3269 N/A 3133W9T27 2054-04-01 6 748933.82 780425.74 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQI2253 N/A 3133W8QE6 2054-03-01 7.5 882108.21 940547.00 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO5628 N/A 3133WQHD8 2041-05-01 5.5 1152505.68 1182419.35 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7181 N/A 3140Q26T0 2033-06-01 4.37 6778378.38 6629034.89 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ7133 N/A 3140Q24T2 2033-05-01 4.18 3284656.93 3183319.79 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ7118 N/A 3140Q24C9 2041-07-01 5.16 2692864.86 2690759.05 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5249 N/A 3140Q0ZP0 2035-10-01 4.51 26189189.19 25560814.50 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5119 N/A 3140Q0VM1 2035-11-01 4.435 187241.15 181673.50 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4142 N/A 3140NYS85 2032-07-01 4.49 28188040.54 27944965.68 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3742 N/A 3140NYEQ0 2035-05-01 4.32 10414054.05 10046750.37 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4440 N/A 3140NY5A5 2030-07-01 4.45 21371918.92 21334696.16 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ2114 N/A 3140NWK46 2034-10-01 4.34 15771283.78 15296042.44 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ1925 N/A 3140NWD77 2029-09-01 4.08 57770.27 56953.40 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ0164 N/A 3140NUFE4 2041-06-01 2.8 18753.48 14796.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5531 N/A 31418FED5 2054-11-01 5.5 5884.77 5884.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5444 N/A 31418FBN6 2054-08-01 5.5 47964.62 47912.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5419 N/A 31418FAV9 2054-07-01 5 5403.28 5277.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5245 N/A 31418EZK9 2054-01-01 5 19545.60 19123.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5165 N/A 31418EW30 2053-10-01 5.5 846667.28 847897.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5107 N/A 31418EU99 2053-08-01 5.5 112987.60 113252.38 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5072 N/A 31418ET67 2053-07-01 5.5 91560.72 91901.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5310 N/A 3133LP3T2 2036-08-01 5 242864.68 244240.18 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CNRD5288 N/A 3133LP2V8 2036-03-01 4.5 86685.85 86265.43 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIRC2071 N/A 3133L8JQ9 2036-06-01 2 183378.81 167409.02 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CIRR0041 N/A 3142JCBK5 2040-10-01 6.5 1143627.11 1190672.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIRR0063 N/A 3142JCB90 2041-02-01 5.5 224881.87 228597.67 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM8839 N/A 3140XCZD3 2051-09-01 2 44571.53 35985.48 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLFM8629 N/A 3140XCST6 2051-09-01 1.5 216650.42 162910.28 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM7391 N/A 3140XBF96 2036-05-01 2.5 274811.33 256941.00 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM6764 N/A 3140XAQS4 2051-03-01 2.5 80785.12 66500.96 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI1006 N/A 3140UUDL2 2056-08-01 6 2679600.04 2735544.73 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0655 N/A 3140UTWR1 2056-08-01 6 838362.16 859269.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0413 N/A 3140UTN75 2056-07-01 6 462614.31 474150.99 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0111 N/A 3140UTDR2 2056-08-01 6 887081.76 912192.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0071 N/A 3140UTCH5 2056-08-01 6 1173941.96 1203137.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0035 N/A 3140UTBD5 2056-08-01 5.5 2247992.96 2250877.88 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0020 N/A 3140UTAW4 2056-07-01 5.5 891818.92 893413.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0019 N/A 3140UTAV6 2056-07-01 5.5 1679488.82 1684935.97 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX XYAL7547 N/A 3138EQL59 2027-03-01 3.099 6877198.42 6847894.68 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAL6841 N/A 3138EPS70 2029-02-01 4 1.22 1.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7023 N/A 3142K8YV3 2056-07-01 5.5 820615.85 825805.70 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB6785 N/A 3142K8RF6 2056-06-01 6.5 999722.02 1062014.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6757 N/A 3142K8QK6 2056-06-01 5.5 1221550.40 1230300.77 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB7167 N/A 3142K86D4 2056-07-01 6 1275639.85 1311425.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB7163 N/A 3142K85Z6 2056-07-01 5.5 1125897.51 1130108.74 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB6225 N/A 3142K74K2 2056-06-01 6 1102117.73 1130284.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB3744 N/A 3142K5ES8 2056-05-01 5.5 790204.91 794094.56 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTB3182 N/A 3142K4RC2 2056-05-01 7 1029158.89 1101912.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB0430 N/A 3142K1PQ9 2056-04-01 5.5 1126994.40 1131377.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB0402 N/A 3142K1NU2 2056-04-01 5.5 839135.28 852354.45 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLFS6319 N/A 3140XNAV6 2052-04-01 1.5 1178321.03 887605.67 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLFS7158 N/A 3140XN5U4 2051-08-01 1.5 1148824.92 866552.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7152 N/A 3140XN5N0 2054-02-01 5.5 175467.41 176793.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5551 N/A 3140XMEZ5 2047-07-01 5 5750.01 5757.67 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS5171 N/A 3140XLW95 2051-12-01 3 3050105.51 2658682.42 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM6733 N/A 3140XAPT3 2035-02-01 2.5 1099555.30 1054521.18 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIFM6482 N/A 3140XAFY3 2036-02-01 1.5 168513.21 150703.05 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6425 N/A 3140XAD74 2051-01-01 2 8972.48 7288.85 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM7199 N/A 3140XA7M8 2035-02-01 3 136758.38 133801.67 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM6125 N/A 3140X9YX7 2051-01-01 2.5 849632.57 715932.97 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIFM6100 N/A 3140X9X67 2036-04-01 1.5 10165.87 9031.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA5022 N/A 31418ESL5 2043-05-01 5.5 263965.00 265269.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5014 N/A 31418ESC5 2038-05-01 5 8947.75 8984.40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA5041 N/A 31418ES76 2038-06-01 4 141442.68 136710.48 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA4994 N/A 31418ERQ5 2038-04-01 4 3829.89 3701.76 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA4980 N/A 31418ERA0 2053-04-01 6 420.90 431.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5010 N/A 31418ER85 2053-05-01 5.5 126198.25 126707.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5008 N/A 31418ER69 2053-05-01 4.5 503760.46 481165.29 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQI1742 N/A 3133W75B7 2054-03-01 7.5 1348288.93 1437084.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4918 N/A 31418EPC8 2053-02-01 5 326002.91 320088.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4941 N/A 31418EP38 2053-03-01 5.5 221624.07 222904.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4940 N/A 31418EP20 2053-03-01 5 562064.28 551754.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4869 N/A 31418EMT4 2053-01-01 5.5 91565.91 92106.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA4876 N/A 31418EM23 2052-12-01 6 1391.50 1428.53 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH1362 N/A 3140UGQQ8 2056-06-01 6.5 892451.71 944309.11 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH1253 N/A 3140UGMB5 2056-04-01 6.5 204375.69 220141.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0460 N/A 3140UFQN7 2056-07-01 5.5 1275152.39 1277147.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0133 N/A 3140UFEF7 2056-07-01 5.5 1183843.78 1186578.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH0112 N/A 3140UFDS0 2041-06-01 5 996290.34 1003249.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH0102 N/A 3140UFDG6 2041-06-01 5 1138880.24 1147662.90 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8570 N/A 3140UCQY0 2056-04-01 4.54 9061839.88 8976860.96 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODG8568 N/A 3140UCQW4 2056-05-01 4.095 5538014.69 5434751.02 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG8524 N/A 3140UCPJ4 2056-05-01 6.5 823017.02 871319.62 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIDG7981 N/A 3140UB2P7 2041-04-01 4 1015901.23 980622.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6983 N/A 3140UAXM2 2056-07-01 5.5 824686.78 827361.52 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDG6756 N/A 3140UAQJ7 2056-04-01 7 17034.67 18029.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIDG7192 N/A 3140UA7E9 2041-05-01 4 1352811.46 1305832.83 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIDG7138 N/A 3140UA4Y8 2041-04-01 4 1561072.47 1506861.63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG5530 N/A 3140U9EC8 2056-03-01 6.5 1288050.36 1344190.90 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG5526 N/A 3140U9D88 2056-03-01 6.5 3958672.40 4133719.62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG5525 N/A 3140U9D70 2056-03-01 6.5 814110.25 850110.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3474 N/A 31427A2G1 2055-08-01 6 2094484.01 2135636.43 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ2667 N/A 31426Y6D3 2055-09-01 6 3556534.53 3626594.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CNMA4948 N/A 31418EQA1 2033-02-01 5 98388.63 99072.11 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8171 N/A 3132DWCG6 2051-10-01 1.5 27830.75 20920.54 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8147 N/A 3132DWBQ5 2051-05-01 2.5 197211.44 163529.76 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8135 N/A 3132DWBC6 2051-03-01 2.5 52242.45 43388.05 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8133 N/A 3132DWBA0 2051-03-01 1.5 52697.69 39626.29 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8082 N/A 3132DV6T7 2050-10-01 1.5 113183.00 85080.34 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8045 N/A 3132DV5E1 2050-02-01 3.5 51208.71 46326.30 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD6925 N/A 3132DUVS3 2052-06-01 3 1268897.82 1094602.01 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM5704 N/A 3140X9KS3 2036-01-01 2 834166.44 763505.59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM5537 N/A 3140X9EK7 2036-01-01 2 90015.37 81984.80 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM5413 N/A 3140X9AP0 2036-01-01 2 530657.57 484107.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM6177 N/A 3140X92K0 2034-07-01 3.5 30701.99 30271.08 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4947 N/A 3140X8P92 2050-12-01 2 145754.55 116382.78 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTRB5163 N/A 3133KYWY1 2042-05-01 3 215408.09 197252.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5375 N/A 3133KY6L8 2045-11-01 5.5 136960.43 137892.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9304 N/A 3133KRKR4 2053-06-01 5.5 1032001.49 1037339.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9036 N/A 3133KRBD5 2053-04-01 5.5 1172724.68 1179137.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8253 N/A 3133KQE28 2052-12-01 5.5 1604775.37 1618978.16 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7921 N/A 3133KPYS1 2052-09-01 4 2347638.68 2179790.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA7790 N/A 3133KPUP1 2052-08-01 5 314117.04 308508.37 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA7672 N/A 3133KPQZ4 2052-07-01 4.5 2353.66 2251.36 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA6704 N/A 3133KNNV1 2052-02-01 3 1378655.06 1202938.58 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5560 N/A 3133KME92 2051-07-01 2.5 35749.54 29734.34 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6254 N/A 3133KM5P6 2051-11-01 2.5 808958.60 669885.14 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLRA4258 N/A 3133KKWT2 2050-12-01 1.5 17961.26 13548.00 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA2656 N/A 3133KH5R3 2050-05-01 4 3309812.63 3098922.40 Agency Mortgage-Backed Securities FMAC FEPC 06.000 3PQU8380 N/A 3133JMJZ1 2056-05-01 6 1725450.59 1740579.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 3PQU8374 N/A 3133JMJT5 2056-03-01 6 2262324.68 2277599.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 3PQU8388 N/A 3133JMJ99 2056-07-01 6 1924231.42 1941103.08 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM3940 N/A 3140X7LW7 2035-08-01 2.5 277102.91 257667.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM3628 N/A 3140X7A66 2035-04-01 3.5 417.54 404.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM3387 N/A 3140X6XR7 2035-03-01 3.5 196330.19 191152.30 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM3333 N/A 3140X6V32 2035-06-01 2 321049.23 292432.08 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD2765 N/A 3140B3CB6 2055-05-01 6 654755.25 667490.24 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD1912 N/A 3140B2DS0 2055-01-01 7 1944562.29 2082090.15 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD0600 N/A 3140B0U22 2055-07-01 7 888133.74 950003.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC8860 N/A 3140AWZ28 2055-01-01 5.5 1605730.33 1614743.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC8829 N/A 3140AWY37 2054-12-01 5.5 2077469.35 2089837.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC7756 N/A 3140AVTN1 2054-12-01 5.5 1066576.97 1074281.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC4369 N/A 3140AR2B5 2054-09-01 6 654949.06 673549.61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC3492 N/A 3140AQ3A8 2054-10-01 6 565116.81 580759.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB9370 N/A 3140AKMU6 2054-09-01 6 1144822.56 1177765.97 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB9768 N/A 3140AK2A2 2054-08-01 7.5 455659.64 485607.41 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB8454 N/A 3140AJMC9 2054-07-01 7.5 521033.14 555055.04 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB5439 N/A 3140AFBH8 2054-06-01 6 777936.28 796028.75 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB5112 N/A 3140AEVE6 2054-07-01 7 629984.22 672270.23 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB5368 N/A 3140AE6E4 2054-06-01 6.5 109792.52 114257.31 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDB2295 N/A 3140ABRR8 2039-09-01 5 3667651.07 3681135.81 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6654 N/A 3132DUMB0 2052-06-01 3.5 152067.46 136196.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD5691 N/A 3132DTKC3 2054-06-01 6 510038.25 520621.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5215 N/A 3132DSYL0 2054-04-01 5.5 645906.60 648208.17 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8206 N/A 3132DWDK6 2052-04-01 3 119105.05 102888.54 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8176 N/A 3132DWCM3 2051-11-01 1.5 6417.09 4825.27 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8172 N/A 3132DWCH4 2051-10-01 2 56635.79 44754.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5060 N/A 3132DSTR3 2054-03-01 5.5 142571.58 143668.15 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD4518 N/A 3132DSAT9 2053-08-01 3.5 1403723.13 1257015.35 Agency Mortgage-Backed Securities FMAC FMAR 841649 G N/A 31288QZN3 2049-01-01 6.042 27361.57 28487.52 Agency Mortgage-Backed Securities FMAC FMAR 841375 G N/A 31288QQ45 2046-01-01 6.014 25365.83 26356.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1593 N/A 31426XXX1 2055-08-01 5.5 875297.01 876863.21 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ0493 N/A 31426WRP7 2055-08-01 6.5 1234429.90 1303208.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0004 N/A 31426WAE0 2055-08-01 5.5 1471719.94 1471579.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY9600 N/A 31426UU28 2055-07-01 5.5 860385.92 861299.94 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY8488 N/A 31426TNE3 2055-07-01 7 968270.55 1035715.75 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY7377 N/A 31426SFT1 2055-06-01 5.5 929230.38 931421.82 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY8017 N/A 31426S4B2 2055-07-01 6 704551.29 737739.89 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7011 N/A 31426RYH8 2055-06-01 6.5 1484521.20 1551656.70 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7107 N/A 31426R3R0 2055-07-01 6.5 2351476.88 2465198.21 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY6260 N/A 31426Q5W9 2055-06-01 6 1625407.16 1657161.12 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY2167 N/A 31426LMR2 2055-04-01 7 10187.69 10876.46 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX7646 N/A 31426DP89 2055-03-01 7 902164.86 966534.62 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX7595 N/A 31426DNM0 2055-03-01 6 791245.64 817346.45 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX6977 N/A 31426CXF6 2055-02-01 7 424025.96 450385.67 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX6965 N/A 31426CW34 2055-02-01 5.5 2522329.24 2533965.58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX7091 N/A 31426C2Z6 2055-02-01 6 1289080.37 1332406.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX6050 N/A 31426BWL6 2055-02-01 6 1149532.97 1186408.84 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX6012 N/A 31426BVE3 2055-02-01 7 567633.58 604637.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH9390 N/A 3140URNG9 2056-08-01 6 3563931.93 3662357.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH9299 N/A 3140URKM9 2056-08-01 5.5 1788488.23 1792620.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH8537 N/A 3140UQPX2 2056-08-01 6 3896978.31 3995369.22 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH7327 N/A 3140UPD90 2056-08-01 6 2681738.31 2748642.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH8029 N/A 3140UP4P4 2056-08-01 6 2552721.12 2609623.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH6998 N/A 3140UNX44 2056-08-01 5.5 2348322.97 2359297.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH6775 N/A 3140UNQ59 2056-06-01 5.5 842685.69 845531.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH6583 N/A 3140UNJ57 2056-08-01 6 799721.55 824073.08 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIFM5367 N/A 3140X86D4 2036-02-01 1.5 9200.19 8176.85 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA6585 N/A 3140A7J70 2054-02-01 7.5 388281.09 417428.97 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB9053 N/A 3140AKBX2 2054-08-01 7 562712.94 594029.23 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZL1670 N/A 3131XG2B3 2041-07-01 4.5 284423.00 278739.09 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB1945 N/A 3140ABET8 2054-08-01 7.5 673650.92 723715.98 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB0354 N/A 3140A9MC1 2054-03-01 7.5 1004603.39 1069367.16 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB0003 N/A 3140A9AD2 2054-03-01 7.5 1030463.24 1097266.11 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA8028 N/A 3140A84N9 2054-02-01 7.5 66097.35 70318.99 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA6451 N/A 3140A7EZ3 2054-02-01 7.5 143011.41 153323.97 Agency Mortgage-Backed Securities FMAC FKAR 04.400 WDWD0066 N/A 3142KDCC8 2033-03-01 4.4 16714864.86 16426945.75 Agency Mortgage-Backed Securities FMAC FKAR 04.200 WDWD0055 N/A 3142KDBZ8 2031-01-01 4.2 19499391.89 19222968.51 Agency Mortgage-Backed Securities FMAC FKAR 04.000 WDWD0039 N/A 3142KDBH8 2030-12-01 4 13916472.97 13611191.94 Agency Mortgage-Backed Securities FMAC FKAR 04.300 WDWD0060 N/A 3142KDB62 2033-04-01 4.3 37704729.73 36707565.30 Agency Mortgage-Backed Securities FMAC FKAR 03.750 WDWD0021 N/A 3142KDAX4 2030-11-01 3.75 14621270.27 14163200.49 Agency Mortgage-Backed Securities FMAC FKAR 04.200 WDWD0020 N/A 3142KDAW6 2032-10-01 4.2 25920364.86 25257736.66 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB9913 N/A 3142KCAP3 2056-07-01 6 3660124.05 3748468.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB9676 N/A 3142KBXE5 2056-07-01 5.5 3097329.93 3108914.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB9537 N/A 3142KBS35 2056-07-01 5.5 2219669.35 2227971.66 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB9404 N/A 3142KBNW6 2056-06-01 6 1576323.45 1640120.41 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB9275 N/A 3142KBJV3 2056-06-01 6 876514.42 893466.21 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB9285 N/A 3142KBJ76 2056-07-01 6 1009439.19 1037756.99 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8683 N/A 3142KAUH3 2056-07-01 5.5 843823.38 846560.18 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA6011 N/A 3140W6VD1 2051-02-01 2.5 1351895.69 1136531.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTFA6010 N/A 3140W6VC3 2038-11-01 4.5 153299.74 152364.47 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFA6006 N/A 3140W6U83 2042-08-01 2 2390605.39 2049706.66 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA6258 N/A 3140W65U2 2052-07-01 3 562377.70 484207.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA5098 N/A 3140W5UY8 2052-05-01 3 533198.53 463746.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5093 N/A 3140W5UT9 2056-03-01 5 1561822.29 1525607.80 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA5015 N/A 3140W5SD7 2052-05-01 2.5 3983592.15 3332833.86 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA3337 N/A 3140W3V71 2052-04-01 2.5 2927198.21 2433799.43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFA3294 N/A 3140W3UU1 2037-05-01 3.5 537238.74 518737.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL689662 N/A 31400KFB7 2033-04-01 5.5 850.93 876.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL688612 N/A 31400JAM1 2033-03-01 5.5 15725.85 15918.81 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAY2934 N/A 3138YGHL9 2045-04-01 4 400815.03 379592.01 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAW7430 N/A 3138XXHG4 2042-01-01 4.5 1580.94 1549.31 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAT7856 N/A 3138WVWS6 2028-06-01 2.5 17964.01 17705.75 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAT0238 N/A 3138WMHQ7 2043-03-01 2.5 20433.52 17737.38 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS8893 N/A 3138WJ3B2 2032-02-01 2.5 82564.80 78965.91 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAS3465 N/A 3138WCZ71 2029-10-01 3 3079.91 3024.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8431 N/A 3142KALM2 2056-07-01 5.5 1812254.92 1819033.36 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8325 N/A 3142KAHB1 2056-07-01 5.5 1211127.53 1216034.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8176 N/A 3142KACN0 2056-07-01 5.5 1098376.14 1102484.43 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA9241 N/A 3140YXHT1 2054-01-01 7.5 586730.44 628898.17 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA9221 N/A 3140YXG70 2054-01-01 7.5 775748.74 831843.13 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA4789 N/A 31418EKB5 2037-09-01 4.5 755.96 746.18 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4623 N/A 31418ED56 2052-06-01 2.5 800932.43 663406.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1789 N/A 3132DN7A5 2052-10-01 5 337274.45 332189.92 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTRB5049 N/A 3133KYTE9 2040-05-01 3 375253.35 345465.75 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4701 N/A 31418EGK0 2052-08-01 4.5 548408.13 525002.07 Agency Mortgage-Backed Securities FMAC FMAR 841485 G N/A 31288QUJ7 2052-09-01 4.173 762169.08 755025.65 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIQN3917 N/A 3133GAK62 2035-10-01 2 487725.80 443320.16 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS9167 N/A 3140XRFH3 2053-07-01 2.5 109729.08 90626.71 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08779 G N/A 3128MJ2M1 2047-09-01 3.5 11308.37 10220.92 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS3411 N/A 3140XJYH0 2053-01-01 6 44909.98 45951.44 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8484 N/A 3132DWM91 2054-11-01 4 1988692.01 1833898.85 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8225 N/A 3132DWD67 2052-07-01 3 116320.77 100276.18 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8189 N/A 3132DWC27 2052-01-01 2.5 749308.77 621022.11 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH0619 N/A 3133CCVL7 2053-09-01 6.5 748171.93 796246.97 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0463 N/A 3132CWQQ0 2036-01-01 2.5 357958.76 334800.01 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8382 N/A 3132DWJ38 2053-12-01 5 37889.78 37087.11 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRQ0042 N/A 3142J6BL6 2055-08-01 6.5 107838.21 111957.27 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE4093 N/A 3140BGRP0 2055-08-01 6 2063516.37 2114933.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM4427 N/A 3140X74M8 2034-07-01 3 19631.71 19043.31 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIRC2103 N/A 3133L8KQ7 2036-07-01 2 405152.80 368010.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIDE0633 N/A 3140BCV33 2040-05-01 6.5 122950.06 128429.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY9584 N/A 31426UUJ1 2055-07-01 5.5 842864.28 846971.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4979 N/A 31418EQ94 2053-04-01 5.5 42280.90 42438.33 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA8155 N/A 3140YWBZ5 2054-02-01 7.5 462866.48 498897.40 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08808 G N/A 3128MJ3S7 2048-04-01 3.5 4629.95 4212.95 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQJ0285 N/A 3133CQJ63 2054-07-01 7.5 947663.05 1013872.48 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQX9795 N/A 31426G3D5 2055-03-01 7.5 18739.17 20314.31 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8205 N/A 3132DWDJ9 2052-04-01 2.5 473942.62 391950.70 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8074 N/A 3132D56K3 2035-11-01 2 301409.17 274530.60 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ4296 N/A 31427BX26 2055-09-01 6 977279.10 1005111.03 Agency Mortgage-Backed Securities FMAC FKAR 04.500 WAWA1648 N/A 3132WVBS2 2035-04-01 4.5 759379.10 746613.94 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD7997 N/A 3140B83F6 2055-05-01 7 549445.88 584547.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9630 N/A 3140QVVY7 2054-12-01 4.5 232920.45 221938.02 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX6010 N/A 31426BVC7 2055-02-01 7 671298.70 714919.91 Agency Mortgage-Backed Securities FMAC FEPC 07.000 3PQU8202 N/A 3133JMDF1 2054-09-01 7 1406856.81 1460448.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFA3110 N/A 3140W3N47 2040-10-01 4.5 63208.71 62466.57 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6359 N/A 3140QEB50 2050-07-01 2.5 769578.09 648241.27 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA3764 N/A 31418DFE7 2034-09-01 2.5 616419.90 579188.34 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX4462 N/A 31425Y5Y9 2055-01-01 7 883759.61 934396.68 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8119 N/A 3132D6AU4 2036-09-01 2 129681.26 117792.82 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA8157 N/A 3140YWB36 2054-02-01 7.5 474912.53 507520.03 Agency 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FNMA FNMS 02.000 CIFS7514 N/A 3140XPK40 2037-06-01 2 99642.21 90566.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7303 N/A 3140XPDH9 2053-07-01 5 334927.44 327953.14 Agency Mortgage-Backed Securities FMAC FKAR 04.850 WAWA4884 N/A 3142ACF20 2041-03-01 4.85 5544708.53 5391428.76 Agency Mortgage-Backed Securities FMAC FKAR 04.000 WAWA4839 N/A 3142ACEM7 2054-01-01 4 1501909.64 1235166.48 Agency Mortgage-Backed Securities FMAC FKAR 03.100 WAWA4814 N/A 3142ACDU0 2039-06-01 3.1 478444.90 401109.70 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5600 N/A 31427TGJ9 2055-05-01 5 2930431.27 2872240.72 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL5596 N/A 31427TGE0 2047-12-01 3.5 850729.04 775306.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4682 N/A 31427SFY9 2056-03-01 5 69324.21 67766.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL3110 N/A 31427QN40 2055-11-01 5 2457596.48 2397925.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2987 N/A 31427QJ94 2055-10-01 5 112424.97 109894.81 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2163 N/A 31427PMM3 2055-07-01 6.5 1408193.97 1476978.15 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2027 N/A 31427PHD9 2055-08-01 5.5 574918.73 576367.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1136 N/A 31427NHN2 2055-04-01 5.5 369018.09 369576.54 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL0015 N/A 31427MAR2 2054-12-01 3.5 1295525.05 1160095.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ9545 N/A 31427KTB1 2055-11-01 5.5 2158021.42 2168618.02 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ4354 N/A 31427BZU2 2055-08-01 6 1947667.73 1996760.64 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFA2392 N/A 3140W2US8 2035-03-01 4 496308.80 487185.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0442 N/A 3140W0P41 2054-11-01 3.5 553130.89 495308.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0369 N/A 3140W0MT9 2055-01-01 5.5 73182.88 73687.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8016 N/A 3140XP4A4 2054-05-01 5.5 47102.37 47471.16 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS6943 N/A 3140XNWD2 2052-06-01 3 1062469.74 916911.38 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLFS6854 N/A 3140XNTL8 2052-04-01 1.5 2965809.09 2229416.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS6601 N/A 3140XNKP8 2053-12-01 3.5 16485.21 14761.91 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0722 N/A 3140HRYU1 2039-01-01 4.69 1119693.33 1087824.99 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0840 N/A 3140HR5A7 2039-02-01 4.7 1071216.11 1042381.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBK9890 N/A 3140HP7C5 2048-08-01 5 3134.45 3169.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBK5150 N/A 3140HJWL1 2033-05-01 3.5 42678.00 41603.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ4546 N/A 3140H6BQ1 2048-01-01 3.5 164354.14 148331.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ1662 N/A 3140H2Z43 2047-12-01 3.5 91.63 83.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH1968 N/A 3140GQFJ0 2048-06-01 4 421362.42 394596.78 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5470 N/A 31418FCG0 2054-09-01 5.5 386388.60 386656.50 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS4815 N/A 3140XLK56 2052-05-01 3 627.24 541.12 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8895 N/A 3140B93D9 2055-09-01 6.5 3574929.71 3822660.42 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB1691 N/A 3132CX2Y7 2038-07-01 2 380795.68 345886.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ3401 N/A 31427AX77 2055-09-01 5 3331826.31 3247403.38 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLMA5599 N/A 31418FGH4 2054-12-01 7.5 50868.46 54167.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD8951 N/A 3140B95M7 2055-09-01 5.5 902814.04 903637.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5389 N/A 31418E7B0 2054-06-01 6 8839.89 9017.75 Agency Mortgage-Backed Securities FMAC FMAR 841475 G N/A 31288QT83 2052-08-01 3.41 1410373.86 1372942.07 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLRQ0031 N/A 3142J6A94 2055-07-01 7.5 33996.93 36167.98 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3044 N/A 31427AL21 2055-09-01 6.5 1068382.99 1122288.97 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD2766 N/A 3140B3CC4 2055-05-01 6.5 937191.99 973130.18 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX4568 N/A 31426ACE6 2055-01-01 7 610380.32 651849.16 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC0832 N/A 3140AM4S7 2055-02-01 7 2278014.86 2434706.59 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CIRR0043 N/A 3142JCBM1 2040-11-01 6.5 225728.12 234812.25 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIMA5691 N/A 31418FKD8 2040-04-01 6.5 160825.42 167441.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5635 N/A 31418FHM2 2055-02-01 3.5 716.18 641.32 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE4648 N/A 3140BHEW7 2055-07-01 6 3462066.46 3533862.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8251 N/A 3132DWEY5 2052-08-01 5.5 68406.66 68818.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8324 N/A 3132DWG98 2053-05-01 5.5 354187.74 355615.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8395 N/A 3132DWKG7 2054-01-01 5.5 47894.60 48052.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8420 N/A 3132DWK93 2054-04-01 5.5 42337.75 42416.98 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8362 N/A 3132DWJF1 2053-09-01 5.5 418672.54 420231.39 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8360 N/A 3132DWJD6 2053-09-01 4.5 796107.95 758340.59 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8344 N/A 3132DWHV8 2053-07-01 6.5 745.81 775.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8331 N/A 3132DWHG1 2053-06-01 5.5 1539929.93 1546120.96 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8329 N/A 3132DWHE6 2053-06-01 5 31367.45 30758.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8316 N/A 3132DWGZ0 2053-04-01 5.5 1725340.49 1730228.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8300 N/A 3132DWGH0 2053-02-01 5.5 926663.66 930568.00 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8323 N/A 3132DWG80 2053-05-01 5 2148036.21 2110889.50 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8279 N/A 3132DWFU2 2052-11-01 6 9042.69 9276.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8277 N/A 3132DWFS7 2052-12-01 5.5 5321.24 5359.22 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8272 N/A 3132DWFM0 2052-12-01 3 475322.15 409673.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8268 N/A 3132DWFH1 2052-11-01 5.5 18385.87 18515.15 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8264 N/A 3132DWFD0 2052-11-01 3.5 410360.39 367517.40 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8262 N/A 3132DWFB4 2052-09-01 2.5 195923.48 162059.94 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8245 N/A 3132DWES8 2052-09-01 4.5 56123.70 53637.14 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8243 N/A 3132DWEQ2 2052-09-01 3.5 4358619.96 3902985.81 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTZA2162 N/A 31329KMK7 2030-05-01 4 11096.80 10994.69 Agency Mortgage-Backed Securities FMAC FKPC 03.830 WAWA0503 N/A 3132WRRN5 2044-03-01 3.83 155310.89 140042.23 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBC0853 N/A 3140EU5P0 2031-04-01 3 58993.41 57328.03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIDF7929 N/A 3140BYY32 2041-04-01 4 1096036.14 1057974.46 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF6569 N/A 3140BXJP2 2055-12-01 6.5 574780.85 597078.14 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF6568 N/A 3140BXJN7 2055-12-01 6.5 1247467.68 1317026.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF6224 N/A 3140BW4J4 2056-06-01 5.5 891945.26 892785.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDF5154 N/A 3140BVWQ9 2040-11-01 5 1505223.87 1510591.00 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIRR0060 N/A 3142JCB66 2041-02-01 4 200676.15 193707.33 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CIRR0020 N/A 3142JCAW0 2040-07-01 6.5 205392.31 213695.23 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0016 N/A 3142JCAS9 2040-08-01 4.5 835.20 822.29 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIRR0007 N/A 3142JCAH3 2040-07-01 4 292213.98 282066.36 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CIRR0028 N/A 3142JCA67 2040-09-01 6.5 523054.74 544148.84 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0024 N/A 3142JCA26 2040-09-01 4.5 229629.27 226143.04 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0134 N/A 3142J6EG4 2056-07-01 4 563007.57 519027.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0128 N/A 3142J6EA7 2056-06-01 5.5 257084.93 256808.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0111 N/A 3142J6DR1 2056-04-01 5.5 9439.06 9428.89 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIRR0051 N/A 3142JCBV1 2041-01-01 3.5 74820.02 70983.75 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIRR0046 N/A 3142JCBQ2 2040-12-01 4 54785.03 52882.53 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNMA3286 N/A 31418CUL6 2028-02-01 3 420.13 416.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3148 N/A 31418CQA5 2047-10-01 3.5 13748.05 12491.70 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA2931 N/A 31418CHH0 2032-03-01 3 63831.40 61701.80 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA0977 N/A 31418ACP1 2032-02-01 4 72500.55 71550.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA0534 N/A 31417YSY4 2030-10-01 4 9506.57 9409.07 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAB8550 N/A 31417FQC5 2028-03-01 2.5 104540.53 103257.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAB0532 N/A 31416VSW5 2038-12-01 5.5 1698.54 1737.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL995113 N/A 31416BN61 2036-09-01 5.5 19251.57 19503.22 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL943986 N/A 31413FF31 2037-08-01 6.5 19653.80 20806.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL932511 N/A 31412RAL1 2040-02-01 5.5 3491.74 3540.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIDA9988 N/A 3140YYC23 2039-03-01 6.5 176867.04 184746.23 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA9668 N/A 3140YXW64 2054-02-01 7.5 495910.57 530387.76 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA9443 N/A 3140YXP54 2054-01-01 7.5 379119.76 406403.12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 3PRE6172 N/A 3133N32D5 2056-03-01 6 720840.20 727160.53 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ0082 N/A 3140NUCU1 2029-01-01 5.28 500675.68 510056.34 Agency Mortgage-Backed 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3 829218.04 801962.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3394 N/A 3132DQXX9 2053-07-01 5.5 4392.21 4409.75 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNMA3159 N/A 31418CQM9 2027-10-01 3 62.38 62.00 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBQ0273 N/A 3140KKJT2 2035-08-01 2.5 3382951.34 3164227.75 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5089 N/A 31418EUP3 2053-07-01 4 82110.90 75838.56 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS7419 N/A 3132A8G45 2031-03-01 3.5 722865.37 712092.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1626 N/A 3140MSYY5 2052-05-01 4.5 1035371.63 987308.65 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G08759 G N/A 3128MJZZ6 2047-04-01 4.5 61.45 59.56 Agency Mortgage-Backed Securities FMAC FMAR 841318 G N/A 31288QPB0 2046-05-01 6.023 24848.58 25822.80 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU7223 N/A 3140M9AZ0 2053-02-01 6 115127.41 118395.30 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLBY8101 N/A 3140NRAB2 2054-03-01 7.5 599245.43 640489.70 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS4455 N/A 3138WD5R8 2045-02-01 3.5 816602.80 745743.45 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4278 N/A 31418DXG2 2036-03-01 1.5 10320.66 9164.31 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD1146 N/A 3132DNHX4 2050-07-01 4 186909.12 175289.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8438 N/A 3132DWLT8 2054-06-01 5.5 700445.83 701904.39 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD3209 N/A 3132DQR65 2052-04-01 2.5 211108.38 175049.23 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4343 N/A 31418DZH8 2051-05-01 1.5 6786.38 5103.09 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AM462209 N/A 31381JN24 2036-04-01 5.692 58264.96 58259.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CT257125 N/A 31371NSN6 2028-03-01 5.5 102174.70 102937.98 Agency Mortgage-Backed Securities FMAC FKAR 03.810 WNWN5031 N/A 3132XKSV0 2029-07-01 3.81 154054.05 151316.05 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZI3982 N/A 3131WGM71 2035-12-01 5.5 4127.87 4221.67 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ1440 N/A 3140NVS65 2034-07-01 4.485 37301108.11 36578119.38 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3996 N/A 3140QPNN3 2052-06-01 3 503384.13 434787.97 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS1977 N/A 3140LCFT3 2031-05-01 1.85 154370.89 137007.50 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS1862 N/A 3140XHB89 2052-03-01 2.5 79926.79 66395.45 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS6512 N/A 3140LHGW4 2032-09-01 3.75 308108.11 292540.95 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIFM4368 N/A 3140X72A6 2035-11-01 1.5 175549.33 156780.65 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8145 N/A 3132DWBN2 2051-05-01 1.5 16840.95 12670.79 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3090 N/A 31418CNG5 2032-08-01 3 13816.82 13335.58 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS8540 N/A 3132A9PZ4 2029-10-01 3 216784.80 212843.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW0033 N/A 3140MRBB2 2052-07-01 4.5 10017.26 9614.33 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBV6483 N/A 3140MLFZ8 2040-12-01 4 30801.14 29731.52 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF2322 N/A 3140BSSL2 2055-10-01 6.5 784824.89 830267.56 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1987 N/A 3140BSF51 2055-10-01 6.5 1306446.51 1387496.71 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1713 N/A 3140BR3X5 2055-10-01 6.5 1977907.07 2067826.02 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF0274 N/A 3140BQJU6 2055-09-01 5 1235442.55 1205906.41 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE9760 N/A 3140BNZ27 2055-09-01 6.5 1898130.87 1993678.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE9413 N/A 3140BNN79 2055-09-01 5 3603575.05 3519718.66 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIAR6867 N/A 3138W4TZ4 2028-02-01 2 453.50 446.58 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRAP2109 N/A 3138M5KX6 2032-08-01 4 6439.29 6290.41 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN8589 N/A 3138LMRK1 2028-04-01 3.49 17280.65 17058.37 Agency Mortgage-Backed Securities FNMA FNMS 03.490 MIAN7724 N/A 3138LLSN6 2032-12-01 3.49 304910.97 295103.60 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN7630 N/A 3138LLPQ2 2032-12-01 3.16 34662.16 31992.94 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN6642 N/A 3138LKLY1 2027-09-01 2.88 16062188.13 15839694.70 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HIAN7185 N/A 3138LK6X0 2032-11-01 3.35 198461.77 191132.72 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN1835 N/A 3138LEBD2 2028-07-01 2.535 49826.63 48188.75 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS5133 N/A 3140XLV39 2051-09-01 3 636.32 547.98 Agency 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Securities GNMA GNHA RM DJ1368 H N/A 3618KMQV0 2075-03-20 4.642 79872.12 80884.67 Agency Mortgage-Backed Securities GNMA GNHA ML DJ1364 H N/A 3618KMQR9 2075-03-20 5.894 1371045.47 1417964.47 Agency Mortgage-Backed Securities GNMA GNHA ML DJ1357 H N/A 3618KMQJ7 2075-02-20 5.911 188679.03 197320.56 Agency Mortgage-Backed Securities GNMA GNHA ML DH9863 H N/A 3618KJ5Y4 2075-02-20 5.796 1544119.81 1592456.16 Agency Mortgage-Backed Securities GNMA GNHA AL DH9861 H N/A 3618KJ5W8 2075-02-20 6.736 1237028.65 1298534.34 Agency Mortgage-Backed Securities GNMA GNHA ML DH9856 H N/A 3618KJ5R9 2075-01-20 5.868 103226.48 107039.51 Agency Mortgage-Backed Securities GNMA GNHA AL DG2095 H N/A 3618JXKG7 2074-10-20 6.817 620941.92 655140.30 Agency Mortgage-Backed Securities GNMA GNHA ML DF8405 H N/A 3618JSKS2 2074-11-20 6.013 94184.34 96802.56 Agency Mortgage-Backed Securities GNMA GNHA ML 893149 H N/A 3620E0EB8 2060-07-20 5.507 27905.42 28662.88 Agency Mortgage-Backed Securities GNMA GNHA RM 892950 H N/A 3620E0DY9 2060-07-20 4.808 2074.03 2097.76 Agency Mortgage-Backed Securities GNMA GNHA ML 892614 H N/A 3620E0D78 2060-08-20 6.345 19828.08 20807.43 Agency Mortgage-Backed Securities GNMA GNHA RM 891562 H N/A 36208AZY0 2058-08-20 4.772 844.90 859.99 Agency Mortgage-Backed Securities GNMA GNHA RM 891588 H N/A 36208AZN4 2058-03-20 4.565 2398.77 2422.51 Agency Mortgage-Backed Securities GNMA GNHA AL DT8479 H N/A 3618W8M42 2076-05-20 6.72 535450.62 562392.53 Agency Mortgage-Backed Securities GNMA GNHA RA DK8569 H N/A 3618L8QW8 2075-06-20 6.132 603627.95 660149.46 Agency Mortgage-Backed Securities GNMA GNHA ML DD2185 H N/A 3618HUNA5 2074-07-20 5.65 74954.49 77216.09 Agency Mortgage-Backed Securities GNMA GNHA ML DD2176 H N/A 3618HUMZ1 2074-06-20 5.791 722615.91 746027.10 Agency Mortgage-Backed Securities GNMA GNHA ML DD2174 H N/A 3618HUMX6 2074-05-20 5.642 96933.59 99400.79 Agency Mortgage-Backed Securities GNMA GNHA RM DD2184 H N/A 3618HUM99 2074-07-20 4.82 1045608.12 1059607.43 Agency Mortgage-Backed Securities GNMA GNHA ML DD2180 H N/A 3618HUM57 2074-06-20 5.777 100515.71 103268.01 Agency Mortgage-Backed Securities GNMA GNHA ML DD2179 H N/A 3618HUM40 2074-06-20 5.873 271394.75 280308.12 Agency Mortgage-Backed Securities GNMA GNHA AL DD2177 H N/A 3618HUM24 2074-06-20 6.723 381687.58 402331.34 Agency Mortgage-Backed Securities GNMA GNHA AL DC8259 H N/A 3618HPE81 2074-06-20 6.766 466949.49 487862.68 Agency Mortgage-Backed Securities GNMA GNHA ML DC8253 H N/A 3618HPE24 2074-06-20 5.899 161612.31 166599.19 Agency Mortgage-Backed Securities GNMA GNHA ML DC2125 H N/A 3618HGLE0 2074-05-20 6.197 30180.46 31570.56 Agency Mortgage-Backed Securities GNMA GNHA AL DC0753 H N/A 3618HEZS9 2074-03-20 6.893 127688.59 133505.89 Agency Mortgage-Backed Securities GNMA GNHA ML DB5015 H N/A 3618H7SC7 2074-04-20 5.854 159498.24 164897.26 Agency Mortgage-Backed Securities GNMA GNHA ML DB4983 H N/A 3618H7RC8 2074-03-20 5.911 161918.94 167754.34 Agency Mortgage-Backed Securities GNMA GNHA RM DS4859 H N/A 3618VRMG4 2076-05-20 5.259 6064225.57 6520736.42 Agency Mortgage-Backed Securities GNMA GNHA AL DS4843 H N/A 3618VRLY6 2076-04-20 6.809 444826.79 474457.38 Agency Mortgage-Backed Securities GNMA GNHA AL DS3575 H N/A 3618VP6L5 2076-04-20 6.771 126415.77 133743.76 Agency Mortgage-Backed Securities GNMA GNHA AL DS3568 H N/A 3618VP6D3 2076-04-20 6.746 1144836.86 1202416.63 Agency Mortgage-Backed Securities GNMA GNHA RM DS1406 H N/A 3618VMR39 2076-04-20 5.459 1646384.54 1776270.02 Agency Mortgage-Backed Securities GNMA GNHA RM DR6012 H N/A 3618VEVD0 2076-05-20 5.432 2944540.93 3196169.13 Agency Mortgage-Backed Securities GNMA GNHA RM DR5995 H N/A 3618VEUU3 2076-04-20 5.301 3858341.78 4184065.56 Agency Mortgage-Backed Securities GNMA GNHA RM DS6213 H N/A 3618VS3W8 2076-05-20 5.622 11139628.05 12167980.96 Agency Mortgage-Backed Securities GNMA GNHA RM DS6210 H N/A 3618VS3T5 2076-05-20 5.267 2556643.10 2747323.51 Agency Mortgage-Backed Securities GNMA GNHA RM DS6209 H N/A 3618VS3S7 2076-05-20 5.245 5453146.98 5871998.66 Agency Mortgage-Backed Securities GNMA GNHA AL DS4861 H N/A 3618VRMJ8 2076-05-20 6.722 841597.38 892960.07 Agency Mortgage-Backed Securities GNMA GNHA ML DF1754 H N/A 3618JJ5P5 2074-08-20 5.754 455462.45 469775.43 Agency Mortgage-Backed Securities GNMA GNHA ML DF1753 H N/A 3618JJ5N0 2074-08-20 5.665 85869.09 88258.28 Agency Mortgage-Backed Securities GNMA GNHA AL DE8045 H N/A 3618JD5E3 2074-10-20 6.69 535649.60 561991.15 Agency Mortgage-Backed Securities GNMA GNHA AL DE5722 H N/A 3618JBLB5 2074-07-20 6.9 106521.85 110736.94 Agency Mortgage-Backed Securities GNMA GNHA AL DE2751 H N/A 3618J8BU1 2074-07-20 6.741 561952.26 591214.34 Agency Mortgage-Backed Securities GNMA GNHA AL DE0706 H N/A 3618J5YB4 2074-09-20 6.756 1224792.07 1282237.48 Agency Mortgage-Backed Securities GNMA GNHA RM DD2189 H N/A 3618HUNE7 2074-08-20 4.378 57881.37 58055.27 Agency Mortgage-Backed Securities GNMA GNHA ML DD2188 H N/A 3618HUND9 2074-08-20 5.888 406124.48 419984.36 Agency Mortgage-Backed Securities GNMA GNHA AL DL1824 H N/A 3618LDAZ7 2076-05-20 6.321 217814.79 228472.47 Agency Mortgage-Backed Securities GNMA GNHA RM DL1822 H N/A 3618LDAX2 2076-05-20 5.3 167720.01 178803.96 Agency Mortgage-Backed Securities GNMA GNHA RM DL1821 H N/A 3618LDAW4 2076-04-20 5.486 254673.81 272610.19 Agency Mortgage-Backed Securities GNMA GNHA AL DL1816 H N/A 3618LDAR5 2076-02-20 6.432 333467.62 351553.47 Agency Mortgage-Backed Securities GNMA GNHA AL DL1808 H N/A 3618LDAH7 2075-11-20 6.356 133011.40 138762.94 Agency Mortgage-Backed Securities GNMA GNHA AL DL1804 H N/A 3618LDAD6 2075-09-20 6.324 119355.04 124528.97 Agency Mortgage-Backed Securities GNMA GNHA AL DL1799 H N/A 3618LC7L4 2075-08-20 6.344 114130.01 119581.21 Agency Mortgage-Backed Securities GNMA GNHA AL DL1796 H N/A 3618LC7H3 2075-07-20 6.314 257878.92 267248.87 Agency Mortgage-Backed Securities GNMA GNHA RM CS6222 H N/A 3618AY4F4 2073-03-20 4.694 100025.46 101527.06 Agency Mortgage-Backed Securities GNMA GNHA RM CS6212 H N/A 3618AY3V0 2073-02-20 4.662 61163.43 61894.86 Agency Mortgage-Backed Securities GNMA GNHA RM CS6201 H N/A 3618AY3J7 2073-01-20 4.596 117659.38 118919.01 Agency Mortgage-Backed Securities GNMA GNHA RM CS5203 H N/A 3618AXX80 2072-12-20 4.764 44775.72 45458.46 Agency Mortgage-Backed Securities GNMA GNHA RM CQ9588 H N/A 3618ACUM8 2072-11-20 4.669 37365.21 37832.75 Agency Mortgage-Backed Securities GNMA GNHA ML AG8181 H N/A 36182DCS2 2064-08-20 4.344 18846.87 19000.37 Agency Mortgage-Backed Securities GNMA GNHA ML AF5213 H N/A 36181LYJ1 2063-12-20 5.513 14830.31 15013.33 Agency Mortgage-Backed Securities GNMA GNHA ML CZ7752 H N/A 3618GKTH7 2074-02-20 5.851 173634.13 178681.97 Agency Mortgage-Backed Securities GNMA GNHA ML CZ7730 H N/A 3618GKST2 2074-01-20 5.881 175819.64 181499.67 Agency Mortgage-Backed Securities GNMA GNHA ML CZ6004 H N/A 3618GHU58 2074-01-20 5.829 92174.68 94894.94 Agency Mortgage-Backed Securities GNMA GNHA RM 892975 H N/A 3620E0F27 2060-09-20 5.09 4254.90 4332.92 Agency Mortgage-Backed Securities GNMA GNHA RM 892990 H N/A 3620E0G26 2060-11-20 5.09 37961.05 38534.40 Agency Mortgage-Backed Securities GNMA GNHA ML 899665 H N/A 3620E1C51 2063-04-20 5.662 8114.72 8288.12 Agency Mortgage-Backed Securities GNMA GNHA ML AF7359 H N/A 36181PE88 2064-04-20 6.333 45534.57 46721.51 Agency Mortgage-Backed Securities GNMA GNHA RM CT8004 H N/A 3618BD3M5 2073-04-20 4.609 65552.81 66279.00 Agency Mortgage-Backed Securities GNMA GNHA RM CR0589 H N/A 3618AEUN2 2072-11-20 5.617 7342739.33 7957786.76 Agency Mortgage-Backed Securities GNMA GNHA RM CQ9600 H N/A 3618ACUZ9 2072-12-20 4.671 32461.00 32857.63 Agency Mortgage-Backed Securities GNMA GNHA AL DR0406 H N/A 3618V8NX8 2076-03-20 6.782 523172.09 557020.72 Agency Mortgage-Backed Securities GNMA GNHA ML DR0400 H N/A 3618V8NR1 2076-03-20 5.991 445934.08 464230.31 Agency Mortgage-Backed Securities GNMA GNHA ML CZ6002 H N/A 3618GHU33 2074-01-20 5.811 46620.00 48196.20 Agency Mortgage-Backed Securities GNMA GNHA AL DR5993 H N/A 3618VEUS8 2076-03-20 6.763 590757.98 619851.83 Agency Mortgage-Backed Securities GNMA GNHA AL DR5982 H N/A 3618VEUF6 2076-02-20 6.744 481924.98 506219.54 Agency Mortgage-Backed Securities GNMA GNHA RM DR6005 H N/A 3618VEU66 2076-05-20 5.353 2355657.04 2552733.66 Agency Mortgage-Backed Securities GNMA GNHA AL DR6003 H N/A 3618VEU41 2076-04-20 6.763 483578.95 508612.46 Agency Mortgage-Backed Securities GNMA GNHA RM DR2161 H N/A 3618VAMJ5 2076-05-20 5.097 1240206.58 1324432.32 Agency Mortgage-Backed Securities GNMA GNHA RM DR0427 H N/A 3618V8PL2 2076-05-20 5.157 4976516.26 5329047.70 Agency Mortgage-Backed Securities GNMA GNHA ML CZ4351 H N/A 3618GFZQ1 2074-01-20 6.556 53506.59 56013.84 Agency Mortgage-Backed Securities GNMA GNHA ML CZ4335 H N/A 3618GFY82 2074-01-20 6.113 352060.14 367438.71 Agency Mortgage-Backed Securities GNMA GNHA AL CZ0307 H N/A 3618GBKU7 2074-03-20 6.022 131491.59 135636.71 Agency Mortgage-Backed Securities GNMA GNHA ML CY7279 H N/A 3618G7CQ4 2073-10-20 6.101 50633.12 52334.31 Agency Mortgage-Backed Securities GNMA GNHA ML CY5050 H N/A 3618G4TF7 2073-11-20 5.696 72953.33 75427.22 Agency Mortgage-Backed Securities GNMA GNHA ML CY5044 H N/A 3618G4S92 2073-10-20 5.842 37808.86 39018.64 Agency Mortgage-Backed Securities GNMA GNHA RM CY5037 H N/A 3618G4S27 2073-09-20 4.669 2935.72 2974.47 Agency Mortgage-Backed Securities GNMA GNHA RM CY1791 H N/A 3618G07C6 2073-09-20 4.647 76741.54 77598.54 Agency Mortgage-Backed Securities GNMA GNHA ML DB4126 H N/A 3618H6SP0 2074-04-20 5.601 68784.24 70460.52 Agency Mortgage-Backed Securities GNMA GNHA ML DB4125 H N/A 3618H6SN5 2074-04-20 5.877 177429.55 182783.37 Agency Mortgage-Backed Securities GNMA GNHA ML DB4124 H N/A 3618H6SM7 2074-04-20 5.907 213245.69 219295.97 Agency Mortgage-Backed Securities GNMA GNHA RM DB4122 H N/A 3618H6SK1 2074-03-20 4.655 33841.65 34359.37 Agency Mortgage-Backed Securities GNMA GNHA ML DB4118 H N/A 3618H6SF2 2074-03-20 5.881 125127.25 129114.93 Agency Mortgage-Backed Securities GNMA GNHA ML DB4117 H N/A 3618H6SE5 2074-03-20 5.983 291507.94 302128.65 Agency Mortgage-Backed Securities GNMA GNHA ML DB4111 H N/A 3618H6R89 2074-02-20 5.898 195766.21 201486.31 Agency Mortgage-Backed Securities GNMA GNHA AL DB3455 H N/A 3618H5ZU3 2074-08-20 6.898 98303.20 104981.02 Agency Mortgage-Backed Securities GNMA GNHA RA DB3415 H N/A 3618H5YL4 2074-06-20 5.504 242277.51 252914.78 Agency Mortgage-Backed Securities GNMA GNHA ML DB3397 H N/A 3618H5X27 2074-05-20 6.19 340184.44 355766.59 Agency Mortgage-Backed Securities GNMA GNHA ML DB3363 H N/A 3618H5WY8 2074-03-20 5.985 83280.12 86178.53 Agency Mortgage-Backed Securities GNMA GNHA AL DB3061 H N/A 3618H5MJ2 2075-05-20 6.221 106892.07 111092.58 Agency Mortgage-Backed Securities GNMA GNHA AL DB3055 H N/A 3618H5MC7 2075-03-20 6.31 240992.21 253178.27 Agency Mortgage-Backed Securities GNMA GNHA ML DB0955 H N/A 3618H3BY6 2074-03-20 5.672 110467.52 113646.00 Agency Mortgage-Backed Securities GNMA GNHA RM DB0962 H N/A 3618H3B75 2074-04-20 4.646 123105.03 124533.40 Agency Mortgage-Backed Securities GNMA GNHA ML CZ7753 H N/A 3618GKTJ3 2074-02-20 5.891 187570.94 193095.35 Agency Mortgage-Backed Securities GNMA GNHA RM CU9053 H N/A 3618BTBW9 2073-04-20 4.537 99982.72 101038.89 Agency Mortgage-Backed Securities GNMA GNHA RA DM3178 H N/A 3618LSQ79 2075-12-20 6.113 245585.57 272023.15 Agency Mortgage-Backed Securities GNMA GNHA RM DR6004 H N/A 3618VEU58 2076-05-20 5.362 2268431.14 2461050.44 Agency Mortgage-Backed Securities GNMA GNHA RM DR0453 H N/A 3618V8QE7 2076-04-20 5.087 255519.04 266343.08 Agency Mortgage-Backed Securities GNMA GNHA AL DN6901 H N/A 3618M9U26 2075-12-20 6.701 802519.58 837208.63 Agency Mortgage-Backed Securities GNMA GNHA RM DR6006 H N/A 3618VEU74 2076-05-20 5.355 2284987.16 2477096.70 Agency Mortgage-Backed Securities GNMA GNHA ML DB4112 H N/A 3618H6R97 2074-02-20 5.889 166175.97 171563.48 Agency Mortgage-Backed Securities GNMA GNHA ML DD2178 H N/A 3618HUM32 2074-06-20 5.847 178914.74 183963.51 Agency Mortgage-Backed Securities GNMA GNHA ML CW9897 H N/A 3618FJ7J1 2073-10-20 5.902 58364.46 60203.06 Agency Mortgage-Backed Securities GNMA GNHA ML DB4127 H N/A 3618H6SQ8 2074-04-20 5.782 487372.21 502136.02 Agency Mortgage-Backed Securities GNMA GNHA AL DG2107 H N/A 3618JXKU6 2074-11-20 6.763 529170.19 556336.29 Agency Mortgage-Backed Securities GNMA GNHA ML DB3433 H N/A 3618H5Y67 2074-07-20 5.773 63938.28 65510.35 Agency Mortgage-Backed Securities GNMA GNHA ML DH9859 H N/A 3618KJ5U2 2075-01-20 5.814 155714.91 160536.21 Agency Mortgage-Backed Securities GNMA GNHA RM CY5036 H N/A 3618G4SZ4 2073-09-20 4.593 70721.51 71381.81 Agency Mortgage-Backed Securities GNMA GNHA ML DB4114 H N/A 3618H6SB1 2074-02-20 5.897 596989.21 616565.88 Agency Mortgage-Backed Securities GNMA GNHA ML CZ4336 H N/A 3618GFY90 2074-01-20 5.726 74784.67 76451.54 Agency Mortgage-Backed Securities GNMA GNHA RM AO0392 H N/A 3617A0NH5 2066-01-20 4.82 21506.73 21742.85 Agency Mortgage-Backed Securities GNMA GNHA ML DB3413 H N/A 3618H5YJ9 2074-06-20 6.051 294330.17 304432.22 Agency Mortgage-Backed Securities GNMA GNHA RM DC3838 H N/A 3618HJHP4 2074-06-20 4.67 154770.61 156628.38 Agency Mortgage-Backed Securities GNMA GNHA AL DD2187 H N/A 3618HUNC1 2074-08-20 6.765 509715.10 542658.15 Agency Mortgage-Backed Securities GNMA GNHA ML DB4113 H N/A 3618H6SA3 2074-02-20 5.628 118569.04 122851.44 Agency Mortgage-Backed Securities GNMA GNHA ML CZ7729 H N/A 3618GKSS4 2074-01-20 5.933 140771.99 144789.55 Agency Mortgage-Backed Securities GNMA GNHA RM CE9339 H N/A 3617VYLU1 2071-09-20 5.216 487119.08 507821.07 Agency Mortgage-Backed Securities GNMA GNHA ML DB4982 H N/A 3618H7RB0 2074-03-20 5.863 155103.55 159953.48 Agency Mortgage-Backed Securities GNMA GNHA ML DA4469 H N/A 3618GT6E0 2074-03-20 6.11 52287.59 54495.03 Agency Mortgage-Backed Securities GNMA GNHA ML CQ7934 H N/A 3618AAY71 2074-02-20 5.805 79339.93 81958.85 Agency Mortgage-Backed Securities GNMA GNHA ML CJ3128 H N/A 3617XKPM3 2071-11-20 6.083 544288.07 562600.38 Agency Mortgage-Backed Securities GNMA GNHA AL DH5824 H N/A 3618KEPH0 2075-01-20 6.803 405395.55 424220.71 Agency Mortgage-Backed Securities GNMA GNHA ML DM1324 H N/A 3618LQPH2 2075-07-20 5.907 478444.60 494211.18 Agency Mortgage-Backed Securities GNMA GNHA RM CW3879 H N/A 3618FCJY0 2073-08-20 4.589 85188.36 86159.86 Agency Mortgage-Backed Securities GNMA GNHA AL DB3058 H N/A 3618H5MF0 2075-04-20 6.363 128996.24 134086.29 Agency Mortgage-Backed Securities GNMA GNHA RM CP8918 H N/A 3617FY4B0 2072-11-20 4.824 154181.77 156862.97 Agency Mortgage-Backed Securities GNMA GNHA AL DL4965 H N/A 3618LGQS9 2075-07-20 6.795 439054.19 463420.53 Agency Mortgage-Backed Securities GNMA GNHA RM CE9388 H N/A 3617VYND7 2071-11-20 5.213 1404450.46 1461685.10 Agency Mortgage-Backed Securities GNMA GNHA ML DF8394 H N/A 3618JSKF0 2074-10-20 5.85 67292.72 69464.57 Agency Mortgage-Backed Securities GNMA GNHA ML DS3576 H N/A 3618VP6M3 2076-04-20 5.934 244602.22 253808.20 Agency Mortgage-Backed Securities GNMA GNHA ML DH9845 H N/A 3618KJ5E8 2075-01-20 5.93 930456.27 960833.50 Agency Mortgage-Backed Securities GNMA GNHA ML DQ3848 H N/A 3618MWHZ7 2076-03-20 5.727 402847.26 416744.96 Agency Mortgage-Backed Securities GNMA GNHA RM DT2964 H N/A 3618W2JH0 2076-05-20 5.242 1156282.91 1232549.79 Agency Mortgage-Backed Securities GNMA GNHA RM DR0455 H N/A 3618V8QG2 2076-05-20 5.078 560194.19 584957.11 Agency Mortgage-Backed Securities GNMA GNHA RM DS6211 H N/A 3618VS3U2 2076-05-20 5.304 4200229.84 4517463.40 Agency Mortgage-Backed Securities GNMA GNHA AL DL1805 H N/A 3618LDAE4 2075-10-20 6.33 121855.05 127917.45 Agency Mortgage-Backed Securities GNMA GNHA RM DL1820 H N/A 3618LDAV6 2076-04-20 5.464 419930.45 457953.20 Agency Mortgage-Backed Securities GNMA GNHA RM DQ3851 H N/A 3618MWH46 2076-04-20 5.393 156058.35 170607.41 Agency Mortgage-Backed Securities GNMA GNHA RM DQ3824 H N/A 3618MWG96 2076-02-20 5.198 186587.24 201348.69 Agency Mortgage-Backed Securities GNMA GNHA ML DS3569 H N/A 3618VP6E1 2076-04-20 5.927 1323731.37 1371597.94 Agency Mortgage-Backed Securities GNMA GNHA AL DS4862 H N/A 3618VRMK5 2076-05-20 6.101 1055962.78 1113802.09 Agency Mortgage-Backed Securities GNMA GNAR AF MB1293 M N/A 3618N6NK9 2056-07-20 3.5 29818951.00 28328142.62 Agency Mortgage-Backed Securities GNMA GNHA AL DQ3834 H N/A 3618MWHK0 2076-02-20 6.593 259723.28 272171.30 Agency Mortgage-Backed Securities GNMA GNHA AL DM3186 H N/A 3618LSRF0 2075-12-20 6.782 483579.86 509451.63 Agency Mortgage-Backed Securities GNMA GNHA AL DL1819 H N/A 3618LDAU8 2076-03-20 6.342 119974.49 126260.23 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-08-07 2026-08-07 2026-08-10 Y Bank of Montreal 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0372 350000000.00 350000000.00 .0020 N N Y N Bank of Montreal Bank of Montreal, REPO, 3.660%, 8/17/2026 3.660 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 04.500 CIMA6086 N/A 31418FXQ5 2041-06-01 4.5 7075906.74 6966555.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC1747 N/A 3130G0ZM9 2056-08-01 6 5604552.50 5777066.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA6145 N/A 31418FZK6 2056-08-01 5.5 7556215.00 7548079.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0925 N/A 3133W5A25 2056-08-01 5.5 6597009.00 6612250.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3021 N/A 3140U6LB8 2056-02-01 5.5 5400606.78 5394802.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5861 N/A 3140UMQP7 2056-07-01 5.5 5234447.50 5257281.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3114 N/A 31427QN81 2053-11-01 5.5 5871550.10 5880400.49 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5904 N/A 3133WQRZ8 2041-07-01 4.5 5561845.50 5475892.74 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO4870 N/A 3133WPMT9 2041-01-01 5 8990772.89 9024026.77 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA4322 N/A 3140W4YU5 2055-10-01 3 7056759.99 6105367.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2384 N/A 3140Y8UJ3 2056-04-01 5.5 5331839.65 5365064.12 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRQ0142 N/A 3142J6EQ2 2056-08-01 3.5 7460439.50 6680552.51 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL3785 N/A 31427RF39 2052-04-01 2 10526337.49 8406213.83 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8204 N/A 3132DWDH3 2052-04-01 2 8836235.27 6969816.20 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD5544 N/A 3132DTER7 2053-04-01 4 8692907.93 8093560.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4383 N/A 3142K52R3 2056-06-01 5.5 5940969.04 5940893.79 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7773 N/A 3142JWT71 2056-03-01 5 6043016.90 5889443.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7462 N/A 3142JWJG2 2056-03-01 5.5 6926633.85 6919889.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3664 N/A 3142JSCA1 2056-01-01 5 5722709.50 5587319.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA1512 N/A 3142JPVE8 2055-12-01 5 5902663.55 5763116.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5385 N/A 3133KY6W4 2046-01-01 5.5 5525970.49 5583762.93 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ9057 N/A 3133D1B24 2054-11-01 5 7895824.14 7721805.44 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD1679 N/A 3133AX2L5 2051-11-01 2.5 8934475.49 7430645.42 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIRR0065 N/A 3142JCCB4 2041-03-01 4 9378092.22 9052422.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0040 N/A 3142J6BJ1 2055-08-01 5.5 8503607.96 8495898.03 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ0860 N/A 3142GQ5W8 2054-02-01 7 4932239.32 5284629.73 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL5370 N/A 31427S6G8 2056-06-01 6.5 5244434.25 5574747.95 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2157 N/A 31427PMF8 2055-08-01 6.5 5721816.62 6019600.94 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0268 N/A 31427MJN2 2054-07-01 6.5 5602527.88 5881957.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ1319 N/A 31426XPD4 2055-07-01 5.5 5325547.28 5322103.42 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7380 N/A 31426SFW4 2055-06-01 6.5 8410884.12 8777822.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX3995 N/A 31425YNM5 2055-01-01 5.5 8828716.71 8828913.89 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA6085 N/A 31418FXP7 2041-06-01 4 7609891.69 7345625.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6037 N/A 31418FV79 2041-04-01 4.5 5590492.73 5504097.25 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4839 N/A 31418ELV0 2052-12-01 4 8477563.37 7824056.27 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933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 06.500 CLDG5524 N/A 3140U9D62 2056-03-01 6.5 6172992.47 6448657.74 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG3042 N/A 3140U6LY8 2056-02-01 6 6319371.78 6442643.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2261 N/A 3140U5QP4 2056-03-01 5 6787800.74 6669568.57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB9376 N/A 3140QVM27 2054-10-01 6.5 6585174.33 6858931.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8486 N/A 3140QUNC6 2054-05-01 5.5 9564936.42 9609349.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6538 N/A 3140MLHQ6 2056-01-01 5.5 9435542.41 9426798.81 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBU9879 N/A 3140MB6R8 2052-01-01 2.5 12123000.89 10181554.83 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU5904 N/A 3140M7R29 2051-12-01 2 11839383.77 9536430.25 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR6358 N/A 3140L5B47 2051-03-01 2 12972188.85 10305141.42 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR4816 N/A 3140L3K67 2051-04-01 2 11937337.25 9538561.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBC0089 N/A 3140EUC31 2045-12-01 4 10212030.39 9645858.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF7764 N/A 3140BYTW4 2056-01-01 5 9977389.22 9727372.48 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1708 N/A 3140BR3S6 2055-10-01 6.5 8934581.20 9285189.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8959 N/A 3140BM5V8 2055-09-01 6.5 6145580.15 6522351.34 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB9911 N/A 3142KCAM0 2056-08-01 6 5655051.00 5795284.95 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB9892 N/A 3142KB7E4 2056-08-01 6 7983861.00 8182962.53 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB9884 N/A 3142KB6W5 2056-08-01 6 9183868.00 9443826.57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB7107 N/A 3142K83R6 2056-07-01 6 9078107.52 9304579.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB3446 N/A 3142K4ZL3 2056-05-01 6 6416644.16 6719586.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB3268 N/A 3142K4T22 2056-05-01 5.5 5907239.10 5900890.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB2244 N/A 3142K3P69 2056-05-01 5.5 7676441.07 7702059.91 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA9909 N/A 3142K0AK0 2056-04-01 6 9449441.92 9680650.86 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7489 N/A 3142JWKB1 2056-03-01 5 6255466.14 6113571.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIRR0101 N/A 3142JCDF4 2041-07-01 5 10127846.61 10157690.00 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE5913 N/A 3140BJSB4 2055-08-01 7 6267081.90 6627140.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDD9532 N/A 3140BASW7 2040-09-01 5 8552131.56 8577331.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC8212 N/A 3140AWDS5 2055-06-01 5.5 6114913.71 6127971.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5951 N/A 3133WQTG8 2041-07-01 5 6613755.00 6634896.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5722 N/A 3133WQLB7 2041-06-01 5 8996384.31 9022911.66 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI8447 N/A 3133WFL47 2054-06-01 6 1552560.88 1590376.61 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0856 N/A 3133W45R9 2056-08-01 5.5 6186855.00 6196527.11 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0854 N/A 3133W45P3 2056-08-01 6 5423847.00 5562475.11 Agency Mortgage-Backed Securities FMAC FEPC 02.000 ZLSI2072 N/A 3133USJR3 2050-09-01 2 11996893.07 9583678.05 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5364 N/A 3133KY5Z8 2045-09-01 5.5 9392591.51 9465312.08 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA6333 N/A 3133KNBA0 2051-11-01 2 12620222.19 9942232.08 Agency 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Mortgage-Backed Securities FMAC FEPC 02.000 CLQD6551 N/A 3133B4H40 2052-02-01 2 11766960.65 9460067.63 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLCB8906 N/A 3140QU3Q7 2054-07-01 7.5 5222827.07 5590796.13 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM7069 N/A 3140XA2B7 2051-05-01 2.5 11437976.78 9568980.87 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM9488 N/A 3140XDRJ7 2051-11-01 2 11803598.32 9547867.73 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA3575 N/A 3133KJ6L1 2050-09-01 2 12873039.70 10279053.55 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CTRB5331 N/A 3133KY4Q9 2045-01-01 6 10003531.98 10230642.17 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ3402 N/A 31427AX85 2055-09-01 5 6132070.83 5986757.10 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8515 N/A 3140B9N96 2055-05-01 6.5 6561269.82 6902762.04 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8349 N/A 3132DWH22 2053-08-01 5.5 7397395.44 7432165.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9489 N/A 3140QVRK2 2054-11-01 5.5 7333732.41 7355611.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE4646 N/A 3140BHEU1 2055-07-01 6 6863767.79 6998091.73 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY6335 N/A 31426RBD2 2055-06-01 6 6804104.61 6969716.52 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR2692 N/A 3140L07E1 2051-02-01 2 12323176.85 9931847.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB0390 N/A 3142K1NG3 2056-04-01 5.5 9738098.25 9734323.11 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7886 N/A 3142JWXQ4 2056-03-01 5 8609045.72 8450808.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2037 N/A 3140Y8HP4 2056-02-01 5.5 6740209.14 6768520.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH9390 N/A 3140URNG9 2056-08-01 6 784063.00 805716.47 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA3911 N/A 3140W4KZ9 2052-03-01 2 11948124.45 9631546.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH6205 N/A 3140UM3P2 2056-07-01 5.5 9082211.00 9111667.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0215 N/A 3142K1GZ9 2056-04-01 5 10026971.38 9775110.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5552 N/A 3140UME21 2056-06-01 5.5 6602622.63 6612020.37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH7541 N/A 3140UPLX8 2056-07-01 6.5 5743476.00 6017041.59 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5608 N/A 31427TGS9 2055-05-01 6 7249981.76 7466444.47 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB2239 N/A 3142K3PZ5 2056-05-01 5.5 7327118.22 7353168.57 Agency Mortgage-Backed Securities FMAC FEPC 06.000 3PRE6179 N/A 3133N32L7 2056-06-01 6 6135803.53 6189602.25 Agency Mortgage-Backed Securities FMAC FEPC 06.000 3PRE6176 N/A 3133N32H6 2056-05-01 6 7875988.52 7971886.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0429 N/A 3133W4PN6 2056-08-01 5.5 8063165.00 8070763.19 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI1167 N/A 3140UUJM4 2056-08-01 6.5 5627042.00 5872306.01 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB9531 N/A 3140QVSV7 2054-11-01 7 9022019.97 9654448.53 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG2725 N/A 3140U6A38 2056-02-01 5.5 7184470.09 7201427.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2386 N/A 3140Y8UL8 2056-04-01 5.5 9867513.73 9916696.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5849 N/A 3140UMQB8 2056-07-01 5.5 7233896.00 7269503.64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA1404 N/A 3140W1R21 2052-09-01 3 9759303.41 8402760.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4140 N/A 3140U7S60 2056-03-01 5 7723292.13 7548109.85 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0083 N/A 3142JCCV0 2041-05-01 4.5 8705816.31 8571276.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH8204 N/A 3140UQDJ6 2056-08-01 6 6504580.00 6668807.64 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-08-03 2026-08-03 2026-08-03 N N N .0370 1000000000.00 1000000000.00 .0056 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America, REPO, 3.670%, 8/3/2026 3.670 933DQX004 X574KRZ6V5A7UBU45C31 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 43500000.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42369150.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42369150.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42369150.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42369150.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 04/15/2030 N/A 76116FAC1 2030-04-15 0 50000000.00 42369150.00 Agency Debentures and Agency Strips RESFC - 0.0000 - 01/15/2030 N/A 76116FAB3 2030-01-15 0 50000000.00 42861550.00 Agency Debentures and Agency Strips Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0372 291875000.00 291875000.00 .0016 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., REPO, 3.650%, 8/3/2026 3.650 933FRW000 5U0XI89JRFVHWIBS4F54 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y USTR 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 71.54 71.17 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 4298928.17 4303463.54 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 25400741.22 25314739.69 U.S. Treasuries (including strips) USTR 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 10838570.07 11110471.86 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 93738110.45 89540464.37 U.S. Treasuries (including strips) USTR 4 3/8 BOND 40 N/A 912810QH4 2040-05-15 4.375 645722.75 614291.68 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 74220557.34 73903734.39 U.S. Treasuries (including strips) USTR 3 7/8 NOTE W 31 N/A 91282CQG9 2031-03-31 3.875 12476986.02 12380871.64 U.S. Treasuries (including strips) USTR 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 71.54 70.65 U.S. Treasuries (including strips) GNMA GNII SF MA5019 M N/A 36179TSG1 2048-02-20 3.5 6813313.43 6170645.38 Agency Mortgage-Backed Securities GNMA GNII SF MA4963 M N/A 36179TQQ1 2048-01-20 4 36510880.11 34070979.68 Agency Mortgage-Backed Securities GNMA GNII SF MA4778 M N/A 36179TJX4 2047-10-20 3.5 42945756.55 38649706.44 Agency Mortgage-Backed Securities GNMA GNII SF MA4652 M N/A 36179TEZ4 2047-08-20 3.5 46057540.14 41713653.96 Agency Mortgage-Backed Securities GNMA GNII SF MA4511 M N/A 36179TAL9 2047-06-20 4 10729502.02 10020306.96 Agency Mortgage-Backed Securities GNMA GNII SF MA4509 M N/A 36179TAJ4 2047-06-20 3 44752136.20 39307859.82 Agency Mortgage-Backed Securities GNMA GNII SF MA4262 M N/A 36179SWX1 2047-02-20 3.5 18781401.30 17054576.67 Agency Mortgage-Backed Securities GNMA GNII SF MA4196 M N/A 36179SUV7 2047-01-20 3.5 38803315.80 35182061.04 Agency Mortgage-Backed Securities GNMA GNII SF MA3803 M N/A 36179SGL5 2046-07-20 3.5 26897542.47 24277632.19 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4119 N/A 31418DSH6 2050-09-01 2 100939083.40 80248253.66 Agency Mortgage-Backed Securities GNMA GNII SF MA9666 M N/A 36179YW34 2054-05-20 4.5 96839189.71 91900391.04 Agency Mortgage-Backed Securities GNMA GNII SF MA9603 M N/A 36179YU44 2054-04-20 4.5 86653639.76 82178845.80 Agency Mortgage-Backed Securities GNMA GNII SF MA9540 M N/A 36179YS54 2054-03-20 5 62603784.38 61343799.76 Agency Mortgage-Backed Securities GNMA GNII SF MA9361 M N/A 36179YMJ0 2053-12-20 5 84115699.49 82462461.52 Agency Mortgage-Backed Securities GNMA GNII SF MA9305 M N/A 36179YKS2 2053-11-20 5.5 28949123.52 29186544.92 Agency Mortgage-Backed Securities GNMA GNII SF MA9172 M N/A 36179YFM1 2053-09-20 6 6633832.03 6836999.78 Agency Mortgage-Backed Securities GNMA GNII SF MA8348 M N/A 36179XHZ2 2052-10-20 5 285256.10 280899.29 Agency Mortgage-Backed Securities GNMA GNII SF MA7367 M N/A 36179WFG8 2051-05-20 2.5 12563791.59 10592574.56 Agency Mortgage-Backed Securities GNMA GNII SF MA6995 M N/A 36179VXY1 2050-11-20 2.5 65722954.72 55411899.41 Agency Mortgage-Backed Securities GNMA GNII SF MA6409 M N/A 36179VDN7 2050-01-20 3 69955662.46 61508516.22 Agency Mortgage-Backed Securities GNMA GNII SF MA5818 M N/A 36179UPB2 2049-03-20 4.5 41922118.79 40378546.37 Agency Mortgage-Backed Securities GNMA GNII SF MA6283 M N/A 36179U6U1 2049-11-20 3 18484568.37 16241835.69 Agency Mortgage-Backed Securities GNMA GNII SF MA5020 M N/A 36179TSH9 2048-02-20 4 33553845.00 31311553.37 Agency Mortgage-Backed Securities GNMA GNII SF MA3936 M N/A 36179SLR6 2046-09-20 3 34903263.83 30998635.70 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4356 N/A 31418DZW5 2051-06-01 2.5 401009632.14 332401428.72 Agency Mortgage-Backed Securities GNMA GNII SF MA5076 M N/A 36179TT96 2048-03-20 3 47121429.94 41663637.44 Agency Mortgage-Backed Securities GNMA GNII SF MA9422 M N/A 36179YPF5 2054-01-20 5 60111043.51 59185433.64 Agency Mortgage-Backed Securities GNMA GNII SF MA5467 M N/A 36179UCC4 2048-09-20 4.5 24592871.78 23761829.46 Agency Mortgage-Backed Securities GNMA GNII SF MA5330 M N/A 36179T4P7 2048-07-20 4 23251059.97 21685783.10 Agency Mortgage-Backed Securities GNMA GNII SF MA5193 M N/A 36179TXW0 2048-05-20 4.5 21716351.07 20924724.92 Agency Mortgage-Backed Securities GNMA GNII SF MA4321 M N/A 36179SYS0 2047-03-20 3.5 49587785.50 45023461.27 Agency Mortgage-Backed Securities GNMA GNII SP 785597 M N/A 3622ABDA7 2049-09-20 3.5 9704291.77 8792327.72 Agency Mortgage-Backed Securities GNMA GNII SF MA9962 M N/A 36180AB77 2054-10-20 4 89523014.79 82113314.19 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4414 N/A 31418D3Y6 2051-09-01 2.5 154222571.50 127789336.77 Agency Mortgage-Backed Securities GNMA GNII SF MA6994 M N/A 36179VXX3 2050-11-20 2 242166402.75 195985915.60 Agency Mortgage-Backed Securities GNMA GNII SF MB0025 M N/A 3618N5A33 2054-11-20 5 20364089.35 20000257.74 Agency Mortgage-Backed Securities GNMA GNII SF MA9602 M N/A 36179YU36 2054-04-20 4 71955667.63 65974232.81 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M 2026-08-03 2026-08-03 2026-08-03 N N N .0370 2146209000.00 2146209000.00 .0121 N Y Y N Metropolitan Life Insurance Co. Metropolitan Life Insurance Co., REPO, 3.640%, 8/3/2026 3.640 935TKW005 549300H7EXFMRS487544 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UST - 0.0000 - 10/01/2026 N/A 912797SA6 2026-10-01 0 50000000.00 49684405.00 U.S. Treasuries (including strips) UST - 0.0000 - 10/01/2026 N/A 912797SA6 2026-10-01 0 50000000.00 49684405.00 U.S. Treasuries (including strips) UST - 0.0000 - 10/01/2026 N/A 912797SA6 2026-10-01 0 50000000.00 49684405.00 U.S. Treasuries (including strips) UST - 0.0000 - 10/01/2026 N/A 912797SA6 2026-10-01 0 50000000.00 49684405.00 U.S. Treasuries (including strips) UST - 0.0000 - 10/01/2026 N/A 912797SA6 2026-10-01 0 40000000.00 39747524.00 U.S. Treasuries (including strips) UST - 4.6250 - 10/15/2026 N/A 91282CJC6 2026-10-15 4.625 50000000.00 50758088.74 U.S. Treasuries (including strips) UST - 4.6250 - 10/15/2026 N/A 91282CJC6 2026-10-15 4.625 50000000.00 50758088.74 U.S. Treasuries (including strips) UST - 4.6250 - 10/15/2026 N/A 91282CJC6 2026-10-15 4.625 40000000.00 40606470.99 U.S. Treasuries (including strips) UST - 4.1250 - 02/15/2036 N/A 91282CPZ8 2036-02-15 4.125 50000000.00 48908677.29 U.S. Treasuries (including strips) UST - 4.1250 - 02/15/2036 N/A 91282CPZ8 2036-02-15 4.125 30315000.00 29653331.04 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0369 450002006.00 450002006.00 .0025 N Y Y N Truist Bank Truist Bank, REPO, 3.650%, 8/3/2026 3.650 937LKK006 JJKC32MCHWDI71265Z06 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 01.500 CLSD8082 N/A 3132DV6T7 2050-10-01 1.5 69968183.26 52595503.16 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8081 N/A 3132DV6S9 2050-09-01 1.5 267786126.63 201296438.11 Agency Mortgage-Backed Securities FMAC 03.000 FGPC T69048 G N/A 31323EBR4 2045-08-01 3 833591.54 741538.86 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8104 N/A 3132DWAD5 2050-11-01 1.5 487584.08 366519.88 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 H 2026-08-03 2026-08-03 2026-08-03 N N N .0370 250000000.00 250000000.00 .0014 N Y Y N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., REPO, 3.660%, 8/3/2026 3.660 942MLS009 JHE42UYNWWTJB8YTTU19 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UST - 4.1250 - 07/31/2031 N/A 91282CLD1 2031-07-31 4.125 50000000.00 49412110.00 U.S. Treasuries (including strips) UST - 4.1250 - 07/31/2031 N/A 91282CLD1 2031-07-31 4.125 30000000.00 29647266.00 U.S. Treasuries (including strips) UST - 3.5000 - 02/15/2039 N/A 912810QA9 2039-02-15 3.5 31962000.00 28557140.04 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 42793442.29 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 42793442.29 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 42793442.29 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 42793442.29 U.S. Treasuries (including strips) UST - 4.2500 - 08/15/2054 N/A 912810UC0 2054-08-15 4.25 20000000.00 17499935.01 U.S. Treasuries (including strips) UST - 3.5000 - 01/31/2028 N/A 91282CGH8 2028-01-31 3.5 50000000.00 49476560.00 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 42793442.29 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 42793442.29 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 42793442.29 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 50000000.00 42793442.29 U.S. Treasuries (including strips) UST - 4.1250 - 08/15/2053 N/A 912810TT5 2053-08-15 4.125 20000000.00 17117376.92 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2029 N/A 91282CKX8 2029-06-30 4.25 50000000.00 50100883.15 U.S. Treasuries (including strips) UST - 4.2500 - 06/30/2029 N/A 91282CKX8 2029-06-30 4.25 50000000.00 50100883.15 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 50000000.00 49820990.60 U.S. Treasuries (including strips) UST - 4.3750 - 05/15/2034 N/A 91282CKQ3 2034-05-15 4.375 8000000.00 7971358.50 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2029 N/A 91282CKG5 2029-03-31 4.125 50000000.00 50470705.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2029 N/A 91282CKG5 2029-03-31 4.125 50000000.00 50470705.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2029 N/A 91282CKG5 2029-03-31 4.125 50000000.00 50470705.00 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 46036600.49 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 46036600.49 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 46036600.49 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 46036600.49 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 50000000.00 46036600.49 U.S. Treasuries (including strips) UST - 4.6250 - 11/15/2055 N/A 912810UP1 2055-11-15 4.625 10000000.00 9207320.10 U.S. Treasuries (including strips) UST - 5.0000 - 05/15/2045 N/A 912810UL0 2045-05-15 5 48000000.00 47313425.11 U.S. Treasuries (including strips) UST - 4.3750 - 12/31/2029 N/A 91282CMD0 2029-12-31 4.375 50000000.00 50266303.10 U.S. Treasuries (including strips) UST - 4.3750 - 12/31/2029 N/A 91282CMD0 2029-12-31 4.375 50000000.00 50266303.10 U.S. Treasuries (including strips) UST - 4.3750 - 12/31/2029 N/A 91282CMD0 2029-12-31 4.375 50000000.00 50266303.10 U.S. Treasuries (including strips) UST - 4.3750 - 12/31/2029 N/A 91282CMD0 2029-12-31 4.375 25000000.00 25133151.55 U.S. Treasuries (including strips) UST - 3.5000 - 04/30/2030 N/A 91282CGZ8 2030-04-30 3.5 50000000.00 48996095.00 U.S. Treasuries (including strips) UST - 3.5000 - 04/30/2030 N/A 91282CGZ8 2030-04-30 3.5 50000000.00 48996095.00 U.S. Treasuries (including strips) UST - 3.5000 - 04/30/2030 N/A 91282CGZ8 2030-04-30 3.5 50000000.00 48996095.00 U.S. Treasuries (including strips) UST - 3.5000 - 04/30/2030 N/A 91282CGZ8 2030-04-30 3.5 427000.00 418426.65 U.S. Treasuries (including strips) UST - 1.6250 - 10/31/2026 N/A 912828YQ7 2026-10-31 1.625 50000000.00 49907970.86 U.S. Treasuries (including strips) UST - 1.6250 - 10/31/2026 N/A 912828YQ7 2026-10-31 1.625 50000000.00 49907970.86 U.S. Treasuries (including strips) UST - 1.6250 - 10/31/2026 N/A 912828YQ7 2026-10-31 1.625 1000000.00 998159.42 U.S. Treasuries (including strips) UST - 4.5000 - 02/15/2036 N/A 912810FT0 2036-02-15 4.5 50000000.00 50750517.96 U.S. Treasuries (including strips) UST - 1.0000 - 07/31/2028 N/A 91282CCR0 2028-07-31 1 10000000.00 9382031.00 U.S. Treasuries (including strips) UST - 4.7500 - 05/15/2055 N/A 912810UK2 2055-05-15 4.75 14700000.00 13810784.63 U.S. Treasuries (including strips) UST - 3.0000 - 05/15/2045 N/A 912810RM2 2045-05-15 3 25000000.00 18474311.85 U.S. Treasuries (including strips) UST - 2.8750 - 08/15/2028 N/A 9128284V9 2028-08-15 2.875 40446000.00 39896982.02 U.S. Treasuries (including strips) UST - 4.2500 - 08/15/2054 N/A 912810UC0 2054-08-15 4.25 50000000.00 43749837.51 U.S. Treasuries (including strips) UST - 4.2500 - 08/15/2054 N/A 912810UC0 2054-08-15 4.25 50000000.00 43749837.51 U.S. Treasuries (including strips) UST - 3.5000 - 01/31/2028 N/A 91282CGH8 2028-01-31 3.5 50000000.00 49476560.00 U.S. Treasuries (including strips) UST - 3.5000 - 01/31/2028 N/A 91282CGH8 2028-01-31 3.5 20000000.00 19790624.00 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 50000000.00 49245413.15 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 50000000.00 49245413.15 U.S. Treasuries (including strips) UST - 4.2500 - 11/15/2034 N/A 91282CLW9 2034-11-15 4.25 7830000.00 7711831.70 U.S. Treasuries (including strips) UST - 2.0000 - 11/15/2026 N/A 912828U24 2026-11-15 2 42000000.00 41938560.81 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49569888.53 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49569888.53 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49569888.53 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49569888.53 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 50000000.00 49569888.53 U.S. Treasuries (including strips) UST - 3.3750 - 12/31/2027 N/A 91282CPS4 2027-12-31 3.375 45000000.00 44612899.68 U.S. Treasuries (including strips) UST - 3.7500 - 11/15/2043 N/A 912810RD2 2043-11-15 3.75 50000000.00 42169668.37 U.S. Treasuries (including strips) UST - 3.7500 - 11/15/2043 N/A 912810RD2 2043-11-15 3.75 50000000.00 42169668.37 U.S. Treasuries (including strips) UST - 3.7500 - 11/15/2043 N/A 912810RD2 2043-11-15 3.75 50000000.00 42169668.37 U.S. Treasuries (including strips) UST - 3.7500 - 11/15/2043 N/A 912810RD2 2043-11-15 3.75 10647000.00 8979609.18 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 18000000.00 12883926.31 U.S. Treasuries (including strips) UST - 4.7500 - 11/15/2043 N/A 912810TW8 2043-11-15 4.75 43000000.00 41352956.32 U.S. Treasuries (including strips) UST - 4.5000 - 02/15/2036 N/A 912810FT0 2036-02-15 4.5 2000000.00 2030020.72 U.S. Treasuries (including strips) UST - 4.7500 - 08/15/2055 N/A 912810UM8 2055-08-15 4.75 50000000.00 47591043.40 U.S. Treasuries (including strips) UST - 4.7500 - 08/15/2055 N/A 912810UM8 2055-08-15 4.75 50000000.00 47591043.40 U.S. Treasuries (including strips) UST - 1.1250 - 02/29/2028 N/A 91282CBP5 2028-02-29 1.125 50000000.00 47880350.49 U.S. Treasuries (including strips) UST - 3.8750 - 05/15/2029 N/A 91282CQR5 2029-05-15 3.875 50000000.00 49868290.82 U.S. Treasuries (including strips) UST - 3.8750 - 05/15/2029 N/A 91282CQR5 2029-05-15 3.875 50000000.00 49868290.82 U.S. Treasuries (including strips) UST - 3.8750 - 05/15/2029 N/A 91282CQR5 2029-05-15 3.875 30000000.00 29920974.49 U.S. Treasuries (including strips) UST - 4.0000 - 07/31/2029 N/A 91282CLC3 2029-07-31 4 50000000.00 49580080.00 U.S. Treasuries (including strips) UST - 4.0000 - 07/31/2029 N/A 91282CLC3 2029-07-31 4 20000000.00 19832032.00 U.S. Treasuries (including strips) UST - 0.8750 - 11/15/2030 N/A 91282CAV3 2030-11-15 0.875 50000000.00 43329822.12 U.S. Treasuries (including strips) UST - 0.8750 - 11/15/2030 N/A 91282CAV3 2030-11-15 0.875 50000000.00 43329822.12 U.S. Treasuries (including strips) UST - 2.5000 - 02/15/2046 N/A 912810RQ3 2046-02-15 2.5 25000000.00 16862774.71 U.S. Treasuries (including strips) UST - 4.1250 - 02/28/2027 N/A 91282CMP3 2027-02-28 4.125 50000000.00 50878991.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/28/2027 N/A 91282CMP3 2027-02-28 4.125 50000000.00 50878991.79 U.S. Treasuries (including strips) UST - 3.8750 - 04/15/2029 N/A 91282CQJ3 2029-04-15 3.875 50000000.00 50041037.60 U.S. Treasuries (including strips) UST - 3.8750 - 04/15/2029 N/A 91282CQJ3 2029-04-15 3.875 50000000.00 50041037.60 U.S. Treasuries (including strips) UST - 3.8750 - 04/15/2029 N/A 91282CQJ3 2029-04-15 3.875 50000000.00 50041037.60 U.S. Treasuries (including strips) UST - 3.8750 - 04/15/2029 N/A 91282CQJ3 2029-04-15 3.875 5000000.00 5004103.76 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2045 N/A 912810RP5 2045-11-15 3 50000000.00 36659563.70 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2045 N/A 912810RP5 2045-11-15 3 25000000.00 18329781.85 U.S. Treasuries (including strips) UST - 3.3750 - 02/29/2028 N/A 91282CQB0 2028-02-29 3.375 50000000.00 50066831.47 U.S. Treasuries (including strips) UST - 3.0000 - 02/15/2047 N/A 912810RV2 2047-02-15 3 50000000.00 36476905.30 U.S. Treasuries (including strips) UST - 3.0000 - 02/15/2047 N/A 912810RV2 2047-02-15 3 50000000.00 36476905.30 U.S. Treasuries (including strips) UST - 3.0000 - 02/15/2047 N/A 912810RV2 2047-02-15 3 50000000.00 36476905.30 U.S. Treasuries (including strips) UST - 3.0000 - 02/15/2047 N/A 912810RV2 2047-02-15 3 10000000.00 7295381.06 U.S. Treasuries (including strips) UST - 4.5000 - 11/15/2033 N/A 91282CJJ1 2033-11-15 4.5 39689000.00 39972782.73 U.S. Treasuries (including strips) UST - 1.1250 - 02/29/2028 N/A 91282CBP5 2028-02-29 1.125 50000000.00 47880350.49 U.S. Treasuries (including strips) UST - 1.1250 - 02/29/2028 N/A 91282CBP5 2028-02-29 1.125 50000000.00 47880350.49 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-08-03 2026-08-03 2026-08-03 N N N .0371 3500000000.00 3500000000.00 .0198 N Y Y N Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO, 3.680%, 8/6/2026 3.680 94999J005 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION WELLS FARGO BANK Y USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 778898200.00 752207957.88 U.S. Treasuries (including strips) USTR 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 1334657300.00 1339433284.11 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-06 2026-08-06 2026-08-06 Y Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK 1.0000 6 N STANDARD AND POORS A-1+ MOODYS P-1 N N .0373 2050000000.00 2050000000.00 .0116 N N Y N Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO, 3.680%, 8/4/2026 3.680 94999J005 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION WELLS FARGO BANK Y USTR 4 1/4 NOTE L 33 N/A 91282CQT1 2033-05-31 4.25 637297600.00 629411891.93 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AM 29 N/A 91282CQJ3 2029-04-15 3.875 697448500.00 696994845.96 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-04 2026-08-04 2026-08-04 N N N .0373 1300000000.00 1300000000.00 .0073 N N Y N Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK Fixed Income Clearing Corporation ("FICC") - WELLS FARGO BANK, REPO, 3.640%, 8/3/2026 3.640 94999J005 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION WELLS FARGO BANK Y USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 17884300.00 17164649.50 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 329510000.00 304381094.07 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 259300000.00 229576634.40 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 371499600.00 346945467.35 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 411485000.00 319175305.94 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 570530000.00 348730723.09 U.S. Treasuries (including strips) USTR 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 471420100.00 354079781.20 U.S. Treasuries (including strips) USTR 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 300370000.00 237825974.24 U.S. Treasuries (including strips) USTR 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 283000000.00 267561688.64 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 633418800.00 296878481.69 U.S. Treasuries (including strips) USTR 5 BOND 46 N/A 912810UV8 2046-05-15 5 306034000.00 298568899.33 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 292998500.00 244101424.28 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0369 3200000000.00 3200000000.00 .0181 N Y Y N TD Securities (USA) LLC TD Securities (USA) LLC, REPO, 3.660%, 8/3/2026 3.660 963FSK008 SUVUFHICNZMP2WKHG940 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRM 2026-129 MT N/A 38385XNF5 2056-07-20 6.5 67453333.00 71178151.04 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-025 AF N/A 38385DAG1 2055-02-20 5.3214 40524542.03 40991667.66 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-022 FD N/A 38385CR26 2055-02-20 5.3314 53672787.00 54316218.30 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-079 BF N/A 38384PAD2 2054-05-20 4.8714 71076868.00 71500591.33 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-124 FA N/A 38381PEH2 2055-07-20 5.1214 62818732.00 63206441.05 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-105 FA N/A 38381NAA6 2055-06-20 5.3714 62220370.00 62866171.27 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-181 WF N/A 38384X4D2 2054-11-20 5.2714 53658426.15 54040404.55 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-196 FH N/A 38385JED1 2055-11-20 5.0214 42930395.83 42212484.25 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-069 FD N/A 38385FCH2 2055-04-20 4.9214 54680535.00 54844946.14 Agency Collateralized Mortgage Obligation Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0371 500000000.00 500000000.00 .0028 N Y Y N BNP Paribas SA BNP Paribas SA, REPO, 3.710%, 9/28/2026 3.710 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375 190004973.15 189054235.77 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 55.84 56.08 U.S. Treasuries (including strips) USTR 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 83766827.67 83083290.35 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 195454237.29 193728370.00 U.S. Treasuries (including strips) USTR 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 1675210.35 1645172.10 U.S. Treasuries (including strips) USTR 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 55.84 55.28 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 760205.29 700215.45 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 189053836.99 192282845.70 U.S. Treasuries (including strips) USTR 2 3/8 TRIN AE 28 N/A 91282CJH5 2028-10-15 2.375 49975976.79 50612220.04 U.S. Treasuries (including strips) USTR 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 167532147.55 145085691.52 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-08-07 2026-08-07 2026-09-28 Y BNP Paribas SA 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M N N .0376 823700000.00 823700000.00 .0046 N N Y N BNP Paribas SA BNP Paribas SA, REPO, 3.650%, 8/4/2026 3.650 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR TRFR BB 04/30/28 N/A 91282CQM6 2028-04-30 3.9551 45.00 45.04 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 30 N/A 91282CNX5 2030-08-31 3.625 203692500.00 201264756.62 U.S. Treasuries (including strips) USTR 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 79470000.00 74810659.65 U.S. Treasuries (including strips) USTR 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 31855455.00 28161721.54 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 31 N/A 91282CCM1 2031-07-15 0.125 189522146.14 172644127.82 U.S. Treasuries (including strips) USTR 6 1/2 BOND 26 N/A 912810EY0 2026-11-15 6.5 7380.00 7530.56 U.S. Treasuries (including strips) USTR 6 3/4 BOND 26 N/A 912810EX2 2026-08-15 6.75 24300.00 25075.00 U.S. Treasuries (including strips) USTR BILL 05/13/27 N/A 912797UX3 2027-05-13 0 3490110.00 3385581.21 U.S. Treasuries (including strips) USTR 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 315.00 299.22 U.S. Treasuries (including strips) USTR 6 3/8 BOND 27 N/A 912810FA1 2027-08-15 6.375 90.00 94.64 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 222646950.00 216453654.01 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 209030625.00 208138342.56 U.S. Treasuries (including strips) USTR 2 3/8 TRIN AE 28 N/A 91282CJH5 2028-10-15 2.375 49.22 49.84 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 9560655.00 9431401.65 U.S. Treasuries (including strips) USTR 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125 12287565.00 12239582.06 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-08-04 2026-08-04 2026-08-04 Y BNP Paribas SA 1.0000 4 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M N N .0370 900000000.00 900000000.00 .0051 N N Y N BNP Paribas SA BNP Paribas SA, REPO, 3.650%, 8/3/2026 3.650 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRA 2021-193 EF N/A 38383DRX8 2051-11-20 2.5 69428470.31 57111157.68 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-182 KF N/A 38384GNN6 2053-12-20 4.9214 9721797.09 9821579.26 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-180 FE N/A 38384YT84 2054-11-20 4.7314 44630259.20 44868839.31 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-123 MF N/A 38384CQZ5 2053-08-20 4.6214 21637168.98 21773658.23 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-181 DF N/A 38384X5F6 2054-11-20 4.7214 9622132.00 9645702.83 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-178 FB N/A 38383US43 2052-10-20 4.7214 17010015.07 16963792.85 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-127 FG N/A 38381PQ55 2055-07-20 4.9414 18244104.91 18470238.20 Agency Collateralized Mortgage Obligation FMAC FERA 5597FB 11/25/55 N/A 3137HNPH5 2055-11-25 4.9161 21956797.72 21959198.60 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-022 KF N/A 38383VVM7 2053-02-20 4.5214 19987332.56 19917847.31 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-172 FB N/A 38384XRF2 2054-10-20 4.6214 10276925.64 10291715.07 Agency Collateralized Mortgage Obligation FMAC FERA 5468FL 11/25/54 N/A 3137HHB75 2054-11-25 4.8661 985.64 993.26 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-003 FD N/A 38383VMJ4 2053-01-20 4.5314 24101236.97 24040781.21 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-098 FA N/A 38384BXX4 2053-07-20 4.6214 572790.15 575742.37 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-131 YF N/A 38381QPA3 2055-08-20 4.7214 46047330.66 46483474.72 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-013 FD N/A 38384GQ78 2054-01-20 4.6814 1034598.74 1038608.25 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-117 FE N/A 38384Q2Y3 2054-07-20 4.9214 30974569.35 31238000.57 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-187 FE N/A 38384GNF3 2053-12-20 4.8714 23255466.02 23391823.98 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-187 FD N/A 38384GMT4 2053-12-20 4.9214 10588212.30 10693255.39 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-133 KF N/A 38384EPK5 2053-09-20 5.0214 10233478.94 10377385.34 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-133 NF N/A 38384EMX0 2053-09-20 4.9214 7439120.22 7527398.46 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-120 FB N/A 38384CTC3 2053-08-20 4.7314 7754842.72 7818275.03 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-101 TF N/A 38384CAW9 2053-07-20 4.6714 7810245.05 7857374.95 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-069 FC N/A 38384AXZ1 2053-05-20 4.6814 6194345.62 6209109.38 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-082 KF N/A 38384AT94 2053-06-20 4.7714 62919292.92 63180843.70 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-070 FA N/A 38384ADT7 2053-05-20 4.6214 2503535.10 2504997.39 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-076 FA N/A 38383X4Z4 2053-05-20 4.6214 22638300.76 22655824.89 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-048 EF N/A 38383WUB0 2053-03-20 4.6214 11011462.58 11028762.60 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-001 DF N/A 38383VCJ5 2053-01-20 4.5714 11825162.54 11815298.14 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-081 YF N/A 38383RWT0 2052-05-20 4.5 6379.09 6046.40 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-213 FA N/A 38383LYW4 2052-12-20 4.5214 7866175.20 7807600.00 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-066 FC N/A 38383KUG5 2054-04-20 4.7514 401022.89 402614.07 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-066 FB N/A 38383KUE0 2054-04-20 4.6514 5244669.03 5270767.85 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-010 FB N/A 38383GBQ3 2052-01-20 3 98587720.79 85029411.66 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-077 FA N/A 38382Q2Q2 2051-05-20 3 14553500.62 12445799.59 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-124 FG N/A 38381PLZ4 2055-07-20 4.9714 11845138.71 11952041.51 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-099 FE N/A 38381NRS9 2055-06-20 4.7214 15046690.29 15248160.16 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-117 FA N/A 38381NJ25 2055-07-20 4.7714 29075586.00 29423560.43 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-118 FC N/A 38381NB31 2055-07-20 5.1714 3914266.52 3942809.92 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-160 FM N/A 38384YRT0 2054-10-20 4.5714 2574.52 2585.00 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-160 AF N/A 38384YRD5 2054-10-20 4.6714 9577076.07 9594462.00 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-186 FA N/A 38384XUV3 2054-11-20 5.2214 3201.26 3236.12 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-172 FA N/A 38384XRH8 2054-10-20 4.7214 12189157.06 12177524.31 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-142 FA N/A 38384XAC7 2054-09-20 4.7314 21133929.33 21289680.11 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-132 FD N/A 38384UPU7 2054-08-20 4.7214 1856690.24 1870074.46 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-132 FE N/A 38384UNZ8 2054-08-20 4.8714 14639179.79 14750093.24 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-117 FG N/A 38384Q3A4 2054-07-20 4.8714 33618416.56 33861661.94 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-097 FA N/A 38384PPQ7 2054-06-20 4.8214 12644909.99 12708642.90 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-021 FA N/A 38384JBJ2 2054-02-20 4.8214 39832.21 40009.76 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-006 EF N/A 38385B5M8 2055-01-20 4.7214 1149414.53 1155745.10 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-153 FK N/A 38384E6H3 2053-10-20 5.0214 15884289.78 16086327.05 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-076 CF N/A 38383X5B6 2053-05-20 4.6214 4011815.47 4009589.28 Agency Collateralized Mortgage Obligation FNMA FNRA CL077FB R24F077 N/A 3136BTQK2 2053-10-25 4.9161 5909563.98 5910511.55 Agency Collateralized Mortgage Obligation Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-08-03 2026-08-03 2026-08-03 N N N .0370 800000000.00 800000000.00 .0045 N Y Y N BNP Paribas SA BNP Paribas SA, REPO, 3.640%, 8/3/2026 3.640 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 2 3/8 TRIN D 36 N/A 91282CRE3 2036-07-15 2.375 59734710.63 59607034.18 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AP 29 N/A 91282CQV6 2029-06-15 4.125 26204600.46 26227776.50 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AL 29 N/A 91282CQE4 2029-03-15 3.5 14961599.21 14872203.66 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 29 N/A 91282CLV1 2029-10-15 1.625 149605013.66 148439046.13 U.S. Treasuries (including strips) USTR 2 1/8 TRIN X 29 N/A 91282CKL4 2029-04-15 2.125 254577855.78 255510188.60 U.S. Treasuries (including strips) USTR 2 3/8 TRIN AE 28 N/A 91282CJH5 2028-10-15 2.375 81174019.26 82207444.21 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 31 N/A 91282CBF7 2031-01-15 0.125 28276803.49 25940979.70 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 30 N/A 912828Z37 2030-01-15 0.125 153315482.11 143206065.86 U.S. Treasuries (including strips) USTR 4 1/2 BOND 54 N/A 912810UE6 2054-11-15 4.5 20604798.56 18575756.70 U.S. Treasuries (including strips) USTR 2 1/2 TRIB 29 N/A 912810PZ5 2029-01-15 2.5 45.97 46.31 U.S. Treasuries (including strips) USTR 1 3/4 TRIB 28 N/A 912810PV4 2028-01-15 1.75 94.22 93.27 U.S. Treasuries (including strips) USTR 3 7/8 TRIB 29 N/A 912810FH6 2029-04-15 3.875 48303232.42 50917529.15 U.S. Treasuries (including strips) USTR BILL 09/08/26 N/A 912797VB0 2026-09-08 0 500.85 498.89 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 18256269.29 18491224.50 U.S. Treasuries (including strips) USTR 0 1/4 TRIN D 29 N/A 9128287D6 2029-07-15 0.25 76063235.08 72241794.99 U.S. Treasuries (including strips) USTR BILL 12/03/26 N/A 912797VA2 2026-12-03 0 176.77 174.47 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-08-03 2026-08-03 2026-08-03 N N N .0369 898000000.00 898000000.00 .0051 N Y Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank, REPO, 3.670%, 8/24/2026 3.670 963FWP002 1VUV7VQFKUOQSJ21A208 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 333.33 274.30 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 66.67 44.53 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 52 N/A 912810TE8 2052-02-15 0.125 80.22 39.13 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 66.67 39.02 U.S. Treasuries (including strips) USTR 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.5 66.67 59.57 U.S. Treasuries (including strips) USTR 3 7/8 TRIB 29 N/A 912810FH6 2029-04-15 3.875 1358.48 1432.01 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 200.00 172.64 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 1739200.00 1761994.19 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 34 N/A 91282CLE9 2034-07-15 1.875 35802718.74 34854849.55 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 258933.33 259557.41 U.S. Treasuries (including strips) USTR 2 1/8 TRIN X 29 N/A 91282CKL4 2029-04-15 2.125 433.21 434.79 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 666.67 675.25 U.S. Treasuries (including strips) USTR 1 3/4 TRIN A 34 N/A 91282CJY8 2034-01-15 1.75 726447.35 701712.45 U.S. Treasuries (including strips) USTR 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 12024800.00 11546570.38 U.S. Treasuries (including strips) USTR 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 16800.00 16625.45 U.S. Treasuries (including strips) USTR 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 266.67 263.98 U.S. Treasuries (including strips) USTR 0 5/8 TRIN D 32 N/A 91282CEZ0 2032-07-15 0.625 42055695.97 38616328.13 U.S. Treasuries (including strips) USTR 0 1/8 TRIN X 27 N/A 91282CEJ6 2027-04-15 0.125 2506789.53 2452300.16 U.S. Treasuries (including strips) USTR 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 2187066.67 2100011.93 U.S. Treasuries (including strips) USTR 0 1/8 TRIN AE 26 N/A 91282CDC2 2026-10-15 0.125 13628902.39 13511388.12 U.S. Treasuries (including strips) USTR 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.75 66.67 63.33 U.S. Treasuries (including strips) USTR 1 3/8 NOTE P 26 N/A 912828YD6 2026-08-31 1.375 66.67 66.90 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BJ 26 N/A 91282CLS8 2026-10-31 4.125 20255666.67 20473263.17 U.S. Treasuries (including strips) USTR 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 266.67 228.33 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AN 29 N/A 91282CQR5 2029-05-15 3.875 133.33 133.00 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BA 28 N/A 91282CQL8 2028-04-30 3.75 400.00 400.58 U.S. Treasuries (including strips) USTR 3 3/8 NOTE AY 28 N/A 91282CQB0 2028-02-29 3.375 666.67 667.63 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AH 30 N/A 91282CPR6 2030-12-31 3.625 800.00 779.00 U.S. Treasuries (including strips) USTR 1 1/8 TRIN AE 30 N/A 91282CPH8 2030-10-15 1.125 8560973.63 8280816.09 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 62139466.67 62422383.19 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875 200.00 196.59 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AN 28 N/A 91282CND9 2028-05-15 3.75 733.33 733.01 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AL 28 N/A 91282CMS7 2028-03-15 3.875 1784933.33 1801535.45 U.S. Treasuries (including strips) USTR 2 1/8 TRIN A 35 N/A 91282CML2 2035-01-15 2.125 43874730.22 43215025.95 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 27577600.00 24123752.43 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 28136800.00 27599992.06 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 133.33 125.04 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 30 N/A 912828Z37 2030-01-15 0.125 31595.69 29512.31 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 133.33 107.19 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 33409866.67 16776769.09 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125 2604733.33 2629966.69 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BE 27 N/A 91282CNP2 2027-07-31 3.875 66.67 66.49 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 200.00 123.25 U.S. Treasuries (including strips) USTR 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 2466.67 2403.39 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 31 N/A 91282CCM1 2031-07-15 0.125 25671541.13 23385345.29 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 27 N/A 9128282L3 2027-07-15 0.375 44896762.55 44036003.77 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875 40865800.00 41183676.75 U.S. Treasuries (including strips) USTR 0 3/4 TRIN D 28 N/A 912828Y38 2028-07-15 0.75 374199.41 364616.57 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625 133.33 125.89 U.S. Treasuries (including strips) USTR 1 TRIB 46 N/A 912810RR1 2046-02-15 1 942520.00 666310.40 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 669733.33 665726.65 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AT 26 N/A 91282CJC6 2026-10-15 4.625 3223200.00 3271799.97 U.S. Treasuries (including strips) USTR 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 66.67 63.55 U.S. Treasuries (including strips) USTR 1 TRIB 49 N/A 912810SG4 2049-02-15 1 3898491.97 2626981.79 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 66.67 40.21 U.S. Treasuries (including strips) USTR 0 3/4 TRIB 45 N/A 912810RL4 2045-02-15 0.75 31678135.10 21678907.25 U.S. Treasuries (including strips) USTR 2 NOTE F 26 N/A 912828U24 2026-11-15 2 66.67 66.57 U.S. Treasuries (including strips) USTR 1 7/8 TRIN A 36 N/A 91282CPU9 2036-01-15 1.875 37276041.23 35632362.29 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 51 N/A 912810SV1 2051-02-15 0.125 1755275.21 876200.39 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 133.33 83.91 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 47641000.00 22561026.73 U.S. Treasuries (including strips) USTR 0 1/4 TRIB 50 N/A 912810SM1 2050-02-15 0.25 820002.45 438110.43 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 66.67 45.81 U.S. Treasuries (including strips) USTR 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 200.00 141.73 U.S. Treasuries (including strips) USTR 3 1/8 BOND 44 N/A 912810RH3 2044-08-15 3.125 266.67 205.27 U.S. Treasuries (including strips) USTR 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 66.67 62.17 U.S. Treasuries (including strips) USTR 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 133.33 126.83 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-08-07 2026-08-07 2026-08-24 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ N N .0372 500000000.00 500000000.00 .0028 N N Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank, REPO, 3.670%, 8/17/2026 3.670 963FWP002 1VUV7VQFKUOQSJ21A208 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 N/A 912810UA4 2054-05-15 4.625 801900.00 738018.49 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 490930.00 327924.37 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 52 N/A 912810TE8 2052-02-15 0.125 66.19 32.28 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RV2 2047-02-15 3 165.00 120.42 U.S. Treasuries (including strips) USTR 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 165.00 116.92 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 55.00 46.23 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 41 N/A 912810QP6 2041-02-15 2.125 223625.38 209665.45 U.S. Treasuries (including strips) USTR BILL 05/13/27 N/A 912797UX3 2027-05-13 0 55.00 53.36 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 27 N/A 9128282L3 2027-07-15 0.375 114975274.96 112770973.99 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 55 N/A 912810UH9 2055-02-15 2.375 29193941.61 25917823.29 U.S. Treasuries (including strips) USTR 4 1/2 BOND 54 N/A 912810UE6 2054-11-15 4.5 177603745.00 160114351.34 U.S. Treasuries (including strips) USTR 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 55.00 40.05 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 34709620.00 27903003.53 U.S. Treasuries (including strips) USTR 1 1/8 TRIN AE 30 N/A 91282CPH8 2030-10-15 1.125 11026206.98 10665374.78 U.S. Treasuries (including strips) USTR 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 55.00 53.59 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625 24530.00 23160.42 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 27 N/A 912810PS1 2027-01-15 2.375 908768.36 903301.77 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AP 28 N/A 91282CNH0 2028-06-15 3.875 158565.00 158320.84 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 31 N/A 91282CCM1 2031-07-15 0.125 921696.76 839614.45 U.S. Treasuries (including strips) USTR 1 3/8 TRIB 44 N/A 912810RF7 2044-02-15 1.375 10814779.51 8558765.12 U.S. Treasuries (including strips) USTR BILL 10/01/26 N/A 912797SA6 2026-10-01 0 201462745.00 200191515.08 U.S. Treasuries (including strips) USTR 2 3/8 TRIN D 36 N/A 91282CRE3 2036-07-15 2.375 2051964.46 2047578.61 U.S. Treasuries (including strips) USTR 4 NOTE G 33 N/A 91282CPY1 2033-01-31 4 77550.00 75432.89 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 110.00 106.94 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AQ 28 N/A 91282CNM9 2028-07-15 3.875 1308065.00 1301373.96 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 27 N/A 91282CMV0 2027-03-31 3.875 55.00 55.66 U.S. Treasuries (including strips) USTR 1 1/8 TRIN A 33 N/A 91282CGK1 2033-01-15 1.125 11690.11 10951.75 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 32 N/A 91282CDX6 2032-01-15 0.125 132.93 119.34 U.S. Treasuries (including strips) USTR 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 9900000.00 9328568.70 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 165.00 162.77 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-08-07 2026-08-07 2026-08-17 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ N N .0372 550000000.00 550000000.00 .0031 N N Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank, REPO, 3.660%, 8/13/2026 3.660 963FWP002 1VUV7VQFKUOQSJ21A208 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 Y 31 N/A 91282CQK0 2031-04-30 3.875 15966800.00 15785856.24 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 28 N/A 91282CQH7 2028-03-31 3.875 6654400.00 6703154.57 U.S. Treasuries (including strips) USTR 4 NOTE G 33 N/A 91282CPY1 2033-01-31 4 1292880.00 1257584.38 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BL 27 N/A 91282CPL9 2027-11-30 3.375 44560400.00 44340940.03 U.S. Treasuries (including strips) USTR 1 1/8 TRIN AE 30 N/A 91282CPH8 2030-10-15 1.125 23857886.09 23077137.66 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 35 N/A 91282CNS6 2035-07-15 1.875 2744024.18 2644951.78 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AQ 28 N/A 91282CNM9 2028-07-15 3.875 160.00 159.18 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AL 28 N/A 91282CMS7 2028-03-15 3.875 40044000.00 40416459.26 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 46119120.00 46375794.21 U.S. Treasuries (including strips) USTR 4 1/2 NOTE T 31 N/A 91282CMC2 2031-12-31 4.5 1499880.00 1511895.18 U.S. Treasuries (including strips) USTR 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 7837960.00 7788667.07 U.S. Treasuries (including strips) USTR 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 16677280.00 16840500.54 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 10632000.00 10813592.83 U.S. Treasuries (including strips) USTR 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 400000.00 391458.39 U.S. Treasuries (including strips) USTR 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 1037400.00 1045409.42 U.S. Treasuries (including strips) USTR 2 3/8 TRIN AE 28 N/A 91282CJH5 2028-10-15 2.375 3734435.98 3781979.02 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 26996280.00 27688914.56 U.S. Treasuries (including strips) USTR 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 440440.00 444248.98 U.S. Treasuries (including strips) USTR 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 40.00 39.71 U.S. Treasuries (including strips) USTR 0 5/8 TRIN D 32 N/A 91282CEZ0 2032-07-15 0.625 32671559.21 29999637.90 U.S. Treasuries (including strips) USTR 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 40.00 34.66 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 30 N/A 912828ZZ6 2030-07-15 0.125 19102440.41 17742620.73 U.S. Treasuries (including strips) USTR 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 5139200.00 5093115.15 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 27 N/A 9128282L3 2027-07-15 0.375 15301024.83 15007674.25 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 69214360.00 63752468.65 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 8213280.00 7948498.37 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 55 N/A 912810UH9 2055-02-15 2.375 2979529.02 2645168.91 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 15798120.00 14876573.16 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 80.00 75.35 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 388320.00 364208.77 U.S. Treasuries (including strips) USTR 1 1/2 TRIB 53 N/A 912810TP3 2053-02-15 1.5 695998.14 506629.89 U.S. Treasuries (including strips) USTR 4 BOND 42 N/A 912810TM0 2042-11-15 4 15260000.00 13461754.96 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 160.00 84.48 U.S. Treasuries (including strips) USTR 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 15720000.00 10315241.75 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 51 N/A 912810SV1 2051-02-15 0.125 19097631.08 9533178.48 U.S. Treasuries (including strips) USTR 0 1/4 TRIB 50 N/A 912810SM1 2050-02-15 0.25 2484242.60 1327279.67 U.S. Treasuries (including strips) USTR 1 TRIB 49 N/A 912810SG4 2049-02-15 1 26439597.89 17816207.64 U.S. Treasuries (including strips) USTR 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 40.00 31.79 U.S. Treasuries (including strips) USTR 0 5/8 TRIB 43 N/A 912810RA8 2043-02-15 0.625 5420.15 3817.93 U.S. Treasuries (including strips) USTR 0 3/4 TRIB 42 N/A 912810QV3 2042-02-15 0.75 572067.10 423805.74 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 41 N/A 912810QP6 2041-02-15 2.125 19050575.70 17861333.51 U.S. Treasuries (including strips) USTR 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 10960.00 10774.76 U.S. Treasuries (including strips) USTR BILL 05/13/27 N/A 912797UX3 2027-05-13 0 40.00 38.80 U.S. Treasuries (including strips) USTR BILL 08/27/26 N/A 912797TY3 2026-08-27 0 52648480.00 52505802.62 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 760.00 769.39 U.S. Treasuries (including strips) USTR 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 33144240.00 32925653.74 U.S. Treasuries (including strips) USTR 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 2400.00 2319.93 U.S. Treasuries (including strips) USTR 1 TRIB 48 N/A 912810SB5 2048-02-15 1 23864476.21 16317231.45 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 11404120.00 11550889.16 U.S. Treasuries (including strips) USTR 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 80.00 77.95 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 31 N/A 91282CCM1 2031-07-15 0.125 49.99 45.54 U.S. Treasuries (including strips) USTR 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 40.00 40.29 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 967080.00 863695.03 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 32 N/A 91282CDX6 2032-01-15 0.125 13723948.50 12321420.63 U.S. Treasuries (including strips) USTR 4 NOTE F 35 N/A 91282CPJ4 2035-11-15 4 23707680.00 22754146.80 U.S. Treasuries (including strips) USTR 0 1/4 TRIN D 29 N/A 9128287D6 2029-07-15 0.25 9611992.54 9129083.11 U.S. Treasuries (including strips) USTR 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 18120.00 16896.17 U.S. Treasuries (including strips) USTR 5 BOND 56 N/A 912810UU0 2056-05-15 5 139716400.00 136811969.40 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 40.00 23.41 U.S. Treasuries (including strips) USTR 4 1/4 NOTE J 33 N/A 91282CQF1 2033-03-31 4.25 23647360.00 23649882.38 U.S. Treasuries (including strips) USTR 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125 40.00 32.10 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 15434520.00 9307932.82 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 34 N/A 91282CLE9 2034-07-15 1.875 10256796.20 9985249.75 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-08-07 2026-08-07 2026-08-13 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ N N .0371 800000000.00 800000000.00 .0045 N N Y N ING Financial Markets LLC ING Financial Markets LLC, REPO, 3.650%, 8/3/2026 3.650 963FWZ000 KBVRJ5K57JZ3E2AVWX40 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 06.500 CLQZ0668 N/A 31426WW63 2055-08-01 6.5 988.21 1033.67 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBAE0732 N/A 31419AY68 2040-12-01 6.412 8.33 8.69 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6028 N/A 31418FVW4 2056-04-01 4.5 1011.94 960.60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6528 N/A 3140QSHE4 2053-06-01 5.5 43099004.81 43404979.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4098 N/A 3140QPRU3 2052-07-01 4.5 104422301.11 100106527.41 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ5022 N/A 3140Q0SL7 2032-09-01 4.18 37601900.00 36578652.02 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM1926 N/A 3140J6D87 2047-09-01 4 69167478.89 65022364.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAU7493 N/A 3138X7KF9 2043-09-01 4.5 241.24 233.62 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBAL9337 N/A 3138ERLT5 2044-10-01 6.02 26.47 27.54 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM7842 N/A 3131Y2WB0 2048-08-01 4 332.56 311.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK4285 N/A 3140HHXP5 2048-09-01 4.5 258.49 250.79 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG7983 N/A 3133C82Q7 2053-08-01 6.5 804.13 851.52 Agency Mortgage-Backed Securities FMAC 04.000 FGPC U99177 G N/A 3132H7FT6 2044-02-01 4 4489374.57 4288925.49 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q59265 G N/A 3132Y3JK1 2048-10-01 4.5 995043.55 965064.87 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4366 N/A 3140NYZ87 2032-07-01 4.7 5121000.00 5110336.37 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX9665 N/A 31426GW35 2055-04-01 6 791.28 810.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4001 N/A 3140W4NT0 2056-01-01 5 992.20 973.25 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-08-03 2026-08-03 2026-08-03 N N N .0370 250000000.00 250000000.00 .0014 N Y Y N Fixed Income Clearing Corporation ("FICC") - JPM Fixed Income Clearing Corporation ("FICC") - JPM, REPO, 3.650%, 8/3/2026 3.650 965TNUII1 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION JPM Y GNMA GNII SF BV0540 C N/A 3617NDS54 2050-10-20 3 140564.22 123223.66 Agency Mortgage-Backed Securities GNMA GNII SF BJ3701 C N/A 3617HRDE7 2048-10-20 4.5 742306.06 710184.25 Agency Mortgage-Backed Securities GNMA GNII SF 004369 M N/A 36202E2A6 2039-02-20 5 8622.04 8633.05 Agency Mortgage-Backed Securities GNMA GNII SF AV5049 C N/A 36195FTE5 2046-10-20 3.5 785029.48 703564.35 Agency Mortgage-Backed Securities GNMA GNII SF AR4962 C N/A 36193BQP4 2046-04-20 3 277711.20 243434.42 Agency Mortgage-Backed Securities GNMA GNII SF DT5965 C N/A 3618W5TW9 2056-06-20 5 4681920.39 4626550.44 Agency Mortgage-Backed Securities GNMA GNII SF DS7329 C N/A 3618VUEA9 2056-07-20 6 1864378.00 1944708.45 Agency Mortgage-Backed Securities GNMA GNMI SF BG5655 X N/A 3617GQH89 2048-05-15 3 100211.09 88825.01 Agency Mortgage-Backed Securities GNMA GNII SF CP4685 C N/A 3617FUF26 2040-06-20 5 1398666.93 1387633.78 Agency Mortgage-Backed Securities GNMA GNMI SF BE4664 X N/A 3617BYFD8 2047-12-15 4 35132.10 32550.68 Agency Mortgage-Backed Securities GNMA GNMI SF BE0204 X N/A 3617BTGM8 2048-01-15 4 33618.43 31111.28 Agency Mortgage-Backed Securities GNMA GNMI SF BE0144 X N/A 3617BTER9 2048-01-15 4 10097.62 9344.57 Agency Mortgage-Backed Securities GNMA GNMI SF BC5919 X N/A 3617B9SG2 2047-09-15 4 15883.91 14688.30 Agency Mortgage-Backed Securities GNMA GNII SF AO1154 C N/A 3617A1H72 2045-07-20 3 1462124.85 1281624.08 Agency Mortgage-Backed Securities GNMA GNII SF MA9536 M N/A 36179YSZ8 2054-03-20 3 107868.25 95030.41 Agency Mortgage-Backed Securities GNMA GNII SF MA9331 M N/A 36179YLL6 2038-12-20 7 37671.36 39613.82 Agency Mortgage-Backed Securities GNMA GNII SF MA9017 M N/A 36179YAS3 2053-07-20 5.5 3840440.26 3874279.66 Agency Mortgage-Backed Securities GNMA GNII SF MA9016 M N/A 36179YAR5 2053-07-20 5 4878715.22 4793799.56 Agency Mortgage-Backed Securities GNMA GNII SF MA8770 M N/A 36179XW77 2038-04-20 5 71843.84 71984.85 Agency Mortgage-Backed Securities GNMA GNII SF BI9617 C N/A 3617HKVJ1 2048-10-20 4.5 864874.56 820086.16 Agency Mortgage-Backed Securities GNMA GNII SF DR5654 C N/A 3618VEH79 2056-05-20 5 3525128.03 3463676.83 Agency Mortgage-Backed Securities GNMA GNII SF DO9168 C N/A 3618V6FH6 2055-12-20 5 1866785.74 1842735.32 Agency Mortgage-Backed Securities GNMA GNII SF DO6088 C N/A 3618V2XR3 2056-02-20 6 129240.81 133879.26 Agency Mortgage-Backed Securities GNMA GNII ET DO2061 C N/A 3618NXJE9 2062-09-20 4.5 315821.94 298304.56 Agency Mortgage-Backed Securities GNMA GNII SF MB1287 M N/A 3618N6ND5 2056-07-20 6.5 187794944.00 195704053.33 Agency Mortgage-Backed Securities GNMA GNII SF BV9815 C N/A 3617NP3Y1 2036-01-20 6 474377.28 485945.44 Agency Mortgage-Backed Securities GNMA GNII SF MB1218 M N/A 3618N6K89 2056-06-20 6 481849708.60 493683937.44 Agency Mortgage-Backed Securities GNMA GNII SF MB1066 M N/A 3618N6FG7 2056-04-20 3 38532.77 33798.25 Agency Mortgage-Backed Securities GNMA GNII ET DP1028 C N/A 3618MFD96 2065-12-20 5.5 4579961.88 4590089.70 Agency Mortgage-Backed Securities GNMA GNII SF MB0685 M N/A 3618N5XP9 2055-10-20 5 201027719.42 196668165.35 Agency Mortgage-Backed Securities GNMA GNII SF MB0661 M N/A 3618N5WX3 2033-10-20 7 26158.21 27214.72 Agency Mortgage-Backed Securities GNMA GNII SF MB0620 M N/A 3618N5VN6 2055-09-20 4 160217069.07 146515198.46 Agency Mortgage-Backed Securities GNMA GNII SF MB0462 M N/A 3618N5QQ5 2040-06-20 7 129305.95 134977.61 Agency Mortgage-Backed Securities GNMA GNII SF MB0259 M N/A 3618N5JD2 2055-03-20 5.5 139024491.73 139436328.57 Agency Mortgage-Backed Securities GNMA GNII SF MB0258 M N/A 3618N5JC4 2055-03-20 5 85478535.94 83666875.38 Agency Mortgage-Backed Securities GNMA GNII SF MB0238 M N/A 3618N5HQ5 2029-10-20 7.5 21377.91 21831.66 Agency Mortgage-Backed Securities GNMA GNII SF MB0088 M N/A 3618N5C23 2054-12-20 3.5 69817.33 61770.44 Agency Mortgage-Backed Securities GNMA GNII JM MB0778 M N/A 3618N52L2 2040-11-20 5.5 1458007.67 1454106.53 Agency Mortgage-Backed Securities GNMA GNPL PN DQ1946 N/A 3618MUET8 2061-05-15 5.13 2321332.13 2305526.18 Agency Mortgage-Backed Securities GNMA GNII SF MA8568 M N/A 36179XQV1 2053-01-20 4.5 754947.41 721388.49 Agency Mortgage-Backed Securities GNMA GNII SF MA8101 M N/A 36179XAA4 2052-06-20 4.5 7751693.65 7432285.12 Agency Mortgage-Backed Securities GNMA GNII SF MA8877 M N/A 36179X2J4 2053-05-20 4.5 5865102.43 5599413.29 Agency Mortgage-Backed Securities GNMA GNII SF MA7939 M N/A 36179WZC5 2052-03-20 4 721207.18 668734.55 Agency Mortgage-Backed Securities GNMA GNII SF MA7590 M N/A 36179WNF1 2051-09-20 3 43396075.12 38066169.17 Agency Mortgage-Backed Securities GNMA GNII SF MA6765 M N/A 36179VQS2 2050-07-20 2.5 35988887.78 30343071.01 Agency Mortgage-Backed Securities GNMA GNII SF MA6687 M N/A 36179VNC0 2035-06-20 4.5 45076.67 44441.00 Agency Mortgage-Backed Securities GNMA GNII SF MA6093 M N/A 36179UXW7 2049-08-20 5 4261216.95 4248291.26 Agency Mortgage-Backed Securities GNMA GNII SF MA5438 M N/A 36179UBF8 2033-09-20 4.5 7890.37 7795.48 Agency Mortgage-Backed Securities GNMA GNII SF MA8692 M N/A 36179XUR5 2038-07-20 3.5 235531.12 223120.20 Agency Mortgage-Backed Securities GNMA GNII SF MA4720 M N/A 36179TG58 2047-09-20 4 112557.45 105082.66 Agency Mortgage-Backed Securities GNMA GNII SF MA4690 M N/A 36179TF75 2032-09-20 3 9974.69 9584.08 Agency Mortgage-Backed Securities GNMA GNII SF MA2372 M N/A 36179QT50 2044-11-20 4 2615766.39 2471018.59 Agency Mortgage-Backed Securities GNMA GNII SF DJ2915 C N/A 3618KPGY8 2055-07-20 6.5 1911077.09 1993669.39 Agency Mortgage-Backed Securities GNMA GNII SF DJ1895 C N/A 3618KNC84 2055-04-20 7 1656838.40 1736269.44 Agency Mortgage-Backed Securities GNMA GNII ET DG7055 C N/A 3618K3ZU4 2064-10-20 2 58455.68 44489.55 Agency Mortgage-Backed Securities GNMA GNII SF DG1168 C N/A 3618JWJM8 2054-12-20 7 673311.36 707246.48 Agency Mortgage-Backed Securities GNMA GNPL PN DF3879 N/A 3618JMJY4 2059-11-15 4.98 40457.14 40222.21 Agency Mortgage-Backed Securities GNMA GNII SF DA5833 C N/A 3618GVPS3 2054-03-20 7.5 3022022.63 3286954.29 Agency Mortgage-Backed Securities GNMA GNCL CL CR4180 N/A 3618AJUD3 2067-05-15 5.18 108591.00 108872.54 Agency Mortgage-Backed Securities GNMA GNII SF AN7494 C N/A 36186QKF8 2045-06-20 3 1169704.90 1022363.02 Agency Mortgage-Backed Securities GNMA GNII SF AJ4134 C N/A 36182YSX8 2044-08-20 3.5 623185.91 554279.41 Agency Mortgage-Backed Securities GNMA GNII SF CM0319 C N/A 3617YKK88 2052-06-20 4 793641.23 732255.73 Agency Mortgage-Backed Securities GNMA GNMI SF CL7406 X N/A 3617YFGP6 2052-04-15 5 121295.61 118892.95 Agency Mortgage-Backed Securities GNMA GNII SF CJ2896 C N/A 3617XKGD3 2051-11-20 2.5 874888.76 724476.43 Agency Mortgage-Backed Securities GNMA GNII RG CF0263 C N/A 3617W1JG6 2038-12-20 6 229759.12 236976.08 Agency Mortgage-Backed Securities GNMA GNII SF CB4544 C N/A 3617UQBM8 2051-04-20 2.5 46419.78 39006.70 Agency Mortgage-Backed Securities GNMA GNII SF CB4517 C N/A 3617UQAS6 2051-02-20 3 66124.56 57977.09 Agency Mortgage-Backed Securities GNMA GNMI SF CR2376 X N/A 3618AGT90 2053-02-15 6 2250292.12 2430500.01 Agency Mortgage-Backed Securities GNMA GNII SF MA8178 M N/A 36179XCP9 2037-08-20 5 430461.45 432780.20 Agency Mortgage-Backed Securities GNMA GNII SF MA4904 M N/A 36179TNV3 2047-12-20 5.5 506887.23 519995.00 Agency Mortgage-Backed Securities GNMA GNII ET DD6091 C N/A 3618HYXU2 2064-09-20 6.5 9975390.79 10393855.12 Agency Mortgage-Backed Securities GNMA GNII SF MA7423 M N/A 36179WG85 2051-06-20 5 7451.32 7459.77 Agency Mortgage-Backed Securities GNMA GNII SF BY8781 C N/A 3617QRXJ4 2050-10-20 3 332097.78 306718.87 Agency Mortgage-Backed Securities GNMA GNII SF MA8800 M N/A 36179XX50 2053-04-20 5 38410732.72 37816390.66 Agency Mortgage-Backed Securities GNMA GNII SF MA9905 M N/A 36180AAE3 2054-09-20 5 544575.07 534274.25 Agency Mortgage-Backed Securities GNMA GNII SF MA8270 M N/A 36179XFK7 2052-09-20 5.5 56286760.60 56955409.77 Agency Mortgage-Backed Securities GNMA GNII SF MA8948 M N/A 36179X5H5 2053-06-20 5.5 90775760.37 91662034.34 Agency Mortgage-Backed Securities GNMA GNII RG CN0929 C N/A 3617YYA63 2034-09-20 6 646969.22 672891.99 Agency Mortgage-Backed Securities GNMA GNII SF MA8025 M N/A 36179W4J4 2037-11-20 6.5 257686.00 276606.26 Agency Mortgage-Backed Securities GNMA GNII SF MA4263 M N/A 36179SWY9 2047-02-20 4 120629.89 112750.26 Agency Mortgage-Backed Securities GNMA GNII SF MA9878 M N/A 36179Y6P4 2039-11-20 5 60710.04 60829.20 Agency Mortgage-Backed Securities GNMA GNII SF CM0894 C N/A 3617YK7F7 2052-02-20 2.5 526066.77 435622.39 Agency Mortgage-Backed Securities GNMA GNII SF BY6430 C N/A 3617QPEB6 2050-10-20 3 344403.83 301931.95 Agency Mortgage-Backed Securities GNMA GNII ET DK6047 C N/A 3618L5WG2 2065-08-20 6.5 1558801.56 1624515.44 Agency Mortgage-Backed Securities GNMA GNII SF DL4797 C N/A 3618LGKJ5 2055-07-20 7 525563.88 552285.30 Agency Mortgage-Backed Securities GNMA GNII SF DJ5237 C N/A 3618KRZA5 2055-05-20 7 1107121.89 1170811.65 Agency Mortgage-Backed Securities GNMA GNII SF MA9577 M N/A 36179YUA0 2039-07-20 6.5 23495.51 24424.68 Agency Mortgage-Backed Securities GNMA GNII SF MA6067 M N/A 36179UW40 2034-08-20 4.5 286807.14 284973.30 Agency Mortgage-Backed Securities GNMA GNPL LM CD9017 N/A 3617VLAS6 2060-04-15 3.3 74649.90 69788.40 Agency Mortgage-Backed Securities GNMA GNII SF DK5762 C N/A 3618L5MK4 2055-07-20 6.5 3643926.48 3804316.33 Agency Mortgage-Backed Securities GNMA GNII SF DL5821 C N/A 3618LHPE9 2055-10-20 7 1303847.50 1373790.23 Agency Mortgage-Backed Securities GNMA GNII SF DL3812 C N/A 3618LFGV5 2055-10-20 6.5 1283086.62 1339566.39 Agency Mortgage-Backed Securities GNMA GNII SF DN5984 C N/A 3618M8UH5 2055-10-20 6.5 2988696.53 3120320.72 Agency Mortgage-Backed Securities GNMA GNII JM MB0076 M N/A 3618N5CN7 2054-12-20 4 1113935.38 1007948.14 Agency Mortgage-Backed Securities GNMA GNAR AT MB0638 M N/A 3618N5V89 2055-09-20 4 423720.18 415848.87 Agency Mortgage-Backed Securities GNMA GNII SF DK6656 C N/A 3618L6MD8 2055-06-20 7 1867403.41 1988932.78 Agency Mortgage-Backed Securities GNMA GNPL PN CP8492 N/A 3617FYNH6 2065-04-15 4.76 31607.52 30475.33 Agency Mortgage-Backed Securities GNMA GNII SF MB0683 M N/A 3618N5XM6 2055-10-20 4 63779232.57 58324726.28 Agency Mortgage-Backed Securities GNMA GNII SF DJ9247 C N/A 3618KWHY2 2055-05-20 7 809750.75 854244.39 Agency Mortgage-Backed Securities GNMA GNII SF DI6416 C N/A 3618NQDV2 2055-05-20 6.5 2671187.25 2786629.73 Agency Mortgage-Backed Securities GNMA GNII SF MB0305 M N/A 3618N5KT5 2055-04-20 4 194468399.76 177837915.91 Agency Mortgage-Backed Securities GNMA GNII SF MA8694 M N/A 36179XUT1 2038-10-20 4.5 377516.36 372637.72 Agency Mortgage-Backed Securities GNMA GNII SF DR6358 C N/A 3618VFB31 2056-05-20 6 5333888.22 5504748.66 Agency Mortgage-Backed Securities GNMA GNII ET DN9164 C N/A 3618MCFD2 2060-11-20 5.5 352979.85 352881.13 Agency Mortgage-Backed Securities GNMA GNII ET DR2130 C N/A 3618VALK3 2066-05-20 6 231802.36 237789.12 Agency Mortgage-Backed Securities GNMA GNII SF DK0823 C N/A 3618KY4G1 2055-08-20 6.5 642614.49 672407.81 Agency Mortgage-Backed Securities GNMA GNII ET DN4301 C N/A 3618M6X60 2065-10-20 2 665326.97 506342.21 Agency Mortgage-Backed Securities GNMA GNII SF MB1216 M N/A 3618N6K63 2056-06-20 5 1130665913.57 1106087121.43 Agency Mortgage-Backed Securities GNMA GNII SF DN8010 C N/A 3618MA3T4 2055-11-20 6.5 1335097.98 1394313.13 Agency Mortgage-Backed Securities GNMA GNII SF MB0788 M N/A 3618N52W8 2040-11-20 6.5 105742.13 110564.88 Agency Mortgage-Backed Securities GNMA GNII ET DS5516 C N/A 3618VSDV9 2066-04-20 6 2340702.11 2401155.42 Agency Mortgage-Backed Securities GNMA GNII SF MB0936 M N/A 3618N6BE6 2056-02-20 5 36804472.48 36004404.61 Agency Mortgage-Backed Securities GNMA GNII SF DQ0573 C N/A 3618MST67 2056-02-20 5 2688553.30 2640029.40 Agency Mortgage-Backed Securities GNMA GNII JM MB1272 M N/A 3618N6MW4 2056-07-20 5 2239748.00 2179820.56 Agency Mortgage-Backed Securities GNMA GNII SF MA2222 M N/A 36179QPF2 2044-09-20 3 710462.74 636940.51 Agency Mortgage-Backed Securities GNMA GNII SF MA1204 M N/A 36179NKR8 2028-08-20 3.5 84714.75 84225.58 Agency Mortgage-Backed Securities GNMA GNAR AT MA0111 M N/A 36179MDQ0 2042-05-20 5.625 15704.48 16007.32 Agency Mortgage-Backed Securities GNMA GNMI SF AA8274 X N/A 36178GFP4 2042-07-15 3.5 21648.22 19714.31 Agency Mortgage-Backed Securities GNMA GNII ET DN9365 C N/A 3618MCMN2 2065-09-20 3 410580.33 357714.83 Agency Mortgage-Backed Securities GNMA GNII ET DN4810 C N/A 3618M7KX3 2065-09-20 2 728026.48 554059.22 Agency Mortgage-Backed Securities GNMA GNII ET DN3614 C N/A 3618M6AP3 2065-09-20 4.5 140950.98 133044.62 Agency Mortgage-Backed Securities GNMA GNII SF DN1522 C N/A 3618M3VP7 2055-10-20 5.5 3534635.88 3569396.67 Agency Mortgage-Backed Securities GNMA GNII SF DN0006 C N/A 3618M2AF4 2055-09-20 6.5 558102.58 583977.15 Agency Mortgage-Backed Securities GNMA GNII SF DM9596 C N/A 3618M0UV1 2055-10-20 6.5 1732998.13 1808218.34 Agency Mortgage-Backed Securities GNMA GNII SF DM8768 C N/A 3618LYW53 2055-12-20 5 2114188.16 2076138.41 Agency Mortgage-Backed Securities GNMA GNII SF DM7882 C N/A 3618LXXK1 2055-10-20 6.5 1018696.55 1058191.08 Agency Mortgage-Backed Securities GNMA GNII ET DM6732 C N/A 3618LWPR7 2065-09-20 4.5 189570.67 178936.89 Agency Mortgage-Backed Securities GNMA GNII ET DM5644 C N/A 3618LVHV9 2065-08-20 4.5 400759.07 378278.89 Agency Mortgage-Backed Securities GNMA GNII SF DL9959 C N/A 3618LNB43 2055-09-20 6.5 1128345.50 1178018.28 Agency Mortgage-Backed Securities GNMA GNII SF DL6983 C N/A 3618LJXL0 2055-07-20 5.5 2723913.00 2756254.93 Agency Mortgage-Backed Securities GNMA GNII ET DN9372 C N/A 3618MCMV4 2065-11-20 4.5 2357682.81 2225433.31 Agency Mortgage-Backed Securities GNMA GNII ET DL6727 C N/A 3618LJPL9 2065-07-20 2 269365.42 204999.12 Agency Mortgage-Backed Securities GNMA GNII SF DL5948 C N/A 3618LHTD7 2055-08-20 7 1143961.68 1201184.17 Agency Mortgage-Backed Securities GNMA GNII SF DL2623 C N/A 3618LD4G6 2055-09-20 6.5 734083.79 767027.76 Agency Mortgage-Backed Securities GNMA GNII SF DK7951 C N/A 3618L7ZQ3 2055-07-20 6.5 1966540.77 2053144.60 Agency Mortgage-Backed Securities GNMA GNII SF DK6489 C N/A 3618L6F61 2055-07-20 7 1217187.39 1275544.62 Agency Mortgage-Backed Securities GNMA GNII SF DK5711 C N/A 3618L5KY6 2055-07-20 7 1166860.76 1222801.62 Agency Mortgage-Backed Securities GNMA GNII SF DJ9133 C N/A 3618KWEE9 2055-05-20 7 1286888.66 1365822.98 Agency Mortgage-Backed Securities GNMA GNII SF 711788 C N/A 36297GXR6 2033-07-20 3.5 298602.39 287192.99 Agency Mortgage-Backed Securities GNMA GNAR WB 788119 M N/A 3622AD4C9 2055-08-20 5.278 13009845.54 13129661.88 Agency Mortgage-Backed Securities GNMA GNII SP 784328 C N/A 3622A2YZ9 2046-11-20 3 6135253.80 5438522.11 Agency Mortgage-Backed Securities GNMA GNMI SF 749260 X N/A 3620C5MH7 2041-06-15 4.5 1191800.36 1178912.23 Agency Mortgage-Backed Securities GNMA GNII SF 004837 M N/A 36202FLS3 2040-10-20 6 9860.32 10356.10 Agency Mortgage-Backed Securities GNMA GNII SF 005334 M N/A 36202F4T0 2042-03-20 5 22365.13 22461.88 Agency Mortgage-Backed Securities GNMA GNII SF CA7248 C N/A 3617UFBR1 2051-03-20 2 2931824.85 2345693.45 Agency Mortgage-Backed Securities GNMA GNII SF BZ8529 C N/A 3617U4PN0 2046-01-20 2.5 56282.88 47345.34 Agency Mortgage-Backed Securities GNMA GNII SF BY6428 C N/A 3617QPD92 2050-10-20 3 410841.72 360680.41 Agency Mortgage-Backed Securities GNMA GNII SF BY0805 C N/A 3617QG3N2 2050-09-20 2.5 23505.72 19814.70 Agency Mortgage-Backed Securities GNMA GNII SF BW6335 C N/A 3617NYBC1 2050-09-20 2 846683.58 684872.75 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0370 3000000000.00 3000000000.00 .0169 N Y Y N Fixed Income Clearing Corporation ("FICC") - JPM Fixed Income Clearing Corporation ("FICC") - JPM, REPO, 3.640%, 8/3/2026 3.640 965TNUII1 N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION JPM Y USTR 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 468032800.00 469492342.48 U.S. Treasuries (including strips) USTR 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625 1251609500.00 1195137713.77 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AN 29 N/A 91282CQR5 2029-05-15 3.875 889132800.00 885370004.49 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0369 2500000000.00 2500000000.00 .0141 N Y Y N BofA Securities, Inc. BofA Securities, Inc., REPO, 3.650%, 8/3/2026 3.650 983JVMII0 549300HN4UKV1E2R3U73 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SF MB1217 M N/A 3618N6K71 2056-06-20 5.5 2095.27 2101.20 Agency Mortgage-Backed Securities GNMA GNII SF MB0940 M N/A 3618N6BJ5 2056-02-20 7 3137913.04 3285461.90 Agency Mortgage-Backed Securities GNMA GNII SF MB0454 M N/A 3618N5QG7 2034-07-20 3 7212.06 6832.97 Agency Mortgage-Backed Securities GNMA GNMI SP 783276 X N/A 36241LT97 2041-03-15 4.5 373.09 364.20 Agency Mortgage-Backed Securities GNMA GNII SF 005269 M N/A 36202F2A3 2041-12-20 6 33900.27 35710.21 Agency Mortgage-Backed Securities GNMA GNMI SF 752135 X N/A 36230LLQ0 2033-02-15 3 223747.59 212472.05 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD0491 N/A 3132DMRL1 2049-08-01 3.5 219198.67 202276.89 Agency Mortgage-Backed Securities GNMA GNII SF MA9729 M N/A 36179YY24 2054-06-20 7.5 313.36 327.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA0015 N/A 3140A0AR0 2053-09-01 5.5 313510.11 314603.74 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G18681 G N/A 3128MMXK4 2033-03-01 3 2066.27 1993.55 Agency Mortgage-Backed Securities GNMA GNMI SF 614108 X N/A 36290QGR0 2033-07-15 4.5 6692.12 6614.18 Agency Mortgage-Backed Securities GNMA GNII SF MA6654 M N/A 36179VMB3 2050-05-20 2 944911.36 768274.99 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA2366 N/A 31418BTY2 2035-08-01 4 116.18 113.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4599 N/A 31418EDD9 2052-05-01 3 1510241.04 1303836.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5552 N/A 31418FE29 2054-12-01 5 464149.77 453503.88 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3173 N/A 3140QNQ39 2052-03-01 3.5 4822599.60 4350243.65 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD2981 N/A 3132DQJ23 2053-05-01 6.5 558.07 581.35 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM5325 N/A 3140X84K0 2035-11-01 2.5 1031073.56 964344.88 Agency Mortgage-Backed Securities GNMA GNII SF BO5401 C N/A 3617KMAA5 2049-07-20 4.5 271603.93 256870.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3087 N/A 31418CND2 2047-08-01 3.5 223880.84 203056.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA5379 N/A 3140QC6R2 2050-03-01 4.5 30486.79 29330.12 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0160 N/A 3132D9E91 2041-07-01 2 606.79 523.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3803 N/A 31418DGM8 2049-10-01 3.5 243540.26 220371.46 Agency Mortgage-Backed Securities GNMA GNII SF BZ4054 C N/A 3617QYQF5 2050-12-20 2 92294.76 73899.18 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4951 N/A 31418EQD5 2037-10-01 1.5 91091.50 80774.84 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK7611 N/A 3140HMN59 2048-09-01 4.5 132914.86 128527.34 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB8013 N/A 3132D53W0 2034-09-01 2.5 236240.70 221963.10 Agency Mortgage-Backed Securities GNMA GNII SF MA9965 M N/A 36180ACA9 2054-10-20 5.5 12873704.84 12924920.72 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS8715 N/A 3132A9VG9 2033-09-01 3 159291.27 153043.71 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8062 N/A 3132DV5X9 2050-05-01 3 262.51 227.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA5124 N/A 31418EVS6 2038-07-01 3.5 4805.18 4558.81 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8251 N/A 3140QGEZ6 2050-12-01 2.5 709843.21 584316.90 Agency Mortgage-Backed Securities GNMA GNII SP 786337 C N/A 3622AB4W9 2052-09-20 4.5 2125.04 2025.20 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9455 N/A 3133KRQG2 2053-07-01 6 619.46 637.30 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS4741 N/A 3132A5HS7 2047-10-01 4.5 88812.37 85913.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA4861 N/A 31418EMK3 2038-01-01 3.5 585.22 555.21 Agency Mortgage-Backed Securities GNMA GNII SF MA7772 M N/A 36179WT57 2051-12-20 5 40517.52 40129.55 Agency Mortgage-Backed Securities GNMA GNII SF MA7391 M N/A 36179WF86 2036-06-20 2 215485.87 196790.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8439 N/A 3132DWLU5 2054-06-01 6 115178.52 117406.08 Agency Mortgage-Backed Securities GNMA GNII SF BA6038 C N/A 3617AJV77 2047-05-20 3.5 255978.47 226072.94 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1227 N/A 3140XGLH0 2052-04-01 3 59201.55 51713.15 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4204 N/A 31418DU67 2040-12-01 2 53902.15 46696.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6181 N/A 3132DT2N9 2054-08-01 5.5 623330.14 627651.90 Agency Mortgage-Backed Securities GNMA GNII SF MB0308 M N/A 3618N5KW8 2055-04-20 5.5 1394491.94 1399718.96 Agency Mortgage-Backed Securities GNMA GNII SP 786467 C N/A 3622ACCC2 2052-01-20 3.5 56162.39 49666.91 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ1917 N/A 31426YDX1 2055-09-01 6.5 991.06 1039.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTZS8910 N/A 3132A93T2 2029-05-01 5 123156.90 123613.27 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA2161 N/A 31418BMK9 2030-01-01 3.5 1278.36 1261.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO2200 N/A 3140JWNS5 2049-09-01 3.5 98090.27 88779.21 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6550 N/A 3140XAH47 2051-03-01 2 26034.97 20987.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE6093 N/A 3140BJXX0 2055-08-01 5.5 2998715.15 2995492.53 Agency Mortgage-Backed Securities FMAC 03.000 FGPC C91798 G N/A 3128P77K3 2034-12-01 3 2079.96 1975.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5910 N/A 31418FR82 2055-12-01 5.5 21777219.91 21753773.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4371 N/A 3142GU2D4 2055-06-01 5.5 9864562.64 9878494.68 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB1385 N/A 3132CXRE4 2038-02-01 2.5 172299.22 160204.39 Agency Mortgage-Backed Securities GNMA GNII SF MB0200 M N/A 3618N5GJ2 2055-02-20 3 2760.62 2427.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL8238 N/A 3138ETEL6 2030-08-01 3.5 285.25 282.18 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG4162 N/A 3133C4TT1 2053-06-01 5 2761497.05 2700301.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ6884 N/A 31427GUJ1 2055-11-01 5.5 5831463.63 5829791.94 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1953 N/A 31427PE34 2054-07-01 6.5 8276089.19 8626926.41 Agency Mortgage-Backed Securities GNMA GNII SF MB0686 M N/A 3618N5XQ7 2055-10-20 5.5 21760086.47 21821653.00 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB8739 N/A 3142KAV90 2056-07-01 5 701372.00 683575.85 Agency Mortgage-Backed Securities GNMA GNII SF MB0148 M N/A 3618N5EW5 2055-01-20 6 20860330.21 21424998.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1982 N/A 3140U5FY7 2056-02-01 5.5 28938302.53 28907203.49 Agency Mortgage-Backed Securities GNMA GNII SF DS6148 C N/A 3618VSZM5 2056-07-20 5.5 1565058.00 1588233.90 Agency Mortgage-Backed Securities GNMA GNII SF MB1066 M N/A 3618N6FG7 2056-04-20 3 14823183.72 13001859.14 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA5625 N/A 31418FHB6 2039-12-01 3 355108.59 334054.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4448 N/A 3140U75J7 2056-03-01 5.5 1988.22 1991.54 Agency Mortgage-Backed Securities GNMA GNII SF DS5019 C N/A 3618VRSG8 2056-07-20 6 1575904.00 1639628.83 Agency Mortgage-Backed Securities GNMA GNII SF DO2259 C N/A 3618NXQL5 2055-11-20 6.5 5577.67 6045.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5450 N/A 3142GWBU2 2055-12-01 5 1455714.89 1437175.88 Agency Mortgage-Backed Securities GNMA GNII SF DQ6148 C N/A 3618MYZM2 2056-05-20 5.5 1944489.95 2003531.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA6030 N/A 31418FVY0 2056-04-01 5.5 12117.82 12104.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8657 N/A 3142KATP7 2056-07-01 5.5 1376470.00 1397474.01 Agency Mortgage-Backed Securities GNMA GNII SF DQ3966 C N/A 3618MWMP3 2056-01-20 4 1716424.60 1547580.48 Agency Mortgage-Backed Securities GNMA GNII SF DS0887 C N/A 3618VL6Y6 2056-07-20 6 3766824.00 3887490.44 Agency Mortgage-Backed Securities GNMA GNII SF DQ1096 C N/A 3618MTGD4 2056-04-20 5.5 1141531.56 1145509.04 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFA4732 N/A 3140W5HJ6 2037-08-01 2.5 939.65 876.17 Agency Mortgage-Backed Securities GNMA GNII SF DR9051 C N/A 3618VJBU3 2056-07-20 5.5 1508136.00 1531171.77 Agency Mortgage-Backed Securities GNMA GNII SF DS4683 C N/A 3618VRFY3 2056-07-20 6 1589906.00 1654688.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3123 N/A 3140Y9PH1 2056-07-01 5.5 97495040.00 97390265.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6118 N/A 31418FYQ4 2056-07-01 5 1093992.67 1066188.48 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5755 N/A 3142GWMD8 2056-01-01 6.5 2686705.83 2832464.10 Agency Mortgage-Backed Securities GNMA GNII SF DR9042 C N/A 3618VJBK5 2056-06-20 5.5 2690877.97 2722348.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2661 N/A 3140U55X0 2056-02-01 5 1589779.58 1573142.01 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH5091 N/A 3140ULUR0 2056-07-01 5.5 1864902.00 1862897.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8832 N/A 3140QUY67 2054-07-01 5.5 848.83 861.22 Agency Mortgage-Backed Securities GNMA GNII SF DT3980 C N/A 3618W3M50 2056-07-20 5.5 202774.00 205203.10 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB6236 N/A 3142K74W6 2056-06-01 6.5 1594007.71 1673030.11 Agency Mortgage-Backed Securities GNMA GNII SF DU2764 C N/A 3618WEB90 2056-07-20 5.5 1045700.00 1061673.42 Agency Mortgage-Backed Securities GNMA GNII ET DN1778 C N/A 3618M36P5 2065-09-20 6.5 41499.82 43249.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA6063 N/A 31418FWZ6 2046-05-01 4.5 1102.20 1061.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7543 N/A 3142JWLZ7 2056-02-01 5 937.39 914.44 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA3337 N/A 3142JRV79 2055-12-01 6.5 210828.78 221165.02 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF6129 N/A 3140BWY36 2055-12-01 6.5 2523059.43 2626945.56 Agency Mortgage-Backed Securities GNMA GNII SF DQ6140 C N/A 3618MYZD2 2056-05-20 5 1801435.10 1780118.12 Agency Mortgage-Backed Securities GNMA GNII SF DT3028 C N/A 3618W2LH7 2056-07-20 5.5 3889636.00 3935126.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4739 N/A 31427SHR2 2056-04-01 5 245134.41 238992.24 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA5133 N/A 3142JTV34 2056-02-01 5.5 1978.71 1976.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2221 N/A 3140Y8PF7 2056-03-01 5 984.72 966.64 Agency Mortgage-Backed Securities GNMA GNII SF DS7057 C N/A 3618VTZW1 2056-07-20 6 3381852.00 3484085.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA2131 N/A 3142JQLM9 2056-01-01 5.5 998.71 997.63 Agency Mortgage-Backed Securities GNMA GNII SF DN6683 C N/A 3618M9M82 2056-03-20 5.5 1625633.44 1666081.37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF9409 N/A 3140U1N35 2056-01-01 6.5 205381.27 215207.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA3718 N/A 3140W4DY0 2055-10-01 5 2833697.62 2776266.13 Agency Mortgage-Backed Securities GNMA GNII SF DS7113 C N/A 3618VT3W6 2056-06-20 5.5 2003734.87 2027165.21 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH2402 N/A 3140UHU40 2056-06-01 5.5 51304.24 51249.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5503 N/A 3140W6DH2 2054-09-01 5 1844.49 1822.88 Agency Mortgage-Backed Securities GNMA GNII SF DS4839 C N/A 3618VRLU4 2056-06-20 5.5 6631241.27 6708795.84 Agency Mortgage-Backed Securities GNMA GNII SF DS7114 C N/A 3618VT3X4 2056-06-20 5.5 5008396.21 5066961.06 Agency Mortgage-Backed Securities GNMA GNII ET DP9909 C N/A 3618MRAJ1 2066-01-20 6.5 4687846.60 4887711.38 Agency Mortgage-Backed 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3142JNWL6 2055-12-01 5 991.48 969.82 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIRR0110 N/A 3142JCDQ0 2041-08-01 6 2589060.00 2663780.27 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIRR0044 N/A 3142JCBN9 2040-11-01 3 4998193.57 4701865.67 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIRR0042 N/A 3142JCBL3 2040-09-01 3 280508.81 263878.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRQ0115 N/A 3142J6DV2 2056-05-01 3.5 132097.57 118288.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0084 N/A 3142J6CW1 2056-01-01 5 10557.41 10289.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0076 N/A 3142J6CN1 2055-12-01 5.5 11870.98 11858.20 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0073 N/A 3142J6CK7 2055-12-01 4 20885742.57 19257685.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ5536 N/A 3142GWEJ4 2055-12-01 6 201985.30 207836.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG9567 N/A 3140UDTZ2 2056-05-01 6.5 998.90 1046.46 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG9474 N/A 3140UDQ44 2056-06-01 6.5 999.14 1044.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7232 N/A 3140UBBA0 2056-06-01 5 1164990.69 1143455.45 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDG2977 N/A 3140U6JX3 2056-02-01 7 254173.63 272037.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2246 N/A 3140U5P83 2056-03-01 5 993.90 968.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF9170 N/A 3140U1FL4 2056-01-01 6.5 1985.52 2106.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9964 N/A 3140QWCA8 2055-02-01 5 897.77 877.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9643 N/A 3140QVWD2 2054-12-01 5 100837.03 99408.84 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB6302 N/A 3140QSAC5 2053-05-01 4.5 1443.55 1379.38 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB3914 N/A 3140QPK48 2052-06-01 4 721.03 668.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3426 N/A 3140QNYY2 2052-04-01 3.5 22444325.54 20116100.84 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8526 N/A 3140QGPL5 2051-01-01 2.5 190260.01 158736.46 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6401 N/A 3140QEDF6 2050-07-01 2.5 44649.71 37456.79 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA6388 N/A 3140QEC26 2050-07-01 2 101439.77 81387.53 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA5510 N/A 3140QDDQ4 2050-04-01 3 79034.95 68859.04 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA5224 N/A 3140QCYW0 2050-02-01 3 30883.46 27181.36 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3495 N/A 3140QA3D0 2049-05-01 4 1833742.84 1719814.84 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY8775 N/A 3140NRXD3 2053-09-01 6.5 638.42 676.65 Agency Mortgage-Backed Securities FMAC FKPC 04.020 WSWS8000 N/A 3142GL3J0 2038-08-01 4.02 4961000.00 4528400.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5739 N/A 31427TLV6 2056-06-01 5.5 17211345.72 17466492.44 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5728 N/A 31427TLJ3 2056-04-01 6 13225991.45 13686189.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5427 N/A 31427TA55 2056-06-01 5.5 17263054.98 17244502.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4322 N/A 31427RYU8 2056-02-01 5 988.44 963.32 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL2886 N/A 31427QF49 2054-01-01 5 919.65 900.62 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL1424 N/A 31427NSN0 2054-04-01 4.5 833.49 793.00 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0034 N/A 31427MBC4 2054-06-01 6.5 3427547.45 3604421.47 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ8110 N/A 31427JAL2 2055-11-01 7 1061.04 1119.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ6271 N/A 31427D6H9 2055-10-01 5.5 3848130.56 3847354.52 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY8690 N/A 31426TUQ8 2055-07-01 6 759157.45 776845.82 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FEPC 02.500 CIZS6793 N/A 3132A7RN3 2028-04-01 2.5 184520.18 182749.03 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4707 N/A 3131XYGQ6 2047-11-01 3.5 237.59 215.83 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTZL0052 N/A 3131XFBV1 2034-10-01 4 89633.38 86641.99 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZK6093 N/A 3131X9XW9 2028-10-01 3.5 397528.87 393939.85 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZK4685 N/A 3131X8F27 2027-11-01 2.5 193016.08 191049.31 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G18557 G N/A 3128MMTP8 2030-06-01 3 1452166.42 1420304.44 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G18552 G N/A 3128MMTJ2 2030-05-01 3 143259.58 140288.38 Agency Mortgage-Backed Securities FMAC 02.000 FGPC G18458 G N/A 3128MMQL0 2028-03-01 2 57458.10 56572.88 Agency Mortgage-Backed Securities GNMA GNII SF MB0204 M N/A 3618N5GN3 2055-02-20 5 4932847.70 4843438.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA6143 N/A 31418FZH3 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3617GTJB4 2048-06-20 4 65511.77 60346.38 Agency Mortgage-Backed Securities GNMA GNII SF MA9671 M N/A 36179YW83 2054-05-20 7 2838.21 2971.07 Agency Mortgage-Backed Securities GNMA GNII SF MA9458 M N/A 36179YQK3 2039-02-20 5.5 910445.99 920209.00 Agency Mortgage-Backed Securities GNMA GNII SF MA9305 M N/A 36179YKS2 2053-11-20 5.5 598458.30 603366.46 Agency Mortgage-Backed Securities GNMA GNII SF MA9777 M N/A 36179Y2J2 2054-07-20 4.5 45513.55 43187.76 Agency Mortgage-Backed Securities GNMA GNII SF MA8847 M N/A 36179XZL3 2038-08-20 5 226949.15 229623.67 Agency Mortgage-Backed Securities GNMA GNII SF MA8570 M N/A 36179XQX7 2053-01-20 5.5 1547408.83 1563878.41 Agency Mortgage-Backed Securities GNMA GNII SF MA7942 M N/A 36179WZF8 2052-03-20 5.5 267588.02 269472.47 Agency Mortgage-Backed Securities GNMA GNII SF MA7367 M N/A 36179WFG8 2051-05-20 2.5 101912365.20 85922654.78 Agency Mortgage-Backed Securities GNMA GNII SF MA7367 M N/A 36179WFG8 2051-05-20 2.5 371010.55 312800.23 Agency Mortgage-Backed Securities GNMA GNII SF MA8097 M N/A 36179W7J1 2052-06-20 2.5 248811.23 209766.12 Agency Mortgage-Backed Securities GNMA GNII JM MA6030 M N/A 36179UVX7 2049-07-20 3.5 40002.89 34959.99 Agency Mortgage-Backed Securities GNMA GNII SF MA5265 M N/A 36179TZ65 2048-06-20 4.5 1917329.49 1851555.50 Agency Mortgage-Backed Securities GNMA GNII SF MA3851 M N/A 36179SH42 2031-08-20 3.5 78455.77 76831.56 Agency Mortgage-Backed Securities GNMA GNII SF MA3596 M N/A 36179R7H6 2046-04-20 3 393018.76 349916.39 Agency Mortgage-Backed Securities GNMA GNII SF MA0933 M N/A 36179NBA5 2043-04-20 3 3344.35 3007.83 Agency Mortgage-Backed Securities GNMA GNMI SF 798932 X N/A 36177T4S3 2042-04-15 3.5 43506.64 39817.48 Agency Mortgage-Backed Securities GNMA GNMI SF 774881 X N/A 36176SUE8 2041-09-15 4.5 370.60 358.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 ZK310192 N/A 31374CRM0 2040-09-01 4.5 259082.45 248358.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CNRD5306 N/A 3133LP3P0 2036-07-01 5.5 253798.26 258346.67 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7510 N/A 3133KPKX5 2052-06-01 3.5 1728895.78 1548163.36 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA6665 N/A 3133KNMN0 2052-02-01 3 772.65 667.35 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA2124 N/A 3133KHLD6 2050-02-01 2.5 493576.24 413001.56 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ6130 N/A 3133CWY30 2054-10-01 5.5 37745.04 38011.57 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQD7089 N/A 3133B42W4 2052-02-01 3.5 5585608.11 5037915.04 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD3619 N/A 3133B1AU5 2051-12-01 2.5 411615.96 339670.16 Agency Mortgage-Backed Securities FMAC FKPC 03.830 WAWA0503 N/A 3132WRRN5 2044-03-01 3.83 27454789.64 24755700.13 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8448 N/A 3132DWL50 2054-07-01 6.5 1999601.56 2075979.68 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8364 N/A 3132DWJH7 2053-09-01 6.5 409126.00 424753.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD8331 N/A 3132DWHG1 2053-06-01 5.5 1782419.68 1789585.60 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8320 N/A 3132DWG56 2053-02-01 3 5995.55 5166.90 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8238 N/A 3132DWEK5 2052-08-01 4.5 2975325.57 2843816.18 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8211 N/A 3132DWDQ3 2052-05-01 2 203067.44 160235.37 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8156 N/A 3132DWBZ5 2051-07-01 2.5 652.43 541.13 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8148 N/A 3132DWBR3 2051-05-01 3 29418.26 25479.45 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8017 N/A 3132DV4A0 2049-10-01 3.5 4325562.22 3905146.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5654 N/A 3132DTH78 2054-05-01 5.5 3196101.56 3217398.25 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD2263 N/A 3132DPQQ4 2052-12-01 4 49330.91 45706.23 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CKMA1248 N/A 31418AL63 2042-11-01 3 248105.72 220438.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA0640 N/A 31417YWA1 2041-02-01 4.5 1168.48 1145.09 Agency Mortgage-Backed Securities FNMA FNMS 05.290 CZ938233 N/A 31412XY65 2047-06-01 5.29 324.10 322.38 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CI890622 N/A 31410LPF3 2029-07-01 2 93633.32 91619.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC3035 N/A 3140Y9LR3 2056-07-01 5 67668800.60 66290567.61 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2417 N/A 3140Y8VK9 2056-04-01 6.5 985.10 1033.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2186 N/A 3140Y8NC6 2056-03-01 5 2015.17 1993.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC0257 N/A 3140Y6JB7 2055-04-01 6 147010.95 152205.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9787 N/A 3140XR2V6 2054-11-01 5.5 217504.74 217424.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4191 N/A 3140XKUR9 2053-03-01 5.5 71812.61 72345.63 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFS0504 N/A 3140XFR29 2042-02-01 2 423141.21 362264.59 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0416 N/A 3140XFPA3 2052-01-01 3 6930014.09 6035210.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM9977 N/A 3140XECP7 2050-02-01 4 579.87 541.84 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM9494 N/A 3140XDRQ1 2051-11-01 2.5 29325910.55 24704479.40 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM9508 N/A 3140XDR65 2036-10-01 2.5 249999.62 233052.98 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM9154 N/A 3140XDE44 2051-10-01 2 758.97 601.48 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIFM7425 N/A 3140XBHB9 2036-05-01 1.5 4640936.70 4161574.35 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB8706 N/A 3142KAU83 2056-06-01 6 1922138.00 1969860.84 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB8577 N/A 3142KAQ70 2056-07-01 6.5 806027.00 841154.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8123 N/A 3142KAAZ5 2056-06-01 5.5 2358508.00 2373419.27 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8021 N/A 3142K94F9 2056-07-01 5.5 2315210.00 2344042.08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4101 N/A 3140X7RX9 2047-11-01 3.5 426.98 391.17 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM2412 N/A 3140X5VE0 2035-01-01 3.5 180.12 174.62 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1567 N/A 3140X4W51 2049-08-01 3.5 132.42 119.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM1227 N/A 3140X4LH7 2032-04-01 3 934.85 921.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6148 N/A 3140W6ZN5 2056-05-01 6 15747475.38 16245945.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6066 N/A 3140W6W40 2056-06-01 5 998.70 975.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIFA6274 N/A 3140W66L1 2040-08-01 5.5 2000.00 2033.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5237 N/A 3140W5ZB3 2056-04-01 4.5 1017.06 965.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4133 N/A 3140W4SX6 2051-04-01 3.5 1000.42 913.56 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2223 N/A 3140W2PH8 2055-07-01 5 915.35 900.54 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA1915 N/A 3140W2DV0 2049-02-01 3 4037264.65 3571574.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA2636 N/A 3140W24W8 2055-04-01 5 27335278.42 27055000.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA1404 N/A 3140W1R21 2052-09-01 3 34622.52 29809.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0517 N/A 3140W0SF3 2055-02-01 5.5 603447.66 604873.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0370 N/A 3140W0MU6 2055-01-01 5.5 1654229.74 1661462.58 Agency Mortgage-Backed Securities GNMA GNMI SP 783003 X N/A 36241LKQ8 2035-11-15 6 63189.97 65039.22 Agency Mortgage-Backed Securities GNMA GNMI SP 783473 X N/A 36241L2E5 2041-11-15 3.5 115735.50 106493.63 Agency Mortgage-Backed Securities GNMA GNMI SF 753719 X N/A 36230NDY8 2040-09-15 4 169.80 159.44 Agency Mortgage-Backed Securities GNMA GNII SP 786936 C N/A 3622ACSZ4 2053-09-20 6 88379.42 91172.21 Agency Mortgage-Backed Securities GNMA GNII SP 786105 M N/A 3622ABU67 2049-02-20 4 65414.82 61005.22 Agency Mortgage-Backed Securities GNMA GNII SP 785015 C N/A 3622AAN83 2049-10-20 3.5 831946.39 736224.86 Agency Mortgage-Backed Securities GNMA GNII SP 784551 C N/A 3622A3BU3 2046-11-20 3 1715.97 1526.85 Agency Mortgage-Backed Securities GNMA GNMI SF 521658 X N/A 36211SQK6 2029-11-15 7 272.46 281.97 Agency Mortgage-Backed Securities GNMA GNMI SF 611567 X N/A 36202WMQ9 2033-05-15 5.5 1793.23 1795.62 Agency Mortgage-Backed Securities GNMA GNMI SF 610302 X N/A 36202VAB7 2033-08-15 4.5 68706.05 67712.08 Agency Mortgage-Backed Securities GNMA GNII SF 004597 M N/A 36202FDA1 2039-12-20 4 146.46 138.50 Agency Mortgage-Backed Securities GNMA GNII SF 003336 M N/A 36202DV57 2033-01-20 7 7514.38 7817.88 Agency Mortgage-Backed Securities GNMA GNII SF 003229 M N/A 36202DSS1 2032-04-20 7 44628.25 46430.76 Agency Mortgage-Backed Securities GNMA GNII SF 003095 M N/A 36202DNL1 2031-06-20 6.5 58435.53 60746.46 Agency Mortgage-Backed Securities GNMA GNMI SF 584465 X N/A 36201JJJ9 2032-06-15 7 9305.19 9502.86 Agency Mortgage-Backed Securities GNMA GNMI SF AZ8560 X N/A 36197MQM3 2047-03-15 4.5 10124.97 9746.76 Agency Mortgage-Backed Securities GNMA GNII SF DU2782 C N/A 3618WECT5 2056-07-20 6.5 2147420.00 2253856.16 Agency Mortgage-Backed Securities GNMA GNII SF DU2113 C N/A 3618WDK27 2056-07-20 5.5 2095912.00 2126622.00 Agency Mortgage-Backed Securities GNMA GNII SF DU0310 C N/A 3618WBKX3 2056-07-20 5.5 1467606.00 1484542.66 Agency Mortgage-Backed Securities GNMA GNII SF DT8453 C N/A 3618W8MA8 2056-07-20 5.5 2003.00 2063.51 Agency Mortgage-Backed Securities GNMA GNII SF DT5977 C N/A 3618W5UA5 2056-06-20 5.5 2998.19 3048.28 Agency Mortgage-Backed Securities GNMA GNII SF DT2940 C N/A 3618W2HR0 2056-06-20 6 2167783.13 2250200.08 Agency Mortgage-Backed Securities GNMA GNII SF DT2119 C N/A 3618W1K80 2056-07-20 5 1129484.00 1109096.44 Agency Mortgage-Backed Securities GNMA GNII SF DT1121 C N/A 3618W0G61 2056-07-20 5.5 2828744.00 2914164.52 Agency Mortgage-Backed Securities GNMA GNII SF DT1084 C N/A 3618W0FZ8 2056-07-20 5.5 2004.00 2064.52 Agency Mortgage-Backed Securities GNMA GNII ET DT0068 C N/A 3618VYCD7 2066-07-20 6.5 549992.00 573441.28 Agency Mortgage-Backed Securities GNMA GNII ET DT0048 C N/A 3618VYBR7 2064-06-20 7 241630.00 252548.62 Agency Mortgage-Backed Securities GNMA GNII ET DT0023 C N/A 3618VYAY3 2065-06-20 6.5 284104.00 296216.96 Agency Mortgage-Backed Securities GNMA GNII SF DS8750 C N/A 3618VVWK5 2056-06-20 5.5 5578869.30 5662704.83 Agency Mortgage-Backed Securities GNMA GNII ET DT8517 C N/A 3618W8PA5 2066-07-20 6.5 2830672.00 2951359.59 Agency Mortgage-Backed Securities GNMA GNII SF DS6197 C N/A 3618VS3E8 2056-07-20 6 491744.00 506886.27 Agency Mortgage-Backed Securities GNMA GNII SF DS6188 C N/A 3618VS2V1 2056-07-20 5.5 2415676.00 2411997.73 Agency Mortgage-Backed Securities GNMA GNII SF DS4648 C N/A 3618VREV0 2056-06-20 5 2167819.16 2128684.97 Agency Mortgage-Backed Securities GNMA GNII SF DS4607 C N/A 3618VRDL3 2056-07-20 6.5 1923974.00 2025185.94 Agency Mortgage-Backed Securities GNMA GNII SF DS5368 C N/A 3618VR6D9 2056-07-20 5 6844728.00 6644524.27 Agency Mortgage-Backed Securities GNMA GNII SF DS0570 C N/A 3618VLT39 2056-07-20 5.5 1205828.00 1224435.53 Agency Mortgage-Backed Securities GNMA GNII SF DR8351 C N/A 3618VHH49 2056-06-20 5.5 1019.74 1030.63 Agency Mortgage-Backed Securities GNMA GNII SF DR4115 C N/A 3618VCSC0 2056-05-20 5.5 18727572.37 18938488.52 Agency Mortgage-Backed Securities GNMA GNII SF DR3379 C N/A 3618VBXG7 2056-05-20 5.5 1071896.21 1092776.03 Agency Mortgage-Backed Securities GNMA GNPL PN DR2916 N/A 3618VBGZ4 2061-04-15 5.34 97738.37 98988.83 Agency Mortgage-Backed Securities GNMA GNII SF DR1968 C N/A 3618VAFH7 2056-04-20 5 1993.27 1957.28 Agency Mortgage-Backed Securities GNMA GNII SF DR1467 C N/A 3618V9TY8 2056-06-20 5.5 1013642.17 1025497.05 Agency Mortgage-Backed Securities GNMA GNII SF DO6801 C N/A 3618V3RW7 2056-05-20 6.5 1288546.56 1353345.85 Agency Mortgage-Backed Securities GNMA GNII ET DO4135 C N/A 3618V0SY8 2065-12-20 4 1193253.55 1096732.86 Agency Mortgage-Backed Securities GNMA GNII SF DO1342 C N/A 3618NWP38 2056-06-20 6 1274868.13 1314123.87 Agency Mortgage-Backed Securities GNMA GNII SF DO0208 C N/A 3618NVGR7 2055-12-20 6 389294.30 405985.68 Agency Mortgage-Backed Securities GNMA GNII ET DI1822 C N/A 3618NKAX4 2065-03-20 6.5 191501.47 199574.53 Agency Mortgage-Backed Securities GNMA GNII SF MB1284 M N/A 3618N6NA1 2056-07-20 5 99055104.00 96901811.16 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0370 1100000000.00 1100000000.00 .0062 N Y Y N Societe Generale, New York Branch Societe Generale, New York Branch, REPO, 3.690%, 8/6/2026 3.690 988FSF000 254900J6B390XMPVLV82 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y USTR 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 171739755.00 132711022.97 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 280834125.00 141020894.03 U.S. Treasuries (including strips) USTR 3 BOND 45 N/A 912810RP5 2045-11-15 3 168978232.50 123912612.17 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SD1 2048-08-15 3 171929835.00 123250121.16 U.S. Treasuries (including strips) USTR 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 138848242.50 132077400.02 U.S. Treasuries (including strips) USTR 5 BOND 56 N/A 912810UU0 2056-05-15 5 54669285.00 53532817.53 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 198173745.00 135340197.97 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M 2026-08-06 2026-08-06 2026-08-06 Y Societe Generale, New York Branch 1.0000 6 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M N N .0374 825000000.00 825000000.00 .0047 N N Y N Societe Generale, New York Branch Societe Generale, New York Branch, REPO, 3.690%, 8/5/2026 3.690 988FSF000 254900J6B390XMPVLV82 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 DT5009 H N/A 3618W4R61 2076-06-20 6.185 825.83 885.70 Agency Mortgage-Backed Securities GNMA GNHA AL DT8489 H N/A 3618W8NE9 2076-06-20 6.768 741495.15 782317.42 Agency Mortgage-Backed Securities FMAC FKAR WV0325 N/A 3132V8LE4 2036-04-01 4.19 5474647.20 5475860.75 Agency Mortgage-Backed Securities FMAC FKAR WV0196 N/A 3132V8GD2 2032-12-01 4.15 2366906.03 2367780.20 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0538 N/A 3132ACS35 2048-03-01 3.5 137730821.43 125049210.18 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0537 N/A 3132ACS27 2048-03-01 3.5 177209301.96 162186147.16 Agency Mortgage-Backed Securities GNMA GNAR AF 082478 M N/A 36225EXG2 2040-02-20 5 20.40 20.72 Agency Mortgage-Backed Securities GNMA GNII MH AY5137 C N/A 36196UV65 2037-11-20 3.25 333737.12 313176.02 Agency Mortgage-Backed Securities GNMA GNPL PN DS2196 N/A 3618VNNM9 2061-07-15 5.74 825.83 854.79 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX JUBM1537 N/A 3140J5V71 2051-04-01 6.32 1127258.11 1163123.71 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS9946 N/A 3140LMBQ1 2033-11-01 6.07 1821352.50 1921230.61 Agency Mortgage-Backed Securities FMAC FKAR 03.330 WAWA3427 N/A 3132WXA59 2041-07-01 3.33 796.41 664.48 Agency Mortgage-Backed Securities GNMA GNHA AL DE2762 H N/A 3618J8B72 2074-08-20 6.166 3006162.48 3163393.79 Agency Mortgage-Backed Securities GNMA GNII SF MB0996 M N/A 3618N6DA2 2056-03-20 5 106140871.98 103833546.36 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ6073 N/A 3140Q1XB1 2036-01-01 4.36 1760038.50 1697036.75 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ7184 N/A 3140Q26W3 2036-06-01 4.75 852.36 847.40 Agency Mortgage-Backed Securities GNMA GNCL CL DO7365 N/A 3618V4FE8 2068-04-15 5.55 825.00 830.97 Agency Mortgage-Backed Securities GNMA GNCL CL CG6143 N/A 3617WKZG6 2065-12-15 5.85 671343.75 685106.30 Agency Mortgage-Backed Securities GNMA GNII SF MB1071 M N/A 3618N6FM4 2056-04-20 5.5 409033197.38 410191306.56 Agency Mortgage-Backed Securities GNMA GNPL PN DQ7042 N/A 3618N0ZF0 2061-07-15 5.3 9257488.35 9259364.54 Agency Mortgage-Backed Securities GNMA GNPL PN DO5682 N/A 3618V2J32 2061-04-15 5.03 2577735.53 2518384.89 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6596 N/A 3140Q2KJ6 2033-03-01 4.03 825.00 792.50 Agency Mortgage-Backed Securities GNMA GNAR AF MB1182 M N/A 3618N6J40 2056-04-20 2.5 2828556.53 2580430.83 Agency Mortgage-Backed Securities FMAC FKAR 04.200 WNWN5400 N/A 3132XLAA3 2031-03-01 4.2 5528782.05 5438353.29 Agency Mortgage-Backed Securities GNMA GNAR AF MB1297 M N/A 3618N6NP8 2056-07-20 4.5 45451890.00 44912648.78 Agency Mortgage-Backed Securities GNMA GNPL PN DR2934 N/A 3618VBHK6 2061-06-15 5.44 7352629.95 7446349.02 Agency Mortgage-Backed Securities GNMA GNPL PN DR2937 N/A 3618VBHN0 2061-06-15 5.44 4120003.61 4172518.56 Agency Mortgage-Backed Securities GNMA GNPL PN DR2936 N/A 3618VBHM2 2061-06-15 5.44 709213.47 718253.34 Agency Mortgage-Backed Securities GNMA GNPL PN DO8305 N/A 3618V5GN4 2060-12-15 5.65 1382347.49 1429439.00 Agency Mortgage-Backed Securities GNMA GNPL PN DO7387 N/A 3618V4F40 2061-05-15 4.457 1651.71 1570.70 Agency Mortgage-Backed Securities GNMA GNPL PN DO5669 N/A 3618V2JN8 2061-01-15 5.65 600402.88 616468.66 Agency Mortgage-Backed Securities GNMA GNPL PN DO5681 N/A 3618V2J24 2061-04-15 5.03 21931.47 21426.51 Agency Mortgage-Backed Securities GNMA GNII SF MB0308 M N/A 3618N5KW8 2055-04-20 5.5 72661201.45 72933559.83 Agency Mortgage-Backed Securities GNMA GNPL PN DQ8660 N/A 3618N2TR7 2056-05-15 5.54 6774525.78 6866745.15 Agency Mortgage-Backed Securities GNMA GNPL PN DQ8655 N/A 3618N2TL0 2061-04-15 4.92 822.89 805.97 Agency Mortgage-Backed Securities GNMA GNPL PN DM8148 N/A 3618LYBR8 2061-01-15 5.18 1067233.39 1067328.03 Agency Mortgage-Backed Securities GNMA GNPL PN DK0178 N/A 3618KYFT1 2061-05-15 5.19 826.15 824.24 Agency Mortgage-Backed Securities GNMA GNPL PN DJ0387 N/A 3618KLNC7 2061-01-15 5 414854.50 410481.38 Agency Mortgage-Backed Securities GNMA GNPL PN DJ0386 N/A 3618KLNB9 2061-01-15 5 527509.06 524515.79 Agency Mortgage-Backed Securities GNMA GNHA AL CL8166 H N/A 3617YGCB9 2072-04-20 6.189 461.38 486.03 Agency Mortgage-Backed Securities GNMA GNCL CL CG6137 N/A 3617WKZA9 2065-12-15 5.85 288440.63 294353.66 Agency Mortgage-Backed Securities GNMA GNCL CL CG6125 N/A 3617WKYW2 2065-12-15 5.85 512325.00 522827.66 Agency Mortgage-Backed Securities GNMA GNCL CL CG6133 N/A 3617WKY69 2065-12-15 5.85 825.00 841.91 Agency Mortgage-Backed Securities GNMA GNII MH AO9704 C N/A 3617AAX90 2036-10-20 3 105076.32 97722.23 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LB907575 N/A 31411GJU7 2036-12-01 6.035 14.30 14.73 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SODI1079 N/A 3140UUFV8 2056-08-01 5.179 9370835.93 9414371.27 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ5348 N/A 3140Q05J7 2035-10-01 4.75 42588265.50 42445523.82 Agency Mortgage-Backed Securities GNMA GNRA 2007-006 FA N/A 38375JHX6 2037-02-20 3.9341 242307.20 239377.49 Agency Collateralized Mortgage Obligation FNMA MNAR XX.XXX HXBZ3141 N/A 3140NXP31 2030-03-01 5.05 6521299.95 6628734.02 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ0311 N/A 3140NUKZ1 2034-01-01 4.57 825.00 818.21 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS8402 N/A 3140LKKQ5 2033-06-01 4.34 824.30 807.31 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX XYBM7183 N/A 3140JB6V3 2033-03-01 4.7019 662.59 662.59 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL3335 N/A 3140HUV52 2029-09-01 2.92 825.00 789.77 Agency Mortgage-Backed Securities GNMA GNRA 2005-08 F N/A 38374KKU6 2035-01-20 3.9841 181980.43 181515.35 Agency Collateralized Mortgage Obligation GNMA GNRA 2004-66 F N/A 38374HWE6 2034-08-16 4.1196 38.73 38.72 Agency Collateralized Mortgage Obligation GNMA GNRA 2004-032 FP N/A 38374GYH9 2033-04-16 4.0696 195300.84 195611.70 Agency Collateralized Mortgage Obligation GNMA GNRA 2004-032 FD N/A 38374GXR8 2027-12-16 4.0196 4929.89 4936.94 Agency Collateralized Mortgage Obligation GNMA GNRA 2003-35 CF N/A 38373SU70 2033-03-16 4.1196 10913.60 10930.99 Agency Collateralized Mortgage Obligation GNMA GNRA 2007-14 FB N/A 38373MXJ4 2037-03-20 3.9841 202340.84 199911.00 Agency Collateralized Mortgage Obligation GNMA GNRA 2003-46 FB N/A 38373Q2T7 2033-06-16 4.0396 146283.64 145895.57 Agency Collateralized Mortgage Obligation GNMA GNRA 2004-032 PF N/A 38374GYF3 2032-03-16 4.0696 63066.36 63166.74 Agency Collateralized Mortgage Obligation GNMA GNRA 2007-020 FA N/A 38375JZQ1 2037-04-20 4.0841 147254.75 145907.80 Agency Collateralized Mortgage Obligation GNMA GNRA 2007-027 FD N/A 38375JJ63 2037-05-20 4.0841 47.64 47.50 Agency Collateralized Mortgage Obligation FNMA FNRA RC103FM R09F103 N/A 31398GJS9 2039-11-25 4.4306 133339.27 133699.20 Agency Collateralized Mortgage Obligation FMAC FGRA 3479BF 08/15/38 N/A 31397Y3S8 2038-08-15 4.7399 141499.45 144008.89 Agency Collateralized Mortgage Obligation USTR 5 BOND 56 N/A 912810UU0 2056-05-15 5 68208442.50 66790522.43 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 58077937.50 54465914.32 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 65813385.00 61337322.15 U.S. Treasuries (including strips) USTR 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 99932085.00 92965834.81 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 178606807.50 107710519.41 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 102489915.00 55261339.08 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 141467452.50 97875176.16 U.S. Treasuries (including strips) USTR 4 3/8 BOND 39 N/A 912810QD3 2039-11-15 4.375 112805880.00 107913738.50 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M 2026-08-05 2026-08-05 2026-08-05 N N N .0374 1650000000.00 1650000000.00 .0093 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., REPO, 3.650%, 8/3/2026 3.650 99CBF2906 MBNUM2BPBDO7JBLYG310 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 06.500 CZ946200 N/A 31413HUZ9 2047-09-01 6.5 981.86 1013.04 Agency Mortgage-Backed Securities FNMA FNMS 05.850 CA945190 N/A 31413GRK8 2037-08-01 5.85 4882.68 4855.85 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL934648 N/A 31412TZM8 2038-11-01 7 2234.88 2355.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 GL931707 N/A 31412QDL0 2039-08-01 4.5 525.67 506.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0808 N/A 3140Q73S4 2047-11-01 4 10875.94 10244.26 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBY9931 N/A 3140NTA93 2053-12-01 7 288088.78 308898.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY7581 N/A 3140NQM70 2054-09-01 6 299969.10 306908.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY7538 N/A 3140NQLU0 2054-05-01 5 476694.87 471776.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY6934 N/A 3140NPV49 2053-09-01 5.5 162971.55 163902.33 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY7121 N/A 3140NP4F4 2053-06-01 6.5 118127.98 123412.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY5986 N/A 3140NNUL7 2053-07-01 5.5 310601.67 311623.34 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE7533 N/A 3133BHLN4 2052-08-01 4.5 33069.34 31656.62 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE6074 N/A 3133BFXB1 2052-07-01 4 2714.03 2507.98 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4608 N/A 3140U8DN7 2056-04-01 5 583877.15 573806.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG4239 N/A 3140U7V90 2056-04-01 4.5 381279.54 362967.44 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG3997 N/A 3140U7NP3 2056-03-01 6 337790.66 351125.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3946 N/A 3140U7L42 2056-03-01 5.5 717187.93 718844.87 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG3609 N/A 3140U7AK8 2056-04-01 4.5 569377.29 542297.14 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4427 N/A 3140U74M1 2056-04-01 5 337515.69 330473.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG2958 N/A 3140U6JC9 2056-02-01 6 561025.27 575363.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2850 N/A 3140U6EY6 2056-02-01 5 450069.58 442307.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2843 N/A 3140U6ER1 2056-03-01 5 412419.42 405306.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG3554 N/A 3140U65Q3 2056-02-01 5 300307.19 293586.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG3545 N/A 3140U65F7 2056-02-01 5.5 287010.23 288824.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG2362 N/A 3140U5TU0 2056-03-01 5.5 299346.72 300899.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL888560 N/A 31410GE90 2035-11-01 6 1727.83 1770.57 Agency Mortgage-Backed Securities GNMA GNII SF MA5714 M N/A 36179UK35 2049-01-20 6 7850.90 8278.04 Agency Mortgage-Backed Securities GNMA GNII SF MA5654 M N/A 36179UH70 2048-12-20 5.5 521997.88 533519.59 Agency Mortgage-Backed Securities GNMA GNII SF MA6284 M N/A 36179U6V9 2049-11-20 3.5 2017166.60 1823913.30 Agency Mortgage-Backed Securities GNMA GNII SF MA6217 M N/A 36179U4A7 2049-10-20 2.5 118746.67 100507.23 Agency Mortgage-Backed Securities GNMA GNII SF MA5076 M N/A 36179TT96 2048-03-20 3 1767309.33 1562612.49 Agency Mortgage-Backed Securities GNMA GNII SF MA4963 M N/A 36179TQQ1 2048-01-20 4 179251.61 167272.82 Agency Mortgage-Backed Securities GNMA GNII SF 004853 M N/A 36202FMA1 2040-11-20 4 1409458.08 1339776.35 Agency Mortgage-Backed Securities GNMA GNII JM 004879 M N/A 36202FM45 2040-12-20 4 8465.98 7789.39 Agency Mortgage-Backed Securities GNMA GNII RG CP8781 C N/A 3617FYXJ1 2049-04-20 5 93315.75 91476.38 Agency Mortgage-Backed Securities GNMA GNII RG CP8770 C N/A 3617FYW78 2043-08-20 3 401120.75 353583.93 Agency Mortgage-Backed Securities GNMA GNPL PN CP8486 N/A 3617FYNB9 2065-02-15 5.07 188056.64 182607.89 Agency Mortgage-Backed Securities GNMA GNII RG CO9678 C N/A 3617FMXF5 2050-01-20 5 670522.18 657303.95 Agency Mortgage-Backed Securities GNMA GNII RG CN9877 C N/A 3617F96N7 2044-05-20 3.5 338181.51 300184.34 Agency Mortgage-Backed Securities GNMA GNII RG CN9851 C N/A 3617F95L2 2049-10-20 4 463572.89 427802.83 Agency Mortgage-Backed Securities GNMA GNII RG CN3069 C N/A 3617F2MS3 2049-07-20 5.5 162490.81 166148.05 Agency Mortgage-Backed Securities GNMA GNPL PN CN2808 N/A 3617F2DM6 2065-05-15 2.25 1316110.18 1062199.63 Agency Mortgage-Backed Securities GNMA GNMI SF BD5909 X N/A 3617BMR66 2047-10-15 3.5 18789.99 16773.12 Agency Mortgage-Backed Securities GNMA GNII SF BC2812 C N/A 3617B6DR0 2047-11-20 4 2309.24 2112.64 Agency Mortgage-Backed Securities GNMA GNII JM MA9715 M N/A 36179YYL2 2054-06-20 7 14614.82 15077.29 Agency Mortgage-Backed Securities GNMA GNII SF MA9664 M N/A 36179YWZ3 2054-05-20 3.5 3716744.29 3330744.29 Agency Mortgage-Backed Securities GNMA GNII SF MA9513 M N/A 36179YSA3 2039-03-20 6.5 5378.34 5790.52 Agency Mortgage-Backed Securities GNMA GNII SF MA9543 M N/A 36179YS88 2054-03-20 6.5 313152.99 326741.85 Agency Mortgage-Backed Securities GNMA GNII SF MA9425 M N/A 36179YPJ7 2054-01-20 6.5 6130143.09 6392247.57 Agency Mortgage-Backed Securities GNMA GNII JM MA9413 M N/A 36179YN67 2054-01-20 7 19255.01 19679.24 Agency Mortgage-Backed Securities GNMA GNII SF MA5984 M N/A 36179UUH3 2049-06-20 3 1110073.08 978026.55 Agency Mortgage-Backed Securities GNMA GNII ET DI4272 C N/A 3618NMW99 2065-10-20 6.5 73673.55 76814.60 Agency Mortgage-Backed Securities GNMA GNII JM MA4768 M N/A 36179TJM8 2047-10-20 3 49114.01 42704.63 Agency Mortgage-Backed Securities GNMA GNII SF MA4691 M N/A 36179TF83 2032-09-20 3.5 22333.88 21748.99 Agency Mortgage-Backed Securities GNMA GNII SF MA4652 M N/A 36179TEZ4 2047-08-20 3.5 946506.53 857237.40 Agency Mortgage-Backed Securities GNMA GNII SF MA4632 M N/A 36179TED3 2032-09-20 7 629.83 655.27 Agency Mortgage-Backed Securities GNMA GNII SF MA4005 M N/A 36179SNW3 2046-10-20 4 133187.75 125223.57 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CTZJ9145 N/A 3131X1ES6 2026-11-01 6.5 419.04 420.96 Agency Mortgage-Backed Securities GNMA GNII ET DF1080 C N/A 3618JJFV1 2064-09-20 7 68070.47 71112.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4684 N/A 31418EF21 2052-06-01 4.5 693018.78 662938.99 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0064 N/A 3140FXCA8 2055-09-01 4 269976.16 249973.72 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL2476 N/A 31427PXE9 2053-05-01 4.5 1405098.73 1344834.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA5597 N/A 31418FGF8 2045-01-01 5 111023.01 108814.39 Agency Mortgage-Backed Securities GNMA GNII SF DG4180 C N/A 3618K0UD3 2055-01-20 7 1097456.69 1182096.21 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9390 N/A 31426UNG5 2055-08-01 6.5 3660775.39 3800619.45 Agency Mortgage-Backed Securities GNMA GNII JM MB0248 M N/A 3618N5H28 2055-03-20 6.5 60770.56 62256.19 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8505 N/A 3132DWNW9 2055-02-01 5 385555.13 376404.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF1095 N/A 3140BRGD5 2055-10-01 5 320695.46 313776.03 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF0997 N/A 3140BRDB2 2055-10-01 6 760060.87 780091.52 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL1982 N/A 3131XHFX9 2041-09-01 4 53558.82 51366.35 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTZL0207 N/A 3131XFGQ7 2036-11-01 3 56401.82 52930.23 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTZL0168 N/A 3131XFFH8 2036-04-01 3 409728.61 386447.01 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIRC3002 N/A 3133L9KP7 2038-08-01 3 182887.19 172043.81 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIRC2104 N/A 3133L8KR5 2036-07-01 2 24056.06 21850.73 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CIRC1879 N/A 3133L8CQ6 2036-03-01 1.5 95619.85 85097.36 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM9511 N/A 3140XDR99 2046-11-01 2 103714.22 83669.03 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM9335 N/A 3140XDLR5 2051-10-01 2.5 25708.37 21277.59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM8730 N/A 3140XCVY1 2051-09-01 2 92228.06 72529.68 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8658 N/A 3140XCTQ1 2051-09-01 2.5 266697.04 219528.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM8427 N/A 3140XCLH9 2046-07-01 4.5 15428.27 14984.02 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM8368 N/A 3140XCJN9 2051-08-01 2 250483.82 200754.43 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM7864 N/A 3140XBW22 2036-07-01 2 3206.78 2912.80 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM7774 N/A 3140XBT83 2036-07-01 2 29815.36 27108.44 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM7685 N/A 3140XBRF9 2051-06-01 3 5024.10 4340.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTFM7463 N/A 3140XBJH4 2040-09-01 4 184.12 177.71 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM6856 N/A 3140XATN2 2051-04-01 2.5 516.46 425.50 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM6353 N/A 3140XABX9 2034-08-01 4 116559.26 114178.12 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM7081 N/A 3140XA2P6 2051-04-01 2 1055813.20 851105.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB8980 N/A 3140AJ6S2 2054-07-01 5 285279.47 278594.99 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA4675 N/A 31346YFQ1 2049-11-01 3 108132.31 94701.19 Agency Mortgage-Backed Securities GNMA GNII ET DA0487 C N/A 3618GPRG0 2064-01-20 7 43678.35 45630.26 Agency Mortgage-Backed Securities GNMA GNII SF MA7256 M N/A 36179WBZ0 2051-03-20 3 590400.21 518640.61 Agency Mortgage-Backed Securities GNMA GNMI SP 787249 X N/A 3622AC5J5 2051-06-15 3 4408600.19 3867779.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4024 N/A 3140X7PJ2 2048-03-01 3.5 119426.32 108873.06 Agency Mortgage-Backed Securities GNMA GNII SF CZ7798 C N/A 3618GKUX0 2054-01-20 7.5 106456.94 111356.09 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8264 N/A 3132DWFD0 2052-11-01 3.5 1961828.45 1757007.02 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA5549 N/A 3133A0EW0 2049-12-01 3 110686.17 96365.60 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD5969 N/A 3132DTT26 2054-07-01 6.5 50494.96 53062.31 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZK8422 N/A 3131XCLB1 2031-12-01 2.5 4296.27 4122.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX9041 N/A 3140NEBK0 2053-04-01 5 114809.67 112642.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTZS9040 N/A 3132AABH6 2031-11-01 5 2282.37 2290.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ6652 N/A 3133CXL99 2054-10-01 5.5 58667.93 58669.30 Agency Mortgage-Backed Securities GNMA GNII ET DF3620 C N/A 3618JMAV9 2064-09-20 6.5 840271.10 875517.67 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1919 N/A 3140QMDZ4 2051-10-01 3 746.04 643.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA3720 N/A 31418DD25 2034-05-01 4.5 41132.27 40870.14 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7224 N/A 3140QFA25 2050-10-01 2 12457.96 9930.20 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZN3056 N/A 3131Y9MD2 2049-01-01 3 1545.95 1380.02 Agency Mortgage-Backed Securities GNMA GNII SF MA7862 M N/A 36179WWX2 2037-07-20 7 15063.10 15671.49 Agency Mortgage-Backed Securities GNMA GNII SF MA7861 M N/A 36179WWW4 2037-11-20 6.5 43284.88 44996.66 Agency Mortgage-Backed Securities GNMA GNII SF MA7769 M N/A 36179WT24 2051-12-20 3.5 399695.87 360020.73 Agency Mortgage-Backed Securities GNMA GNII SF MA7588 M N/A 36179WND6 2051-09-20 2 6702868.95 5425011.67 Agency Mortgage-Backed Securities GNMA GNII SF MA7419 M N/A 36179WG44 2051-06-20 3 12653854.52 11094849.03 Agency Mortgage-Backed Securities GNMA GNII SF MA7370 M N/A 36179WFK9 2051-05-20 4 51679.49 48115.12 Agency Mortgage-Backed Securities GNMA GNII SF MA7313 M N/A 36179WDS4 2051-04-20 3 3371578.74 2957535.39 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV8464 N/A 3140MNMN3 2052-04-01 3 283484.81 244380.92 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBV8126 N/A 3140MNA48 2052-04-01 2.5 182045.88 150636.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6518 N/A 3140MLG46 2055-11-01 5.5 597535.05 601258.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6373 N/A 3140MLCK4 2055-11-01 5.5 836663.96 835972.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6344 N/A 3140MLBN9 2055-11-01 5.5 1254744.44 1271498.21 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV5624 N/A 3140MKHA3 2052-06-01 3 116981.09 101284.10 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV5578 N/A 3140MKFU1 2052-05-01 3 7267.50 6275.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV6275 N/A 3140MK6M9 2055-10-01 5.5 1059840.56 1058854.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC0453 N/A 3140AMQF1 2054-10-01 4.5 201313.12 192816.30 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC0449 N/A 3140AMQB0 2054-10-01 5.5 153527.79 153595.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIDB9864 N/A 3140AK6A8 2039-10-01 6 168098.77 174042.74 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB9816 N/A 3140AK4A0 2054-09-01 6.5 175019.56 182937.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDB8324 N/A 3140AJHA9 2055-01-01 5 700865.18 691098.39 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB7910 N/A 3140AHYG1 2054-07-01 7.5 95345.41 101844.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDB7394 N/A 3140AHGC0 2039-08-01 5 287584.99 288643.78 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB8061 N/A 3140AH5X6 2054-06-01 6.5 269923.69 283767.98 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB8015 N/A 3140AH3Z3 2054-07-01 6.5 173680.51 181972.48 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB6729 N/A 3140AGPP3 2054-06-01 7.5 60187.97 64300.13 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDB6727 N/A 3140AGPM0 2054-06-01 7.5 144658.72 155013.25 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIDB6650 N/A 3140AGL85 2039-06-01 6.5 191450.19 200028.05 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIDB6517 N/A 3140AGG32 2039-08-01 6.5 238263.21 248886.81 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB6437 N/A 3140AGEK6 2054-04-01 6.5 328142.69 343036.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDB4897 N/A 3140AENP0 2054-12-01 4.5 353054.43 336778.27 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIDB4208 N/A 3140ADVA6 2039-06-01 6 179720.01 186268.29 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB3998 N/A 3140ADNQ0 2054-05-01 5.5 480173.10 481375.13 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8243 N/A 3132DWEQ2 2052-09-01 3.5 762353.59 682659.94 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8238 N/A 3132DWEK5 2052-08-01 4.5 191706.22 183232.80 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8211 N/A 3132DWDQ3 2052-05-01 2 1000547.11 789506.38 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8207 N/A 3132DWDL4 2052-04-01 3.5 483646.00 433311.35 Agency Mortgage-Backed Securities FNMA FNMS 04.000 U3BF0198 N/A 3140FXGG1 2040-11-01 4 229970.07 220667.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 I4BF0131 N/A 3140FXED0 2056-08-01 3.5 52573.08 46619.00 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA1331 N/A 31329JPQ4 2042-06-01 3.5 28148.86 26337.90 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZA1294 N/A 31329JNK9 2041-11-01 4 947.57 904.96 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIDA9706 N/A 3140YXYC9 2039-02-01 6.5 182436.55 190740.64 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA9702 N/A 3140YXX89 2054-02-01 7 245437.99 263564.65 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA9701 N/A 3140YXX71 2054-02-01 7 279980.86 298753.95 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIDA8568 N/A 3140YWQW6 2039-02-01 6.5 101360.39 105921.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX8675 N/A 3140NDT98 2053-04-01 5.5 178466.68 181147.67 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX8434 N/A 3140NDLQ8 2053-04-01 5 259672.74 255324.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX8880 N/A 3140ND2N6 2053-04-01 5 187978.45 184306.60 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX7686 N/A 3140NCRG6 2053-02-01 6 264050.47 271163.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIBX7705 N/A 3140NCR35 2038-02-01 4.5 74973.17 74133.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX7581 N/A 3140NCM71 2053-03-01 5 21110.09 20759.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ1439 N/A 3133CRS46 2054-08-01 5.5 58047.51 58084.85 Agency Mortgage-Backed Securities GNMA GNII SF BV9157 C N/A 3617NPE60 2035-07-20 3 180359.71 169061.79 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7922 N/A 3133KPYT9 2052-09-01 4 32011.66 29570.50 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTSC0249 N/A 3132D9H23 2040-06-01 3.5 1087.36 1031.89 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQE5287 N/A 3133BE2U6 2052-04-01 2 35817.86 28167.05 Agency Mortgage-Backed Securities GNMA GNII SF MA7704 M N/A 36179WRZ3 2051-11-20 2 24909920.02 20160760.75 Agency Mortgage-Backed Securities GNMA GNII SF BM9714 C N/A 3617K1YK3 2049-09-20 4.5 2102.89 2048.84 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5344 N/A 31418E5E6 2039-04-01 4.5 5830.80 5755.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN3949 N/A 3140JLL77 2049-01-01 5 6132.24 6087.27 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1867 N/A 3140QMCD4 2051-10-01 2.5 325982.97 270201.85 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB1152 N/A 3140QLH66 2051-07-01 3 2392.13 2068.66 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA5311 N/A 3140QC3V6 2050-03-01 3 1095.99 953.51 Agency Mortgage-Backed Securities GNMA GNII BD CR8439 C N/A 3618APLU1 2053-02-20 5.5 818508.08 813258.44 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA2374 N/A 3140Q9T86 2048-09-01 4 9295.16 8719.14 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3833 N/A 3140QPHK6 2052-06-01 3 6181.79 5379.08 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7555 N/A 3132DVMC6 2052-08-01 3 2437301.24 2144605.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB3918 N/A 3140ADK83 2054-05-01 5.5 149381.40 149350.53 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ0697 N/A 3140KKX33 2050-09-01 2 57708.91 45952.26 Agency Mortgage-Backed Securities GNMA GNII ET DI7938 C N/A 3618NRZB0 2065-04-20 3.5 204534.85 179826.77 Agency Mortgage-Backed Securities GNMA GNCL CL DL3194 N/A 3618LERP9 2068-07-15 5.34 4405853.38 4383806.49 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC0710 N/A 3140Y6YG9 2055-07-01 5.5 16710322.61 16694336.40 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDC2619 N/A 3140AP4D3 2055-04-01 7.5 374877.10 401422.15 Agency Mortgage-Backed Securities GNMA GNII ET DE2342 C N/A 3618J7S76 2064-09-20 7.5 97996.35 102650.39 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5854 N/A 31418FQG5 2055-10-01 6 212.78 216.89 Agency Mortgage-Backed Securities GNMA GNII SF DJ7353 C N/A 3618KUE29 2055-06-20 6.5 11227.71 11760.84 Agency Mortgage-Backed Securities GNMA GNII SF DH8012 C N/A 3618KG3V8 2055-01-20 7 273645.83 287989.34 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH2504 N/A 3140UHYA2 2056-06-01 5 708307.26 692122.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2247 N/A 3140U5P91 2056-03-01 5 493519.46 487613.85 Agency Mortgage-Backed Securities GNMA GNII ET DT3013 C N/A 3618W2K21 2066-06-20 6.5 380341.85 396557.98 Agency Mortgage-Backed Securities GNMA GNII SF DR9100 C N/A 3618VJDD9 2056-06-20 7 760853.38 824748.58 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA5550 N/A 3133KMEX9 2051-07-01 3 156138.73 134582.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5534 N/A 31418FEG8 2039-11-01 4.5 1284.57 1267.32 Agency Mortgage-Backed Securities GNMA GNII SP 786916 C N/A 3622ACSD3 2053-08-20 5.5 498127.69 505616.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA5002 N/A 3140A5RY6 2053-11-01 6 699846.40 718053.60 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB7559 N/A 3140AHMH2 2054-07-01 7 229206.89 243786.82 Agency Mortgage-Backed Securities GNMA GNII SF CN5437 C N/A 3617F5BE9 2052-10-20 4 424156.04 391698.92 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM4742 N/A 3140X8HU4 2035-03-01 4 1761.35 1734.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS4010 N/A 3132A4N38 2041-06-01 5 662.60 663.48 Agency Mortgage-Backed Securities GNMA GNII SF CZ1743 C N/A 3618GC5C2 2053-12-20 7 242978.43 257750.39 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD9508 N/A 3140BAR65 2055-08-01 6 353743.69 363534.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX1833 N/A 31425WBB6 2054-12-01 6 307878.26 316591.21 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3VZA3601 N/A 31329MAA8 2043-08-01 4 17661.74 16836.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBH9336 N/A 3140GYLS6 2047-09-01 3.5 236153.31 214344.01 Agency Mortgage-Backed Securities GNMA GNII RG CJ2617 C N/A 3617XJ4A5 2048-03-20 3 2681.20 2336.66 Agency Mortgage-Backed Securities GNMA GNII RG CO2946 C N/A 3617FEHX2 2050-09-20 2.5 300464.52 250308.68 Agency Mortgage-Backed Securities GNMA GNII JM MA9992 M N/A 36180AC50 2039-10-20 4.5 350183.39 338319.17 Agency Mortgage-Backed Securities GNMA GNPL PN DO5677 N/A 3618V2JW8 2061-04-15 5.1 150200.00 147533.05 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY1316 N/A 31426KPA8 2055-04-01 6.5 1346208.35 1407665.00 Agency Mortgage-Backed Securities GNMA GNII ET DN6002 C N/A 3618M8U36 2065-10-20 6.5 505328.35 526633.33 Agency Mortgage-Backed Securities GNMA GNII SF DK0368 C N/A 3618KYMR7 2055-05-20 7 270181.95 284051.29 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLDC6428 N/A 3140AUEA7 2054-11-01 4 215254.40 200214.43 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF3442 N/A 3140BTZG3 2055-10-01 6 464286.40 481176.21 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9742 N/A 3140UDZG7 2056-05-01 5 433862.10 426952.27 Agency Mortgage-Backed Securities GNMA GNII SF DP4283 C N/A 3618MJXL9 2056-01-20 5.5 2024747.92 2085590.24 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5350 N/A 3133WP5K7 2041-04-01 4.5 297010.83 293959.93 Agency Mortgage-Backed Securities GNMA GNII SF DR9627 C N/A 3618VJVU1 2056-06-20 6.5 522807.85 548665.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG8139 N/A 3140UCBH3 2056-04-01 6 333248.76 343922.06 Agency Mortgage-Backed Securities GNMA GNII RG DT0033 C N/A 3618VYBA4 2054-04-20 6 626373.31 656720.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1256 N/A 3140U4ME6 2056-02-01 5.5 282199.25 285713.29 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI0543 N/A 3140UTS96 2056-08-01 6 866463.52 888298.40 Agency Mortgage-Backed Securities GNMA GNII JM MB1206 M N/A 3618N6KU0 2056-06-20 6 4057301.33 4101444.77 Agency Mortgage-Backed Securities GNMA GNII SF DO9183 C N/A 3618V6FY9 2055-12-20 5 578043.10 570598.29 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG7165 N/A 3140UA6B6 2056-05-01 4.5 659999.99 628460.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF2358 N/A 3140BSTQ0 2055-11-01 6 297812.36 307905.82 Agency Mortgage-Backed Securities GNMA GNII SF DN7488 C N/A 3618MAJ91 2055-12-20 5.5 566177.25 575762.82 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF5599 N/A 3140BWGH5 2055-12-01 6.5 330641.58 349786.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0620 N/A 3140UFVN1 2056-05-01 5.5 359108.77 361378.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5013 N/A 3140U8SB7 2056-03-01 5.5 130001.44 131274.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0763 N/A 3140UFZ56 2056-06-01 5.5 433848.62 436011.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB9783 N/A 3142KB2R0 2056-07-01 5 414963.52 408811.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB8067 N/A 3140AH6D9 2054-07-01 5.5 5615.94 5611.52 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT1967 N/A 3140LQFH8 2052-02-01 2.5 143494.82 118884.50 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4623 N/A 31418ED56 2052-06-01 2.5 40690.28 33703.45 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7502 N/A 3132DVKP9 2049-07-01 3.5 109544.15 99266.24 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBX3198 N/A 3140N7RU6 2052-12-01 4 2120.79 1965.40 Agency Mortgage-Backed Securities GNMA GNII SF DB4775 C N/A 3618H7JU7 2054-04-20 7 245222.30 261733.45 Agency Mortgage-Backed Securities GNMA GNII FS MA3862 M N/A 36179SJF5 2046-06-20 3.5 8342.58 7296.93 Agency Mortgage-Backed Securities GNMA GNII SF MA3802 M N/A 36179SGK7 2046-07-20 3 772607.23 685114.87 Agency Mortgage-Backed Securities GNMA GNII SF MA3780 M N/A 36179SFV4 2031-07-20 4 486.90 483.41 Agency Mortgage-Backed Securities GNMA GNII SF MA3664 M N/A 36179SB97 2046-05-20 4 107756.39 101459.36 Agency Mortgage-Backed Securities GNMA GNII SF MA4454 M N/A 36179S5P8 2047-05-20 5 92195.60 92311.09 Agency Mortgage-Backed Securities GNMA GNII SF MA3430 M N/A 36179RY37 2031-02-20 4 24966.83 24548.69 Agency Mortgage-Backed Securities GNMA GNII SF MA3080 M N/A 36179RM55 2030-09-20 4 3332.23 3276.09 Agency Mortgage-Backed Securities GNMA GNII SF MA3034 M N/A 36179RLP2 2045-08-20 3.5 476715.15 432174.06 Agency Mortgage-Backed Securities GNMA GNII SF MA1997 M N/A 36179QGE5 2044-06-20 4.5 43408.81 42079.16 Agency Mortgage-Backed Securities GNMA GNII SF MA1996 M N/A 36179QGD7 2044-06-20 4 22828.00 21565.01 Agency Mortgage-Backed Securities GNMA GNII SF MA1928 M N/A 36179QD99 2030-11-20 8 3125.06 3196.69 Agency Mortgage-Backed Securities GNMA GNII SF MA1523 M N/A 36179NVQ8 2043-12-20 4.5 1997331.59 1935394.34 Agency Mortgage-Backed Securities GNMA GNII FS 004184 M N/A 36202EUH0 2038-07-20 6.5 336.85 340.44 Agency Mortgage-Backed Securities GNMA GNII SF 004027 M N/A 36202EPL7 2037-09-20 5.5 586.95 602.11 Agency Mortgage-Backed Securities GNMA GNII SF 003901 M N/A 36202EKN8 2036-09-20 7 433.91 451.44 Agency Mortgage-Backed Securities GNMA GNII SF 003892 M N/A 36202EKD0 2036-08-20 7 1032.90 1074.62 Agency Mortgage-Backed Securities GNMA GNII SF 003864 M N/A 36202EJH3 2036-06-20 5.5 176.03 180.57 Agency Mortgage-Backed Securities GNMA GNII SF 003819 M N/A 36202EG45 2036-02-20 5.5 153.81 157.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 3NZL0855 N/A 3131XF5Q9 2038-07-01 5.5 11338.48 11352.94 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZK7530 N/A 3131XBLK3 2030-07-01 2.5 1808.08 1749.22 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK6139 N/A 3131X9ZC1 2028-10-01 3 12656.67 12469.36 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZK5103 N/A 3131X8U46 2028-03-01 2.5 7097.26 6993.37 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZJ5948 N/A 3131WWTD6 2032-04-01 7 662.84 698.52 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZJ5214 N/A 3131WVYK6 2030-01-01 7 6632.61 6989.69 Agency Mortgage-Backed Securities FMAC FEPC 08.500 CLZJ4159 N/A 3131WUTQ1 2030-03-01 8.5 177.17 179.67 Agency Mortgage-Backed Securities FMAC FEPC 04.500 3JZJ2789 N/A 3131WTC25 2039-06-01 4.5 11215.47 10941.88 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZJ0764 N/A 3131WQZ59 2040-12-01 4 231423.69 222523.91 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZJ0782 N/A 3131WQ2P1 2040-11-01 4 45878.65 43842.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZI8703 N/A 3131WMU46 2039-04-01 5 330.93 331.37 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZI8552 N/A 3131WMQD1 2039-02-01 5 172708.05 172938.04 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZI5402 N/A 3131WJAB9 2036-11-01 6 141.82 144.56 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZI5086 N/A 3131WHUK1 2036-07-01 7 1281.43 1350.42 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZI4322 N/A 3131WGYT0 2036-03-01 6.5 258.84 273.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZI4002 N/A 3131WGNT2 2035-12-01 5.5 2902.45 2919.04 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZI3405 N/A 3131WFYA3 2035-08-01 5 687.54 677.95 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZA1277 N/A 31329JM20 2042-12-01 3 9547.16 8626.29 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZA0978 N/A 31329JCP0 2036-10-01 7 528.90 557.38 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLZA0846 N/A 31329H5F4 2032-07-01 7.5 3460.73 3589.25 Agency Mortgage-Backed Securities FMAC 06.050 FGPC U31948 G N/A 31321XEV2 2038-06-01 6.05 22713.63 23511.51 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZN1093 N/A 3131Y7GA9 2033-11-01 3.5 3443.03 3329.96 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0611 N/A 3131Y6VC0 2043-02-01 3.5 5016.33 4641.69 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0459 N/A 3131Y6QL6 2042-08-01 3.5 197275.06 182548.61 Agency Mortgage-Backed Securities FMAC FEPC 02.500 3UZN0001 N/A 3131Y6AA7 2030-04-01 2.5 3047.54 2936.54 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM7365 N/A 3131Y2FE3 2048-07-01 4.5 3031.93 2891.98 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM5835 N/A 3131Y0PU0 2048-03-01 4 15509.30 14550.40 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM5794 N/A 3131Y0NK4 2048-03-01 4 1833.17 1719.59 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM6217 N/A 3131Y04A7 2048-04-01 4 2415.05 2263.81 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM4551 N/A 3131XYBU2 2047-10-01 3.5 288361.86 262207.06 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3373 N/A 31427AXB8 2055-09-01 6 1728348.75 1770380.46 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ3120 N/A 31427APE1 2055-08-01 6 212333.99 221578.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ1251 N/A 31426XL97 2055-08-01 6 456897.25 465850.16 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ0917 N/A 31426XAT5 2055-08-01 6 129839.79 134254.35 Agency Mortgage-Backed Securities FNMA FNMS 03.025 CLAU3966 N/A 3138X3MQ2 2043-06-01 3.025 36848.54 32924.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1608 N/A 31418AYE2 2033-10-01 3.5 21900.53 21180.28 Agency Mortgage-Backed Securities FMAC FEPC 02.500 3KZA2903 N/A 31329LGL0 2032-08-01 2.5 43582.73 41696.62 Agency Mortgage-Backed Securities GNMA GNMI SF AB5966 X N/A 36178STX6 2045-09-15 4.5 2379.82 2294.31 Agency Mortgage-Backed Securities GNMA GNII SF BD1446 C N/A 3617BGTB6 2047-11-20 3.5 192601.01 172832.77 Agency Mortgage-Backed Securities GNMA GNII SP 785120 M N/A 3622AASH8 2049-02-20 4 4683653.49 4378201.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC5183 N/A 3140F0XM1 2045-11-01 3.5 25002.44 23245.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7079 N/A 3140XN2M5 2053-03-01 5.5 117222.21 117974.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL4301 N/A 3138ELX73 2042-04-01 4.5 1018.30 997.92 Agency Mortgage-Backed Securities GNMA GNII SF MA1423 M N/A 36179NSL3 2028-11-20 2.5 6044.99 5937.52 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV0691 N/A 3138XBXV1 2043-12-01 4 21253.02 20262.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAS2186 N/A 3138WBNC5 2044-04-01 5 60231.74 59890.03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK0915 N/A 3140HEAR3 2048-07-01 4 11530.05 10812.56 Agency Mortgage-Backed Securities GNMA GNII ET CY6784 C N/A 3618G6RD9 2063-12-20 7.5 56530.48 59235.86 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8172 N/A 3132DWCH4 2051-10-01 2 196.25 155.08 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4630 N/A 3132A5EB7 2045-09-01 3.5 777.84 712.98 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0150 N/A 3132D9EX8 2041-07-01 2 39073.05 33656.22 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8691 N/A 3132A9UQ8 2033-03-01 3.5 434.85 424.18 Agency Mortgage-Backed Securities GNMA GNII SF BU0663 C N/A 3617N1WY2 2050-04-20 4 219439.78 203656.42 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ4693 N/A 3133CVGA6 2054-09-01 6.5 359122.33 376233.31 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4119 N/A 31418DSH6 2050-09-01 2 791883.90 629560.90 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8694 N/A 3132A9UT2 2033-04-01 3.5 28981.69 28254.64 Agency Mortgage-Backed Securities GNMA GNMI SF 508811 X N/A 36211CGU0 2029-09-15 7.5 882.36 891.17 Agency Mortgage-Backed Securities GNMA GNII RG DR6964 C N/A 3618VFWZ7 2054-09-20 5.5 722469.16 727749.92 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC1881 N/A 3140Y8CT1 2056-01-01 6 9973475.78 10182011.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDH0389 N/A 3140UFNF7 2041-05-01 5.5 261987.69 267435.02 Agency Mortgage-Backed Securities GNMA GNII SF DS2085 C N/A 3618VNJ69 2056-06-20 5.5 161304.98 163191.50 Agency Mortgage-Backed Securities GNMA GNII SF DU1379 C N/A 3618WCQ80 2056-07-20 5.5 1391540.93 1404788.86 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0100 N/A 3133W4DD1 2056-08-01 6 695275.09 710665.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE6906 N/A 3140BKU85 2055-12-01 5.5 569841.37 574262.96 Agency Mortgage-Backed Securities GNMA GNCL CL DJ0360 N/A 3618KLMH7 2067-12-15 4.9 799643.06 692194.49 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5973 N/A 31418FT72 2056-02-01 6 253439.94 258341.46 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA1931 N/A 3142JQED7 2055-12-01 4.5 308764.13 294082.39 Agency Mortgage-Backed Securities GNMA GNPL PN DP6819 N/A 3618MMSG9 2061-03-15 5.16 174103.49 171635.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH5384 N/A 3140UL6W6 2056-06-01 4.5 307117.26 291773.07 Agency Mortgage-Backed Securities GNMA GNCL CL DJ4696 N/A 3618KRGD0 2067-11-15 5.8 2692270.46 2766666.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF5749 N/A 3140BWL71 2055-11-01 5.5 446531.93 447079.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4279 N/A 3140U7XH0 2056-04-01 5.5 281294.94 284622.75 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDF2746 N/A 3140BTBQ7 2041-02-01 4.5 219320.89 215980.63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE4455 N/A 3140BG5R0 2055-06-01 6.5 352025.17 365559.01 Agency Mortgage-Backed Securities GNMA GNII ET DL3272 C N/A 3618LET51 2065-08-20 7 479041.71 500526.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF1096 N/A 3140BRGE3 2055-10-01 5 389025.12 380405.36 Agency Mortgage-Backed Securities GNMA GNII SF DJ8579 C N/A 3618KVQ81 2055-06-20 6.5 20623.86 21633.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7683 N/A 3142JWRD0 2056-03-01 5.5 30031.14 29998.81 Agency Mortgage-Backed Securities GNMA GNII SF DN2013 C N/A 3618M4GW7 2055-09-20 6 381035.65 392693.44 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9099 N/A 3133WGDC6 2054-06-01 6.5 129452.32 134932.13 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9773 N/A 3133WG2E4 2054-06-01 6.5 286501.41 299213.67 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI8171 N/A 3133WFCG0 2054-06-01 6 105509.69 108722.46 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI6814 N/A 3133WDSB9 2054-06-01 6.5 360527.54 379792.57 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI4601 N/A 3133WBDE3 2054-05-01 5.5 9454293.30 9463296.93 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI5385 N/A 3133WB6W1 2054-05-01 6.5 133384.92 140187.10 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQI3375 N/A 3133W9XC0 2054-03-01 5 139408.51 136325.03 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQI1181 N/A 3133W7J22 2054-03-01 4.5 4919.66 4686.29 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD1080 N/A 3132DNFV0 2052-05-01 3 1572783.26 1368549.49 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD1011 N/A 3132DNDQ3 2052-04-01 2.5 324634.90 268120.29 Agency Mortgage-Backed Securities GNMA GNII RG CI4462 C N/A 3617X85X8 2044-07-20 4 547402.47 506297.66 Agency Mortgage-Backed Securities GNMA GNPL PN CI3544 N/A 3617X75D4 2064-06-15 2.7 130557.88 111126.30 Agency Mortgage-Backed Securities GNMA GNII RG CI1078 C N/A 3617X5FT2 2047-12-20 3 2828.21 2464.84 Agency Mortgage-Backed Securities GNMA GNII RG CH6755 C N/A 3617WYQG6 2049-04-20 5 364448.09 357251.94 Agency Mortgage-Backed Securities GNMA GNII RG CM2476 C N/A 3617YMXD9 2048-06-20 3.5 1898299.13 1684777.81 Agency Mortgage-Backed Securities GNMA GNII RG CH2338 C N/A 3617WTS34 2047-02-20 3 4295.18 3743.30 Agency Mortgage-Backed Securities GNMA GNII RG CF4626 C N/A 3617W6D71 2040-08-20 5.5 338754.83 346366.42 Agency Mortgage-Backed Securities GNMA GNII SF MA1226 M N/A 36179NLF3 2043-08-20 4.5 2701.47 2628.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4206 N/A 3140UKU84 2056-06-01 5.5 391218.25 390797.82 Agency Mortgage-Backed Securities GNMA GNII ET DP1864 C N/A 3618MGB96 2066-03-20 6 54160.34 55559.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB1235 N/A 3132CXLQ3 2039-07-01 6 27588.97 28615.00 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB1223 N/A 3132CXLC4 2034-02-01 3 55695.34 54599.20 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0917 N/A 3132CXAS1 2037-04-01 3 182607.41 175595.11 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0913 N/A 3132CXAN2 2037-08-01 2.5 23335.64 21699.66 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CISB0767 N/A 3132CWZ80 2037-09-01 4.5 168.03 165.86 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0711 N/A 3132CWYG3 2037-07-01 3 19977.59 18839.19 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0731 N/A 3132CWY40 2037-06-01 2.5 168325.37 156957.23 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0661 N/A 3132CWWW0 2037-04-01 2.5 45645.22 42441.07 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB0297 N/A 3132CWKJ2 2035-03-01 3 38753.33 36955.02 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0097 N/A 3132CWDA9 2034-10-01 2.5 823.87 774.10 Agency Mortgage-Backed Securities GNMA GNCL CL DO7363 N/A 3618V4FC2 2067-09-15 6 686795.02 698805.69 Agency Mortgage-Backed Securities GNMA GNMI SF AA6008 X N/A 36178DU90 2043-01-15 3.5 1597.59 1445.57 Agency Mortgage-Backed Securities GNMA GNMI SF AA5938 X N/A 36178DS36 2042-12-15 3 16783.78 15137.12 Agency Mortgage-Backed Securities GNMA GNMI SF AA0360 X N/A 36177WMH0 2042-05-15 3 31167.62 28134.11 Agency Mortgage-Backed Securities GNMA GNMI SF 792833 X N/A 36177MEF5 2042-01-15 3.75 160105.50 145533.98 Agency Mortgage-Backed Securities GNMA GNII MH 778204 C N/A 36176WKR1 2037-03-20 4.25 53069.18 51869.16 Agency Mortgage-Backed Securities GNMA GNMI SF 771610 X N/A 36176PAK2 2041-11-15 4 111729.34 104770.43 Agency Mortgage-Backed Securities GNMA GNII MH 770222 C N/A 36176MPF4 2031-08-20 4 25458.99 25170.37 Agency Mortgage-Backed Securities GNMA GNII MH 770219 C N/A 36176MPC1 2031-07-20 4 68430.85 67732.74 Agency Mortgage-Backed Securities GNMA GNII ET DQ6073 C N/A 3618MYXA0 2066-04-20 6.5 1088775.56 1135195.15 Agency Mortgage-Backed Securities GNMA GNII ET DQ6064 C N/A 3618MYWZ6 2066-04-20 6 1489041.59 1527497.58 Agency Mortgage-Backed Securities GNMA GNII ET DQ6060 C N/A 3618MYWV5 2065-12-20 6.5 82921.21 86456.62 Agency Mortgage-Backed Securities GNMA GNII ET DQ6065 C N/A 3618MYW29 2066-03-20 6.5 72004.17 75074.05 Agency Mortgage-Backed Securities GNMA GNII ET DQ5721 C N/A 3618MYLA3 2066-01-20 4.5 34972.88 33004.47 Agency Mortgage-Backed Securities GNMA GNII SF DQ5371 C N/A 3618MX6G9 2056-07-20 6 704834.52 732249.76 Agency Mortgage-Backed Securities GNMA GNII ET DQ5271 C N/A 3618MX2C2 2066-06-20 6.5 7856131.69 8191075.25 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1949 N/A 3142K3EX2 2056-05-01 5 265897.33 262289.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB1582 N/A 3142K2XL9 2056-04-01 5.5 1032084.62 1030975.48 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1409 N/A 3142K2R77 2056-04-01 5 287861.91 281554.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB0904 N/A 3142K2AE0 2056-04-01 5.5 7233125.59 7225352.39 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA9729 N/A 3142JYY30 2056-04-01 6.5 363363.40 380758.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA9556 N/A 3142JYTN2 2056-03-01 5.5 381516.88 383466.94 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9224 N/A 3142JYHA3 2056-03-01 5 245096.48 242166.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8831 N/A 3142JXY57 2056-03-01 5 3172080.04 3100485.14 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA8683 N/A 3142JXUH5 2056-02-01 4.5 314679.26 299209.63 Agency Mortgage-Backed Securities GNMA GNII SF DT5096 C N/A 3618W4UV2 2056-06-20 5 276926.16 271926.16 Agency Mortgage-Backed Securities GNMA GNII SF DT5108 C N/A 3618W4U91 2056-07-20 6 390932.56 406376.35 Agency Mortgage-Backed Securities GNMA GNII SF DT4685 C N/A 3618W4F23 2056-06-20 6 912574.59 940671.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA5704 N/A 31418FKS5 2045-04-01 4.5 115460.39 111785.40 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CTMA5696 N/A 31418FKJ5 2045-03-01 7 2424.22 2556.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5712 N/A 31418FK22 2040-05-01 5.5 1429.13 1452.85 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5647 N/A 31418FHZ3 2055-03-01 6 163.87 167.03 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA5643 N/A 31418FHV2 2055-03-01 4 3429111.48 3161823.67 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5632 N/A 31418FHJ9 2040-02-01 6 3302.32 3398.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5651 N/A 31418FH59 2040-03-01 5 501.43 502.95 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA5577 N/A 31418FFT9 2039-10-01 2.5 35731.10 33222.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBP1430 N/A 3140K8SU6 2050-03-01 3.5 333516.54 300675.73 Agency Mortgage-Backed Securities FNMA FNMS 04.490 CA837401 N/A 31407QKN5 2035-08-01 4.49 3634.18 3566.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL932474 N/A 31412Q6K0 2040-02-01 4.5 1160.42 1137.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CL930922 N/A 31412PG70 2039-04-01 4.5 4063.83 3982.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CT929229 N/A 31412MLJ5 2028-03-01 5 5798.17 5818.31 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL905745 N/A 31411EHW0 2036-12-01 6.5 1547.87 1631.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 NP904918 N/A 31411DK73 2037-02-01 5.5 1656.21 1620.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CT890827 N/A 31410LVU3 2037-12-01 3.5 517310.85 486699.84 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CT890539 N/A 31410LLU4 2033-04-01 2.5 1020.39 960.97 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL889072 N/A 31410GW90 2037-12-01 6.5 2040.93 2167.46 Agency Mortgage-Backed Securities FNMA FNMS 07.500 NP888738 N/A 31410GLT8 2037-10-01 7.5 4286.24 4489.57 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAL7320 N/A 3138EQD25 2030-09-01 3 1382.87 1356.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL8088 N/A 3138EQ7A4 2046-02-01 4 74760.37 70781.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CVAL8047 N/A 3138EQ5H1 2030-11-01 3.5 1042.50 1028.64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAL6761 N/A 3138EPQP2 2030-05-01 3 11902.05 11665.28 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL7072 N/A 3138EP2E3 2045-05-01 4.5 10667.83 10353.62 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLAL6040 N/A 3138ENWA3 2038-08-01 7.5 106379.13 112116.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL5734 N/A 3138ENLQ0 2029-09-01 3.5 1348.45 1334.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAL4192 N/A 3138ELUS0 2028-10-01 3.5 3105.76 3083.02 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL9246 N/A 3131XRHX5 2045-03-01 3 2686.58 2395.01 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL8672 N/A 3131XQT55 2044-11-01 3.5 126184.86 116562.60 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL8954 N/A 3131XQ5P7 2045-01-01 4 23849.74 22589.36 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL7934 N/A 3131XPY77 2044-04-01 4 42352.34 40287.55 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL7655 N/A 3131XPQG6 2044-01-01 3.5 5079.72 4729.22 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL6960 N/A 3131XNWV1 2043-08-01 3 1121.01 996.30 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL6569 N/A 3131XNJN4 2043-07-01 3.5 30729.04 28609.68 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL5915 N/A 3131XMSC0 2043-05-01 3.5 63694.69 59214.38 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC6956 N/A 3140AUWS8 2054-11-01 6.5 262570.91 274754.11 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC6836 N/A 3140AUS20 2054-11-01 6.5 328757.00 342347.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDC6604 N/A 3140AUKS1 2039-11-01 5 347032.93 349735.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC5602 N/A 3140ATGL4 2054-10-01 5 814552.28 795119.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC5564 N/A 3140ATFE1 2054-10-01 5.5 230026.41 229863.86 Agency Mortgage-Backed Securities GNMA GNMI SP 781096 X N/A 36225BGD4 2028-12-15 6.5 818.62 834.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS0024 N/A 3138W9A26 2043-07-01 3.5 169964.64 157799.02 Agency Mortgage-Backed Securities GNMA GNMI SF 517072 X N/A 36211MMV9 2029-12-15 8 344.07 349.91 Agency Mortgage-Backed Securities GNMA GNII SF DM6327 C N/A 3618LWA44 2055-11-20 6.5 1739104.58 1859232.65 Agency Mortgage-Backed Securities GNMA GNII SF DQ8415 C N/A 3618N2K47 2056-05-20 6.5 401106.48 420941.87 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG4180 N/A 3140U7UE0 2056-03-01 4.5 321919.12 305586.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1949 N/A 3140U5EX0 2056-04-01 5.5 423821.92 424261.14 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG4421 N/A 3140U74F6 2056-04-01 4.5 302121.56 287683.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA5409 N/A 3142JUAK6 2056-02-01 5 599342.22 584356.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG8998 N/A 3140UC7L9 2056-05-01 5 380403.85 373662.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0747 N/A 3140UFZM9 2056-06-01 5.5 368882.08 371523.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG4547 N/A 3140U8BR0 2056-04-01 5.5 370515.74 374368.85 Agency Mortgage-Backed Securities GNMA GNII SP 788238 M N/A 3622AEBF2 2052-05-20 3 12376853.11 10860317.30 Agency Mortgage-Backed Securities GNMA GNII ET DR6239 C N/A 3618VE4Y4 2065-04-20 6.5 26176.88 27292.95 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB1847 N/A 3142K3BR8 2056-04-01 6 258170.70 266537.76 Agency Mortgage-Backed Securities GNMA GNII SF DQ0947 C N/A 3618MTBQ0 2056-02-20 6 517108.66 529235.89 Agency Mortgage-Backed Securities GNMA GNII SF DP0256 C N/A 3618MEH95 2055-12-20 7.5 1164609.53 1272086.69 Agency Mortgage-Backed Securities GNMA GNCL CL DO7383 N/A 3618V4FY4 2068-05-15 5.74 101478.20 105046.92 Agency Mortgage-Backed Securities GNMA GNII SF DQ9793 C N/A 3618N33A0 2056-05-20 6 836342.69 877704.85 Agency Mortgage-Backed Securities GNMA GNII ET DM7606 C N/A 3618LXNX4 2065-10-20 7 1355447.21 1415742.02 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB5713 N/A 3142K7K32 2056-06-01 5 363968.82 359206.17 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA5488 N/A 3140W6C26 2056-01-01 6.5 2009568.61 2113344.07 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB7069 N/A 3142K82B2 2056-07-01 6.5 447249.25 468247.45 Agency Mortgage-Backed Securities GNMA GNII ET DR9050 C N/A 3618VJBT6 2066-04-20 5 49660.94 48742.84 Agency Mortgage-Backed Securities GNMA GNII SF DN3214 C N/A 3618M5SB7 2055-11-20 6 278323.34 284864.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4048 N/A 3140UKQA4 2056-06-01 5 292779.18 288263.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA4290 N/A 3140W4XU6 2056-01-01 5.5 12542531.72 12591802.96 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8432 N/A 3142JXLN2 2056-03-01 5 339006.51 331933.71 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTC0396 N/A 3133W4NM0 2056-07-01 4.5 522070.46 496765.19 Agency Mortgage-Backed Securities GNMA GNII SF MA7312 M N/A 36179WDR6 2051-04-20 2.5 665819.78 561358.87 Agency Mortgage-Backed Securities FNMA FNMS 06.000 GLCB5341 N/A 3140QQ5B7 2052-12-01 6 106537.36 108889.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4352 N/A 3140QPZS9 2052-08-01 5 112050.28 111020.16 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBV2781 N/A 3140MGCT6 2052-02-01 2.5 278570.34 230373.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBV1664 N/A 3140MEZ66 2055-05-01 5.5 646107.71 654129.35 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV0555 N/A 3140MDTM0 2052-01-01 4 246112.72 227804.72 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBU8850 N/A 3140MAZQ0 2052-05-01 3 62534546.64 53949741.54 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU5889 N/A 3140M7RK9 2051-12-01 2 5491.06 4365.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBU5458 N/A 3140M7B42 2054-12-01 4 266140.20 245449.49 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBU5069 N/A 3140M6T37 2054-09-01 4.5 857808.13 818265.75 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBU1416 N/A 3140M2SE3 2052-01-01 3 7158.18 6242.62 Agency Mortgage-Backed Securities GNMA GNII SF MA1156 M N/A 36179NH92 2043-07-20 3 21339.06 19156.61 Agency Mortgage-Backed Securities GNMA GNII SF MA0700 M N/A 36179MX54 2043-01-20 4 52569.10 49709.41 Agency Mortgage-Backed Securities GNMA GNII SF MA0317 M N/A 36179MK66 2042-08-20 3 57575.27 51977.80 Agency Mortgage-Backed Securities GNMA GNII SF MA0088 M N/A 36179MCZ1 2042-05-20 3.5 804105.88 743578.15 Agency Mortgage-Backed Securities GNMA GNII SF MA0852 M N/A 36179M5M8 2043-03-20 3.5 774854.67 714807.82 Agency Mortgage-Backed Securities GNMA GNMI SF AB9108 X N/A 36178WDM8 2042-10-15 3 21746.76 19669.69 Agency Mortgage-Backed Securities GNMA GNMI SF AB1751 X N/A 36178L5L3 2042-09-15 4 8131.88 7615.31 Agency Mortgage-Backed Securities GNMA GNMI SF AA8273 X N/A 36178GFN9 2042-07-15 3.5 62827.78 57448.26 Agency Mortgage-Backed Securities GNMA GNII SF BL7755 C N/A 3617JLTL5 2049-05-20 4 13065.82 11953.31 Agency Mortgage-Backed Securities GNMA GNMI SF BJ9908 X N/A 3617HYAH8 2049-02-15 5.5 76162.55 79827.83 Agency Mortgage-Backed Securities GNMA GNMI SF BE9562 X N/A 3617G4TT9 2048-01-15 5 155952.02 153866.27 Agency Mortgage-Backed Securities GNMA GNII SF BE5659 C N/A 3617G0JC5 2048-04-20 4 32961.41 30318.35 Agency Mortgage-Backed Securities GNMA GNMI SF 769645 X N/A 36176LZJ7 2041-12-15 4.5 7108.65 7031.73 Agency Mortgage-Backed Securities GNMA GNMI SF 763874 X N/A 36176EMX6 2043-08-15 4.5 28441.26 28133.67 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB9376 N/A 3142KBM23 2056-07-01 4.5 337897.15 320884.71 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLTB6984 N/A 3142K8XN2 2056-06-01 4 404463.70 372868.34 Agency Mortgage-Backed Securities GNMA GNMI SF AX7301 X N/A 36196KDE0 2047-03-15 4.5 10508.65 10273.52 Agency Mortgage-Backed Securities GNMA GNMI SF AX6585 X N/A 36196JJ64 2047-06-15 5 59771.61 59134.37 Agency Mortgage-Backed Securities GNMA GNMI SF AX6089 X N/A 36196HXS4 2047-03-15 4.5 25294.54 24471.83 Agency Mortgage-Backed Securities GNMA GNMI SF AX5590 X N/A 36196HF70 2046-11-15 5 2669.83 2640.00 Agency Mortgage-Backed Securities GNMA GNMI SF AX2580 X N/A 36196D2M0 2046-12-15 2.5 34262.16 28978.91 Agency Mortgage-Backed Securities GNMA GNMI SF AR0788 X N/A 36192S2V1 2046-05-15 3.5 140957.03 127846.15 Agency Mortgage-Backed Securities GNMA GNII SF DT8784 C N/A 3618W8XM0 2056-07-20 6.5 476667.97 502349.73 Agency Mortgage-Backed Securities GNMA GNII SF DT8776 C N/A 3618W8XD0 2056-07-20 5.5 260846.00 264181.00 Agency Mortgage-Backed Securities GNMA GNII SF DT6183 C N/A 3618W52Q1 2056-07-20 6 1423206.41 1469504.73 Agency Mortgage-Backed Securities GNMA GNII SF DT5139 C N/A 3618W4V82 2056-07-20 6 374921.00 390435.23 Agency Mortgage-Backed Securities GNMA GNII ET DT0140 C N/A 3618VYEM5 2066-07-20 6 5480472.60 5622016.76 Agency Mortgage-Backed Securities GNMA GNII ET DT0064 C N/A 3618VYB97 2066-07-20 6 5317170.11 5454496.66 Agency Mortgage-Backed Securities GNMA GNII ET DT0026 C N/A 3618VYA31 2066-07-20 6 1463511.03 1501307.67 Agency Mortgage-Backed Securities GNMA GNII SF DS9647 C N/A 3618VWWG2 2056-06-20 5.5 2829441.98 2908290.98 Agency Mortgage-Backed Securities GNMA GNII ET DS9356 C N/A 3618VWMD0 2066-02-20 7 126555.32 132321.09 Agency Mortgage-Backed Securities GNMA GNII SF DS9024 C N/A 3618VWAZ4 2056-07-20 6 625530.96 659572.98 Agency Mortgage-Backed Securities GNMA GNII SF DS8877 C N/A 3618VV2J1 2056-07-20 6 565455.16 589117.76 Agency Mortgage-Backed Securities GNMA GNII SF DS7518 C N/A 3618VUK79 2056-07-20 4.5 435827.40 408324.52 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY5067 N/A 3140NMTZ0 2053-07-01 5.5 192484.89 192766.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBY4909 N/A 3140NMN37 2053-07-01 4.5 263715.22 251397.34 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY4854 N/A 3140NMMC8 2053-06-01 5 199569.08 194874.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIBY4182 N/A 3140NLUG2 2038-06-01 5.5 200243.59 205444.38 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE3948 N/A 3140BGL68 2055-06-01 7 401711.87 430661.77 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE4448 N/A 3140BG5J8 2055-07-01 6.5 1057938.08 1116525.28 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE2564 N/A 3140BEZ68 2055-07-01 6.5 387934.43 405620.62 Agency Mortgage-Backed Securities USTR TINT 08/15/30 N/A 912833XY1 2030-08-15 0 43001303.91 36005765.79 U.S. Treasuries (including strips) USTR TINT 08/15/34 N/A 9128334Y3 2034-08-15 0 39160210.68 26972456.63 U.S. Treasuries (including strips) USTR 1 7/8 TPRN B 32 N/A 912821HJ7 2032-02-15 0 120373.67 94276.05 U.S. Treasuries (including strips) USTR 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 36276725.98 33386824.40 U.S. Treasuries (including strips) USTR TINT 11/15/29 N/A 912833XT2 2029-11-15 0 28512444.13 24712932.85 U.S. Treasuries (including strips) GNMA GNII SF DT5359 C N/A 3618W45U2 2056-06-20 5.5 489581.47 500301.52 Agency Mortgage-Backed Securities GNMA GNII SF DT3577 C N/A 3618W26N1 2056-07-20 5 277680.96 272667.89 Agency Mortgage-Backed Securities GNMA GNII ET DT2613 C N/A 3618W13W6 2066-03-20 5 111428.91 109368.78 Agency Mortgage-Backed Securities GNMA GNII ET DQ0360 C N/A 3618MSMH0 2066-03-20 6.5 332070.98 346228.72 Agency Mortgage-Backed Securities GNMA GNII ET DQ0239 C N/A 3618MSHQ6 2066-02-20 7 339987.31 355476.90 Agency Mortgage-Backed Securities GNMA GNII ET DQ0174 C N/A 3618MSFP0 2066-02-20 7 104395.94 108893.14 Agency Mortgage-Backed Securities GNMA GNII ET DQ0153 C N/A 3618MSE22 2065-12-20 6.5 37839.56 39452.84 Agency Mortgage-Backed Securities GNMA GNII ET DP9942 C N/A 3618MRBK7 2065-11-20 6.5 43425.02 45276.44 Agency Mortgage-Backed Securities GNMA GNII ET DP9940 C N/A 3618MRBH4 2065-12-20 6.5 678522.42 707451.00 Agency Mortgage-Backed Securities GNMA GNII ET DP9918 C N/A 3618MRAT9 2066-01-20 7 702542.82 736461.11 Agency Mortgage-Backed Securities GNMA GNII ET DP9911 C N/A 3618MRAL6 2066-01-20 7 1355833.26 1421293.34 Agency Mortgage-Backed Securities GNMA GNII ET DP8550 C N/A 3618MPQB5 2066-01-20 6.5 672244.57 700905.49 Agency Mortgage-Backed Securities GNMA GNII ET DP8340 C N/A 3618MPHR0 2066-02-20 5.5 374006.36 374832.67 Agency Mortgage-Backed Securities GNMA GNII SF DP7886 C N/A 3618MNXP1 2056-01-20 6 628423.96 660512.55 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8530 N/A 3140BMPQ7 2055-09-01 6.5 190611.93 199181.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE7233 N/A 3140BLBB7 2055-07-01 5.5 334820.30 335234.58 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE7205 N/A 3140BLAF9 2055-07-01 7 189289.81 200242.18 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZI2243 N/A 3131WEP40 2034-07-01 7 1756.60 1851.17 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZI1139 N/A 3131WDHQ2 2033-12-01 5.5 176.38 176.69 Agency Mortgage-Backed Securities FMAC 04.000 FGPC C91942 G N/A 3128P8EP2 2037-06-01 4 605.62 587.57 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G18592 G N/A 3128MMUS0 2031-03-01 3 188.55 183.36 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08741 G N/A 3128MJZF0 2047-01-01 3 155575.70 137046.64 Agency Mortgage-Backed Securities FMAC 06.000 FGPC A65953 G N/A 3128KWTJ2 2037-10-01 6 2212.68 2288.75 Agency Mortgage-Backed Securities FMAC 05.700 FGPC T30075 G N/A 31286DCL3 2037-03-01 5.7 15471.28 15727.49 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ3763 N/A 3133CUFC5 2054-08-01 7 463791.17 491842.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ2847 N/A 3133CTEU9 2054-09-01 5 197506.44 196248.65 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQJ2001 N/A 3133CSGJ4 2054-07-01 7 190340.71 203941.19 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA4129 N/A 3140W4ST5 2053-06-01 4 341623.61 316559.14 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA4004 N/A 3140W4NW3 2055-12-01 5 300657.13 293283.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3747 N/A 3140W4EV5 2054-11-01 5.5 7848871.56 7950320.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA3643 N/A 3140W4BM8 2055-11-01 5.5 13878139.38 13880697.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIFA3067 N/A 3140W3MR7 2040-06-01 6 73102.62 75217.18 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA2839 N/A 3140W3EM7 2052-07-01 2.5 6821867.34 5615497.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2630 N/A 3140W24Q1 2055-08-01 5.5 1364568.13 1372009.57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA2569 N/A 3140W22B6 2055-02-01 6.5 1414992.97 1486162.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1633 N/A 3140W1Y72 2054-12-01 5.5 7028.87 7042.03 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFA1430 N/A 3140W1SU8 2037-06-01 2.5 215.56 200.95 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIFA1068 N/A 3140W1FJ7 2040-02-01 5.5 1315446.43 1338251.45 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA0901 N/A 3140W1AB9 2052-10-01 2 964.82 762.05 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBY2996 N/A 3140NKKJ9 2053-04-01 7 345524.80 380057.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC3244 N/A 3140AQTA0 2054-09-01 5.5 680451.61 684262.36 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC2917 N/A 3140AQG30 2054-08-01 7 256954.95 275415.19 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDC2808 N/A 3140AQDN9 2054-08-01 7 301007.74 326121.22 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5230 N/A 3133KYY37 2043-05-01 5.5 3780.93 3837.92 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTRB5162 N/A 3133KYWX3 2042-06-01 3 26059.87 23864.59 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CTRB5132 N/A 3133KYVZ9 2041-10-01 2.5 33077.59 29306.52 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTRB5322 N/A 3133KY4F3 2044-12-01 4 159664.98 151543.35 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTRB1131 N/A 3133KUHG5 2044-11-01 5 274956.48 272546.39 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA9616 N/A 3133KRVH4 2053-08-01 5 91205.33 89435.46 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA9474 N/A 3133KRQ31 2053-07-01 6 1103.42 1135.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9397 N/A 3133KRNN0 2053-07-01 5.5 207582.97 210302.58 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA8253 N/A 3133KQE28 2052-12-01 5.5 57366.64 57874.36 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8698 N/A 3132A9UX3 2033-05-01 3.5 167195.53 163015.09 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS8679 N/A 3132A9UC9 2032-12-01 3 504.58 483.96 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8652 N/A 3132A9TH0 2032-04-01 3.5 4755.16 4654.94 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8670 N/A 3132A9T31 2032-09-01 3.5 21987.01 21486.95 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS8602 N/A 3132A9RX7 2031-03-01 3 65508.96 63635.73 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8607 N/A 3132A9R41 2031-04-01 3.5 1628.91 1600.60 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS8605 N/A 3132A9R25 2031-04-01 2.5 627.30 602.91 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM6031 N/A 3140X9VZ5 2051-02-01 2 5216.04 4115.02 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA4179 N/A 3133KKUC1 2050-12-01 2.5 242955.21 200234.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ6316 N/A 3140H8AS4 2048-02-01 4.5 6378.20 6177.09 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB7506 N/A 3140AHKU5 2054-07-01 7 189145.48 201529.09 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD4556 N/A 3132DSBZ4 2054-01-01 4 1312.91 1214.24 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM0187 N/A 3131XTF47 2045-09-01 4 32463.87 30467.74 Agency Mortgage-Backed Securities GNMA GNII SP 787516 M N/A 3622ADGZ5 2051-12-20 4.5 222181.27 214241.85 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM6663 N/A 3140XAMM1 2051-03-01 3 2226274.89 1921097.13 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8012 N/A 3132DV3V5 2049-09-01 4 70244.28 65813.86 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB0510 N/A 3132CWR71 2036-04-01 1.5 13240.24 11840.48 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB1928 N/A 3140ABEA9 2054-08-01 7 268857.12 287908.96 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4179 N/A 31418DUD2 2035-11-01 2 262069.97 238469.69 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQI9554 N/A 3133WGTK1 2054-06-01 7 417737.06 445775.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA4014 N/A 31418DN81 2035-05-01 3 731.69 695.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD7140 N/A 3132DU4Z7 2054-12-01 5 159467.68 156373.32 Agency Mortgage-Backed Securities GNMA GNII SF DL3831 C N/A 3618LFHG7 2055-10-20 6.5 308670.98 323768.28 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ6001 N/A 31427DU33 2055-10-01 6.5 94555.52 98665.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2700 N/A 3140W3AA7 2055-08-01 5.5 7226351.08 7261336.25 Agency Mortgage-Backed Securities GNMA GNII ET DL3002 C N/A 3618LEKP6 2065-05-20 7 140633.90 146941.37 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB8380 N/A 3132D6JZ4 2040-04-01 6 3817.41 3928.18 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3223 N/A 31427ASM0 2055-08-01 6.5 375299.24 392606.41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBU1062 N/A 3140M2FC1 2051-10-01 2.5 289316.28 238762.12 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBU0070 N/A 3140M1CG7 2051-10-01 2.5 691763.06 569420.15 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBT9390 N/A 3140LYNG4 2051-11-01 3 256157.94 222778.00 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT6953 N/A 3140LVWP0 2051-07-01 2.5 231390.66 195680.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBT4909 N/A 3140LTN34 2051-07-01 3.5 2984.90 2676.27 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT4813 N/A 3140LTK37 2051-07-01 2.5 157779.25 133042.52 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBT4771 N/A 3140LTJR6 2051-08-01 2 256338.48 201590.91 Agency Mortgage-Backed Securities GNMA GNII SF DR2611 C N/A 3618VA3U1 2056-05-20 6.5 361941.33 380764.69 Agency Mortgage-Backed Securities GNMA GNII ET DR0464 C N/A 3618V8QR8 2066-02-20 6.5 1488569.75 1552032.94 Agency Mortgage-Backed Securities GNMA GNII SF DR0168 C N/A 3618V8FH2 2056-04-20 5 326490.96 322017.60 Agency Mortgage-Backed Securities GNMA GNII SF DR0145 C N/A 3618V8ES9 2056-04-20 5 283787.36 279899.10 Agency Mortgage-Backed Securities GNMA GNII SF DR0092 C N/A 3618V8C51 2056-04-20 5.5 2356758.76 2381243.91 Agency Mortgage-Backed Securities GNMA GNII SF DO9535 C N/A 3618V6SY5 2055-12-20 4.5 322253.52 302888.02 Agency Mortgage-Backed Securities GNMA GNII BD DO9144 C N/A 3618V6ER5 2055-12-20 4.5 548081.36 510981.73 Agency Mortgage-Backed Securities GNMA GNII SF DO8889 C N/A 3618V52W9 2055-12-20 6.5 380957.53 396291.32 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS4764 N/A 3140XLJJ8 2052-02-01 2.5 78524.54 66135.99 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS4759 N/A 3140XLJD1 2037-04-01 2.5 4162.02 3877.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS4752 N/A 3140XLH68 2052-10-01 3.5 3291.03 2947.08 Agency Mortgage-Backed Securities GNMA GNII ET DO6852 C N/A 3618V3TH8 2066-06-20 6 759390.89 779003.68 Agency Mortgage-Backed Securities GNMA GNII SF DO6851 C N/A 3618V3TG0 2056-06-20 6 2806416.08 2892834.05 Agency Mortgage-Backed Securities GNMA GNPL PN DO6586 N/A 3618V3J71 2061-06-15 5.3 4301269.75 4317733.58 Agency Mortgage-Backed Securities GNMA GNPL PN DO6581 N/A 3618V3J22 2056-03-15 4.99 532208.86 518728.72 Agency Mortgage-Backed Securities GNMA GNPL PN DO5676 N/A 3618V2JV0 2061-04-15 5.1 146139.44 143544.58 Agency Mortgage-Backed Securities GNMA GNCL CL DO5687 N/A 3618V2J81 2053-06-15 5.72 1631705.34 1642240.72 Agency Mortgage-Backed Securities GNMA GNII SF DO5516 C N/A 3618V2DV6 2055-11-20 6 813266.83 845990.25 Agency Mortgage-Backed Securities GNMA GNII SF DO3742 C N/A 3618V0EP2 2055-12-20 6.5 771508.53 811109.04 Agency Mortgage-Backed Securities GNMA GNII SF DO3654 C N/A 3618V0BX8 2055-11-20 6.5 1325716.48 1396620.66 Agency Mortgage-Backed Securities GNMA GNII SF DO2176 C N/A 3618NXMZ8 2055-11-20 6.5 354919.12 372328.14 Agency Mortgage-Backed Securities GNMA GNII SF DO2103 C N/A 3618NXKQ0 2055-10-20 6.5 203911.58 213944.57 Agency Mortgage-Backed Securities GNMA GNII ET DO1993 C N/A 3618NXGA0 2066-03-20 6 167612.21 171941.13 Agency Mortgage-Backed Securities GNMA GNII ET DO1856 C N/A 3618NXBZ0 2065-12-20 6.5 194699.09 203000.03 Agency Mortgage-Backed Securities GNMA GNII ET DO1855 C N/A 3618NXBY3 2065-12-20 6 713163.54 731582.41 Agency Mortgage-Backed Securities GNMA GNII ET DO1606 C N/A 3618NWYB0 2066-04-20 6 443764.97 455225.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB5615 N/A 31417CGZ2 2042-07-01 3.5 986.39 912.76 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS9487 N/A 3138WKRH0 2047-05-01 4 140855.49 132346.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS9831 N/A 3138WK4R3 2047-06-01 4 12134.24 11384.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS8980 N/A 3138WJ6S2 2047-03-01 4.5 19984.96 19362.95 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS7557 N/A 3138WHMF6 2046-07-01 4 3876.40 3671.93 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7533 N/A 3138WHLP5 2046-07-01 3 67781.09 60079.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAS7066 N/A 3138WGZ80 2031-04-01 3.5 11740.72 11503.40 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE2431 N/A 3140BEVZ8 2055-05-01 6.5 495543.75 520683.02 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE2348 N/A 3140BETE8 2055-06-01 6 383037.83 394842.68 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE2002 N/A 3140BEGL6 2055-06-01 6.5 222792.10 232743.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE1634 N/A 3140BDY87 2055-06-01 5.5 597210.37 605444.90 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE1603 N/A 3140BDX96 2055-07-01 6.5 619034.42 648971.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CIDE0555 N/A 3140BCTM4 2040-05-01 6.5 342078.34 358006.76 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD9942 N/A 3140BBBL7 2055-05-01 6.5 305863.84 320859.32 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD9578 N/A 3140BAUC8 2055-05-01 6.5 435871.54 452724.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG0610 N/A 3133C0VB5 2053-04-01 5.5 199535.18 204043.54 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG0506 N/A 3133C0R38 2053-03-01 6 252759.88 261836.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG0117 N/A 3133C0DW9 2053-04-01 6 486964.63 501228.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF8462 N/A 3133BWMK6 2053-03-01 5.5 190631.01 191502.64 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQF7513 N/A 3133BVK20 2052-12-01 6.5 250863.66 263463.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF7190 N/A 3133BU7B7 2053-02-01 5.5 165030.17 168310.69 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF5920 N/A 3133BTSH4 2052-12-01 6 135517.22 139004.90 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF5465 N/A 3133BTCA6 2052-12-01 5 48345.33 47356.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF3725 N/A 3133BRD68 2052-11-01 5 486724.57 477460.58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQF2290 N/A 3133BPRK6 2052-10-01 6 374649.95 385632.44 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD9507 N/A 3140BAR57 2055-07-01 6 248750.30 255711.33 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD9320 N/A 3140BALA2 2055-05-01 6.5 181031.70 189238.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9294 N/A 3140BAKG0 2055-04-01 5.5 264278.47 264061.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD9140 N/A 3140BAEN2 2055-05-01 5.5 346206.61 345898.26 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8819 N/A 3140B9YR4 2055-06-01 6.5 298966.68 315219.31 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD8871 N/A 3140B92D0 2055-07-01 7 290438.37 314802.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD7836 N/A 3140B8V65 2055-04-01 6 438560.45 447061.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDD7751 N/A 3140B8TH4 2055-05-01 4.5 409739.89 392915.56 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD7680 N/A 3140B8RA1 2055-05-01 6.5 449010.86 468954.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD7311 N/A 3140B8DR9 2055-06-01 5.5 275338.51 279356.62 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD6204 N/A 3140B63N3 2055-04-01 6 1453616.25 1504396.88 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD4565 N/A 3140B5CB1 2055-05-01 6 292261.76 299418.38 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD4140 N/A 3140B4S68 2055-03-01 6.5 208633.13 218221.42 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD2836 N/A 3140B3EJ7 2055-06-01 7 228292.91 247915.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDD2408 N/A 3140B2VA9 2055-02-01 5 270020.88 265073.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD2095 N/A 3140B2KH6 2055-02-01 5.5 249315.29 253148.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDD1392 N/A 3140B1RN8 2055-02-01 5 316986.06 309339.62 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE4076 N/A 3133BDQ57 2052-06-01 5 17222.21 16929.98 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQE2314 N/A 3133BBSB6 2052-04-01 2.5 25014.71 20670.49 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE1600 N/A 3133BAX55 2052-05-01 4 4924.05 4567.40 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQE0327 N/A 3133B9LG7 2052-04-01 2.5 5647.64 4674.99 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQE0181 N/A 3133B9FW9 2052-04-01 3 2074.04 1794.40 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY2375 N/A 3140NJT95 2053-05-01 6 125119.90 129225.96 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY2239 N/A 3140NJPZ1 2053-05-01 6.5 313357.95 329468.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY0716 N/A 3140NGYN4 2053-04-01 6 342173.00 353739.81 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIBY0304 N/A 3140NGKS8 2038-06-01 5.5 193883.20 198638.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBX9513 N/A 3140NESB2 2053-03-01 5.5 338380.68 339698.78 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBE9826 N/A 3140FV4L7 2047-03-01 4 84438.85 79437.40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBE7150 N/A 3140FS5L3 2032-02-01 3.5 864.03 842.64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBD8952 N/A 3140FG5N5 2046-11-01 3 98693.30 87352.45 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CQBD1054 N/A 3140F8E45 2036-05-01 3.5 35544.01 33701.33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBC8395 N/A 3140F4KH8 2046-05-01 2.5 28138.87 23850.54 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC2081 N/A 3140EWJ30 2046-05-01 3 92190.18 81714.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBA4561 N/A 3140E9B70 2030-12-01 3.5 1452.62 1432.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7377 N/A 3140BYFT6 2055-12-01 5.5 435892.38 440087.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDF8033 N/A 3140BY4T8 2040-12-01 4.5 127900.99 126019.57 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS3208 N/A 3140XJR62 2052-05-01 2 2183.73 1721.30 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTFS2731 N/A 3140XJA94 2038-08-01 3 5055.06 4747.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4386 N/A 3140UK2U6 2056-07-01 5 568358.01 556115.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH3406 N/A 3140UJYC4 2056-06-01 4.5 308487.05 292835.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH3330 N/A 3140UJVY9 2056-06-01 5 359956.29 357720.13 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH2712 N/A 3140UJAN6 2056-04-01 4.5 542209.83 514783.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1589 N/A 3140UGXT4 2056-05-01 5 1038531.27 1012180.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1600 N/A 3140UGX64 2056-05-01 5.5 362853.25 363227.84 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDH1481 N/A 3140UGUF7 2041-06-01 4.5 386503.54 381683.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1265 N/A 3140UGMP4 2056-06-01 5.5 371042.25 372024.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0743 N/A 3140UFZH0 2056-06-01 5 283930.02 278490.68 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2578 N/A 3132DP2K3 2053-03-01 6 33403.94 34279.09 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX7206 N/A 3140NCAG4 2053-03-01 6.5 419117.59 445427.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX6021 N/A 3140NAVP5 2053-02-01 5 181558.92 178485.79 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLBX5535 N/A 3140NAEH2 2053-01-01 7.5 172676.47 191566.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX4870 N/A 3140N9MU7 2053-01-01 6.5 141114.52 150355.64 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLBX4678 N/A 3140N9FU5 2053-01-01 7.5 233965.08 253248.95 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBX4430 N/A 3140N84Q8 2053-09-01 3 7637.87 6577.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX2320 N/A 3140N6SJ2 2052-12-01 5 113123.75 110852.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIBX2130 N/A 3140N6LL4 2037-12-01 5 130740.62 131693.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX1865 N/A 3140N6CB6 2052-11-01 5 231495.91 229589.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX0410 N/A 3140N4N45 2052-11-01 5 544481.57 533448.01 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9766 N/A 3140N2Z87 2053-06-01 5 146905.51 144250.44 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW9898 N/A 3140N27L9 2052-10-01 4.5 614415.92 588130.60 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBW7282 N/A 3140N0CU7 2052-07-01 2 13418.34 10591.85 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBW6967 N/A 3140MYW57 2053-01-01 7 369115.67 406060.22 Agency Mortgage-Backed Securities GNMA GNII SF MA9850 M N/A 36179Y5K6 2054-08-20 5 228651.55 223931.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3385 N/A 31418CXP4 2048-06-01 4.5 653.22 629.22 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRBM4482 N/A 3140J86U2 2043-01-01 4 41763.88 39812.60 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIBP7594 N/A 3140KFNL5 2035-11-01 1.5 92779.53 82535.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA5561 N/A 31418FFB8 2044-12-01 4.5 75942.17 74083.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5585 N/A 31418FF36 2055-01-01 5 1328104.05 1295998.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC9422 N/A 3140AXPG6 2055-03-01 5.5 123161.74 123029.14 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC9341 N/A 3140AXLX3 2054-12-01 4.5 268316.69 255946.76 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC7952 N/A 3140AVZS3 2054-12-01 6.5 330906.42 344839.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC7541 N/A 3140AVLX7 2055-01-01 6 505135.77 517764.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC7488 N/A 3140AVKA8 2054-12-01 5.5 289157.72 289121.09 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIDC7421 N/A 3140AVG70 2039-12-01 6 212537.47 219908.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC7048 N/A 3140AUZN6 2054-11-01 4.5 313536.44 297629.16 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTFM3321 N/A 3140X6VP3 2038-11-01 4.5 1149.05 1144.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFM3041 N/A 3140X6LX7 2049-08-01 5.5 24950.14 25389.77 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM3027 N/A 3140X6LH2 2046-12-01 2.5 27134.49 22979.40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM2412 N/A 3140X5VE0 2035-01-01 3.5 2477.46 2401.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1635 N/A 3140X4Y91 2049-09-01 3.5 35018.46 31358.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM1634 N/A 3140X4Y83 2049-06-01 3.5 5632.65 5106.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIFM1381 N/A 3140X4RB4 2034-08-01 4.5 19458.44 19445.74 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIFM1112 N/A 3140X4GW0 2034-05-01 4 5675.99 5592.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5730 N/A 3140W6LL4 2056-05-01 5.5 30478075.45 30521974.03 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA5501 N/A 3140W6DF6 2055-12-01 6.5 2383601.92 2534700.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5494 N/A 3140W6C83 2055-08-01 5.5 6338024.33 6361724.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA5441 N/A 3140W6BK7 2056-05-01 5.5 17590981.05 17719506.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5530 N/A 31418FEC7 2054-11-01 5 2728703.24 2669033.78 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5557 N/A 31418FE78 2039-12-01 4.5 1189.96 1173.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5554 N/A 31418FE45 2054-12-01 6 1749.50 1783.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5553 N/A 31418FE37 2054-12-01 5.5 2473.19 2473.25 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL4769 N/A 3131XLJN8 2043-01-01 3 11670.95 10551.57 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL3855 N/A 3131XKH85 2042-10-01 3 1410.83 1275.82 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL2970 N/A 3131XJJP8 2042-04-01 3.5 2492.00 2333.94 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL2912 N/A 3131XJGV8 2042-04-01 4 25010.60 23939.48 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX9094 N/A 31426GC86 2055-03-01 6.5 94594.26 98657.24 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX8824 N/A 31426FYW1 2055-03-01 6 92409.40 94196.59 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX7217 N/A 31426DAT9 2055-01-01 6.5 197142.55 206955.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX6713 N/A 31426CN75 2055-02-01 5.5 535446.54 537443.40 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX6610 N/A 31426CKY9 2055-02-01 5 572428.44 565742.86 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX5072 N/A 31426AT65 2055-02-01 6.5 583847.82 620996.69 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX4337 N/A 31425YZB6 2055-01-01 6.5 38127.79 39669.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTAS6709 N/A 3138WGN34 2036-02-01 3.5 167.39 160.24 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAS3594 N/A 3138WC7G2 2029-10-01 3 4778.39 4692.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAS1586 N/A 3138WAXQ5 2044-01-01 4.5 23479.61 22802.34 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAR9188 N/A 3138W7F66 2043-03-01 2.5 27975.81 24050.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR7435 N/A 3138W5HM3 2043-07-01 3.5 153884.39 142869.60 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR1561 N/A 3138NXWX1 2043-01-01 3 289785.85 262160.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR0903 N/A 3138NXAD9 2043-01-01 3.5 10442.63 9704.90 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ4811 N/A 3138MLKZ6 2042-11-01 3.5 3813.63 3550.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAQ1640 N/A 3138MGZE8 2042-10-01 3.5 3012.80 2819.27 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAP4746 N/A 3138M8HY2 2027-08-01 3 1145.17 1139.32 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZS1725 N/A 3132A14J0 2037-11-01 6 807.84 843.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS0719 N/A 3132A0YQ3 2033-06-01 5.5 134.99 137.16 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLZS0683 N/A 3132A0XL5 2032-11-01 6.5 1014.80 1053.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZA7035 N/A 31329QY88 2049-04-01 5 22998.21 22809.52 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZA6531 N/A 31329QHG9 2049-03-01 4.5 63823.01 61600.05 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CTZA5796 N/A 31329PNM1 2038-11-01 4.5 85294.62 84664.72 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA4627 N/A 31329ND88 2046-02-01 3.5 52722.32 48288.15 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZA4325 N/A 31329MYW4 2043-10-01 4.5 704.73 684.22 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZA3834 N/A 31329MHK9 2030-07-01 2.5 1586.50 1537.37 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ0450 N/A 31426WQC7 2055-08-01 5.5 275370.70 280021.81 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ0345 N/A 31426WL32 2055-08-01 6.5 311408.66 325377.42 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ0259 N/A 31426WJD3 2055-08-01 6 2089833.90 2157617.66 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQZ0060 N/A 31426WB66 2055-08-01 4.5 297554.20 286083.78 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9403 N/A 31426UNV2 2055-08-01 6.5 181820.87 190130.75 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7064 N/A 31426RZ61 2055-06-01 6.5 294382.50 306792.98 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4157 N/A 31418DTP7 2050-10-01 1.5 21829.60 16479.75 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA4076 N/A 31418DQ62 2035-07-01 3 40253.90 37990.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4020 N/A 31418DPE6 2050-05-01 3 2230.50 1941.22 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3960 N/A 31418DMJ8 2050-03-01 3 1435.02 1248.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB3996 N/A 3140ADNN7 2054-05-01 5.5 105256.90 105644.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB2744 N/A 3140ACBN2 2054-04-01 5.5 132324.35 132754.84 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB2151 N/A 3140ABL94 2054-07-01 6.5 74985.25 78352.29 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB1997 N/A 3140ABGF6 2054-10-01 6.5 288888.63 303158.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB0929 N/A 3140AAA72 2054-04-01 5.5 44680.05 44772.69 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB0619 N/A 3140A9VM9 2054-04-01 7 215785.72 229744.75 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB0508 N/A 3140A9R69 2054-07-01 6.5 105743.93 111079.95 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB0505 N/A 3140A9R36 2054-07-01 6.5 264153.15 275870.63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB0478 N/A 3140A9Q86 2054-06-01 6.5 1649038.19 1722220.31 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB0435 N/A 3140A9PV6 2054-03-01 7 179972.15 192738.35 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB0446 N/A 3140A9P87 2054-05-01 6.5 581420.57 607224.41 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD8230 N/A 3133B6EB2 2052-03-01 2.5 27970.79 23153.75 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD8196 N/A 3133B6C99 2052-03-01 2 300808.76 236963.51 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD5035 N/A 3133B2SY6 2052-01-01 2 66950.36 52650.14 Agency Mortgage-Backed Securities GNMA GNMI SF 532706 X N/A 36212FYB4 2030-07-15 8.5 348.54 361.04 Agency Mortgage-Backed Securities GNMA GNMI SF 533555 X N/A 36212GWQ1 2030-12-15 8 537.33 553.41 Agency Mortgage-Backed Securities GNMA GNII RG CL4286 C N/A 3617YBXP6 2050-03-20 3 4208.71 3667.63 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS5887 N/A 3138WFRH1 2045-09-01 4 277.82 261.40 Agency Mortgage-Backed Securities GNMA GNII SF MA4903 M N/A 36179TNU5 2047-12-20 5 23279.20 23308.36 Agency Mortgage-Backed Securities GNMA GNII RG CN9872 C N/A 3617F96H0 2042-07-20 3.5 64097.64 56896.06 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0570 N/A 3131Y6T33 2042-12-01 3.5 2249.28 2081.29 Agency Mortgage-Backed Securities GNMA GNMI SF 562201 X N/A 36213RRW9 2031-08-15 6 430.04 442.85 Agency Mortgage-Backed Securities GNMA GNMI SF 567227 X N/A 36213XD84 2031-10-15 6 1668.67 1701.23 Agency Mortgage-Backed Securities GNMA GNMI SP 781336 X N/A 36225BPV4 2031-10-15 6 746.39 768.29 Agency Mortgage-Backed Securities GNMA GNMI SF 555604 X N/A 36213JGM1 2031-11-15 6 283.89 293.94 Agency Mortgage-Backed Securities GNMA GNMI SF 571938 X N/A 36200TLT3 2031-12-15 6 135.59 137.04 Agency Mortgage-Backed Securities GNMA GNMI SF 565062 X N/A 36213UWX4 2031-12-15 6 2436.82 2474.66 Agency Mortgage-Backed Securities GNMA GNMI SF 573461 X N/A 36200VB69 2031-12-15 6 3954.43 3997.15 Agency Mortgage-Backed Securities GNMA GNMI SF 552760 X N/A 36213FB51 2032-09-15 6.5 3115.32 3210.39 Agency Mortgage-Backed Securities GNMA GNPL PN 595357 N/A 36200AME6 2032-11-15 7.2 74897.74 75372.29 Agency Mortgage-Backed Securities GNMA GNII SF 003323 M N/A 36202DVQ1 2032-12-20 7 164.82 171.48 Agency Mortgage-Backed Securities GNMA GNII SF BZ4350 C N/A 3617QYZP3 2051-03-20 2.5 140923.23 115916.87 Agency Mortgage-Backed Securities GNMA GNII SF DM3335 C N/A 3618LSV40 2055-08-20 6 1581590.94 1631505.94 Agency Mortgage-Backed Securities GNMA GNII ET DG6428 C N/A 3618K3D95 2065-07-20 7 189252.90 197740.96 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8576 N/A 3140BMQ60 2055-09-01 6.5 339978.13 357564.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ6424 N/A 3133CXD56 2054-10-01 6 4972.61 5073.78 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQJ6847 N/A 3133CXTC4 2054-10-01 4 531938.97 490537.80 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM0722 N/A 3131XTYT1 2046-01-01 4 69873.83 66052.10 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE8527 N/A 3140BMPM6 2055-09-01 5 288121.78 281467.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5860 N/A 31418FQN0 2040-10-01 5 4057.25 4069.21 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX4083 N/A 31425YRD1 2055-01-01 6.5 1070650.22 1125668.44 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE9207 N/A 3140BNGR3 2055-10-01 6 113053.11 115338.25 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8557 N/A 3140BMQK9 2055-09-01 5.5 299650.89 302758.37 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC8676 N/A 3140AWUA5 2055-01-01 6.5 305068.39 318863.48 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE1810 N/A 3140BEAL2 2055-05-01 6 208481.35 215631.22 Agency Mortgage-Backed Securities GNMA GNII SP 787893 C N/A 3622ADUS5 2051-09-20 2 3979589.11 3108710.42 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQE2001 N/A 3133BBGJ2 2052-05-01 3.5 77383.64 69347.86 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3575 N/A 3140XJ6M0 2052-09-01 4.5 2086.52 2002.22 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD5580 N/A 3132DTFV7 2052-10-01 4 13164.79 12188.77 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQF0206 N/A 3133BMGP4 2052-09-01 4.5 9235.46 8876.48 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4604 N/A 3132A5DH5 2045-02-01 4 408.35 386.89 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CTRB5222 N/A 3133KYYT0 2043-01-01 6.5 21868.76 22739.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF4957 N/A 3140BVQK9 2055-11-01 5 378221.77 370997.60 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF4521 N/A 3140BVAX8 2055-12-01 4.5 271766.65 260056.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF5314 N/A 3140BV3Y4 2055-12-01 5.5 340575.13 340288.13 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD1017 N/A 3140B1DX1 2055-02-01 6.5 755200.64 791942.41 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD0765 N/A 3140B0Z76 2055-02-01 6.5 160837.67 166981.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0629 N/A 3133W4VW9 2056-08-01 5.5 1908441.99 1920103.21 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC0493 N/A 3133W4RN4 2056-07-01 5 298331.85 291514.87 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC0464 N/A 3133W4QR6 2056-08-01 6.5 553879.00 579827.50 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC0277 N/A 3133W4JW3 2056-07-01 5 747440.39 734652.93 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0040 N/A 3133W4BH4 2056-07-01 6 303603.20 309625.48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0794 N/A 3133W43B6 2056-08-01 6 2615079.18 2680500.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL745140 N/A 31403CZD6 2035-11-01 5 9350.94 9311.08 Agency Mortgage-Backed Securities GNMA GNPL RX 473426 N/A 36209J4K4 2036-01-15 5.97 62710.93 62977.96 Agency Mortgage-Backed Securities GNMA GNMI SF 652017 X N/A 36292LK60 2036-06-15 6 1693.99 1790.88 Agency Mortgage-Backed Securities GNMA GNCL CL CU4682 N/A 3618BNFX6 2066-12-15 5.72 811268.33 843645.78 Agency Mortgage-Backed Securities GNMA GNMI SF 658132 X N/A 36294SED5 2036-10-15 6 210.29 223.04 Agency Mortgage-Backed Securities GNMA GNMI SF 617262 X N/A 36290TWX3 2036-10-15 6.5 9216.76 9421.68 Agency Mortgage-Backed Securities GNMA GNII SF 003921 M N/A 36202ELA5 2036-11-20 6.5 154.39 164.61 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CT256738 N/A 31371NEK7 2027-05-01 6.5 2899.28 3010.02 Agency Mortgage-Backed Securities GNMA GNMI SF 676678 X N/A 36295PXF4 2038-01-15 6 384.91 400.99 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CT257075 N/A 31371NQ40 2028-02-01 5.5 355.69 358.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL995930 N/A 31416CLK0 2039-04-01 5 289.76 290.15 Agency Mortgage-Backed Securities GNMA GNII JM 004488 M N/A 36202E6Z7 2039-07-20 4.5 151.67 150.20 Agency Mortgage-Backed Securities GNMA GNII JM 004513 M N/A 36202FAN6 2039-08-20 5 19317.91 19021.62 Agency Mortgage-Backed Securities GNMA GNMI SF 698484 X N/A 36296Q6V6 2039-08-15 5 1932.14 1958.28 Agency Mortgage-Backed Securities GNMA GNMI SF 726316 X N/A 3620AC3Z5 2039-09-15 5 1491.65 1484.50 Agency Mortgage-Backed Securities GNMA GNMI SP 782776 X N/A 36241LCM6 2038-09-15 6 6639.38 7042.44 Agency Mortgage-Backed Securities GNMA GNMI SF 710994 X N/A 36297F3B6 2039-11-15 5 27910.38 28024.44 Agency Mortgage-Backed Securities GNMA GNII JM 004613 M N/A 36202FDS2 2040-01-20 5.5 832.54 826.18 Agency Mortgage-Backed Securities GNMA GNII SF MA7418 M N/A 36179WG36 2051-06-20 2.5 22536916.07 19000903.98 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA3525 N/A 31418C4K7 2038-11-01 4.5 410.35 406.27 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBU3058 N/A 3140M4MG0 2051-12-01 2.5 288817.55 237735.35 Agency Mortgage-Backed Securities GNMA GNMI SF AR4331 X N/A 36192YY43 2038-10-15 6 7476.06 7555.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF5819 N/A 3133BTPC8 2052-11-01 5.5 213208.83 214974.91 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV8515 N/A 3140MNN93 2052-05-01 3 672712.78 580800.03 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9990 N/A 3133WHC35 2054-07-01 6.5 286972.08 300978.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFS7785 N/A 3140XPUK3 2037-07-01 3.5 328363.38 317262.94 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY3370 N/A 31426MW81 2055-05-01 6.5 167637.83 174115.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQX0962 N/A 31425VB85 2054-11-01 5 248380.11 243100.46 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD2466 N/A 3140B2W42 2055-02-01 5.5 495237.32 499977.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQX4334 N/A 31425YY84 2055-01-01 6 2126867.10 2176563.48 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX4233 N/A 31425YV38 2055-01-01 6.5 187068.40 194593.91 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX2201 N/A 31425WNT4 2054-12-01 7 261464.26 278879.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX2583 N/A 31425W2R1 2055-01-01 5.5 1974640.44 1997152.00 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQX0227 N/A 31425UHD0 2054-12-01 7 66052.59 69938.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAE8714 N/A 31419KVG7 2040-11-01 3.5 1252.28 1172.93 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAE0828 N/A 31419A4N4 2041-02-01 3.5 552.05 517.01 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAD9810 N/A 31418X3U0 2040-07-01 5 5377.13 5296.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAD2179 N/A 31418PM51 2040-06-01 5 1133.85 1123.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAD0227 N/A 31418MHD7 2034-05-01 5.5 364.08 366.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 RE813984 N/A 31406MJ56 2035-06-01 4.5 6550.63 6438.22 Agency Mortgage-Backed Securities FNMA FNMS 05.500 KL793282 N/A 31405MJ32 2034-05-01 5.5 5198.73 5198.12 Agency Mortgage-Backed Securities FNMA FNMS 06.000 GO745324 N/A 31403DAZ2 2034-03-01 6 11115.19 11199.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL745275 N/A 31403C6L0 2036-02-01 5 1156.95 1158.49 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS8566 N/A 3132A9QT7 2030-05-01 2.5 298.05 288.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4362 N/A 3140QPZ42 2047-08-01 3.5 495226.88 449302.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4212 N/A 3140QPVE4 2052-07-01 4.5 114395.22 109512.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB4112 N/A 3140QPSA6 2052-07-01 3.5 7050.23 6338.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4063 N/A 3140QPQR1 2052-07-01 4.5 218973.10 211280.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3897 N/A 3140QPKK2 2052-06-01 3.5 25210.47 22575.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4404 N/A 3140QP3N5 2052-08-01 5 5258.13 5165.04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CICB3393 N/A 3140QNXX5 2037-04-01 3.5 21204.73 20159.50 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3236 N/A 3140QNS29 2052-03-01 3 1887585.43 1639594.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3120 N/A 3140QNPE6 2052-03-01 3 299166.73 257581.95 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD1524 N/A 3132DNVR1 2052-08-01 4 454592.06 421626.56 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1436 N/A 3132DNSZ7 2052-08-01 4.5 41063.87 39225.44 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD1382 N/A 3132DNRB1 2052-08-01 4 42455.34 39362.19 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1377 N/A 3132DNQ63 2052-07-01 3.5 309031.13 278439.11 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1272 N/A 3132DNMV2 2052-07-01 4.5 82808.85 79984.24 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2248 N/A 3140U5QA7 2056-03-01 5 521080.46 514075.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1975 N/A 3140U5FR2 2056-04-01 5 247565.99 244606.25 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG1409 N/A 3140U4R76 2056-02-01 5 84918.09 82764.20 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1369 N/A 3140U4QX0 2056-03-01 5.5 354844.39 357055.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1188 N/A 3140U4KA6 2056-02-01 5.5 352395.29 354622.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIDG1010 N/A 3140U4DQ9 2041-02-01 6 390537.04 402427.73 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG0544 N/A 3140U3TA9 2056-01-01 6 287440.43 297764.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG0328 N/A 3140U3LJ8 2056-02-01 4.5 150147.36 142529.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG0145 N/A 3140U3ET4 2056-01-01 5 991613.03 970156.17 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG0782 N/A 3140U32Q3 2056-01-01 6.5 1329603.46 1389629.30 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA4269 N/A 31418DW73 2041-02-01 2.5 31150.72 27767.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB0058 N/A 3140A9B41 2054-04-01 5.5 284025.91 287499.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB0877 N/A 3140A96P0 2054-03-01 6 86907.98 88887.75 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCC2902 N/A 3140Y9GL2 2056-06-01 6 12936077.42 13258056.38 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC2482 N/A 3140Y8XL5 2056-04-01 6.5 443227.77 477906.65 Agency Mortgage-Backed Securities GNMA GNMI SF 523339 X N/A 36211ULU4 2030-01-15 7.5 3473.59 3512.98 Agency Mortgage-Backed Securities GNMA GNMI SF 479229 X N/A 36209RLJ0 2030-03-15 8 799.32 821.15 Agency Mortgage-Backed Securities GNMA GNII SF 002921 M N/A 36202DG62 2030-05-20 7.5 249.40 257.03 Agency Mortgage-Backed Securities GNMA GNMI SF 514855 X N/A 36211J5Q6 2030-06-15 8 184.49 189.75 Agency Mortgage-Backed Securities GNMA GNII SF DS6198 C N/A 3618VS3F5 2056-07-20 6 285131.32 293910.51 Agency Mortgage-Backed Securities GNMA GNII ET DT2310 C N/A 3618W1R75 2066-05-20 6.5 95641.30 99718.94 Agency Mortgage-Backed Securities GNMA GNII ET DP9893 C N/A 3618MQ7E8 2065-11-20 6.5 1171253.89 1221189.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF5814 N/A 3140BWN87 2056-01-01 4.5 471126.60 447400.66 Agency Mortgage-Backed Securities GNMA GNPL PN DM8161 N/A 3618LYB64 2060-12-15 5.23 13643.24 13693.12 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF8700 N/A 3140U0U21 2055-12-01 4.5 288800.15 274374.87 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB4336 N/A 3142K5ZA4 2056-05-01 6.5 311261.42 325388.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG4737 N/A 3140U8HP8 2056-05-01 6 288063.15 299492.92 Agency Mortgage-Backed Securities GNMA GNII ET DN4517 C N/A 3618M7AS5 2065-12-20 7 1082826.69 1131392.91 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA0471 N/A 3142JNQZ2 2055-11-01 4.5 304556.15 290872.75 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6582 N/A 3142GXJ40 2056-05-01 5 46164.83 44991.58 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5693 N/A 31427TKF2 2056-06-01 6 1293790.42 1327577.75 Agency Mortgage-Backed Securities GNMA GNII SF DT1109 C N/A 3618W0GS3 2056-07-20 6.5 297742.53 312462.22 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRR0107 N/A 3142JCDM9 2041-08-01 4.5 952021.71 937309.16 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF9254 N/A 3140U1H81 2056-01-01 6.5 356766.79 380112.42 Agency Mortgage-Backed Securities GNMA GNII ET DO1970 C N/A 3618NXFK9 2065-11-20 6 68959.45 70729.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6586 N/A 3140UAJ89 2056-04-01 5 800734.73 786545.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1746 N/A 3140UG5G3 2056-06-01 5 1243506.05 1219559.44 Agency Mortgage-Backed Securities GNMA GNII SF DQ7263 C N/A 3618N1B80 2056-05-20 6 463175.14 488962.87 Agency Mortgage-Backed Securities GNMA GNII SF DO3565 C N/A 3618NY6A9 2055-11-20 6 1316947.15 1340715.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG0217 N/A 3140U3G39 2056-03-01 5.5 335782.64 337435.47 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH5381 N/A 3140UL6T3 2056-07-01 5 450681.14 445965.06 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG7807 N/A 3140UBU92 2056-05-01 4.5 362304.43 345779.73 Agency Mortgage-Backed Securities GNMA GNII RG DS4203 C N/A 3618VQU44 2054-07-20 6 412664.51 432658.52 Agency Mortgage-Backed Securities GNMA GNPL PN CR4170 N/A 3618AJT37 2065-12-15 5.99 56042.02 58494.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL6116 N/A 31427TYN0 2056-06-01 5.5 9120563.70 9125190.86 Agency Mortgage-Backed Securities GNMA GNII ET DO7452 C N/A 3618V4H55 2065-11-20 6.5 6003793.95 6256911.91 Agency Mortgage-Backed Securities GNMA GNII SF DM2782 C N/A 3618LSCT6 2055-10-20 6.5 627882.23 660327.21 Agency Mortgage-Backed Securities GNMA GNII SF DM3543 C N/A 3618LS5C1 2055-09-20 6.5 1393967.80 1462402.79 Agency Mortgage-Backed Securities GNMA GNII SF DM2641 C N/A 3618LR5A7 2055-09-20 6.5 292085.85 317921.33 Agency Mortgage-Backed Securities GNMA GNII SF DM0995 C N/A 3618LQC86 2055-07-20 7 194974.47 203502.53 Agency Mortgage-Backed Securities GNMA GNPL PN DM0357 N/A 3618LPME4 2060-12-15 4.95 42712.61 42110.66 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0818 N/A 3132DM4B8 2051-12-01 3 400353.83 353170.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQI1537 N/A 3133W7V69 2054-03-01 5.5 236209.96 237395.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2784 N/A 3132DQCV6 2041-08-01 5 1737763.39 1740077.51 Agency Mortgage-Backed Securities GNMA GNPL PN CJ8169 N/A 3617XRCE0 2063-11-15 2.92 26327.47 22522.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA5623 N/A 31418FG92 2045-02-01 5.5 4567200.93 4596902.96 Agency Mortgage-Backed Securities GNMA GNPL PN DJ0385 N/A 3618KLNA1 2061-01-15 5 100748.83 100177.15 Agency Mortgage-Backed Securities GNMA GNII SF DR2426 C N/A 3618VAVT3 2056-04-20 5 566337.73 556116.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0742 N/A 3140UFZG2 2056-06-01 5 287490.57 282395.86 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDG7140 N/A 3140UA5A9 2041-04-01 4.5 427194.18 421032.33 Agency Mortgage-Backed Securities GNMA GNII ET DM9704 C N/A 3618M0X97 2065-11-20 6.5 4022369.36 4197510.02 Agency Mortgage-Backed Securities GNMA GNII SF DS7755 C N/A 3618VUTL9 2056-06-20 6 323543.71 338135.20 Agency Mortgage-Backed Securities GNMA GNCL CL DQ7034 N/A 3618N0Y79 2068-04-15 5.4 2639404.80 2675036.77 Agency Mortgage-Backed Securities GNMA GNII SP 788550 C N/A 3622AEL79 2056-04-20 5 9065323.75 8920329.95 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA6138 N/A 31418FZC4 2056-07-01 7 40751028.86 42989211.18 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX6484 N/A 31426CF25 2055-01-01 6.5 364488.81 386039.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL2980 N/A 31427QJ29 2055-10-01 5.5 9367381.41 9360649.39 Agency Mortgage-Backed Securities GNMA GNII SF DI8038 C N/A 3618NR4X6 2055-04-20 7 279629.10 295575.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD7120 N/A 3140B74E0 2055-08-01 6.5 451048.79 470777.07 Agency Mortgage-Backed Securities GNMA GNII SF DE2438 C N/A 3618J7V72 2056-01-20 6.5 1355963.66 1445774.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4609 N/A 3140U8DP2 2056-03-01 5 260497.04 256372.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1981 N/A 3142K3FX1 2056-05-01 5 271513.73 265638.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4399 N/A 3140UK3H4 2056-07-01 5 310084.70 304059.96 Agency Mortgage-Backed Securities GNMA GNII SF DQ6223 C N/A 3618MY4G9 2056-06-20 6 229944.11 239566.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG5896 N/A 3140U9RS9 2056-04-01 5 313374.00 309059.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF5031 N/A 3140BVSV3 2055-11-01 6 86716.48 88612.97 Agency Mortgage-Backed Securities GNMA GNPL PN CU1283 N/A 3618BJM82 2065-08-15 5 265824.00 263416.07 Agency Mortgage-Backed Securities GNMA GNII ET DQ8470 C N/A 3618N2MT0 2066-04-20 6 38407.44 39399.39 Agency Mortgage-Backed Securities GNMA GNII SF DO5467 C N/A 3618V2CC9 2055-11-20 6 2432942.95 2507376.40 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0770 N/A 3140UF2C7 2056-06-01 5 285171.82 280118.19 Agency Mortgage-Backed Securities GNMA GNII SF DS3277 C N/A 3618VPUA2 2056-06-20 6.5 388760.51 408008.30 Agency Mortgage-Backed Securities GNMA GNII SF DP8117 C N/A 3618MPAS5 2056-03-20 5 37441.39 37138.40 Agency Mortgage-Backed Securities GNMA GNMI SF AA7865 X N/A 36178FW28 2042-06-15 3.5 11023.40 10154.37 Agency Mortgage-Backed Securities GNMA GNII SF 002768 M N/A 36202DCD1 2029-06-20 7 1218.34 1267.55 Agency Mortgage-Backed Securities GNMA GNII SF 003554 M N/A 36202D5P2 2034-05-20 4.5 1461.96 1439.14 Agency Mortgage-Backed Securities GNMA GNII SF 003546 M N/A 36202D5F4 2034-04-20 6.5 445.70 463.32 Agency Mortgage-Backed Securities GNMA GNII SF 002525 M N/A 36202CYW7 2027-12-20 8 222.75 225.88 Agency Mortgage-Backed Securities GNMA GNII SF 002616 M N/A 36202C3Z4 2028-07-20 7 145.38 151.25 Agency Mortgage-Backed Securities GNMA GNMI SF 592498 X N/A 36201TGF8 2033-03-15 6 485.51 495.05 Agency Mortgage-Backed Securities GNMA GNPL RX 588459 N/A 36201NWU0 2032-10-15 5.75 57728.17 57951.50 Agency Mortgage-Backed Securities GNMA GNPL RX 586417 N/A 36201LPA6 2033-05-15 5.75 53387.68 53594.32 Agency Mortgage-Backed Securities GNMA GNPL RX 580588 N/A 36201D6Z0 2033-07-15 4.375 84506.64 83654.72 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD2509 N/A 3140B2YF5 2055-02-01 6.5 244175.54 255390.69 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRQ0057 N/A 3142J6B36 2055-10-01 6 133392.82 135972.64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CICB1486 N/A 3140QLUL8 2036-06-01 3 12105.62 11406.80 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CNMA4589 N/A 31418EC32 2032-04-01 2 556211.18 524654.36 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBU1339 N/A 3140M2PZ9 2052-02-01 2.5 109485.28 90699.06 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB8670 N/A 3140QUT48 2054-06-01 5 170339.72 166489.47 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS2575 N/A 3140XH2H9 2051-04-01 2.5 111844.23 92956.91 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA2626 N/A 3140Q94L4 2048-11-01 4 1333.55 1250.59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU2591 N/A 3140M32Z2 2051-12-01 2 158907.41 124967.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC7668 N/A 3140AVQW4 2054-12-01 5.5 136202.00 138723.28 Agency Mortgage-Backed Securities GNMA GNII ET DI5659 C N/A 3618NPJC0 2065-03-20 7 314429.16 328493.05 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE0256 N/A 3140BCJA1 2055-05-01 6 273357.50 280444.84 Agency Mortgage-Backed Securities GNMA GNII ET DI1487 C N/A 3618NJUL1 2065-07-20 7 127441.42 133156.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD8103 N/A 3140B9AD1 2055-04-01 5.5 342047.69 346115.78 Agency Mortgage-Backed Securities GNMA GNII ET DG6435 C N/A 3618K3EG8 2065-07-20 6.5 64004.64 66703.05 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDF0584 N/A 3140BQUJ8 2055-09-01 7.5 214345.33 228145.74 Agency Mortgage-Backed Securities GNMA GNPL PN DJ8031 N/A 3618KU4Q7 2060-09-15 4.53 17501.48 16771.10 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS7299 N/A 3132A8DC0 2030-10-01 3 2214.63 2161.06 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIRC2876 N/A 3133L9FR9 2038-04-01 4.5 31015.51 30683.00 Agency Mortgage-Backed Securities GNMA GNII SP 787004 C N/A 3622ACU57 2053-10-20 6.5 1178912.92 1230427.49 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTRB5034 N/A 3133KYSX8 2040-02-01 3.5 25807.47 24191.58 Agency Mortgage-Backed Securities GNMA GNII SP 788067 C N/A 3622ADZ84 2055-06-20 7 6679042.93 7141241.61 Agency Mortgage-Backed Securities GNMA GNII SF MA4509 M N/A 36179TAJ4 2047-06-20 3 47703.38 41900.07 Agency Mortgage-Backed Securities GNMA GNII SF DN4868 C N/A 3618M7MR4 2055-12-20 6 1843593.25 1896557.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF7278 N/A 3140BYCQ5 2056-03-01 5 282234.68 277529.17 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB1953 N/A 3142K3E38 2056-05-01 5 278667.73 272561.75 Agency Mortgage-Backed Securities GNMA GNII ET DQ3726 C N/A 3618MWD73 2057-11-20 7 9047.23 9459.30 Agency Mortgage-Backed Securities GNMA GNII ET DQ3677 C N/A 3618MWCN9 2066-02-20 6 148358.54 152190.04 Agency Mortgage-Backed Securities GNMA GNII SF DQ3349 C N/A 3618MVWJ8 2056-02-20 5 450892.23 442821.56 Agency Mortgage-Backed Securities GNMA GNII ET DQ3247 C N/A 3618MVTC7 2066-01-20 6 378000.23 387762.46 Agency Mortgage-Backed Securities GNMA GNII SF DQ2673 C N/A 3618MU6J9 2056-05-20 6.5 932248.64 992624.48 Agency Mortgage-Backed Securities GNMA GNII SF DQ2656 C N/A 3618MU5R2 2056-05-20 6.5 802028.33 843960.51 Agency Mortgage-Backed Securities GNMA GNII SF DQ1127 C N/A 3618MTHC5 2056-01-20 6 893703.37 929843.85 Agency Mortgage-Backed Securities GNMA GNII ET DQ1016 C N/A 3618MTDV7 2066-04-20 6.5 657612.21 685649.29 Agency Mortgage-Backed Securities GNMA GNII ET DQ1791 C N/A 3618MT7C6 2065-12-20 6.5 1301154.93 1356627.93 Agency Mortgage-Backed Securities GNMA GNII ET DQ0366 C N/A 3618MSMP2 2066-03-20 6.5 532387.68 555085.85 Agency Mortgage-Backed Securities GNMA GNPL PN DQ7040 N/A 3618N0ZD5 2061-06-15 5.45 874786.62 889782.80 Agency Mortgage-Backed Securities GNMA GNII ET DH5181 C N/A 3618KDXJ9 2065-03-20 6.5 797404.23 831021.73 Agency Mortgage-Backed Securities GNMA GNII ET DH2765 C N/A 3618KBCA5 2065-03-20 7 13917.69 14541.91 Agency Mortgage-Backed Securities GNMA GNII ET DG9616 C N/A 3618K6VH0 2066-07-20 5.5 614880.43 616238.90 Agency Mortgage-Backed Securities GNMA GNII ET DG9614 C N/A 3618K6VF4 2066-04-20 6 412546.23 423200.65 Agency Mortgage-Backed Securities GNMA GNII SF DA9673 C N/A 3618H0XA0 2054-03-20 7 180511.08 192620.18 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS2782 N/A 3132A3CT5 2039-10-01 4.5 353.94 346.86 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC4406 N/A 3140AR3Q1 2054-10-01 5 581052.77 570279.28 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA6605 N/A 3133KNKS1 2052-01-01 3 1104.60 953.30 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM1626 N/A 3140X4YY6 2048-11-01 4 4349.62 4079.19 Agency Mortgage-Backed Securities GNMA GNII ET DA1879 C N/A 3618GRCQ0 2064-02-20 7 89185.24 93170.69 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4170 N/A 31418DT44 2050-10-01 4.5 887.39 856.13 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZA2458 N/A 31329KWT7 2037-05-01 3.5 512.15 487.48 Agency Mortgage-Backed Securities GNMA GNII SF DB7010 C N/A 3618H9YF9 2054-06-20 6 13604.86 14258.56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS3468 N/A 3138WC2A0 2044-10-01 4 920.31 872.44 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8286 N/A 3132DWF32 2053-01-01 4 428.05 395.65 Agency Mortgage-Backed Securities GNMA GNII RG CF0476 C N/A 3617W1Q52 2049-06-20 5.5 61877.39 62326.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBW9745 N/A 3140N2ZK0 2053-05-01 6 17108.33 17801.22 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB3352 N/A 3140QNWN8 2052-04-01 2.5 11717.37 9692.07 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZK4682 N/A 3131X8FX9 2027-11-01 3 972.20 963.08 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZT1872 N/A 3132AECH7 2034-04-01 3.5 2874.12 2793.78 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTFS0935 N/A 3140XGBD0 2038-06-01 3 1518.53 1457.12 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD1957 N/A 3132DPE61 2052-03-01 3 4908.80 4248.53 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTAZ9645 N/A 3140E2WF4 2035-09-01 4 391606.64 381531.90 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3169 N/A 3140QNQX3 2052-03-01 3 4178.36 3607.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA4831 N/A 3140QCLM6 2049-12-01 4.5 41773.53 40133.75 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM2478 N/A 3131XVXF7 2047-01-01 3.5 111124.13 101419.07 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT3273 N/A 3140LRT73 2051-08-01 2.5 144000.34 121441.30 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI3517 N/A 3133W94A6 2054-04-01 6.5 190731.87 198091.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CKMA3652 N/A 31418DBW1 2049-03-01 4.5 16080.43 14762.32 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLZM1824 N/A 3131XVAZ8 2046-10-01 2.5 2138.06 1805.95 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS6925 N/A 3140XNVT8 2051-12-01 2.5 415247.46 342359.63 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM4581 N/A 3140J9CT6 2033-09-01 4 286.97 283.24 Agency Mortgage-Backed Securities GNMA GNII SF DA2707 C N/A 3618GSAG2 2054-02-20 7 294884.44 316441.48 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ2314 N/A 3142GSSC3 2054-09-01 6 43309.23 44403.65 Agency Mortgage-Backed Securities FNMA FNMS 08.000 CLFS4820 N/A 3140XLLA4 2038-01-01 8 427079.59 450407.39 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL6730 N/A 3131XNPP2 2043-07-01 3 323534.23 286040.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 REBM7284 N/A 3140JCCW2 2048-11-01 3.5 138515.21 126078.86 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM7381 N/A 3140XBFX3 2051-05-01 2.5 203898.02 171785.98 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY2656 N/A 31426L5S9 2055-05-01 6.5 539383.33 559988.67 Agency Mortgage-Backed Securities GNMA GNII ET DI3233 C N/A 3618NLSW5 2065-02-20 7 865200.05 904004.56 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIRR0036 N/A 3142JCBE9 2040-11-01 4 6676.05 6444.22 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX4556 N/A 31426AB23 2055-01-01 6.5 250654.44 266122.99 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD3317 N/A 3140B3VK5 2055-02-01 6.5 149979.62 156622.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9660 N/A 3140XRWW1 2054-10-01 5.5 151292.46 151661.81 Agency Mortgage-Backed Securities GNMA GNII SF DM0865 C N/A 3618LP6A0 2055-09-20 5 903062.00 886947.46 Agency Mortgage-Backed Securities GNMA GNII SF DL8678 C N/A 3618LLUB0 2055-08-20 7 226280.17 241498.26 Agency Mortgage-Backed Securities GNMA GNII SF DL8231 C N/A 3618LLEC6 2055-09-20 6.5 2222086.38 2373100.85 Agency Mortgage-Backed Securities GNMA GNII SP 784471 C N/A 3622A26G2 2047-08-20 3.5 22189.12 19994.01 Agency Mortgage-Backed Securities GNMA GNII SP 781495 M N/A 36225BUU0 2032-09-20 6.5 5798.35 6027.66 Agency Mortgage-Backed Securities GNMA GNMI SP 781401 X N/A 36225BRW0 2032-02-15 7.5 137.82 144.33 Agency Mortgage-Backed Securities GNMA GNMI SP 781340 X N/A 36225BPZ5 2031-10-15 6.5 2678.70 2746.48 Agency Mortgage-Backed Securities GNMA GNMI SP 780747 X N/A 36225AZL7 2028-03-15 6.5 430.51 436.74 Agency Mortgage-Backed Securities GNMA GNMI SF 568427 X N/A 36213YPL0 2031-10-15 6 2123.52 2146.76 Agency Mortgage-Backed Securities GNMA GNMI SF 567309 X N/A 36213XGS7 2031-11-15 6 978.75 1010.51 Agency Mortgage-Backed Securities GNMA GNMI SF 566650 X N/A 36213WQB5 2031-11-15 6 2267.43 2291.65 Agency Mortgage-Backed Securities GNMA GNMI SF 564762 X N/A 36213UMK3 2031-08-15 7.5 246.52 251.31 Agency Mortgage-Backed Securities GNMA GNMI SF 559836 X N/A 36213N4V5 2031-10-15 6 579.15 591.91 Agency Mortgage-Backed Securities GNMA GNMI SF 557523 X N/A 36213LLC2 2031-06-15 6 628.69 636.97 Agency Mortgage-Backed Securities GNMA GNMI SF 557549 X N/A 36213LL65 2030-12-15 7.5 562.42 568.77 Agency Mortgage-Backed Securities GNMA GNMI SF 554026 X N/A 36213GPK1 2031-12-15 6 3428.37 3464.16 Agency Mortgage-Backed Securities GNMA GNII SF DI2735 C N/A 3618NLBC7 2055-08-20 6.5 909221.45 962434.24 Agency Mortgage-Backed Securities GNMA GNII ET DI2695 C N/A 3618NK7G5 2063-12-20 7.5 37664.92 39483.38 Agency Mortgage-Backed Securities GNMA GNII ET DI2660 C N/A 3618NK5V4 2065-02-20 6.5 221805.71 231156.74 Agency Mortgage-Backed Securities GNMA GNII ET DI0682 C N/A 3618NHXK4 2063-11-20 6.5 57365.51 59783.96 Agency Mortgage-Backed Securities GNMA GNII BD DO1706 C N/A 3618NW3P3 2055-10-20 5 112164.42 108461.28 Agency Mortgage-Backed Securities GNMA GNII ET DO0342 C N/A 3618NVLX8 2065-10-20 6.5 3358728.78 3500331.66 Agency Mortgage-Backed Securities GNMA GNMI SF 546094 X N/A 36212WUT2 2040-03-15 4.5 5966.01 5840.67 Agency Mortgage-Backed Securities GNMA GNMI SF 541997 X N/A 36212SDA1 2031-11-15 6 3646.19 3697.60 Agency Mortgage-Backed Securities GNMA GNMI SF 539922 X N/A 36212PYT3 2030-11-15 8 3391.13 3448.69 Agency Mortgage-Backed Securities GNMA GNMI SF 537707 X N/A 36212MKU2 2030-11-15 8.5 3376.91 3455.10 Agency Mortgage-Backed Securities GNMA GNMI SF 538255 X N/A 36212M5Q8 2031-10-15 6 656.99 664.17 Agency Mortgage-Backed Securities GNMA GNMI SF 523009 X N/A 36211UAJ1 2030-06-15 8 193.06 196.41 Agency Mortgage-Backed Securities GNMA GNII ET DQ0361 C N/A 3618MSMJ6 2065-12-20 7 109035.56 114003.15 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD1745 N/A 3132DN5E9 2052-10-01 2 9124.72 7188.42 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD1714 N/A 3132DN3X9 2049-11-01 3 89871.39 79342.95 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0519 N/A 3132DMSG1 2050-08-01 3 341660.66 300892.00 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0436 N/A 3132DMPV1 2050-09-01 2.5 18478.77 15501.90 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0868 N/A 3132DM6D2 2052-02-01 2.5 108172.31 89274.86 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD0847 N/A 3132DM5G6 2052-02-01 2.5 110081.94 90805.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTSC0538 N/A 3132D9S39 2044-09-01 5.5 895423.31 912289.80 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0495 N/A 3132D9RQ9 2042-08-01 2 44547.31 38236.15 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0459 N/A 3132D9QL1 2042-08-01 2 42010.61 36347.27 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0371 N/A 3132D9MU5 2041-12-01 2 332310.12 285833.45 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTSC0300 N/A 3132D9KM5 2042-07-01 3 149849.84 136869.85 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTSC0107 N/A 3132D9DL5 2034-11-01 3.5 117975.83 114562.63 Agency Mortgage-Backed Securities GNMA GNMI SF 577404 X N/A 36201ANV6 2031-12-15 6 1421.97 1443.74 Agency Mortgage-Backed Securities GNMA GNMI SF 575869 X N/A 36200XW62 2031-12-15 6 8592.87 8717.03 Agency Mortgage-Backed Securities GNMA GNMI SF 573260 X N/A 36200UZZ1 2031-10-15 6 2237.18 2260.47 Agency Mortgage-Backed Securities GNMA GNMI SF 570456 X N/A 36200RWR9 2031-11-15 6 264.24 268.09 Agency Mortgage-Backed Securities GNMA GNII BD 605661 C N/A 36200NZ20 2034-09-20 6 48402.26 48196.55 Agency Mortgage-Backed Securities GNMA GNPL RX 602338 N/A 36200JEK2 2033-06-15 5.8 30880.73 31002.93 Agency Mortgage-Backed Securities GNMA GNII FS 004459 M N/A 36202E5U9 2039-06-20 5 653.83 657.16 Agency Mortgage-Backed Securities GNMA GNII SF 595202 C N/A 36200AGK9 2032-11-20 5.5 11455.61 11458.72 Agency Mortgage-Backed Securities GNMA GNII SF DQ6835 C N/A 3618N0SY7 2056-06-20 6 304445.92 318556.99 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBT0101 N/A 3140LNDF1 2036-05-01 2 38280.67 34979.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBR9548 N/A 3140L8TE0 2051-06-01 3.5 4217.43 3793.97 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBR6737 N/A 3140L5PX8 2051-03-01 4 224124.90 208516.69 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8167 N/A 3132D6CC2 2037-08-01 2 5824.73 5290.75 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CISB8083 N/A 3132D56U1 2036-01-01 1.5 16050.66 14334.30 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB8049 N/A 3132D55J7 2035-06-01 2.5 112335.06 104883.13 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB8027 N/A 3132D54L3 2035-01-01 3 471.78 449.47 Agency Mortgage-Backed Securities GNMA GNII SF DS8082 C N/A 3618VU6T7 2056-06-20 6 903173.93 947839.49 Agency Mortgage-Backed Securities GNMA GNII ET DS7006 C N/A 3618VTYB8 2066-06-20 6 2012506.76 2064483.77 Agency Mortgage-Backed Securities GNMA GNII ET DS6767 C N/A 3618VTQU5 2066-06-20 6 3014728.84 3092590.24 Agency Mortgage-Backed Securities GNMA GNII SF DS6738 C N/A 3618VTPX0 2056-06-20 5.5 1562401.94 1580673.19 Agency Mortgage-Backed Securities GNMA GNII SF DS6495 C N/A 3618VTGC6 2056-06-20 5.5 1362152.08 1383929.26 Agency Mortgage-Backed Securities GNMA GNII SF DS6453 C N/A 3618VTE20 2053-06-20 5 624340.80 606082.37 Agency Mortgage-Backed Securities GNMA GNII ET DS7156 C N/A 3618VT5R5 2066-04-20 6 428559.08 439627.04 Agency Mortgage-Backed Securities GNMA GNII SF DP0987 C N/A 3618MFCY2 2055-12-20 6.5 357027.10 375477.42 Agency Mortgage-Backed Securities GNMA GNII BD DP0551 C N/A 3618METG6 2056-05-20 4.5 487520.13 465399.88 Agency Mortgage-Backed Securities GNMA GNII ET DP0835 C N/A 3618ME4U2 2066-01-20 6 85305.68 87508.87 Agency Mortgage-Backed Securities GNMA GNMI SF 652219 X N/A 36292LSG0 2036-03-15 6 562.76 593.02 Agency Mortgage-Backed Securities GNMA GNMI SF 651850 X N/A 36292LEX8 2036-06-15 6 979.87 1020.76 Agency Mortgage-Backed Securities GNMA GNMI SF 651754 X N/A 36292LBX1 2036-03-15 6 266.42 277.13 Agency Mortgage-Backed Securities GNMA GNMI SF 636507 X N/A 36291SDL1 2035-04-15 6 546.27 576.90 Agency Mortgage-Backed Securities GNMA GNPL RX 630620 N/A 36291KSH1 2031-08-15 5.86 28200.62 28314.87 Agency Mortgage-Backed Securities GNMA GNPL RX 619880 N/A 36290WUD2 2032-12-15 5.15 34751.72 34845.75 Agency Mortgage-Backed Securities GNMA GNMI SF 617861 X N/A 36290UMJ2 2037-09-15 4.5 43460.45 42670.90 Agency Mortgage-Backed Securities GNMA GNMI SP 783201 X N/A 36241LRW8 2040-08-15 5.5 20256.27 20914.24 Agency Mortgage-Backed Securities GNMA GNMI SP 783479 X N/A 36241L2L9 2041-10-15 3.875 350604.44 327855.53 Agency Mortgage-Backed Securities GNMA GNMI SP 782382 X N/A 36241KUF3 2038-08-15 5.5 584.13 603.09 Agency Mortgage-Backed Securities GNMA GNMI SP 782214 X N/A 36241KN79 2032-07-15 6.5 10255.70 10543.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB3442 N/A 3142K4ZG4 2056-04-01 5.5 1490912.26 1511432.18 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB3415 N/A 3142K4YM2 2056-05-01 4.5 277937.02 264588.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2347 N/A 3142K3TD0 2056-04-01 5 2183091.37 2129646.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2171 N/A 3142K3MV7 2056-05-01 5 6152657.66 6027861.25 Agency Mortgage-Backed Securities GNMA GNII SF DN4703 C N/A 3618M7GL4 2056-01-20 6.5 449016.41 468560.15 Agency Mortgage-Backed Securities GNMA GNII SF DN4702 C N/A 3618M7GK6 2056-01-20 6.5 278874.13 291536.59 Agency Mortgage-Backed Securities GNMA GNII ET DN4684 C N/A 3618M7FZ4 2066-01-20 6 240858.37 247078.78 Agency Mortgage-Backed Securities GNMA GNII ET DN4516 C N/A 3618M7AR7 2065-12-20 6.5 1596577.53 1663888.71 Agency Mortgage-Backed Securities GNMA GNMI SP 781938 X N/A 36241KEK0 2035-06-15 6 3939.53 4069.41 Agency Mortgage-Backed Securities GNMA GNMI SP 782696 X N/A 36241K7H5 2039-06-15 5 1168.06 1172.51 Agency Mortgage-Backed Securities GNMA GNMI SF 758926 X N/A 36230T4K5 2028-06-15 4 16303.75 16269.71 Agency Mortgage-Backed Securities GNMA GNII SP 788596 C N/A 3622AENM4 2056-03-20 5.5 26918052.73 27212760.54 Agency Mortgage-Backed Securities GNMA GNII SP 787878 C N/A 3622ADUB2 2054-04-20 7.5 1027971.69 1075694.25 Agency Mortgage-Backed Securities GNMA GNII ET DG9098 C N/A 3618K6DB3 2065-02-20 7 12716.19 13286.53 Agency Mortgage-Backed Securities GNMA GNII ET DG6418 C N/A 3618K3DX2 2065-03-20 6.5 792331.58 825733.64 Agency Mortgage-Backed Securities GNMA GNII SF DG5680 C N/A 3618K2JZ3 2055-03-20 7 221990.20 233640.98 Agency Mortgage-Backed Securities GNMA GNPL PN DG2529 N/A 3618JXY23 2065-02-15 6.29 44311.65 47267.36 Agency Mortgage-Backed Securities GNMA GNII SF DG2307 C N/A 3618JXR47 2055-01-20 7.5 3240799.04 3518072.08 Agency Mortgage-Backed Securities GNMA GNCL CL DG0402 N/A 3618JVNT0 2067-10-15 6 752467.26 783424.52 Agency Mortgage-Backed Securities GNMA GNII ET DF9198 C N/A 3618JTGF3 2064-10-20 7 920895.29 962048.57 Agency Mortgage-Backed Securities GNMA GNII SF DF8341 C N/A 3618JSHS6 2055-03-20 6.5 228147.24 240048.24 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS4794 N/A 3140XLKG2 2037-08-01 2 108951.75 98963.67 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS4815 N/A 3140XLK56 2052-05-01 3 652.03 562.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4776 N/A 3140XLJW9 2053-03-01 5.5 7731.01 7778.48 Agency Mortgage-Backed Securities GNMA GNPL PN DP6835 N/A 3618MMSY0 2061-06-15 5.35 1056126.53 1066147.40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM5771 N/A 3140X9MV4 2050-04-01 4 23618.68 22026.51 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTFM5783 N/A 3140X9M93 2038-06-01 3 43235.15 40670.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM5750 N/A 3140X9L86 2050-08-01 4 8653.59 8084.71 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM5525 N/A 3140X9D77 2051-01-01 2.5 642806.51 533042.37 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM6293 N/A 3140X97F6 2051-01-01 3 9802.41 8473.49 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM5176 N/A 3140X8XE2 2050-12-01 2 79086.60 63757.77 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM5021 N/A 3140X8SK4 2050-11-01 2 126083.56 101895.27 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA6040 N/A 31418FWA1 2041-04-01 6 1196838.56 1231370.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA6037 N/A 31418FV79 2041-04-01 4.5 11213884.73 11040585.36 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CNMA5985 N/A 31418FUK1 2036-02-01 4.5 409733.25 408162.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA5983 N/A 31418FUH8 2046-02-01 5.5 103679.39 104581.75 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA5976 N/A 31418FUA3 2041-02-01 4 13434.62 12968.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5829 N/A 31418FPP6 2040-09-01 5 2040.38 2046.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5793 N/A 31418FNK9 2055-08-01 6 317565.22 323706.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5772 N/A 31418FMW4 2040-07-01 5.5 7059.15 7175.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5746 N/A 31418FL47 2040-06-01 5.5 5884.01 5981.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA5705 N/A 31418FKT3 2045-05-01 5 276660.43 274115.89 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRA8220 N/A 3133KQDZ6 2052-11-01 6 29694.20 30458.50 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7772 N/A 3133KPT57 2052-08-01 4 29146.07 26978.84 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA7706 N/A 3133KPR34 2052-07-01 5 35075.49 34826.33 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7399 N/A 3133KPGG7 2052-05-01 4 328533.29 306020.00 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA6973 N/A 3133KNXA6 2052-03-01 2 347719.21 274066.26 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA6704 N/A 3133KNNV1 2052-02-01 3 270301.81 235850.50 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6432 N/A 3133KNED1 2051-12-01 2.5 295208.01 248610.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA0620 N/A 3140W0VN2 2055-02-01 5 5940.96 5866.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0632 N/A 3140W0V28 2055-01-01 5.5 114319.54 114444.53 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8371 N/A 3132DWJQ7 2053-11-01 5 124137.17 122002.84 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8338 N/A 3132DWHP1 2053-06-01 4 1461.14 1349.50 Agency Mortgage-Backed Securities GNMA GNII SF DM0893 C N/A 3618LP7E1 2055-08-20 5.5 275461.82 278629.44 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA2986 N/A 3140W3J83 2055-07-01 4 28978.27 26760.95 Agency Mortgage-Backed Securities GNMA GNII JM MB0137 M N/A 3618N5EK1 2055-01-20 7 26000.76 26574.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS3658 N/A 3140XKB41 2053-01-01 5 603612.09 593487.50 Agency Mortgage-Backed Securities GNMA GNII SF BR1488 C N/A 3617LXUM2 2049-12-20 3 41692.60 35514.88 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG6998 N/A 3133C7X36 2053-07-01 6 197582.65 206013.50 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM9703 N/A 3140XDX92 2051-11-01 3 211403.99 183980.24 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA6226 N/A 3133A04K7 2050-01-01 3.5 17980.29 16299.60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLMA5167 N/A 31418EW55 2053-10-01 6.5 106176.45 110232.04 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA7328 N/A 3140QFEA3 2050-10-01 2 1282.36 1035.87 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBO1856 N/A 3140JWB25 2049-08-01 3 125989.90 111644.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO0988 N/A 3140JVC26 2049-07-01 3.5 17780.28 16092.51 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN7664 N/A 3140JQQS5 2049-07-01 4 292.51 274.16 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CKBM6912 N/A 3140JBVE3 2052-01-01 2.5 21061.21 16970.98 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CQBM6568 N/A 3140JBJN7 2037-06-01 3.5 216966.58 205362.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CWBM6522 N/A 3140JBG83 2033-11-01 3.5 162153.65 158450.98 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CWBM7195 N/A 3140JB7H3 2032-02-01 3 135173.26 130554.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM5446 N/A 3140JABQ0 2049-02-01 3.5 1634.03 1480.80 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBM5110 N/A 3140J9VC2 2032-09-01 3 415.05 404.85 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBM4963 N/A 3140J9QR5 2048-05-01 3 2202.61 1937.51 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM4951 N/A 3140J9QD6 2048-09-01 4.5 12754.55 12363.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM4343 N/A 3140J8ZH9 2048-05-01 4.5 57102.67 55331.91 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS8475 N/A 3132A9MY0 2027-11-01 3 12497.65 12419.22 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS7863 N/A 3132A8WY1 2032-03-01 3 148669.18 144522.50 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS7504 N/A 3132A8KR9 2031-08-01 3 106662.56 103599.42 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS7432 N/A 3132A8HH5 2031-06-01 3 435.12 423.83 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS7974 N/A 3132A82F5 2032-09-01 3.5 7033.60 6872.83 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5496 N/A 31418FDA2 2054-10-01 5 309791.98 302581.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA5479 N/A 31418FCR6 2044-09-01 5 586480.92 582549.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5476 N/A 31418FCN5 2039-09-01 5.5 8364.13 8502.33 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CNMA5434 N/A 31418FBC0 2034-05-01 4 201252.91 196013.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5219 N/A 31418EYR5 2038-12-01 5.5 55314.65 56228.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5110 N/A 31418EVC1 2038-08-01 5 5204.47 5225.79 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5014 N/A 31418ESC5 2038-05-01 5 4960.73 4981.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5042 N/A 31418ES84 2038-06-01 4.5 19893.49 19636.23 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA5506 N/A 31418FDL8 2039-10-01 4.5 3014.03 2974.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL735795 N/A 31402RNL9 2035-06-01 5 23936.03 23874.91 Agency Mortgage-Backed Securities FNMA FNMS 07.000 K2725502 N/A 31402DAB6 2032-11-01 7 2891.78 2964.90 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL655928 N/A 31390TVV8 2032-08-01 7 1077.82 1135.84 Agency Mortgage-Backed Securities FNMA FNMS 07.500 K2655152 N/A 31390SZR5 2032-08-01 7.5 699.57 715.83 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8508 N/A 3132D6NZ9 2036-02-01 2 3782.17 3444.86 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8371 N/A 3132D6JQ4 2040-03-01 5 167.45 167.96 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB8329 N/A 3132D6HE3 2039-09-01 6 21375.88 22003.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB8305 N/A 3132D6GN4 2039-05-01 6 1824.24 1878.47 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CISB8293 N/A 3132D6GA2 2039-04-01 5 278.05 279.07 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3PZA3181 N/A 31329LRA2 2044-10-01 4 16623.81 15496.79 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3QZA3107 N/A 31329LNY4 2033-05-01 3 89739.12 85347.83 Agency Mortgage-Backed Securities FMAC FEPC 02.500 3KZA2892 N/A 31329LF98 2030-08-01 2.5 25621.35 24591.20 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZA2859 N/A 31329LE81 2027-11-01 3 17515.71 17382.94 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTZA2445 N/A 31329KWE0 2037-02-01 3 8983.94 8416.88 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CTZA2383 N/A 31329KUG7 2035-06-01 3 47737.62 45107.03 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZA2262 N/A 31329KQP2 2032-05-01 3.5 16323.60 15914.66 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1275 N/A 3140QLMZ6 2051-08-01 2.5 81058.75 67213.29 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBV2994 N/A 3140MGKG5 2052-04-01 2.5 435059.46 360052.31 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBV2851 N/A 3140MGEZ0 2052-03-01 2.5 557083.09 460893.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV2859 N/A 3140MGE98 2052-03-01 3 4098.88 3558.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF0556 N/A 3140BQTN1 2056-03-01 5 293356.49 287579.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDF0482 N/A 3140BQRC7 2040-10-01 5 290736.24 291847.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0427 N/A 3140BQPM7 2055-10-01 5.5 607704.68 608435.95 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF0397 N/A 3140BQNP2 2055-09-01 6.5 932044.72 975412.45 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF0394 N/A 3140BQNL1 2055-09-01 6.5 720077.75 755286.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0206 N/A 3140BQGQ8 2055-10-01 5.5 487338.57 487939.63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE9644 N/A 3140BNWE4 2055-09-01 6.5 308254.92 324971.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE9443 N/A 3140BNP51 2055-09-01 6.5 405534.12 422108.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8709 N/A 3140BMVB3 2055-09-01 5.5 285138.34 286530.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8684 N/A 3140BMUJ7 2055-09-01 5.5 425068.56 424661.06 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE8707 N/A 3140BMU99 2055-09-01 7 271606.69 287727.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8702 N/A 3140BMU40 2055-09-01 5.5 305291.42 307186.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8582 N/A 3140BMRC6 2055-09-01 5.5 324610.85 326094.43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8607 N/A 3140BMR51 2055-10-01 6.5 284623.23 299756.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2118 N/A 3140Y8K88 2056-02-01 5 39910.28 39097.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1198 N/A 3140Y7KL1 2055-10-01 5 117253.88 115304.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1197 N/A 3140Y7KK3 2055-10-01 5 123931.31 122099.19 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0445 N/A 3140Y6P79 2055-05-01 6.5 8246106.03 8666225.89 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0278 N/A 3140Y6JY7 2055-04-01 6.5 4688861.00 4946404.51 Agency Mortgage-Backed Securities FNMA FNMS 02.500 ZLFP0034 N/A 3140XTBC4 2050-10-01 2.5 182511.04 150466.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS9878 N/A 3140XR6Q3 2053-04-01 5 27242.97 26756.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS8636 N/A 3140XQS24 2050-06-01 5 481737.41 477849.63 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS8317 N/A 3140XQG35 2054-07-01 6.5 791282.00 828801.95 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS8874 N/A 3140XQ2G1 2052-06-01 3 468.07 403.52 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB2049 N/A 3142K3H35 2056-05-01 5 282323.62 276137.53 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH5383 N/A 3140UL6V8 2056-07-01 4.5 288455.34 274278.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4200 N/A 3140UKU27 2056-06-01 5 566954.64 554531.34 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH4032 N/A 3140UKPS6 2056-06-01 4.5 449206.57 430637.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4027 N/A 3140UKPM9 2056-06-01 5.5 366666.31 377961.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH3986 N/A 3140UKNC3 2056-07-01 5 334813.88 327485.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3978 N/A 3140UKM42 2056-07-01 5.5 468074.73 468078.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH4418 N/A 3140UK4C4 2056-07-01 5 302101.60 296032.88 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8196 N/A 3132DWC92 2052-02-01 3.5 327.32 294.84 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8113 N/A 3132DWAN3 2050-12-01 2 335.43 266.74 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD7508 N/A 3132DVKV6 2049-10-01 3.5 710.57 646.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD7440 N/A 3132DVHR9 2055-01-01 5 210227.34 207341.90 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8090 N/A 3132DV7B5 2050-09-01 2 374446.48 297803.52 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8074 N/A 3132DV6K6 2050-07-01 3 165961.03 143354.98 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8043 N/A 3132DV5C5 2050-02-01 2.5 43742.35 36489.49 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8032 N/A 3132DV4R3 2049-12-01 4 1766.01 1654.35 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8030 N/A 3132DV4P7 2049-12-01 3 3955.94 3450.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8005 N/A 3132DV3N3 2049-08-01 3.5 67826.64 61402.55 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6940 N/A 3132DUV95 2054-12-01 5.5 32552.59 32774.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6592 N/A 3132DUKD8 2054-10-01 5 27328.49 26681.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG5584 N/A 3140U9F29 2056-04-01 5 2112689.43 2066906.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6196 N/A 3140U93E6 2056-04-01 5 1729586.08 1690493.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDG5228 N/A 3140U8Y20 2041-04-01 4.5 581349.70 574098.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG4732 N/A 3140U8HJ2 2056-05-01 6 302315.20 315233.13 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBY3300 N/A 3140NKU25 2053-06-01 5.5 386054.61 387903.16 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBY2998 N/A 3140NKKL4 2053-05-01 7 338163.83 370980.37 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD3360 N/A 3133B0WV1 2051-12-01 2 1056.65 834.33 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD2129 N/A 3133AYLJ7 2051-11-01 2 426049.89 336777.81 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD1254 N/A 3133AXMB5 2051-11-01 2 289681.11 228635.07 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQC6920 N/A 3133ARVM4 2051-09-01 3.5 236563.63 211928.05 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC5231 N/A 3133APY45 2051-08-01 2.5 770.95 637.32 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQC0306 N/A 3133AJKT9 2051-04-01 2 74709.63 59032.31 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQB9348 N/A 3133AGL56 2051-03-01 2.5 396160.44 327126.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0722 N/A 3140UFYU2 2056-06-01 5.5 335953.03 337627.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0705 N/A 3140UFYB4 2056-06-01 5 272242.91 267239.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO4844 N/A 3133WPLZ6 2041-02-01 5.5 449632.43 457794.76 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CIQO4751 N/A 3133WPH40 2040-12-01 6.5 117628.70 122405.32 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD6238 N/A 3132DT4X5 2053-03-01 4.5 1650661.26 1577300.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5083 N/A 3132DSUG5 2054-03-01 5.5 393653.23 395280.33 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD4884 N/A 3132DSM90 2054-02-01 6 11754070.70 12242710.92 Agency Mortgage-Backed Securities GNMA GNII SP 787798 C N/A 3622ADRT7 2050-12-20 2 3960228.44 3150942.56 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0046 N/A 3142J6BQ5 2055-09-01 4 2910710.63 2683824.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0022 N/A 3142J6AY9 2055-05-01 5.5 277097.86 276904.26 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6937 N/A 3142GXV79 2056-06-01 5.5 34394544.11 34357581.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6564 N/A 3142GXJJ7 2056-05-01 5 113080.44 110215.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6439 N/A 3142GXEM5 2056-04-01 5.5 384347.12 383933.31 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6136 N/A 3142GWZA0 2056-02-01 5 90072.67 88091.86 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ3245 N/A 3142GTTB2 2055-01-01 5 253672.54 249041.41 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ3187 N/A 3142GTRH1 2054-10-01 6 10358.27 10565.82 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ2422 N/A 3142GSVQ8 2054-09-01 5.5 48175.47 48290.63 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ1757 N/A 3142GR5T3 2054-06-01 5 182893.40 179851.27 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ0433 N/A 3142GQPT3 2053-11-01 6.5 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17460.40 14548.55 Agency Mortgage-Backed Securities GNMA GNMI SF 735642 X N/A 3620APHT5 2040-04-15 5.125 114264.41 115890.38 Agency Mortgage-Backed Securities GNMA GNMI SF 715999 X N/A 3620A1NQ7 2039-06-15 4.5 486.76 475.59 Agency Mortgage-Backed Securities GNMA GNMI SF 483578 X N/A 36209WFT4 2028-12-15 6.5 188.84 190.98 Agency Mortgage-Backed Securities GNMA GNMI SF 480157 X N/A 36209SME8 2028-12-15 6.5 632.49 653.36 Agency Mortgage-Backed Securities GNMA GNMI SF 477025 X N/A 36209N4J8 2030-01-15 7.5 361.65 369.40 Agency Mortgage-Backed Securities GNMA GNMI SF 473589 X N/A 36209KC22 2028-07-15 6.75 147.80 151.99 Agency Mortgage-Backed Securities GNMA GNMI SF 466809 X N/A 36209BR67 2028-05-15 7.5 367.48 373.75 Agency Mortgage-Backed Securities GNMA GNMI SF 462926 X N/A 36208WHB2 2028-07-15 6.75 360.14 371.08 Agency Mortgage-Backed Securities GNMA GNMI SF 435009 X N/A 36207LGS1 2031-01-15 7.5 9075.07 9224.14 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8336 N/A 3132DWHM8 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553578.09 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG8938 N/A 3140UC4Y4 2056-04-01 4.5 279478.87 267043.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDG7868 N/A 3140UBW66 2041-04-01 5 283824.93 286359.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7763 N/A 3140UBTV5 2056-05-01 5.5 582832.09 583743.25 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG8047 N/A 3140UB5H2 2056-05-01 6.5 977180.36 1048800.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6984 N/A 3140UAXN0 2056-07-01 5 378041.64 369627.44 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBM4153 N/A 3140J8TK9 2033-06-01 3 587.98 567.49 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBM4123 N/A 3140J8SM6 2030-03-01 3 1276.29 1254.27 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM3953 N/A 3140J8MB6 2033-06-01 4 861.66 850.63 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM1660 N/A 3140J5Z28 2047-08-01 4 16514.38 15518.43 Agency Mortgage-Backed Securities FNMA 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28747.27 27457.95 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL581716 N/A 31387EGZ4 2031-07-01 7 688.36 725.41 Agency Mortgage-Backed Securities FNMA FNMS 08.500 CL581625 N/A 31387ED61 2031-06-01 8.5 423.38 436.01 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CL562712 N/A 31386GDR1 2031-02-01 7.5 853.17 866.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL555522 N/A 31385XD38 2033-06-01 5 2563.94 2556.91 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL484965 N/A 31382KW20 2029-06-01 6.5 1956.87 2031.62 Agency Mortgage-Backed Securities FNMA FNMS 03.000 ZK310213 N/A 31374CSA5 2047-03-01 3 180771.71 157009.27 Agency Mortgage-Backed Securities FNMA FNMS 05.500 ZL310151 N/A 31374CQC3 2034-11-01 5.5 3394.96 3434.37 Agency Mortgage-Backed Securities FNMA FNMS 07.500 ZL310023 N/A 31374CLC8 2038-02-01 7.5 165.79 171.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 NP257172 N/A 31371NT54 2038-04-01 5.5 159.40 158.14 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL256851 N/A 31371NH40 2037-08-01 7 851.12 898.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CT256803 N/A 31371NGL3 2027-07-01 6 900.05 917.46 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL641249 N/A 31390BL63 2032-06-01 7 1262.79 1330.77 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CQAZ1163 N/A 3138YSJH0 2035-05-01 3 87476.78 81771.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAY0253 N/A 3138YDH77 2030-03-01 3.5 223.10 219.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAW3638 N/A 3138XTBG9 2029-06-01 3.5 13171.71 13050.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAV8711 N/A 3138XLVD1 2029-03-01 3.5 21715.84 21491.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAU5139 N/A 3138X4V98 2043-08-01 3.5 43146.28 40008.54 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE8467 N/A 3133BJMQ2 2052-08-01 4 45297.88 41834.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9951 N/A 3140U2BV4 2056-02-01 5.5 133425.47 133282.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDF9577 N/A 3140U1UB9 2041-02-01 4.5 145566.60 143341.76 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIDF9576 N/A 3140U1UA1 2041-01-01 4 107281.63 103556.09 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIDF9573 N/A 3140U1T70 2041-01-01 4 101964.65 98423.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF9348 N/A 3140U1L60 2056-01-01 5 439185.54 430459.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF8766 N/A 3140U0W45 2056-01-01 6 300176.15 308591.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF8540 N/A 3140U0P27 2055-12-01 5 429128.45 420294.69 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFS7636 N/A 3140XPPW3 2037-04-01 3 5272.24 5095.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS8087 N/A 3140XP6Z7 2054-06-01 5.5 296417.48 296098.34 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS7059 N/A 3140XNZZ0 2052-07-01 3 650.91 561.92 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS6866 N/A 3140XNTY0 2053-10-01 5 250722.26 245799.00 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS6789 N/A 3140XNRK2 2052-12-01 3 112513.29 97128.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS6599 N/A 3140XNKM5 2052-09-01 3.5 316984.53 283996.79 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS6451 N/A 3140XNEZ3 2053-08-01 5.5 269135.36 270828.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS7115 N/A 3140XN3Z5 2054-02-01 5.5 179696.66 180798.26 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS5890 N/A 3140XMRL2 2053-10-01 6 3810.73 3892.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS5725 N/A 3140XMLF1 2051-12-01 3.5 97479.14 88736.88 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTFS5700 N/A 3140XMKN5 2042-07-01 4 1008.25 970.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5676 N/A 3140XMJW7 2052-12-01 5 22545.64 22150.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5625 N/A 3140XMHB5 2053-08-01 5 100076.81 99000.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5413 N/A 3140XMAP1 2053-07-01 5 27410.00 26805.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS6288 N/A 3140XM7A8 2053-10-01 5.5 27372.02 27580.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5044 N/A 3140XLTA6 2053-06-01 4.5 23590.04 22655.87 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFS4975 N/A 3140XLQ50 2037-06-01 2 456959.38 415305.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4840 N/A 3140XLLW6 2053-05-01 5.5 389932.49 391765.30 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR0948 N/A 3140KYBS2 2051-04-01 2 579845.77 460508.68 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS6892 N/A 3140XNUS1 2052-04-01 2 81166.01 63901.32 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTFS4580 N/A 3140XLCS5 2043-02-01 4 134237.51 128912.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBY2930 N/A 3140NKHG9 2053-06-01 4.5 204885.02 195746.74 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CLZM3933 N/A 3131XXLN9 2047-08-01 3.5 185093.92 167082.00 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZM3886 N/A 3131XXJ77 2047-08-01 3.5 218861.49 199010.68 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2536 N/A 3131XVY90 2047-01-01 3 288508.38 257900.52 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY6747 N/A 31426RP96 2055-06-01 7 262580.39 281261.76 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7077 N/A 31426R2K6 2055-07-01 6.5 279869.28 292452.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY5795 N/A 31426QNM1 2055-06-01 5.5 275326.73 275828.46 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY5630 N/A 31426QHG1 2055-06-01 6.5 135302.58 141807.21 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY2163 N/A 31426LMM3 2055-04-01 6.5 827347.95 869769.93 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQY1058 N/A 31426KE85 2055-04-01 7 404068.22 437235.49 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0957 N/A 31426KB39 2055-04-01 6.5 264234.03 276744.10 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2381 N/A 3132DPUE6 2053-03-01 5.5 292330.85 294158.31 Agency Mortgage-Backed Securities GNMA GNII ET CY6936 C N/A 3618G6V51 2063-10-20 7.5 46572.51 48790.99 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV4199 N/A 3140MHUZ0 2052-03-01 3 7467.89 6443.67 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5633 N/A 3140XMHK5 2053-09-01 5.5 115646.12 116841.13 Agency Mortgage-Backed Securities GNMA GNII SF DA2175 C N/A 3618GRMY2 2054-02-20 6 424242.94 439559.38 Agency Mortgage-Backed Securities GNMA GNII RG CM5270 C N/A 3617YQ2B8 2047-01-20 3 4263.61 3715.77 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0716 N/A 3132DMYM1 2051-07-01 2 6487.11 5236.63 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD4499 N/A 3132E07L0 2052-05-01 3.5 331890.84 298179.25 Agency Mortgage-Backed Securities GNMA GNII SF MA3110 M N/A 36179RN39 2039-08-20 6 23518.99 24297.65 Agency Mortgage-Backed 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Mortgage-Backed Securities FMAC FEPC 02.000 CLSD2903 N/A 3132DQGL4 2051-03-01 2 704860.70 561010.38 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2862 N/A 3132DQFB7 2053-05-01 6 5068.69 5214.09 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD3588 N/A 3132DQ6Z4 2053-08-01 5 38839.09 38451.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2446 N/A 3132DPWF1 2053-03-01 5.5 139240.53 140463.25 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD2355 N/A 3132DPTL2 2052-12-01 4.5 1919.97 1835.45 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD2215 N/A 3132DPN87 2052-10-01 4 273191.53 253661.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2688 N/A 3132DP6Z6 2053-04-01 5.5 38070.40 38181.58 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2621 N/A 3132DP4E5 2053-04-01 5 419111.88 410313.33 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE9409 N/A 3133BKN21 2052-09-01 4 2853.13 2652.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL190333 N/A 31368HLN1 2033-04-01 5.5 1750.91 1768.81 Agency Mortgage-Backed Securities GNMA GNPL RX 601449 N/A 36200HEW0 2033-04-15 5.75 105256.73 105664.04 Agency Mortgage-Backed Securities GNMA GNMI SF 612800 X N/A 36202XX51 2033-05-15 5.5 37680.72 38060.89 Agency Mortgage-Backed Securities GNMA GNPL RX 580587 N/A 36201D6Y3 2033-07-15 4.625 29080.44 28848.13 Agency Mortgage-Backed Securities GNMA GNMI SF 604580 X N/A 36200MUD3 2033-08-15 5 26020.84 26051.64 Agency Mortgage-Backed Securities GNMA GNPL RX 609267 N/A 36202TZ82 2033-08-15 5.73 28429.07 28538.18 Agency Mortgage-Backed Securities GNMA GNMI SF 625645 X N/A 36291EBN0 2034-01-15 5.5 184.06 185.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL255190 N/A 31371LNF2 2034-05-01 5.5 5548.68 5629.93 Agency Mortgage-Backed Securities GNMA GNMI SF 605630 X N/A 36200NY39 2034-08-15 6 1429.81 1455.39 Agency Mortgage-Backed Securities GNMA GNII SF CX5850 C N/A 3618FSQB7 2053-10-20 7 144423.46 152993.60 Agency Mortgage-Backed Securities GNMA GNII SF DB1826 C N/A 3618H4A33 2054-03-20 6 277262.79 290161.06 Agency Mortgage-Backed Securities GNMA GNII SF MA5019 M N/A 36179TSG1 2048-02-20 3.5 1342344.69 1215727.58 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA2975 N/A 31418CJV7 2037-04-01 4 731.27 710.60 Agency Mortgage-Backed Securities GNMA GNII SF CY3272 C N/A 3618G2T53 2053-12-20 7 119269.15 125494.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB8224 N/A 3132D6D56 2038-04-01 5.5 253.85 258.25 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS2254 N/A 3132A2QF2 2038-08-01 5.5 372.42 379.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA2566 N/A 31418BZ82 2031-03-01 3.5 314.72 309.36 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CI890882 N/A 31410LXK3 2034-02-01 4.5 20698.74 20672.41 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB0813 N/A 3132CW3W2 2037-06-01 2.5 4000.95 3722.88 Agency Mortgage-Backed Securities GNMA GNMI SF 520260 X N/A 36211Q5V9 2034-09-15 6 288.00 292.64 Agency Mortgage-Backed Securities GNMA GNMI SF 645644 X N/A 36292DHV7 2029-07-15 6.09 192.70 195.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL832198 N/A 31407JRT1 2035-07-01 5 942.99 944.67 Agency Mortgage-Backed Securities GNMA GNMI SF 595780 X N/A 36200A2M0 2035-07-15 5.5 3900.18 3915.21 Agency Mortgage-Backed Securities FMAC 03.000 FGPC Z40227 G N/A 3132FCHC2 2043-08-01 3 3950017.76 3564571.08 Agency Mortgage-Backed Securities GNMA GNMI SF 550654 X N/A 36213CWP1 2035-09-15 6 631.44 644.20 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ5622 N/A 31427DG88 2055-10-01 5 575666.87 561819.01 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD1381 N/A 3140B1RB4 2055-01-01 6.5 278851.80 291357.38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW9839 N/A 3140N24Z1 2052-09-01 4.5 75818.83 72653.39 Agency Mortgage-Backed Securities GNMA GNII ET CY3551 C N/A 3618G25L4 2063-10-20 7 241050.52 251707.20 Agency Mortgage-Backed Securities GNMA GNMI SF 432003 X N/A 36207G3L1 2037-01-15 6 482.42 500.55 Agency Mortgage-Backed Securities GNMA GNPL PN 610154 N/A 36202UZT3 2033-10-15 5.85 70591.95 70877.42 Agency Mortgage-Backed Securities GNMA GNII SF MB0682 M N/A 3618N5XL8 2055-10-20 3.5 69903346.79 61822985.95 Agency Mortgage-Backed Securities GNMA GNII JM MB0675 M N/A 3618N5XD6 2055-10-20 6.5 155709.75 159245.40 Agency Mortgage-Backed Securities GNMA GNII SF MB0619 M N/A 3618N5VM8 2055-09-20 3.5 15412538.58 13631028.94 Agency Mortgage-Backed Securities GNMA GNII SF MB0555 M N/A 3618N5TM1 2055-08-20 5 4537485.99 4442038.46 Agency Mortgage-Backed Securities GNMA GNII SF MB0553 M N/A 3618N5TK5 2055-08-20 4 12113587.06 11077649.24 Agency Mortgage-Backed Securities GNMA GNII JM MB0293 M N/A 3618N5KF5 2055-04-20 4.5 401441.39 376925.77 Agency Mortgage-Backed Securities GNMA GNII SF MB0284 M N/A 3618N5J67 2040-04-20 6 4137.74 4264.57 Agency Mortgage-Backed Securities GNMA GNPL PN DJ8030 N/A 3618KU4P9 2060-08-15 4.5 16062.13 15465.21 Agency Mortgage-Backed Securities GNMA GNCL CL DJ5970 N/A 3618KST36 2067-03-15 6.3 1441622.78 1532548.81 Agency Mortgage-Backed Securities GNMA GNII ET DJ2425 C N/A 3618KNVS9 2065-03-20 7 33650.20 35159.43 Agency Mortgage-Backed Securities GNMA GNII ET DS3306 C N/A 3618VPU79 2066-07-20 6 1223519.57 1255119.41 Agency Mortgage-Backed Securities GNMA GNII ET DS3305 C N/A 3618VPU61 2066-06-20 6.5 827619.93 862905.23 Agency Mortgage-Backed Securities GNMA GNII SF DS2549 C N/A 3618VNZN4 2056-06-20 5.5 1177638.19 1192878.39 Agency Mortgage-Backed Securities GNMA GNII SF DS2419 C N/A 3618VNVL2 2056-05-20 6.5 330495.42 347881.68 Agency Mortgage-Backed Securities GNMA GNPL PN DS2200 N/A 3618VNNR8 2061-07-15 4.93 4735195.73 4634063.00 Agency Mortgage-Backed Securities GNMA GNII SF DS2045 C N/A 3618VNHW4 2056-05-20 5 363609.56 357046.29 Agency Mortgage-Backed Securities GNMA GNII SF DS1323 C N/A 3618VMPG2 2056-06-20 5.5 1049171.37 1075902.51 Agency Mortgage-Backed Securities GNMA GNII SF DS1322 C N/A 3618VMPF4 2056-06-20 5.5 1402107.78 1435953.73 Agency Mortgage-Backed Securities GNMA GNII SF DS1252 C N/A 3618VML92 2056-06-20 6.5 367129.18 390775.12 Agency Mortgage-Backed Securities GNMA GNII ET DS1798 C N/A 3618VM7K3 2066-06-20 6 605392.11 621026.97 Agency Mortgage-Backed Securities GNMA GNPL PN DS0677 N/A 3618VLXE0 2061-06-15 4.88 7972195.02 7800957.58 Agency Mortgage-Backed Securities GNMA GNII SF DR9680 C N/A 3618VJXH8 2056-06-20 6 310724.73 320292.26 Agency Mortgage-Backed Securities GNMA GNII SF DR9650 C N/A 3618VJWK2 2056-06-20 5.5 784765.33 793944.20 Agency Mortgage-Backed Securities GNMA GNII SF DR9598 C N/A 3618VJUX6 2056-05-20 6 705166.01 734013.65 Agency Mortgage-Backed Securities GNMA GNII ET DR9053 C N/A 3618VJBW9 2066-04-20 4.5 59687.99 56328.33 Agency Mortgage-Backed Securities GNMA GNII SP 787625 C N/A 3622ADLE6 2053-05-20 4.5 4757862.59 4514535.98 Agency Mortgage-Backed Securities GNMA GNII SP 787571 C N/A 3622ADJQ2 2052-06-20 4 5602790.14 5125792.87 Agency Mortgage-Backed Securities GNMA GNII SP 787351 C N/A 3622ADBU1 2054-01-20 6.5 4451018.72 4761266.59 Agency Mortgage-Backed Securities GNMA GNII SP 788190 C N/A 3622AD7B8 2055-09-20 5.5 12900418.66 13051125.65 Agency Mortgage-Backed Securities GNMA GNII JM MA9409 M N/A 36179YN26 2054-01-20 5 218584.23 212657.03 Agency Mortgage-Backed Securities GNMA GNII JM MA9350 M N/A 36179YL77 2053-12-20 6 540894.73 547344.90 Agency Mortgage-Backed Securities GNMA GNII SF MA9240 M N/A 36179YHR8 2053-10-20 5 48191.05 47400.94 Agency Mortgage-Backed Securities GNMA GNII SF MA9174 M N/A 36179YFP4 2053-09-20 7 1171331.56 1226771.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA5074 N/A 3142JTT86 2056-01-01 5.5 1586988.85 1585283.37 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA3300 N/A 3142JRU21 2056-01-01 5 455223.29 446237.49 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA2962 N/A 3142JRJG3 2055-12-01 6.5 779487.71 814740.56 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA2835 N/A 3142JREH6 2056-01-01 4.5 1021590.42 970848.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0757 N/A 3142JNZX7 2055-12-01 5.5 431553.79 434708.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA0658 N/A 3142JNWU6 2055-12-01 5 452999.33 444084.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 NP256526 N/A 31371M4K0 2036-12-01 6 446.71 458.87 Agency Mortgage-Backed Securities FNMA FNMS 06.500 K2254169 N/A 31371KJN2 2031-12-01 6.5 13288.46 13554.82 Agency Mortgage-Backed Securities FNMA FNMS 08.000 K2253553 N/A 31371JTJ3 2030-10-01 8 467.02 479.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL190350 N/A 31368HL76 2034-03-01 5.5 21473.16 21720.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO5791 N/A 3133WQNG4 2041-07-01 5 442027.43 443330.82 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO4957 N/A 3133WPQJ7 2041-02-01 4.5 114398.61 112904.57 Agency Mortgage-Backed Securities FMAC FEPC 02.000 ZLSI2075 N/A 3133USJU6 2050-09-01 2 365133.66 290740.11 Agency Mortgage-Backed Securities FMAC FEPC 03.000 ZLSI2009 N/A 3133USGS4 2049-10-01 3 241687.21 209598.40 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3SSF2000 N/A 3133SPGH7 2047-01-01 3 248300.66 218424.38 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5219 N/A 3133LPYQ4 2034-11-01 5 43756.47 43885.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5164 N/A 3133LPWZ6 2033-10-01 5 53471.64 53827.05 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CNRD5130 N/A 3133LPVX2 2032-12-01 5 25993.07 26175.69 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CNRD5123 N/A 3133LPVQ7 2032-10-01 4.5 103247.67 103096.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CNRD5302 N/A 3133LP3K1 2036-06-01 5.5 340568.56 346196.57 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CNRD5298 N/A 3133LP3F2 2036-05-01 3.5 132481.09 127064.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0616 N/A 3140UFVJ0 2056-05-01 5 336270.77 329254.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0547 N/A 3140UFTD6 2056-06-01 5 952624.99 931751.71 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0459 N/A 3140UFQM9 2056-07-01 5 772248.04 754577.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0338 N/A 3140UFLU6 2056-07-01 5 686734.16 673151.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0099 N/A 3140UFDD3 2056-06-01 5.5 368129.02 375024.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0841 N/A 3140UF5B6 2056-06-01 5.5 553689.95 557073.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0805 N/A 3140UF3P7 2056-06-01 5 378911.93 370609.08 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0797 N/A 3140UF3F9 2056-06-01 5.5 324497.31 325421.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0771 N/A 3140UF2D5 2056-06-01 5 375288.82 368099.29 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG9977 N/A 3140UECP0 2056-05-01 4.5 1308527.52 1242139.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9744 N/A 3140UDZJ1 2056-05-01 5 336272.99 330082.43 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9704 N/A 3140UDYA1 2056-05-01 5 414478.77 406501.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9440 N/A 3140UDP29 2056-04-01 5 378653.26 369883.53 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9245 N/A 3140UDHX0 2056-06-01 5 285030.33 279906.25 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9206 N/A 3140UDGQ6 2056-05-01 5 271522.30 266574.80 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3183 N/A 31418CRD8 2047-11-01 4 33224.42 31167.57 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH9360 N/A 3140GYMJ5 2047-10-01 4 2547.95 2384.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDC2082 N/A 3140APJ47 2039-10-01 4.5 165237.24 163569.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7237 N/A 3140QTBF5 2053-10-01 5.5 405473.06 407702.89 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBQ3865 N/A 3140KPJK0 2050-09-01 2.5 2721.84 2269.31 Agency Mortgage-Backed Securities GNMA GNII ET CV4196 C N/A 3618F0UV9 2063-06-20 6 2240823.17 2297802.82 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTAS8249 N/A 3138WJEX2 2036-11-01 3 121352.59 113681.89 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5424 N/A 31418FA23 2039-07-01 5 591.32 593.07 Agency Mortgage-Backed Securities GNMA GNII SF DC4578 C N/A 3618HKCP6 2054-06-20 8 468151.48 511503.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS3204 N/A 3132A3RZ5 2041-06-01 5 2811.43 2797.64 Agency Mortgage-Backed Securities GNMA GNII SF DA5596 C N/A 3618GVGD6 2054-04-20 7 229023.37 241250.09 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT1595 N/A 3132ADXY9 2049-01-01 4.5 3200.79 3089.02 Agency Mortgage-Backed Securities GNMA GNII SF MA4839 M N/A 36179TLU7 2047-11-20 4.5 130459.42 126263.85 Agency Mortgage-Backed Securities GNMA GNII SF MA4587 M N/A 36179TCY9 2047-07-20 4 2528337.45 2362835.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV7928 N/A 3140MMY28 2052-08-01 4.5 350085.71 335035.18 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS4835 N/A 3140XLLR7 2053-02-01 6.5 1735593.67 1835972.89 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08659 G N/A 3128MJWV8 2045-08-01 3.5 5571.47 5106.01 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY6343 N/A 3140NPBM1 2053-07-01 6 33539.53 34349.14 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS3549 N/A 3140XJ5K5 2052-01-01 2.5 11967.23 9850.71 Agency Mortgage-Backed Securities GNMA GNII SF MA8796 M N/A 36179XXZ4 2053-04-20 3 219007.48 193490.92 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL6745 N/A 3138EPP73 2044-08-01 4 425.98 405.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW9984 N/A 3140N3CW7 2052-09-01 5 587121.76 582468.62 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBU8735 N/A 3140MAV50 2052-06-01 4 19695.42 18252.34 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA4157 N/A 3140A4TP6 2053-11-01 6.5 239194.49 252102.30 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAY0015 N/A 3138YDAR0 2045-01-01 4 13746.56 12861.88 Agency Mortgage-Backed Securities GNMA GNII RG CI1504 C N/A 3617X5U57 2051-01-20 2.5 461394.57 384371.36 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL2777 N/A 3131XJCN0 2042-03-01 3.5 5680.79 5314.15 Agency Mortgage-Backed Securities GNMA GNII RG CM8603 C N/A 3617YURY2 2047-04-20 3 22957.24 20053.08 Agency Mortgage-Backed Securities GNMA GNII SP 788172 C N/A 3622AD6H6 2055-09-20 6.5 4266.19 4378.94 Agency Mortgage-Backed Securities GNMA GNPL PN DE9899 N/A 3618JF7L0 2060-09-15 5.69 11823.38 12175.70 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3246 N/A 3140QNTC6 2052-04-01 3 415448.03 359502.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM1458 N/A 3140X4TQ9 2049-04-01 4.5 4923.12 4746.62 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL2185 N/A 3131XHNA0 2041-10-01 4 208641.91 198889.43 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBV5323 N/A 3140MJ4H5 2052-03-01 2 6251.53 4921.99 Agency Mortgage-Backed Securities GNMA GNII SF MA4126 M N/A 36179SSP3 2046-12-20 3 458908.07 407161.60 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQE0316 N/A 3133B9K52 2052-04-01 3.5 22410.02 20094.45 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDB6392 N/A 3140AGC69 2054-08-01 5.5 8579.49 8597.67 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO2668 N/A 3133WL6D1 2039-10-01 5 344320.11 347002.25 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM5295 N/A 3140X83D7 2048-04-01 3.5 51276.17 46936.91 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG1747 N/A 3133C15G1 2053-04-01 5.5 1540030.32 1551613.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ2763 N/A 3140H4B94 2048-05-01 4.5 2308.11 2228.78 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZA5889 N/A 31329PRJ4 2048-11-01 4 2251.15 2111.23 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAL6144 N/A 3138ENZJ1 2030-01-01 3 58712.51 57611.59 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBT2176 N/A 3140LQM23 2052-02-01 2.5 321185.94 265152.92 Agency Mortgage-Backed Securities GNMA GNII ET DB1307 C N/A 3618H3NY3 2064-02-20 7 75401.73 78771.23 Agency Mortgage-Backed Securities GNMA GNII SF CW6941 C N/A 3618FFWA0 2053-08-20 6 5355.79 5616.83 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0523 N/A 3132ACSL5 2048-09-01 4.5 1196.43 1157.11 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZA1022 N/A 31329JD38 2039-09-01 4.5 124988.75 122493.22 Agency Mortgage-Backed Securities GNMA GNMI SF BT9370 X N/A 3617MYMT3 2050-04-15 4.5 2930.79 2798.15 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7386 N/A 3140BYF41 2055-12-01 5.5 331462.74 333384.01 Agency Mortgage-Backed Securities GNMA GNII SF DT1615 C N/A 3618W0YL8 2056-07-20 6 459329.89 482050.65 Agency Mortgage-Backed Securities GNMA GNII SF DN7663 C N/A 3618MAQQ5 2055-12-20 6.5 828992.82 869584.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9573 N/A 3140UDT74 2056-05-01 5.5 662203.14 665087.92 Agency Mortgage-Backed Securities GNMA GNII SF DP6026 C N/A 3618MLVT9 2056-01-20 6 359844.40 370094.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6677 N/A 3140UAM36 2056-04-01 5 395801.29 388514.46 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLTA2319 N/A 3142JQSH3 2055-12-01 4 1062586.63 979756.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG0147 N/A 3140U3EV9 2056-01-01 5 797186.20 779720.38 Agency Mortgage-Backed Securities GNMA GNPL PN CN7602 N/A 3617F7NT9 2065-07-15 4.85 442112.27 428949.12 Agency Mortgage-Backed Securities GNMA GNII ET DT2614 C N/A 3618W13X4 2066-05-20 6 77012.99 79002.00 Agency Mortgage-Backed Securities GNMA GNII SF DQ9807 C N/A 3618N33Q5 2056-05-20 7 617753.43 663576.74 Agency Mortgage-Backed Securities GNMA GNII SF DO6830 C N/A 3618V3ST3 2056-07-20 5 1045164.77 1026296.06 Agency Mortgage-Backed Securities GNMA GNII SF MB1259 M N/A 3618N6MH7 2041-08-20 4.5 1119901.07 1103225.74 Agency Mortgage-Backed Securities GNMA GNII SF MB1194 M N/A 3618N6KG1 2041-06-20 5.5 54420.27 55125.74 Agency Mortgage-Backed Securities GNMA GNII SF MB1213 M N/A 3618N6K30 2056-06-20 3.5 10532736.52 9315169.73 Agency Mortgage-Backed Securities GNMA GNII SF MB0940 M N/A 3618N6BJ5 2056-02-20 7 1861611.57 1949147.03 Agency Mortgage-Backed Securities GNMA GNII JM MB0923 M N/A 3618N6AZ0 2056-02-20 4.5 1513751.46 1424814.02 Agency Mortgage-Backed Securities GNMA GNII ET DJ2399 C N/A 3618KNUY7 2064-12-20 7 16348.84 17082.09 Agency Mortgage-Backed Securities GNMA GNII SF DJ2693 C N/A 3618KN7E7 2055-05-20 6.5 162045.22 170218.89 Agency Mortgage-Backed Securities GNMA GNII SF DJ1447 C N/A 3618KMTC9 2055-06-20 6.5 269853.37 284297.45 Agency Mortgage-Backed Securities GNMA GNII BD DJ1440 C N/A 3618KMS55 2055-06-20 6 354692.85 359234.34 Agency Mortgage-Backed Securities GNMA GNPL PN DJ0408 N/A 3618KLNZ6 2061-04-15 5.17 1228140.01 1215413.20 Agency Mortgage-Backed Securities GNMA GNII SF DH9304 C N/A 3618KJKR2 2055-02-20 6 1183583.73 1207731.21 Agency Mortgage-Backed Securities GNMA GNII ET DH8956 C N/A 3618KH5R3 2065-03-20 7 1602870.34 1674759.61 Agency Mortgage-Backed Securities GNMA GNII SF DL7596 C N/A 3618LKNM6 2055-07-20 7 2717900.07 2927519.02 Agency Mortgage-Backed Securities GNMA GNII ET DL6720 C N/A 3618LJPD7 2065-05-20 6.5 81558.66 84997.23 Agency Mortgage-Backed Securities GNMA GNII SF DL6467 C N/A 3618LJFG1 2055-08-20 5.5 790002.54 799440.96 Agency Mortgage-Backed Securities GNMA GNII SF DL6006 C N/A 3618LHU78 2055-07-20 7 169593.84 177579.90 Agency Mortgage-Backed Securities GNMA GNII SF DL4771 C N/A 3618LGJQ1 2055-07-20 6.5 14469.25 15177.64 Agency Mortgage-Backed Securities GNMA GNII SF DL4125 C N/A 3618LFSN0 2055-08-20 7 253760.34 268245.06 Agency Mortgage-Backed Securities GNMA GNII ET DL4455 C N/A 3618LF5Q8 2065-07-20 5.5 55727.10 55850.33 Agency Mortgage-Backed Securities GNMA GNPL PN DL3184 N/A 3618LERD6 2060-09-15 4.63 17243.30 16634.36 Agency Mortgage-Backed Securities GNMA GNII ET DL1188 C N/A 3618LCJ98 2065-07-20 6.5 1073584.63 1118846.60 Agency Mortgage-Backed Securities GNMA GNII ET DL0350 C N/A 3618LBL71 2065-09-20 7 91031.06 95113.83 Agency Mortgage-Backed Securities GNMA GNII ET DL0254 C N/A 3618LBH76 2065-06-20 6.5 128301.36 133710.63 Agency Mortgage-Backed Securities GNMA GNII ET DM3073 C N/A 3618LSMW8 2065-09-20 7 72239.00 75478.95 Agency Mortgage-Backed Securities GNMA GNMI SF 553592 X N/A 36213F7D9 2031-12-15 6 26488.12 26825.21 Agency Mortgage-Backed Securities GNMA GNII ET DI0245 C N/A 3618NHHW6 2065-04-20 7 2034037.45 2124768.40 Agency Mortgage-Backed Securities GNMA GNII SF CV2868 C N/A 3618BYFH7 2054-03-20 6 236008.05 244344.56 Agency Mortgage-Backed Securities GNMA GNPL PN CU4595 N/A 3618BNC84 2065-04-15 5.4 8458.39 8553.17 Agency Mortgage-Backed Securities GNMA GNII ET CU4114 C N/A 3618BMSB2 2064-06-20 6.5 40476.25 42174.09 Agency Mortgage-Backed Securities GNMA GNII RG CT8012 C N/A 3618BD3V5 2038-12-20 6.5 132310.46 141198.63 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC4976 N/A 3140ASQ68 2054-11-01 4.5 365357.32 348261.52 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8119 N/A 3132D6AU4 2036-09-01 2 285304.40 259149.31 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFS1996 N/A 3140XHGE1 2037-05-01 3.5 2349.31 2271.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0717 N/A 3140W0YP4 2050-01-01 3.5 2970750.89 2709261.44 Agency Mortgage-Backed Securities GNMA GNII ET DJ2424 C N/A 3618KNVR1 2065-04-20 6.5 138336.35 144168.70 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL1732 N/A 31427N4S5 2052-02-01 2 245894.33 198220.99 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDC6767 N/A 3140AUQV8 2039-12-01 4.5 174603.88 172296.49 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDD3905 N/A 3140B4KT6 2055-02-01 7.5 271308.30 290817.27 Agency Mortgage-Backed Securities GNMA GNII ET DI9624 C N/A 3618NTVR5 2065-05-20 6.5 6827427.54 7111077.57 Agency Mortgage-Backed Securities GNMA GNII JM MB0545 M N/A 3618N5TB5 2055-08-20 6.5 563086.99 577832.36 Agency Mortgage-Backed Securities GNMA GNII SF DG6568 C N/A 3618K3JM0 2055-01-20 6.5 356299.02 381946.73 Agency Mortgage-Backed Securities GNMA GNII SP 787668 M N/A 3622ADMR6 2051-01-20 6 1999205.51 2080271.30 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY7184 N/A 31426R6W6 2055-07-01 6.5 320279.57 336316.18 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC6761 N/A 3140AUQP1 2054-12-01 6.5 172274.51 179967.71 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1712 N/A 31427N3W7 2054-12-01 6 1341777.75 1370933.24 Agency Mortgage-Backed Securities GNMA GNPL PN DJ5979 N/A 3618KSUC4 2060-09-15 6.5 499840.09 534525.82 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA4195 N/A 31418DUV2 2050-10-01 4.5 753.58 722.98 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA2871 N/A 31418CFM1 2032-01-01 3 1956.60 1895.01 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU5906 N/A 3140M7R45 2051-12-01 2 348.87 278.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQF0419 N/A 3133BMPC3 2052-09-01 5.5 220236.41 224476.92 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CISB0258 N/A 3132CWJB1 2034-06-01 4 12117.23 11942.24 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFM4512 N/A 3140X8AN7 2050-04-01 3.5 4041.63 3689.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA0479 N/A 3142JNQ90 2055-11-01 5 409018.33 400417.76 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA0891 N/A 3142JN7D2 2055-11-01 4.5 281034.61 266776.32 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTA0885 N/A 3142JN6X9 2055-10-01 6 126691.94 129774.99 Agency Mortgage-Backed Securities GNMA GNPL PN DR7523 N/A 3618VGLC8 2061-05-15 4.48 3273969.44 3105495.34 Agency Mortgage-Backed Securities GNMA GNII RG DR7019 C N/A 3618VFYQ5 2054-10-20 6 3022253.38 3168678.53 Agency Mortgage-Backed Securities GNMA GNII RG DR7012 C N/A 3618VFYH5 2053-09-20 5.5 476962.12 480448.40 Agency Mortgage-Backed Securities GNMA GNII ET DR6752 C N/A 3618VFQD3 2066-05-20 6.5 59863.74 62416.07 Agency Mortgage-Backed Securities GNMA GNII ET DN4511 C N/A 3618M7AL0 2065-12-20 6.5 1736302.77 1809504.72 Agency Mortgage-Backed Securities GNMA GNII ET DN5295 C N/A 3618M73C8 2065-11-20 7 786723.02 822008.59 Agency Mortgage-Backed Securities GNMA GNII SF MA9107 M N/A 36179YDL5 2053-08-20 6 10743765.80 11089145.64 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8656 N/A 3142JXTN4 2056-03-01 5 331267.88 324356.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA6796 N/A 3142JVRS9 2056-03-01 5.5 1427178.90 1434152.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA5601 N/A 3142JUGK0 2056-01-01 5 87558.88 85520.04 Agency Mortgage-Backed Securities GNMA GNII SF MB0872 M N/A 3618N56J3 2056-01-20 5.5 12596132.48 12631796.33 Agency Mortgage-Backed Securities GNMA GNII ET DQ9711 C N/A 3618N3YG3 2066-04-20 6 27658.13 28372.46 Agency Mortgage-Backed Securities GNMA GNII SF DQ9475 C N/A 3618N3Q49 2056-06-20 6.5 413111.64 429743.38 Agency Mortgage-Backed Securities GNMA GNII SF DQ9111 C N/A 3618N3DQ4 2056-04-20 6.5 397414.29 423887.91 Agency Mortgage-Backed Securities GNMA GNII SF DQ9776 C N/A 3618N32H6 2056-05-20 6.5 7364762.60 7815910.77 Agency Mortgage-Backed Securities GNMA GNPL PN DQ8668 N/A 3618N2TZ9 2061-07-15 5.33 1313967.97 1317148.65 Agency Mortgage-Backed Securities GNMA GNII SF DQ8111 C N/A 3618N2AL0 2056-03-20 5.5 601513.09 609261.98 Agency Mortgage-Backed Securities GNMA GNII SF DQ8970 C N/A 3618N26F8 2056-03-20 6.5 299781.84 319286.45 Agency Mortgage-Backed Securities GNMA GNII ET DQ7786 C N/A 3618N1UK2 2066-03-20 6 95904.76 98381.69 Agency Mortgage-Backed Securities GNMA GNII SF DQ7266 C N/A 3618N1CB2 2056-06-20 6 633412.86 672234.10 Agency Mortgage-Backed Securities GNMA GNII SF DF7310 C N/A 3618JRDP8 2054-11-20 6 280625.25 293325.78 Agency Mortgage-Backed Securities GNMA GNII ET DF8028 C N/A 3618JR4M5 2064-10-20 6.5 378336.10 394206.04 Agency Mortgage-Backed Securities GNMA GNPL PN DF6569 N/A 3618JQJN9 2061-05-15 5.28 281264.55 281503.63 Agency Mortgage-Backed Securities GNMA GNII SF DF5212 C N/A 3618JNYH2 2054-10-20 8 637158.73 694863.44 Agency Mortgage-Backed Securities GNMA GNII SF DF5139 C N/A 3618JNV85 2054-10-20 6.5 6134616.00 6519150.09 Agency Mortgage-Backed Securities GNMA GNII ET DF4741 C N/A 3618JNHS7 2064-04-20 7 37074.36 38731.15 Agency Mortgage-Backed Securities GNMA GNPL PN DE9904 N/A 3618JGAD2 2060-11-15 5.2 19580.38 19713.16 Agency Mortgage-Backed Securities GNMA GNII SF DE8790 C N/A 3618JEXT7 2054-10-20 6.5 1601326.84 1689482.55 Agency Mortgage-Backed Securities GNMA GNII SF DE8932 C N/A 3618JE4R3 2054-08-20 8 556540.87 606875.91 Agency Mortgage-Backed Securities GNMA GNII SF DE6773 C N/A 3618JCQ28 2054-11-20 6 1720027.95 1779565.00 Agency Mortgage-Backed Securities GNMA GNII SF DE6159 C N/A 3618JBZY0 2054-08-20 6 455580.30 476200.32 Agency Mortgage-Backed Securities GNMA GNII SF DE4073 C N/A 3618J9Q25 2054-09-20 6 215935.56 224725.65 Agency Mortgage-Backed Securities GNMA GNCL CL DE4039 N/A 3618J9PY6 2064-09-15 5.98 26813.97 27606.03 Agency Mortgage-Backed Securities GNMA GNPL PN DE4036 N/A 3618J9PV2 2064-09-15 5.98 11214.76 11709.94 Agency Mortgage-Backed Securities GNMA GNII ET DE0115 C N/A 3618J5DU5 2064-10-20 6.5 356019.55 370953.38 Agency Mortgage-Backed Securities GNMA GNII SF DD6160 C N/A 3618HYZZ9 2054-07-20 7 246331.22 261337.80 Agency Mortgage-Backed Securities GNMA GNII RG DN3863 C N/A 3618M6JG4 2054-04-20 6.5 1211409.83 1288015.35 Agency Mortgage-Backed Securities GNMA GNII ET DN1593 C N/A 3618M3XW0 2065-09-20 6.5 414829.07 432318.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5908 N/A 3140QRR62 2053-03-01 5.5 5493.32 5557.06 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ6166 N/A 3133CWZ70 2054-10-01 5.5 233125.13 236889.48 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1171 N/A 3140XGJR1 2052-01-01 3 188369.90 164022.90 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CISB0368 N/A 3132CWMR2 2034-03-01 4 48306.94 47648.92 Agency Mortgage-Backed Securities GNMA GNII SF MA2926 M N/A 36179RHB8 2030-05-20 2 2854.33 2743.81 Agency Mortgage-Backed Securities GNMA GNII ET DC1731 C N/A 3618HF4Q4 2064-05-20 7 1025545.33 1071374.21 Agency Mortgage-Backed Securities GNMA GNII ET DC7435 C N/A 3618HNHL4 2064-07-20 7 27953.50 29202.70 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZS0618 N/A 3132A0VK9 2032-04-01 7 15306.04 16130.07 Agency Mortgage-Backed Securities GNMA GNII RG CI7921 C N/A 3617XCYS8 2047-11-20 3 3753.86 3308.77 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZK6369 N/A 3131XACE9 2029-01-01 3.5 5245.73 5191.48 Agency Mortgage-Backed Securities GNMA GNMI SF BD7167 X N/A 3617BN6C4 2047-11-15 5 8576.12 8435.36 Agency Mortgage-Backed Securities GNMA GNII SF CJ9746 C N/A 3617XSZK9 2052-02-20 3.5 229859.57 208025.36 Agency Mortgage-Backed Securities GNMA GNII SF MA7423 M N/A 36179WG85 2051-06-20 5 2147.89 2150.32 Agency Mortgage-Backed Securities GNMA GNII SF CY7937 C N/A 3618G7ZA4 2053-12-20 7 424447.50 448437.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTFM1043 N/A 3140X4ER3 2039-06-01 4.5 1745.70 1723.17 Agency Mortgage-Backed Securities GNMA GNII ET CY4097 C N/A 3618G3RS3 2063-11-20 7.5 11895.19 12425.89 Agency Mortgage-Backed Securities GNMA GNMI SF CQ7241 X N/A 3618AABJ0 2052-09-15 6 476943.36 495289.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNFS4500 N/A 3140XLAA6 2032-01-01 3 297801.33 287145.41 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE9645 N/A 3140BNWF1 2055-09-01 6.5 342451.43 360165.98 Agency Mortgage-Backed Securities GNMA GNII SF DL8187 C N/A 3618LLCY0 2055-08-20 7 851937.50 933544.88 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX2632 N/A 31425W4S7 2054-12-01 6.5 359026.89 372741.96 Agency Mortgage-Backed Securities GNMA GNII SF DL7588 C N/A 3618LKND6 2055-08-20 6.5 37759.42 39989.52 Agency Mortgage-Backed Securities GNMA GNII ET DI7167 C N/A 3618NQ6C2 2065-04-20 6.5 246079.29 256453.66 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CIQO3441 N/A 3133WMZE5 2040-04-01 5 356006.33 360211.71 Agency Mortgage-Backed Securities GNMA GNII SF DK8440 C N/A 3618L8LV5 2055-07-20 7.5 1020990.40 1108346.34 Agency Mortgage-Backed Securities GNMA GNII ET DI1463 C N/A 3618NJTU3 2065-02-20 7 128910.59 134691.89 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC9154 N/A 3133AUE38 2051-10-01 3 76307.29 67113.03 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5663 N/A 3132DTJG6 2054-06-01 5.5 132691.42 133211.74 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM3769 N/A 3140X7FK0 2035-07-01 2.5 408661.83 381507.61 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS5127 N/A 3140XLVV7 2052-01-01 3 413469.81 356320.02 Agency Mortgage-Backed Securities GNMA GNII SF CQ2527 C N/A 3618A4YY6 2052-11-20 5 257644.31 253039.35 Agency Mortgage-Backed Securities GNMA GNII MH AY5141 C N/A 36196UWA5 2038-03-20 3.5 241204.39 229447.52 Agency Mortgage-Backed Securities GNMA GNII SF MA8344 M N/A 36179XHV1 2052-10-20 3 323558.23 284459.45 Agency Mortgage-Backed Securities FMAC FEPC 02.500 ZLSI2106 N/A 3133USKT7 2051-05-01 2.5 836727.35 694595.26 Agency Mortgage-Backed Securities GNMA GNII SF MA5441 M N/A 36179UBJ0 2032-07-20 6.5 992.65 1031.90 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLZI8491 N/A 3131WMNG7 2039-01-01 7 2693.40 2838.41 Agency Mortgage-Backed Securities GNMA GNII SF DK1824 C N/A 3618L1AZ3 2055-07-20 6.5 19541.70 20523.72 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC7618 N/A 3140AVPC9 2054-11-01 5.5 184604.00 187223.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY0791 N/A 31426J2Z1 2055-04-01 6 5960.81 6118.12 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8710 N/A 3140BMVC1 2055-09-01 5.5 283145.08 284811.20 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1138 N/A 31427NHQ5 2055-05-01 6 119167.58 121484.20 Agency Mortgage-Backed Securities GNMA GNII ET DP1140 C N/A 3618MFHR2 2066-01-20 6 1198488.49 1229439.45 Agency Mortgage-Backed Securities GNMA GNII SF DQ8958 C N/A 3618N25T9 2056-03-20 5.5 522827.61 528942.25 Agency Mortgage-Backed Securities GNMA GNII SF DR0830 C N/A 3618V84P6 2056-05-20 6 562979.60 580315.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF8916 N/A 3140U04A2 2056-01-01 5.5 212395.97 213649.61 Agency Mortgage-Backed Securities GNMA GNII SF 003666 M N/A 36202ECB3 2035-01-20 6 149.97 155.62 Agency Mortgage-Backed Securities GNMA GNII SF 003663 M N/A 36202EB81 2035-01-20 4.5 208.05 205.27 Agency Mortgage-Backed Securities GNMA GNII JM 004827 M N/A 36202FLG9 2040-10-20 4 24150.31 22220.66 Agency Mortgage-Backed Securities GNMA GNII FS 004485 M N/A 36202E6W4 2039-07-20 5 147.98 146.91 Agency Mortgage-Backed Securities GNMA GNII SF MA9018 M N/A 36179YAT1 2053-07-20 6 7030878.92 7252984.38 Agency Mortgage-Backed Securities GNMA GNII JM MA9895 M N/A 36179Y7G3 2054-09-20 6.5 167733.33 172421.93 Agency Mortgage-Backed Securities GNMA GNII SF MA9851 M N/A 36179Y5L4 2054-08-20 5.5 7621066.08 7671771.57 Agency Mortgage-Backed Securities GNMA GNII SF MA8729 M N/A 36179XVW3 2053-03-20 7 7807.88 8207.28 Agency Mortgage-Backed Securities GNMA GNII SF MA8645 M N/A 36179XTA4 2053-02-20 4 247727.01 229923.45 Agency Mortgage-Backed Securities GNMA GNII SF MA8490 M N/A 36179XNF9 2052-12-20 5 236565.60 233205.58 Agency Mortgage-Backed Securities GNMA GNII SF MA8348 M N/A 36179XHZ2 2052-10-20 5 321050.66 316147.15 Agency Mortgage-Backed Securities GNMA GNII SF MA8269 M N/A 36179XFJ0 2052-09-20 5 206609.92 203415.04 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS4541 N/A 3140XLBK3 2051-03-01 3 688986.06 598453.98 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS5322 N/A 3140XL4G0 2052-04-01 2 10895.31 8602.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS5275 N/A 3140XL2H0 2053-07-01 5 180270.38 178432.83 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTFS4047 N/A 3140XKP95 2042-12-01 3.5 78735.80 73617.71 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS4000 N/A 3140XKNS5 2041-07-01 6 76852.66 80220.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTFS3857 N/A 3140XKJB7 2043-03-01 5.5 457961.55 460219.45 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3835 N/A 3140XKHM5 2052-11-01 4.5 636667.41 607453.93 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS3852 N/A 3140XKH60 2052-05-01 3 157553.61 136113.71 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3810 N/A 3140XKGU8 2053-01-01 4.5 281005.74 269931.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3458 N/A 3140XJZY2 2050-08-01 3.5 2799331.18 2550853.21 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS3368 N/A 3140XJW66 2052-03-01 2.5 316781.37 266167.10 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFS3327 N/A 3140XJVV2 2037-02-01 2.5 1763.71 1640.92 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS3256 N/A 3140XJTN3 2052-11-01 6 44092.04 45196.55 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS3238 N/A 3140XJS46 2051-03-01 2 7104.47 5593.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5037 N/A 31418ES35 2053-06-01 4.5 20898.67 19961.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5000 N/A 31418ERW2 2053-04-01 3.5 123676.90 110748.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA4868 N/A 31418EMS6 2053-01-01 5 2619145.04 2577858.58 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA4779 N/A 31418EJZ4 2042-10-01 4 129119.06 123979.26 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA4741 N/A 31418EHT0 2037-08-01 4 268.06 259.09 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4644 N/A 31418EES5 2052-05-01 4 81861.15 75784.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4580 N/A 31418ECS7 2052-04-01 3.5 125026.77 111978.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC2718 N/A 3140AQAU6 2054-12-01 5.5 24949.55 24978.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC2272 N/A 3140APQ23 2054-10-01 5 566048.50 553864.68 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA2737 N/A 31418CBF0 2046-09-01 3 276166.02 243756.56 Agency Mortgage-Backed Securities GNMA GNCL CL CQ8791 N/A 3618ABXU9 2066-10-15 5.6 366276.51 377241.98 Agency Mortgage-Backed Securities GNMA GNPL PN CQ7041 N/A 3618A9ZE8 2065-07-15 6.14 716653.02 755276.08 Agency Mortgage-Backed Securities GNMA GNII SF CQ6197 C N/A 3618A83E5 2052-11-20 5 388289.45 387897.93 Agency Mortgage-Backed Securities GNMA GNII SF AQ2288 C N/A 36189RRH2 2045-09-20 4 35206.67 32775.03 Agency Mortgage-Backed Securities GNMA GNMI SF AM8641 X N/A 36185BS64 2045-05-15 3 15341.61 13525.02 Agency Mortgage-Backed Securities GNMA GNMI SF AM8586 X N/A 36185BRF5 2045-06-15 3.5 7968.19 7227.36 Agency Mortgage-Backed Securities GNMA GNMI SF AK6897 X N/A 36183QUW3 2045-02-15 3.5 198972.53 180477.17 Agency Mortgage-Backed Securities GNMA GNMI SF AF0703 X N/A 36181FX89 2043-09-15 3 11987.91 10568.74 Agency Mortgage-Backed Securities GNMA GNMI SF AE7779 X N/A 36181BUC2 2043-09-15 3.5 114840.00 104200.84 Agency Mortgage-Backed Securities GNMA GNMI SF AD8911 X N/A 36180M3U9 2028-04-15 3 31058.09 30807.14 Agency Mortgage-Backed Securities GNMA GNII SF MA9906 M N/A 36180AAF0 2054-09-20 5.5 5550166.52 5577253.18 Agency Mortgage-Backed Securities GNMA GNII RG CN0962 C N/A 3617YYB70 2051-07-20 3 4461.56 3881.05 Agency Mortgage-Backed Securities GNMA GNCL CL CN0567 N/A 3617YXTY4 2067-12-15 5.74 994300.36 1028248.09 Agency Mortgage-Backed Securities GNMA GNMI BD 518355 X N/A 36211NZU5 2029-12-15 6 3681.49 3707.13 Agency Mortgage-Backed Securities GNMA GNMI BD 518344 X N/A 36211NZH4 2029-11-15 6 1385.06 1395.21 Agency Mortgage-Backed Securities GNMA GNMI SF 511697 X N/A 36211FNN1 2030-10-15 8 143.49 146.85 Agency Mortgage-Backed Securities GNMA GNMI SF 510541 X N/A 36211EEN4 2029-10-15 8 293.36 298.22 Agency Mortgage-Backed 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Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTQK0914 N/A 3133D4AP8 2041-07-01 2 311996.65 269419.61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ9272 N/A 3133D1JR1 2054-11-01 5 496372.04 486289.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQJ8234 N/A 3133D0EF4 2054-11-01 5 357792.85 348744.51 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ8928 N/A 3133D04M0 2054-11-01 5.5 237058.62 237975.64 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQJ7208 N/A 3133CYAH1 2054-10-01 4 265748.44 247672.85 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ6992 N/A 3133CXXV7 2054-10-01 6 182316.31 186770.30 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ6976 N/A 3133CXXD7 2054-10-01 5.5 301871.14 302249.48 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ6026 N/A 3133CWVT6 2054-09-01 6.5 533290.70 553662.76 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ5819 N/A 3133CWPC0 2054-09-01 6.5 275098.25 287328.20 Agency Mortgage-Backed 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19000.11 16569.10 Agency Mortgage-Backed Securities GNMA GNII SP 784585 C N/A 3622A3CW8 2048-07-20 4 23187.72 21594.31 Agency Mortgage-Backed Securities GNMA GNII SP 784111 M N/A 3622A2R87 2046-01-20 3 25606.80 22790.05 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL2786 N/A 31427QCY6 2045-10-01 3.5 1735372.12 1605366.14 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL1840 N/A 31427PBJ2 2049-11-01 4.5 930703.10 899881.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1836 N/A 31427PBE3 2054-05-01 6 2171265.37 2226897.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIRR0109 N/A 3142JCDP2 2041-08-01 5.5 71827.85 73014.68 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0111 N/A 3142J6DR1 2056-04-01 5.5 1356837.66 1355376.80 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0073 N/A 3142J6CK7 2055-12-01 4 7198340.67 6637225.21 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRQ0093 N/A 3142J6C76 2056-02-01 4.5 8652982.04 8213973.00 Agency 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Securities GNMA GNPL PN CI1027 N/A 3617X5D80 2063-10-15 2.62 130726.70 110053.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ8750 N/A 3133D0WK3 2054-11-01 6 219157.63 227744.23 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBK7642 N/A 3140HMP40 2033-09-01 4 13612.20 13347.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK4039 N/A 3140HHPZ2 2048-06-01 4.5 277.77 268.50 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBJ6881 N/A 3140H8UF0 2033-06-01 4 65319.03 64129.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ3997 N/A 3140H5NP2 2048-02-01 3.5 21498.33 19683.50 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ1652 N/A 3140H2ZS0 2047-11-01 3.5 287970.49 261915.69 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH6668 N/A 3140GVMS1 2047-08-01 4 7643.38 7170.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBH6175 N/A 3140GU2H9 2047-07-01 3.5 1979.56 1799.49 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBH4672 N/A 3140GTFN5 2047-06-01 4.5 1104.91 1069.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBH5389 N/A 3140GT7B0 2047-08-01 3.5 218058.66 198372.03 Agency Mortgage-Backed Securities FNMA FNMS 05.000 I4BF0606 N/A 3140FXU83 2062-03-01 5 80321.45 78923.59 Agency Mortgage-Backed Securities FNMA FNMS 03.000 R3BF0203 N/A 3140FXGM8 2047-02-01 3 32513.27 28959.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH8884 N/A 3140UQ2S8 2056-07-01 5 812677.58 794106.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH6895 N/A 3140UNUV7 2056-08-01 5 383300.71 374603.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH6773 N/A 3140UNQ34 2056-06-01 5 337210.68 330018.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH6210 N/A 3140UM3U1 2056-07-01 5 767158.72 752093.00 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4549 N/A 31418EBT6 2052-02-01 3 542.72 468.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5388 N/A 31418E7A2 2054-06-01 5.5 1512573.00 1515406.55 Agency 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65197.01 62516.71 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLRA2607 N/A 3133KH3Q7 2050-05-01 4.5 3580.55 3441.44 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQY0582 N/A 31426JUG2 2055-04-01 4 205645.03 189615.69 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQY0812 N/A 31426J3W7 2055-04-01 7.5 32352.96 34637.01 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDE6938 N/A 3140BKV84 2056-01-01 4.5 654329.88 627999.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE6237 N/A 3140BJ4X2 2055-10-01 5.5 333944.42 334317.21 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE5110 N/A 3140BHVC2 2055-07-01 6.5 943633.30 987537.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDE4782 N/A 3140BHJ44 2055-07-01 4.5 356272.20 340415.24 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE4620 N/A 3140BHD24 2055-07-01 6.5 224479.12 234044.78 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDE4551 N/A 3140BHBV2 2055-07-01 4.5 392108.49 372475.62 Agency 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Securities FNMA FNMS 07.500 CLDA6394 N/A 3140A7C85 2054-01-01 7.5 578290.90 626316.22 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA5348 N/A 3140A55J3 2054-02-01 6 85618.38 87494.19 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQJ1965 N/A 3133CSFE6 2054-07-01 6.5 175118.56 185429.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH9175 N/A 3133CNFQ0 2054-01-01 5.5 237784.37 241013.56 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQH7963 N/A 3133CLZ41 2053-12-01 7 309526.88 328293.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQH4686 N/A 3133CHF34 2053-11-01 5 88697.95 87224.21 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG9387 N/A 3133CANC0 2053-08-01 6 512186.94 526369.40 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQG6305 N/A 3133C7AE7 2053-07-01 4.5 125903.14 120197.97 Agency Mortgage-Backed Securities GNMA GNII JM MA8261 M N/A 36179XFA9 2052-09-20 4.5 496636.82 470988.50 Agency Mortgage-Backed Securities GNMA GNII SF DD2905 C N/A 3618HVGN3 2054-07-20 7 165984.32 174247.24 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7612 N/A 3140QTN62 2053-12-01 6 11234.54 11513.94 Agency Mortgage-Backed Securities GNMA GNII SF MA6341 M N/A 36179VBJ8 2049-12-20 4.5 14276.82 13763.79 Agency Mortgage-Backed Securities GNMA GNII ET DB8030 C N/A 3618HA4P7 2064-06-20 7 67326.03 70310.14 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS2133 N/A 3140XHLP0 2052-06-01 4 806346.66 751376.66 Agency Mortgage-Backed Securities GNMA GNII JM MA6274 M N/A 36179U6K3 2049-11-20 3 37489.71 32461.21 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0312 N/A 3132ACKZ2 2046-01-01 4.5 30702.83 29801.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA2251 N/A 3140Q9QD8 2048-08-01 5 1966.84 1948.49 Agency Mortgage-Backed Securities REFC RFIN 01/15/30 N/A 76116EGR5 2030-01-15 0 8727224.20 7494591.05 Agency Debentures and Agency Strips FCSB 2.15 FCOR 21-36 BA N/A 3133EM4J8 2036-03-07 2.15 4308629.89 3445051.20 Agency Debentures and Agency Strips FNMA FNMS 06.000 CLCB7998 N/A 3140QT3G2 2054-02-01 6 1266786.74 1308083.99 Agency Mortgage-Backed Securities GNMA GNII SF DC7433 C N/A 3618HNHJ9 2054-08-20 6.5 144198.20 152984.43 Agency Mortgage-Backed Securities GNMA GNII SF DC4577 C N/A 3618HKCN1 2054-06-20 8 1208015.61 1333758.76 Agency Mortgage-Backed Securities GNMA GNII SF DC4569 C N/A 3618HKCE1 2054-06-20 7 2188812.95 2347688.67 Agency Mortgage-Backed Securities GNMA GNII SF DC0526 C N/A 3618HESP3 2054-09-20 7 62467.20 65726.82 Agency Mortgage-Backed Securities GNMA GNII SF DB7642 C N/A 3618HAP33 2054-07-20 6.5 603083.83 628077.83 Agency Mortgage-Backed Securities GNMA GNII ET DB6584 C N/A 3618H9J58 2064-04-20 7 591611.81 618049.37 Agency Mortgage-Backed Securities GNMA GNII ET DB5856 C N/A 3618H8QH6 2064-06-20 7 41238.05 43080.95 Agency Mortgage-Backed Securities GNMA GNII ET DB6208 C N/A 3618H83R9 2064-03-20 7 39885.68 41653.27 Agency Mortgage-Backed Securities GNMA GNII SF DB5153 C N/A 3618H7WN8 2054-06-20 6 3228.68 3347.43 Agency Mortgage-Backed Securities GNMA GNCL CL DD4707 N/A 3618HXGQ2 2067-08-15 5.79 7063729.54 7333888.94 Agency Mortgage-Backed Securities GNMA GNII SF DD2906 C N/A 3618HVGP8 2054-07-20 7 181116.99 190468.30 Agency Mortgage-Backed Securities GNMA GNII ET DD2742 C N/A 3618HVBK4 2064-04-20 7 46694.16 48780.85 Agency Mortgage-Backed Securities GNMA GNII SF DD1692 C N/A 3618HT2Z6 2054-07-20 7 2874639.16 3083284.30 Agency Mortgage-Backed Securities GNMA GNII SF DB4744 C N/A 3618H7HV7 2054-04-20 6 4530.55 4698.15 Agency Mortgage-Backed Securities GNMA GNII ET DB3788 C N/A 3618H6F58 2064-06-20 7 155760.82 162721.51 Agency Mortgage-Backed Securities GNMA GNII ET DB3334 C N/A 3618H5V37 2064-07-20 7 147995.39 154609.05 Agency Mortgage-Backed Securities GNMA GNII ET DB2530 C N/A 3618H4Y37 2066-05-20 5.5 225151.45 225648.89 Agency Mortgage-Backed Securities GNMA GNII SF DB0476 C N/A 3618H2Q55 2054-04-20 6.5 2114180.55 2217049.53 Agency Mortgage-Backed Securities GNMA GNII SF DB0344 C N/A 3618H2LZ4 2054-04-20 7 156747.24 166879.27 Agency Mortgage-Backed Securities GNMA GNII ET DA9685 C N/A 3618H0XN2 2064-03-20 7 23055.31 24085.59 Agency Mortgage-Backed Securities GNMA GNII SF DA9824 C N/A 3618H04H7 2054-05-20 7 413035.18 440707.84 Agency Mortgage-Backed Securities GNMA GNII ET DA8631 C N/A 3618GYSU9 2064-02-20 7 97747.43 102115.69 Agency Mortgage-Backed Securities GNMA GNII ET DA6158 C N/A 3618GVZX1 2064-03-20 7 21219.10 22167.35 Agency Mortgage-Backed Securities GNMA GNII SF DA6119 C N/A 3618GVYQ7 2054-04-20 6 263.34 274.29 Agency Mortgage-Backed Securities GNMA GNII ET DA6205 C N/A 3618GV3N8 2063-12-20 7.5 31325.27 32824.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7021 N/A 3140QSYT2 2053-09-01 5.5 331523.74 333760.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5836 N/A 3140QRPW7 2053-03-01 5 123439.72 122209.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB5762 N/A 3140QRML4 2053-02-01 5.5 9274.41 9346.09 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB5593 N/A 3140QRGB3 2052-12-01 3.5 119705.52 107195.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB5124 N/A 3140QQVS1 2052-11-01 4.5 28899.78 27648.42 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICB4802 N/A 3140QQKQ7 2037-07-01 2.5 231683.16 215419.78 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4613 N/A 3140QQDT9 2052-09-01 4.5 185892.50 177718.81 Agency Mortgage-Backed Securities GNMA GNII SF DM7784 C N/A 3618LXUH1 2055-10-20 6.5 230133.14 241430.99 Agency Mortgage-Backed Securities GNMA GNII ET DM7565 C N/A 3618LXMN7 2065-10-20 6 2048550.46 2101126.51 Agency Mortgage-Backed Securities GNMA GNII SF DM6368 C N/A 3618LWCD2 2055-10-20 6.5 362125.18 380992.50 Agency Mortgage-Backed Securities GNMA GNII ET DM5637 C N/A 3618LVHN7 2062-09-20 5 52173.61 51211.88 Agency Mortgage-Backed Securities GNMA GNII BD DM3795 C N/A 3618LTGC7 2056-04-20 5.5 358861.20 356692.36 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSL2622 N/A 31427P4G6 2053-03-01 3 494605.75 427010.95 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1315 N/A 31427NN96 2055-05-01 6.5 3404098.63 3534137.46 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1277 N/A 31427NM30 2054-09-01 6.5 5520544.33 5785710.80 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM1095 N/A 3131XUGC5 2046-05-01 3 951855.69 843756.30 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM0454 N/A 3131XTQF0 2045-11-01 3 5275.71 4733.27 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM0380 N/A 3131XTM56 2045-11-01 4 3010.10 2845.43 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL9319 N/A 3131XRK86 2045-03-01 4 59537.10 55865.71 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL9248 N/A 3131XRHZ0 2045-03-01 3 2595.54 2306.15 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS3478 N/A 3140XJ2L6 2051-12-01 3 26808.88 23082.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTFS2490 N/A 3140XHXU6 2038-10-01 5.5 612.12 617.46 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS2119 N/A 3140XHK97 2046-03-01 4 47881.16 45861.70 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS2081 N/A 3140XHJ32 2052-06-01 4 4741.89 4414.48 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS2660 N/A 3140XH5W3 2052-02-01 2.5 122992.16 101243.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2649 N/A 3140XH5K9 2052-07-01 5 85698.21 84571.84 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1598 N/A 3140XGX46 2052-04-01 2 5269.84 4161.05 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS1332 N/A 3140XGPS2 2052-03-01 3.5 4962.84 4450.04 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3088 N/A 31418CNE0 2047-08-01 4 11856.67 11125.74 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZT2092 N/A 3132AEKD7 2034-06-01 3.5 12017.66 11627.39 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT2063 N/A 3132AEJG2 2046-01-01 4 17438.04 16559.82 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZT1970 N/A 3132AEFK7 2033-04-01 3.5 32266.73 31559.63 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZT1962 N/A 3132AEFB7 2033-02-01 3.5 495.61 487.62 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT1522 N/A 3132ADVP0 2047-08-01 4.5 483.05 473.40 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT1455 N/A 3132ADTL2 2042-07-01 3.5 20589.28 19275.00 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZT1336 N/A 3132ADPV4 2032-02-01 3 48174.29 47506.26 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZT1189 N/A 3132ADKA5 2047-01-01 3.5 207074.72 188520.14 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3VZT1165 N/A 3132ADJJ8 2043-01-01 3 78089.33 70153.97 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3XZT1000 N/A 3132ADDD7 2029-07-01 3.5 529.00 523.53 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIZT1718 N/A 3132AD4B1 2030-07-01 2 290.58 285.14 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT0530 N/A 3132ACST8 2047-01-01 4 145070.34 137171.02 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS9669 N/A 3132AAW67 2046-03-01 3 45993.35 40855.62 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS9370 N/A 3132AAMT8 2043-12-01 4.5 42709.82 41410.33 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTZS9297 N/A 3132AAKJ2 2037-07-01 4 324.96 315.70 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZS9205 N/A 3132AAGN8 2036-04-01 3.5 2198.93 2109.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTZS9100 N/A 3132AADD3 2028-11-01 5.5 358.08 359.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF4324 N/A 3140BUYW6 2056-03-01 5 285411.74 281677.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF4292 N/A 3140BUXW7 2055-12-01 4.5 317159.99 302624.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3919 N/A 3140BUK92 2055-12-01 5.5 894420.42 900155.74 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF3797 N/A 3140BUGF3 2055-11-01 6.5 372860.38 394860.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF3444 N/A 3140BTZJ7 2055-10-01 6 316670.12 328605.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3064 N/A 3140BTMN2 2055-11-01 5.5 655175.77 656019.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF2766 N/A 3140BTCC7 2056-03-01 6 390060.12 401120.66 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS6606 N/A 3140XNKU7 2052-10-01 2 19989.46 15782.91 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAL5853 N/A 3138ENQF9 2044-05-01 5 7533.67 7618.85 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS5447 N/A 3140XMBR6 2052-09-01 2.5 429.77 355.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH9250 N/A 3133CNH39 2054-02-01 5.5 148345.74 148598.42 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQB1479 N/A 3133A7UC1 2050-07-01 3 31168.74 27715.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB7106 N/A 3140QS3Q2 2053-09-01 5.5 5319.54 5351.94 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA6456 N/A 3140A7E67 2054-03-01 7.5 424725.45 461991.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS2707 N/A 3140XJAH6 2052-04-01 3.5 4465.64 4023.57 Agency Mortgage-Backed Securities GNMA GNII SF MA7650 M N/A 36179WQB7 2051-10-20 3 45030801.64 39500118.58 Agency Mortgage-Backed Securities GNMA GNMI SF BB7237 X N/A 3617AYBE1 2047-09-15 5 9930.39 9762.70 Agency Mortgage-Backed Securities GNMA GNII SF CZ9980 C N/A 3618GNCR7 2054-03-20 6 2017.18 2086.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS1330 N/A 3132A1PP3 2037-02-01 5.5 236.74 241.55 Agency Mortgage-Backed Securities GNMA GNII SP 785057 M N/A 3622AAQJ6 2050-05-20 2 2091030.70 1711323.92 Agency Mortgage-Backed Securities GNMA GNII SF MA9012 M N/A 36179YAM6 2053-07-20 3 4361567.08 3841179.78 Agency Mortgage-Backed Securities GNMA GNII SF MA4100 M N/A 36179SRV1 2031-12-20 2 6144.34 5838.08 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3639 N/A 31418DBH4 2049-04-01 4.5 162.45 156.23 Agency Mortgage-Backed Securities GNMA GNII SF MA6602 M N/A 36179VKP4 2050-04-20 4.5 182228.76 175548.25 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBM3257 N/A 3140J7TP0 2032-11-01 3.5 4889.55 4777.56 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC3652 N/A 3140ARBW9 2054-09-01 6.5 143548.82 150578.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CQAL6777 N/A 3138EPQ72 2044-07-01 5 5740.58 5751.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA2729 N/A 31418CA79 2031-08-01 3.5 247.15 242.75 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB4715 N/A 3140AEGZ6 2054-05-01 6.5 323952.99 339824.31 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZL9234 N/A 3131XRHK3 2045-03-01 4 929.03 880.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX0414 N/A 3140N4N86 2052-11-01 5 219830.12 216476.98 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZS8546 N/A 3132A9P76 2029-12-01 2.5 727.72 707.86 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIRC3059 N/A 3133L9MG5 2038-10-01 2.5 32576.83 30290.05 Agency Mortgage-Backed Securities GNMA GNII SF CW7049 C N/A 3618FFZN9 2053-09-20 7 151920.57 161118.34 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLZA1356 N/A 31329JQH3 2043-02-01 2.5 1191.64 1033.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1889 N/A 3140U5C38 2056-03-01 5.5 420282.43 423115.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE9509 N/A 3140BNR75 2055-09-01 6.5 153003.93 159931.43 Agency Mortgage-Backed Securities GNMA GNII SF DH0016 C N/A 3618K8AR7 2055-01-20 7 290502.86 311668.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ5420 N/A 31427DAW1 2055-10-01 5.5 327828.98 331053.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1821 N/A 31427PAX2 2053-06-01 5 75317.55 74098.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH3292 N/A 3140UJUS3 2056-07-01 5 941346.64 919983.41 Agency Mortgage-Backed Securities GNMA GNII ET DO6842 C N/A 3618V3S71 2066-05-20 6.5 277953.86 289804.33 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5733 N/A 3133WQLN1 2041-06-01 4.5 280647.34 277146.55 Agency Mortgage-Backed Securities GNMA GNII SF DR0329 C N/A 3618V8LJ1 2056-04-20 5 331638.38 327302.43 Agency Mortgage-Backed Securities GNMA GNII SF DS7217 C N/A 3618VUAS4 2056-06-20 6 338445.72 353208.38 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFA5505 N/A 3140W6DK5 2048-05-01 4.5 2176906.60 2107874.72 Agency Mortgage-Backed Securities GNMA GNII SF DQ9803 C N/A 3618N33L6 2056-05-20 7 570248.38 612477.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH4070 N/A 3140UKQY2 2056-07-01 5.5 487009.43 493533.57 Agency Mortgage-Backed Securities GNMA GNII SF DQ6230 C N/A 3618MY4P9 2056-06-20 6 325202.61 339363.56 Agency Mortgage-Backed Securities GNMA GNMI SP 786672 X N/A 3622ACJR2 2047-11-15 5 1132405.07 1140242.07 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA4508 N/A 31418EAJ9 2041-10-01 3.5 48891.04 45519.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZI1404 N/A 3131WDRZ1 2034-01-01 5 2541.91 2519.31 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ6388 N/A 3133CXCZ1 2054-10-01 5.5 150789.83 151016.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY0085 N/A 3140NGCX6 2053-04-01 6 282202.57 289301.38 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB8353 N/A 3132D6H60 2040-01-01 5.5 160.34 162.98 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD2238 N/A 3132DPPX0 2053-02-01 4 7140.36 6593.00 Agency Mortgage-Backed Securities GNMA GNII BD CZ1231 C N/A 3618GCLL4 2054-02-20 6 237590.23 243091.16 Agency Mortgage-Backed Securities FMAC FEPC 06.500 3IZK9864 N/A 3131XD5Z4 2037-05-01 6.5 5247.36 5560.54 Agency Mortgage-Backed Securities GNMA GNII RG CN9880 C N/A 3617F96R8 2049-11-20 4 593174.77 547395.52 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB8236 N/A 3132D6EH9 2038-04-01 3.5 7030.51 6670.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDA0884 N/A 3140A06W4 2053-09-01 5.5 695030.89 695606.60 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM3028 N/A 3140X6LJ8 2030-06-01 3 1126.55 1113.04 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA1442 N/A 31334XS75 2049-08-01 3.5 385801.36 351332.20 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTFM5791 N/A 3140X9NH4 2040-01-01 4 32918.68 31574.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3686 N/A 31418DCY6 2049-06-01 3.5 9291.90 8413.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0271 N/A 3140Q7JR9 2047-08-01 3.5 175880.48 160657.26 Agency Mortgage-Backed Securities GNMA GNII SF DN9088 C N/A 3618MCCZ6 2055-10-20 6.5 257996.88 270742.36 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG8326 N/A 3140UCHC8 2056-03-01 5.5 304530.81 306048.70 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSL4390 N/A 31427R2Y5 2056-03-01 4.5 32944.77 31346.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0033 N/A 3133W4BA9 2056-07-01 5.5 329679.72 329325.42 Agency Mortgage-Backed Securities GNMA GNII ET DR9461 C N/A 3618VJQN3 2066-03-20 6 2632746.30 2700739.61 Agency Mortgage-Backed Securities GNMA GNII SF DN7538 C N/A 3618MALT4 2055-11-20 6.5 307646.35 322231.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9755 N/A 3140UDZV4 2056-06-01 5.5 791101.14 798909.58 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF3194 N/A 3140BTRQ0 2055-11-01 5.5 192418.69 192211.91 Agency Mortgage-Backed Securities GNMA GNII SF DQ4963 C N/A 3618MXQQ5 2056-04-20 5.5 7459028.33 7644618.89 Agency Mortgage-Backed Securities GNMA GNII SF DT5853 C N/A 3618W5QE2 2056-07-20 6 848269.75 874387.98 Agency Mortgage-Backed Securities GNMA GNII RG DS4178 C N/A 3618VQUB8 2054-07-20 6 890424.20 933562.58 Agency Mortgage-Backed Securities GNMA GNII RG DO4721 C N/A 3618V1G60 2054-01-20 6.5 411842.96 437886.13 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDF4364 N/A 3140BUZ62 2055-11-01 6 484918.36 503950.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7374 N/A 3140UBFQ1 2056-04-01 5.5 859467.65 865620.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH5738 N/A 3140UMLU1 2056-07-01 5 345850.34 337721.71 Agency Mortgage-Backed Securities GNMA GNII SF DQ6274 C N/A 3618MY6K8 2056-06-20 6 399187.41 416452.26 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0100 N/A 3142J6DE0 2056-03-01 4 6868800.56 6332232.76 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB2306 N/A 3142K3R42 2056-05-01 5.5 2077911.01 2080193.25 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF8449 N/A 3140U0L70 2056-02-01 5 236086.84 230357.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4408 N/A 3140U73S9 2056-04-01 5 358526.00 350767.38 Agency Mortgage-Backed Securities GNMA GNII ET DR4684 C N/A 3618VDFZ1 2065-12-20 4 70754.63 65031.80 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA2637 N/A 3142JQ4X4 2056-01-01 4.5 296648.47 281776.29 Agency Mortgage-Backed Securities GNMA GNII SF DO7559 C N/A 3618V4MG5 2055-12-20 5.5 4161737.84 4186389.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL1016 N/A 31427NDW6 2055-05-01 5.5 114003.41 114532.76 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL0693 N/A 31427MXX4 2055-01-01 5 60397.25 59268.88 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL0590 N/A 31427MUQ2 2054-07-01 6.5 2963643.43 3105651.34 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0284 N/A 31427MJ69 2055-02-01 5.5 124733.37 124813.24 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLSL0774 N/A 31427M2G5 2054-05-01 7.5 1406630.50 1506723.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ6943 N/A 31427GWD2 2055-11-01 5 580961.21 566389.35 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ6638 N/A 31427GLU6 2055-11-01 5.5 43134.83 43088.47 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ5838 N/A 31427DPY1 2055-10-01 6.5 417771.49 441961.99 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ5728 N/A 31427DLJ8 2055-09-01 6 156187.93 161152.83 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ4656 N/A 31427CE66 2055-10-01 6.5 284736.31 296373.39 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ4376 N/A 31427B2J3 2055-09-01 5.5 467627.74 467175.70 Agency Mortgage-Backed Securities GNMA GNII SF MA4836 M N/A 36179TLR4 2047-11-20 3 2296309.15 2032623.97 Agency Mortgage-Backed Securities GNMA GNII JM MA4827 M N/A 36179TLG8 2047-11-20 3 8323.35 7237.16 Agency Mortgage-Backed Securities GNMA GNII SF MA4778 M N/A 36179TJX4 2047-10-20 3.5 653869.44 588460.05 Agency Mortgage-Backed Securities GNMA GNII SF 004770 M N/A 36202FJP2 2040-08-20 4 52274.89 49433.35 Agency Mortgage-Backed Securities GNMA GNII SF 004746 M N/A 36202FHX7 2040-07-20 4.5 110041.95 107649.53 Agency Mortgage-Backed Securities GNMA GNII JM 004692 M N/A 36202FF92 2040-05-20 5 12582.15 12389.03 Agency Mortgage-Backed Securities GNMA GNII SF 004636 M N/A 36202FEH5 2040-02-20 4.5 205093.75 200635.01 Agency Mortgage-Backed Securities GNMA GNII JM 004553 M N/A 36202FBW5 2039-10-20 4.5 161.95 155.54 Agency Mortgage-Backed Securities GNMA GNII SF 005269 M N/A 36202F2A3 2041-12-20 6 3847.88 4053.31 Agency Mortgage-Backed Securities GNMA GNII JM 004364 M N/A 36202EZ51 2039-02-20 6 20116.59 20326.39 Agency Mortgage-Backed Securities GNMA GNII JM 004310 M N/A 36202EYF0 2038-12-20 6 7560.62 7643.25 Agency Mortgage-Backed Securities GNMA GNII JM 004215 M N/A 36202EVG1 2038-08-20 5.5 28845.44 28927.02 Agency Mortgage-Backed Securities GNMA GNII JM 004239 M N/A 36202EV89 2038-09-20 6 3230.56 3290.86 Agency Mortgage-Backed Securities GNMA GNII ET DI9726 C N/A 3618NTYX9 2065-05-20 6.5 421939.97 439728.82 Agency Mortgage-Backed Securities GNMA GNII ET DI9709 C N/A 3618NTYE1 2065-03-20 7 21879.14 22860.42 Agency Mortgage-Backed Securities GNMA GNII ET DA6204 C N/A 3618GV3M0 2063-12-20 7.5 16753.44 17555.21 Agency Mortgage-Backed Securities GNMA GNII ET DA4207 C N/A 3618GTU86 2063-12-20 7.5 37797.57 39606.37 Agency Mortgage-Backed Securities GNMA GNII SF DA3599 C N/A 3618GS7L5 2054-03-20 6 155404.56 163014.57 Agency Mortgage-Backed Securities GNMA GNII SF DA2168 C N/A 3618GRMR7 2054-02-20 6 428180.05 443841.59 Agency Mortgage-Backed Securities GNMA GNII SF DA2146 C N/A 3618GRL31 2054-03-20 6 477024.20 490477.71 Agency Mortgage-Backed Securities GNMA GNII SF DA2054 C N/A 3618GRH77 2054-03-20 8 249571.99 272615.14 Agency Mortgage-Backed Securities GNMA GNMI SF 710935 X N/A 36297FY89 2039-10-15 5.5 11004.95 11362.60 Agency Mortgage-Backed Securities GNMA GNMI SF 704803 X N/A 36296YAC6 2039-12-15 4.5 141.85 138.23 Agency Mortgage-Backed Securities GNMA GNMI SF 702991 X N/A 36296V7C6 2039-03-15 5 130353.56 133034.76 Agency Mortgage-Backed Securities GNMA GNMI SF 701815 X N/A 36296UVG2 2039-04-15 4.5 1269.89 1246.82 Agency Mortgage-Backed Securities GNMA GNMI SF 698026 X N/A 36296QPK9 2039-01-15 5 1677.81 1684.67 Agency Mortgage-Backed Securities GNMA GNMI SF 682444 X N/A 36295WER4 2039-11-15 4.5 2220.81 2166.74 Agency Mortgage-Backed Securities GNMA GNMI SF 677084 X N/A 36295QFZ8 2038-07-15 5.5 3747.06 3868.71 Agency Mortgage-Backed Securities GNMA GNII BD 676561 C N/A 36295PTS1 2037-11-20 5 21729.34 21281.47 Agency Mortgage-Backed Securities GNMA GNMI SF 674114 X N/A 36295L3X7 2038-06-15 5 514.01 514.27 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQA7234 N/A 3133A2BB5 2050-02-01 3 119662.31 104255.67 Agency Mortgage-Backed Securities GNMA GNII SF MA8943 M N/A 36179X5C6 2053-06-20 3 2057208.82 1812372.17 Agency Mortgage-Backed Securities GNMA GNII SF MA6996 M N/A 36179VXZ8 2050-11-20 3 338233.41 297117.76 Agency Mortgage-Backed Securities FMAC FEPC 04.000 3VZN0495 N/A 3131Y6RQ4 2042-10-01 4 35433.20 33769.91 Agency Mortgage-Backed Securities GNMA GNII SF MA4726 M N/A 36179THB4 2039-01-20 7 1408.29 1465.16 Agency Mortgage-Backed Securities GNMA GNII SF BX4940 C N/A 3617Q9PZ7 2050-08-20 3.5 397135.09 351634.00 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC8366 N/A 3133ATJK8 2051-10-01 3 837545.60 725104.27 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBM3784 N/A 3140J8F24 2045-06-01 5 4280.41 4274.65 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CTZA2359 N/A 31329KTQ7 2034-10-01 3.5 26723.41 25709.38 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9007 N/A 3140QVAH7 2054-08-01 6 2172833.68 2240115.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQH1309 N/A 3133CDN26 2053-09-01 5.5 5176.73 5192.28 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0384 N/A 3132D9M92 2042-04-01 2 39931.54 34535.34 Agency Mortgage-Backed Securities GNMA GNII SF DF0172 C N/A 3618JHFM5 2054-10-20 6 892949.98 926206.12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI6794 N/A 3133WDRP9 2054-05-01 6 2070.43 2111.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG8401 N/A 3133C9KN2 2053-08-01 5.5 155390.83 156252.21 Agency Mortgage-Backed Securities GNMA GNMI SF AY5225 X N/A 36196UYW5 2047-03-15 4.5 15473.60 14884.77 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF0311 N/A 3133BMKY0 2052-09-01 5 26819.09 26314.80 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR4996 N/A 3140L3RS2 2051-02-01 2.5 4640.57 3833.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW7656 N/A 3140N0QJ7 2052-08-01 5 283767.46 282169.19 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM8731 N/A 3140XCVZ8 2051-09-01 2 377.28 298.86 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA6503 N/A 3133KNGL1 2051-12-01 2 113278.60 89968.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY1224 N/A 3140NHLE6 2053-05-01 5 35080.11 34364.01 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFS4692 N/A 3140XLGA0 2037-04-01 3 108934.24 104889.51 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBV2448 N/A 3140MFWJ8 2052-06-01 4.5 666553.85 637484.77 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ5459 N/A 31427DB59 2055-09-01 6.5 57253.06 60168.42 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC8396 N/A 3140AWKJ7 2055-01-01 6.5 329569.89 346042.01 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ3047 N/A 31427AL54 2055-09-01 6.5 286456.28 299548.67 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB9630 N/A 3140QVVY7 2054-12-01 4.5 145131.65 138288.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4130 N/A 3140QPSU2 2052-07-01 4.5 1221.16 1169.04 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8792 N/A 3138WJXW3 2047-02-01 3 9211.61 8228.31 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM3603 N/A 3131XXAC5 2047-07-01 4 20522.71 19242.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0833 N/A 3140Q74T1 2047-12-01 3.5 32215.62 29293.53 Agency Mortgage-Backed Securities GNMA GNII RG CI4034 C N/A 3617X8PT5 2047-08-20 3 3078.77 2689.36 Agency Mortgage-Backed Securities GNMA GNII ET DH3483 C N/A 3618KB2Q1 2065-03-20 7 2380006.00 2486750.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF1097 N/A 3140BRGF0 2055-10-01 5.5 363236.96 366055.43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA2867 N/A 3140W3FH7 2054-06-01 6.5 812130.83 861542.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE1957 N/A 3140BEE79 2055-06-01 5 308558.67 302423.50 Agency Mortgage-Backed Securities GNMA GNII ET DK2630 C N/A 3618L14P2 2055-09-20 5 240764.29 236327.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTFS9626 N/A 3140XRVU6 2044-11-01 5 17662.66 17555.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE8823 N/A 3140BMYV6 2055-09-01 6.5 213314.52 222421.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW2444 N/A 3140MTWE9 2056-01-01 4.5 149394.41 141884.06 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5823 N/A 31418FPH4 2055-09-01 6 5782.18 5894.01 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CNSA0088 N/A 3132CJCZ4 2032-01-01 1.5 108531.70 101703.97 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFA1354 N/A 3140W1QG1 2052-06-01 3 1949980.09 1697767.72 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDE0924 N/A 3140BDA26 2055-05-01 5 370632.01 361775.63 Agency Mortgage-Backed Securities GNMA GNII SF DR0330 C N/A 3618V8LK8 2056-05-20 5 295168.97 291309.54 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFA4163 N/A 3140W4TV9 2038-03-01 2 108037.95 98350.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG8455 N/A 3140UCMD0 2056-04-01 4.5 333226.27 316942.51 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF5541 N/A 3140BWEP9 2055-12-01 4.5 12862.56 12223.50 Agency Mortgage-Backed Securities GNMA GNII ET DP1121 C N/A 3618MFG69 2066-01-20 5.5 481073.00 482135.85 Agency Mortgage-Backed Securities GNMA GNPL PN DG0407 N/A 3618JVNY9 2060-11-15 5.43 11422.28 11620.99 Agency Mortgage-Backed Securities GNMA GNII SF DQ7742 C N/A 3618N1S74 2056-03-20 6.5 322120.80 338318.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAC8568 N/A 31417VQW6 2040-01-01 4.5 172.09 168.65 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS7077 N/A 3132A72J9 2029-12-01 3 276055.41 270877.99 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS4791 N/A 3132A5KC8 2048-09-01 4.5 3162.24 3041.06 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLZS4696 N/A 3132A5GD1 2046-12-01 2.5 3952.20 3346.96 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS4665 N/A 3132A5FE0 2046-05-01 4.5 674.78 654.58 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4631 N/A 3132A5EC5 2045-09-01 4 696.82 659.49 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZS4614 N/A 3132A5DT9 2045-05-01 3.5 85786.74 78739.93 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4533 N/A 3132A5BA2 2043-10-01 4 6148.76 5858.80 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4519 N/A 3132A5AU9 2043-06-01 3 171153.79 154112.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS4231 N/A 3132A4VY1 2036-03-01 5.5 438.78 448.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZS4201 N/A 3132A4U22 2035-09-01 6 224.46 234.40 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS3699 N/A 3132A4DC9 2043-02-01 3 3026.96 2724.72 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4477 N/A 3132A46N3 2042-03-01 3 4769.43 4315.35 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS4435 N/A 3132A44U9 2041-02-01 4.5 1435.90 1407.16 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS3303 N/A 3132A3U40 2041-06-01 5 101715.91 101770.49 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS3243 N/A 3132A3S84 2041-05-01 4.5 8150.96 7988.12 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZS2435 N/A 3132A2V41 2038-11-01 6 731.12 763.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLZS0944 N/A 3132A1BM5 2035-10-01 5.5 504.47 515.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBW5224 N/A 3140MWYW0 2052-12-01 6.5 413433.36 435782.60 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBW4993 N/A 3140MWRP3 2053-03-01 2.5 131703.78 108550.17 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW4925 N/A 3140MWPK6 2053-04-01 5 50080.32 49233.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW5274 N/A 3140MW2G0 2053-04-01 5 170700.56 167125.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW1502 N/A 3140MSU45 2052-07-01 4.5 72105.04 68975.32 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW1289 N/A 3140MSNF8 2052-10-01 5.5 981.68 987.35 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBV9862 N/A 3140MP5Y3 2037-05-01 3 147688.91 138932.43 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBV8509 N/A 3140MNN36 2052-05-01 3 6909.93 5971.08 Agency Mortgage-Backed Securities GNMA GNMI SF 792345 X N/A 36177LTB0 2041-10-15 4.5 24306.19 23594.65 Agency Mortgage-Backed Securities FNMA FNMS 02.875 CAAJ8209 N/A 3138E1DP9 2041-12-01 2.875 83842.78 76840.39 Agency Mortgage-Backed Securities GNMA GNII ET DN7094 C N/A 3618M93B6 2065-06-20 5 83706.73 82163.32 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB5542 N/A 3142K7EQ8 2056-06-01 5.5 375808.65 375404.03 Agency Mortgage-Backed Securities GNMA GNMI SF 552239 X N/A 36213EPY6 2031-12-15 6 262.99 266.93 Agency Mortgage-Backed Securities GNMA GNMI SF 552236 X N/A 36213EPV2 2031-12-15 6 27696.53 28515.71 Agency Mortgage-Backed Securities GNMA GNMI SF 550481 X N/A 36213CRA0 2031-05-15 6 1699.27 1754.26 Agency Mortgage-Backed Securities GNMA GNMI SF 547679 X N/A 36212YM42 2031-02-15 7.5 131.34 135.13 Agency Mortgage-Backed Securities GNMA GNMI SF 546215 X N/A 36212WYL5 2040-04-15 4.5 2786.06 2707.96 Agency Mortgage-Backed Securities GNMA GNII RG CM2644 C N/A 3617YM5D0 2041-01-20 3.5 23164.84 20564.26 Agency Mortgage-Backed Securities GNMA GNII SF CL7352 C N/A 3617YFEZ6 2052-03-20 3.75 154113.60 140629.28 Agency Mortgage-Backed Securities GNMA GNII RG CK9540 C N/A 3617Y5S59 2047-09-20 4 1529193.08 1414230.38 Agency Mortgage-Backed Securities GNMA GNII SF CK1887 C N/A 3617XWCY5 2052-01-20 4 1154664.89 1056372.11 Agency Mortgage-Backed Securities GNMA GNII SF CK0493 C N/A 3617XURN7 2051-12-20 3.5 440016.90 384282.02 Agency Mortgage-Backed Securities GNMA GNPL PN CJ8167 N/A 3617XRCC4 2063-12-15 2.7 26128.80 22174.84 Agency Mortgage-Backed Securities GNMA GNII SF CJ7491 C N/A 3617XQKC7 2051-12-20 4 210195.31 193967.04 Agency Mortgage-Backed Securities GNMA GNPL PN CJ3408 N/A 3617XKYD3 2064-05-15 2.6 65091.92 55151.19 Agency Mortgage-Backed Securities GNMA GNII RG CI8166 C N/A 3617XDCB7 2047-11-20 4 183379.40 169597.22 Agency Mortgage-Backed Securities GNMA GNII RG CI8161 C N/A 3617XDB69 2051-05-20 3 5933.15 5170.44 Agency Mortgage-Backed Securities GNMA GNII RG CI7920 C N/A 3617XCYR0 2045-04-20 3 3967.11 3496.96 Agency Mortgage-Backed Securities GNMA GNII FS 004435 M N/A 36202E4U0 2039-05-20 4 2140.00 1981.59 Agency Mortgage-Backed Securities GNMA GNII JM 004417 M N/A 36202E4A4 2039-04-20 5 973.55 958.62 Agency Mortgage-Backed Securities GNMA GNII SF 003023 M N/A 36202DLC3 2030-01-20 5.5 1631.09 1635.70 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO3739 N/A 3133WNEL0 2040-06-01 4.5 61762.25 60993.31 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO4405 N/A 3133WN3N8 2040-11-01 6 217157.20 224077.79 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO2682 N/A 3133WL6T6 2039-11-01 4.5 412714.43 407364.41 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO0932 N/A 3133WKA97 2037-10-01 4.5 4778.22 4745.20 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CIQO0447 N/A 3133WJP86 2037-06-01 1.5 6980.58 6193.86 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CIQO0806 N/A 3133WJ3P2 2037-09-01 4 7953.33 7680.31 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQI9547 N/A 3133WGTC9 2054-07-01 6.5 443380.94 460528.55 Agency Mortgage-Backed Securities GNMA GNMI SF 745134 X N/A 3620C0Y77 2040-06-15 5 28156.42 28271.48 Agency Mortgage-Backed Securities GNMA GNMI SF 743590 X N/A 3620AYC38 2040-06-15 5.125 35776.85 36163.34 Agency Mortgage-Backed Securities GNMA GNMI SF 743219 X N/A 3620AXVL9 2040-05-15 5.125 73701.03 74504.14 Agency Mortgage-Backed Securities GNMA GNMI SF 743159 X N/A 3620AXTQ1 2040-11-15 5 642.02 639.23 Agency Mortgage-Backed Securities GNMA GNII RG CF1409 C N/A 3617W2R67 2047-11-20 3 7623.71 6644.21 Agency Mortgage-Backed Securities GNMA GNII SF CE9954 C N/A 3617W0BX9 2053-04-20 5.5 503750.45 508861.17 Agency Mortgage-Backed Securities GNMA GNII SF CD7215 C N/A 3617VJAQ5 2051-05-20 2.5 1296031.29 1075651.97 Agency Mortgage-Backed Securities GNMA GNII RG CD4626 C N/A 3617VFD72 2043-08-20 2.5 37097.15 30913.51 Agency Mortgage-Backed Securities GNMA GNII SF BX4967 C N/A 3617Q9QU7 2050-09-20 3.5 105187.37 93961.43 Agency Mortgage-Backed Securities GNMA GNII SF DT1517 C N/A 3618W0VJ6 2056-07-20 6.5 2924658.36 3069287.59 Agency Mortgage-Backed Securities GNMA GNII SF DT1108 C N/A 3618W0GR5 2056-07-20 6.5 816105.69 858332.36 Agency Mortgage-Backed Securities GNMA GNII SF DT1105 C N/A 3618W0GN4 2056-07-20 6.5 267950.18 283489.59 Agency Mortgage-Backed Securities GNMA GNII SF DT1029 C N/A 3618W0EA4 2056-06-20 6.5 448996.69 472908.76 Agency Mortgage-Backed Securities GNMA GNMI SF 672938 X N/A 36295KS38 2038-08-15 6.5 479.02 510.01 Agency Mortgage-Backed Securities GNMA GNMI SF 672417 X N/A 36295KAS2 2037-12-15 6.5 1115.83 1183.30 Agency Mortgage-Backed Securities GNMA GNII ET CY6563 C N/A 3618G6JG1 2063-10-20 7 70395.00 73532.74 Agency Mortgage-Backed Securities GNMA GNII SF DA1122 C N/A 3618GQG70 2054-08-20 6 7544.21 7807.99 Agency Mortgage-Backed Securities GNMA GNII ET DA0490 C N/A 3618GPRK1 2064-01-20 7 38966.31 40707.65 Agency Mortgage-Backed Securities GNMA GNII ET DI9697 C N/A 3618NTX28 2065-03-20 7 134873.14 140922.25 Agency Mortgage-Backed Securities GNMA GNII SF DI7051 C N/A 3618NQZQ9 2055-04-20 6.5 31894.46 33411.22 Agency Mortgage-Backed Securities GNMA GNII ET DI5926 C N/A 3618NPSP1 2065-07-20 7 617574.78 641025.54 Agency Mortgage-Backed Securities GNMA GNII SF DI4585 C N/A 3618NNCW8 2055-09-20 6.5 993987.93 1056099.92 Agency Mortgage-Backed Securities GNMA GNII SF DI5376 C N/A 3618NN6M7 2055-04-20 6.5 320719.54 339828.87 Agency Mortgage-Backed Securities GNMA GNII SF DI5371 C N/A 3618NN6G0 2055-04-20 7 1024794.32 1092054.99 Agency Mortgage-Backed Securities GNMA GNII ET CZ8798 C N/A 3618GLX31 2064-02-20 7 375790.48 392583.56 Agency Mortgage-Backed Securities GNMA GNII ET CZ8767 C N/A 3618GLW40 2064-02-20 7 79840.72 83408.51 Agency Mortgage-Backed Securities GNMA GNII SF CZ8986 C N/A 3618GL6X5 2054-03-20 6 231366.34 242801.86 Agency Mortgage-Backed Securities GNMA GNII SF CZ6330 C N/A 3618GJA72 2054-02-20 6 4067.77 4239.13 Agency Mortgage-Backed Securities GNMA GNII BD CZ5437 C N/A 3618GHBE0 2054-01-20 6.5 190139.71 190049.34 Agency Mortgage-Backed Securities GNMA GNII SF CZ4781 C N/A 3618GGJ20 2054-01-20 7.5 49476.23 52073.93 Agency Mortgage-Backed Securities GNMA GNII ET CZ1660 C N/A 3618GCZZ8 2063-11-20 7.5 56749.61 59452.87 Agency Mortgage-Backed Securities GNMA GNII ET CY9822 C N/A 3618G94F3 2063-12-20 7.5 478923.22 501736.72 Agency Mortgage-Backed Securities GNMA GNII ET DA6109 C N/A 3618GVYE4 2063-12-20 7.5 71359.76 74774.83 Agency Mortgage-Backed Securities GNMA GNII ET CY4709 C N/A 3618G4GS3 2063-11-20 7.5 49195.41 51538.84 Agency Mortgage-Backed Securities GNMA GNII ET CY4695 C N/A 3618G4GC8 2063-11-20 7.5 72890.40 76362.54 Agency Mortgage-Backed Securities GNMA GNII ET CY3747 C N/A 3618G3EU2 2064-01-20 7 86704.45 90547.48 Agency Mortgage-Backed Securities GNMA GNII SF CY3634 C N/A 3618G3BB7 2053-12-20 7 48847.60 51313.68 Agency Mortgage-Backed Securities GNMA GNII SF CY4493 C N/A 3618G37E6 2053-12-20 7 382514.54 404134.77 Agency Mortgage-Backed Securities GNMA GNII ET CY2518 C N/A 3618G1YP5 2062-09-20 4.5 44110.76 41671.88 Agency Mortgage-Backed Securities GNMA GNII SF CY1123 C N/A 3618G0G85 2053-12-20 7.5 5067918.41 5495478.41 Agency Mortgage-Backed Securities GNMA GNII ET CX5185 C N/A 3618FRXN5 2064-04-20 7 20413.86 21326.12 Agency Mortgage-Backed Securities GNMA GNII ET CX5175 C N/A 3618FRXC9 2064-04-20 7 57396.92 59961.60 Agency Mortgage-Backed Securities GNMA GNII ET CX1949 C N/A 3618FNEW5 2063-10-20 7 548461.82 572909.14 Agency Mortgage-Backed Securities GNMA GNPL PN 610147 N/A 36202UZL0 2030-12-15 5.6 49330.09 49508.16 Agency Mortgage-Backed Securities GNMA GNPL RX 610019 N/A 36202UVL4 2033-07-15 4.75 33197.10 33006.06 Agency Mortgage-Backed Securities GNMA GNII SF 005240 M N/A 36202FZD1 2041-11-20 6 22151.95 23334.42 Agency Mortgage-Backed Securities GNMA GNII SF 005189 M N/A 36202FXS0 2041-09-20 6 15168.68 15891.62 Agency Mortgage-Backed Securities GNMA GNII JM 005093 M N/A 36202FUS3 2041-06-20 5 1195.23 1166.58 Agency Mortgage-Backed Securities GNMA GNII SF 005054 M N/A 36202FTK2 2041-05-20 4 7169.06 6779.23 Agency Mortgage-Backed Securities GNMA GNII SF 004945 M N/A 36202FP67 2041-02-20 4 26751.43 25297.04 Agency Mortgage-Backed Securities GNMA GNII SF DO0173 C N/A 3618NVFN7 2055-12-20 6.5 501466.40 527077.63 Agency Mortgage-Backed Securities GNMA GNII SF DO0023 C N/A 3618NVAY8 2055-11-20 6.5 539581.69 555697.20 Agency Mortgage-Backed Securities GNMA GNPL PN DI9903 N/A 3618NUAC8 2040-07-15 6.11 273207.19 287033.57 Agency Mortgage-Backed Securities GNMA GNII SF DK7593 C N/A 3618L7NJ2 2055-06-20 7 1390814.66 1492980.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX3666 N/A 31425YCC9 2055-01-01 5.5 766096.51 775607.85 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD2848 N/A 3140B3EW8 2055-03-01 6.5 59292.38 61587.99 Agency Mortgage-Backed Securities GNMA GNII SF DL3522 C N/A 3618LE4F6 2055-07-20 6.5 127545.45 133023.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC8559 N/A 3140AWQM4 2055-01-01 5.5 1397509.87 1400997.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZS2560 N/A 3132A2ZZ8 2039-01-01 5 4295.78 4301.50 Agency Mortgage-Backed Securities GNMA GNII SF 626922 C N/A 36291FPF9 2045-03-20 3 87537.35 77373.65 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX7316 N/A 3140NCDW6 2053-07-01 6.5 54314.52 56804.44 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CTZS9001 N/A 3132AAAA2 2032-10-01 4 362.94 357.92 Agency Mortgage-Backed Securities GNMA GNII ET CX0725 C N/A 3618FLYW7 2063-12-20 7.5 60775.86 63684.35 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA7189 N/A 3133KN7A5 2052-04-01 3.5 49418.09 44334.14 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7115 N/A 3133KN3Y7 2052-04-01 4 11745.59 10857.51 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6231 N/A 3133KM4Q5 2051-11-01 2.5 1466.62 1207.27 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA4837 N/A 3133KLLS4 2051-03-01 3 144149.52 124203.55 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA4218 N/A 3133KKVK2 2050-12-01 2.5 1531407.41 1287244.92 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM4091 N/A 3140X7RM3 2035-08-01 2.5 308.68 289.23 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM3770 N/A 3140X7FL8 2035-07-01 3 5683.37 5400.39 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIFM4370 N/A 3140X72C2 2035-09-01 1.5 59279.30 52941.75 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM3387 N/A 3140X6XR7 2035-03-01 3.5 855.23 832.68 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM3340 N/A 3140X6WA5 2035-05-01 3.5 31186.97 30256.56 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB3040 N/A 3140QNLW0 2052-03-01 2 4786.66 3778.32 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2892 N/A 3140QNGA4 2052-02-01 3 32407.31 28013.46 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2857 N/A 3140QNE73 2052-02-01 2.5 30783.48 25895.38 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2809 N/A 3140QNDP4 2052-02-01 2.5 6349.66 5260.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3586 N/A 3140QN6Y3 2052-05-01 3 270269.91 234007.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3515 N/A 3140QN3Z3 2052-05-01 3.5 215686.48 194337.11 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2538 N/A 3140QMZC1 2052-01-01 2.5 80945.19 67963.06 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2312 N/A 3140QMSA3 2051-12-01 2.5 3922.76 3262.02 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2092 N/A 3140QMKE3 2051-11-01 2.5 2538.55 2089.64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB2666 N/A 3140QM6C3 2052-01-01 3 381.02 328.89 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1532 N/A 3140QLV29 2051-09-01 2.5 246534.14 204706.50 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBQ6575 N/A 3140KSJV0 2051-09-01 2.5 81623.61 67719.87 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ4169 N/A 3140KPT37 2050-11-01 2 3387.73 2688.03 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIBQ0310 N/A 3140KKKY9 2035-07-01 2 1843.35 1679.03 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBP9638 N/A 3140KHV81 2050-06-01 3 2897.88 2519.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBP1925 N/A 3140K9D71 2050-04-01 5 76011.36 75006.92 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4260 N/A 31418DWW8 2036-02-01 1.5 19086.41 16986.06 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4238 N/A 31418DV82 2051-01-01 2.5 9075.36 7545.37 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAL4144 N/A 3138ELTA1 2028-07-01 3 28394.33 28099.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CQAL2527 N/A 3138EJYZ5 2032-08-01 3.5 12810.35 12386.29 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAL0609 N/A 3138EGVB7 2036-03-01 5 7647.32 7657.51 Agency Mortgage-Backed Securities GNMA GNII JM 005343 M N/A 36202F5C6 2027-03-20 3 2340.64 2336.86 Agency Mortgage-Backed Securities GNMA GNII SF MA3937 M N/A 36179SLS4 2046-09-20 3.5 333960.49 303899.59 Agency Mortgage-Backed Securities GNMA GNMI SF 798956 X N/A 36177T5S2 2042-05-15 3.5 4741.41 4335.45 Agency Mortgage-Backed Securities GNMA GNMI SF 779386 X N/A 36176XUK3 2042-06-15 4 156670.77 146912.74 Agency Mortgage-Backed Securities GNMA GNMI SF AB9109 X N/A 36178WDN6 2042-10-15 3 25585.82 23142.06 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CJMA2308 N/A 31418BR65 2030-06-01 2.5 102231.34 98541.65 Agency Mortgage-Backed Securities GNMA GNII SF MA7475 M N/A 36179WJU3 2051-07-20 4 796335.92 742227.55 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS2122 N/A 3140XHLC9 2052-03-01 3 81701.16 70698.46 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3962 N/A 31418DML3 2050-03-01 4 503.61 470.42 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBY9903 N/A 3140NTAD4 2053-11-01 7 308024.07 333722.63 Agency Mortgage-Backed Securities GNMA GNMI SF AC3737 X N/A 36179DEJ5 2042-12-15 3 12327.97 11147.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAI9164 N/A 3138APFE3 2040-03-01 3.5 100439.50 94075.62 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA1314 N/A 31418AN87 2033-01-01 2.5 1842.29 1739.55 Agency Mortgage-Backed Securities GNMA GNII SF DC4561 C N/A 3618HKB69 2054-06-20 6.5 1408455.43 1493300.32 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS4672 N/A 3140XLFN3 2051-10-01 2.5 13168101.36 10899070.69 Agency Mortgage-Backed Securities GNMA GNII SF BL4661 C N/A 3617JHFA3 2049-05-20 4.5 9666.78 9112.65 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAQ9316 N/A 3138MRK67 2043-01-01 2.5 125425.22 109070.82 Agency Mortgage-Backed Securities GNMA GNMI JP 783740 X N/A 3622A2EM0 2027-12-15 2.5 740.65 733.86 Agency Mortgage-Backed Securities GNMA GNII SF CV8018 C N/A 3618F44B4 2053-09-20 7 50856.99 53738.36 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3615 N/A 31418DAR3 2049-03-01 4 6596.58 6185.67 Agency Mortgage-Backed Securities GNMA GNII SF MA1064 M N/A 36179NFD5 2028-06-20 2.5 3697.27 3646.41 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8245 N/A 3132DWES8 2052-09-01 4.5 1516091.42 1448920.99 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA0582 N/A 3140A0UG2 2053-09-01 6.5 93995.11 98681.86 Agency Mortgage-Backed Securities GNMA GNMI SF AA2654 X N/A 36177Y5P7 2043-06-15 3 21811.37 19516.57 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBW4044 N/A 3140MVP69 2052-07-01 5.5 173452.72 174917.24 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAS4206 N/A 3138WDU82 2030-01-01 3 1106.15 1085.29 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT1544 N/A 3132ADWD6 2048-12-01 3.5 441.71 401.30 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3632 N/A 31418DBA9 2034-04-01 3.5 3641.90 3539.11 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3PRE6042 N/A 3133N3WB6 2050-04-01 3.5 138533.26 123021.23 Agency Mortgage-Backed Securities GNMA GNMI SF BQ1273 X N/A 3617LKMW7 2049-11-15 3.5 34500.10 30663.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA4919 N/A 31418EPD6 2053-02-01 5.5 4864708.71 4892195.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO4386 N/A 3140JY2U9 2049-11-01 3.5 245818.94 221445.17 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3WZN0342 N/A 3131Y6LX5 2033-01-01 3.5 27951.07 27135.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFS4367 N/A 3140XKZ94 2037-05-01 3.5 62144.65 60211.75 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4656 N/A 3132A5E50 2046-03-01 4 332.73 314.18 Agency Mortgage-Backed Securities FNMA FNMS 02.500 ZLFP0038 N/A 3140XTBG5 2052-01-01 2.5 2239168.63 1857388.88 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CIZS8547 N/A 3132A9P84 2029-12-01 3 1721.43 1688.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5215 N/A 31418EYM6 2053-12-01 5.5 1909110.59 1911885.16 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDC4139 N/A 3140ARS50 2054-09-01 7.5 219190.66 234974.58 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBV9919 N/A 3140MQAV1 2037-06-01 3.5 6302.08 6011.60 Agency Mortgage-Backed Securities GNMA GNII SF DT1022 C N/A 3618W0D31 2056-07-20 5 799360.14 786170.43 Agency Mortgage-Backed Securities GNMA GNCL CL CN0571 N/A 3617YXT40 2068-06-15 5.09 744730.25 727409.81 Agency Mortgage-Backed Securities GNMA GNII RG CM5960 C N/A 3617YRTR2 2050-05-20 4.5 381130.19 361997.08 Agency Mortgage-Backed Securities GNMA GNII RG CM2479 C N/A 3617YMXG2 2047-08-20 3 28177.61 24835.75 Agency Mortgage-Backed Securities GNMA GNII SF BV9159 C N/A 3617NPE86 2035-07-20 3.5 63374.01 60937.20 Agency Mortgage-Backed Securities GNMA GNII RG BU9000 C N/A 3617NA7M6 2050-05-20 3 481034.07 418630.48 Agency Mortgage-Backed Securities GNMA GNII SF BT3668 C N/A 3617MSCD2 2050-04-20 4 204831.72 188448.93 Agency Mortgage-Backed Securities GNMA GNMI SF BS8439 X N/A 3617MKLU1 2050-05-15 3.5 106914.66 95057.47 Agency Mortgage-Backed Securities GNMA GNMI SF BS5088 X N/A 3617MFUM0 2050-03-15 3.5 427014.94 379661.83 Agency Mortgage-Backed Securities GNMA GNII SF BR2380 C N/A 3617LYUD0 2049-12-20 2.5 1287.57 1066.27 Agency Mortgage-Backed Securities GNMA GNMI SF BN0290 X N/A 3617K3KB4 2049-06-15 5.5 108104.29 113306.85 Agency Mortgage-Backed Securities GNMA GNII SF BM7486 C N/A 3617JYJ79 2049-07-20 3.5 258294.31 228096.26 Agency Mortgage-Backed Securities GNMA GNII SF BM2154 C N/A 3617JSMB9 2049-06-20 4.5 32979.73 31397.86 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8530 N/A 3132DWPP2 2055-05-01 4 48481.77 44702.77 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8496 N/A 3132DWNM1 2055-01-01 6 1160.48 1182.92 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8467 N/A 3132DWMQ3 2054-10-01 4.5 24147.28 22922.17 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8464 N/A 3132DWMM2 2054-09-01 6.5 839.28 871.33 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8484 N/A 3132DWM91 2054-11-01 4 10018.76 9238.94 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8432 N/A 3132DWLM3 2054-05-01 6 724.04 738.04 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD8418 N/A 3132DWK77 2054-04-01 4.5 211653.75 200915.49 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8379 N/A 3132DWJY0 2053-10-01 4 27319.82 25207.81 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB0738 N/A 3140QKZC5 2051-06-01 3 2014.01 1735.74 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0290 N/A 3140QKKC1 2051-04-01 2 1844469.03 1459538.80 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLCB0810 N/A 3140QK3U0 2051-06-01 1.5 10215.18 7700.51 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA9306 N/A 3140QHKU8 2051-02-01 3 491.11 423.41 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8827 N/A 3140QGYZ4 2051-02-01 2.5 118278.46 97492.60 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CICA8377 N/A 3140QGJX6 2035-12-01 1.5 56543.29 50498.25 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CICA7900 N/A 3140QFX61 2035-11-01 2 116535.92 106309.16 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7240 N/A 3140QFBJ7 2050-10-01 2.5 1181126.41 993425.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA7087 N/A 3140QE2V3 2050-09-01 4.5 15847.60 15197.53 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CICA5939 N/A 3140QDS54 2035-06-01 2 7993.01 7349.30 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA5696 N/A 3140QDKJ2 2050-05-01 4.5 3970.97 3819.79 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CICA5466 N/A 3140QDCC6 2035-04-01 3 17918.43 17051.54 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA5164 N/A 3140QCW28 2050-02-01 3.5 20355.90 18282.48 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CICA5070 N/A 3140QCT48 2035-01-01 3 75097.67 71558.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CICA2738 N/A 3140QABG4 2033-11-01 3.5 1752.33 1705.85 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA1354 N/A 3140Q8QG3 2048-03-01 3.5 6705.39 6115.81 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0643 N/A 3140Q7WD5 2047-11-01 3.5 589577.95 537080.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8548 N/A 3140BMQA1 2055-09-01 5.5 350463.68 352525.92 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQG4085 N/A 3133C4RE6 2053-06-01 6 876690.85 905641.81 Agency Mortgage-Backed Securities GNMA GNII SF DK7259 C N/A 3618L7B48 2055-06-20 6.5 39481.22 41471.18 Agency Mortgage-Backed Securities GNMA GNII SF DK7002 C N/A 3618L6X79 2055-08-20 6.5 18015.29 19169.42 Agency Mortgage-Backed Securities GNMA GNII BD DK6785 C N/A 3618L6RE1 2055-07-20 5 355193.51 338041.45 Agency Mortgage-Backed Securities GNMA GNII SF DK7145 C N/A 3618L65E5 2055-05-20 7 216829.43 229053.48 Agency Mortgage-Backed Securities GNMA GNII SF DK4306 C N/A 3618L3YB6 2055-07-20 5.5 324525.72 328256.58 Agency Mortgage-Backed Securities GNMA GNII SF DK3344 C N/A 3618L2WD6 2055-05-20 6.5 69240.94 72536.23 Agency Mortgage-Backed Securities GNMA GNII SF DK3269 C N/A 3618L2T24 2055-06-20 6.5 17472.06 18418.06 Agency Mortgage-Backed Securities GNMA GNII SF DK2889 C N/A 3618L2F60 2055-06-20 6.5 746522.22 783054.53 Agency Mortgage-Backed Securities GNMA GNII ET DK1625 C N/A 3618L0YW6 2063-11-20 7.5 65120.23 68264.10 Agency Mortgage-Backed Securities GNMA GNII SF DK0019 C N/A 3618KYAU3 2055-05-20 6.5 15952.92 16735.39 Agency Mortgage-Backed Securities GNMA GNII ET DJ8681 C N/A 3618KVUE3 2065-05-20 5 133192.53 130736.69 Agency Mortgage-Backed Securities GNMA GNII ET DJ7294 C N/A 3618KUC70 2065-03-20 7 130624.23 136482.77 Agency Mortgage-Backed Securities GNMA GNII ET DJ7237 C N/A 3618KUBE6 2065-04-20 5 89741.15 88086.56 Agency Mortgage-Backed Securities GNMA GNII JM MA6399 M N/A 36179VDC1 2050-01-20 3 49025.18 42389.03 Agency Mortgage-Backed Securities GNMA GNII JM MA6061 M N/A 36179UWW8 2034-08-20 3.5 57222.21 54988.29 Agency Mortgage-Backed Securities GNMA GNII SF CW4579 C N/A 3618FDCQ2 2053-10-20 7 248802.15 266995.40 Agency Mortgage-Backed Securities GNMA GNPL PN CV9787 N/A 3618F62U9 2064-09-15 5.98 14450.96 15121.14 Agency Mortgage-Backed Securities GNMA GNII SF CV8685 C N/A 3618F5UJ5 2053-07-20 6.5 299457.50 317933.33 Agency Mortgage-Backed Securities GNMA GNII ET CV8245 C N/A 3618F5ES3 2063-11-20 7.5 372030.98 389618.00 Agency Mortgage-Backed Securities GNMA GNII SF CV7569 C N/A 3618F4MS7 2053-06-20 7.5 248734.30 272253.37 Agency Mortgage-Backed Securities GNMA GNII SF CV6207 C N/A 3618F23Q6 2053-07-20 7 1167547.27 1252486.72 Agency Mortgage-Backed Securities GNMA GNII SF DP5983 C N/A 3618MLUG8 2056-01-20 5.5 13285245.87 13331536.09 Agency Mortgage-Backed Securities GNMA GNII ET DP5900 C N/A 3618MLRV9 2066-01-20 6.5 238140.44 247414.75 Agency Mortgage-Backed Securities GNMA GNII ET DP4433 C N/A 3618MJ4S6 2065-12-20 5.5 218889.40 219373.44 Agency Mortgage-Backed Securities GNMA GNII ET DP2992 C N/A 3618MHKD5 2065-09-20 6.5 54496.84 56820.40 Agency Mortgage-Backed Securities GNMA GNII SF DP2721 C N/A 3618MHAW4 2056-06-20 5.5 701840.46 708520.11 Agency Mortgage-Backed Securities GNMA GNII SF DP1590 C N/A 3618MFXT0 2055-12-20 6.5 391865.66 411809.93 Agency Mortgage-Backed Securities GNMA GNII ET DP1566 C N/A 3618MFW38 2066-01-20 5 46534.75 45674.44 Agency Mortgage-Backed Securities GNMA GNII SF DP1217 C N/A 3618MFK64 2055-12-20 7.5 2177373.56 2365762.10 Agency Mortgage-Backed Securities GNMA GNII SF DP1215 C N/A 3618MFK49 2056-01-20 7.5 542840.34 589806.88 Agency Mortgage-Backed Securities GNMA GNII SF DN9677 C N/A 3618MCXE0 2055-11-20 6 268418.56 274969.85 Agency Mortgage-Backed Securities GNMA GNII SF DN9458 C N/A 3618MCQK4 2055-11-20 7.5 531321.64 580649.01 Agency Mortgage-Backed Securities GNMA GNII SF DN9873 C N/A 3618MC6J9 2056-01-20 7.5 276541.13 299098.87 Agency Mortgage-Backed Securities GNMA GNII SF DN8111 C N/A 3618MBAL1 2055-10-20 5 644159.02 633709.91 Agency Mortgage-Backed Securities GNMA GNII SF DN7614 C N/A 3618MAN70 2055-09-20 7 1577188.16 1676726.60 Agency Mortgage-Backed Securities GNMA GNII SF DN7502 C N/A 3618MAKP3 2055-11-20 7.5 926796.93 1015161.45 Agency Mortgage-Backed Securities GNMA GNII ET DN6789 C N/A 3618M9RJ3 2065-12-20 6.5 1021602.28 1065157.96 Agency Mortgage-Backed Securities GNMA GNII SF DN6114 C N/A 3618M8YK4 2055-11-20 7.5 633322.91 692624.10 Agency Mortgage-Backed Securities GNMA GNII SF DN6057 C N/A 3618M8WS9 2055-11-20 6.5 299165.37 316409.16 Agency Mortgage-Backed Securities GNMA GNII SF CX0531 C N/A 3618FLSU8 2053-10-20 5 184831.04 183857.84 Agency Mortgage-Backed Securities GNMA GNII SF MA5818 M N/A 36179UPB2 2049-03-20 4.5 904905.85 871587.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL0065 N/A 3138EGCB8 2041-04-01 4.5 333.62 326.95 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAJ9303 N/A 3138E2KR5 2042-01-01 4 19724.20 18871.99 Agency Mortgage-Backed Securities FNMA FNMS 02.875 CAAJ6327 N/A 3138AYA58 2041-11-01 2.875 40532.91 38200.56 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAI8448 N/A 3138ANL68 2041-08-01 4.5 6417.25 6289.03 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL628485 N/A 31389LF20 2032-03-01 6.5 6413.60 6675.92 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL606799 N/A 31388KDC3 2031-10-01 7 1265.06 1333.17 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL602615 N/A 31388EN85 2031-10-01 7 9461.40 9970.77 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL593227 N/A 31387TA46 2031-11-01 7 569.88 600.56 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8263 N/A 3132DWFC2 2052-11-01 3 61163.01 52765.33 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8261 N/A 3132DWFA6 2052-09-01 6 7275.23 7460.89 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1015 N/A 3140XGDV8 2052-02-01 2 545846.33 438770.20 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS0751 N/A 3140XFZR5 2052-03-01 3 82091.52 71275.15 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS0490 N/A 3140XFRL7 2052-01-01 2 6237.93 4905.55 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTFS0198 N/A 3140XFGG0 2040-05-01 4 1065.80 1026.21 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS0026 N/A 3140XFA43 2051-11-01 2.5 109579.90 92749.56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTFM9916 N/A 3140XEAS3 2038-06-01 4 12478.47 12321.72 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM9499 N/A 3140XDRV0 2051-11-01 2.5 25036.70 21036.17 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX9677 N/A 31426GXF7 2055-03-01 6.5 12450.70 13066.77 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9405 N/A 31426GNX9 2055-04-01 5.5 121120.82 121553.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3658 N/A 31418DB43 2034-05-01 3.5 2385.86 2318.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3614 N/A 31418DAQ5 2049-03-01 3.5 18596.12 16848.34 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4413 N/A 31418D3X8 2051-09-01 2 297221.65 235454.73 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA4380 N/A 31418D2N1 2051-07-01 3 1839.80 1595.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIMA3463 N/A 31418CZ56 2033-09-01 4 19357.16 19098.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3462 N/A 31418CZ49 2033-09-01 3.5 3567.17 3476.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CKMA3400 N/A 31418CX66 2048-06-01 4.5 17587.76 16407.59 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNMA3365 N/A 31418CW34 2028-05-01 3 3509.75 3477.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3313 N/A 31418CVF8 2033-03-01 3.5 28222.32 27528.23 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3276 N/A 31418CUA0 2048-02-01 3.5 84757.87 76808.99 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3218 N/A 31418CSG0 2032-12-01 3 2133.04 2046.33 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA3216 N/A 31418CSE5 2037-12-01 4 2275.04 2200.29 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA2726 N/A 3140A3A45 2053-12-01 6.5 334933.55 347868.90 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLDA2514 N/A 3140A2YL3 2053-12-01 4 445445.24 412370.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA1520 N/A 3140A1VN4 2053-10-01 6 77493.77 79251.25 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL866130 N/A 31409BHF7 2036-01-01 6.5 2388.38 2483.34 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2561 N/A 3140BSZ34 2055-12-01 5.5 362580.58 364270.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2364 N/A 3140BSTW7 2055-11-01 5.5 245011.11 246064.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF1647 N/A 3140BRZM4 2055-10-01 4.5 328472.87 313328.62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1532 N/A 3140BRV22 2055-10-01 6.5 271175.98 285880.95 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1104 N/A 3140BRGN3 2055-10-01 6.5 210531.12 219239.24 Agency Mortgage-Backed Securities GNMA GNII RG CI1505 C N/A 3617X5U65 2046-12-20 2.5 236561.65 197097.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS5054 N/A 3140XLTL2 2052-12-01 5.5 118154.76 118801.46 Agency Mortgage-Backed Securities GNMA GNII SF DT0232 C N/A 3618VYHH3 2056-07-20 6 532984.16 551683.38 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQZ5603 N/A 31427DGM7 2055-09-01 4.5 265779.50 253024.74 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE6840 N/A 3140BKS62 2055-09-01 5.5 278537.02 280132.29 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO3348 N/A 3133WMWH1 2040-03-01 5.5 104551.95 106364.19 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0136 N/A 3140BQEJ6 2055-09-01 5.5 819158.50 825210.72 Agency Mortgage-Backed Securities GNMA GNCL CL DM8140 N/A 3618LYBH0 2067-12-15 5.67 6672.60 6773.98 Agency Mortgage-Backed Securities GNMA GNII SF DN7549 C N/A 3618MAL64 2055-11-20 6 6246383.17 6398901.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIBW2862 N/A 3140MUFC9 2041-04-01 4.5 985887.77 971789.58 Agency Mortgage-Backed Securities GNMA GNII BD AY8139 C N/A 36196YBG7 2055-12-20 6 413279.34 417444.37 Agency Mortgage-Backed Securities GNMA GNPL PN CW0766 N/A 3618F8Z70 2065-08-15 5.34 23560.55 23802.86 Agency Mortgage-Backed Securities GNMA GNPL PN DQ1105 N/A 3618MTGN2 2061-07-15 5.43 2157384.34 2172117.12 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9160 N/A 3140UDFA2 2056-05-01 5 266575.81 261675.80 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF4326 N/A 3140BUYY2 2056-03-01 5.5 266918.58 270493.78 Agency Mortgage-Backed Securities GNMA GNII SF DR7848 C N/A 3618VGWH5 2056-07-20 6 2006355.16 2079990.40 Agency Mortgage-Backed Securities GNMA GNPL PN CL5326 N/A 3617YC4K7 2064-06-15 2.9 131532.74 112694.71 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX9618 N/A 31426GVL6 2055-04-01 5.5 546018.54 550522.83 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG1888 N/A 3140U5C20 2056-02-01 5.5 292776.02 296221.51 Agency Mortgage-Backed Securities GNMA GNPL PN DP6825 N/A 3618MMSN4 2061-04-15 4.62 363792.27 345087.53 Agency Mortgage-Backed Securities GNMA GNPL PN DO7389 N/A 3618V4F65 2061-05-15 5.2 760459.38 758398.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF6209 N/A 3140BW3T3 2056-06-01 6.5 613125.65 638706.89 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDH0533 N/A 3140UFSX3 2056-06-01 4.5 417875.75 397906.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH2598 N/A 3140UH3G3 2056-06-01 5.5 566075.44 567023.24 Agency Mortgage-Backed Securities GNMA GNII SF DS3294 C N/A 3618VPUT1 2056-06-20 5.5 607500.61 620802.65 Agency Mortgage-Backed Securities GNMA GNII SF DQ3348 C N/A 3618MVWH2 2056-02-20 5 592014.65 583333.74 Agency Mortgage-Backed Securities GNMA GNII ET DR4790 C N/A 3618VDKB8 2066-04-20 6 5823129.76 5973517.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH9911 N/A 3140USAM8 2056-07-01 5.5 583003.56 583552.94 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CIQO5367 N/A 3133WP6C4 2041-05-01 5.5 295166.71 301892.19 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO5290 N/A 3133WP2X2 2041-04-01 4.5 303232.57 299957.66 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CIQO4010 N/A 3133WNN30 2040-08-01 4.5 76514.39 75518.94 Agency Mortgage-Backed Securities GNMA GNII SF DR6248 C N/A 3618VE5H0 2056-04-20 5 310168.02 305918.92 Agency Mortgage-Backed Securities GNMA GNII ET DR4688 C N/A 3618VDF57 2065-08-20 7 108753.74 113708.38 Agency Mortgage-Backed Securities GNMA GNII ET DR3920 C N/A 3618VCK95 2066-04-20 6 11954302.73 12263046.51 Agency Mortgage-Backed Securities GNMA GNII SF DR3814 C N/A 3618VCGX7 2056-04-20 5.5 8227339.03 8287746.89 Agency Mortgage-Backed Securities GNMA GNII ET DR3739 C N/A 3618VCEL5 2066-03-20 6.5 2227908.82 2321511.44 Agency Mortgage-Backed Securities GNMA GNII ET DR3426 C N/A 3618VBYX9 2066-01-20 6.5 58296.28 60781.84 Agency Mortgage-Backed Securities GNMA GNII ET DR3135 C N/A 3618VBPU5 2066-04-20 6 97208.54 99719.05 Agency Mortgage-Backed Securities GNMA GNPL PN DR2930 N/A 3618VBHF7 2061-06-15 4.36 2568049.54 2406124.60 Agency Mortgage-Backed Securities GNMA GNII SF MA8946 M N/A 36179X5F9 2053-06-20 4.5 114788.73 109447.61 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG3848 N/A 3133C4HZ0 2053-05-01 6.5 310152.66 330409.55 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6976 N/A 3140UAXE0 2056-06-01 5.5 268180.65 272272.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6811 N/A 3140UAR98 2056-04-01 5.5 3247807.44 3250968.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDG6620 N/A 3140UALA1 2041-05-01 5.5 398478.22 406762.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6596 N/A 3140UAKJ3 2056-05-01 5 308740.82 304279.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG6472 N/A 3140UAFN0 2056-05-01 5.5 274632.46 277025.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB5250 N/A 31417BZQ3 2042-05-01 3.5 2540.59 2377.68 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAB4482 N/A 31417A6U8 2027-02-01 3 2648.33 2641.06 Agency Mortgage-Backed Securities FNMA FNMS 04.500 GLAB2959 N/A 31416YJD1 2040-07-01 4.5 253033.24 242855.99 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAB1959 N/A 31416XE97 2040-12-01 4 5386.99 5170.94 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTAB1490 N/A 31416WUQ3 2030-09-01 4.5 381.41 380.74 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAB1225 N/A 31416WLF7 2040-07-01 4.5 108151.41 105991.30 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL974965 N/A 31414STW3 2038-04-01 5 1381.00 1382.84 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CZ974096 N/A 31414RUV5 2048-02-01 6.5 15016.56 15483.84 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0370 1875000000.00 1875000000.00 .0106 N Y Y N PNC Bank, N.A. PNC Bank, N.A., REPO, 3.650%, 8/3/2026 3.650 N/A N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 04.000 CIRR0074 N/A 3142JCCL2 2041-04-01 4 433470.31 418417.33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4019 N/A 31418DPD8 2050-05-01 2.5 2639.75 2200.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2759 N/A 3140Y9B52 2056-02-01 5.5 164599851.61 164422632.38 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC1005 N/A 3133AKDJ6 2051-04-01 2.5 1798.76 1493.50 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA9391 N/A 3140QHNH4 2051-03-01 3 38242053.38 32927172.80 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA6061 N/A 31418FWX1 2041-05-01 5 6209785.84 6228084.01 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 H 2026-08-03 2026-08-03 2026-08-03 N N N .0370 200000000.00 200000000.00 .0011 N Y Y N Fixed Income Clearing Corporation ("FICC") - RBC Fixed Income Clearing Corporation ("FICC") - RBC, REPO, 3.650%, 8/3/2026 3.650 N/A N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION ("FICC) - RBC Y USTR 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 6171900.00 6193050.66 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 1207928600.00 1212384245.96 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 418700.00 426329.45 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 796800.00 794125.14 U.S. Treasuries (including strips) USTR 1 3/8 TRIN D 33 N/A 91282CHP9 2033-07-15 1.375 220.60 208.46 U.S. Treasuries (including strips) USTR 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 1000.00 995.56 U.S. Treasuries (including strips) USTR 1 1/4 TRIN X 28 N/A 91282CGW5 2028-04-15 1.25 5610518.40 5517321.25 U.S. Treasuries (including strips) USTR 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 200.00 200.32 U.S. Treasuries (including strips) USTR 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625 1016800.00 1002418.72 U.S. Treasuries (including strips) USTR 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 1000.00 1003.58 U.S. Treasuries (including strips) USTR 2 1/2 NOTE W 27 N/A 91282CEF4 2027-03-31 2.5 100.00 99.83 U.S. Treasuries (including strips) USTR 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 566100.00 498491.85 U.S. Treasuries (including strips) USTR 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 100.00 93.92 U.S. Treasuries (including strips) USTR 1 1/4 NOTE AH 26 N/A 91282CDQ1 2026-12-31 1.25 400.00 396.02 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 100000.00 99602.05 U.S. Treasuries (including strips) USTR 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 1100.00 1036.07 U.S. Treasuries (including strips) USTR 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 13475000.00 10669191.34 U.S. Treasuries (including strips) USTR 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 30115800.00 28231906.13 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 31 N/A 91282CCM1 2031-07-15 0.125 2499720.00 2269811.62 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 100.00 88.24 U.S. Treasuries (including strips) USTR 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 1659900.00 1581069.69 U.S. Treasuries (including strips) USTR 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625 3316500.00 3154888.60 U.S. Treasuries (including strips) USTR 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 2584400.00 2357343.17 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 14937300.00 13950024.52 U.S. Treasuries (including strips) USTR 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 10133100.00 9664523.76 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 2560700.00 2380549.27 U.S. Treasuries (including strips) USTR 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 42790300.00 36317999.51 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 16341600.00 13987380.35 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 63000.00 48867.02 U.S. Treasuries (including strips) USTR 4 BOND 52 N/A 912810TL2 2052-11-15 4 13463100.00 11053199.25 U.S. Treasuries (including strips) USTR 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 11505600.00 9390013.78 U.S. Treasuries (including strips) USTR 3 BOND 52 N/A 912810TJ7 2052-08-15 3 51257200.00 35142085.28 U.S. Treasuries (including strips) USTR 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 14456800.00 9562936.47 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 21777100.00 21733181.39 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 15696400.00 15491723.12 U.S. Treasuries (including strips) USTR 4 NOTE R 29 N/A 91282CFT3 2029-10-31 4 670000.00 668990.98 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AQ 28 N/A 91282CNM9 2028-07-15 3.875 200.00 198.75 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 27 N/A 91282CFR7 2027-10-15 1.625 146966793.50 146419970.29 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 1000.00 918.92 U.S. Treasuries (including strips) USTR 2 3/4 NOTE Y 27 N/A 91282CEN7 2027-04-30 2.75 21600.00 21536.13 U.S. Treasuries (including strips) USTR 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 1999900.00 1938692.06 U.S. Treasuries (including strips) USTR 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625 100.00 87.05 U.S. Treasuries (including strips) USTR 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.5 8700.00 8485.22 U.S. Treasuries (including strips) USTR 0 5/8 NOTE J 27 N/A 912828ZE3 2027-03-31 0.625 100.00 98.01 U.S. Treasuries (including strips) USTR 1 1/4 TRIN X 31 N/A 91282CQP9 2031-04-15 1.25 102.77 98.82 U.S. Treasuries (including strips) USTR 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 122000.00 88002.96 U.S. Treasuries (including strips) USTR 1 3/4 NOTE T 26 N/A 912828YX2 2026-12-31 1.75 100.00 99.25 U.S. Treasuries (including strips) USTR 1 5/8 NOTE Q 26 N/A 912828YG9 2026-09-30 1.625 409800.00 410557.58 U.S. Treasuries (including strips) USTR 1 5/8 NOTE E 29 N/A 912828YB0 2029-08-15 1.625 300.00 279.21 U.S. Treasuries (including strips) USTR 0 3/4 TRIN D 28 N/A 912828Y38 2028-07-15 0.75 26986529.99 26279647.17 U.S. Treasuries (including strips) USTR 0 3/8 TRIN A 27 N/A 912828V49 2027-01-15 0.375 185593925.29 182692729.12 U.S. Treasuries (including strips) USTR 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 2951700.00 2922417.65 U.S. Treasuries (including strips) USTR 0 1/2 TRIN A 28 N/A 9128283R9 2028-01-15 0.5 135.81 131.95 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 27 N/A 9128282L3 2027-07-15 0.375 219558383.87 215309719.13 U.S. Treasuries (including strips) USTR 5 BOND 46 N/A 912810UV8 2046-05-15 5 6070000.00 5921934.23 U.S. Treasuries (including strips) USTR 4 5/8 BOND 46 N/A 912810UT3 2046-02-15 4.625 1001900.00 942284.51 U.S. Treasuries (including strips) USTR 4 3/4 BOND 56 N/A 912810UR7 2056-02-15 4.75 38736500.00 36574103.37 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 1491300.00 1386120.56 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 3331800.00 3143092.74 U.S. Treasuries (including strips) USTR 3 1/8 BOND 44 N/A 912810RH3 2044-08-15 3.125 43661300.00 33299823.41 U.S. Treasuries (including strips) USTR 5 BOND 45 N/A 912810UL0 2045-05-15 5 37084900.00 36250339.80 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.75 28748400.00 26774214.56 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 55 N/A 912810UH9 2055-02-15 2.375 26529384.00 23367555.88 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UG1 2055-02-15 4.625 59449700.00 54915980.48 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 30579600.00 28555331.69 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625 15403100.00 14421187.95 U.S. Treasuries (including strips) USTR 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 818200.00 580797.54 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 52 N/A 912810TE8 2052-02-15 0.125 573165.13 276770.10 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 34008900.00 19713792.13 U.S. Treasuries (including strips) USTR 2 BOND 41 N/A 912810TC2 2041-11-15 2 30157400.00 20148212.70 U.S. Treasuries (including strips) USTR 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 553400.00 526594.96 U.S. Treasuries (including strips) USTR 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 7417500.00 7334987.73 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 28884200.00 25573225.70 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875 7100.00 7151.51 U.S. Treasuries (including strips) USTR 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 200.00 189.14 U.S. Treasuries (including strips) USTR 2 3/8 TRIN AE 28 N/A 91282CJH5 2028-10-15 2.375 218.74 221.29 U.S. Treasuries (including strips) USTR 5 1/2 BOND 28 N/A 912810FE3 2028-08-15 5.5 7639900.00 8008578.61 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BD 27 N/A 91282CNL1 2027-06-30 3.75 66214700.00 66194767.22 U.S. Treasuries (including strips) USTR 4 7/8 BOND 45 N/A 912810UN6 2045-08-15 4.875 1101000.00 1071952.29 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 234700.00 228717.58 U.S. Treasuries (including strips) USTR 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 300.00 259.14 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 87050400.00 64817858.18 U.S. Treasuries (including strips) USTR 3 7/8 BOND 40 N/A 912810QK7 2040-08-15 3.875 31805700.00 28621642.09 U.S. Treasuries (including strips) USTR 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 13588400.00 12578138.65 U.S. Treasuries (including strips) USTR 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 395000.00 387331.76 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AM 28 N/A 91282CMW8 2028-04-15 3.75 1400.00 1403.07 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 100.00 99.44 U.S. Treasuries (including strips) USTR 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 10211300.00 7361006.57 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 8649600.00 8353207.07 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 5020700.00 3844404.81 U.S. Treasuries (including strips) USTR BILL 01/21/27 N/A 912797TM9 2027-01-21 0 1000.00 981.83 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 10958400.00 7412262.59 U.S. Treasuries (including strips) USTR 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 2093200.00 1572185.40 U.S. Treasuries (including strips) USTR 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 51423100.00 30831680.17 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 27 N/A 912810PS1 2027-01-15 2.375 124583250.00 123819879.68 U.S. Treasuries (including strips) USTR 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.25 100.00 99.47 U.S. Treasuries (including strips) USTR 3 3/4 NOTE H 33 N/A 91282CQC8 2033-02-28 3.75 7789500.00 7554062.62 U.S. Treasuries (including strips) USTR 5 BOND 56 N/A 912810UU0 2056-05-15 5 9172500.00 8901608.16 U.S. Treasuries (including strips) USTR 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 1322200.00 1315447.52 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AK 29 N/A 91282CQA2 2029-02-15 3.5 12108500.00 12058585.42 U.S. Treasuries (including strips) USTR 4 BOND 42 N/A 912810TM0 2042-11-15 4 14111200.00 12347350.31 U.S. Treasuries (including strips) USTR 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 100.00 86.17 U.S. Treasuries (including strips) USTR 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 4133400.00 3951760.73 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 1000.00 1000.56 U.S. Treasuries (including strips) USTR 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 200.00 172.83 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AL 29 N/A 91282CQE4 2029-03-15 3.5 100.00 99.24 U.S. Treasuries (including strips) USTR 5 1/4 BOND 28 N/A 912810FF0 2028-11-15 5.25 2080200.00 2145112.75 U.S. Treasuries (including strips) USTR 3 BOND 45 N/A 912810RM2 2045-05-15 3 364800.00 267089.84 U.S. Treasuries (including strips) USTR 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 8964500.00 5831872.17 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 1190800.00 1189354.37 U.S. Treasuries (including strips) USTR 2 BOND 51 N/A 912810SZ2 2051-08-15 2 74737300.00 40884686.51 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 100.00 98.19 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 4534900.00 3932397.50 U.S. Treasuries (including strips) USTR 4 1/8 NOTE Z 31 N/A 91282CQU8 2031-05-31 4.125 9999900.00 9929100.71 U.S. Treasuries (including strips) USTR 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.25 95450700.00 67286145.99 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 51 N/A 912810SV1 2051-02-15 0.125 22278433.72 11017603.44 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 172800.00 92221.30 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 200.00 124.72 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 12812900.00 7831756.23 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 23997600.00 14568555.15 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 100.00 46.87 U.S. Treasuries (including strips) USTR 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 200.00 90.22 U.S. Treasuries (including strips) USTR 2 BOND 50 N/A 912810SL3 2050-02-15 2 283500.00 158973.27 U.S. Treasuries (including strips) USTR 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 80577800.00 49057249.64 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 6705900.00 4564965.15 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SA7 2048-02-15 3 14339600.00 10244839.84 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 168900.00 115745.23 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RX8 2047-05-15 3 8308200.00 5926622.68 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RV2 2047-02-15 3 24328000.00 17593326.13 U.S. Treasuries (including strips) USTR 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 27119300.00 19037684.19 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 15358400.00 10128649.45 U.S. Treasuries (including strips) USTR 3 BOND 45 N/A 912810RP5 2045-11-15 3 5000200.00 3634206.23 U.S. Treasuries (including strips) USTR 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 76385300.00 51928719.71 U.S. Treasuries (including strips) USTR 3 BOND 44 N/A 912810RJ9 2044-11-15 3 15053800.00 11095420.96 U.S. Treasuries (including strips) USTR 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 56712400.00 46965462.59 U.S. Treasuries (including strips) USTR 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 11065900.00 9253620.60 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 6390400.00 5323937.64 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 19219200.00 14237076.45 U.S. Treasuries (including strips) USTR 0 5/8 TRIB 43 N/A 912810RA8 2043-02-15 0.625 1311.33 916.85 U.S. Treasuries (including strips) USTR 3 BOND 42 N/A 912810QW1 2042-05-15 3 948400.00 730305.15 U.S. Treasuries (including strips) USTR 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125 28222400.00 22451881.88 U.S. Treasuries (including strips) USTR 3 3/4 BOND 41 N/A 912810QS0 2041-08-15 3.75 1829200.00 1597799.13 U.S. Treasuries (including strips) USTR 4 3/8 BOND 41 N/A 912810QQ4 2041-05-15 4.375 9860100.00 9204089.92 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 41 N/A 912810QP6 2041-02-15 2.125 152.97 142.48 U.S. Treasuries (including strips) USTR 4 3/8 BOND 40 N/A 912810QH4 2040-05-15 4.375 3451500.00 3260636.23 U.S. Treasuries (including strips) USTR 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 24921800.00 24526604.14 U.S. Treasuries (including strips) USTR 4 3/8 BOND 39 N/A 912810QD3 2039-11-15 4.375 20144600.00 19137616.00 U.S. Treasuries (including strips) USTR 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 22986700.00 22444406.03 U.S. Treasuries (including strips) USTR 2 3/8 TRIN D 36 N/A 91282CRE3 2036-07-15 2.375 200.61 199.10 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BD 28 N/A 91282CQY0 2028-06-30 4.125 100.00 100.04 U.S. Treasuries (including strips) USTR 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 2227700.00 2106173.76 U.S. Treasuries (including strips) USTR 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.5 3469900.00 3079566.52 U.S. Treasuries (including strips) USTR 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.5 2595200.00 2547670.89 U.S. Treasuries (including strips) USTR 5 BOND 37 N/A 912810PU6 2037-05-15 5 9016600.00 9313705.59 U.S. Treasuries (including strips) USTR 4 3/4 BOND 37 N/A 912810PT9 2037-02-15 4.75 146500.00 149996.19 U.S. Treasuries (including strips) USTR 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 1000000.00 1009385.36 U.S. Treasuries (including strips) USTR 5 3/8 BOND 31 N/A 912810FP8 2031-02-15 5.375 5573500.00 5926853.16 U.S. Treasuries (including strips) USTR 4 1/4 NOTE L 33 N/A 91282CQT1 2033-05-31 4.25 100.00 98.76 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Y 31 N/A 91282CQK0 2031-04-30 3.875 1645700.00 1621667.02 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 28 N/A 91282CQH7 2028-03-31 3.875 100.00 100.65 U.S. Treasuries (including strips) USTR 3 7/8 NOTE W 31 N/A 91282CQG9 2031-03-31 3.875 497500.00 492060.17 U.S. Treasuries (including strips) USTR 3 1/2 NOTE V 31 N/A 91282CQD6 2031-02-28 3.5 100.00 97.62 U.S. Treasuries (including strips) USTR 3 3/4 NOTE U 31 N/A 91282CPW5 2031-01-31 3.75 98100.00 95346.53 U.S. Treasuries (including strips) USTR 1 7/8 TRIN A 36 N/A 91282CPU9 2036-01-15 1.875 1797856.27 1709170.21 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AH 30 N/A 91282CPR6 2030-12-31 3.625 25700.00 24945.75 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 32 N/A 91282CPQ8 2032-12-31 3.875 300.00 289.66 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AV 28 N/A 91282CPP0 2028-12-15 3.5 100.00 98.58 U.S. Treasuries (including strips) USTR 3 3/4 NOTE R 32 N/A 91282CPF2 2032-10-31 3.75 200.00 193.25 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 100.00 97.80 U.S. Treasuries (including strips) USTR 3 7/8 NOTE Q 32 N/A 91282CNZ0 2032-09-30 3.875 2961200.00 2893905.74 U.S. Treasuries (including strips) USTR 3 5/8 NOTE BG 27 N/A 91282CNV9 2027-08-31 3.625 2416600.00 2438562.86 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 21400.00 21097.94 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 35 N/A 91282CNS6 2035-07-15 1.875 104.33 100.04 U.S. Treasuries (including strips) USTR 4 NOTE M 32 N/A 91282CNJ6 2032-06-30 4 430202000.00 420085182.72 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AP 28 N/A 91282CNH0 2028-06-15 3.875 172114000.00 171667401.79 U.S. Treasuries (including strips) USTR 6 1/4 BOND 30 N/A 912810FM5 2030-05-15 6.25 3198600.00 3443873.27 U.S. Treasuries (including strips) USTR 6 1/8 BOND 27 N/A 912810FB9 2027-11-15 6.125 7615500.00 7891934.25 U.S. Treasuries (including strips) USTR 6 3/8 BOND 27 N/A 912810FA1 2027-08-15 6.375 5222000.00 5491352.98 U.S. Treasuries (including strips) USTR 6 5/8 BOND 27 N/A 912810EZ7 2027-02-15 6.625 1303800.00 1362047.05 U.S. Treasuries (including strips) USTR 6 3/4 BOND 26 N/A 912810EX2 2026-08-15 6.75 130500.00 134696.75 U.S. Treasuries (including strips) USTR BILL 01/07/27 N/A 912797VS3 2027-01-07 0 100.00 98.35 U.S. Treasuries (including strips) USTR BILL 12/03/26 N/A 912797VA2 2026-12-03 0 9557000.00 9435186.48 U.S. Treasuries (including strips) USTR BILL 10/01/26 N/A 912797SA6 2026-10-01 0 693268800.00 689094628.56 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 800.00 793.75 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AN 28 N/A 91282CND9 2028-05-15 3.75 43398800.00 43341533.87 U.S. Treasuries (including strips) USTR 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.25 4800.00 4689.74 U.S. Treasuries (including strips) USTR 1 5/8 TRIN X 30 N/A 91282CNB3 2030-04-15 1.625 1052.33 1034.89 U.S. Treasuries (including strips) USTR 4 NOTE K 32 N/A 91282CNA5 2032-04-30 4 1000.00 984.28 U.S. Treasuries (including strips) USTR 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 100.00 99.90 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AY 27 N/A 91282CMP3 2027-02-28 4.125 100.00 101.77 U.S. Treasuries (including strips) USTR 4 3/8 NOTE G 32 N/A 91282CMK4 2032-01-31 4.375 100.00 99.41 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AW 27 N/A 91282CMH1 2027-01-31 4.125 100.00 100.05 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 1734000.00 1736872.94 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BL 26 N/A 91282CLY5 2026-11-30 4.25 3499400.00 3528124.24 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 29 N/A 91282CLV1 2029-10-15 1.625 6494.18 6431.95 U.S. Treasuries (including strips) USTR 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 100.00 99.40 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 1000.00 986.09 U.S. Treasuries (including strips) USTR 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 1100.00 1088.80 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 100.00 101.85 U.S. Treasuries (including strips) USTR 2 1/8 TRIN X 29 N/A 91282CKL4 2029-04-15 2.125 6497036.98 6511310.79 U.S. Treasuries (including strips) USTR 3 5/8 TRIB 28 N/A 912810FD5 2028-04-15 3.625 64687399.49 66571376.48 U.S. Treasuries (including strips) USTR 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 100.00 98.20 U.S. Treasuries (including strips) USTR 4 NOTE AJ 27 N/A 91282CJT9 2027-01-15 4 100.00 100.19 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AV 26 N/A 91282CJP7 2026-12-15 4.375 300.00 302.19 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 205100.00 206768.01 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AU 26 N/A 91282CJK8 2026-11-15 4.625 634900.00 642212.97 U.S. Treasuries (including strips) USTR 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 100.00 100.26 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 6331000.00 6467975.41 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 30050400.00 15705818.53 U.S. Treasuries (including strips) USTR 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 23513800.00 21463897.71 U.S. Treasuries (including strips) USTR 6 1/2 BOND 26 N/A 912810EY0 2026-11-15 6.5 837300.00 854818.45 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 30 N/A 912828Z37 2030-01-15 0.125 20702.12 19301.40 U.S. Treasuries (including strips) USTR 6 1/8 BOND 29 N/A 912810FJ2 2029-08-15 6.125 49700.00 53561.24 U.S. Treasuries (including strips) USTR 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 59258100.00 46663491.31 U.S. Treasuries (including strips) USTR 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 85679300.00 68327465.77 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 45084900.00 28447881.18 U.S. Treasuries (including strips) USTR 5 1/4 BOND 29 N/A 912810FG8 2029-02-15 5.25 410300.00 430208.41 U.S. Treasuries (including strips) USTR 4 NOTE G 33 N/A 91282CPY1 2033-01-31 4 6129200.00 5935866.64 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 53918100.00 26793798.35 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 1000.00 985.95 U.S. Treasuries (including strips) USTR 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 100.00 97.75 U.S. Treasuries (including strips) USTR 3 7/8 NOTE BE 27 N/A 91282CNP2 2027-07-31 3.875 36565000.00 36453440.19 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 85964400.00 60756019.34 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 3000.00 3046.22 U.S. Treasuries (including strips) USTR 4 3/4 BOND 41 N/A 912810QN1 2041-02-15 4.75 1197700.00 1182904.53 U.S. Treasuries (including strips) USTR 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 588500.00 542834.85 U.S. Treasuries (including strips) USTR 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.25 961900.00 957304.04 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 6813000.00 4601003.30 U.S. Treasuries (including strips) USTR 4 3/8 BOND 38 N/A 912810PW2 2038-02-15 4.375 2106200.00 2073316.23 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 1100.00 1096.91 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 5000.00 5063.12 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0370 5000000000.00 5000000000.00 .0282 N Y Y N Fixed Income Clearing Corporation ("FICC") - RBC Fixed Income Clearing Corporation ("FICC") - RBC, REPO, 3.650%, 8/3/2026 3.650 N/A N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION ("FICC) - RBC Y USTR 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 542096500.00 544036356.97 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BL 27 N/A 91282CPL9 2027-11-30 3.375 438524900.00 436120029.45 U.S. Treasuries (including strips) USTR 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 723349000.00 726017193.34 U.S. Treasuries (including strips) USTR 3 3/4 NOTE BD 27 N/A 91282CNL1 2027-06-30 3.75 827275100.00 827026063.22 U.S. Treasuries (including strips) USTR 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 518866500.00 527731107.69 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0370 3000000000.00 3000000000.00 .0169 N Y Y N Fixed Income Clearing Corporation ("FICC") - MS Fixed Income Clearing Corporation ("FICC") - MS, REPO, 3.640%, 8/3/2026 3.640 N/A N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION ("FICC") - MS Y USTR TRFR BF 07/31/28 N/A 91282CRD5 2028-07-31 3.9021 12861600.00 12861561.42 U.S. Treasuries (including strips) USTR 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.75 739096000.00 701775347.48 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 29985700.00 29442467.81 U.S. Treasuries (including strips) USTR BILL 07/08/27 N/A 912797VQ7 2027-07-08 0 31857800.00 30690116.06 U.S. Treasuries (including strips) USTR TRFR BF 07/31/28 N/A 91282CRD5 2028-07-31 3.9021 505000000.00 504998485.00 U.S. Treasuries (including strips) USTR 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 246028800.00 250232094.67 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0369 1500000000.00 1500000000.00 .0085 N Y Y N Fixed Income Clearing Corporation ("FICC") - CREDITAG Fixed Income Clearing Corporation ("FICC") - CREDITAG, REPO, 3.650%, 8/3/2026 3.650 N/A N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION ("FICC") FICCCRAG N UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49400390.00 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49400390.00 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49400390.00 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49400390.00 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49400390.00 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49400390.00 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49400390.00 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49400390.00 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 50000000.00 49400390.00 U.S. Treasuries (including strips) UST - 4.0000 - 04/30/2032 N/A 91282CNA5 2032-04-30 4 31000000.00 30628241.80 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 27564000.00 19729585.83 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46318361.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46318361.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46318361.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46318361.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46318361.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46318361.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46318361.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46318361.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46318361.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46318361.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46318361.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46318361.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46318361.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46318361.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46318361.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46318361.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46318361.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46318361.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46318361.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 4000000.00 3705468.90 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48511720.00 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48511720.00 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48511720.00 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48511720.00 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48511720.00 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48511720.00 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48511720.00 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48511720.00 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 38529000.00 38631407.61 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 02/29/2032 N/A 91282CMR9 2032-02-29 4.125 50000000.00 50132896.79 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 50000000.00 49925780.00 U.S. Treasuries (including strips) UST - 4.1250 - 03/31/2032 N/A 91282CMT5 2032-03-31 4.125 7875000.00 7863310.35 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 50000000.00 49229166.67 U.S. Treasuries (including strips) UST - 3.6250 - 09/30/2030 N/A 91282CPA3 2030-09-30 3.625 45057000.00 44362371.25 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 2.3750 - 02/15/2042 N/A 912810TF5 2042-02-15 2.375 50000000.00 35788684.20 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48511720.00 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46318361.25 U.S. Treasuries (including strips) UST - 2.8750 - 05/15/2032 N/A 91282CEP2 2032-05-15 2.875 50000000.00 46318361.25 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48511720.00 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48511720.00 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48511720.00 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48511720.00 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48511720.00 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 50000000.00 48511720.00 U.S. Treasuries (including strips) UST - 3.7500 - 10/31/2032 N/A 91282CPF2 2032-10-31 3.75 26335000.00 25551122.92 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0370 6750000000.00 6750000000.00 .0381 N Y Y N Fixed Income Clearing Corporation ("FICC") - BARCLAYS Fixed Income Clearing Corporation ("FICC") - BARCLAYS, REPO, 3.660%, 8/3/2026 3.660 N/A N/A U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION ("FICC") - BARCLAYS Y USTR 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 117610800.00 109336628.38 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 170457600.00 130521245.46 U.S. Treasuries (including strips) USTR 4 BOND 42 N/A 912810TM0 2042-11-15 4 103274000.00 90365118.19 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 213915200.00 106301978.98 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 64200.00 38974.78 U.S. Treasuries (including strips) USTR 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 42124500.00 25256530.84 U.S. Treasuries (including strips) USTR 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 220704100.00 159201751.50 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 129081200.00 85127241.46 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 150232000.00 125160521.89 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 138773600.00 102799822.73 U.S. Treasuries (including strips) USTR 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125 28595100.00 22748377.44 U.S. Treasuries (including strips) USTR 4 3/8 BOND 38 N/A 912810PW2 2038-02-15 4.375 451700.00 444647.68 U.S. Treasuries (including strips) USTR BILL 09/15/26 N/A 912797VC8 2026-09-15 0 200.00 199.13 U.S. Treasuries (including strips) USTR BILL 10/29/26 N/A 912797SK4 2026-10-29 0 200.00 198.22 U.S. Treasuries (including strips) USTR 3 3/4 NOTE U 31 N/A 91282CPW5 2031-01-31 3.75 84422000.00 82052443.30 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AD 30 N/A 91282CPA3 2030-09-30 3.625 100.00 98.18 U.S. Treasuries (including strips) USTR 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 13593100.00 13348383.42 U.S. Treasuries (including strips) USTR 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 4004000.00 3888632.75 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 200.00 197.09 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 20226600.00 18800044.39 U.S. Treasuries (including strips) USTR 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 42392000.00 39990992.07 U.S. Treasuries (including strips) USTR 5 BOND 45 N/A 912810UL0 2045-05-15 5 108832800.00 106383621.94 U.S. Treasuries (including strips) USTR 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 389784400.00 364021740.06 U.S. Treasuries (including strips) USTR 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 94269300.00 92045332.53 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875 224694800.00 220224496.95 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 408662500.00 361817822.43 U.S. Treasuries (including strips) USTR 3 BOND 45 N/A 912810RP5 2045-11-15 3 21810600.00 15852209.60 U.S. Treasuries (including strips) USTR 4 NOTE W 30 N/A 91282CMU2 2030-03-31 4 49999900.00 49989066.69 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 376823200.00 327004662.19 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AZ 28 N/A 91282CQH7 2028-03-31 3.875 405593600.00 408209949.12 U.S. Treasuries (including strips) USTR 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 600.00 390.33 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0371 3000000000.00 3000000000.00 .0169 N Y Y N Federated Hermes Money Market Obligations Trust 2026-08-07 Stephen Van Meter Stephen Van Meter Chief Compliance Officer